摘要
In this paper, solution to the LQ inverse problem has been pre-sented. With the control weight in an LQ optimal control system fixed,the state weighting matrix is parametrized in terms of a set of freevariables and the closed-loop eigenvalues of the control system. Basedon this parametrization, an algorithmic procedure is proposed to deter-mine the state weighting matrix and the free variables by matrixtransformation. Meanwhile, by using the solved free variables, theoptimal feedback gain matrix K can also be obtained without solving thealgebraic Riccati equation.
In this paper, solution to the LQ inverse problem has been pre- sented. With the control weight in an LQ optimal control system fixed, the state weighting matrix is parametrized in terms of a set of free variables and the closed-loop eigenvalues of the control system. Based on this parametrization, an algorithmic procedure is proposed to deter- mine the state weighting matrix and the free variables by matrix transformation. Meanwhile, by using the solved free variables, the optimal feedback gain matrix K can also be obtained without solving the algebraic Riccati equation.
出处
《中国科学院研究生院学报》
CAS
CSCD
1990年第1期30-42,共13页
Journal of the Graduate School of the Chinese Academy of Sciences
