Transferring a~system with unknown disturbance under optimal control to a~state of dynamic balance and to $\epsilon$-vicinity of a~final state
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 16 (2013) no. 2, pp. 133-145.

Voir la notice de l'article provenant de la source Math-Net.Ru

The problem of transferring a linear system to a state of dynamic balance under simultaneous action of an unknown disturbance and time-optimal control is considered. Optimal control is calculated along the phase trajectory, and it is periodically updated for discrete phase coordinate values. It is proved that the phase trajectory comes to the dynamic equilibrium point and makes undamped periodic motions (a stable limit cycle). The location of the dynamic equilibrium point and the limit cycle form are considered as functions of different parameters. With the disturbance calculated in the process of control, the accuracy of transferring to the required final state increases. A method for estimating attainable accuracy is presented. Results of simulation and numerical calculations are given.
@article{SJVM_2013_16_2_a3,
     author = {V. M. Aleksandrov},
     title = {Transferring a~system with unknown disturbance under optimal control to a~state of dynamic balance and to $\epsilon$-vicinity of a~final state},
     journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
     pages = {133--145},
     publisher = {mathdoc},
     volume = {16},
     number = {2},
     year = {2013},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJVM_2013_16_2_a3/}
}
TY  - JOUR
AU  - V. M. Aleksandrov
TI  - Transferring a~system with unknown disturbance under optimal control to a~state of dynamic balance and to $\epsilon$-vicinity of a~final state
JO  - Sibirskij žurnal vyčislitelʹnoj matematiki
PY  - 2013
SP  - 133
EP  - 145
VL  - 16
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SJVM_2013_16_2_a3/
LA  - ru
ID  - SJVM_2013_16_2_a3
ER  - 
%0 Journal Article
%A V. M. Aleksandrov
%T Transferring a~system with unknown disturbance under optimal control to a~state of dynamic balance and to $\epsilon$-vicinity of a~final state
%J Sibirskij žurnal vyčislitelʹnoj matematiki
%D 2013
%P 133-145
%V 16
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SJVM_2013_16_2_a3/
%G ru
%F SJVM_2013_16_2_a3
V. M. Aleksandrov. Transferring a~system with unknown disturbance under optimal control to a~state of dynamic balance and to $\epsilon$-vicinity of a~final state. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 16 (2013) no. 2, pp. 133-145. http://geodesic.mathdoc.fr/item/SJVM_2013_16_2_a3/

[1] Pontryagin L. S., Boltyanskii V. G., Gamkrelidze R. V., Mischenko E. F., Matematicheskaya teoriya optimalnykh protsessov, Nauka, M., 1976

[2] Boltyanskii V. G., Matematicheskie metody optimalnogo upravleniya, Nauka, M., 1969 | MR

[3] Aleksandrov V. M., “Posledovatelnyi sintez optimalnogo upravleniya”, Zhurn. vychisl. matem. i mat. fiziki, 39:9 (1999), 1464–1478 | MR | Zbl

[4] Aleksandrov V. M., “Skhodimost metoda posledovatelnogo sinteza optimalnogo upravleniya”, Zhurn. vychisl. matem. i mat. fiziki, 39:10 (1999), 1650–1661 | MR | Zbl

[5] Nesh D., “Beskoalitsionnye igry”, Matrichnye igry, ed. N. N. Vorobev, Fizmatgiz, M., 1961, 205–221 | MR

[6] Belolipetskii A. A., “Chislennyi metod resheniya lineinoi zadachi optimalnogo upravleniya svedeniem ee k zadache Koshi”, Zhurn. vychisl. matem. i mat. fiziki, 17:6 (1977), 1380–1386 | MR | Zbl

[7] Kiselev Yu .N., “Bystroskhodyaschiesya algoritmy dlya lineinogo optimalnogo bystrodeistviya”, Kibernetika, 62:6 (1990), 47–57 | MR | Zbl

[8] Balashevich N. V., Gabasov R., Kirillova F. M., “Chislennye metody programmnoi i pozitsionnoi optimizatsii lineinykh sistem upravleniya”, Zhurn. vychisl. matem. i mat. fiziki, 40:6 (2000), 838–859 | MR | Zbl

[9] Gabasov R., Kirillova F. M., “Optimalnoe upravlenie v rezhime realnogo vremeni”, Vtoraya mezhdunar. konf. po problemam upravleniya (17–19 iyunya 2003 g.), Plenarnye doklady, Izd-vo IPU im. V. A. Trapeznikova RAN, M., 2003, 20–47

[10] Fedorenko R. P., Priblizhennoe reshenie zadach optimalnogo upravleniya, Nauka, M., 1978 | MR | Zbl

[11] Srochko V. A., Iteratsionnye metody resheniya zadach optimalnogo upravleniya, Fizmatlit, M., 2000

[12] Hartl R. E., Sethi S. P., Vickson R. G., “A survey of the maximum principle for optimal control problems with state constraints”, SIAM Review, 37 (1995), 181–218 | DOI | MR | Zbl

[13] Aleksandrov V. M., “Iteratsionnyi metod vychisleniya v realnom vremeni optimalnogo po bystrodeistviyu upravleniya”, Cib. zhurn. vychisl. matematiki (Novosibirsk), 10:1 (2007), 1–28 | Zbl

[14] Aleksandrov V. M., “Postroenie approksimiruyuschei konstruktsii dlya vychisleniya i realizatsii optimalnogo po bystrodeistviyu upravleniya v realnom vremeni”, Cib. zhurn. vychisl. matematiki (Novosibirsk), 15:1 (2012), 1–19