具有对称循环结构的大系统Riccati方程的求解(英文)  

The Solving of Riccati Equations for Large-Scale Systems with Symmetric Circulant Structure

作　　者：黄守东[1] 张嗣瀛[1] 

机构地区：[1]东北大学自动控制系,沈阳110006

出　　处：《控制理论与应用》1998年第1期75-81,共7页Control Theory & Applications

摘　　要：本文研究了具有对称循环结构的大系统的代数Riccati方程和Lyapunov矩阵方程的求解问题．结果表明，这类系统的代数Riccati方程和Lyapunov矩阵方程的求解问题可以简化为求解＋1个独立的低阶方程．做为一个应用，这类系统的二次型最优控制问题和鲁棒二次型最优控制问题也可以简化；This paper discusses the solving of the algebraic Riccati equations and the Lyapunov matrix equations for large-scale systems with symmetric circulant structure. It is shown that the solving of the algebraic Riccati equations and the Lyapunov matrix equations for such a system can be simplified by solving +1 independent equations of dimension N times smaller than the original equations. As an application,the problems of the linear quadratic optimal control and the robust linear quadratic optimal control for such a system can also be simplified.

关 键 词：大系统 对称循环结构 RICCATI方程 最优控制 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]