最佳控制是在最佳预测的基础上进行的。它是根据系统的输出xt对系统施加控制量ut,以使输出xt的均值为零,方差达最小。其中需研究最佳控制律问题。 一、最佳控制原理 最佳控制的系统是一个闭环系统(图10.l)。施控前,系统θ(B)/ψ(B)在白噪声at作用下的输出为xt,即: 上式为控前模 The best control is based on the best forecast. It is based on the system output xt applied to the system control volume ut, so that the average output xt zero, the minimum variance. Which need to study the best control law. First, the best control principle The best control system is a closed-loop system (Figure 10.l). Before the control, the output of system θ (B) / ψ (B) under the action of white noise at is xt, namely: