An Iterative Relaxation Approach to the Solution of the Hamilton-Jacobi-Bellman-Isaacs Equation in Nonlinear Optimal Control

In this paper, we propose an iterative relaxation method for solving the Hamilton-Jacobi-Bellman-Isaacs equation (HJBIE) arising in deterministic optimal control of affine nonlinear systems. Local convergence of the method is established under fairly mild assumptions, and examples are solved to demonstrate the effectiveness of the method. An extension of the approach to Lyapunov equations is also discussed. The preliminary results presented are promising, and it is hoped that the approach will ultimately develop into an efficient computational tool for solving the HJBIEs.      

A computational solution for the matrix riccati equation using laplace transforms

The solution for the finite-time matrix Riccati equation is presented in this paper. The solution to the Riccati equation is obtained in terms of the partition of the transition matrix. Matrix differential equations for the partition of the transition matrix are derived and solved using Laplace transforms and the computation is done by the digital computer.

A numerical example for the proposed method is given.     

Upper solution bounds of the continuous coupled algebraic Riccati matrix equation

In this article, by using some matrix identities, we construct the equivalent form of the continuous coupled algebraic Riccati equation (CCARE). Further, with the aid of the eigenvalue inequalities of matrix's product, by solving the linear inequalities utilising the properties of M-matrix and its inverse matrix, new upper matrix bounds for the solutions of the CCARE are established, which improve and extend some of the recent results. Finally, a corresponding numerical example is proposed to illustrate the effectiveness of the derived results.     

仿射非线性飞机运动方程的RHO优化控制

飞机运动为非线性形式且扰动有可能极大,在变化较大飞行范围内使用常规飞控系统控制这种对象会产生误差.阐述一种逐点线性化后退区间优化控制(RHO)算法,有效解决小迎角范围内飞机仿射非线性运动控制问题.首先根据飞机仿射非线性运动方程特点,提出采用逐点线性化方法,在采样点上将仿射非线性方程变为时变线性方程,以此为控制对象提出RHO控制概念,并进一步推导出两个微分Riccati(DRE)方程,分析了DRE的解法,从而计算出在线控制指令.最后结合国内某型号飞机气动数据对此算法进行了仿真,证实算法的可行性和实时性.     

非线性相似组合大系统最优控制的逐次逼近过程

研究一类仿射非线性相似组合大系统关于二次型性能指标的最优控制问题．首先通过模型简化,将非线性相似组合大系统化为若干个准解耦的子系统;然后利用非线性系统最优控制的逐次逼近设计方法,将求解高阶强耦合的非线性两点边值问题简化为求解一族解耦的线性两点边值问题序列．该线性两点边值问题序列的解一致收敛于非线性相似组合大系统的最优控制,得到的最优控制律由线性最优控制的解析项与非线性补偿序列的极限项组成．通过截取最优控制非线性补偿序列的有限次逼近值．得到了非线性组合大系统的次优控制律．     

Global optimal feedback control for general nonlinear systems with nonquadratic performance criteria

Optimal control of general nonlinear nonaffine controlled systems with nonquadratic performance criteria (that permit state- and control-dependent time-varying weighting parameters), is solved classically using a sequence of linear- quadratic and time-varying problems. The proposed method introduces an “approximating sequence of Riccati equations” (ASRE) to explicitly construct nonlinear time-varying optimal state-feedback controllers for such nonlinear systems. Under very mild conditions of local Lipschitz continuity, the sequences converge (globally) to nonlinear optimal stabilizing feedback controls. The computational simplicity and effectiveness of the ASRE algorithm is an appealing alternative to the tedious and laborious task of solving the Hamilton–Jacobi–Bellman partial differential equation. So the optimality of the ASRE control is studied by considering the original nonlinear-nonquadratic optimization problem and the corresponding necessary conditions for optimality, derived from Pontryagin's maximum principle. Global optimal stabilizing state-feedback control laws are then constructed. This is compared with the optimality of the ASRE control by considering a nonlinear fighter aircraft control system, which is nonaffine in the control. Numerical simulations are used to illustrate the application of the ASRE methodology, which demonstrate its superior performance and optimality.     

