Lý Thuyết Điều Khiển Nâng Cao - Nguyễn Doãn Phước

Li ni u
c c ln xut bn th ba ny vi ni dung v cht lng tt hn hai ln xut

bn trc (ln u l vo nm 2005), tc gi xin c gi li cm n v nhng nhn xt,
gp ca bn c, cc bn sinh vin, hc vin cao hc, nghin cu sinh gi ti cho tc
gi.
Quyn sch ny c vit ra t cc bi ging trong nhiu nm ca tc gi ti
Trng i hc Bch khoa H Ni v L thuyt iu khin, gm bn phn chnh:
iu khin ti u,
Nhn dng i tng iu khin,
iu khin bn vng v
iu khin thch nghi.
Mc ch ca tc gi khi vit quyn sch ny ch n gin l mong mun cung cp

cho cc bn sinh vin ang theo hc cc ngnh iu khin t ng, o lng v Tin hc
cng nghip, T ng ha, thm mt ti liu b tr cho vic hiu k, hiu su bi ging
cng nh h tr vic t hc ca sinh vin, hc vin cao hc, nghin cu sinh thuc cc
ngnh lin quan.
Quyn sch c vit vi s cm thng, chu ng rt to ln ca gia nh tc gi.
N cng c c hon thnh nh s c v, khuyn khch v to iu kin thun li ca
cc ng nghip trong B mn iu khin T ng, Trng i hc Bch khoa, ni tc
gi ang cng tc. Tc gi xin c gi ti gia nh v cc bn li cm n chn thnh.
Mc d rt n lc, song chc khng th khng c thiu st. Do tc gi rt
mong nhn c nhng gp sa i, b sung thm ca bn c hon thin. Th gp
xin gi v:
Trng i hc Bch khoa H Ni

Khoa in, B mn iu khin T ng
phuocnd-ac@mail.hut.edu.vn
H Ni, ngy 28 thng 5 nm 2007
Mc lc
1
iu khin ti u tnh
1.1 Nhp mn
11
11
1.1.1 Th no l bi ton iu khin ti u tnh? ..................................................................... 11

1.1.2 Phn loi bi ton ti u.................................................................................................. 15
Bi ton ti u tuyn tnh/phi tuyn .............................................................................. 15
Bi ton cn ti u (suboptimal) ................................................................................... 16
Bi ton ti u c rng buc/khng rng buc............................................................. 18
Nghim ti u a phng/ton cc .............................................................................. 18
1.1.3 Cng c ton hc: Tp li v hm li.............................................................................. 19
1.2 Nhng bi ton ti u in hnh
23
1.2.1 Bi ton ti u li............................................................................................................. 23

1.2.2 Bi ton ti u ton phng ............................................................................................ 25
1.2.3 Bi ton ti u hyperbol .................................................................................................. 27
1.3 Tm nghim bng phng php l thuyt
29
1.3.1 Mi quan h gia bi ton ti u v bi ton im yn nga ......................................... 29

1.3.2 Phng php KuhnTucker ............................................................................................ 31
1.3.3 Phng php Lagrange................................................................................................... 34
1.4 Tm nghim bng phng php s
36
1.4.1 Bi ton ti u tuyn tnh v phng php n hnh (simplex)....................................... 36

1.4.2 Phng php tuyn tnh ha tng on .......................................................................... 40
1.4.3 Phng php NewtonRaphson ..................................................................................... 41
1.5 Tm nghim bng phng php hng n cc tr
44
1.5.1 Nguyn l chung.............................................................................................................. 44

1.5.2 Xc nh bc tm ti u.................................................................................................. 46
Xc nh bng phng php gii tch ........................................................................... 46
Xc nh bng phng php s .................................................................................... 47
Thut ton nht ct vng .............................................................................................. 47
1.5.3 Phng php GaussSeidel ........................................................................................... 49
1.5.4 Phng php gradient..................................................................................................... 51
1.5.5 K thut hm pht v hm chn ..................................................................................... 53
K thut hm pht......................................................................................................... 53
K thut hm chn ........................................................................................................ 56
1.6 Mt s v d ng dng
57
1.6.1 Xc nh tham s ti u cho b iu khin PID .............................................................. 57

1.6.2 Nhn dng tham s m hnh i tng tin nh ............................................................ 60
Nhn dng tham s m hnh khng lin tc ................................................................. 60
Nhn dng tham s m hnh lin tc ............................................................................ 62
1.6.3 ng dng vo iu khin bn vng trong khng gian trng thi .................................... 63
Pht biu bi ton......................................................................................................... 63
Phng php Roppenecker.......................................................................................... 65
Phng php Konigorski............................................................................................... 68
1.6.4 ng dng vo iu khin thch nghi................................................................................ 73
Mc ch ca iu khin thch nghi............................................................................... 73
Vai tr ca iu khin ti u tnh trong iu khin thch nghi ....................................... 77
Cu hi n tp v bi tp
78
81
iu khin ti u ng
2.1 Nhp mn
81
2.1.1 Th no l bi ton iu khin ti u ng?................................................................... 81

Bi ton ti u ng lin tc ......................................................................................... 81
Bi ton iu khin ti u khng lin tc...................................................................... 83
2.1.2 Phn loi bi ton ti u ng ........................................................................................ 84
2.2 Phng php bin phn
86
2.2.1 Hm Hamilton, phng trnh EulerLagrange v iu kin cn ..................................... 86

2.2.2 Bn thm v hm Hamilton............................................................................................. 92
2.2.3 Phng trnh vi phn Riccati v b iu khin ti u khng dng cho i
tng tuyn tnh (trng hp thi gian hu hn) ............................................................. 94
Pht biu bi ton v tm nghim nh phng php bin phn ................................... 94
Tm nghim ti u t phng trnh vi phn Riccati ....................................................... 96
Thit k b iu khin ti u, phn hi trng thi, khng dng.................................... 99
2.2.4 Phng trnh i s Riccati v b iu khin ti u tnh, phn hi trng thi
cho i tng tuyn tnh (trng hp thi gian v hn) B iu khin LQR .............. 100
Pht biu bi ton....................................................................................................... 100
Li gii ca bi ton B iu khin ti u LQR phn hi dng ............................. 101
B iu khin ti u LQR phn hi m....................................................................... 103
2.3 Nguyn l cc i
104
2.3.1 iu khin i tng na tuyn tnh, bit trc im trng thi u v

khong thi gian xy ra qu trnh ti u ........................................................................ 105
2.3.2 iu khin ti u tc ng nhanh i tng tuyn tnh................................................. 108
Nguyn l cc i ....................................................................................................... 108
Xy dng qu o trng thi ti u............................................................................. 112
nh l Feldbaum v s ln chuyn i gi tr v ngha ng dng .......................... 118
2.3.3 Nguyn l cc i dng tng qut: iu kin cn, iu kin honh ............................. 123
iu kin cn .............................................................................................................. 123
iu kin honh (iu kin trc giao) ......................................................................... 126
Bi ton ti u c khong thi gian c nh v cho trc........................................... 131
Bi ton ti u c i tng khng autonom .............................................................. 132
2.3.4 V ngha vector bin ng trng thi ......................................................................... 133
2.4 Phng php quy hoch ng (Bellman)
137
2.4.1 Ni dung phng php.................................................................................................. 139

Nguyn l ti u ca Bellman ..................................................................................... 139
Hai vng tnh ca phng php: Vng ngc (k thut nhng) v vng xui............ 140
2.4.2 M rng cho trng hp hm mc tiu khng dng tng .......................................... 144
2.4.3 M rng cho trng hp im cui khng c nh........................................................ 147
2.4.4 M rng cho h lin tc v phng trnh HamiltonJacobiBellman............................ 148
Cu hi n tp v bi tp
iu khin ti u ngu nhin
3.1 Mt s khi nim nhp mn
155
159
159
3.1.1 Qu trnh ngu nhin..................................................................................................... 159

nh ngha v m t chung ......................................................................................... 159
Qu trnh ngu nhin dng ......................................................................................... 161
Qu trnh ngu nhin egodic....................................................................................... 161
Hm mt ph v nh Laplace ca qu trnh ngu nhin egodic ........................... 162
3.1.2 H ngu nhin v m hnh ton hc trong min phc .................................................. 163
Php bin i Fourier ................................................................................................. 163
Xc nh m hnh hm truyn t ............................................................................... 164
3.1.3 Bi ton iu khin ti u ngu nhin........................................................................... 165
3.2 iu khin ti u ngu nhin tnh
167
3.2.1 Nhn dng trc tuyn tham s m hnh khng lin tc................................................. 167
3.2.2 Nhn dng trc tuyn (on-line) m hnh tuyn tnh lin tc .......................................... 169
Nhn dng trc tuyn m hnh khng tham s........................................................... 169
Nhn dng trc tuyn tham s m hnh i tng khng c thnh phn vi
phn ............................................................................................................................ 172
Nhn dng trc tuyn tham s m hnh i tng khng c thnh phn tch
phn ............................................................................................................................ 173
3.2.3 Nhn dng ch ng (off-line) m hnh tuyn tnh khng lin tc ................................ 174
Nhn dng ch ng tham s m hnh AR (Autoregressive) ..................................... 174
S dng thut ton Levinson tm nghim phng trnh Yule-Walker .................... 176
Nhn dng off-line tham s m hnh MA v ARMA.................................................... 183
3.3 iu khin ti u ngu nhin ng
186
3.3.1 B lc Wiener ................................................................................................................ 186

