LQR最优控制系统中加权阵的研究

Study of the Weight Matrix in LQR Optimal Control System

LQR最优控制系统中Q(t)和R(t)的选择是相互制约、相互影响的,如果要求控制状态的误差平方积分减少,必然会导致增大能量的消耗;反之,为了节省控制能量,就不得不牺牲对控制性能的要求 因此,在实际应用中,要根据性能指标的要求来对Q(t)、R(t)中的元素的加权值提出要求,以使系统性能指标最优的同时。

The influence of weighting matrix Q(t) and R(t) on t he system performance in LQR in optimal control system are analyzed and studied . Basic principles are given on how to select Q(t) and R(t).At the end of the es say, the conclusion is testified and verified by simulating example.