Theory and algorithm of optimal control solution to dynamic system parameters identification (II) - Stochastic system parameters identification and application example

被引：0
|
作者：
Wu, ZG [1 ]
Wang, BL
Ma, XR
机构：
[1] Harbin Inst Technol, Dept Astronaut & Mech, Harbin 150001, Peoples R China
[2] Chinese Acad Space Technol, Beijing 100081, Peoples R China
来源：
APPLIED MATHEMATICS AND MECHANICS-ENGLISH EDITION | 1999年 / 20卷 / 03期
关键词：
dynamic system; parameters identification; optimal control; HJB equation;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
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 Hamilton-Jacobi-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.
引用
收藏
页码：241 / 246
页数：6
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