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.. , ..
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2
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2012
517(075.8)
22.176
20
: .. , ..
20
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:
. : 2 . . 2 / .. , .. .
.: - . .. , 2012. 98, [2] . : .
(),
,
( , ). .
,
, .
.
, .
517(075.8)
22.176
c . .. , 2012
1.
1.1.
1.1.1.
, ()
xi [n + 1] = fi (n, x1 [n], . . . , xk [n]) (i = 1, 2, . . . , k).
(1..1)
(1.1) n, x1 , . . . , xk .
x1 [n0 ] = x10 , . . . , xk [n0 ] = xk0
(1..2)
(1.1), . (1.1) :
x[n + 1] = f (n, x[n]),
x1 [n]
f1 (n, x1 [n], . . . , xk [n])
x[n] = . . . ; f (n, x[n]) = . . . . . . . . . . . . . . . . . . . . . .
xk [n]
fk (n, x1 [n], . . . , xk [n])
(1.2) x[n0 ] = x0 .
x = [n]
(1..3)
(1.1),
[n0 ] = x0 .
(1..4)
3
,
> 0 > 0, ,
x = [n],
n0 x0 [n0 ] < ,
[n] [n] < n n0 .
(1.3) , > 0, > 0
n1 > n0 ,
[n1 ] [n1 ] ,
x0 [n0 ] < .
(1.3) , :
1) ;
2) A > 0,
x = [n], n = n0 x0
[n0 ] < A, lim [n] [n] = 0.
n
, (1.3),
. (x = [n]),
(1.2),
.
y = x [n]
(1..5)
(1.3) . (1.5)
(1.1)
y[n + 1] = f (n, y[n] + [n]) f (n, [n]),
y[n + 1] = g(n, y[n]),
(1..6)
.
x[n + 1] = f (n, x[n])
x[n] = 0, . . f (n, 0) = 0.
,
> 0 > 0, , x = [n],
n0 [n0 ] < ,
[n] < n n0 .
,
> 0, > 0
n1 > n0 ,
[n1 ] ,
[n0 ] < .
, :
1) ;
2) A > 0,
[n0 ] < A,
x = [n], n = n0
lim [n] = 0.
n
x[n + 1] = f (x[n]).
(1..7)
1.1.2.
. V (x1 , . . . , xk ) ()
G X, V (x1 , . . . , xk ) 0 (V (x1 , . . . , xk ) 0)
.
V (x1 , . . . , xk ) ( ) G, , , V (x1 , . . . , xk )) > 0
(V (x1 , . . . , xk ) < 0), , . . x1 = . . . = xk = 0,
V (x1 , . . . , xk ) = 0.
5
, .
V (x1 , . . . , xk ), (1.7),
V (x1 , . . . , xk ) = V (x1 [n + 1], . . . , xk [n + 1]) V (x1 [n], . . . , xk [n]) =
= V (f1 (x1 [n], . . . , xk [n]), . . . , fk (x1 [n], . . . , xk [n]))
V (x1 [n], . . . , xk [n]).
(1.7).
1.1.
V (x1 , . . . , xk ), ,
(1.7) ,
(1.7) .
. G V (x1 , . . . , xk ),
, x H. l = inf V (x). , x =
x=
V (x) l. > 0,
x = G1 , V (x) < l.
V (x) . x[n0 ] = x0 ,
x0 < . n > n0
x[n] < ,
. ,
V (x[n])
V (x[n]) = V (x[n + 1]) V (x[n]) = W (x[n]),
W (x) .
V (x[n]) V (x[n0 ]) =
n1
W (x[i]) 0.
i=n0
,
V (x[n]) V (x[n0 ]) < l
6
V (x) = l, , x = . ,
x[n] = 0 .
.
1.2. V (x1 , . . . , xk ),
(1.7) ,
(1.7) .
. , (1.1) (1.7)
. V (x) .
(1.7) , . .
V (x[n]) = V (x[n + 1]) V (x[n]) = W (x[n]),
W (x) .
V (x[n + 1]) < V (x[n]) < . . . < V (x[n0 ]).
, V (x[n]) n , ,
V (x[n]) 0.
,
lim V (x[n]) = .
, . , > 0.
{x[n]}
n x[n] h,
. ,
W (x[n]) l > 0
n > n0 .
V (x[n]) < V (x[n0 ]) nl < 0
7
n. , V (x[n]) 0. , = 0.
lim x[n] = 0, .
n
.
1.3.
V (x1 , . . . , xk ), V (0) = 0, (1.7) ,
, V (x[n]) V (x[n]),
(1.7) .
. x, x[n] < H, V (x[n]). ,
> 0 x[n]
(1.7), , n0 x[n0 ] < , n1
x[n1 ] . = H
, V (x[n]) . x[n0 ]
, V (x[n0 ]) > 0. C .
x[n] (1.7), .
V (x[n]) ,
x[n] V (x[n]) : V (x[n]) > V (x[n0 ])
n > n0 . , x[n] , > 0,
x[n] > 0. V (x[n]) , , x[n]
H, V (x[n]) > 0. ,
n1 > n0 , x[n1 ] = H.
, n > n0 8
x[n] < H.
V (x[n]) = V (x[n0 ]) +
n1
V (x[i]) V (x[n0 ]) + (n 1 n0 )
i=n0
, V (x[n])
n . , x[n] <
< H V (x[n]). .
1.1.3.
(1.7) ,
xi [n + 1] =
k
j=1
x[n + 1] = P x[n] + (x[n]).
, (1.8) x[n] = 0. ,
i (0, 0, . . . , 0) = 0 (i = 1, 2, . . . , k).
(1..9)
(1.8).
xi [n + 1] =
k
pij xj [n] (i = 1, 2, . . . , k)
(1..10)
j=1
(1.8).
(1.8), i (x1 , . . . , xk )
, x, . .
| i (x)|
= 0 (i = 1, 2, . . . , k).
(1..11)
lim
x0 x
9
.
1.4. P
, . . |i | < 1 (i = 1, 2, . . . , k),
(1.8) .
.
,
. . P ,
T ,
T 1 P T = ,
1
0
=
.
0
0 ... 0
2 . . . 0
.
.
.
0 . . . k
P (., , [1, . 1,
2.2, ]). :
x = T y.
(1..12)
(1.8)
y[n + 1] = T 1 P T y[n] + T 1 (T y[n]),
(1..13)
(y[n]) = T (T y[n]).
(1.11) , i (y)
(y)
| i (y)|
= 0 (i = 1, 2, . . . , k).
y0 y
lim
(1..14)
T (1.12) , 10
(1.8) (1.13).
V (y) =
k
|yi |2 = y y,
(1..15)
i=1
y = [y 1 , y 2 , . . . , y k ] = y .
V (y), (1.15),
. , V (y)
(1.13)
. :
E)y[n] =
y [n](
|yi |2 (|i |2 1).
i=1
min(1 |i |2 ) = ,
i
, , |i | < 1 i = 1, 2, . . . , k, > 0.
(1.16)
(1..17)
(y[n])y[n]
i=1
11
y < h, , ,
k
|yi | ,
(1..18)
(y[n])y[n]
y max
i=1
max = max |i |.
i
,
1/2
k
k
|yi | k 1/2
|yi |2
= k 1/2 y .
i=1
(1..19)
i=1
y[n])
max k1/2 V (y[n]).