Mc ch ca b lc .................................................................................................... 186
Cc bc thit k ........................................................................................................ 188
3.3.2 B quan st trng thi Kalman (lc Kalman) ................................................................ 191
Mc ch ca b quan st........................................................................................... 191
Thit k b quan st trng thi cho i tng tuyn tnh............................................ 192
3.3.3 B iu khin LQG (Linear Quadratic Gaussian) ......................................................... 195
Ni dung b iu khin LQG ...................................................................................... 195
Nguyn l tch (separation principle) ......................................................................... 199
Cu hi n tp v bi tp
iu khin ti u RH (iu khin bn vng)
4.1 Khng gian chun Hardy
200
203
203
4.1.1 Khng gian chun L2 v H2 (RH2)................................................................................. 203
Khng gian L2 ............................................................................................................. 203

Khng gian H2 v RH2 ................................................................................................ 204
M rng cho ma trn hm phc (h MIMO) ............................................................... 206
Cch tnh chun bc hai ............................................................................................. 206
4.1.2 Khng gian chun H v RH....................................................................................... 208
Khi nim khng gian H v RH .............................................................................. 208
Tnh chun v cng .................................................................................................... 209
4.2 Tham s ha b iu khin
212
4.2.1 H c cc khu SISO.................................................................................................... 212

Trng hp i tng l n nh................................................................................. 212
Trng hp i tng khng n nh.......................................................................... 214
Thut ton tm nghim phng trnh Bezout .............................................................. 216
Tng kt: Thut ton xc nh tp cc b iu khin n nh.................................... 222
4.2.2 H c cc khu MIMO................................................................................................... 225
Khi nim hai ma trn nguyn t cng nhau.............................................................. 225
Phn tch ma trn truyn t thnh cp cc ma trn nguyn t cng nhau............... 227
Xc nh tp cc b iu khin lm n nh h thng................................................ 230
Thut ton tm nghim h phng trnh Bezout ......................................................... 232
Tng kt: Thut ton tham s ha b iu khin n nh .......................................... 236
4.2.3 ng dng trong iu khin n nh ni ......................................................................... 238
Khi nim n nh ni ................................................................................................. 238
Tnh n nh ni c (internal stabilizable) ............................................................... 240
B iu khin n nh ni ........................................................................................... 243
4.3 iu khin ti u RH
244
4.3.1 Nhng bi ton iu khin RH in hnh .................................................................... 244

Bi ton cn bng m hnh......................................................................................... 244
Bi ton cc tiu nhy vi sai lch m hnh .......................................................... 245
Bi ton ti u RH mu (standard) ........................................................................... 246
Bi ton n nh bn vng vi sai lch m hnh ......................................................... 249
4.3.2 Trnh t thc hin bi ton ti u RH .......................................................................... 251
Bc 1: Chuyn thnh bi ton cn bng m hnh .................................................... 251
Bc 2: Tm nghim bi ton cn bng m hnh ........................................................ 252
4.3.3 Kh nng tn ti nghim ca bi ton cn bng m hnh ............................................ 252
4.3.4 Phng php 1: Tm nghim bi ton cn bng m hnh nh ton t Hankel
v nh l Nehari ........................................................................................................... 255
Phn tch hm trong v hm ngoi............................................................................. 255
Ton t Hankel ........................................................................................................... 257
nh l Nehari v nghim ca bi ton (4.73) ............................................................ 259
Thut ton xc nh nghim bi ton cn bng m hnh ........................................... 260
4.3.5 Phng php 2: Tm nghim bi ton cn bng m hnh nh php ni suy
NevannlinnaPick ......................................................................................................... 262
Ni suy NevannlinnaPick .......................................................................................... 263
Tm gi tr chn di ln nht ..................................................................................... 266
Tng kt: Thut ton tm nghim bi ton cn bng m hnh .................................... 268
4.3.6 Nghim cn ti u (suboptimal) .................................................................................... 270
Cu hi n tp v bi tp
iu khin thch nghi v bn vng
5.1 L thuyt Lyapunov
273
275
275
5.1.1 Tiu chun n nh Lyapunov v nh l LaSalle ......................................................... 275

T tng chung ........................................................................................................... 278
Tiu chun Lyapunov v hm Lyapunov.................................................................... 279
nh l LaSalle ............................................................................................................ 282
p dng cho h tuyn tnh v phng trnh Lyapunov ............................................... 286
5.1.2 Thit k b iu khin GAS nh hm iu khin Lyapunov (CLF)............................... 290
Khi nim hm iu khin Lyapunov.......................................................................... 290
Thit k hm iu khin Lyapunov cho h affine ....................................................... 292
Thit k cun chiu (backstepping) hm CLF cho h truyn ngc .......................... 295
Thit k cun chiu (backstepping) hm CLF cho h tam gic ................................. 297
Thit k hm CLF cho h truyn ngc cht nh php i bin vi phi .................... 301
Thit k hm CLF cho h affinetruyn ngc nh php i bin vi phi ................. 306
iu khin tuyn tnh ha chnh xc gn im cc cho h tam gic.......................... 309
5.2 iu khin thch nghi t chnh (STR)
312
5.2.1 Tng qut v c cu nhn dng tham s m hnh, phng php bnh phng
nh nht v m hnh hi quy ......................................................................................... 313
Phng php bnh phng nh nht .......................................................................... 313
Nhn dng tham s m hnh khng lin tc ............................................................... 315
Nhn dng tham s m hnh lin tc .......................................................................... 316
5.2.2 C cu xc nh tham s b iu khin t m hnh i tng ...................................... 316
Xc nh tham s b iu khin PI theo phng php ti u ln .......................... 317
Xc nh tham s b iu khin PID theo phng php ti u i xng.................... 317
Xc nh tham s b iu khin ti u theo nhiu...................................................... 318
Thit k b iu khin phn hi, tnh, theo nguyn tc cho trc im cc .............. 319
Thit k b iu khin ng, phn hi tn hiu ra c im cc cho trc .................. 321
Thit k b iu khin vi m hnh mu (model following)......................................... 323
Xc nh tham s b iu khin khng lin tc .......................................................... 330
5.2.3 S dng m hnh mu nh mt thit b theo di: iu khin thch nghi t
chnh trc tip ................................................................................................................ 332
Xc nh trc tip tham s b iu khin khng lin tc ............................................ 332
Xc nh trc tip tham s b iu khin lin tc ....................................................... 335
5.3 iu khin thch nghi c m hnh theo di (MRAC)
336
5.3.1 Hiu chnh tham s b iu khin theo lut MIT........................................................... 338

Ni dung phng php ............................................................................................... 338
nh gi cht lng c cu chnh nh....................................................................... 343
5.3.2 Hiu chnh tham s b iu khin nh cc tiu ha hm mc tiu hp thc
(xc nh dng)............................................................................................................ 345
5.4 iu khin n nh ISS v iu khin bt nh, thch nghi khng nhiu
356
5.4.1 t vn ..................................................................................................................... 356

5.4.2 iu khin thch nghi i tng phi tuyn c tham s hng bt nh ........................... 358
Phng php gi nh r (certainty equivalence) ....................................................... 358
Thit k cun chiu (backstepping) b iu khin thch nghi gi nh r cho

i tng truyn ngc ............................................................................................... 364
Thit k cun chiu (backstepping) b iu khin bm thch nghi cho i
tng tam gic c tham s hng bt nh .................................................................. 369
5.4.3 iu khin thch nghi i tng phi tuyn c tham s bt nh ph thuc thi
gian................................................................................................................................ 372
Phng php nn min hp dn (damping) ............................................................... 373
Khi nim n nh ISS, hm ISSLyapunov v hm ISSCLF.................................. 376
Phng php iu khin ISS thch nghi khng nhiu................................................. 383
Thit k cun chiu (backstepping) hm ISSCLF .................................................... 389
5.5 S dng phng php iu khin trt
393
5.5.1 Xut pht im ca phng php iu khin trt ....................................................... 393

