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Applied Mathematics and Mechanics (English Edition) ›› 1999, Vol. 20 ›› Issue (3): 241-246.

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THEORY AND ALGORITHM OF OPTIMAL CONTROL SOLUTION TO DYNAMIC SYSTEM PARAMETERS IDENTIFICATION (Ⅱ) ──STOCHASTIC SYSTEM PARAMETERS IDENTIFICATION AND APPLICATION EXAMPLE

吴志刚1, 王本利1, 马兴瑞2   

  1. 1. Department of Astronautics and Mechanics, Harbin Institute of Technology, Harbin 150001, P. R. China;
    2. Chinese Academy of Space Technology, Beijing 100081, P. R. China
  • 收稿日期:1997-10-13 修回日期:1998-08-15 出版日期:1999-03-18 发布日期:1999-03-18

THEORY AND ALGORITHM OF OPTIMAL CONTROL SOLUTION TO DYNAMIC SYSTEM PARAMETERS IDENTIFICATION (Ⅱ) ──STOCHASTIC SYSTEM PARAMETERS IDENTIFICATION AND APPLICATION EXAMPLE

Wu Zhigang1, Wang Benli1, Ma Xingrui2   

  1. 1. Department of Astronautics and Mechanics, Harbin Institute of Technology, Harbin 150001, P. R. China;
    2. Chinese Academy of Space Technology, Beijing 100081, P. R. China
  • Received:1997-10-13 Revised:1998-08-15 Online:1999-03-18 Published:1999-03-18

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摘要： Based on the contents Of part (Ⅰ) and stochastic optimal control theory, the concept of optimal control solution to parameters identification of stochastic dynamic system is discussed at first. For the completeness of the theory developed in this paper and part (Ⅰ), then the procedure of establishing HamiltonJacobi-Bellman (HJB) equations of parameters identification problem is presented.And then, parameters identification algorithm of stochastic dynamic system is introduced. At last, an application example-local nonlinear parameters identification of dynamic system is presented.

关键词: dynamic system, parameters identification, optimal control, HJB Equation

Abstract: Based on the contents Of part (Ⅰ) and stochastic optimal control theory, the concept of optimal control solution to parameters identification of stochastic dynamic system is discussed at first. For the completeness of the theory developed in this paper and part (Ⅰ), then the procedure of establishing HamiltonJacobi-Bellman (HJB) equations of parameters identification problem is presented.And then, parameters identification algorithm of stochastic dynamic system is introduced. At last, an application example-local nonlinear parameters identification of dynamic system is presented.

Key words: dynamic system, parameters identification, optimal control, HJB Equation

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