(1..20)
(y[n])
(1.16):
(y[n]).
y [n]
(1.16):
(y[n])
(y[n])| k 2 y2 = k 2 V (y[n]).
|
(1..21)
(1..22)
.
(1.22) , h
, V (y[n]) . , V (y[n]),
(1.13)
. 1.2 ,
(1.13), ,
(1.8)
.
12
(1.8).
1.5.
P , . .
i |i | > 1,
(1.8) .
, , . .
, ,
. ,
, (x[n]) (1.8).
1.1.
x[n + 1] = 0, 5x[n] + sin y[n];
(1..23)
y[n + 1] = 1, 5y[n] + x[n]y[n].
sin y :
sin y =
(1)i1 y 2i1
i=1
(2i 1)!
(1.23)
x[n + 1] = 0, 5x[n] + y[n];
(1..24)
y[n + 1] = 1, 5y[n].
P (1.24)
0, 5
1
P=
.
0 1, 5
P
0, 5
det[P E] =
= 2 + 0, 75 = 0
0
1, 5
13
1 = 1, 5; 2 = 0, 5.
(|1 | > 1),
(1.23) .
1.2. C
,
x[n + 1] = A[n] x[n] + f [n].
(1..25)
C (1.25)
1.2.1.
(1.26) x[n] = 0.
.
1.6.
, .
.
. x[n] = 0 .
, > 0
> 0, x = [n],
n = n0 [n0 ] < , n n0
[n] < .
x = [n] . . x = [n] , n = n0
[n0 ] [n0 ] < .
(1..27)
, .
.
1.8. ,
.
1.8 1.6.
1.8 , :
1)
;
2)
, .
1.2.2.
.
1.9.
( )
, ( ) .
.
. (1.26) . ,
(1.25), . . .
x = [n] (1.25). . [n] [n],
x = [n] (1.24), [n0 ], (1.27).
[n] [n]
(1.25) (1.26).
, . . (1.27), n n0
16
1.2.3.
x[n + 1] = Ax[n] + Bu[n],
(1..28)
A k k; B ; x[n]
k- ; u[n] r- .
(1.28)
x[n + 1] = Ax[n].
(1..29)
1 , . . . , s det(E A) = 0, r1 , . . . , rs
, .
(1.50) [2] (1.29)
xi [n] =
s
j=1
Pij [n] rj 1.
(1.29) .
1.10. (1.29) ,
:
1) |j | 1 (j = 1, 2, . . . , s);
2) j , |j | = 1, A.
. 1 , 2 , . . . , l A,
17
|j | < 1, r1 , . . . , rl , ; l+1 , . . . , s
,
|j | = 1 .
(1.29)
xi [n] =
l
s
Pij [n]nj +
j=1
P ij nj (i = 1, 2, . . . , k),
(1..30)
j=l+1
Pij [n] rj 1; P ij
.
l
n :
Pij [n]nj 0,
s
j=l+1
j=1
P ij nj
. ,
(1..31)
a0 k + a1 k+1 + . . . + ak = 0.
(1..32)
(1.31) : 1 , 2 , . . . , l (1.31)
|j | < 1 (j = 1, 2, . . . , l),
l+1 , . . . , s |j | 1 (j = l +
+ 1, . . . , s).
(1.31) , |j | < 1
(j = 1, 2, . . . , s).
18
, ,
(1.29), (1.31), ,
|j | 1, |j | = 1
, . ,
|j | < 1 (j = 1, 2, . . . , s), . .
.
, ,
.
1.2.4.
.
det(E A) = a0 k + a1 k1 . . . + ak = D()
. m 2m (m = 1, 2, . . . , k):
a0
0
. . . 0 ak ak1 . . . akm+1
a1
a0
... 0
0
ak . . . akm+2
...
.
.
.
.
.
.
.
.
.
.
.
.
.
.. ...
. . .
am1
am2 . . . a0 0
0
...
ak
m =
.
0
. . . 0 a0
a1 . . . am1
ak
ak1
ak
... 0
0
a0 . . . am2
...
...
... ... ... ... ...
. . .
a
0
0
...
a0
km+1 akm+2 . . . ak
m (m = 1, 2, . . . , k) ,
D()
, ,
1, 1 , 2 , . . . , k . ,
D() ,
m > 0 (m = 1, 2, . . . , k).
19
D() ,
A0m Akm
m =
A
km A0m
A0m =
a0
a1
...
0
a0
...
am1 am2
ak ak1
0
ak
Akm =
... ...
0
0
...
...
...
...
... 0
... 0
;
... ...
. . . a0
akm+1
akm+2
.
...
ak
1.2. ,
a0 x[n + 2] + a1 x[n + 1] + a2 x[n] = b0 g[n + 1] + b1 g[n].
D() = a0 2 + a1 + a2 .
m (m = 1, 2):
a0 a2
2
2
= a0 a2 ; 2 =
1 =
a2 a0
a0 0 a2
a1 a0 0
a2 0 a0
a1 a2 0
a1
a2
a1
a0
a0 0
a0 a1
a2 0
a2 a1
=
0 a0
0 a2
a1 a0
a1 a2
= (a0 a2 )2 (a0 + a2 )2 a21 .
:
1 > 0,
a20 > a22 , |a0 | > |a2 |;
20
2 > 0,
a0 + a2 a1 > 0 a0 + a2 + a1 > 0.
. -
1
(1..33)
+1
w (. 1.1).
w=
. 1.1
(1.33) ,
1+w
.
=
1w
1+w
(1 + w)k
(1 + w)k1
+
a
+ . . . + ak =
= a0
D1 (w) = D
1
1w
(1 w)k
(1 w)k1
=
b0 wk + b1 wk1 + . . . + bk
.
(1 w)k
D() , D1 (w)
21
. D1 (w) .
D1 (w) , ,
H, .
b1 b0 0 . . .
0
0
b3 b2 b1 . . .
0
0
.
.
.
,
H =
0
0
0 . . . bk3 bk4
0
0
0 . . . bk1 bk2
0
0
0 ...
0
bk
. .
b1 b0
1 = b1 > 0; 2 =
b3 b2
1.3. C,
a0 x[n + 2] + a1 x[n + 1] + a2 x[n] = b0 g[n + 1] + b1 g[n].
D() = a0 2 + a1 + a2 .
D1 (w) = a0
b0 w2 + b1 w + b2
(1 + w)2
1+w
+
a
=
,
+
a
1
2
(1 w)2
(1 w)2
1w
b0 = a0 a1 + a2 ; b1 = 2a0 2a1 ; b2 = a0 + a1 + a2 .
:
b0 > 0; b1 > 0; b2 > 0
1.2.5.
. .
f (z) G,
l, G, l, ,
l. f (z)
z l
1
arg f (z) = N P,
(1..35)
2
N ; P f (z)
.
l , P = 0. D() ,
1
arg D() | =ejj = k,
2
< .
(1..36)
Y () = Y (),
D(ej ) .
0 .
.
D() ,
, D(ej ) 2k 0 (. 1.2).
23
. 1.2
.
-
() .
Wz (z, ) =
Pz (z, )
,
Qz (z)
Pz (z, )
Wz (z, )
=
.
1 + Wz (z, 0) Qz (z) + Pz (z, 0)
1 + Wz (z, 0) =
Pz (z, 0) + Qz (z)
.
