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Processes 2017, 5(1), 10; doi:10.3390/pr5010010

A Feedback Optimal Control Algorithm with Optimal Measurement Time Points

Institute of Mathematical Optimization, Otto-von-Guericke University Magdeburg, Universitätsplatz 2, 39106 Magdeburg, Germany
Author to whom correspondence should be addressed.
Academic Editor: Dominique Bonvin
Received: 19 November 2016 / Revised: 20 February 2017 / Accepted: 22 February 2017 / Published: 28 February 2017
(This article belongs to the Special Issue Real-Time Optimization)
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Nonlinear model predictive control has been established as a powerful methodology to provide feedback for dynamic processes over the last decades. In practice it is usually combined with parameter and state estimation techniques, which allows to cope with uncertainty on many levels. To reduce the uncertainty it has also been suggested to include optimal experimental design into the sequential process of estimation and control calculation. Most of the focus so far was on dual control approaches, i.e., on using the controls to simultaneously excite the system dynamics (learning) as well as minimizing a given objective (performing). We propose a new algorithm, which sequentially solves robust optimal control, optimal experimental design, state and parameter estimation problems. Thus, we decouple the control and the experimental design problems. This has the advantages that we can analyze the impact of measurement timing (sampling) independently, and is practically relevant for applications with either an ethical limitation on system excitation (e.g., chemotherapy treatment) or the need for fast feedback. The algorithm shows promising results with a 36% reduction of parameter uncertainties for the Lotka-Volterra fishing benchmark example. View Full-Text
Keywords: feedback optimal control algorithm; optimal experimental design; sampling time points; Pontryagin’s Maximum Principle feedback optimal control algorithm; optimal experimental design; sampling time points; Pontryagin’s Maximum Principle

This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. (CC BY 4.0).

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Jost, F.; Sager, S.; Le, T.T.-T. A Feedback Optimal Control Algorithm with Optimal Measurement Time Points. Processes 2017, 5, 10.

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