| 线性二次型最优控制状态向量的精细积分法 |
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| 引用本文： | 钟万勰,蔡志勤.线性二次型最优控制状态向量的精细积分法[J].大连理工大学学报,1999,39(3):464-465. |
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| 作者姓名： | 钟万勰 蔡志勤 |
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| 作者单位： | 大连理工大学工业装备结构分析国家重点实验室 |
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| 摘 要： | ０引言精细积分法提出时只用于初值问题的积分，但很快就发展到二点边值问题及黎卡提矩阵微分方程的求解，这对于控制问题很有用．但ＬＱ控制的增益阵是时间的函数，因此状态向量的积分要面临时变矩阵常微分方程组的求解．对于这种特定的情况，如何利用该方程的生成特点，...
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| 关 键 词： | 黎卡提微分方程 最优控制 状态向量 精细积分 |
Precise integration of state vectors for LQ optimal control |
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| ZHONG\ Wan xie,\ CAI\ Zhi qin.Precise integration of state vectors for LQ optimal control[J].Journal of Dalian University of Technology,1999,39(3):464-465. |
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| Authors: | ZHONG\ Wan xie \ CAI\ Zhi qin |
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| Abstract: | The state vector equation of LQ optimal control is solved by the precise integration method. The analytic characteristics of the Riccati equation was applied to deriving the highly precise numerical solution, so that the full computer precision was reached 1 2 . The same method can also be applied to Kalman Bucy filtering and LQG problems, and the computation of the respective state vectors. |
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| Keywords: | Riccati differential equations/LQ optimal control state vector precise integration |
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