【作者】 蒲兴成； 黄席樾； 汪纪锋；

【Author】 Pu Xingcheng~(1,2), Hhuang Xiyue~1,Wang Jifeng~2 (Automation Department, Chongqing university,,Chongqing 400030) (Computer department. University of Chongqing Posts and telecommunication,,Chongqing 400065) (Telecommunication department, University of Chongqing Posts and telecommunication,, Chongqing 400065)

【机构】 重庆大学自动化学院； 重庆邮电学院通信学院；

【摘要】 对成本控制矩阵不确定随机二次控制问题进行研究,给出了成本控制矩阵不确定的随机二次保成本控制的定义.在假定相应线性随机系统均方稳定和精确能观测的条件下,利用随机分析理论,得到了一个保成本控制律,证明了该保成本控制律是最优的,最后将最优保成本控制律的设计转化为一个凸优化问题,即求解一个线性矩阵不等式问题。更多还原

【Abstract】 This paper discusses the problem of the stochastic quadratic guaranteed cost control with an indefinite cost control matrix, gives the definition of the stochastic quadratic guaranteed cost control. Under the supposition of the square stability and exact observability of the linear stochastic system,with the theory of stochastic Integrals ,get a guaranteed cost control,and prove the guaranteed cost control is optimal, finally, the problem of designing a optimal guaranteed cost control will be turned into a convex optimal problem.更多还原