摘要
考虑具有二次成本函数的随机线性系统,研究了状态反馈控制的保证成本控制问题.依据线性矩阵不等式得到了保证成本控制器存在的充分条件,最后得到了随机线性闭环系统保证成本最小的最优保证成本控制律的表达式.
The guaranteed cost control problem by state feedback controllers is studied for stochastic linear systems with a given quadratic cost function. Sufficient conditions for the existence of guaranteed cost controllers are given in terms of linear matrix inequalities. And next the optimal guaranteed cost control law which minimizes the guaranteed cost of the stochastic linear closed-loop systems is also formulated.
出处
《运筹学学报》
CSCD
北大核心
2008年第3期83-89,共7页
Operations Research Transactions
关键词
运筹学
随机线性系统
保证成本控制
状态反馈控制
随机渐近稳定
线性矩阵不等式
Operations research, stochastic linear systems, guaranteed cost control, state feedback control, stochastic asymptotical stability, linear matrix inequalities
