| 周期时变线性系统的一般线性二次型最优控制 |
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| 引用本文： | 陈阳舟. 周期时变线性系统的一般线性二次型最优控制[J]. 控制理论与应用, 2002, 19(3): 415-418 |
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| 作者姓名： | 陈阳舟 |
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| 作者单位： | 北京工业大学电子信息与控制工程学院,北京,100022 |
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| 基金项目： | supportedbyNationalNaturalScienceFoundationofChina (699740 0 4)，theYoungScience TechnicalCadremanFoundationofBei jingScience TechnicalCadremanBureau (990 2 0 40 0 ) . |
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| 摘 要： | 讨论周期时变线性系统的一般线性二次型最优控制问题, 即状态方程为非齐次方程且二次型性能指标包含线性项的一般情况. 给出了该问题可解的一系列充分必要条件, 同时给出了最优控制的解析构造以及最优性能指标值.
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| 关 键 词： | 周期时变线性系统 线性二次型最优控制 Riccati矩阵微分方程 Hamiltonian微分方程 线性矩阵微分不等式 |
| 收稿时间： | 2000-11-21 |
| 修稿时间： | 2001-09-03 |
General Linear Quadratic Optimal Control for Periodically Time-Varying Linear Systems |
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| CHEN Yangzhou. General Linear Quadratic Optimal Control for Periodically Time-Varying Linear Systems[J]. Control Theory & Applications, 2002, 19(3): 415-418 |
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| Authors: | CHEN Yangzhou |
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| Affiliation: | School of Electronic Information & Control Engineering,Beijing Polytechnic University, Beijing,100022,P.R.China |
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| Abstract: | This paper deals with the general linear quadratic optimal control (LQOC) problem for periodically time varying (PTV) linear systems, i.e. the LQOC when the state equation is non homogenous and the quadratic functional criterion contains linear terms. A series of necessary and sufficient conditions for the solvability of the LQOC problem are given, the optimal control is constructed and the optimal criterion value is given. |
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| Keywords: | periodically time varying linear systems linear quadratic optimal control Riccati matrix differential equations Hamiltonian differential equations linear matrix differential inequality |
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