基于Radau伪谱法的非线性最优控制问题的收敛性

在过去的10年里,伪谱方法(如Legendre伪谱法、Gauss伪谱法、Radau伪谱法)逐步成为求解不同领域中非线性最优控制问题的一种高效、灵活的数值解法.本文从最优控制问题解的存在性、收敛性以及解的可行性3个方面对采用Radau伪谱法求解一般非线性最优控制问题解的收敛性进行研究.证明了原最优控制问题的离散解存在、存在收敛到原最优控制问题解上的离散解和离散形式的收敛解是原最优控制问题的最优解.在此基础上,证明了Radau伪谱法的收敛性.本文结论与现有文献相比,去掉了一些必要条件,更适合一般的非线性时不变系统.     

摄动双积分系统的时间－燃料次优反馈控制

本文研究了摄动双积分系统的时间－燃料最优控制问题，用理想双积分系统时间－燃料最优切换线的改进形式，构造了摄动双积分系统的反馈控制律，证明了闭环系统的鲁棒收敛性．算例表明，反馈控制律与最优控制律具有相近的控制结果．     

摄动双积分系统的时间-燃料次优反馈控制

本文研究了摄动双积分系统的时间－燃料最优控制问题，用理想双积分系统时间－燃料最优切换线的改进形式，构造了摄动双积分系统的反馈控制律，证明了闭环系统的鲁棒收敛性。算例表明，反馈控制律与最优控制律具有相近的控制结果。     

Riccati 方程的方块脉冲函数近似解法

已知线性系统最优控制规律的选择以及最优滤波器的设计均要求解Riccati方程。本文应用方块脉冲函数的性质到解该微分方程,得到了分段恒定解答的递推算法。特别是证明了算法的收敛性和数值稳定性。     

一类非线性不确定系统的最优自适应控制

研究了一类含有系统扰动,并且状态项与控制项中同时含有未知参数的非线性系统的反馈稳定问题.在控制器的设计中,将原系统的自适应稳定问题转化为扩展系统的非自适应稳定问题,并利用扩展系统的鲁棒控制Lyapunov函数,设计出使原系统自适应稳定的控制律.进一步,利用逆最优的方法,证明了该控制律同时也是满足某种性能指标的最优控制。     

输入冗余在时间最优控制中的作用

随着冗余控制系统的不断出现, 本文主要研究了在可控线性系统中增加新的冗余控制通道所带来的优势. 对于时间最优控制问题, 这样的优势可以通过最优时间的缩短进行衡量. 本文证明了在最优控制存在且唯一的基础上, 如果增加的冗余控制通道中存在非空闲通道, 则对于任意的非零初始状态, 增加冗余控制通道后系统的最优时间将严格降低. 更进一步, 如果时间最优控制问题是正常的, 则最优时间也将严格下降. 另一方面, 如果忽略问题的正常性这个条件, 只要冗余控制通道中存在一个完全可控的通道, 最优时间同样也会严格下降. 最后, 我们通过两个数值例子印证了本文的理论结果.     

基于小波逼近的空间机械臂非完整运动最优规划的遗传算法

本文讨论了空间机械臂非完整运动规划问题．将空间机械臂非完整运动规划问题转化 为非线性系统最优控制问题．在控制算法中用小波函数逼近控制输入规律．提出了空间机械 臂非完整运动规划最优控制的遗传算法．数值仿真表明,小波逼近和遗传算法联合求解最优 控制问题是有效的．     

解最优控制问题结合同伦法的自适应拟谱方法

针对弱间断最优控制问题和Bang-Bang最优控制问题,提出一种结合同伦法的自适应拟谱方法.Chebyshev拟谱方法转换原问题成为非线性规划问题.基于同伦法思想,同伦参数改变路径约束的界限,得到一系列比较光滑的最优控制问题.通过解这些问题得到原问题的不光滑解.文中证明了弱间断情况下数值解的收敛性.依据这收敛性和同伦参数,误差指示量可以捕捉不光滑点.本文方法与其他方法在数值算例中的对比表明,本文方法在精度和效率上都有明显优势.     

含状态和输入时滞的离散时间系统的近似最优跟踪控制

针对状 态和控制输入均含有时滞的离散时间系统, 提出最优跟踪控制的设计方法. 通 过引入一种新的状态向量, 将含有状态和控制输入时滞的离散时间系统转化为 含有虚拟扰动项的无时滞离散时间系统. 根据最优控制理论, 构造离散Riccati矩阵方 程和离散Stein矩阵方程的序列, 并证明该解序列一致收敛于变换后的离散时间系统的最优跟 踪控制策略. 利用最优控制的逐次逼近设计方法, 得到最优跟踪控制的近似 解, 并给出求解最优跟踪控制律的算法. 仿真算例表明了所提出最优跟踪控制 方法的有效性.     

乘性随机离散系统的最优控制

基于对系统随机不确定因素的分析,文中定义了一种新型随机离散系统--乘性随机离散系统,并研究该类系统的线性二次型(LQ)最优控制问题.首先给出了该类系统的有限时间和无限时间LQ最优控制律,并着重分析、证明了无限时间LQ最优控制问题的Riccati方程的正定矩阵解的存在性及相应数值求解算法与收敛性,以及闭环系统的稳定性等问题.仿真结果表明了该方法的有效性.     

