%0 Journal Article
%T 线性离散奇异系统的不定二次最优控制问题:Krein空间方法
%A 崔鹏
%A 张承慧
%J 自动化学报
%P 635-640
%D 2007
%R 10.1360/aas-007-0635
%X ？Thefinitetimehorizonindefinitelinearquadratic(LQ)optimalcontrolproblemforsingularlineardiscretetime-varyingsystemsisdiscussed.IndefiniteLQoptimalcontrolproblemforsingularsystemscanbetransformedtothatforstandardstate-spacesystemsunderareasonableassumption.ItisshownthattheindefiniteLQoptimalcontrolproblemisdualtothatofprojectionforbackwardstochasticsystems.Thus,theoptimalLQcontrollercanbeobtainedbycomputingthegainmatricesofKalmanfilter.NecessaryandsufficientconditionsguaranteeingauniquesolutionfortheindefiniteLQproblemaregiven.AnexplicitsolutionfortheproblemisobtainedintermsofthesolutionofRiccatidifferenceequations.
%K Singularlineardiscrete-timesystem
%K LQoptimalcontrol
%K finitetimehorizon
%K Riccatidifferenceequation
%K Kalmanfilter
%U http://www.aas.net.cn/CN/abstract/abstract14418.shtml