Qz (z)
1 + Wz (z, 0) , , .
24
<
<
Qz (z) q
.
<
(1..38)
, Pz (z, 0) +
+ Qz (z) , . .
arg (Pz (ej , 0) + Qz (ej )) = 2k .
<
(1..39)
(1.37) (1.39) ,
arg (1 + Wz (ej , 0)) = 2q .
<
(1..40)
,
Qz (z) q ,
, Wz (ej , 0)
(1, 0) q .
U (, ) = Re|Wz (ej , )
V (, ) = ImWz (ej , )
U (, ) = U (, );
V (, ) = V (, ),
: Qz (z) q ,
25
, Wz (ej , 0) (1, 0)
q/2 0 . q = 0,
Wz (ej , 0) (1, 0).
, z = 1 .
Wz (z, )
W (z, )
Wz (z, ) = 0
,
(z 1)
W0 (1, ) = 0, , = 1 + rej , r > 0
; 0 < .
2
W (1 + rej , )
Wz (, ) = 0 jr
r e
0 /2 Wz (1 + rej , )
1
r
2
(. 1.3).
. 1.3
2.
.
().
2.1.
2.1.1.
.
.
, W (s) .
D w-,
Ww (w, 0) ,
w. w = jv,
,
, .
, 27
(v) (v) =
, LmWw (w, 0) > 0,
p/2, p Ww (w, 0)
. , , . 2.1,
,
(. . p = 0).
. 2.1
w-.
( ) .
28
2.1.2.
E (q)
G (q)
E (q) = G (q)e (q, 0),
(2..1)
1
(2..2)
1 + W (q, 0)
, Z-
e (q, 0) =
(2..3)
(1, 0) = 0 W (1, 0) = ,
Wz0
z0
g[n] = 0 nk + . . . + k .
(2..4)
Gz (z) =
k z
k1 z
A0 (z)
A(z)
+
+...+
=
, (2..5)
z 1 (z 1)2
(z 1)k+1 (z 1)k+1
A(1) = A0 (1) = 0.
z1
Ez (z) =
z
z 1 A(z)
= lim
z1 z (z 1)k+1
z1
1
(z, 0) =
Wz0
1+
(z 1)
(z 1) k A(z)
(z, 0)] =
z1 z[(z 1) + Wz0
0,
> k,
A (1)
0
= k,
=
(1, 0) ,
z0
,
< k.
= lim
(2..6)
29
ze (z, 0) z = 1:
ze (z, 0)
cr
r=0
r!
(z 1)r ,
dr ze (z, 0)
cr =
(r = 0, 1, 2, . . .).
dz r
z=1
Ez (z) = Gz (z)
cr
r=0
r!
(z 1)r ,
(2..7)
e[n] =
cr
r=0
r!
r g[n].
(2..8)
cr .
e[n].
e[n] =
n
ke [n m]g[m] =
m=0
n
ke [m]g[n m],
(2..9)
m=0
ke [n]
.
g[n m] =
m
k k
(1)k Cm
g[n k].
k=0
e[n] =
n
m=0
ke [m]
m
k k
(1)k Cm
g[n k] =
k=0
n
ck
k=0
k!
k g[n k],
(2..10)
ck =
n
m=k
30
ke [m](1)k m(k) .
(2..11)
n = , . .
ck =
ke [m](1)k m(k) .
m=k
ck :
c0 =
ke [m] = ze (z, 0)|z=1 = c0 ;
m=0
c1 =
m=1
d
ke [m]m =
dz
m=0
ke [m]z m
z=1
d ze (z, 0)
=
= c1 ;
dz
z=1
c2 =
n
m=2
d2
ke [m]m(m 1) = 2
dz
m=0
ke [m]z (m1)
z=1
d2
z ze (z, 0)|z=1 = c2
dz 2
dk k1
z
ze (z, 0)|z=1 (k = 1, 2, . . .).
dz k
2.1. ,
ck =
W (s) = 1; W (s) =
k
.
T1 s + 1
: ) g[n] = g0 , ) g[n] = g1 n.
e (z, 0) =
1
zd
=
,
d = e , = T /T1 , k1 = k/T1 .
31
c0 = ze (z, 0)|z=1 =
1d
;
k1 + 1 d
d ze (z, 0)
k1 d
c1 =
.
=
dz
k1 + 1 d
z=1
g[n] = g0
g[n] = g0 g0 = 0
g0 (1 d)
.
k1 + 1 d
g[n] = g1 n
e = c0 g0 =
g[n] = g1 (n + 1) g1 n = g1 ; 2 g[n] = g1 g1 = 0.
e = c0 g[n] + c1 g[n] =
g1 k1 d
g1 (1 d)
n+
.
k1 + 1 d
(k1 + 1 d)2
2.2. ,
k
W (s) = 1; W (s) = .
s
2
g[n] = g2 n /2.
kz
Wz (z, 0) =
.
z1
z1
.
ze (z) =
(k + 1)z 1
:
1
d ze (z, 0)
c0 =
c0 = ze (z, 0)|z=1 = 0; c1 =
c1 =
= ;
dz
k
d2 ze (z, 0)
c2 =
dz 2
32
z=1
z=1
2(k + 1)
;
k2
2
d2
z ze (z, 0)|z=1 = 2 .
k
dz 2
g[n] = g2 n2 /2
c2 =
g[n] =
g2 (n + 1)2 g2 n2 2n + 1
g2 ;
=
2
2
2
2 g[n] =
2(n + 1) + 1
2n + 1
g2
g2 = g2 ;
2
2
3 g[n] = g2 g2 = 0;
g[n 1] =
g2 n2 g2 (n 1)2 2n 1
g2 ;
=
2
2
2
2 g[n 2] =
2n 1
2(n 1) 1
g2
g2 = g2 ;
2
2
3 g[n 3] = g2 g2 = 0.
(2.8):
c2
e = c0 g[n] + c1 g[n] + 2 g[n] =
2
2n + 1 g2 2(k + 1) g2 g2
1 1
=
=
n
.
k
2
k
2
k2
2 k
(2.10).
c2
c0 g[n] +
c1 g[n 1] + 2 g[n 2] =
e =
2
2 g2 g2
1 1
2n 1 g2
,
=
2
=
n
2
k 2
2 k
k
k
, .
2.2.
2.2.1.
,
33
.
, .
, , .
. , .
.
,
.
LmWw (v, 0) > 0,
(v ) = ,
. (vc ) = (vc ) + ,
vc , LmWw (vc , 0) = 0, . ,
10 30 .
g(t) = a sin t,
a
.
g max gmax .
=
gmax
g 2
; a = max .
g max
gmax
(2..12)
t = t/T , gT (t) =
= a sin t, = T .
n = t. gT [n] = a sin n.
e (q)
. e[n]
e[n] = |e (j )| a sin( n + ( )),
( ) = arg e (j ).
34
e[n] a |e (j )| .
, . . |[n]| < ,
,
.
a
,
1
,
(2..13)
e (j )
W (j )
()
:
a
|W (j )| > ;
()
a
(2..14)
LmWw (jv ) > 20 lg ,
2
v = tg
.
T
2
(2.14) , , . .
a
v = v ; LmWw (jv ) = 20 lg .
