Abstract

Based on the concept of optimal control solution to dynamic system parameters identification and the optimal control theory of deterministic system, dynamics system parameters identification problem is brought into correspondence with optimal control problem. Then the theory and algorithm of optimal control are introduced into the study of dynamic system parameters identification. According to the theory of Hamilton-Jacobi-Bellman (HJB) equations' solution, the existence and uniqueness of optimal control solution to dynamic system parameters identification are resolved in this paper. At last the parameters identification algorithm of determi-nistic dynamic system is presented also based on above mentioned theory and concept.

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