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针对一类具有持续扰动和控制约束的连续时间It型系统,研究其H∞预测控制问题.用随机输入状态稳定刻画系统的稳定性,基于Lyapunov函数、It公式和线性矩阵不等式(LMI)方法,通过求解带有终端代价函数的min-max优化问题,得到保证闭环系统随机输入状态稳定的H∞预测控制器.数值仿真验证了方法的有效性.
For a class of continuous-time It-type systems with continuous perturbations and control constraints, the H∞ predictive control problem is studied. The stability of the system is characterized by stochastic input states. Based on Lyapunov function, It formula and LMI, By solving the min-max optimization problem with terminal cost function, we obtain the H∞ predictive controller which ensures the stochastic input state of the closed-loop system. Numerical simulation shows the effectiveness of the proposed method.