Optimal Re-Entry Guidance of Space Vehicles under Control and State Variable Inequality Constraints 1

Hans Josef Pesch 2

Department of Mathematics, Munich University of Technology, P.O.Box 20 24 20, D-8000 Munich 2, Federal Republic of Germany, phone: (+89) 2105-8144, electronic mail: T1111AF@DM0LRZ01 at EARN

Abstract. The applicability and the e ciency of a new numerical method for the real-time computation of closed loop controls is demonstrated by the simulation of the guidance of a space vehicle during atmosheric re-entry. This so-called repeated correction method is based on the one hand on the accessory minimum problem or the concept of neighboring extremals and on the other hand on the multiple shooting algorithm. After each measurement of a deviation from the reference state, the method yields a rst order approximation of the optimal control history including all switching points. The expense of onboard computing time is only a single integration of the equations of motion and the solution of some small systems of linear equations. For it, the method guarantees that all prescribed constraints are su ciently accurately obeyed. In this paper the special emphasis is laid on how this method performs for optimal control problems including control and/or state variable inequality constraints. A two dimensional model of the re-entry of a space vehicle including an angle of attack or an altitude constraint serves as a test example. The numerical results are discussed with respect to the size of the controllable region around the reference trajectory for both, deviations of the state during the ight and changes of the prescribed terminal conditions. The tightness of the inequality constraints is shown to have a signi cant in uence on the controllability. 1. Introduction
One of the key problems for a practical assignment of solutions of optimal control problems is the availability of feedback schemes that can be applied in real-time. Recently, two related numerical methods for a fast approximation of closed loop controls were published. The methods are based with respect of their theoretical part either on the approach via neighboring extremals, which are obtained by linearizing the necessary conditions of optimal control theory around a reference solution, or on the accessory minimum problem, which is obtained by expanding the augmented performance criterion to the second order around that reference
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Paper presented at the 8th IFAC Workshop on Control Applications of Nonlinear Programming and Optimization, Paris, June 7{9, 1989. 2 This research was supported in part by the University of the Armed Forces, Munich where the author holds a chair in Mathematics as a deputy.

H. J. Pesch
4;1;6;12

solution while all constraints are linearized. On the other hand, they are based with respect of their numerical part on the multiple shooting algorithm applied to certain multipoint boundary value problems which are well suited for a fast numerical solution. One method leads to a usual linear feedback scheme so that on-line computations during the course of the optimally controlled process are negligible but the observance of the constraints can only be guaranteed to the rst order which may be disasterous if the perturbations are too large. The other method , however, provides a check of all constraints so that their keeping is made sure before feeding back the regenerated actual control approximation. Even a limited absence of measurement data may not be disasterous.
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This so-called repeated correction method requires a single integration of the equations of motion, while the control variables are stored as a cubic continuously di erentiable spline, and the solution of about 100-200 low-dimensional systems of linear equations in order to adjust the actual control history due to each new set of measured deviations from the reference trajectory. The actual switching structure of the perturbed optimal control problem can also be computed in advance. Nevertheless, the amount of computation is still small enough to be carried through in real-time. The mode of working of this feedback scheme is shown in Fig. 1.

Fig. 1. History of the nominal and the actual state function x and the control function u
The jump discontinuities in the history of the control variables are caused by the repeated correction and adjustment of the nominal control functions using a linear feedback scheme. For realistic perturbations, we will see that these deviations are negligible. A modi cation of the latter method which provides a continuous history of the control variables is described in Ref. 11. However, it needs slighly more computing time. The present paper is on how the repeated correction method competes for optimal control problems including control or state variable inequality constraints. It gives additional

