Dynamic Integrated Systems Optimization ands Parameter Estimation for discrete-time optimal-control of nonlinear-systems

Dynamic Integrated Systems Optimization ands Parameter Estimation for discrete-time optimal-control of nonlinear-systems

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Article ID: iaor19961910
Country: United States
Volume: 63
Issue: 2
Start Page Number: 257
End Page Number: 281
Publication Date: Feb 1996
Journal: International Journal of Control
Authors: ,
Abstract:

An algorithm for solving nonlinear discrete time optimal control problems with model-reality differences is presented. The technique uses Dynamic Integrated System Optimization and Parameter Estimation, which achieves the correct optimal solution in spite of deficiencies in the mathematical model employed in the optimization procedure. A version of the algorithm with a linear-quadratic model-based problem, implemented in the C¸+¸+ programming language, is developed and applied to illustrative simulation examples. An analysis of the optimality and convergence properties of the algorithm is also presented.

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