【作者】 包俊东； 邓飞其； 罗琦；

【Author】 Bao Jun-dong Deng Fei-qi Luo QiInstitute of Automatic Science and Control Engineering South China Univ. ofTechnology. Guangzhou 510640. baojd58@sohu.comDepartment of Mathematics Inner Mongolia Normal Univ. Huhehaote 010022Institute of Science Wuhan University of Technology. Wuhan 430081

【机构】 华南理工大学自动化科学与工程学院；

【摘要】 本文中讨论了一类具有不确定性的线性随机控制系统的均方指数稳定性问题。对该系统设计了使其能够保持指数稳定的最优控制律。事实上,我们利用了Lyapunov函数方法及随机的代数Riccati方程证明了随机线性二次最优控制律具有很好的鲁棒性。并给出了该线性随机不确定闭环系统鲁棒稳定性的代数判据。更多还原

【Abstract】 In this paper, the robust exponential stability in mean square for a class of linear stochastic uncertain control systems is dealt with. For the uncertain stochastic systems, we have designed an optimal controller which guarantees the exponential stability of the system. Actually, we employed Lyapunov function approach and the stochastic algebraic Riccati equation (SARE) to have shown the robustness of the LQ(linear quadratic) optimal control law. And the algebraic criteria for the exponential stability on the linear stochastic uncertain closed-loop systems are given.更多还原