Optimal control of a class of discretete-continuous non-linear systems: decomposition and hierarchical structure

Peter D. Roberts, Victor M. Becerra

    Research output: Contribution to journalArticlepeer-review

    Abstract

    A technique is derived for solving a non-linear optimal control problem by iterating on a sequence of simplified problems in linear quadratic form. The technique is designed to achieve the correct solution of the original non-linear optimal control problem in spite of these simplifications. A mixed approach with a discrete performance index and continuous state variable system description is used as the basis of the design, and it is shown how the global problem can be decomposed into local sub-system problems and a co-ordinator within a hierarchical framework. An analysis of the optimality and convergence properties of the algorithm is presented and the effectiveness of the technique is demonstrated using a simulation example with a non-separable performance index.
    Original languageEnglish
    Pages (from-to)1757-1769
    JournalAutomatica
    Volume37
    Issue number11
    DOIs
    Publication statusPublished - Nov 2001

    Keywords

    • optimal control, non-linear systems, discrete systems, large scale systems, decomposition, dynamical hierarchical control

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