Advancing Optimal Control Theory Using Trigonometry For Solving Complex Aerospace Problems

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.

In this paper, an iterative adaptive dynamic programming (ADP) algorithm is developed to solve the optimal cooperative control problems for residential multi-battery systems. To avoid solving high-dimensional optimal control problems, we first constrain all the batteries at their worst performance, which transforms the multi-input optimal control problem into a single-input one. Based on the worst-performance optimal control law, the optimal cooperative control law for the residential multi-battery systems is obtained, where in each iteration, only a single-input optimization problem is implemented. Finally, numerical results are given to illustrate the performance of the developed algorithm.

This paper builds up two equivalence theorems for different kinds of optimal control problems of internally controlled Schrodinger equations. The first one is an equivalence of the minimal norm and the minimal time control problems where the target sets are the origin of the state space. (The minimal time control problems are also called the first type of optimal time control problems.) The second one is an equivalence of three optimal control problems: optimal target control problems, optimal norm control problems, and the second type of optimal time control problems.

A EROSPACE engineering applications greatly stimulated the development of optimal control theory during the 1950s and 1960s, where the objective was to drive the system states in such a way that some defined cost was minimized. This turned out to have very useful applications in the design of regulators (where some steady state is to be maintained) and in tracking control strategies (where some predetermined state trajectory is to be followed). Among such applications was the problem of optimal flight trajectories for aircraft and space vehicles. Linear optimal control theory in particular has been very well documented and widely applied, where the plant that is controlled is assumed linear and the feedback controller is constrained to be linear with respect to its input. However, the availability of powerful low-cost microprocessors has spurred great advantages in the theory and applications of nonlinear control. The competitive era of rapid technological change, particularly in aerospace exploration, now demands stringent accuracy and cost requirements in nonlinear control systems. This has motivated the rapid development of nonlinear control theory for application to challenging, complex, dynamical real-world problems, particularly those that bear major practical significance in aerospace, marine, and defense industries. Infinite-time horizon nonlinear optimal control (ITHNOC) presents a viable option for synthesizing stabilizing controllers for nonlinear systems by making a state-input tradeoff, where the objective is to minimize the cost given by a performance index. The original theory of nonlinear optimal control dates from the 1960s. Various theoretical and practical aspects of the problem have been addressed in the literature over the decades since. In particular, the continuous-time nonlinear deterministic optimal control problem associated with autonomous (time-invariant) nonlinear regulator systems that are affine (linear) in the controls has been studied by many authors. The long-established theory of optimal control offers quite mature and well-documented techniques for solving this control-affine nonlinear optimization problem, based on dynamic programming or calculus of variations, but their application is generally a very tedious task. Bellman’s dynamic programming approach reduces to solving a nonlinear first-order partial differential equation (PDE), expressed by the Hamilton–Jacobi–Bellman (HJB) equation. The solution to the HJB equation gives the optimal performance/cost value (or storage) function and determines an optimal control in feedback form under some smoothness assumptions. Alternatively, in the classical calculus of variations, optimal control problems can be characterized locally in terms of the Hamiltonian dynamics arising from Pontryagin’s minimum principle. These are the characteristic equations of the HJB PDE, which result in a nonlinear, constrained two-point boundary value problem (TPBVP) that, in general, can only be solved by successive approximation of the optimal control input using iterative numerical techniques for each set of initial conditions. Numerically, even though the nonlinear TPBVP is somewhat easier to solve than the HJBPDE, control signals can only be determined offline and are thus best suited for feedforward control of plants for which the state trajectories are known a priori. Therefore, contrary to the dynamic programming approach, the resultant control law is not generally in feedback form. Open-loop control, however, is sensitive to random disturbances and requires that the initial state be on the optimal trajectory. In contrast, nonlinear optimal feedback has inherent robustness properties (inherent in the sense that it is obtained by ignoring uncertainty and disturbances). The potential difficulty with the HJB approach is that no efficient algorithm is available to solve the PDE when it is nonlinear and the problem dimension is high, making it impossible to derive exact expressions for optimal controls for most nontrivial problems of interest. The optimal can only be computed in special cases, such as linear dynamics and quadratic cost, or very low-dimensional systems. In particular, if the plant is linear time invariant (LTI) and the (infinite-time) performance index is quadratic, then the corresponding HJB equation for this infamous linear-quadratic regulator (LQR) problem reduces to an algebraic Riccati equation (ARE). Contrary to the well-developed and widely applied theory and computational tools for theRiccati equation (for example, see [1]), theHJB equation is difficult, if not impossible, to solve for most practical applications. The exact solution for the optimal control policies is very complex

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.

A composite framework for co-optimization of spacecraft trajectory and propulsion system

A robust algorithm for a class of optimal control problems subject to regional stability constraints and disturbances

An iterative method for suboptimal control of linear time-delayed systems

This paper develops an approximate design procedure of optimal tracking controllers for a class of nonlinear systems with persistent disturbances in the infinite time domain. By using the successive approximation approach (SAA), the two-point boundary value (TPBV) problem, which is derived from the optimal control theory, is transformed into solving a sequence of linear TPBV problems. The solution sequence of the linear TPBV problems uniformly converges to the solution of the original optimal tracking control (OTC) problem. A feedforward and feedback optimal tracking control (FFOTC) law is derived from a Riccati equation, matrix equations and a sequence of adjoint vectors. The existence and uniqueness conditions of the FFOTC are given. At last, a design algorithm of solving the approximate FFOTC law is proposed, and simulation results demonstrate the validity of the algorithm.

The centralized paradigm of a single controller and a single plant upon which modern control theory is built is no longer applicable to modern cyber-physical systems of interest, such as the power-grid, software defined networks or automated highways systems, as these are all large-scale and spatially distributed. Both the scale and the distributed nature of these systems has motivated the decentralization of control schemes into local sub-controllers that measure, exchange and act on locally available subsets of the globally available system information. This decentralization of control logic leads to different decision makers acting on asymmetric information sets, introduces the need for coordination between them, and perhaps not surprisingly makes the resulting optimal control problem much harder to solve. In fact, shortly after such questions were posed, it was realized that seemingly simple decentralized optimal control problems are computationally intractable to solve, with the Wistenhausen counterexample being a famous instance of this phenomenon. Spurred on by this perhaps discouraging result, a concerted 40 year effort to identify tractable classes of distributed optimal control problems culminated in the notion of quadratic invariance, which loosely states that if sub-controllers can exchange information with each other at least as quickly as the effect of their control actions propagates through the plant, then the resulting distributed optimal control problem admits a convex formulation. The identification of quadratic invariance as an appropriate means of convexifying distributed optimal control problems led to a renewed enthusiasm in the controller synthesis community, resulting in a rich set of results over the past decade. The contributions of this thesis can be seen as being a part of this broader family of results, with a particular focus on closing the gap between theory and practice by relaxing or removing assumptions made in the traditional distributed optimal control framework. Our contributions are to the foundational theory of distributed optimal control, and fall under three broad categories, namely controller synthesis, architecture design and system identification. We begin by providing two novel controller synthesis algorithms. The first is a solution to the distributed H∞ optimal control problem subject to delay constraints, and provides the only known exact characterization of delay-constrained distributed controllers satisfying an H∞ norm bound. The second is an explicit dynamic programming solution to a two player LQR state-feedback problem with varying delays. Accommodating varying delays represents an important first step in combining distributed optimal control theory with the area of Networked Control Systems that considers lossy channels in the feedback loop. Our next set of results are concerned with controller architecture design. When designing controllers for large-scale systems, the architectural aspects of the controller such as the placement of actuators, sensors, and the communication links between them can no longer be taken as given -- indeed the task of designing this architecture is now as important as the design of the control laws themselves. To address this task, we formulate the Regularization for Design (RFD) framework, which is a unifying computationally tractable approach, based on the model matching framework and atomic norm regularization, for the simultaneous co-design of a structured optimal controller and the architecture needed to implement it. Our final result is a contribution to distributed system identification. Traditional system identification techniques such as subspace identification are not computationally scalable, and destroy rather than leverage any a priori information about the system's interconnection structure. We argue that in the context of system identification, an essential building block of any scalable algorithm is the ability to estimate local dynamics within a large interconnected system. To that end we propose a promising heuristic for identifying the dynamics of a subsystem that is still connected to a large system. We exploit the fact that the transfer function of the local dynamics is low-order, but full-rank, while the transfer function of the global dynamics is high-order, but low-rank, to formulate this separation task as a nuclear norm minimization problem. Finally, we conclude with a brief discussion of future research directions, with a particular emphasis on how to incorporate the results of this thesis, and those of optimal control theory in general, into a broader theory of dynamics, control and optimization in layered architectures.

