<?xml version="1.0" encoding="UTF-8"?><!DOCTYPE article  PUBLIC "-//NLM//DTD Journal Publishing DTD v3.0 20080202//EN" "http://dtd.nlm.nih.gov/publishing/3.0/journalpublishing3.dtd"><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" dtd-version="3.0" xml:lang="en" article-type="research article"><front><journal-meta><journal-id journal-id-type="publisher-id">IJMNTA</journal-id><journal-title-group><journal-title>International Journal of Modern Nonlinear Theory and Application</journal-title></journal-title-group><issn pub-type="epub">2167-9479</issn><publisher><publisher-name>Scientific Research Publishing</publisher-name></publisher></journal-meta><article-meta><article-id pub-id-type="doi">10.4236/ijmnta.2015.44018</article-id><article-id pub-id-type="publisher-id">IJMNTA-61677</article-id><article-categories><subj-group subj-group-type="heading"><subject>Articles</subject></subj-group><subj-group subj-group-type="Discipline-v2"><subject>Engineering</subject><subject> Physics&amp;Mathematics</subject></subj-group></article-categories><title-group><article-title>
 
 
  Symplectic Numerical Approach for Nonlinear Optimal Control of Systems with Inequality Constraints
 
</article-title></title-group><contrib-group><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>oshiki</surname><given-names>Abe</given-names></name><xref ref-type="aff" rid="aff1"><sup>1</sup></xref></contrib><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>Gou</surname><given-names>Nishida</given-names></name><xref ref-type="aff" rid="aff2"><sup>2</sup></xref><xref ref-type="corresp" rid="cor1"><sup>*</sup></xref></contrib><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>Noboru</surname><given-names>Sakamoto</given-names></name><xref ref-type="aff" rid="aff3"><sup>3</sup></xref></contrib><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>Yutaka</surname><given-names>Yamamoto</given-names></name><xref ref-type="aff" rid="aff1"><sup>1</sup></xref></contrib></contrib-group><aff id="aff1"><addr-line>Department of Applied Analysis and Complex Dynamical Systems, Graduate School of Informatics, Kyoto University, Kyoto, Japan</addr-line></aff><aff id="aff2"><addr-line>Department of Mechanical and Environmental informatics, Graduate School of Information Science and Engineering, Tokyo Institute of Technology, Tokyo, Japan</addr-line></aff><aff id="aff3"><addr-line>Department of Mechatronics, Faculty of Science and Engineering, Nanzan University, Nagoya, Japan</addr-line></aff><author-notes><corresp id="cor1">* E-mail:<email>g.nishida@ieee.org(GN)</email>;</corresp></author-notes><pub-date pub-type="epub"><day>12</day><month>11</month><year>2015</year></pub-date><volume>04</volume><issue>04</issue><fpage>234</fpage><lpage>248</lpage><history><date date-type="received"><day>8</day>	<month>September</month>	<year>2015</year></date><date date-type="rev-recd"><day>accepted</day>	<month>30</month>	<year>November</year>	</date><date date-type="accepted"><day>3</day>	<month>December</month>	<year>2015</year></date></history><permissions><copyright-statement>&#169; Copyright  2014 by authors and Scientific Research Publishing Inc. </copyright-statement><copyright-year>2014</copyright-year><license><license-p>This work is licensed under the Creative Commons Attribution International License (CC BY). http://creativecommons.org/licenses/by/4.0/</license-p></license></permissions><abstract><p>
 
 
  This paper proposes a system representation for unifying control design and numerical calculation in nonlinear optimal control problems with inequality constraints in terms of the symplectic structure. The symplectic structure is derived from Hamiltonian systems that are equivalent to Hamilton-Jacobi equations. In the representation, the constraints can be described as an input-state transformation of the system. Therefore, it can be seamlessly applied to the stable manifold method that is a precise numerical solver of the Hamilton-Jacobi equations. In conventional methods, e.g., the penalty method or the barrier method, it is difficult to systematically assign the weights of penalty functions that are used for realizing the constraints. In the proposed method, we can separate the adjustment of weights with respect to objective functions from that of penalty functions. Furthermore, the proposed method can extend the region of computable solutions in a state space. The validity of the method is shown by a numerical example of the optimal control of a vehicle model with steering limitations.
 
</p></abstract><kwd-group><kwd>Optimal Controls</kwd><kwd> Nonlinear Systems</kwd><kwd> Constrained Systems</kwd><kwd> Symplectic Numerical Methods</kwd><kwd> Stable Manifold Method</kwd></kwd-group></article-meta></front><body><sec id="s1"><title>1. Introduction</title><p>An optimal control is one of the most important strategies in control design. Optimal control problems for nonlinear systems can be formulated by Hamilton-Jacobi equations [<xref ref-type="bibr" rid="scirp.61677-ref1">1</xref>] . Although a lot of approximate methods were presented (see [<xref ref-type="bibr" rid="scirp.61677-ref3">3</xref>] ), a precise solving method of the equations had been left undeveloped for a long time. As it is now a definitive numerical solver called the stable manifold method was recently presented by [<xref ref-type="bibr" rid="scirp.61677-ref2">2</xref>] , and it has been applied to many practical problems [<xref ref-type="bibr" rid="scirp.61677-ref3">3</xref>] . The stable manifold method is a symplectic numerical scheme of equivalent Hamiltonian systems derived from the Hamilton Jacobi equations.</p><p>On the other hand, almost all actual control systems possess not only nonlinearity, but also constraints with respect to, e.g., inputs or state variables. Constrained optimal problems have attracted a lot of attentions, and many methods, e.g., the penalty method or the barrier method have been proposed for such systems [<xref ref-type="bibr" rid="scirp.61677-ref4">4</xref>] [<xref ref-type="bibr" rid="scirp.61677-ref5">5</xref>] . The common strategy of such approaches is to create constraints by rapidly increasing nonlinear weights in cost functions for preventing states from violating constraints. This idea has been widely applied in various situations, and yielded many useful results, e.g., [<xref ref-type="bibr" rid="scirp.61677-ref6">6</xref>] - [<xref ref-type="bibr" rid="scirp.61677-ref12">12</xref>] . However, in nonlinear optimal control problems with constraint, approaches based on numerical solutions obtained from the stable manifold method have not been sufficiently discussed yet to our knowledge.</p><p>This paper proposes the formulation for integrating inequality constraints in the nonlinear optimal regulator design using the stable manifold method. The formulation is derived from the input-output linearization technique [<xref ref-type="bibr" rid="scirp.61677-ref11">11</xref>] [<xref ref-type="bibr" rid="scirp.61677-ref13">13</xref>] . We can apply the stable manifold method to input affine first order nonlinear system. For such a system, solutions can be numerically calculated even if analytical solutions are not available or their behaviors are very complex. Thus, the usual control design procedure of the stable manifold method can be seamlessly applied to constrained systems described by the proposed formulation. The optimality of the controllers can be proven in the same way of the barrier method. Indeed, we show that the change caused by the transformation can be interpreted as the addition of another penalty in objective functions.</p><p>Furthermore, our formulation has the following three advantages. First, a heuristic parameter tuning of weights is practically required for convergence of calculations in many cases. However, in conventional methods, the weights of error functions such as quadratic terms with respect to states or inputs and penalty functions are described as a single objective function. Thus, it is difficult to independently adjust each weight, because solutions in nonlinear optimizations are quite sensitive with respect to such a change. In our method, the constraint is described as a part of control systems by using the transformation between inputs and state variables; therefore, the weights can be separately adjusted. Second, in the barrier method (or the interior penalty method), it is not so easy to set initial states of numerical calculations in a constrained region in some cases. In the stable manifold method, optimal orbits are calculated from a stable point at the origin to the surrounding area of the origin in the inverse direction of time evolutions. Therefore, we can systematically search solutions intersecting a given initial condition. Third, cost functions with Lagrange multiplier are used for incorporating equality constraints in addition to penalty functions in the multiplier method. The method is based on a local optimality, i.e., the Karush-Kuhn-Tucker condition, and solutions are approximately calculated by an iterative calculation, e.g., the sequential quadratic programming method [<xref ref-type="bibr" rid="scirp.61677-ref14">14</xref>] . In our method, optimal orbits obtained from the stable manifold method can be regarded as (semi-)global optimal solutions if they sufficiently cover a state space. Furthermore, there is no need to employ any approximation of solutions and any system reduction in the design.</p><p>This paper is constructed as follows: Section 2 states basic definitions of nonlinear optimal control problems and provides the brief introduction of our method. In Section 3, we first present a formulation of nonlinear optimal control problems with constraints in terms of differentiable saturation functions. Next, an augmented system including the constraints is introduced from the formulation. Then, we discuss three topics: the implementation of the system with the stable manifold method, the optimality of the formulation, and the extension to multi-input and multi-constraint cases. Finally, in Section 4, a numerical control example for a vehicle model with steering limitations modeled by a saturation function is illustrated to show the validity of our method.</p></sec><sec id="s2"><title>2. Problem Setting and Brief Summary of Proposed Method</title><p>In this section, we make a brief summary of nonlinear optimal control problems and formalize a class of control systems with constraints described by inequalities.</p><sec id="s2_1"><title>2.1. Control Systems with Inequality Constraints</title><p>Let us consider the following nonlinear system:</p><disp-formula id="scirp.61677-formula931"><label>(1)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x6.png"  xlink:type="simple"/></disp-formula><p>with an initial condition<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x7.png" xlink:type="simple"/></inline-formula>, where <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x8.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x9.png" xlink:type="simple"/></inline-formula> are the vector fields consisting of smooth functions, and the state and the input are denoted by, respectively, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x10.png" xlink:type="simple"/></inline-formula>and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x11.png" xlink:type="simple"/></inline-formula>. The vector representation of system (1) is as follows:</p><disp-formula id="scirp.61677-formula932"><label>(2)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x12.png"  xlink:type="simple"/></disp-formula><p>Then, we consider the following constraint with respect to a state variable <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x13.png" xlink:type="simple"/></inline-formula> for some<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x14.png" xlink:type="simple"/></inline-formula>:</p><disp-formula id="scirp.61677-formula933"><label>(3)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x15.png"  xlink:type="simple"/></disp-formula><p>where <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x16.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x17.png" xlink:type="simple"/></inline-formula> are constants.</p><p>Our method has been constructed with a mind to be applied to the stable manifold method [<xref ref-type="bibr" rid="scirp.61677-ref2">2</xref>] . Hence, we assume the following conditions that are required for the application.</p><p>Assumption 1. System (1) satisfies</p><p>1.<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x18.png" xlink:type="simple"/></inline-formula>,</p><p>2. The approximate linear system of (1) is stabilizable.</p></sec><sec id="s2_2"><title>2.2. Nonlinear Optimal Regulator</title><p>We first recall the standard setting of nonlinear optimal control problems.</p><p>Problem 1. Find a control input u in (1) minimizing the objective function</p><disp-formula id="scirp.61677-formula934"><label>(4)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x19.png"  xlink:type="simple"/></disp-formula><p>where the weights Q and R are diagonal matrices such that <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x20.png" xlink:type="simple"/></inline-formula> and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x20.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x21.png" xlink:type="simple"/></inline-formula>.</p><p>The Hamiltonian H in the variational calculus of the above problem can be introduced by using Lagrange multiplier <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x22.png" xlink:type="simple"/></inline-formula> as follows:</p><disp-formula id="scirp.61677-formula935"><label>(5)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x23.png"  xlink:type="simple"/></disp-formula><p>That is, Problem 1 can be rewritten as the problem of minimizing H. Then, from the stationary condition with respect to u, we obtain the optimal feedback as follows:</p><disp-formula id="scirp.61677-formula936"><label>(6)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x24.png"  xlink:type="simple"/></disp-formula><p>By substituting (6) into (5) and using dynamic programming, we get the following Hamilton-Jacobi equation:</p><disp-formula id="scirp.61677-formula937"><label>(7)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x25.png"  xlink:type="simple"/></disp-formula><p>If we can solve (7) with respect to x and p, then the solution <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x26.png" xlink:type="simple"/></inline-formula> of (7) can determine the optimal gain <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x26.