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Dto Matlab

Dto Matlab

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01/26/2011

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A MATLAB Script that Demonstrates Aerospace TrajectoryOptimization Using Direct Transcription and Collocation
This brief report describes a technical approach and MATLAB script that demonstrate the use of
direct transcription
and
collocation
to solve aerospace optimal control problems. The computer  program solves the problem described on pages 66-69 of the classic text,
Applied Optimal Control
, by Arthur E. Bryson, Jr. and Yu-Chi Ho.This problem is summarized in the text as follows:“Given a constant-thrust rocket engine,
= thrust, operating for a given length of time, , we wishto find the thrust-direction history,
( )
φ
, to transfer a rocket vehicle from a given initial circular orbit to the largest possible circular orbit.”In the language of optimal control theory, this problem is a “continuous system with functions of the state variables prescribed at a fixed terminal time”. The numerical example given in the text isa continuous, low-thrust coplanar orbit transfer from Earth to Mars. The orbits of the planets areassumed to be circular and coplanar, and the total transfer time is about 193 days.
Mathematical Background
A typical optimal control trajectory problem can be described by a system of
dynamic

variables

( )( )
=
yzu
consisting of the
state variables

y
and the
control variables
for any time
. In this discussionvectors are denoted in bold.
u
The system dynamics are defined by a vector system of ordinary differential equations called the
state equations
that can be represented as follows:
( ) ( )
,,,
t t dt
= =
yy f y u p
where
p
is a vector of problem
parameters
that are time independent.The initial dynamic variables at time
are defined by
0
( ) ( )
000
,,
t t
0
ψ ψ
y u
and the terminalconditions at the final time are defined by
f
( ) ( )
,,
f f f
t t
y u
ψ ψ
. These conditions arecalled the
boundary values
of the trajectory problem.The problem may also be subject to
path constraints
of the form
( ) ( )
,,
t t
=
g y u
0.
page 1

For any mission time
there are also simple bounds on the state variables
( )
l u
y y y
and the control variables
( )
l u
u u u

The basic optimal control problem is to determine the control vector history that minimizes the scalar performance index or objective function given by
( )
( )
00
,,,,
f
J t t t
φ
=
y y p

while satisfying all the user-defined mission constraints.
Direct Transcription
The basic idea behind direct transcription involves
discretizing
the state and control representationof a continuous aerospace trajectory. This technique allows the Optimal Control Problem (OCP)to be “transcribed” into a Nonlinear Programming Problem (NLP). The OCP can be thought of asan NLP with an infinite number of controls and constraints.Each phase of an aerospace trajectory can be divided into segments or intervals such that
12
I n
t t t t
F
= < < < =
where
is the initial time and is the final mission time. The individual time points are called
node
,
mesh
or
grid
points. The value of the state vector at a grid point or node is
I
( )
=
y y
andthe control vector is .
(
k
=
u u
)
In the direct transcription method we treat the values of the states and controls at the nodes as a setof NLP variables. Furthermore, the differential equations of the problem are represented by asystem of
defect
equality constraints that are enforced at each discretization node. In the directtranscription method the state and control variable bounds become simple bounds on the NLPvariables. The defect constraints and variable bounds are imposed at all the grid points. If werepresent the state defects by a
Hermite-Simpson
discretization method, these constraints and bounds are also imposed at the
midpoints
of each trajectory segment.The following diagram illustrates the geometry of trajectory and control discretization. For thissimple example we have divided the trajectory into 8 segments. These 8 segments can berepresented by 9 discrete nodes with their corresponding times , states
i
i
y
and controls
u
. Atypical segment midpoint is also illustrated.
i
page 2

t
1
t
2
t
3
t
4
t
5
t
6
t
7
t
8
t
9
y
1
y
2
y
3
y
4
y
5
y
6
y
7
y
8
y
9
u
1
u
2
u
3
u
4
u
5
u
6
u
7
u
8
u
9
segmentmidpointu
5
y
5

Figure 1 Trajectory and Control Discretization
Collocation
For the
trapezoidal
discretization method, the NLP variables are
00110
,,,,,,,,,
f f
t
=
x y u y u y u p
The state equations are approximately satisfied by setting the
defects

[ ]
11
2
k k k k
h
= − − +
ζ
y y f
to zero for 1,,
s
. The step size is denoted by
n
=
1
k k
h t
, and the right hand side of thedifferential equations are given by
( ) ( )
,,,
k
k
t
pf f y u
.For the
compressed Hermite-Simpson
discretization or collocation method, the NLP variables are
( ) ( ) ( )
01
,,,,,,,,,,
m mi i
t
+
=
x y u u y u u y u
f
. where are values of the controls at the
midpoints
of the discretization segments.
12
,,
m m
etc
u u
page 3