A Computational Method for Interval Mixed Variable Energy Matrices in Precise Integration
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摘要: 根据结构力学与最优控制的模拟理论中阐述的各混合能矩阵的力学意义,介绍了一种利用微分方程组的状态转移矩阵计算区段混合能矩阵的方法,其计算结果与泰勒级数展开法是一致的。Abstract: To solve the Riccati equation of LQ control problem,the computation of interval mixed variable energy matrices is the first step.Taylor expansion can be used to compute the matrices.According to the analogy between structural mechanics and optimal control and the mechanical implication of the matrices,a computational method using state transition matrix of differential equation was presented.Numerical examples are provided to show the effectiveness of the present approach.
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Key words:
- precise integration /
- Riccati equation /
- optimal control
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[1] 解学书.最优控制理论与应用[M].北京:清华大学出版社,1986:297-301. [2] 钟万勰,欧阳华江,邓子辰.计算结构力学与最优控制[M].大连:大连理工大学出版社,1993. [3] 钟万勰,钟翔翔.LQ控制区段混合能矩阵的微分方程及其应用[J].自动化学报,1992,18(3):325-331. [4] 钟万勰.卡尔曼-布西滤波的精细积分[J].大连理工大学学报,1999,39(2):191-200.
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