Based on the eigensolutions of the corresponding Hamiltonian matrix, the analytical solutions of Riccati differential equations, both for the optimal control and for the Kalman - Bucy filter, are proposed in this paper.
在相应哈密顿矩阵本征解的基础上,本文给出了黎卡提微分方程的分析解,对于最优控制以及卡尔曼-布西滤波的黎卡提微分方程分别给出了分析解的公式。
This paper deals with the standard periodic Riccati differential equation.
讨论了标准的周期黎卡提微分方程 。
In this paper we give two examples of the Riccatic defference equation and study theiroscillatory and asymptotic behavior.
本文给出两例黎卡提差分方程,研究了它的振动性与渐近性。
Two sufficient conditions riccati equation has elementary solution;
黎卡提方程有初等解法的两个充分条件
Optimal control of electrohydraulic position servo system is designed by using optimal control theories and Riccati equation.
应用最优控制理论和黎卡提方程对电液位置伺服系统进行最优控制的设计,得出最优控制系统的闭环传递函数, 并结合算例,绘制出该系统的波德图,算例表明了该方法的有效性和工程实用性。
A state feedback control law is determined via the Lyapunov functional approach,checking the Hamiltonian matrix and solving an algebraic Riccati equation or solving linear matrix inequalities for which the stability of the closed-loop system is guaranteed when control saturation effectively occurs.
通过李雅普诺夫函数方法检验哈密顿矩阵 ,以及解代数黎卡提方程或解线性矩阵不等式 ,决定一个状态反馈控制律 ,使得当控制饱和发生时系统稳定 。
The 2￣N type algorithm is applied to both the algebraic and differential Riccati equations byselecting appropriate parameters.
选择恰当的参数，将２￣Ｎ类算法用于代数与微分黎卡提方程。