含逆时间系统在最优控制问题中的应用

APPLICATION OF SYSTEMS CONTAINING INVERSE TIME TO OPTIMAL CONTROL PROBLEMS

本文用方块脉冲函数把含逆时间系统转化为代数方程组,推出了该系统的分段恒定解答,并且把其结果应用到线性二次型最优控制问题中,得到了最优控制及状态轨线的分段恒定解,算例表明该算法易于在计算机上实现。

Systems containing inverse time are transformed into a system of algebraic equa- tions by employing block-pulse functions. The piecewise constant solutions of the systems containing inverse time are derived. Moreover, applying the results to the linear quadratic optimal control problems, we obtain the piecewise constant solutions of the optimal control and state. Numerical examples illustrate that the algorithms are readily realized by computer.