基于动态规划原理的混杂系统二次型最优控制

    Linear-quadratic Optimal Control of Switched Hybrid System Based on Dynamic Programming Principle

    • 摘要: 针对性能指标为二次型的最优控制问题,对子系统切换时刻顺序固定的切换型线性混杂系统,利用动态规划原理,将一个多级决策过程分解为一系列易于求解的单级决策过程,即任意没定切换时刻tkk=1,2,…,K)以后,将整个混杂系统寻优过程分解为K+1个单级寻优过程,并依此给出了混杂最优控制的解析构造方法和求解步骤,编制了基于MATLAB6.1的遗传算法程序,完成了最优搜索.

       

      Abstract: Faced with the switched linear hybrid system on the condition of fixed subsystem switching time sequence and the optimal control problem of quadratic characteristic indexes, the authors, by means of dynamic programming principle, disintegrate a multistage descision process into a series of single-stage descision processes easy to find solutions, that is to say, in any given switched time tk(k= 1,2,3,…, K), disintegrate the process of finding optimal control of whole hybrid system into K+1 single-stage processes of this kind, and on this basis present the analytical structure method and solution-finding procedure of the optimal control of hybrid system, and compile the genetic algorithm on MATLAB to search optimization.

       

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