An LQ approach to constrained nonlinear optimal control problems via Riccati transformation

Joe Imae; Tomonari Ando; Tomoaki Kobayashi; Guisheng Zhai

An LQ approach to constrained nonlinear optimal control problems via Riccati transformation

Joe Imae, Tomonari Ando, Tomoaki Kobayashi, Guisheng Zhai

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

A new algorithm for numerical solutions of constrained nonlinear optimal control problems has been proposed based on Riccati transformation. First, we approximate the constrained nonlinear optimal control problems by the Taylor expansion technique. Then, constructing the constrained LQ problems as the accessory problems, we analytically solve them via Riccati transformation. Finally, repeating the above procedure, we eventually obtain the optimal solutions for constrained nonlinear optimal control problems. The effectiveness of the proposed algorithm has been demonstrated through simulation.

Original language	English
Title of host publication	ICCAS-SICE 2009 - ICROS-SICE International Joint Conference 2009, Proceedings
Pages	1047-1051
Number of pages	5
Publication status	Published - 2009
Externally published	Yes
Event	ICROS-SICE International Joint Conference 2009, ICCAS-SICE 2009 - Fukuoka, Japan Duration: 2009 Aug 18 → 2009 Aug 21

Publication series

Name	ICCAS-SICE 2009 - ICROS-SICE International Joint Conference 2009, Proceedings

Conference

Conference	ICROS-SICE International Joint Conference 2009, ICCAS-SICE 2009
Country/Territory	Japan
City	Fukuoka
Period	09/8/18 → 09/8/21

Keywords

Computational method
Constrained optimal control
Nonlinear system
Riccati transformation

ASJC Scopus subject areas

Information Systems
Control and Systems Engineering
Industrial and Manufacturing Engineering

Cite this

An LQ approach to constrained nonlinear optimal control problems via Riccati transformation. / Imae, Joe; Ando, Tomonari; Kobayashi, Tomoaki et al.
ICCAS-SICE 2009 - ICROS-SICE International Joint Conference 2009, Proceedings. 2009. p. 1047-1051 5334987 (ICCAS-SICE 2009 - ICROS-SICE International Joint Conference 2009, Proceedings).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Imae, J, Ando, T, Kobayashi, T & Zhai, G 2009, An LQ approach to constrained nonlinear optimal control problems via Riccati transformation. in ICCAS-SICE 2009 - ICROS-SICE International Joint Conference 2009, Proceedings., 5334987, ICCAS-SICE 2009 - ICROS-SICE International Joint Conference 2009, Proceedings, pp. 1047-1051, ICROS-SICE International Joint Conference 2009, ICCAS-SICE 2009, Fukuoka, Japan, 09/8/18.

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author = "Joe Imae and Tomonari Ando and Tomoaki Kobayashi and Guisheng Zhai",

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AU - Ando, Tomonari

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AU - Zhai, Guisheng

PY - 2009

Y1 - 2009

N2 - A new algorithm for numerical solutions of constrained nonlinear optimal control problems has been proposed based on Riccati transformation. First, we approximate the constrained nonlinear optimal control problems by the Taylor expansion technique. Then, constructing the constrained LQ problems as the accessory problems, we analytically solve them via Riccati transformation. Finally, repeating the above procedure, we eventually obtain the optimal solutions for constrained nonlinear optimal control problems. The effectiveness of the proposed algorithm has been demonstrated through simulation.

AB - A new algorithm for numerical solutions of constrained nonlinear optimal control problems has been proposed based on Riccati transformation. First, we approximate the constrained nonlinear optimal control problems by the Taylor expansion technique. Then, constructing the constrained LQ problems as the accessory problems, we analytically solve them via Riccati transformation. Finally, repeating the above procedure, we eventually obtain the optimal solutions for constrained nonlinear optimal control problems. The effectiveness of the proposed algorithm has been demonstrated through simulation.

KW - Computational method

KW - Constrained optimal control

KW - Nonlinear system

KW - Riccati transformation

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M3 - Conference contribution

AN - SCOPUS:77951133267

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T3 - ICCAS-SICE 2009 - ICROS-SICE International Joint Conference 2009, Proceedings

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BT - ICCAS-SICE 2009 - ICROS-SICE International Joint Conference 2009, Proceedings

T2 - ICROS-SICE International Joint Conference 2009, ICCAS-SICE 2009

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ER -

An LQ approach to constrained nonlinear optimal control problems via Riccati transformation

Abstract

Publication series

Conference

Keywords

ASJC Scopus subject areas

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Cite this