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idherrerap
 Post subject: Optimal Control
PostPosted: Fri Mar 15, 2013 1:19 pm 
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Joined: Fri Mar 15, 2013 1:12 pm
Posts: 1
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.

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chi
 Post subject: Re: Optimal Control
PostPosted: Thu Apr 11, 2013 4:21 pm 
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Joined: Fri Oct 19, 2012 4:28 pm
Posts: 8
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.

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