Time optimal control computation with application to ship steering

An efficient computational scheme for solving a general class of linear time optimal control problems, where the target set is a compact and convex set with nonempty interior in the state space, is presented. The scheme is applied to solve the ship steering control problem, and excellent results are obtained.     

Optimal Trajectories and Guidance Schemes for Ship Collision Avoidance

The best strategy for collision avoidance under emergency conditions is to maximize wrt the controls the timewise minimum distance between the host ship and the intruder ship. In a restricted waterway area, two main constraints must be satisfied: the lateral deviation of the host ship from the original course is to be contained within certain limits; the longitudinal distance covered by the host ship is to be subject to a prescribed bound. At the maximin point of the encounter, the time derivative of the relative distance vanishes; this yields an inner boundary condition (orthogonality between the relative position vector and the relative velocity vector) separating the main phases of the maneuver: the avoidance and recovery phases. In this way, the optimal trajectory problem (a Chebyshev problem) can be converted into a Bolza problem with an inner boundary condition. Numerical solutions are obtained via the multiple-subarc sequential gradient-restoration algorithm (SGRA). Because the optimal trajectory is not suitable for real-time implementation, a guidance scheme approximating the optimal trajectory in real time is to be developed. For ship collision avoidance, the optimal trajectory results show that the rudder angle time history has a bang-bang form characterized by the alternation of saturated control subarcs of opposite signs joined by rapid transitions. Just as the optimal trajectory can be partitioned into three phases (avoidance phase, recovery phase, steady phase), a guidance trajectory can be constructed in the same way. For the avoidance and recovery phases, use of decomposition techniques leads to an algorithm computing the time lengths of these phases in real time. For the steady phase, a feedback control scheme is used to maneuver the ship steadily. Numerical results are presented. Portions of this paper were presented by the senior author at the 13th International Workshop on Dynamics and Control, Wiesensteig, Germany, 22-26 May 2005, in honor of George Leitmann. This research was supported by NSF Grant CMS-02-18878.     

Investigation of inverse simulation for design of feedforward controllers

This paper describes the use of inverse simulation to develop feedforward controllers for model-based output-tracking control system structures, thus avoiding the more complicated techniques of model inversion. Similarities and shortcomings of the inverse simulation and model inversion approaches are explored. It is found that, with suitable values of discretized time interval, the method based on inverse simulation may be preferable for minimum-phase systems. Depending upon zero redistribution within the process of inverse simulation, non-minimum-phase problems for linear systems can also be handled. The conclusions are demonstrated using a non-linear HS125 aircraft model, a linearised Lynx helicopter model and a container ship model for ship steering control and roll stabilization.     

Algorithms to control the moving ship during harbour entry

Automation is being accepted for control systems onboard ships in view of the shortage of skilled manpower in marine sector. Control theory has long been applied to maneuvering problems and at present this trend is continuing at an increased rate. This is for speed control, course control and path keeping. Heading control and course keeping are very important for surface ships while they enter shallow water regions. A typical situation is the entry of a large commercial ship into the harbour basin. The ship faces a sudden change of forces and moments around it due to the change in the hydrodynamics. The Master of the ship regulates the speed while entering the basin. Forces and moments, due to the hydrodynamic flow around the moving hull, are balanced by the rudder behind it. The feed back from the heading angle is taken and the gain in the control system prompts the steering gear to turn the rudder. The conventional control algorithm based on PID is attempted in the first part of the paper and case studies are shown for a Mariner class ship whose hydrodynamic derivatives are known. Displacement, velocities and accelerations are determined for short duration from the simulation of a voyage in calm water. The proposed system can be implemented into autopilot systems. The codes developed in MATLAB can accommodate wind and wave forces as well. The simulation is of a general type and can be used for other vessels with a change in the constants of P (Proportional), I (Integral) and D (Derivative) which can be arrived at by trial and error. The design of the control system depends on the choice of the three control constants K_p, K_i and K_d. These will change as per sea state and extra loads. The control of motions in shallow water and deep water cases are discussed in the paper.     

On a minimax control problem for a positional functional under geometric and integral constraints on control actions

Within the game-theoretical approach, we consider a minimax feedback control problem for a linear dynamical system with a positional quality index, which is the norm of the deviation of the motion from given target points at given times. Control actions are subject to both geometric and integral constraints. A procedure for the approximate calculation of the optimal guaranteed result and for the construction of a control law that ensures the result is developed. The procedure is based on the recursive construction of upper convex hulls of auxiliary program functions. Results of numerical simulations are presented.     

