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Optimal Control
http://forum.alglib.net/viewtopic.php?f=2&t=796
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Author:  idherrerap [ Fri Mar 15, 2013 1:19 pm ]
Post subject:  Optimal Control

is there any tool addressed to solve Optimal Control Problems with AlgLib? Does anyone have experience with this kind of optimization using this library? Any thought would be appreciated.

Regards

Author:  chi [ Thu Apr 11, 2013 4:21 pm ]
Post subject:  Re: Optimal Control

idherrerap,

I have used ALGLIB to solve H-INF, and H-2 optimal control problems. What specifically are you questioning. If it is whether or not ALGLIB has the functional capacity to solve such problems, the answer is yes. I have done it.

But this depends on what you mean by "Solve Optimal Control Problems," what I have done is solved for the H2 and Hinf norms of the closed loop transfer function in state space over a set of possible controllers and then found the minimum. My work was specific to PID controllers.

Regards,

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