随机不确定系统的鲁棒H∞滤波:LMI方法

本文研究随机不确定系统鲁棒H∞滤波问题.假设不确定参数矩阵是时变,范数有界的,外部干扰是一个随机过程.借助于线性矩阵不等式,可以设计鲁棒H∞滤波器,最后给出了一个例子对理论分析进行阐述.     

具有非线性扰动的广义系统的鲁棒H∞控制

研究具有非线性结构扰动广义系统的鲁棒H∞控制和鲁棒H∞保性能控制问题,该不确定性为时间和状态的函数.且满足Lipschitz条件.目的是分别设计系统的鲁棒H∞控制器和鲁棒H∞保性能控制器.应用线性矩阵不等式方法,分别给出了系统的鲁棒H∞控制器和鲁棒H∞保性能控制器存在的充分条件.当这些条件可解时,分别给出了鲁棒H∞控制器和鲁棒H∞保性能控制器的表达式.最后通过一个仿真算例说明了所给出方法的应用.     

不确定线性组合系统的鲁棒H_∞性能的判定

针对一类线性组合不确定系统的结构特征提出了分散鲁棒 H∞ 性能的概念。它充分利用组合系统的互联结构 ,为研究大系统 H∞ 性能提供了新途径。给出了大系统具有分散鲁棒 H∞ 性能的条件 ,以及利用分散鲁棒 H∞ 性能判断大系统的整个鲁棒 H∞ 性能的方法。结果表明 ,大系统的 H∞ 性能与子系统H∞ 性能密切相关。只要每个子系统具有鲁棒 H∞ 性能 ,则在同样的控制条件下 ,大系统也具有鲁棒 H∞性能 ,只是性能指标弱一些。     

不确定线性组合系统的鲁棒H∞性能的判定

针对一类线性组合不确定系统的结构特征提出了分散鲁棒H∞性能的概念。它充分利用组合系统的互联结构,为研究大系统H∞性能提供了新途径。给出了大系统具有分散鲁棒H∞性能的条件,以及利用分散鲁棒H∞性能判断大系统的整个鲁棒H∞性能的方法。结果表明,大系统的H∞性能与子系统H∞性能密切相关。只要每个子系统具有鲁棒H∞性能,则要同样的控制条件下,大系统也具有鲁棒H∞性能,只是性能指标弱一些。     

随机不确定系统的鲁棒H∞滤波

研究在同时具有参数和随机不确定的情况下的鲁棒H∞估计问题.假设系统的方程由Ito随机微分方程描述,不确定的参数是范数有界的,外部干扰是随机不确定的.通过解一个线性矩阵不等式,可以设计鲁棒H∞滤波器,最后给出的一个例子对理论分析进行了阐述.     

不确定切换系统的鲁棒H∞控制:滑模控制设计

研究了一类不确定切换系统的鲁棒H∞控制问题, 提出一个新的鲁棒H∞滑模变结构控制方法. 该方法分为二个步骤. 首先是构造单鲁棒H∞滑模面, 使得降阶等效滑动模态在所设计的滞后切换律下是鲁棒镇定的且具有H∞扰动衰减度γ. 其次是设计变结构控制, 以确保切换系统的状态在有限时间内到达这个单鲁棒H∞滑模面. 仿真例子说明提出设计方法的有效性.     

非线性不确定中立型系统的鲁棒H∞控制

考虑系统外界干扰、系统参数摄动等非线性扰动环节对中立型时滞系统的H∞影响,提出基于Lyapunov稳定性理论的鲁棒H∞控制器的设计思想.利用线性矩阵不等式(LMI)方法,给出了该类具有状态非线性不确定性中立型时滞系统的鲁棒∞控制器的设计实例.在非线性不确定函数满足增益有界的条件下,得到了该类时滞系统满足鲁棒∞性能的一个充分条件.通过求解一个线性矩阵不等式LMI,即可获得鲁棒∞控制器.仿真结果表明了基于Lyapunov稳定性理论,LMI技术设计的控制器克服了系统外界非线性干扰或系统本身非线性参数摄动的影响,实现了闭环系统的H∞性能条件下的渐近稳定,满足了该系统鲁棒H∞控制的要求.     

