TAN Shu-jun, ZHONG Wan-xie. Numerical Solutions of LQ Control for Time-Varying Systems Via Symplectic Conservative Perturbation[J]. Applied Mathematics and Mechanics, 2007, 28(3): 253-262.
Citation: TAN Shu-jun, ZHONG Wan-xie. Numerical Solutions of LQ Control for Time-Varying Systems Via Symplectic Conservative Perturbation[J]. Applied Mathematics and Mechanics, 2007, 28(3): 253-262.

Numerical Solutions of LQ Control for Time-Varying Systems Via Symplectic Conservative Perturbation

  • Received Date: 2006-09-26
  • Rev Recd Date: 2007-01-07
  • Publish Date: 2007-03-15
  • 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 was presented.It gives a uniform way to solve the LQ control problems for linear time-varying systems accurately and efficiently,whose key points are solutions of differential Riccati equation and the state feedback equation with variable coefficient.The method is symplectic conservative and has a good numerical stability and high precision.Numerical examples demonstrate the effectiveness of the proposed method.
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