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Best performance analysis for stochastic perturbation systems with spectral factorization

Best performance analysis for stochastic perturbation systems with spectral factorization
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摘要 We investigate the best performance for linear feedback control systems in the case that plant uncertainty is to be considered. First, we define an average integral square criterion of tracking error over a class of stochastic model errors. By utilizing spectral factorization to minimize the performance index, we derive an optimal controller design method and further study best performance in the presence of stochastic perturbation. The results can be used to evaluate optimal performance in practical control system designs. We investigate the best performance for linear feedback control systems in the case that plant uncertainty is to be considered. First, we define an average integral square criterion of tracking error over a class of stochastic model errors. By utilizing spectral factorization to minimize the performance index, we derive an optimal controller design method and further study best performance in the presence of stochastic perturbation. The results can be used to evaluate optimal performance in practical control system designs.
出处 《Journal of Shanghai University(English Edition)》 CAS 2008年第1期80-84,共5页 上海大学学报(英文版)
基金 the National High-Technology Research and Development Program of China(Grant No.2003AA517020)
关键词 best tracking plant uncertainty stochastic perturbation spectral factorization best tracking, plant uncertainty, stochastic perturbation, spectral factorization
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