带谱约束随机H2H8控制器设计.pdf

Stochastic H 2 / H ∞ design with spectrum constraint1 Lin Zhongwei, Zhang Weihai College of Information Science and Engineering, Shandong University of Science and Technology, Qingdao (266510) E-mail ：linzhongwei2003@ Abstract This paper studies the problem of state-feedback H 2 / H ∞ control of stochastic systems with spectrum constraint. Concretely speaking, a mixed H 2 / H ∞ controller synthesis together with placing the spectrum into a strip region is considered, which is achieved via solving a convex optimization problem. Keywords: Stochastic stabilization; H 2 / H ∞ control; Spectrum assignment; Linear matrix inequality (LMI) 1. Introduction Stability and stabilization are essential and important concepts in modern control theory, especially in system analysis and synthesis. Stochastic stabilizability (in mean square sense) plays a crucial role and is an essential assumption in many problems, such as infinite horizon stochastic H 2 optimal control [10] and stochastic H ∞ control [4, 5]. In order to investigate stability and stabilization of stochastic systems, the references [1, 2] proposed a spectrum technique to characterize the mean square stability of linear stochastic systems, while [2] further considered the spectrum assignment problem, which is similar to the pole placement of deterministic systems. It is shown that the spectrum technique is very efficient in characterizing stochastic observability and detectability [2, 3]. Mor