Wu Zhigang, Wang Benli, Ma Xingrui. Theory and Algorithm of Optimal Control Solution to Dynamic Systme Parameters Identification (Ⅱ) Stochastic System Parameters Identification and Application Example[J]. Applied Mathematics and Mechanics, 1999, 20(3): 229-234.
Citation: Wu Zhigang, Wang Benli, Ma Xingrui. Theory and Algorithm of Optimal Control Solution to Dynamic Systme Parameters Identification (Ⅱ) Stochastic System Parameters Identification and Application Example[J]. Applied Mathematics and Mechanics, 1999, 20(3): 229-234.

Theory and Algorithm of Optimal Control Solution to Dynamic Systme Parameters Identification (Ⅱ) Stochastic System Parameters Identification and Application Example

  • Received Date: 1997-10-13
  • Rev Recd Date: 1998-08-15
  • Publish Date: 1999-03-15
  • Based on the contents of part(Ⅰ) and stochastic optimal control theory, the concept of optimal control solution to parameters identification of stochastic dynamic system is discussed at first. For the completeness of the theory developed in this paper and part (Ⅰ), then the procedure of es tablishing Hamilton-Jacobi-Bellman (HJB) equations of parameters identification problem is present ed. And then, parameters identification algorithm of stochastic dynamic system is introduced. At last, an application example-local nonlinear parameters identification of dynamic systemis presented.
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