Convergence of an Algorithm for Optimal Control of Nonlinear Continuous-Time Systems with Model-Reality Differences
Li Junmin
Xing Keyi
Wan Baiwu
Abstract：This paper presents an extension algorithm of dynamic integrated system optimization and parameter estimation based on time-variant linear-quadratic problem for nonlinear optimal control where model-reality differences exist.Convergence of the algorithm is inverstigated.A sufficient condition is derived for the convergence and optimality of the algorithm.It is shown that limit point of the algorithm solution satisfies the maximum principle for optimal control.The implementable conditions of the algorithm are emphasized,simulation example denotes the efficiency and the applicability of the algorithm.
Keywords：nonlinear system optimal controlmodel-reality differenceconvergenceoptimality
Publication Date：1999-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)