一类广义非平稳随机过程的最优控制与优化算法

2018 International Conference on Smart Grid and Electrical Automation (ICSGEA) Pub Date : 2018-06-01 DOI:10.1109/icsgea.2018.00087

X. Xiaonan

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引用次数: 0

摘要

应用最优非线性滤波方法和多数化算法，讨论了一类广义随机过程的最优控制问题;给出了两种最优控制数学模型，并举例说明了如何建立最优编码和最优解码。这为该过程的最优控制提供了一种有效可靠的方法。

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The Optimal Control and Oplimized Algorithm of a Generalized Nonstationary Stochastic Process

Applying the method of optimal non-linear filtering and majorized algorithm, this paper discusses the optimal control of a generalized stochastic process; which yields two optimal control mathematical models and illustrated how to establish the optimal coding and decoding.This provides an effective and reliable approach for the optimal control of such a process.

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2018 International Conference on Smart Grid and Electrical Automation (ICSGEA)

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