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Real-time computation of feedback controls for constrained optimal control problems. part 1: Neighbouring extremals

✍ Scribed by Hans Josef Pesch


Publisher
John Wiley and Sons
Year
1989
Tongue
English
Weight
784 KB
Volume
10
Category
Article
ISSN
0143-2087

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✦ Synopsis


A numerical method is developed for the real-time computation of neighbouring optimal feedback controls for constrained optimal control problems. The first part of this paper presents the theory of neighbouring extremals. Besides a survey of the theory of neighbouring extremals, special emphasis is laid on the inclusion of complex constraints, e.g. state and control variable inequality constraints and discontinuities of the system equations at interior points. The numerical treatment of these constraints is particularly emphasized. The linearization of all necessary conditions of optimal control theory leads to a linear, mulitpoint, boundary value problem with linear jump conditions that is especially well suited for numerical treatment.