Robust Suboptimal Control of Nonlinear Systems
In this paper, we consider a nonlinear dynamic system with uncertain parameters. Our goal is to choose a control function for this system that balances two competing objectives: (i) the system should operate efficiently; and (ii) the system's performance should be robust with respect to changes...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Elsevier Inc.
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/10486 |
| _version_ | 1848747546623606784 |
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| author | Loxton, Ryan Teo, Kok Lay Rehbock, Volker |
| author_facet | Loxton, Ryan Teo, Kok Lay Rehbock, Volker |
| author_sort | Loxton, Ryan |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | In this paper, we consider a nonlinear dynamic system with uncertain parameters. Our goal is to choose a control function for this system that balances two competing objectives: (i) the system should operate efficiently; and (ii) the system's performance should be robust with respect to changes in the uncertain parameters. With this in mind, we introduce an optimal control problem with a cost function penalizing both the system cost (a function of the final state reached by the system) and the system sensitivity (the derivative of the system cost with respect to the uncertain parameters). We then show that the system sensitivity can be computed by solving an auxiliary initial value problem. This result allows one to convert the optimal control problem into a standard Mayer problem, which can be solved directly using conventional techniques. We illustrate this approach by solving two example problems using the software MISER3. |
| first_indexed | 2025-11-14T06:50:52Z |
| format | Journal Article |
| id | curtin-20.500.11937-10486 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T06:50:52Z |
| publishDate | 2011 |
| publisher | Elsevier Inc. |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-104862019-02-19T04:26:27Z Robust Suboptimal Control of Nonlinear Systems Loxton, Ryan Teo, Kok Lay Rehbock, Volker In this paper, we consider a nonlinear dynamic system with uncertain parameters. Our goal is to choose a control function for this system that balances two competing objectives: (i) the system should operate efficiently; and (ii) the system's performance should be robust with respect to changes in the uncertain parameters. With this in mind, we introduce an optimal control problem with a cost function penalizing both the system cost (a function of the final state reached by the system) and the system sensitivity (the derivative of the system cost with respect to the uncertain parameters). We then show that the system sensitivity can be computed by solving an auxiliary initial value problem. This result allows one to convert the optimal control problem into a standard Mayer problem, which can be solved directly using conventional techniques. We illustrate this approach by solving two example problems using the software MISER3. 2011 Journal Article http://hdl.handle.net/20.500.11937/10486 10.1016/j.amc.2011.01.039 Elsevier Inc. fulltext |
| spellingShingle | Loxton, Ryan Teo, Kok Lay Rehbock, Volker Robust Suboptimal Control of Nonlinear Systems |
| title | Robust Suboptimal Control of Nonlinear Systems |
| title_full | Robust Suboptimal Control of Nonlinear Systems |
| title_fullStr | Robust Suboptimal Control of Nonlinear Systems |
| title_full_unstemmed | Robust Suboptimal Control of Nonlinear Systems |
| title_short | Robust Suboptimal Control of Nonlinear Systems |
| title_sort | robust suboptimal control of nonlinear systems |
| url | http://hdl.handle.net/20.500.11937/10486 |