共查询到20条相似文献,搜索用时 109 毫秒
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离散区间系统的H ∞ 鲁棒控制 总被引:1,自引:1,他引:0
研究离散区间系统的鲁棒稳定性分析和鲁棒控制问题,首先基于Riccati方程方法讨论系统的鲁棒稳定性,得到了检验该类系统鲁棒稳定的新的充分条件,然后给出了离散区间系统鲁棒控制器存在的充分条件,并通过求解修正的代数Riccati方程,给出了该控制器的设计方法。 相似文献
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离散代数Riccati方程解的上下界研究 总被引:4,自引:0,他引:4
研究离散时间代数Riccati方程(DARE)给了了DARE解的上界和下界估计人公式,所得结果与现有结果比较,具有较小的保守性,计算实例表明本方法的有效性。 相似文献
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基于ARMA新息模型提出Wiener滤波的一种新的时域方法。对带状态空间模型的线性离散随机系统,提出一种Wiener状态估计器,可统一处理最优滤波、平滑和预报问题,且具有渐近稳定性,避免了求解Diophantine方程和Riccati方程。仿真例子说明了其有效性。 相似文献
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研究矩阵代数Riccati方程PA+A‘P+C’PC-(PB+C‘PD)(R+D’PD)+Q=0,所得结果改进了文献(7)的结论。 相似文献
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线线离散不确定系统区域极点配置的状态反馈实现方法 总被引:1,自引:1,他引:0
研究利用状态反馈对线性离散不确定系统进行区域极点配置的问题。导出了一个由离散代数Riccati方程表示的对线性离散不确定系统进行区域极点配置的充分条件,并给出了一个通过求解该方法来确定状态反馈增益矩阵的算法。 相似文献
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本文基于矩阵的符号函数法,提出了一种U-D分解算法和脉动(Systolic)结构有效地求解代数Riccati方程以及用固定大小的方形阵列解决大型问题的方法. 相似文献
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In recent years, several eigenvalues bounds have been investigated separately for the solutions of the continuous and the discrete Riccati and Lyapunov matrix equations. In this paper, lower bounds for the eigenvalues of the solution of the unified Riccati equation (relatively to continuous and discrete cases), are presented. In the limiting cases, the results reduce to some new bounds for both the continuous and discrete Riccati equation. 相似文献
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Chien-Hua Lee 《International journal of control》2013,86(6):635-642
In this paper, a new scheme is introduced to measure the matrix bounds of the continuous and discrete Riccati equations. By estimating upper and lower matrix bounds of the solution of the unified algebraic Riccati equation (UARE), the same measurements for the solutions of the continuous and discrete Riccati equations, respectively, can be obtained in limiting cases. According to these obtained matrix bounds, several eigenvalue bounds are also defined. All the proposed results for the UARE are new and more general than previous work. Some obtained results are compared with those of the literature. Via numerical examples, it is shown that in some cases the presented results are tighter than the existing ones. 相似文献
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JÜRGEN GARLOFF 《International journal of control》2013,86(2):423-431
We present some bounds for the eigenvalues and certain sums and products of the eigenvalues of the solution of the discrete Riccati and Lyapunov matrix equations and the continuous Lyapunov matrix equation. Nearly all of our bounds for the discrete Riccati equation are new. The bounds for the discrete and continuous Lyapunov equations give a completion of some known bounds for the extremal eigenvalues and the determinant and the trace of the solution of the respective equation. 相似文献
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In recent years, several eigenvalues, norms and determinants bounds have been investigated separately for the solutions of continuous and discrete Riccati equations. In this paper, an upper bound for solution of the unified Riccati equation is presented. In the limiting cases, the result reduces to a new upper bound for the solution of continuous and discrete Riccati equation. 相似文献
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In this paper, we propose upper bounds for the sum of the maximal eigenvalues of the solutions of the continuous coupled algebraic Riccati equation (CCARE) and the discrete coupled algebraic Riccati equation (DCARE), which are then used to infer upper bounds for the maximal eigenvalues of the solutions of each Riccati equation. By utilizing the upper bounds for the maximal eigenvalues of each equation, we then derive upper matrix bounds for the solutions of the CCARE and DCARE. Following the development of each bound, an iterative algorithm is proposed which can be used to derive tighter upper matrix bounds. Finally, we give numerical examples to demonstrate the effectiveness of the proposed results, making comparisons with existing results. 相似文献
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Simultaneous eigenvalue bounds for the solution of the unified non-stationary Lyapunov matrix equation are presented. When the solution becomes stationary, the results reduce to bounds of the unified type algebraic Lyapunov equation. In the limiting cases, the results reduce to bounds for the solution of the differential and difference Lyapunov equations. The bounds given in this paper are a generalization of some existing bounds obtained separately for the continuous and discrete type stationary and non-stationary Lyapunov equations. 相似文献
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This paper provides new lower and upper matrix bounds of the solution to the discrete algebraic Riccati equation. The lower bound always works if the solution exists. The upper bounds are presented in terms of the solution of the discrete Lyapunov equation and its upper matrix bound. The upper bounds are always calculated if the solution of the Lyapunov equation exists. A numerical example shows that the new bounds are tighter than previous results in many cases. 相似文献
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Han Ho Choi 《Automatic Control, IEEE Transactions on》2001,46(3):504-508
We propose upper matrix bounds for the discrete algebraic Riccati matrix equation. We show that our results are less restrictive than the previous bounds. Finally, we give numerical examples in order to verify the effectiveness of our results 相似文献
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Chien-Hua Lee 《Automatic Control, IEEE Transactions on》1997,42(1):118-123
This paper presents upper and lower matrix bounds for the solution of the continuous algebraic matrix Riccati equation. Furthermore, a new lower matrix bound for the solution of the continuous algebraic Lyapunov equation is also developed. These are new results 相似文献