| 具有给定性能指标期望值的不确定系统的最优控制问题 |
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| 引用本文： | 巫宇霞,陈东彦,侯玲,张军安. 具有给定性能指标期望值的不确定系统的最优控制问题[J]. 黑龙江大学自然科学学报, 2007, 24(3): 386-390 |
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| 作者姓名： | 巫宇霞 陈东彦 侯玲 张军安 |
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| 作者单位： | 哈尔滨理工大学,应用科学学院,黑龙江,哈尔滨,150080;哈尔滨工程大学,机电工程学院,黑龙江,哈尔滨,150001 |
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| 基金项目： | 国家自然科学基金资助项目(10471031) |
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| 摘 要： | 针对不确定连续系统和具有控制约束的不确定离散系统,讨论了具有给定性能指标期望值的最优控制问题,这一问题可转变为具有矩阵不等式约束的矩阵逼近问题,而且进一步把解决具有矩阵不等式约束的矩阵逼近问题转变成具有线性矩阵不等式约束的广义特征值最小化问题,并结合算例说明通过LMI工具箱中的求解器可求出系统的最优解.
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| 关 键 词： | 不确定系统 矩阵逼近 线性矩阵不等式(LMI) 广义特征值(GEVP)最小化问题 |
| 文章编号： | 1001-7011(2007)03-0386-05 |
| 修稿时间： | 2006-03-12 |
The optimization control problem of uncertain system with given expectation value of performance index |
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| WU Yu-xia,CHEN Dong-yan,HOU Ling,ZHANG Jun-an. The optimization control problem of uncertain system with given expectation value of performance index[J]. Journal of Natural Science of Heilongjiang University, 2007, 24(3): 386-390 |
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| Authors: | WU Yu-xia CHEN Dong-yan HOU Ling ZHANG Jun-an |
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| Abstract: | For uncertain continuous system and uncertain discrete-time system with input contraints,the optimization problem with given expectation value of performance index is discussed,which can be transformed into the problem of matrix approximation with matrix inequalities contraints. Moreover,such problem can be solved by coverting into the generalized eigenvalue problem with matrix inequalities contraints.Examples are given to illustrate that the optimization solution can be obtained by solver in LMI Toolbox. |
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| Keywords: | uncertain system matrix approximation LMI GEVP |
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