报告承办单位 :数学与统计学院

报告内容: Discrete-Time 尊龙手机官方客户端下载 尊龙手机官方客户端下载 尊龙手机官方客户端下载 尊龙手机官方客户端下载 尊龙手机官方客户端下载 尊龙手机官方客户端下载 Least-Square 尊龙手机官方客户端下载

报告人姓名: 尊龙手机官方客户端下载 尊龙手机官方客户端下载 尊龙手机官方客户端下载

报告人所在单位 : 马来西亚敦胡先翁大学

报告人职称/职务及学术头衔 :教授/博导

报告时间 : 2019年6月16日下午14:00—15:00

报告地点 : 理科楼A502

报告人简介 : 尊龙手机官方客户端下载 尊龙手机官方客户端下载 尊龙手机官方客户端下载 (郭建隆)，马来西亚敦胡先翁大学高级讲师，于2011年在马来西亚工艺大学获得博士学位，在2009年修读博士时，访问澳大利亚科廷大学，并任研究助理。2014-2018年期间先后访问pg电子官网入口平台、蒙古国立大学、香港理工大学、以及重庆师范大学。尊龙手机官方客户端下载 尊龙手机官方客户端下载 尊龙手机官方客户端下载老师研究的主要方向为最优控制和参数估计的应用问题以及计算数学和仿真建模的问题，已发表论文40余篇，主持马来西亚高等教育部项目2项，培养博士和硕士6名。

报告摘要： In this talk, an efficient computational approach is proposed to solve the discrete time nonlinear stochastic optimal control problem. For this purpose, a linear quadratic regulator model, which is a linear dynamical system 尊龙手机官方客户端下载 the quadratic criterion cost function, is employed. In our approach, the model-based optimal control problem is reformulated into the input-output equations. In this way, the Hankel matrix and the observability matrix are constructed. Further, the sum squares of output error is defined. In these point of views, the least squares optimization problem is introduced, so as the differences between the real output and the model output could be calculated. Applying the first-order derivative to the sum squares of output error, the necessary condition is then derived. After some algebraic manipulations, the optimal control law is produced. By substituting this control policy into the input-output equations, the model output is updated iteratively. For illustration, an example of the direct current and alternating current converter problem is studied. As a result, the model output trajectory of the least squares solution is close to the real output 尊龙手机官方客户端下载 the smallest sum squares of output error. In conclusion, the efficiency and the accuracy of the approach proposed are highly presented.