, (2.13)
.
|e (j )| <
2
a
tg
; LmWw (jv ) = 20 lg ,
T
2
C.
v =
35
. 2.2
(2.12) ,
gmax g max
gmax ; , 20 / (. 2.2).
, gmax = 0 g(t) = g max t. ,
g max
e =
.
Wz (1, 0)
Wz (1, 0) = k1 ; e < ,
k1 >
g max
.
. 2.2
v = 1; , .
,
.
36
gmax t
2
g(t) =
gmax
,
k2
. .
e =
gmax
.
,
40 / . ,
, , , ,
. ,
, ,
,
T.
, v .
,
= 0, . .
max | (j , 0)|
.
M=
(j0, 0)
M ( )
1,3. . .1,7. = 1 .
. >1,7
. , ,
k2 =
37
. 2.3
. 2.3, () .
,
M
M
20 lg
LmWw (jv) 20 lg
,
M +1
M 1
.
= 1, 2 . 2.4.
, ,
, .
2.2.2.
,
,
.
[2].
. ,
38
,
.
,
, , ( )
LmW (j ). ,
0 ,
C .
, , Dw - , .
. 2.4.
. 2.4
39
. ,
g max ,
gmax ,
. (
) .
:
a
1) 20 lg ,
a (2.12);
2) , v1 v ;
3) v2 , ,
v , 2/T ,
arcsin (1/M ) [3].
40 / 20 /;
4) v3
2/T , 1 + T /2w;
5) , . 2.3, ,
, , . ,
, v1 , v2
k.
v , ,
60 /.
2.2.3.
, ,
,
.
40
: . ,
.
W (q)
W (q), .
.
Ww (jv, 0).
(w, 0) .
Ww
2 z1
z = eq
w=
T z+1
C W (q, 0). 1
D -,
W (q) = D
{W (q, 0)}
W. (s) =
W. (s)
,
W (s)
W. (s) = T W (q)q=sT .
, ,
W. (s) .
W (s). ,
(. 2.5)
W. (s)
W (s) =
,
W (s)
(. 2.6)
W. (s) =
W1 (s)W2 (s)
,
1 + W2 (s)W (s)
41
. 2.5
. 2.6
W (s) =
, , . . W (s) ,
W (s) .
W. (j ), , [4].
. ,
Ww (w) = D {W (s)W1 (s)} ,
W1 (s) 42
. LmWw (jv, 0) .
, ,
. Dw -.
. .
,
g(t) x[n], , . 2.7 ( 1 , 2 ;
).
. 2.7
x[n] g[n]
x[n] =
k[n m]g[m],
m=0
k [n] . D-
,
X (q) = W (q)G (q),
W (q) = D {k[n]}
.
43
m
bi eq(mi)
W (q) =
i=0
k
, k m,
ar eq(kr)
r=0
, ,
k
m
ar x[n + k r] =
bi g[n + m i].
r=0
i=0
W (q) = D
{W (q)} ,
. . , ,
, .
, :
b0 eqm + b1 eq(m1) + . . . + bm
, k m.
a0 eqk + a1 eq(k1) + . . . + ak
W (q) eq :
W (q) =
Z (q) =
44
G (q)
.
a0 + a1 eq + . . . + ak eqk
,
x[n] = b0 z[n l] + b1 z[n l + 1] + . . . + bm z[n k] (l = k m);
a0 z[n] = g[n] a1 z[n 1] . . . ak z[n k].
:
z[n] = g[n] (a0 1)z[n] a1 z[n 1] . . . ak z[n k].
, . 2.8,
= 1 .
g[n] x[n]
.
. 2.8
2.3. , 45
:
g max = 2 1/c; gmax = 1 1/ c2 ; max = 0, 03
= 12 ; = 40 ; M = 1,2; = 20 %;
= 1,5 ; = 0,02 ; = 1.
k
W (s) =
,
s(T1 s + 1)
T1 = 0,2 .
T
k( w + 1) 1 w
2
Ww (w, 0) =
,
w(T w + 1)
T d( + 2) + 2 T 1 + d
; T=
=
,
(1 d)
2
2 1d
= T /T1 ; d = e .
T = T1 = 0, 2 c; = 1,66 104 c.
gmax
= 0,5 1/c.
g max
vp =
g0 =
2
g max
= 4.
gmax
g0
= 42,5 .
max
g max
= 67 = 36,5 .
k
max
|Ww
(j 0 , 0)| 20 lg
46
. 2.9
. . 2.9 .
T
k( w + 1) 1 w (T3 w + 1)
2
Ww
,
(w, 0) =
w(T2 w + 1)(T4 w + 1)
T2 = 1/0 = 2 c; T3 = 1/3 = 1/2,78 = 0,36 c; T4 = 1/4 =
= 1/42,5 = 0,0236 .
k(T3 s + 1)
,
W. (s) =
s(T2 s + 1)(T4 s + 1)
47
W. (s) =
s2
,
k2 (T3 s + 1)
k2 = 80.
. 2.10
. 2.10, :
;
1 eT s
W (s) =
s
;
k
W (s) =
s(T1 s + 1)
;
s2
W. (s) =
k2 (T3 s + 1)
.
.
(z, 0).
Wz
kT A(z + z3 )(z + z6 )
Wz (z, 0) = Ww (w, 0)
2 z1 =
,
w= T z+1
z 1 (z + z4 )(z + z5 )
A = 0,048; z3 = 0,94; z4 = 0,9925; z5 = 0,46; z6 = 0,967.
(z, 0) =
Wz
48
kT1 ( + 1)(z + d1 )
,
(z 1)(z d)
1 d d
T
.
; d1 =
T1
d+ 1
d = e ; =
Wz
(z, 0) =
(z, 0)
Wz
k(z + z3 )(z + z6 )(z d)
=
,
(z, 0)
Wz
(z + z4 )(z + z5 )(z + d1 )
d = 0,905; d1 = 0,197;
k = 2,07.
. 2.11,
. 2.12.
. 2.11
. 2.12
49
k(z 3 + b1 z 2 + b2 z + b3 )
(z, 0) = 3
,
Wz
z + a1 z 2 + a2 z + a3
b1 = z3 + z6 d; b2 = z3 z6 z3 d z6 d; b3 = z3 z6 d; a1 = z4 +
+ z5 + d1 ; a2 = z4 z5 + z4 d1 + z5 d1 ; a3 = z4 z5 d1 .
3.
3.1.
3.1.1.
, .
[1, . 1].
.
x1 , x2 , . . . , xk , u1 [n], u2 [n], . . . , ur [n],
.
:
x[n + 1] = f (n, x[n], u[n]);
(3..1)
y[n] = (n, x[n], u[n]),
x[n] k- ; u[n] r-
; y[n] m- .
:
x[n + 1] = A[n]x[n] + B[n]u[n];
(3..2)
y[n] = C[n]x[n] + D[n]u[n],
51
A[n] k k; B[n]
k r; C[n] m k; D[n]
m r.
A, B, C D
x[n + 1] = Ax[n] + Bu[n];
(3..3)
y[n] = Cx[n] + Du[n].
x = T z,
(3..4)
T (det T = 0),
z :
z[n + 1] = T 1 AT z[n] + T 1 Bu[n];
(3..5)
y[n] = CT z[n] + Du[n].
(3.4) A
, . .
T 1 AT = J
A, (3.5) .
.
3.1.2.
u[n] y[n] .
