THEORY AND METHOD OF OPTIMAL CONTROL SOLUTION TODYNAMIC SYSTEM PARAMETERS IDENTIFICATION (Ⅰ)──FUNDAMENTAL CONCEPT AND DETERMINISTIC SYSTEM PARAMETERS IDENTIFICATION

摘要

Based on the concept of optimal control solution to dynamic system parameters identification and the optimal control theory of deterministic system,dyna-mics system parameters identfication problem is brought into correspondence with optimal control problem. Then the theory and algorithm of optimal control are introduced into the study of dynamic system parameters identification. According to the theory of Hamilton-Jacobi-Bellman (HJB) equations solution, the existence and uniqueness of optimal control solution to dynamic system parameters identification are resolved in this paper. At last, the parameters identification algorithm of determi-nistic dynamic system is presented also based on above mentioned theory and concept.