关于约束方差控制器的评估问题的研究

本文研究当系统的性能指标表现为系统输入及输出的方差约束时一类随机控制器的评价问题，给出了系统反馈输入及输出的辨识算法，该算法可用来评价反馈控制器能否使反馈系统满足既定的方差约束，以便在对实际系统实施控制之前及时调整控制器，从而达到设计目的。

On the Evaluation of Stochastic Controllers for Systems with Variance Constraints

The performance requirements of many engineering control problems are naturally described in terms of variance values of system inputs,outputs and stutny.The primary purPOSe of this paper is to deal with the problem of evaluating the stochastic controllers for systems with variance constraintS.The algorithm to identify the variances of system inputs and outputs is presented.This algorithm may be used to evaluate that if the stochastic controllers can make the feedback system meet the prespecified variance constraints,so that the controllers can be aPPropriately adjustal prior to itS implementation on practical systems and the design soal can be achieved.