离散随机系统的包含原理
Inclusion Principle of Stochastic Discrete-Time Systems
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摘要: 提出线性时变离散随机系统的包含原理.根据系统包含的定义,给出系统状态观测 与反馈控制闭环系统的约束条件和聚集条件,使具有重叠结构和模型降阶系统的反馈设计或 LQG设计有充分的选择.Abstract: In this paper the inclusion principle for linear discrete-time time-varying stochastic systems is proposed. Starting from the main definitions, the several types of restriction and aggregation conditions are derived for feedback systems. The constraint and Clustering conditions are given for the case that observers and controllers are either directly or indirectly contractible, allowing an efficient design in the context of overlapping systems and reduced order dynamic controllers.
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Key words:
- Discrete-time stochastic systems /
- inclusion principle /
- restriction /
- aggregation
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