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General Linear Quadratic Optimal Control for Periodically Time-Varying Linear Systems
周期时变线性系统的一般线性二次型最优控制(英文)

Keywords: periodically time,varying linear systems,linear quadratic optimal control,Riccati matrix differential equations,Hamiltonian differential equations,linear matrix differential inequality
周期时变线性系统
,线性二次型最优控制,Riccati矩阵微分方程,Hamiltonian微分方程,线性矩阵微分不等式

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Abstract:

This paper deals with the general linear quadratic optimal control (LQOC) problem for periodically time varying (PTV) linear systems, i.e. the LQOC when the state equation is non homogenous and the quadratic functional criterion contains linear terms. A series of necessary and sufficient conditions for the solvability of the LQOC problem are given, the optimal control is constructed and the optimal criterion value is given.

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