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

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

Wu Zhigang¹, Wang Benli¹, Ma Xingrui²

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

Abstract

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

Wu Zhigang;Wang Benli;Ma Xingrui. THEORY AND ALGORITHM OF OPTIMAL CONTROL SOLUTION TO DYNAMIC SYSTEM PARAMETERS IDENTIFICATION (Ⅱ) ──STOCHASTIC SYSTEM PARAMETERS IDENTIFICATION AND APPLICATION EXAMPLE. Applied Mathematics and Mechanics (English Edition), 1999, 20(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

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