Merging Optimization and Control

3 Optimization of dynamic systems 11 3.1 Discrete time models . . . . . . . . . . . . . . . . . . . . . . . . . 12 3.2 Objective functions for discrete time systems . . . . . . . . . . . 14 3.3 Dynamic optimization with linear models . . . . . . . . . . . . . 15 3.4 Dynamic optimization with nonlinear discrete time models . . . . 18 3.5 Optimal open loop optimization examples . . . . . . . . . . . . . 19

[1]  Jeffrey K. Uhlmann,et al.  Unscented filtering and nonlinear estimation , 2004, Proceedings of the IEEE.

[2]  Jan M. Maciejowski,et al.  Embedded Model Predictive Control (MPC) using a FPGA , 2008 .

[3]  James B. Rawlings,et al.  Model predictive control with linear models , 1993 .

[4]  Ted K. Ralphs,et al.  Integer and Combinatorial Optimization , 2013 .

[5]  J. Bellantoni,et al.  A square root formulation of the Kalman- Schmidt filter. , 1967 .

[6]  B. Anderson,et al.  Optimal control: linear quadratic methods , 1990 .

[7]  James B. Rawlings,et al.  Constrained linear quadratic regulation , 1998, IEEE Trans. Autom. Control..

[8]  John L. Nazareth,et al.  Introduction to derivative-free optimization , 2010, Math. Comput..

[9]  J. Rawlings,et al.  The stability of constrained receding horizon control , 1993, IEEE Trans. Autom. Control..

[10]  J. Richalet,et al.  Model predictive heuristic control: Applications to industrial processes , 1978, Autom..

[11]  J. A. Rossiter,et al.  Model-Based Predictive Control : A Practical Approach , 2017 .

[12]  S. Joe Qin,et al.  A survey of industrial model predictive control technology , 2003 .

[13]  K. T. Tan,et al.  Linear systems with state and control constraints: the theory and application of maximal output admissible sets , 1991 .

[14]  F. Allgöwer,et al.  A note on stability, robustness and performance of output feedback nonlinear model predictive control , 2003 .

[15]  C. Guaranteed Margins for LQG Regulators , 1972 .

[16]  Charles Audet,et al.  Mesh Adaptive Direct Search Algorithms for Constrained Optimization , 2006, SIAM J. Optim..

[17]  Bjarne A. Foss,et al.  A field study of the industrial modeling process , 1998 .

[18]  T. Başar,et al.  A New Approach to Linear Filtering and Prediction Problems , 2001 .

[19]  Virginia Torczon,et al.  On the Convergence of Pattern Search Algorithms , 1997, SIAM J. Optim..

[20]  Chi-Tsong Chen,et al.  Linear System Theory and Design , 1995 .

[21]  D. Chmielewski,et al.  On constrained infinite-time linear quadratic optimal control , 1996, Proceedings of 35th IEEE Conference on Decision and Control.

[22]  Frank L. Lewis,et al.  Optimal Control , 1986 .

[23]  Michael Athans,et al.  Gain and phase margin for multiloop LQG regulators , 1976, 1976 IEEE Conference on Decision and Control including the 15th Symposium on Adaptive Processes.

[24]  David Q. Mayne,et al.  Constrained model predictive control: Stability and optimality , 2000, Autom..

[25]  D K Smith,et al.  Numerical Optimization , 2001, J. Oper. Res. Soc..

[26]  Richard A. Brown,et al.  Introduction to random signals and applied kalman filtering (3rd ed , 2012 .

[27]  Robert Hooke,et al.  `` Direct Search'' Solution of Numerical and Statistical Problems , 1961, JACM.

[28]  N. Meyers,et al.  H = W. , 1964, Proceedings of the National Academy of Sciences of the United States of America.

[29]  O. SIAMJ.,et al.  ON THE CONVERGENCE OF PATTERN SEARCH ALGORITHMS , 1997 .

[30]  Bjarne A. Foss,et al.  A field study of the industrial modeling process , 1997 .

[31]  Eric C. Kerrigan,et al.  Parallel MPC for Real-Time FPGA-based Implementation , 2011 .

[32]  P. Olver Nonlinear Systems , 2013 .

[33]  Graham C. Goodwin,et al.  Constrained Control and Estimation: an Optimization Approach , 2004, IEEE Transactions on Automatic Control.

[34]  C. R. Cutler,et al.  Dynamic matrix control¿A computer control algorithm , 1979 .

[35]  W. Swann The solution of , 1939 .

[36]  David Q. Mayne,et al.  Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations , 2003, IEEE Trans. Autom. Control..

[37]  Jan M. Maciejowski,et al.  Predictive control : with constraints , 2002 .