摘要
０引言精细积分法提出时只用于初值问题的积分，但很快就发展到二点边值问题及黎卡提矩阵微分方程的求解，这对于控制问题很有用．但ＬＱ控制的增益阵是时间的函数，因此状态向量的积分要面临时变矩阵常微分方程组的求解．对于这种特定的情况，如何利用该方程的生成特点，...
The state vector equation of LQ optimal control is solved by the precise integration method. The analytic characteristics of the Riccati equation was applied to deriving the highly precise numerical solution, so that the full computer precision was reached 1 2 . The same method can also be applied to Kalman Bucy filtering and LQG problems, and the computation of the respective state vectors.
出处
《大连理工大学学报》
CAS
CSCD
北大核心
1999年第3期464-465,共2页
Journal of Dalian University of Technology
关键词
黎卡提微分方程/LQ最优控制
状态向量
精细积分
Riccati differential equations/LQ optimal control
state vector
precise integration
