Abstract
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Article Information:
Lyapunov Equations Approach for Robust Nonlinear Optimal Control Problems
Zhenyu Han, Shurong Li and Shaowen Peng
Corresponding Author: Zhenyu Han
Submitted: March 31, 2012
Accepted: April 11, 2012
Published: July 01, 2012 |
Abstract:
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In this study, nonlinear constrained optimal control problems with uncertain parameters which can
be addressed by a robust worst-case formulation are considered. The robust worst-case formulation leads to a
bi-level min-max optimization problem. We propose a method to solve this min-max optimization problem
based on Lyapunov differential equations. Employing first order derivatives of both the reference states and
uncertainty parameters, the linear approximation of the dynamic system and inequality constraints can be
obtained. After that, the Lyapunov differential equations can be formed based on the linear approximation and
the upper bound for the worst case of the inequality state constraints accepted by the uncertain parameters can
be obtained. Then the bi-level min-max optimization problem is transformed into a normal single-level
optimization control problems which can be solved easily. To show the effectiveness of the proposed method,
the simulation results of two robust constrained nonlinear optimal control problems are presented.
Announcement
Key words: Optimal control, lyapunov equations, robust optimization, uncertainty, , ,
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Cite this Reference:
Zhenyu Han, Shurong Li and Shaowen Peng, . Lyapunov Equations Approach for Robust Nonlinear Optimal Control Problems. Research Journal of Applied Sciences, Engineering and Technology, (13): 2017-2023.
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![](http://www.maxwellsci.com/images/RJASET-maxw.jpg) |
ISSN (Online): 2040-7467
ISSN (Print): 2040-7459 |
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