5.5.2 Thit k b iu khin trt n nh bn vng.............................................................. 396
5.5.3 Thit k b iu khin trt bm bn vng................................................................... 401
5.6 iu khin thch nghi b bt nh
402
5.6.1 iu khin thch nghi b bt nh i tng tuyn tnh ................................................. 402

B bt nh bng phn hi tn hiu ra......................................................................... 402
B bt nh bng phn hi trng thi.......................................................................... 406
5.6.2 iu khin thch nghi b bt nh i tng phi tuyn .................................................. 407
iu khin tuyn tnh ha chnh xc h c mt u vo............................................ 407
iu khin tuyn tnh ha chnh xc h c nhiu u vo ......................................... 415
iu khin thch nghi b bt nh i tng phi tuyn affine...................................... 430
Cu hi n tp v bi tp
Mt s khi nim c bn ca iu khin v nhng vn b sung
6.1 Nhng khi nim c bn
435
439
439
6.1.1 Cu trc i s .............................................................................................................. 439

Nhm .......................................................................................................................... 439
Vnh............................................................................................................................ 440
Trng......................................................................................................................... 441
Khng gian vector....................................................................................................... 441
a tp tuyn tnh......................................................................................................... 443
i s.......................................................................................................................... 444
Ideale .......................................................................................................................... 445
6.1.2 i s ma trn v m hnh h tuyn tnh ...................................................................... 445
Cc php tnh vi ma trn........................................................................................... 446
Hng ca ma trn ....................................................................................................... 447
nh thc ca ma trn................................................................................................. 448
Ma trn nghch o ..................................................................................................... 449
Vt ca ma trn .......................................................................................................... 450
Ma trn l mt nh x tuyn tnh ................................................................................ 450
Php bin i tng ng......................................................................................... 452
Gi tr ring v vector ring ........................................................................................ 453
M hnh trng thi h tuyn tnh ................................................................................. 455
6.1.3 Khng gian hm s v m hnh h phi tuyn................................................................ 458
Khng gian metric....................................................................................................... 458
Khng gian ............................................................................................................. 459

Khng gian compact ................................................................................................... 460
Khng gian chun ....................................................................................................... 460
Khng gian Banach..................................................................................................... 462
Khng gian Hilbert ...................................................................................................... 462
Khng gian cc nh x lin tc................................................................................... 463
M hnh trng thi h phi tuyn .................................................................................. 465
6.2 L thuyt hm bin phc
468
6.2.1 nh ngha, khi nim hm lin tc, hm gii tch......................................................... 468

6.2.2 Hm bo gic (conform)................................................................................................ 469
6.2.3 Tch phn phc v nguyn l cc i modulus ............................................................. 472
6.3 L thuyt n nh Kharitonov
474
6.3.1 Ni dung nh l Kharitonov .......................................................................................... 474

6.3.2 Thit k b iu khin n nh bn vng cho i tng tuyn tnh c tham s
bt nh.......................................................................................................................... 479
6.4 ng dng hnh hc vi phn vo iu khin
483
6.4.1 H affine ........................................................................................................................ 483

6.4.2 Cc php tnh c bn .................................................................................................... 485
o hm ca hm v hng (o hm Lie) ............................................................... 485
Php nhn Lie, hay o hm ca vector hm ............................................................ 486
Hm m rng (distribution) ......................................................................................... 487
6.4.3 Php i bin vi phi a h affine v dng chun ...................................................... 490
Nguyn l chung ......................................................................................................... 490
ng dng trong thit k b iu khin hai cp .......................................................... 496
Ti liu tham kho
10
498
iu khin ti u tnh
1.1
Nhp mn
1.1.1
Th no l bi ton iu khin ti u tnh?
Trong qu trnh iu khin h thng, ta thng hay gp phi loi bi ton chn cc
tham s iu khin trong s nhng tham s thch hp sao cho h thng t c cht
lng mt cch tt nht. Nu s dng k hiu:
tp cc tham s iu khin thch hp l P,
T
cc tham s iu khin cn chn l vector p = ( p 1 , p 2 , , p n ) , tc l bi ton
c n tham s, v
cht lng h thng do b tham s p mang li l Q( p )
th cc bi ton nu trn c vit chung li thnh:
Q( p )
min
p * = arg min Q( p )
(1.1)
max
p * = arg max Q( p )
(1.2)
p P
hoc
Q( p )
p P
p P
p P
nh ngha 1.1: Vector tham s iu khin h thng c gi l ti u nu:
a)
N tha mn cc yu cu ca bi ton iu khin (phng n thch hp).
b)
N mang li cho h thng mt cht lng iu khin tt nht.
V d 1.1: (u t c li nhun cao nht)
Trong mt nh my c n phn xng A 1 , , A n . Nh my hin c nguyn vt liu

vi s lng a trong kho v c d nh chia cho cc phn xng sn xut. Gi p k ,
k = 1 , , n l s vt liu m phn xng A k nhn c cng nh h k (p k ) l li sut m
n mang li cho phn xng. Bi ton t ra cho nh my l phi phn chia nguyn vt
liu nh th no cho cc phn xng cui cng tng li nhun ca nh my l ln
nht.
11
R rng, tham s iu khin y l (c gp chung li thnh vector):

p1

p=
p
n
v tp cc tham s iu khin thch hp c dng:

P = { p R
pk a
k =1
v p k 0 , k = 1 , 2 , , n
}.
Li nhun ca nh my do phng n p mang li c tnh bng:

n
Q( p ) =
hk ( pk )
k =1
Vy, nhim v ca nh my l phi tm c cch chia ti u p * l nghim ca:
p * = arg max Q( p )
p P
V d 1.2: (Chn tham s ti u cho b iu khin PI)
Hnh 1.1a) m t h thng gm i tng iu khin c hm truyn t:

S(s) =
2
(1 + s)(3 + s)
v b iu khin PI vi hm truyn t:
R(s) = kp(1+
k p (1 + TI s)
1
) =
TI s
TI s
Nhim v bi ton iu khin t ra l phi xc nh tham s k p , T I cho b iu

khin PI trong khong:
0 < k p k p k +p
cng nh
0 < TI T I TI+
sao cho bnh phng sai lch gia tn hiu ra y ( t ) v tn hiu vo w ( t ) l nh nht:
Q = w( t ) y( t ) dt = e( t ) dt min!.
0
(1.3)
Cc hng s gii hn (dng) k p , k +p , TI , TI+ c quy nh bi chng loi b iu

khin PI m ta s dng.
Trc ht ta thy, Q hu hn th cn phi c:
lim
12
[y(t) w(t)] = 0
iu ny chng t rng cc tham s thch hp k p , T I ca b iu khin phi l nhng

tham s lm h kn n nh, tc lm cho hm truyn t h kn:
G(s) =
2k p (1 + TI s)
S( s) R( s)
=
1 + S( s) R( s) TI s(1 + s)(3 + s) + 2k p (1 + TI s)
l hm bn. Suy ra phi c:

(3 + 2 k p ) >
kp
2TI
v nh vy, tp P gm b tham s iu khin thch hp c dng nh sau:

kp
k
P = { p = p R2 k p k p k +p , TI T I TI+ v 3 + 2 k p >
2TI
TI
a)
b)
w(t) e(t)
y(t)
y(t)
PI
S(s)
1
Hnh 1.1: Minh ha v d 1.2.
Tip tc, nh cng thc Parseval, hm o cht lng Q( p ) cho trong (1.3) c vit
li thnh:
Q( p) =
j
1
1
2
E
(
j
)
d
=
E( s) E( s)ds
2
2j j
trong (xem thm bng 1.1 ca mc 1.6.1):

E(s) =
1
1 + S( s) R( s)
TI (3 + 4 s + s 2 )
1
=
s 2k p + TI (3 + 2k p )s + 4TI s 2 + TI s3
l nh Laplace ca sai lch e ( t ) = w ( t ) y ( t ) . T y suy ra:

Q( p) =
TI
4k p
2k p (3 + 2k p ) + 20 k p + 36TI
4TI (3 + 2k p ) 2k p
Vy dng chun (1.1) ca bi ton xc nh tham s ti u PI s l:
13
k*
T
p * = p = arg min I
T *
p P 4 k p
I
2k p (3 + 2k p ) + 20 k p + 36TI
4TI (3 + 2k p ) 2k p
Q( p)
V d 1.3: (B iu khin c gi thnh thp nht)
Cho i tng tuyn tnh (gi s khng n nh) c m t bi m hnh trng thi
dng chun iu khin nh sau:
0
dx
= 0
dt
a0
1
0
a1
0
0

1 x + 0 u
1
a2

x1

vi x = x2 l k hiu ch vector cc bin trng thi x1 , x2 , x3. i tng c iu
x
3
khin phn hi trng thi bng b iu khin (tnh)

k
= (k1 k2
k3)
w
( k1 , k2 , k3 )
A(s) = ( a 0 + k 1 ) + ( a 1 + k 2 ) s + ( a 2 + k 3 ) s 2
Do n n nh khi v ch khi
k1 > a 0
x
i tng
iu khin
Vi b iu khin ny, h kn (hnh 1.2) s c

phng trnh c tnh
k2 > a 1
k3 > a 2
Ni cch khc, tp P l tp con trong khng gian ba chiu R3 gm cc phng n iu

khin thch hp (cc phng n chn tham s k1 , k2 , k3 ) c dng
k1

P ={ p = k2 R3 k1 > a 0 , k2 > a 1 v k3 > a 2
k
3
Gi thnh chi ph cho b iu khin k
c tnh theo tng knh. Knh mt k1 s
c gi thnh l 12 ng trn mt n v, knh hai k2 l 18 ng/n v v knh ba k3 l

15 ng/n v. Suy ra
Q( p) = 12 k1 +18 k2 +15 k3
T
l gi thnh ca b iu khin k .
14
Ngi thit k b iu khin c nhim v l phi chn mt phng n p *P c

Q( p ) nh nht, tc l
k*
1
p * = k2* = arg min (12 k1 +18 k2 +15 k3 ) .
p P
*
k3

Q( p)
Nhn li c ba v d nu trn ta thy chng c mt im chung. l tp P cc

tham s iu khin v hm o cht lng Q( p ) u c dng i s (khng cha ton t
tch phn, vi phn). Nhng dng bi ton iu khin ti u nh vy c gi l iu
khin ti u tnh.
nh ngha 1.2: Bi ton iu khin ti u tnh l bi ton (1.1) hoc (1.2), trong tp
P ca cc tham s iu khin thch hp p v mc tiu cht lng Q( p ) u c m

t bng cc hm i s.
1.1.2
Phn loi bi ton ti u
Trc ht ta thy, vic cho rng bi ton ti u ch c dng (1.1) s khng lm mt

tnh tng qut ca bi ton iu khin ti u. V nu ngc li, tham s iu khin ti
u p * thc s phi lm cho Q( p*) l ln nht, tc l bi ton (1.2), th ta ch cn thay
~
Q( p) trong (1.2) bi Q( p) = Q( p) l s li tr v bi ton (1.1) nu trn.
Bi ton ti u tuyn tnh/phi tuyn
nh ngha 1.3: Bi ton iu khin ti u (1.1) c gi l tuyn tnh, nu tp P ca cc
tham s iu khin thch hp p v hm mc tiu Q( p ) u c m t bng cc bt

phng trnh hoc phng trnh tuyn tnh. Ngc li th n c gi l bi ton
iu khin ti u phi tuyn.
V d 1.4: (Bi ton ti u tuyn tnh)
Bi ton ti u (1.1) vi
P =
a11p1 + a12p2 +
+ a1npn b1
a21p1 + a22p2 +
+ a2npn b2
am1p1 + am2p2 +
+ amnpn bm}
15
Q( p) = c 1 p 1 + c 2 p 2 +
+ cnpn
l bi ton ti u tuyn tnh.
Nh vy, quyt nh mt bi ton iu khin ti u l tuyn tnh hay phi tuyn,

khng th ch cn c vo m hnh h thng m phi da vo dng chun (1.1) ca n.
in hnh nht l bi ton nu trong v d 1.2. R rng h thng l tuyn tnh v
c m t bi m hnh hm truyn t G ( s ) , song bi ton xc nh tham s ti u ng
vi n li l bi ton iu khin ti u tnh v phi tuyn.
Trong quyn sch ny, chng ta s tp trung ch yu vo cc phng php gii bi
ton ti u phi tuyn v xem bi ton ti u tuyn tnh nh l mt trng hp ring.
Bi ton cn ti u (suboptimal)
Tip theo, ta bn n tn gi ti u ca bi ton (1.1). Gi s p * l tham s iu

khin ti u. Vy th gi tr Q( p *) phi l nh nht. iu ny ch rng s khng c cc
khi nim "ti u hn" hay "ti u nht". Tht vy nu nh bn cnh p * cn c mt
phng n ~
p "ti u hn", tc l vi n Q( ~
p ) cn c gi tr nh hn Q( p*) th iu ny
li mu thun vi gi thit rng p * l ti u.
Nh vy bn thn tn gi ti u mang ngha nht. Tuy nhin cng phi ch
rng ngha nht ca ti u l ni rng hm Q( p ) ch c mt gi tr nh nht Q( p*) ch
khng phi tham s iu khin ti u p * l duy nht. C th mt bi ton iu khin
ti u c nhiu vector tham s ti u p* , p* . Nhng vector tham s ny u mang
1
n cho h thng mt cht lng ging nhau l hm mc tiu Q( p ) nhn gi tr nh

nht ti (hnh 1.3):
Q( p* ) = Q( p* ) =
1
= Qmin = min Q( p) .
p P
Q( p)
Qmin
Hnh 1.3: Nghim ca bi ton iu khin ti u.
p*
1
16
p*
p*
Khi cp n vn mt bi ton iu khin ti u c th c nhiu nghim th

cng cn bn n nhng bi ton iu khin ti u khng c nghim. minh ha cho
trng hp ny ta xt v d 1.5 di y:
V d 1.5: (Bi ton ti u v nghim)
v d 1.3 ta xt bi ton tm b iu khin phn hi trng thi c gi thnh

thp nht n nh i tng v cng i n dng chun ca n nh sau
k*
1
p * = k2* = arg min Q( p)
p P
*
k3

(1.4)
trong
P ={
v
k1

p = k2 R 3 k 1 > a 0 , k 2 > a 1 v k 3 > a 2 }
k
3
Q( p) = 12 k1 +18 k2 +15 k3 .
Hin nhin rng bi ton (1.4) vi cc hng s dng a 0 , a 1 , a 2 v nghim. Tht
vy, ta gi s rng tn ti p * ti u, hay:

Q( p*) = 12 k1* +18 k2* +15 k3*
l gi tr nh nht ca Q( p) . Gi ~
p l mt phng n khc vi ba thnh phn
~ ~ ~
k1 , k2 , k3 c xc nh nh sau:
~ k * + a0
k1 = 1
,
2
Khi th do:
~
k1 < k1* ,
k * + a1
~
k2 = 2
,
2
~
k2 < k2* ,
~ k * + a2
k3 = 3
2
~
k3 < k3*
nn:
~
~
~
p ) = 12 k1 +18 k2 +15 k3 < Q( p *) = 12 k1* +18 k2* +15 k3* .
Q( ~
v l iu phi l.
Bng v d 1.5 ta ch ra s tn ti cc bi ton iu khin ti u v nghim, tc

l khng c mt phng n iu khin p *P no lm cho Q( p) c gi tr nh nht.
Trng hp ny thng hay gp phi loi bi ton c P l tp h nhng o hm ca
Q( p) li khc 0 trong P (chng hn c nghim nm trn bin ca P).
Tuy nhin, nu nh Q( p) vi p P li c gi tr chn di ln nht (infimum):
17
q = inf Q( p)
p
v khi cho trc mt hng s dng nh ty ta lun tm c ~

p P sao cho
|Q( ~
p) q | <
p c gi l cn ti u.
th phng n ~
nh ngha 1.4: Mt phng n iu khin ~
p thuc tp cc phng n iu khin thch
hp P s c gi l li gii cn ti u ca bi ton iu khin ti u (1.1) nu:

|Q( ~
p ) inf Q( p) | <
p
trong l hng s dng nh ty nhng cho trc.

Mc d y nghim ~
p P khng phi l ti u thc s theo ng ngha ca n,
nhng li l mt phng n iu khin chp nhn c trong min sai s cho php,
tha mn cc yu cu ca bi ton, nn n vn c xem nh l li gii gn ng ca
bi ton ti u (1.1).
Bi ton ti u c rng buc/khng rng buc
Cc bi ton ti u dng (1.10) khng bt buc phi c iu kin rng buc p P.

