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连续不确定马尔科夫系统的稳定性分析

时间:2018-05-19 15:53来源:毕业论文
对马尔科夫系统进行了简单介绍,给出了系统的一般模型,定义了马尔科夫系统的移模态概率矩阵,随后给出了随机稳定性的定义,并相应的给出了确定参数马尔科夫跳变系统的有限时

摘要马尔科夫跳变系统无论在工程应用还是理论研究中都具有非常普遍的意义。任何系统都不可能一直理想状态——稳定在一个模态运行而不发生任何跳变,实际中的系统总是会因为各种各样因素的影响而使系统的模态处在跳变的过程中,而人们又总是希望系统具有一定的稳定性,这样才便于控制。正因为如此,对于马尔科夫跳变系统的稳定性研究就具有十分现实的意义。本文主要就是讨论了马尔科夫跳变系统的有限时间随机稳定性与均方稳定性。具体内容如下:       
    首先我们对马尔科夫系统进行了简单介绍,给出了系统的一般模型,定义了马尔科夫系统的移模态概率矩阵,随后给出了随机稳定性的定义,并相应的给出了确定参数马尔科夫跳变系统的有限时间稳定性判据,在此基础上我们讨论了在含有不确定参数和外部干扰的情况下系统的随机稳定性的判据,并作出了数学证明,然后举出了数值算例以验证我们得到的结论。在这之后我们对含不确定参数的情况做了状态反馈控制器设计,通过设计合适的反馈参数来使系统达到需要的随机稳定性  23027                                 
    在随机稳定性之后本文又讨论了应用更为广泛的均方稳定性,同样的我们在已有的结论基础上着重探讨了不确定参数的系统均方稳定性以及控制器的设计方法,并在得到的结论之后给出了数值算例以做验证。本文的计算结果大部分是以线性矩阵不等式理论为基础。
关键词:马尔科夫跳变系统,有限时间随机稳定,均方稳定,不确定性,干扰
毕业设计说明书(毕业论文)外文摘要
Title Stability analysis of continuous-time Markov uncertain
    System                                                 
Abstract
Markov jump systems have very general sense in terms of the application or theoretical research project.Any system can not be always ideal.but people would always want the system on an certain stability so that we could control them more easily .Because of this, the study on the system of the stability of Markov jump has great practical significance.This paper mainly discusses the limited time stochastic Markov jump system stability and mean square stability. The details are as follows:                                               
First, we have given a simple introduction of Markov system .we defines a Markov system probability matrix modal shift,Then we gives the definition of stochastic stability,and the corresponding stability criterion is given a limited time to determine the parameters of Markov jump systems.After that,we made a mathematical proof, and numerical examples are cited to validate our conclusion.In this case, we have done with Uncertain Parameters state feedback controller design, by designing an appropriate feedback parameters to enable the system to achieve stochastic stability needed.                  
After the stochastic stability we discuss the mean square stability which has broader application . Similarly, we have the conclusion based on the uncertain parameters of the system focuses on the mean square stability and controller design method.And the conclusion of the numerical examples are given in order to make the verification.Most results in this paper is based on the theory of linear matrix inequalities.                                      连续不确定马尔科夫系统的稳定性分析:http://www.751com.cn/zidonghua/lunwen_15931.html
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