采用带时滞的输入-输出模型的随机最优控制(英文)  

Stochastic Optimal Control Using Input-Output Model with Time Delay

作　　者：吴捷[1] 马裕旭 

机构地区：[1]华南理工大学无线电与自动控制研究所 [2]广州石油化工总厂

出　　处：《控制理论与应用》1989年第1期34-42,共9页Control Theory & Applications

摘　　要：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。Owing to the large computational load and the time delay not included in the system model, the stochastic optimal control has not been applied to the process control successfully, even though it has many advantages. From a new point of view, a discrete stochastic optimal control algorithm is pre-sented in the paper, where the input-output plant model with time delay is used and solution of Riccati equation and spectral factorization is not required. The algorithm requires less computational load, therefore, it is easy to implement with microcomputer. The analysis of some closed-loop properties is given in the paper.

关 键 词：随机 控制 最优控制 时滞 

分 类 号：TP273.1[自动化与计算机技术—检测技术与自动化装置]