引用本文: | 邢继祥.Riccati 方程的方块脉冲函数近似解法[J].控制理论与应用,1986,3(1):97~103.[点击复制] |
Xing Jixiang.SOLUTION OF THE RICCATI EQUATION VIA BLOCK-PULSE FUNCTIONS[J].Control Theory and Technology,1986,3(1):97~103.[点击复制] |
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Riccati 方程的方块脉冲函数近似解法 |
SOLUTION OF THE RICCATI EQUATION VIA BLOCK-PULSE FUNCTIONS |
摘要点击 1113 全文点击 507 投稿时间:1984-12-12 修订日期:1985-09-18 |
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DOI编号 |
1986,3(1):97-103 |
中文关键词 |
英文关键词 |
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中文摘要 |
已知线性系统最优控制规律的选择以及最优滤波器的设计均要求解Riccati方程。本文应用方块脉冲函数的性质到解该微分方程,得到了分段恒定解答的递推算法。特别是证明了算法的收敛性和数值稳定性。 |
英文摘要 |
As we know, the selection of an optimal control law and the design of optimal filters require the solving of a Riccati equation for the linear systems. In this paper, by applying the properties of the block-pulse functions to the solution of the Riccati differential equation, the recursive algorithms of the piecewise constant solutions are obtained. The convergence and stability are proved. |
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