配置极点的约束方差设计
Constrained Variance Design With Pole Assignment
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摘要: 在随机控制问题中,性能指标常常表现为系统的状态方差或其上界的形式.本文研究了 使闭环系统满足给定的状态方差约束、且具有预期闭环极点的线性反馈控制器的存在条件,给 出具体的设计方法,并举例说明该设计方法具有简单、直接的特点.Abstract: Performance requirements of many stochastic control problems are naturally described in terms of variance or upper bounds of the system states. This paper studies the conditions of existence of linear feedback controllers, which make the closed-loop system meet the specified variance constraints and achieve the desired poles. A concrete design method is also presented. It is shown by an example that the present approach has the characteristics of directness and simplicity.
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