Closed-form solution for the Kalman filter gains of time-varyingsystems

A method for derivation of closed-form solutions for the differential Riccati matrix equation for specific time-varying systems is presented. It allows more insight into the nature of the solution. It reduces the on-line computation requirements, since it does not require on-line solution of a differential equation. Sufficient conditions for the existence of the closed-form solution are given. The method is applied to a target tracking problem     

飞行器控制系统的高精度计算方法

对于连续时间线性二次最优控制问题，在动力学方程和价值泛函的基础上，给出其全状态下的微分方程，进而将精细时程积分法引入上述问题，其优点为，放弃了传统的差分算法，使计算过程既简便又稳定；避免了Ｒｉｃｃａｔｉ代数方程的求解；具有非常高的计算精度。通过对某飞行器控制系统的计算，充分说明了上述特色。     

Optimal guidance against active defense ballistic missiles via differential game strategies

The optimal guidance problem for an interceptor against a ballistic missile with active defense is investigated in this paper. A class of optimal guidance schemes are proposed based on linear quadratic differential game method and numerical solution of Riccati differential equation. By choosing proper parameters, the proposed guidance schemes are able to drive the interceptor to the target and away from the defender simultaneously. Additionally, fuel cost, control saturation, chattering phenomenon and parameters selection were taken into account. Satisfaction of the proposed guidance schemes of the saddle point condition is proven theoretically. Finally, nonlinear numerical examples are included to demonstrate the effectiveness and performance of the developed guidance approaches. Comparison of control performance between different guidance schemes are presented and analysis.     

Analytical solution of discrete colored noise ECA tracking filter

New analytical solutions of steady-state Kalman gains are presented for a discrete-time tracking filter with correlation in both the measurement noise and the target maneuver. The measurement noise model is a first-order discrete Markov process characterized by a correlation coefficient ρ. The target motion is examined for an exponentially correlated acceleration maneuver type in which the vehicle oscillation such as wind-induced-bending is also considered. The present solution method is based on factorizing the observed spectral density matrix Ψ(z) in frequency domain. The algorithm proposed here gives the Kalman gain matrix directly. For a case when the steady-state error covariance matrix is desired, such gains can be incorporated with the algebraic Riccati equation     

飞行器再入机动制导的一种新方法

基于飞行力学的原理，建立了飞行器攻击地面目标的运动方程，进而运用计算结构力学与最优控制的相似性原理，将求解Ｒｉｃｃａｔｉ方程的一种新方法引入飞行器再入机动制导问题中。由于采用的是结构静力学中的子结构消元法，从而避免了本征值问题的求解。该方法大幅度地提高了计算速度，同时具有很好的数值稳定性，计算结果表明该方法的有效性。     

跟踪问题最优控制律精细积分

构成有限时间最优跟踪系统的控制律需要求解 Riccati微分方程及外部控制输入向量满足的微分方程 ,前者是非线性矩阵微分方程 ,后者是变系数线性微分方程。在结构力学与最优控制的模拟理论基础上所发展的精细积分方法借鉴了计算结构力学中的算法 ,可以精确有效地求解这些微分方程。这种方法的特点之一在于步长幅度变化较大时 ,Riccati微分方程的数值解仍可以保持很高的精度 ,并且变系数线性微分方程的求解亦可纳入其体系而不必用通常的差分方法。本文介绍了用精细积分方法求解这些方程的过程 ,并给出了数值算例。     

地空导弹LQG/LTR增益调度自动驾驶仪设计(英文)

采用线性二次高斯/回路传递复现(LQG/LTR)增益调度技术设计地空导弹增益调度自动驾驶仪。为消除传统"试错"设计过程在系统中所引起的人为不确定性,提出一种基于极点配置的目标回路设计方法。此方法提供了由体现性能指标要求的期望极点构造矩阵微分Riccati方程(MDRE)的具体算法。同时,还证明了引入积分环节扩展被控对象动力学,能够有效抑制LQG/LTR增益调度控制器的快模态,从而为LQG/LTR增益调度技术的工程应用扫清了一个障碍。采用所提出的方法设计了地空导弹LQG/LTR增益调度自动驾驶仪。设计及仿真结果表明,控制器的快模态得到了明显抑制,同时,在飞行马赫数和高度变化的情况下,自动驾驶仪具有稳定的动力学特性。     

Discrete-time min-max tracking

The problem of optimal state estimation of linear discrete-time systems with measured outputs that are corrupted by additive white noise is addressed. Such estimation is often encountered in problems of target tracking where the target dynamics is driven by finite energy signals, whereas the measurement noise is approximated by white noise. The relevant cost function for such tracking problems is the expected value of the standard H/sub /spl infin// performance index, with respect to the measurement noise statistics. The estimator, serving as a tracking filter, tries to minimize the mean-square estimation error, and the exogenous disturbance, which may represent the target maneuvers, tries to maximize this error while being penalized for its energy. The solution, which is obtained by completing the cost function to squares, is shown to satisfy also the matrix version of the maximum principle. The solution is derived in terms of two coupled Riccati difference equations from which the filter gains are derived. In the case where an infinite penalty is imposed on the energy of the exogenous disturbance, the celebrated discrete-time Kalman filter is recovered. A local iterations scheme which is based on linear matrix inequalities is proposed to solve these equations. An illustrative example is given where the velocity of a maneuvering target has to be estimated utilizing noisy measurements of the target position.     

