Optimal parameter tracking and control of nonlinear systems with time-varying parameters

Abstract

A new formulation of a class of nonlinear optimal control problems in which the system's parameters are changing arbitrarily with time is presented. A variational technique based on the Pontryagin maximum principle is used to track the time-varying parameters of the system and to calculate the optimal control. The formulation allows online solution for parameters and optimal control calculations by recasting it into the form of an initial-value problem. An application to a nonlinear nuclear reactor in which feedback coefficients and detector time constants are varying is presented.<>