Consistent numerical methods for state and control constrained trajectory optimisation with parameter dependency
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Authors
Walton, Claire
Kaminer, Isaac
Gong, Qi
Subjects
Optimal control
nonlinear control
numerical methods
parameter dependency
parameter uncertainty
distributed-parameter systems
ensemble control
optimal search
nonlinear control
numerical methods
parameter dependency
parameter uncertainty
distributed-parameter systems
ensemble control
optimal search
Advisors
Date of Issue
2020-02
Date
February 2020
Publisher
Taylor & Francis
Language
Abstract
This paper describes and proves the consistency of a flexible numerical method for producing solutions to state and control constrained control problems with parameter dependencies. This method allows for the use of a variety of underlying discretisation schemes, which can be catered to differing numerical chal- lenges of specific problems, such as rapid convergence or large parameter spaces. The paper first provides a broad formulation for optimal control problems with parameter dependencies which includes multiple types of state, control, and end time constraints to enable a wide scope of application. For this formula- tion, the consistency of these methods for state and control constrained problems is then proved. Finally, a numerical example of an optimal search problem with constraints is demonstrated.
Type
Article
Description
The article of record as published may be found at https://doi.org/10.1080/00207179.2020.1717633
Series/Report No
Department
Applied Mathematics
Mechanical and Aerospace Engineering (MAE)
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
Sponsors
This work was supported by Office of Naval Research [N001415WX01451, N001417WX01098, N001418WX01204].
Funding
This work was supported by Office of Naval Research [N001415WX01451, N001417WX01098, N001418WX01204].
Format
11 p.
Citation
Claire Walton, Isaac Kaminer & Qi Gong (2020): Consistent numerical methods for state and control constrained trajectory optimisation with parameter dependency, International Journal of Control
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.