Computing the stability of iterative optimal control algorithms through the use of two-dimensional system theory

Abstract

It has been shown that linear 2D system theory is a useful method for investigating the local stability and convergence behaviour of iterative techniques for solving nonlinear dynamic optimal control problems. A MATLAB based procedure has been developed which provides a comprehensive tool for performing the required investigations in which interactive graphical based techniques have been successfully employed for solving the associated eigenvalue analysis. Further work is continuing to examine the theoretical relationships within and between the stability theorems described.