摘要
讨论了具有二次型目标函数的离散双线性系统的最优控制问题,提出了一种两级最优控制算法,并证明了该算法的收敛性。该算法首先把非线性问题转化为一系列线性子问题,然后利用动态规划求解此线性子问题。仿真结果表明该算法是有效的。
The optimal control of discrete bilinear system (DBLS) with quadratic cost function is discussed. A two-level optimal algorithm is proposed. This algorithm first converts the nonlinear problem into a sequence of linear problems, and then solves the linear problems by dynamic programming. Simulation results show that the algorithm is effective.
出处
《西安理工大学学报》
CAS
2005年第1期73-76,共4页
Journal of Xi'an University of Technology
关键词
离散双线性系统
最优控制
动态规划
discrete bilinear systems
optimal control
dynamic programming
