On infinite-time nonlinear quadratic optimal control

被引:15
|
作者
Chen, Y
Edgar, T
Manousiouthakis, V [1 ]
机构
[1] Univ Calif Los Angeles, Dept Chem Engn, Los Angeles, CA 90095 USA
[2] Univ Texas, Dept Chem Engn, Austin, TX 78712 USA
关键词
nonlinear; optimal control; HJB equation; approximate solution; constraints;
D O I
10.1016/j.sysconle.2003.08.006
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This work presents an approximate solution method for the infinite-time nonlinear quadratic optimal control problem. The method is applicable to a large class of nonlinear systems and involves solving a Riccati equation and a series of algebraic equations. The conditions for uniqueness and stability of the resulting feedback policy are established. It is shown that the proposed approximation method is useful in determining the region in which the constrained and unconstrained optimal control problems are identical. A reactor control problem is used to illustrate the method. (C) 2003 Elsevier B.V. All rights reserved.
引用
收藏
页码:259 / 268
页数:10
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