A general transfer function approach to linear stationary filtering and steady-state optimal control problems

In this paper, we analyse an optimal control problem over a finite horizon with a stochastic switching time, assuming that the two optimal control problems present in its two stages have a particularly simple form called linear state. It is well known that linear state optimal control problems can be solved easily using the HJB equation approach and assuming that the value function is linear in the state. Unfortunately, this simplicity of solution does not extend to the problem with stochastic switching time. We prove that a necessary and sufficient condition for the problem to maintain a linear state structure is to assume that the hazard rate of the switching time depends only on the temporal variable. Finally, assuming that the hazard rate is constant, we completely characterise the solution of the obtained linear state optimal control problem.

This paper investigates a reliability-based trajectory optimization method for the design of soft landing trajectory on an irregular shape asteroid with highly uncertain gravitational field. First, the gravitational field of the irregular asteroid is described by the finite particle model. Second, to avoid the singularity and reduce the sensitivity, the original finite particle model is modified to an “N-body/two-body” switching dynamic model. The trajectory optimization problem in the switching dynamic model is summarized as an optimal control problem and is then transformed into a two-point boundary value problem by Pontryagin’s maximum principle. By solving the two-point boundary value problem with a homotopic continuation procedure, the nominal optimal trajectory is obtained. Third, the uncertainty caused by the nonuniform mass distribution of the asteroid is considered. With high uncertainty, the deterministic optimal control problem becomes a parameter optimization problem with reliability constraints. This problem is then solved by a sequential optimization and reliability assessment, and the parallel computation technique is adopted. Finally, two soft landing trajectories are optimized using the proposed method to demonstrate the effectiveness of the technique.

SummaryA method is developed to numerically solve chance constrained optimal control problems. The chance constraints are reformulated as nonlinear constraints that retain the probability properties of the original constraint. The reformulation transforms the chance constrained optimal control problem into a deterministic optimal control problem that can be solved numerically. The new method developed in this paper approximates the chance constraints using Markov Chain Monte Carlo sampling and kernel density estimators whose kernels have integral functions that bound the indicator function. The nonlinear constraints resulting from the application of kernel density estimators are designed with bounds that do not violate the bounds of the original chance constraint. The method is tested on a nontrivial chance constrained modification of a soft lunar landing optimal control problem and the results are compared with results obtained using a conservative deterministic formulation of the optimal control problem. Additionally, the method is tested on a complex chance constrained unmanned aerial vehicle problem. The results show that this new method can be used to reliably solve chance constrained optimal control problems.

The scattering formulation characterising the effects of and waves in a physical flow process which includes a series of is discussed. Similar concepts can be applied in the linear optimal control problem which includes terminal constraints and the defining linear and quadratic matrix differential equations are shown to be analogous in both cases. The control problem is also shown to include a series of obstacles which can be interconnected according to the properties of the star product which forms the basis of the scattering representation of the general physical system. The scattering matrix of electrical network theory and the associated power relations are also shown to exist analogously in the linear optimal regulator problem. The resulting incident and reflected variables possess similar properties to the scattering variables of network theory and the particular form of scattering matrix is shown to be closely related to the matrix solution of the steady-state Riccati equation. More general energy considerations are extended to the optimal control problem and discussed in terms of inequality properties of a scattering-type matrix and a particular solution of the Riccati equation is shown to be associated with the property defining the state of dissipation in the physical system.

Algebraic properties of minimal degree spectral factors

We consider an optimal control problem for discrete-time linear time-invariant systems subject to unknown state-space model, constrained inputs and noisy output measurements. Since traditional model-based optimal control problem formulations and methods are not applicable to the problem under consideration, we propose a data-driven robust formulation based on the explicit model description derived from a single measured trajectory of the system. Then we propose an open-loop optimal feedback control scheme and show that its efficient implementation requires solution of a number of optimal estimation problems and a deterministic optimal control problem, all in data-driven formulations. The main contributions of this paper are the separation of the estimation and control processes in the data-driven context and the resulting robust feedback control scheme.

The perturbation method is used in the dual regularization theory for a linear convex optimal control problem with a strongly convex objective functional and pointwise state constraints understood as ones in L 2. Primary attention is given to the qualitative properties of the dual regularization method, depending on the differential properties of the value function (S-function) in the optimization problem. It is shown that the convergence of the method is closely related to the Lagrange principle and the Pontryagin maximum principle. The dual regularization scheme is shown to provide a new method for proving the maximum principle in the problem with pointwise state constraints understood in L 2 or C. The regularized Lagrange principle in nondifferential form and the regularized Pontryagin maximum principle are discussed. Illustrative examples are presented.

