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Variational Calculus, Optimal Control and Applications pp 185–196Cite as

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Sensitivity Analysis and Real-Time Control of Nonlinear Optimal Control Systems via Nonlinear Programming Methods

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Part of the book series: International Series of Numerical Mathematics ((ISNM,volume 124))

Abstract

Parametric nonlinear optimal control problems subject to control and state constraints are studied. Based on recent stability results we propose a robust nonlinear programming method to compute the sensitivity derivatives of optimal solutions. Realtime control approximations of perturbed optimal solutions are obtained by evaluating a first order Taylor expansion of the perturbed solution. The numerical methods are illustrated by two examples. We consider the Rayleigh problem from electrical engineering and the maximum range flight of a hang glider.

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Author information

Authors and Affiliations

  1. Institut für Numerische Mathematik, Westfälische Wilhelms Universität Münster, Einsteinstrasse 62, 48149, Münster, Germany

    Christof Büskens & Helmut Maurer

Authors
  1. Christof Büskens
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  2. Helmut Maurer
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Editor information

Editors and Affiliations

  1. Institut für Mathematik und Informatik, Ernst-Moritz-Arndt-Universität Greifswald, Jahnstr. 15a, D-17487, Greifswald, Germany

    Werner H. Schmidt , Knut Heier  & Leonhard Bittner ,  & 

  2. Zentrum Mathematik, Technische Universität München, Arcisstr. 21, D-80290, München, Germany

    Roland Bulirsch

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© 1998 Springer Basel AG

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Büskens, C., Maurer, H. (1998). Sensitivity Analysis and Real-Time Control of Nonlinear Optimal Control Systems via Nonlinear Programming Methods. In: Schmidt, W.H., Heier, K., Bittner, L., Bulirsch, R. (eds) Variational Calculus, Optimal Control and Applications. International Series of Numerical Mathematics, vol 124. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8802-8_19

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  • DOI: https://doi.org/10.1007/978-3-0348-8802-8_19

  • Publisher Name: Birkhäuser, Basel

  • Print ISBN: 978-3-0348-9780-8

  • Online ISBN: 978-3-0348-8802-8

  • eBook Packages: Springer Book Archive

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