论文部分内容阅读
针对模型和实际之间的差异，提出了一种基于时变线性二次型问题的动态系统优化和参数估计集成的算法，该算法能逼近实际问题最优解．给出了该算法收敛的一个充分条件，分析了它的最优性．仿真例子说明了该算法的有效性和实用性．
Aiming at the difference between model and reality, an algorithm for dynamic system optimization and parameter estimation integration based on the time-varying linear quadratic problem is proposed, which can approach the optimal solution of practical problems. A sufficient condition for the convergence of the algorithm is given and its optimality is analyzed. The simulation example shows the effectiveness and practicability of the algorithm.