| 引用本文: | 王宏霞,张焕水,陈欣,俞立.具有状态依赖噪声的随机H∞预演控制[J].哈尔滨工业大学学报,2014,46(7):101.DOI:10.11918/j.issn.0367-6234.2014.07.017 |
| WANG Hongxia,ZHANG Huanshui,CHEN Xin,YU Li.Stochastic H∞ preview control with state-dependent noise[J].Journal of Harbin Institute of Technology,2014,46(7):101.DOI:10.11918/j.issn.0367-6234.2014.07.017 |
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| 摘要: |
| 为了改善一类系统的H∞控制性能,采用对策论与动态规划相结合的方法,研究具有依赖于状态的乘性噪声连续随机系统H∞预演控制问题,提出了解耦耦合的微分及偏微分方程组的思路,并利用特征线法求解,给出了该问题可解的条件和显式预演控制器,为解决随机时滞系统的控制问题提供新的思路． |
| 关键词: H∞预演控制 Riccati方程 随机系统 |
| DOI：10.11918/j.issn.0367-6234.2014.07.017 |
| 分类号:TP13 |
| 基金项目:国家自然科学基金资助项目(61203045); 浙江省自然科学基金资助项目(LQ14F030004). |
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| Stochastic H∞ preview control with state-dependent noise |
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WANG Hongxia, ZHANG Huanshui, CHEN Xin, YU Li
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(1.School of Information Engineering, Zhejiang University of Technology, 310023 Hangzhou, China; 2. School of Control Science and Engineering, Shandong University, 250061 Jinan, China)
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| Abstract: |
| The paper aims to improve the H∞ control performance of a class of systems. It is concentrated on H∞ preview control for stochastic Ito system with state-dependent noise. Associating game theory and dynamic programming, we present the solvable condition and explicit controller of the stochastic H∞ preview control via decoupling the coupled ordinary and partial differential equations and utilizing the characteristic curve. |
| Key words: H∞ preview control Riccati equation stochastic system |
