This paper presents a new approach to solve a class of nonlinear optimal control problems which have a quadratic performance index. In this approach, the nonlinear two-point boundary value problem (TPBVP), derived from the Pontryagin’s maximum principle, is transformed into a sequence of linear time-invariant TPBVP’s. Solving the proposed linear TPBVP sequence in a recursive manner leads to the...

Fuzzy control systems and predictive control techniques has been widely accepted for industrial applications. Fuzzy modeling has received particular attention with in the industry and the nance sectors due to the qualitative insight about the behaviour of the modeled process. Predictive control had been focused on linear systems and time variant linear systems (Adaptive Predictive Control). The...

It is well known that optimal control problems with L1-control costs produce sparse solutions, i.e., the optimal control is zero on whole intervals. In this paper, we study a general class of convex linear-quadratic optimal control problems with a sparsity functional that promotes a so-called group sparsity structure of the optimal controls. In this case, the components of the control function ...

In this paper we study the problem of parametric minimization of convex piecewise quadratic functions. Our study provides a unifying framework for convex parametric quadratic and linear programs. Furthermore, it extends parametric programming algorithms to problems with piecewise quadratic cost functions, paving the way for new applications of parametric programming in dynamic programming and o...

3 Quadratic Optimal Control 5 3.1 Linear Quadratic Optimal State Regulator Design . . . . . . . . . . . . . . . . . 6 3.2 Linear Quadratic Optimal Output Regulator Design . . . . . . . . . . . . . . . . 9 3.3 Stability of LQ controller . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 3.4 Linear Quadratic Gaussian (LQG) Control . . . . . . . . . . . . . . . . . . . . . 11 3.4.1 S...

The purpose of this paper is to investigate the role that the continuous-time generalised Riccati equation plays within the context of singular linear-quadratic optimal control. This equation has been defined following the analogy with the discrete-time generalised Riccati equation, but, differently from the discrete case, to date the importance of this equation in the context of optimal contro...

An uncertain control model with time-delay is investigated based on the concept of uncertain process. The value function of the model is infinite-dimensional in the state. Some conditions are presented to guarantee the model is equivalent to a finite-dimensional one. The latter is solved by the equation of optimality. Then the solution of an uncertain linear quadratic optimal control problem wi...