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线性离散奇异系统的不定二次最优控制问题: Krein空间方法

崔鹏 张承慧

崔鹏, 张承慧. 线性离散奇异系统的不定二次最优控制问题: Krein空间方法. 自动化学报, 2007, 33(6): 635-640. doi: 10.1360/aas-007-0635
引用本文: 崔鹏, 张承慧. 线性离散奇异系统的不定二次最优控制问题: Krein空间方法. 自动化学报, 2007, 33(6): 635-640. doi: 10.1360/aas-007-0635
CUI Peng, ZHANG Cheng-Hui. Indefinite Linear Quadratic Optimal Control Problem for Singular Linear Discrete-time System: Krein Space Method. ACTA AUTOMATICA SINICA, 2007, 33(6): 635-640. doi: 10.1360/aas-007-0635
Citation: CUI Peng, ZHANG Cheng-Hui. Indefinite Linear Quadratic Optimal Control Problem for Singular Linear Discrete-time System: Krein Space Method. ACTA AUTOMATICA SINICA, 2007, 33(6): 635-640. doi: 10.1360/aas-007-0635

线性离散奇异系统的不定二次最优控制问题: Krein空间方法

doi: 10.1360/aas-007-0635
详细信息
    通讯作者:

    崔鹏

Indefinite Linear Quadratic Optimal Control Problem for Singular Linear Discrete-time System: Krein Space Method

More Information
    Corresponding author: CUI Peng
  • 摘要: The finite time horizon indefinite linear quadratic(LQ) optimal control problem for singular linear discrete time-varying systems is discussed. Indefinite LQ optimal control problem for singular systems can be transformed to that for standard state-space systems under a reasonable assumption. It is shown that the indefinite LQ optimal control problem is dual to that of projection for backward stochastic systems. Thus, the optimal LQ controller can be obtained by computing the gain matrices of Kalman filter. Necessary and sufficient conditions guaranteeing a unique solution for the indefinite LQ problem are given. An explicit solution for the problem is obtained in terms of the solution of Riccati difference equations.
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出版历程
  • 收稿日期:  2006-03-31
  • 修回日期:  2006-09-25
  • 刊出日期:  2007-06-20

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