随机跳变系统状态估计与控制研究进展

Progress of State Estimate and Control of Stochastic Jump System

回顾了随机跳变系统模型提出以来,特别是近20年,关于随机跳变系统状态估计和控制的主要理论和应用研究成果。从系统状态和模态估计2个方面,阐述了随机跳变系统滤波理论的发展现状和其在军事领域中的应用;归纳了Lyapunov第二方法稳定性定理和比较理论在随机跳变系统稳定性研究中的应用,着重从最优控制、鲁棒控制和容错控制等方面总结了随机跳变系统控制理论和应用研究发展状况。最后,对非高斯型、非线性随机跳变系统的研究以及在军事上武器的攻防对抗、网络控制等应用研究作了展望。

The main theoretical and applicational results on state estimate and control theories of stochastic jump system are reviewed since it proposed,especially the last two decades.Firstly,the development status of the estimation theory of stochastic jump system（SJS） and its applications are presented on two main aspects,which are system variables estimation and system model estimation.Secondly,the applications of the lyapunov stability theory and compare theory in the research of the stabilization of SJS are concluded.Finally,the control theories of the SJS are summarized mainly on optimal control,robust control and fault-tolerant control.For the trend of recent study,The paper points out that the state estimate and control of non-gauss,nonlinear stochastic jump system and applications on offence defence in military operations and network control will be the focus and difficulty of the afterward study in this area.