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| Time precision integration algorithm for continuous-time and linear constraint LQ control problem |
| Revised:January 25, 2000 |
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| DOI：10.7511/jslx20013063 |
| KeyWord:LQ control,condensation formulas,time precision integration algorighm |
| DENG Zi-chen\+1 \ ZHONG Wan-xie\+2 |
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| Abstract: |
| Based on the continuous-time and linear constraint LQ control problem, the condensation formulas of time-intervals are given. Because the condensation process is not related to the condensation order, 2 N-type high precision time integration algorithm is introduced to the computational process. After Riccati equation is solved, the very precise state vectors can be determined by using the time precision integration algorithm. The above method not only improves the computation precision, but also the stability property of the integration algorithm. The numerical example shows the effectiveness of the method in this paper. |
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