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x27.png" xlink:type="simple"/></inline-formula> in the feedback (6) for each state <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x26.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x27.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x28.png" xlink:type="simple"/></inline-formula> at a time<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x26.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x27.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x28.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x29.png" xlink:type="simple"/></inline-formula>.</p><p>The stable manifold method, which is the main tool in this paper, is an integral recursion formula for calculating solutions of the Hamiltonian systems that are transformed from the Hamilton-Jacobi Equation (7) that are directly difficult to solve (see Appendix).</p></sec><sec id="s2_3"><title>2.3. Conventional Methods for Constrained Optimal Problems</title><p>The penalty method and the barrier method are extended optimization methods for treating constraints. In these methods, the penalty function <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x30.png" xlink:type="simple"/></inline-formula> and the barrier function <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x30.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x31.png" xlink:type="simple"/></inline-formula> such as</p><disp-formula id="scirp.61677-formula938"><label>(8)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x32.png"  xlink:type="simple"/></disp-formula><disp-formula id="scirp.61677-formula939"><label>(9)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x33.png"  xlink:type="simple"/></disp-formula><p>are respectively added to the cost function (4), where S is the domain within the constraint, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x34.png" xlink:type="simple"/></inline-formula>denotes the internal of S, and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x34.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x35.png" xlink:type="simple"/></inline-formula> means that the infimum of a certain norm between x and any <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x34.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x35.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x36.png" xlink:type="simple"/></inline-formula> tends to be zero. <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x34.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x35.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x36.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x37.png" xlink:type="simple"/></inline-formula>becomes larger when x get more further away from the unconstrained region S; therefore, it is expected that solutions avoid violating constraints. However, the constraint is not exactly guaranteed, and the behaviors are depend on the setting of weights multiplied to<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x34.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x35.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x36.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x37.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x38.png" xlink:type="simple"/></inline-formula>. <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x34.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x35.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x36.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x37.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x38.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x39.png" xlink:type="simple"/></inline-formula>is defined only in the internal of S. Initial conditions in numerical calculations should be selected to satisfy this constraint, and this setting is not always easy.</p></sec><sec id="s2_4"><title>2.4. Concept of Proposed Method</title><p>This section briefly summarizes the proposed method for applying the stable manifold method to nonlinear optimal problems with inequality constraints. The main idea of the method is to transform the problem as a standard problem for unconstrained systems. That is, we derive an input transformation that acts as the constraints with respect to a state <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x40.png" xlink:type="simple"/></inline-formula> from the input-state linearization [<xref ref-type="bibr" rid="scirp.61677-ref11">11</xref>] [<xref ref-type="bibr" rid="scirp.61677-ref13">13</xref>] .</p><p>Let us consider the original control system<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x41.png" xlink:type="simple"/></inline-formula>, and the input transformer <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x41.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x42.png" xlink:type="simple"/></inline-formula> that is added to <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x41.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x42.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x43.png" xlink:type="simple"/></inline-formula> (see <xref ref-type="fig" rid="fig1">Figure 1</xref>). <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x41.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x42.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x43.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x44.png" xlink:type="simple"/></inline-formula>has the input u and the full-state output y, and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x41.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x42.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x43.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x44.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x45.png" xlink:type="simple"/></inline-formula> has the external input <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x41.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x42.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x43.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x44.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x45.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x46.png" xlink:type="simple"/></inline-formula> and the output <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x41.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x42.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x43.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x44.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x45.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x46.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x47.png" xlink:type="simple"/></inline-formula> that is defined as the function u of x and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x41.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x42.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x43.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x44.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x45.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x46.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x47.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x48.png" xlink:type="simple"/></inline-formula> that realizes the constraint (e.g., <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x41.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x42.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x43.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x44.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x45.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x46.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x47.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x48.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x49.png" xlink:type="simple"/></inline-formula>in <xref ref-type="fig" rid="fig2">Figure 2</xref>, details will be explained later) as follows:</p><disp-formula id="scirp.61677-formula940"><label>(10)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x50.png"  xlink:type="simple"/></disp-formula><p>where <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x51.png" xlink:type="simple"/></inline-formula> is defined by using the virtual variable <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x51.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x52.png" xlink:type="simple"/></inline-formula> as</p><disp-formula id="scirp.61677-formula941"><label>(11)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x53.png"  xlink:type="simple"/></disp-formula><p>and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x54.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x54.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x55.png" xlink:type="simple"/></inline-formula> are given by, respectively,</p><disp-formula id="scirp.61677-formula942"><label>(12)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x56.png"  xlink:type="simple"/></disp-formula><p>The input of<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x57.png" xlink:type="simple"/></inline-formula>, i.e., the output of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x57.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x58.png" xlink:type="simple"/></inline-formula> is designed for realizing the constraint (3). Hence, we only have to solve the standard nonlinear optimal control problem of the transformed system <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x57.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x58.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x59.png" xlink:type="simple"/></inline-formula> instead of that of the system <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x57.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x58.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x59.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x60.png" xlink:type="simple"/></inline-formula> with the constraints.</p><p>Example 1. Let us consider the nonlinear system</p><fig id="fig1"  position="float"><label><xref ref-type="fig" rid="fig1">Figure 1</xref></label><caption><title> Input transformation of control systems</title></caption><graphic mimetype="image"   position="float"  xlink:type="simple"  xlink:href="http://html.scirp.org/file/3-2340195x61.png"/></fig><fig id="fig2"  position="float"><label><xref ref-type="fig" rid="fig2">Figure 2</xref></label><caption><title> Differentiable saturation function<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x63.png" xlink:type="simple"/></inline-formula></title></caption><graphic mimetype="image"   position="float"  xlink:type="simple"  xlink:href="http://html.scirp.org/file/3-2340195x62.png"/></fig><disp-formula id="scirp.61677-formula943"><label>(13)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x64.png"  xlink:type="simple"/></disp-formula><p>under the constraint<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x65.png" xlink:type="simple"/></inline-formula>. By using a smooth function <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x65.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x66.png" xlink:type="simple"/></inline-formula> in <xref ref-type="fig" rid="fig2">Figure 2</xref>, which will be formally defined as a differentiable saturation function in the next section, with the range<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x65.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x66.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x67.png" xlink:type="simple"/></inline-formula>, a sufficiently small number <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x65.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x66.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x67.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x68.png" xlink:type="simple"/></inline-formula> and a new state<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x65.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x66.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x67.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x68.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x69.png" xlink:type="simple"/></inline-formula>, the inequality constraint can be written by<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x65.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x66.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x67.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x68.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x69.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x70.png" xlink:type="simple"/></inline-formula>. We have the following equivalent equation of the description (see Proposition 1):</p><disp-formula id="scirp.61677-formula944"><label>(14)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x71.png"  xlink:type="simple"/></disp-formula><p>On the other hand, by substituting the relation <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x72.png" xlink:type="simple"/></inline-formula> of the system (13) into (14), the following relation is given:</p><disp-formula id="scirp.61677-formula945"><label>(15)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x73.png"  xlink:type="simple"/></disp-formula><p>where <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x74.png" xlink:type="simple"/></inline-formula> in the right side of (15) has been regarded as a new input<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x74.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x75.png" xlink:type="simple"/></inline-formula>. Hence, we can augment the system (13) as follows:</p><disp-formula id="scirp.61677-formula946"><graphic  xlink:href="http://html.scirp.org/file/3-2340195x76.png"  xlink:type="simple"/></disp-formula><p>Furthermore, we can reduce this expression by eliminating <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x77.png" xlink:type="simple"/></inline-formula> as follows:</p><disp-formula id="scirp.61677-formula947"><label>(16)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x78.png"  xlink:type="simple"/></disp-formula><p>This system actually includes the inequality constraint. Moreover, the system (16) is an input affine first order nonlinear system, and it satisfies Assumption 1. Hence, we can apply the stable manifold method to the nonlinear optimal control problem of (16) instead of (13) with the constraint. In this case, the objective function is given as</p><disp-formula id="scirp.61677-formula948"><label>(17)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x79.png"  xlink:type="simple"/></disp-formula><p>where Q and R are some weight matrices, and we have defined the state variables<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x80.png" xlink:type="simple"/></inline-formula>.