1、 5: ro !9(B)*i8t“d q w( 2)q41r n5 5: ro 8t“dZ Tb LC e V ?,t“d M s, Q # 7ZE,wB 5: ro T, P 9K9,V7 P“d ? Kb wt“d a, e“dg L=ilbN,) 8t“d1qd9+bK, 5: ro/ , 1 c 7si s M V LC eTb Q 7 T, V P“d M x () ,b( 7)K9b/ 8 s T rob P) 5 , Ms :=, -BB ? FQ eT,B$ esb, O b,i “d. 2a ro Z V Um,9“d O ,eL n,| 8 /Sompb =F x + K
2、Z (:1. 15) 9m“ ZK (t) = P (t) H T (t)RBn( ,) (1 . 16)#9 54 sZP(*) = F (t)(t) + P (t)FT (t)+ G (t)Q(t)G T (t)BP (t) H(t)RBn(t)H (t)P (t)(:1 . 17)B , 5: ro Zb, T(1 . 17 ) 7 f /, P(t )l:P ( ,) = EqbeTrM 7Tb7 O, - s, Q ,“d O =L= M 7“dK9 O , ,7 roV 7 feF,5 a 7 f T(1 . 17 )“9 a f # rob wt“d a, e“dg L=ilbH
3、,Ag8t“d8 q#d9+btd9+ V kZE s b ) , t T /L !: M , YB s B M s bm(t)b s BZma , M ,7 s B HWM1, 1M1f /VrTGb(T) = A o eBoml, 1. (2 . 1)T,Ab=BB M Z,l/ViM1 HW b“ B. 2 L “d, P 1 d9+bbm(t) +bcbo(t) = Z Ab Cbc(t)(2 . 2)T,ut)i )m3 . 3 V,8 | %F 9 , M=(t ), Mb(t )b!T“d | ( ,:2 (t) =(t) = 0 (3 , 2)| M =T =qoJbar(3
4、. 3)“d Z:m3 . 1m,nOi o,K aiBF 9“ ,( ,=_ , _ g_g;UJBB,=B. C.p C=o+m_m3c4 ,1oBobm E2 tc b=BaQ+ 2bbc:K , K MHi “ b.10 F Hq: T:o= F x + G , T =q:2rBb0,BO0B e “BdtKbcKK M _H (3 . 1)1BOH,“d| s8 Y, m3 . 1 Vem3 . 2ba.r.Oalm.1Jmfa, g= g.0 00 0Z AbB00 ZAba/mltesralaa+t :DxBb F I n1 T f /,E D8“d m3 . 3 Ub55: r
5、o !9(B)a.OUOJraa;IJell a01BgBV g0 10Bb0 0U1. nU/!lewsBBFop_ 0 0 G = ni (3. 9)1o ob= 3 0ZA ab/“d. 2xZb= ; :(3 . 10) O xZ Z:aJ=. JabD P=(0)= F (t)P=() + P=(t)F T (t)+ G (t)Q(t)G T (t) (3 . 1 1)= Pb: ro 8t“d LC1 KE Ds, $ TY,ED8“d +, h ,4t,BrZE “dE Db 5: ro V LC8 KE D,i4“db _ , m4 . 1 UZb.1 g1 .1Mt“dbyN
6、5: ro Z T1 8t“d M,7 5: ro TW *Z ,1 vb - , 5: ro V“d LCQ 7b“ A1? *?E DL $ F 5: ro Z b 5: ro iM“d, 8“d M Vr T# Z T(3 . 3)#(3 . 7)b 5: ro | BB O :z =b+ , (4 . 1v H:H=q1 0 0 0r(4 . 2)mLV U|:z: =o+ K : Z (4 . 3),: =+ K : Z (4 . 4) f /,9m“ K B: O ,5O, K :sY B#=b 5: ro ,“d Z|M:=B, .B =(4 . 6)b2 5: ro “d P8
7、 _, VFB*“db7BH,8Y7 3 b X JBl .!J3LBBm e1 9 8 0 M4 rZE F B F 9 9Bq,F 9 _ F 9|,T“d 1A |,|Xc8F, Q |Mby7 V !9 F ? “db“9 V 5: ro LC8“d ,7 O V | Zb/ 5: ro “d,“d m4 . 2 Ubm,m0BB F 9 , M(, vbBBr_ ( / )m,b:isY Z M / )0BB |(,n)Ti Z(p)| M :x T =q0 bb=b:oer(4 . 7) Z:, _bV 0 =BB,mc o sTBBpm+ ,= ,B -BTnR , =b, ,
8、e o sco +b:)b=c0 /M +,b roB0B/mnmnBB(4 . 8)b=Bbxb=+ 2b=xb=c:b:=B Cb:b, + 2b:b:c,:J: 0 =B=bc: 0 +2bbbc:bbc,: T:s= F x +m =, T =q,2:r(4c9)(4 . 10)m4 . 2 T0B gbce o sB,ce o s0O+(4 . 11)B, x0l gJ|Bb: 00Bab1Ob0/a.lews!BBF2b:x Cbx0: T:Z (t )=H Ewb, . * _ _ 1H = 1 0=; e 1 0 0 0 LB- - -Bx(4 . 14)(4 . 15)2b:
9、=b00000m 2bab Cbb(4 .= x 360 0. 16)rl.,aeeslesBBGZZ (t) = Jb+ U :c / M +x(4 5: ro “dm m4 . 3 Uba 2 a,QYno1,5: ro !9(B)7 5: roZ“ T(13 9. 15) , :(1 . 16)#(1 . 17)b“d. 2xZiB !m_B-B-BBBBBa,c OSJJfmop)Qopmp0 0 1 /(4 . 20)h;,m4 . 3 5: ro 3 ef , : , , : ,N, sY:o: = K LZ +b=m: = K ZZ + e :m: = K 3 Z +ab(4 .
