| 基于模型降阶的随机最优输出反馈阵设计 |
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| 引用本文： | 胡寿松
,胡明华.基于模型降阶的随机最优输出反馈阵设计[J].南京航空航天大学学报,1986(4). |
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| 作者姓名： | 胡寿松 胡明华 |
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| 摘 要： | 本文研究了线性离散随机系统的模型降阶和最优输出反馈矩阵的设计问题。本文提出的设计方法不需要对原系统进行Anderson-Moore的迭代计算,直接利用求得的降阶模型解出近似的最优输出反馈阵。文中举例说明了设计方法的应用并进行了计算机仿真,仿真结果是令人满意的。
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| 关 键 词： | 线性随机系统 最优控制 计算方法 计算机模拟 |
Design of Stochastic Discrete-Time Optimal Output Feedback Matrix Based on Model Reduction |
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| Hu Shousong Hu Minghua.Design of Stochastic Discrete-Time Optimal Output Feedback Matrix Based on Model Reduction[J].Journal of Nanjing University of Aeronautics & Astronautics,1986(4). |
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| Authors: | Hu Shousong Hu Minghua |
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| Institution: | Hu Shousong Hu Minghua |
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| Abstract: | In this paper,the problems of the model reduction and the design of optimal output feedback matrix are discussed for linear stochastic discrete-time system.There is no need for the Anderson-Moore iterative calculation by the method presented in this paper,and a good approximation to the optimal output feedback matrix can be directly found,using reduced model.At the end of this paper,an example is given to explain the application of the design method,and a computer simulation,has been made.The results of simulation are very satisfactory. |
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| Keywords: | linear stochastic systems optimal control computational method computerized simulation |
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