A neighboring optimal feedback control scheme for systems using discontinuous control

The calculation and implementation of the neighboring optimal feedback control law for multiinput, nonlinear dynamical systems, using discontinuous control, is the subject of this paper. The concept of neighboring optimal feedback control of systems with continuous, unbounded control functions has been investigated by others. The differentiating features between this class of problems and that considered here are the control discontinuities and the inherent system uncontrollability during the latter stages of the control-law operating time.The neighboring control law is determined by minimizing the second-order terms in the expansion of the performance index about an optimal nominal path. The resulting gains are a function of the states associated with the nominal trajectory. The development of a feedback control scheme utilizing these gains requires a technique for choosing the gains appropriate for each neighboring state. Such a technique is described in this paper. The technique combines abootstrap algorithm for determining the number of neighboring switch times and the initial and final controls with a scheme based ontime-to-go along the nominal and neighboring paths until the next predicted switch time or the predicted final time. This scheme requires that the nominal state, which is used to specify the feedback gains, be chosen such that the predicted time-to-go from the neighboring state be identical to the time-to-go from the nominal state. This technique for choosing feedback gains possesses minimal storage requirements and readily leads to a real-time feedback implementation of the neighboring control law.The optimal feedback control scheme described in this paper is utilized to solve the minimum-time satellite attitude-acquisition problem. The action of the neighboring control scheme when applied to states which do not lie in an immediate neighborhood of the nominal path is investigated. For this particular problem, the neighboring control scheme performs quite well despite the fact that, when the state perturbations are finite, the terminal constraints can never be satisfied exactly.This research was sponsored by the National Aeronautics and Space Administration under Research Grant No. NGL-05-020-007 and is a condensed version of the investigation described in Ref. 1. The authors are indebted to Professor Arthur E. Bryson, Jr., for suggesting the topic and providing stimulating discussions.     

Realistic feedback control of turbogenerators

In this paper, the optimal control of a turboalternator connected to an infinite bus is considered. The alternator is controlled through a linear feedback of the state variables. The feedback parameters are obtained by solving a two-point nonlinear boundary-value problem. The values obtained for these parameters depend on the strength and duration of the disturbance, since the model is nonlinear, contrary to the usual feedback control of a linear model. In contrast to the model used in Ref. 1, the model used here include the transfer functions of the governor, the turbine, and the voltage regulator.This work was supported in part by the National Research Council of Canada, Grant No. A-4146.     

A vector measure approach to state feedback control in Banach resolution spaces I

An abstract version of the linear regulator-quadratic cost problem is considered for a dynamical system S, where input and output are elements of various Banach resolution spaces. Our main result is the representation of the optimal control in memoryless state feedback form. This representation is obtained as an integral with respect to a vector measure defined on the state space of S.     

Realistic feedback control of two interconnected turbogenerators

In this paper, the optimal control of a system with two identical interconnected turbogenerators, which are connected to an infinite bus, is considered. The alternators are controlled through a linear feedback of the state variables. The feedback parameters are obtained by solving a nonlinear, two-point boundary-value problem. The values obtained for these parameters depend on the strength and duration of the disturbance, since the model is nonlinear, contrary to the usual feedback control of a linear model. In contrast to the model used in Ref. 1, the model used here includes the transfer function of the governors, the turbines, and the voltage regulators.This work was supported in part by the National Science and Engineering Research Council of Canada, Grant No. A4146. The authors wish to express their appreciation to Mr. T. L. Gan for his help in computations.     

Optimal control of a one-dimensional storage process

We consider the discounted and ergodic optimal control problems related to a one-dimensional storage process. The existence and uniqueness of the corresponding Bellman equation and the regularity of the optimal value is established. Using the Bellman equation an optimal feedback control is constructed. Finally we show that under this optimal control the origin is reachable.This work was supported by the National Science Foundation under Grant No. MCS 8121940.     

A uniformly differentiable approximation scheme for delay systems using splines

A new spline-based scheme is developed for linear retarded functional differential equations within the framework of semigroups on the Hilbert spaceR ⁿ ×L ². The approximating semigroups inherit in a uniform way the characterization for differentiable semigroups from the solution semigroup of the delay system (e.g., among other things the logarithmic sectorial property for the spectrum). We prove convergence of the scheme in the state spacesR ⁿ ×L ² andH ¹. The uniform differentiability of the approximating semigroups enables us to establish error estimates including quadratic convergence for certain classes of initial data. We also apply the scheme for computing the feedback solutions to linear quadratic optimal control problems.Work done by K. Ito was supported by AFOSR under Contract No. F-49620-86-C-0111, by NASA under Grant No. NAG-1-517, and by NSF under Grant No. UINT-8521208. Work done by F. Kappel was supported by AFOSR under Grant No. 84-0398 and by FWF(Austria) under Grants S3206 and P6005.     

