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Init. cond._ Z_(t0)=Z_0 given
Opt. control pb.:_ Find u_ st. min J(z_, u_)
st. X∙_=f_(underlinez, underlineu, t)
Init. cond.: z_(t0)=z_0
Ineq. constr.: g_(z_, t)⩽0_
Equal. constr.: h_(z_, t)=0_
J(z,u)=Obj. funcion or Performance Index
J:= ∫t0tfdt=tf⏟unkown to be determinded−t0 , tf=tf(underlinez, underlineu)
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J=∫t0tfh⏟altitude(t)dt fig.p.34−1:Area under curve
<maht>e.g., \ T_{min} \leqslant T(t) \leqslant T_{max}</math>
⇔ T(t)⩽Tmax ∀t
−⩽ −Tmin ∀t
g1:= T(t)−Tmax⩽0
g2:= −T(t)+Tmin⩽0
⇔ { g1g2}⏟g_ ⩽⩽ { 00}0_
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Another ineq. constr. :h(t)⩽hmax S and Z 2007
Solution form of opt. contr. : Direct transcription
convert continous opt. contr. pb._ into
discrete nonlinear programming (opt.) pb._
⇒ Discretize abs. form. (OESs) in time z∙⏟scalar=f(z,t)
fn:=f(zn,tn)
Hermitian interp.: z(t)≅ P3(t)=∑i=03citi
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dof =degree. of freedom
(1){ d1=zn, d3=zn+1 d2=z∙n, d4=z∙n+1
P(3)(t)=∑i=03citi=∑i=14Ni(t)di⏟basis function (2)
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[ti, ti+1] st t(s)=(1−s)ti+sti+1 (3)
s=0 ⇒ t(0)=ti
s=1 ⇒ t(1)=ti+1
z(s)=(4)(4)∑i=03cisi{at ti andti+1, enforcecompliance with ODE
{z∙i=(5)fi:= f(zi, ti)z∙i+1=(6)fi+1:= f(zi+1, ti+1)
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In general, ∀ t∈ ]ti,ti+1[, i.e., t≠ti and t≠ti+1, z∙t≠ft⋅
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