配置区域极点的约束方差设计:离散时间情形

Constrained Variance Design for Assigning Regional Poles: The Discrete time Case

该文研究线性离散随机系统在区域极点及方差约束下的控制器设计问题 ,即设计状态反馈控制器 ,使闭环系统的极点位于给定区域内 ,同时稳态状态方差不大于预先给定值。给出期望控制器的存在条件及其解析表达式 。

This paper studies the problem of designing controller for linear discrete time stochastic systems with regional pole and variance constraints.The problem presented here is to design state feedback controllers in such a way that the close loop systems satisfy the prespecified regional pole constraints and the prespecified steady state variance constraints.The conditions for the existence and the analytical expression of the desired controller are given.The corresponding illustrated numerical example is also provided.