Chapter 2

Chng 2: iu khin ti u
Trang 125

Chng 2

IU KHIN TI U

2.1 CHT LNG TI U
2.1.1 c im ca bi ton ti u
1. Khi nim
Mt h iu khin c thit k ch lm vic tt nht l h lun trng
thi ti u theo mt tiu chun cht lng no ( t c gi tr cc tr ) .
Trng thi ti u c t c hay khng ty thuc vo yu cu cht lng
t ra , vo s hiu bit v i tng v cc tc ng ln i tng , vo
iu kin lm vic ca h iu khin
Mt s k hiu s dng trong chng 2.

Hnh 2.1: S h thng iu khin .

H thng iu khin nh hnh trn bao gm cc phn t ch yu : i tng
iu khin ( TK ) , c cu iu khin ( CCK ) v vng hi tip ( K ) .
Vi cc k hiu :
r : tn hiu u vo, mc tiu iu khin, p ng mong mun ca h thng.
u : tn hiu iu khin, lut iu khin.
x : tn hiu u ra, p ng ra ca h thng.
= r x : sai lch ca h thng.
f : tn hiu nhiu
Ch tiu cht lng J ca mt h thng c th c nh gi theo sai lch
ca i lng c iu khin x so vi tr p ng mong mun r , lng qu
iu khin ( tr s cc i x
max
so vi tr s xc lp ( ) x tnh theo phn
trm ) , thi gian qu hay theo mt ch tiu hn hp trong iu kin
lm vic nht nh nh hn ch v cng sut , tc , gia tc Do vic
chn mt lut iu khin v c cu iu khin t c ch lm vic
ti u J t cc tr cn ty thuc vo lng thng tin ban u m ta c c.
y chng ta c th thy c s khc bit v kt qu nhn c cht
lng ti u khi lng thng tin ban u thay i ( Hnh 2.2 ) .
Trang 126

Hnh 2.2 : Ti u cc b v ti u ton cc .

Khi tn hiu iu khin u gii hn trong min [u
1
,u
2
] , ta c c gi tr ti
u cc i
1
J
ca ch tiu cht lng J ng vi tn hiu iu khin

1
u
.
Khi tn hiu iu khin u khng b rng buc bi iu kin
1 2
u u u , ta
c c gi tr ti u
2 1
J J

> ng vi
2
u
. Nh vy gi tr ti u thc s
by gi l
2
J
.
Tng qut hn , khi ta xt bi ton trong mt min [ ] ,
m n
u u no v tm
c gi tr ti u
i
J
th l gi tr ti u cc b . Nhng khi bi ton

khng c iu kin rng buc i vi u th gi tr ti u l
( )
i
J extremum J

= vi
i
J
l cc gi tr ti u cc b , gi tr J
chnh l
gi tr ti u ton cc .

iu kin tn ti cc tr :
o hm bc mt ca J theo u phi bng 0 :
0 =
u
J

Xt gi tr o hm bc hai ca J theo u ti im cc tr :
0
2
2
>
u
J
: im cc tr l cc tiu
0
2
2
<
u
J
: im cc tr l cc i
2. iu kin thnh lp bi ton ti u
Trang 127
thnh lp bi ton ti u th yu cu u tin l h thng phi c c tnh
phi tuyn c cc tr .
Bc quan trng trong vic thnh lp mt h ti u l xc nh ch tiu cht
lng J . Nhim v c bn y l bo m cc tr ca ch tiu cht lng
J . V d nh khi xy dng h ti u tc ng nhanh th yu cu i vi h
l nhanh chng chuyn t trng thi ny sang trng thi khc vi thi gian
qu nh nht , ngha l cc tiu ha thi gian qu . Hay khi tnh ton
ng c tn la th ch tiu cht lng l vt c khong cch ln nht
vi lng nhin liu cho .
Ch tiu cht lng J ph thuc vo tn hiu ra x(t) , tn hiu iu khin u(t)
v thi gian t . Bi ton iu khin ti u l xc nh tn hiu iu khin u(t)
lm cho ch tiu cht lng J t cc tr vi nhng iu kin hn ch nht
nh ca u v x .
Ch tiu cht lng J thng c dng sau :
0
[ ( ), ( ), ]
T
J L x t u t t dt =

Trong L l mt phim hm i vi tn hiu x , tn hiu iu khin u v
thi gian t .
Ly v d v bi ton iu khin ng c in mt chiu kch t c lp
kt
const = vi tn hiu iu khin u l dng in phn ng i
u
v tn hiu ra
x l gc quay ca trc ng c .

Hnh 2.3 : ng c in mt chiu kch t c lp .

Ta c phng trnh cn bng moment ca ng c :

M u c q
d
k i M M
dt
= (1)

d
dt
= (2)
Trang 128
trong
M M
k C const = = ; M
q
l moment qun tnh ; l tc gc ; l
gc quay . Gi s b qua ph ti trn trc ng c ( 0
c
M = ) th :

2
2 M u q
d
k i M
dt
= (3)
Nu xt theo thi gian tng i bng cch t :
/
M q
t k M =
th (3) c dng :

2
2 u
d
i
d
= (4)
T ta c :

2
2
d x
u
d
= (5)
Vy phng trnh trng thi ca ng c in l mt phng trnh vi phn
cp hai vi tn hiu iu khin u l dng in phn ng i
,
tn hiu ra l gc
quay .
Bi ton ti u tc ng nhanh ( thi gian ti thiu ) :
Tm lut iu khin u(t) vi iu kin hn ch 1 u ng c quay t v
tr ban u c gc quay v tc u bng 0 n v tr cui cng c gc
quay bng
0
v tc bng 0 vi mt khong thi gian ngn nht .
V cn thi gian ngn nht nn ch tiu cht lng J s l :

0
[ ( ), ( ), ]
T
J L x t u t t dt T = =

R rng t phng trnh trn ta phi c [ ( ), ( ), ] 1 L x t u t t = .
Nh vy , i vi bi ton ti u tc ng nhanh th ch tiu cht lng J c
dng :

= =
T
T dt J
0
1
Bi ton nng sut ti u :
Nng sut y c xc nh bi gc quay ln nht ca ng c trong thi
gian T nht nh . Khi ch tiu cht lng J c dng :

0
0 0
[ ( ), ( ), ] ( )
T T
T
J L x t u t t dt t dt = = =

&
Do [ ( ), ( ), ] ( ) ( ) L x t u t t t x t = = & & v ta s c ch tiu cht lng J i vi
bi ton nng sut ti u nh sau :

( )
0
T
J x t dt =
&
Trang 129
Bi ton nng lng ti thiu :
Tn hao nng lng trong h thng :

0
T
u u
Q U i dt =

Da vo phng trnh cn bng in p :

u u u e
U i R k = +
v phng trnh cn bng moment :
M u c q
d
k i M M
dt
=
Ta tnh c :

2
0
0 0
( )
T T
e c
u u T u u
M
k M
Q U i dt R i dt
k
= = +

c c tiu hao nng lng ti thiu , ta ch cn tm cc tiu ca J :

2
0 0
[ ( ), ( ), ]
T T
u
J L x t u t t dt i dt = =

M dng in phn ng i
u
y chnh l tn hiu iu khin u . V vy ch
tiu cht lng J i vi bi ton nng lng ti thiu c dng :
2
0
( )
T
J u t dt =

3. Ti u ho tnh v ng
Chng ta cn phn bit hai dng bi ton ti u ho tnh v ti u ha ng .
Ti u ha tnh l bi ton khng ph thuc vo thi gian . Cn i vi ti
u ha ng th thi gian cng l mt bin m chng ta cn phi xem xt
n .

2.1.2 Xy dng bi ton ti u
1. Ti u ha khng c iu kin rng buc
Mt hm ch tiu cht lng v hng ( ) L u c cho trc l mt hm
ca mt vector iu khin hay mt vector quyt nh
m
R u

. Chng ta cn
chn gi tr ca u sao cho L(u) t gi tr nh nht .
gii bi ton ti u , ta vit chui Taylor m rng cho bin thin ca
L(u) nh sau :
) 3 (
2
1
O du L du du L dL
uu
T T
u
+ + = (2.1)
Vi O(3) l s hng th 3. Grad ca L theo u l mt vector m ct :
Trang 130

(
(
(
(
m
u
u L
u L
u L
u
L
L
/
/
/
2
1
M
(2.2)
v o hm cp 2 ca L theo u l mt ma trn m x m ( cn gi l ma trn
Hessian ) :

|
|
\
|

j i
uu
u u
L
u
L
L
2
2
2
(2.3)
L
uu
c gi l ma trn un .
Mt im cc tr hoc im dng xut hin khi s bin thin dL vi thnh
phn th nht tin v 0 vi mi bin thin du trong qu trnh iu khin . V
vy , c im cc tr th :
0 =
u
L (2.4)
Gi s ang ti im cc tr , c L
u
= 0 nh (2.4) . im cc tr tr
thnh im cc tiu , chng ta cn c :
) 3 (
2
1
O du L du dL
uu
T
+ = (2.5)
l xc nh dng vi mi s bin thin du . iu ny c m bo nu ma
trn un L
uu
l xc nh dng :
0 >
uu
L (2.6)
Nu L
uu
l xc nh m th im cc tr chnh l im cc i ; cn nu L
uu

l khng xc nh th im cc tr chnh l im yn nga . Nu L
uu
l bn
xc nh th chng ta s xt n thnh phn bc cao hn trong (2.1) xc
nh c loi ca im cc tr .

Nhc li : L
uu
l xc nh dng ( hoc m ) nu nh cc gi tr ring ca n
l dng ( hoc m ) , khng xc nh nu cc gi tr ring ca n va c
dng va c m nhng khc 0 , v s l bn xc nh nu tn ti gi tr
ring bng 0 . V th nu 0 =
uu
L , th thnh phn th hai s khng hon
ton ch ra c loi ca im cc tr .

2. Ti u ha vi cc iu kin rng buc
Cho hm ch tiu cht lng v hng ( ) u x L , , vi vector iu khin
m
R u v vector trng thi
n
R x . Bi ton a ra l chn u sao cho hm
Trang 131
ch tiu cht lng L(x,u) t gi tr nh nht v tha mn ng thi cc
phng trnh iu kin rng buc .
( ) 0 , = u x f (2.7)
Vector trng thi x c xc nh t mt gi tr u cho trc bng mi quan
h (2.7) , v th f l mt h gm n phng trnh v hng ,
n
R f

.
tm iu kin cn v ca gi tr cc tiu , ng thi tha mn
( ) 0 , = u x f , ta cn lm chnh xc nh trong phn trc . u tin ta khai
trin dL di dng chui Taylor , sau xc nh s hng th nht v th
hai l L
u
& L
uu
.

Tha s Lagrange v hm Hamilton .
Ti im cc tr , dL vi gi tr th nht bng 0 vi mi s bin thin ca
du khi df bng 0 . Nh vy chng ta cn c:
0 = + = dx L du L dL
T
x
T
u
(2.8)
0 = + = dx f du f df
x u
(2.9)
T (2.7) ta xc nh c x t gi tr u c, bin thin dx c xc nh
bi (2.9) t gi tr bin thin du vi iu kin ma trn Jacobi l khng k d
0
x
f . Nh vy , ma trn Jacobi f
x
khng k d v :
du f f dx
u x
1
= (2.10)
Thay dx vo (2.8) ta c :
du f f L L dL
u x
T
x
T
u
) (
1
= (2.11)
o hm ring ca L theo u cha hng s f c cho bi phng trnh :
( )
x
T
x
T
u u
T
u x
T
x
T
u
df
L f f L f f L L
u
L

=
= =
1
0
(2.12)
vi ( )
T
x
T
x
f f
1
= . Lu rng :

u
dx
L
u
L
=
=0
(2.13)
thnh phn th nht ca dL bng khng vi gi tr du ty khi 0 = df ,
ta cn c :
0 =

x
T
x
T
u u
L f f L (2.14)
y l iu kin cn c gi tr cc tiu . Trc khi i tm iu kin ,
chng ta hy xem xt thm mt vi phng php c c (2.14) .
Vit (2.8) v (2.9) di dng:
0 =
(
=
(
du
dx
f f
L L
df
dL
u x
T
u
T
x
(2.15)
Trang 132
H phng trnh tuyn tnh ny xc nh mt im dng , v phi c mt
kt qu [ ]
T
T T
du dx . iu ny ch xy ra nu ma trn h s ( ) ( ) m n n + +1
c hng nh hn n+1 . C ngha l cc hng ca ma trn tuyn tnh vi nhau
tn ti mt vector c n s hng nh sau:
[ ] 0 . 1 =
(
u x
T
u
T
x
T
f f
L L
(2.16)
Hay:
0 = +
x
T T
x
f L (2.17)
0 = +
u
T T
u
f L (2.18)
Gii (2.17) ta c :

1
=
x
T
x
T
f L (2.19)
v thay vo (2.18) c c (2.14) .
Vector
n
R c gi l tha s Lagrange , v n s l cng c hu ch
cho chng ta sau ny . hiu thm ngha ca tha s Lagrange ta xt du
= 0 , t (2.8) v (2.9) ta kh dx c :
df f L dL
x
T
x
1
= (2.20)
V vy:
( ) = =

=
T
x
T
x
du
f L
f
L
1
0
(2.21)
Do - l o hm ring ca L vi bin iu khin u l hng s . iu ny
ni ln tc dng ca hm ch tiu cht lng vi bin iu khin khng i
khi iu kin rng buc thay i .
Nh l mt cch th ba tm c (2.14), ta pht trin thm s dng
cho cc phn tch trong nhng phn sau. Kt hp iu kin rng buc v
hm ch tiu cht lng thnh lp hm Hamilton .
( ) ( ) ( ) u x f u x L u x H
T
, , , , + = (2.22)
Vi
n
R l tha s Lagrange cha xc nh . Mun chn x , u , c
c im dng , ta tin hnh cc bc sau .
bin thin ca H theo cc bin thin ca x , u , c vit nh sau :

d H du H dx H dH
T T
u
T
x
+ + = (2.23)
Lu rng : ) , ( u x f
H
H =
(2.24)
Gi s chng ta chn cc gi tr ca u tha mn:
0 =
H (2.25)
Trang 133
Sau ta xc nh x vi gi tr ca u c bng phng trnh iu kin rng
buc ( ) 0 , = u x f . Trong trng hp ny hm Hamilton tng ng vi
hm ch tiu cht lng:
L H
f
=
=0
(2.26)
Nhc li : nu f = 0 , ta s tm c dx theo du t (2.10) . Ta khng nn xt
mi quan h gia du v dx thun tin trong vic chn sao cho :
0 =
x
H (2.27)
o hm (2.22) theo x:
0 = + =
T
x x
f L
x
H
(2.28)
hay
1
=
x
T
x
T
f L .
Nu gi nguyn (2.25) v (2.27) t (2.23):
du H dH dL
T
u
= = (2.29)
V H = L, c c im dng ta phi p t iu kin:
0 =
u
H (2.30)
Tm li , iu kin cn c c im cc tiu ca L(x,u) tha mn iu
kin rng buc f(x,u) = 0 gm c :
0 = =
f
H
(2.31a)
0 = + =
T
x x
f L
x
H
(2.31b)
0 = + =
T
u u
f L
u
H
(2.31c)
Vi ( ) , , u x H xc nh bi (2.22) . Cch thng dng l t 3 phng trnh
cho xc nh x , , v u theo th t tng ng . So snh 2 phng trnh
(2.31b) v (2.31c) ta thy chng tng ng vi 2 phng trnh (2.17) v
(2.18) .
Trong nhiu ng dng , chng ta khng quan tm n gi tr ca , tuy
nhin ta vn phi i tm gi tr ca n v l mt bin trung gian cho php
chng ta xc nh cc i lng cn tm l u , x v gi tr nh nht ca L .
u im ca tha s Lagrange c th tm tt nh sau : trn thc t , hai i
lng dx v du khng phi l hai i lng bin thin c lp vi nhau ,
theo (2.10) . Bng cch a ra mt tha s bt nh , chng ta chn sao
cho dx v du c th c xem l hai i lng bin thin c lp vi nhau .
Ly o hm ring ca H ln lt theo cc bin nh trong (2.31) , nh th ta
s c c im dng .
Trang 134
Khi a ra tha s Lagrange , chng ta c th thay th bi ton tm gi tr
nh nht ca L(x,u) vi iu kin rng buc f(x,u) = 0 , thnh bi ton tm
gi tr nh nht ca hm Hamilton H(x,u,) khng c iu kin rng buc .
iu kin (2.31) xc nh mt im dng . Ta s tip tc chng minh y
l im cc tiu nh thc hin trong phn trc .
Vit chui Taylor m rng cho bin thin ca L v f nh sau :
[ ] [ ] ) 3 (
2
1
O
du
dx
L L
L L
du dx
du
dx
L L dL
uu ux
xu xx T T T
u
T
x
+
(
+
(
= (2.32)
[ ] [ ] ) 3 (
2
1
O
du
dx
f f
f f
du dx
du
dx
f f df
uu ux
xu xx T T
u x
+
(
+
(
= (2.33)
Vi:

x u
f
f
xu

2

a ra hm Hamilton , ta s dng cc phng trnh sau :

[ ] [ ] [ ] ) 3 (
2
1
1 O
du
dx
H H
H H
du dx
du
dx
H H
df
dL
uu ux
xu xx T T T
u
T
x
T
+
(
+
(
=
(

(2.34)
By gi , c c im dng ta cn c 0 = f , v ng thi thnh phn
th nht ca dL bng 0 vi mi s bin thin ca dx v du . V 0 = f
nn 0 = df , v iu ny i hi 0 =
x
H v 0 =
u
H nh trong (2.31) .
tm iu kin cho im cc tiu , chng ta xt n thnh phn th hai .
u tin , ta cn xem mi quan h gia dx v du trong (2.34) . Gi s rng
chng ta ang im cc tr nn 0 =
x
H , 0 =
u
H v 0 = df . T (2.10)
suy ra:
) 2 (
1
O du f f dx
u x
+ =

(2.35)
Thay vo (2.34) ta c :
[ ] ) 3 (
2
1
1
O du
I
f f
H H
H H
I f f du dL
u x
uu ux
xu xx T
x
T
u
T
+
(
(2.36)
m bo y l im cc tiu , dL trong (2.36) phi dng vi mi s
bin thin ca du . iu ny c m bo nu nh ma trn un vi f lun
bng 0 l xc nh dng .

[ ]
u x xx
T
x
T
u u x ux xu
T
x
T
u uu
u x
uu ux
xu xx T
x
T
u
f
uu
f
uu
f f H f f f f H H f f H
I
f f
H H
H H
I f f L L
1 1
1

+ =
(
= =
(2.37)
Trang 135
Lu rng nu iu kin rng buc ( ) 0 , = u x f vi mi x v u th (2.37)
c rt li thnh L
uu
phng trnh (2.3) .
Nu (2.37) l xc nh m ( hoc khng xc nh ) th im dng s l im
cc i ( hoc im yn nga ) .

2.1.3 V d
Ti u ha khng c iu kin rng buc
V d 2.1 : Khng gian ton phng .
Cho
2
R u v :
[ ]u s s u
q q
q q
u u L
T
2 1
22 12
12 11
2
1
) ( +
(
= (1)
u S Qu u
T T
+ =
2
1
(2)
im cc tr c xc nh bi :
0 = + = S Qu L
u
(3)
S Q u
1
= (4)
vi u* dng ch bin iu khin ti u.
Loi ca im cc tr c xc nh bng cch xt ma trn hessian
Q L
uu
= (5)
im u* l cc tiu nu L
uu
> 0 ( 0
11
> q v 0
2
12 22 11
> q q q ) . L im cc
i nu L
uu
< 0 ( 0
11
< q v 0
2
12 22 11
> q q q ) . Nu 0 < Q , th u* l im
yn nga . Nu 0 = Q , th u* l im k d , chng ta khng th xc nh
c l cc tiu hay cc i t L
uu
.
Bng cch thay (4) vo (2) ta s tm c gi tr ca hm ch tiu cht lng
nh sau :
S Q S S QQ Q S u L L
T T 1 1 1 * *
2
1
) (

= = S Q S
T 1
2
1

= (6)
Gi s cho L nh sau:
[ ]u u u L
T
1 0
2 1
1 1
2
1
+
(
= (7)
Khi gi tr u ti u s l:
(
=
(

=
1
1
1
0
1 1
1 2
*
u (8)
Trang 136
l mt cc tiu , v L
uu
> 0 . T (6) gi tr nh nht ca L l L* = -1/2 .
Cc ng ng mc ca L(u) trong (7) c v trong Hnh 2.4 , vi u = [u
1

u
2
]
T
. Cc mi tn l gradient .

(
+ +
+
= + =
1 2
2 1
2 1
u u
u u
S Qu L
u
(9)
Lu rng gradient lun lun vung gc vi cc ng ng mc v c
hng l hng tng L(u) .
Chng ta dng du * ch gi tr ti u ca u v L cn tm . Tuy nhin ta
thng b qua du * .

Hnh 2.4 : Cc ng ng mc v vector gradient .

V d 2.2 : Ti u ha bng tnh ton v hng .
Phn trn chng ta cp phng php gii bi ton ti u bng cch s
dng cc vector v gradient . Sau y ta s tip cn bi ton vi mt cch
nhn khc , xem chng nh l nhng i lng v hng .
chng minh , ta xt (7) dng:

2
2
2 2 1
2
1 2 1
2
1
) , ( u u u u u u u L + + + = (1)
Vi
2 1
, u u l cc i lng v hng . im cc tr xut hin khi o hm
ring ca L theo tt c cc i s phi bng 0 :
0
2 1
1
= + =
u u
u
L
(2a)
Trang 137
0 1 2
2 1
2
= + + =
u u
u
L
(2b)
Gii h phng trnh trn ta c : 1 , 1
2 1
= = u u (3)
Vy , im cc tr l (1 ,-1) .
Biu thc (1) l mt dng m rng ca biu thc (7) trong v d 2.1 , nh
vy chng ta va tm c mt kt qu tng t bng mt cch khc .

Ti u ha c iu kin rng buc
V d 2.3 : Khng gian ton phng vi iu kin rng buc tuyn tnh .
Gi s hm ch tiu cht lng c cho bi v d 2.1 vi cc i lng v
hng
2 1
, u u c thay th bng u x, :
[ ] [ ]
(
+
(
=
u
x
u
x
u x u x L 1 0
2 1
1 1
2
1
) , ( (1)
Vi iu kin rng buc :
( ) 0 3 , = = x u x f (2)
Hm Hamilton s l :
) 3 (
2
1
2 2
+ + + + = + = x u u xu x f L H
T
(3)
vi l mt i lng v hng . iu kin c im dng theo (2.31) l :
0 3 = = x H
(4)
0 = + + = u x H
x
(5)
0 1 2 = + + = u x H
u
(6)
Gii (4) , (5) , (6) ta c : x = 3 , u = -2 , = -1 . im dng l :
( ) ( ) 2 , 3 , =
u x (7)
xc nh (7) l im cc tiu , tm ma trn un theo (2.3) :
2 =
f
uu
L (8)
0 >=
f
uu
L , v th ( ) ( ) 2 , 3 , =
u x l im cc tiu .
Cc ng ng mc ca L(x,u) v iu kin rng buc (2) c v trong
Hnh 2.5 .
Grad ca f(x,u) trong h ta (x,u) c vit nh sau:

(
=
(
0
1
u
x
f
f
(9)
c v trong Hnh 2.5 . V grad ca L(x,u) :
Trang 138

(
+ +
+
=
(
1 2u x
u x
L
L
u
x
(10)
Ti im cc tiu (3,-2) , grad L(x,u) s c gi tr :

(
=
(
0
1
u
x
L
L
(11)
Cn lu rng gradf v gradL tng ng vi nhau ti im dng . C
ngha l im cc tiu xut hin khi iu kin rng buc (2) l ng tip
tuyn ca cc ng ng mc ca L. Di chuyn hng dc theo ng
thng f = 0 s lm tng gi tr ca L .
Ta tm c gi tr ca L ti im cc tiu bng cch thay x = 3, u = -2 vo
(1) , ta c L*=0,5 .
V = -1 , gi nguyn gi tr u = -2 , thay i iu kin rng buc df ( dch
chuyn ng thng trong Hnh 2.5 v pha phi ) s lm tng L(x,u) vi dL
= -df = df .

V d 2.4 : Hm ch tiu cht lng dng ton phng vi iu kin rng
buc tuyn tnh - Trng hp v hng .
Xt hm ch tiu cht lng dng ton phng :

|
|
\
|
+ =
2
2
2
2
2
1
) , (
b
y
a
x
u x L (1)
Vi iu kin rng buc tuyn tnh :
( ) c mu x u x f + = , (2)
Cc ng ng mc ca L(x,u) l nhng ellip; nu L(x,u) = l
2
/2, th bn
knh trc chnh v bn knh trc ph l al v bl . iu kin rng buc f(x,u)
l mt h cc ng thng cha thng s c . Xem Hnh 2.6 ( lu rng u l
bin c lp , vi x c xc nh bi f(x,u) = 0 ) .
Hm Hamilton l :
) (
2
1
2
2
2
2
c mu x
b
u
a
x
H + +
|
|
\
|
+ = (3)
V iu kin c im dng :
0 = + = c mu x H
(4)
0
2
= + =
a
x
H
x
(5)
0
2
= + = m
b
u
H
u
(6)
Trang 139

Hnh2.5 : Cc ng ng mc ca L(x,u) v iu kin rng buc f(x,u) .

