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山东大学学报（理学版） ›› 2017, Vol. 52 ›› Issue (4): 105-110.doi: 10.6040/j.issn.1671-9352.0.2016.075

• • 上一篇    

离散时间多输入时滞随机系统的镇定性

高荣1,2,张焕水1*   

  1. 1. 山东大学控制科学与工程学院, 山东 济南 250061;2.鲁东大学数学与统计科学学院, 山东 烟台 264000
  • 收稿日期:2017-03-09 出版日期:2017-04-20 发布日期:2017-04-11
  • 通讯作者: 张焕水(1963— ), 男,博士,教授,研究方向为最优鲁棒控制与估计、传感器网络系统、时滞系统、随机系统.E-mail: hszhang@sdu.edu.cn E-mail:gr898@126.com
  • 作者简介:高荣(1975— ),男,博士研究生,研究方向为时滞系统、随机系统.E-mail: gr898@126.com
  • 基金资助:
    山东省泰山学者建设工程项目;国家自然科学基金资助项目(61120106011,61573221)

Stabilization for discrete-time stochastic systems with multiple input delay

GAO Rong1,2, ZHANG Huan-shui1*   

  1. 1. School of Control Science and Engineering, Shandong University, Jinan 250061, Shandong, China;
    2. School of Mathematics and Statistics Science, Ludong University, Yantai 264000, Shandong, China
  • Received:2017-03-09 Online:2017-04-20 Published:2017-04-11

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摘要： 主要研究具有多输入时滞和乘性噪声的离散时间随机系统滚动时域镇定性问题。首先,构造新的性能指标,研究该性能指标的性质,得到系统滚动时域均方镇定的充分条件,该充分条件可以通过线性矩阵不等式进行求解。然后,在该条件下得到显式的镇定控制器。

关键词: 均方镇定性, 滚动时域控制, 耦合Riccati方程, 随机系统, 输入时滞

Abstract: This paper mainly investigates the mean square stabilization problem for discrete-time stochastic system with multiple input delay and multiplicative noises based on receding horizon control(RHC). First, a new cost was designed and the property of this cost function was studied. Then the sufficient mean square stabilization condition was obtained. This condition can be verified by solving linear matrix inequality. The explicit controller can be derived under this condition.

Key words: coupled Riccati equation, stochastic systems, mean-square stabilization, receding horizon control, input delay

中图分类号: 

  • TP13
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[2] 李琳, 张焕水. 离散时间多输入时滞系统的镇定性问题[J]. 山东大学学报（理学版）, 2015, 50(11): 91-97.
[3] 黄玉林,张维海,李庆华 . 一类非线性随机不确定系统的鲁棒滤波[J]. J4, 2006, 41(2): 78-84 .
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