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A filter successive linear programming method for nonlinear semidefinite programming problems
Filtering solution of nonlinear stochastic optimal control problem in discretetime with modelreality differences
1.  Department of Mathematics, Universiti Tun Hussein Onn Malaysia, 86400 Parit Raja, Malaysia 
2.  Department of Mathematics and Statistics, Curtin University, G.P.O. Box U1987, Perth, WA 6845 
3.  Department of Mathematics, Universiti Teknologi Malaysia, 81310 UTM, Skudai, Malaysia 
References:
[1] 
V. M. Becerra, "Development and Applications of Novel Optimal Control Algorithms," Ph.D. thesis, City University, UK, 1994. 
[2] 
V. M. Becerra and P. D. Roberts, Dynamic integrated system optimization and parameter estimation for discrete time optimal control of nonlinear systems, Int. J. Control, 63 (1996), 257281. doi: 10.1080/00207179608921843. 
[3] 
V. M. Becerra and P. D. Roberts, Application of a novel optimal control algorithm to a benchmark fedbatch fermentation process, Trans. Inst. Measurement Control, 20 (1998), 1118. doi: 10.1177/014233129802000103. 
[4] 
A. E. Bryson and Y. C. Ho, "Applied Optimal Control," Hemisphere Publishing Company, New York, 1975. 
[5] 
A. E. Bryson, "Applied Linear Optimal Control, Examples and Algorithms," Cambridge University Press, 2002. 
[6] 
Y. Y. Haimes and D. A. Wismer, A computational approach to the combined problem of optimization and parameter estimation, Automatica, 8 (1972), 337347. doi: 10.1016/00051098(72)900520. 
[7] 
M. H. Hu, Q. Gao and H. H. Shao, Optimal control of a class of nonlinear discretecontinuous hybrid systems, in "Proceedings of the 6th World Congress on Intelligent Control and Automatic," 21 23 June, 2006, Dalian, China, 835838. 
[8] 
M. H. Hu, Y. S. Wang and H. H Shao, Costate prediction based optimal control for nonlinear hybrid systems, ISA Transactions, 47 (2008), 113118. doi: 10.1016/j.isatra.2007.06.001. 
[9] 
S. L. Kek and A. A. Mohd Ismail, Optimal control of discretetime linear stochastic dynamic system with modelreality differences, in "Proceedings of 2009 International Conference on Computer Research and Development," 1012 July, 2009, Perth, Australia, 573578. 
[10] 
J. S. Kong and B. W. Wan, The study of integrated optimal control approach for complex system under network environment, Computing Technology and Automation, 22 (2003), 2325. 
[11] 
F. L. Lewis, "Optimal Control," John Wiley and Sons, Inc, New York, 1986. 
[12] 
F. L. Lewis, "Applied Optimal Control and Estimation: Digital Design and Implementation," Prentice Hall, Inc, 1992. 
[13] 
J. M. Li, B. W. Wan and Z. L. Huang, Optimal control of nonlinear discrete systems with modelreality differences, Control Theory and Applications, 16 (1999), 3237. 
[14] 
A. A. Mohd Ismail and S. L. Kek, Optimal control of nonlinear discretetime stochastic system with modelreality differences, in "2009 IEEE International Conference on Control and Automation," 911 December, 2009, Christchurch, New Zealand, 722726. 
[15] 
A. A. Mohd Ismail, A. Rohanin, S. L. Kek and K. L. Teo, Computational integrated optimal control and estimation with model information for discretetime nonlinear stochastic dynamic system, in "Proceeding of the 2010 IRAST International Congress on Computer Applications and Computational Science (CACS 2010)," 46 December, 2010, Singapore, 899902. 
[16] 
W. H. Ray, "Advanced Process Control," McGrawHill, New York, 1989. 
[17] 
P. D. Roberts, An algorithm for steadystate system optimization and parameter estimation, Int. J. Systems Science, 10 (1979), 719734. doi: 10.1080/00207727908941614. 
[18] 
P. D. Roberts and T. W. C. Williams, On an algorithm for combined system optimization and parameter estimation, Automatica, 17 (1981), 199209. doi: 10.1016/00051098(81)900959. 
[19] 
P. D. Roberts, Optimal control of nonlinear systems with modelreality differences, Proceedings of the 31st IEEE Conference on Decision and Control, 1 (1992), 257258. 
[20] 
P. D. Roberts and V. M. Becerra, Optimal control of a class of discretecontinuous nonlinear systems decomposition and hierarchical structure, Automatica, 37 (2001), 17571769. doi: 10.1016/S00051098(01)001418. 
