基于LMI不确定离散随机系统输出反馈保性能控制

Output feedback guaranteed cost control of uncertainty discrete stochastic system based on LMI

针对一类范数有界不确定离散随机系统,研究了具有输出反馈控制器的保性能控制,由此得到闭环系统的二次型性能指标上界的一般形式;然后应用LMI凸优化技术,推导出使闭环系统渐近稳定的最优保性能控制器的设计方法;最后通过仿真算例验证了所提出算法的可行性和有效性.

For the discrete stochastic system of the uncertainty with a class of bounded norm,the guaranteed cost control with the output feedback controller is studied,and the general form of the quadratic performance index upper bound for the closed-loop system is achieved.By using LMI convex optimal technique,the approach of designing the optimal guaranteed cost controller which makes the closed-loop system asymptotically stable is derived.Finally,the simulation example shows the feasibility and effectiveness of the presented method.