A Higher-Order Method for Dynamic Optimization of a Class of Linear Systems

[+] Author and Article Information
S. K. Agrawal, T. Veeraklaew

Department of Mechanical Engineering, University of Delaware, Newark, DE 19716

J. Dyn. Sys., Meas., Control 118(4), 786-791 (Dec 01, 1996) (6 pages) doi:10.1115/1.2802358 History: Received April 13, 1995; Online December 03, 2007


This paper deals with optimization of a class of linear dynamic systems with n states and m control inputs, commanded to move between two fixed states in a prescribed final time. This problem is solved conventionally using Lagrange’s multipliers and it is well known that the optimal solution satisfies 2n first-order linear differential equations in the state and Lagrange multiplier variables. In this paper, a new procedure for dynamic optimization is presented that does not use Lagrange multipliers. In this new procedure applied to a class of linear systems with controllability index p = (n/m), optimal solution satisfies m differential equations of order 2p. The boundary conditions on these m variables are computed in terms of higher derivatives (up to p − 1) at the initial and final time. These higher-order differential equations are solved using classical weighted residual methods, methods relatively unknown to controls community but extremely popular with researchers in mechanics. This new procedure for dynamic optimization, higher order necessary condition solved by weighted residual method, is computationally more efficient compared to other conventional procedures, offering benefits for real-time applications.

Copyright © 1996 by The American Society of Mechanical Engineers
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