| 矩阵黎卡提(Riccati)微分方程的分析解 |
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| 引用本文： | 钟万勰. 矩阵黎卡提(Riccati)微分方程的分析解[J]. 力学季刊, 2000, 21(1): 1-7 |
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| 作者姓名： | 钟万勰 |
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| 作者单位： | 钟万勰（大连理工大学，大连 116023） |
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| 摘 要： | 相应哈密顿矩阵本征解的基础上，本文给出了黎卡提微分方程的分析解，对于最优控制以及卡尔曼－布西滤波的黎卡提微分方程分别给出了分析解的公式。
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| 关 键 词： | 黎卡提微分方程 哈密顿矩阵 分析解 |
| 修稿时间： | 1999-10-18 |
The Analytical Solutions of Matrix Riccati Differential Equations |
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| ZHONG Wan - xie. The Analytical Solutions of Matrix Riccati Differential Equations[J]. Chinese Quarterly Mechanics, 2000, 21(1): 1-7 |
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| Authors: | ZHONG Wan - xie |
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| Abstract: | Based on the eigensolutions of the corresponding Hamiltonian matrix, the analytical solutions of Riccati differential equations, both for the optimal control and for the Kalman - Bucy filter, are proposed in this paper. |
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| Keywords: | Riccati differential equation Hamilton matrix eigensolution optimal centrol |
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