Optimal Re-Entry Guidance of Space Vehicles

numerical results which couldn't be included in the closely related papers 9 and 10. The key problem that must be numerically solved on-line, is a multi-point boundary problem with so-called jump conditions of the form

y = T y on the intervals ( tj ; tj +1 ) for j = 1; . . . ; M 1 ; _ M 1 X A y (t1 ) + As y (tj ) + B y (tM ) c = 0 ; y (t+ ) = R

j

(1) (2) (3) (4)

y (tj ) for j = 2; . . . ; M 1 ; a = t1 < t2 < . . . < tM = b

sj
j j

j =2

where T : a; b ] ! IRN;N is piecewise continuous on a; b ] and A , As , B and Rs 2 IRN;N , c 2 IRN and M 2 . All coe cients of the problem depend only on the nominal solution. The measured deviation from the reference path or prescribed new boundary conditions go into the vector c only. Formulae for these coe cients are given in Ref. 9. The components of the vector y denote the variations of the state variables and the variations of the Lagrange multipliers originating from the necessary conditions of the given optimal control problem. Using these variations, the variations of the control variables can be computed by a linear feedback law. Since the transition matrices of the linear system (1) can be pre-computed the numerical solution of this multi-point boundary value problem can be carried through for the costs of one forward and one backward substitution of a pre-decomposed linear system of about half of the state dimension. The tj 's denote the nominal switching points. Their actual counterparts can be also computed online; for details see Ref. 10. By the way, it must be assumed that the switching structure remains unchanged in the presence of disturbances because the trajectory otherwise wouldn't di erentiably depend on the perturbations.
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2. The Guidance of a Space Vehicle During Atmospheric Re-Entry

The ight path is assumed to proceed in a vertical plane. Thus, the equations of motion can be written as

g sin v = 2S %v2 cD (u) (10+ )2 _ m cos _ = 2S %vcL(u) + Rv(1 + ) vg0 cos )2 m (1 + _ = v sin R _ = v cos
1+

velocity, ight path angle, normalized altitude, distance on Earth.

(5) (6) (7) (8)

H. J. Pesch

The control variable u is the angle of attack. For the lift and drag coe cients, the following relations are assumed cD = cD + cDL cos u with cD = 0:88 and cDL = 0:52 and cL = cL sin u with cL = 0:505 . The convective heating per unit area Zt (9) 10v 3p% dt
0 0 0 0
f

is to be minimized. More details, especially the values of the constants and the boundary conditions, can be found in Ref. 10. In addition, either a control variable inequality constraint

juj umax ; umax > 0

or a state variable inequality constraint
max

(10)

max > 0

(11)

is to be taken into account. Both constraints reduce the re-ascent after the rst dip into the atmosphere. On unconstrained extremal arcs, the optimal control variable u 2 tan u = ccL v DL
0

; ] is given by
(12)

with sign u = sign

Here the 's denote the accompanying adjoint variables. Notice that the optimal solution of the problem with the control constraint has a corner if changes its sign on the boundary of the constraint, while, at the same time, it holds v < 0 , i.e. u switches from umax to umax or vice versa. The state constraint is of second order. On its boundary, the control variable is given by sin u = S 2 m % cL
0

g0 2 (1 + )2 v

1 R (1 + )

with sign cos u = sign

(13)

At a boundary point, is discontinuous and, at the entry into a boundary arc, both and are discontinuous. The optimal solutions of the problem with the control constraint show eleven di erent classes of switching structures according to the tightness umax of the constraint. Figs. 2{5 give some of the control histories for values of umax around 16 . These gures clearly indicate how sensitive the switching structure depends on umax nearby the value umax = 16 which is, on the top of that, the value of the most practical interest.

