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Real‐time computation of feedback controls for constrained optimal control problems. part 1: Neighbouring extremals
Author(s) -
Pesch Hans Josef
Publication year - 1989
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.4660100205
Subject(s) - classification of discontinuities , computation , optimal control , linearization , jump , mathematics , boundary (topology) , control theory (sociology) , mathematical optimization , controller (irrigation) , boundary value problem , state variable , control (management) , nonlinear system , computer science , mathematical analysis , algorithm , physics , quantum mechanics , artificial intelligence , agronomy , biology , thermodynamics
A numerical method is developed for the real‐time computation of neighbouring optimal feedback controls for constrained optimal control problems. The first part of this paper presents the theory of neighbouring extremals. Besides a survey of the theory of neighbouring extremals, special emphasis is laid on the inclusion of complex constraints, e.g. state and control variable inequality constraints and discontinuities of the system equations at interior points. The numerical treatment of these constraints is particularly emphasized. The linearization of all necessary conditions of optimal control theory leads to a linear, mulitpoint, boundary value problem with linear jump conditions that is especially well suited for numerical treatment.