Abstract:
This paper discusses the synthetical control designing problem for discrete linear stochastic systems with generalized inverse theory and the singular value decomposition theory. The designed controller maked the eigenvalues of the closed-loop system located in a ring of the unit circle, and the variance of each steady state composes to the given constraint. A synthetical designing method is proposed which makes this kind of engineering control system applied generally achieve good dynamic and steady characteristics. This paper derives the existing sufficient and necessary conditions and the expression of solution by a modified algebraic Lyapunov matrix equation, and provides an example. The result is simple, easy for realizing and the designing method has little conservation.