基于状态观测器的多面体不确定随机广义系统鲁棒预测控制

针对It?o型多面体不确定随机广义系统,提出一种离线观测器型鲁棒预测控制器的综合方法.通过构造带有误差项的增广随机Lyapunov函数,运用多维It?o公式和LMI方法,将“min-max”随机规划问题等价转化为一组线性矩阵不等式的求解问题;给出了控制器存在的充分条件和参数表达式,证明了初始时刻的可行解可以保证闭环广义系统的随机容许性.仿真算例验证了该方法的有效性.

Robust model predictive control for stochastic singular systems with polytopic uncertainty based on state observer

The problem of robust predictive control is investigated for stochastic singular systems with polytopic uncertainty,
and a design method of robust predictive controller based on off-line state observer is proposed. By constructing the Lyapunov
function with the error terms, using multidimensional Itˆo formula and LMI methods, the “min-max” stochastic programming
problem is converted into the solvability problem of a group of LMIs, and then the expression and sufficient conditions for the
existence of the control law are given. It is proved that the stochastic admissible property of the closed-loop singular systems
is guaranteed by the initial feasible solutions of the optimization problem. A simulation example illustrates the effectiveness
of the proposed method.