随机系统的自适应次优控制

Adaptive Suboptimal Control of Stochastic Systems

系统在运行过程中,除了受到来自外界的随机干扰外,还受到了诸如内部参数引起的不确定性的影响,为对付这两种不确定性,采用双态控制方法,提出了基于新息的最小方差控制策略,获得了该次优控制律的解析解.仿真表明:控制律一方面通过学习可消除系统参数的不确定性,另一方面可有效的对付环境的随机干扰,从而能够获得较好的辩识结果与良好的控制目标.

In operating process of systems, besides the external randoml disturbance from the, also influence also comes from inside as parameter changing, In order to cope with this two kinds of uncertainties, a minimization variance control strategy based on innovations is proposed and the analytic solution of this suboptimal control is obtained in this paper. Simulation results show that the controller has dual property.. On one hand eliminating the uncertainty of system parameters through learning and on the other hand, coping with the random disturbance, thus preferable parameter estimation results and control objective are achiered.