Abstract

Abstract This paper reports a finite step scheme for the computation of near-optimal control of general nonlinear control systems. It is developed based on the first order estimation of the system and the associated adjoint variational equation. The search is an extension of the standard steepest descent method to the functional case based on the variation of the Hamiltonian function H . Convergence analysis are included to show this scheme does converge to a desired admissible control in finite steps. Consistency of the approximation of the associated adjoint equation is also discussed. A linear quadratic control example and some numerical simulations are also included for illustration purpose.

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