| 奇异LQ最优控制的线性迭代计算方法 |
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| 引用本文： | 周佳妮.奇异LQ最优控制的线性迭代计算方法[J].同济大学学报(自然科学版),2013,41(4):637-640. |
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| 作者姓名： | 周佳妮 |
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| 作者单位： | 同济大学数学系,上海,200092 |
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| 摘 要： | 利用经典线性二次最优控制的Riccati方程的线性迭代法研究一类奇异线性二次最优控制问题.对于线性迭代序列的收敛性进行了分析并且给出了算法.该算法通过3个例子得到验证.
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| 关 键 词： | 奇异线性二次最优控制 经典线性二次最优控制 Riccati矩阵微分方程 |
| 收稿时间： | 2012/2/20 0:00:00 |
| 修稿时间： | 2012/12/22 0:00:00 |
Computation of LQ Singular Optimal Control |
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| zhoujiani.Computation of LQ Singular Optimal Control[J].Journal of Tongji University(Natural Science),2013,41(4):637-640. |
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| Authors: | zhoujiani |
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| Affiliation: | Department of Mathematics, Tongji University, Shanghai 200092, China;Department of Mathematics, Tongji University, Shanghai 200092, China |
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| Abstract: | A class of linear quadratic (LQ) singular optimal control problems is investigated by an iteration process of Riccati differential equation for classical LQ optimal control problem. The convergence result is obtained to give an algorithm for computing the optimal value of this kind of problem. Moreover, three examples are given to illustrate the iteration process. |
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| Keywords: | singular linear quadratic (LQ) optimal control classical LQ optimal control matrix differential Riccati equation |
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