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Output regulation for discrete-time nonlinear stochastic optimal control problems with model-reality differences

Kek , Sie Long and Abd Aziz, Mohd Ismail (2015) Output regulation for discrete-time nonlinear stochastic optimal control problems with model-reality differences. Numerical Algebra Control and Optimization, 5 (3). pp. 275-288. ISSN 2155-3289


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In this paper, we propose an output regulation approach, which is based on principle of model-reality differences, to obtain the optimal output measurement of a discrete-time nonlinear stochastic optimal control problem. In our approach, a model-based optimal control problem with adding the ad- justable parameters is considered. We aim to regulate the optimal output trajectory of the model used as closely as possible to the output measurement of the original optimal control problem. In doing so, an expanded optimal control problem is introduced, where system optimization and parameter es- timation are integrated. During the computation procedure, the differences between the real plant and the model used are measured repeatedly. In such a way, the optimal solution of the model is updated. At the end of iteration, the converged solution approaches closely to the true optimal solution of the original optimal control problem in spite of model-reality differences. It is im- portant to notice that the resulting algorithm could give the output residual that is superior to those obtained from Kalman filtering theory. The accuracy of the output regulation is therefore highly recommended. For illustration, a continuous stirred-tank reactor problem is studied. The results obtained show the effciency of the approach proposed.

Item Type: Article
Subjects: T Technology > TJ Mechanical engineering and machinery
Divisions: Faculty of Applied Science and Technology > Department of Mathematics and Statistic
Depositing User: Normajihan Abd. Rahman
Date Deposited: 10 Jan 2017 06:40
Last Modified: 10 Jan 2017 06:40
URI: http://eprints.uthm.edu.my/id/eprint/8110
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