同济大学学报（自然科学版）2013，Vol.41Issue(4)：637-640,4.DOI:10.3969/j.issn.0253-374x.2013.04.026
奇异线性二次最优控制的线性迭代计算方法
Computation of Singular Linear Quadratic Optimal Control
摘要
Abstract
A class of linear quadratic (LQ) singular optimal control problems is investigated by an iteration process of Riccati differential equation for classical LQ optimal control problem.The convergence result is obtained to give an algorithm for computing the optimal value of this kind of problem.Moreover, three examples are given to illustrate the iteration process.关键词
奇异线性二次最优控制/经典线性二次最优控制/Riccati矩阵微分方程Key words
singular linear quadratic (LQ) optimal control/ classical LQ optimal control/ matrix differential Riccati equation分类
数理科学引用本文复制引用
周佳妮,朱经浩..奇异线性二次最优控制的线性迭代计算方法[J].同济大学学报（自然科学版）,2013,41(4):637-640,4.