Unification of differential games,generalized solutions of the Hamilton-Jacobi equations,and a stochastic guide

On the basis of a minimax-maximin differential game of minimal deviation of a moving object from a given target on a given time interval, we discuss the relationship between the unified form of the game and the interpretation of this game in terms of Subbotin’s generalized minimax solution of Hamilton-Jacobi equations. In addition, we consider the relationship between the chosen formalization of a differential game and investigations of this game on the basis of solutions of parabolic equations degenerating into Hamilton-Jacobi equations as the diffusion term tends to zero. The related generation of minimax and maximin controls with a stochastic guide is described. We analyze the similarity between the unified form of a differential game and the concept of differential game suggested by Pontryagin.     

函数空间中总极值的R-收敛有限维逼近

应用测度序列R-收敛的新概念来描述函数空间中总极值问题解的有限维逼近,并利用变差积分途径来寻找这样的解.针对有约束问题,运用罚变差积分算法把所给问题转化为无约束问题,且给出一个非凸状态约束最优控制问题的数值例子以说明该算法的有效性.     

A semi-analytical direct optimal control solution for strongly excited and dissipative Hamiltonian systems

A semi-analytical direct optimal control solution for strongly excited and dissipative Hamiltonian systems is proposed based on the extended Hamiltonian principle, the Hamilton-Jacobi-Bellman (HJB) equation and its variational integral equation, and the finite time element approximation. The differential extended Hamiltonian equations for structural vibration systems are replaced by the variational integral equation, which can preserve intrinsic system structure. The optimal control law dependent on the value function is determined by the HJB equation so as to satisfy the overall optimality principle. The partial differential equation for the value function is converted into the integral equation with variational weighting. Then the successive solution of optimal control with system state is designed. The two variational integral equations are applied to sequential time elements and transformed into the algebraic equations by using the finite time element approximation. The direct optimal control on each time element is obtained respectively by solving the algebraic equations, which is unconstrained by the system state observed. The proposed control algorithm is applicable to linear and nonlinear systems with the quadratic performance index, and takes into account the effects of external excitations measured on control. Numerical examples are given to illustrate the optimal control effectiveness.     

Critical Homogenization of SDEs Driven by a Levy Process in Random Medium

We are concerned with homogenization of stochastic differential equations (SDE) with stationary coefficients driven by Poisson random measures and Brownian motions in the critical case, that is, when the limiting equation admits both a Brownian part as well as a pure jump part. We state an annealed convergence theorem. This problem is deeply connected with homogenization of integral partial differential equations.     

Quasilinear Pursuit Differential Game with a Simple Dynamics under Phase Constraints

On a fixed closed time interval we consider a quasilinear pursuit differential game with a convex compact target set under a phase constraint in the form of a convex closed set. We construct a convex compact guaranteed capture set similar to an alternating Pontryagin sum and define the guaranteed piecewise-programmed strategy of the pursuer ensuring the hitting of the target set by the phase vector satisfying the phase constraint in finite time. Under certain conditions, we prove the convergence of the constructed alternating sum in the Hausdorff metric to a convex compact set, which is an analog of the alternating Pontryagin integral for the differential game.     

The Fundamental Solution and Its Role in the Optimal Control of Infinite Dimensional Neutral Systems

In this work, we shall consider standard optimal control problems for a class of neutral functional differential equations in Banach spaces. As the basis of a systematic theory of neutral models, the fundamental solution is constructed and a variation of constants formula of mild solutions is established. We introduce a class of neutral resolvents and show that the Laplace transform of the fundamental solution is its neutral resolvent operator. Necessary conditions in terms of the solutions of neutral adjoint systems are established to deal with the fixed time integral convex cost problem of optimality. Based on optimality conditions, the maximum principle for time varying control domain is presented. Finally, the time optimal control problem to a target set is investigated.     

A Geometric Approach to Trajectory Design for an Autonomous Underwater Vehicle: Surveying the Bulbous Bow of a Ship

In this paper, we present a control strategy design technique for an autonomous underwater vehicle based on solutions to the motion planning problem derived from differential geometric methods. The motion planning problem is motivated by the practical application of surveying the hull of a ship for implications of harbor and port security. In recent years, engineers and researchers have been collaborating on automating ship hull inspections by employing autonomous vehicles. Despite the progresses made, human intervention is still necessary at this stage. To increase the functionality of these autonomous systems, we focus on developing model-based control strategies for the survey missions around challenging regions, such as the bulbous bow region of a ship. Recent advances in differential geometry have given rise to the field of geometric control theory. This has proven to be an effective framework for control strategy design for mechanical systems, and has recently been extended to applications for underwater vehicles. Advantages of geometric control theory include the exploitation of symmetries and nonlinearities inherent to the system.     