(3.3)
x[n + 1] = Ax[n] + bu[n];
(3..6)
y[n] = cx[n] + du[n].
b - k1; c -
1 k; d .
52
.
1.
y[n + k] + a1 y[n + k 1] + . . . + ak y[n] = b0 u[n],
(3..7)
y[n] ; u[n] .
x1 , x2 , . . . , xk
y[n + i] = xi+1 [n]; (i = 0, 1, . . . , k 1).
x1 [n + 1] = x2 [n];
x2 [n + 1] = x3 [n];
...............................................
xk1 [n + 1] = xk [n];
xk [n + 1] =
y[n] = x1 [n].
(3..8)
(3..9)
C, (3.9), . 3.1.
. 3.1
(3.9) (3.6),
53
0
0
1
...
...
A = ...
0
0
0
ak ak1 ak2
...
...
...
...
0
...
0
0
...
1
. . . a2 a1
0
0
0
; c = 1 0 . . . 0 ; d = 0.
b=
...
0
b0
2.
y[n + k] + a1 y[n + k 1] + . . . + ak y[n] =
= b0 u[n + r] + b1 u[n + r 1] + . . . + br u[n],
(3..10)
k > r. :
i(kr)
(3..11)
xi+1 [n] +
im u[n + m] = y[n + i]
m=0
(i = k r, . . . , k 1).
i = 1, 2, . . . , k r 1
xi [n + 1] = xi+1 [n],
i = k r, . . . , k 1
i1(kr)
xi [n + 1] +
m=0
i1m u[n + 1 + m] =
i(kr)
= xi+1 [n] +
m=0
54
im u[n + m].
,
i1(kr)
m=0
i(kr)
m =1
i1m u[n + 1 + m] =
im u[n + m ], m = m + 1,
(3..12)
(3.11) (3.10),
n = n + 1,
y[n + k] = xk [n + 1] +
r1
m=0
k1m u[n + 1 + m] =
= xk [n + 1] +
r
km u[n + m ] =
m =1
k1
aki y[n + i] +
r
i=0
j=0
(3.11),
xk [n + 1] =
k1
i=0
r
m =1
r
brj u[n + j]
j=0
k1
nm u[n + m ]
i(kr)
aki
i=kr
m=0
im u[n + m].
,
xk [n + 1] =
k1
i=0
r
m =1
km u[n + m ]
r
brj u[n + j]
j=0
r1
m=0
k1
i=m+(kr)
55
j ,
u[n + m] (m =1, 2, . . . , r) .
kr = b0 ;
ki = bri
k1
akj ji (i = 1, . . . , r 1);
j=kr+i
k = br
k1
akj j ,
j=(kr)
, ,
ki = bri
k1
akj ji (i = 0, 1, . . . , r).
(3..13)
j=kr+i
x [n + 1] = x2 [n];
x
2 [n + 1] = x3 [n];
...............................................
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
xk [n + 1] =
y[n] = x [n].
1
, (3.14), . 3.2.
(3.6) A b c
56
A = ...
...
0
...
0
1
...
0
...
...
...
0
...
0
0
...
1
ak ak1 ak2 . . . a2 a1
0
0
b=
. . . ; c = 1 0 . . . 0 ; d = 0.
kr
...
k
. 3.2
3.1.3.
c
c .
57
C 1.
(3.10):
y[n + k] + a1 y[n + k 1] + . . . + ak y[n] =
= b0 u[n + r] + b1 u[n + r 1] + . . . + br u[n],
y[n] ; u[n] ;
k > r.
bj = bj () (j = 0, 1, . . . , r), . .
.
W (z, ) =
B(z, ) Y (z, )
,
=
A(z)
U (z)
(3..15)
(3..16)
x[n], (3.7) b0 = 1:
x[n + k] + a1 x[n + k 1] + . . . + ak x[n] = u[n],
A(z)X (z) = U (z).
(3..17)
:
xi+1 [n] = x[n + i] (i = 0, 1, . . . , k 1).
(3..18)
x1 [n + 1] = x2 [n];
x2 [n + 1] = x3 [n];
.............................................
k1 [n + 1] = xk [n];
xk [n + 1] =
(3..19)
. 3.3
(3.16) (3.17) ,
Y (z, ) = B(z, )X (z).
(3.18), :
y[n, ] = br ()x1 [n] + br1 ()x2 [n] + . . . + b0 ()xr+1 [n].
(3..20)
, (3.19)
(3.20), . 3.3.
(3.19) (3.20)
(3.6),
0
0
1
.
.
.
.
.
.
.
..
A=
0
0
0
ak ak1 ak2
...
...
...
...
0
...
0
0
...
1
. . . a2 a1
59
b=
0
0
0
...
0
1
; c = [br br1 . . . b0 0 . . . 0] ; d = 0.
.
2 ( ). -,
C (3.10)
W (z, ) =
B(z, ) Y (z, )
,
=
A(z)
U (z)
ri
l
i=1 j=1
d=
cij
+ d,
(z zi )rj j+1
(3..21)
0, k > r;
b0 , k = r.
cij
cij =
1
dj1
lim
[W (z)(z zi )ri ]
(j 1)! zzi dz j1
(i = 1, 2, . . . , l; j = 1, 2, . . . , ri ).
60
(3..22)
(3.21) ,
ri
l
cij
(z,
)
=
+
d
U (z).
Y
(z zi )rj j+1
(3..23)
i=1 j=1
Yi (z,
) =
ri
j=1
cij
U (z) (i = 1, 2, . . . , l).
(z zi )rj j+1
(3.23) :
Y (z, ) =
l
Yi (z, ) + dU (z).
i=1
(3.23)
Y1 (z)
r1
j=1
c1j
U (z).
(z z1 )r1 j+1
Z-, :
X2 (z)
U (z)
U (z)
(z) = X3 (z) =
=
;
X
;
2
z z1
(z z1 )r1
z z1
(z z1 )r1 1
...........................................................
Xj1 (z)
U (z)
; Xr1 (z) =
.
Xr1 1 (z) =
z z1
z z1
(3..24)
(3.24) ,
X1 (z) =
x1 [n + 1] = z1 x1 [n] + x2 [n];
x2 [n + 1] = z1 x2 [n] + x3 [n];
.................................
:
x [n + 1] = K 1 x [n] + b1 u[n],
0
z1 1
0 z1 1
K1 =
... ... ...
0
0
0
... 0
... 0
;
... ...
. . . z1
0
x1 [n]
...
x2 [n]
b1 =
0 ; x [n] = . . . .
xr1 [n]
1
(3.21) (3.23),
(3..25)
K1 . . . 0
J = ... ... ...
0 . . . Kl
0
zi 1
0 zi 1
Ki =
... ... ...
0
0
0
... 0
... 0
... ...
. . . zi
ri ri , zi ;
62
b=
0
...
1
0
...
1
.
, (3.25), 3.4, a A(z),
. 3.4, .
.
C 3 ( ). , (3.10)
W (z, ) =
B(z, ) Y (z, )
=
,
A(z)
U (z)
:
Wj (z, ) =
Wj (z, ) =
z zj
(j = 1, 2, . . . , r);
z zj
1
(j = r + 1, . . . , k).
z zj
63
. 3.4
64
b0
X1 (z) =
U (z);
(z) =
X
E1 (z); E1 (z) = b0 U (z) + (z1 z1 )X1 (z);
z
2
(z) =
z z3 2
.............................................................