Feedback control in LQCP with a terminal inequality constraint

This paper considers the linear-quadratic control problem (LQCP) for systems defined by evolution operators with a terminal state inequality constraint. It is shown that, under suitable assumptions, the optimal control exists, is unique, and has a closed-loop structure. The synthesis of the feedback control requires one to solve the integral Riccati equation for the unconstrainted LQCP and a linear integral equation whose solution depends on a real parameter satisfying an additional condition.This work was completed while the author was visiting the Control Theory Centre, University of Warwick, Coventry, England.     

INFINITE DIMENSIONAL TRACKING OPTIMAL CONTROL VIA DYNAMIC OUTPUT FEEDBACK~*

This paper explores implemantation problems of infinite dimensional linear-quadratictracking optimal control.Based on the closed-loop result,a new formula of optimal controlexpressed by past-time state feedback is proved.From this,on the conditions of observa-bility,expressions of optimal control via dynamic output feedback are derived.The mainfeedback operator functions are given by solution of linear integral equations.     

Randomized system trajectories

The notion of system trajectory of a time-varying input-output, dynamical system is reviewed. By introducing a probability measure on a class of such systems a stochastic system, the randomized system, is defined. The randomized system has a trajectory induced by the trajectories of the original systems. A theorem is proved giving fairly general conditions under which the randomized system trajectory is generated by a strongly continuous semigroup of bounded linear operators in a Banach space. An example is presented for a system represented by a quadratic integral operator.Research supported in part by National Science Foundation under Grant No. ECS-8005960.     

Robust Reliable Control for Uncertain Time-Delay Systems with IQC Performance

A robust reliable control with integral quadratic constraint (IQC) performance for a class of uncertain systems with state and input delays is considered in this paper. Two classes of failure situations for sensor or actuator are studied. In the first class, a delay-dependent criterion for time-delay systems without perturbations is proposed to design the reliable control with IQC performance. Next, a criterion for uncertain time-delay systems with parameter uncertainties is obtained via simple derivations. The linear matrix inequality (LMI) approach is used to design a robust reliable state feedback control with IQC performance. In the second class, a reliable control with IQC performance is also provided from he previous method. A numerical example is given to illustrate the effectiveness of the procedure. The research reported here was supported by the National Science Council of Taiwan, ROC under Grant NSC 95-2221-E-022-019.     

A transformation technique for optimal control problems with partially linear state inequality constraints

This paper considers optimal control problems involving the minimization of a functional subject to differential constraints, terminal constraints, and a state inequality constraint. The state inequality constraint is of a special type, namely, it is linear in some or all of the components of the state vector.A transformation technique is introduced, by means of which the inequality-constrained problem is converted into an equality-constrained problem involving differential constraints, terminal constraints, and a control equality constraint. The transformation technique takes advantage of the partial linearity of the state inequality constraint so as to yield a transformed problem characterized by a new state vector of minimal size. This concept is important computationally, in that the computer time per iteration increases with the square of the dimension of the state vector.In order to illustrate the advantages of the new transformation technique, several numerical examples are solved by means of the sequential gradient-restoration algorithm for optimal control problems involving nondifferential constraints. The examples show the substantial savings in computer time for convergence, which are associated with the new transformation technique.This research was supported by the Office of Scientific Research, Office of Aerospace Research, United States Air Force, Grant No. AF-AFOSR-76-3075, and by the National Science Foundation, Grant No. MCS-76-21657.     

Optimal Discontinuous Feedback Controls for Linear Systems

The synthesis of optimal feedback controls for linear systemswith constrained inputs is studied. An integral cost is minimized,the integrand being the sum of a quadratic state penalty term,a fuel-type control penalty term, and a nonquadratic functionof the state. The latter function is regarded as a problem-regularizingterm which is chosen so as to admit a simple explicit feedbackcharacterisation of the optimal control. Formulations with anonautonomous finite time interval and an autonomous semi-infinitetime horizon are treated, and an example of each type of problemis presented.     

