关于连续型随机线性调节器问题的求解

Solution to Problem of Continual Random Linear Requlator

对连续型随机线性调节器的求解方法进行了讨论,应用Kalman分离原理,针对通用性的连续型随机性的扰动系统数学模型求解,由此得出最优控制方程组和最优控制系统方框图,并给出了求解连续型随机线性调节器计算机算法程序框图。

This paper discusses how to solve the problem of continual random linear regulator. By using kalman separation principle to solve common used system mathematical model, the best control equation set and best control block diagram of system are obtained. The block diagram of the computing process of computer to solve that problem is also given.