LQ问题加权阵的选择

A Method of Choosing Weight Matrix in LQ Problem

  • 摘要: 本文用Riccati代数方程最大解阵的存在性及其性质给出二次型指标中Q阵的选择方法.这种方法使闭环系统的极点位于理想的区域,因此能使系统既具有极点配置的特性,又具有最优性,本文给出的方法是递推性的,可归结为易于用计算机求解的一系列线性矩阵代数方程.

     

    Abstract: A method of choosing weight matrix Q in linear quadratic optimal regulationproblem is given in this paper.By this method the poles of the optimal closed-loop system are lecated in an ideal region.Thus the closed-loop system has both advantages of optimality and pole anagement.The method is based on the existenceness and related properties of the maximum solution matrix of Riccati algebra equation.The mathod given in this paper is characterized by its recursiveness,that is,by the iteratively solving Liapunov matrix equations which can be easily done on a digital computer one can find a nonnegative symmetric matrix Q finally.

     

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