摘要
本文基于定常离散LQ控制问题的动力学方程、价值泛函及系统的约束方程,根据极大值原理,给出了线性等式约束系统下的广义Riccati方程,进而对上述方程进行了深入的探讨,并给出了相应的数值例题·
Based on the dynamic equation, the performance functional and the system constraint equation of time-invariant discrete LQ control problem, the generalized Riccati equations of linear equality constraint system are obtained according to the minimum principle, then a deep discussion about the above equations is given, and finally the numerical example is shown in this paper.
出处
《应用数学和力学》
CSCD
北大核心
1998年第4期285-289,共5页
Applied Mathematics and Mechanics
基金
国家自然科学青年基金
关键词
约束方程
黎卡提代数方程
最优控制
结构力学
constraint equation, generalized Riccati algebraic equation, linear quadratic control