Title :
Two-dimensional analysis of an iterative nonlinear optimal control algorithm
Author_Institution :
Sch. of Eng., City Univ., London, UK
fDate :
6/1/2002 12:00:00 AM
Abstract :
Nonlinear optimal control problems usually require solutions using iterative procedures and, hence, they fall naturally in the realm of 2-D systems where the two dimensions are response time horizon and iteration index, respectively. The paper uses this observation to employ 2-D systems theory, in the form of unit memory repetitive process techniques, to investigate optimality, local stability, and global convergence behavior of an algorithm, based on integrated-system optimization and parameter estimation, for solving continuous nonlinear dynamic optimal control problems. It is shown that 2-D systems theory can be usefully applied to analyze the properties of iterative procedures for solving these problems
Keywords :
convergence; iterative methods; multidimensional systems; nonlinear control systems; nonlinear dynamical systems; optimal control; parameter estimation; stability; 2D system theory; DISOPE algorithm; continuous nonlinear dynamic optimal control; global convergence; integrated system optimization; iteration index; iterative nonlinear optimal control algorithm; local stability; optimality; parameter estimation; response time horizon; two-dimensional analysis; unit memory repetitive process; Algorithm design and analysis; Boundary conditions; Convergence; Delay; Iterative algorithms; Nonlinear dynamical systems; Optimal control; Parameter estimation; Stability analysis; Two dimensional displays;
Journal_Title :
Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on
DOI :
10.1109/TCSI.2002.1010044