</p></sec></sec><sec id="s3"><title>3. Formulation of Nonlinear Optimal Control Problem with Constraints for Stable Manifold Method</title><p>In this section, we formally state the formulation of the previously discussed basic concept for constrained systems, and then we prove the optimality of the formulation. Finally, we show that the formulation is generalized for multi-input-output systems with higher relative degrees.</p><sec id="s3_1"><title>3.1. Differentiable Saturation Function</title><p>For simplification, we first introduce the standard formulation for single-input-output systems (1) with the constraint (3) from [<xref ref-type="bibr" rid="scirp.61677-ref11">11</xref>] . We shall introduce the following well-known definition [<xref ref-type="bibr" rid="scirp.61677-ref13">13</xref>] as a preparation for the generalization.</p><p>Definition 1. Let y be the output of the system (1). We call <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x81.png" xlink:type="simple"/></inline-formula> the relative degree of y if <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x81.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x82.png" xlink:type="simple"/></inline-formula> is the minimum integer satisfying<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x81.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x82.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x83.png" xlink:type="simple"/></inline-formula>, where <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x81.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x82.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x83.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x84.png" xlink:type="simple"/></inline-formula> is the Lie derivative of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x81.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x82.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x83.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x84.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x85.png" xlink:type="simple"/></inline-formula> with respect to <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x81.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x82.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x83.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x84.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x85.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x86.png" xlink:type="simple"/></inline-formula> defined by</p><disp-formula id="scirp.61677-formula949"><label>(18)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x87.png"  xlink:type="simple"/></disp-formula><p>and we denote <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x88.png" xlink:type="simple"/></inline-formula> for<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x88.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x89.png" xlink:type="simple"/></inline-formula>.</p><p>In this paper, we consider the following function describing inequality constraints.</p><p>Definition 2. Let <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x90.png" xlink:type="simple"/></inline-formula> be the output of the system (1) with the relative degree <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x90.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x91.png" xlink:type="simple"/></inline-formula> for some<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x90.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x91.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x92.png" xlink:type="simple"/></inline-formula>. Consider a function <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x90.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x91.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x92.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x93.png" xlink:type="simple"/></inline-formula> satisfying the following properties:</p><p>1. <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x94.png" xlink:type="simple"/></inline-formula>-class,</p><p>2. bijective,</p><p>3. <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x95.png" xlink:type="simple"/></inline-formula>and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x95.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x96.png" xlink:type="simple"/></inline-formula>, and</p><p>4. there exists a constant <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x97.png" xlink:type="simple"/></inline-formula> such that <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x97.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x98.png" xlink:type="simple"/></inline-formula> for any<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x97.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x98.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x99.png" xlink:type="simple"/></inline-formula>.</p><p>We call such an <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x100.png" xlink:type="simple"/></inline-formula> a <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x100.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x101.png" xlink:type="simple"/></inline-formula>-th differentiable saturation function.</p><p>Proposition 1. The state <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x102.png" xlink:type="simple"/></inline-formula> constrained by (3) of the system (1) for some <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x102.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x103.png" xlink:type="simple"/></inline-formula> can be described as</p><disp-formula id="scirp.61677-formula950"><label>(19)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x104.png"  xlink:type="simple"/></disp-formula><p>for any<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x105.png" xlink:type="simple"/></inline-formula>.</p><p>Proof. If (3) holds, there exists a unique z satisfying (19), because <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x106.png" xlink:type="simple"/></inline-formula> is a bijection. Conversely, if there exists z satisfying (19),<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x106.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x107.png" xlink:type="simple"/></inline-formula>. Therefore, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x106.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x107.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x108.png" xlink:type="simple"/></inline-formula>satisfies (3). ,</p><p>Proposition 2. Consider a k-th differentiable saturation function <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x109.png" xlink:type="simple"/></inline-formula> describing the constraint (3). Then, for any integer<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x109.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x110.png" xlink:type="simple"/></inline-formula>, (19) is equivalent to the following two equations:</p><disp-formula id="scirp.61677-formula951"><label>(20)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x111.png"  xlink:type="simple"/></disp-formula><p>where <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x112.png" xlink:type="simple"/></inline-formula> for some <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x112.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x113.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x112.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x113.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x114.png" xlink:type="simple"/></inline-formula> are functions of the time t, the k-th order time derivative of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x112.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x113.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x114.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x115.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x112.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x113.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x114.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x115.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x116.png" xlink:type="simple"/></inline-formula> are denoted by <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x112.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x113.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x114.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x115.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x116.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x117.png" xlink:type="simple"/></inline-formula> and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x112.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x113.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x114.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x115.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x116.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x117.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x118.png" xlink:type="simple"/></inline-formula>, respectively.</p><p>Proof. By integrating the both side of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x119.png" xlink:type="simple"/></inline-formula> with respect to t, we get</p><disp-formula id="scirp.61677-formula952"><label>(21)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x120.png"  xlink:type="simple"/></disp-formula><p>where <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x121.png" xlink:type="simple"/></inline-formula> is some constant of integration. Here, if we set <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x121.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x122.png" xlink:type="simple"/></inline-formula> as an initial condition, then <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x121.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x122.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x123.png" xlink:type="simple"/></inline-formula> and (21) is equal to</p><disp-formula id="scirp.61677-formula953"><label>(22)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x124.png"  xlink:type="simple"/></disp-formula><p>In the same way of the integration for each l, we can see that (20) is equal to (19). ,</p><p>Thus, we use the relation (20) instead of the inequality constraint (3) in the nonlinear optimal control design.</p><p>Remark 1. In Definition 2, the function <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x125.png" xlink:type="simple"/></inline-formula> is defined as a bijection. The surjectivity can be relaxed by restricting a state space to some open subdomain including the origin. The injectivity is used for guaranteeing the uniqueness of solutions around the origin. If we don’t assume injective, there exist a lot of z satisfying this relation at an initial time, e.g., considering a sinusoidal wave function as a constraint or in the case of systems with cyclic coordinates. Here, we assumed the injectivity to avoid such complexities.</p></sec><sec id="s3_2"><title>3.2. Augmented System Representation Including Constraints</title><p>In this section, we clarify the representation of the connected system <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x126.png" xlink:type="simple"/></inline-formula> described in Section 2.</p><p>Proposition 3. Let <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x127.png" xlink:type="simple"/></inline-formula> be the output of the system (1) with the relative degree <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x127.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x128.png" xlink:type="simple"/></inline-formula> for some<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x127.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x128.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x129.png" xlink:type="simple"/></inline-formula>. Let <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x127.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x128.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x129.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x130.png" xlink:type="simple"/></inline-formula> be a r-th differentiable saturation function describing the constraint (3) with respect to<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x127.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x128.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x129.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x130.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x131.png" xlink:type="simple"/></inline-formula>. Then, for any natural number<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x127.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x128.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x129.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x130.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x131.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x132.png" xlink:type="simple"/></inline-formula>, we can describe as follows:</p><disp-formula id="scirp.61677-formula954"><label>(23)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x133.png"  xlink:type="simple"/></disp-formula><p>where <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x134.png" xlink:type="simple"/></inline-formula> is some function.</p><p>Proof. By applying a time differentiation to (19), we get</p><disp-formula id="scirp.61677-formula955"><label>(24)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x135.png"  xlink:type="simple"/></disp-formula><p>For<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x136.png" xlink:type="simple"/></inline-formula>, (23) holds if<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x136.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x137.png" xlink:type="simple"/></inline-formula>. We assume that (23) holds for<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x136.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x137.