Abstract
摘要: 研究了带有乘性噪声和受扰动观测的离散时间随机系统不定线性二次(Linear quadratic, LQ) 最优输出反馈控制问题. 对此类问题而言,二次成本函数的加权矩阵不定号,并且最优控制具有对偶效果.为在最优性和计算复杂度间 进行折衷,本文采用了一种M量测反馈控制设计方法.基于动态规划方法,将未来的测量结合到当前控制 计算当中的M量测反馈控制可以通过倒向求解一类与原系统维数相同的广义差分Riccati方程(Generalized difference Riccati equation, GDRE)得到.仿真结果 表明本文提出的算法与目前普遍采用的确定等价性方法相比具有优越性. 关键词: 双线性随机系统 / 不定LQ控制 / M量测反馈 / 乘性噪声
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