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由于在系统模型中未引入时滞,以及计算量大等原因,尽管随机最优控制有很多优点,但未能成功地应用于过程控制。本文从新的角度,提出一种离散随机最优控制算法,该法采用带有时滞的输入-输出对象模型,而且无需求解Riccati方程和进行谱因子分解。本算法要求很少的计算量,因而易在微型计算机上实现。文中还对系统闭环特性进行分析。
Due to the lack of time lag introduced in the system model and the large amount of computation, the stochastic optimal control has many advantages but has not been successfully applied to process control. In this paper, a new discrete stochastic optimal control algorithm is proposed, which adopts an input-output object model with time delay without solving the Riccati equation and performing spectral factorization. The algorithm requires very little computation and is therefore easily implemented on microcomputers. The article also analyzes the closed-loop characteristics of the system.