Control optimization, stabilization and computer algorithms for space applications

Research of control optimization, stochastic stability, and air traffic control problem

Team decision theory for linear continuous-time systems

This paper develops a team decision theory for linear-quadratic (LQ) continuous-time systems. First, a counterpart of the well-known result of Radner on quadratic static teams is obtained for two-member continuous-time LQ static team problems when the statistics of the random variables involved are not necessarily Gaussian. An iterative convergent scheme is developed, which in the limit yields the optimal team strategies. For the special case of Gaussian distributions, the team-optimal solution is affine in the information available to each DM, and for the further special case when the team cost function does not penalize the intermediate values of state, the optimal strategies can be obtained by solving a Liapunov type time-invariant matrix equation. This static theory is then extended to LQG continuous-time dynamic teams with sampled observations under the one-step-delay observation sharing pattern. The unique solution is again affine in the information available to each DM, and further, it features a certainty-equivalence property

Covariance Steering for Discrete-Time Linear-Quadratic Stochastic Dynamic Games

This paper addresses the problem of steering a discrete-time linear dynamical system from an initial Gaussian distribution to a final distribution in a game-theoretic setting. One of the two players strives to minimize a quadratic payoff, while at the same time tries to meet a given mean and covariance constraint at the final time-step. The other player maximizes the same payoff, but it is assumed to be indifferent to the terminal constraint. At first, the unconstrained version of the game is examined, and the necessary conditions for the existence of a saddle point are obtained. We then show that obtaining a solution for the one-sided constrained dynamic game is not guaranteed, and subsequently the players' best responses are analyzed. Finally, we propose to numerically solve the problem of steering the distribution under adversarial scenarios using the Jacobi iteration method. The problem of guiding a missile during the endgame is chosen to analyze the proposed approach. A numerical simulation corresponding to the case where the terminal distribution is not achieved is also included, and discuss the necessary conditions to meet the terminal constraint

Closed-Loop Nash Equilibrium in the Class of Piecewise Constant Strategies in a Linear State Feedback Form for Stochastic LQ Games

In this paper, we examine a sampled-data Nash equilibrium strategy for a stochastic linear quadratic (LQ) differential game, in which admissible strategies are assumed to be constant on the interval between consecutive measurements. Our solution first involves transforming the problem into a linear stochastic system with finite jumps. This allows us to obtain necessary and sufficient conditions assuring the existence of a sampled-data Nash equilibrium strategy, extending earlier results to a general context with more than two players. Furthermore, we provide a numerical algorithm for calculating the feedback matrices of the Nash equilibrium strategies. Finally, we illustrate the effectiveness of the proposed algorithm by two numerical examples. As both situations highlight a stabilization effect, this confirms the efficiency of our approach.1 Decembrie 1918 Universit

Research on optimal control, stabilization and computational algorithms for aerospace applications

The research carried out in the areas of optimal control and estimation theory and its applications under this grant is reviewed. A listing of the 257 publications that document the research results is presented

Parameter identification applied to linear quadratic differential games

A two player zero-sum linear quadratic differential game is investigated for the case in which one of the players has incomplete a priori knowledge of the parameters of his opponent\u27s dynamic system. This incomplete system parameter information game is shown to be playable since the ignorant player can make limiting estimates of the unknown parameters from the relative controllability condition for the game. Performance from the ignorant player\u27s point of view is suboptimal. It is also shown that parameter identification techniques can be applied by the ignorant player in order to directly identify the smart player\u27s closed-loop parameters in the case in which the smart player\u27s optimal control gains become time-invariant. The open-loop system parameters may then be estimated from the identified closed-loop parameters. Using these estimated open-loop parameters in the optimal control law results in an asymptotically optimal adaptive control strategy for the ignorant player. Both continuous and discrete time parameter identification techniques were applied to the incomplete system parameter information game. In doing so, multivariable extensions were derived for previously developed single input/output continuous time and discrete time identification techniques. A multivariable combination response error and equation error continuous time learning model identification technique was also developed --Abstract, page ii

Stochastic Extended LQR for Optimization-Based Motion Planning Under Uncertainty

We introduce a novel optimization-based motion planner, Stochastic Extended LQR (SELQR), which computes a trajectory and associated linear control policy with the objective of minimizing the expected value of a user-defined cost function. SELQR applies to robotic systems that have stochastic non-linear dynamics with motion uncertainty modeled by Gaussian distributions that can be state- and control-dependent. In each iteration, SELQR uses a combination of forward and backward value iteration to estimate the cost-to-come and the cost-to-go for each state along a trajectory. SELQR then locally optimizes each state along the trajectory at each iteration to minimize the expected total cost, which results in smoothed states that are used for dynamics linearization and cost function quadratization. SELQR progressively improves the approximation of the expected total cost, resulting in higher quality plans. For applications with imperfect sensing, we extend SELQR to plan in the robot's belief space. We show that our iterative approach achieves fast and reliable convergence to high-quality plans in multiple simulated scenarios involving a car-like robot, a quadrotor, and a medical steerable needle performing a liver biopsy procedure