Hnh 2.6 : Cc ng ng mc ca L(x,u) v iu kin rng buc f(x,u).

gii h phng trnh ny , trc ht ta s dng phng trnh (6) a
ra bin iu khin ti u theo tha s Lagrange .
m b u
2
= (7)
By gi thay phng trnh (7) vo (4) kh u , kt hp vi (5) v c
vit li :

(
=
(
(
(

0
1
1
1
2
2 2
c x
a
m b
(8)
Gii ra ta c gi tr ca im dng :

2 2 2
2
m b a
c a
x
+
= (9)
Trang 140

2 2 2
m b a
c
+
= (10)
Thay (9) , (10) vo (7) , ta c c gi tr u ti u :

2 2 2
2
m b a
mc b
u
+
= (11)
xc nh im dng l cc tiu , dng (2.37) tm ra ma trn un :

2
2
2
1
a
m
b
L
f
uu
+ = (12)
0 >
f
uu
L v vy ta tm c mt im cc tiu .
Thay (9) v (11) vo (1) ta c gi tr ti u ca hm ch tiu cht lng :

2 2 2
2
*
2
1
m b a
c
L
+
= (13)
kim chng (2.21) , lu rng:
=
=
c
L
f
L
du
*
0
*
(14)
Gradf trong min (u,x) l :

(
=
(
1
m
f
f
x
u
(15)
c biu din trong Hnh 2.6 . GradL l :

(
(
(
=
(
2
2
a
x
b
u
L
L
x
u
(16)
v ti im dng (11) , (9) s c gi tr :

2 2 2
*
1 m b a
c
m
L
L
x
u
+
(
=
(
(17)
iu ny tng ng vi (15) , v vy im dng xut hin khi f(x,u) = 0 l
ng tip tuyn vi mt ng ng mc ca L(x,u) .

V d 2.5 : Hm ch tiu cht lng dng ton phng vi iu kin rng
buc tuyn tnh .
By gi ta tng qut ha v d 2.4 vi vector
n
R x ,
m
R u ,
n
R f ,
n
R .
Xt hm ch tiu cht lng dng ton phng:
Trang 141
Ru u Qx x L
T T
2
1
2
1
+ = (1)
vi iu kin rng buc tuyn tnh :
0 = + + = c Bu x f (2)
vi Q , R v B l cc ma trn , c l vector n hng . Gi s Q 0 v R > 0
( vi Q , R l ma trn i xng ) . Cc ng ng mc ca L(x,u) l cc
ng ellip trong khng gian , v f(x,u)=0 l mt phng ct ngang qua
chng . im dng xut hin khi gradf v gradL song song vi nhau .
Hm Hamilton l :
) (
2
1
2
1
c Bu x Ru u Qx x H
T T T
+ + + + = (3)
v cc iu kin c im dng l :
0 = + + = c Bu x H
(4)
0 = + = Qx H
x
(5)
0 = + =
T
u
B Ru H (6)
gii cc phng trnh trn , u tin ta dng iu kin (6) tm u theo
:

T
B R u
1
= (7)
T (5) ta c :
Qx = (8)
Kt hp vi (4) ta c :
Qc QBu + = (9)
dng kt qu ny thay vo (7) cho ta :
) (
1
Qc QBu B R u
T
+ =

(10)
( ) Qc B R u QB B R I
T T 1 1
= +
( ) Qc B u QB B R
T T
= + (11)
V R > 0 v B
T
QB 0 , chng ta c th tm nghch o ca (R + B
T
QB) v v
th gi tr u ti u l :
Qc B QB B R u
T T 1
) (

+ = (12)
So snh kt qu ny vi (11) trong v d 2.4 .
Thay (12) vo (4) v (9) cho ta gi tr trng thi ti u v tha s Lagrange
ti u :

( )
( )
1
T T
x I B R B QB B Q c
= + (13)

( )
( )
1
T T
Q QB R B QB B Q c
= + (14)
Bng b ca nghch o ma trn :
hay :

Trang 142
( ) c B BR Q
T
1
1 1

+ = (15)
nu 0 Q . Cc kt qu trn s rt li thnh kt qu ca v d 2.4 trong
trng hp v hng .
xc nh bin iu khin (12) l mt cc tiu , ta s dng (2.37) xc
nh ma trn un l xc nh dng vi gi tr ca R v Q c gii hn .
QB B R L
T f
uu
+ = (16)
S dng (12) v (13) th vo (1) ta c c gi tr ti u :
( ) [ ]c Q B QB B R QB Q c L
T T T
1
2
1
*

+ = (17)
T
c L
2
1
* = (18)
=
c
L*
(19)

V d 2.6 : Bi ton vi nhiu iu kin rng buc .
Tm khong cch nh nht gia parabol :
d bx ax y + + =
2
(1)
vi ng thng :
c x y + = (2)
Xem Hnh 2.7 .
Trong bi ton ny s c hai iu kin rng buc :
0 ) , (
1
2
1 1 1 1 1
= = d bx ax y y x f (3)
V : 0 ) , (
2 2 2 2 2
= = c x y y x f (4)
vi ( )
1 1
, y x l 1 im trn parabol v ( )
2 2
, y x l 1 im trn ng thng .
Chng ta chn hm ch tiu cht lng l mt na ca bnh phng khong
cch gia 2 im ny .

2
2 1
2
2 1 2 1 2 1
) (
2
1
) (
2
1
) , , , ( y y x x y y x x L + = (5)
gii bi ton ny , ta x l bng cch t :

(
=
(
=
(
=

2
1
2
1
2
1
, ,
y
y
u
x
x
x
f
f
f (6)
v s dng cch tip cn vector ; tuy nhin , s kt hp gia mt iu kin
rng buc tuyn tnh v mt iu kin phi tuyn s lm phc tp thm bi
ton . Thay vo ta s s dng cc i lng v hng .

V th:

Trang 143

Hnh 2.7 : Bi ton vi nhiu iu kin rng buc .

a ra mt tha s Lagrange cho mi iu kin rng buc , hm Hamilton
l :
) ( ) ( ) (
2
1
) (
2
1
2 2 2 1
2
1 1 1
2
2 1
2
2 1
c x y d bx ax y y y x x H + + + = (7)
Khi , c im dng ta cn c :
0 2
1 1 1 2 1
1
= = b x a x x H
x
(8)
0
2 2 1
2
= + = x x H
x
(9)
0
1 2 1
1
= + = y y H
y
(10)
0
2 2 1
2
= + + = y y H
y
(11)
0
1
2
1 1
1
= = d bx ax y H
(12)
0
2 2
2
= = c x y H
(13)
Gii (12) c c
1
y nh sau :
d bx ax y + + =
1
2
1 1
(14)
T (9) v (11) , ta c :

2 1 1 2 2
y y x x = = (15)
v s dng (14) vi c x y + =
2 2
t (13) c c kt qu sau :
Trang 144
c x d bx ax x x + + =
2 1
2
1 1 2
(16)
Khi :
( ) c d x b ax x + + + =
1
2
1 2
) 1 (
2
1
(17)
Theo (10) v (11) ,
1
= -
2
, vy t (15) v (17) ta c :

2 1 1
x x =
( ) c d x b ax + + =
1
2
1 1
) 1 (
2
1
(18)
Cui cng , ch rng (8) l :
( ) ( ) 0 1 2
1 1
= + b ax (19)
hay :
( )( ) 0 ) 1 ( ) 1 ( 2
1
2
1 1
= + + + c d x b ax b ax (20)
Phng trnh bc 3 (20) c gii c gi tr ti u
*
1
x t gi tr a, b, c, d
cho trc . Nu ng thng ct ngang qua parabol th giao im s l kt
qu ti u ( khi
1
=
2
=0 ) ; ngc li , s c ch mt cp gn nhau nht
(x
1
,x
2
) , (y
1
,y
2
) . Mt khi tm c x
1
th ta s tm c x
2
, y
1
v y
2
ln lt
theo cc phng trnh (17) , (14) v (15) . Thay cc gi tr ti u ny vo (5)
s cho chng ta khong cch ngn nht l * 2L .

V d 2.7 :
Mot con tau ang di chuyen vi van toc 10 hai ly
mot gi theo phng hp vi phng bac mot goc
30
o
(lay theo chieu kim ong ho) e en mot ho n
ao. Gia s rang ta i thi iem t = 0, con tau ang v
tr cach hon ao 30 hai ly ve pha Bac va 20 hai ly
ve pha ong (tc la con tau lech khoi phng di
chuyen ban au). Bai toan at ra la xac nh iem
gan nhat tren phng di chuyen ban au ma con tau
can tr ve e i ti hon ao. Tm khoang cach t hon
ao en iem gan nhat va thi gian en c iem o.
Gii:
Cach 1: giai bang phng phap hnh hoc:
Trong MM
x
O:
0
3 . 56 5 . 1
20
30
= = = =
x
x
x
x
MOM
OM
MM
MOM tg

0555 . 36 30 20
2 2 2 2
= + = + =
x x
OM MM OM
20
30
M
N
30
0

O
M
x
M
y
Trang 145
Trong MNO:
0 0 0 0
90 56.3 30 3.69 MNO = =
0
sin 36.0555*sin3.69 2.32
NM
MON NM
OM
= = =
Vay khoang cach ngan nhat la NM = 2.32 miles

Cach 2: dung phng phap Euler_Lagrange:
Yeu cau: tm khoang cach ngan nhat t iem M(20, 30) en ng
thang 3 y x =
ieu kien rang buoc : ( ) , 3 0 f x y y x = =
Trong o (x, y) la mot iem thuoc ng thang.
Chon ham ch tieu chat lng la bnh phng khoang cach gia 2
iem trong mat phang: ( ) ( ) ( )
2 2
, 20 30 L x y x y = +
Ham Hamilton la : ( ) ( ) ( )
( )
2 2
, , 20 30 3 H x y x y y x = + +
Xac nh iem dng :
( )
( )
3 0
2 20 3 0
2 30 0
x
y
H y x
H x
H y
= =
= =
= + =

Giai he phng trnh tre n tm c :
( )
( )
18
31.177
2.354
x miles
y miles

Vay iem can tm co toa o la ( ) 18, 31.177 N .
Khoang cach ngan nhat :

Goi D la khoang cach t hon ao ti iem N. Khi o :

Goi t la thi gian tau i t iem M t i iem gan nhat N.
min
2.32
0.232 ( )
10
= = =
d
t hours
v

32 . 2 ) 30 177 . 31 ( ) 20 18 (
2 2
min
+ = =
N
L d
36 ) 177 . 31 ( ) 18 (
2 2 2 2
+ = + =
N N
y x D
) (mile
) (mile
Trang 146
V d 2.8:
Tm iem A bat ky thuo c ng thang d trong khong gian sao cho khoang
cach t goc toa o O e n A la nho nhat. ng thang d trong khong gian
cho bi he phng trnh:
d
= +
= + +
4 3 2
1 2 3
z y x
z y x

Giai:
Cach 1: dung phng phap hnh hoc giai tch:
u : vector ch phng ca ng thng d:
( ) 4 , 10 , 8
2 1
2 3
,
1 3
3 1
,
3 2
1 2
=
|
|
\
|

= u
Gi A l im thuc d, c ta :
)
4
3
,
8
7
, 0 (

A , (cho x
A
=0 ta tnh y
A
, z
A
)
Khoang cach ngan nhat t O en d:
[ ]
u
u AO
OH d O d OA d
,
) , ( min) ( = = =

e khoang cach la nho nhat th: OH OA=
Khi o: 0697 . 1
180
206
4 10 ) 8 (
) 7 ( ) 6 ( ) 11 (
min) (
2 2 2
2 2 2
= =
+ +
+ +
= OA d

Cach 2: dung phng phap Euler_Lagrange:
Theo e bai ta co hnh ve:

H
O
A
u
d
[ ] ) 7 , 6 , 11 ( )
10 8
8
7
0
,
8 4
0
4
3
'
4 10
4
3
8
7
( , =
= u AO
x
z
d
y
O

A
Trang 147

Quan sat tren hnh ve ta thay khoang cach ta muon toi u hoa o la oan
OA, trong o A chay tre n ng thang d.
OA
2
= (x
2
x
1
)
2
+ (y
2
y
1
)
2
+ (z
2
z
1
)
2

V O la goc toa o O(0,0,0).
OA
2
= (x
2
)
2
+ (y
2
)
2
+ (z
2
)
2

Phim ham toi u: L(x
2
,y
2
,z
2
) = OA
2
= (x
2
)
2
+ (y
2
)
2
+ (z
2
)
2
(1)
Bai toan vi 2 ieu kien rang buoc la:
f
1
(x
2
,y
2
,z
2
)=3x
2
+ 2y
2
+ z
2
-1= 0 (2)
f
2
(x
2
,y
2
,z
2
)=x
2
+ 2y
2
3z
2
- 4=0 (3)
Thanh lap ham Hamilton:
H(x
2
,y
2
,z
2
,
1
,
2
) = x
2
2
+ y
2
2
+ z
2
2
+
1
f
1
(x
2
,y
2
,z
2
) +
2
f
2
(x
2
,y
2
,z
2
)
Xac nh phie m
ham L(x
2
,y
2
,z
2
)
Thanh la p ha m Hamilton e bie n
bai toan co ie u kie n rang buoc
tr thanh khong rang buoc
Tnh a o ha m H
x2
, H
y2
H
z2
,H
1
, H
2
cho bang 0
Xac nh
1
,
2

Va ie m to i u A(x
2
,y
2
,z
2)

Kie m tra
Ket thuc

S
Yu cu thit k
Trang 148
= x
2
2
+ y
2
2
+ z
2
2
+
1
(3x
2
+ 2y
2
+ z
2
-1) +

2
(x
2
+ 2y
2
-3z
2
- 4) (4)
ieu kien can e co ie m cc tieu cua L(x
2
,y
2
,z
2
) thoa man ieu kien
rang buoc f(x
2
,y
2
,z
2
)=0 khi:
0
0
0
0
2 2
2
2 2
2
2
2
= + =
= + =
= + =
= =
T
z z
T
y u
T
x x
f L
z
H
f L
y
H
f L
x
H
f
H

Xac nh iem dng:
0 3 2
2 1 2
2
2
= + + =
= x
x
H
H
x
(5)
0 2 2 2
2 1 2
2
2
= + + =
= y
y
H
H
y
(6)
0 3 2
2 1 2
2
2
= + =
= z
z
H
H
z
(7)
0 1 2 3
2 2 2
1
1
= + + =
= z y x
H
H
(8)
0 4 3 2
2 2 2
2
2
= + =
= z y x
H
H
(9)
T (5), (6), (7) nhan u c:
( )
2 1 2
3
2
1
= x (10)
( )
2 1 2
3
2
1
+ = z (11)
2 1 2
= y (12)
Thay x
2
, y
2
, z
2
vao phng trnh (8),(9) ta co
( ) ( ) ( ) 0 1 3
2
1
2 3
2
3
2 1 2 1 2 1
= + + + (13)
( ) ( ) ( ) 0 4 3
2
3
2 3
2
1
2 1 2 1 2 1
= + + (14)
Trang 149
=
=
0 4 7 2
0 1 2 7
2 1
2 1

(15)
Giai he phng trnh (15) ta tm c:
1
=
45
1
;
2
=
45
26

Thay gia tr
1
,
2
vao (10), (11), (12) ta co

90
23
2
= x ;
9
5
2
= y ;
90
79
2
= z .
x
2
= 0.255; y
2
= 0.555, z
2
= -0.877.
L(x
2
,y
2
,z
2
) = OA
2
= (x
2
)
2
+ (y
2
)
2
+ (z
2
)
2
= 1.142
Vay ta xac nh c iem toi u A(x
2
,y
2
,z
2
).
Khoang cach gia iem A en goc toa o la:
OA= = + +
2
2
2
2
2
2
z y x 1.069.
Kiem tra lai:
Co nhieu phng phap kiem tra lai ke t qua tren la cc tieu:
- phng phap kiem tra ma tran uon L
uu,
tuy nhien bai tap tren
phiem ham toi u L theo 3 bien nen viec xac nh ma tran uon
phc tap.
- Phng phap th sai:
So sanh gia tr toa o, khoang cach tnh c bang phung phap
th sai vi gia tr ma ta dung phng phap bien phan co ien
Euler_Lagrange.
e kiem tra ay la cc tieu cuc bo hay toan phan ta cho phm vi
thay oi cua iem A rong hn.

V d 2.9 :
a. Chng to gia tr min cua ham x
2
y
2
z
2
tren mat cau x
2
+y
2
+z
2
= r
2
la
(r
2
/3)
3

b. Chng to rang gia tr cc ai cua ham x
2
+y
2
+z
2
tren mat
x
2
y
2
z
2
=(r
2
/3)
3
la r
2

Giai:
a.Dung phng phap Euler Lagrange:
Chon phim ham toi u la : L(x,y,z) = x
2
y
2
z
2
(*)
ieu kien rang buoc la: f(x,y,z) = x
2
+y
2
+z
2
- r
2
= 0
Thanh lap ham Hamilton :
H(x,y,z) = x
2
y
2
z
2
+ (x
2
+y
2
+z
2
- r
2
)
Trang 150
Xac nh iem cc tr:
H
= x
2
+y
2
+z
2
- r
2
= 0 (1)
H
x
= 2xy
2
z
2
+ 2x = 0 (2)
H
y
= 2yx
2
z
2
+ 2y = 0 (3)
H
z
= 2zx
2
y
2
+ 2z = 0 (4)
T (2) 2x(y
2
z
2
+ ) = 0, Vi x 0, ta co : y
2
z
2
+ = 0 (5)
T (3) 2y(x
2
z
2
+ ) = 0, Vi y 0, ta co : x
2
z
2
+ = 0 (6)
T (4) 2z(x
2
y
2
+ ) = 0, Vi z 0, ta co : x
2
y
2
+ = 0 (7)
T (5), (6) va (7) ta co : = - y
2
z
2
= -x
2
z
2
= -x
2
y
2
x
2
= y
2
= z
2
(8)
T (1) va (8) x
2
= y
2
= z
2
= r
2
/3
The toa o x, y, z vao (*) ta c gia tr cua phim ham toi u:
L(x,y,z) = (r
2
/3)
3
.
Kiem tra L la max hay min :
Chon mot iem bat ky trong khong gian thuoc f(x,y,z) = 0 co toa o
khac ieu kien : x
2
= y
2
= z
2
= r
2
/3. Ta chon ie m M(1, 1, 2
2
r ) ,
ieu kien 2 r
L
M
= (r
2
-2)
Kie m tra bat ang th c: L= (r
2
/3)
3
< L
M
= r
2
2
r
5
27r
2
+ 54 < 0 . ang thc nay luon b sai vi moi 2 r . Do
o tai toa o thoa ieu kien x
2
= y
2
= z
2
= r
2
/3 th L luon la gia tr cc
ai.

b.Dung phng phap Euler Lagrange:
Phim ham toi u la : L(x,y,z) = x
2
+y
2
+z
2

ieu kien rang buoc : f(x,y,z) = x
2
y
2
z
2
(r
2
/3)
3
= 0

Thanh lap ham Hamilton: H(x,y,z,) = x
2
+y
2
+z
2
+ ( x
2
y
2
z
2
(r
2
/3)
3
)
Tm iem cc tr bang cach cho cac ao rieng cua H bang 0.
H
x
= 2x + 2xy
2
z
2
= 0 (9)
H
y
= 2y + 2yx
2
z
2
= 0 (10)
H
z
= 2z + 2zx
2
y
2
= 0 (11)
H
= x
2
y
2
z
2
(r
2
/3)
3
= 0 (12)
Vi (x,y,z) (0,0,0) th ta co :
= - 1/(x
2
y
2
) = -1/(y
2
z
2
) = -1/(x
2
z
2
)
x
2
= y
2
= z
2
.
T (12) ta co toa o ie m dng : x
2
= y
2
= z
2
= r
2
/3
Trang 151
2 2
2 2
2 2
2 2 2
2 2
2 2
/ / 1 0
4( )
2
a b
a b
a b
a b

| | | |
+ =
| |
\ \
+ =
= +
Tai iem dng ta co : L (x,y,z) = r
2

Kiem chng L

la gia tr ln nhat.
Chon mot iem bat ky co toa o thuoc mat x
2
y
2
z
2
=(r
2
/3)
3
khong thoa
ieu kien: x
2
= y
2
= z
2
= r
2
/3
Chon iem M[1, 1,
3 2
) 3 / (r ]
Khi o L
M
(x,y,z) = 2 + r
6
/27
Ta can ch ra rang : 2 + r
6
/27 < r
2

Bat ang thc tng ng : r
2
(r
4
27) < -54. De dang thay c bat
ang thc luon sai vi moi r ( v r
2
luon >= 0). Chnh v the tai iem
dng phiem ham toi u phai at gia tr cc tieu.

V d 2.10 :
a. Tm hnh ch nhat noi tiep hnh elips co chu vi ln nhat.
b. Tm hnh ch nhat noi tiep elips co dien tch ln nhat .
Giai
a. Giai bang phng phap Euler Lagrange :
Phim ham toi u la: L(x,y) = 4(x+y) (*)
ieu kien rang buoc la: f(x,y) = x
2
/a
2
+ y
2
/b
2
-1 = 0
Khi o ham Hamilton se la: H(x,y, ) = 4(x+y) + (x
2
/a
2
+ y
2
/b
2
-1)
Tm cac iem dng da vao cac ieu kien sau:
H

= x
2
/a
2
+ y
2
/b
2
-1 = 0 (1)
H
x
= 4 + 2x/a
2
= 0 (2)
H
y
= 4 + 2y/b
2

= 0 (3)
T (2) x = -2a
2
/
T (3) y = -2b
2
/
Thay x, y vao (1) ta co:

Vi = 2
2 2
b a + ta tm c x = -
2 2
2
b a
a
+
; y = -
2 2
2
b a
b
+

Khi o thay x, y vao (*) ta co : L
1
= -4
2 2
b a + < 0, khong ton tai

Trang 152
Vi = -2
2 2
b a + ta tm c x =
2 2
2
b a
a
+
; y =
2 2
2
b a
b
+

Khi o thay x, y vao (*) ta co : L
2
= 4
2 2
b a + > 0
Kiem tra lai L
2

la max
H
yy
= 2 /b
2
; H
xx
= 2 /a
2
; H
xy
= H
yx
= 0
(
(
=
(
2
2
/ 2
/ 2
b y
a x
f
f
y
x

) 1 (
2
2
.
2
.
2
.
2
.
2 2
2
2
2
2
2
2
2
2
2
2 2
1
x
y
b
a
b
b
y
x
a
a x
a
b
y
b
f f H f f H L
y x xx
T
x
T
y yy
f
yy
+ =
+ = + =

ng vi L
2
, = -2
2 2
b a + < 0 th
f
yy
L < 0, suy ra L
2

la max

b. Giai bang phng phap Euler Lagrange :
Phim ham toi u la : L = 4.x.y (**)
ieu kien rang buoc : f(x,y) = x
2
/a
2
+ y
2
/b
2
-1 = 0
Ham Hamilton la : H(x,y, ) = 4xy + (x
2
/a
2
+ y
2
/b
2
-1)
Tm cac iem dng da vao cac ieu kien sau:
H

= x
2
/a
2
+ y
2
/b
2
-1 = 0 (4)
H
x
= 4y + 2x/a
2
= 0 (5)
H
y
= 4x+ 2y/b
2

= 0 (6)
T (5) 2y = - x/a
2
(7)
The (7) vao (6) ta c :
(6) x(4
2
/a
2
b
2
) = 0 . T (4) va (5) suy ra x phai khac 0.
Nen (6) = 2ab
Thay vao (7) ta c :
Trng hp = 2ab : (7) y = -bx/a
T (4) x
2
/a
2
+ x
2
/a
2
= 1 x =
2
a
y = m
2
b

Trng hp = -2ab : (7) y = bx/a
T (4) x
2
/a
2
+ x
2
/a
2
= 1 x =
2
a
y =
2
b

Trang 153
Vy 4 iem : A(
2
a
,
2
b
), B(
2
a
,-
2
b
), C(-
2
a
,-
2
b
) va
D(-
2
a
,
2
b
) la bon nh cua mo t hnh ch nhat. Do tnh chat lap lai
khi x chay het hnh elips, nen ta ch chon iem A(
2
a
,
2
b
) nam goc
phan t th nhat, va ta xet iem cc tr tai iem nay.