Ni cch khc khng bt buc phi c tp cc tham s iu khin thch hp P. Nhng
n
bi ton khng c iu kin rng buc cho p , hay P = R , c gi l bi ton khng b

rng buc (unconstrained).
nh ngha 1.5: Bi ton (1.10) c P = R
c gi l bi ton iu khin ti u tnh
khng b rng buc (unconstrained). Ngc li nu P R
(tp con thc trong R )
th n c gi l bi ton ti u b rng buc (constrained).

Nghim ti u a phng/ton cc
Nghim ca bi ton (1.1) c gi l nghim ton cc (global). Tn gi ny hm

ch rng ti p * hm Q( p ) c gi tr nh nht v iu ng trong ton b tp P. Tuy
nhin trong kh nhiu phng php gii bi ton ti u (1.1) ngi ta thng phi i
vng qua nghim ti u a phng (local). l nhng nghim ch tha mn:
p * = arg min Q( p)
pU
vi U P l mt ln cn nh ca p * (hnh 1.4).
18
Q( p )
Nghim a phng
Nghim
ton cc
Hnh 1.4: Nghim ti u a phng/ton cc.
nh ngha 1.6: Xt bi ton ti u (1.1). Nu c mt im p P tha mn

0
Q( p ) Q( p)
0
vi mi p thuc mt ln cn U P no ca p
th p
c gi l nghim a
phng (local) ca bi ton.
1.1.3
Cng c ton hc: Tp li v hm li
nh ngha 1.7: Tp hp L c gi l
li, nu on thng ni hai im
x 1 , x 2 bt k ca L, c k hiu l
[ x 1 , x 2 ] , cng s nm hon ton
Tp li
Tp khng li
x2
x2
x1
x1
trong L . Ni cch khc nu c

x 1 , x 2 L th cng c:
Hnh 1.5: Minh ha nh ngha 1.7.
ax1+bx2L
vi a , b l hai s thc dng tha mn a + b = 1 .
Theo nh ngha trn th tp rng cng l mt tp li. Hnh 1.5 minh ha cho
nh ngha 1.7. nghin cu v tp li, bn cnh nh ngha 1.6, ngi ta cn thng
s dng cc khi nim sau:
1) Tp t hp tuyn tnh li: Cho n phn t x 1 , x 2 , , x n ca mt khng gian vector
X. Tp t hp tuyn tnh li M ca n c hiu l:
n
M = { y=
ai x i
i =1
a i R + , i = 1 , 2 , , n v
ai = 1 }
i =1
Nh vy, khc vi khi nim bao tuyn tnh, y cn c thm iu kin
ai = 1
i =1
trong a i ch l nhng s thc dng (hnh 1.6a).

2) Bao li: Cho tp hp M (cha cn phi l li). Bao li L ca M l tp li nh nht
cha M (hnh 1.6b).
19
3) im bin x b ca tp li M: L im m khng biu din c di dng:

x b = a x 1 + b x 2 , trong x 1 , x 2 L , x 1 x 2 v a , b > 0 vi a + b = 1 .
4) Ri tuyn tnh: Cho hai tp hp con M1 v M2 (cha cn phi l li) ca khng gian
vector X. Chng c gi l ri tuyn tnh vi nhau, nu nh tn ti mt phng (a
tp tuyn tnh):
n
D = { c T x = k c R , k R v x i X , i = 1 , 2 , , n }
tha mn (hnh 1.6c v 1.6d):
xM1 cTxk
a)
xM2 cTxk.
b)
x1
M1
y
x2
c)
d)
M2
M1
M2
x3
Tp t hp tuyn tnh li
Bao li
Ri tuyn tnh
Khng ri tuyn tnh
Hnh 1.6: Mt s khi nim c s dng nghin cu tp li.
V tp li ta c nhng pht biu sau:
tp con M ca khng gian R l tp li, th cn v l mi tp li tuyn tnh,

to bi cc phn t ca M li thuc M. Ni cch khc nu c x 1 , x 2 , , x m M
m
th cng c
ai x i
i =1
M vi mi a i R + v
ai = 1 .
i =1
Tng M = M 1 + M 2 = { x 1 + x 2 x 1 M 1 , x 2 M 2 } ca hai tp li l mt tp li.
x
Tch M = M 1 M 2 = { x = 1 x 1 M 1 , x 2 M 2 } ca hai tp li l mt tp li.
x2
Tp giao M= M k ca (v s) cc tp li M k l mt tp li.
k
Tp L gm tt c cc t hp li tuyn tnh ca cc phn t x 1 , x 2 , , x n ca tp

M (cha cn li) s l bao li ca M.
20
Phn t x b M l im bin ca tp li M khi v ch khi M \ { x b } cng l tp li.
Nu M R n l tp li ng, khng rng, vi 0 M th s tn ti t nht mt mt

phng c T x = k ( k > 0 ) t x M suy ra c c T x > k .
Nu M R n l tp li ng, khng rng, vi 0 M th s tn ti t nht mt mt

phng c T x = 0 t x M suy ra c c T x 0 .
Nu M1 v M2 l hai tp li tha mn M 1 M 2 = , th chng s ri tuyn tnh vi

nhau, tc l s tn ti t nht mt mt phng c T x = k nu x M 1 th c T x k v
nu x M 2 th c T x k .
Nu M1 v M2 l hai tp li ng tha mn M 1 M 2 = , th chng s ri tuyn

tnh vi nhau theo ngha cht, tc l s tn ti t nht mt mt phng c T x = k
nu x M 1 th c T x < k v nu x M 2 th c T x > k .
nh ngha 1.8: Xt hm y = f ( x ) xc nh trn tp li M (xM). Khi n s c gi l:
a)
hm li nu:
f(ax1+bx2) af(x1)+bf(x2)
vi mi x 1 , x 2 M , a + b = 1 v a , b > 0 .
c)
hm li cht nu:
f ( a x 1 + b x 2 ) < a f ( x 1 ) + b f ( x 2 ) , x 1 , x 2 M , x 1 x 2 , a + b = 1 v a , b > 0
d) hm lm (hay lm cht) nu f ( x ) l hm li (hay li cht).

Hnh 1.7 minh ha nh ngha 1.8 thng qua th hm s. hm li, on ni hai
im bt k ca th hm s khng c nm di ng th hm s. Vi hm li
cht th ng ni phi lun nm pha trn ng th hm s.
a)
b)
y
y
Hm khng li
Hm li
epi( f )
x
M
Hnh 1.7: a) Hm li
M
b) Hm khng li
Hnh 1.8: Minh ha tp epi ca hm
x
y f(x),
Nu nh ngha tp epi ca hm s y = f ( x ) l tp tt c cc im ~ c ~
y
tc l (hnh 1.8):
21
x
epi( f ) ={ ~ ~
y f(x) }
y
th r rng hm y = f ( x ) li khi v ch khi tp epi( f ) ca n l tp li.

V hm li ta c nhng pht biu sau:
1) Nu f i ( x ) , i = 1 , 2 , , n l cc hm li th hm f ( x ) =
ai fi ( x )
i =1
vi a i 0 , i = 1 , 2 , , n
cng l hm li.
2) Nu f i ( x ) , i = 1 , 2 , , n l cc hm li v ng vi mi im x chng u b chn
trn, th f ( x ) = max f i ( x ) cng l hm li.
1 i n
3) Cho hm y = f ( x ) xc nh v kh vi trn tp li (m) M. f ( x ) l hm li th cn

v l
( x 2 x 1 ) T gradf ( x 1 ) f ( x 2 ) f ( x 1 ) ,
vi mi x 1 , x 2 M ,
trong
f ( x )
,
gradf ( x ) =
x1
f ( x )
x n
4) Cho hm y = f ( x ) xc nh trn tp li M v kh vi hai ln ti . Ma trn Hesse

c nh ngha l:
H(x)=(hij)=(
2 f ( x)
)
xi x j
phn t hng i ct j l
2 f ( x)
.
xi x j
Khi th:
a)
f ( x ) s l hm li khi v ch khi H ( x ) xc nh bn dng (positiv semidefinit)

vi mi x M , tc l khi v ch khi H ( x ) l ma trn i xng v tt c cc gi
tr ring ca n c phn thc khng m vi mi x M .
b)
f ( x ) s l hm li cht khi v ch khi H ( x ) xc nh dng (positiv definit) vi

mi x M , tc l khi v ch khi H ( x ) l ma trn i xng v tt c cc gi tr
ring ca n c phn thc dng vi mi x M .
5) Cho m hm li f i ( x ) , i = 1 , 2 , , m cng xc nh trn tp li M . Vy th:

a)
Hoc h bt phng trnh f i ( x ) < 0 , i = 1 , 2 , , m c nghim x M .
b)
Hoc tn ti m s dng a i 0 , i = 1 , 2 , , m , c a T f ( x ) =
mi x M .
22
ai fi ( x ) 0
i =1
vi
1.2
Nhng bi ton ti u in hnh
1.2.1
Bi ton ti u li
nh ngha 1.9: Nu bi ton ti u (1.1) c Q( p) l hm li v tp gii hn:

n
P = { p R g i ( p) 0 , i = 1 , 2 , , m }
c gi ( p) , i = 1 , , m cng l cc hm li, th n c gi l bi ton ti u li.

