The piecewise parametric optimal control of uncertain linear quadratic models

The optimal control of linear quadratic model is given in a feedback form and determined by the solution of a Riccati equation. However, the control-related Riccati equation usually cannot be solved analytically such that the form of optimal control will become more complex. In this paper, we consider a piecewise parametric optimal control problem of uncertain linear quadratic model for simplifying the form of optimal control. By introducing a piecewise control parameter, a piecewise parametric optimal control model is established. Then we present a parametric optimisation method for solving the optimal piecewise control parameter. Finally, an uncertain inventory-promotion optimal control problem is discussed and a comparison is made to show the effectiveness of proposed piecewise parametric optimal control model.     

Parametric optimal control for uncertain linear quadratic models

In recent few decades, linear quadratic optimal control problems have achieved great improvements in theoretical and practical perspectives. For a linear quadratic optimal control problem, it is well known that the optimal feedback control is characterized by the solution of a Riccati differential equation, which cannot be solved exactly in many cases, and sometimes the optimal feedback control will be a complex time-oriented function. In this paper, we introduce a parametric optimal control problem of uncertain linear quadratic model and propose an approximation method to solve it for simplifying the expression of optimal control. A theorem is given to ensure the solvability of optimal parameter. Besides, the analytical expressions of optimal control and optimal value are derived by using the proposed approximation method. Finally, an inventory-promotion problem is dealt with to illustrate the efficiency of the results and the practicability of the model.     

Output feedback optimal guaranteed cost control of uncertain piecewise linear systems

This paper proposes the output feedback optimal guaranteed cost controller design method for uncertain piecewise linear systems based on the piecewise quadratic Lyapunov functions technique. By constructing piecewise quadratic Lyapunov functions for the closed‐loop augmented systems, the existence of the guaranteed cost controller for closed‐loop uncertain piecewise linear systems is cast as the feasibility of a set of bilinear matrix inequalities (BMIs). Some of the variables in BMIs are set to be searched by genetic algorithm (GA), then for a given chromosome corresponding to the variables in BMIs, the BMIs turn to be linear matrix inequalities (LMIs), and the corresponding non‐convex optimization problem, which minimizes the upper bound on cost function, reduces to a semidefinite programming (SDP) which is convex and can be solved numerically efficiently with the available software. Thus, the output feedback optimal guaranteed cost controller can be obtained by solving the non‐convex optimization problem using the mixed algorithm that combines GA and SDP. Numerical examples show the effectiveness of the proposed method. Copyright © 2008 John Wiley & Sons, Ltd.     

Model predictive control for constrained uncertain piecewise linear systems

For constrained piecewise linear (PWL) systems, the possible existing model uncertainty will bring the difficulties to the design approaches of model predictive control (MPC) based on mixed integer programming (MIP). This paper combines the robust method and hybrid method to design the MPC for PWL systems with structured uncertainty. For the proposed approach, as the system model is known at current time, a free control move is optimized to be the current control input. Meanwhile, the MPC controller uses a sequence of feedback control laws as the future control actions, where each feedback control law in the sequence corresponds to each partitions and the arbitrary switching technique is adopted to tackle all the possible switching. Furthermore, to reduce the online computational burden of MPC, the segmented design procedure is suggested by utilizing the characteristics of the proposed approach. Then, an offline design algorithm is proposed, and the reserved degree of freedom can be online used to optimize the control input with lower computational burden.     

基于动态规划的约束优化问题多参数规划求解方法及应用

结合动态规划和单步多参数二次规划, 提出一种新的约束优化控制问题多参数规划求解方法. 一方面能得到约束线性二次优化控制问题最优控制序列与状态之间的显式函数关系, 减少多参数规划问题求解的工作量; 另一方面能够同时求解得到状态反馈最优控制律. 应用本文提出的多参数二次规划求解方法, 建立无限时间约束优化问题状态反馈显式最优控制律. 针对电梯机械系统振动控制模型做了数值仿真计算.     

