A constrained LQ approach to numerical solutions for constrained nonlinear optimal control problems

Joe Imae, Tomonari Ando, Tomoaki Kobayashi, Guisheng Zhai

研究成果: Conference contribution

1 引用 (Scopus)

抄録

We propose a new algorithm for numerical solutions of constrained nonlinear optimal control problems, based on constrained LQ problems. The proposed algorithm is described as follows. First, we approximate the constrained nonlinear optimal control problems by the Taylor expansion technique, resulting in the standard LQ problems, but with linearized constraints. Then, by making use of penalty function methods, we construct the augmented LQ problem, which is one of unconstrained optimal control problems, and therefore we can easily obtain the optimal solution of the augmented LQ problem by Riccati transformation. Finally, repeating the above procedure with a certain type of filter, we ventually obtain the numerical solutions for constrained nonlinear optimal control problems. The effectiveness is demonstrated through simulation.

元の言語English
ホスト出版物のタイトルProceedings of the 2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009
ページ176-180
ページ数5
DOI
出版物ステータスPublished - 2009
外部発表Yes
イベント2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009 - Okayama
継続期間: 2009 3 262009 3 29

Other

Other2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009
Okayama
期間09/3/2609/3/29

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Electrical and Electronic Engineering

これを引用

Imae, J., Ando, T., Kobayashi, T., & Zhai, G. (2009). A constrained LQ approach to numerical solutions for constrained nonlinear optimal control problems. : Proceedings of the 2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009 (pp. 176-180). [4919267] https://doi.org/10.1109/ICNSC.2009.4919267

A constrained LQ approach to numerical solutions for constrained nonlinear optimal control problems. / Imae, Joe; Ando, Tomonari; Kobayashi, Tomoaki; Zhai, Guisheng.

Proceedings of the 2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009. 2009. p. 176-180 4919267.

研究成果: Conference contribution

Imae, J, Ando, T, Kobayashi, T & Zhai, G 2009, A constrained LQ approach to numerical solutions for constrained nonlinear optimal control problems. : Proceedings of the 2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009., 4919267, pp. 176-180, 2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009, Okayama, 09/3/26. https://doi.org/10.1109/ICNSC.2009.4919267
Imae J, Ando T, Kobayashi T, Zhai G. A constrained LQ approach to numerical solutions for constrained nonlinear optimal control problems. : Proceedings of the 2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009. 2009. p. 176-180. 4919267 https://doi.org/10.1109/ICNSC.2009.4919267
Imae, Joe ; Ando, Tomonari ; Kobayashi, Tomoaki ; Zhai, Guisheng. / A constrained LQ approach to numerical solutions for constrained nonlinear optimal control problems. Proceedings of the 2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009. 2009. pp. 176-180
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