离散时间多输入时滞随机系统的镇定性

Stabilization for discrete-time stochastic systems with multiple input delay

主要研究具有多输入时滞和乘性噪声的离散时间随机系统滚动时域镇定性问题。首先,构造新的性能指标,研究该性能指标的性质,得到系统滚动时域均方镇定的充分条件,该充分条件可以通过线性矩阵不等式进行求解。然后,在该条件下得到显式的镇定控制器。

This paper mainly investigates the mean square stabilization problem for discrete-time stochastic system with multiple input delay and multiplicative noises based on receding horizon control （RHC）. First, a new cost was designed and the property of this cost function was studied. ＂Then the sufficient mean square stabilization condition was obtained. This condition can be verified by solving linear matrix inequality. The explicit controller can be derived under this condition.