有色噪声扰动下的随机控制问题研究
Research on the Stochastic Control with Disturbance of Color Noise
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摘要: 本文研究了有色噪声扰动下的线性二次随机控制问题,探讨了有色噪声与白色噪声随机 控制问题的等效化方法,利用准最优性能指标综合了准最优输出反馈控制,最后,利用原始系 统的系数矩阵导出了带有普遍意义的准最优控制算法框图.Abstract: In this paper, the stochastic linear quedrats control problen under disturbance of colored noise is considered. The equalization method for describing the system with colored noise to that with white noise is investigated. The quasioptimal output feedback control is synthesized in terms of the quasi-optimal per formance index. Finally, the algorithmic block-diagram 0f quasi-optimal control, which has a uni versal sense, is obtained in terms of the factor matrices of the original system.
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