کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
690030 889668 2009 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Optimal control for stochastic linear quadratic singular system using neural networks
موضوعات مرتبط
مهندسی و علوم پایه مهندسی شیمی تکنولوژی و شیمی فرآیندی
پیش نمایش صفحه اول مقاله
Optimal control for stochastic linear quadratic singular system using neural networks
چکیده انگلیسی

In this paper, optimal control for stochastic linear singular system with quadratic performance is obtained using neural networks. The goal is to provide optimal control with reduced calculus effort by comparing the solutions of the matrix Riccati differential equation (MRDE) obtained from well known traditional Runge–Kutta (RK) method and nontraditional neural network method. To obtain the optimal control, the solution of MRDE is computed by feed forward neural network (FFNN). Accuracy of the solution of the neural network approach to the problem is qualitatively better. The advantage of the proposed approach is that, once the network is trained, it allows instantaneous evaluation of solution at any desired number of points spending negligible computing time and memory. The computation time of the proposed method is shorter than the traditional RK method. An illustrative numerical example is presented for the proposed method.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Process Control - Volume 19, Issue 3, March 2009, Pages 482–488
نویسندگان
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