一类不确定Lurie时滞奇异系统的鲁棒H∞控制

研究一类具有不确定性的Lurie时滞奇异系统的鲁棒稳定性分析和H∞状态反馈控 制器设计方法.针对一类具有参数不确定性、未知时滞的奇异系统,得出了系统鲁棒稳定和 鲁棒H∞状态反馈控制器存在的充分条件,它能使得不确定Lurie时滞奇异系统的解在所容 许的范围内是正则的、无摄动的和稳定的;而且还得出了基于线性矩阵不等式(LMI)的鲁棒 H∞状态反馈控制器的设计方法,使得闭环系统具有鲁棒稳定性和H∞性能.     

不确定系统鲁棒容错H_∞控制的LMI设计方法

针对不确定线性系统.研究了执行器失效情况下鲁棒容错H∞控制问题.基于连续增益故障模式.利用线性矩阵不等式LMI推导了系统H∞指标约束下鲁棒容错镇定的充要条件.分别给出了输出反馈和状态反馈H∞控制器的设计方法.通过引入变量代换.将求解输出反馈H∞指标约束的鲁棒容错控制器的可解条件转化为标准的LMI.所获得的控制器不仅能使故障系统鲁棒稳定,并且能达到给定的H∞性能指标.仿真实例验证了所提出设计方法的有效性.     

具有时变不确定性的线性时滞系统的鲁棒H∞控制

研究具有一般形式的不确定线性时滞系统的鲁棒H∞状态反馈控制器设计问题.基 于二次H∞性能概念,首先证明了若存在鲁棒H∞动态状态反馈控制器,则必存在鲁棒H∞静 态状态反馈控制器,然后利用线性矩阵不等式给出了鲁棒H∞静态状态反馈控制器存在的充 分条件和构造方法,最后给出一个算例验证本文方法的有效性.     

Robust H∞ control for uncertain discrete‐time stochastic bilinear systems with Markovian switching

This paper is concerned with the problems of robust stochastic stabilization and robust H_∞ control for uncertain discrete‐time stochastic bilinear systems with Markovian switching. The parameter uncertainties are time‐varying norm‐bounded. For the robust stochastic stabilization problem, the purpose is the design of a state feedback controller which ensures the robust stochastic stability of the closed‐loop system irrespective of all admissible parameter uncertainties; while for the robust H_∞ control problem, in addition to the robust stochastic stability requirement, a prescribed level of disturbance attenuation is required to be achieved. Sufficient conditions for the solvability of these problems are obtained in terms of linear matrix inequalities (LMIs). When these LMIs are feasible, explicit expressions of the desired state feedback controllers are also given. An illustrative example is provided to show the effectiveness of the proposed approach. Copyright © 2005 John Wiley & Sons, Ltd.     

Robust reliable control of uncertain nonlinear stochastic systems subject to actuator fault

This paper addresses the issue of robust reliable stabilization for a class of uncertain nonlinear stochastic systems with both discrete and distributed time-varying delays and possible occurrence of actuator faults. By constructing a new Lyapunov functional and using linear matrix inequality technique, a new set of sufficient conditions is established for the stochastic stability of the uncertain nonlinear stochastic systems. Then, sufficient conditions are obtained for the solvability of the robust stabilization problem via robust reliable controller. More precisely, the derived control law guarantees the robust stabilization of nonlinear stochastic systems in the presence of known actuator failure matrix and uncertainties. Further, the results are extended to study the stabilization of stochastic systems with unknown actuator failure matrix. Moreover, the obtained criteria are formulated in terms of LMIs and also the reliable controller can be designed in terms of the solutions to certain linear matrix inequalities. Finally, numerical examples with simulation result are presented to demonstrate the validity and less conservatism of the obtained results.     

