非线性稳定解析系统最优控制的迭代法

An Iterative Technique for Nonlinear Optimal Control

摘要:

研究非线性稳定解析系统的最优控制问题. 推广线性稳定系统最优控制的Kleinman迭代法, 构造非线性稳定反馈控制序列, 使得相应的评价泛函序列单调下降和一致收敛, 并证明非线性稳定反馈控制序列一致收敛到非线性最优控制问题的最优反馈控制.同时, 建立一个待定幂级数算法, 计算迭代序列, 逼近非线性最优控制问题的最优反馈控制, 并给出一个例子加以演示.

Abstract:

We focus on nonlinear optimal control to stabilizable analytic systems. By generalizing Kleinman iteration for linear system, we construct a sequence of nonlinear stabilizing feedback control, which is uniformly converging to an optimal feedback control. We present an algorithm for computing the control sequence. An example is illustrated.