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1.
研究了一类受限线性系统的最优控制问题.对于输入和状态联合受限线性系统的最优控制,引入多参数二次规划方法进行求解;首先将控制问题转化为标准的多参数二次规划问题,然后应用多参数二次规划方法求得系统的可行状态空间及其子空间,并对每个子空间的求出其时变最优控制率,最后归纳上述过程得到一般性结论.方法不仅能使系统约束的处理更加系统化和透明化,还可以获得系统的显式分段仿射控制率.仿真结果表明了该方法的有效性.  相似文献   

2.
为解决混杂系统优化控制的计算复杂性问题,针对结合逻辑规则的工业过程混杂模型,采用结合约束程序的混合整数非线性规划算法,求解这种混杂模型的优化控制。计算实例表明,通过混杂建模方法,可以充分利用工业对象的机理模型以及操作工经验或专家经验,建立系统的更精确模型;结合约束程序混合整数非线性规划算法可以较迅速地求解混杂模型优化控制问题,从而使该方法可以用于工业过程实时控制中。  相似文献   

3.
二级倒立摆的二次型最优控制研究   总被引:8,自引:2,他引:8  
倒立摆系统以其自身的不稳定性而难以控制,也因此成为自动控制实验中验证控制策略优劣的极好的实验装置。针对二级倒立摆系统的平衡控制问题,对其进行数学建模,应用二次型最优控制理论设计了控制器。仿真结果表明,二次型最优控制对于典型非线性自不稳定系统有着很好的控制能力。  相似文献   

4.
This paper presents a novel computational approach to deal with optimal multivariable control problems using a control vector parameterization approach with multiple time grids, where each of the control variables has its own time grid of parametrization. Both the control parameters and time nodes in the grid partition are treated directly as variables to be optimized. Based on the derived relationship between the gradients of time nodes and the ones of interval lengths, the gradient formulae for parameters are presented. Compared with the existing approaches, for which all the control variables are parameterized on the same time grid, the proposed method is more general and flexible. To illustrate, two numerical cases are tested, and the results demonstrate that fewer parameters are needed to achieve the same level of optimization.  相似文献   

5.
New optimal control problems for distributed systems described by initial boundary-value problems are considered in the paper for an elliptic-parabolic equation with conjugation conditions and quadratic cost functions. Theorems of existence of a unique optimal control are proved for all the considered cases.  相似文献   

6.
This paper deals with rapidity and rendezvous problems and with problems with multi-valued and vector quality criteria for objects whose behavior is described by linear differential inclusions that contain controls.  相似文献   

7.
运用最优方法探讨了一类模型不确定系统的鲁棒控制问题。定义了一个实际敏感度和标称敏感度之间的加权敏感度误差,并通过调整标称控制器最小化加权敏感度误差在整个频段上的方差,从而为一类不确定系统提供了一种最优的鲁棒控制器设计方法,可使系统性能对模型误差具有良好的鲁棒性。针对控制工程领域典型的一阶时滞系统进行仿真研究,其结果说明了该方法的有效性。  相似文献   

8.
New optimal control problems are constructed and considered for distributed systems whose states are described by Neumann boundary-value problems with conjugation conditions and non-unique solutions. The paper proposes accurate higher-order computation schemes for discretization of optimization problems for the case where a control set coincides with a full Hilbert space.  相似文献   

9.
提出一种解常微分方程最优控制问题的自适应拟谱方法.对状态函数和控制函数使用不同次数的多项式逼近.设计了一个自适应算法决定不同的次数,并给出了理论分析.数值算例比较了本文方法与一种常用的拟谱方法.  相似文献   

