一类不确定线性连续随机系统的H^∞约束方差变结构控制

H∞ Norm and Variance-Constrained Variable Structure Control for Linear Stochastic Uncertain System

基于变结构控制思想,结合H∞优化设计理论及稳态状态协方差配置的系统综合方法,对一类具有参数扰动的不确定线性连续随机系统进行H∞约束方差控制的设计.利用变结构控制的不变性,使受控系统在滑模面上与满足匹配条件的系统不确定性无关.根据伊藤积分设计的控制u(t),综合考虑了变结构控制的滑模阶段与到达阶段;导出的反馈增益矩阵G使在滑模面上,闭环系统的各个状态分量的稳态方差满足预先给定的上界约束,同时从噪声输入到系统输出的传递函数的H∞范数也满足预先给定的指标约束.

Based on the concept of variable structure control (VSC), this paper studies the Stead state upper bound covariance control problem with H~∞ norm and covariance-constraints for linear stochastic uncertain system. By using the invariance property of VSC, the controlled system independent of the uncertainty which satisfies the matching condition on the sliding surface. Combining the sliding phase and the hitting phase of the system design, the hitting controller u(t) and the gain matrix G are proposed to achieving the desired goals.