Nhiu bi ton ti u tnh, ch cn mt vi bin i nh, l ta c th chuyn c
n v dng bi ton ti u li. Ngoi ra, do hm tuyn tnh cng l hm li, nn bi ton
ti u li nh ngha nh trn bao gm lun c lp bi ton (1.1) c tp tham s iu
khin P dng:
n
P = { p R g i ( p) 0 , h j ( p) = b j , i = 1 , 2 , , m ; j = 1 , 2 , , q }
vi gi ( p) , i = 1 , 2 , , m l nhng hm li, v h j ( p) , j = 1 , 2 , , q l nhng hm

tuyn tnh, tc l h j ( p) = a Tj p , trong a Tj = ( a j , 1 , , a j , n ).
nh l 1.1: Bi ton ti u li (1.1) c nhng tnh cht c bn sau:
a)
Tp P cc tham s iu khin thch hp l mt tp li.
b)
Mi nghim ti u a phng ca bi ton ti u li cng s l nghim ton

cc, hay bi ton khng c nghim ti u a phng.
c)
Nu bi ton c nhiu nghim th tp ca tt c cc nghim ti u p * l mt

tp li.
d) Nu P khng rng v gii ni th bi ton lun c nghim. Nu Q( p ) cn l

hm li cht th bi ton s c nghim duy nht.
Chng minh:
n
a) Gi M k = { p R g k ( p) 0 } . Khi P =
Mk
k =1
nn s nu ta ch ra c M k
l tp li. Gi s p , p M k . Vy th g k ( p ) 0 v g k ( p ) 0 . T y, cng vi tnh

1
li ca g k ( p) ta suy ra c g k ( a p + b p ) ag k ( p ) + bg k ( p ) 0 , trong a + b = 1 ,
1
v a , b > 0 . Vy ( a p + b p ) cng thuc M k , hay M k l tp li (.p.c.m).

1
b) Gi p * l nghim ton cc. Gi s p l nghim a phng vi p * p . Vy th

0
Q( p*) Q( p ) . Suy ra vi mi cp gi tr a , b > 0 tha mn a + b = 1 c:

0
23
Q( a p * + b p ) a Q( p*) + b Q( p ) < a Q( p ) + b Q( p ) = Q( p )
0
Cho a 0
th ( a p * +b p ) p . Nh vy, trong mi ln cn U ca p
0
ta lun tm
c t nht mt im p = ( a p * +b p ) c Q( p) < Q( p ) v iu ny mu thun vi gi

0
thit p l nghim a phng. Vy iu gi s l sai (.p.c.m).

0
c) Gi s bi ton ti u li (1.1) c hai nghim ti u p , p , tc l:

1
Q( p ) = Q( p ) = Q min
1
Nh vy th vi mi cp gi tr a , b > 0 tha mn a + b = 1 ta s c t tnh li ca Q( p) :

Q( a p + b p ) a Q( p ) + b Q( p ) = Q( p ) = Q min
1
(1.5)
Ngoi ra, do p l nghim ti u nn cn phi c:

1
Q( a p + b p ) Q( p ) = Q min
1
(1.6)
Suy ra phi c Q( a p + b p ) = Q min. iu ny ch rng a p + b p

1
cng l nghim ti
u, hay tp ca tt c cc nghim ti u p * l mt tp li (.p.c.m).

d) Do P l tp ng, nn hin nhin khi khng rng v gii ni, bi ton s c nghim.
Gi s rng bi ton c hai nghim p p . Nu Q( p) l hm li cht th bt ng thc
1
(1.5) s c thay bng

Q( a p + b p ) < Q min
1
v iu ny mu thun vi (1.6). Vy iu gi s l sai.
Gi ng ng mc Q( p) = k l qu tch tt c cc im p m ti hm Q( p)
ca bi ton ti u li (1.1) c cng mt gi tr k. Hnh 1.9 minh ha hai ng ng
mc ca Q( p) ng vi hai gi tr khc nhau k 2 > k 1 . Nu Q( p) kh vi, tc l tn ti
vector gradient, k hiu bi grad Q( p) , th do tnh cht ca vector gradient l lun
vung gc vi ng ng mc v ch chiu tng gi tr ca hm, nn ti im p trn
1
ng ng mc Q( p) = k 1 , hai vector grad Q( p ) v ( p p ) phi to vi nhau mt

1
gc khng ln hn 90 (hnh 1.9). iu ny ch rng:

Nu c Q( p ) < Q( p ) th cng phi c ( p p )Tgrad Q( p ) 0 .
1
24
grad Q( p )
1
Q( p) = k 2 > k 1
Hnh 1.9: ng ng mc v
vector gradient.
Q( p) = k 1
T y, ta suy ra c:
nh l 1.2: Nu bi ton ti u (1.1) c Q( p) kh vi trong P th:
a)
p * l nghim ti u ca bi ton khi v ch khi:
( p p * ) T grad Q( p*) 0
b)
vi mi p P
(1.7)
Nu p * l im trong ca P th iu kin (1.7) s c thay bng:

grad Q( p*) = 0
V d 1.6: (Minh ha nh l 1.2)
Xt bi ton ti u arg min Q( p) c:

p P
Q( p) =
p14
p22
+ 4 p1
p
P={ p = 1 p 1 0 , p 2 0 , p 1 + p 2 6 , p 2 ( p 1 1 ) 2 }
p2
0
y l bi ton ti u li. N c nghim ton cc p * = . khng nh iu ta s
1
4
dng nh l 1.2. V ti p * hm Q( p) c grad Q( p*) = nn:
2
( p p * ) T grad Q( p*) = 4 p 1 + 2 ( p 2 1 ) 2 p12 0 .
1.2.2
Bi ton ti u ton phng
nh ngha 1.10: Bi ton ti u p * = arg min Q( p) c gi l ton phng, nu:

p P
Q( p) = pT A p + a T p
n
trong a R , b R , B R
p1

P={ p = Bp b , pi 0, i=1, ,n
p
n
mn
v A R
nn
l ma trn i xng.
25
Bi ton ti u ton phng nu trn bao gm lun c lp cc bi ton c tp tham

s iu khin thch hp dng:
hoc
P={ p R Bp b }
(1.8)
(1.9)
P={ p R Bp =b , pi 0, i=1, ,n }
Tht vy, nu P c dng (1.8) th ta c th thay:

pi=qiri
vi
qi0, ri0, i=1, ,n
s c c bi ton ton phng cho 2n bin q i , r i , i = 1 , , n . Hoc nu P c dng

(1.9) th ta thm n bin mi q i 0 , i = 1 , , n v vit li:
p
b B p q = ( B I ) , trong
q

~
B
q1

q= .
q
n
Hm tuyn tnh l hm li. Do hm Q( p )= a T p + pT A p c ma trn Hesse:

2Q
p2
1
H ( p) =
2
Q
p p
n 1
2 Q
p1 pn
T
=A +A=2A
2
Q
pn2
nn n s l hm li khi v ch khi A xc nh bn dng (mc 1.1.3). Suy ra:

nh l 1.3: bi ton ti u ton phng trong nh ngha 1.10 l bi ton li th cn
v l ma trn A xc nh bn dng. Nu A cn l ma trn xc nh dng th
hm mc tiu Q( p) s l hm li cht.
T y, v vi nh l 1.1 cng nh 1.2 ca bi ton ti u li, ta c c:
nh l 1.4: Bi ton ti u cho trong nh ngha 1.10, vi A l ma trn xc nh bn
dng, tc l bi ton ti u li, ton phng, c nhng tnh cht c bn sau:
a)
b)
Mi nghim a phng ca n cng l nghim ton cc.

p * l nghim ti u ca bi ton khi v ch khi:
( p p* )T( 2A p * +a)0
c)
(1.10)
Nu p * l im trong ca P th iu kin (1.10) s c thay bng:

2A p * +a =0.
26
vi mi p P .
(1.11)
V d 1.7: (Nghim ca bi ton ti u ton phng khng b rng buc)
Cho bi ton ti u khng b rng buc (unconstrained) vi:

n
ij pi p j
Q( p) =
i =1 j =1
ai pi
i =1
y l bi ton ti u ton phng c min tham s iu khin thch hp P l ton b

n
khng gian R . chuyn v dng chnh tc nh trong nh ngha 1.10, ta t:

~
A =(aij)
vi
aij =
a=(a1, a2, , an)
ij + ji
2
s c
~
~
Q( p) = pT ( A T + A ) p + a T p = pT A p + a T p
vi
p =(p1, p2, ,pn)T
Ma trn A l i xng. Gi thit A xc nh dng. Vy th A s khng suy bin.

