Applied Mathematics and Mechanics (English Edition) ›› 2001, Vol. 22 ›› Issue (5): 557-563.
高索文1, 吴志刚2, 王本利1, 马兴瑞3
GAO Suo-wen1, WU Zhi-gang2, WANG Ben-li1, MA Xing-rui3
摘要: To solve the Riccati equation of LQ control problem, the computation of interval mixed variable energy matrices is the first step. Taylor expansion can be used to compute the matrices. According to the analogy between structural mechanics and optimal control and the mechanical implication of the matrices, a computational method using state transition matrix of differential equation was presented. Numerical examples are provided to show the effectiveness of the present approach.
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