| Riccati方程最大解的一个重要定理 |
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| 引用本文： | 谌颖,倪茂林.Riccati方程最大解的一个重要定理[J].航天控制,1991(4). |
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| 作者姓名： | 谌颖 倪茂林 |
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| 作者单位： | 哈尔滨工业大学，北京控制工程研究所 |
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| 摘 要： | Riccati 方程在最优控制和滤波理论中起着非常重要的作用。最近,Kawasaki 和 Shimereura 引用了 Riccati 方程最大解的一个性质,但他们的证明是不正确的。本文对这个问题做了进一步研究,并提出和证明了 Riccati 方程最大解的一个重要定理。
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| 关 键 词： | Piccati 方程 最佳控制 滤波 |
A THEOREM ON THE MAXIMUM SOLUTIONS OF RICCATI EQUATIONS |
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| Chen Ying Harbin Institute of Technology Ni Maolin Beijing Institute of Control Engineering.A THEOREM ON THE MAXIMUM SOLUTIONS OF RICCATI EQUATIONS[J].Aerospace Control,1991(4). |
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| Authors: | Chen Ying Harbin Institute of Technology Ni Maolin Beijing Institute of Control Engineering |
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| Institution: | Chen Ying Harbin Institute of Technology Ni Maolin Beijing Institute of Control Engineering |
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| Abstract: | Riccati equations play a very important role in optimal control and filtering theo-ries.Recently,a property on the maximum solutions of Riccati equations is discussed byKawasaki and Shimemura.Unfortunately,their proof for the property is not correct.In this pa-per,the property is developed and a more general and important theorem on the maximum solu-tions of Riccati equations is proposed and proven. |
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| Keywords: | Riccati equations Optimal control Filtering |
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