离散系统动态协方差配置中的有限拍控制

大量的随机控制系统的性能指标可直接刻划为系统稳态状态协方差的形式。在离散系统的动态协方差控制器设计过程中存在着相当的自由度，该文利用这些自由度使系统达到期望的有限拍特性，即设计动态控制器，使闭环系统的状态协方差在有限拍内配置到指定值。文中表明，只要使系统的闭环矩阵具有期望的特征结构且其最大奇异值满足一定的约束条件就可达到设计目的。文中研究了使闭环矩阵具有期望的特征结构的条件，并给出了满足要求的控制器的存在条件及解析表达式。

Deadbeat Control in the Theory of Dynamic Covariance Assignment for Discrete-time Systems

It is quite common that many performance criteria are naturally expressed in terms of the steady state covariance.Dynamic covariance controllers for discrete time systems have much freedom.In this paper,the design freedom is exploited to achieve deadbeat property such that a specified covariance can be assigned to the closed loop system in finite beats.It is shown that the design goal can be achieved if the closed loop matrix has expected eigenstructure and its maximum singular value satisfies a given inequality.Sufficient conditions for the existence of the desired eigenstructure are derived.The analytical expression of the set of expected controllers is also presented.