Вы находитесь на странице: 1из 101

# ..

.. , ..

. ..

..

.. , ..

2
-
. ..

. ..
2012

517(075.8)
22.176
20
: .. , ..

20

. .
:
. : 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 ] [n1 ]  ,

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)

## g(n, y[n]) = f (n, y[n] + [n]) f (n, [n]).

, g(n, 0) = 0, . . (1.6)
y[n] = 0. x = [n]
(1.1) ,
(1.6). , 4

.
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

## pij xj [n] + i (x1 [n], . . . , xk [n])

(i = 1, 2, . . . , k), (1..8)

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
x0 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]),

## y[n + 1] = y[n] + (y[n]),

(1..13)

(y[n]) = T (T y[n]).
(1.11) , i (y)
(y)
| i (y)|
= 0 (i = 1, 2, . . . , k).
y0 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])y[n] + y [n] (y[n]) +

(y[n]). (1..16)
+ (y[n])
,
.
(1.16)
k


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)

## > 0 . (1.14) , > 0

h > 0, |i (y)| < y, y < h.
(1.16)
k

(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

## (1.18) (1.19) (1.16):

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 y2 = k 2 V (y[n]).
|

(1..21)

(1.16) V (y[n])

## V (y[n])  ( 2max k 1/2 k 2 )V (y[n]).

(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)

## x[n + 1] = A[n] x[n].

(1..26)

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)

n = n0 .
14

## [n] [n] < n  n0 ,


x = [n]. .
.
x = [n] . , . x = [n] ,
x = [n], n = n0
(1.27),
[n] [n] < n  n0 .

x = [n] (1.26), [n0 ] < .
[n] = ([n] + [n]) [n].
[n] + [n]
(1.26), n = n0
([n0 ] + [n0 ]) [n0 ] < .
x = [n] , n  n0

([n] + [n]) [n] = [n] < ,
. . 
1.6 ,

, , ,
,
.
, , ,
, .
, ,
.
1.7. O ,
n  n0 .
15

, .
.
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

## [n] [n] < , x = [n]

(1.25).
1.9, . 

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


## Pij [n]nj (i = 1, 2, . . . , k),

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

. ,

## (1.29) 1.7 (1.29) . 

1.11. (1.29)
, |j | < 1 (j = 1, 2, . . . , s).
1.11 1.10.
k-
a0 x[n + k] + . . . + ak x[n] = b0 g[n + m] + . . . + bm g[n]

(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 =

## = |A0m A0m Akm Akm | ,

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

## = b1 b2 b0 b3 > 0, . . . , k > 0. (1..34)

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

## a0 a1 + a2 > 0; a0 a1 > 0; a0 + a1 + a2 > 0,

,
.
22

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)

## X() = a0 cos k + a1 cos(k 1) + . . . + ak , Y () =

= a0 sin k + a1 sin(k 1) + . . . + ak1 sin .
,
X() = X();

Y () = Y (),

D(ej ) .
0 .
.
D() ,
, D(ej ) 2k 0 (. 1.2).
23

. 1.2

.
-
() .

Wz (z, ) =

Pz (z, )
,
Qz (z)

## Pz (z, ) = b0 ()z m + b1 ()z m1 + . . . + bm ();

Qz (z) = a0 z k + a1 z k1 + . . . + ak ,
k > m.

z (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
.

## arg Qz (ej ) = 2(k 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) =

## Ez (z) = Gz (z)ez (z, 0).

W (z, 0)
Wz (z, 0) = z0
,
(z 1)

(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

## lim e[n] = lim

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
=
,

## 1 + Wz (z, 0) (k1 + 1)z d

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) =

## W1 (s)W2 (s) W. (s)

.
W2 (s)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) =

## b0 eq(km) + b1 eq(km+1) + . . . + bm eqk

.
a0 + a1 eq + . . . + ak eqk
X (q) , G (q)
,
W (q) =

## X (q) = [b0 eq(km) + b1 eq(km+1) + . . . + bm eqk ]Z (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] =

## = ak x1 [n] ak1 x2 [n] . . . a1 xk [n] + b0 u[n];

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. :

## xi+1 [n] = y[n + i], (i = 0, 1, . . . , k r 1);

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,

## xi [n + 1] = xi+1 [n] + i u[n] (i = k r, . . . , k 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


## aki im u[n + m].

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];

...............................................

