| 线性矩阵不等式及其在随机控制中的应用 |
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| 引用本文： | 王平,张成磊.线性矩阵不等式及其在随机控制中的应用[J].山东轻工业学院学报,2007,21(1):18-20. |
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| 作者姓名： | 王平 张成磊 |
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| 作者单位： | 山东轻工业学院,电子信息与控制工程学院,山东,济南,250353;山东轻工业学院,电子信息与控制工程学院,山东,济南,250353 |
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| 摘 要： | 随机控制理论中许多重要的问题，都可转化为线性矩阵不等式（LMI）约束的凸优化问题，从而使其在数值上易于求解。本文阐述了线性矩阵不等式方法的基本概念和内容，并介绍了有关算法及计算软件，最后举例说明其在随机不确定系统的鲁棒控制中的应用。
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| 关 键 词： | 随机控制理论 线性矩阵不等式 凸优化 不确定 |
| 文章编号： | 1004-4280（2007）01-0018-03 |
| 收稿时间： | 2006-10-30 |
| 修稿时间： | 2006年10月30 |
Linear matrix inequality and its applications in stochastic control theory |
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| WANG Ping,ZHANG Cheng-lei.Linear matrix inequality and its applications in stochastic control theory[J].Journal of Shandong Institute of Light Industry(Natural Science Edition),2007,21(1):18-20. |
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| Authors: | WANG Ping ZHANG Cheng-lei |
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| Affiliation: | School of Electronic Information and Control Engineering, Shandong Institute of Light Industry, Jinan 250353, China |
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| Abstract: | A number of important problems from the stochastic control theory can be reformulated as convex optimization problems with linear matrix inequality(LMI) constraints,so that they will become numerically tractable.In this paper,the basic concept and content of linear matrix inequ-ality are expounded,and the algorithms and softwares for solving LMI problems are introduced.At last,an example in the stochastic uncertain control theory is given to illustrate LMI applicatio-ns. |
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| Keywords: | stochastic control theory linear matrix inequality convex optimization uncertain |
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