| Guaranteed Cost Control of a Class of Linear Stochastic Systems on the Basis of Robust Analysis |
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| 作者姓名： | PU Xing-cheng WANG Ji-feng YING Bang-yong YANG Chun-de |
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| 摘 要： | This paper discusses the guaranteed cost control of a class of linear stochastic systems on the research of uncertain linear systems.The authors give the definition of this linear stochastic systems' guaranteed cost control,by using Ito formula and linear matrix inequality,combined its square-stability,under the supposition of the square stability of this kind of linear stochastic system,gets the accordingly guaranteed cost control condition.The conclusion is,if the linear stochastic system is square-stability,then its guaranteed cost control exists.Finally,the problem of designing a optimal guaranteed cost control can be turned into a convex optimal problem.
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| 关 键 词： | stochastic system robust the guaranteed cost control linear matrix inequality |
| 收稿时间： | 4/5/2005 12:00:00 AM |
| 修稿时间： | 4/5/2005 12:00:00 AM |
Guaranteed Cost Control of a Class of Linear Stochastic Systems on the Basis of Robust Analysis |
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| PU Xing-cheng,WANG Ji-feng,YING Bang-yong,YANG Chun-de.Guaranteed Cost Control of a Class of Linear Stochastic Systems on the Basis of Robust Analysis[J].Storage & Process,2005(9):68-70. |
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| Authors: | PU Xing-cheng WANG Ji-feng YING Bang-yong YANG Chun-de |
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| Abstract: | This paper discusses the guaranteed cost control of a class of linear stochastic systems on the research of uncertain linear systems.The authors give the definition of this linear stochastic systems' guaranteed cost control,by using Ito formula and linear matrix inequality,combined its square-stability,under the supposition of the square stability of this kind of linear stochastic system,gets the accordingly guaranteed cost control condition.The conclusion is,if the linear stochastic system is square-stability,then its guaranteed cost control exists.Finally,the problem of designing a optimal guaranteed cost control can be turned into a convex optimal problem. |
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| Keywords: | stochastic system robust the guaranteed cost control linear matrix inequality |
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