概率鲁棒LQ优化设计

Yue, Hong and Jiang, Weisun and Gu, Xingsheng (1997) 概率鲁棒LQ优化设计. Control and Decision. pp. 31-36. ISSN 1001-0920

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Abstract

In the probabilistic description framework for linear multivariable systems with parameter perturbations, we propose a new robust LQ optimization method. Through the different parameters of the system perturbed state probability weighted composite index quadratic optimization, to achieve an integrated design of the entire parameter domain. Simulation results show that, compared with conventional methods and Minimax of nominal method, which can better compromise between robust stability and robust performance.