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x138.png" xlink:type="simple"/></inline-formula>. Then, the following relation holds:</p><disp-formula id="scirp.61677-formula956"><label>(25)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x139.png"  xlink:type="simple"/></disp-formula><p>By regarding the first and second terms in (25) as<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x140.png" xlink:type="simple"/></inline-formula>, we can see that (23) holds for<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x140.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x141.png" xlink:type="simple"/></inline-formula>. Because <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x140.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x141.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x142.png" xlink:type="simple"/></inline-formula> is <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x140.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x141.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x142.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x143.png" xlink:type="simple"/></inline-formula>- class, (23) holds for any l. ,</p><p>Proposition 4. Consider the system (1) with the state <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x144.png" xlink:type="simple"/></inline-formula> constrained by (3) for some<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x144.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x145.png" xlink:type="simple"/></inline-formula>. Let <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x144.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x145.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x146.png" xlink:type="simple"/></inline-formula> be the output of the system with the relative degree<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x144.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x145.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x146.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x147.png" xlink:type="simple"/></inline-formula>. By regarding <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x144.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x145.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x146.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x147.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x148.png" xlink:type="simple"/></inline-formula> as a new input <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x144.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x145.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x146.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x147.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x148.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x149.png" xlink:type="simple"/></inline-formula> in the relation (20), we can augment the system (1) as follows:</p><disp-formula id="scirp.61677-formula957"><label>(26)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x150.png"  xlink:type="simple"/></disp-formula><p>where we assume that the initial condition is <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x151.png" xlink:type="simple"/></inline-formula> for<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x151.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x152.png" xlink:type="simple"/></inline-formula>, and we have defined</p><disp-formula id="scirp.61677-formula958"><label>(27)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x153.png"  xlink:type="simple"/></disp-formula><disp-formula id="scirp.61677-formula959"><label>(28)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x154.png"  xlink:type="simple"/></disp-formula><p>Proof. From the direct calculation of (23) for<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x155.png" xlink:type="simple"/></inline-formula>, we can obtain</p><disp-formula id="scirp.61677-formula960"><label>(29)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x156.png"  xlink:type="simple"/></disp-formula><p>Hence, we can determine u by using the second equality. ,</p><p>In Proposition 4, the subsystem with respect to z corresponds with <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x157.png" xlink:type="simple"/></inline-formula> explained in Section 2. The system (26) can be reduced as follows.</p><p>Corollary 1. The system (26) is equivalent to the following system under the assumption that the constraint in (19) holds:</p><disp-formula id="scirp.61677-formula961"><label>(30)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x158.png"  xlink:type="simple"/></disp-formula><p>where we have defined</p><disp-formula id="scirp.61677-formula962"><label>(31)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x159.png"  xlink:type="simple"/></disp-formula><disp-formula id="scirp.61677-formula963"><label>(32)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x160.png"  xlink:type="simple"/></disp-formula></sec><sec id="s3_3"><title>3.3. Unifying Augmented Systems with Stable Manifold Method</title><p>Let us consider designing an optimal feedback (6) for the system (30) by using the stable manifold method. To apply the stable manifold method, we must check whether Assumption 1 holds. The first assumption obviously holds.</p><p>Lemma 1. Consider the constrained system (30). Then, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x161.png" xlink:type="simple"/></inline-formula>holds.</p><p>Proof. In the original system (1), we assumed that<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x162.png" xlink:type="simple"/></inline-formula>, i.e., <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x162.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x163.png" xlink:type="simple"/></inline-formula>for <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x162.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x163.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x164.png" xlink:type="simple"/></inline-formula> in (2). Hence,<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x162.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x163.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x164.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x165.png" xlink:type="simple"/></inline-formula>. From the definition of differentiable saturation functions, we obtain<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x162.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x163.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x164.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x165.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x166.png" xlink:type="simple"/></inline-formula>. Hence, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x162.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x163.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x164.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x165.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x166.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x167.png" xlink:type="simple"/></inline-formula>, and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x162.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x163.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x164.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x165.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x166.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x167.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x168.png" xlink:type="simple"/></inline-formula> for <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x162.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x163.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x164.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x165.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x166.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x167.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x168.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x169.png" xlink:type="simple"/></inline-formula> in (23). Therefore, if<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x162.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x163.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x164.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x165.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x166.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x167.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x168.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x169.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x170.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x162.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x163.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x164.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x165.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x166.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x167.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x168.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x169.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x170.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x171.png" xlink:type="simple"/></inline-formula>for<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x162.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x163.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x164.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x165.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x166.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x167.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x168.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x169.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x170.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x171.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x172.png" xlink:type="simple"/></inline-formula>, i.e.,<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x162.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x163.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x164.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x165.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x166.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x167.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x168.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x169.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x170.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x171.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x172.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x173.png" xlink:type="simple"/></inline-formula>. ,</p><p>Consequently, the following condition is obtained from the above fact.</p><p>Theorem 5. Consider the nonlinear optimal regulator design of the system (2) that satisfies Assumption 1 with the constraint (3) in terms of the augmented system (30). The stable manifold method can be applied to the system if the linearized system of the augmented system (30) is stabilizable.</p><p>Proof. By Corollary 1 and Lemma 1, we can prove the applicability of the stable manifold method for the system. A stable manifold is defined by the adjoint variable <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x174.png" xlink:type="simple"/></inline-formula> for a certain solution <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x174.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x175.png" xlink:type="simple"/></inline-formula> of the Hamilton-Jacobi equation. If the linearized system (30) is stabilizable, there exists the stabilizing solution of the Riccati equation corresponding to the Hamilton-Jacobi equation, and there also exists a stabilizing solution</p><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x176.png" xlink:type="simple"/></inline-formula>of the Hamilton-Jacobi equation such that <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x176.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x177.png" xlink:type="simple"/></inline-formula> is asymptotic stable [<xref ref-type="bibr" rid="scirp.61677-ref15">15</xref>] . In this case, p derived from the stabilizing solution <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x176.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x177.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x178.png" xlink:type="simple"/></inline-formula> can be calculated by the stable manifold method. ,</p><p>Furthermore, we can derive the following Hamiltonian system from the above representation in (30) for the constrained system.</p><p>Lemma 2. Equation (7) for the system (30) can be transformed into the equivalent Hamiltonian system</p><disp-formula id="scirp.61677-formula964"><label>(33)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x179.png"  xlink:type="simple"/></disp-formula><p>One of the most important advantages of this implementation of the stable manifold method is the following symplectic property of the numerical scheme.</p><p>Proposition 6. The numerical precision on the optimality of controllers obtained from the stable manifold method for the constrained optimal problem can be checked by the condition whether the Hamiltonian<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x180.png" xlink:type="simple"/></inline-formula>, i.e., the left-side of the Hamilton-Jacobi Equation (7) is sufficiently close to zero.</p><p>Proof. The Hamilton-Jacobi equation is defined by<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x181.png" xlink:type="simple"/></inline-formula>. Therefore, by using the representation in Lemma 2, if the Hamiltonian of the equivalent Hamiltonian system (33) is approximately zero, state variables of the Hamiltonian system can be regarded as a solution of the Hamilton-Jacobi equation. ,</p></sec><sec id="s3_4"><title>3.4. Optimality of Problem Setting for Augmented Systems</title><p>This section shows that the formulation using the augmented system (30) is reasonable in the sense of optimal problems.</p><p>Our purpose is to find u that is subject to minimize the cost function J in Problem 1. However, the costs with respect to <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x182.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x182.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x183.png" xlink:type="simple"/></inline-formula> are not included in J at present. Thus, we define a new objective function as follows.