(z);
Xr (z) = 1 Er1
z zr
(z) = E (z) + (z
(z);
Er1
r1 )Xr1
r1 z
r2
(z) =
(z) + (z z
Xr+1
E (z); Er (z) = Er1
r )Xr (z);
zr+1 r
(z) =
(z);
Xr+2
Xr+1
r+2
.............................................................
X (z).
Xk (z) =
z zk k1
(3..26)
,
x [n + 1] = z1 x1 [n] + b0 u[n];
...........................................
xr+1 [n + 1] = zr+1 xr+1 [n] + (zr zr )xr [n]+
(3..27)
...........................................
y[n] = xk [n].
65
, (3.27), . 3.5. .
. 3.5
(3.27)
(3.6), (3.6)
z1
0
...
0
0
0
... 0
0
z1 z1
z2
...
0
0
0
... 0
0
...
...
...
...
...
... ... ... ...
z1 z1 z2 z2 . . .
zr
0
0
... 0
0
;
A=
0
... 0
0
z1 z1 z2 z2 . . . zr zr zr+1
.
.
.
0
0
0
.
.
.
0
1
z
r+2
...
...
...
...
...
... ... ... ...
0
0
...
0
0
0
1 zk
b0
b0
..
.
b=
b0 ; c = [00 . . . 01] ; d = 0.
0
..
.
0
66
3.1. C
x[n + 2] + 2x[n + 1] + x[n] = u[n + 1] + 2u[n].
c .
, . a1 = 2, a2 = 1, b0 = 1, b1 = 2. , (3.13),
1 = b0 = 1; 2 = 2 2 = 0.
x1 [n + 1] = x2 [n] + u[n];
y[n] = x [n].
1
(3.28) , (3.6)
0
1
1
A=
; b=
; c = 1 0 ; d = 0.
1 2
0
, .
1.
z+2
.
W (z) =
(z + 1)2
A(z) = z 2 + 2z + 1; B(z) = z + 2.
(3.19) (3.20) :
x [n + 1] = x2 [n];
1
x2 [n + 1] = x1 [n] 2x2 [n] + u[n];
(3..29)
C 2.
, A(z) = z 2 + 2z + 1.
z1 = z2 = 1.
11 12
c11
c12
W (z) =
.
+
2
(z + 1)
z+1
(3.22),
d
W (z)(z + 1)2 = 1.
z1
z1 dz
(3.25)
x1 [n + 1] = x1 [n] + x2 [n];
x2 [n + 1] = x2 [n] + u[n];
(3..30)
(3.6)
1 1
0
A=
; b=
; c = 1 1 ; d = 0.
0 1
1
3.
W (z) =
z+2
Y (z, )
.
=
(z + 1)2
U (z)
Z- (3.26):
1
1
U (z); X2 (z) =
E (z),
X1 (z) =
z+1
z+1 1
z+2
U (z) = X1 (z) + U (z). Z- E1 (z) =
z+1
,
x [n + 1] = x1 [n] + u[n];
1
x2 [n + 1] = x2 [n] + x1 [n] + u[n];
(3..31)
y[n] = x2 [n].
68
(3.6)
1 0
1
A=
; b=
; c = 0 1 ; d = 0.
1 1
1
3.2. , ,
x1 [n + 1] = x2 [n] + u[n];
y[n] = x [n].
1
(3.6)
0
1
1
A = 1 2 ; b =
; c = 1 0 ; d = 0.
1
, .
1.
W (z) =
z1
.
(z 1)2
x [n + 1] = x2 [n];
1
x2 [n + 1] = x1 [n] + 2x2 [n] + u[n];
(3..33)
0
1
0
A=
; b=
; c = [1 1] ; d = 0.
1 2
1
2. (3.21) (3.22),
c11
c12
W (z) =
,
+
2
(z 1)
z1
d
W (z)(z 1)2 = 1.
z1
z1 dz
(3.25)
1 1
0
A=
; b=
; c = [ 0 1 ],
0 1
1
x [n + 1] = x1 [n] + x2 [n];
1
x2 [n + 1] = x2 [n] + u[n];
(3..34)
y[n] = x2 [n].
c11 = lim W (z)(z 1)2 = 0; c12 = lim
3.2.
3.2.1. .
,
(3.2):
x[n + 1] = A[n]x[n] + B[n]u[n];
y[n] = C[n]x[n] + D[n]u[n].
, (3.2),
, n0 u[n] (n = n0 , n0 +
+ 1, . . . , N 1), N n0 x[n0 ]
x[N ].
70
, (3.3)
x[n + 1] = Ax[n] + Bu[n];
y[n] = Cx[n] + Du[n],
, u[n]
(n = n0 , n0 + 1, . . . , N 1), x[n0 ] , . . N , x[N ] = 0.
, (3.2), .
3.1.
, (3.2), ,
Q = Qn0 Qn0 +1 . . . QN 1 ,
N
1
X[N, m + 1]B[m]u[m],
m=n0
N
1
X[N, m + 1]B[m]u[m].
(3..35)
m=n0
(3.35) k (N n0 ) r
71
, K = [BAB . . .
. . . Ak1 B] k.
.
X[n, n0 ] = X[n n0 ] = Ann0
[2, . 31].
Q = AN n0 1 B . . . ABB .
= BAB . . . AN n0 1 B =
Q
"
= BAB . . . Ak1 BAk B . . . AN n0 1 B ,
Q .
. Q Q
A:
det(A E) = k + 1 k1 + . . . + k = 0.
A
Ak + 1 Ak1 + . . . + k E = 0,
Ak = k E . . . 1 Ak1 ,
Ak B = k B . . . 1 Ak1 B.
, Ak B ,
B, AB, . . . , Ak1 B Q.
j
BA (j = k + 1, . . . , N n0 1) Q
k1
B, AB, . . . , A B. = rang Q = rang K .
, rang Q
3.1.
(3.3) ,
, T 1 B
r1 , r1 + r2 , . . . , k.
73
3.2.2. C.
. ,
(3.2),
[n0 , N 1], x[n0 ] y[n] u[n]
n = n0 , n0 + 1, . . . , N 1.
.
3.3. ,
(3.2), [n0 , N 1](t0 , t1 ) ,
R = [Rn0 Rn0 +1 . . . RN 1 ] ,
Rm = X [m, n0 ]C [m] (m = n0 , n0 + 1, . . . , N 1),
k, . . (3.2). , 3.2, X[n, n0 ]
x[n + 1] = A[n]x[n].
.
x[n] = X[n, n0 ]x[n0 ] +
n1
X[n, m + 1]B[m]u[m].
m=n0
(3.2)
y[n] = C[n]X[n, n0 ]x[n0 ]+
+
n1
m=n0
n = n0 , n0 + 1, . . .
. . . , N 1.
74
y[n0 ] = C[n0 ]x[n0 ] + D[n0 ]u[n0 ];
y[N
1] = C[N 1]X[N 1, n0 ]x[n0 ]+
N
2
(3..36)
m=n0
(3.36) k x[n0 ].
C[n0 ]
C[n0 + 1]X[n0 + 1, n0 ]
...................... =R .
C[N 1]X[N 1, n0 ]
(3.36) :
R x[n0 ] = Y ,
Y = .....................................................
