两类基于MATLAB的Lyapunov与Riccati线性矩阵不等式可行解的算法分析与验证  

Analysis and Verification on the Feasible Solution Algorithm of Lyapunov and Riccati Linear Matrix Inequalities Based on MATLAB

作　　者：薛亚宏[1] 

机构地区：[1]甘肃工业职业技术学院,甘肃天水741025

出　　处：《矿山测量》2012年第4期40-42,6,共3页Mine Surveying

摘　　要：Lyapunov不等式与Riccati不等试是控制理论中广泛应用的两类线性矩阵不等式,其正定可行解问题的研究一直是控制理论中的核心问题,文中从矩阵不等式的基本描述出发对以上两种有直接联系且有重要应用意义的矩阵不等式作了理论上的可行性分析和算法上的研究.重点着眼于不等式稳定性的判定及其转换算法、不等式正定可行解的通用算法等两种算法的建立,最后通过实变量运算进行了计算精度上的验证。Lyapunov and Riccati Inequalities are widely used two types of linear matrix inequalities in control theory that studying on their positive definite feasible solution has been the core issue in control theory.In the paper,the author make the algorithm research and the feasibility analysis of the theoretical for the above two matrix inequalities with the important application significance from the basic description of the matrix inequality.It focus on the judgment of the Lyapunov inequality stability and its conversion algorithm and the universal algorithm of Riccati inequality positive definite feasible,and then carries the verification on the computational accuracy by the real variable computing.

关 键 词：Lyapunov不等式 RICCATI不等式 可行解 MATLAB:算法验证 

分 类 号：P209[天文地球—测绘科学与技术]