一类工程系统的约束方差/H_∞输出反馈控制:含测量噪声的情形

Constrained Variance and H_∞ Output Feedback Control for a Class of Engineering System with Measurement Noise

讨论一类具有广泛工程应用背景的随机控制问题，即其性能指标直接表现为系统稳态状态方差的上界形式。利用广义逆理论，研究含测量噪声的线性连续随机系统的约束方差／H∞输出反馈控制问题，给出了期望控制器的存在条件及其解析表达式，并提供了具体的设计方法以及说明性的数值算例。

A class of stochastic control problems with extenstive engineering application background is studied in this paper. The performance indexes of these problems are expressed directly in terms of the upper bounds on the system steady - state variance. The mixed constrained variance/H ∞ output feedback control problem is studied for linsar continuous stochastic systems with measurement noise by using the generalized inverse theory. Both the existence conditions and the analytical expression of desired controllers are given. The straight forward design method and an illustrative numercal example are also presented.