[21] 
Y. Zhang and S. Y. Li, DISOPE distributed model predictive control of cascade systems with network communication, Journal of Control Theory and Applications, 2 (2005), 131138. doi: 10.1007/s1176800500056. 
show all references
References:
[1] 
V. M. Becerra, "Development and Applications of Novel Optimal Control Algorithms," Ph.D. thesis, City University, UK, 1994. 
[2] 
V. M. Becerra and P. D. Roberts, Dynamic integrated system optimization and parameter estimation for discrete time optimal control of nonlinear systems, Int. J. Control, 63 (1996), 257281. doi: 10.1080/00207179608921843. 
[3] 
V. M. Becerra and P. D. Roberts, Application of a novel optimal control algorithm to a benchmark fedbatch fermentation process, Trans. Inst. Measurement Control, 20 (1998), 1118. doi: 10.1177/014233129802000103. 
[4] 
A. E. Bryson and Y. C. Ho, "Applied Optimal Control," Hemisphere Publishing Company, New York, 1975. 
[5] 
A. E. Bryson, "Applied Linear Optimal Control, Examples and Algorithms," Cambridge University Press, 2002. 
[6] 
Y. Y. Haimes and D. A. Wismer, A computational approach to the combined problem of optimization and parameter estimation, Automatica, 8 (1972), 337347. doi: 10.1016/00051098(72)900520. 
[7] 
M. H. Hu, Q. Gao and H. H. Shao, Optimal control of a class of nonlinear discretecontinuous hybrid systems, in "Proceedings of the 6th World Congress on Intelligent Control and Automatic," 21 23 June, 2006, Dalian, China, 835838. 
[8] 
M. H. Hu, Y. S. Wang and H. H Shao, Costate prediction based optimal control for nonlinear hybrid systems, ISA Transactions, 47 (2008), 113118. doi: 10.1016/j.isatra.2007.06.001. 
[9] 
S. L. Kek and A. A. Mohd Ismail, Optimal control of discretetime linear stochastic dynamic system with modelreality differences, in "Proceedings of 2009 International Conference on Computer Research and Development," 1012 July, 2009, Perth, Australia, 573578. 
[10] 
J. S. Kong and B. W. Wan, The study of integrated optimal control approach for complex system under network environment, Computing Technology and Automation, 22 (2003), 2325. 
[11] 
F. L. Lewis, "Optimal Control," John Wiley and Sons, Inc, New York, 1986. 
[12] 
F. L. Lewis, "Applied Optimal Control and Estimation: Digital Design and Implementation," Prentice Hall, Inc, 1992. 
[13] 
J. M. Li, B. W. Wan and Z. L. Huang, Optimal control of nonlinear discrete systems with modelreality differences, Control Theory and Applications, 16 (1999), 3237. 
[14] 
A. A. Mohd Ismail and S. L. Kek, Optimal control of nonlinear discretetime stochastic system with modelreality differences, in "2009 IEEE International Conference on Control and Automation," 911 December, 2009, Christchurch, New Zealand, 722726. 
[15] 
A. A. Mohd Ismail, A. Rohanin, S. L. Kek and K. L. Teo, Computational integrated optimal control and estimation with model information for discretetime nonlinear stochastic dynamic system, in "Proceeding of the 2010 IRAST International Congress on Computer Applications and Computational Science (CACS 2010)," 46 December, 2010, Singapore, 899902. 
[16] 
W. H. Ray, "Advanced Process Control," McGrawHill, New York, 1989. 
[17] 
P. D. Roberts, An algorithm for steadystate system optimization and parameter estimation, Int. J. Systems Science, 10 (1979), 719734. doi: 10.1080/00207727908941614. 
[18] 
P. D. Roberts and T. W. C. Williams, On an algorithm for combined system optimization and parameter estimation, Automatica, 17 (1981), 199209. doi: 10.1016/00051098(81)900959. 
[19] 
P. D. Roberts, Optimal control of nonlinear systems with modelreality differences, Proceedings of the 31st IEEE Conference on Decision and Control, 1 (1992), 257258. 
[20] 
P. D. Roberts and V. M. Becerra, Optimal control of a class of discretecontinuous nonlinear systems decomposition and hierarchical structure, Automatica, 37 (2001), 17571769. doi: 10.1016/S00051098(01)001418. 
[21] 
Y. Zhang and S. Y. Li, DISOPE distributed model predictive control of cascade systems with network communication, Journal of Control Theory and Applications, 2 (2005), 131138. doi: 10.1007/s1176800500056. 
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