An LQ approach to constrained nonlinear optimal control problems via Riccati transformation

Joe Imae, Tomonari Ando, Tomoaki Kobayashi, Guisheng Zhai

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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.

Original languageEnglish
Title of host publicationICCAS-SICE 2009 - ICROS-SICE International Joint Conference 2009, Proceedings
Pages1047-1051
Number of pages5
Publication statusPublished - 2009
Externally publishedYes
EventICROS-SICE International Joint Conference 2009, ICCAS-SICE 2009 - Fukuoka
Duration: 2009 Aug 182009 Aug 21

Other

OtherICROS-SICE International Joint Conference 2009, ICCAS-SICE 2009
CityFukuoka
Period09/8/1809/8/21

Keywords

  • Computational method
  • Constrained optimal control
  • Nonlinear system
  • Riccati transformation

ASJC Scopus subject areas

  • Information Systems
  • Control and Systems Engineering
  • Industrial and Manufacturing Engineering

Cite this

Imae, J., Ando, T., Kobayashi, T., & Zhai, G. (2009). An LQ approach to constrained nonlinear optimal control problems via Riccati transformation. In ICCAS-SICE 2009 - ICROS-SICE International Joint Conference 2009, Proceedings (pp. 1047-1051). [5334987]