摘要
讨论了周期时变线性系统的一般线性二次型微分对策 ,即状态方程非齐次且二次型赢得或损失函数包含线性项的一般情况。给出了保性能对策问题和鞍点对策问题可解的充要条件和最优策略的解析构造以及对策值。然后应用对策问题的结果来处理周期时变线性系统的
General linear quadratic differential games of periodically time-varying linear systems are discussed for the case that the state equation is non-homogenous and the quadratic win or loss function contains linear terms. Some necessary and sufficient conditions for the solubility of the cost-guaranteed game and saddle-point game are given. The optimal strategies are constructed and the optimal game values are given. The results are applied to H ∞ control problem for periodically time-varying linear systems.
出处
《控制与决策》
EI
CSCD
北大核心
2001年第B11期700-704,708,共6页
Control and Decision
基金
国家自然科学基金项目 (6 99740 0 4& 6 98740 0 6 )
北京市科干局青年科技骨干培养基金项目 (990 2 0 40 0 )
关键词
周期时变线性系统
RICCATI微分方程
H^∞控制
线性二次型微分对策
periodically time-varying linear systems
differential game
frequency condition
nonoscillatory condition
Riccati differential equation
H ∞ control