The toa o A vao phim ham (**) ta co : L

= 2ab.
Kiem tra tai A, phim ham at cc tr.
Ta co :
H
xx
= 2/a
2
; H
yy
= 2/b
2
; H
xy
= H
yx
= 4
(
(
=
(
2
2
/ 2
/ 2
b y
a x
f
f
y
x

y
x
b
a
y
x
b
a
b
b
y
x
a
a x
a
b
y
b
y
x
a
x
a
b
y
b
f f H f f f f H H f f H L
y x xx
T
x
T
y y x yx xy
T
x
T
y yy
f
yy
2
2
2
2
2
2
2
2
2
2
2
2 2
2 2
2 2
1 1
8 ) 1 (
2
2
.
2
.
2
.
2
.
2 2
2
4
2
2
4
2
+ =
+ =
+ =

Vi = -2ab, x=
2
a
, y =
2
b
ta co :
b a L
f
yy
/ 16 = < 0. Vay L

phai la max.

A(
2
a
,
2
b
)
D(-
2
a
,
2
b
)
C(-
2
a
,-
2
b
)
B(
2
a
,-
2
b
)
Trang 154
2.2 CC PHNG PHP IU KHIN TI U
2.2.1 Phng php bin phn c in Euler_Lagrange
1. Gii thiu
Nhim v ca iu khin ti u l gii bi ton tm cc tr ca phim hm
[ ( ), ( )] L x t u t bng cch chn tn hiu iu khin u(t) vi nhng iu kin
hn ch ca i lng iu khin v ta pha. Mt trong nhng cng c
ton hc xc nh cc tr l phng php bin phn c in
Euler_Lagrange.
ng cc tr l nhng hm trn cn phim hm cng cc iu kin hn ch
l nhng hm phi tuyn . Do phng php ny khng th p dng cho
nhng trng hp m tn hiu iu khin c th l cc hm gin on .
Trng hp khng c iu kin rng buc
Cho u(t) l hm thuc lp hm c o hm bc nht lin tc . Trong mt
phng (u,t) cho hai im (t
0
,u
0
) v (t
1
,u
1
) . Cn tm qu o ni hai im ny
sao cho tch phn theo qu o ) (t u u & = cho bi :

=
1
0
) , , ( ) (
t
t
dt t u u L u J & (2.38)
c cc tr .
L l hm c o hm ring bc mt v bc hai lin tc vi mi bin ca n .
thng nht , y ta ly t
0
= 0 v t
1
= T .
Bin i ca J do u to nn l :
) ( ) ( ) ( u J u u J u u J + = +

+ + =
T T
dt t u u L dt t u u u u L
0 0
) , , ( ) , , ( & & &
dt t u u L t u u u u L
T
+ + =
0
)] , , ( ) , , ( [ & & & (2.39)
Phn tch (2.39) theo chui Taylor v ch kho st thnh phn bc mt ca J
ta c :
dt u
u
t u u L
u
u
t u u L
u u J
T
] )
) , , (
( )
) , , (
( [ ) , (
0
&
&
& &

(2.40)
v u v u& lin h nhau bi :
) 0 ( ) ( ) (
0
u dt t u t u
T
+ =
&
Xem u l hm bin i c lp , biu thc (2.40) c th bin i ch
cha u bng cch ly tch phn nhng thnh phn cha u& :
Trang 155

T iu kin cho u(0) = (T) = 0 , phn u ca v phi biu thc
(2.41) bng 0 .
Nu gia s J ca ch tiu cht lng J tn ti v nu J c cc tr i vi u
*

th :
0 ) , (
*
= u u J (2.42)
l iu kin c bn ca php tnh bin phn .
T cc biu thc (2.41) , (2.42) ta c :
0 ]
) , , ( ) , , (
[ ) , (
* * * *
0
*
=
udt
u
t u u L
dt
d
u
t u u L
u u J
T

&
& &
(2.43)
T c th rt ra phng trnh Euler_Lagrange :
0
) , , ( ) , , (
=
u
t u u L
dt
d
u
t u u L
&
& &
(2.44a)
Hoc c th vit n gin :
0 =
u
L
dt
d
u
L
&
(2.44b)

Trng hp c iu kin rng buc
Nu ngoi ch tiu cht lng (2.38) cn c cc iu kin rng buc dng :
0 ) , , ( = t u u
i
& [0, ] t T , 1, i n = (2.45)
th ch tiu cht lng J c dng :

=
+ =
T
i
n
i
i i a
dt t u u t t u u L u J
0
1
)] , , ( ) ( ) , , ( [ ) , ( & & (2.46)
m
i
(t) vi i = 1,2,,n l hm Lagrange .V gii hn tha mn vi mi t
nn hm Lagrange ph thuc thi gian .
Tng t nh trn ta c phng trnh Euler_Lagrange tng qut :
0
) , , , ( ) , , , (
=
u
t u u L
dt
d
u
t u u L
a a
&
& &
(2.47)
m ) , , ( ) ( ) , , ( ) , , , (
1
t u u t t u u L t u u L
i
n
i
i a
& & &

=
+ = (2.48)
Khi iu kin rng buc c dng :

=
T
i i
q dt t u u
0
) , , ( & (2.49)
... ]
) , , ( ) , , (
[
) , , (
) , (
0
0
udt
u
t u u L
dt
d
u
t u u L
u
u
t u u L
u u J
T
T

&
& &
&
&
(2.41)
Trang 156
th phng trnh Euler_Lagrange tng qut (2.47) c phim hm :
) , , ( ) , , ( ) , , , (
1
t u u t u u L t u u L
n
i
i a
& & &

=
+ = (2.50)
Trong trng hp ny ,
i
l cc h s khng ph thuc thi gian .
Khi c iu kin rng buc dng (2.45) hoc (2.49) phi gii (n+1) phng
trnh xc nh y*(t) v
i
*(t) vi i=1,2,,n .
Phng trnh Euler_Lagrange vi tn hiu iu khin b hn ch
Trong phn trn ta ch cp ti bi ton m trong tn hiu iu khin
khng c gii hn no rng buc . Trong thc t , thng gp tn hiu iu
khin c rng buc dng 1 u .
iu kin cn c cc tr : khi u(t) l ng cc tr th u+u v u-u l
nhng hm cho php . By gi ta so snh tr s phim hm ng cc tr
vi tr s ca n hm u+u v u-u . Nu min bin i ca u(t) l kn v
u(t) ngoi bin th mt trong cc hm u+u hoc u-u s ra ngoi min
cho php .
Mt trong cc bin php khc phc kh khn trn l ng cc tr bin v :
) (t u (2.51)
V d , nu 1 u , iu kin ) (t u ngha l 1 ) ( t . i bin ta c :

2
z u = (2.52)
th bin mi z s khng c iu kin hn ch v bin gii ca bin u tng
ng vi z = 0 . By gi ch tiu cht lng
=
T
dt t u u L u J
0
) , , ( ) ( & c bin
mi u = z
2
+ , t :
2 u zz = + & & &
v ch tiu cht lng J c dng :

+ + =
T
dt t z z z L J
0
2
] , 2 , [ & & (2.53)
V khng c iu kin hn ch nn phng trnh Euler_Lagrange c dng :
0 =
z
L
dt
d
z
L
&
(2.54)
y z
u
L
z
u
L
z
u
u
L
z
u
u
L
z
L
&
&
&
&
2 2

z
u
L
z
u
u
L
z
u
u
L
z
L
2
& &
&
& & &

z
u
L
u
L
dt
d
z
z
L
dt
d
&
& & &
2 ) ( 2

Trang 157
v (2.54) s c dng :
0 2 2 2 2 =
z
u
L
u
L
dt
d
z z
u
L
z
u
L
&
& &
&
&

hay : 0 2 = |
\
|
u
L
dt
d
u
L
z
&
(2.55)
Phng trnh trn tha mn vi z = 0 , ngha l ng cc tr c nhng gi
tr bin v phng trnh Euler_Lagrange vn l phim hm xut pht :

2. V d
V d 2.11 :
Tm qu trnh ti u
*
2
x u = & v
* 1
2
du
u
dt
= cc tiu ha ch tiu cht lng
J :

2
2
0
( ) ( )
T
J u u dt =
& (1)
vi iu kin u :

2 0
0
( )
T
u t dt =
(2)
v iu kin bin :

2 2
(0) ( ) 0 u u T = = (3)
iu kin u c dng :

=
T
i i
q dt t u u
0
) , , ( & (4)
Phng trnh Euler_Lagrange c dng tng qut :

2 2
0
L d L
u dt u

=
&
(5)
vi phim hm :

2
2 2 1 2 1 2
( , , ) L u u u u = + & & (6)
T 2 phng trnh trn ta c :
0 2
2 1
= u& & (7)
Do :

2
1
2
= u& & (8)

0 =
u
L
dt
d
u
L
&
Trang 158
Ly tch phn , ta c :

1
1
2
2
c t x u + = =

&

2 1
2 1
2
4
) ( c t c t t u + + =

(9)
xc nh
2 1 1
, , c c ta dng cc iu kin bin :
0 0 ) 0 (
2 2
= = c u
0
4
) (
1
2 1
2
= + = T c T T u

v iu kin u :
= + =
T
T
c
T dt t u
0
0
2 1 3 1
2
2 12
) (

T 2 phng trnh trn ta xc nh :

3
0
1
24
T
= (10)

2
0
1
6
T
c

= (11)
T qu trnh ti u l :

0 0
2 2 3
6 12
( ) ( ) u t x t t
T T

= = & (12)

2 0 0
2 2 3
6 6
( ) u t t t
T T

= (13)
tng ng vi Hnh 2.8(a) . iu khin ti u ) (
*
t x bin i tuyn tnh cn
2
u
l hm parabol .
Ta th so snh tn hao nng lng ca trng hp ny vi trng hp bi
ton ti u tc ng nhanh c c tnh thi gian nh Hnh 2.8(b) . C hai
trng hp u c cng gi tr
0
, tng ng vi phn gch sc . Ta c th
xc nh u
a
theo (2) :

/ 2 2
0
0
2 ( . )
4
T
a
a
u T
u t dt = =

0
2
4
a
u
T
= (14)
Nh vy tn hao nng lng tng ng vi :

2
2 0
3
0
16
T
a a
J u dt
T
= =
(15)
Trang 159
cn v d ta ang xt :
2
2 0
3
0
12
( )
T
J x dt
T
= =
(16)
Ngha l chng khc nhau
16
1.33
12
a
J
J
= = ln .

Hnh 2.8 : c tnh thi gian ca h tn hao nng lng ti thiu (a) v h
tc ng nhanh (b) .

V d 2.12 :
Xt bi ton ti u tc ng nhanh vi iu kin u :

2 0
0
T
u dt =
(1)

2
2 0
0
( )
T
u dt q =
& (2)
iu kin bin :

2 2
(0) ( ) 0 u u T = = (3)
Vi bi ton tc ng nhanh , t (2.49) v (2.50) ta c th vit :

2
2 2 1 2 1 2 2 2
( , , , ) 1 ( ) L u u u u = + + & (4)
Phng trnh Euler_Lagrange :

2 2
0
L d L
u dt u

=
&
(5)

1 2 2
2 0 u = && (6)
Trang 160

1
2
2
2
u

= && (7)
Ly tch phn biu thc trn ta c :

1
2 1
2
( ) ( )
2
u t x t t c
= = + & (8)

2 1
2 1 2
2
( )
4
u t t c t c
= + + (9)
Kt hp (9) vi iu kin
2
(0) 0 u = suy ra :
2
c = 0 v
1
1
2
4
c T
= .
V iu kin
2
( ) 0 u T = ta c :
0 1
1 2
2
2
6
c T
T

=

0 1
3
2
24
T

= (10)

0
1 2
6
c
T
= (11)
Th vo (8) , (9) c :

0 0
2 2 3
6 12
( ) ( ) u t x t t
T T

= = & (12)

2 0 0
2 2 3
6 6
( ) u t t t
T T

= (13)
So snh vi v d trc , ta thy qu trnh ti u l hon ton ging nhau.
V d 2.13:
Xt i tng c m hnh ton hc gn ng nh sau :
( ) ( ) ( )
*
, u x g t x f x
k i i i
+ = & [ ] n k n i , 1 ; , 1 = (1)
Trong ( )
T
n
x x x x ,..., ,
2 1
= vector trng thi ; ( ) x g
k
- hm phi tuyn
tng minh ; ( ) ( ) t x f
i i
, - hm phi tuyn khng tng minh ; ( ) t
i
- cc
nhiu ngu nhin ; u - tn hiu iu khin .
Chn hm ch tiu cht lng c dng :
( ) ( ) [ ] Min dt x x J + =
0
2 2
&
(2)
Gi thuyt Euler-Lagrange: 0 =
|
|
\
|
&
J
dt
d J

=> 0 =
& &
=> 0 ) 1 )( (
2
= s s => 0 ) 1 )( 1 )( ( = + s s s
iu kin cc tiu : 0 ) 1 )( ( = + s s
Trang 161
Trong l hm s kh vi hoc tuyn tnh tng on v ( ) 0 0 = . Hm
c la chn da trn cc yu cu v ng hc ca h thng . Lut iu
khin u m bo cc tiu ho ch tiu cht lng J c th c xc nh
bng cch gii phng trnh Euler :
0 = +
&
(3)
o hm ca hm s c dng :

= =

+

=
n
i
i
i
n
i
i
i
d
x
dx dt
d
1 1
&
& (4)
Kt hp (4) v (1) ta c :

( ) ( ) ( )
( ) ( )

=
=
= =

+

+

=

+ +

=
n
i
i
i
k
i
i i
n
k i
i i
n
i
i
i
n
i
k i i
i
d
u x g
dx
x f
dx
d
u x g x f
dx dt
d
1 1
1 1
,
,
&
&
(5)
Gii phng trnh (3) kt hp vi (5) , xc nh lut iu
*
u khin m bo
cc tiu ho hm mc tiu J v nh hng ng hc h thng chuyn
ng theo xu hng ( ) 0 lim

x
t
:

( )
( )
(
(
(

+ +
(

=

=
n
i
i
i
n
k i
i
i i
i k
x f
x x g
u
1 1
1
*
,
1
&
(6)
Lu rng lut iu khin
*
u ch c ngha khi: ( ) 0 x g
k
v 0

k
x
.
Phng trnh ng trng thi (costate epuation):
Gi s mt h thng phi tuyn c m t bi phng trnh bin trng thi:
) , , ( ) ( t u x f t x = & vi
0
t t v t
0
c nh
Vi bin trng thi
n
R t x ) ( , lut iu khin
m
R t u ) ( v hm ch tiu cht
lng J,
n
R t x ) (
+ =
T
t
dt t t u t x L T T x J
0
) ), ( ), ( ( ) ), ( (
iu khin ti u l tm ra tm ra lut iu khin u
*
(t) trong khong thi
gian xc nh [t
0
,T] J t cc tiu. Vi hm trng thi cui l:
0 ) ), ( ( = T T x Vi
p
R (*)
T
x r r ( =

&
&
Trang 162
Vy hm trng thi cui l:
3
( ( ), ) ( ) ( ) ( )
T
x T T r T R r T T
R
(
=
(

&
& &
Vi r l bn knh, l v tr gc, R: l bn knh ca qu o trn.
Vi GM = ,G: hng s gia tc trng trng tc ng ln vt khi lng M.
Kt hp hai iu kin rng buc ) , , ( ) ( t u x f t x = & v (*) thm vo ch tiu
cht lung J. Do phng trnh bin trng thi xt trong khang [ ]
0
,T t t ,
i hi tha s Lagrange ( )
n
t R l hm thi gian. V do (*) xt ti 1 thi
im, ta cn a ra h s nhn kt hp
p
R . Ch tiu cht lng c
thm vo l:
0
'
( ( ), ) ( ( ), ) [ ( , , ) ( )( ( )( , , ) )]
T
T T
t
J x T T x T T L x u t t f t x u t x dt = + + +
&
Hm Hamilton c xc nh: ) , , ( ) , , ( ) , , ( t u x f t u x L t u x H
T
+ =
Vit li hm trn:

0
'
( ( ), ) ( ( ), ) [ ( ( ), ( ), ) ]
T
T T
t
J x T T x T T H x t u t t x dt = + +
&
S tng ln ca J l hm ca s tng thm x, , , u, t s dng lut
Leibniz, ta c:
0
0
'
( ) | ( ) | |
( ) | ( ) |
[ ( ) ]
T T T T
x x T t t T T
T T
T t
T
T T T T
x u
t
dJ dx dt d
H x dt H x dt
H x H u x H x dt

= + + + +
+
+ + +
& &
& &

M:
0
0 0
| |
T T
T T T T
T t
t t
xdt x x xdt = + +

&
& (a)
Theo nh ngha: ( ) ( ) ( ) dx T x T x T dT = + & , vi dT l nh (b)
Th (a), (b) vo biu thc dJ, ta c:

= + + + + + +
+ +
+ + + +
& &
& &
&
& &
0 0
0
'
( ) | ( ) | |
( ) | ) |
[( ) ( ) ]
T T T T T T
x x T t t T T
T T T
t t
T
T T T T
x u
t
dJ dx H x x dt d
H x x dt dx dt
H x H u x H x dt
(**)
( x: bin thin ca x)
Trang 163
hm ch tiu cht lng J t gi tr nh nht th dJ=0, cho tt c cc h
s d , x, u v trong biu thc (**) bng 0.

Trnh t thiet ke bo ieu khien toi u
Vi h thng c dng: ) , , ( ) ( t u x f t x = & vi
0
t t v t
0
c nh
Hm ch tiu cht lng:
+ =
T
t
dt t t u t x L T T x J
0
) ), ( ), ( ( ) ), ( (
Hm rng buc trng thi cui: 0 ) ), ( ( = T T x
Hm Hamilton: ) , , ( ) , , ( ) , , ( t u x f t u x L t u x H
T
+ =
Phng trnh trng thi: ) , , ( t u x f
H
x =
& vi
0
t t
Phng trnh ng trng thi:
x
f
x
L
x
H
T
=
&
vi T t
iu kin xc lp:
u
f
u
L
u
H
T
= 0
iu kin bin:
Vi iu kin u x(t
0
) th iu kin cui tha mn phng trnh sau:
0 ) ( ) ( ) ( = + + + + dT H T dx
T
T
t t T
T T
x x
trong
p
R
Trong vi trng hp thi gian cui T c nh, th dT=0 khi phng trnh
trn tr thnh:
T
x
T
=

) (

V d 2.14 :
Xc nh iu khin ti u bng phng php tnh gn ng.
Cho h phi tuyn sau: u x x + =
3
&
Vi iu kin
2
1
) 0 ( = x
Hm ch tiu cht lng dng ton phng:
2
2 2 2
0
1 1
(2) ( )
2 2
J x x u dt = + +

a. Vit phng trnh trng thi v ng trng thi, iu kin xc lp, iu
kin bin. Kh u(t) t phng trnh trng thi v ng trng thi.
b. Chng minh rng nu x(t) c gi tr nh trong on [0,2] th ga tr gn
ng ca nghim phng trnh ng trng thi l:
3
x x = .
c. Vi gi tr va tnh c trn, tnh bin trng thi x(t).
d. Tm hm iu khin ti u gn ng.
Trang 164
Ch : tnh gi tr gn ng cu c th gi tr x(t) phi nh.
Gii:
a. Phng trnh trng thi v phng trnh ng trng thi:
Xt h phi tuyn: u x x + =
3
&
Hm ch tiu cht lng dng ton phng: dt u x x J
+ + =
2
0
2 2 2
) (
2
1
) 2 (
2
1

Lp hm Hamilton:
) ( ) (
2
1
) , , ( ) , , ( ) , , (
3 2 2
u x u x t u x f t u x L t u x H
T T
+ + + = + =
Phng trnh bin trng thi: u x
H
x + =
=
3
& ( ) 1
2
3x x
x
f
x
L
x
H
T
=
=
&
( ) 2
iu kin dng: + =
= u
u
H
0 ( ) 3
iu kin bin:
+ iu kin u
2
1
) 0 ( = x
+ iu kin cui tha mn
+ ) ( ] ) ( [ T dx T x
T
T
0 )] ( ) (
2
1
[
3 2 2
= + + + dT u x u x
T
T

Thi gian cui T=2 nn 0 = dT suy ra: ) 2 ( ) 2 ( 0 ) 2 ( ) 2 ( = = x x
T phng trnh (3) ta c = u , thay vo phng trnh (1) ta c
phng trnh bin trng thi: =
3
x x&
T (2) ta c phng trnh ng trng thi:
2
.
3x x =

b. T h phng trnh
=
=

2
3
3x x
x x
&
&

Ta c
=
=
) ( 3
3 2
3
x x x x
x x
&
&
&

= dt x x dt x x dt &
&
2 5
3 ) 3 (

3 5
) 3 ( x dt x x =

Trin khai Maclorank biu thc x x +
5
3 ti im x(t) nh ln cn im 0:
x dt x x
) 3 (
5
.
Vi nhng gi tr ca x(t) nh trong khong thi gian [0,2] nn:
3
x x =
Trang 165
c. Vi
3
x x = thay vo phng trnh (1): x x x x x = = ) (
3 3
&
t
Ce t x

= ) ( vi iu kin x(0)=1/2 ta c:
2
1
2
1
) 0 (
0
= = = C Ce x

d. Vi x(t) nh ta c
3
x x =
Theo kt qu cu trn:
t t
e e t t x t x t
3 3
8
1
2
1
) ( ) ( ) ( ) (

= =
V:
t t
e e t t u

= =
2
1
8
1
) ( ) (
3

V d 2.15:
Cho h thng gim xc ca t c phng trnh tan hc:
u ky y m = + & &
trng thi au y(0)=0, 0 ) 0 ( = y& ti trng thi cui y(T)=h, 0 ) ( = T y& . Vi
hm ch tiu cht lng
=
T
dt u J
0
2
2
1
.
Trong :
m- khi lng, k- h s n hi, u- lc tc dng theo hng ln trn
y- lng dch chuyn theo phng ng
a. Vit phng trnh bin trng thi vi : [ ]
T
y y x & =
b. Vit phng trnh ng trng thi, iu kin xc lp v iu kin bin.
Kh u(t) t phng trnh trng thi v phng trnh ng trng thi.
c. Tm nghim phng trnh ng trng thi khi bit gi tr (T). Tm bin
trng thi x(t) khi bit (0) v bit x(0).
d. S dng iu kin bin tm (0) vi m=k=1; T=2; h= - 3
e. Tm lut iu khin ti u v qu o trng thi ti u.
f. Chng t rng [ ]
T
h T x 0 ) (
*
= tha mn yu cu.
Gii:
a. He phng trnh trang thai:
t:
+ =
=
=
=
u
m
x
m
k
x
x x
y x
y x
1
1 2
2 1
2
1
&
&
&

Phng trnh trng thi ca h thng:
(
(
+
(
(
(
=
(
m
x
x
m
k
x
x
1
0
0
1 0
2
1
2
1
&
&
u
Vy
t
e t x

=
2
1
) (

Trang 166
b. Phng trnh ng trng thi, iu kin xc lp v iu kin bin:
Lp hm Hamilton: ) (
2
2
Bu Ax
u
H
T
+ + =
Phng trnh bin trng thi: Bu Ax
H
x + =
& ( ) 1
T
T
A
x
f
x
L
x
H
=
=
&
( ) 2
iu kin dng:
T
B u
u
H
+ =
= 0 ( ) 3
iu kin bin: iu kin u 0 ) 0 ( ) 0 ( = = y x , iu kin cui 0 ) ( = T
T phng trnh (3):
T
B u = , thay vo biu thc (1) v (2) ta c:
B B Ax x
T
= & .
T phng trnh (2):
T
A =
&

c. Nghim phng trnh ng trng thi:
T phng trnh : A =
&
ta c ) ( ) (
) (
T e t
t T A

=
Thay vo phng trnh trng thi ta c:
) (
) (
T Be B Ax B B Ax x
t T A T T

= = &
Bin i Laplace: )
) ( 2
1
) ( 2
1
(
) 0 (
) (
A s A s
e
A
B B
A s
x
s X
AT
T
+
+

+
=
Bin i ngc Laplace: ) sinh( ) ( ) 0 ( ) ( At e T
A
B B
x e t x
AT
T
AT
=

Trong
2
) sinh(
At At
e e
At
=
[ ] e T
A
B B
T x
AT
T
1 ) (
2
) (
2
= ( ) 4

d. Tm (0):
T phng trnh (4) v iu kin bi ton ta c
[ ] h e T
A
B B
T x
AT
T
3 1 ) (
2
) (
2
= = =
) 1 (
6
) (
2
=
AT T
e B B
A
T

) 2 sinh(
3
) 0 (
) sinh(
3
) (
*
A B B
A
AT B B
Ae
t
T T
At
= =

( ) 5
Trang 167
Trong :
(
=
(
=
1
0
,
0 1
1 0
B A

e. Lut iu khin ti u v qu o trng thi ti u:
T (5) suy ra lut iu khin ti u:
) sinh(
3
) sinh(
3
) ( ) (
* *
AT B
Ae
AT B B
Ae
B t B t u
At
T
At
T T

= = =
Qu o trng thi ti u
) sinh(
) sinh( 3
) sinh(
) sinh( .
3 .
) sinh( ) ( * ) (
*
AT
At e e
At e
AT A B B
Ae B B
At e t
A
B B
t x
AT At
AT
T
At T
AT
T
= = =

