方差约束了不确定线性离散时间系统的鲁棒H_∞控制(英文)

Robust H_∞ Control for Uncertain Linear Discrete-Time Systems with Variance Constraints

本文考虑具有H∞范数及方差约束的不确定线性离散时间系统的鲁棒控制器设计问题，即设计鲁律控制器，使闭环系统对所有可允的参数扰动保持渐近稳定，同时传递函数满足预先给定的H∞范数约束，且各状态的稳态方差值不大干预先给定值．结果表明，一种有效的代数方法可用来使不确定线性随机离散时间系统满足给定的H∞范数约束及方差约束．

The problem of robust controller design for uncertain linear discrete-time systems with H∞ norm and variance constraints is considered in this paper. The goal of this problem is to design the robust controller,which stabilizes the plant for all admissible uncertainties,such that the closed-loop transfer function has an H∞ norm less than a specified scalar and such that the variances of individual states are less than specified constants. An effective,algebraic approach is developed to achieve both H∞ norm constraint and variance constraints for uncertain linear stochastic discrete systems. A feature of this approach is that no matching condition about uncertainty is needed.