Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences
Joint Authors
Abd Aziz, Mohd Ismail
Teo, Kok Lay
Kek, Sie Long
Source
Mathematical Problems in Engineering
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-03-02
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
A computational approach is proposed for solving the discrete time nonlinear stochastic optimal control problem.
Our aim is to obtain the optimal output solution of the original optimal control problem through solving the simplified model-based optimal control problem iteratively.
In our approach, the adjusted parameters are introduced into the model used such that the differences between the real system and the model used can be computed.
Particularly, system optimization and parameter estimation are integrated interactively.
On the other hand, the output is measured from the real plant and is fed back into the parameter estimation problem to establish a matching scheme.
During the calculation procedure, the iterative solution is updated in order to approximate the true optimal solution of the original optimal control problem despite model-reality differences.
For illustration, a wastewater treatment problem is studied and the results show the efficiency of the approach proposed.
American Psychological Association (APA)
Kek, Sie Long& Teo, Kok Lay& Abd Aziz, Mohd Ismail. 2015. Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences. Mathematical Problems in Engineering،Vol. 2015, no. 2015, pp.1-9.
https://search.emarefa.net/detail/BIM-1074412
Modern Language Association (MLA)
Kek, Sie Long…[et al.]. Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences. Mathematical Problems in Engineering No. 2015 (2015), pp.1-9.
https://search.emarefa.net/detail/BIM-1074412
American Medical Association (AMA)
Kek, Sie Long& Teo, Kok Lay& Abd Aziz, Mohd Ismail. Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences. Mathematical Problems in Engineering. 2015. Vol. 2015, no. 2015, pp.1-9.
https://search.emarefa.net/detail/BIM-1074412
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1074412