10.
For a given initial state, a constrained infinite horizon linear quadratic optimal control problem can be reduced to a finite dimensional problem [12]. To find a conservative estimate of the size of the reduced problem, the existing algorithms require the on‐line solutions of quadratic programs [10] or a linear program [2]. In this paper, we first show based on the Lyapunov theorem that the closed‐loop system with a mixed constrained infinite horizon linear quadratic optimal control is exponentially stable on proper sets. Then the exponentially converging envelop of the closed‐loop trajectory that can be computed off‐line is employed to obtain a finite dimensional quadratic program equivalent to the mixed constrained infinite horizon linear quadratic optimal control problem without any on‐line optimization. The example considered in [2] showed that the proposed algorithm identifies less conservative size estimate of the reduced problem with much less computation.  相似文献   

11.
We investigate a class of optimal control problems that exhibit constant exogenously given delays in the control in the equation of motion of the differential states. Therefore, we formulate an exemplary optimal control problem with one stock and one control variable and review some analytic properties of an optimal solution. However, analytical considerations are quite limited in case of delayed optimal control problems. In order to overcome these limits, we reformulate the problem and apply direct numerical methods to calculate approximate solutions that give a better understanding of this class of optimization problems. In particular, we present two possibilities to reformulate the delayed optimal control problem into an instantaneous optimal control problem and show how these can be solved numerically with a state-of-the-art direct method by applying Bock’s direct multiple shooting algorithm. We further demonstrate the strength of our approach by two economic examples.   相似文献   

12.
宏观经济管理中一类系统的最优控制问题研究   总被引:1,自引:0,他引:1  
郑立辉 《控制与决策》1998,13(3):250-253
把宏观经济系统抽象成由状态方程相同但各自状态不同的系统构成的组合系统,运用分布参数系统的建模方法建立了数学模型,并研究了系统的最优控制问题。最后给出了这种建模与优化方法在最优广告策略中的一个应用例子。  相似文献   

13.
New problems of optimal control of distributed systems described by a hyperbolic equation with conjugation conditions and a quadratic cost function are considered in the paper. Unique optimal control existence theorems are proved for all the analyzed cases.  相似文献   

14.
针对伺服系统二次型最优控制存在的问题,提出了基于模糊神经网络补偿的二次型最优控制方法,该控制方法利用模糊神经网络的实时学习能力,能够及时补偿被控对象建模不准确、参数摄动和外界干扰等非线性因素对控制系统性能的影响,增强控制系统的自适应能力,有效提高控制系统的跟踪性能和抗干扰鲁棒性能.仿真试验结果验证了该控制方法的有效性.  相似文献   

15.
采用上逼近算法求解 H2 / l1 混合优化问题。首先将其转化为有限维的凸二次规划问题 ,并利用L emke互补转轴算法求解 ;然后逐次进行逼近。计算示例表明所得结果是正确的  相似文献   

16.
Several approaches to the solution of inventory control problems are considered. These approaches are designed to find optimal strategies, control parameters for a given strategy, and probability estimates of resource supply. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 101–106, July–August 2005.  相似文献   

17.

A new Chebyshev finite difference method for solving class of optimal control problem is proposed. The algorithm is based on Chebyshev approximations of the derivatives arising in system dynamics. In the performance index, we use Chebyshev approximations for integration. The numerical examples illustrate the robustness, accuracy and efficiency of the proposed technique.  相似文献   

18.
A recurrent neural network is introduced for the N-stage optimal control problem. The new neural network is based on a reformulation of the original optimal control problem and the gradient method. The simulation results on two examples indicate that the new neural network is quite effective.  相似文献   

19.
New multicomponent soil media ecology problems and respective optimal control problems are considered in the paper. Existence theorems for the unique optimal control are proved for all the cases considered. Computation algorithms of high-accuracy discretization are constructed for some new classes of problems with discontinuous solutions.  相似文献   

20.
基于一个稳定性的充分条件,给出了一种针对线性离散参数不确定系统的镇定方法,由二次规划得到了最优控制器能够镇定具有最大的不确定参数向量无穷范数的系统。仿真验证了本文的结论。  相似文献   

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