Implementation lessons and pitfalls for real‐time optimal control with stochastic systems

Abstract

Summary Modern computational power and efficient direct collocation techniques are decreasing the solution time required for the optimal control problem, making real-time optimal control (RTOC) feasible for modern systems. Current trends in the literature indicate that many authors are applying RTOC with a recursive open-loop structure, relying on a high recursion rate for implicit state feedback to counter disturbances and other unmodeled effects without explicit closed-loop control. The limitations of using rapid, instantaneous optimal solutions are demonstrated analytically and through application to a surface-to-air missile avoidance control system. Two methods are proposed for control structure implementation when using RTOC to take advantage of error integration through either classical feedback or disturbance estimation. Published 2014. This article is a U.S. Government work and is in the public domain in the USA.