隨機代數黎卡迪方程的擾動分析研究

A Study On Perturbation Analysis Of The Stochastic Algebraic Riccati Equation

陳信安(Hsin-An Chen)

指導教授 ： 林敏雄

國立中正大學/理學院/數學系應用數學研究所/碩士(2012年)

摘要

我們要做的是研究一個來自於不定隨機線性二次控制問題和隨機H∞控制問題的隨機代數黎卡迪方程式。
我們獲得一個擾動的界並且分析擾動的SARE的穩定解的存在性。數值例子也說明該擾動界的精確度。

關鍵字

控制理論 ； 擾動分析

並列摘要

In this work we study a class of stochastic algebraic Riccati equations
from the indenite stochastic linear quadratic control problems and stochastic
H∞ control problems. We obtain a perturbation bound for the stabilizing
solution of the perturbed and analyze the existence of stabilizing solution
to the perturbed SARE. A numerical example is presented to illustrate the
sharpness of the perturbation bound.

並列關鍵字

Perturbation Analysis ； Control theory

參考文獻

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