摘要
对连续时间非线性最优控制问题提出了基于双线性二次型问题的 DISOPE算法。在模型与实际存在差异的情况下 ,通过求解修正的基于双线性模型的优化问题和参数估计问题 ,给出了实际问题的最优解。提出了求解非齐次双线性二次型问题的迭代算法 ,分析了该算法的收敛性。
The algorithm of optimal control for continuous time nonlinear dynamic systems, which is called the dynamic integrated system optimization and parameter estimation (DISOPE), was proposed according to the differences between real system and it represented bilinear model. The optimal solution of real control can be obtained by means of iteratively solving the optimization problem based on bilinear model and parameter estimation problem. An iterative algorithm for solving non homogenous bilinear quadratic problem is also given, and the convergence of the algorithm is proved. The simulation example shows that the algorithm has better convergent features than existing algorithm.
出处
《控制与决策》
EI
CSCD
北大核心
2000年第4期461-464,共4页
Control and Decision
基金
国家自然科学基金项目!(6 96 740 0 3)
关键词
双线性模型
非线性
最优控制
DISOPE算法
bilinear model, nonlinear dynamic systems, iterative algorithm,convergence
