A stochastic optimal control approach to a class of production and inventory problems

A comprehensible and unified system control approach is presented to solve a class of production/inventory smoothing problems. A nonstationary, non-Gaussian, finite-time linear optimal solution with an attractive computation scheme is obtained for a general quadratic and linear cost structure. A complete solution to a classical production/inventory control problem is given as an example. A general solution to the discrete-time optimal regulator with arbitrary but known disturbance is provided and discussed in detail. A computationally attractive closed-loop suboptimal scheme is presented for problems with constraints or nonquadratic costs. Implementation and interpretation of the results are discussed.     

On the Bellman Equation for Infinite Horizon Problems with Unbounded Cost Functional

We study a class of infinite horizon control problems for nonlinear systems, which includes the Linear Quadratic (LQ) problem, using the Dynamic Programming approach. Sufficient conditions for the regularity of the value function are given. The value function is compared with sub- and supersolutions of the Bellman equation and a uniqueness theorem is proved for this equation among locally Lipschitz functions bounded below. As an application it is shown that an optimal control for the LQ problem is nearly optimal for a large class of small unbounded nonlinear and nonquadratic pertubations of the same problem. Accepted 8 October 1998     

On control and synchronization in chaotic and hyperchaotic systems via linear feedback control

This paper presents the control and synchronization of chaos by designing linear feedback controllers. The linear feedback control problem for nonlinear systems has been formulated under optimal control theory viewpoint. Asymptotic stability of the closed-loop nonlinear system is guaranteed by means of a Lyapunov function which can clearly be seen to be the solution of the Hamilton–Jacobi–Bellman equation thus guaranteeing both stability and optimality. The formulated theorem expresses explicitly the form of minimized functional and gives the sufficient conditions that allow using the linear feedback control for nonlinear system. The numerical simulations were provided in order to show the effectiveness of this method for the control of the chaotic Rössler system and synchronization of the hyperchaotic Rössler system.     

Positioning control for a linear actuator with nonlinear friction and input saturation using output‐feedback control

This article deals with the positioning control problem via the output feedback scheme for a linear actuator with nonlinear disturbances. In this study, the proposed controller accounts for not only the nonlinear friction, force ripple, and external disturbance but also the input saturation problem. In detail, the energy consumption for conquering friction and disturbance rejection is estimated and used as compensation based on the hybrid controller including and sliding‐mode‐based adaptive algorithms, which ensures the tracking performance and robustness of electromechanical servo system. Moreover, to confront the input saturation, a saturation observer and an anti‐windup controller are designed. The global robustness of the controller is guaranteed by an output feedback robust law. Theoretically, the designed controller can guarantee a favorable tracking performance in the presence of various disturbance forces and input saturation, which is essential for high accuracy motion plant in industrial application. The simulation results verify the robustness and effectiveness for the motion system with the proposed control strategy under various operation conditions. © 2016 Wiley Periodicals, Inc. Complexity 21: 191–200, 2016     

一类不确定非线性系统的适应输出反馈控制

针对一类存在有界干扰的线性参数化非线性系统，给出了一种新的适应输出反馈控制器．该控制器能保证闭环控制系统所有信号的全局有界性．该文将现有的非线性适应输出反馈控制方面的结果，从无扰动情形推广到了存在有界干扰的情形．仿真结果用来说明所设计控制器的有效性．     

Exponential stabilization of thermoelastic system of type II with non-uniform bounded disturbance

The boundary stabilization problem of a thermoelastic system of type II with a tip-mass is considered with the assumption that there is an external non-uniform bounded disturbance at the control end. In order to estimate this kind of disturbance, a time-varying high-gain estimator is designed, where the idea of active disturbance rejection control is adopted. Based on the estimate of disturbance, we propose a boundary feedback controller so as to exponentially stabilize this system. Finally, some numerical simulations on the dynamical behavior of the closed-loop system are given.     

