Dynamic integrated system optimization and parameter estimation for discrete time optimal control of nonlinear systems

Becerra, V. M. and Roberts, P. D. (1996) Dynamic integrated system optimization and parameter estimation for discrete time optimal control of nonlinear systems. International Journal of Control, 63 (2). pp. 257-281. ISSN 1366-5820 doi: 10.1080/00207179608921843

Abstract/Summary

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 (DISOPE), 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.