Robust Constrained Variance Control for Linear Continuous Systems with Structured Parameter Perturbation
含结构参数扰动的线性连续系统的鲁棒约束方差控制

In this paper the problem of robust constrained variance control for linear continuous stochastic systems with structured parameter perturbation is considered.The purpose of this problem is. to find the state feedback controllers such that the perturbed systems have the expected stability margin, and the steady-state variance for each state is not more than the prespecified value, simultaneously. Theconditions for the existence of the performance. robust controlleds controllers are given and the explicit expression is also provided. A numerical example is presented to show the directness and effectiveness of the design method.