具有模型和实际差异的非线性系统最优控制算法及其收敛性

Convergence of an Algorithm for Optimal Control of Nonlinear Continuous-Time Systems with Model-Reality Differences

中文关键词  非线性系统最优控制  模型与实际差异  收敛性  最优性

英文关键词  nonlinear system optimal control  model-reality difference  convergence  optimality

中文摘要

      针对模型和实际之间的差异，提出了一种基于时变线性二次型问题的动态系统优化和参数估计集成的算法，该算法能逼近实际问题最优解，给出了该算法收敛的一个充分条件，分析了它的最优性，仿真例子说明了该算法的有效性和实用性。

英文摘要

      This paper presents an extension algorithm of dynamic integrated system optimization and parameter estimation based on time-variant linear-quadratic problem for nonlinear optimal control where model-reality differences exist. Convergence of the algorithm is inverstigated. A sufficient condition is derived for the convergence and optimality of the algorithm. It is shown that limit point of the algorithm solution satisfies the maximum principle for optimal control. The implementable conditions of the algorithm are emphasized, simulation example denotes the efficiency and the applicability of the algorithm.