Optimal Control of Nonlinear Systems with Input Constraints

摘要

A new method of optimal control of nonlinear systems discussed in this dissertation. The system is optimized by minimizing a quadratic performance index, while the input is subjected to a constraint. This problem is considered as a nonlinear programming problem and some theorems of nonlinear programming are used to derive the necessary and sufficient conditions for optimal control. These conditions are then simplified to an integral equation which, for nonlinear systems, is nonlinear and is a necessary condition only. The existence of a solution of this integral equation is studied. Two different methods of solving it namely, successive approximation method and functional Lagrange expansion method are discussed. Finally a numerical example is worked out in detail. (Author)