Neighboring Extremal Solution for Nonlinear Discrete-Time Optimal Control Problems With State Inequality Constraints

A neighboring extremal control method is proposed for discrete-time optimal control problems subject to a general class of inequality constraints. The approach is applicable to a broad class of systems with input and state constraints, including two special cases where the constraints depend only on...

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Vydané v:IEEE transactions on automatic control Ročník 54; číslo 11; s. 2674 - 2679
Hlavní autori: Ghaemi, R., Jing Sun, Kolmanovsky, I.V.
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: New York, NY IEEE 01.11.2009
Institute of Electrical and Electronics Engineers
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Predmet:
Applied sciences
Automatic control
Automatic programming
Computer science; control theory; systems
Control systems
Control theory. Systems
Convergence
Cost function
Dynamic programming
Exact sciences and technology
Exact solutions
Inequalities
Linear programming
Mathematical analysis
Model predictive control (MPC)
neighboring extremal (NE)
Nonlinearity
Optimal control
Riccati equations
Switched systems
Model predictive control
Model predictive control (MPC)
Extremum
Optimal control
Inequality constraint
Discrete time
Non linear control
Time optimal control
neighboring extremal (NE)
State constraint
Exact solution
ISSN:0018-9286, 1558-2523
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Popis
Shrnutí:A neighboring extremal control method is proposed for discrete-time optimal control problems subject to a general class of inequality constraints. The approach is applicable to a broad class of systems with input and state constraints, including two special cases where the constraints depend only on states but not inputs and the constraints are over determined. A closed form solution for the neighboring extremal control is provided and a sufficient condition for existence of the neighboring extremal solution is specified.
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ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.2009.2031576