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H(subscript ∞) Norm and Variance Constrained Controller Design for Perturbed Stochastic Systems via Variable Structure Control

使用可變結構控制法設計滿足擾動隨機系統H(下標 ∞)模限制與方差限制之控制器

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摘要


以可變結構控制理論爲基礎,本篇論文將透過上界協方差的指定來達到滿足擾動隨機系統H(下標 ∞)模限制與方差限制的目的。由於可變結構系統的特性,符合匹配條件的擾動項,將在滑動模式下消失,在此情形下結合Ito公式,則控制器便可被設計出。另外,我們將說明如何應用可變結構系統的控制技巧,以便誰導出符合指定之上界協方差矩陣的控制回授增益,使得閉迴路系統同時滿足H(下標 ∞)模限制與方差限制。

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並列摘要


Based on the concept of variable structure control, this paper investigates the upper bound covariance assignment with H(subscript ∞) norm and variance constrained problem for perturbed stochastic systems. Because of the invariance property of variable structure systems, the matched perturbation of the system disappears on the sliding mode. With the aid of Ito-formula, the controller u(t) is proposed. Combining the sliding phase and hitting phase of the system design, the control feedback gain matrix G is derived to achieve upper bound covariance assignment with H(subscript ∞) norm and variance constraints.

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