scholarly journals The Norm Optimal Control Problem for Stochastic Linear Control Systems

2015 ◽  
Vol 21 (2) ◽  
pp. 399-413 ◽  
Author(s):  
Yanqing Wang ◽  
Can Zhang
2012 ◽  
Vol 2012 ◽  
pp. 1-12 ◽  
Author(s):  
Qixin Zhu ◽  
Guangming Xie

Finite-horizon optimal control problems for discrete-time switched linear control systems are investigated in this paper. Two kinds of quadratic cost functions are considered. The weight matrices are different. One is subsystem dependent; the other is time dependent. For a switched linear control system, not only the control input but also the switching signals are control factors and are needed to be designed in order to minimize cost function. As a result, optimal design for switched linear control systems is more complicated than that of non-switched ones. By using the principle of dynamic programming, the optimal control laws including both the optimal switching signal and the optimal control inputs are obtained for the two problems. Two examples are given to verify the theory results in this paper.


Author(s):  
A.I. Diveev ◽  
E.A. Sofronova

The paper focuses on the properties of symmetric control systems, whose distinctive feature is that the solution of the optimal control problem for an object, the mathematical model of which belongs to the class of symmetric control systems, leads to the solution of two problems. The first optimal control problem is the initial one; the result of its solution is a function that ensures the optimal movement of the object from the initial state to the terminal one. In the second problem, the terminal state is the initial state, and the initial state is the terminal state. The complexity of the problem being solved is due to the increase in dimension when the models of all objects of the group are included in the mathematical model of the object, as well as the emerging dynamic phase constraints. The presence of phase constraints in some cases leads to the target functional having several local extrema. A theorem is proved that under certain conditions the functional is not unimodal when controlling a group of objects belonging to the class of symmetric systems. A numerical example of solving the optimal control problem with phase constraints by the Adam gradient method and the evolutionary particle swarm method is given. In the example, a group of two symmetrical objects is used as a control object


1966 ◽  
Vol 88 (2) ◽  
pp. 306-310 ◽  
Author(s):  
Masanao Aoki

The paper discusses optimal controls of processes with unknown constant parameters, where the processes are such that no measurements on the parameters are available during control periods. The general formulation of this optimal control problem is given for such systems, and it is shown that the formulation becomes quite simple when the equation for the observed-state vector is invertible, and that the problems of estimation and optimal controls cannot be separated for the class of problems discussed in the paper even when the systems are linear with quadratic criterion functions.


Open Physics ◽  
2018 ◽  
Vol 16 (1) ◽  
pp. 476-487 ◽  
Author(s):  
Camelia Pop ◽  
Camelia Petrişor ◽  
Remus-Daniel Ene

Abstract This paper analyses a dynamical system derived from a left-invariant, drift-free optimal control problem on the Lie group SO(3) × ℝ3 × ℝ3 in deep connection with the important role of the Lie groups in tackling the various problems occurring in physics, mathematics, engineering and economic areas [1, 2, 3, 4, 5]. The stability results for the initial dynamics were inconclusive for a lot of equilibrium points (see [6]), so a linear control has been considered in order to stabilize the dynamics. The analytic approximate solutions of the resulting nonlinear system are established and a comparison with the numerical results obtained via the fourth-order Runge-Kutta method is achieved.


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