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Theory and algorithm of optimal control solution to dynamic system parameters identification (II) — Stochastic system parameters identification and application example

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Abstract

Based on the contents of part (I) and stochastic optimal control theory, the concept of optimal control solution to parameters identification of stochastic dynamic system is discussed at first. For the completeness of the theory developed in this paper and part (I), then the procedure of establishing Hamilton-Jacobi-Bellman (HJB) equations of parameters identification problem is presented. And then, parameters identification algorithm of stochastic dynamic system is introduced. At last, an application example-local nonlinear parameters identification of dynamic system is presented.

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Authors and Affiliations

  1. Department of Astronautics and Mechanics, Harbin Institute of Technology, 150001, Harbin, P R China

    Wu Zhigang & Wang Benli

  2. Chinese Academy of Space Technology, 100081, Beijing, P R China

    Ma Xingrui

Authors
  1. Wu Zhigang
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  2. Wang Benli
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  3. Ma Xingrui
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Additional information

Project supported by the National Defence Science and Technology Foundation (A966000-50) and the Across Century Scientist Foundation from the State Education Commission of CHina

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Zhigang, W., Benli, W. & Xingrui, M. Theory and algorithm of optimal control solution to dynamic system parameters identification (II) — Stochastic system parameters identification and application example. Appl Math Mech 20, 241–246 (1999). https://doi.org/10.1007/BF02463848

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  • DOI: https://doi.org/10.1007/BF02463848

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