</p><p>Problem 2. Find a control input u in (1) minimizing the objective function</p><disp-formula id="scirp.61677-formula965"><label>(34)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x184.png"  xlink:type="simple"/></disp-formula><p>for the augmented system (30), where the weights<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x185.png" xlink:type="simple"/></inline-formula>, R and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x185.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x186.png" xlink:type="simple"/></inline-formula> are diagonal matrices such that<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x185.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x186.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x187.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x185.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x186.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x187.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x188.png" xlink:type="simple"/></inline-formula>and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x185.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x186.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x187.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x188.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x189.png" xlink:type="simple"/></inline-formula>.</p><p>The purpose of the term <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x190.png" xlink:type="simple"/></inline-formula> is to converge the input <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x190.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x191.png" xlink:type="simple"/></inline-formula> to regions that are close to the bounds of the constraints. Thus, if <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x190.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x191.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x192.png" xlink:type="simple"/></inline-formula> is sufficiently small, the effect of this term becomes negligible in the sense of the original optimal problem.</p><p>Theorem 7. If the weight <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x193.png" xlink:type="simple"/></inline-formula> in (34) and the parameter <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x193.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x194.png" xlink:type="simple"/></inline-formula> of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x193.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x194.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x195.png" xlink:type="simple"/></inline-formula> in Definition 2 are sufficiently small, and</p><p>if the i-th components <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x196.png" xlink:type="simple"/></inline-formula> of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x196.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x197.png" xlink:type="simple"/></inline-formula> for all <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x196.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x197.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x198.png" xlink:type="simple"/></inline-formula> are sufficiently small, then a solution of Problem 2 gives</p><p>an approximation of that of Problem 1 with arbitrary accuracy.</p><p>To prove the above theorem, we prepare the following facts.</p><p>Lemma 3. Consider <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x199.png" xlink:type="simple"/></inline-formula> and z satisfying (19). Then, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x199.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x200.png" xlink:type="simple"/></inline-formula>when <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x199.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x200.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x201.png" xlink:type="simple"/></inline-formula> or<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x199.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x200.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x201.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x202.png" xlink:type="simple"/></inline-formula>.</p><p>Proof. According to Definition 2, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x203.png" xlink:type="simple"/></inline-formula>is bijection. Thus, for any<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x203.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x204.png" xlink:type="simple"/></inline-formula>, there exists<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x203.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x204.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x205.png" xlink:type="simple"/></inline-formula>. At the same time, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x203.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x204.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x205.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x206.png" xlink:type="simple"/></inline-formula>and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x203.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x204.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x205.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x206.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x207.png" xlink:type="simple"/></inline-formula>. These are equivalent to <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x203.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x204.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x205.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x206.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x207.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x208.png" xlink:type="simple"/></inline-formula></p><p>and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x209.png" xlink:type="simple"/></inline-formula>. Therefore, we can see that <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x209.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x210.png" xlink:type="simple"/></inline-formula> when <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x209.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x210.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x211.png" xlink:type="simple"/></inline-formula> or<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x209.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x210.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x211.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x212.png" xlink:type="simple"/></inline-formula>. ,</p><p>Lemma 4. If the i-th components <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x213.png" xlink:type="simple"/></inline-formula> of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x213.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x214.png" xlink:type="simple"/></inline-formula> for all <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x213.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x214.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x215.png" xlink:type="simple"/></inline-formula> are sufficiently small, the cost function (34) can be considered as the cost function (4) with the nonlinear weight</p><disp-formula id="scirp.61677-formula966"><label>(35)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x216.png"  xlink:type="simple"/></disp-formula><p>where the sketch of the function W is illustrated in <xref ref-type="fig" rid="fig3">Figure 3</xref>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x217.png" xlink:type="simple"/></inline-formula>is the monotonic decreasing positive function such that</p><disp-formula id="scirp.61677-formula967"><label>(36)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x218.png"  xlink:type="simple"/></disp-formula><p>and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x219.png" xlink:type="simple"/></inline-formula> is the monotonic increasing positive function such that</p><disp-formula id="scirp.61677-formula968"><label>(37)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x220.png"  xlink:type="simple"/></disp-formula><p>Proof. Let <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x221.png" xlink:type="simple"/></inline-formula> be the i-th component of Q. Now, we can define</p><disp-formula id="scirp.61677-formula969"><label>(38)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x222.png"  xlink:type="simple"/></disp-formula><p>where we used the relation in Lemma 3. Therefore, Equation (34) can be rewritten as</p><disp-formula id="scirp.61677-formula970"><label>(39)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x223.png"  xlink:type="simple"/></disp-formula><p>because <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x224.png" xlink:type="simple"/></inline-formula> is sufficiently close to zero. ,</p><p>Proof of Theorem 1. From Lemma 4, we can obtain the correspondence between (4) and (34) under the assumptions. On the other hand, in the barrier method, if there exist an optimal solution <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x225.png" xlink:type="simple"/></inline-formula> for the weight <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x225.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x226.png" xlink:type="simple"/></inline-formula> of penalty functions, and if the sequence <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x225.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x226.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x227.png" xlink:type="simple"/></inline-formula> converges to some <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x225.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x226.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x227.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x228.png" xlink:type="simple"/></inline-formula> for a monotonic increasing sequence<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x225.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x226.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x227.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x228.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x229.png" xlink:type="simple"/></inline-formula>, then <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x225.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x226.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x227.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x228.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x229.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x230.png" xlink:type="simple"/></inline-formula> is the solution of optimal problems with constraints. Hence, the solutions of Problem 2 are those of optimal problems with constraints. ,</p></sec><sec id="s3_5"><title>3.5. Extension to Multi-Input and Multi-Constraint Cases</title><p>In this section, we describe the basic idea of extending the previous discussion on single input systems (i.e.,<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x231.png" xlink:type="simple"/></inline-formula>) to multi-input systems (i.e.,<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x231.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x232.png" xlink:type="simple"/></inline-formula>) in the framework of the stable manifold method.</p><p>As the simplest case, if inputs are isolated with each other in their input-output relations, i.e., they do not have a common output, multi-input system representation can be defined by independently applying the same way of the single input case to each input with constraint. On the other hand, there might exist many inputs <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x233.png" xlink:type="simple"/></inline-formula> derived from a certain y by differentiations. In this case, we can actually employ the same procedure [<xref ref-type="bibr" rid="scirp.61677-ref11">11</xref>] . Hence, we only explain the basic idea of the extension here.</p><fig id="fig3"  position="float"><label><xref ref-type="fig" rid="fig3">Figure 3</xref></label><caption><title> Equivalent weight function W</title></caption><graphic mimetype="image"   position="float"  xlink:type="simple"  xlink:href="http://html.scirp.org/file/3-2340195x234.png"/></fig><p>We first consider the following case of two inputs with different relative degrees for simplification.</p><p>Proposition 8. Consider the system (1). Let y be the output of the system with the relative degree <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x235.png" xlink:type="simple"/></inline-formula> with respect to <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x235.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x236.png" xlink:type="simple"/></inline-formula> and the relative degree <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x235.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x236.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x237.png" xlink:type="simple"/></inline-formula> with respect to<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x235.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x236.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x237.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x238.png" xlink:type="simple"/></inline-formula>, where <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x235.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x236.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x237.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x238.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x239.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x235.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x236.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x237.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x238.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x239.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x240.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x235.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x236.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x237.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x238.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x239.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x240.