Title :
Numerical optimization method for HJB equations with its application to receding horizon control schemes
Author_Institution :
Fac. of Inf. Sci. & Eng., Northeastern Univ., Shenyang, China
Abstract :
Our focus mainly concerns solving the Hamilton-Jacobin-Bellman (HJB) equations derived from the nonlinear receding horizon control (RHC) schemes. A new numerical methods using the finite difference with sigmoidal transformation for computing the value function is developed. The developed numerical method is a stable and convergent algorithm for HJB equations. A fine optimization procedure is developed to increase the calculation accuracy with less time consumption. The value function is directly applied to the receding horizon controller design of some kind of nonlinear systems.
Keywords :
control system synthesis; finite difference methods; nonelectric final control devices; nonlinear control systems; optimisation; HJB equations; Hamilton-Jacobin-Bellman equations; fine optimization procedure; finite difference; nonlinear receding horizon control scheme; nonlinear systems; numerical method; numerical optimization; receding horizon controller design; sigmoidal transformation; value function; Equations; Optimization methods;
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5399791