一类特殊的一阶常微分方程的初等积分法

微分方程是与微积分同时诞生的，从诞生的时候起，人们就试图用初等积分法求微分方程的解。经过一百多年的努力，人们掌握了一些可以用初等积分法求解的微分方程类型，也发现有许多微分方程无法用初等积分法求解。但还有很多微分方程可用初等积分法求解，只是人们还没有发现它们。所以，用初等积分法求解微分方程仍是微分方程领域的一个基本研究内容。在这篇文章里讨论了一类类似黎卡提方程的一阶微分方程的初等积分法。     

Optimum Cross-Coupled Tracker for Pulse-Doppler Radar

Although there is a well-defined relation between range and range rate, in conventional pulse-Doppler tracking radars the range-gate and frequency control loops are usually closed independently. In this paper, the optimum cross- coupled stationary tracking filter is derived, in which the range error signal is used to boost the frequency loop, and vice versa. The filter is derived for a general case of target dynamics and uncorrelated white noise in both the range gate and frequency control channels. It is shown that its tracking performance is superior to that of the conventional uncoupled tracking loop for reliable frequency channel operation. In solving the usually difficult degenerated Riccati matrix equation, a simple solution is obtained by applying the method of completion of the square to matrixes.     

基于先验门限优化准则的探测阈值自适应选择

针对 2维测量和 4 -sigma确认门 ,把先验检测门限优化准则和修正 Riccati方程的解析近似表示相结合 ,得到了在瑞利起伏环境下使跟踪性能优化的信号探测阈值解析表示式 ,从而使在线求解自适应信号探测阈值能比较容易地实现。通过研究和仿真发现 :在滤波稳定阶段 ,本文给出的自适应信号检测门限方法的跟踪性能优于固定虚警率方法的跟踪性能 ;基于先验检测门限优化准则实现检测 -跟踪的联合优化要求信噪比要大于一定的门限 ,在瑞利起伏环境下 ,对 2维测量和 4 -sigma确认门 ,该门限为 1 .57     

连续广义系统的镇定性分析

本文主要研究奇异系统的稳定性和镇定性问题，通过Lyapunov议程2和Ricaati方程，给出了奇异系统的渐近稳定性和镇定性的判据。     

结构动力系统的最优控制问题

由结构动力系统的微分方程建立起了动力系统控制的数学模型, 然后基于计算结构力学与最优控制的模拟关系, 用结构力学中的子结构消元法求解了Riccati方程, 从而确定了动力系统的最优控制律。数值例题说明了文中方法的有效性。      

Optimal Precession Control of Randomly Perturbed Spin-Stabilized Satellite

Dynamics of the satellite angular momenta is modeled by ordinary differential equations with additive white noise. A feedback controller er is desired to maintain tolerable satellite momenta and to economize ze the fuel consumption. The stochastic optimal control problem is transformed into an equivalent deterministic optimization problem involving a parabolic partial differential equation. Necessary optimality y conditions are used to develop a computation algorithm. Results regarding optimal controls, expected costs, and confinement probabilities in different noisy environments are presented.     

指令跟踪问题的一种数值解法

在发动机控制中,为便于驾驶员操作,驾驶员所给指令值一般是阶跃变化的,则指令值就是一个常向量。对我们所研究的定常系统来讲,Q₂、R都是常数阵,则Q₆、R₃也是常数阵。这样我们可以得到指令跟踪问题最佳反馈阵的稳态值。      

基于子结构消元法的柔性结构主动控制的研究

由结构动力系统的微分方程出发,建立了主动控制的数学模型,在计算结构力学与最优控制模拟关系的基础上,采用结构力学中的子结构消元法和混合能概念建立了一套时段消元公式,进而对Riccati代数方程进行了有效的求解,从而给出了一套柔性结构主动控制的研究方法。     

飞控系统执行器模糊故障的鲁棒容错控制

以某型飞机为研究对象,对同时含有参数不确定性和执行器带有模糊故障的飞控系统,利用Ｒｉｃｃａｔｉ方程,融完整性,鲁棒性于一体,给出了状态反馈容错控制器的设计方法。并把此方法应用一某飞机纵向飞行容错控制中,仿真结果证了方法的有效性,为飞控系统的容错控制提供了一种有效的方法。     

Terminal Guidance for Impact Attitude Angle Constrained Flight Trajectories

The design of a suboptimal terminal guidance system for reentry vehicles with a constraint on the body attitude angle at impact is studied. Permissible range of the miss distance and the body attitude angle at impact is specified. The problem is formulated as a linear quadratic control problem. The Riccati equation is derived to provide time-varying feedback gains. The desired scheme is suboptimal. The region of initial states for which the system meets the specifications becomes smaller as the initial height of the reentry vehicle at initial time is decreased.     

Minimum Trajectory Sensitivity of a Large Launch Booster Control System

An optimal closed-loop control scheme is developed for a linear timevarying system. The system has two independent parameters which may deviate from their nominal values. The problem is motivated by the possible failure of the control system of the large launch booster after takeoff. The computational scheme involves an iterative algorithm and requires the solution to a matrix Riccati equation. An example is given as an illustration.     

Optimum Signal and Filter Design in Underwater Acoustic Echo Ranging Systems

Optimization of the filter, the signal, and the signal and filter jointly are studied in the sonar environment under noise and reverberation limited conditions. The maximization of the receiver output signal-to-interference ratio is used as a performance criterion with unit energy constraint on both signal and filter. In the filter design problem, the optimum filter function is the solution of a linear integral equation. The kernel of the integral equation is a function of the target and medium scattering functions and the reverberation distribution. In the signal design problem, a similar type of integral equation is obtained as in the filter optimization problem. In the joint signal and filter design problem, it is shown that the optimum signal and filter functions are the solutions to a pair of linear integral equations with the largest (SIR)O. Several examples are investigated for different mediums and reverberation distributions with the finite matrix approximation method. An interative technique is used to compute the joint optimization of signal and filter.