应用LQG方法在生产—库存管理系统中的应用研究

Application of LQG in production-reserve system

摘要:

给出线性二次型最优输出跟踪问题的系统方程和目标函数,对目标函数中每一项的实际意义做出分析,并讨论了加权矩阵中元素的选取。给出控制规律的最优解,并对最优控制与预期输出的关系做出分析。给出一个生产—库存管理模型,分析了该模型应满足的状态方程,从而说明了它是一个可观测系统,且可以用线性二次型最优输出跟踪问题来解决。最后用具体实例验证了方法的有效性。

Abstract:

The system equation and the objective function of the LQG are given. The practical meaning of each term of the objective function is analyzed, and the method of how to select the elements of the weighted matrix is discussed. The optimal solution of this control law is given, and the relationship between the optimum control and the expect output is analyzed. The model of a production-reserve system is given, and the condition equation it contented is analyzed, which indicates that it is a observable system, the problem can be solved by using the LQG method. Lastly, an example is introduced to test and verify the effectiveness of this method.