• Title/Summary/Keyword: Optimal Control Problem

Search Result 1,157, Processing Time 0.032 seconds

[ $H_2$ ]-optimal Control with Regional Pole Assignment via State Feedback

  • Wang Guo-Sheng;Liang Bing;Duan Guang-Ren
    • International Journal of Control, Automation, and Systems
    • /
    • v.4 no.5
    • /
    • pp.653-659
    • /
    • 2006
  • The design of $H_2$-optimal control with regional pole assignment via state feedback in linear time-invariant systems is investigated. The aim is to find a state feedback controller such that the closed-loop system has the desired eigenvalues lying in some desired stable regions and attenuates the disturbance between the output vector and the disturbance vector. Based on a proposed result of parametric eigenstructure assignment via state feedback in linear systems, the considered $H_2$-optimal control problem is changed into a minimization problem with certain constraints, and a simple and effective algorithm is proposed for this considered problem. A numerical example and its simulation results show the simplicity and effectiveness of this proposed algorithm.

Control of an stochastic nonlinear system by the method of dynamic programming

  • Choi, Wan-Sik
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1994.10a
    • /
    • pp.156-161
    • /
    • 1994
  • In this paper, we consider an optimal control problem of a nonlinear stochastic system. Dynamic programming approach is employed for the formulation of a stochastic optimal control problem. As an optimality condition, dynamic programming equation so called the Bellman equation is obtained, which seldom yields an analytical solution, even very difficult to solve numerically. We obtain the numerical solution of the Bellman equation using an algorithm based on the finite difference approximation and the contraction mapping method. Optimal controls are constructed through the solution process of the Bellman equation. We also construct a test case in order to investigate the actual performance of the algorithm.

  • PDF

AN APPROACH FOR SOLVING OF A MOVING BOUNDARY PROBLEM

  • Basirzadeh, H.;Kamyad, A.V.
    • Journal of applied mathematics & informatics
    • /
    • v.14 no.1_2
    • /
    • pp.97-113
    • /
    • 2004
  • In this paper we shall study moving boundary problems, and we introduce an approach for solving a wide range of them by using calculus of variations and optimization. First, we transform the problem equivalently into an optimal control problem by defining an objective function and artificial control functions. By using measure theory, the new problem is modified into one consisting of the minimization of a linear functional over a set of Radon measures; then we obtain an optimal measure which is then approximated by a finite combination of atomic measures and the problem converted to an infinite-dimensional linear programming. We approximate the infinite linear programming to a finite-dimensional linear programming. Then by using the solution of the latter problem we obtain an approximate solution for moving boundary function on specific time. Furthermore, we show the path of moving boundary from initial state to final state.

OPTIMAL PROBLEM FOR RETARDED SEMILINEAR DIFFERENTIAL EQUATIONS

  • Park, Dong-Gun;Jeong, Jin-Mun;Kang, Weon-Kee
    • Journal of the Korean Mathematical Society
    • /
    • v.36 no.2
    • /
    • pp.317-332
    • /
    • 1999
  • In this paper we deal with the optimal control problem for the semilinear functional differential equations with unbounded delays. We will also establish the regularity for solutions of the given system. By using the penalty function method we derive the optimal conditions for optimality of an admissible state-control pairs.

  • PDF

The Characteristics of Open-loop Trajectory and Time-to-go Estimation for Impact Angle Control Optimal Guidance through Inverse Optimal Problem (역최적 문제를 통한 충돌각 제어 최적유도법칙의 개루프 비행궤적 특성 및 Time-to-go 예측)

  • Lee, Yong-In;Lee, Jin-Ik
    • Journal of the Korea Institute of Military Science and Technology
    • /
    • v.11 no.3
    • /
    • pp.5-12
    • /
    • 2008
  • This paper presents the features of an impact angle constrained open-loop optimal trajectory which is given by a function of initial conditions and optimal guidance gains. Using missile motion described by linearized kinematic equations and a proper form of performance index, an inverse optimal problem is suggested to investigate the gains related to the performance index. The flight trajectory and time-to-go can be shaped in terms of the optimal guidance gains. The results are evaluated by 3-DOF simulation.

MILP MODELLING FOR TIME OPTIMAL GUIDANCE TO A MOVING TARGET

  • BORZABADI AKBAR H.;MEHNE HAMED H.
    • Journal of applied mathematics & informatics
    • /
    • v.20 no.1_2
    • /
    • pp.293-303
    • /
    • 2006
  • This paper describes a numerical scheme for optimal control of a time-dependent linear system to a moving final state. Discretization of the corresponding differential equations gives rise to a linear algebraic system. Defining some binary variables, we approximate the original problem by a mixed integer linear programming (MILP) problem. Numerical examples show that the resulting method is highly efficient.