Optimal Re-Entry Guidance of Space Vehicles

The state constrained problem has solutions with one (see Fig. 6) or two boundary points or one boundary arc and one boundary point (see Fig. 7) according to the value of max . In Figs. 2{7 the dashed lines indicate the competitive non-active unconstrained control. For the application of the guidance method of Refs. 9 and 10, the matrices describing the linear multi-point boundary value problem (1){(4) have to be supplied by the user. These matrices are completely given in Ref. 10. The performance of a guidance scheme can be described by the size of the controllability tube around the reference trajectory. For the control constrained problem due to umax = 16 , Figs. 8{11 show the so-called controllability regions indicating the maximal non-negative and the minimal non-positive deviations of a certain reference state variable that can be successfully compensated under observance, within a small margin of error, of the given constraints while all other state variables are assumed to be undisturbed. These error limits must be prescribed. Here it is chosen 5 m/s for the nal velocity, 3 for the nal ight path angle (speci ed only for (11)), 1 km for the nal altitude and the re-ascent constraint, 10 km for the nal distance and 3 for the angle-of-attack constraint. Because of the high relative precision in the observance of ight paths|the relative measurement accuracies in altitude is about 10 3 , in velocity about 10 5 , and in path inclination about 10 1 , i.e. about 0.2 deg{0.5 deg| only deviations of less than 1% of the maximum values are shown in these and the following gures. Figs. 12{15 show the corresponding controllability regions for the state constraint problem for max = 0:008 . The most critical ight situations occur just at the shot into the corridor, during phases with highest energy reduction, when the drag is maximal, and sometimes along constrained arcs. However, during the last 30% of the ight time, the controllable perturbations are considerably large. From Figs. 9 and 13 it can be seen that for the control constrained problem the size of the perturbations for the inclination angle which can be compensated is mostly lower than the measurement errors whereas for the state constrained problem the controllability of perturbations of the inclination error is mostly su ciently large.

H. J. Pesch

Fig. 2. Control history for umax = 16:2

Fig. 3. Control history for umax = 16:05

Fig. 4. Control history for umax = 16

Fig. 5. Control history for umax = 15:3

Fig. 6. Control history for

max = 0:008

Fig. 7. Control history for

max = 0:0066

Optimal Re-Entry Guidance of Space Vehicles

Fig. 8. Controllability region of the velocity for umax = 16

Fig. 9. Controllability region of the ight path angle for umax = 16

Fig. 10. Controllability region

of the altitude for umax = 16

of the distance on the Earth for umax = 16

Fig. 11. Controllability region

In order to demonstrate how the method works for problems where perturbations may cause an altered swichting structure, Figs. 16 and 17 show the actual and the nominal control for the control constrained problem with umax = 16 according to, compared to realistic deviations, very large disturbances. Because of the di erentiability properties such a change of the switching structure must be excluded. For details of the algorithm see Ref. 9 and 10. The perturbations given in Fig. 17 lead to an approximation where the upper control constraint is indeed violated but the violation stays below the prescribed limit of 3 . Moreover, the two switching points indicating the sharp transition from the lower to the upper constraint, are forced to cross by the prediction of the linear feedback law for the actual switching points.

H. J. Pesch

Fig. 12. Controllability region of the velocity for max = 0:008

Fig. 13. Controllability region of the ight path angle for max = 0:008

of the altitude for max = 0:008

Fig. 14. Controllability region

of the distance on the Earth for max = 0:008

Fig. 15. Controllability region

This must be prevented. Thus the actual switching points are equated. However, realistic deviations generally lead to control discontinuities below the drawing accuracy such that they can be neglected. Simultaneous disturbances in several variables can decrease or increase corresponding to their e ect on the actual time if they appear individually. Finally, Table 1 show the changes of the prescribed boundary condition for the velocity, the altitude and the distance on Earth that can be compensated by the method during about 95% of the entire ight time. The ight path angle is unspeci ed at the terminal time. The problem considered in Table 1 is again that with the angle-of-attack constraint.

Optimal Re-Entry Guidance of Space Vehicles

Fig. 16. Nominal and actual control history Fig. 17. Nominal and actual control history
for umax = 16 due to v (0) = 36:25 ft=s , h(0) = 2037:5 ft , (0) = 0:033125 , (0) = 6500 ft for umax = 16 due to v (0) = 185:625 ft=s, h(0) = 3287:5 ft, (0) = 0:084375 , (0) = 42875 ft

The results show that changes of the prescribed terminal conditions are hardly su ciently controllable. However, this is inherent for all methods based on an information of a reference trajectory. Notice that terminal perturbations force the actual ight path to move away from the nominal one in contrast to disturbances occuring during the ight but the terminal conditions remain speci ed. This also corresponds to a relatively tight domain of convergence of the multiple shooting method if neighboring boundary value problems with varying terminal conditions are to be solved by a homotopy method. See also Ref. 7.

