中文摘要：

针对一类具有持续扰动和控制约束的连续时间Ito型系统,研究其H∞预测控制问题.用随机输入状态稳定刻画系统的稳定性,基于Lyapunov函数、It公式和线性矩阵不等式（LMI）方法,通过求解带有终端代价函数的min-max优化问题,得到保证闭环系统随机输入状态稳定的H∞预测控制器.数值仿真验证了方法的有效性.

英文摘要：

H∞model predictive control for a class of Ito-type systems subject to persistent disturbances was concerned. The stability of the system was described by the stochastic input-to-state stability. The min-max optimal problem with terminal cost function was solved by using Lyapunov function,It formula and LMIs. The H∞model predictive control law and the sufficient conditions for its existence to keep the closed-loop system stochastic input-to-state stability were also given. Finally,a numerical simulation shows the effectiveness of the proposed method.