随机适应LQ问题中的极限过渡(英文)  

The Limit Passace in the Stochastic Adaptive LQ Control Problem

作　　者：陈翰馥[1] 郭雷[1] 

机构地区：[1]中国科学院系统科学研究所

出　　处：《控制理论与应用》1989年第1期51-56,共6页Control Theory & Applications

基　　金：This project was supported by the National Natural Science Foundation of China and by TWAS Research Grant No.87-43.

摘　　要：对二次损失函数下的多输入多输出随机适应控制系统,本文讨论对控制作用u的加权阵为eI时“lim”和“inf limsup”的极限交换问题,并证明二次损失函数的最小值当e→0时趋于最小跟踪误差。For MIMO stochastic adaptive control systems with quadratic loss func-tion with weighting εI for control u this paper considers the exchangeability of 'lim' with 'inf limsup' and establishes that the minimal value of ε→0 u n→$the quadratic loss function tends to the minimal tracking error as ε→0.

关 键 词：适应控制系统 二次损失函数 极限 

分 类 号：O241[理学—计算数学]