Simple Software for Optimal Control
Simple Software for Optimal Control
“In this article, I’d like to present a compact and simple-to-use software tool for optimal control of dynamic systems. Optimal control is a very broad topic. Its foundation was laid with works by Richard Bellman, Lev Pontryagin, Rudolf Kalman and others in late 1950s – 60s. Optimal control has numerous practical applications. Here, we will focus on the following classic optimal control problem. Our goal is to transfer given dynamic system from its initial state to some final state with external control inputs. We desire that during this transition system, parameters follow their prescribed trajectories as close as possible. This is a very fundamental task of optimal control with a lot of practical applications. For example, to start of electrical motor limiting initial jump of electric current to acceptable value; promptly damping undesirable oscillations in electronic and mechanical systems, and countless sophisticated applications ranging from space craft control to missiles interception.
Dealing with this problem and even its statement requires a lot of math. I will confine myself with the necessary minimum required to describe the problem and understand how to use software. Some additional recursive formulas are given in an appendix without proof…”
Source: www.codeproject.com/Articles/863257/Simple-Software-for-Optimal-Control