HIERARCHICAL DYNAMIC OPTIMIZATION FOR LINEAR DISCRETE SYSTEMS

In this paper an on-line multilevel suboptimal control procedure is developed for large-scale, time-invariant, and discrete linear systems with quadratic performance criterion, and measurement disturbances having arbitrary statistical distributions. The on-line coordination procedure as reported here employs an upper-level intervention through interaction estimates and goal modifications in order to modify lower-level subsystem optimization problems. Their individual controls are applied to the system and the resulting output is estimated by Kalman Type filter and performance information is fedback to the upper level unit. A reference control approach is used to up-date intervention variables over a sequence of time instants to improve on the control being applied to the process. In the computer simulation of the process, it was found that the actual overall cost for systems using this on-line multilevel control procedure is within ±10% of the cost resulting from a conventional overall optimal control policy.