摘要
对于多输入多输出的时变线性随机离散系统,本文从实用的观点考虑,对系统的最优跟踪问题进行了研究。作者采用与确定性离散系统跟踪性能指标相同的性能指标,用动态规划法导出了随机离散系统跟踪问题的输出反馈最优控制规律。这个规律对于随机离散系统具有实用意义,在理论上则完全适用于确定性离散系统。
With a view to pratical use,a study of multi-input-multi-output linear stochastic discrete-time system with time varying is performed in this paper.Using a tracking performance index which is the same as the index of deterministic discrete-time system, applying the method of dynamic programming, the authors have derived an output-feedback optimal control law of tracking problem of the stochastic discrete-time system. The law has practical value for the stochastic discrete-time system,and theoretically it is exactly applicable to the deterministic discrete-time system.
出处
《控制与决策》
EI
CSCD
北大核心
1989年第3期6-11,共6页
Control and Decision
