控制能量有界的时不变系统线性二次型最优控制*

本文通过新的途径讨论控制能量有界的时不变系统一二次型最优控制问题，文中通过“不亏损的Ｓ－过程”方法将该问题转化成无约束的时不变性二次理优控制问题，从而利用后者的基本结果给出本文问题的最优控制的最优结构造，结果表明此时最优控制仍由一线性状态反馈控制器确定，但其增益矩阵的选择是与初始状态有关的，并且对某些安始状态还可能出现奇异情况。

Optimal Control for the Time-Invariant Linear-Quadratic Problem with Energy Constraint on Control Input

In the paper,the time-invariant linear-quadratic problem with energy constraint on control input is dealt with via a new approach. The results show that the optimal controller is a linear state-feedback control and its gain matrix is interrelated with initial states,and that for some initial states the singular case may occur.