Constrained nonlinear control allocation with singularity avoidance using sequential quadratic programming

Control allocation problems can be formulated as optimization problems, where the objective is typically to minimize the use of control effort (or power) subject to actuator rate and position constraints, and other operational constraints. Here we consider the additional objective of singularity avo...

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Bibliographic Details
Published in:IEEE transactions on control systems technology Vol. 12; no. 1; pp. 211 - 216
Main Authors: Johansen, T.A., Fossen, T.I., Berge, S.P.
Format: Journal Article
Language:English
Published: New York, NY IEEE 01.01.2004
Institute of Electrical and Electronics Engineers
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
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ISSN:1063-6536, 1558-0865
Online Access:Get full text
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Summary:Control allocation problems can be formulated as optimization problems, where the objective is typically to minimize the use of control effort (or power) subject to actuator rate and position constraints, and other operational constraints. Here we consider the additional objective of singularity avoidance, which is essential to avoid loss of controllability in some applications, leading to a nonconvex nonlinear program. We suggest a sequential quadratic programming approach, solving at each sample a convex quadratic program approximating the nonlinear program. The method is illustrated by simulated maneuvers for a marine vessel equipped with azimuth thrusters. The example indicates reduced power consumption and increased maneuverability as a consequence of the singularity-avoidance.
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ISSN:1063-6536
1558-0865
DOI:10.1109/TCST.2003.821952