10、 17)K , , K Z , K 3 5: ro 9m“ - b 5: ro |:Z =b+: T/ M + (4 . 18)“d Z|M:! . 2 lM1 HW . 2, V AT . 2,5R = ; b(4 . 2 1). .bbcC o sc BbcM / R , +b=B, :oJ ,ce o sc0 +b:B 2 (4 . 19)= ,0/ M + JabBo,“, 1 &Z8t“d, 5: ro/ , Px9() t )K9,V7 P“d ? Kb1 5: ro E#9 E| 6 #bTS S“d S 1y q#6 V Ub) IDq1rPo K H H . C . C .
11、, H B a H o B e K Hn , P . H . , K o e T p c, A . B . , c T a Toe T H q e e K aoo nH M H a aVH a H a aor aVoo Hou x e a c -T e M , (c y#o e T Po e H H ev, 1 9 7 6 .q2rK w a k e r n a a k , H . , S iv a n , R . , L in e a r O Ptim a l C o n tr o l S y st em s , 1 9 7 2 .( ,r: X . K B a K e p Ha a K ,
12、 p , e HB a H ,cn H H e OH e o n T H M aapH e eoe T e Myn pa ae Hoa 1 9 7 7) .q3rR o n a ld , A . , H e s s . , et a l, O Ptim a l S yn the sis P r o g r a m fo r Au t o m a ti e C o n tr o l (O S P C ) A DBA o075 5 0 ,19 7 5bq4rM e d it e h , J . 5 . , Sto ch a stie o im a l L inb, a r E stim a tio
13、 n a n d C o n t ro l, Me g rwBH ill N e wo r k , 1 0 6 , .qsrMe h r a , R . K , D ig it a l Sim Ia tio n o f Mu ltiBd im en sio n a l G a u s swe Ma r k o v R a n d o m P r o ee s se s , IE E E T r a n s .A u to m . C o n tr o l. 1 4 . 1bPPb1 1 2B1 1 3 , 1 9q19 .q6rr e#a, A . , C a T e Pe H#, A . ,
14、 fl Po r Pe e e B M a T e M a T H e e Ko M o 6 e e n e e H MH n H e Ploaaxx H a a n raVoo HHxeoe T e MBu3 a Py6 e HaPao0 9e K r PoK a )1 9 73 , 1 .q7rKPo r M a Ho, y . ,pb T P K a lm a n , O e Ho s a H H a T e o Poao o s M oH o e Mon PoM e H e Hoa e r o eoee M a xpH e PVH aaH o H a a H r aVoH ,uM e
15、x a H x K av1m)73 , 5 .q8rC6 o PH K H a yH u x n Po r Pa M M ao PT Pape PyK o B o#e T B o#a n Po r Pa M M H e T a Bn y e K 2 M a T PH q H a aar e b PaooH emH a a are b Pa n e Pe b#e a H roe Ko r o C . Boe H KoH a Mo e K a a (e T a Tpe T H K av1 97 4 .(9rD a v is o n , E , J . a n d M a k i , M . C . Te N u m e r iea l S o lu t io n o f th e M a tr ix B ie a tti D iffe re n tia l E qtio nIE E E V o l A0 18 , 19 73 .
