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A second-order feedback method for optimal control computations

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2 Author(s)
Bullock, T.E. ; University of Florida, Gainesville, FL, USA ; Franklin, G.F.

A second-order method for computing optimal control is described. The method computes control corrections from the state perturbations through feedback coefficients. On each successive trajectory a test is made for a conjugate point, and the algorithm automatically forms a control correction when such points occur. Unlike some earliermethods, terminal constraints of arbitrary dimensions are handled by the method. Numerical results for two cases of a non-linear example based on van der Pol's equation are included.

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Automatic Control, IEEE Transactions on  (Volume:12 ,  Issue: 6 )