DYNAMIC INTEGRATED SYSTEM OPTIMIZATION AND PARAMETER-ESTIMATION FOR DISCRETE-TIME OPTIMAL-CONTROL OF NONLINEAR-SYSTEMS

An algorithm for solving nonlinear discrete time optimal control probl ems with model-reality differences is presented. The technique uses Dy namic Integrated System Optimization and Parameter Estimation (DISOPE) , which achieves the correct optimal solution in spite of deficiencies in the mathematical model employed in the optimization procedure. A v ersion of the algorithm with a linear-quadratic model-based problem, i mplemented in the C++ programming language, is developed and applied t o illustrative simulation examples. An analysis of the optimality and convergence properties of the algorithm is also presented.