基于双线性模型的连续时间非线性最优控制的DISOPE 算法

对连续时间非线性最优控制问题出了基于双线性二次型问题的ＤＩＳＯＰＥ算法，在模型与实际存在差异的情况下，通过求解修正的基于双线性模型的优化总理２和参数估计问题，给出了实际问题的最优解，提出了求解非齐次双线性二次型问题的迭代算法，分析了该算法的收敛性，仿真结果表明该算法比现有算法有更好的收敛特性。

DISOPE Algorithm of Optimal Control Based on Bilinear Model for Nonlinear Continuous-time Systems

The algorithm of optimal control for continuous time nonlinear dynamic systems, which is called the dynamic integrated system optimization and parameter estimation (DISOPE), was proposed according to the differences between real system and it represented bilinear model. The optimal solution of real control can be obtained by means of iteratively solving the optimization problem based on bilinear model and parameter estimation problem. An iterative algorithm for solving non homogenous bilinear quadratic problem is also given, and the convergence of the algorithm is proved. The simulation example shows that the algorithm has better convergent features than existing algorithm.