Applications of numerical optimal control to nonlinear hybrid systems

This paper develops a technique for numerically solving hybrid optimal control problems. The theoretical foundation of the approach is a recently developed methodology by S.C. Bengea and R.A. DeCarlo [Optimal control of switching systems, Automatica. A Journal of IFAC 41 (1) (2005) 11–27] for solving switched optimal control problems through embedding. The methodology is extended to incorporate hybrid behavior stemming from autonomous (uncontrolled) switches that results in plant equations with piecewise smooth vector fields. We demonstrate that when the system has no memory, the embedding technique can be used to reduce the hybrid optimal control problem for such systems to the traditional one. In particular, we show that the solution methodology does not require mixed integer programming (MIP) methods, but rather can utilize traditional nonlinear programming techniques such as sequential quadratic programming (SQP). By dramatically reducing the computational complexity over existing approaches, the proposed techniques make optimal control highly appealing for hybrid systems. This appeal is concretely demonstrated in an exhaustive application to a unicycle model that contains both autonomous and controlled switches; optimal and model predictive control solutions are given for two types of models using both a minimum energy and minimum time performance index. Controller performance is evaluated in the presence of a step frictional disturbance and parameter uncertainties which demonstrates the robustness of the controllers.     

Disturbance tolerance and rejection of discrete switched systems with time-varying delay and saturating actuator

This paper is concerned with the problems of disturbance tolerance and rejection of discrete switched systems with time-varying delay and saturating actuator. Using the switched Lyapunov function approach, a sufficient condition for the existence of a state feedback controller is proposed such that the disturbance tolerance capability of the closed-loop system is ensured. By solving a convex optimization problem with linear matrix inequality (LMI) constraints, the maximal disturbance tolerance is estimated. In addition, the problem of disturbance rejection of the closed-loop system is solved. Two examples are given to illustrate the effectiveness of the proposed method.     

Mathematical modeling and control of population systems: Applications in biological pest control

The aim of this paper is to apply methods from optimal control theory, and from the theory of dynamic systems to the mathematical modeling of biological pest control. The linear feedback control problem for nonlinear systems has been formulated in order to obtain the optimal pest control strategy only through the introduction of natural enemies. Asymptotic stability of the closed-loop nonlinear Kolmogorov system is guaranteed by means of a Lyapunov function which can clearly be seen to be the solution of the Hamilton–Jacobi–Bellman equation, thus guaranteeing both stability and optimality. Numerical simulations for three possible scenarios of biological pest control based on the Lotka–Volterra models are provided to show the effectiveness of this method.     

Nonlinear adaptive output feedback robust control of hydraulic actuators with largely unknown modeling uncertainties

In this paper, a nonlinear adaptive output feedback robust controller is proposed for motion control of hydraulic servo systems in the presence of largely unknown matched and mismatched modeling uncertainties. Different from the existing control technologies, the presented hydraulic closed-loop controller which can deal with strong matched and mismatched parametric uncertainties is synthesized via the backstepping technique. Specially, a nonlinear disturbance observer which can estimate the largely mismatched disturbance is integrated into the design of the linear extended state observer to obtain estimation of unmeasurable system states, uncertain parameters and strong disturbances simultaneously. In addition, the projection-type adaptive law is synthesized into the design of the resulting controller. More importantly, the global stability of the whole closed-loop system is strictly guaranteed by the Lyapunov analysis. Furthermore, the effectiveness and practicability of the presented control strategy have been demonstrated by comparative experiments under different working conditions.     

Chaos suppression on a class of uncertain nonlinear chaotic systems using an optimal H∞ adaptive PID controller

This paper introduces an optimal H_∞ adaptive PID (OHAPID) control scheme for a class of nonlinear chaotic system in the presence system uncertainties and external disturbances. Based on Lyapunov stability theory, it is shown that the proposed control scheme can guarantee the stability robustness of closed-loop system with H_∞ tracking performance. In the core of proposed controller, to achieve an optimal performance of OHAPID, the Particle Swarm Optimization (PSO) algorithm is utilized. To show the feasibility of proposed OHAPID controller, it is applied on the chaotic gyro system. Simulation results demonstrate that it has highly effective in providing an optimal performance.     