(6)
f. Chng minh [ ]
T
h T x 0 ) (
*
= tha yu cu:
T (6) 3
) sinh(
) sinh( 3
) (
*
= =
AT
AT e e
T x
AT AT

Vy [ ]
T
T x 0 3 ) (
*
=

V d 2.16 :
Cho h thng ri rac: 1
1
+ =
+ k k k
u x x
Hm ch tiu cht lng:
=
=
1
0
2
2
1
N
k
k
u J , N=2, x
2
=0
a. Vit li phng trnh trng thi v phng trnh ng trng thi bng
phng php kh u
k.
b. Gi s cho
2
, tm
1 0
, theo
2
v cc bin trng thi. S dng biu
thc ny biu din x
2
theo
2
v x
0
. T tm mt phng trnh bc
4, n
2
, theo trng thi x
0.
c. Nu x
0
= 1, bin trng thi & lut iu khin ti u v ch tiu cht lng
ti u.
Gii:
a. Phng trnh trng thi v phng trnh ng trng thi:
Lp hm Hamilton: ) , ( ) , ( ) , (
1 k k
k T
k k k
k
k k
k
u x f u x L u x H
+
+ = (1)

T
k k k
k
k k
k
u x
u
u x H
1
2
) 1 (
2
) , (
+
+ + = (2)
Phng trnh trng thi: 1
1
1
+ =
=
+
+ k k
k
k
k
u x
H
x
(3)
Trang 168
Phng trnh tha s Lagrange:
T
k k
k
k
k
u
x
H
1 +
=
= (4)
iu kin tnh:
T
k k k
k
k
x u
u
H
1
0
+
+ =
= (5)
T (5) ta suy ra u
k
:
T
k k k
x u
1 +
=
Th u
k
vo (3) v (4), ta c phng trnh trng thi v tha s Lagrange
khng ph thuc u
k
nh sau:
2
1 +
=
k k k
x v 1
1
2
1
+ =
+ + k k k
x x

b. Tm phng trnh bc 4, n
2
, theo trng thi x
0.
Theo kt qu trn:
2
1 +
=
k k k
x v 1
1
2
1
+ =
+ + k k k
x x
Theo cng thc quy np:
2
1 0 0
x = ,
2
2 1 1
x = , 1
2
2
1 2
+ = x x
Vi iu kin x
2
=0 th:
2
1 2
2
1 2
1
0 1
= = + = x x x
Th x
1
va tm c vo
2
2 1 1
x = ta suy ra:
2 2 1
m =
Ta c h phng trnh:
+ =
+ =
1
1
2
2
1 2
1
2
0 1
x x
x x
(6)
Th
1
v x
1
vo (6):
+ =
+ =
1
1
2
2
1 2
2 2
2
0 1

x x
x x

Vy x
2
biu din theo
2
v x
0
l
:
1 2
2 2
2
2
2
0
4
2
4
0 2
+ = x x x vi 1
2 2
2
0 1
+ = x x

1 2
2 2
2
2
2
0
4
2
4
0 2
+ + = x x x vi 1
2 2
2
0 1
+ = x x

Cho x
2
= 0, ta c phng trnh bc bn, n
2
theo x
0
0 1 2
2 2
2
2
2
0
4
2
4
0
= + + x x vi 1
2 2
2
0 1
+ = x x (Trng hp 1)
0 1 2
2 2
2
2
2
0
4
2
4
0
= + x x vi 1
2 2
2
0 1
+ = x x (Trng hp 2)

c. Tm bin trng thi, lut iu khin ti u, v ch tiu cht lng ti u
Trng hp 1:
Vi iu kin x
0
= 1,Ta c phng trnh sau: 0 1 2
2 2
2
2
4
2
= + +
Gii phng trnh c cc nghim nh sau:
5249 . 0
1 _ 2
= 49 . 1
2 _ 2
=
Trang 169
i 3584 . 1 3439 . 0
3 _ 2
+ =
i 3584 . 1 3439 . 0
4 _ 2
=
i 6253 . 0 3438 . 0
5 _ 2
+ =
i 6253 . 0 3438 . 0
6 _ 2
=
i 513 . 0 0076 . 1
7 _ 2
+ =
i 513 . 0 0076 . 1
8 _ 2
=
T tp nghim ca
2
ta chn c
2
ti u l 5249 . 0
2
=
Kt hp 5249 . 0
2
= , 1
0
= x

v N = 2
Ta c c day tha s Lagrange nh sau:
38 . 0
1 2 2 1
= =
1444 . 0
0
2
1 0 0
= = x
Trng thi x
1
:
38 . 1 1
1
2
0 1
= + = x x
T
k k k
x u
1 +
= Do
T
k 1 +
l i lng v hng nn
1 1 + +
=
k
T
k

38 . 0
1 0 0
= = x u
724 . 0
2 1 1
= = x u
Ch tiu cht lng J ca h thng: 3343 . 0
2
1
2
1
2
0
1
0
2
1
= + = =

=
u u u J
N
k
k

Trng hp 2:
Vi iu kin x
0
= 1, ta c phng trnh sau: 0 1 2
2 2
2
2
4
2
= +
Gii phng trnh c cc nghim nh sau:
5249 . 0
1 _ 2
=
49 . 1
2 _ 2
=
i 3584 . 1 3439 . 0
3 _ 2
+ =
i 3584 . 1 3439 . 0
4 _ 2
=
i 6253 . 0 3438 . 0
5 _ 2
+ =
i 6253 . 0 3438 . 0
6 _ 2
=
i 513 . 0 0076 . 1
7 _ 2
+ =
i 513 . 0 0076 . 1
8 _ 2
=
T tp nghim ca
2
ta chn c
2
ti u l 5249 . 0
2
=
Kt hp 5249 . 0
2
= , 1
0
= x

v N = 2
Ta c c day tha s Lagrange nh sau:
38 . 0
1 2 2 1
= =
1444 . 0
0
2
1 0 0
= = x
Trng thi x
1
:
62 . 0 1
1
2
0 1
= + = x x

T
k k k
x u
1 +
= Do
T
k 1 +
l i lng v hng nn
1 1 + +
=
k
T
k

38 . 0
1 0 0
= = x u

170 Trang
325 . 0
2 1 1
= = x u
Ch tiu cht lng J ca h thng: 125 . 0
2
1
2
1
2
0
1
0
2
2
= + = =

=
u u u J
N
k
k

So snh 2 trng hp theo ch tiu cht lng ti u
*
J ca h thng
ta chn trng hp 2.
Kt lun
Trng thi ti u: 62 . 0
1
= x
Tha s Lagrange ti u:
=
=
38 . 0
1444 . 0
1
0

Gi tr lut iu khin ti u:
= =
= =
325 . 0
38 . 0
2 1 1
1 0 0
x u
x u

Ch tiu cht lng ti u J
*
ca h thng: 125 . 0
2
1
2
0
*
= + = u u J

V d 2.17 :
Cho h thng c phng trnh ri rc nh sau:
k k k
bu ax x + =
+1

trong x
k
, u
k
l cc i lng v hng v hm ch tiu cht lng :
( )
=
+ + =
1
0
3 3 3
3
1
3
1
N
k
k k N N
ru qx x S J

a. Vit phng trnh trng thi ca h thng, phng trnh ng trng thi
v biu thc iu kin dng.
b. Khi no ta c th gii c u
k
? Vi iu kin vit li cng thc trng
thi h thng khng c u
k
.
c. Gii bi ton iu khin vng h ( vi x
N
c nh, S
N
=0 v q=0).
Gii:
a. Phng trnh trng thi, ng trng thi v biu thc iu kin dng.
Lp hm Hamilton: ) , ( ) , ( ) , (
1 k k
k T
k k k
k
k k
k
u x f u x L u x H
+
+ =
) ( ) (
3
1
1
3 3
k k k k k
bu ax ru qx + + + =
+
(1)
Phng trnh trng thi ca h thng:
k k
k
k
k
bu ax
H
x + =
=
+
+
1
1
(2)
Phng trnh ng trng thi: a qx
x
H
k k
k
k
k 1
2
+
+ =
= (3)
iu kin dng:
1
2
0
+
+ =
=
k k
k
k
b ru
u
H
(4)

171 Trang

r
b
u
k
k
1 2 +
=

(5)
iu kin bin: 0 ) ( =
N
T
N
N
dx
x
v 0 ) ( =
i
T
i
i
dx
x
H

b. Vit li cng thc trng thi h thng khng c u
k
.
T phng trnh (5) ta rt ra:
r
b
u
k
k
1 +
=

(6)
iu kin gii c
k
u
l biu thc trong cn dng. Nu trng s
iu khin r dng th b v
1 + k
phi tri du.
Vi iu kin ta c biu thc trng thi h thng khng c u
k
:
) (
1
1
r
b
b ax x
k
k k
+
+
+ =

(7)

c. Gii bi ton iu khin vng h
T cng thc (6) ta ch cn tm c
1 + k
th ta c th xc nh lut iu
khin ti u.
xc nh
1 + k
ta tin hnh cc bc sau:
Xt trng hp
r
b
u
k
k
1 +
=

, ta c: ) (
1
1
r
b
b ax x
k
k k
+
+
+ =

t
r
b
b M

= suy ra
2 1
1 1 + +
+ =
k k k
M ax x (8)
V
=
=
1
0
3
3
1
N
k
k
ru J

Phng trnh (3) c vit li: a
k k 1 +
= (9)
T (9) c th vit li theo
N
:
N
k N
k
a

= (10)
Ta xc nh
N
thng qua biu thc quan h gia
N
v
N
x . Th (10)
vo (8) ta c biu thc :
2 1 2 1 ) 1 (
1 N
k N
k k
Ma ax x

+
+ =
Vit li biu thc trn:
2
3
2
3
2 1 ) 3 2 ( 2 1
0
1
1
+ =
a
a
a M x a x
k
k N
N
k
k
(11)
xc nh c
N
ta da vo iu kin bin.

172 Trang
Xt iu kin bin: v trng thi u
0
x c nh nn 0
0
= dx suy ra
tho iu kin 0 ) ( =
i
T
i
i
dx
x
H
. ng thi trng thi cui
N N
r x = cng
c nh nn 0 =
N
dx suy ra tho 0 ) ( =
N
T
N
N
dx
x
.
Phng trnh (11) c th c vit li khi thay k = N:
2
3
2
3
2 1 ) 3 3 ( 2 1
0
1
1
+ =
a
a
a M x a x
N
N
N
N
N
(12)
C th vit li:
2 1
0 N
N
N
V x a x + = (13)
Vi:
2
3
2
3
2 1 ) 3 3 (
1
1
=
a
a
Ma V
N
N
(14)
Thay
N N
r x = vo (13) ta c:
2 0
) (
V
x a r
N
N
N
= lun dng (15)

Suy ra b phi m theo iu kin c ngha ca
k
u .
T cng thc (15) v (10) xc nh c
k
:
2 0
) (
V
x a r
a
N
N k N
k
=

(16)
T xc nh
k
u :
r
ba
V
x a r
r
b
u
k N N
N k
k
1
0 1

+
= =

(17)
Vi
k
u khi k chy t 0 n N-1, s li h thng t im u
0
x n
im cui
N N
r x = sao cho hm ch tiu cht lng t gi tr ti thiu.
(17) c th vit li:
( )
2 / 3
2 / 3
2 / 3
1
0
1
1
N
k N N
N
k
a
a
ba
a x a r
u
(18)
Vy trong trng hp trng thi cui c nh th
k
u c lp vi trng s
iu khin r.
k
u cn gi l iu khin vng h. N ch ph thuc vo
iu kin u v iu kin cui m khng ph thuc vo trng thi trung
gian
k
x .
Tip theo ta xc nh trng thi ti u
*
k
x v
*
0
J vi nh hng
k
u .
)
1
1
(
) (
2 3
2 3
2 3
1
0 * * * *
1
N
k N N
N
k k k k
a
a
a
a x a r
ax bu ax x
+ = + =

+
(19)

173 Trang
Vit li (19):
1 * *
1

+
+ =
k N
k k
a D ax x (20)
Vi : )
1
1
(
) (
2 3
2 3
2 3
0
N
N
N
a
a
a
x a r
D

Suy ra: )
1
1
(
2
3
2
3
2 1 ) 3 2 (
0
*
+ =
a
a
Da x a x
k
k N k
k
(21)
Vy
*
k
x l s kt hp tuyn tnh bin i theo thi gian ca
0
x v
N
r .
Hm ch tiu cht lng ca h thng ng vi
k
u :
2
3
2
3
2 / 3 ) 1 (
2 / 3
2 / 3
3
3
0
1
0
* *
0
1
1 ) ( ) (
3
1
3
1 3

= =

a
a
a
r
b
V
x a r r
ru J
N
N
N
N
N
k
k

2.2.2 Phng php quy hoch ng Bellman
1. Gii thiu
Phng php quy hoch ng c da trn nguyn l ti u s khai ca
Bellman :
Mt chin lc ti u c tnh cht khng ph thuc vo nhng quyt nh
trc ( v d nh nhng lut iu khin ) song cc quyt nh cn li
phi cu thnh nn chin lc ti u c lin quan vi kt qu ca nhng
quyt nh truc .
Nguyn l ti u ca Bellman : Bt k mt on cui cng no ca qu
o ti u cng l mt qu o ti u .
Nguyn l ny gii hn xem xt trn mt s cc ch tiu ti u . N ch ra
rng phng n ti u phi c xc nh t trng thi cui i ngc v
trc .
iu kin p dng : nguyn l ti u Bellman l mt phng php s , ch
p dng c khi h thng c phn cp iu khin v ta bit trc s
mt li c xy dng bng thc nghim .
V d n gin sau s ch ra nhng vn mu cht ca phng php ny.
Bi ton ng bay ca my bay
Mt my bay bay theo hng t tri sang phi qua cc im a, b, c tng
trng cho cc thnh ph vi mc nhin liu cn thit hon tt mi chng
ng c lit k hnh 2.9. Chng ta s dng nguyn l ti u ca
Bellman gii bi ton cc tiu ha nhin liu tiu hao .


174 Trang
Gii:

Hnh 2.9 : Lut iu khin nng lng tiu hao ti thiu .

Lit k cc trng thi k t 0 n 4 trong qu trnh ra quyt nh nh
Hnh 2.9 (u mi tn v con s trong khung bc u c th cha cn
quan tm). Ti mi gi tr 1 ,.... 1 , 0 = N k phi c mt quyt nh , v
N l trng thi cui .
S hng: n = 2
S ct : m = 2
-1

175 Trang
Vy s cp: N = n + m = 2 + 2 =4
i t cp 0 n cp 4, ti cc nt ta xt chi ph tiu hao (CPTH) l nh
nht (theo nguyn l ti u ca Bellman):
Cp 0 (k=N=4):
Nt i: CPTH = 0, do mi bt u i.
Cp 1 (k=3):
Nt f: CPTH = 4 + 0 = 4, 4 : gi tr tiu hao khi i t i n f
Nt h: CPTH = 2 + 0 = 2
Cp 2 (k=2):
Nt c: CPTH = 3 + 4 = 7
Nt e: CPTH = 4 + 3 = 7, t f n e
CPTH = 2 + 2 = 4, t h n e
Do chi ph tiu l nh nht nn: CPTH = 4, t h n e
Nt g: CPTH = 2 + 4 = 6, t h n g
Cp 3 (k=1):
Nt b: CPTH = 7 + 2 = 9, t c n b
CPTH = 4 + 1 = 5, t e n b
Do chi ph tiu l nh nht nn: CPTH = 5, t e n b
Nt d: CPTH = 4 + 3 = 7, t e n d
CPTH = 6 + 2 = 8, t g n d
Do chi ph tiu l nh nht nn: CPTH = 7, t h n e
Cp 4 (k=0):
Nt a: CPTH = 5 + 3 = 8, t b n a
CPTH = 7 + 1 = 8, t d n a
Do chi ph tiu bng nhau trn 2 qung ng nn: CPTH =
8, t b n a hay t d n a

Nh vy bng cch ln lt gim k t N n 0, kt qu CPTH tnh ti cc
cp c biu din nh Hnh 2.9.
Ch rng khi k = 0, lut iu khin c th l 1
0
= u hoc 1
0
= u cng cho
chi ph l 8 ; lut iu khin khi k = 0 l duy nht .
Vy c hai ng i t a n i vi cng mt chi ph l 8 :
i h e b a ( ng nt m ) v i h e d a ( ng nt
t ) . Hin nhin gii php ti u trong quy hoch ng l khng duy nht .
Cui cng chng ta ch ra rng nguyn l ti u ca Bellman gip gim s
lng php tnh ton cn thit bng cch gim s lng cc la chn c th
thc hin .


176 Trang
2. H ri rc
Phng php quy hoch ng cng c th d dng p dng cho h phi tuyn
Ngoi ra , nu c cng nhiu iu kin rng buc i vi tn hiu iu khin
v bin trng thi th ta c c li gii cng n gin .
t :
( )
1
,
k
k k k
x f x u
+
= (2.56)
vi s m k trn f th hin s thay i theo thi gian . Gi nh kt hp vi
hm ch tiu cht lng :
( ) ( )
1
( ) , ,
N
k
i i N k k
k i
J x N x L x u
=
= +
(2.57)
vi [ ] , i N l thi gian ly mu . Chng ta cn ch ra s ph thuc ca J i
vi trng thi v thi gian u .

Gi s ta c c tn hao ti u ( )
1 1 k k
J x
+ +
t thi im 1 k + n thi
im cui N ng vi nhng phng n kh thi
1 + k
x , v chui cc phng
n ti u t thi im 1 + k n N cho mi
1 + k
x .
Ti thi im k , nu ta p dng mt lut iu khin
k
u bt k v s dng
mt chui lut iu khin ti u k t v tr 1 + k , lc tn hao s l :
( ) ( )
1 1
,
k
k k k k k
J L x u J x
+ +
= + (2.58)
vi
k
x l trng thi thi im k , v
1 + k
x c cho bi (2.56) . Theo
nguyn l Bellman th tn hao ti u t thi im k s l :
( ) ( ) ( ) ( )
1 1
min ,
k
k
k k k k k k
u
J x L x u J x

+ +
= + (2.59)
v lut iu khin ti u
*
k
u ti thi im k l
k
u lm cho tn hao t cc
tiu .
Phng trnh (2.59) chnh l nguyn l ti u cho h ri rc . Vai tr quan
trng ca n l c th cho php chng ta ti u ha mt vector iu khin
ti thi im a bng cch tnh ngc t N.
Trong thc t, ta c th nh r cc iu kin rng buc c thm vo
chng hn nh yu cu lut iu khin
k
u thuc v mt tp hp cc lut
iu khin c chp nhn .

V d 2.18 :
Xt h :

k k k
u x x + =
+1
(1)
c hm ch tiu cht lng :

177 Trang

1
2 2
0
0
1
2
N
N k
k
J x u
=
= +

(2)
vi thi im cui cng N = 2 . Tn hiu iu khin b rng buc ly cc gi
tr :
1, 0.5, 0, 0.5,1
k
u = (3)
v bin trng thi b rng buc ly cc gi tr :
0, 0.5,1,1.5
k
x = (4)
iu kin rng buc i vi tn hiu iu khin khng phi l khng c l
do , tn hiu iu khin ti u thi gian ti thiu ch ly cc gi tr 1 ( v d
2.17 ), trong khi tn hiu iu khin ti u nhin liu ti thiu nhn cc gi
tr 0 , 1 . iu kin rng buc i vi bin trng thi trong bi ton ny
cng hp l , v nu trng thi ban u ly mt trong cc gi tr chp nhn
c (4) , th di nh hng ca cc tn hiu iu khin cho php (3) cc
trng thi sau s ly cc gi tr nguyn v bn nguyn . iu kin rng
buc (4) c th vit li l
0
0, 0.5,1,1.5 x = v
0 1.5
k
x (5)
y l iu kin xc thc v rng buc bin v trng thi , thng l hp
l trong cc tnh hung vt l .
By gi , bi ton iu khin ti u l tm dy tn hiu iu khin chp nhn
c
0
u
,
1
u
sao cho ch tiu cht lng

0
J t gi tr cc tiu trong khi to
ra qu o trng thi chp nhn c
0 1 2
, , x x x

. Chng ta mun
k
u
c xc
nh nh l lut iu khin hi tip trng thi .
Theo (2.58) ta c :

2
1
1
2
k k k
J u J
+
= + (6)
( ) min
k
k k
u
J J
= (7)
tm
k
u
v
k
J
ng vi mi
k
x . Ta xut pht t trng thi cui cng .
k = N = 2 :
2
2 2

= J x
ng vi mi gi tr 0, 0.5,1,1.5
N
x = ta c cc gi tr 0, 0.25,1, 2.25
N
J
= .
k = 1 :
2
1 2 2
/ 2 J u J
= +
-
1
1.5 x = : v
2 1 1
x x u = + v
2
0 1.5 x nn ta ch xt cc gi tr
1
0 u

1
0 u =
2
1.5 0 1.5 x = + =
2
2.25 J
=

2 2
1 2 2
/ 2 0 / 2 2.25 2.25 J u J
= + = + =

1
0.5 u = ( )
2
1.5 0.5 1 x = + =
2
1 J
=

178 Trang
( )
2
1
0.5 / 2 1 1.125 J = + =

1
1 u = ( )
2
1.5 1 0.5 x = + =
2
0.25 J
=
( )
2
1
1 / 2 0.25 0.75 J = + =
Nh vy , tn hiu iu khin ti u vi
1
1.5 x = l
1
1 u
= v tn hao ti
u l
1
0.75 J
= . Ta c c s nh sau vi mi tn ch ra trng thi ti

u .

Tng t nh vy cho cc trng hp cn li ca
1
x . Tip tc vi trng
thi 0 k = . Cui cng ta s c li kt qu nh Hnh 2.10.

3. Phng php iu khin s
Chng ta c th ri rc ha , gii bi ton ti u cho h ri rc v sau
dng khu gi bc khng to ra tn hiu iu khin s .
Cho h thng :
( , , ) x f x u t = & (2.60)
Vi hm ch tiu cht lng :
( ) ( ) ( ) ( ) ( ) ( )
0
0 , , ,
T
J x T T L x t u t t dt = +
(2.61)
ri rc h thng vi chu k ly mu giy, ta c th s dng hm xp
x bc 1 :
( )
1
( ) /
k k
x k x x
+
= & (2.62)
Vit (2.60) di dng :
( )
1
, ,
k k k k
x x f x u k
+
= + (2.63)
cho n gin ta nh ngha : ( )
k
x x k , ( )
k
u u k
nh ngha hm ri rc :
( ) ( ) , , ,
k
k k k k k
f x u x f x u k + (2.64)
Khi ta c th vit :

179 Trang
( )
1
,
k
k k k
x f x u
+
= (2.65)
Phng trnh ny ng vi (2.56) .
ri rc ho hm ch tiu , ta c th vit :
( ) ( ) ( ) ( ) ( ) ( )
( ) 1
1
0
0 , , ,
k
N
k
k
J x T T L x t u t t dt
=
= +

(2.66)

Hnh 2.10 : Li kt qu ca bi ton ti u gii bng phng php quy
hoch ng cho v d 2.18 .


180 Trang
Trong :
T
N = (2.67)
S dng hm xp x bc 1 cho mi i lng tch phn :
( ) ( ) ( ) ( )
1
0
0 , , ,
N
k k
k
J x T T L x u k
=
= +
(2.68)
nh ngha hm ri rc :
( )
0
0 J J
( ) ( ) ( )
, ,
S
N
N x x N N
( ) ( ) , , ,
k
k k k k
L x u L x u k (2.69)
Khi ta c :
( ) ( ) ( )
1
0
0 , ,
N
S k
N k k
k
J N x L x u
=
= +
(2.70)
y l cng thc (2.57) .
Trong trng hp h thng tuyn tnh bt bin theo thi gian vi ch tiu
cht lng dng ton phng :
x Ax Bu = + & (2.71)
( ) ( ) ( ) ( ) ( )
0
1 1
0
2 2
T
T T T
J x T S T x T x Qx u Ru dt = + +
(2.72)
S dng hm xp x bc nht ri rc ho h thng tr thnh :
( )
1 k k k
x I A x B u
+
= + + (2.73)
( ) ( )
1
0
1 1
0
2 2
N
T T S T S
N N N k k k k
k
J x S x x Q x u R u
=
= + +
(2.74)
Trong :
( )
N
S S N (2.75)
Q Q
S
= (2.76)
R R
S
= (2.77)

Tuy nhin trong trng hp ny ta c th lm tt hn xp x Euler (2.73)
bng cch s dng chnh xc phng trnh trng thi (2.71) bao gm b ly
mu v khu gi bc 1 :

k
S
k
S
k
u B x A x + =
+1
(2.78)
Trong :

A S
e A = (2.79)

181 Trang

( )
0
S A
B e B dt
(2.80)
Cng thc Caley-Hamilton :
1
1 1 0
...