Stability and attractivity in optimistic value for dynamical systems with uncertainty

Stability analysis is an important aspect to investigate the qualitative analysis of solutions of dynamical systems with uncertainty. And the optimistic value of uncertain variable is a critical value for handing optimization problems under uncertain environments. In this paper, we introduce two concepts of stability and attractivity in optimistic value for dynamical systems with uncertainty. Then, we present a sufficient condition of stability and a sufficient and necessary condition of attractivity for linear dynamical systems with uncertainty. Furthermore, we discuss the relationship between stability in measure (in mean, in distribution) and stability in optimistic value, and the relationship between attractivity in measure (in mean, in distribution) and attractivity in optimistic value. Last, a population model is considered.     

分段线性系统最优控制设计的一种混合算法

将分段线性系统的最优控制设计问题转化成以反馈增益为寻优参数，以最优控制性能上界为目标的一组双线性矩阵不等式(BMI)问题．将遗传算法与内点法相结合设计出一种混合算法，对BMI问题进行求解．算例仿真表明该算法是简便而有效的．     

A team algorithm for robust stability analysis and control design of uncertain time‐varying linear systems using piecewise quadratic Lyapunov functions

A team algorithm based on piecewise quadratic simultaneous Lyapunov functions for robust stability analysis and control design of uncertain time‐varying linear systems is introduced. The objective is to use robust stability criteria that are less conservative than the usual quadratic stability criterion. The use of piecewise quadratic Lyapunov functions leads to a non‐convex optimization problem, which is decomposed into a convex subproblem in a selected subset of decision variables, and a lower‐dimensional non‐convex subproblem in the remaining decision variables. A team algorithm that combines genetic algorithms (GA) for the non‐convex subproblem and interior‐point methods for the solution of linear matrix inequalities (LMI), which form the convex subproblem, is proposed. Numerical examples are given, showing the advantages of the proposed method. Copyright © 2001 John Wiley & Sons, Ltd.     

时滞依赖网络控制系统的量化控制:分段时滞法

为了减小时滞依赖系统分析的保守性,获得较大的时滞上界,也为了减小网络中的数据传输率,本文提出了一种具有量化的网络控制系统的新的分析方法:时滞分段法.将时滞落于某一段小区间看做一种情形,针对每种不同情形利用不同的自由权矩阵,并利用矩阵函数的凸性,得到了新的时滞依赖的稳定性条件.通过求解若干组线性矩阵不等式可得时滞上界和量...     

An effective pseudospectral method for constraint dynamic optimisation problems with characteristic times

Dynamic optimisation problem with characteristic times, widely existing in many areas, is one of the frontiers and hotspots of dynamic optimisation researches. This paper considers a class of dynamic optimisation problems with constraints that depend on the interior points either fixed or variable, where a novel direct pseudospectral method using Legendre–Gauss (LG) collocation points for solving these problems is presented. The formula for the state at the terminal time of each subdomain is derived, which results in a linear combination of the state at the LG points in the subdomains so as to avoid the complex nonlinear integral. The sensitivities of the state at the collocation points with respect to the variable characteristic times are derived to improve the efficiency of the method. Three well-known characteristic time dynamic optimisation problems are solved and compared in detail among the reported literature methods. The research results show the effectiveness of the proposed method.     

The parameters optimisation design for variable speed control momentum gyroscopes

Control momentum gyroscopes (CMGs) have many advantages over other actuators for the attitude control of a spacecraft. Compared with the single-gimbal control moment gyroscopes (SGCMGs), the mass and power of the flywheel of variable-speed control moment gyroscopes (VSCMGs) are greatly increased. In this paper, a new solving strategy of singularity problem is proposed, which concludes the exchangeable momentum and steering law, and the parameters of VSCMGs are designed based on the constraint of singular problem. The configuration characteristics of VSCMGs with the constraint of upper and lower bounds of the flywheel regulation speed are revealed. The steering characteristics of weighted pseudo-inverse with null motion (WPINM) are analysed, then the flywheel torque requirement of WPINM is evaluated based on the geometry theory. At last, the parameter design problem of VSCMGs is cast as multi-objectives and bi-level programming problem. The bi-level programming is transformed into a single-level programming problem by using of the Karush–Kuhn–Tucker condition. Finally, the intelligent algorithm of particle swarm optimisation is presented to solve the nonlinear multi-objective problem.     

