Two-dimensional analysis of an algorithm for determining the optimal control of non-linear differential algebraic equation systems

摘要

Non-linear optimal control problems usually require solution using iterative procedures and, hence, they fall naturally in the realm of 2D systems where the two dimensions are response time horizon and iteration index, respectively. The paper employs 2D systems theory, in the form of unit memory repetitive process techniques, to analyse local stability behaviour of an algorithm, based on integrated system optimisation and parameter estimation, for solving continuous non-linear dynamic optimal control problems where the system is described by a combination of differential and algebraic equations. It is shown that 2D systems theory can be usefully applied to analyse the properties of the algorithm.