Approximate Closed-Form Solutions to Finite-Horizon Optimal Control of Nonlinear Systems

Author

Ali Heydari, Missouri University of Science and TechnologyFollow
S. N. Balakrishnan, Missouri University of Science and TechnologyFollow

Abstract

The Hamilton-Jacobi-Bellman partial differential equation, which is needed to be solved for finite-horizon optimal control of nonlinear systems, is reduced to a state-dependent differential Riccati equation subject to a final condition through some approximations. Afterward, a method, called Finite-SDRE, is developed for finite-horizon near-optimal control synthesis. This technique allows for easier online implementation and its global stability is proved. Finally an approximate solution to the differential equation is given. Performance of the proposed controller in representative numerical examples demonstrates its excellent potential for use in nonlinear finite-horizon problems. © 2012 AACC American Automatic Control Council).

Recommended Citation

A. Heydari and S. N. Balakrishnan, "Approximate Closed-Form Solutions to Finite-Horizon Optimal Control of Nonlinear Systems," Proceedings of the American Control Conference, Institute of Electrical and Electronics Engineers (IEEE), Jan 2012.

Meeting Name

Proceedings of the American Control Conference (2012, Montreal, QC)

Department(s)

Mechanical and Aerospace Engineering

Document Type

Article - Conference proceedings

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 2012 Institute of Electrical and Electronics Engineers (IEEE), All rights reserved.

Publication Date

01 Jan 2012