非线性离散动态系统优化与参数估计集成的多模型方法
Multi-Model Method of Dynamic Integrated System Optimization and Parameter Estimation for Nonlinear Discrete Dynamic Systems
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摘要: 在非线性系统分时段线性化多模型基础上,给出了非线性离散动态系统优化与参数估 计集成的多模型方法,并论证了算法的最优性和收敛性.在存在模型-实际差异的情况下,从分 时段线性化多模型出发通过迭代运算可得到实际非线性离散动态系统的真实最优解.仿真结果 表明了算法的有效性和实用性.
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关键词:
- 非线性离散动态系统 /
- 动态系统优化与参数估计集成 /
- 分时段线性化多模型
Abstract: A multi-model method of dynamic integrated system optimization and parameter estimation for nonlinear discrete dynamic systems is presented based on piecewise linear multi-model of nonlinear system. The optimality and convergence of the algorithm are proved. The real optimal solution of nonlinear discrete dynamic system can be obtained from piecewise linear model with model-reality differences by iterative solution. The efficiency and applicability of this algorithm are demonstrated by simulation results. -
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