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有限时间二次型数值算法研究及其应用
引用本文:冯建周,于佐军. 有限时间二次型数值算法研究及其应用[J]. 控制工程, 2008, 0(Z2)
作者姓名:冯建周  于佐军
作者单位:中国石油大学(华东)信息与工程学院
摘    要:为了实际需要和学术发展的要求,研究了以倒立摆为控制对象,通过闭环网络形成的反馈控制系统的随机传输时延的最优控制问题。在求解有限时间最优控制律过程中,通过矩阵Raccati方程的离散变换,利用Matlab中计算无限时间二次型最优控制器的LQR函数,从而求出有限时间LQR问题的数值解。通过仿真结果证明,研究的方法能够使倒立摆系统最终稳定,从而说明提出的算法对于求解有限时间LQR问题是有效的。

关 键 词:二次型最优控制  网络控制系统  随机控制

Numerical Algorithm Research and Application of Linear Quadratic Optimal within Finite Time
FENG Jian-zhou,YU Zuo-jun. Numerical Algorithm Research and Application of Linear Quadratic Optimal within Finite Time[J]. Control Engineering of China, 2008, 0(Z2)
Authors:FENG Jian-zhou  YU Zuo-jun
Abstract:The networked control systems are spatially distributed systems for which the communication through the feedback loop is supported by a shared communication network and the optimal control of the stochastic induced delay with the inverted pendulum is studied.During resolving the optimal control law with finite time,with the Riccati differential equation of linear quadratic optimal regular within finite time,the Riccati differential equation is changed into Riccati algebraic equation.With the LQR function in Matlab,the numerical solution to linear quadratic optimal control can be obtained.The inverted pendulum will be stable under the method,and the simulation shows the validity.
Keywords:linear quadratic optimal control  networked control system  stochastic control
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