+ + + =
n
n
A
A C A C I C e

Khi h thng ny c ri rc ho, phng php quy hoch ng c
th c p dng tnh
*
k
u nh trong phn ri rc. iu khin s p dng
trong thc t c th hin nh sau :
( )
k
u t u
= , ( ) 1 k t k + (2.81)
s dng phng php quy hoch ng, bin trng thi v gi tr iu
khin trc ht phi c lng t ho & c gii hn theo mt s tp gi
tr c th chp nhn. Mc lng t cng tt th tn hiu s cng chnh
xc; tuy nhin khi s lng c th chp nhn c ca x
k
v u
k
tng th khi
lng tnh ton tm
*
k
u cng tng theo. Vn ny c th nhanh chng
gy kh khn k c i vi cc my tnh ln .

2.2.3 Nguyn l cc tiu Pontryagin _ Hamilton
1. Nguyn l cc tiu ca Pontryagin.
Cho h thng :
) , , ( t u x f x = & (2.82)
Kt hp hm ch tiu cht lng :
( ) ( )
+ =
T
t
dt t u x L T T x t J
0
0
) , , ( , ) ( (2.83)
Trng thi cui phi tha :
( ) ( )
, 0 x T T = (2.84)
v x(t
0
) c cho trc .
iu kin bi ton ti u l :

u
H
= 0 (2.85)
vi ( , , , ) ( , , ) ( , , )
T
H x u t L x u t f x u t = + (2.86)
Gi s hm iu khin u(t) l rng buc trong mt vng gii hn cho php ,
c ngha l gi tr yu cu c ln nh hn gi tr cho . iu kin
dng thay bng iu kin tng qut :
( , , , ) ( , , , ) H x u t H x u u t

+ Tha tt c gi tr u
Du * th hin ch s cht lng ti u . M bt k s bin thin no trong
b iu khin ti u xy ra ti thi im t ( trong khi trng thi v bin trng
thi nu c duy tr ) s tng n gi tr ca hm Hamilton . iu kin ny
c vit nh sau:
( , , , ) ( , , , ) H x u t H x u t

Tha tt c gi tr u (2.87)

182 Trang
Yu cu ti u biu thc (2.87) c gi nguyn l cc tiu Pontryagin :
Hm Hamilton phi c cc tiu ha tt c cc gi tr u cho gi tr ti
u ca trng thi v bin trng thi .
Chng ta s thy nguyn l cc tiu hu dng nh th no . c bit ch
khng th ni rng biu thc ( , , ) ( , , , ) H x u H x u t

chc chn phi
ng .

V d 2.19 :
Ti u ha vi nhng rng buc
Gi s chng ta mun ti u cc tiu hm :
L =
2
1
u
2
2u + 1 (1)
Vi iu kin : u 1 (2)
Xem Hnh 2.11 .
Nguyn l cc tiu: L(u
*
) L(u) tha u (3)

Hnh 2.11 : Ti u ho vi nhiu iu kin rng buc .

D dng thy c gi tr ti u ca u l :
u
*
= 1 (4)
Gi tr ti u ca L l :
L
*
= L(1) = -
2
1
(5)
Gi tr nh nht khng rng buc tm c bng cch gii :

u
L
= u -2 = 0 (6)
nhn c :
u = 2 (7)
-1
0 1 -1
-1/2
2
u
L(u)
Vung co the ieu khien

183 Trang
v :
L(2) = -1 (8)
nh hn (5) ; nhng u=2 th khng nm trong khon 1 u .
2. iu khin Bang-Bang
Chng ta hy tho lun bi ton ti thiu thi gian tuyn tnh vi ng vo
rng buc . Cho h thng :
x& = Ax + Bu (2.88)
vi ch tiu cht lng :
J(t
0
) =
T
t
dt
0
1 (2.89)
Vi T t do . Gi s hm iu khin phi tha mn iu kin sau :
( ) 1 u t [ ]
0
, t t T (2.90)
Bi ton ti u t ra l tm tn hiu iu khin u(t) cc tiu ho J(t
0
) ,
tha mn iu kin (2.90) vi t , i t trng thi x(t
0
) n trng thi cui
cng x(T) tha cng thc (2.84) ca hm .
Hm Hamilton cho vn ny l :
1 ( )
T T
H L f Ax Bu = + = + + (2.91)
iu kin dng c tm thy l : 0 = =
u
H
B
T
(2.92)
N khng cha u bi v hm Hamilton tuyn tnh i vi u . R rng , H
cc tiu chng ta nn chn u(t) sao cho
T
(t)Bu(t) cng nh cng tt ( c
ngha l gi tr cng xa v pha bn tri trn trc ta thc ;
T
Bu = - l
gi tr nh nht ) . Nu khng c s rng buc no trn u(t) , th iu ny s
cho ra nhng gi tr v hn ( dng hoc m ) ca nhng bin iu khin .
Vi kt qu ny , bi ton ti u t ra phi c nhng iu kin rng buc
i vi tn hiu iu khin .
Theo nguyn l cc tiu Pontryagin (2.87) , hm iu khin ti u u
*
(t) phi
tha mn :
1 ( ) ( ) 1 ( ) ( )
T T
Ax Bu Ax Bu

+ + + +
( ) ( )
T T
Bu Bu

(2.93)
i vi tt c gi tr u(t) cho php . iu kin ny cho php chng ta biu
din u
*
(t) di dng bin trng thi . thy iu ny , trc tin chng ta
tho lun v trng hp mt ng vo .
t u(t) l mt i lng v hng v t b tng trng cho vector ng vo .
Trong trng hp ny d dng chn u
*
(t) ti thiu
T
(t) Bu(t) . ( Ch :
gi tr nh nht ngha l
T
(t)Bu(t) nhn mt gi tr cng gn - cng tt ) .

184 Trang
Nu
T
(t)B l gi tr dng , chng ta nn chn u(t) = -1 lm cho
T
(t)Bu(t)
c gi tr m nht . Mt khc , nu
T
(t)B l gi tr m , chng ta nn chn
u(t) gi tr cc i l gi tr 1 gi tr
T
(t)Bu(t) cng m cng tt . Nu
gi tr
T
(t)Bu(t) bng zero ti thi im t , khi u(t) c th nhn bt c gi
tr no ti thi im ny .
Quan h gia iu khin ti u v bin trng thi c th biu din bng hm
sgn(w) :
( ) ( )
1
sgn 1,1
1
w

0
0
0
w
w
w
>
=
<
(2.94)
Khi hm iu khin ti u c cho bi :
( ) ( ) ) ( sgn
*
t B t u
T
= (2.95)
u* c biu din di dng bin trng thi , vi h tuyn tnh dng ton
phng .
Gi tr B
T
(t) c gi l hm chuyn i . Mt hm chuyn i mu v b
iu khin ti u c din t Hnh 2.12 . Khi hm chuyn i ny i
du , b iu khin chuyn t cc tr ny n cc tr khc . B iu khin
trong hnh c chuyn i bn ln . iu khin thi gian ti thiu tuyn
tnh ti u lun bo ha khi n chuyn i ti v tr gia cc gi tr cc tr ,
cho nn c gi l iu khin Bang-bang .
Nu b iu khin l mt vector c m phn t , theo nguyn l cc tiu ta
chn cc thnh phn u
i
(t) bng 1 , nu cc thnh phn B
i
T
(t) l gi tr m ;
v bng -1 nu B
i
T
(t) l gi tr dng , vi B
i
l ct th i ca B . Phng
php iu khin ny to thnh mt gi tr :
) ( ) ( ) ( ) (
1
t B t u t Bu t
T
i
m
i
i
T

=
= (2.96)
cng nh cng tt vi mi [ ] T t t ,
0
.
Ta c th vit :
( ) sgn( ( ))
T
u t B t
= (2.97)
nu chng ta nh ngha hm sgn cho vector w nh sau :
v = sgn(w) nu v
i
= sgn(w) cho mi i (2.98)
v
i
, w
i
l nhng thnh phn ca v v w .
Thnh phn B
i
T
(t) ca hm chuyn i B
T
(t) c th bng zero trn mt
khong thi gian hu hn . Nu iu xy ra , thnh phn u
i
(t) ca b iu
khin ti u khng nh ngha c bi biu thc (2.93) . gi l iu
kin k d . Nu iu khng xy ra , th b iu khin thi gian ti u
c gi l bnh thng .

185 Trang
Nu h thng l bt bin theo thi gian , ta s c c qu n gin v b
iu khin thi gian ti u l duy nht .

Hnh 2.12 : Hm chuyn i mu v b iu khin ti u .

H thng bt bin theo thi gian trong biu thc (2.88) c th t c nu
ch c mt ma trn

1 n
n
U B AB A B
( =

K (2.99)
cp n . Nu b
i
l ct th i ca BR
n x n
, khi h thng l bnh thng nu :
[ ] B A AB B U
n 1
...

= (2.100)
cp n cho mi gi tr i = 1 , 2 , , m ; m khi thnh lp cho mi gi tr
ring bit u , uR
m
.
Gi s h thng bnh thng v ta mun dn x(t
0
) tin n trng thi cui
c nh x(T) vi hm iu khin tha [ ] 1 ) ( t u . Khi :
1. nu trng thi cui x(T) bng zero , khi s tn ti b iu khin thi
gian ti thiu nu h thng khng c cc vi phn thc dng ( v d
khng c cc trn mt phng pha bn phi ) .
2. cho bt k gi tr x(T) c nh , nu tn ti p n cho bi ton ti u thi
gian th n l duy nht .
3. cui cng , nu h thng c n cc thc v nu tn ti b iu khin ti u
thi gian th mi thnh phn u
i
(t) ca b iu khin ti u thi gian thay
i n-1 ln .
V d 2.20 :
iu khin Bang-Bang
Cho h thng tun theo nh lut Newton :
y& = v (1)
v& = u (2)
vi y l v tr ta v v l vn tc, u l gia tc . Trng thi l x = [y u]
T
.
Cho gia tc ng vo u rng buc bi :
1 ) ( t u (3)

186 Trang
Mc ch iu khin l a trng thi t im ban u bt k ( ) ( ) ( )
0 , 0 y v
n im gc trong thi gian T ngn nht . Trng thi cui c c nh ti :
(x(T),T) =
(
) (
) (
T v
T y
= 0 (4)
Lp hm Hamilton (2.91) :
H = 1 +
y
v +
v
u (5)
= [
y

v
]
T
l bin trng thi .
T h phng trnh Hamilton ta c :

x
f
x
L
x
H
T
=
&

) , , ( ) , , ( ) , , ( t u x f t u x L t u x H
T
+ =
) , , ( ) ( t u x f t x = &
y
H
dt
d
y

0
y
H
y

= =
&
(6)

v y
H
v

= =
&
(7)
iu kin tip tuyn :
( ) ( ) ( ) ( ) ( ) 0 1
y v
H T T v T T u T = = + + (8)
hoc dng cng thc (4) ,
( ) ( ) 1
v
T u T = (9)
Nguyn l cc tiu Pontryagin cn n phng trnh (2.97) , hoc :
( ) ( ) ( )
sgn
v
u t t = (10)
v th thnh phn bin trng thi
v
(t) l hm chuyn i . xc nh b
iu khin ti u , ta ch cn xc nh
v
(t) .
Gii phng trnh (6) v (7) vi thi gian cui T :
( )
y y
t const = (11)
( ) ( ) ( )
v v y
t T T t = + (12)
Dng cng thc (9) v gi tr ( ) u t
bo ha ti gi tr 1 hoc 1 , ta c :
( ) 1 u T
= v ( ) 1
v
T
= (13)
hoc :
( ) 1 u T
= v ( ) 1
v
T
= (14)

187 Trang
C nhiu kh nng cho hm chuyn i ( )
v
t
, tu thuc vo gi tr ca
( )
v
T
v
y
. Vi kh nng ca hm chuyn i ( )
v
t
c din t trong
Hnh 2.13 . Gi tr ( )
v
T
(y(0) , v(0)) . Ch rng ( )

v
t
l tuyn tnh ,
v ct ngang trc ta .
Ta cn xc nh phng php chuyn i b iu khin ti u lun ng,
ng thi cng phi xc nh thi im chuyn i t
S
( xem Hnh 2.13 ) .

Hnh 2.13 : Cc hm chuyn i
v
(t) c th c .

Kt lun: i vi h bc 2 (v d 2.20) hm khng chuyn i ln no
hoc chuyn i mt ln duy nht t dng sang m hoc t m sang dng,
1 u .
Xt 2 tn hiu iu khin chp nhn c : ( ) 1 u t = vi t hoc ( ) 1 u t =
vi t . Do c 2 trng hp u u l hng s nn khi kt hp phng trnh
trng thi (2) v (1) ta c :
( ) ( ) 0 v t v ut = + (15)
( ) ( ) ( )
2
1
0 0
2
y t y v t ut = + + (16)
loi b thi gian bin thin , t dng biu thc (15) ta c c :
( ) ( ) ( )
0 / t v t v u =
v sau thay vo biu thc (16) suy ra :

188 Trang
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
2 1
0 0 0 0
2
y t y u v v t v v t v = + (17)
y l mt parabol i qua ta ( ) ( ) ( )
0 , 0 y v v khi trng thi ban u
bin thin ta v c mt h parabol . th mt phng pha phn nh trng
thi bin thin din t cho trng hp u = 1 v u = -1 Hnh 2.14 . H qu
o i t di ln trn ng vi trng hp u = 1 , v h qu o i t trn
xung di ng vi u = -1 . Mi tn ch hng tng ca thi gian .
Nh trnh by trn , tn hiu iu khin ti u ( ) u t l mt hm khng
i tng on, ly gi tr 1 v c nhiu nht l hai on khng i . Do ,
nu ban u trong mt khong thi gian no ( ) u t ly gi tr +1 v sau
l -1 th h qu o pha gm hai on ca cc parabol ni tip nhau, trong
on parabol th hai l ng parabol chy v gc to . Nh vy,
ng cong hp bi hai nhnh parabol (ng t nt trn Hnh 2.14) l
qu o cui a trng thi v gc to , ng cong c gi l
ng chuyn i v c phng trnh l :

2
2
1
2
1
2
v
y
v

0
0
v
v
<
>
(18)
Theo nguyn l cc tiu, ch c nhng qu o trn l ti u v t mt im
ca mt phng pha ch c mt qu o ti u chy v gc ta .

u= -1
u= 1
Hnh 2.14 : Qui tc iu khin hi tip .


189 Trang
Phng trnh ta pha (hnh 2.14):
C
v
uy vdv udy
u
v
dv
dy
+ = = =
2
2

u=1: y= C
v
+
2
2
, u=-1: y= C
v
+
2
2

By gi chng ta s i tm thi gian ti thiu ti ch vi trng thi ban u
( ) ( ) ( )
0 , 0 y v .
Gi s rng trng thi u nm trn ng cong chuyn ng vi u = -1 , sau
chuyn sang u = 1 ri v gc ta . Khi lut iu khin u = -1 c
p dng u tin a trng thi t ( ) ( ) ( )
0 , 0 y v dc theo ng parabol
n ng cong chuyn i . Ti im chuyn i ( I ) ng vi thi im
chuyn i t
S
, tn hiu iu khin chuyn thnh u = 1 v a trng thi v
gc to .
Chng ta c th xc nh thi im chuyn i t
s
khi trng thi nm trn
ng cong ny . Dng cng thc (15) v (16) vi u = -1 suy ra :
( ) ( ) ( )
2
0 0
2
t
y t y v t = +

( ) ( )
( )
2 2
2
0
0
2 2 2
v t v
t
v t = = +
( )
( )
( )
2
2
0
2 0 0 0
2
v
t v t y + = (19)
Thi im chuyn i s l :
( ) ( )
( )
2
0
0 0
2
S
v
t v y = + + (20)
p dng (15) ti im chuyn i ta c :
( ) ( ) 0
S S
v t v t = (21)
Cng s dng (15) i vi thi gian cn li ( )
S
T t ( by gi u = 1 ) :
( ) ( ) ( ) 0
S S
v T v t T t = = + (22)
T (21) v (22) ta tnh c thi gian cc tiu n ch :
( ) 2 0
S
T t v =
Hoc :
( ) ( )
( )
2
0
0 2 0
2
v
T v y = + + (23)


190 Trang
V d 2.21 :
x& =
(
0
1 0
2
w
x +
(
1
0
u ) (t u 1
a. Gii phng trnh bin trng thi. Dng nguyn l cc tiu Pontryagin
tm lut iu khin ti u.
b. V qu o pha cho trng hp u = 1 v u = -1
c. Tm ng cong chuyn i v lut iu khin hi tip cho thi gian ti
thiu
Gii:
a. Phng trnh bin trng thi:
Mc ch: a trng thi t im ban u bt k (x
1
(0),x
2
(0)) n im
gc trong thi gian ngn nht.
Phng trnh trng thi ca h thng: x& =
(
0
1 0
2
w
x +
(
1
0
u (1)
H (1) c dng: Bu Ax x + = &
Trong :
(
=
0
1 0
2
w
A ,
(
=
1
0
B
H (1) c th c vit li:
(
2
1
x
x
&
&
=
(
0
1 0
2
w
(
2
1
x
x
+
(
1
0
u

+ =
=
u x w x
x x
1
2
2
2 1
&
&
(2)
Ch tiu cht lng: T dt t t u t x L J
T
= =
0
] ), ( ), ( [ L[x(t),u(t),t] = 1
Hm Hamilton: )) ( ), ( ( ] ), ( ), ( [ )) ( ), ( ), ( ( t u t x f t t u t x L t t u t x H
T
+ =
Suy ra )) ( ) ( ( 1 )) ( ), ( ), ( ( t Bu t Ax t t u t x H
T
+ + =
vi [ ] ) ( ) ( ) (
2 1
t t t
T
= : vect ng trng thi
Do : [ ] [ ]
(
+
+ =
(
+ =
u x w
x
x
x
H
1
2
2
2 1
2
1
2 1
1 1
&
&

( ) u x w x H + + + =
1
2
2 2 1
1
Ta c
T
b
u
H
= =
2
, ( ) ( )
2
*
sgn sgn ) ( = =
T
b t u

191 Trang
Vy ta tm c lut iu khin ti u cho bi ton ph thuc vo bin
trng thi ) (
2
t nh sau:
>
=
<
=
0 , 1
0 ,
0 , 1
) (
2
2
2
*
d indefinite t u
H phng trnh ng trng thi:
=
=
=
1
2
2
2
2
1
1

x
H
w
x
H
&
&

Vit li h trn:
2
2
2 1 2 1
1 2
2
2
1

w
w
= = =
=
=
& & & &
&
&

0
2
2
2
= + w
& &

Gii phng trnh trn ta c: wt c wt c sin cos
2 1 2
+ =
M
2 1

&
= , nn: wt c wt c cos sin
2 1 1
=
Nghim phng trnh ng trng thi l:
+ =
=
wt c wt c
wt c wt c
sin cos
cos sin
2 1 2
2 1 1

Lut iu khin ca h thng:
>
=
<
=
0 , 1
0 ,
0 , 1
) (
2
2
2
*
d indefinite t u

Hnh 1
Tn hiu iu khin ch c gi tr l 1 hoc 1. Do phng trnh bin
trng thi c dng hm dao ng tun hon vi chu k 2. V ti thi

192 Trang
im l bi ca , tn hiu iu khin s chuyn trng thi t -1 sang 1
hoc ngc li mc d chng ta khng bit c gi tr ca c
1
v c
2
.

b. V qu o pha cho trng hp u = 1 v u = -1
T phng trnh trng thi (2), ta c:
u x w
x
x
x
+
=
1
2
2
2
1
&
&
( ) 0
2 2 1 1
2
= + x x x u x w & & (3)
( )
2 2
2
2
1
2
K x u x w = +
Nu chn w=1, ta c phng trnh tham s nh sau:
( ) = +
2 2
2
2
1
K x u x
=
=
sin
cos
2
1
K x
K u x
vi 22 (4)
y chnh l phng trnh ng trn tm (u,0), bn knh K. Do khi
K thay i, ta s c qu o l nhng ng trn ng tm (tm (1,0)
khi lut iu khin u(t)=1 v tm (-1,0) khi lut iu khin u(t)=-1).
Trong hng s K

cng c xc nh t iu kin u cho trc x(0)
= x
0
no o.

Hnh 2


193 Trang
c. ng cong chuyn i v lut iu khin hi tip:
Xc nh ng cong chuyn i:
Yu cu: t mot iem quy ao u bt k cn chuyen ong v gc to
trong khong thi gian ngn nht c th c. iem quy ao s di
chuyn trn cc ng trn theo chiu kim ng h v gc to .
Do qu o ti u cui cng phi i theo cung trn c tm (1,0) hoc
l (-1,0) tu theo lut iu khin u.
+ Nu trng thi x(t) giao vi ng trn (1,0), th qu o ti u phi
i theo na ng trn di (vi lut iu khin u=1).
+ Nu trng thi giao vi ng trn (-1,0), qu o ti u phi i theo
na ng trn trn (vi lut iu khin u=-1)
T hai iu kin trn, ta c qu o cui ti u l hai na ng trn
tm (1,0) v bn knh 1 trong khong thi gian l 2.
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
x1
x
2
>
<
^
>
Optimal trajectory

Hnh 3
Mc khc, lut iu khin ti u l hm dao ng tun hon vi chu k
2. Do qu o ti u (ng cong chuyn i) l mt chui vi hai
na ng trn nh Hnh 4.

194 Trang
Lut iu khin hi tip ti u:
-6 -4 -2 0 2 4 6
-6
-4
-2
0
2
4
6
x1
x
2
>
<
>
<
>
<
^
>
Optimal trajectories

Hnh 4

-8 -6 -4 -2 0 2 4 6 8
-8
-6
-4
-2
0
2
4
6
8
x1
x
2
Optimal Trajectories for time-optimal harmonic oscillator problem
>
<
>
<
>
<
^
>
*
*
*
*
*
**
*** ** ***
**
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
* *
* * * * * * * * * * * * * *
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
**
*
**
**
*************************
***
**
**
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
* ** * * * * * * * * * ** ** ** ***
* ***

Hnh 5


195 Trang
V qu o pha cho trng hp u(t)=1 v u(t)=-1
T phng trnh trng thi (2), ta c:
u x w
x
x
x
+
=
1
2
2
2
1
&
&
( ) 0
2 2 1 1
2
= + x x x u x w & & (3)
Nu chn w=1, ta c phng trnh tham s nh sau:
( )
=
=
= +
sin
cos
2
1 2 2
2
2
1
K x
K u x
K x u x vi 22 (4)
y l phng trnh ng trn tm (u,0), bn knh K. Do khi K
thay i, ta s c qu o l nhng ng trn ng tm (tm (1,0) khi
lut iu khin u(t)=1 v tm (-1,0) khi lut iu khin u(t)=-1).
Trong hng s K

c xc nh t iu kin u cho trc x(0) = x
0

no .

Hnh 6

3. iu khin Bang-Off-Bang
phn ny chng ta s tho lun bi ton iu khin nhin liu ti thiu
tuyn tnh vi u vo b rng buc .
Xt h thng :
Bu Ax x + = & (2.101)
Gi nh rng nhin liu c s dng trong mi thnh phn ca u vo t
l vi ln ca thnh phn y , ta nh ngha hm nh gi :

196 Trang
( ) ( )
0
0
1
T
m
i i
i
t
J t c u t dt
=
=

(2.102)
Khi chng ta cho php kh nng tiu th nhin liu ca m u vo u
i
(t)
bi trng s v hng c
i
. Ta nh ngha tr tuyt i ca vector :

(
(
(
=
m
u
u
u M
1
(2.103)
( nh ngha ny tng t (2.90) ) v vector C = [c
1
c
2
c
m
]
T
. Ta c :
( ) ( )
0
0
T
T
t
J t C u t dt =
(2.104)
Gi nh rng bi ton tha : ( ) 1 u t (2.105)
Ta mun tm lut iu khin ti thiu J(t
0
) , tha (2.105) v a x(t
0
) v
trng thi cui tha (2.84) vi hm cho . Thi gian cui T c th t do
hoc rng buc . Chng ta s tho lun k hn v d . Lu rng thi gian
T t nht phi bng thi gian ti thiu a x(t
0
) v trng thi cui x(T)
tha (2.84) .
Hm Hamilton :
) ( Bu Ax u C H
T T
+ + = (2.106)
Theo nguyn l cc tiu (2.87) , bi ton iu khin ti u phi tha :
) ( ) ( ) ( ) (
* * * * * *
Bu Ax u C Bu Ax u C
T T T T
+ + + + (2.107)
vi mi gi tr u(t) . V trng thi ti u v bin trng thi xut hin c hai
v ca bt ng thc , ta yu cu :
Bu u C Bu u C
T T T T
) ( ) (
* * * *
+ + (2.108)
vi mi u(t) .
xc nh u*(t) t bin trng thi (t) tha mn (2.108) , ta gi s rng m
thnh phn ca b iu khin l c lp ln nhau (i=1,,m) . Tt c cc gi
tr u
i
(t) phi tha bt ng thc v hng :

i
i i
T
i
i
i
T
i
c
u B
u
c
u B
u
) ( ) (
* * *
*

+ + (2.109)
Vi b
i
biu din thnh phn ct th i ca ma trn B . By gi ta phi tm ra
cch thc chn gi tr u
i
*(t) t
T
(t)B
i
.
Vi :

=
i
i
i
u
u
u
0
0
i
i
u
u
(2.110)

197 Trang
ta c th vit li ch tiu cht lng theo dng sau :
( )
1
1
T
i
i
T
i
i i
i i
T
i
i
i
i
b
u
c
b u
q t u
c
b
u
c
| | +
|
\
+ =

| |
\

0
0
i
i
u
u
(2.111)
Nu B
i
T
/c
i
bng 1 , khi mt vi gi tr khng xc nh dng ca u
i
(t) s
lm q
i
trong (2.111) bng zero ; nu B
i
T
/c
i
bng -1 , khi mt vi gi tr
khng xc nh m ca u
i
(t) s lm q
i
bng zero . Do bi ton nhin liu
ti thiu c lut iu khin ging nh mt bi ton phi tuyn .
Bin trng thi hi tip l :
( )
1
nonnegative
0
nonpositive
-1
i
u t

( )
( )
( )
( )
( ) 1 /
1 /
1 / 1
1 /
1 /
>
=
< <
=
<
i
T
i
i
T
i
i
T
i
i
T
i
i
T
i
c t B
c t B
c t B
c t B
c t B
(2.112)
Nu chng ta nh ngha hm vng cht ( dead zone ) :
( )
( )
( )
1
1; 0
0
0;1
1
dez w

1
1
1 1
1
1
>
=
< <
=
<
w
w
w
w
w
(2.113)
Ta c th vit li bi ton nhin liu ti thiu nh sau :
( )
( )
|
|
\
|
=
i
T
i
i
c
t b
dez t u
m i ,..., 2 , 1 = (2.114)
mi thnh phn u(t) hoc bo ha hoc bng zero , ta gi iu ny l lut
iu khin bang-off-bang .
Nu B
i
T
(t)/c
i
bng 1 hoc 1 vt qu mt khong thi gian xc nh khc
zero . Trong trng hp ny , nguyn l cc tiu s khng xc nh c
cc thnh phn u
i
(t) . y gi l nhng khong k d . Nu B
i
T
(t)/c
i
bng 1
hoc 1 ch ti mt khong thi gian xc nh , y l bi ton nhin liu ti
thiu chun .
Bi ton iu khin nhin liu ti thiu l chun nu |A| 0 v nu h thng
l chun. C ngha l nu U
i
c nh ngha bi (2.100) l khng k d vi
i = 1 , , m .

