Optimal Control of Discrete-Time Nonlinear Systems

Abstract: This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time constraints. While linearization methods are computationally efficient, their inherent low accuracy can compromise control precision and overall performance. To address this challenge, this study proposes a novel approach based on the optimal control method. Firstly, the original optimal control problem is transformed into an equivalent optimization problem, which is resolved using the Pontryagin's maximum principle, and a superlinear convergence algorithm is presented. Furthermore, to improve computation efficiency, explicit formulas for computing both the gradient and hessian matrix of the cost function are proposed. Finally, the effectiveness of the proposed algorithm is validated through simulations and experiments on a linear quadratic regulator problem and an automatic guided vehicle trajectory tracking problem, demonstrating its ability for real-time online precise control.