Unit memory repetitive process aspects of iterative optimal control algorithms

Author

Roberts, Peter D.

Author_Institution

Control Eng. Centre, City Univ., London, UK

Volume

2

fYear

1994

Firstpage

1394

Abstract

The theory of unit memory repetitive processes is used to investigate convergence properties of algorithms for the solution of continuous optimal control problems. In particular, the properties are addressed of a method for finding the correct solution of an optimal control problem where the model used for optimisation is different from reality. For the linear quadratic regulator problem, limit profile and stability concepts of unit memory linear repetitive process theory are employed to demonstrate optimality and to obtain global necessary and sufficient conditions for convergence. In addition, a simple readily evaluated necessary condition is obtained. The theoretical results are verified through simulation

Keywords

Banach spaces; asymptotic stability; continuous time systems; convergence; iterative methods; optimal control; optimisation; parameter estimation; continuous optimal control; convergence properties; global necessary and sufficient conditions; iterative optimal control algorithms; limit profile; linear quadratic regulator problem; optimality; stability concepts; unit memory repetitive processes; Algorithm design and analysis; Boundary conditions; Control engineering; Equations; Iterative algorithms; Optimal control; Optimization methods; Regulators; Stability; Sufficient conditions;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on

Conference_Location

Lake Buena Vista, FL

Print_ISBN

0-7803-1968-0

Type

conf

DOI

10.1109/CDC.1994.411253

Filename

411253