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1、LectureNotesinControlandInformationSciencesEditedbyM.ThomaandA.Wyner117I~d.HuntStochasticOptimalControlTheorywithApplicationinSelf-TuningControlSpringer-VerlagBerlinHeidelbergNewYorkLondonParisTokyoSeriesEditorsM.Thoma~WynerAdvisoryBoardL.D.DavissonA.G.J.Mac
2、FarlaneH.KwakernaakJ.L.MasseyYaZ.TsypkinA.J.ViterbiAuthorKennethJ.HuntBBNSystemsandTechnologiesHeriot-WattResearchParkRiccarton,EdinburghEH144APScotlandISBN3-540-50532-6Springer-VerlagBerlinHeidelbergNewYorkISBN0-387-50532-6Springer-VerlagNewYorkBerlinHeidel
3、bergLibraryofCongressCataloginginPublicationDataHunt,K.J.(KennethJ.)Stochasticoptimalcontroltheorywithapplicationinself-tuningcontrol/K.J.Hunt.(Lecturenotesincontrolandinformationsciences;117)Bibliography:p.ISBN0-387-50532-6:1.Selftuningcontrollers.2.Control
4、theory.3.Stochasticprocesses.I.Title.I1.Series.TJ217.H861989629.8'312-dc1988-37329Thisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,specificallytherightsoftranslation,reprinting,re-useofillustrations,recitation,b
5、roadcasting,reproductiononmicrofilmsorinotherways,andstorageindatabanks.DuplicationofthispublicationorpartsthereofisonlypermittedundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initsversionofJune24,1985,andacopyrightfeemustalwaysbepaid.Violationsf
6、allundertheprosecutionactoftheGermanCopyrightLaw.©Springer-VerlagBerlin,Heidelberg1989PrintedinGermanyOtfsetprintin9:Mercedes-Druck,BerlinBinding:B.Helm,Berlin216113020-543210PREFACEThedesignofcontrolsystemsbythemathematicaloptimisatlnnofaspecifiedquantitati
7、veperformancecriterionhasalongandwellestablishedroleinthehistoryofcontrolengineering.Themostwidelystudiedclassofoptimalcontrollawsarethosebaseduponthestate-spacesystemmodel.Analter~ativeapproachwhichhasbeendevelopedmorerecentlyisthedesignofoptimalcontrollers
8、usingthealgebraofpolynomialsandpolynomialmatrices.Inthisapproachscalarsystemsaredescribedintransfer-functlonformusingratiosofpolynomials,whilemultivarlablesystemsaredescribedusingleftandrightmat
