“A Quasi-Dynamic Optimal Control Strategy for Non-Linear Multivariable Processes Based upon Non-Quadratic Objective Functions”

Authors: Jens G. Balchen,
Affiliation: NTNU, Department of Engineering Cybernetics
Reference: 1984, Vol 5, No 4, pp. 195-209.

Keywords: Optimal control, steady state optimization, non-quadratic objective functions, LQG-control

Abstract: The problem of systematic derivation of a quasi-dynamic optimal control strategy for a non-linear dynamic process based upon a non-quadratic objective function is investigated. The wellknown LQG-control algorithm does not lead to an optimal solution when the process disturbances have non-zero mean. The relationships between the proposed control algorithm and LQG-control are presented. The problem of how to constrain process variables by means of ┬┤penalty┬┤ - terms in the objective function is dealt with separately.

PDF PDF (1725 Kb)        DOI: 10.4173/mic.1984.4.2

DOI forward links to this article:
[1] Jens G. Balchen, Dag Ljungquist and Stig Strand (1989), doi:10.4173/mic.1989.1.3
[2] Jens G. Balchen (1993), doi:10.4173/mic.1993.3.5
[3] J.G. Balchen, D. Ljungquist and S. Strand (1988), doi:10.1016/B978-0-08-035735-5.50011-5
[4] B. Javling, J.G. Balchen and S. Strand (1993), doi:10.1016/S1474-6670(17)48432-1
References:
[1] ATHANS, M. (1971). The role and use of the stochastic linear-quadratic-gaussian problem in control system design, IEEE Trans. Automatic Control, 16, 529-552 doi:10.1109/TAC.1971.1099818
[2] BELLMAN, R., KALABA, R. (1965). Dynamic Programming and Modern Control Theory, Academic Press, New York.
[3] HENRIKSEN, R. (1980). A correction of a common error in truncated second-order non-linear filters, Modeling, Identification and Control, 1, 187-193 doi:10.4173/mic.1980.3.3
[4] JAZWINSKI, A.H. (1970). Stochastic Processes and Filtering Theory, Academic Press, New York.
[5] PONTRYAGIN, L.S., V.G. BOLTYANSKII, R.V. GAMKRELIDZE, E.F. MISHCHENKO. (1962). The Mathematical Theory of Optimal Processes, John Wiley and Sons, New York.


BibTeX:
@article{MIC-1984-4-2,
  title={{A Quasi-Dynamic Optimal Control Strategy for Non-Linear Multivariable Processes Based upon Non-Quadratic Objective Functions}},
  author={Balchen, Jens G.},
  journal={Modeling, Identification and Control},
  volume={5},
  number={4},
  pages={195--209},
  year={1984},
  doi={10.4173/mic.1984.4.2},
  publisher={Norwegian Society of Automatic Control}
};