摘要
针对连续Markov跳变系统,对其最优控制问题进行研究.首先,基于随机最大值原理,设计完全状态信息情形下Markov跳变系统的最优控制器;然后,采用导数原始定义结合Markov跳变系统特性的方法,得到了最优控制器系数矩阵的黎卡提微分方程,进而将其推广到不完全状态信息情形;最后,通过数值仿真验证了所得控制器的正确性.
Optimal control problem for continuous-time Markov jump systems is studied. Firstly, an optimal controller is designed based on the stochastic maximum principle under complete states information and unconstrained control inputs conditions, which is extended to incomplete states information situation further more. The Riccati differential equation of the optimal control coefficients is deduced through a way of integrating the characters of Markov jump systems and the primal definition Of differential coefficient. Finally, an example with incomplete states information is given to exam the presented optimal controller.
出处
《控制与决策》
EI
CSCD
北大核心
2013年第3期396-401,共6页
Control and Decision
基金
国家自然科学基金项目(60874040)
