具有Markov跳跃参数的一类随机非线性系统逆最优增益设计

李桂林; 王传锐; 季海波

doi:10.3724/SP.J.1004.2014.01285

具有Markov跳跃参数的一类随机非线性系统逆最优增益设计

doi: 10.3724/SP.J.1004.2014.01285

1.
中国科学技术大学自动化系合肥 230027;
2.
江苏师范大学电气工程及自动化学院徐州 221116

基金项目:

国家自然科学基金（61273090）资助

详细信息

作者简介:
王传锐中国科学技术大学自动化系博士研究生. 2009年获得西北工业大学数学与应用专业学士学位. 主要研究方向为非线性控制.E-mail：hugh@mail.ustc.edu.cn

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出版历程
- 收稿日期: 2013-07-25
- 修回日期: 2013-12-03
- 刊出日期: 2014-07-20

Inverse Optimal Gain Assignment Control for a Class of Stochastic Nonlinear Systems with Markovian Jump Parameters

1.
Department of Automation, University of Science and Technology of China, Hefei 230027;
2.
School of Electrical Engineering and Automation, Institute of Automation, Jiangsu Normal University, Xuzhou 221116

Funds:

Supported by National Natural Science Foundation of China (61273090)

摘要

摘要: 研究了一类随机非线性系统的逆最优增益设计问题，系统中除了方差未知的Wiener噪声之外，还含有Markov跳跃参数. 首先，给出此类系统逆最优增益设计问题可解的一个充分条件. 其次，针对一类具有严格反馈形式的随机非线性系统，利用积分反推法，给出了依概率全局渐近稳定和逆最优控制策略的设计方法. 其中，所设计的Lyapunov函数和控制策略与模态显式无关，克服了由于Markov跳跃模态引起的耦合项所带来的设计困难. 最后，通过仿真验证了控制策略的有效性.
- Markov跳跃 /
- Wiener噪声 /
- 逆最优增益设计 /
- 依概率渐近稳定 /
- 积分反推法
Abstract: In this paper, the inverse optimal gain assignment problem for a class of stochastic nonlinear systems with Markovian jump parameters is investigated. Firstly, a sufficient condition to solve this problem for Markovian jump nonlinear systems with bounded indefinite Wiener noises is given. Then, the control strategies of global asymptotic stability and inverse optimal stabilization in probability are presented for a class of strict feedback nonlinear systems. To avoid dealing with the "interconnected" term caused by Markovian jump, the Lyapunov function and the controller are designed to be independent of the regime. Finally, simulation verifies the effectiveness of the control algorithm.
- Markovian jump /
- Wiener noise /
- inverse optimal gain assignment /
- asymptotic stabilization in probability /
- integrator backstepping

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参考文献(22)

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具有Markov跳跃参数的一类随机非线性系统逆最优增益设计

doi: 10.3724/SP.J.1004.2014.01285

作者简介:
王传锐中国科学技术大学自动化系博士研究生. 2009年获得西北工业大学数学与应用专业学士学位. 主要研究方向为非线性控制.E-mail：hugh@mail.ustc.edu.cn

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Inverse Optimal Gain Assignment Control for a Class of Stochastic Nonlinear Systems with Markovian Jump Parameters

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具有Markov跳跃参数的一类随机非线性系统逆最优增益设计

doi: 10.3724/SP.J.1004.2014.01285

作者简介: 王传锐 中国科学技术大学自动化系博士研究生. 2009年获得西北工业大学数学与应用专业学士学位. 主要研究方向为非线性控制.E-mail：hugh@mail.ustc.edu.cn

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出版历程

Inverse Optimal Gain Assignment Control for a Class of Stochastic Nonlinear Systems with Markovian Jump Parameters

计量

出版历程

目录

作者简介:
王传锐中国科学技术大学自动化系博士研究生. 2009年获得西北工业大学数学与应用专业学士学位. 主要研究方向为非线性控制.E-mail：hugh@mail.ustc.edu.cn