Theo nh l 1.3, y l bi ton ti u ton phng, li, c nghim p * bn trong P. Do
nghim ny c tnh theo (1.11) nh sau:
2A p * +a =0.
1.2.3
p* =
1 1
A a.
2
Bi ton ti u hyperbol
nh ngha 1.11: Bi ton ti u (1.1) c gi l hyperbol, nu Q( p) c dng:
Q( p) =
u( p)
v( p)
v( p) >0 vi mi p P
(1.12)
v
n
P = { p R g i ( p) 0 , i = 1 , 2 , , m }
Dng bi ton ti u hyperbol l kh ph bin trong thc t, nht l trong cc bi

ton chn tham s iu khin ti u cho b iu khin (xem li v d 1.2 v chn tham
s b iu khin PI). Hn na, kt hp hai mc tiu ti u vi nhau, chng hn kt
hp mc tiu chi ph nh nht u( p) min, vi li nhun cao nht v( p) max, ngi ta
vn thng lp hm mc tiu chung Q( p) dng (1.12).
Do trong nh ngha 1.11 cha c s rng buc rng hm mc tiu Q( p) phi l
hm li, nn ni chung bi ton ti u hyperbol cha phi l bi ton ti u li. c
27
th hn na, ngi ta chia bi ton ti u hyperbol thnh cc lp bi ton con nh

sau:
1) Bi ton ti u hyperbol lilm, nu u( p) >0 l hm li, v( p) >0 l hm lm vi
mi p P .
2) Bi ton ti u hyperbolton phng, nu:
u( p) = pT A p + a T p + a 0
v( p) = pT B p + bT p + b 0
n
trong u( p) >0, v( p) >0 vi mi p P , a , b R , A , B R
nn
v A l ma trn xc
nh dng.
3) Bi ton hyperboltuyn tnh, nu:
u( p) = a T p + a 0 ,
v( p) = bT p + b 0
P={ p R C p d }
n
trong a , b R , d R , A , B R
nn
v C R
mn
nh l 1.5: Mi bi ton ti u hyperboltuyn tnh u chuyn c v dng bi ton
ti u tuyn tnh ( x , t ) * = arg min f ( x , t ) vi

x X
x= t p,
f(x,t)= a x + a0t
x
n
X = { R + 1 C x d t 0 , t > 0 v b T x + b 0 t = 1 }
t
Chng minh:
x
= p vi t > 0 th bi ton hyperpoltuyn tnh c vit li thnh:
t
a T x + a0 t x ~
~
P }
min Q( x, t ) =min{
bT x + b0 t t
x
~
n+1
P = { R
Cxdt 0 , t > 0 }
t

x *
x *
vi > 0 cng l nghim
Nu l nghim bi ton hyperpoltuyn tnh th
t
*

t *
ca n, nn cng vi v( p) >0 ta suy ra c iu phi chng minh.
28
1.3
Tm nghim bng phng php l thuyt

S m bo cho bi ton ti u (1.1) c nghim l nh l sau:
nh l 1.6: (Weierstrass) Nu min P l ng, gii ni v hm mc tiu Q( p) l lin tc
trn P, tc l thuc khng gian C [ P ] , th Q( p) lun c gi tr cc i v gi tr cc

tiu trong P.
1.3.1
Mi quan h gia bi ton ti u v bi ton im yn nga
Xt bi ton ti u:
p* = arg min Q( p)
pP
P = p R n gi ( p) 0 vi i = 1,2, , m
(1.13)
Ta lp hm:
f ( p, q) = Q( p) + q T g( p) vi
g1 ( p)
,
g( p) =
g m ( p)
nh ngha 1.12: im ( p*, q*) c
q1
q=
v q i 0
q
m
(1.14)
f ( p, q)
gi l im yn nga (hnh 1.10)

ca hm (1.14) nu p * l im
cc tiu ca f ( p, q*) v q * l
im cc i ca f ( p*, q) , tc l:
f ( p*, q) f ( p*, q*) f ( p, q*)
nh l 1.7: Xt bi ton ti u (1.13)
v hm (1.14).
a)
im yn nga ( p*, q*)
Hnh 1.10: Minh ha im yn nga.
(iu kin ): Nu ( p*, q*) l
im yn nga ca hm f ( p, q) tnh theo (1.14) th p * s l nghim ti u

ca bi ton cho.
b)
(iu kin cn v ): Gi s Q( p) , gi ( p) , i = 1 , 2 , , m l cc hm li, tc l
bi ton cho l bi ton ti u li, v tp P c t nht mt im trong, tc

l tn ti t nht mt im p P c gi ( p) <0, i = 1 , 2 , , m . Khi , im
29
( p*, q*) l im yn nga ca hm f ( p, q) khi v ch khi p * l nghim ti

u ca bi ton ti u li (1.13).
Chng minh:
a) Trc ht, do ( p*, q*) l im yn nga ca f ( p, q) nn theo nh ngha 1.12 c:
q T g( p*) ( q*)T g( p*)
vi mi q 0
m
Thay q = q * + e i , trong e i l vector n v th i ca R , tc l vector c phn t th

i bng 1, cc phn t khc bng 0, s c gi ( p*) 0 . Vy p * l phn t thuc P.
Tip tc, cng do ( p*, q*) l im yn nga ca f ( p, q) v v vector q * c cc phn
t khng m, k hiu l q * 0 cng nh g( p) 0 nn cng theo nh ngha 1.12 li c:
Q( p) Q( p) + ( q*)T g( p) = f ( p, q*) f ( p*, q*) f ( p*, q) = Q( p*) + q T g( p*)
ng vi mi q 0 . Bi vy, vi q =0 ta c c Q( p) Q( p*) (.p.c.m).
b) iu kin c chng minh cu a) vi iu kin yu hn. Ta ch cn chng
minh iu kin cn. Do p * l nghim ca bi ton ti u li nn Q( p) Q( p*) cng l
mt hm li. Xt h gm m+1 cc bt phng trnh li:
g i ( p) < 0 , i = 1 , 2 , , m
Q( p) Q( p*) < 0
V p * l nghim ti u nn h khng c nghim p P . Vy theo tnh cht 5) ca h cc
bt phng trnh li (xem mc 1.1.3), phi tn ti m+1 s dng a i 0 , i = 0 , 1 , , m ,
c:
a 0 [ Q( p) Q( p*) ] +
ai gi ( p) 0
(1.15)
i =1
ng vi mi p P . C th thy y phi c a 0 0 v trong trng hp ngc li ta s

m
thu c iu v l
ai gi ( p) < 0 .
i =1
Do a 0 > 0 nn s khng mt tnh tng qut nu ta cho
rng a 0 = 1 . Khi th t (1.15) s c:

