不确定离散时滞系统的鲁棒方差约束控制

Robust Variance Control for Discrete Time-delay Systems with Uncertainty

研究时滞系统的鲁棒方差约束控制问题.针对带有不确定参数和白噪声干扰的离散时滞系统,设计一类反馈控制器,使通过反馈控制所得到的闭环系统不仅一致渐进稳定,而且系统各状态分量的稳态方差在给定约束范围之内.利用线性矩阵不等式的方法,得出了满足这一反馈控制器的充分条件.给出了一个数值算例,验证了所提出算法的有效性.

This paper deals with the problem of robust variance control design for a class of uncertain discrete time-delay systems. The system under consideration involves state time delay, parameter uncertainties and white noise disturbances. The purpose of this problem is to design a static state feedback controller so that not only is the resulting closed-loop system is asymptotically stable, but the steady-state variance of each state is not morn than the individual pre-speeified value simultaneously. Using the linear matrix inequality approach in this paper, the existence conditions of such controllers are derived. Furthermore, a numerical example is given to illustrate the effectiveness of the proposed approach.