A GENETIC ALGORITHM FOR SOLUTION OF THE DISCRETE LQ PROBLEM

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.