Research On Constrained MMVC Of Discrete Time Linear Stochastic Systems With PSI

In order to enrich and improve the system with intervention analysis,modeling and control theory and solve the optimal control problem based on the PSI system,we study the discrete time linear stochastic control system under the condition of PSI.For MIMO discrete time linear stochastic control systems with PSI,finding the corresponding the optimal control rules by the process of seeking for the modified minimum variance performance index by adding sequence parameter to the original minimum variance performance index for the aim of the optimal control of the system,based on the concept of PSI and the given constrained control input.Using the results of SISO,a constructive method is used to obtain the minimum variance control law(MMVC)for system state equation and the output of the system with strong interference.At the same time,it also proves the existence and uniqueness of MMVC.