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线性随机系统有限时间H∞ 控制
引用本文:严志国,张国山.线性随机系统有限时间H∞ 控制[J].控制与决策,2011,26(8):1224-1228.
作者姓名:严志国  张国山
作者单位:天津大学电气与自动化工程学院,天津,300072
基金项目:国家自然科学基金项目(60674019,61074088)
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如控制问题的定义;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如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.

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
收稿时间:2010/5/5 0:00:00
修稿时间:2011/1/14 0:00:00

Finite-time H∞ control for linear stochastic systems
YAN Zhi-guo,ZHANG Guo-shan.Finite-time H∞ control for linear stochastic systems[J].Control and Decision,2011,26(8):1224-1228.
Authors:YAN Zhi-guo  ZHANG Guo-shan
Affiliation:YAN Zhi-guo,ZHANG Guo-shan (School of Electrical Engineering and Automation,Tianjin University,Tianjin 300072,China.
Abstract:

The finite time H∞ 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.

Keywords:stochastic systems  finite-time H∞ control  time-varying exogenous disturbance  linear matrix inequality
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