在假定扰动为平方可积的条件下，讨论了不确定线性系统二次指标下的最优控制问题。
The problem of robust quadratic optimal control for uncertain linear systems with Square-integral perturbation is discussed.
在不要求最优逼近误差平方可积和上界已知的条件下，证明闭环系统全局渐近稳定，所有信号有界且跟踪误差收敛到零。
We proved the closed systems global asymptotical stable, not needing the error upper bound and the error square integral, all the signals are bounded and the tracing error convergence.
这通常是一个比平方可积更强的要求。
This is usually a much stronger requirement than quadratic integrability.
对连续的平方可积强鞅的混合积分的四个基本性质推广到对连续的正交增量鞅的混合积分的情形。
The four basic properties of mixed integrals for the continuous square integrable strong martingales are applied further to continuous martingales with orthogonal increments.
对连续的平方可积强鞅的混合积分的四个基本性质推广到对连续的正交增量鞅的混合积分的情形。
The four basic properties of mixed integrals for the continuous square integrable strong martingales are applied further to continuous martingales with orthogonal increments.
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