An Efficient Numerical Solution of Fractional Optimal Control Problems by using the Ritz Method and Bernstein Operational Matrix

This paper deals with the Ritz spectral method to solve a class of fractional optimal control problems (FOCPs). The developed numerical procedure is based on the function approximation by the Bernstein polynomials along with fractional operational matrix usage. The approximation method is computationally consistent and moreover, has a good flexibility in the sense of satisfying the initial and boundary conditions of the optimal control problems. We construct a new fractional operational matrix applicable in the Ritz method to estimate the fractional and integer order derivatives of the basis. As a result, we achieve an unconstrained optimization problem. Next, by applying the necessary conditions of optimality, a system of algebraic equations is obtained. The resultant problem is solved via Newton's iterative method. Finally, the convergence of the proposed method is investigated and several illustrative examples are added to demonstrate the effectiveness of the new methodology.     

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.     

Consistent approximation of a nonlinear optimal control problem with uncertain parameters

This paper focuses on a non-standard constrained nonlinear optimal control problem in which the objective functional involves an integration over a space of stochastic parameters as well as an integration over the time domain. The research is inspired by the problem of optimizing the trajectories of multiple searchers attempting to detect non-evading moving targets. In this paper, we propose a framework based on the approximation of the integral in the parameter space for the considered uncertain optimal control problem. The framework is proved to produce a zeroth-order consistent approximation in the sense that accumulation points of a sequence of optimal solutions to the approximate problem are optimal solutions of the original problem. In addition, we demonstrate the convergence of the corresponding adjoint variables. The accumulation points of a sequence of optimal state-adjoint pairs for the approximate problem satisfy a necessary condition of Pontryagin Minimum Principle type, which facilitates assessment of the optimality of numerical solutions.     

Finite dimensional approximations for a class of infinite dimensional time optimal control problems

ABSTRACT

In this work, we study the numerical approximation of the solutions of a class of abstract parabolic time optimal control problems with unbounded control operator. Our main results assert that, provided that the target is a closed ball centered at the origin and of positive radius, the optimal time and the optimal controls of the approximate time optimal problems converge (in appropriate norms) to the optimal time and to the optimal controls of the original problem. In order to prove our main theorem, we provide a nonsmooth data error estimate for abstract parabolic systems.     

Observer-based approximate optimal tracking control for time-delay systems with external disturbances

This paper proposes a successive approximation design approach of observer-based optimal tracking controllers for time-delay systems with external disturbances. To solve a two-point boundary value problem with time-delay and time-advance terms and obtain the optimal tracking control law, two sequences of vector differential equations are constructed first. Second, the convergence of the sequences of the vector differential equations is proved to guarantee the existence and uniqueness of the control law. Third, a design algorithm of the optimal tracking control law is presented and the physically realisable problem is addressed by designing a disturbance state observer and a reference input state observer. An example of an industrial electric heater is given to demonstrate the efficiency of the proposed approach.     

A Semi-smooth Newton Method for Regularized State-constrained Optimal Control of the Navier-Stokes Equations

In this paper, we study semi-smooth Newton methods for the numerical solution of regularized pointwise state-constrained optimal control problems governed by the Navier-Stokes equations. After deriving an appropriate optimality system for the original problem, a class of Moreau-Yosida regularized problems is introduced and the convergence of their solutions to the original optimal one is proved. For each regularized problem a semi-smooth Newton method is applied and its local superlinear convergence verified. Finally, selected numerical results illustrate the behavior of the method and a comparison between the max-min and the Fischer-Burmeister as complementarity functionals is carried out.     

Symplectic algorithms with mesh refinement for a hypersensitive optimal control problem

A symplectic algorithm with nonuniform grids is proposed for solving the hypersensitive optimal control problem using the density function. The proposed method satisfies the first-order necessary conditions for the optimal control problem that can preserve the structure of the original Hamiltonian systems. Furthermore, the explicit Jacobi matrix with sparse symmetric character is derived to speed up the convergence rate of the resulting nonlinear equations. Numerical simulations highlight the features of the proposed method and show that the symplectic algorithm with nonuniform grids is more computationally efficient and accuracy compared with uniform grid implementations. Besides, the symplectic algorithm has obvious advantages on optimality and convergence accuracy compared with the direct collocation methods using the same density function for mesh refinement.     

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.     

非线性系统近似最优PD动态补偿控制

本文研究了一类基于动态补偿的非线性系统的近似最优PD控制的问题.用微分方程的逐次逼近理论将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问题,并提供了从时域最优状态反馈到频域最优PD控制器参数的优化方法,从而获取系统最优的动态补偿网络,设计出最优PD整定参数,给出其实现算法.最后仿真示例将所提出的方法与传统的线性二次型调节器（LQR）逐次逼近方法相比较,表明该方法具有良好的动态性能和鲁棒性.