An iterative method for suboptimal control of a class of nonlinear time-delayed systems

This work presents an approximate solution method for the infinite-horizon nonlinear time-delay optimal control problem. A variational iteration method (VIM) is applied to design feedforward and feedback optimal controllers. By using the VIM, the original optimal control is transformed into a sequence of nonhomogeneous linear two-point boundary value problems (TPBVPs). The existence and uniqueness of the optimal control law are proved. The optimal control law obtained consists of an accurate linear feedback term and a nonlinear compensation term which is the limit of an adjoint vector sequence. The feedback term is determined by solving Riccati matrix differential equation. By using the finite-step iteration of a nonlinear compensation sequence, we can obtain a suboptimal control law. Simulation results demonstrate the validity and applicability of the VIM.     

具有持续扰动的时滞系统前馈2反馈最优控制

针对外部持续扰动下的线性时滞系统，提出一种前馈-反馈最优控制的逐次逼近算法．利用逐次逼近算法，将既含有时滞项又含有超前项的两点边值问题转化为不合时滞项和超前项的线性两点边值问题族，并证明了线性两点边值问题族的解序列一致收敛于原系统最优控制律．得到的最优控制律由解析的无时滞前馈-反馈控制部分和伴随向量序列极限形式的时滞补偿控制部分组成．通过截取时滞补偿序列的有限项，得到系统的前馈-反馈次优控制律．仿真示例表明，该方法对外部持续扰动具有良好的鲁棒性．     

离散线性时滞系统的次优控制:逐次逼近法

A successive approximation approach for designing optimal controllers is presented for discrete linear time-delay systems with a quadratic performance index. By using the successive approximation approach, the original optimal control problem is transformed into a sequence of nonhomogeneous linear two-point boundary value (TPBV) problems without time-delay and time-advance terms. The optimal control law obtained consists of an accurate feedback terms and a time-delay compensation term which is the limit of the solution sequence of the adjoint equations. By using a finite-step iteration of the time-delay compensation term of the optimal solution sequence, a suboptimal control law is obtained. Simulation examples are employed to test the validity of the proposed approach.     

Suboptimal Control for Discrete Linear Systems with Time-delay:A Successive Approximation Approach

A successive approximation approach for designing optimal controllers is presented for discrete linear time-delay systems with a quadratic performance index.By using the successive approximation approach,the original optimal,control problem is transformed into a sequence of nonhomogeneous linear two-point boundary value (TPBV) problems without time-delay and time- advance terms.The optimal control law obtained consists of an accurate feedback terms and a time-delay compensation term which is the limit of the solution sequence of the adjoint equations. By using a finite-step iteration of the time-delay compensation term of the optimal solution sequence, a suboptimal control law is obtained.Simulation examples are employed to test the validity of the proposed approach.     

Suboptimal control for nonlinear systems: a successive approximation approach

This paper presents a successive approximation approach (SAA) designing optimal controllers for a class of nonlinear systems with a quadratic performance index. By using the SAA, the nonlinear optimal control problem is transformed into a sequence of nonhomogeneous 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 an adjoint vector sequence. By using the finite-step iteration of the nonlinear compensation sequence, we can obtain a suboptimal control law. Simulation examples are employed to test the validity of the SAA.     

含正弦扰动奇异摄动时滞系统的最优减振控制

研究奇异摄动时滞系统在正弦扰动下的最优减振控制问题．基于奇异摄动的快慢分解理论,将原最优控制问题转化为无时滞快子问题和受扰线性时滞慢子问题,通过摄动法和前馈补偿技术求解时滞慢子系统的最优控制问题,得到了系统的前馈反馈组合控制(FFCC)律及其存在唯一性条件．FFCC律由线性解析项和共态向量无穷级数和表示的时滞补偿项组成,其中线性解析项可通过求解Riccati方程和Sylvester方程得到,时滞补偿项通过递推求解共态向量方程得到,仿真算例表明了方法的有效性．     

受扰非线性离散系统的前馈反馈最优控制

利用逐次逼近法研究含外部扰动的非线性离散系统的线性二次型前馈反馈最优控制问题.首先将系统的最优控制问题转化为非线性两点边值问题族.其次,构造了该问题族的由精确线性项和非线性补偿项组成的解序列,并证明了解序列一致收敛到系统的最优解.最后,通过截取最优控制序列解中非线性补偿项的有限项,得到系统的前馈反馈次优控制(FFSOC)律及设计算法.仿真算例表明,该算法容易实现,且对抑制外部扰动的鲁棒性优于经典的反馈次优控制(FSOC).     

