COMPENSATABILITY AND OPTIMAL COMPENSATION OF SYSTEMS WITH WHITE PARAMETERS

被引：46
|
作者：
DEKONING, WL
机构：
[1] Department of Technical Mathematics and Informatics, Delft University of Technology, Delft
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1992年 / 37卷 / 05期
关键词：
D O I：
10.1109/9.135491
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The optimal compensation problem is considered in the case of linear discrete-time systems with stationary white parameters and quadratic criteria. A generalization of the notion of mean square stabilizability, namely mean square compensatability, is introduced. It is shown that suitable mean square compensatability and detectability conditions are sufficient, and necessary in general, for the existence of a unique optimal mean square stabilizing compensator. Tests are given to determine if a system is mean square compensatable or not. It is indicated how to calculate numerically the tests and the optimal mean square stabilizing compensator. The results are illustrated with examples.
引用
收藏
页码：579 / 588
页数：10
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