周期时变线性系统的一般线性二次型最优控制英文.pdf

　 　 Ge ne ral Li nea r Qua dratic Op ti mal Cont rol f or Pe riodically Ti meVa ryi ng Li nea r Syst e ms 　　A bst ract : This paper deals with the general linear quadratic optimal control (LQOC) problem for periodically timevary ing ( PTV) linear systems , i. e. the LQOC when the state equation is nonhomogenous 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 op timal control is constructed and the optimal criterion value is given. Key wor ds : periodically timevarying linear systems ; linear quadratic optimal control ; Riccati matrix differential equa tions ; Hamiltonian differential equations ; linear matrix differential inequality 1 　I nt rod uction d x ( ) ( ) ( ) ( ) = A t x + B t u + f t , x 0 = a , t ≥0 d t 　In recent decades , periodically timevarying linear system has absorbed many researchers ’attention. Some and quadratic functional criterion basic problems , including linear quadratic optimal con ∞ trol , optimal filtering etc.