离散控制系统中圆形极点与方差上界约束的相容性

Consistency of Circular pole and Upper State-variance Constrainets for Discrete-time Control Systems

摘要: 对一类线性离散随机系统的控制问题,研究两类约束指标:圆形极点区域与状态方差上界的相容性,并对同时具有上述两类相容约束的控制问题,给出求取满意控制策略的有效方法。利用线性矩阵不等式(LMI)方法,得到了与指定极点区域相容的状态方差上界指标的较好取值范围。算例说明了所得研究成果。

Abstract: The consistency of constraint indices of circular pole and statevariance upper bound is studied for a class of discrete-time stochastic systems via state feedback control,and satisfactory strategy method is provided for the control systems with two kinds of consistent constraint indices above.By using linear matrix inequality(LMI) approach,a good region is presented for the upper bound index of state variance which is consistent with the prespecified pole region.An example illustrates the results obtained in this paper.