针对随机分布系统采用数值优化算法设计的控制器不稳定的问题,研究了可靠保性能控制算法.该控制算法可实现将随机分布系统的值优化算法转换为线性矩阵不等式的可行解问题,并通过线性矩阵不等式的方法给出可靠保性能控制算法的充分条件,采用凸优化技术进行优化.通过实例仿真,证明该算法能够实现输出概率密度函数渐进追踪目标概率密度函数,并使随机分布系统的鲁棒性和稳定性有较好的改善.%This paper presented a reliable guaranteed cost control for the control of the system output probability density fuctions(PDF) with which existed non-reliable controller using numerial solution optimization.It was noted that the performance index of the guaranteed cost was guaranteed to be more than a certain upper bound using the control algorithm.It gave a sufficient condition for the existence of reliable guaranteed cost algorithm using linear matrix inquality (LMI).Furthermore,it derived the optimal reliable guaranteed cost algorithm using a convex optimization algorithm.An illustrative example demonstrates that the system output probability density functions follows the given probability density functions and the well robustness and stability is obtain.
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