时变系统L-Q最优控制的迭代解法

On Autonomous L-Q Optimal Control

把Kleinman Newton方法推广到有限区间 [0 ,T]上变系数L Q最优控制问题 ,给出了Kalman Riccati矩阵微分方程的迭代解法 。

We study an extension of Kleinman Newton method to the autonomous L?Q optimal control problem.The integrating formula is derived to approximate the solution of the kalman Riccati matrix differential equation.