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x241.png" xlink:type="simple"/></inline-formula> are not related with each other through their derivatives. Then, the effect of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x235.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x236.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x237.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x238.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x239.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x240.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x241.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x242.png" xlink:type="simple"/></inline-formula> is included in the first term of the right hand of the following equation:<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x235.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x236.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x237.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x238.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x239.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x240.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x241.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x242.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x243.png" xlink:type="simple"/></inline-formula>.</p><p>Proof. If<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x244.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x244.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x245.png" xlink:type="simple"/></inline-formula>appears after <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x244.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x245.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x246.png" xlink:type="simple"/></inline-formula> differentiations of<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x244.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x245.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x246.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x247.png" xlink:type="simple"/></inline-formula>. If<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x244.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x245.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x246.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x247.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x248.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x244.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x245.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x246.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x247.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x248.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x249.png" xlink:type="simple"/></inline-formula>must appeared before <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x244.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x245.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x246.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x247.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x248.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x249.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x250.png" xlink:type="simple"/></inline-formula> differentiations of y as<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x244.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x245.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x246.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x247.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x248.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x249.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x250.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x251.png" xlink:type="simple"/></inline-formula>; however, this term does not generate <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x244.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x245.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x246.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x247.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x248.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x249.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x250.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x251.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x252.png" xlink:type="simple"/></inline-formula> after further differentiations. ,</p><p>The above discussion can be easily extended to the case of multi inputs with different relative degrees.</p><p>Next, we consider the case when many inputs with the same relative degree are derived from a certain y by differentiations. In this case, u is not uniquely determined from (29), because <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x253.png" xlink:type="simple"/></inline-formula> is a <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x253.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x254.png" xlink:type="simple"/></inline-formula>-matrix. However, we can choose a representative input by using the following procedure.</p><p>Definition 3. Let <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x255.png" xlink:type="simple"/></inline-formula> be the i-th component of<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x255.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x256.png" xlink:type="simple"/></inline-formula>. Then,</p><disp-formula id="scirp.61677-formula971"><label>(40)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x257.png"  xlink:type="simple"/></disp-formula><p>and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x258.png" xlink:type="simple"/></inline-formula> can be written as</p><disp-formula id="scirp.61677-formula972"><label>(41)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x259.png"  xlink:type="simple"/></disp-formula><p>as in (29). There exists some j satisfying <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x260.png" xlink:type="simple"/></inline-formula> in the left side of (41), because<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x260.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x261.png" xlink:type="simple"/></inline-formula>. Hence, we choose one of such j as<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x260.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x261.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x262.png" xlink:type="simple"/></inline-formula>, and define</p><disp-formula id="scirp.61677-formula973"><label>(42)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x263.png"  xlink:type="simple"/></disp-formula><p>By eliminating <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x264.png" xlink:type="simple"/></inline-formula> from the system, we can regard <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x264.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x265.png" xlink:type="simple"/></inline-formula> as a new input<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x264.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x265.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x266.png" xlink:type="simple"/></inline-formula>.</p><p>Proposition 9. Let <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x267.png" xlink:type="simple"/></inline-formula> be the output of the system (1) with the relative degree<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x267.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x268.png" xlink:type="simple"/></inline-formula>. Let <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x267.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x268.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x269.png" xlink:type="simple"/></inline-formula> be a <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x267.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x268.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x269.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x270.png" xlink:type="simple"/></inline-formula>-th saturation function describing the constraint (3) with respect to<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x267.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x268.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x269.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x270.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x271.png" xlink:type="simple"/></inline-formula>. Then, the system with the input (42) satisfies the constraint for any input <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x267.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x268.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x269.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x270.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x271.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x272.png" xlink:type="simple"/></inline-formula> under the initial condition <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x267.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x268.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x269.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x270.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x271.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x272.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x273.png" xlink:type="simple"/></inline-formula> for<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x267.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x268.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x269.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x270.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x271.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x272.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x273.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x274.png" xlink:type="simple"/></inline-formula>.</p><p>Proof. The input <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x275.png" xlink:type="simple"/></inline-formula> can be constructed in the same way in Proposition 4. Note that other inputs <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x275.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x276.png" xlink:type="simple"/></inline-formula> except for <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x275.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x276.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x277.png" xlink:type="simple"/></inline-formula> are canceled by the first term in (42). ,</p><p>As a result, in the multi constraint case, we only have to apply the above two extensions to each input, and the integration to the stable manifold method is basically the same construction of the single constraint case.</p></sec></sec><sec id="s4"><title>4. Numerical Example</title><p>This section shows the numerical result of the nonlinear optimal control for a vehicle model to demonstrate of the validity of the proposed method.</p><sec id="s4_1"><title>4.1. Control Model</title><p>Let us consider a 2-wheel vehicle model that is equivalent to a 4-wheel vehicle under the following assumptions: the characteristics of wheels are same, resistive forces except for the friction between tires and grounds are negligible, and the equilibrium point of the system is a state of a steady driving with a constant speed. The state equation of the model is given by</p><disp-formula id="scirp.61677-formula974"><label>(43)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x278.png"  xlink:type="simple"/></disp-formula><p>where the state variables<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x279.png" xlink:type="simple"/></inline-formula>, r, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x279.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x280.png" xlink:type="simple"/></inline-formula>, and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x279.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x280.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x281.png" xlink:type="simple"/></inline-formula> denote the slip angle at the center of gravity (COG), the yaw rate, the body angle, and the steering angle, respectively, and the following physical constant parameters are used: the mass<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x279.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x280.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x281.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x282.png" xlink:type="simple"/></inline-formula>, the speed V, the moment of inertia<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x279.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x280.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x281.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x282.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x283.png" xlink:type="simple"/></inline-formula>, the distance <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x279.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x280.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x281.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x282.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x283.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x284.png" xlink:type="simple"/></inline-formula> from front axle to COG, and the distance <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x279.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x280.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x281.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x282.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x283.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x284.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x285.png" xlink:type="simple"/></inline-formula> from rear axle to COG. Moreover, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x279.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x280.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x281.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x282.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x283.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x284.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x285.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x286.png" xlink:type="simple"/></inline-formula>and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x279.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x280.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x281.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x282.