N 2
m=n0
D[N 1]u[N 1]
(N n0 )m 1.
. rang R =
= rang R = k k- Rk ( det Rk = 0)
R . , (N n0 )m k [7],
(3.36)
75
Rk x[n0 ] = Y k ,
Y k k Y .
. ,
x[n0 ] = R1
k Y k.
.
. rang R = l < k l- det Rl = 0 R . (3.36)
Rl x[n0 ] = Y l ,
Y l l Y .
, l k , ,
. . x[n0 ] , C,
(3.2), .
, ,
rang R = l < k. , rang R = k. .
, (3.3)
x[n + 1] = Ax[n] + Bu[n];
y[n] = Cx[n] + Du[n].
3.4. ,
(3.3), ,
, K = [C A C . . .
. . . (A )k1 C ] k.
. , (3.3),
X[n, n0 ] = X[n n0 ] = Ann0 .
76
R = C A C . . . (A )N 1n0 C .
, ,
3.2,
(A )j C (j = k, . . . , N n0 1) C , A C , . . . , (A )k1 C .
, rang R = rang K . 3.3.
, x[n] = T [n] (3.3)
, :
1) ;
2) CT ,
, .
. , (3.2), ,
x[n] y[n]
u[n] n = n0 , n0 + 1, . . . , n.
, , x[n0 ],
x[n] :
x[n] = X[n, n0 ]x[n0 ] +
n1
X[n, m + 1]B[m]u[m].
m=n0
.
. (. (3.4))
x = T z,
det T = 0, (3.3)
x[n + 1] = Ax[n] + Bu[n];
y[n] = Cx[n] + Du[n]
77
(3.5)
z[n + 1] = T 1 AT z[n] + T 1 Bu[n];
y[n] = CT z[n] + Du[n].
(3.3)
K = [BAB . . . Ak1 B];
(3.5)
K = [T 1 BT 1 AT T 1 B . . . T 1 Ak1 T T 1 B] =
= T 1 [BAB . . . Ak1 B].
(3.3) (. 3.4)
K = [C A C . . . (A )k1 C ];
(3.5)
K = [T C T A (T 1 ) T C . . . T (A )k1 (T 1 ) T C ] =
= T [C A C . . . (A )k1 C ].
K K .
K K . .
3.3. , 3.1.
(. 3.1),
0
1
1
A=
; b=
; c= 1 0 .
1 2
0
K = [bAb] =
1 0
,
0 1
. 3.2
.
1 0
K = [c A c ] =
,
0 1
78
. 3.4 .
1 (. 3.1).
0
1
0
A=
; b=
; c= 2 1 .
1 2
1
K = [bAb] =
0 1
1 2
,
. , .
2 1
,
K = [c A c ] =
1 0
e . .
2 (. 3.1),
1 1
0
A=
; b=
; c= 1 1 .
0 1
1
K = [bAb] =
0 1
1 1
,
; .
1 1
,
K = [c A c ] =
1 0
e . .
3.4. , 3.2.
(. 3.2),
0 1
1
A=
; b=
; c= 1 0 .
1 2
1
79
K = [bAb] =
1 1
1 1
,
e ; .
1 0
K = [c A c ] =
,
0 1
; .
1 (. 3.2).
0 1
0
A=
; b=
; c = [ 1 1 ].
1 2
1
K = [bAb] =
0 1
1 2
;
, , .
1 1
K = [c A c ] =
,
1
1
; .
2 (. 3.2).
1 1
0
A=
; b=
; c= 0 1 .
0 1
1
K = [bAb] =
0 1
1 1
;
, , 80
K = [c A c ] =
0 0
1 1
,
, ,
.
3.2.3.
. .
. (3.3)
x[n + 1] = Ax[n] + Bu[n];
y[n] = Cx[n] + Du[n];
[n + 1] = A [n] + C v[n];
[n] = B [n] + D v[n].
(3..37)
.
C, (3.3):
rangK = rang[BAB . . . Ak1 B] = k.
(3..38)
, (3.3):
"
(3..39)
rangK = rang C A C . . . (A )k1 C = k.
, (3.37):
"
(3..40)
rangK = rang C A C . . . (A )k1 C = k.
, (3.37):
rangK = rang[BAB . . . Ak1 B] = k.
(3..41)
81
3.3. C
3.3.1.
() .
, , ,
.
,
x[n + 1] = Ax[n] + bu[n],
(3..42)
b - k 1, . . u[n] .
k u = k x , .
, .
3.5. ,
(3.42), .
x = T z, (det T = 0),
82
(3..43)
, . .
T 1 AT =
0
1
0
0
0
1
...
...
...
0
0
0
ak ak1 ak2
...
0
...
0
... ...
...
1
. . . a1
(3..44)
T 1 b =
... ,
1
a1 , a2 , . . . , ak
det (E A) = k + a1 k1 + . . . + ak .
.
x[n] = T z[n]
T1
T 1A
,
T 1 =
...
k1
T 1A
1
T 1 = [0 0 . . . 1] bAb . . . Ak1 b .
C,
(3.42), .
z1 [n] = T 1 x[n], z2 [n] = T 1 Ax[n], . . . , zk [n] = T 1 Ak1 x[n].
n = n + 1
(3.42),
83
Ak = a1 Ak1 a2 Ak2 . . . ak E,
.
u[n]:
T 1b
T 1 Ab
...
k1
T 1A b
T 1b
b T 1
T 1 Ab
= (Ab) T 1
. . .$
...
# k1
k1
T 1A b
A b T 1
0
0
= K (K 1
...
b (K 1
)
(Ab) (K 1
)
.
.
.
# k1 $
1
A b (K )
0
0
0
0
=
... ...
1
1
, x = T z (3.42)
84
z1 [n + 1] = z2 [n];
z2 [n + 1] = z3 [n];
.....................................................
[n + 1] = zk [n];
z
k1
zk [n + 1] = ak z1 [n] ak1 z2 [n] . . . a1 zk [n] + u[n],
.
.
3.6.
, (3.42),
D() = k + b1 k1 + . . . + bk1 + bk .
u = k x,
det [E (A bk )] = D().
. ,
(3.42) .
3.5 .
det [E (A bk )] =
...
=
...
0
0
ak + k1 ak1 + k2
...
0
...
0
...
...
...
. . . a2 + kk1
0
0
...
1
+ a1 + kk
k1 = bk ak ; k2 = bk1 ak1 , . . . , kk = b1 a1 .
(3..45)
.
,
(3.3) .
, (3.3), , K,
u = Kx , . .
det [E (A BK)]
D().
3.5.
, 3.1.
(3.28):
x [n + 1] = x2 [n] + u[n];
1
x2 [n + 1] = x1 [n] 2x2 [n];
y[n] = x1 [n].
3.3 ,
.
k1
. k=
k2
+ k1 k2 1
=
det [E (A bk )] =
1
+2
= 2 + (k1 + 2) + 2k1 + 1 k2 = 2 + b1 + b2 .
, :
k1 = b1 2; k2 = 2b1 3 b2 .
,
(3.29), . .
86
x [n + 1] = x2 [n];
1
x2 [n + 1] = x1 [n] 2x2 [n] + u[n];
= 2 + 2 + 1,
det (E A) =
1 +2
a1 = 2, a2 = 1.
(3.44): k1 = b2 1, k2 = b1 2.
