连续时间线性等式约束LQ控制的混合能消元算法
The Mixed-energy Condensation Algorithm for the Continuous time and Linear Equality Constraint LQ Control Problem
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摘要: 将连续时间LQ控制问题的微分方程离散化后,建立了连续时间线性等式约束LQ控制 问题的混合能消元算法,可有效求解约束条件下的Riccati方程.文中给出了相应的算例.Abstract: The differential equations of the continuous time LQ control problem are discretized, then the mixed-energy condensation algorithm is established for the continuous time and linear equality constraint LQ control problem, the above algorithm can be used to solve Riccati equation with the linear constraint effectively. An example is given.
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Key words:
- LQ control /
- mixed-energy /
- Riccati equation
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