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非方离散广义系统的奇异LQ问题及最优代价单调性

陈莉1,2   

  1. 1. 山东经济学院概率统计与保险精算研究所, 山东济南250014;2. 山东大学控制科学与工程学院, 山东济南250061
  • 收稿日期:2006-02-10 修回日期:1900-01-01 出版日期:2006-10-24 发布日期:2006-10-24
  • 通讯作者: 陈莉

Singular LQ problem and the optimal cost monotonicity of rectangular discretetime descriptor systems

CHEN Li   

  1. 1. Institute of Statistics and Actuary, Shandong Economic Univ., Jinan 250014, Shandong, China;2. School of Control Science and Engineering, Shandong Univ., Jinan 250061 Shandong, Chin
  • Received:2006-02-10 Revised:1900-01-01 Online:2006-10-24 Published:2006-10-24
  • Contact: CHEN Li

关键词: 非方离散广义系统, 奇异线性二次指标最优控制问题(LQ问题), 最优代价 , 状态反馈

Abstract: singular linear quadratic (LQ) problem for rectangular discretetime descriptor systems is investigated. Under some conditions, the unique optimal control and the unique optimal state of the LQ problem are given. The optimal control is synthesized via state feedback. All the finite eigenvalues of the closedloop system are located in the open unit disc. The state of the closedloop system has the least free entries. The comparison theorem of the optimal cost of rectangular discretetime descriptor systems is given.

Key words: optimal cost , state feedback, singular linear quadratic (LQ) problem, rectangular discretetime descriptor systems

[1] 孙林, 郑煜, 姚娟. 不确定离散奇异系统的鲁棒非脆弱H状态反馈控制[J]. J4, 2011, 46(1): 35-41.
[2] . 一类非线性系统有限时间稳定控制的新方法[J]. J4, 2009, 44(7): 55-61.
[3] 陈 莉, . 非方广义系统带干扰抑制的奇异LQ次优控制问题[J]. J4, 2006, 41(2): 74-77 .
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