跳变时滞随机系统的鲁棒保性能控制

研究了马尔可夫跳变参数时滞随机系统的鲁棒保性能控制问题。通过构造一个Lyapunov函数,并应用Ito微分公式沿系统对其求微分,再利用线性矩阵不等式(LMI)的性质和广义Ito公式,给出了此类系统保性能控制律存在的充分条件,估计了其保性能值,同时,控制器的设计归结为一族LMI的求解问题。最后,数值算例说明了方法的有效性。

Robust guaranteed cost control for time-delayed stochastic systems with Markovian switching

The problem of the robust guaranteed cost control for time-delay stochastic systems with Markov switching parameters is discussed.First,the definition of such systems' robust guaranteed cost control is given,the Lyapunov function is constructed,and the Ito differential formula is applied to compute the differential of such functional along the system.Then applying the character of LMI and the generalized Ito formula,the sufficient condition of the existence of such control law is given,and the robust guaranteed cost value is also given.And the design of robust guaranteed cost controllers is concluded as solving a cluster of LMIs.A numerical example is presented to show that the result is efficient.