基于线性时变模型的非线性动态系统最优控制DISOPE算法

A New DISOPE Algorithm of Optimal Control Based on Linear Time varying Model for Continuous time Nonlinear Dynamic Systems

本文针对现有的ＤＩＳＯＰＥ算法迭代次数过多的缺陷［１］，对连续时间非线性动态系统提出了一种基于时变线性二次型问题的ＤＩＳＰＯＥ算法，分析了该算法的最优性和收敛性，仿真例子表明本文算法可以减少迭代次数，从而节省计算时间．

Abstract In order to reduce the number of iteration of the presented DISOPE algorithm,this paper proposes a novel DISOPE algorithm of optimal control for continous time nonlinear dynamic systems.The convergence and the optimality of the algorithm are established respectively.Simulation example shows that the algorithm can reduce the number of iteration and enlarge the optmal inverval to compare the existing DISOPE algorithm.