198 Trang
Nu bi ton nhin liu ti thiu l chun v b iu khin nhin liu ti
thiu tn ti , khi n l duy nht .
v d k ta s xem xt mt s vn ca bi ton nhin liu ti thiu .

V d 2.22 :
iu khin Bang-off-bang
H thng c m t :
y v = & (1)
v u = & (2)
vi [ ]
T
v y x = . iu kin rng buc ca ng vo :
( ) 1 t u (3)
Gi s ta xc nh c trng thi u (y(0),v(0)) . Ta c :
( ) ( )
[ ]
[ ]
0 , =
(
=
T v
T y
T T x (4)
Ch tiu cht lng vi yu cu nhin liu ti thiu :
( ) ( )dt t u J
T
=
0
0 (5)
Ta cha ch n trng thi thi gian cui T hoc t do hoc rng buc,
mc d cui cng ta cng s xt n c 2 trng hp .
Hm Hamilton :
u v u H
v y
+ + = (6)
Trong [ ]
T
v y
= . Do phng trnh ng trng thi l :
0
y
=
&
(7)

v y
=
&
(8)
iu kin tip tuyn yu cu :
( ) ( ) ( ) ( ) T u T T u T H
v
+ = = 0 (9)
T (4) , (7) , (8) ta suy ra :
( )
y y
t const = (10)
( ) ( ) ( )
v v y
t T T t = + (11)
Thnh phn bin trng thi
v
(t) l tuyn tnh . Ty thuc vo bin cha bit
y
v
v
(T) ( chng tu thuc vo gi tr ca trng thi u ) ,
v
(t) c th l
hng s (
y
= 0) , c th tng (
y
< 0) hoc gim (
y
> 0) . Xem Hnh 2.13 .
Nguyn l cc tiu Pontryagin yu cu :
( ) ( ) ( ) t dez t u
v
= (12)

199 Trang
do iu khin ti u l :
( )
[ ]
[ ]
=
1 -
1;0 -
0
1 ; 0
1
t u
( )
( )
( )
( )
( ) 1
1
1 1
1
1
>
=
< <
=
<
t
t
t
t
t
v
v
v
v
v
(13)
Ni v tnh tuyn tnh ca
v
(t) , chng ta thy rng u = 1 khng th chuyn
ngay thnh u = -1 m khng qua gi tr trung gian u = 0 . Lut iu khin c
th chp nhn l iu khin ti u nu tha nhng yu cu ny .
By gi chng ta s xc nh lut iu khin ti u v i tm nhng thi
im lc b iu khin chuyn i sang gi tr mi .
B qua nhng khong thi gian ring bit khc , c 3 gi tr ca u(t) l : -1 ,
0 , 1 . Hnh 2.14 cho ta qu o mt phng pha khi u = 1 v u = -1 .
Nu u(t) = 0 t , khi trng thi xc nh bi :
( ) ( ) 0 v t v = (14)
( ) ( ) ( ) 0 0 y t y v t = + (15)
Nhng ng nm ngang ca hng s v trong qu o mt phng pha c
cho Hnh 2.15 .
Qu o mt phng pha trong trng hp u = 0 l nhng ng m vic tiu
th nhin liu l zero . nhin liu s dng l ti thiu , chng ta s cho h
thng di chuyn theo ng u = 1 hoc 1 , dn trng thi n mt trong
nhng ng nm ngang . Sau di chuyn dc theo ng nm ngang
n v tr chuyn i qua ng u = -1 hoc 1 dn trng thi tin v zero .
thy c lut iu khin Bang-off-bang , chng ta kt hp qu o ca
hai Hnh 2.14 v 2.15 c Hnh 2.16 .
Phn tip theo chng ta s tho lun ring nhng tnh hung cho hai vn
thi gian cui t do v c nh .

200 Trang

Hnh 2.15 : Qu o mt phng pha trong trng hp u = 0 .

Hnh 2.16 : Lut iu khin Bang-Off-Bang .


201 Trang

Hnh 2.17 : Qu o trng thi nhin liu ti thiu .

Thi gian cui t do :
Vi trng hp thi gian cui t do , khi lut iu khin ca bi ton
nhin liu ti thiu s khng tn ti .
Thi gian cui c nh :
Cho trng thi u nh m t Hnh 2.17 . i vi bi ton thi gian ti
thiu th thi gian cui nh nht l :
( ) ( )
( )
2
0
0 0
2
min
v
y v T + + = (16)
Gi nh rng thi gian T ca bi ton nhin liu ti thiu c c nh ti
gi tr :

min
T T > (17)
Khi lut iu khin ca bi ton nhin liu ti thiu l : -1 , 0 , 1 vi thi
gian chuyn i t
1
v t
2
c xc nh .
T
1
0 t t < < , u(t) = -1 , biu thc (15) v (16) trong v d Bang-bang tr
thnh :
( )
1 1 0 1
v v t v t = = (18)
( ) ( ) ( )
2
1
1 1
0 0
2
t
y t y v t = + (19)
T
1 2
t t t < < , u(t) = 0 , ta c phng trnh trng thi :
( )
2 1
v t v = (20)
( ) ( ) ( )
2 1 1 2 1
y t y t v t t = + (21)
T
2
t t T < < , u(t) = 1 , ta c :
( ) ( ) ( )
2 2
0 v T v t T t = = + (22)

202 Trang
( ) ( ) ( )( )
( )
2
2
2 2 2
0
2
T t
y T y t v t T t
= = + + (23)
trong ta c s dng iu kin bin (4) .
Th (18) , (20) vo (22) , ta c :

1 0 2
t T v t + = (24)
Th (18) , (19) , (20) , (21) , (24) vo (23) v n gin ha , cho ra kt qu :
( ) 0
2
2
0
0 0 1 0
2
1
=
|
|
\
|
+ + + +
v
T v y t T v t (25)
vi nghim :

( ) ( ) ( )
2
2 4
2
0 0
2
0 0
v y T v T v
t
+ +
= (26)
t (24) v thc t th t
1
< t
2
, ta c :

( ) ( ) ( )
2
2 4
2
0 0
2
0 0
1
v y T v T v
t
+ +
= (27)
v :

( ) ( ) ( )
2
2 4
2
0 0
2
0 0
2
v y T v T v
t
+ + +
= (28)
v T > T
min
nn du ca biu thc trong cn l dng .
Chng ta c th biu din bi ton nhin liu ti thiu ny thnh dng vng
h nh sau :
( )
=
1
0
1
*
t u
t t
t t t
t t
<

<
2
2 1
1
(29)
ty thuc vo biu thc (18) v (27) , gi tr nh nht ca v(t) c th t ti
theo s nh hng ca b iu khin l mt s m .

( ) ( ) ( )
2
2 4
2
0 0
2
0 0
1
v y T v T v
v
+ +
= (30)

2.2.4 Nhn xt :
Phng php bin phn c in Euler_Lagrange thun li khi gii bi ton
ti u m phim hm c dng phi tuyn , cn tn hiu iu khin l nhng
hm trn m ta c th d on trc da trn bn cht vt l ca chng .
Phng php ny gp nhiu kh khn khi p dng cho cc trng hp m
tn hiu iu khin c th l hm gin on . Trn thc t ta thng gp bi
ton ti u m tn hiu iu khin li l hm lin tc tng on , cho nn

203 Trang
phng php bin phn c in b hn ch kh nng s dng trong thc t
rt nhiu .
i vi h thng gin on tt nht ta nn p dng phng php quy hoch
ng ca Bellman . c bit vi cc bi ton ti u phc tp dng my tnh
s tc ng nhanh gii quyt bng phng php ny rt c hiu qu . Tuy
nhin , do hm m t tn hiu iu khin tm c theo bng s liu ri rc
nn biu thc gii tch ca tn hiu iu khin ch l gn ng . Phng
php quy hoch ng cn gp hn ch khi p dng i vi h thng lin tc
v rt kh gii phng trnh Bellman .
Nguyn l cc tiu Pontryagin p dng tt cho cc bi ton ti u c iu
kin rng buc bt k iu kin rng buc cho theo hm lin tc hoc hm
gin on . Nhng i vi bi ton ti u phi tuyn th nguyn l cc tiu
Pontryagin li gp kh khn , c bit trong vic xc nh cc hm ph
( )
i
t cho hm H t cc i .

2.3 IU KHIN TI U CC H TUYN TNH VI PHIM HM
DNG TON PHNG
Trong phn ny chng ta s xem xt phng php xy dng bi ton tng
hp cc h tuyn tnh vi ch tiu cht lng dng ton phng .
2.3.1 n nh Lyapunov i vi h thng tuyn tnh
Tiu chun n nh th hai ca Lyapunov ( iu kin )
Xt h thng c m t bi phng trnh trng thi :
) ,..., , (
2 1 n
x x x f x = &
Nu tm c mt hm V(x) vi mi bin trng thi x
1
, x
2
,, x
n
l mt hm
xc nh du dng , sao cho o hm ca n
( )
dt
x dV
da theo phng
trnh vi phn ca chuyn ng b nhiu cng l hm xc nh du , song tri
du vi hm V(x) th chuyn ng khng b nhiu s n nh tim cn .
( ). ( ) 0 V x V x <
&
: vi mi bin trng thi x
i
, n i , 1 = h thng n nh tim cn.
( ). ( ) 0 V x V x =
&
i
, n i , 1 = h thng n nh .
( ). ( ) 0 V x V x >
&
i
, n i , 1 = h thng khng n nh .
Phng trnh Lyapunov
Xt h tuyn tnh m t bi phng trnh trng thi (h Autonom_h t tr):
Ax x = & (2.115)
Yu cu cc tiu ho ch tiu cht lng J :
0
T
J x Qxdt
(2.116)
vi Q l ma trn vung xc nh dng .

204 Trang
Chn hm nng lng V(x) xc nh dng :
( )
T
V x x Sx = (2.117)
trong ma trn S l ma trn vung xc nh dng . ( ) V x
&
c dng :
( )
T T T
V x x Sx x Sx x Sx = + +
& &
& &
( ) ( )
T
T T
Ax Sx x S Ax x Sx = + +
&

T T T T
x A Sx x SAx x Sx = + +
&

( )
T T
x A S SA S x = + +
&

Do V(x) xc nh dng , nn h thng n nh th ( ) V x
&
phi l xc nh
m .Ta chn ( )
T
V x x Qx =
&
( do Q l ma trn xc nh dng nn ( ) V x
&
s
l xc nh m ) .
( ) S SA S A Q
T
&
+ + = (2.118)
iu kin cn v trng thi cn bng x = 0 n nh tim cn : cho
trc bt k mt ma trn xc nh dng Q v ma trn A n nh , tn ti
mt ma trn xc nh dng S tho mn phng trnh :
Q S SA S A
T
= + +
&

Q SA S A S
T
+ + =
&
(2.119)
Phng trnh (2.119) c gi l phng trnh Lyapunov .
Khi S khng thay i theo thi gian 0 = S
&
, ta c phng trnh i s
Lyapunov :
Q SA S A
T
+ + = 0 (2.120)
Ch tiu cht lng J c tnh nh sau :
( ) ( ) ( ) ( )
0
0
0 0
T T T T
J x Qxdt x Sx x Sx x Sx
= = = +

Khi tt c cc phn t ca ma trn A m , ta c ( ) 0 x . Do :
( ) ( ) 0 0
T
J x Sx = (2.121)

2.3.2 iu khin ti u h tuyn tnh vi ch tiu cht lng dng ton
phng _ Phng trnh Riccati i vi h lin tc
Xt h thng c tc ng ngoi ( 0 u ):
Bu Ax x + = & (2.122)
Chng ta cn tm ma trn K ca vector iu khin ti u :
( ) ( ) t Kx t u = (2.123)
tha mn ch tiu cht lng J t gi tr cc tiu :

205 Trang
( )
+ =
0
dt Ru u Qx x J
T T
(2.124)
Trong Q l ma trn xc nh dng ( hoc bn xc nh dng ) , R l ma
trn xc nh dng . Ch : thnh phn th hai phn bn phi phng
trnh (2.124) xc nh lng nng lng tiu tn ca tn hiu iu khin .
Chng ta s chng minh lut iu khin tuyn tnh cho bi phng trnh
(2.123) l lut iu khin ti u . Khi , nu ma trn K c xc nh
ti thiu ho ch tiu cht lng J th lut iu khin u(t) s ti u vi mi
trng thi ban u x(0) .
T (2.122) v (2.123) ta c :
( )x BK A BKx Ax x = = & (2.125)
Thay ( ) ( ) t Kx t u = vo phng trnh (2.124) :

( )
( )
+ =
+ =
0
0
xdt RK K Q x
dt RKx K x Qx x J
T T
T T T
(2.126)
By gi ta chn hm nng lng :
( )
T
V x x Sx = ( ) 0, V x x (2.127)
vi S l ma trn vung xc nh dng .
( )
T T T
V x x Sx x Sx x Sx = + +
& &
& &
( ) ( )
T T T T
x A BK Sx x Sx x S A BK x = + +
&

( ) ( )
T T
x A BK S S S A BK x ( = + +

&
(2.128)
Do V(x) xc nh dng , nn h thng n nh th ( ) V x
&
phi l xc nh
m . Ta t :
( )
( ) ( )
T T T
d
V x x Sx x Q K RK x
dt
= = +
&

( do Q v R l ma trn xc nh dng nn ma trn
( )
T
Q K RK + cng l xc
nh dng , t ( ) V x
&
s l xc nh m ) .

( ) ( ) ( )
T
T T T
x Q K RK x x A BK S S A BK S x
(
+ = + +

&

( ) ( )
T
T
Q K RK A BK S S A BK S + = + +
&
(2.129)
Theo tiu chun n nh th hai ca Lyapunov , nu ma trn (A-BK) n nh
th s tn ti mt ma trn xc nh dng S tho mn phng trnh (2.129) .
Ch tiu cht lng by gi c th c xc nh nh sau :

206 Trang
( ) ( ) ( ) ( ) ( ) 0 0
0
0
Sx x Sx x Sx x dt Ru u Qx x J
T T T T T
+ = = + =

Lu rng ( ) 0 = x
( ) ( ) 0 0 Sx x J
T
=
t T T R
T
= , phng trnh (1.129) tr thnh :
( ) ( ) 0 = + + + + TK T K Q S BK A S S B K A
T T T T T
&

Phng trnh trn c th vit li nh sau :
( ) [ ] ( ) [ ] 0
1
1 1
= + + + +

S Q S B SBR S B T TK S B T TK SA S A
T T T
T
T T T
&

(2.130)
Ch tiu cht lng J t gi tr cc tiu khi biu thc :
( ) [ ] ( ) [ ]x S B T TK S B T TK x
T T
T
T T T
1 1

t gi tr cc tiu .
H h: Q=0,
1
0
2
2
*
) (
) 1 (
1

=
k N N
N
N
k
a x a r
a b
a
u
H n nh: r
N
= 0.
Khi :
( ) S B T TK
T T
1
=
( ) S B R S B T T K
T T T 1
1
1
= = (2.131)
Phng trnh (2.131) cho ta ma trn ti u K . Nh vy , lut iu khin ti
u cho bi ton iu khin ti u dng ton phng vi ch tiu cht lng
cho bi phng trnh (2.131) l tuyn tnh v c dng :

( ) ( ) ( ) t Sx B R t Kx t u
T 1
= =
(2.132)
Ma trn S khi phi tha mn phng trnh (1.130) c vit li nh sau :

S Q S B SBR SA S A
T T
&
= + +
1
(2.133)
Phng trnh (2.133) c gi l phng trnh Riccati .
Khi S khng thay i theo thi gian 0 = S
&
, ta c phng trnh i s
Riccati ( ARE : Algebraic Riccati Equation ) :
0
1
= + +

Q S B SBR SA S A
T T
(2.134)

2.3.3 Phng trnh Riccati i vi h ri rc
Xt h ri rc :

1 k k k k k
x A x B u
+
= + (2.135)
vi
n
k
x R v
m
k
u R .

207 Trang
Ch tiu cht lng J c nh ngha trong khong [1,N] c dng :

1
1 1
( )
2 2
N
T T T
N N N K K K K K K
K i
J x S x x Q x u R u
=
= + +
(2.136)
Hm Hamilton:
) ( ) (
2
1
1 K K K K
T
K K K
T
K K K
T
K
K
u B x A u R u x Q x H + + + =
+
(2.137)
Xt h ri rc v phng trnh ng trng thi:

K K K K
K
K
k
u B x A
H
x + =
=
+
+
1
1
(2.138)

1 +
+ =
=
K
T
K K K
K
K
k
A x Q
x
H
(2.139)
iu kin bin (Stationarity condition):

1
0
+
+ =
=
K
T
K K K
K
K
B u R
u
H
(2.140)
Theo 2.140 : 1
1
+
=
K
T
K k K
B R u
(2.141)
Th u
k
t phng trnh 2.141 vo phng trnh 2.138, ta c:

1
1
1 +
+
=
K
T
K k K K K k
B R B x A x (2.142)
Vy t 2.142 v 2.139, ta c c:

1
1
1 +
+
=
K
T
K k K K K k
B R B x A x (2.143)

1 +
+ =
K
T
K K K k
A x Q (2.144)
T 2.141 ta c lut iu khin:

1
1
+
=
K
T
K k K
B R u
(2.145)
Trng thi u x(t
0
) v trng thi cui t do ta c 0 ) ( T dx v 0 = dT v
vy:
N N
N
N
x S
x
=
=

Do hm ma trn trng lng c dng:
N N
T
N
x S x
2
1
=
V N k , ta c:
k k k
x S =
(2.146)
Th 2.146 vo 2.143 ta c:
1 1
1
1 + +
+
=
k k
T
K k K K K k
x S B R B x A x
Suy ra:
K K k
T
K k K k
x A S B R B I x
1
1
1
1
) (

+
+
+ = (2.147)

208 Trang
Th 2.146 vo 2.144 ta c:
1 1 + +
+ =
k K
T
K K K k k
x S A x Q x S
Th 2.147 vo:
K K k
T
K k K K
T
K K K k k
x A S B R B I S A x Q x S
1
1
1
1
) (

+
+
+ + =
n gin x
k
ta c:
K k
T
K k K K
T
K K k
A S B R B I S A Q S
1
1
1
1
) (

+
+
+ + =
Hay: ( )
1
1 1 1 1
T T T
k k k k k k k k k k k k k
S A S S B B S B R B S A Q
+ + + +
(
= + +
(

Phng trnh trn chnh l phng trnh Riccati cho h ri rc . Khi 0
k
S
vi k , ta c th dng b ma trn nghch o vit li phng trnh
trn nh sau :

( )
1 1
1
T T
k k k k k k k k
S A S B R B A Q

+
= + +
Khi , lut iu khin ti u ca tn hiu iu khin c dng :
1 1
1
1
1
+ +
= =
k k
T
K k k
T
K k K
x S B R B R u (2.148)
Th 2.135 vo 2.148:
) (
1
1
k K k K k
T
K k K
u B x A S B R u + =
+

Hay:
k K k
T
K k K K k
T
K k
x A S B R u B S B R I
1
1
1
1
) (
+
= +
Vy lut iu khin u
k
l:
k K k
T
K k K k
T
K K
x A S B R B S B u
1
1
1
) (
+
+
+ =
li Kalman c xc nh nh sau:

K k
T
K k K k
T
K K
A S B R B S B K
1
1
1
) (
+
+
+ =
V vy u
k
c dng nh sau:
k k k
u K x = (2.149)
Tm li:
Xt h ri rc :

1 k k k k k
x A x B u
+
= +
vi
n
k
x R v
m
k
u R .
Ch tiu cht lng J c nh ngha trong khong [1,N] c dng :

( )
1 N
T T
i k k k k k k
k i
J x Q x u R u
=
= +

Khi , lut iu khin ti u ca tn hiu iu khin c dng :

k k k
u K x =
vi K
k
c xc nh nh sau :

1
1 1
( )
T T
k k k k k k k k
K B S B R B S A
+ +
= +


209 Trang
Trong S
k
phi tho mn phng trnh :

( )
1 1
1
T T
k k k k k k k k
S A S B R B A Q

+
= + +

2.3.4 Cc bc gii bi ton ton phng tuyn tnh
Bc 1 :
Thnh lp h phng trnh trng thi :
x Ax Bu
c Dx
= +
&
Xc nh cc thng s A , B , D .
Bc 2 :
Xc nh ma trn trng lng Q , R t ch tiu cht lng J cho di dng
ton phng tuyn tnh .
Bc 3 :
Tm nghim S ca phng trnh Riccati :
- i vi h lin tc :
1 T T
S A S SA SBR B S Q
= + +
&

- i vi h ri rc :
( )
1
1 1 1 1
T T T
+ + + +
(
= + +
(

Bc 4 :
Ch tiu cht lng ti u i vi h dng :
( ) ( )
min
0 0
T
J x Sx =
Bc 5 :
Lut iu khin ti u :
- i vi h lin tc :
1 T
u R B Sx
=
- i vi h ri rc :
( )
1
1 1
T T
k k k k k k k k k
u B S B R B S A x
+ +
= +
V d 2.23:
Cho h thng nh hnh v .

Hnh 2.18 : H thng iu khin .
Tm gi tr > 0 sao cho khi tn hiu vo r(t) = 1(t) th ch tiu cht lng :

+
+ =
0
2 2
) ( dt e e J & ( 0 > ) (1)
t cc tiu .

