The application of ameliorated chaos optimization algorithm in linear quadratic regulation

摘要

An ameliorated chaos optimization algorithm was proposed in this paper, by searching in different space with different probability, which can overcome the shortcoming of losing the global optimal points owing to prematurely shrinking the searching space of the optimized variables. At last, the proposed method is applied to design weighting matrices for LQR controller. It also provides a brand-new way for optimization of LQR to choose the optimal solutions of weighing matrices. The simulation results proved the validity of the method.