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A Computationally Fast Iterative Dynamic Programming Method for Optimal Control of Loosely Coupled Dynamical Systems with Different Time Scales

Jonathan Lock (Institutionen för signaler och system, Signalbehandling) ; Tomas McKelvey (Institutionen för signaler och system, Signalbehandling)
20th IFAC World Congress, July 9-14, 2017, Toulouse Convention Center, Toulouse, France (2017)
[Konferensbidrag, refereegranskat]

Iterative dynamic programming is a powerful method that is often used to solve finite-dimensional nonlinear constrained global optimal control problems. However, multi-dimensional problems are often computationally complex, and in some cases an infeasible result is generated despite the existence of a feasible solution. A new iterative multi-pass method is presented that reduces the execution time of multi-dimensional, loosely-coupled, dynamic programming problems, where some state variables exhibit dynamic behavior with time scales significantly smaller than the others. One potential application is the optimal control of a hybrid electrical vehicle, where the computational burden can be reduced by a factor on the order of 100 -- 10000. Furthermore, new regularization terms are introduced that typically improve the likelihood of generating a feasible optimal trajectory. Though the regularization terms may generate suboptimal solutions in the interim, with successive iterations the generated solution typically asymptotically approaches the true optimal solution.

Nyckelord: Dynamic programming, Optimal control, Global optimization, Nonlinear control, Bang-bang control, Efficiency enhancement

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Denna post skapades 2017-09-12. Senast ändrad 2017-10-03.
CPL Pubid: 251828


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Institutioner (Chalmers)

Institutionen för signaler och system, Signalbehandling (1900-2017)


Hållbar utveckling
Optimeringslära, systemteori

Chalmers infrastruktur