期刊文献+

基于两级算法的对偶控制 被引量:10

Dual control based on two-level algorithm
下载PDF
导出
摘要 考虑具有未知参数的随机系统的最优控制问题.采用包含新息方差指数项的损失函数优化系统的性能.新的损失函数由两部分组成:第一部分反映了对输出的调节作用;第二部分反映了辩识系统中未知参数应尽可能多地收集系统信息的需求.提出了一种两级优化算法.该算法首先把不可分问题转化为可分的两目标优化问题,再从两目标优化的非劣解集中挑出原问题的最优解.该控制律易于实施且具有对偶特点.仿真结果表明本文所得的控制律的有效性. The control of a stochastic system with unknown parameter was considered. A novel cost function, which includes the exponent term of the variance of innovations, was used to optimize the performance of the system. The cost function consisted of two parts — one reflects the goal of regulating the output, and the other reflects the need to gather as much information as possible about the parameters of this system. A two-level optimization algorithm was proposed. The non-separable problem was first converted into separable two-objective optimization problem, then the optimal control of the original problem is selected from the set of non-inferior solutions of two-objective optimization problem. Such optimal control had an explicit solution that allowed for an easy implementation and dual properties. Finally, simulation results were given to show that the control law obtained in this paper is effectiveness.
出处 《控制理论与应用》 EI CAS CSCD 北大核心 2004年第1期89-93,共5页 Control Theory & Applications
关键词 对偶控制 两级算法 损失函数 随机系统 最优控制 stochastic system minimum variance control dual control
  • 相关文献

参考文献7

  • 1[1]FELDBAUM A A. Dual control theory I-IV [J]. Automatic Remote Control, 1960,21(4):1033-1039.
  • 2[2]LI Duan, QIAN Fucai, FU Peilin. Variance minimization approach for a class of dual control problems [J]. IEEE Trans on Automatic Control, 2002,47(12):2010-2020.
  • 3[3]FU Peilin, LI Duan, QIAN Fucai. Active dual control for linear-quadratic Gaussian system with unkown parameters [C]∥Proc of the 15th IFAC World Congress. Barcelona:[s.n.],2002.
  • 4[4]ALSTER J, BELANGER P R. A technical for the dual adaptive control [J]. Automatica, 1974,10(3):627-634.
  • 5[5]MILITO R, PADILLA C S, PADILLA R A. An innovation approach to dual control [J]. IEEE Trans on Automatic Control, 1982,27(1):132-137.
  • 6[6]REID R W, CITRON S J. On noninferior performance index vectors [J]. J of Optimization and Applications, 1971,7(1):11-28.
  • 7[7]WITTENMARK B. Stochastic adaptive control methods: A survey [J]. Int J Control, 1975,21(5):705-730.

同被引文献61

  • 1DuanLi,FucaiQian,PeilinFu.Research on Dual Control[J].自动化学报,2005,31(1):32-42. 被引量:14
  • 2钱富才,宋俐,陈小可.基于滚动优化的对偶控制策略[J].控制理论与应用,2005,22(6):855-860. 被引量:7
  • 3FEDBAUM A A.Dual control theory I-IV[J].Automatic Remote Control, 1960,21(4): 1033-1039.
  • 4BJORN WITTENMARK.Adaptive dual control methods: an overview,In 5th IFAC symposium on Adaptive Systems in Control and Signal Processing[C].1995.67-72.
  • 5ALSTER J,BELANGER P R.A technique for dual adaptive control[J]. Automatic, 1974, (10): 627-634.
  • 6MILITO,R.,C.S.PADILLA,R.A.PADILLA,and D. CADORIN..An innovations approach to dual control[J].IEEE Trans. Automat. Contr., 1982, AC-27,132-137.
  • 7MAITELLI A L,YONEYAMA T.A two-stage dual suboptimal controller for stochastic systems using approximate moments[J]. Automatica, 1994,30(12): 1949-1954.
  • 8ANDERSON, B. D. O., R. M. JOHNSTONE. Global Adaptive pole positionin [J].IEEE Trans. Automat. Contr., 1985,AC-30, 11-22.
  • 9WIESLANDER. J,B.WITTENMARK.An approach to adaptive control using real-time identification[J].Automatica,1971, (7):211-217.
  • 10KARL JOHAN ?STROM,BJORN WITTENMARK.自适应控制,第二版[M].北京:科学出版社,2003.

引证文献10

二级引证文献15

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部