Title :
An LQ approach to constrained nonlinear optimal control problems via Riccati transformation
Author :
Imae, Joe ; Ando, Tomonari ; Kobayashi, Tomoaki ; Zhai, Guisheng
Author_Institution :
Sch. of Eng., Osaka Prefecture Univ., Sakai, Japan
Abstract :
A new algorithm for numerical solutions of constrained nonlinear optimal control problems has been proposed based on Riccati transformation. First, we approximate the constrained nonlinear optimal control problems by the Taylor expansion technique. Then, constructing the constrained LQ problems as the accessory problems, we analytically solve them via Riccati transformation. Finally, repeating the above procedure, we eventually obtain the optimal solutions for constrained nonlinear optimal control problems. The effectiveness of the proposed algorithm has been demonstrated through simulation.
Keywords :
Riccati equations; constraint theory; linear quadratic control; nonlinear control systems; Riccati transformation; Taylor expansion technique; constrained LQ approach; linear-quadratic control problem; nonlinear optimal control problem; numerical solution; Computational modeling; Control systems; High performance computing; Nonlinear systems; Open loop systems; Optimal control; Performance analysis; Physics computing; Riccati equations; Taylor series; Computational method; Constrained optimal control; Nonlinear system; Riccati transformation;
Conference_Titel :
ICCAS-SICE, 2009
Conference_Location :
Fukuoka
Print_ISBN :
978-4-907764-34-0
Electronic_ISBN :
978-4-907764-33-3