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x283.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x284.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x285.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x286.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x287.png" xlink:type="simple"/></inline-formula> denote the translational forces with respect to, respectively, x and y in the <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x279.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x280.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x281.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x282.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x283.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x284.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x285.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x286.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x287.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x288.png" xlink:type="simple"/></inline-formula> coordinate, and they are calculated by <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x279.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x280.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x281.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x282.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x283.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x284.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x285.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x286.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x287.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x288.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x289.png" xlink:type="simple"/></inline-formula> for <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x279.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x280.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x281.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x282.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x283.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x284.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x285.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x286.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x287.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x288.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x289.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x290.png" xlink:type="simple"/></inline-formula> that is the cornering force of each wheel, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x279.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x280.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x281.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x282.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x283.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x284.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x285.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x286.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x287.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x288.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x289.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x290.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x291.png" xlink:type="simple"/></inline-formula>for <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x279.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x280.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x281.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x282.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x283.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x284.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x285.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x286.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x287.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x288.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x289.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x290.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x291.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x292.png" xlink:type="simple"/></inline-formula> that is the lateral force of wheels obtained from a nonlinear tire model called the magic formula [<xref ref-type="bibr" rid="scirp.61677-ref16">16</xref>] , <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x279.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x280.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x281.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x282.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x283.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x284.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x285.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x286.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x287.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x288.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x289.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x290.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x291.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x292.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x293.png" xlink:type="simple"/></inline-formula>for <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x279.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x280.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x281.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x282.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x283.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x284.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x285.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x286.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x287.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x288.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x289.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x290.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x291.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x292.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x293.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x294.png" xlink:type="simple"/></inline-formula> that is vertical load of wheels, and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x279.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x280.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x281.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x282.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x283.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x284.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x285.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x286.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x287.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x288.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x289.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x290.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x291.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x292.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x293.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x294.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x295.png" xlink:type="simple"/></inline-formula> that is the slip angle of wheels as follows:</p><disp-formula id="scirp.61677-formula975"><label>(44)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x296.png"  xlink:type="simple"/></disp-formula><disp-formula id="scirp.61677-formula976"><label>(45)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x297.png"  xlink:type="simple"/></disp-formula><disp-formula id="scirp.61677-formula977"><label>(46)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x298.png"  xlink:type="simple"/></disp-formula><p>where the subscript i means the front wheel if <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x299.png" xlink:type="simple"/></inline-formula> and the rear wheel if<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x299.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x300.png" xlink:type="simple"/></inline-formula>, and we have defined the friction constant <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x299.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x300.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x301.png" xlink:type="simple"/></inline-formula> between road surfaces and tires (wet condition), the experimental parameters<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x299.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x300.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x301.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x302.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x299.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x300.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x301.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x302.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x303.png" xlink:type="simple"/></inline-formula>and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x299.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x300.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x301.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x302.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x303.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x304.png" xlink:type="simple"/></inline-formula>, and the gravitational acceleration<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x299.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x300.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x301.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x302.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x303.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x304.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x305.png" xlink:type="simple"/></inline-formula>.</p></sec><sec id="s4_2"><title>4.2. Control Design</title><p>Let us design an optimal regulator for the vehicle model with the inequality constraint as an angle limitation of the front wheels. The purpose is to stabilize the state variables <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x306.png" xlink:type="simple"/></inline-formula> at the origin 0 under a constant speed V. The system (43) satisfies Assumption 1. By using a differentiable saturation function <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x306.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x307.png" xlink:type="simple"/></inline-formula> and a new variable z, we describe the limitation</p><disp-formula id="scirp.61677-formula978"><label>(47)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x308.png"  xlink:type="simple"/></disp-formula><p>as<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x309.png" xlink:type="simple"/></inline-formula>. From the differentiation of the both side of the relation, we obtain<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x309.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x310.png" xlink:type="simple"/></inline-formula>. If we select <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x309.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x310.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x311.png" xlink:type="simple"/></inline-formula> as an input, the relative degree of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x309.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x310.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x311.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x312.png" xlink:type="simple"/></inline-formula> with respect to u is 1. Then, by setting<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x309.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x310.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x311.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x312.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x313.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x309.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x310.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x311.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x312.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x313.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x314.png" xlink:type="simple"/></inline-formula>is eliminated from the system (43). Furthermore, by substituting <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x309.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x310.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x311.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x312.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x313.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x314.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x315.png" xlink:type="simple"/></inline-formula> into<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x309.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x310.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x311.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x312.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x313.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x314.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x315.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x316.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x309.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x310.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x311.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x312.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x313.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x314.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x315.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x316.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x317.png" xlink:type="simple"/></inline-formula>is also eliminated. Hence, we have</p><disp-formula id="scirp.61677-formula979"><label>(48)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x318.png"  xlink:type="simple"/></disp-formula><p>where<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x319.png" xlink:type="simple"/></inline-formula>, and we have used</p><disp-formula id="scirp.61677-formula980"><label>(49)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x320.png"  xlink:type="simple"/></disp-formula><p>with <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x321.