A Gauss-Newton Approach for Nonlinear Optimal Control Problem with Model-Reality Differences

A Gauss-Newton Approach for Nonlinear Optimal Control Problem with Model-Reality Differences

Output measurement for nonlinear optimal control problems is an interesting issue. Because the structure of the real plant is complex, the output channel could give a significant response corresponding to the real plant. In this paper, a least squares scheme, which is based on the Gauss-Newton algorithm, is proposed. The aim is to approximate the output that is measured from the real plant. In ...

Least Squares Solution for Discrete Time Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences

In this paper, an efficient computational approach is proposed to solve the discrete time nonlinear stochastic optimal control problem. For this purpose, a linear quadratic regulator model, which is a linear dynamical system with the quadratic criterion cost function, is employed. In our approach, the model-based optimal control problem is reformulated into the input-output equations. In this w...

A Family of Iterative Gauss-Newton Shooting Methods for Nonlinear Optimal Control

This paper introduces a family of iterative algorithms for unconstrained nonlinear optimal control. We generalize the well-known iLQR algorithm to different multipleshooting variants, combining advantages like straight-forward initialization and a closed-loop forward integration. All algorithms feature similar computational complexity, i.e. linear complexity in the time horizon, and can be easi...

Wavelet Approach to Nonlinear Optimal Control Problem

We give the explicit time description of optimal dynamics for nonlinear diierential systems of equations (energy minimization in high power electromechanical system). We consider two cases of our general construction. In a particular case we have the solution as a series on shifted Legendre polynomials, which is parametrized by the solution of reduced algebraical system of equations. In the gen...

Modified Gauss Elimination Technique for Separable Nonlinear Programming Problem