This paper presents a survey of the most recent literature developments in the field of computational guidance and control for space applications. In recent years, the space sector has changed significantly, shifting towards solutions requiring increased performance and autonomy. This change has also been accelerated by the technical and economic needs of the new space approach. However, traditional guidance and control techniques cannot always meet the increasing requirements of autonomy and performance. For this reason, computational guidance and control has become of increasing interest to the aerospace sector. In contrast to traditional guidance and control, computational guidance and control generates commands in real time by using on-board numerical computation. It represents, therefore, a fundamental step on the way to system autonomy and autonomous operations, with the potential to increase system capabilities and reduce operational costs. On-board computation introduces, however, a series of challenges, including the need to develop algorithms which are computationally efficient, reliable and robust. The literature has classified computational guidance and control techniques into two major categories, namely model-based and data-based. The model-based category encompasses all techniques in which the guidance and control laws are explicitly related to the system dynamic and kinematic models. On the contrary, data-based techniques infer guidance and control laws from a set of data, derived from the models, but do not explicitly use such models in the algorithm itself. Model-based guidance and control includes optimal control, model predictive control and convex optimisation. For the specific case of space attitude re-orientation manoeuvres, additional techniques are path planning and artificial potential functions. The general concept behind the Model Predictive Control (MPC) framework is to solve an optimal control problem repeatedly, for example whenever new measurements are available. The MPC implements only the first element of the returned solution, and the process is then repeated. By doing so, the system is better able to cope autonomously with model uncertainties, failures, or errors. For spacecraft with limited on-board capability, having to repeatedly solve an optimisation problem on-board could represent a challenge. In this case, explicit implementations of the MPC have been proposed, in which the guidance and control laws are precomputed offline and implemented on-board using look-up tables or simple functions. If the optimal control problem of the MPC is convex, or if it can be convexified, convex optimisation can be used directly. If the problem cannot be convexified, the solution can be found by sequentially solving a convex approximation of the original non-convex problem. Convex optimisation can be used either repeatedly in the context of an MPC framework, or as a single function call to generate guidance and control laws, e.g. at the beginning of an attitude re-orientation manoeuvre. Convex optimisation has received increased attention in recent years, also due to its suitability to on-board implementation. In fact, if the optimal control problem is convex, it can be solved reliably and efficiently on-board. Convex optimisation has been successfully applied to the space sector with the notable examples of the SpaceX rocket booster landing and of the Mars pinpoint landing demonstration aboard the Masten Xombie sounding rocket. Model-based guidance techniques, not based on optimisation, have been increasingly explored in recent years, as guidance strategies employed in other engineering fields, such as robotics, are being applied to spacecraft. Among these strategies, of particular importance are path planning and artificial potential field methods, due to their applicability to spacecraft autonomous attitude manoeuvres. Path planning algorithms have been applied for decades to ground vehicles and robotic manipulators. These algorithms consist of techniques to find the best route between two points of a graph representing the search space of a problem. For spacecraft re-orientation applications, the literature has proposed different attitude representation conventions and various cost functions associated to the graph search algorithm. Each approach comes with advantages and disadvantages, which will be analysed in the paper. Along with path planning, Artificial Potential Function (APF) techniques have been developed in the field of robotics, and are now also considered for space applications, to track or maintain a specific reference under a set of constraints. The main idea behind these methods is to synthetise the controller using a potential function. This function is specifically built to grant asymptotic stability to the system, according to Lyapunov’s second stability theorem. This formulation grants flexibility to accommodate system constraints, in a computationally light-weight and efficient manner. Data-based guidance and control laws are mainly based on Artificial Intelligence (AI) technologies, and generate guidance commands after training an algorithm with a large set of data. The interest of the space sector towards AI has accelerated in the last years due to the greater maturity of the technology. Some of the most powerful examples lie in the area of machine learning, like reinforcement learning, supervised learning and deep learning. These algorithms are used to extract patterns from large amounts of data derived from complex nonlinear dynamical and kinematical models. Examples of such data can be numerical solutions of an optimal control problem. The patterns extracted from the data allow the system to identify, in a short computational time, the critical parameters needed to relate the state and control variables. Creating a sufficiently large dataset for training the algorithm requires a considerable computational effort, though, and for certain methods optimality cannot be guaranteed due to the lack of theoretical support derived from the optimality conditions. Advancements made in the last years span several research directions and open a wide variety of opportunities and challenges, which need to be examined to guide further exploration. In this paper, both model-based and data-based techniques and applications are presented. The considered techniques include model predictive control, convex optimisation and machine learning. In addition, for the implementation of autonomous attitude manoeuvres, path planning methods and artificial potential function methods are analysed. These techniques have been applied, in the literature, to a range of different applications. The applications discussed in this paper include, in addition to attitude manoeuvres, powered descent landing guidance, low-thrust orbital transfers, proximity operations and station keeping.

