随机系统扇形极点和方差约束状态反馈控制

区域极点和稳态方差是表征控制系统性能的两个重要指标,通过把扇形区域极点指标和稳态方差指标融入到一个修正的Lyapunov方程,研究了扇形区域极点和稳态方差上界约束下的状态反馈控制问题.利用矩阵广义逆和矩阵分解的方法得到了扇形区域极点和稳态方差可配置条件以及控制器的求取方法,所得控制器表达式中含有自由参数,便于控制器的工程实现,也为选取控制器的自由参数来使控制系统满足更多的性能指标留下了余地.

The Pole and Variance Constrained State Feedback Control for Stochastic System

Regional pole and steady covariance are the two important indices to indicate the performances of the control system.By mixing the indices of sector pole and steady covariance into one modified Lyapunov equation,state feedback control problem with these two indices is studied for a class of linear stochastic systems.Based on the method of the generalized matrix inverse and matrix decomposition,a sufficient condition is formulated for the pole assignment and upper-bound variance being assigned via state feedback.Also formulated is the expression of the corresponding state feedback,which explicitly contatins two free matrices.Therefore,the design method proposed this paper is convenient for the control implementation,and can also give space for control system to meet other indices by selecting the free parameter.