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一类非线性随机系统的状态反馈H∞控制
  • ISSN号：0254-3079
  • 期刊名称：《应用数学学报》
  • 时间：0
  • 分类：TP13[自动化与计算机技术—控制科学与工程;自动化与计算机技术—控制理论与控制工程]
  • 作者机构：[1]山东科技大学理学院,青岛266510, [2]山东科技大学信息与电气工程学院,青岛266510, [3]山东科技大学信息科学与工程学院,青岛266510
  • 相关基金：国家自然科学基金（60874032,10671112）,国家973项目（2007CB814901）资助项目.
作者： 蔺香运[1], 张维海[2], 王向荣[3]
关键词： H∞控制, 非线性随机系统, 状态反馈, Hamilton—Jacobi方程, H∞ control, nonlinear stochastic systems, state feedback, Hamilton-Jacobi equation
中文摘要：

本文讨论了一类由Brown运动驱动的扩散项中同时具有控制和干扰信号的非线性随机系统的H∞控制问题．由二次不等式出发，结合配方法的原理得到一类含参数Hamilton-Jacobi方程（HJE），在此基础上分别得到了时域无限和时域有限的基于状态反馈的H∞控制．最后，结合具体例子讨论了这类含参HJE的求解问题．

英文摘要：

This paper discusses the H∞ control problem for a class of nonlinear stochastic systems driven by Brownian motion with both the control and exogenous disturbance entering the diffusion. By an inequality of quadric form, an approach to solving Hamilton-Jacobi equations（HJEs, for short） with parameters is presented, and both infinite and finite horizon nonlinear stochastic H∞ designs are also developed. Finally, we discuss the solvability of such HJEs with parameters.

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期刊信息
  • 《应用数学学报》
  • 中国科技核心期刊
  • 主管单位:中国科学院
  • 主办单位:中国数学会 中国科学院数学与系统科学研究院
  • 主编：丁夏畦
  • 地址：北京市海淀区中关村东路55号
  • 邮编：100190
  • 邮箱：
  • 电话：
  • 国际标准刊号：ISSN：0254-3079
  • 国内统一刊号：ISSN：11-2040/O1
  • 邮发代号:2-822
  • 获奖情况:
  • 1996、2000年获“中科院优秀科技期刊”三等奖,1997年获“第二届全国优秀科技期刊”三等奖,2001年入选“双效期刊”（中国期刊方阵）
  • 国内外数据库收录:
  • 俄罗斯文摘杂志,美国数学评论（网络版）,德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:6864