输出输入时滞系统风险灵敏估计与控制的研究

项目名称： 输出输入时滞系统风险灵敏估计与控制的研究

项目编号： No.61074038

项目类型： 面上项目

立项/批准年度： 2011

项目学科： 无线电电子学、电信技术

项目作者： 赵洪国

作者单位： 泰山学院

项目金额： 10万元

中文摘要： 本项目主要研究了输出输入时滞系统控制理论中的风险灵敏问题，研究内容主要包括：时滞系统的风险灵敏滤波问题，风险灵敏固定点平滑问题，两通道观测数据融合状态估计问题，噪声时滞系统的状态估计问题及带有乘积噪声的线性系统Kalman滤波问题。本项目应用新息分析理论及不定空间理论，提出了有效地处理时滞系统风险灵敏问题的切实可行的方法，给出了时滞线性系统估计器与控制器的解析解及其存在的充分必要条件，揭示了时滞系统与无时滞系统风险灵敏问题的本质区别。本项目的研究内容属于时滞系统领域近年内亟待解决的挑战性问题，是控制理论领域的前沿课题，课题中部分研究内容在国际上仅属起步，有的甚至还没有开始研究。因此本项目的研究有重要的理论价值，并且与国民经济建设有着紧密的联系。

中文关键词： 时滞系统；新息分析；不定空间理论

英文摘要： Risk-sensitive problems in control theory have been considered in this project for linear systems with output/input delays. It includes risk-sensitive filtering and risk-sensitive fixed-point smoothing problems for linear time-delay systems, optimal state fusion for two channel observations systems, state estimation for linear systems with observation time-delay noises, and Kalman filtering for linear systems with multiple multiplicative noises. Based on innovation analysis theory and indefinite space theory, we propose a novel approaches to deal with risk-sensitive estimation and control problems for linear time-delay systems, give the explicit analytic expressions of the estimator and controller as well as the necessary and sufficient conditions of existence, explain essential differences between the risk-sensitive problems for time-delay systems and that for delay-free systems. All of the research are challenging problems and need to be solved urgently for time-delay systems. This research is in accord with the international development in control area. And it is a novel topic in which some problems are just been researching and some have not been considered yet. Therefore it is important to research the problems above for control theory and application.

英文关键词： Time-delay systems; innovation analysis; indefinite space theory