Output Feedback Guaranteed Cost Control of Uncertain Stochastic Systems Based on LMI
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摘要: 针对一类不确定连续随机系统，研究了具有输出反馈控制器的保性能控制．首先，对于范数有界的不确定随机系统，得到了具有输出反馈控制器的闭环系统的二次型性能指标的上界一般形式．其次，应用线性矩阵不等式技术，研究了其闭环系统的二次稳定和二次保性能稳定；并且依据线性矩阵不等式优化方法，得到了使闭环系统渐近稳定的最优输出反馈保性能控制器．最后，给出仿真算例，验证本文方法的可行性和有效性．Abstract: The guaranteed cost control with output feedback controllers is presented for a class of uncertain continous-time stochastic systems.Firstly,for uncertain stochastic systems with bounded norm,the general form of the upper bound of quadratic performance index for closed-loop systems with output feedback controller is derived.Secondly,linear matrix inequality(LMI) is used to discuss the quadratic stability and quadratic guaranteed cost stability of the closed-loop system,and with the help of LMI optimization approach,the optimal output feedback guaranteed cost controller is obtained to make the closed-loop system asymptotically stable.Finally,a simulation example is given to illustrate the feasibility and effectiveness of the presented method.
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