State And Output Feedback Finite-time Guaranteed Cost And H_? Control Of Discrete-time Stochastic Systems

Finite-time stability plays an important role in the study of transient performan-ce of systems,and it is widely used in many engineering practices,such as aerospace and robotics engineering.In most existing literature,it considers the problem of determining finite-time stability of systems or continuous-time stochastic systems.There are few research results on the finite-time stability,guaranteed cost and H control of discrete time stochastic systems.We mainly study the two different aspects:firstly,the system state trajectory in the process of the finite-time.Secondly,the state trajectory of the system is given a corresponding boundary.In this paper,a new observer is designed by introducing the disturbance and stochastic of the system,so the finite-time guaranteed control and finite-time control of the stochastic system is studied,the main contents are as follows:Background and current research of finite-time guaranteed cost and H? control are introduced.The theorems,lemmas and notations used in this paper are explained.In terms of discrete-time stochastic systems,according to the definition of stochastic finite-time guaranteed cost control,state and output feedback controller are designed.The discrete-time closed-loop stochastic system is finite-time stochastic stable.Furthermore,the quadratic performance function satisfies the minimum bounds.Finally,the feasibility of the proposed method is illustrated by two examples.Due to the ubiquitous stochastic noise,the system becomes more complex.In order to solve this problem,stochastic finite-time H? control is brought up.In this paper,aiming at a class of discrete-time stochastic systems,the state and output feedback controller is designed.The discrete-time closed-loop stochastic system is finite-time stochastic stable.Further,the minimum bounds of the H? performance is got.Finally,the feasibility of the proposed method is illustrated by two simulation examples.In the end,summarized the research content,and prospect studies in the future.