无穷时间多维不确定线性二次最优控制

Infinite Horizon Linear Quadratic Optimal Control for Multidimensional Uncertain Systems

  • 摘要: 研究了一类无穷时间区间多维不确定系统的线性二次最优控制模型,推导出求解该模型的最优性方程,并证明了该模型最优控制存在的充分和必要条件.

     

    Abstract: An infinite horizon linear quadratic optimal control model for multidimensional uncertain systems was studied. The equation of optimality was deduced to solve the model, the necessary and sufficient condition for the existence of the optimal control of the model was also proved.

     

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