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x321.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x322.png" xlink:type="simple"/></inline-formula> as a differentiable saturation function. Indeed, the model (48) is stabilizable.</p></sec><sec id="s4_3"><title>4.3. Numerical Results</title><p>We solved the nonlinear optimal control problem for the system (48) with the constraint (47) by the stable manifold method. The result was compared that of the penalty method with the penalty function<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x324.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x324.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x323.png" xlink:type="simple"/></inline-formula>, where<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x324.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x323.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x325.png" xlink:type="simple"/></inline-formula>, and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x324.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x323.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x325.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x326.png" xlink:type="simple"/></inline-formula> by numerical experimentations. In this comparison, we</p><p>reduced the difference between the both methods as far as possible by using the following small weights with respect to inputs: <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x327.png" xlink:type="simple"/></inline-formula>in (4), and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x327.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x328.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x327.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x328.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x329.png" xlink:type="simple"/></inline-formula> in (34). Then, the both problems can be regarded as the same problem with the cost function<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x327.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x328.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x329.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x330.png" xlink:type="simple"/></inline-formula>.</p><p><xref ref-type="fig" rid="fig4">Figure 4</xref> shows two finite sets of optimal orbits designed by the proposed method and the penalty method under the convergence condition that the Hamiltonian <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x331.png" xlink:type="simple"/></inline-formula> in (7) is sufficiently small:<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x331.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x332.png" xlink:type="simple"/></inline-formula>, where z has been replaced by <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x331.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x332.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x333.png" xlink:type="simple"/></inline-formula> in the axis of the figures for understandability. <xref ref-type="fig" rid="fig5">Figure 5</xref> shows the comparison result of single optimal orbits derived from the both method. A stable manifold is as a set of all solutions consisting of the pair of a controlled optimal orbit x and an optimal gain p along the time evolution. Thus, <xref ref-type="fig" rid="fig4">Figure 4</xref> and <xref ref-type="fig" rid="fig5">Figure 5</xref> shows the stable manifolds projected to the state space spanned by x, although stable manifolds lie on the space with x and p coordinates. We can see that the stable manifold of the proposed method covers a wider area that is equivalent to the stabilizable region in the state space.</p><p><xref ref-type="fig" rid="fig6">Figure 6</xref> shows the time responses using the conventional and proposed method, respectively, for the initial condition in the common area of the projected stable manifolds in <xref ref-type="fig" rid="fig4">Figure 4</xref>:<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x334.png" xlink:type="simple"/></inline-formula>. The values of the cost functions were <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x334.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x335.png" xlink:type="simple"/></inline-formula> and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x334.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x335.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x336.png" xlink:type="simple"/></inline-formula>, respectively. The optimality was improved by the proposed method, but the difference between them seems to be small. However, this comes as a result of the setting that the weights were chosen as a small value.</p><p>On the other hand, <xref ref-type="fig" rid="fig7">Figure 7</xref> shows the time responses for the initial condition in the area where is quite near (i.e., the outside of) the projected stable manifold of the conventional method in the left graph of <xref ref-type="fig" rid="fig4">Figure 4</xref>, and also in the projected stable manifold of the proposed method in the right graph of <xref ref-type="fig" rid="fig4">Figure 4</xref>: <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x337.png" xlink:type="simple"/></inline-formula>. The motion within 0.25 seconds in the case of the penalty method oscillates; however, the tire is slipping and the stability did not lose. In this case, the values of the cost functions are <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x337.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x338.png" xlink:type="simple"/></inline-formula> and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x337.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x338.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x339.png" xlink:type="simple"/></inline-formula>, respectively, and the optimality was more improved from the previous example.</p><p>Finally, <xref ref-type="fig" rid="fig8">Figure 8</xref> shows the time responses for the initial condition in the area where is far from the projected stable manifold of the conventional method in the left graph of <xref ref-type="fig" rid="fig4">Figure 4</xref> in the projected stable manifold of the proposed method in the right graph of <xref ref-type="fig" rid="fig4">Figure 4</xref>:<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x340.png" xlink:type="simple"/></inline-formula>. Then, the conventional method caused the unstable motion as in <xref ref-type="fig" rid="fig8">Figure 8</xref>. Almost all trials using the penalty method in this area not only lost optimality, but also failed stabilization.</p><fig id="fig4"  position="float"><label><xref ref-type="fig" rid="fig4">Figure 4</xref></label><caption><title> Sets of optimal orbits (left: penalty method, right: proposed method)</title></caption><graphic mimetype="image"   position="float"  xlink:type="simple"  xlink:href="http://html.scirp.org/file/3-2340195x341.png"/></fig><fig id="fig5"  position="float"><label><xref ref-type="fig" rid="fig5">Figure 5</xref></label><caption><title> Comparison of optimal orbits of penalty method (blue) and proposed method (red)</title></caption><graphic mimetype="image"   position="float"  xlink:type="simple"  xlink:href="http://html.scirp.org/file/3-2340195x342.png"/></fig><fig id="fig6"  position="float"><label><xref ref-type="fig" rid="fig6">Figure 6</xref></label><caption><title> Time response for initial condition in stable manifold (left: penalty method, right: proposed method)</title></caption><graphic mimetype="image"   position="float"  xlink:type="simple"  xlink:href="http://html.scirp.org/file/3-2340195x343.png"/></fig><fig id="fig7"  position="float"><label><xref ref-type="fig" rid="fig7">Figure 7</xref></label><caption><title> Time response for initial condition near stable manifold (left: penalty method, right: proposed method)</title></caption><graphic mimetype="image"   position="float"  xlink:type="simple"  xlink:href="http://html.scirp.org/file/3-2340195x344.png"/></fig><fig id="fig8"  position="float"><label><xref ref-type="fig" rid="fig8">Figure 8</xref></label><caption><title> Time response for initial condition outside of stable manifold (left: penalty method, right: proposed method)</title></caption><graphic mimetype="image"   position="float"  xlink:type="simple"  xlink:href="http://html.scirp.org/file/3-2340195x345.png"/></fig></sec></sec><sec id="s5"><title>5. Conclusion and Future Work</title><p>This paper presented a control system representation that seamlessly can be applied to a precise numerical solver of Hamilton-Jacobi equations called the stable manifold method in the optimal regulator design for nonlinear systems with inequality constraints. The representation was derived from the slack variable method and the input-output linearization technique without any approximation of solutions and any system reduction. We clarified the following four facts: how to integrate the representation to stable manifold method, the weight adjustments of error and penalty functions which can be separated in this formulation, the optimality of the formulation, and the extension of the representation to multi-input and multi-constraint cases. Finally, the validity of the method was shown by the numerical example of a vehicle model with steering limitations modeled by a saturation function.</p><p>The extensions of our method to time-variable or state-dependent constraints, practical numerical simulations using more detailed vehicle models, and discussions on the robustness of the controller obtained from our method are possible future works.</p></sec><sec id="s6"><title>Acknowledgements</title><p>We thank the Editor and the referee for their comments. This work was supported by JSPS Grants-in-Aid for Scientific Research (C) No. 26420415, and JSPS Grants-in-Aid for Challenging Exploratory Research No. 26630197. N. Sakamoto was supported by Nanzan University Pache Research Subsidy I-A-2 for the 2015 academic year.</p></sec><sec id="s7"><title>Cite this paper</title><p>YoshikiAbe,GouNishida,NoboruSakamoto,YutakaYamamoto, (2015) Symplectic Numerical Approach for Nonlinear Optimal Control of Systems with Inequality Constraints. International Journal of Modern Nonlinear Theory and Application,04,234-248. doi: 10.4236/ijmnta.2015.44018</p></sec><sec id="s8"><title>Appendix</title>Stable Manifold Method<p>The stable manifold method calculates a solution of the Hamilton-Jacobi Equation (7) as the stable manifold of the Hamiltonian system (33).</p><p>The following information is required in the calculation of the stable manifold method:</p><p>i) Calculate a symmetric matrix P such that <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x347.png" xlink:type="simple"/></inline-formula> is a stable matrix from the Riccati equation</p><disp-formula id="scirp.61677-formula981"><label>(50)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x348.png"  xlink:type="simple"/></disp-formula><p>that is the linearized relation of the Hamilton-Jacobi equation at the origin, where the matrices <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x349.png" xlink:type="simple"/></inline-formula> are defined by<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x349.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x350.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x349.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x350.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x351.png" xlink:type="simple"/></inline-formula>and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x349.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x350.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x351.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x352.png" xlink:type="simple"/></inline-formula>, respectively.</p><p>ii) Calculate a matrix S that is a solution of Lyapunov equation<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x353.png" xlink:type="simple"/></inline-formula>, where<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x353.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x354.png" xlink:type="simple"/></inline-formula>, and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x353.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x354.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x355.png" xlink:type="simple"/></inline-formula>.</p><p>iii) Transform the original system into</p><disp-formula id="scirp.61677-formula982"><label>(51)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x356.png"  xlink:type="simple"/></disp-formula><p>by the coordinate transformation</p><disp-formula id="scirp.61677-formula983"><label>(52)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x357.png"  xlink:type="simple"/></disp-formula><p>The stable manifold of (33) can be calculated by the following iteration:</p><p>i) Calculate sequences of functions, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x358.png" xlink:type="simple"/></inline-formula>and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x358.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x359.png" xlink:type="simple"/></inline-formula> defined by</p><disp-formula id="scirp.61677-formula984"><label>(53)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/3-2340195x360.png"  xlink:type="simple"/></disp-formula><p>for some parameter<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x361.png" xlink:type="simple"/></inline-formula>, where<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x361.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x362.png" xlink:type="simple"/></inline-formula>,<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x361.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x362.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x363.png" xlink:type="simple"/></inline-formula>.</p><p>ii) By the iterative calculation of (53), extend a solution along an initial vector <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/3-2340195x364.png" xlink:type="simple"/></inline-formula> in a plain surface spanned by P with keeping the Hamiltonian of the right side of (7) is sufficiently small.</p><p>iii) If an obtained solution from the iteration passes through a desired initial state of control systems, then the iteration is finished. 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