含正弦扰动的离散时滞系统的次优减振控制

研究状态变量含有时滞的线性离散系统在正弦扰动下的前馈-反馈最优减振控制问题．将系统的最优控制问题转化为非齐次线性两点边值问题族，利用逐次逼近法得到了系统的最优控制律．该控制律由解析的前馈。反馈控制律和补偿序列的极限组成．通过截取补偿序列的有限项，得到了系统的前馈一反馈次优减振控制律．仿真结果表明，该方法对抑制正弦扰动的鲁棒性优于经典反馈最优控制．     

带有持续扰动非线性系统的前馈-反馈最优控制

研究具有外界持续扰动作用下非线性系统的最优控制问题,提出了一种设计前馈一反馈最优控制器的逐次逼近算法．利用该算法可将在扰动作用下的非线性系统的最优控制问题转化为求解线性非齐次两点边值序列的问题．得到的最优控制律由解析的线性前馈-反馈项和伴随向量序列极限形式的非线性补偿项组成．通过截取非线性补偿序列的有限项,可得到前馈-反馈次优控制律．仿真结果表明,该方法抑制外部持续扰动的鲁棒性优于经典反馈最优控制．     

采用观测器的双线性系统最优跟踪控制器设计

研究一类参考输入由外系统描述的双线性系统的最优输出跟踪控制问题.利用逐次逼近的方法,首先构造一族非齐次线性两点边值问题序列将原非线性两点边值问题解耦;然后迭代求解伴随向量的序列,得到由状态向量的线性解析函数和以伴随向量的极限形式给出的非线性部分的补偿项组成的最优输出跟踪控制律.通过构造降维观测器重构外系统的状态,解决了最优输出跟踪控制律的物理可实现问题仿真结果表明了该方法的有效性.     

带正弦干扰的线性时滞系统的次优控制

研究状态变量含有时滞的线性系统在正弦干扰下的前馈反馈次优减振控制问题，首先构造其解收敛于原时滞系统的无时滞系统序列；然后将时滞系统的最优控制问题化为无时滞系统的最优控制序列问题；最后通过截取最优控制序列解的有限项，得到系统的前馈反馈次优控制律，仿真结果表明，该方法抑制正弦干扰的鲁棒性优于经典反馈最优控制。     

带阶跃扰动的线性时滞系统最优无静差控制

研究线性时滞系统在阶跃扰动作用下的最优控制问题．首先基于内模原理构造扰动补偿器，以完全消除阶跃扰动对系统的影响。并将原系统的最优无静差扰动抑制问题转化为无扰动最优控制问题；然后利用灵敏度方法，求得由精确的解析项和伴随向量级数形式补偿项组成的最优控制律，通过截取伴随向量级数的有限项和．可得到次优无静差控制律．仿真实例验证了该方法的有效性．     

非线性离散系统的近似最优跟踪控制

研究非线性离散系统的最优跟踪控制问题. 通过在由最优控制问题所导致的非线性两点边值问题中引入灵敏度参数, 并对它进行Maclaurin级数展开, 将原最优跟踪控制问题转化为一族非齐次线性两点边值问题. 得到的最优跟踪控制由解析的前馈反馈项和级数形式的补偿项组成. 解析的前馈反馈项可以由求解一个Riccati差分方程和一个矩阵差分方程得到. 级数补偿项可以由一个求解伴随向量的迭代算法近似求得. 以连续槽式反应器为例进行仿真验证了该方法的有效性．     

时滞离散系统最优输出跟踪控制的灵敏度法

针对具有有限时间二次型性能指标的时滞离散系统,研究了最优输出跟踪控制问题.通过引入一个灵敏度参数,将原最优输出跟踪控制问题转化为不含超前项和时滞项的一族两点边值问题.得到的最优输出跟踪控制律由状态向量的线性解析函数和伴随向量级数形式的补偿项组成,其解析函数由一次性求解R iccati矩阵差分方程和矩阵差分方程得到,补偿项由求解伴随向量差分方程的递推公式得到.仿真结果表明了该方法的有效性.     

