摘要
讨论一类具有时变、有限能量外部扰动的线性随机系统有限时间H_∞控制问题.首先,给出了线性随机系统有限时间H_∞控制问题的定义;然后,通过构造Lyapunov-Krasovskii函数,并结合线性矩阵不等式,给出了随机系统有限时间H_∞控制器有解的充分条件;进一步,将该问题简化为具有线性矩阵不等式约束的优化问题,并给出了相应的求解算法;最后,通过数值算例表明了该设计方法的有效性.
The finite time Ho~ control problem for a class of linear stochastic systems with norm bounded exogenous disturbance is considered. Firstly, the definition of finite time H∞ control of linear stochastic systems is given. Then by constructing Lyapunov-Krasoviskii function and using linear matrix inequality approach, a sufficient condition for finite time H~ control of linear stochastic systems is presented. Furthermore, the problem is reduced to the optimization problem under the constraint of linear matrix inequalities and the corresponding solving algorithm is given. Finally, an example is presented to demonstrate the effectiveness of the proposed method.
出处
《控制与决策》
EI
CSCD
北大核心
2011年第8期1224-1228,共5页
Control and Decision
基金
国家自然科学基金项目(60674019
61074088)
关键词
随机系统
有限时间H∞控制
时变外界干扰
线性矩阵不等式
stochastic systems
finite-time H∞ control
time-varying exogenous disturbance
linear matrix inequality
