Multiple shooting algorithms for jump-discontinuous problem in optimal control and estimation

Author

Mook, D.Joseph ; Lew, Jiann-Shiun

Author_Institution

Dept. of Mech. & Aerosp. Eng., State Univ. of New York, Buffalo, NY, USA

Volume

36

Issue

8

fYear

1991

fDate

8/1/1991 12:00:00 AM

Firstpage

979

Lastpage

983

Abstract

Multiple shooting algorithms are developed for jump-discontinuous two-point boundary value problems arising in optimal control and optimal estimation. Examples illustrating the origin of such problems are given to motivate the development of the solution algorithms. The algorithms convert the necessary conditions, consisting of differential equations and transversality conditions, into algebraic equations. The solution of the algebraic equations provides exact solutions for linear problems. The existence and uniqueness of the solution are proved

Keywords

boundary-value problems; differential equations; optimal control; parameter estimation; boundary value problems; differential equations; jump-discontinuous problem; multiple shooting algorithms; necessary conditions; optimal control; parameter estimation; transversality conditions; Boundary conditions; Boundary value problems; Cost function; Differential equations; Finite difference methods; Linear systems; Optimal control; Ray tracing; Scattering; Vectors;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.133193

Filename

133193