非线性时滞系统次优控制的逐次逼近法

对状态变量含有时滞的非线性系统的次优控制问题进行了研究，提出了一种次优控制的逐次逼近设计方法．针对由最优控制理论导出的既含有时滞项又含有超前项的非线性两点边值问题，构造了其解序列一致收敛于原问题最优解的非齐次线性两点边值问题序列．从而将两点边值问题解序列的有限次迭代结果作为系统的次优控制律．仿真结果表明了所提出方法的有效性．     

A hybrid algorithm for approximate optimal control of nonlinear Fredholm integral equations

In this paper, a novel hybrid method based on two approaches, evolutionary algorithms and an iterative scheme, for obtaining the approximate solution of optimal control governed by nonlinear Fredholm integral equations is presented. By converting the problem to a discretized form, it is considered as a quasi-assignment problem and then an iterative method is applied to find an approximate solution for the discretized form of the integral equation. An analysis for convergence of the proposed iterative method and its implementation for numerical examples are also given.     

A numerical solution of the stochastic discrete algebraic Riccati equation

This article proposes two algorithms for solving a stochastic discrete algebraic Riccati equation which arises in a stochastic optimal control problem for a discrete-time system. Our algorithms are generalized versions of Hewer’s algorithm. Algorithm I has quadratic convergence, but needs to solve a sequence of extended Lyapunov equations. On the other hand, Algorithm II only needs solutions of standard Lyapunov equations which can be solved easily, but it has a linear convergence. By a numerical example, we shall show that Algorithm I is superior to Algorithm II in cases of large dimensions. This work was presented in part at the 13th International Symposium on Artificial Life and Robotics, Oita, Japan, January 31–February 2, 2008     

Bounds for the eigenvalues of the solution of the unified algebraic Riccati matrix equation

In recent years, several eigenvalues bounds have been investigated separately for the solutions of the continuous and the discrete Riccati and Lyapunov matrix equations. In this paper, lower bounds for the eigenvalues of the solution of the unified Riccati equation (relatively to continuous and discrete cases), are presented. In the limiting cases, the results reduce to some new bounds for both the continuous and discrete Riccati equation.     

A numerical method for solving a nonlinear 2-D optimal control problem with the classical diffusion equation

This paper presents a numerical solution for solving a nonlinear 2-D optimal control problem (2DOP). The performance index of a nonlinear 2DOP is described with a state and a control function. Furthermore, dynamic constraint of the system is given by a classical diffusion equation. It is preferred to use the Ritz method for finding the numerical solution of the problem. The method is based upon the Legendre polynomial basis. By using this method, the given optimisation nonlinear 2DOP reduces to the problem of solving a system of algebraic equations. The benefit of the method is that it provides greater flexibility in which the given initial and boundary conditions of the problem are imposed. Moreover, compared with the eigenfunction method, the satisfactory results are obtained only in a small number of polynomials order. This numerical approach is applicable and effective for such a kind of nonlinear 2DOP. The convergence of the method is extensively discussed and finally two illustrative examples are included to observe the validity and applicability of the new technique developed in the current work.     

The effects of redundant control inputs in optimal control

For a stabilizable system, the extension of the control inputs has no use for stabilizability, but it is important for optimal control. In this paper, a necessary and sufficient condition is presented to strictly decrease the quadratic optimal performance index after control input extensions. A similar result is also provided for H ₂ optimal control problem. These results show an essential difference between single-input and multi-input control systems. Several examples are taken to illustrate related problems.     

Radial basis functions method for numerical solution of the modified equal width equation

The numerical solution of the modified equal width equation is investigated by using meshless method based on collocation with the well-known radial basis functions. Single solitary wave motion, two solitary waves interaction and three solitary waves interaction are studied. Results of the meshless methods with different radial basis functions are presented.     

