Optimal PID control in case of random initial conditions

The aim of this presentation is to construct a robust optimal PID feedback controller, taking into account stochastic uncertainties in the initial conditions. Usually, a precomputed feedback control is based on exactly known model parameters. However, in practice, often exact information about model parameters and initial values is not given. Hence, having an inital point, which differs from the nominal values, a standard precomputed controller may produce bad results. Supposing now that the probability distribution of the random parameter variations is known, in the following stochastic optimisation methods will be applied in order to obtain robust optimal feedback controls. Taking into account stochastic parameter variations at the initial point, the method works with expected total costs arising from the primary control expenses and the tracking error. Furthermore, the free regulator parameters are selected then such that the expected total costs are minimized. After Taylor expansion to calculate expected cost functions and a few transformations an approximate deterministic substitute control problem follows. Here, retaining only linear terms, approximation of expectations and variances of the expected cost functions can be calculated explicitly. By means of splines, numerical approximations of the objective function and the differential equations are obtained then. Using stochastic optimization methods, random parameter variations are incorporated into the optimal control process. Hence, robust optimal feedback controls are obtained. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Optimal control with delays and mixed initial condition

This paper studies optimal control problems with unfixed initial instant for systems described by differential equations with variables delays and mixed initial condition. The mixed initial condition means that at the initial instant of time, some coordinates of the trajectory do not coincide with the corresponding coordinates of the initial function (a discontinuous part of the initial condition), whereas the others coincide (a continuous part of the initial condition). The authors prove necessary optimality conditions for the control and the initial function for the initial and final instants of time. From these conditions should be isolated the condition for the initial instant containing the effect of mixed initial condition. Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 58, Optimal Control, 2008.     

On the nonlinear dependence of the optimal boundary control on the initial and terminal conditions

We consider the optimal boundary control of string vibrations and study the case of boundary force control at one end of the string, the other end being free. We show that if the initial and terminal data are arbitrary, then the dependence of the optimal boundary control on these data may be nonlinear. Conditions under which the dependence is linear are indicated. An example is considered in which the optimal control can be found in closed form.     

Optimal control problems with two-point boundary conditions

We study convex as well as some nonconvex optimal control problems for infinite-dimensional first-order linear differential systems with two-point boundary conditions of antiperiodic type. The main advance of this paper over existing related papers consists in the fact that the domains of the possible nonlinear operators involved in the boundary conditions have empty interior. Applications to boundary control systems governed by partial differential equations describing incompressible flows with fading memory and steering a temperature field are given.This work was supported in part by the National Science Foundation under Grant No. DMS-91-11794.     

Optimal damping of perturbations in a system with unknown initial conditions

We consider the perturbation damping problem for a system in which, along with an external perturbation bounded in the L ₂-norm, there is an initial perturbation caused by unknown nonzero initial conditions. We state necessary and sufficient conditions for the existence of an optimal control law minimizing the maximum L ₂-norm of the system output for all L ₂-bounded external perturbations and bounded initial states and synthesize this control law.     

Well-foundedness conditions connected with left-distributivity

We state a problem about free left-distributive algebras. If u and w are members of such an algebra write u < _L w of for some . A conjecture about left-division in such algebras is given; it entails a normal form and that for every w the set of left divisors of w is well-ordered under < _L . Received March 25, 2001; accepted in final form April 10, 2001.     

Optimal control computation for linear time-lag systems with linear terminal constraints

A computational scheme using the technique of control parameterization is developed for solving a class of optimal control problems involving linear hereditary systems with bounded control region and linear terminal constraints. Several examples have been solved to illustrate the efficiency of the technique.The authors wish to thank Dr. B. D. Craven for pointing out an error in an earlier version of this paper.From January 1985, Associate Professor, Department of Industrial and Systems Engineering, National University of Singapore, Kent Ridge, Singapore.     

Optimal control of impulsive systems with nonlocal boundary conditions

In this paper we study an optimal control problem, where states of a control system are described by impulsive differential equations with nonlocal boundary conditions. With the help of the contraction principle we prove the existence and uniqueness of a solution to the corresponding boundary value problem with fixed admissible controls. We calculate the first and second variation of the functional. Using the variation of controls, we establish various necessary optimality conditions of the second order.     

Optimal control of stochastic differential equations with dynamical boundary conditions

In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution problems with nonstandard boundary dynamic and control. The model is composed by an infinite dimensional dynamical system coupled with a finite dimensional dynamics, which describes the boundary conditions of the internal system. In other terms, we are concerned with nonstandard boundary conditions, as the value at the boundary is governed by a different stochastic differential equation.     

Optimal control of an elastically connected rectangular plate–membrane system

The optimal control of an elastically connected rectangular plate–membrane system by point-wise actuators is considered. Problems of the type are of significant practical interest in most real mechanical structures widely used in aeronautical, civil, naval, and mechanical engineering. An index of performance is formulated, which consists of a modified energy functional of the two coupled structure at a specified time and penalty functions involving the point control actuators. Necessary conditions of optimality are derived in the form of independent integral equations which lead to explicit expressions for the point-wise actuators. The results are applied to a specific problem, and numerical results are given that reveal the effectiveness of the proposed control mechanism.     

Optimal control problems with terminal functionals represented as the difference of two convex functions

Two control problems for a state-linear control system are considered: the minimization of a terminal functional representable as the difference of two convex functions (d.c. functions) and the minimization of a convex terminal functional with a d.c. terminal inequality contraint. Necessary and sufficient global optimality conditions are proved for problems in which the Pontryagin and Bellman maximum principles do not distinguish between locally and globally optimal processes. The efficiency of the approach is illustrated by examples.     

Optimal parametric synthesis of continuous/discrete stochastic terminal control systems

We propose an efficient numerical algorithm for computer parametric synthesis of linear continuous/discrete stochastic dynamic terminal control systems. The algorithm is based on the application of the method of inverse-conjugate systems and conjugate variables. Translated fromDinamicheskie Sistemy, Vol. 11, 1992.     

Optimal control computation for parabolic systems with boundary conditions involving time delays

In this paper, we consider a class of optimal control problems involving a second-order, linear parabolic partial differential equation with Neumann boundary conditions. The time-delayed arguments are assumed to appear in the boundary conditions. A necessary and sufficient condition for optimality is derived, and an iterative method for solving this optimal control problem is proposed. The convergence property of this iterative method is also investigated.On the basis of a finite-element Galerkin's scheme, we convert the original distributed optimal control problem into a sequence of approximate problems involving only lumped-parameter systems. A computational algorithm is then developed for each of these approximate problems. For illustration, a one-dimensional example is solved.     

Optimal control problem described by impulsive differential equations with nonlocal boundary conditions

We study an optimal control problem in which the plant state is described by impulsive differential equations with nonlocal boundary conditions. By using the contraction mapping principle, we prove the existence and uniqueness of a solution of the nonlocal impulsive boundary value problem for given feasible controls. We compute the first and second variations of the performance functional and use them to obtain various necessary second-order optimality conditions.     

Dynamic optimization problems with bounded terminal conditions

Bounded terminal conditions of nonlinear optimization problems are converted to equality terminal conditions via the Valentine's device. In so doing, additional unknown parameters are introduced into the problem. The transformed problems can still be easily solved using the sequential gradient-restoration algorithm (SGRA) via a simple augmentation of the unknown parameter vector . Three example problems with bounded terminal conditions are solved to verify this technique.This research was supported in part by the National Aeronautics and Space Administration under NASA Grant No. NCC 2-106.