| 双线性随机离散系统的协方差配置控制及设计 |
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| 引用本文： | 王子栋,郭 治.双线性随机离散系统的协方差配置控制及设计[J].控制理论与应用,1994,11(2):153-160. |
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| 作者姓名： | 王子栋 郭 治 |
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| 作者单位： | 南京理工大学应用数学系，南京理工大学自动控制系 |
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| 摘 要： | 本文提出并讨论了一类双线性随机离散系统的协方差配置控制问题，给出了由状态反馈可配置的状态协方差的集合，以及能配置这些状态协方差的状态的反馈增益阵的集合，在状态方差受约束的情形下，本文给出了反馈控制器的设计步骤及数值例子。
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| 关 键 词： | 断续系统 协方差 随机控制 设计 |
| 收稿时间： | 1992/10/20 0:00:00 |
| 修稿时间： | 1993/5/8 0:00:00 |
Covariance Assignment Control and Design for Bilinear Stochastic Discrete Systems |
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| WANG Zidong,GUO Zhi.Covariance Assignment Control and Design for Bilinear Stochastic Discrete Systems[J].Control Theory & Applications,1994,11(2):153-160. |
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| Authors: | WANG Zidong GUO Zhi |
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| Affiliation: | Department of Applied Mathematics, Nanjing University of Science and Technology |
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| Abstract: | In this paper the Problsem of covariance assignment control for bilinear stochastic discrete systems is introdued and discussed.The entire set of state covariance which may be assigned by state feebback is characterized and the set of all feedback controllers which may assign an admissible covariance to the system is also given.Upon the conditions that the state variance is constrained,the method of designing desired controllers is presented and an example is also provided. |
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| Keywords: | bilinear stochastic discrete systems covariance control state covaiance assignment |
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