Extension of integrated system optimization and parameter estimation to hierarchical control of steady state systems with output-dependent constraints

Abstract

This paper proposes an alternative hierarchical integrated system optimization and parameter estimation technique obtained by combining a modified two-step method with the price method. The aim is to find a general hierarchical approach for the case where inequality constraints are output dependent. In this algorithm a new modifier is introduced to cope with the output-dependent constraints. This algorithm has the advantages that the existence of the model-based optimal solution is ensured during the course of iteration and the model optimization is simplified considerably. This technique uses an output feedback structure and a single loop iteration strategy. Optimality properties and convergence conditions are investigated. A simulation study is also presented.