Sampled-data H∞ optimal control of time-varying systems

We give an example of a linear optimal control problem for which the Pontryagin maximum principle holds on the optimal control only for λ 0 = 0.

1 A Survey on Computational Optimal Control.- Issues in the Direct Transcription of Optimal Control Problems to Sparse Nonlinear Programs.- Optimization in Control of Robots.- Large-scale SQP Methods and their Application in Trajectory Optimization.- Solving Optimal Control and Pursuit-Evasion Game Problems of High Complexity.- 2 Theoretical Aspects of Optimal Control and Nonlinear Programming.- Continuation Methods In Boundary Value Problems.- Second Order Optimality Conditions for Singular Extremals.- Synthesis of Adaptive Optimal Controls for Linear Dynamic Systems.- Control Applications of Reduced SQP Methods.- Time Optimal Control of Mechanical Systems.- 3 Algorithms for Optimal Control Calculations.- Second Order Algorithm for Time Optimal Control of a Linear System.- An SQP-type Solution Method for Constrained Discrete-Time Optimal Control Problems.- Numerical Methods for Solving Differential Games, Prospective Applications to Technical Problems.- Construction of the Optimal Feedback Controller for Constrained Optimal Control Problems with Unknown Disturbances.- Repetitive Optimization for Predictive Control of Dynamic Systems under Uncertainty.- Optimal Control of Multistage Systems Described by High-Index Differential-Algebraic Equations.- A New Class of a High Order Interior Point Method for the Solution of Convex Semiinfinite Optimization Problems.- A Structured Interior Point SQP Method for Nonlinear Optimal Control Problems.- 4 Software for Optimal Control Calculations.- Automated Approach for Optimizing Dynamic Systems.- ANDECS: A Computation Environment for Control Applications of Optimization.- Application of Automatic Differentiation to Optimal Control Problems.- OCCAL: A mixed symbolic-numeric Optimal Control CALculator.- 5 Applications of Optimal Control.- A Robotic Satellite with Simplified Design.- Nonlinear Control under Constraints of a Biological System.- An Object-Oriented Approach to Optimally Describe and Specify a SCADA System Applied to a Power Network.- Near-Optimal Flight Trajectories Generated by Neural Networks.- Performance of a Feedback Method with Respect to Changes in the Air-Density during the Ascent of a Two-Stage-To-Orbit Vehicle.- Linear Optimal Control for Reentry Flight.- Steady-State Modelling of Turbine Engine with Controllers.- Shortest Paths for Satellite Mounted Robot Manipulators.- Optimal Control of the Industrial Robot Manutec r3.

This article presents a unified approach to simultaneous solution of optimization and optimal control problems in batch distillation, operating under different modes of operation: variable, constant, or optimal reflux. The simplified, computationally efficient short‐cut method and a novel algorithm to solve the optimal control problems in batch distillation is the basis of this unified approach. The short‐cut method identifies the feasible region of operation essential for optimization and optimal control problems, and provides analytical partial derivatives of the model parameters crucial to the solution.The new algorithm for the solution of optimal combination of the maximum principle and NLP optimization techniques. It circumvents the problems associated with the maximum principle approach (iterative solution of a two‐point boundary value problem, undounded control variables, and inability to handle the simultaneous optimization and optimal control problem), and the coupled ODE discretization‐NLP optimization scheme for nonlinear models (higher system nonlinearities, multiplicity of solutions, sensitivity of convergence to initial guesses). This algorithm reduces the dimensionality of the problem, and the nature of the algorithm allows a common platform to optimal solutions of different operating conditions. This article also shows that different categories of the optimal control problems in batch distillation essentially involve the solution of the maximum distillate problem.

