Stochastic Filtering And Controlling Problems With The Constraints Of Pole Assignment

The study of stochastic stability has become premise need of many basic stochastic problems. Many scholars have studied stochastic stability and stabilizability. The one of the most important researches is stochastic spectrum theory, which was developed in [7].Based on LMI and stochastic spectrum theory, we study the discrete H₂ /H_∞filtering problem with regional pole assignment, pole assignment problems with strip region from -βto -αof stochastic system spectrum operator and stochastic system H_∞filtering problems with spectrum constraint as well as H₂/ H_∞control- ler design with strip region spectrum constraint. This artical is divided as following several parts:In chapter one,we present situation and research significance of stochastic system stability,the spectrum theory and introduce the global architecture and research method. In order to integrity the paper content,we give out some definitions such as linear matrix inequality,stochastic asymptotic square stability H_∞filtering,mixed H₂ /H_∞filtering and spectrum operater theory.Chapters three to five are main parts of our paper.The constraint of H₂ and H_∞index of discrete systems is combined with regional pole assignment,we convert multiple object filtering problems to sole goal optimized question by means of LMIs.We solve the filtering problems of discrete systems with regional constraint and the pole assignment scope is improved. Chapter four redefines spectrum operater and finds the full essential condition which satisfiesαregion stable and H_∞performa- nce index. We also give out the filter's designing method of stochastic systems with dependent noise. In chapter five,we research the full essential condition of stochastic square stability under spectrum's strip region and certain external constraint levels.Chapter six has made a conclusion and forecast to the whole article.We conclude the main contribution,and some problems have been stated for further study.