论文标题

统一的Riccati理论,用于在有限和无限的时间范围内最佳永久和采样数据控制问题

Unified Riccati theory for optimal permanent and sampled-data control problems in finite and infinite time horizons

论文作者

Bourdin, Loïc, Trélat, Emmanuel

论文摘要

我们在有限和无限的时间范围内重新审视和扩展了Riccati理论,统一连续的时间线性最佳永久性和采样数据控制问题。简而言之,我们证明: - 当时间范围倾向于$+\ infty $时,一个人从采样的data差异riccati方程(SD-dre)传递到采样data代数riccati方程(sd-are),从持续的差异riccati等式(perte riccati equation)到pere(percati)等式(percatie riccati emicatial riccati equation ealbra ealbra ealbra and ealbra) (p-are); - 当时间分区的最大步骤$δ$倾向于$ 0 $时,一个通过(SD-DRE)从(SD-DRE)到(P-DRE),从(SD-are)到(p-are)到(p-are)。我们的记录和分析提供了一个统一的框架,以解决所有相应的结果。

We revisit and extend the Riccati theory, unifying continuous-time linear-quadratic optimal permanent and sampled-data control problems, in finite and infinite time horizons. In a nutshell, we prove that:-- when the time horizon T tends to $+\infty$, one passes from the Sampled-Data Difference Riccati Equation (SD-DRE) to the Sampled-Data Algebraic Riccati Equation (SD-ARE), and from the Permanent Differential Riccati Equation (P-DRE) to the Permanent Algebraic Riccati Equation (P-ARE);-- when the maximal step of the time partition $Δ$ tends to $0$, one passes from (SD-DRE) to (P-DRE), and from (SD-ARE) to (P-ARE).Our notations and analysis provide a unified framework in order to settle all corresponding results.

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