Theoretical Study of the Unconstrained and Constrained Nonlinear Optimal Discrete Time State Feedback Control

Majority of the optimal control techniques can only be applied successfully if the model of the controlled process is known and it is linear. If the system model is nonlinear, then this nonlinear model can be approximated with different simple, linear models. However, these models are valid only in the neighbourhood of the operating points. The success of the control algorithms is highly dependent on the used linearization methods. The aim of the paper is to compare different optimal control algorithms and linearization methods. The presented optimal control algorithms have been also tested in constrained and unconstrained versions.