一类随机摄动系统的最优控制与仿真

在内模控制(IMC)结构下对控制能量存在约束时一类随机摄动系统的最优控制及其仿真方法作了探讨。首先在鲁棒重新设计的基础上,针对一类随机模型误差的描述提出了一个平均意义上的包含跟踪误差和控制能量的性能指标,然后通过谱分解极小化该性能指标导出一个最优的内模控制器设计方法,可以兼顾模型摄动和控制能量约束,最后根据随机摄动系统的特点进行仿真研究进一步说明了所得控制方法的有效性。

Optimal Control and Simulation for Systems with Stochastic Perturbation

The optimal control and simulation method for systems with stochastic perturbation were investigated in the case that control effort is to be considered under internal model control (IMC) structure. Based on robust redesign, an average cost function containing tracking error and plant input energy over a class of stochastic model errors was defined. Utilizing spectral factorization to minimize the average performance, an optimal controller design method was given, which could be used to take simultaneous account of plant uncertainty and control energy constraint. According to the characteristic of stochastic perturbation, simulation research was performed and the validity of obtained result is illustrated.