摘要
最优控制问题的 Pontryagin极大值原理以 Hamilton形式为基石 ,合理的数值计算应当遵循 Hamilton体系的性质 ,而以 Runge- Kutta( R- K)方法为代表的传统计算方法却不能保持这一性质 .本文尝试用基于 Hamilton体系的辛几何算法求解最优控制问题 ,提出了消除计算过程中误差生长的方法 ,最后设计了仿真算例 ,与 R-
The maximum principle of Pontryagin for solving optimal control problem is based on Hamiltoni- an form,a reasonable numerical computation method must be in conformity with the characteristics of Hamiltonian system.In fact,the traditional computation methods represented by Runge- Kutta method are not based on Hamiltonian system.In this paper,the symplectic method,which is suitable to Hamiltonian system,was presented for solving optimal control problems.The problem about how to avoid the error- growth was also discussed.At the end of this paper,there was an example,from which the superior char- acteristics of sympletic method can be easily found.
出处
《上海交通大学学报》
EI
CAS
CSCD
北大核心
2000年第5期612-614,共3页
Journal of Shanghai Jiaotong University
基金
国家自然科学基金资助项目! ( 1970 72 3 3 96)