An efficient method is introduced for solving optimal control and optimal parameter selection problems of nonlinear differential-algebraic systems involving general constraints. These infinite dimensional problems are converted into the finite dimensional optimization problems by using the control parametrization technique. Moreover, the transformed time locations for the control variables are included in such problems. As a result, optimal control problems become acausal optimal parameter selection problems. A modified version of differential evolution is introduced to solve these problems. The integration of the penalty functions is used to ensure the solution onto the feasible domain of the problems. Two industrial systems, a chemical reactor and a robotics arm, are used to illustrate the robustness and effectiveness of the method. The control effects can be improved by selecting the proper time locations as observed from the simulated results.

10 The Calculus of Variations, Functional Analysis, and Optimal Control Problems

For Meyer type optimal control problems the principle of optimality states that every subarc of an optimal solution that extends to the final time furnishes again a solution to the same optimal control problem, only with different initial conditions. Through a simple counter example it is shown in this paper that this principle is not satisfied, in general, for solutions obtained from a standard collocation approach. Introduction The principle of optimality [1] is one of the most intuitive and yet most fundamental theorems in the theory of optimal control. Its basic statement is that for Meyer type optimal control problems every subarc of an optimal solution that extends to the final time furnishes again a solution to the same optimal control problem, only with different initial conditions. This theorem has significant implications. For example, it is the starting point for the derivation of the Hamilton-Jacobi-Bellman equations [2] and it is the underlying principle in Bellman's dynamic programming approach [1], [3]. The present paper shows that the principle of optimality is not satisfied, in general, for solutions obtained from a standard collocation approach[4]. For a simple example whose collocation solution can be generated analytically it is shown that further improvements are possible along an optimal collocation solution if the design parameters along a number of leading nodes are frozen and the remainder of the trajectory is re-optimized. I. Continuous Optimal Control Problem In this section of the paper we introduce a simple class of optimal control problems without state and control constraints. In Section 1.2 we present the associated necessary conditions for optimality [2], [5]. For ease of notation we assume that the right-hand side of the 'Supervising Engineer, Member AIAA, t Senior Engineer, Member AIAA, *17 Research Drive, Hampton, VA 23666. ^Graduate Student, Member AIAA, Department, 304 Town Engineering, Ames, IA 50011 equations of motion does not depend explicitly on time t. This does not represent a loss of generality, as it is always possible to transform explicit time dependence away through the introduction of an additional, timelike state variable. 1. Problem Formulation Let us consider the following class of optimal control problems: min «e(Pwc[*o,*/]), (1) subject to the conditions ±(t) = /(*(*),«(*)), tf.(z(*oMo) = 0, (2)

The optimal control problem for nonlinear time-delay large-scale systems with persistent disturbances is considered. By using the successive approximation approach, the high order, coupled, nonlinear two-point boundary value (TPBV) problem with both time-delay and time-advance terms, which is derived from the necessary condition of the original optimal control problem, is transformed into a sequence of linear decoupled differential equations. By iteratively solving the sequence of linear differential equations, an optimal control law is obtained, which consists of analytic linear feedforward, feedback terms and a dynamic compensator. The feedforward term is used for persistent disturbance attenuation and the compensator is for the purpose of compensating nonlinearities and time delays. A suboptimal control law is obtained by truncating a finite term of the adjoint vector sequence as its compensator. An iterative algorithm to obtain the suboptimal control law is proposed. A simulation example illustrates the validity of the algorithm.