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arXiv 2102.10831math.OCcs.SYeess.SY
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LTI系统最小时间-燃料最优控制的特征

Characterization of Minimum Time-Fuel Optimal Control for LTI Systems

Rajasree Sarkar, Deepak U. Patil, Indra Narayan Kar

摘要:

研究了单输入线性时不变系统状态转移到原点的时间-燃料最优控制的计算问题。假设输入是有界的。由于最优控制本质上是开关-关断-开关,因此其特征在于+1、0和-1的序列以及相应的切换时刻。刻画了所有满足Pontryagin最大值原理(PMP)必要条件的(候选)序列.得到了候选序列个数与系统阶数的函数关系,并给出了一种列出所有候选序列的方法。对应于每个候选序列,通过求解静态最优化问题来计算切换时刻。由于候选控制输入是分段常数函数,因此时间-燃料成本泛函在切换时刻被转换为线性函数。通过一个简单的变量替换,可达性约束被转化为多项式方程和不等式。这样的静态最优化问题可以针对每个候选序列单独求解。最后,从候选序列中得到成本最小的最优控制输入。对于每个序列,最优化问题可以通过将其转化为广义矩问题(GMP),然后求解半定松弛的分层序列来近似极小值和极小值来解决[1]。最后给出了一个数值算例。

英文摘要:

A problem of computing time-fuel optimal control for state transfer of a single input linear time invariant (LTI) system to the origin is considered. The input is assumed to be bounded. Since, the optimal control is bang-off-bang in nature, it is characterized by sequences of +1 , 0 and -1 and the corresponding switching time instants. All (candidate) sequences satisfying the Pontryagin's maximum principle (PMP) necessary conditions are characterized. The number of candidate sequences is obtained as a function of the order of system and a method to list all candidate sequences is derived. Corresponding to each candidate sequence, switching time instants are computed by solving a static optimization problem. Since the candidate control input is a piece-wise constant function, the time-fuel cost functional is converted to a linear function in switching time instants. By using a simple substitution of variables, reachability constraints are converted to polynomial equations and inequalities. Such a static optimization problem can be solved separately for each candidate sequence. Finally, the optimal control input is obtained from candidate sequences which gives the least cost. For each sequence, optimization problem can be solved by converting it to a generalized moment problem (GMP) and then solving a hierachical sequence of semidefinite relaxations to approximate the minima and minimizer [1]. Lastly, a numerical example is presented for demonstration of method.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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