Minimizing control variation in discrete-time optimal control problems
For a real practical system, a large fluctuation in the control signal is highly undesirable. To address this undesirable situation, we investigate a discrete-time optimal control problem subject to terminal state and all-time-step constraints on the state and control, where the cost function is the...
| Main Authors: | , , , |
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| Format: | Journal Article |
| Published: |
Elsevier
2016
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/40776 |
| _version_ | 1848755961839222784 |
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| author | Zhang, Y. Yu, Changjun Xu, Y. Teo, Kok Lay |
| author_facet | Zhang, Y. Yu, Changjun Xu, Y. Teo, Kok Lay |
| author_sort | Zhang, Y. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | For a real practical system, a large fluctuation in the control signal is highly undesirable. To address this undesirable situation, we investigate a discrete-time optimal control problem subject to terminal state and all-time-step constraints on the state and control, where the cost function is the sum of terminal cost and the variation of the control signal. The variation of the control signal is expressed in terms of absolute value functions and hence is nonsmooth. By a novel smooth transformation and the constraint transcription technique, this problem is approximated by a constrained discrete-time optimal control with the new cost function involves only smooth functions. A gradient-based computational method is then derived, which is supported by rigorous convergence analysis. Two examples are provided to demonstrate the effectiveness and advantages of the proposed method. |
| first_indexed | 2025-11-14T09:04:38Z |
| format | Journal Article |
| id | curtin-20.500.11937-40776 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T09:04:38Z |
| publishDate | 2016 |
| publisher | Elsevier |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-407762017-09-13T15:57:40Z Minimizing control variation in discrete-time optimal control problems Zhang, Y. Yu, Changjun Xu, Y. Teo, Kok Lay Constraints transcription Smooth transformation Terminal state constraints Discrete-time optimal control All-time-step constraints For a real practical system, a large fluctuation in the control signal is highly undesirable. To address this undesirable situation, we investigate a discrete-time optimal control problem subject to terminal state and all-time-step constraints on the state and control, where the cost function is the sum of terminal cost and the variation of the control signal. The variation of the control signal is expressed in terms of absolute value functions and hence is nonsmooth. By a novel smooth transformation and the constraint transcription technique, this problem is approximated by a constrained discrete-time optimal control with the new cost function involves only smooth functions. A gradient-based computational method is then derived, which is supported by rigorous convergence analysis. Two examples are provided to demonstrate the effectiveness and advantages of the proposed method. 2016 Journal Article http://hdl.handle.net/20.500.11937/40776 10.1016/j.cam.2015.07.010 Elsevier restricted |
| spellingShingle | Constraints transcription Smooth transformation Terminal state constraints Discrete-time optimal control All-time-step constraints Zhang, Y. Yu, Changjun Xu, Y. Teo, Kok Lay Minimizing control variation in discrete-time optimal control problems |
| title | Minimizing control variation in discrete-time optimal control problems |
| title_full | Minimizing control variation in discrete-time optimal control problems |
| title_fullStr | Minimizing control variation in discrete-time optimal control problems |
| title_full_unstemmed | Minimizing control variation in discrete-time optimal control problems |
| title_short | Minimizing control variation in discrete-time optimal control problems |
| title_sort | minimizing control variation in discrete-time optimal control problems |
| topic | Constraints transcription Smooth transformation Terminal state constraints Discrete-time optimal control All-time-step constraints |
| url | http://hdl.handle.net/20.500.11937/40776 |