3. Conclusions
The numerical results for the re-entry problems with a second order state constraint and a control constraint show that the feedback scheme is able to compensate ight path disturbances of a size considerably larger than those occurring in realistic missions. Even for problems with a complicate switching structure or with discontinuities, the method performs very well. Its most important advantage is that all constraints can be checked before the regenerated control program is fed back. Thus even a limited absence of measurement data may not be disasterous. This degree of security is not attainable by usual linear feedback schemes since only an integration of the equations of motion yields the precise information to really check the constraints and to simulate the remaining ight on-line.

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Table 1. Controllable changes of the prescribed boundary conditions

umax ]
180 160 118 89 68 62 23 16 15.3
3) 1) 3)

H. J. Pesch

m
0 1 2 4 2 3 4 4 2

1)

min max -54 -42 -30 -54 -20 -20 -16 -16 -16 89 26 65 193 130 131 197 242 251
2)

dvf ft=s]

min

d f ft]

max

min

d f ft]

max

2) 2) 2) 2) 2)

-1700 -487 -3300 -6862 -3275 -3275 -3293 -3275 -3325

10918 3337 3293 4031 3587 3575 3275 3275 3275

-112000 - 10562 - 56625 -158750 -141812 -153812 - 32750 - 32750 - 32750

29812 22000 11187 32750 32750 32750 32750 32750 32750

number of switching points the optimal solution has a corner additional classes: umax = 16:2 : m = 5; umax = 16:05 : m = 6

References
1. Breakwell, J. V., and Ho, Y. C., On the Conjugate Point Condition for the Control Problem, International Journal of Engineering and Science, Vol. 2, pp. 565{579, 1965. 2. Breakwell, J. V., Speyer, J. L., and Bryson, A. E., Optimization and Control of Nonlinear Systems Using the Second Variation, SIAM Journal on Control, Ser. A 1, pp. 193{223, 1963. 3. Bulirsch, R., Die Mehrzielmethode zur numerischen Losung von nichtlinearen Randwertproblemen und Aufgaben der optimalen Steuerung, Deutsche Forschungs- und Versuchsanstalt fur Luft- und Raumfahrt, Oberpfa enhofen, Federal Republic of Germany, Report of the Carl-Cranz Gesellschaft, 1971. 4. Kelley, H. J., Guidance Theory and Extremal Fields, IRE Transactions on Automatic Control, AC-7, pp. 75{82, 1962. 5. Kelley, H. J., An Optimal Guidance Approximation Theory, IEEE Transactions on Automatic Control, AC-9, pp. 375{380, 1964. 6. Kugelmann, B., Pesch, H. J., A New General Guidance Method in Constrained Optimal Control, Part 1: The Numerical Method, to appear in Journal of Optimization Theory and Applications. 7. Kugelmann, B., Pesch, H. J., A New General Guidance Method in Constrained Optimal Control, Part 2: Application to Space Shuttle Guidance, to appear in Journal of Optimization Theory and Applications. 8. Oberle, H. J., Numerische Berechnung optimaler Steuerungen von Heizung und Kuhlung fur ein realistisches Sonnenhausmodell, Munich University of Technology, Habilitationsschrift, 1982. 9. Pesch, H. J., Real-Time Computation of Feedback Controls for Constrained Optimal Control Problems, Part 1: Neighbouring Extremals, Optimal Control Applications & Methods, Vol. 10, pp 129{145, 1989. 10. Pesch, H. J., Real-Time Computation of Feedback Controls for Constrained Optimal Control Problems, Part 2: A Correction Method Based on Multiple Shooting, Optimal Control Applications & Methods, Vol. 10, pp 147{171, 1989.

Optimal Re-Entry Guidance of Space Vehicles

11

11. Pesch, H. J., A Survey of Certain Methods for the Guidance of Space Vehicles, to appear in Zeitschrift fur Angewandte Mathematik und Mechanik, Vol. 70, T 648, 1989/90. 12. Pesch, H. J., The Accessory Minimum Problem and Closed-Loop Controls, to appear in the Proceedings of the 14th IFIP Conference on System Modelling and Optimization, Leipzig, July 3{7, 1989. 13. Stoer, J., and Bulirsch, R., Introduction to Numerical Analysis, Springer, New York, New York, 1980.