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PRECISE INTEGRATION METHOD FOR LQG OPTIMAL MEASUREMENT FEEDBACK CONTROL PROBLEM
作者姓名:钟万勰  蔡志勤
作者单位:State Key Laboratory of Structure Analysis,Dalian University of Technology,Dalian 116024,P R China
基金项目:theNationalNaturalScienceFoundationofChina (1 9732 0 2 0 )
摘    要:IntroductionConsiderthelinearsystemofthemeasurementfeedbackcontrol x=Ax Bw B2 u , ( 1 )y =Cx v ,( 2 )wherexisthen_dimensionalstatevector,yisaq_vectorofmeasurements,uisanm_vectorofcontrolinputs,wandvarel_vector,q_vectorofwhite_noiseprocesswithknownstatisticalprope…

收稿时间:22 February 2000

Precise integration method for LQG optimal measurement feedback control problem
Zhong Wan-xie Professor, Academician of Chinese Academy of Science,Cai Zhi-qin Associate Professor, Doctor.PRECISE INTEGRATION METHOD FOR LQG OPTIMAL MEASUREMENT FEEDBACK CONTROL PROBLEM[J].Applied Mathematics and Mechanics(English Edition),2000,21(12):1417-1422.
Authors:Zhong Wan-xie Professor  Academician of Chinese Academy of Science  Cai Zhi-qin Associate Professor  Doctor
Institution:(1) State Key Laboratory of Structure Analysis, Dalian University of Technology, 116024 Dalian, P R China
Abstract:By using the precise integration method,the numerical solution of linear quadratic Gaussian (LQG) optimal control problem was discussed. Based on the separation principle, the LQG control problem decomposes, or separates, into an optimal state_feedback control problem and an optimal state estimation problem. That is the off_line solution of two sets of Riccati differential equations and the on_line integration solution of the state vector from a set of time_variant differential equations. The present algorithms are not only appropriate to solve the two_point boundary_value problem and the corresponding Riccati differential equation, but also can be used to solve the estimated state from the time_variant differential equations. The high precision of precise integration is of advantage for the control and estimation. Numerical examples demonstrate the high precision and effectiveness of the algorithm.
Keywords:precise integration  LQG measurement feedback control  Riccati differential equation  time_variant differential equation8
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