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《应用数学和力学：英文版》
>THEORY AND ALGORITHM OF OPTIMAL CONTROL SOLUTION TO DYNAMIC SYSTEM PARAMETERS IDENTIFICATION(Ⅱ)──STOCHASTIC SYSTEM PARAMETERS IDENTIFICATION AND APPLICATION EXAMPLE
THEORY AND ALGORITHM OF OPTIMAL CONTROL SOLUTION TO DYNAMIC SYSTEM PARAMETERS IDENTIFICATION(Ⅱ)──STOCHASTIC SYSTEM PARAMETERS IDENTIFICATION AND APPLICATION EXAMPLE
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 HamiltonJacobi-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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