International Journal of Control, Vol.65, No.6, 995-1014, 1996
Robust End-Point Optimizing Feedback for Nonlinear Dynamic Processes
The paper suggests two novel approaches to the synthesis of robust end-point optimizing feedback for nonlinear dynamic processes. Classically, end-point optimization is performed only for the nominal process model using optimal control methods, and the question of performance robustness to disturbances and model-plant mismatch remains unaddressed. The present contribution addresses the endpoint optimization problem for nonlinear affine systems with fixed final time through robust optimal feedback methods. In the first approach, a nonlinear state feedback is derived that robustly optimizes the final process state. This solution is obtained through series expansion of the Hamilton-Jacobi-Bellman PDE with an active opponent disturbance. As reliable measurements or estimates of all states may not always be available, the second approach also robustly optimizes the process endpoint, but uses output rather than state information. This direct use of measurement information is preferred since the choice of a state estimator for robust state feedback is non-trivial even when the observability issue is addressed. A linear time-variant output corrector is obtained by feedback parametrization and numerical optimization of a nonlinear H-infinity cost functional. A number of possible variations and alternatives to both approaches are also discussed. As model-plant mismatch is particularly common with chemical batch processes, the suitability of the robust optimizing feedback is demonstrated on a semi-batch reactor simulation example, where robustness to several realistic mismatches is investigated and the results are compared against those for the optimal open-loop policy and the optimal feedback designed for the nominal model.