Feedback exact null controllability for unbounded control problems in Hilbert space

Terminal constraint optimal control problems with unbounded control operators are considered. It is shown that the optimal solutions can be represented in a feedback form via a solution of an appropriate Riccati equation. In particular, it is proved that, for systems described by partial differential equations with infinite speed of propagation, boundary exact null controllability can be realized in feedback form.This work was partially supported by the National Science Foundation, Grant No. DMS-89-02811, and by the Air Force Office of Scientific Research, Grant No. AFOSR-89-0511 DEF.     

Control of linear processes with distributed lags using dynamic programming from first principles

A simple dynamic programming argument is presented for the quadratic-cost controller synthesis problem for discrete-time linear processes with delay. Distributed delays are allowed in both state and control. The solution obtained has a discrete-time Riccati difference structure closely analogous to the Riccati differential structure associated with delay problems in continuous time. Extensions are provided for the cases of varying lag-limits, performance criterion dependent on past variables, and the time-invariant regulator problem. A feedback solution is also obtained for a continuous-time problem with distributed delays in the control, by passage to limit from the discrete results.This work was supported by the Operations Research Center, University of California, Berkeley, California, under NSF Grant No. GP-30961X2. The author would like to thank Professor S. E. Dreyfus for guidance and helpful suggestions.     

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.     

Characterization of the Darboux point for particular classes of problems

A minimal sufficient condition for global optimality involving the Darboux point, analogous to the minimal sufficient condition of local optimality involving the conjugate point, is presented. The Darboux point is then characterized for optimal control problems with linear dynamics, cost functionals with a general terminal state term and an integrand quadratic in the state and control, and general terminal conditions. The Darboux point is shown to be the supremum of a sequence of conjugate points. If the terminal state term is quadratic, along with a scalar quadratic boundary condition, then the Darboux point is also the time at which the Riccati matrix becomes unbounded, giving a characterization of the unboundedness of the Riccati matrix at points which are not in general conjugate points.This research was supported by the National Science Foundation under Grant No. GK-30115.This is Definition 2.1 of Ref. 1.     

The synthesis of optimal controls for linear,time-optimal problems with retarded controls

Optimization problems involving linear systems with retardations in the controls are studied in a systematic way. Some physical motivation for the problems is discussed. The topics covered are: controllability, existence and uniqueness of the optimal control, sufficient conditions, techniques of synthesis, and dynamic programming. A number of solved examples are presented.This research was supported in part by the National Aeronautics and Space Administration under Grant No. NGL-40-002-015, in part by the Air Force Office of Scientific Research under Grant No. AF-AFOSR-693-67B, and in part by the National Science Foundation under Grant No. GP-15132.     

Approximation of nonlinear functional differential equation control systems

We develop a general approximation framework for use in optimal control problems governed by nonlinear functional differential equations. Our approach entails only the use of linear semigroup approximation results, while the nonlinearities are treated as perturbations of a linear system. Numerical results are presented for several simple nonlinear optimal control problem examples.This research was supported in part by the US Air Force under Contract No. AF-AFOSR-76-3092 and in part by the National Science Foundation under Grant No. NSF-GP-28931x3.     

Solution of a class of stochastic linear-convex control problems using deterministic equivalents

In this paper, we identify a new class of stochastic linearconvex optimal control problems, whose solution can be obtained by solving appropriate equivalent deterministic optimal control problems. The term linear-convex is meant to imply that the dynamics is linear and the cost function is convex in the state variables, linear in the control variables, and separable. Moreover, some of the coefficients in the dynamics are allowed to be random and the expectations of the control variables are allowed to be constrained. For any stochastic linear-convex problem, the equivalent deterministic problem is obtained. Furthermore, it is shown that the optimal feedback policy of the stochastic problem is affine in its current state, where the affine transformation depends explicitly on the optimal solution of the equivalent deterministic problem in a simple way. The result is illustrated by its application to a simple stochastic inventory control problem.This research was supported in part by NSERC Grant A4617, by SSHRC Grant 410-83-0888, and by an INRIA Post-Doctoral Fellowship.     

Feedback approximation of the minimum energy control for linear infinite-dimensional systems with zero terminal state

The paper studies the minimum energy control problem for linear infinite-dimensional systems with an unbounded input operator and zero terminal state. This problem is approximated by the minimum energy control problem with a small terminal state for which the solution is derived in feedback form. The operators which comprise the feedback are described in terms of differential relations which, depending on circumstances, involve Liapunov or Riccati differential equations. A detailed example illustrates how the general results apply to the wave equation with control in Dirichlet boundary condition.This work was supported by the Polish Ministry of National Education under Grant DNS-T/02/097/90-2.