| 具有未知参数的LQG对偶控制算法研究 |
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| 引用本文： | 尚婷,钱富才,张晓艳,谢国.具有未知参数的LQG对偶控制算法研究[J].自动化学报,2017,43(8):1478-1484. |
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| 作者姓名： | 尚婷 钱富才 张晓艳 谢国 |
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| 作者单位： | 1.西安理工大学自动化与信息工程学院 西安 710048 |
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| 基金项目： | 国家自然科学基金61273127陕西省科技攻关项目2016GY-108航天器在轨故障诊断与维修实验室开放课题SDML_OF2015004国家自然科学基金U1534208 |
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| 摘 要： | 对于具有未知参数的LQG（Linear quadratic Gaussian）问题，提出了一种次优对偶控制方法，用Kalman滤波处理过程噪声和测量噪声，用前一时刻的后验概率对Cost-to-go进行线性近似，然后，用动态规划获得了次优控制律.最后，用一个例子说明了本文设计的控制器的实施过程.结果表明，该控制律具有良好的对偶性质，并能在学习和控制之间实现较好平衡.
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| 关 键 词： | LQG (Linear quadratic Gaussian) 动态规划 对偶控制 最优控制 |
| 收稿时间： | 2016-05-17 |
Research on Dual Control Algorithm for LQG with Unknown Parameters |
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| Affiliation: | 1.School of Automation and Information Engineering, Xi'an University of Technology, Xi'an 7100482.The International Joint Research Center of Autonomous Systems and Intelligent Control, Xi'an Technological University, Xi'an 710021 |
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| Abstract: | For the LQG problem with unknown parameters, a novel suboptimal dual control approach is proposed in this paper. First, Kalman filter is used to deal with the noises of process and measurement and posterior probabilities at the previous moment are used to linearly approximate the cost-to-go at the present moment. Then dynamic programming is adopted to obtain a suboptimal control law. Finally, an example is presented to illustrate the implementation process of the developed controller. The result shows that this control law has good dual property and achieves a better balance between learning and control. |
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