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Applied Mathematics and Mechanics (English Edition) ›› 1998, Vol. 19 ›› Issue (4): 309-313.

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THE SOLUTION FOR THE GENERALIZED RICCATI ALGEBRAIC EQUATIONS OF LINEAR EQUALITY CONSTRAINT SYSTEM

邓子辰1, 钟万勰2   

  1. 1. Northwestern Polytechnical University, Xi'an 710072, P. R. China;
    2. Dalian University of Technology, Dalian 116023, P. R. China
  • 收稿日期:1996-06-18 修回日期:1997-12-17 出版日期:1998-04-18 发布日期:1998-04-18
  • 基金资助:
    Project suppoted by the National Natural Scienee Youth Foundation of China

THE SOLUTION FOR THE GENERALIZED RICCATI ALGEBRAIC EQUATIONS OF LINEAR EQUALITY CONSTRAINT SYSTEM

Deng Zichen1, Zhong Wanxie 2   

  1. 1. Northwestern Polytechnical University, Xi'an 710072, P. R. China;
    2. Dalian University of Technology, Dalian 116023, P. R. China
  • Received:1996-06-18 Revised:1997-12-17 Online:1998-04-18 Published:1998-04-18
  • Supported by:
    Project suppoted by the National Natural Scienee Youth Foundation of China

摘要： Based on the dynamic equation,the performance .functional and the system constraint equation of time-invariant discrete LQ control problem,the generalized Riccati equations of linear equality constraint system are obtained according to the minimum principle,then a deep discussion about the above equations is given,and finally numerical example is shown in this paper.

关键词: constraint equation, generalized Riccati algebraic equation, linear quadratic control

Abstract: Based on the dynamic equation,the performance .functional and the system constraint equation of time-invariant discrete LQ control problem,the generalized Riccati equations of linear equality constraint system are obtained according to the minimum principle,then a deep discussion about the above equations is given,and finally numerical example is shown in this paper.

Key words: constraint equation, generalized Riccati algebraic equation, linear quadratic control

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