Time varying optimal control of a non-linear system

Grimble, M.J. and Martin, P. (2003) Time varying optimal control of a non-linear system. In: 42nd IEEE Conference on Decision and Control 2003, 2003-12-09 - 2003-12-12.

Abstract

The solution is given to a time-varying optimal state feedback problem with stochastic disturbances. The system is composed of a plant and disturbance model represented by polynomials in the delay operator, z(-1), leading to a solution involving spectral factorisation of operator equations and Diophantine operator equations. The cost function is over infinite time and the assumption is made that the system is time-varying for T steps into the future from the current sample and time-invariant thereafter. For a time-invariant system over infinite time, the optimal controller is a constant state-feedback matrix gain. Thus, with the assumption of time-invariance from T to, the feedback gain may be calculated using constant system polynomials. The solution of the spectral factors and Diophantine equations may then be computed recursively, for a scalar plant, working from T steps ahead to the current time. The controller calculated for the current time is then applied to the system. If the input non-linearity of a plant is represented in time-varying form, the time-varying ideas may be used to produce a nonlinear controller for the system. The example in this paper is for a smooth saturation non-linearity represented by a tanh function. Simulation results are given and it is clear that performance gains over a time-invariant controller are possible.

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  Item type:	Conference or Workshop Item(Paper)
  ID code:	39323
  Dates:	Date Event December 2003 Published
  Keywords:	time varying, optimal control, non-linear system, control systems, time varying systems , stochastic processes , state feedback , polynomials, nonlinear equations, nonlinear control systems, delay, cost function, Electrical engineering. Electronics Nuclear engineering
  Subjects:	Technology > Electrical engineering. Electronics Nuclear engineering
  Department:	Faculty of Engineering > Electronic and Electrical Engineering
  Depositing user:	Pure Administrator
  Date deposited:	24 Apr 2012 09:57
  Last modified:	20 Jan 2021 14:33
  URI:	https://strathprints.strath.ac.uk/id/eprint/39323