%0 Journal Article
%T Constrained Variance Design With Pole Assignment<br>配置极点的约束方差设计
%A Wang Zidong
%A Chen Xuemin
%A Guo Zhi
%A <br>王子栋
%A 陈学敏
%A 郭治
%J 自动化学报
%D 1995
%I 
%X Performance requirements of many stochastic control problems are naturally described in terms of variance or upper bounds of the system states. This paper studies the conditions of existence of linear feedback controllers, which make the closed-loop system meet the specified variance constraints and achieve the desired poles. A concrete design method is also presented. It is shown by an example that the present approach has the characteristics of directness and simplicity.
%K Linear continuous stochastic systems
%K constrained variance design
%K Pole assignment<br>约束方差设计
%K 极点配置
%K 闭环系统
%K 随机控制
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=E76622685B64B2AA896A7F777B64EB3A&aid=6E7BB1C55E8B9FC33BF0B257C6278C58&yid=BBCD5003575B2B5F&vid=659D3B06EBF534A7&iid=38B194292C032A66&sid=358F98408588E522&eid=A2745AA1110798CA&journal_id=0254-4156&journal_name=自动化学报&referenced_num=1&reference_num=1