Optimal control for nonlinear discrete-time systems: A successive approximation approach

被引:0
|
作者
Tang, GY [1 ]
Wang, HH [1 ]
机构
[1] Ocean Univ China, Coll Informat Sci & Engn, Qingdao 266071, Peoples R China
关键词
nonlinear systems; discrete-time systems; optimal control; successive approximation approach; TPBV problem;
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
A new successive approximation algorithm is developed for the optimal control of nonlinear discrete-time systems with quadratic cost functional. By using the proposed algorithm the original nonlinear optimal problem is transformed into a sequence of linear two-point boundary value (TPBV) problems. The optimal control law obtained consists of an accurate linear feedback term and a nonlinear compensation term, which is the limit of the solution sequence of the adjoint vector differential equations. Through the finite-step iterations of nonlinear compensation term of optimal solution sequence, we can obtain a suboptimal control law. Simulation examples are employed to verify the validity of the successive approximation approach.
引用
收藏
页码:344 / 349
页数:6
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