Solution of Constrained Linear Quadratic Optimal Control Problem Using State Parameterization
نویسندگان
چکیده
منابع مشابه
Closed Form Solution of Nonlinear-Quadratic Optimal Control Problem by State-control Parameterization using Chebyshev Polynomials
In this paper the quasilinearization technique along with the Chebyshev polynomials of the first type are used to solve the nonlinear-quadratic optimal control problem with terminal state constraints. The quasilinearization is used to convert the nonlinear quadratic optimal control problem into sequence of linear quadratic optimal control problems. Then by approximating the state and control va...
متن کاملFourier-based state parameterization for optimal trajectory design of linearly constrained linear-quadratic systems
This technical report considers the design of optimal trajectories of linearly constrained linear quadratic (LQ) systems. It is shown that by applying a Fourier-based state parameterization approach a linearly constrained LQ problem can be converted into a quadratic programming problem. Simulation results show that the proposed approach is an accurate and computationally efficient design tool f...
متن کاملThe Exact Solution of Min-Time Optimal Control Problem in Constrained LTI Systems: A State Transition Matrix Approach
In this paper, the min-time optimal control problem is mainly investigated in the linear time invariant (LTI) continuous-time control system with a constrained input. A high order dynamical LTI system is firstly considered for this purpose. Then the Pontryagin principle and some necessary optimality conditions have been simultaneously used to solve the optimal control problem. These optimality ...
متن کاملLinear quadratic optimal control system design by Chebyshev-based state parameterization
A Chebyshev-based representation of the state vector is proposed for designing optimal control trajectories of unconstrained, linear, dynamic systems with quadratic performance indices. By approximating each state variable by a finite-term, shifted Chebyshev series, the linear quadratic (LQ) optimal control problem can be cast as a quadratic programming (QP) problem. In solving this QP problem,...
متن کاملMixed Constrained Infinite Horizon Linear Quadratic Optimal Control
For a given initial state, a constrained infinite horizon linear quadratic optimal control problem can be reduced to a finite dimensional problem [12]. To find a conservative estimate of the size of the reduced problem, the existing algorithms require the on-line solutions of quadratic programs [10] or a linear program [2]. In this paper, we first show based on the Lyapunov theorem that the clo...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Transactions of the Society of Instrument and Control Engineers
سال: 1998
ISSN: 0453-4654
DOI: 10.9746/sicetr1965.34.1164