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有限时间信息融合线性二次型最优控制.PDF
29 2 Vol. 29 No. 2
2012 2 Control Theory Applications Feb. 2012
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: TP273 : A
Finite-time information fusion for linear quadratic optimal control
ZHEN Zi-yang, JIANG Ju, WANG Zhi-sheng, WANG Xin-hua
(College of Automation Engineering, Nanjing University of Aeronautics and Astronautics, Nanjing Jiangsu 210016, China)
Abstract: For the finite-time linear quadratic optimal control problem, we propose a novel solving method — informa-
tion fusion estimation method. Based on the fusion theory with minimum variance linear estimation criterion, the informa-
tion of the desired state trajectory and the desired control strategy is fused to obtain the optimal fusion control sequence
for the optimal state regulator by using the centralized and the sequential information fusion methods, respectively. The
consistency between the sequential information fusion control method and the traditional optimal control method is theo-
retically proved. Numerical simulation results of a DC motor system show the equivalence of the centralized fusion control
method, the sequential fusion control method and the traditional optimal method, thus unifying the optimal estimation and
the optimal control and providing a novel method for optimal control problem.
Key words: optimal control; information fusion; optimal estimation
1 (Introduction) [5]
.
(linear quadratic, LQ)
, .
[6]
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