An iterative method for computing optimal controls for bilinear quadratic tracking problems
An iterative method for computing optimal controls for bilinear quadratic tracking problems
复制标题
计算双线性二次跟踪问题最优控制的迭代方法
DOI：
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发表时间：
2016
期刊：
影响因子：
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通讯作者：
Jr
中科院分区：
文献类型：
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作者：
Walter Bomela;Jr
本文研究了双线性二次型跟踪问题最优控制的迭代合成方法。该方法易于实现，因为双线性系统的控制律是通过考虑一系列线性系统迭代得到的。最小化控制律通过求解由Hamilton-Jacobi-Bellman方程导出的一组耦合状态相关微分方程迭代计算。迭代过程的收敛性的证明，并证明了收敛性的数值模拟三个例子跟踪问题。
In this paper, an iterative method for synthesizing optimal controls for the bilinear quadratic tracking problem is investigated. The presented method is easy to implement as the control law of the bilinear system is obtained iteratively by considering a sequence of linear systems. The minimizing control law is calculated iteratively through solving a set of coupled state-dependent differential equations derived from the Hamilton-Jacobi-Bellman equation. The proof of convergence of the iterative procedure is provided, and the convergence is demonstrated by numerical simulations for three example tracking problems.