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Stochastic and deterministic design and control via linear and quadratic programming

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TLDR
The application of linear and quadratic programming to optimal control problems and to stochastic or deterministic system design problems is discussed and illustrated with examples.
Abstract
The application of linear and quadratic programming to optimal control problems and to stochastic or deterministic system design problems is discussed and illustrated with examples.

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Citations
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Journal ArticleDOI

A Chebyshev technique for solving nonlinear optimal control problems

TL;DR: In this article, a numerical technique for solving nonlinear optimal control problems is introduced, where the state and control variables are expanded in the Chebyshev series, and an algorithm is provided for approximating the system dynamics, boundary conditions, and performance index.

Suboptimal control of linear systems with state and control lkequality constraints.

TL;DR: In this article, a suboptimal controller based on online quadratic programming is proposed and theoretical results show that such a controller is optimal under the assumption that there are no constraints on the Computation time.
Proceedings ArticleDOI

Suboptimal control of linear systems with state and control inequality constraints

TL;DR: In this article, a suboptimal controller based on online quadratic programming is described. But the authors assume that there are no constraints on the computation time and present an implementation of such a controller that takes such constraints into account.
Journal ArticleDOI

A Chebyshev polynomial method for optimal control with state constraints

TL;DR: The method extends previous contributions to non-linear unconstrained optimal control problems and is based upon a Chebyshev series expansion of state and control and converts state inequality constraints into equality constraints through the use of slack variables.
Journal ArticleDOI

Heuristically enhanced feedback control of constrained discrete-time linear systems

TL;DR: This paper presents a theoretical framework to analyze the stability of the closed-loop system resulting from the use of on-line optimization in the feedback loop and shows that a suboptimal algorithm yields asymptotically stable systems, provided that enough computation power is available to solve at each sampling interval an optimization problem considerably simpler than the original.
References
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Book

Linear Programming and Extensions

TL;DR: This classic book looks at a wealth of examples and develops linear programming methods for their solutions and begins by introducing the basic theory of linear inequalities and describes the powerful simplex method used to solve them.
Journal ArticleDOI

Linear Programming and Extensions.

Journal ArticleDOI

Statistical design of digital control systems

TL;DR: The treatment of this optimization problem makes use of the modified z -tranusform technique, and is presented in close parallel with the procedure for the statistical design of linear continuous-data control systems.
Journal ArticleDOI

Designing Sampled-Data Control Systems by Linear Programming

TL;DR: The method of linear programming described here is well suited to the design of open-loop or closed-loop sampled-data control systems with deterministic inputs.