Theory and Method of Optimal Control Solution to Dynamic System Parameters Identification(Ⅰ) Fundamental Concept and Deterministic System Parameters Identification
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摘要: 本文基于动力学系统参数辨识问题最优控制解的概念和确定性动力学系统的最优控制理论,建立了参数辨识研究与最优控制理论的对应关系。将最优控制的数学理论和算法应用于参数辨识问题的研究。依据Hamilton-Jacobi-Belman(HJB)方程解的理论阐述了动力学系统参数辨识最优控制解的存在唯一性问题,并据此得到了解决确定性系统参数辨识问题的具体算法步骤。Abstract: Based on the concept of optimal control solution to dynamic system parameters identification and the optimal control theory of deterministic system,dynamics system parameters identification problem is brought into correspondence with optimal control problem.Then the theory and algorithm of optimal control are introduced into the study of dynamic system parameters identification. According to the theory of Hamilton-Jacobi-Bellman(HJB)equations.solution,the existence and uniqueness of optimal control solution to dynamic system parameters identification are resolved in this paper.At last,the parameters identification algorithm of deterministic dynamic system is presented also based on above mentioned theory and concept.
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Key words:
- dynamic system /
- parameters identification /
- optimal control /
- HJB equation
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