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针对双线性模型与实际系统之间的差异,提出一种基于双线性模型求解非线性动态系统最优控制的迭代算法。该算法通过重复求解修正的基于双线性模型的优化控制问题和参数估计问题,获得实际系统的最优解。同时提出求解修正的基于双线性模型的优化控制问题的一种新的分解方法,克服了非线性和双线性两点边值问题求解的困难。仿真例子表明该算法的有效性和实用性。
Aiming at the difference between bilinear model and actual system, an iterative algorithm based on bilinear model to solve the optimal control of nonlinear dynamic system is proposed. The algorithm obtains the optimal solution of the real system by iteratively solving the modified bilinear model-based optimization control problem and parameter estimation problem. At the same time, a new method to solve the optimal control problem based on bilinear model is proposed, which overcomes the difficulty of solving two-point boundary value problems. Simulation examples show the effectiveness and practicability of the algorithm.