动力学系统参数辨识问题最优控制解的理论与方法(Ⅱ)——随机系统参数辨识及应用实例

留言板

尊敬的读者、作者、审稿人, 关于本刊的投稿、审稿、编辑和出版的任何问题, 您可以本页添加留言。我们将尽快给您答复。谢谢您的支持!

姓名

邮箱

手机号码

标题

留言内容

验证码

基金项目: 国防科技“九·五”预研项目(A966000-50),国家教委跨世纪优秀人才计划基金资助

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

1.
Department of Astronautics and Mechanics, Harbin Institute of Technology, Harbin 150001, P. R. China;
2.
Chinese Academy of Space Technology, Beijing 100081, P. R. China

摘要: 基于文(Ⅰ)(《应用数学和力学》,1998,20(2))的内容和随机最优控制理论,本文首先介绍了随机动力学系统参数辨识问题最优控制解的概念.然后讨论了建立参数辨识问题HJB方程的过程以及参数辨识的算法.最后给出了一个应用实例:解决动力学系统局部非线性参数辨识问题的方法.
- 动力学系统 /
- 参数辨识 /
- 随机最优控制 /
- HJB方程
Abstract: 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.
- dynamic system /
- parameters identification /
- optimal control /
- HJB equation

[1]	蔡金狮.动力学系统辨识与建模[M].北京:国防工业出版社,1991
[2]	黄光远,刘小军.数学物理反问题[M].济南:山东科技出版社,1993
[3]	王康宁.最优控制的数学理论[M].北京:国防工业出版社,1995
[4]	雍炯敏.动态规划与Hamilton-Jacobi-Bellman方程[M].上海:上海科技出版社,1992
[5]	Stengel R F.Stochastic Optimal Control[M].New York:John Wiley & Sons,Inc,1986
[6]	Bryson A E,Ho Yuchi.Applied Optimal Control[M].New York:Hemisphere Publishing Corporation,1975