Numerical optimization method for HJB equations with its application to receding horizon control schemes

Author

Song, Chonghui

Author_Institution

Fac. of Inf. Sci. & Eng., Northeastern Univ., Shenyang, China

fYear

2009

fDate

15-18 Dec. 2009

Firstpage

333

Lastpage

338

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;

fLanguage

English

Publisher

ieee

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

ISSN

0191-2216

Print_ISBN

978-1-4244-3871-6

Electronic_ISBN

0191-2216

Type

conf

DOI

10.1109/CDC.2009.5399791

Filename

5399791