伴随向量映射原理
伴随向量映射原理(covector mapping principle)是泛函分析的基礎定理里斯表示定理中的一個特例。名稱是由Ross和其工作夥伴所命名[1][2][3][4][5][6]。伴随向量映射原理提供了運算型最优控制中,可以將离散化和對偶性(dualization)交換順序的條件。
說明
假設要將庞特里亚金最大化原理應用在問題,會從給定的最佳控制問題產生一個边值问题。依照Ross的論點,此边值问题是庞特里亚金提昇(Pontryagin lift),表示為問題。
現在要離散化問題,這會產生問題,其中 表示離散化的點數。為了方便起見,有需要證明下式成立:
在1960年代Kalman等人[7]就已證明要求解會非常的困難。此困難性稱之為「複雜度咒詛」(curse of complexity)[8],是「維度咒詛」(dimensionality)的互補。
在1990年代開始的一系列論文中,Ross和Fahroo證明有更簡單求解問題(因此也包括問題)的方法,作法是先進行離散化(問題)再進行對偶(問題)。此作法需要很小心的進行,以確保解的一致性及收斂。伴随向量映射原理確保可以找到一個伴随向量的映射律,將問題的解映射到問題的解。
參考資料
- Ross, I. M., “A Historical Introduction to the Covector Mapping Principle,” Proceedings of the 2005 AAS/AIAA Astrodynamics Specialist Conference, August 7–11, 2005 Lake Tahoe, CA. AAS 05-332.
- Q. Gong, I. M. Ross, W. Kang, F. Fahroo, Connections between the covector mapping theorem and convergence of pseudospectral methods for optimal control, Computational Optimization and Applications, Vol. 41, pp. 307–335, 2008
- Ross, I. M. and Fahroo, F., “Legendre Pseudospectral Approximations of Optimal Control Problems,” Lecture Notes in Control and Information Sciences, Vol. 295, Springer-Verlag, New York, 2003, pp 327–342.
- Ross, I. M. and Fahroo, F., “Discrete Verification of Necessary Conditions for Switched Nonlinear Optimal Control Systems,” Proceedings of the American Control Conference, June 2004, Boston, MA
- Ross, I. M. and Fahroo, F., “A Pseudospectral Transformation of the Covectors of Optimal Control Systems,” Proceedings of the First IFAC Symposium on System Structure and Control, Prague, Czech Republic, 29–31 August 2001.
- W. Kang, I. M. Ross, Q. Gong, Pseudospectral optimal control and its convergence theorems, Analysis and Design of Nonlinear Control Systems, Springer, pp.109–124, 2008.
- Bryson, A.E. and Ho, Y.C. Applied optimal control. Hemisphere, Washington, DC, 1969.
- Ross, I. M. A Primer on Pontryagin's Principle in Optimal Control. Collegiate Publishers. Carmel, CA, 2009. ISBN 978-0-9843571-0-9.
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