## xkr [n + 1] = xkr+1 [n] + kr u[n];

xkr+1 [n + 1] = xkr+2 [n] + kr+1 u[n];
(3..14)

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

xk [n + 1] =

## = ak x1 [n] ak1 x2 [n] . . . a1 xk [n] + k u[n];

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)

## B(z, ) = b0 ()z r + b1 ()z r1 + . . . + br (), A(z) = z k +

+ a1 z k1 + . . . + ak r k,
k > r; U (z) Y (z, )
.
(3.15)
A(z)Y (z, ) = B(z, )U (z).

(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] =

## = ak x1 [n] ak1 x2 [n] . . . a1 xk [n] + u[n].

58

(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)

## B(z, ) = b0 ()z r + b1 ()z r1 + . . . + br (), A(z) = z k +

+ a1 z k1 + . . . + ak r
k, k  r.
z1 , z2 , . . . , zl A(z), r1 , r2 , . . . , rl
, r1 + . . . + rl = k.
A(z) = (z z1 )r1 . . . (z zl )rl .
W (z, )
W (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];
.................................

## xr1 [n + 1] = z1 xr1 [n] + u[n].

61

:
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),

## x[n + 1] = J x[n] + bu[n];

y[n] = cx[n] + du[n],

(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

## r1 ; c = [c11 c12 . . . c1r c21 . . . .clr ] .

1
l

.
, (3.25), 3.4, a A(z),
. 3.4, .
.
C 3 ( ). , (3.10)
W (z, ) =

B(z, ) Y (z, )
=
,
A(z)
U (z)

## B(z, ) = b0 ()z r + b1 ()z r1 + . . . + br (), A(z) = z k +

+ a1 z k1 + . . . + ak r
k, k > r.
z1 , z2 , . . . , zk A(z), z1 , z2 , . . . , zr
B(z, ).

W (z, ) =

## Y (z, ) b0 (z z1 ) (z z2 ) . . . (z zr )

=
.
U (z)
(z z1 ) (z z2 ) . . . (z zk )

:
Wj (z, ) =
Wj (z, ) =

z zj
(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 z1 )X1 (z);

z
2

(z) =

## E (z); E2 (z) = E1 (z) + (z2 z2 )X2 (z);

X

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];

## +(z1 z1 )x1 [n] + b0 u[n];

...........................................
xr+1 [n + 1] = zr+1 xr+1 [n] + (zr zr )xr [n]+
(3..27)

## xr+2 [n + 1] = zr+2 xr+2 [n] + xr+1 [n];

...........................................

## xk [n + 1] = zk xk [n] + xk1 [n];

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 z1
z2
...
0
0
0
... 0
0

...
...
...
...
...
... ... ... ...

z1 z1 z2 z2 . . .
zr
0
0
... 0
0

;
A=
0
... 0
0
z1 z1 z2 z2 . . . zr zr 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];

## x2 [n + 1] = x1 [n] 2x2 [n];

(3..28)

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)

## y[n] = 2x1 [n] + x2 [n].

(3.6)


 


0
1
0
A=
; b=
; c = 2 1 ; d = 0.
1 2
1
67

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)

## y[n] = x [n] + x [n].

c11 = lim W (z)(z + 1)2 = 1; c12 = lim

(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. , ,

## x[n + 2] 2x[n + 1] + x[n] = u[n + 1] u[n].

.
, . a1 = 2, a2 = 1, b0 = 1,
b1 = 1. , (3.13), 1 = b0 = 1,
2 = b1 a1 1 = 1.

x1 [n + 1] = x2 [n] + u[n];

## x2 [n + 1] = x1 [n] + 2x2 [n] + u[n];

(3..32)

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

## A(z) = z 2 2z + 1, B(z) = z 1 (3.19) (3.20)

x [n + 1] = x2 [n];

1
x2 [n + 1] = x1 [n] + 2x2 [n] + u[n];
(3..33)

## y[n] = x1 [n] + x2 [n].

69



 
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 ,

## Qm = X[N, m + 1]B[m] (m = n0 , n0 + 1, . . . , N 1),

k, . . (3.2).
X[n, n0 ] (c. (1.28) [3])
x[n + 1] = A[n]x[n].
. (c.
(1.31) [3])
x[N ] = X[N, n0 ]x[n0 ] +

N
1


X[N, m + 1]B[m]u[m],

m=n0

## x[N ] X[N, n0 ]x[n0 ] =

N
1


X[N, m + 1]B[m]u[m].

