Discrete time pontryagin maximum principle under state-action-frequency constraints

被引:17
作者
Paruchuri P. [1 ]
Chatterjee D. [1 ]
机构
[1] Systems and Control Engineering, Indian Institute of Technology Bombay, Mumbai
关键词
Frequency constraints; Optimal control; Pontryagin maximum principle;
D O I
10.1109/TAC.2019.2893160
中图分类号
学科分类号
摘要
We establish a Pontryagin maximum principle for discrete-time optimal control problems under the following three types of constraints: First, constraints on the states pointwise in time, second, constraints on the control actions pointwise in time, and, third, constraints on the frequency spectrum of the optimal control trajectories. While the first two types of constraints are already included in the existing versions of the Pontryagin maximum principle, it turns out that the third type of constraints cannot be recast in any of the standard forms of the existing results for the original control system. We include several special cases fine-tuned to control-affine nonlinear and linear system models. © 2019 IEEE.
引用
收藏
页码:4202 / 4208
页数:6
相关论文
共 20 条
[1]  
Lappas V.J., Steyn W.H., Underwood C.I., Attitude control for small satellites using control moment gyros, Acta Astronautica, 51, 1, pp. 101-111, (2002)
[2]  
Scaramuzzo J.A., Brockett R.W., Band Limited Control of a Flexible Structure Using Piecewise Trigonometric Input Signals, (1995)
[3]  
Liberzon D., Calculus of Variations and Optimal Control Theory, (2012)
[4]  
Lin X., Zhang W., A maximum principle for optimal control of discrete-time stochastic systems with multiplicative noise, IEEE Trans. Autam. Control, 60, 4, pp. 1121-1126, (2015)
[5]  
Zhou K., Doyle J.C., Glover K., Robust and Optimal Control, (1995)
[6]  
Boltyanski V.G., Optimal Control of Discrete Systems, (1978)
[7]  
Boltyanski V.G., The method of tents in the theory of extremal problems, Russian Math. Surveys, 30, 3, pp. 1-54, (1975)
[8]  
Dubovitski A.Y., Milyutin A.A., Extremum problems in the presence of restrictions, USSR Comput. Math. Math. Phys., 5, 3, pp. 1-80, (1965)
[9]  
Dzjuba N.N., Psenicnyi B.N., The discrete maximum principle, Otdelenie Matematiki, Mekhaniki i Kibernetiki Akademii Nauk Ukrainsko ǏSSR. Kibernetika, 2, pp. 46-49, (1975)
[10]  
Dubovitski A.Y., The discrete maximum principle (Russian), Akademiya Nauk SSSR. Avtomatika i Telemekhanika, 10, pp. 55-71, (1978)