State parameterization approach to the solution of optimal control problems

IF 2 4区计算机科学 Q3 AUTOMATION & CONTROL SYSTEMS

Optimal Control Applications & Methods Pub Date : 2007-10-29 DOI:10.1002/OCA.4660020307

H. Sirisena, F. Chou

引用次数: 16

Abstract

A direct method for solving optimal control problems by parameterizing state variables is developed. This state parameterization (SP) procedure is first formulated for a general class of problem. Next, a simpler and more efficient alternative version of the SP algorithm is developed for an important special class of problems, namely those involving systems that can be cast into a multivariable non-linear phase-variable form. The modified SP algorithm in particular avoids explicit integration of the system state and costate differential equations. The algorithm is tested on two problems which are parameterized in terms of cubic splines.

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状态参数化方法求解最优控制问题

提出了一种通过参数化状态变量直接求解最优控制问题的方法。这种状态参数化(SP)过程首先是针对一类一般问题而建立的。接下来，针对一类重要的特殊问题，即涉及可转换为多变量非线性相变量形式的系统的问题，开发了一种更简单、更有效的SP算法替代版本。改进的SP算法特别避免了系统状态和协态微分方程的显式积分。在两个三次样条参数化问题上对该算法进行了验证。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Optimal Control Applications & Methods 工程技术-应用数学

CiteScore

3.90

自引率

11.10%

发文量

108

审稿时长

3 months

期刊介绍： Optimal Control Applications & Methods provides a forum for papers on the full range of optimal and optimization based control theory and related control design methods. The aim is to encourage new developments in control theory and design methodologies that will lead to real advances in control applications. Papers are also encouraged on the development, comparison and testing of computational algorithms for solving optimal control and optimization problems. The scope also includes papers on optimal estimation and filtering methods which have control related applications. Finally, it will provide a focus for interesting optimal control design studies and report real applications experience covering problems in implementation and robustness.