210 Trang
T hnh v ta tm c :

1 2
1
) (
) (
2
+ +
=
s s s R
s C
(2)
hoc c dng :
r c c c = + + & & & 2 (3)
i vi tn hiu sai lch e , ta c :
r r e e e & & & & & & 2 2 + = + + (4)
Vi r(t) = 1(t) , ta c 0 ) 0 ( = + r& , 0 ) 0 ( = + r& & . Do , vi + 0 t ta s c :
0 2 = + + e e e & & & , 1 ) 0 ( = + e , 0 ) 0 ( = + e& (5)
By gi , chng ta t cc bin trng thi nh sau :
e x =
1
(6)
e x x & & = =
1 2
(7)
Khi phng trnh trng thi l :
Ax x = & (8)
vi
(

=
2 1
1 0
A
Ch tiu cht lng J c th vit li nh sau :

+
+ = + =
0 0
2
2
2
1
2 2
) ( ) ( dt x x dt e e J &
[ ] dt
x
x
x x
(
+ 2
1
0
2 1
0
0 1
+
=
0
Qxdt x
T
(9)
Nu ma trn A n nh th ch tiu cht lng J c th xc nh t (1.129) :
) 0 ( ) 0 ( + + = Sx x J
T
(10)
vi S l nghim ca phng trnh Lyapunov :
Q SA S A
T
= + (11)
Phng trnh c vit li nh sau :

(
=
(
+
(
0
0 1
2 1
1 0
2 1
1 0
22 21
12 11
22 21
12 11
s s
s s
s s
s s
(12)
Phng trnh trn tng ng vi h phng trnh sau :
1
12 21
= s s (13)
0 2
12 11 22
= + s s s (14)
0 2
22 21 11
= s s s (15)

211 Trang
= +
22 21 22 12
2 2 s s s s (16)
Gii h phng trnh trn ta c :

(
(
(
(
+
+
+
=
4
1
2
1
2
1
4
1
S (17)
Ch tiu cht lng J c vit li :
) 0 ( ) 0 ( + + = Sx x J
T

) 0 (
4
1
) 0 ( ) 0 ( ) 0 (
4
1
2
2 2 1
2
1
+
+
+ + + + +
|
|
\
| +
+ = x x x x
(18)
Th cc iu kin u 1 ) 0 (
1
= + x , 0 ) 0 (
2
= + x vo (18) ta tm c :

4
1+
+ = J (19)
tm cc tr ca J ta cho o hm ca J theo bng 0 :
0
4
1
1
2
=
+
=
J
(20)

2
1
+
= (21)
Xt o hm bc hai ca J theo ti
2
1
+
= :

2
2 3
1
2
J

+
=

3
1 2
0
1
1
2
2
+
= = >
+
| |
+
|
|
\
(22)
Nh vy, ch tiu cht lng J s t cc tiu ti gi tr ti u 1 / 2 = +

min
1 J = + (23)

V d 2.24 :
Xc nh lut iu khin ti u ri rc bit h thng c i tng iu khin
m t bi phng trnh trng thi sau :
( ) ( ) ( )
0 1 0
0 0.1 0.01
x t x t u t
( (
= +
( (

& (1)

212 Trang
Ch tiu cht lng :
( )
1
1
2 2
0
0.001
N
k k
k
J x u
=
= +
(2)
Chu k ly mu T = 0.5 sec , N = 50 .
Ta d dng xc nh c phng trnh trng thi h ri rc t phng trnh
trng thi h lin tc :
1 k d k d k
x A x B u
+
= +
k d k
y C x =
vi :
1 0.488
0 0.951
d
A
(
=
(

,
0.00123
0.00488
d
B
(
=
(

, [ ] 1 0
d
C =
Nghim ca bi ton ti u c tnh theo (2.138) v (2.139) :

1
1 1
( )
T T
k k k k k k k k
K B S B R B S A
+ +
= + (3)

( )
1
1 1 1 1
T T T
+ + + +
(
= + +
(

(4)
vi :
k d
A A = ,
k d
B B = ,
1 0
0 0
k
Q
(
=
(

, 0.001
k
R =
Ta tnh c K
49
= 0 khi bit S
50
= 0 . Tip theo ta tnh gi tr S
49
:

49 49
1 0
0 0
S Q
(
= =
(

(5)
Tip tc vi K
48
v S
48
:
[ ] [ ]
1
48
1 0 0.00123
0.00123 0.00488 0.001 . 0.00123 0.00488 .
0 0 0.00488
K
| | ( (
= +
|
( (

\
[ ]
1 0 1 0.488
1.228 0.599
0 0 0 0.951
( (
=
( (

(6)
[ ]
48
1 0 1 0 1 0 0.00123 1 0
0.00123 0.00488 .
0.488 0.951 0 0 0 0 0.00488 0 0
S
| ( ( ( ( (
=

( ( ( ( (
\
[ ]
1
0.00123 1 0 1 0.488 1 0
0.001 0.00123 0.00488
0.00488 0 0 0 0.951 0 0
| ( ( ( (
+ +
| `
( ( ( (

)

0.9985 0.4873
0.4873 0.2378
(
=
(

(7)
Tip tc tnh ton nh my tnh , ta s xc nh c vi k = 39 ma trn K
k

s hi t v gi tr [25 63] .Vy iu khin ti u cui cng l :
[ ] 25 63
k k
u x = (8)

213 Trang
V d 2.25
H thng Newton:
u x
x x
=
=
2
2 1
&
&

Hm ch tiu cht lng
+ + =
T
T T
dt ru x x T x T x J
0
2
) (
2
1
) ( ). (
2
1

Trong [ ]
T
x x x
2 1
=
a.Vit phng trnh Riccati vi 3 phng trnh vi phn v hng.
b.Tm hm truyn hi tip ca h thng.
c.S dng Matlab vit chng trnh tm v m phng iu khin ti u.
d.Tm cng thc gii tch cho nghim v h s khuch i Riccati trng thi
xc lp.
Gii:
a. Phng trnh Riccati
Theo bi ton cho
u x
x x
=
=
2
2 1
&
&
u x x
(
+
(
=
1
0
0 0
1 0
&
Hm ch tiu cht lng
+ + =
T
T T
dt ru x x T x T x J
0
2
) (
2
1
) ( ). (
2
1

Ta c :
(
=
0 0
1 0
A ,
(
=
1
0
B ,
(
=
1 0
0 1
Q ,
r
R
1
1
=

Phng trnh Riccati i s c dng
Q S B R B S A S S A S
T T
+ + =

. . . . . .
1
&

[ ]S
r
S S S S . 1 0
1
0
1
.
0 0
1 0
. .
0 1
0 0
(
+
(
=
&
( ) 1
t
(
=
) ( ) (
) ( ) (
) (
3 2
2 1
t S t S
t S t S
t S
Thay vo phng trnh ( ) 1 ta c:
(
+
(
+
(
=
(
1 0
0 1
1 0
0 0
1
0 0
1 0
0 1
0 0
3 2
2 1
3 2
2 1
3 2
2 1
3 2
2 1
3 2
2 1
S S
S S
r S S
S S
S S
S S
S S
S S
S S
S S
& &
& &

(
+
(
+
(
=
(
1 0
0 1
0
0
1
0
0 0 0
3 2
2 1
3
2
2
1
2 1 3 2
2 1
S S
S S
S
S
r S
S
S S S S
S S
& &
& &

(
+
(
+
(
=
(
1 0
0 1 . 1
0
0 0 0
2
3 3 2
3 2
2
2
2
1
2 1 3 2
2 1
S S S
S S S
r S
S
S S S S
S S
& &
& &


214 Trang

(
+
(
=
(
1 0
0 1 . 1
2
0
2
3 3 2
3 2
2
2
2 1
1
3 2
2 1
S S S
S S S
r S S
S
S S
S S
& &
& &

+ =
=
+ =
1
1
2
.
1
1
1
2
3 2 3
3 2 1 2
2
2 1
S
r
S S
S S
r
S S
S
r
S
&
&
&
( ) 2
Phng trnh ( ) 2 l phng trnh Riccati vi phn v hng.

b. Tm hm truyn hi tip ca h thng:
Hm hi tip ca h thng c dng: [ ] ) ( ) ( ) (
2 1
t k t k t K =
Ta c S B R K
T
. .
1
= , hay [ ]
(
=
3 2
2 1
. 1 0
1
) (
S S
S S
r
t K
[ ] [ ]
=
=
=
) (
1
) (
) (
1
) (
1
3 2
2 1
3 2 2 1
t S
r
t k
t S
r
t k
S S
r
k k
Phng trnh (3) l biu thc hm truyn hi tip ca h thng.

c. S dng Matlab vit chng trnh tm v m phng iu khin ti u.
* H thng c m phng nh sau:
x1
y
x2
u
Noi se2
Noi se
1
s
Integrator1
1
s
Integrator
K2
Gai n1
K1
Gain
1
Constant

Chn R=1
*Chng trnh trong Matlab:
A = [0 1; 0 0];
( ) 3

215 Trang
B = [0; 1];
C = [1 0];
Q = [1 0;0 1];
R = 1;
%=====GIAI PHUONG TRINH RICCATI=====
[K,S] = lqr(A,B,Q,R);
%========MO PHONG TOI UU=========
x1=y(:,2);
subplot(211);
plot(x1,'r');
title('KET QUA MO PHONG DAP UNG RA Y(t)');
subplot(212);
plot(u(:,2),'r');
title('KET QUA MO PHONG DIEU KHIEN TOI UU U(t)');
*Kt qu tnh ton v m phng c th hin:
K=[1.0000 1.7321]
S =[1.7321 1.0000; 1.0000 1.7321]

d. Cng thc gii tch cho nghim v h s khuch i Riccati trng thi xc
lp:
trng thi xc lp khi gi tr T = t ta c 0
3 2 1
= = = S S S
& & &


216 Trang
Hay:
= + =
= =
= + =
0 1
1
2
0 .
1
0 1
1
2
3 2 3
3 2 1 2
2
2 1
S
r
S S
S S
r
S S
S
r
S
&
&
&

= +
=
= +
0 1
1
2
0 .
1
0 1
1
2
3 2
3 2 1
2
2
S
r
S
S S
r
S
S
r

+ =
=
=
r rS S
S S
r
S
r S
2 3
3 2 1
2
2
2
1
+ =
+ =
=
r r r S
r r r r
r
S
r S
2
2
1
3
1
2
+ =
=
+ =
r r r S
r S
r r r r
r
S
2 ) (
) (
2
1
) (
3
2
1

Biu thc (4) l biu thc gii tch ca nghim Riccati trng thi xc lp.
Thay cc gi tr ca S(t) biu thc (4) vo phng trnh (3) tm cu
b ta c:
+ =
=
r r r
r
t k
r
r
t k
2
1
) (
1
) (
2
1
( ) 5
Biu thc (5) l biu thc gii tch ca hm hi tip ca h thng trng
thi xc lp

V d 2.26:
Thiet ke bo bam cho he thong c cho bi:
u x
x x
=
=
2
2 1
&
&

Ham ch tieu chat lng:
+ + + =
0
2 2
2 2 1
2
1
) 2 (
2
1
dt u qx x x x J
Vi mong muon bien tra ng thai x
1
(t) bam theo tn hieu r(t). Cho trong so
q=10, r=1.
a. Xac nh lut iu khin u(t).
b. Neu r(t)=u
-1
(t), giai tm u(t) neu x(0)=0
Gii:
a. Xac nh luat ieu khien vi tn hieu au vao r(t)=1(t):
Xt h thng:
u x
x x
=
=
2
2 1
&
&

( ) 4

217 Trang
Vi:
+ + + =
0
2 2
2 2 1
2
1
) 2 (
2
1
dt u qx x x x J
Trong o: q- v
2
>0 vi mong muon muon x
1
(t) ba m theo mot tham chieu
r(t) cho q = 10, r =1.
He thong a cho co the viet lai di dang:
Bu Ax x + = & ;
+ =
0
) (
2
1
dt Ru u Qx x J
T T
; ) ( ) ( t r t Cx =
Vi
(
=
0 0
1 0
A ,
(
=
1
0
B , [ ] 0 1 = C ,
(
=
(
=
10
1 1
q
Q , 1 = R
Giai phng trnh Riccati e tm S:
Q S B SBR SA S A S
T T T
+ + =
.

Thiet ke he thong phan hoi am nen khi S khong thay oi theo thi gian
th phng trnh ai so Riccati l:
0 = + + Q S B SBR SA S A
T T T
(1)
Th A, B, C, Q, R vo (1), ta c:
(

=
(
+
(
10
1 .
0
0 0 0
22 22 21 22
22 12 21 12
21
11
12 11
v
v
s s s s
s s s s
s
s
s s

(

=
(
(
10
1
21 12 11
11
.
22
22
21
22
22
12
21 12
v
v
s
s s
s s
s
s
s
s s
s s

= +
=
=
=
10
.
.
1 .
22 21 12
12 22 11
22 12 11
21 12
s s s
s s s
s s s
s s
v
v

Chon cac gia tr cua ma tran S sao cho S xac nh dng. Nghim ca
phng trnh trn l:
(

=
3 2 1
1 3 2 v
S
[ ]
11 12 11 12 11 12 11 12
21 22 21 22 21 22 21 22
0 0 0 1 0 1
1 0 0
1 0 0 0 1 10
v
v
s s s s s s s s
s s s s s s s s
( ( ( (
( ( ( (
= + =
( ( ( (
( ( ( (


218 Trang
Xac nh o li hoi tiep K:
[ ]
1
2 3 1
. 0 1 1 2 3
1 2 3
T
v
K R B S
(
= = = (

(

Giai tm V t phng trnh: ( )
T
V A BK V =
&
(2)
Gia s
(
=
2
1
v
v
V

Ta viet lai bieu thc (2) di dang ma tran:
[ ]
(
|
|
\
|
(
=
(
|
|
\
|
(
=
(
(
2
1
2
1
.
2
.
1
3 2 1
0 0
0 0
1 0
3 2 1
1
0
0 0
1 0
v
v
v
v
v
v
T T

Phng trnh tren c bien oi thanh:
(
=
(
(
2
1
.
2
.
1
3 2 1
1 0
v
v
v
v

Trong chng trnh giai phng trnh vi phan ta phai chon ieu kien
au V
0
sao cho vi V
0
a chon ta co ket qua cuoi cua V dung e tm
luat ieu khien thoa ie u kien x
1
(t) bam theo r(t).
Vi
[ ] [ ]
0
V 0.535 1.887 V= 0.6373 2.2120
T T
=
Giai tm P:
[ ] [ ] [ ]
2
2
2
1
2
2
1
2 1
1
0 1 0
1
0
v
v
v
v
v
v
v v V B BR V P
T T
=
(
=
(
= =

&
3
3
2
v
P =
Tm luat ieu khien u(t):
Sau khi giai tm c cac ma tran S,K,V,P ta hoan toan tm c luat
ieu khien u(t): ) ( ) (
1 1 1 1
T r VP B R x V VP B R K u
T T T
=
Ket qua:
K
x
=[0.6093 2.1079]
r
K = 0.6131
Vay luat ieu khien la: [ ] r K
x
x
k k u
r
. 2 1
2
1
=
b. Neu r(t)=u
-1
(t), giai tm u(t) neu x(0)=0:
Khi he thong xac lap x
1
(t) = 1 va x
2
(t) = 0 v vay ta co [ ] 0 1 ) ( = x
T
Ch tieu chat lng J c tnh:

219 Trang
) 0 ( ) 0 (
2
1
) ( ) (
2
1
|
2
1
) (
2
1
0
0
Sx x Sx x Sx x Ru u Qx x J
T T T T T
+ = = + =

Ket qua:
K
x
= [0.6093 2.1079]
r
K = 0.6131
0
x =[0 0]'
x =[1 0]'
J = -1.0981
Vay luat ieu khien: [ ] ) ( . 2 1
1
2
1
t u K
x
x
k k u
r
=
Ch tieu chat lng: J = -1.0981

2.3.5 Nhn xt
Phng trnh Riccati dng tng hp cc h tuyn tnh vi ch tiu cht
lng dng ton phng . Vi cch gii quyt ny , ta va m bo c
tnh n nh ca h thng ( do cch chn hm nng lng V(x) theo tiu
chun n nh th hai ca Lyapunov ) , va cc tiu ho c ch tiu cht
lng J theo yu cu bi ton t ra .
Tuy nhin , c vi im ta cn ch : i vi bi ton p dng phng trnh
Riccati th vic chn ma trn trng lng thch hp ch tiu cht lng rt
quan trng v n nh hng rt nhiu n kt qu tnh ton . Bn cnh ,
khi xt h ri rc phi m bo s hi t ca K
k
; nu khng th cn phi
tng s trng thi , khi khi lng tnh ton cng tng rt nhiu , ch ph
hp khi gii bng my tnh .

2.4 NG DNG MATLAB GII BI TON TI U
2.4.1 Ti u ho tnh
Bi ton ch tiu cht lng dng ton phng v iu kin rng buc tuyn
tnh _ Trng hp v hng (v d 2.4)
Cho a = 3 , b = 2 , m = 1 , c = 1 . Vi : x(1) = x , x(2) = u . Khi bi ton
tr thnh tm gi tr ti thiu ca :
8
) 2 (
18
) 1 (
) (
2 2
x x
x f + =
vi iu kin rng buc :
0 1 ) 2 ( ) 1 ( ) ( = + = x x x g

220 Trang
y ta s s dng hm lsqlin ( Optimization Toolbox ) vi kt qu l gi
tr ti u ca x
2
) ( D Cx x f = t gi tr nh nht (
2
D Cx l norm
ca ma trn vung [ ] D Cx ) .
Cng cc iu kin rng buc :
Beq x Aeq
B Ax
=
.

Cn lp cc thng s C , D , A , B , Aeq , Beq nhp vo theo c php :
beq) Aeq, B, A, D, lsqlin(C, = x

Chng trnh :
C = [1/(18^(1/2)) 0;0 1/(8^(1/2))];
D = [0;0];
Aeq = [1 1];
Beq = [1];
x = lsqlin(C, D, [], [], Aeq, Beq)
Chng ta s c kt qu :
x = 0.6923
0.3077

2.4.2 iu khin ti u cnh tay my hi tip gc
Xt m hnh cnh tay my hai on nh hnh :

V tr im cui ca cnh tay hai on c cho bi phng trnh sau :
( ) ( )
1 1 2 1 2
cos cos x L L = + +
( ) ( )
1 1 2 1 2
sin sin y L L = + +
Phng trnh ng lc hc :
1 1
2 2
T A B E
T C D F
( ( ( (
= +
( ( ( (

&&
&&


221 Trang
trong
[ ]
1 2
T
T T T = l tn hiu iu khin .
Vi cc trng thi :
1 1
2 1 1
3 2
4 3 2
x
x x
x
x x
= =
= =
&
&
&
&

1 2
2 1 2
3 4
4 1 2
x x
x AT BT E
x x
x CT DT F
=
= +
= +
&
&
&
&

Chn ch tiu cht lng J c dng :
( )
2 2 2 2
1 1 2 2
0
J dt
= + + +
& &

Vi phim hm dng :
1 1 1 1
2 2 2 2
e K e
e K e
= +
= +
&
&

vi
1 1 1
2 2 2
r
r
e
e

=

1 2
,
r r
l gc t ca
1 2
,
1 1 2
2 2 4
e x
e x
= =
= =
&
&
&
&

1 1 2
2 2 4
e x
e x
= =
= =
&&
&& &
&&
&& &

m bo cc tiu ho ch tiu cht lng J th
1 2
, T T l nghim ca h
phng trnh sau :
1 1
2 2
0
0
+ =
+ =
&
&

Gii h phng trnh trn ta c :
( )
( )
1
1 1 2 1 1 1 1
2 2 4 2 2 2 2
1
1
e EK x K T K A K B
e FK x K T K C K D
( + + ( (
=
(
( (
+ +

Tn hiu iu khin T c tnh ton bng chng trnh Giai_PT.m

222 Trang
Chng trnh :
Thng s u vo cho h thng (file thongso.m) :
global m1 m2 L1 L2 a1 a2 I1 I2
m1 = 3.6745;
m2= 1.0184;
L1= 0.6519 ;
L2= 0.6019;
a1= 0.3365 ;
a2= 0.2606;
I1= 0.370 ;
I2= 0.081;

Chng trnh tm tn hiu iu khin (file Giai_PT.m) :
function [C]= Giai_PT (theta1, theta2, theta1_dot, theta2_dot, e1, e2)
% Nhap thong so cho canh tay
m1 = 3.6745; m2 = 1.0184;
L1 = 0.6519; L2 = 0.6019;
a1 = 0.3365; a2 = 0.2606;
I1 = 0.370; I2 = 0.081;
K1 = 0.5; K2 = 0.8;
m11 = m1*a1*a1+m2*(L1*L1+2*L1*a2*cos(theta2)+a2*a2)+I1+I2;
m12 = m2*a2*(a2+L1*cos(theta2))+I2;
m22 = m2*a2*a2+I2;
n1=m2*L1*a2*sin(theta2)*(2*theta1_dot*theta2_dot+theta2_dot*theta2
_dot);
n2 = m2*L1*a2*sin(theta2)*theta1_dot*theta1_dot;
A = [m11 m12; m12 m22];
B = [n1; n2];
A = inv(A);
B = A*B;
A = [K1*A(1,1) K1*A(1,2); K2*A(2,1) K2*A(2,2)];
B = [e1+B(1,1)*K1-theta1_dot*(K1+1); e2+B(2,1)*K2-
theta2_dot*(K2+1)];
C = inv(A)*B;
u1 = C(1,1);
u2 = C(2,1);


223 Trang
Kt qu m phng :

V tr t thay i theo hm xung vi
1

V tr t thay i theo hm xung vi
2


224 Trang


225 Trang
2.4.3 H thng tc ng nhanh:
Gii li v d 2.21 bng Mathlab:
Giai
Xet = 1:
Hnh 1a mo ta ho cac ng tron ng v i nhng gia tr khac nhau cua k
1

va k
2
, tc la ng vi nh ng iem trang thai ban au x(0) = x
0
khac nhau
cua oi tng. Chieu cu a cac ng tron nay c xac nh t quan he
2
1
x
dt
dx
= rang khi x
2
> 0 th x
1
phai tang va ngc lai khi x
2
< 0 th x
1
phai
giam.

Hnh 1a
Code hnh 1a:
t=0:pi/100:2*pi;
x=1+1*cos(t); % tam (1,0)
bankinh 1
y=0+1*sin(t);
plot(x,y,'r')
%---------------
hold on
t=0:pi/100:2*pi;
x=1+2*cos(t); % tam (1,0)
bankinh 2
y=0+2*sin(t);
plot(x,y,'g')
%---------------
hold on

226 Trang
t=0:pi/100:2*pi;
x=1+3*cos(t); % tam (1,0)
bankinh 3
y=0+3*sin(t);
plot(x,y,'r--')
%---------------
hold on
t=0:pi/100:2*pi;
x=1+4*cos(t); % tam (1,0)
bankinh 4
y=0+4*sin(t);
plot(x,y,'b')
%---------------
hold on
xlabel('x1')
ylabel('x2')

axis([-6 5 -5 5])

:
Hnh 1b
Hnh 1a va hnh 1b : ho cac ng tron tao ra quy ao trang thai toi u
Code hnh 1b:
t=0:pi/100:2*pi;
x=-1+1*cos(t); % tam (-1,0)
bankinh 1
y=0+1*sin(t);
plot(x,y,'r')
%---------------
hold on
t=0:pi/100:2*pi;
x=-1+2*cos(t); % tam (-1,0)
bankinh 2
y=0+2*sin(t);
plot(x,y,'g')
%---------------
hold on
t=0:pi/100:2*pi;
x=-1+3*cos(t); % tam (-1,0)
bankinh 3
y=0+3*sin(t);
plot(x,y,'r--')
%---------------

227
Trang
hold on
t=0:pi/100:2*pi;
x=-1+4*cos(t); % tam (-1,0)
bankinh 4
y=0+4*sin(t);
plot(x,y,'b')
hold on
xlabel('x1')
ylabel('x2')
axis([-6 5 -5 5])
Ro rang quy ao trang thai toi u ch co the c tao ta t cac cung cua
nhng ng tron

Hnh 2: Quy ao cuoi cu a trang thai toi u
Code hnh 2:
t=0:pi/100:pi;
x=-1+1*cos(t); % tam (-1,0)
bankinh 1
y=0+1*sin(t);
plot(x,y,'r')
hold on
t=0:-pi/100:-pi;
x=1+1*cos(t); % tam (1,0)
bankinh 1
y=0+1*sin(t);
plot(x,y,'b')
xlabel('x1')
t=0:pi/100:pi;
x=-1+1*cos(t); % tam (-1,0)
bankinh 1
y=0+1*sin(t);
plot(x,y,'r')
hold on
t=0:-pi/100:-pi;
x=1+1*cos(t); % tam (1,0)
bankinh 1
y=0+1*sin(t);
plot(x,y,'b')
xlabel('x1')
ylabel('x2')

228 Trang

Hnh 3: Xay dng oa n gan cuoi cu a quy ao trang thai toi u
Code hnh 3:
t=0:pi/100:pi;
x=-1+1*cos(t); % tam (-1,0)
bankinh 1
y=0+1*sin(t);
plot(x,y,'c')
hold on
t=0:pi/100:pi;
x=-3+1*cos(t); % tam (-3,0)
bankinh 1
y=0+1*sin(t);
plot(x,y,'g')
hold on
%--------------
t=-0.39:pi/100:2.78
x=-1+2.5*cos(t); % tam (-1,0)
bankinh 2.5
y=0+2.5*sin(t);
plot(x,y,'r')
hold on
%--------------
t=0:-pi/100:-pi;
x=1+1*cos(t); % tam (1,0)
bankinh 1
y=0+1*sin(t);
plot(x,y,'b')
hold on
xlabel('x1')
ylabel('x2')
axis([-5 3 -3 3])
grid


229 Trang

Hnh 4 : Xay dng quy ao trang thai toi u

Hnh 5 : ng chuyen oi gia tr cua tn hieu ie u khien toi u

Code hnh 4 v hnh 5:
t=0:-pi/100:-pi;
x=1+1*cos(t); % tam (1,0)
bankinh 1
y=0+1*sin(t);
plot(x,y,'r')
hold on
%--------------
t=0:-pi/100:-pi;
x=3+1*cos(t); % tam (3,0)
bankinh 1

