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二次型最优控制问题中的权矩阵与最优控制律
引用本文:王进华.二次型最优控制问题中的权矩阵与最优控制律[J].控制与决策,2007,22(8):943-945.
作者姓名:王进华
作者单位:福州大学,电气工程与自动化学院,福州,350008
摘    要:二次型最优的权矩阵选择是一个包含大量经验与技巧的问题.对此,研究权矩阵与最优控制律的关系:一个最优控制律,其对应的性能指标(权矩阵)是否唯一的问题.不论是单输入还是多输入情形,在系统能控性指数大于2,对应权矩阵的对角线元素有2个不为零的元素,且满足一定条件时.该性能指标对应的最优控制律,必有另一性能指标与之对应.

关 键 词:最优控制  性能指标  权矩阵  LQ问题
文章编号:1001-0920(2007)08-0943-03
收稿时间:2006/4/16 0:00:00
修稿时间:2006-04-162006-11-21

Relation of weight matrices to optimal control laws in linear quadratic optimal
WANG Jin-hua.Relation of weight matrices to optimal control laws in linear quadratic optimal[J].Control and Decision,2007,22(8):943-945.
Authors:WANG Jin-hua
Affiliation:School of Electrical Engineering and Automation, Fuzhou University, Fuzhou 350008, China
Abstract:The selection of weight matrices in linear quadratic optimal control needs a lot of experience and skills.Therefore,a question relating to this selection is studied,which is whether the performance function(weight matrix) of a optimal control law is unique.No matter in single input case or multi input case,many performance functions lead to the same optimal control law when the controllable index of system is more than or equal to 2 and the diagonal elements of the weight matrix relating to this control input have two no zero elements.
Keywords:Optimal control  Performance  Weight matrix  Linear quadratic control
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