非方广义系统带最坏干扰抑制的奇异LQ问题  

Singular linear quadratic performance with the worst disturbance rejection for nonregular descriptor system

作　　者：陈莉[1] 

机构地区：[1]山东经济学院概率统计与保险精算研究所,山东济南250014

出　　处：《高校应用数学学报（A辑）》2007年第1期9-16,共8页Applied Mathematics A Journal of Chinese Universities(Ser.A)

基　　金：山东省自然科学基金(Y2004A05;Y2004A07);山东省教育厅科技计划资助(J05P51);山东经济学院校级科研资助项目

摘　　要：研究了非方广义系统带最坏干扰抑制的奇异线性二次指标最优控制问题(即LQ问题).在给定的条件下,最坏干扰和最优控制—状态对均存在且惟一,最优控制可被综合为状态反馈.在最坏干扰和最优控制作用下,所得闭环系统的任意有限特征值均在开左半复平面,且闭环系统的状态有最少自由元.The problem of singular linear quadratic（LQ） performance with the worst disturbance rejection for nonregular descriptor systems is studied. Under the given conditions, the worst disturbance and the optimal control state pair are unique respectively. The optimal control can be synthesized as state feedback. Under the worst disturbance and the optimal control, the finite eigenvalues of the closed-loop system are located on the open left-half complex plane and the state of the closed-loop system has the least free entries.

关 键 词：非方广义系统 奇异线性二次指标最优控制问题(LQ问题) 状态反馈 干扰抑制 

分 类 号：O23[理学—运筹学与控制论] TP13[理学—数学]