Title: A real-time iteration scheme for nonlinear optimization in optimal feedback control
Authors: Diehl, Moritz ×
Bock, HG
Schloder, JP #
Issue Date: 2005
Publisher: Society for Industrial and Applied Mathematics
Series Title: SIAM Journal on Control and Optimization vol:43 issue:5 pages:1714-1736
Abstract: An efficient Newton-type scheme for the approximate on-line solution of optimization problems as they occur in optimal feedback control is presented. The scheme allows a fast reaction to disturbances by delivering approximations of the exact optimal feedback control which are iteratively refined during the runtime of the controlled process. The contractivity of this real-time iteration scheme is proven, and a bound on the loss of optimality-compared with the theoretical optimal solution-is given. The robustness and excellent real-time performance of the method is demonstrated in a numerical experiment, the control of an unstable system, namely, an airborne kite that shall fly loops.
ISSN: 0363-0129
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Electrical Engineering - miscellaneous
× corresponding author
# (joint) last author

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