一、前言经典的最优控制理论是以准确的数学模型(包括随机噪声的统计特性)为出发点的。但是,在工业过程控制中,一个准确的数学模型往往难以得到。这是由于工业过程的动态特性比较复杂(有的工业生产本身比较粗糙也增加了这种复杂性);另一方面由于过程本身和环境的干扰因素多,使得过程 I. INTRODUCTION The classic theory of optimal control is based on accurate mathematical models (including the statistical properties of random noise). However, an accurate mathematical model is often difficult to obtain in industrial process control. This is due to the complexity of the dynamic characteristics of industrial processes (some of them are complicated by the fact that industrial production itself is relatively rough); on the other hand, due to many factors that interfere with the process itself and the environment, the process