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    Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences

    226567_154984_659506.pdf (1.979Mb)
    Access Status
    Open access
    Authors
    Kek, S.L.
    Teo, Kok Lay
    Aziz, M.
    Date
    2015
    Type
    Journal Article
    
    Metadata
    Show full item record
    Citation
    Kek, S.L. and Teo, K.L. and Aziz, M. 2015. Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences. Mathematical Problems in Engineering. Article ID 659506 (9 p.).
    Source Title
    Mathematical Problems in Engineering
    DOI
    10.1155/2015/659506
    ISSN
    1024-123X
    School
    Department of Mathematics and Statistics
    Remarks

    This open access article is distributed under the Creative Commons license http://creativecommons.org/licenses/by/3.0/

    URI
    http://hdl.handle.net/20.500.11937/25784
    Collection
    • Curtin Research Publications
    Abstract

    A computational approach is proposed for solving the discrete time nonlinear stochastic optimal control problem. Our aim is to obtain the optimal output solution of the original optimal control problem through solving the simplified model-based optimal control problem iteratively. In our approach, the adjusted parameters are introduced into the model used such that the differences between the real system and the model used can be computed. Particularly, system optimization and parameter estimation areintegrated interactively. On the other hand, the output is measured fromthe real plant and is fed back into the parameter estimation problemto establish amatching scheme.During the calculation procedure, the iterative solution is updated in order to approximate the true optimal solution of the original optimal control problem despite model-reality differences. For illustration, a wastewater treatment problem is studied and the results show the efficiency of the approach proposed.

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