Optimal control simulations have shown that both musculoskeletal dynamics and physiological noise are important determinants of movement. However, due to the limited efficiency of available computational tools, deterministic simulations of movement focus on accurately modelling the musculoskeletal system while neglecting physiological noise, and stochastic simulations account for noise while simplifying the dynamics. We took advantage of recent approaches where stochastic optimal control problems are approximated using deterministic optimal control problems, which can be solved efficiently using direct collocation. We were thus able to extend predictions of stochastic optimal control as a theory of motor coordination to include muscle coordination and movement patterns emerging from non-linear musculoskeletal dynamics. In stochastic optimal control simulations of human standing balance, we demonstrated that the inclusion of muscle dynamics can predict muscle co-contraction as minimal effort strategy that complements sensorimotor feedback control in the presence of sensory noise. In simulations of reaching, we demonstrated that nonlinear multi-segment musculoskeletal dynamics enables complex perturbed and unperturbed reach trajectories under a variety of task conditions to be predicted. In both behaviors, we demonstrated how interactions between task constraint, sensory noise, and the intrinsic properties of muscle influence optimal muscle coordination patterns, including muscle co-contraction, and the resulting movement trajectories. Our approach enables a true minimum effort solution to be identified as task constraints, such as movement accuracy, can be explicitly imposed, rather than being approximated using penalty terms in the cost function. Our approximate stochastic optimal control framework predicts complex features, not captured by previous simulation approaches, providing a generalizable and valuable tool to study how musculoskeletal dynamics and physiological noise may alter neural control of movement in both healthy and pathological movements.

This article presents two different approximations to linear infinite-horizon optimal control problems arising in model predictive control. The dynamics are approximated using a Galerkin approach with parametrized state and input trajectories. It is shown that the first approximation represents an upper bound on the optimal cost of the underlying infinite dimensional optimal control problem, whereas the second approximation results in a lower bound. We analyze the convergence of the costs and the corresponding optimizers as the number of basis functions tends to infinity. The results can be used to quantify the approximation quality with respect to the underlying infinite dimensional optimal control problem.

The matrix Riccati equation which arises from optimal control and filtering problems is a quadratic differential equation on the space of real symmetric $n \times n$ matrices. It is closely related, via compactification of the phase space, to the differential equations on the Grassmann manifold and the Lagrange–Grassmann manifold whose flows are generated by the action of one-parameter subgroups of the general linear group and of the symplectic group respectively. We. determine the complete phase portraits of the Riccati equations on all three spaces. The asymptotic behavior of every solution is described. The phase portraits are characterized topologically as well as set-theoretically. Although the Riccati equation is not generally a Morse–Smale vector field, we are able to show that it possesses suitable generalizations of many of the important properties of Morse–Smale vector fields. In particular, the Riccati equation satisfies a generalized version of the Morse inequalities for a Morse–Smale dynamica...

In general, optimal control problems rely on numerically rather than analytically solving methods, due to their nonlinearities. The direct method, one of the numerically solving methods, is mainly to transform the optimal control problem into a nonlinear optimization problem with finite dimensions, via discretizing the objective functional and the forced dynamical equations directly. However, in the procedure of the direct method, the classical discretizations of the forced equations will reduce or affect the accuracy of the resulting optimization problem as well as the discrete optimal control. In view of this fact, more accurate and efficient numerical algorithms should be employed to approximate the forced dynamical equations. As verified, the discrete variational difference schemes for forced Birkhoffian systems exhibit excellent numerical behaviors in terms of high accuracy, long-time stability and precise energy prediction. Thus, the forced dynamical equations in optimal control problems, after being represented as forced Birkhoffian equations, can be discretized according to the discrete variational difference schemes for forced Birkhoffian systems. Compared with the method of employing traditional difference schemes to discretize the forced dynamical equations, this way yields faithful nonlinear optimization problems and consequently gives accurate and efficient discrete optimal control. Subsequently, in the paper we are to apply the proposed method of numerically solving optimal control problems to the rendezvous and docking problem of spacecrafts. First, we make a reasonable simplification, i.e., the rendezvous and docking process of two spacecrafts is reduced to the problem of optimally transferring the chaser spacecraft with a continuously acting force from one circular orbit around the Earth to another one. During this transfer, the goal is to minimize the control effort. Second, the dynamical equations of the chaser spacecraft are represented as the form of the forced Birkhoffian equation. Then in this case, the discrete variational difference scheme for forced Birkhoffian system can be employed to discretize the chaser spacecraft's equations of motion. With further discretizing the control effort and the boundary conditions, the resulting nonlinear optimization problem is obtained. Finally, the optimization problem is solved directly by the nonlinear programming method and then the discrete optimal control is achieved. The obtained optimal control is efficient enough to realize the rendezvous and docking process, even though it is only an approximation of the continuous one. Simulation results fully verify the efficiency of the proposed method for numerically solving optimal control problems, if the fact that the time step is chosen to be very large to limit the dimension of the optimization problem is noted.