Proximal schemes for parabolic optimal control problems with sparsity promoting cost functionals

Fast first-order proximal methods that solve linear and bilinear parabolic optimal control problems with a sparsity cost functional are discussed. Weak convergence of these methods is proved and, for benchmarking purposes, the proposed inexact proximal schemes are compared to an inexact semi-smooth Newton method. Results of numerical experiments are presented to demonstrate the computational effectiveness of proximal schemes and to validate the theoretical estimates.     

An iterative algorithm based on the piecewise linear system for solving bilateral obstacle problems

In this paper, we derive the piecewise linear system (PLS) associated with the bilateral obstacle problem and illustrate the equivalence between the linear system and finite-dimensional complementary problem. The existence and the uniqueness of the solution to the PLS are also demonstrated. Based on the PLS, a Picard iterative algorithm is proposed. The convergence analysis is given and examples are presented to verify the effectiveness of the method.     

H∞ model predictive control for constrained discrete‐time piecewise affine systems

This paper investigates stability analysis for piecewise affine (PWA) systems and specifically contributes a new robust model predictive control strategy for PWA systems in the presence of constraints on the states and inputs and with l₂ or norm‐bounded disturbances. The proposed controller is based on piecewise quadratic Lyapunov functions. The problem of minimization of the cost function for model predictive control design is changed to minimization of the worst case of the cost function. Then, this objective is reduced to minimization of a supremum of the cost function subject to a terminal inequality by considering the induced l₂‐norm. Finally, the predictive controller design problem is turned into a linear matrix inequality feasibility exercise with constraints on the input signal and state variables. It is shown that the closed‐loop system is asymptotically stable with guaranteed robust performance. The validity of the proposed method is verified through 3 well‐known examples of PWA systems. Simulation results are provided to show good convergence properties along with capability of the proposed controller to reject disturbances.     

Quintic splines method for second-order boundary value problems

Abstract

We develop a numerical method for computing smooth approximations to the solution of a system of second-order boundary value problems associated with obstacle, unilateral and contact problems based on uniform mesh quintic splines. It is shown that this method gives better approximations than those produced by other collocation, finite-difference and spline methods. A numerical example is given to illustrate the applicability of the new method.     

Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems

We consider a linear quadratic stochastic optimal control problem with non-negativity control constraints. The latter are penalized with the classical logarithmic barrier. Using a duality argument and the stochastic minimum principle, we provide error estimates for the central path which are the natural extensions of the well known estimates in the deterministic framework.     

The successive parameterization method of control actions in boundary value optimal control problems for distributed parameter systems

A special procedure for control action parameterization and the precise method based on it for determining open-loop optimal control algorithms for the systems with distributed parameters under the prescribed tolerance conditions for the deviation from the required final state of the controlled parameter being estimated in the uniform metric is proposed. The method uses the reduction to the problems of semi-infinite optimization, alternance properties of their solutions, and some additional information on fundamental regularities of the subject domain. Examples showing an opportunity of using these results for applied problems, constituting also a point of independent interest are presented.     

An efficient method for solving nonlinear singular initial value problems

In [M.M. Hosseini, Modified Adomain decomposition method for specific second order ordinary differential equations, Appl. Math. Comput. 186 (2007), pp. 117–123] an efficient modification of Adomian decomposition method has been proposed for solving some cases of ordinary differential equations. In this paper, this method is generalized to more cases. The proposed method can be applied to linear, nonlinear, singular and nonsingular problems. Here, it is focused on nonlinear singular initial value problems of ordinary differential equations. The scheme is tested for some examples and the obtained results demonstrate reliability and efficiency of the proposed method.     

Variational iteration method for singular perturbation initial value problems

In this paper, the variational iteration method (VIM) is applied to solve singular perturbation initial value problems (SPIVPs). The obtained sequence of iterates is based on the use of Lagrange multipliers. Some convergence results of VIM for solving SPIVPs are given. Moreover, the illustrative examples show the efficiency of the method.