摘要
本文研究了LQ最优控制逆问题解的参数化表示结果和基于这一参数化表示结果的矩阵变换解法。研究的对象是线性时不变离散时间系统。此外,文中还给出了不求解代数矩阵Riccati方程确定系统的最优状态反馈系数矩阵K的方法。
This paper is a parametrization of the solution to the LQ inverse problem for discrete-time systems,and based on this parametrization,an efficient algorithm is proposed to determine the weighting matrix Q.Besides,with the result given in this paper,the optimal feedback gain matrix K can be easily obtained without solving the algebraic Riccati equation.
出处
《控制理论与应用》
EI
CAS
CSCD
北大核心
1992年第1期9-15,共7页
Control Theory & Applications
关键词
离散时间系统
LQ逆问题
加权矩阵
discrete-time systems
LQ inverse problem
weighting matrices