Finite and infinite horizon H{infty} control for stochastic nonlinear systems

In this paper, the problem of disturbance attenuation with internalstability for nonlinear systems with Markovian jumping parametersis considered. It is shown that this problem is solvable ifthere exists a sequence of smooth-positive semidefinite functionssatisfying certain Hamilton-Jacobi-Isaac equations (inequalities).Furthermore, it is shown that, if this solution exists, it representsa stochastic Lyapunov function for the closed-loop nonlinearsystem. A parametrization of the family of full-informationstate-feedback controllers satisfying the disturbance-attenuationrequirement with stochastic stability for the closed-loop systemis also given.     

Approximation design of optimal controllers for nonlinear systems with sinusoidal disturbances

This paper considers an infinite-time optimal damping control problem for a class of nonlinear systems with sinusoidal disturbances. A successive approximation approach (SAA) is applied to design feedforward and feedback optimal controllers. By using the SAA, the original optimal control problem is transformed into a sequence of nonhomogeneous linear two-point boundary value (TPBV) problems. The existence and uniqueness of the optimal control law are proved. The optimal control law is derived from a Riccati equation, matrix equations and an adjoint vector sequence, which consists of accurate linear feedforward and feedback terms and a nonlinear compensation term. And the nonlinear compensation term is the limit of the adjoint vector sequence. By using a finite term of the adjoint vector sequence, we can get an approximate optimal control law. A numerical example shows that the algorithm is effective and robust with respect to sinusoidal disturbances.     

Linear–quadratic stochastic two-person nonzero-sum differential games: Open-loop and closed-loop Nash equilibria

In this paper, we consider a linear–quadratic stochastic two-person nonzero-sum differential game. Open-loop and closed-loop Nash equilibria are introduced. The existence of the former is characterized by the solvability of a system of forward–backward stochastic differential equations, and that of the latter is characterized by the solvability of a system of coupled symmetric Riccati differential equations. Sometimes, open-loop Nash equilibria admit a closed-loop representation, via the solution to a system of non-symmetric Riccati equations, which could be different from the outcome of the closed-loop Nash equilibria in general. However, it is found that for the case of zero-sum differential games, the Riccati equation system for the closed-loop representation of an open-loop saddle point coincides with that for the closed-loop saddle point, which leads to the conclusion that the closed-loop representation of an open-loop saddle point is the outcome of the corresponding closed-loop saddle point as long as both exist. In particular, for linear–quadratic optimal control problem, the closed-loop representation of an open-loop optimal control coincides with the outcome of the corresponding closed-loop optimal strategy, provided both exist.     

Optimal persistent disturbance attenuation control for linear hybrid systems

In this paper, the disturbance attenuation properties for a class of linear hybrid systems are investigated, and a hybrid optimal persistent disturbance attenuation control problem is studied. First, a procedure is developed to determine the minimal l^∞$l^{\infty }$ induced gain of linear hybrid systems. However, for general hybrid systems, the termination of the procedure is not guaranteed. Then, the decidability issues are discussed. The termination of the procedure in a finite number of steps is shown for a subclass of hybrid systems with simplified discrete event dynamics, called switched linear systems. Finally, the optimal persistent disturbance attenuation controller synthesis problem is studied. It is shown that the optimal performance level can be achieved by a piecewise linear state feedback control law, and a systematic approach is proposed to design such feedback control.     