(3..35)

m=n0

(3.35) k (N n0 ) r
71

## u[n] (n = n0 , n0 + 1, . . . , N 1). ( Q) k" [(N n0 )

!
r]; QX[N,
n0 ] ,
!
X[N,
n0 ] = x[N ] X[N, n0 ]x[n0 ], k [(N n0 )
(r + 1)].
. "
!
Q k. QX[N,
n0 ]
k.
(3.35) , . . u[n] (n = n0 , n0 + 1, . . . , N 1), x[n0 ] (3.2) x[N ]. , .
.
. (3.2) , rang Q = l < k.
" ,
!
QX[N,
n0 ] l + 1.

, (3.35) , . .
u[n] (n = n0 , n0 + 1, . . . , N 1), x[n0 ]
(3.2) x[N ]. (3.2) . ,
, rang Q = l < k. , rang Q = k.
. 
, (3.3)

x[n + 1] = Ax[n] + Bu[n];
y[n] = Cx[n] + Du[n],
n0
.
3.2. , (3.3), 72

, 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


## C[n]X[n, m + 1]B[m]u[m] + D[n]u[n].

m=n0

n = n0 , n0 + 1, . . .
. . . , N 1.
74

y[n0 ] = C[n0 ]x[n0 ] + D[n0 ]u[n0 ];

## + C[n0 ]B[n0 ]u[n0 ] + D[n0 + 1]u[n0 + 1];

...............................................

y[N
1] = C[N 1]X[N 1, n0 ]x[n0 ]+

N
2

## C[N 1]B[m]u[m] + D[N 1]u[N 1].

(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[n0 + 1] C[n0 + 1]B[n0 ]u[n0 ] D[n0 + 1]u[n0 + 1];

Y = .....................................................
N 2

## y[N 1]  C[N 1]X[N 1, m + 1]B[m]u[m]

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

## (3.38)(3.41) , , (3.3), , (3.37),

, (3.3),
, (3.37), , ,
, (3.37),
,
(3.3), ,
(3.37), ,
(3.3). , (3.3) (3.37), .

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

## z[n + 1] = T 1 AT z[n] + T 1 bu[n]

(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

## z1 [n + 1] = T 1 x[n + 1] = T 1 Ax[n] + T 1 bu[n] =

= z2 [n] + T 1 bu[n];
z2 [n + 1] = T 1 Ax[n + 1] =
= T 1 A2 x[n] + T 1 Abu[n] = z3 [n] + T 1 Abu[n];
.........................................................
zk1 [n + 1] = T 1 Ak2 x[n + 1] =
= T 1 Ak1 x[n] + T 1 Ak2 bu[n] = zk [n] + T 1 Ak2 bu[n];
zk [n + 1] = T 1 Ak1 x[n + 1] = T 1 Ak x[n] + T 1 Ak1 bu[n] =
= ak z1 [n] . . . a1 zk [n] + T 1 Ak1 bu[n].

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

## = k + (a1 + kk )k1 + . . . + (ak1 + k2 ) + (ak + k1 ) = D().

,

:
85

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];

## y[n] = 2x1 [n] + x2 [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];

## y[n] = x1 [n] + 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)

## (3.53) , ( A BK) ( A LC).

K L, ,
.
91

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

## = 2 + (2 + 2l1 + l2 ) + 3l1 + 2l2 + 1 = 2 + 1 + 2 .

l1 l2

3l1 + 2l2 = 2 1;
(3..56)
2l1 + l2 = 1 2.
:
l1 = 21 2 3; l2 = 31 + 22 + 6.
:

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).
. ,

## x[n + 1] = Ax[n] + Bu[n];

(3..59)
y[n] = Cx[n],
C = [E m 0]; E m m m.
93

(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)

## x2 [n + 1] = A21 x1 [n] + A22 x2 [n] + B 2 u[n];

(3..60)

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

## [n] 2 [n] Lx1 [n],

[n] = x

[n + 1] = (A22 LA12 )[n] + (A22 LA12 )Lx1 [n] +
+ (A21 LA11 )x1 [n] + (B 2 LB 1 )u[n].

(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.

## Нижнее меню

### Получите наши бесплатные приложения

Авторское право © 2021 Scribd Inc.