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THE SOLUTION FOR THE GENERALIZED RICCATIALGEBRAIC EQUATIONS OF LINEAR EQUALITY CONSTRAINT SYSTEM

THE SOLUTION FOR THE GENERALIZED RICCATI ALGEBRAIC EQUATIONS OF LINEAR EQUALITY CONSTRAINT SYSTEM
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摘要 Based on the dynamic equation, the performance functional and the system constraint equation of time-invariant discrete LQ control problem, the generalized Riccati equations of linear equality constraint system are obtained according to the minimum principle, then a deep discussion about the above equations is given, and finally numerical example is shown in this paper. Based on the dynamic equation, the performance functional and the system constraint equation of time-invariant discrete LQ control problem, the generalized Riccati equations of linear equality constraint system are obtained according to the minimum principle, then a deep discussion about the above equations is given, and finally numerical example is shown in this paper.
出处 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 1998年第4期309-313,共5页 应用数学和力学(英文版)
关键词 constraint equation generalized Riccati algebraic equation linear quadratic control constraint equation generalized Riccati algebraic equation linear quadratic control
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