The Optimal Control Approach to Dynamical Inverse Problems

This paper considers solution strategies for “dynamical inverse problems,” where the main goal is to determine the excitation of a dynamical system, such that some output variables, which are derived from the system’s state variables, coincide with desired time functions. The paper demonstrates how such problems can be restated as optimal control problems and presents a numerical solution approach based on the method of steepest descent. First, a performance measure is introduced, which characterizes the deviation of the output variables from the desired values, and which is minimized by the solution of the inverse problem. Second, we show, how the gradient of this error functional can be computed efficiently by applying the theory of optimal control, in particular by following an idea of Kelley and Bryson. As the major contribution of this paper we present a modification of this method which allows the application to the case where the state equations are given by a set of differential algebraic equations. This situation has great practical importance since multibody systems are mostly described in this way. For comparison, we also discuss an approach which bases an a direct transcription of the optimal control problem. Moreover, other methods to solve dynamical inverse problems are summarized.