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讨论了随机线性连续时间(LCT)系统基于采样数据的二次指标最优控制问题。涉及到了两类随机LCT系统。一类是定常参数的,另一类是具有Markov时变参数的。分析了相应闭环系统的稳定性;比较了基于状态采样值的采样二次指标控制和基于状态全过程的常规二次指标控制下的最优指标值;证明了当采样时间ΔAT间隔不大时,两种控制的效果差别也不大,误差的上界分别为O(ΔT~2)和O(ΔT)。
Discusses the quadratic index optimal control problem based on sampled data in stochastic linear continuous-time (LCT) system. Two types of stochastic LCT systems are involved. One is the constant parameter, and the other is the Markov time-varying parameter. The stability of the corresponding closed-loop system is analyzed. The second-order index control based on the state sampling value and the optimal index under the control of the conventional second-order index are compared. It is proved that when the sampling interval ΔAT is not large, The difference between the two kinds of control is not big, the error upper bound is O (ΔT ~ 2) and O (ΔT) respectively.