Robust Constrained Variance Control for Linear Discrete Systems With Structured Parameter Perturbations
线性离散系统的鲁棒约束方差控制——含结构参数扰动的情形

In this paper the problem of designing a class of performance robust controllers is considered. The purpose of the addressed problem is to design feedback controllers, or the linear discrete stochastic systems with structured parameter perturbations, such that the closed-loop system is stable and the steady-state variance of each state is not greater than the prespecified upper bound, simultaneously. Based on a modified algebraic Riccati equation, this paper provides the conditions for the existence of the previous performance robust controllers. The explicit expression of the controller is also presented. A numerical example illustrates the simplicity and directness of the present design method.