3.6.
, 3.2.
, (3.32):
x [n + 1] = x2 [n] + u[n];
1
x2 [n + 1] = x1 [n] + 2x2 [n] + u[n];
y[n] = x1 [n].
3.4 ,
.
+ k1
det [E (A bk )] =
k1 + 1
k2 1
=
2 + k2
= 2 + (k1 + k2 2) + (k1 k2 + 1) =
= 2 + b1 + b2 .
,
k1 + k2 = b1 + 2;
k1 + k2 = b2 + 1.
87
,
.
(3.33):
x1 [n + 1] = x2 [n];
= 2 2 + 1,
det (E A) =
1 2
a1 = 2, a2 = 1. (3.45): k1 = b2 1, k2 = b1 + 2.
3.3.2.
x[n] y[n]. ,
;
,
.
.
, (3.3)
x[n + 1] = Ax[n] + Bu[n];
y[n] = Cx[n] + Du[n],
,
x[n] + Bu[n],
[n + 1] = A
x
(3..46)
x
[n] = C
[n] + Du[n].
y
88
, (3.46),
, (3.3), e[n] = x[n]
[n] 0 n .
x
e[n + 1] = (A LC)e[n],
(3..47)
L k m, .
[n] x
:
[n + 1] = A
[n]) + (B LD) u[n].
x
x[n] + L (y[n] C x
(3..48)
y[n] , . . ,
x[n + 1] = Ax[n] + Bu[n];
(3..49)
y[n] = c x[n],
c -.
, (3.49), .
3.7. , (3.49), ,
.
.
, (3.49), ,
[n + 1] = A [n] + cv[n].
(3..50)
3.6 l, v = l , (3.50),
, . .
89
det [E (A cl )] = Q(),
Q() .
Q() ,
.
(3.47):
e[n + 1] = (A lc )e[n].
(3..51)
det [E (A lc )] = Q().
[n] 0 n .
e[n] = x[n] x
[n] (3.51),
e[n] = x[n] x
[n]) + Bu[n].
[n + 1] = A
x
x[n] + l (y[n] c x
(3..52)
(3.52) , (3.49). .
.
, , (3.3), (3.48):
[n + 1] = A
[n]) + (B LD) u[n].
x
x[n] + L (y[n] C x
c
:
x[n + 1] = Ax[n] + Bu[n];
y[n] = Cx[n] + Du[n];
[n + 1] = A
[n]) + (B LD) u[n];
x
x[n] + L (y[n] C x
90
.
u = K x
. 3.6.
. 3.6
C
E A
BK
det
LC
E A + LC + BK =
E A + BK
BK
= det
=
0
E A + LC
= det [E A + BK] det [E A + LC] .
(3..53)
3.7.
(),
3.1,
(3.28).
0
1
1
A=
; b=
; c= 1 0 .
1 2
0
l=
l1
l2
.
+ l1 1
det [E (A lc)] =
l2 + 1 + 2
= 2 + (2 + l1 ) + 2l1 + l2 + 1 = 2 + 1 + 2 .
l1 = 1 2, l2 = 2 21 + 3.
(3..54)
(3.52)
2 [n] + l1 (y[n] x
1 [n]) + u[n];
x
1 [n + 1] = x
(3..55)
x
2 [n + 1] =
x1 [n] 2
x2 [n] + l2 (y[n] x
1 [n]) ,
l1 l2 (3.54).
. 3.7.
. 3.7
92
, (3.29).
0
1
0
A=
; b=
; c= 2 1 .
1 2
1
l=
l1
l2
,
+ 2l1
1
1
=
det [E (A lc)] =
2l2 + 1 + 2 + l2
1 [n + 1] = x
2 [n] + l1 (y[n] 2
x1 [n] x
2 [n]) ;
x
x
2 [n + 1] =
=
x2 [n] + l2 (y[n] 2
x1 [n] x
2 [n]) + u[n],
x1 [n] 2
(3..57)
(3..58)
l1 l2 (3.57).
. ,
(3.59) ,
m x1 , x2 , . . . , xm x[n] .
xm+1 , . . . , xk
.
x
1
x [n]
x[n] =
,
x2 [n]
x1 [n] m- ; x2 [n] k m- .
(3.59)
y[n] = x [n],
A11 m m; A12 m
(k m); A21 (k m) m; A22
(k m) (k m); B 1 m r; B 2
(k m) r.
(3.60)
, ,
A12 x2 [n] = x1 [n + 1] A11 x1 [n] B 1 u[n],
. (3.48) x2 [n]
2 [n + 1] = (A22 LA12 )
x2 [n] + L(x1 [n + 1] A11 x1 [n]
x
B 1 u[n]) + A21 x1 [n] + B 2 u[n]. (3..61)
L
det [E (A22 LA12 )] = Q(),
Q() .
94
(3..62)
. 3.8.
. 3.8
(3.48) , k, (3.62)
k m, .
3.8. ,
3.1,
(3.28).
0
1
1
A=
; b=
; c= 1 0 .
1 2
0
(3.59)
A11 = 0; A12 = 1; A21 = 1; A22 = 2; B1 = 1; B2 = 0.
95
(3.62) :
[n + 1] = (2 l)[n] + (2 l)lx1 [n] x1 [n] lu[n];
[n] = x
2 [n] lx1 [n].
det(E A22 + lA12 ) = + 2 + l = + 1
l:
l = 1 2.
. 3.9.
, . 3.7 3.9, ,
.
. 3.9
1. :
. : 3 . / .. , .. , .. , .. ; . .. . .: -
. .. . . 1, 2006; . 2, 2008.
2. .., .. : . . .: , 1983.
3. .., .. : . : 2 . . 1. .: -
. .. , 2010.
4. .. : . . .: , 1989.
5. .., .. : 2 . . 2. .:
- . .. , 1991.
6. .., .., ..
: . . .: - . .. , 1993.
7. .. . .: , 2004.
1. . . . . .
1.1. . . . . . . . . . . . . . . . . . . . . . .
1.1.1. . . . . . . . . . . . . . . . . . . .
1.1.2.
1.1.3.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2. . . . . . . . . . . . . . . . . . .
1.2.1. . . . . . . . . . . . . . . . . . .
1.2.2. . . . . . . . . . . . . . . . .
1.2.3.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2.4. . . . . . . . . . . . . .
1.2.5. . . . . . . . . . . . . . . . . . .
3
3
3
5
9
14
14
16
17
19
23
2.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.1. . . . . . . . . . . . . . . . . . . . . . . .
2.1.1. . . .
2.1.2. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.2. . . . . . . . . . . . . . . . . . . . . . . .
2.2.1. . . . . . . . . . . . . . . .
2.2.2. . . . . . . . . . . . . . . . . . . . . . . . .
2.2.3. . . . . . . . . . . . . . . . . . .
27
27
27
29
33
33
38
40
3.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
51
51
98
3.1.1. . .
3.1.2.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.1.3.
c
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
51
3.2. . . . . . . . . .
3.2.1. .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.2.2. .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.2.3. . . .
3.3. . . . . . . .
3.3.1.
3.3.2.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
71
52
57
71
74
81
83
83
88
97
2
..
..
..
10.09.2012. 6084/16.
. . . 5,81. 100 . . 61.
. .. .
. .. .
105005, , 2- ., 5.