连续时间LQ调节器的两个代数理卡提方程及本征值问题

在作者提出的时间逆向的第二里卡提代数方程的基础上，提出了 ＬＱ控制问题的正则变换，在此变换下本征值问题自然地划分为二组。对于这两组本征对方程给出了其相互关系，指出了其特性，井得出简洁的方程，为以后在实际数值计算等多方面的课题作出了数学理论方面的准备。

On Two Algebraic Riccati Equations of Continuous-time Linear Qnadratic Regulator and Eigenvalue Problems

Base on the reverse time second algebraic Riccati equation and its sol- ution introduced by the author, the canonical transformation of the linear quadratic control problem is introduced. Under this transformation, the eigenvalue problem is divided naturally into two half size ones. It is pro- yed that these two problems are interrelated and the characteristics of these problems and the neat form of the equations are also giyen. It is the mathe- matical theory foundation for practical numerical analysis and various application.