A new algorithm for real-time optimization of constrained nonlinear control systems

When it comes to the real-time optimization of nonlinear control systems, model predictive control (MPC) and state-dependent Riccati equation (SDRE) methods are known to be effective and reliable. In this paper, we propose a new type of real-time control method for constrained nonlinear systems and demonstrate by some numerical simulations that the proposed method is also effective and reliable. In addition, by using our method, we show that there is a certain kind of relationship between the MPC and SDRE methods.