Constrained nonlinear optimal control: a converse HJB approach

Extending the concept of solving the Hamilton-Jacobi-Bellman (HJB) optimization equation backwards [2], the so called converse constrained optimal control problem is introduced, and used to create various classes of nonlinear systems for which the optimal controller subject to constraints is known. In this way a systematic method for the testing, validation and comparison of different control techniques with the optimal is established. Because it naturally and explicitly handles constraints, particularly control input saturation, model predictive control (MPC) is a potentially powerful approach for nonlinear control design. However, nonconvexity of the nonlinear programs (NLP) involved in the MPC optimization makes the solution problematic. In order to explore properties of MPC-based constrained control schemes, and to point out the potential issues in implementing MPC, challenging benchmark examples are generated and analyzed. Properties of MPC-based constrained techniques are then evaluated and implementation issues are explored by applying both nonlinear MPC and MPC with feedback linearization