计算机控制理论第十一部分课程.pptVIP

Chapter 11Optimal Design Methods:A State-Space Approach 11.1 Problem Formulation The Process The Criterion Admissible Control Laws Full state information is assumed. 11.2 Linear Quadratic Control(LQ Control) The Deterministic Case Theorem 11.1 LQ-control of a deterministic system Dynamic programming, Richard E. Bellman 1957 An optimal trajectory on the time interval [T1, T3] must be optimal also on the subintervals [T1, T2] and [T2, T3]. Dynamic programming in linear quadratic control Let S(k) be defined by Dynamic programming with T1= k ? 1, T2 =k, T3=N gives The co