在模型和实际存在差异时的非线性离散时滞系统最优控制算法

研究非线性分布时滞系统最优控制，提出一种基于线性分布时滞模型和二次型性能指标问题的迭代算法，将分布时滞系统化为满足马尔可夫性质的增广状态系统，在模型和实际存在差异的情况下，该算法通过迭代求解分布时滞线性最优控制问题和参数估计问题，获得原问题的最优解。给出该算法收敛于实际最优解的充分条件。

Optimal Control of Nonlinear Time delays Systems with Model-reality Differences

This paper presents an interative algorithm of optimal control for nonlinear time delay systems based on linear distributed lag model and qudratice performance. The algorithm can give real optimal solution by means of alteratively solving the problem of model based optiaml control and of parameter estimation in spite of model reality differences. The convergence of the algorithm is given also.