| 基于SLQ控制器的时滞微分系统的鲁棒镇定 |
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| 引用本文： | 包俊东,邓飞其,罗琦.基于SLQ控制器的时滞微分系统的鲁棒镇定[J].数学物理学报(A辑),2007,27(2):359-367. |
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| 作者姓名： | 包俊东 邓飞其 罗琦 |
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| 作者单位： | 内蒙古师范大学数学科学学院，华南理工大学自动化科学与工程学院，武汉科技大学理学院 呼和浩特 010022，广州 510640，武汉 430081 |
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| 基金项目： | 国家自然科学基金;内蒙古自然科学基金 |
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| 摘 要： | 该文基于随机线性二次控制问题, 讨论了多时滞、且具有马尔可夫跳变参数的微分系统的最优控制的鲁棒性及可镇定问题.应用了Lyapunov-Krasovskii型的泛函、伊藤(Ito)公式、及Schur补等工具, 分析了该随机多时滞、具有马尔可夫过程的微分系统的均方指数稳定性.得到了时滞相关与时滞无关的充分性的代数判据.
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| 关 键 词： | 随机线性二次(SLQ)控制 鲁棒镇定 时滞相关 均方指数稳定 马尔可夫跳变过程 |
| 文章编号： | 1003-3998(2007)02-359-09 |
| 收稿时间： | 2005-06-08 |
| 修稿时间： | 2005-06-08 |
Robust Stabilization for Delay Differential Systems Based on SLQ Control |
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| Bao Jundong,Deng Feiqi,Luo Qi.Robust Stabilization for Delay Differential Systems Based on SLQ Control[J].Acta Mathematica Scientia,2007,27(2):359-367. |
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| Authors: | Bao Jundong Deng Feiqi Luo Qi |
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| Institution: | 1. Institute of Mathematics, Inner Mongolia Normal University, Huhehaote 010022; 2.Institute of Automatic Science and Control Engineerings, South China University of Technology Guangzhou 510640; 3.Institute of Science, Wuhan University of Technology, Wuhan 430081 |
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| Abstract: | This paper is based on the stochastic linear quadratic control problem. The robustness of stabilizability of optimal controller for stochastic multi-time delay systems with Markovian jumping parameters is investigated. Lyapunov-Krasovskii like functional, stochastic analysis, Ito formula and Schur complement are employed to analyze the exponential stability in mean square for stochastic multi-time delay differential systems with Markovian jumping parameters. The delay dependent and delay independent algebric criteria are established. |
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| Keywords: | Stochastic Linear quadraic (SLQ) control Robust stabilization Delay dependent criteria Exponential stability in mean square Markov process |
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