一种求解离散LQ问题的遗传算法
A GENETIC ALGORITHM FOR SOLUTION OF THE DISCRETE LQ PROBLEM
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摘要: 提出了一种实用的求解离散LQ问题的改进型遗传算法,给出了状态反馈阵K 取值范围的确定方法,设计了一种变异概率可变的变异算子,大大提高了算法的优化速度.仿真结果表明了该算法的有效性,并且改进后的算法明显优于简单遗传算法.Abstract: In this paper,a kind of improved genetic algorithm is proposed for solution of the discrete LQ problem.A method to get the definite scope of the state feedback matrix K is presented.The genetic algorithm in which the mutation probability can vary is designed.This approach can improve optimization speed of the algorithm greatly.The results of the computer simulation show its validity and the improved algorithm is superior to the simple genetic algorithm evidently.