基于Riccati 方程解的非线性降维观测器

对Lipschitz非线性系统降维观测器进行讨论，在代数Riccati方程有正定解的前提下，指出Lipschitz非线性系统存在降维观测器，它取决于所考虑的代数Riccati方程的正定解。给出了降维观测器的设计方法，机器人模型的仿真结果表明其具有实用性。     

The new solution bounds of the discrete algebraic Riccati equation and their applications in redundant control inputs systems

Redundant control inputs play an important part in engineering and are often used in $H_2$ control problems, dynamic control allocation, quadratic performance optimal control, and many uncertain systems. In this paper, by the equivalent form of the discrete algebraic Riccati equation (DARE), we propose new upper and lower bounds of the solution for the equivalent DARE. Compared with some existing work on this topic, the new bounds are more tighter. Next, when increasing the columns of the input matrix, we give the applications of these new upper and lower solution bounds to obtain a sufficient condition for strictly decreasing feedback controller gain. Finally, corresponding numerical examples illustrate the effectiveness of our results.     

基于拟线性化和Haar 函数的最优控制问题的直接求解方法

针对有约束条件的非线性最优控制问题,提出一种基于拟线性化和Haar函数的数值求解方法.首先将最优控制问题转化为一系列的二次规划问题,并使用系数未知的Haar函数对问题中的状态变量进行近似;然后应用拟线性化法将原非线性最优控制问题转化为相应的一系列受限的二次最优控制问题进行求解;最后基于所提出的方法对2个受限非线性最优控制问题进行求解,并通过仿真结果表明了采用所提出的算法求解最优控制问题的有效性.     

The solitary wave solution of the two-dimensional regularized long-wave equation in fluids and plasmas

This paper investigates the solitary wave solutions of the two-dimensional regularized long-wave equation which is arising in the investigation of the Rossby waves in rotating flows and the drift waves in plasmas. The main idea behind the numerical solution is to use a combination of boundary knot method and the analog equation method. The boundary knot method is a meshless boundary-type radial basis function collocation technique. In contrast with the method of fundamental solution, the boundary knot method uses the non-singular general solution instead of the singular fundamental solution to obtain the homogeneous solution. Similar to method of fundamental solution, the radial basis function is employed to approximate the particular solution via the dual reciprocity principle. In the current paper, we applied the idea of analog equation method. According to the analog equation method, the nonlinear governing operator is replaced by an equivalent nonhomogeneous linear one with known fundamental solution and under the same boundary conditions. Furthermore, in order to show the efficiency and accuracy of the proposed method, the present work is compared with finite difference scheme. The new method is analyzed for the local truncation error and the conservation properties. The results of several numerical experiments are given for both the single and double-soliton waves.     

A polynomial approach for optimal control of switched nonlinear systems

Optimal control problems for switched nonlinear systems are investigated. We propose an alternative approach for solving the optimal control problem for a nonlinear switched system based on the theory of moments. The essence of this method is the transformation of a nonlinear, nonconvex optimal control problem, that is, the switched system, into an equivalent optimal control problem with linear and convex structure, which allows us to obtain an equivalent convex formulation more appropriate to be solved by high‐performance numerical computing. Consequently, we propose to convexify the control variables by means of the method of moments obtaining semidefinite programs. Copyright © 2013 John Wiley & Sons, Ltd.     

On the numerical solution of a nonlinear partial differential equation related to the optimal control of a noisy oscillator

This paper deals with the optimal control of a linear oscillator with parametric excitation. It is shown that, in order to implement the optimal feedback control law, a nonlinear partial differential equation has to be solved. A finite difference algorithm for the solution of this equation is proposed, and its efficiency and applicability are demonstrated with examples.     

The existence uniqueness and the fixed iterative algorithm of the solution for the discrete coupled algebraic Riccati equation

In this article, applying the properties of M-matrix and non-negative matrix, utilising eigenvalue inequalities of matrix's sum and product, we firstly develop new upper and lower matrix bounds of the solution for discrete coupled algebraic Riccati equation (DCARE). Secondly, we discuss the solution existence uniqueness condition of the DCARE using the developed upper and lower matrix bounds and a fixed point theorem. Thirdly, a new fixed iterative algorithm of the solution for the DCARE is shown. Finally, the corresponding numerical examples are given to illustrate the effectiveness of the developed results.