Algorithmic control for real-time optimization of nonlinear systems: Simulations and experiments

A new method for real-time calculation of nonlinear optimal control problems is proposed. The proposed method is based on the iterative algorithms for obtaining the numerical solutions of optimal control problems. In this paper, we adopt the Riccati-equation based algorithm, which is one of the iterative algorithms, and demonstrate that the proposed `algorithmic controller´ is applicable to the Van der Pol problem, the crane problem, and the swing-up problem of an inverted pendulum by means of simulations and experiments.