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Sensitivity Analysis and Real-Time Control of Nonlinear Optimal Control Systems via Nonlinear Programming Methods

  • Christof Büskens
  • Helmut Maurer
Part of the International Series of Numerical Mathematics book series (ISNM, volume 124)

Abstract

Parametric nonlinear optimal control problems subject to control and state constraints are studied. Based on recent stability results we propose a robust nonlinear programming method to compute the sensitivity derivatives of optimal solutions. Realtime control approximations of perturbed optimal solutions are obtained by evaluating a first order Taylor expansion of the perturbed solution. The numerical methods are illustrated by two examples. We consider the Rayleigh problem from electrical engineering and the maximum range flight of a hang glider.

Keywords

Optimal Control Problem Sequential Quadratic Programming Adjoint Variable Nominal Parameter Order Taylor Expansion 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Basel AG 1998

Authors and Affiliations

  • Christof Büskens
    • 1
  • Helmut Maurer
    • 1
  1. 1.Institut für Numerische MathematikWestfälische Wilhelms Universität MünsterMünsterGermany

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