连续时间LQ控制主要本征对的算法

本文首先提出了离散时间LQ控制的本征值方程当△t→0时怎样退化成为连续时间LQ控制的本征值方程.在建立了分离出的n阶连续时间的本征值方程,并保证了其本征值必定都在左半平面后,本文提出计算其最靠近于虚轴的若干个本征对,可以通过A_e=eA的矩阵变换.A_e的本征值全在单位圆之内.本征向量不变,至于本征值则只要做一次对数运算就可以求得原阵的本征值.A_e阵的最接近于单位圆的若干个本征对的算法,可以通过共轭子空间迭代解解决之.

On the Computation of the Main Eigen-Pairs of the Continuous-Time Linear Quadratic Control Problem

The degeneration of the eigenvalue equation of the discrete-time linear quadratic control problem to the continuous-time one when Δt→0 is given first. When the continuous-time n-dimensional eigenvalue equation, which has all the eigenvalues located in the left half plane, has bee ft reduced from the original In-dimensional one, the present paper proposes that several of the eigenvalues nearest to the imaginary axis be obtained by the matrix transformation A_e=eA.All the eigenvalues of A_e are in the unit circle, with the eigenvectors unchanged and the original eigenvalues can be obtained by a logarithm operation. And several of the eigenvalues of A_e nearest to the unit circle can be calculated by the dual subspace iteration method.