Optimal disturbance rejection control for singularly perturbed composite systems with time‐delay

The optimal control problem for a class of singularly perturbed time‐delay composite systems affected by external disturbances is investigated. The system is decomposed into a fast linear subsystem and a slow time‐delay subsystem with disturbances. For the slow subsystem, the feedforward compensation technique is proposed to reject the disturbances, and the successive approximation approach (SAA) is applied to decompose it into decoupled subsystems and solve the two‐point boundary value (TPBV) problem. By combining with the optimal control law of the fast subsystem, the feedforward and feedback composite control (FFCC) law of the original composite system is obtained. The FFCC law consists of analytic state feedback and feedforward terms and a compensation term which is the limit of the adjoint vector sequence. The compensation term can be obtained from an iteration formula of adjoint vectors. Simulation results are employed to test the validity of the proposed design algorithm. Copyright © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

时滞离散系统正弦扰动的最优抑制

研究状态和控制都含时滞的线性离散系统在正弦扰动下的减振控制问题.首先提出一种变量代换,并利用此代换将原系统转换为不含控制时滞的系统.然后利用逐次逼近法将最优控制问题转化为求解一族无时滞的线性两点边值序列问题.得到的最优控制律由解析的状态反馈,前馈和具有记忆的控制项以及时滞补偿序列的极限组成.通过截取时滞补偿序列的有限项,可以得到系统的次优减振控制律.仿真结果表明,该方法容易实现,设计的控制器对正弦扰动有较强的抑制能力.     

SENSITIVITY APPROACH TO OPTIMAL CONTROL FOR AFFINE NONLINEAR DISCRETE‐TIME SYSTEMS

This paper deals with the optimal control problem for a class of affine nonlinear discrete‐time systems. By introducing a sensitivity parameter and expanding the system variables into a Maclaurin series around it, we transform the original optimal control problem for affine nonlinear discrete‐time systems into the optimal control problem for a sequence of linear discrete‐time systems. The optimal control law consists of an accurate linear term and a nonlinear compensating term, which is an infinite sequence of adjoint vectors. In the present approach, iteration is required only for the nonlinear compensation series. By intercepting a finite sum of the series, we obtain a suboptimal control law that reduces the complexity of the calculations. A numerical simulation shows that the algorithm can be easily implemented and has a fast convergence rate.     

基于观测器的受扰非线性系统近似最优跟踪控制

研究一类受扰非线性系统的最优输出跟踪控制问题.给出了有限时域最优输出跟踪控制律的近似设计算法.首先将求解受扰非线性系统最优跟踪控制问题转换为求解状态向量与伴随向量耦合的非线性两点边值问题,然后利用逐次逼近方法构造序列将其转化为求解两个解耦的线性微分方程序列问题.通过迭代求解伴随向量的序列,可得到由解析的线性前馈-反馈控制部分和伴随向量的极限形式的非线性补偿部分组成的最优输出跟踪控制律.利用参考输入降维观测器和扰动降维观测器,解决了前馈控制的物理可实现问题.最后仿真结果表明了该方法的有效性.     

OPTIMAL REJECTION WITH ZERO STEADY‐STATE ERROR OF SINUSOIDAL DISTURBANCES FOR TIME‐DELAY SYSTEMS

This paper studies the problem of optimal rejection with zero steady‐state error of sinusoidal disturbances for linear systems with time‐delay. Based on the internal model principle, a disturbance compensator is constructed to counterbalance the external sinusoidal disturbances, so that the original system can be transformed into an augmented system without disturbances. Then, with the introduction of a sensitivity parameter and expanding power series around it, the optimal disturbance rejection problem can be simplified to the problem of solving an infinite sum of a linear optimal control series without time‐delay or disturbance. The optimal control law for disturbance rejection with zero steady‐state error consists of accurate linear state feedback terms and a time‐delay compensating term, which is an infinite sum of an adjoint vector series. In the presented approach, iteration is required only for the time‐delay compensation series. By intercepting a finite sum of the compensation series, we obtain an approximate physically realizable optimal control law that avoids complex calculation. A numerical simulation shows that the algorithm is effective and easy to implement.     

受扰线性离散系统的前馈2反馈最优控制

研究具有已知动态特性但未知初始条件的持续外界扰动的线性离散系统最优控制问题。给出了前馈一反馈最优控制律的存在唯一性条件，并提出了最优控制律的设计算法．通过降维扰动观测器解决了前馈一反馈最优控制律的物理不可实现问题．对近海结构物振动控制的实例仿真表明，该设计算法易于实现，在抑制外部持续扰动和鲁棒性方面优于经典的状态反馈最优控制。