Infinite-horizon optimal controls for problems governed by a volterra integral equation with state-and-control-dependent discount factor

In this work, we concern ourselves with the existence of optimal solutions to optimal control problems defined on an unbounded time interval with states governed by a nonlinear Volterra integral equation. These results extend both the work of Baum and others in infinite-horizon control of ordinary differential equations as well as the work of Angell concerning integral equations. In addition, we incorporate into the objective functional (described by an improper integral) a discount factor which reflects a hereditary dependence on both state and control. In this manner, we are able to generalize the recent results of Becker, Boyd, and Sung in which they establish an existence theorem in the calculus of variations with objective functionals of the so-called recursive type. Our results are obtained through the use of appropriate lower-closure theorems and compactness conditions. Examples are presented in which the applicability of our results is demonstrated.This research was supported by the National Science Foundation, Grant No. DMS-87-00706.     

Optimal control of piecewise deterministic markov process

The trajectories of piecewise deterministic Markov processes are solutions of an ordinary (vector)differential equation with possible random jumps between the different integral curves. Both continuous deterministic motion and the random jumps of the processes are controlled in order to minimize the expected value of a performance functional consisting of continuous, jump and terminal costs. A limiting form of the Hamilton-Jacobi-Bellman partial differential equation is shown to be a necessary and sufficient optimality condition. The existence of an optimal strategy is proved and acharacterization of the value function as supremum of smooth subsolutions is also given. The approach consists of imbedding the original control problem tightly in a convex mathematical programming problem on the space of measures and then solving the latter by dualit     

弹性力学求解体系的研究

证明了弹性力学求解体系的微分形式与积分形式的等价关系,建立了统一求解体系构架.新体系包括微分形式、积分形式及混合形式.利用微分形式与积分形式的等价关系,导出了各种变分原理.提出了广义虚功方程和广义虚函数的概念.     

Optimal Control of a Ship for Course Change and Sidestep Maneuvers

We consider a ship subject to kinematic, dynamic, and moment equations and steered via rudder under the assumptions that the rudder angle and rudder angle time rate are subject to upper and lower bounds. We formulate and solve four Mayer problems of optimal control, the optimization criterion being the minimum time.Problems P1 and P2 deal with course change maneuvers. In Problem P1, a ship initially in quasi-steady state must reach the final point with a given yaw angle and zero yaw angle time rate. Problem P2 differs from Problem P1 in that the additional requirement of quasi-steady state is imposed at the final point.Problems P3 and P4 deal with sidestep maneuvers. In Problem P3, a ship initially in quasi-steady state must reach the final point with a given lateral distance, zero yaw angle, and zero yaw angle time rate. Problem P4 differs from Problem P3 in that the additional requirement of quasi-steady state is imposed at the final point.The above Mayer problems are solved via the sequential gradient-restoration algorithm in conjunction with a new singularity avoiding transformation which accounts automatically for the bounds on rudder angle and rudder angle time rate.The optimal control histories involve multiple subarcs along which either the rudder angle is kept at one of the extreme positions or the rudder angle time rate is held at one of the extreme values. In problems where quasi-steady state is imposed at the final point, there is a higher number of subarcs than in problems where quasi-steady state is not imposed; the higher number of subarcs is due to the additional requirement that the lateral velocity and rudder angle vanish at the final point.     

Switched system modeling and robust steering control of the tail end phase in a hot strip mill

In this article, a robust steering control for the last phase of the rolling process in a hot strip mill is proposed. This phase, called tail end phase, may be modelled as a linear switched system. The switchings make the system unstable and the task of the tail end steering control consists in guaranteeing the safety of the industrial plant. The system involves a two time scales dynamics. Hence, the singular perturbation method is used in order to design the control law. The controller has to take into account the physical variations of the rolled products and an uncertainty in the switching time. Results concerning the ArcelorMittal hot strip mill of Eisenhüttenstadt are presented.     

The Infinite Time Quadratic Cost Control Problem for Distributed Systems with Unbounded Control Action

This paper studies the quadratic cost control problem, overan infinite time interval, for systems defined by integral equationsgiven in terms of semigroups. Conditions are imposed which allowunbounded control action to be considered. It is shown thatsolution to the problem leads to an integral Riccati equationwith unique solution. The integral Riccati equation may be differentiatedand conditions are given under which the differential Riccatiequation also has unique solution.     

Some properties of a Cauchy-type integral for the Moisil-Theodoresco system of partial differential equations

Our main interest is an analog of a Cauchy-type integral for the theory of the Moisil-Theodoresco system of differential equations in the case of a piecewise-Lyapunov surface of integration. The topics of the paper concern theorems that cover basic properties of this Cauchy-type integral: the Sokhotskii-Plemelj theorem for it as well as a necessary and sufficient condition for the possibility of extending a given Hölder function from such a surface up to a solution of the Moisil-Theodoresco system of partial differential equations in a domain. A formula for the square of a singular Cauchy-type integral is given. The proofs of all these facts are based on intimate relations between the theory of the Moisil-Theodoresco system of partial differential equations and some versions of quaternionic analysis.