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 被引用数 (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.

本文言語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
出版ステータスPublished - 2009 9 21
外部発表はい
イベント2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009 - Okayama, Japan
継続期間: 2009 3 262009 3 29

出版物シリーズ

名前Proceedings of the 2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009

Conference

Conference2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009
国/地域Japan
CityOkayama
Period09/3/2609/3/29

ASJC Scopus subject areas

  • コンピュータ ネットワークおよび通信
  • 電子工学および電気工学

引用スタイル