| 随机马尔可夫跳跃系统的输出反馈镇定 |
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| 引用本文： | 孙敏慧,徐胜元,邹云.随机马尔可夫跳跃系统的输出反馈镇定[J].南京理工大学学报(自然科学版),2007,31(3):270-273,277. |
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| 作者姓名： | 孙敏慧 徐胜元 邹云 |
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| 作者单位： | 1. 南京理工大学,自动化学院,江苏,南京,210094;中国海洋大学,数学系,山东,青岛,266071
2. 南京理工大学,自动化学院,江苏,南京,210094 |
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| 摘 要： | 针对不确定随机马尔可夫跳跃系统,研究其静态输出反馈控制问题.目的在于寻找输出反馈控制器使得闭环系统均方稳定.通过Lyapunov函数方法以矩阵不等式形式建立了这类系统输出反馈可镇定的充分条件;采用替换LMI(linear matrix inequality)方法给出了这些非线性矩阵不等式的一种解法,并给出了静态反馈控制律的求解算法.仿真算例说明所给方法的有效性.
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| 关 键 词： | 随机系统 线性矩阵不等式 鲁棒稳定 马尔可夫过程 输出反馈 随机 马尔可夫跳跃系统 输出反馈镇定 Systems Markov Jump Stochastic Feedback Stabilization 有效性 仿真算例 求解算法 反馈控制律 解法 非线性 函数方法 linear matrix inequality 替换 充分条件 可镇定 矩阵不等式 |
| 文章编号： | 1005-9830（2007）3-0270-04 |
| 修稿时间： | 2005-10-312007-03-18 |
Output Feedback Stabilization for Stochastic Markov Jump Systems |
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| SUN Min-hui,XU Sheng-yuan,ZOU Yun.Output Feedback Stabilization for Stochastic Markov Jump Systems[J].Journal of Nanjing University of Science and Technology(Nature Science),2007,31(3):270-273,277. |
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| Authors: | SUN Min-hui XU Sheng-yuan ZOU Yun |
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| Institution: | 1. School of Automation, NUST, Nanjing 210094, China; 2. Department of Mathematics, Ocean University of China, Qingdao 266071, China |
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| Abstract: | This paper investigates the problems of static output feedback control for uncertain stochastic Markov jump systems. This paper designs a static output feedback controller so that the closed-loop system is mean-square stable for all admissible uncertainties. Sufficient conditions are obtained to guarantee that the involved system has robust stabilization in terms of matrix inequalities. The substitutive LMI method is adopted to solve these matrix inequalities. A possible numerical algorithm is proposed to design the corresponding output feedback controller. A numerical example is given to illustrate the effectiveness of the given method. |
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| Keywords: | stochastic systems linear matrix inequalities robust stability Markov process output feedback |
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