矩阵方程的广义Hamiltonian解及其最佳逼近-运筹学与控制论专业毕业论文.docxVIP

I I I II 摘 要 Hamiltonian矩阵在控制领域具有广泛的应用，尤其是解决线性二次型控制 问题和H∞控制问题方面. 线性矩阵方程求解问题的研究引起了国内外很多的学 者的关注,通过对它的研究得到了丰硕的成果. 本文利用了矩阵分解的方法给出了线性矩阵方程 AW = BHermitian以及 反Hermitian广义Hamiltonian解,然后, 给出了该矩阵方程实对称以及实反对称广 义Hamiltonian解的迭代方法, 最后给出了它们的最佳逼近。本文分为三章: 第一章, 首先介绍了此类线性矩阵方程及其广义Hamiltonian解和数值迭代 算法的背景意义及发展概况和取得的主要成果; 其次陈述本文所研讨的问题及主 要工作; 最后给出本文所涉及的一些基本符号、定义. 第二章, 研究矩阵方程 AW = B 的Hermitian广义Hamiltonian解.利用矩阵 的分解给出了方程的Hermitian广义Hamiltonian解，给出了该矩阵方程实对称广 义Hamiltonian解的迭代方法，最后给出了最佳逼近解. 第三章, 研究矩阵方程 AW = B 的反Hermitian广义Hamiltonian解.利用矩 阵的分解给出了方程的反Hermitian广义Hamiltonian解，给出了该矩阵方程实反 对称广义Hamiltonian解的迭代方法，最后给出了最佳逼近解. 关键词: 线性矩阵方程;广义Hamiltonian解;反对合；矩阵分解; 最佳逼近. ABSTRACT Hamiltonian matrix have several applications to control theory ，in particu- lar in the linear quadratic control problem and H∞ control problem.The problem that the linear matrix equation to have Hermitian generalized Hamiltonian so- lutions has caused the attention of many scholars at home and abroad.Through the research on it, they have achieved fruitful results. In this paper,by using matrix decompositon ,we give the Hermitian general- ized Hamiltonian solutions and skew Hermitian generalized Hamiltonian solutions of the linear matrix equation AW = B and after that, the iterative method is proposed to find the real symmetric and skew real symmetric generalized Hamil- tonian solution of linear matrix equation in real filed and their solutions of the matrix nearness problem.The paper is divided into three： In chapter one, firstly, the applied background, development and some re- cent results of this linear matrix equation,generalized Hamiltonian solutions and numerical iterative algorithm will be introduced. Secondly, the main work of this paper will be introduced. Thirdly, the notations used in this paper will be listed. In chapter two,we study the Hermitian generalized Hamiltonian solutions of the linear matrix equation AW = B . By using matrix decompositon ,we give the Hermitian generalized Hamiltonian solutions and its solut