230
Trang
y=0+1*sin(t);
plot(x,y,'k')
hold on
%--------------
t=0:-pi/100:-pi;
x=5+1*cos(t); % tam (5,0)
bankinh 1
y=0+1*sin(t);
plot(x,y,'b')
hold on
%--------------
t=0:pi/100:pi;
x=-1+1*cos(t); % tam (-1,0)
bankinh 1
y=0+1*sin(t);
plot(x,y,'g')
hold on
%--------------
t=0:pi/100:pi;
x=-3+1*cos(t); % tam (-3,0)
bankinh 1
y=0+1*sin(t);
plot(x,y,'r')
hold on
%--------------
t=0:pi/100:pi;
x=-5+1*cos(t); % tam (-5,0)
bankinh 1
y=0+1*sin(t);
plot(x,y,'k')
hold on
%--------------
t=0:pi/100:pi;
x=-7+1*cos(t); % tam (-3,0)
bankinh 1
y=0+1*sin(t);
plot(x,y,'b')
hold on
%--------------
xlabel('x1')
ylabel('x2')
axis([-10 10 -4 4])
grid

Tng t khi = 0.5:
Code hnh 6a:
ezplot('(x2^2)/(0.5^2)+(x1-(1/0.5^2))^2-4')
hold on
ezplot('(x2^2)/(0.5^2)+(x1-(1/0.5^2))^2-8')
hold on
ezplot('(x2^2)/(0.5^2)+(x1-(1/0.5^2))^2-16')
hold on
xlabel('x1')
ylabel('x2')
axis([-10 10 -3 3])
grid


231 Trang

Hnh 6a

Hnh 6b
Hnh 6a va hnh 6b : ho cac ng tron tao ra quy ao trang thai toi u
Code hnh 6b:
ezplot('(x2^2)/(0.5^2)+(x1+(1/0.5^2))^2-4')
hold on
ezplot('(x2^2)/(0.5^2)+(x1+(1/0.5^2))^2-8')

232 Trang
hold on
ezplot('(x2^2)/(0.5^2)+(x1+(1/0.5^2))^2-16')
hold on
%-----------------------------
xlabel('x1')
ylabel('x2')
axis([-10 10 -3 3])
grid

Hnh 6c
Hnh 6a, hnh 6b, hnh 6c : ho cac ng tron ta o ra quy ao trang thai toi
u
Code hnh 6c:
ezplot('(x2^2)/(0.5^2)+(x1-(1/0.5^2))^2-4')
hold on
ezplot('(x2^2)/(0.5^2)+(x1-(1/0.5^2))^2-8')
hold on
ezplot('(x2^2)/(0.5^2)+(x1-(1/0.5^2))^2-16')
hold on
ezplot('(x2^2)/(0.5^2)+(x1+(1/0.5^2))^2-4')
hold on
ezplot('(x2^2)/(0.5^2)+(x1+(1/0.5^2))^2-8')

233 Trang
hold on
ezplot('(x2^2)/(0.5^2)+(x1+(1/0.5^2))^2-16')
hold on
%-----------------------------
xlabel('x1')
ylabel('x2')
axis([-10 10 -3 3])
grid

Hnh 7: Quy ao cuoi cu a trang thai toi u
Code hnh 7:
t=0:pi/100:pi;
x=4*cos(t);
x=x-4;
y=2*sin(t);
plot(x,y,'r')
hold on
t=-pi:pi/100:0;
x=4*cos(t);
x=x+4;
y=2*sin(t);
plot(x,y,'b')
hold on

xlabel('x1')
ylabel('x2')
axis([-10 10 -5 5])
grid

234 Trang

Hnh 8: Xay dng oa n gan cuoi cu a quy ao trang thai toi u
Code hnh 8:
t=0:-pi/100:-pi;
x=4*cos(t);
x=x+4;
y=2*sin(t);
plot(x,y,'k')
hold on
t=0:pi/100:pi;
x=4*cos(t);
x=x-4;
y=2*sin(t);
plot(x,y,'r')
hold on
t=0:pi/100:pi;
x=4*cos(t);
x=x-12;
y=2*sin(t);
plot(x,y,'g')
hold on
t=-0.505:pi/100:2.649
x=8*cos(t);
x=x-4;
y=4*sin(t);
plot(x,y,'b')
hold on
xlabel('x1')
ylabel('x2')
axis([-20 20 -10 10])
grid

2.4.4 LQR lin tc v ri rc
1. H lin tc:
Gii li v d 2.26 bng Mathlab:
Gii:
a. Xac nh he thong vi lenh vao u(t):
Tnh S va K ba ng thuat toan LQR trong Matlab:
q = 10; % Trong so q da cho
v = 1.2679; % v duoc chon sao cho 0 < v < sqrt(q)

235
Trang
A = [0 1; 0 0];
B = [0; 1];
C = [1 0];
Q = [1 v;v q];
R = 1;
[K,S] = lqr(A,B,Q,R)
Ket qua:
K =[1.0000 3.4641]
S =[ 2.1962 1.0000; 1.0000 3.4641]
Chng trnh giai phng trnh vi phan:
function Vp=ssequi(t,V)
global D
Vp=D*V;
% Giai phuong trinh vi phan tim V
global D
D = -(A-B*K)'
v0 = [0.535 1.887]';
t0 = 0;
tf = 0.05;
nt = 5000;
t = linspace(t0,tf,nt);
options = odeset('reltol',1.0e-6);
[tn,v] = ode23('ssequi',[t0,tf],v0,options);
Vs = v';
V = Vs(:,end)
Ket qua:
V =[0.6373 2.2120]
T
Trong chng trnh giai phng trnh vi phan ta phai chon ieu kien
au V
0
sao cho vi ieu kien au V
0
ta co ket qua cuoi cua V dung e
tm luat ieu khien thoa ieu kien x
1
(t) bam theo r(t).
Tm P t ma trn V:
v2=V(2,:)
P=v2^3/3
Ket qua:
P = 3.6078
Tm luat ieu khien u(t):

236
Trang
Kx=K-inv(R)*B'*V*inv(P)*V'
k1=Kx(1,1)
k2=Kx(1,2)
kr=inv(R)*B'*V*inv(P)
Ket qua:
Kx =[0.6093 2.1079]
k1 = 0.6093
k2 = 2.1079
Kr = 0.6131
Vay luat ieu khien la: [ ] r Kr
x
x
k k u . 2 1
2
1
=
b. Nu r(t)=u
-1
(t) , gii tm u(t) khi x(0)=0.
global D
Vp=D*V;
%----------------------------------------
A = [0 1; 0 0];
B = [0; 1];
C = [1 0];
Q = [1 v;v q];
R = 1;
% Dung thuat toan lqr de tim K,S
%Giai phuong trinh vi phan tim V
global D
D=-(A-B*K)'
v0=[0.535 1.887]';
t0=0;
tf=0.05;
nt=5000;
t=linspace(t0,tf,nt);
options=odeset('reltol',1.0e-6);
[tn,v]=ode23('ssequi',[t0,tf],v0,options);

237
Trang
Vs=v';
V=Vs(:,end)
v2=V(2,:)
% Tinh P
% ===========================
P=v2^3/3
k1=Kx(1,1)
k2=Kx(1,2)
kr=inv(R)*B'*V*inv(P)
% Tnh chi tieu chat luong
%=============================
x0=[0 0]'
x_vocung=[1 0]'
j =(-x_vocung'*S*x_vocung + x0'*S*x0)/2
Ket qua:
Kx = [0.6093 2.1079]
k1 = 0.6093
k2 = 2.1079
Kr = 0.6131
x0=[0 0]'
x_vocung =[1 0]'
j = -1.0981
Vay luat ieu khien:
[ ] ) ( . 2 1
1
2
1
t u Kr
x
x
k k u
=

Ch tieu chat lng : J = -1.0981
c. Mo phong
1/ Trong trng hp x(0)=0; r(t)=u
-1
(t)
S o mo phong khi co nhieu o:

238
Trang

Chng trnh mo pho ng:
global D
Vp=D*V;
%===================================
mean=0; % Gia tri trung binh cua nhieu
variance = 0; % Phuong sai nhieu
A = [0 1; 0 0];
B = [0; 1];
C = [1 0];
Q = [1 v;v q];
R = 1;
%===================================
% Giai phuong trinh Riccati
%===================================
%Giai phuong trinh vi phan tim v
global D
D=-(A-B*K)'
v0=[0.535 1.887]';
t0=0;
tf=0.05;
nt=5000;

239
Trang
Vs=v';
V=Vs(:,12)
v2=V(2,:)
P=v2^3/3
%Tinh do loi hoi tiep
%===============================
k1=Kx(1,1)
k2=Kx(1,2)
Kr=inv(R)*B'*V*inv(P)
%=============================
x0=[0 0]'
x_vocung=[1 0]'
j=(-x_vocung'*S*x_vocung + x0'*S*x0 )/2
% Goi mo hinh simulink
%===============================
sim('mophong')
%===============================
% Ve dap ung ra x1
figure;
subplot(2,1,1);
plot(x1(:,2),'b');
hold on;
%===============================
% Ve tin hieu vao r
plot(r(:,2),'r');
axis([0 60 -2 2]);
legend('x1','r')
title('KET QUA MO PHONG')
hold on;
% ==============================
% Ve sai so

240
Trang
subplot(2,1,2);
plot(x1(:,2)-r(:,2),'k')
axis([0 60 -1 1]);
legend('error')
title('SAI SO')

Ket qua mo phong khi cha co nhieu:
0 10 20 30 40 50 60
-2
-1
0
1
2
KET QUA MO PHONG
x1
r
0 10 20 30 40 50 60
-1
-0.5
0
0.5
1
SAI SO
error

Nhan xet: Bien trang tha i x
1
(t) bam theo tn hieu u
-1
(t) vi thi gian on
nh 17sec, khong co vot lo.

Ket qua mo phong khi co nhieu o vi gia tr trung bnh 5 . 0 = phng
sai 0001 . 0 = :
0 10 20 30 40 50 60
-2
-1
0
1
2
KET QUA MO PHONG
x1
r
0 10 20 30 40 50 60
-1
-0.5
0
0.5
1
SAI SO
error


241
Trang
Nhan xet: Khi co nhieu o bien trang thai x
1
(t) van bam theo tn hieu u
-
1
(t) vi thi gian on nh 17sec, khong co vot lo nhng khong the loai
bo c phng sai nhieu. Trang thai ban au x
1
(t) c nang len mot
lng ung bang gia tr trung bnh nhieu.
Mo phong khi co nhieu he thong:

Ket qua mo phong khi co nhieu he tho ng vi gia tr trung bnh 5 . 0 =
phng sai 0001 . 0 = :
0 10 20 30 40 50 60
-2
-1
0
1
2
KET QUA MO PHONG
x1
r
0 10 20 30 40 50 60
-1
-0.5
0
0.5
1
SAI SO
error

Nhan xet: co nhieu o bien trang thai x
1
(t) van bam theo tn hieu u
-1
(t)
vi thi gian on nh 17sec, khong vot lo va trang thai au x
1
(t) khong
thay oi. Tuy nhien van b anh hng cua phng sai nhieu.
2. Trong trng hp x(0)=[1 0]
T
; r(t)=u
-1
(t-1)


242
Trang
S o mo phong khi co nhieu o:

Chng trnh mo pho ng:
global D
Vp=D*V;

%===================================
mean=0.5; % Gia tri trung binh cua nhieu
variance = 0.0001; % Phuong sai nhieu
A = [0 1; 0 0];
B = [0; 1];
C = [1 0];
Q = [1 v;v q];
R = 1;
%===================================
% Giai tim K,S bang thuat toan lqr
%===================================
% Giai phuong trinh vi phan tim V
global D
D=-(A-B*K)'
v0=[0.5338 1.8899]';
t0=0;

243
Trang
tf=0.05;
nt=5000;
Vs=v';
V=Vs(:,12)
v2=V(2,:)
P=v2^3/3
% Tinh do loi hoi tiep
%===============================
k1=Kx(1,1)
k2=Kx(1,2)
Kr=inv(R)*B'*V*inv(P)
%=============================
x0=[1 0]'
x_vocung=[1 0]'
j=(-x_vocung'*S*x_vocung + x0'*S*x0)/2

% Goi mo hinh simulink
%===============================
sim('mophong_c')
%===============================
% Ve dap ung ra x1
figure;
subplot(2,1,1);
plot(x1(:,2),'b');
hold on;
%===============================
% Ve tin hieu vao r
plot(r(:,2),'r');
axis([0 60 -2 2]);
legend('x1','r')
title('KET QUA MO PHONG')

244
Trang
hold on;
% ==============================
% Ve sai so
subplot(2,1,2);
plot(x1(:,2)-r(:,2),'k')
axis([0 60 -1 1]);
legend('error')
title('SAI SO')
Ket qua:
K =[ 1.0000 3.4641]
S = [2.1962 1.0000; 1.0000 3.4641]
V = [0.6362 2.2155]
T
P = 3.6250
Kx =[ 0.6112 2.1100]
k1 = 0.6112
k2 = 2.1100
Kr = 0.6112
x0 = [1 0]
T

x_vocung = [1 0]
T

j = 0
Ket qua mo phong khi co nhieu o vi gia tr trung bnh 5 . 0 =
phng sai 0001 . 0 = :
0 10 20 30 40 50 60
-2
-1
0
1
2
KET QUA MO PHONG
x1
r
0 10 20 30 40 50 60
-1
-0.5
0
0.5
1
SAI SO
error


245
Trang
1
(t) luon bam theo tn hieu vao r(t) triet
tieu c nhieu trung bnh tr ve trang thai xac lap x
1
=1,tuy nhien
khong triet tieu c phng sai nhieu.
S o mo phong trng hp x(0)=[1 0]
T
; r(t)=u
-1
(t-1) co nhieu he
thong:

phng sai 0001 . 0 = :
0 10 20 30 40 50 60
-2
-1
0
1
2
KET QUA MO PHONG
x1
r
0 10 20 30 40 50 60
-1
-0.5
0
0.5
1
SAI SO
error


246
Trang
1
(t) luon bam theo tn hieu vao r(t) triet tieu
c nhieu trung bnh tr ve trang thai xac lap x
1
=1,tuy nhien khong
triet tieu c phng sai nhieu
e co c s so sanh ta mo phong trong trng h p tn hieu vao la hnh
sin hoac xung vuong.
S o mo phong hoan toan giong nh tren ch khac khoi nguon.
sai 0001 . 0 = tn hieu vao la xung vuong:

0 10 20 30 40 50 60 70 80 90 100
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
KET QUA MO PHONG
x1
r

1
(t) bam theo c tn hieu vao nhng co
thi gian on nh tng oi ln. Co the hieu chnh e giam thi gian on
nh nhng s tang o vot lo. Trang thai ban au mc ung bang gia
tr trung bnh cua nhieu.

sai 0001 . 0 = tn hieu vao la hnh sin:
0 20 40 60 80 100 120 140 160 180 200
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
KET QUA MO PHONG
x1
r


247
Trang
1
(t) bam theo tn hieu r(t). Trang tha i ban
au mc ung bang gia tr trung bnh cua nhie u.
phng sai 0001 . 0 = tn hieu vao la xung vuong:

0 10 20 30 40 50 60 70 80 90 100
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
KET QUA MO PHONG
x1
r

Nhn xt: Bien trang tha i x
1
(t) bam theo c tn hieu vao nhng co
thi gian on nh tng oi ln. Co the hieu chnh e giam thi gian on
nh nhng s tang o vot lo. Trang thai ban au mc ung bang gia
tr trung bnh cua nhieu. Trang thai ban au x
1
(t)=0;

phng sai 0001 . 0 = tn hieu vao la hnh sin:
0 20 40 60 80 100 120 140 160 180 200
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
KET QUA MO PHONG
x1
r

Nhn xt: Bien trang tha i x
1
(t) bam theo tn hieu r(t). Trang tha i ban
au bang 0.

248
Trang
2. H ri rc
Xt h v hng :

vi ch tiu cht lng :
( )
1
2 2 2
1 1
2 2
=
= + +
N
i N N k k
k i
J s x qx ru
a = 1.05 , b = 0.01 , q = r = 1 , x
0
= 10 , N = 100 . Chng ta s xt hai trng
hp s
N
= 5 v s
N
= 500 bng chng trnh dex tm cc qu o ti u .

Chng trnh :
function [x,u,K,S] = dex
a = 1.05;
b = 0.01;
q = 1;
r = 1;
x0 = 10;
s = 5;
N = 100;
S(N+1) = s;
for k = N:-1:1
K(k) = ( a * b * s ) / ( r + s * b^2 );
s = q + ( r * s * a^2 ) / ( r + s * b^2 );
S(k) = s;
end
x(1) = x0;
for k = 1:N
u(k) = -K(k) * x(k);
x(k+1) = a * x(k) + b * u(k);
end
1 +
= +
k k k
x ax bu

249
Trang

Gi tr tun t s
k
(s
N
= 5)

li hi tip ti u K
k
(s
N
= 5)


250
Trang

Qu o trng thi ti u x
k
*
(s
N
= 5)

Gi tr tun t s
k
(s
N
= 500)


251
Trang

li hi tip ti u K
k
(s
N
= 500)

Qu o trng thi ti u x
k
*
(s
N
= 500)


252
Trang
CU HI N TP V BI TP
1. Trnh by phng php bin phn c in Euler_Lagrange cho cc
trng hp : khng c iu kin rng buc , c iu kin rng buc v khi
tn hiu u vo b hn ch .
2. Ch tiu cht lng v d 2.13 c dng :
( )
2 2
0
J dt
= +
&

Hy chng minh hm bin s ph c xc nh t iu kin cc tiu ca
J nh sau :
0 + =
&

3. Pht biu nguyn l ti u ca Bellman . Trnh by tng gii quyt bi
ton ti u ca phng php quy hoch ng .
4. Trnh by nguyn l cc tiu ca Pontryagin
5. Pht biu tiu chun n nh th hai ca Lyapunov .
6. ng dng Lyapunov trong bi ton LQR lin tc .
7. Chng minh ma trn Q l ma trn xc nh dng:

3 1 3 2 2 1
2
3
2
2
2
1
2 6 2 4 x x x x x x x x x Q + + + =
8. Chng minh ma trn Q l ma trn xc nh m:

3 1 3 2 2 1
2
3
2
2
2
1
2 4 2 11 3 x x x x x x x x x Q + =
9. Vit mt s hm Lyapunov cho h thng sau:

(
=
(
2
1
2
1
3 2
1 1
x
x
x
x
&
&

Xc nh tnh n nh ca h thng.
10. Xc nh tnh n nh ca trng thi cn bng cho h thng sau:

1 4
2 2
2 1 2
2 1 1
=
+ =
x x x
x x x
&
&

11. Xc nh tnh n nh ca trng thi cn bng cho h thng sau:

1 3
3 2 1 2
2 1 1
3 2 3
3
x x
x x x x
x x x
=
=
+ =
&
&
&

12. Tm im (x,y) thuc parabol :
2
3 6 y x x = +

253
Trang
sao cho khong cch t (x , y) n im c to (2,2) l ngn nht . Tnh
khong cch .
13. a. Tm hnh ch nht c din tch ln nht vi chu vi p. Ngha l tm x
v y tho mn cc i ho hm :
( , ) L x y xy =
vi iu kin rng buc : ( , ) 2 2 0 f x y x y p = + =
b. Tm hnh ch nht c chu vi nh nht vi din tch cho trc l
2
a .
Ngha l cc tiu ho hm :
( , ) 2 2 L x y x y = +
vi iu kin rng buc :
2
( , ) 0 f x y xy a = =
14. Cho h thng :
u x x
(
+
(
=
3
1
0 1
2 2
.

Tm cc gi tr ti u , , x u L

tho mn cc tiu ch tiu cht lng :
1 0 2 1
1 1
0 2 1 1 2 2
T T
L x x u u
( (
= +
( (

15. Cho h thng :
2
2
d y
u
dt
=
Tm tn hiu iu khin u tho mn cc tiu ch tiu cht lng :
1
2
1
1
2
J u u dt
| |
= +
|
\
&&
vi cc iu kin u :
( 1) (1) 0
( 1) (1) 0
y y
y y
= =
= = & &

16. Cho h thng :

Cho R = 1, L = 1H.
a. Tm phng trnh trng thi ca h thng .
b. Tm iu khin ti u cc tiu ch tiu cht lng J :
L
u
i
L
R
dt
di
+
=
i: dng in

254
Trang
1
2
0
J u dt =

vi x(0) = 0 v x(1) = 2 .
c. Tm qu o trng thi ti u .
17. Cho h thng :
2
1 k k k k
x x u u
+
= +
vi ch tiu cht lng:
1
2
0
0
N
N k k
k
J x x u
=
= +

Cho N = 2 . Tn hiu iu khin ch nhn cc gi tr : 1
k
u = hoc 1
k
u = .
x
k
nhn cc gi tr -1, 0, 1, 2 .
a. S dng phng php quy hoch ng tm lut iu khin hi tip
trng thi ti u .
b.Vi
0
2 x = , hy tm tn hao ti u, lut iu khin v qu o trng
thi .
18. Xt h tc ng nhanh c dng sau :
2
2
d x
x u
dt
+ =
1 u
Tm qu o pha ti u a h v gc to t mt im bt k .
19. Cho h thng :
1 2
2
x x
x u
=
=
&
&

( )
2 2 2
1 1 2 2
0
1
2
2
J x vx x qx u dt
= + + +

vi
( )
2
0 q v > .
a. Tm li gii cho phng trnh Riccati i s .
b. Tm iu khin ti u v h thng vng kn ti u .
c. V qu o nghim s ca h thng khi q thay i t 0 n . Vi
gi tr no ca q th h thng n nh .
20. Cho h thng :
1 1
x x u = + &
2 1 2
x x x = + &

255
Trang
+ + =
0
2 2
2
2
1
) (
2
1
dt ru x x J

vi
10
1
= r .
a. Tm li gii cho phng trnh Riccati i s .
b. Tm iu khin ti u v h thng vng kn ti u .
21. Cho h thng :
1 2
2 1 2
2
x x
x ax x u
=
= +
&
&

v ch tiu cht lng :
( )
2 2 2
1 2
0
1
2
2
J x x u dt
= + +

a. V qu o nghim s ca h h khi a thay i t 0 n . Vi gi
tr no ca a th h thng n nh .
b. Vi a = -8 tm li gii cho phng trnh i s Riccati v h s K .
22. Xt h ri rc :
1
2
k k k
x x u
+
= +
a. Tm li gii x
k
vi k = 0 ; 5 nu x
0
= 3 .
b. Xc nh lut u
k
tn hao nng lng ti thiu a h thng t x
0
= 3
v x
5
= 0 . V qu o trng thi ti u. Ch tiu cht lng h h
(q=0):
1
2
0
1
2
=
=

N
k
k
J u
c. Tm lut hi tip trng thi K
k
ti u sao cho ch tiu cht lng J t cc
tiu :
( )
4
2 2 2
5
0
5 0.5
k k
k
J x x u
=
= + +

Tnh hm tn tht J ti u vi k = 0 ; 5 .
23. Xt h ri rc :
1 k k k
x ax bu
+
= +
( )
1
3 3 3
0
1 1
3 3
=
= + +
N
N N k k
k
J s x qx ru
vi x
k
, u
k
l v hng .
a. Tm phng trnh trng thi, phng trnh ng trng thi v iu kin
tnh .

256
Trang
b. Khi no th ta c th tm c lut iu khin ti u u
k
. Vi iu kin
, hy kh u
k
trong phng trnh trng thi .
c. Tm li gii bi ton iu khin vng h (trng thi cui x
N
c nh,
0
N
s = , q = 0 ) .
24. Cho h thng c m t bi h phng trnh trng thi:
y v
v u
=
&
&
1 ) ( t u
V qu o pha ti u a h t trng thi ban u v gc ta vi thi
gian ngn nht trong cc trng hp sau y:
a. x
1
(0) = 4, x
2
(0) = 3
b. x
1
(0) = 4, x
2
(0) =- 3
c. x
1
(0) = -4, x
2
(0) = -3
d. x
1
(0) = -4, x
2
(0) = 3
1. Gii vi lut iu khin Bang Bang.
2. Gii vi lut iu khin Bang off Bang, T = 45 s
25. Mot tau ch hang go m ba loai sau :
Trong lng w(lb) Gia thanh v($)
May ra chen 100 360
May giat 125 475
Tu lanh 250 1000
at u
k
la so may c tai len tau cho ba loai tre n : k=1,2,3
u
1
= so tu lanh c ch len tau , u
2
= so may giat & u
3
= so may ra
chen. w
k
la trong lng ,v
k
la gia thanh .
at x
k
la tai trong cho phep oi vi tng loai ha ng .
Yeu cau ham ch tieu J la cc ai:

3
1
k k
k
J v u
=
=

Vi ieu kien rang buoc la tai trong ( W ) toi a tau c phep ch la
730 lb

3
1
k k
k
w u W
=

1. Thanh lap phng trnh trang thai
2. Tm chien lc tai ha ng toi u nham at J max.

Chapter 2

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Chapter 2

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Chng 2: iu khin ti u

ca ch tiu cht lng J ng vi tn hiu iu khin

th l gi tr ti u cc b . Nhng khi bi ton

= u& & (8)

= lun dng (15)

sao cho ch tiu cht lng

= . Ta c c s nh sau vi mi tn ch ra trng thi ti

(y(0) , v(0)) . Ch rng ( )

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