工业过程随机稳态优化控制的二次近似方法

Second Order Approximation Method of Stochastic Steady-State Optimizing Control for Industrial Processes

本文对于随机稳态优化问题进行方差分析,详细推导了在考虑方差因素下系统的动态过程与稳态响应之间的关系,并且建立了一种二次近似算法,其结果比在确定性等价意义下的算法更有效,性能指标更优,并可用于一般的含典型非线性环节的系统。

In this paper, the variance analysis for stochastic steady-state opti- mization is proposed, and the relation between the dynamic characterization and the steady-state description is derived in detail considering the variance influence. A second order approximation algorithm is set up. An example is simulated and the results show that the new algorithm is very effective and the performance index using new method is better than that using existing method.