关键词: linear time-varying systems, linear quadratic control, Riccati equation, interval mixed energy, state transition matrix, symplectic conservative perturbation

Abstract: Optimal control system of state space is a conservative system, whose approximate method should be symplectic conservation. Based on the precise integration method, an algorithm of symplectic conservative perturbation is presented.It gives a uniform way to solve the linear quadratic control (LQ control) problems for linear time-varying systems accurately and efficiently, whose key points are solutions of differential Riccati equation (DRE) with variable coefficients and the state feedback equation.The method is symplectic conservative and has a good numerical stability and high precision. Numerical examples demonstrate the effectiveness of the proposed method.

Key words: linear time-varying systems, linear quadratic control, Riccati equation, interval mixed energy, state transition matrix, symplectic conservative perturbation