基于双线性模型的新协状态预测算法

A new costate prediction method of optimal control based on the bilinear model

对非线性动态系统最优控制问题，基于双线性模型提出了一种新协状态预测算法，该算法每次迭代只需要进行简单的代数运算，计算量与Ｓｉｎｇｈ和Ｈａｓａｎ的协状态预测算法相当，大量仿真例子表明，新算法收敛特性优于Ｓｉｎｇｈ和Ｈａｓａｎ的协状态预测算法的收敛特性．

A new costate prediction method of optimal control based on the bilinear model for nonlinear dynamic systems is presented, which only requires simple algebraic operations to obtain new iteration variables. The amount of computation is nearly the same as the Singh and Hassans costate prediction algorithm. Many simulation examples show that the convergence of the new method is superior to that of the singh and Hassans costate prediction algorithm.