Method and apparatus for dynamic optimization

A dynamic optimizer comprising:

• a dynamic physical system, wherein said dynamic physical system runs at a first time scale, said dynamic physical system having a device under control and a controller;
• an estimator wherein said estimator captures the dynamic and time varying behavior of said physical system and wherein said estimator runs at a second time scale;
• and
• a constrained quadratic program, wherein said constrained program runs at said second time scale and wherein said constrained quadratic program uses a cost function to evaluate the quality of a final output of said dynamic physical system and if necessary produces a reference parameter, said reference parameter to be used by said dynamic physical system in said first time scale.

A method for dynamic optimization comprising:

• creating a model of a dynamic physical system, wherein said physical system runs at a first time scale and said model of said dynamic physical system runs at a second time scale;
• creating an estimator for said model running at said second time scale, wherein said estimator captures the dynamic and time varying behavior of said physical system;
• and
• creating a constrained program running at said second time scale, said constrained program using a cost function to evaluate the quality of a final output of said dynamic physical system and if necessary producing a time varying trajectory to control said dynamic physical system running at said first time scale.

A computer readable medium containing executable instructions which, when executed in a processing system, cause said system to perform a method comprising:

• creating a model of a dynamic physical system, wherein said physical system runs at a first time scale and said model of said dynamic physical system runs at a second time scale;
• creating an estimator for said model running at said second time scale, wherein said estimator captures the dynamic and time varying behavior of said physical system;
• and
• creating a constrained program running at said second time scale, said constrained program using a cost function to evaluate the quality of a final output of said dynamic physical system and if necessary producing a time varying trajectory to control said dynamic physical system running at said first time scale.

A computer readable medium containing executable instructions which, when executed in a processing system, cause said system to perform a method comprising:

• a) parameterizing a first set of time varying trajectories, said first set of time varying trajectories including at least:
• a reference signal and an actuator signal;
• b) creating a vector valued function that captures the dynamic and time varying behavior of said physical system;
• c) creating an estimator;
• d) creating a cost function to evaluate the quality of an output of said physical system;
• e) setting said reference signal to a nominal reference trajectory;
• f) running said physical system with a most recent reference signal to produce a most recent output value;
• g) running said estimator with said most recent reference signal and said most recent output value from said physical system to produce an estimated output;
• h) evaluating said estimated output, wherein said estimated output is compared to a desired output such that:
• (1) if said estimated output is approximately equal to said desired output, then go to step 1);
• (2) if said estimated output is not approximately equal to the desired output, then go to step i);
• i) determining an upper bound and a lower bounds for said actuator signal such that said actuator signal does not saturate;
• j) running a constrained program to produce a new reference signal;
• k) evaluating said new reference signal wherein said new reference signal is compared to a previous reference signal such that:
• (1) if said new reference signal is approximately equal to said previous reference signal, then go to step 1);
• (2) if said new reference signal is not approximately equal to the previous reference signal, then go to step f);
• and
• l) stop.

A computer readable medium containing executable instructions which, when executed in a processing system, cause said system to perform a method comprising:

• a) parameterizing a first set of time varying trajectories, said first set of time varying trajectories including at least:
• a reference signal and an actuator signal;
• b) creating a vector valued function that captures the dynamic and time varying behavior of said physical system;
• c) creating an estimator;
• d) creating a cost function to evaluate the quality of an output of said physical system;
• e) setting said reference signal to a nominal reference trajectory;
• f) running said physical system with a most recent reference signal to produce a most recent output value;
• g) running said estimator with said most recent reference signal and said most recent output value from said physical system to produce an estimated output;
• h) evaluating said estimated output, wherein said estimated output is compared to a desired output such that:
• (1) if said estimated output is approximately equal to said desired output, then go to step l);
• (2) if said estimated output is not approximately equal to the desired output, then go to step i);
• i) determining an upper bound and a lower bounds for said actuator signal such that said actuator signal does not saturate;
• j) running a constrained program to produce a new reference signal and an estimated output based upon said new reference signal;
• k) evaluating said estimated output based upon said new reference signal wherein said estimated output based upon said new reference signal is compared to a previous estimated output such that:
• (1) if said estimated output based upon said new reference signal is approximately equal to said previous estimated output, then go to step l);
• (2) if said estimated output based upon said new reference signal is not approximately equal to the previous estimated output, then go to step f);
• and
• l) stop.