一类不确定随机系统的鲁棒H_∞约束方差控制

The Robust H_∞ Variance Control of Stochastic System with Uncertainty

本文根据Ｈ∞优化设计理论及稳态状态协方差配置的系统综合方法．利用一个修正的Ｒｉｃｃａｔｉ方程，对一类具有参数扰动的不确定线性随机系统讨论了鲁棒状态反馈控制器设计．使得闭环系统不但鲁棒稳定并具有指定的稳定裕度；而且系统性能也是鲁棒的，闭环系统同时满足给定的Ｈ∞性能指标及状态方差上限约束．

According to H∞ control theory and steady state covariance assignment design method. a stability and performance robust state feedback controller is proposed for a class of linear stochastic systems with model parameter uncertainties from a modified Riccati equation. The closed-loop system will have prespecified steady margin and H∞ Performance index. And the steady-state variance will satisfy constraints for all permitted disturbances.