摘要
本文提出并讨论了一类双线性随机离散系统的协方差配置控制问题．给出了由状态反馈可配置的状态协方差的集合，以及能配置这些状态协方差的状态反馈增益阵的集合．在状态方差受约束的情形下，本文给出了反馈控制器的设计步骤及数值例子．
In this paper the Problsem of covariance assignment control for bilinear stochastic discrete systems is introdued and discussed.The entire set of state covariance which may be assigned by state feebback is characterized and the set of all feedback controllers which may assign an admissible covariance to the system is also given.Upon the conditions that the state variance is constrained,the method of designing desired controllers is presented and an example is also provided.
出处
《控制理论与应用》
EI
CAS
CSCD
北大核心
1994年第2期153-160,共8页
Control Theory & Applications
基金
国家教委博士点资金
关键词
断续系统
协方差
随机控制
设计
bilinear stochastic discrete systems
covariance control
state covaiance assignment
