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具有Markov跳跃参数的一类随机非线性系统逆最优增益设计

DOI: 10.3724/SP.J.1004.2014.01285, PP. 1285-1294

Keywords: Markov跳跃,Wiener噪声,逆最优增益设计,依概率渐近稳定,积分反推法

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Abstract:

?研究了一类随机非线性系统的逆最优增益设计问题,系统中除了方差未知的Wiener噪声之外,还含有Markov跳跃参数.首先,给出此类系统逆最优增益设计问题可解的一个充分条件.其次,针对一类具有严格反馈形式的随机非线性系统,利用积分反推法,给出了依概率全局渐近稳定和逆最优控制策略的设计方法.其中,所设计的Lyapunov函数和控制策略与模态显式无关,克服了由于Markov跳跃模态引起的耦合项所带来的设计困难.最后,通过仿真验证了控制策略的有效性.

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