论文标题

通过Krotov的方法解决连续时间双线性二次调节器问题

Solution of the Continuous Time Bilinear Quadratic Regulator Problem by Krotov's Method

论文作者

Halperin, Ido

论文摘要

这项工作有助于双线性系统的最佳控制领域。它涉及一个连续的时间,有限的双线性状态方程,并具有二次性能指数,以最小化。状态方程是非自主的,并包括确定的,A-Priori已知的激发。控制轨迹被限制为没有特定结构的可允许的集合。性能指数是状态变量和控制信号中的功能性二次。 Krotov的方法用于通过改进的序列解决此问题。为此,制定了改进功能所需的序列。最后,该解决方案以算法形式封装,并提供了结构控制问题的数值示例。

This work contributes to the field of optimal control of bilinear systems. It concerns a continuous time, finite dimensional, bilinear state equation with a quadratic performance index to be minimized. The state equation is non-autonomous and comprises a deterministic, a-priori known excitation. The control trajectory is constrained to an admissible set without a specific structure. The performance index is a functional, quadratic in the state variables and control signals. Krotov's method is used for solving this problem by means of an improving sequence. To this end, the required sequence of an improving functions is formulated. Finally, the solution is encapsulated in an algorithm form and a numerical example of structural control problem is provided.

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