A data-driven switching control approach for braking systems with constraints

Braking control is of paramount importance in guaranteeing driving safety and comfort, but it is a well-known challenging task, due to the highly nonlinear and road condition-dependent behavior of the vehicle. Existing braking controllers typically rely on accurate models of the vehicle dynamics and the vehicle–road interaction, which are quite difficult to be retrieved in practice. In the wake of the data-driven control paradigm, we propose a model-free and fully data-based braking control method. The architecture of our scheme is two-layered, featuring: an inner switching controller, directly designed from data to match a given closed-loop behavior, and an outer predictive reference governor, exploited to enforce constraints and possibly improve the overall braking performance. The effectiveness of the approach is shown in a simulation environment, by providing a sensitivity analysis to the main tuning knobs of the method.     

A NARMAX model-based state-space self-tuning control for nonlinear stochastic hybrid systems

A novel state-space self-tuning control methodology for a nonlinear stochastic hybrid system with stochastic noise/disturbances is proposed in this paper. via the optimal linearization approach, an adjustable NARMAX-based noise model with estimated states can be constructed for the state-space self-tuning control in nonlinear continuous-time stochastic systems. Then, a corresponding adaptive digital control scheme is proposed for continuous-time multivariable nonlinear stochastic systems, which have unknown system parameters, measurement noise/external disturbances, and inaccessible system states. The proposed method enables the development of a digitally implementable advanced control algorithm for nonlinear stochastic hybrid systems.     

Active Disturbance Rejection Control of Quadrotor UAVs Based on Joint Observation and Feedforward Compensation北大核心CSCD

为解决模型参数不确定与外界干扰影响下,四旋翼无人机飞控作业中姿态与轨迹跟踪精度下降,反应迟缓的问题,利用拓展Kalman滤波应对非线性系统问题出色的适应能力和噪声抑制能力,对四旋翼状态信息进行初步估算来抑制高频信号干扰,从而降低了扩张状态观测器的估计负担.同时,与扩张状态观测器联合估计由系统不确定性参数与外界扰动联合组成的“总扰动”,使系统对于精确模型的依赖性降低,并利用扰动估计的微分值进行前馈补偿,以提高对突变扰动的跟踪精度,克服了突变干扰下的相位滞后现象.综合联合观测器、带前馈补偿的LESO及带误差补偿的PD控制律,形成了一种利用拓展Kalman滤波与前馈补偿后的扩张状态观测器联合观测扰动,能较大程度抑制高频噪声和突变扰动的改进型自抗扰控制器.仿真与实验结果表明,联合观测器能有效地减小观测误差幅值且能超前校正观测相位滞后,从而更好地得到更精确的状态信息,改进型自抗扰控制器能更好地满足四旋翼飞行器快速反应、高效稳定的控制要求,精准高效地完成复杂轨迹跟踪.     

Impulsive optimal control model for the trajectory of horizontal wells

This paper presents an impulsive optimal control model for solving the optimal designing problem of the trajectory of horizontal wells. We take fully into account the effect of unknown disturbances in drilling. The optimal control problem can be converted into a nonlinear parametric optimization by integrating the state equation. We discuss here that the locally optimal solution depends in a continuous way on the parameters (disturbances) and utilize this property to propose a revised Hooke–Jeeves algorithm. The uniform design technique is incorporated into the revised Hooke–Jeeves algorithm to handle the multimodal objective function. The numerical simulation is in accordance with theoretical results. The numerical results illustrate the validity of the model and efficiency of the algorithm.     

A composite Chebyshev finite difference method for nonlinear optimal control problems

In this paper, a composite Chebyshev finite difference method is introduced and is successfully employed for solving nonlinear optimal control problems. The proposed method is an extension of the Chebyshev finite difference scheme. This method can be regarded as a non-uniform finite difference scheme and is based on a hybrid of block-pulse functions and Chebyshev polynomials using the well-known Chebyshev–Gauss–Lobatto points. The convergence of the method is established. The nice properties of hybrid functions are then used to convert the nonlinear optimal control problem into a nonlinear mathematical programming one that can be solved efficiently by a globally convergent algorithm. The validity and applicability of the proposed method are demonstrated through some numerical examples. The method is simple, easy to implement and yields very accurate results.