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

fYear

2009

fDate

18-21 Aug. 2009

Firstpage

1047

Lastpage

1051

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;

fLanguage

English

Publisher

ieee

Conference_Titel

ICCAS-SICE, 2009

Conference_Location

Fukuoka

Print_ISBN

978-4-907764-34-0

Electronic_ISBN

978-4-907764-33-3

Type

conf

Filename

5334987