A duality principle for asymptotic regulator properties
作者:
CALIXTE CHAMPETIER,
期刊:
International Journal of Control
(Taylor Available online 1983)
卷期:
Volume 38,
issue 3
页码: 547-556
ISSN:0020-7179
年代: 1983
DOI:10.1080/00207178308933093
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The asymptotic behaviour of linear quadratic control as the control weights tend to zero may be described by means of the solution (H matrix) of a factorization equation (Harvey and Stein 1978). In this paper, a duality principle relating the above problem to the stochastic state estimation with noise-free outputs is used to provide a complete calculation of H under weak restrictions. A simple example is presented to illustrate the procedure.
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