Lagrange乘子法和Wiener-Hopf技术及其在控制系统设计中的应用
Lagrange Multiplier Method and Wiener-Hopf Technique--With an Application in Control System Design
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摘要: 本文Lagrange乘子法的角度对Wiener-Hopf技术作了简短的论证,利用这一方法解一 类最优控制器设计问题并与Astrom[8]的一些结果进行比较;讨论了将这一方法应用于多变量 系统的可能性及其存在的问题.Abstract: A short derivation for the Wiener-Hope's solution is presented from a generalized Lagrange Multiplier rule. Then it is used to solve a kind of optimal controller design problems. The solution is compared with Astrom's result. The posibility of extending this method to the multivariable case and the open problems are discussed.
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