论文标题

稳健的离散时间Pontryagin最大原理

Robust Discrete-Time Pontryagin Maximum Principle on Matrix Lie Groups

论文作者

Joshi, Anant A., Chatterjee, Debasish, Banavar, Ravi N.

论文摘要

本文考虑了矩阵谎言组的离散时间强大最佳控制问题。假定潜在的系统被外源性无法测量的有界干扰扰动,并且控制问题被视为最小值最佳控制,其中,其中的干扰是对手,并试图最大程度地提高控制成本,该控制的成本试图最小化。假设问题中存在鞍点,我们提出了pontryagin最大原理(PMP)的版本,该版本封装了最佳控制和干扰轨迹必须满足的一阶必需条件。该PMP具有哈密顿式的鞍点状态,以及伴随动力学的一组向后差方程。我们还提出了我们在欧几里得空间上结果的特殊情况。最后,我们将PMP应用于刚体的单轴旋转的强大版本。

This article considers a discrete-time robust optimal control problem on matrix Lie groups. The underlying system is assumed to be perturbed by exogenous unmeasured bounded disturbances, and the control problem is posed as a min-max optimal control wherein the disturbance is the adversary and tries to maximise a cost that the control tries to minimise. Assuming the existence of a saddle point in the problem, we present a version of the Pontryagin maximum principle (PMP) that encapsulates first-order necessary conditions that the optimal control and disturbance trajectories must satisfy. This PMP features a saddle point condition on the Hamiltonian and a set of backward difference equations for the adjoint dynamics. We also present a special case of our result on Euclidean spaces. We conclude with applying the PMP to robust version of single axis rotation of a rigid body.

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