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不确定噪声下Markov跳跃线性系统的确保控制性能鲁棒跟踪
引用本文:肖晓波,奚宏生,朱进,季海波.不确定噪声下Markov跳跃线性系统的确保控制性能鲁棒跟踪[J].中国科学技术大学学报,2008,38(10).
作者姓名:肖晓波  奚宏生  朱进  季海波
作者单位:中国科学技术大学自动化系,安徽合肥,230027
摘    要:考虑了具有不确定二阶统计特性噪声的连续时间Markov跳跃线性系统的确保控制性能鲁棒跟踪问题.该不确定性允许参考模型与跟踪系统的过程与测量噪声的谱密度矩阵能在给定的类型中任意变化.给出了基于确保跟踪控制性能的不确定噪声协方差矩阵的扰动上界以及极小极大鲁棒跟踪控制器的设计方法.采用这种跟踪控制器不仅能极小化不确定时的最坏性能,而且能确保跟踪控制性能指标达到给定的自由度.最后给出了算例来说明所用设计方法的性能.

关 键 词:Markov跳跃系统  不确定噪声  鲁棒跟踪控制器  扰动界

Robust tracking for Markov jump linear systems with uncertain noise based on guaranteed control performance
XIAO Xiao-bo,XI Hong-sheng,ZHU Jin,JI Hai-bo.Robust tracking for Markov jump linear systems with uncertain noise based on guaranteed control performance[J].Journal of University of Science and Technology of China,2008,38(10).
Authors:XIAO Xiao-bo  XI Hong-sheng  ZHU Jin  JI Hai-bo
Abstract:The problem of robust tracking for Markov jump linear systems with uncertain second-order statistical properties based on guaranteed control performance was considered. Uncertainty was modeled by allowing density matrices to vary arbitrarily within given classes. The upper bounds of the perturbation to the noise covariances matrix were given based on the guaranteed control performance, and a robust minimax tracking controller was therefore adopted under the worst condition. Not only can this method minimize the worst quadratic object performance function of the uncertainty, but the tracking control performance index can be guaranteed to be within a given freedom. Finally a numerical example is given to demonstrate the performance of this method.
Keywords:Markov jump systems  uncertain noise  robust tracking controller  perturbation bound
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