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Constrained Variance Design for Assigning Regional Poles: The Discrete time Case(PDF)

《南京理工大学学报》(自然科学版)[ISSN:1005-9830/CN:32-1397/N]

Issue:
2000年01期
Page:
28-31
Research Field:
Publishing date:

Info

Title:
Constrained Variance Design for Assigning Regional Poles: The Discrete time Case
Author(s):
WangZidong SunXiang ① GuoZhi ①
School of Sciences,① School of Information,NUST,Nanjing 210094
Keywords:
linear discrete-t ime stochast ic systems pole assig nment const rained variance design
PACS:
TP271.8
DOI:
-
Abstract:
T his paper studies the problem of designing controller for linear discrete-t ime stochast ic systems w ith reg ional pole and variance constraints. T he problem presented here is to design state feedback cont rollers in such a w ay that the close-loop systems sat isfy the prespec-i f ied regional pole constraints and the prespecified steady-state variance const raints. The cond-i t ions for the ex istence and the analy tical expression of the desired cont roller are given. The corresponding illust rated numerical example is also provided.

References:

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2 Skelton R E, Ikeda M. Covariance controllers for linear continuous- time systems. Int J Contr,1989, 49( 5) : 1773~ 1785
3 Hsieh C, Skelto n R E. All co nvariance controllers for linear discrete- time systems. IEEE Trans Automat Contr , 1990, 35( 8) : 908~ 915
4 Vetter W J. Vecto r structures and solutions of linear matr ix equation. Linear Algebra and Application,1975, 10: 181~ 188
5 Ben- Israel A, Greville T N E. Generalized inverse: theory and applications. London: John Wiley and Sons Inc, 1974

Memo

Memo:
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Last Update: 2013-03-25