广义离散随机线性系统的最优调节器

THE OPTIMAL REGULATOR FOR DISCRETE TIME STOCHASTIC SINGULAR SYSTEMS

讨论广义离散随机线性系统在二次型性能指标下的最优控制问题。导出的最优控制律由系统输出和部分状态的线性反馈构成，这不仅降低了滤波的黎卡提方程的阶次，显著地减少了计算量，而且在工程中也是可实现的。

The optimal control problem for the discrete time stochastic singular systems with linear quadratic cost functional is discussed.The problem is first transformed into an equivalent normal form via an output feedback and a state transformation and then solved by utilizing standard result for the normal systems. Because of using the output feedback,an optimal con-trol law derived consists of linear feedbacks of measure outputs and part states. This form of the control law can be realized in engineering.the filtering and Riccati equations obtained in his way are only of order n1,which reduces p orders in comparison with Ref.[ 5] .Thus com putational quantity can be decreased greatly. On the other hand,the direct effect on the control law by dynamic noises is avoided because the control law includes no estimation of dynamic noises.