A numerical algorithm for singular optimal LQ control systems
From MaRDI portal
Abstract: A numerical algorithm to obtain the consistent conditions satisfied by singular arcs for singular linear-quadratic optimal control problems is presented. The algorithm is based on the presymplectic constraint algorithm (PCA) by Gotay-Nester cite{Go78,Vo99} that allows to solve presymplectic hamiltonian systems and that provides a geometrical framework to the Dirac-Bergmann theory of constraints for singular Lagrangian systems cite{Di49}. The numerical implementation of the algorithm is based on the singular value decomposition that, on each step allows to construct a semi-explicit system. Several examples and experiments are discussed, among them a family of arbitrary large singular LQ systems with index 3 and a family of examples of arbitrary large index, all of them exhibiting stable behaviour.
Recommendations
- Numerical methods for singular optimal control
- A numerical algorithm for singular optimal control synthesis using continuation methods
- Numerical procedure for solving a class of singular optimal control problems
- On numerical solution of singularly perturbed optimal control problems
- Computation of singular linear quadratic optimal control
- Numerical procedure to approximate a singular optimal control problem
- A linearization algorithm for optimizing control systems subject to singular value inequalities
- Control problem structure and the numerical solution of linear singular systems
- An algorithm for the asymptotic solution of a singularly perturbed linear time-optimal control problem
- Numerically Reliable Computation of Optimal Performance in Singular $H_{\inf}$ Control
Cites work
- scientific article; zbMATH DE number 3138903 (Why is no real title available?)
- scientific article; zbMATH DE number 3756883 (Why is no real title available?)
- scientific article; zbMATH DE number 69955 (Why is no real title available?)
- scientific article; zbMATH DE number 1005873 (Why is no real title available?)
- scientific article; zbMATH DE number 1998841 (Why is no real title available?)
- scientific article; zbMATH DE number 852526 (Why is no real title available?)
- scientific article; zbMATH DE number 2229937 (Why is no real title available?)
- A geometric treatment of implicit differential-algebraic equations
- Applications of Singular Perturbation Techniques to Control Problems
- Generalized Hamiltonian Dynamics
- Geometric Description of Vakonomic and Nonholonomic Dynamics. Comparison of Solutions
- Index criteria for differential algebraic equations arising from linear-quadratic optimal control problems
- Integrability of implicit differential equations
- ON SOME ASPECTS OF THE GEOMETRY OF DIFFERENTIAL EQUATIONS IN PHYSICS
- On the geometry and topology of singular optimal control problems and their solutions
- Presymplectic manifolds and the Dirac–Bergmann theory of constraints
- Sub-Finslerian Metric Associated to an Optimal Control System
- The linear quadratic optimal control problem for linear descriptor systems with variable coefficients
- Theoretical and numerical analysis of differential-algebraic equations
Cited in
(5)- Morse families in optimal control problems
- Computation of singular linear quadratic optimal control
- A linearization algorithm for optimizing control systems subject to singular value inequalities
- Numerical procedure for solving a class of singular optimal control problems
- A numerical algorithm for singular optimal control synthesis using continuation methods
This page was built for publication: A numerical algorithm for singular optimal LQ control systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q834655)
