THEORY AND ALGORITHM OF OPTIMAL CONTROL SOLUTION TO DYNAMIC SYSTEM PARAMETERS IDENTIFICATION (Ⅱ) ──STOCHASTIC SYSTEM PARAMETERS IDENTIFICATION AND APPLICATION EXAMPLE |
| |
摘 要: | 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 establishing HamiltonJacobi-Bellman (HJB) equations of parameters identification problem is presented.And then, parameters identification algorithm of stochastic dynamic system is introduced. At last, an application example-local nonlinear parameters identification of dynamic system is presented.
|
收稿时间: | 13 October 1997 |
Theory and algorithm of optimal control solution to dynamic system parameters identification (II) — Stochastic system parameters identification and application example |
| |
Authors: | Wu Zhigang Wang Benli Ma Xingrui |
| |
Institution: | (1) Department of Astronautics and Mechanics, Harbin Institute of Technology, 150001 Harbin, P R China;(2) Chinese Academy of Space Technology, 100081 Beijing, P R China |
| |
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 establishing Hamilton-Jacobi-Bellman (HJB) equations of parameters identification problem
is presented. And then, parameters identification algorithm of stochastic dynamic system is introduced. At last, an application
example-local nonlinear parameters identification of dynamic system is presented.
Project supported by the National Defence Science and Technology Foundation (A966000-50) and the Across Century Scientist
Foundation from the State Education Commission of CHina |
| |
Keywords: | dynamic system parameters identification optimal control HJB equation |
本文献已被 SpringerLink 等数据库收录! |
| 点击此处可从《应用数学和力学(英文版)》浏览原始摘要信息 |
| 点击此处可从《应用数学和力学(英文版)》下载免费的PDF全文 |