Robust continuous-time smoothers without two-sided stochastic integrals

We consider the problem of fixed-interval smoothing of a continuous-time partially observed nonlinear stochastic dynamical system. Existing results for such smoothers require the use of two-sided stochastic calculus. The main contribution of the paper is to present a robust formulation of the smoothing equations. Under this robust formulation, the smoothing equations are nonstochastic parabolic partial differential equations (with random coefficients) and, hence, the technical machinery associated with two sided stochastic calculus is not required. Furthermore, the robust smoothed state estimates are locally Lipschitz in the observations, which is useful for numerical simulation. As examples, finite dimensional robust versions of the Benes and hidden Markov model smoothers and smoothers for piecewise linear dynamics are derived; these finite-dimensional smoothers do not involve stochastic integrals.     

Stochastic signaling in the presence of channel state information uncertainty

In this paper, stochastic signaling is studied for power-constrained scalar valued binary communications systems in the presence of uncertainties in channel state information (CSI). First, stochastic signaling based on the available imperfect channel coefficient at the transmitter is analyzed, and it is shown that optimal signals can be represented by a randomization between at most two distinct signal levels for each symbol. Then, performance of stochastic signaling and conventional deterministic signaling is compared for this scenario, and sufficient conditions are derived for improvability and nonimprovability of deterministic signaling via stochastic signaling in the presence of CSI uncertainty. Furthermore, under CSI uncertainty, two different stochastic signaling strategies, namely, robust stochastic signaling and stochastic signaling with averaging, are proposed. For the robust stochastic signaling problem, sufficient conditions are derived for reducing the problem to a simpler form. It is shown that the optimal signal for each symbol can be expressed as a randomization between at most two distinct signal values for stochastic signaling with averaging, as well as for robust stochastic signaling under certain conditions. Finally, two numerical examples are presented to explore the theoretical results.     

Robust H∞ control of uncertain linear impulsive stochastic systems

This paper develops robust stability theorems and robust H_∞ control theory for uncertain impulsive stochastic systems. The parametric uncertainties are assumed to be time varying and norm bounded. Impulsive stochastic systems can be divided into three cases, namely, the systems with stable/stabilizable continuous‐time stochastic dynamics and unstable/unstabilizable discrete‐time dynamics, the systems with unstable/unstabilizable continuous dynamics and stable/stabilizable discrete‐time dynamics, and the systems in which both the continuous‐time stochastic dynamics and the discrete‐time dynamics are stable/stabilizable. Sufficient conditions for robust exponential stability and robust stabilization for uncertain impulsive stochastic systems are derived in terms of an average dwell‐time condition. Then, a linear matrix inequality‐based approach to the design of a robust H_∞ controller for each system is presented. Finally, the numerical examples are provided to demonstrate the effectiveness of the proposed approach. Copyright © 2007 John Wiley & Sons, Ltd.     

随机非线性系统鲁棒自适应反馈控制器的积分反推方法设计

考虑了一类随机非线性系统的鲁棒自适应控制问题.采用Ito随机微分方程描述系统, 进而在概率意义下研究系统的鲁棒稳定性.应用积分反推(backstepping)方法,系统地给出了设 计状态反馈及输出反馈鲁棒自适应控制器的方法.同时构造出了适当形式的四次型的自适应控 制Lyapunov函数(CLF).     

Quadratic stabilization for uncertain stochastic systems

This paper discusses the robust quadratic stabilization control problem for stochastic uncertain systems,where the uncertain matrix is norm bounded,and the external disturbance is a stochastic process.Two kinds of controllers are designed,which include state feedback case and output feedback case.The conditions for the robust quadratic stabilization of stochastic uncertain systems are given via linear matrix inequalities.The detailed design methods are presented.Numerical examples show the effectiveness of our results.     

具有非线性滞后关联的随机大系统的分散镇定

本文通过利用李雅普诺夫函数和李雅普诺夫矩阵方程的性质，对具有非线性滞后关联的一类随机大系统建立了分散鲁棒镇定的判据，所得闭环随机大系统的和稳定性不依赖于任意实数滞后，并对不确定系数矩阵和随机扰动强度具有鲁棒性。     

多模态It随机系统的均方稳定性与鲁棒镇定

研究由连续时间Markov链所确定的多模态It^o随机系统的均方稳定性与鲁棒镇定 ,得到了一般多模态It^o随机系统的k阶矩指数稳定性定理 ,线性不确定系统的均方稳定性定理 ,给出了线性不确定系统的鲁棒镇定控制器 .