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

Fingerprint

Accessories

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]

An LQ approach to constrained nonlinear optimal control problems via Riccati transformation. / Imae, Joe; Ando, Tomonari; Kobayashi, Tomoaki; Zhai, Guisheng.

ICCAS-SICE 2009 - ICROS-SICE International Joint Conference 2009, Proceedings. 2009. p. 1047-1051 5334987.

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

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., 5334987, pp. 1047-1051, ICROS-SICE International Joint Conference 2009, ICCAS-SICE 2009, Fukuoka, 09/8/18.
Imae J, Ando T, Kobayashi T, Zhai G. An LQ approach to constrained nonlinear optimal control problems via Riccati transformation. In ICCAS-SICE 2009 - ICROS-SICE International Joint Conference 2009, Proceedings. 2009. p. 1047-1051. 5334987
Imae, Joe ; Ando, Tomonari ; Kobayashi, Tomoaki ; Zhai, Guisheng. / An LQ approach to constrained nonlinear optimal control problems via Riccati transformation. ICCAS-SICE 2009 - ICROS-SICE International Joint Conference 2009, Proceedings. 2009. pp. 1047-1051
@inproceedings{1e8aa9562fe042248475ce8bea73982e,
title = "An LQ approach to constrained nonlinear optimal control problems via Riccati transformation",
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 = "Computational method, Constrained optimal control, Nonlinear system, Riccati transformation",
author = "Joe Imae and Tomonari Ando and Tomoaki Kobayashi and Guisheng Zhai",
year = "2009",
language = "English",
isbn = "9784907764333",
pages = "1047--1051",
booktitle = "ICCAS-SICE 2009 - ICROS-SICE International Joint Conference 2009, Proceedings",

}

TY - GEN

T1 - An LQ approach to constrained nonlinear optimal control problems via Riccati transformation

AU - Imae, Joe

AU - Ando, Tomonari

AU - Kobayashi, Tomoaki

AU - Zhai, Guisheng

PY - 2009

Y1 - 2009

N2 - 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.

AB - 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.

KW - Computational method

KW - Constrained optimal control

KW - Nonlinear system

KW - Riccati transformation

UR - http://www.scopus.com/inward/record.url?scp=77951133267&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=77951133267&partnerID=8YFLogxK

M3 - Conference contribution

SN - 9784907764333

SP - 1047

EP - 1051

BT - ICCAS-SICE 2009 - ICROS-SICE International Joint Conference 2009, Proceedings

ER -