The terminal-cost optimization of a control-affine nonlinear system leads t
o a discontinuous solution that can be characterized in a piecewise manner.
To implement such an optimal trajectory despite disturbances and parametri
c uncertainty, a cascade optimization scheme is proposed in this paper, whe
re optimal reference signals are tracked. Optimality is achieved by the app
ropriate definition of reference signals (input bounds, state constraints,
or switching functions) to track in various sub-intervals. Furthermore, con
servatism is introduced into the optimization problem to ensure satisfactio
n of path constraints in the presence of uncertainty. Finally, the proposed
cascade optimization scheme is illustrated on a simulation of a fed-batch
penicillin fermentation plant. (C) 2000 Elsevier Science Ltd. All rights re
served.