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]
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 1115  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  
基金项目  
作者单位
邢继祥 哈尔滨工业大学 
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.