Title :
A Riccati-equation-based algorithm for nonlinear optimal control problems
Author :
Imae, J. ; Torisu, Ryo
Author_Institution :
Dept. of Mech. Eng., Iwate Univ., Morioka, Japan
Abstract :
In this paper, we propose an iterative method for numerical solutions of unconstrained nonlinear optimal control problems, which is essentially based on the closed loop solutions of the linear quadratic optimal control problems. We also prove that accumulation points generated by the algorithm, if they exist, satisfy the weak necessary conditions for optimality. Moreover, we illustrate the numerical effectiveness of the present algorithm through five examples by simulation
Keywords :
Riccati equations; closed loop systems; continuous time systems; iterative methods; linear quadratic control; nonlinear control systems; Riccati-equation; closed loop systems; continuous time systems; iterative method; linear quadratic control; necessary conditions; nonlinear control systems; optimal control; Computational modeling; Dynamic programming; Iterative algorithms; Iterative methods; Jacobian matrices; Kalman filters; Mechanical engineering; Optimal control; Riccati equations; Sufficient conditions;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.762010