Q( p) Q( p*) +
30
ai gi ( p) 0
i =1
f ( p, a) Q( p*) vi
a1
a=
a
m
Ngoi ra, hin nhin vi mi q 0 (c hiu l cc phn t ca vector q l khng

m) cn c:
Q( p*) Q( p*) + q T g( p*) = f ( p*, q)
Suy ra:
f ( p*, a) Q( p*) f ( p, q)
Thay q = a v p = p * ta c Q( p*) = f ( p*, a) v iu ny dn n:
f ( p*, a) f ( p*, a) f ( p, a)
Vy ( p*, a) chnh l im yn nga ca (1.14) (.p.c.m).
1.3.2
Phng php KuhnTucker
nh l 1.7 cho thy vic xc nh nghim p * ca bi ton ti u (1.13) c th c

thay bng vic xc nh im yn nga ( p*, q*) ca hm (1.14). u im chnh ca cch
gii ny l ta chuyn hon ton bi ton ti u thnh bi ton gii h cc bt phng
trnh v phng trnh.
Cng c h tr vic xc nh im yn nga ( p*, q*) ca hm (1.14) l nh l
KuhnTucker pht biu di y. Thc cht, ni dung nh l KuhnTucker mang
nhiu nt ca mt thut ton hn l mt nh l ton hc. Chnh v l m ta gi n
l phng php KuhnTucker.
nh l 1.8: Cho bi ton ti u (1.13) c Q( p) , gi ( p) , i = 1 , 2 , , m l cc hm kh vi.
Lp hm f ( p, q) theo (1.14). Khi :

a)
(iu kin cn): Nu ( p*, q*) l im yn nga ca f ( p, q) th n s tha mn h
cc bt phng trnh v phng trnh:

grad p f ( p*, q*) = 0
(1.16)
grad q f ( p*, q*) 0
(1.17)
( q * )T grad q f ( p*, q*) = 0
(1.18)
trong
f
grad p f ( p, q) =
,
p1
f
pn
31
v
b)
f
grad q f ( p, q) =
,
q1
f
qm
(iu kin cn v ): Nu Q( p) , gi ( p) , i = 1 , 2 , , m cn l cc hm li (bi
ton ti u li) v tp P c t nht mt im trong, th pht biu a) s l iu

kin cn v .
Chng minh:
a) V ( p*, q*) l im yn nga ca f ( p, q) nn theo nh ngha 1.12, p * l im cc
~
~
tiu ca f ( p, q*) = f ( p) . Do bi ton min f ( p) khng b rng buc (unconstained) nn
~
ti p * c grad f ( p*) =0 v iu ny tng ng vi (1.16). Mt khc, cng v ( p*, q*) l
im yn nga ca f ( p, q) nn q * l im cc i ca f ( p*, q) = f (q) , tc l im cc
tiu ca f (q) . Do f (q) tuyn tnh theo q nn bi ton q * = arg min ( f ( q)) l bi
qU
ton ti u li b rng buc U = { q R q 0 } . Theo nh l 1.2 th c hai kh nng

xy ra: Nu q * l im trong ca min U th grad f (q*) =0 v iu ny tng ng
vi (1.17) v (1.18). Ngc li, nu q * l im bin ca min U, tc l q * = 0 , th hin
nhin c (1.18), cn khng nh (1.17) c suy ra t nh l 1.2 m c th l bt ng
thc (1.7):
( q q * ) T grad f (q*) 0 , q q * = 0
grad f (q*) 0
b) iu kin cn c chng minh cu a), ta ch cn phi chng minh iu kin .

Do Q( p) , gi ( p) , i = 1 , 2 , , m l cc hm li nn f ( p, q) cng l hm li theo p . Theo
tnh cht hm li (mc 1.1.3) ta c:
f ( p, q*) f ( p*, q*) ( p p * )T grad p f ( p*, q*) =0
f ( p, q*) f ( p*, q*)
vi mi p
Mt khc, v f ( p, q) tuyn tnh theo q , nn n cng l hm li theo q . Vy:

f ( p*, q) f ( p*, q*) ( q q * ) T grad q f ( p*, q*)
= q T grad q f ( p*, q*) ( q*)T grad q f ( p*, q*) 0
f ( p*, q) f ( p*, q*)
vi mi q * 0
iu ny chng t ( p*, q*) chnh l im yn nga ca f ( p, q) .

32
V d 1.8: (Minh ha ng dng phng php KuhnTucker)
Xc nh khong cch t gc ta ti tp li G (hnh 1.11):

p
G={ p = 1 R2 p 1 + p 2 4 v 2 p 1 + p 2 5 }.
p2
p2
Bi ton trn c vit li thnh:

G
p * = arg min ( p12 + p22 )

p P
Q( p)
p1
P={ p R2 4p1p20, 52p1p20}

2
R rng y l bi ton ti li v tp P c cha t nht

4
mt im trong, chng hn l im p = . Lp
2
hm:
f ( p, q) = Q( p) + q T g( p) = p12 + p22 + q1 (4 p1 p2 ) + q2 (5 2 p1 p2 )
trong q 1 0 , q 2 0 . Khi , theo nh l 1.8, p * s c tm thng qua vic gii h
phng trnh v bt phng trnh:
grad p f = 0
2 p1 q1 2q2 = 0
2 p2 q1 q2 = 0
(1.19)
grad q f 0
4 p1 p2 0
5 2 p1 p2 0
(1.20)
q T grad q f = 0
q1(4p1p2)+q2(52p1p2)=0
(1.21)
gii h cc phng trnh v bt phng trnh trn cho 4 n s p 1 , p 2 , q 1 , q 2 ,

trc ht ta thy do c (1.20) v q 1 0 , q 2 0 nn (1.21) thay c bng:
q1 (4 p1 p2 ) = 0
q2 (5 2 p1 p2 ) = 0
(1.22)
Trng hp 1: Nu q 1 = q 2 = 0 th p 1 = p 1 = 0 v iu ny mu thun vi (1.20) nn

b loi.
Trng hp 2: Nu q 1 = 0 , q 2 > 0 th t (1.19) v (1.21) ta suy ra c p 1 = q 2 = 2 ,

q 2 = 1 . Song kt qu ny li mu thun vi (1.20) nn cng b loi.
Trng hp 3: Nu q 1 > 0 , q 2 = 0 th t (1.22) c p 2 = 4 p 1 v t (1.19) c

2p 1 q 1 = 0 cng nh 2p 1 q 1 = 8 . Vy p 1 = p 2 = 2 , q 1 = 4 , q 2 = 0 . Kt qu ny
33
tha mn (1.20) nn l nghim ca h tt c cc phng trnh v bt phng trnh

2
(1.19)(1.22). Ni cch khc, bi ton ti u c mt nghim l p * = .
2
Ta khng cn phi xt tip trng hp cui q 1 > 0 , q 2 > 0 v bi ton ti u li ny

c Q( p) l hm li cht nn theo nh l 1.1, n ch c th c nghim duy nht.
1.3.3
Phng php Lagrange
Cho bi ton ti u:
p* = arg min Q( p)
pP
P = p R n hi ( p) = 0 vi i = 1,2, , m
(1.23)
trong cc hm Q( p) , hi ( p) = 0 , i = 1 , 2 , , m c gi thit l kh vi (trong mt

min h), tc l thuc C 1 [ P ] .
Nu P khng rng v gii ni th theo nh l 1.6, bi ton (1.23) chc chn c
nghim.
Tng t nh phng php KuhnTucker, ta lp hm:
m
f ( p, a) = Q( p) +
ai hi ( p) = Q( p) + a
h( p)
(1.24)
i =1
nhng vi a 1 , a 2 , , a m l m s thc ty (khng bt buc phi khng m). K hiu

a v h( p) trong (1.24) c hiu l:
a1
a=
,
a
m
h1 ( p)
h( p) =
(
)
h
p
m
Gia hm f ( p, a) v bi ton (1.23) c mi quan h nh sau:

nh l 1.9: Gi s bi ton (1.23) c nghim ti u p * . Khi
a)
Hoc nghim p * tha mn:

grad p f ( p*, a) = 0
Q( p*)
p
+aT
h( p*)
p
=0T
nu phng trnh c nghim a T = ( a 1 , a 2 , , a m ) .
34
(1.25)
b)
Hoc p * tha mn:

aT
h( p*)
p
=0T
(1.26)
vi v s cc gi tr a T .
K hiu
s dng trong hai cng thc (1.25) v (1.26) l ch php tnh xc

p
nh ma trn Jacobi ca hm hoc vector hm nhiu bin:

h1
h1
p1
pn
h
Q
Q
Q
=(
, ,
)
v
=
p
p1
pn
p hm
hm
p1
pn
D thy, h phng trnh tuyn tnh (1.25) c nghim a T th phi c (xem thm
phn ph lc v nh x v nh x tuyn tnh, mc 6.1.1):
h( p*)
h( p*)
p
= Rank
Rank
Q( p*)
h( p*)
phi c hng nh hn m.
cng nh (1.26) c v s nghim a T th ma trn
p
nh l 1.9 ch l iu kin cn. Tuy nhin, n vn thng c s dng nh mt

thut ton xc nh nghim p * qua cc bc nh sau:
Tm tt c cc im p , , p lm cho ma trn
Tm tt c cc im p
Xc nh p * = arg min Q( p ) .
l +1
1 i k
, ,p
h( p)
p
b st hng.
l nghim ca (1.25) v h( p) = 0 .
V d 1.9: (Minh ha ng dng phng php Lagrange)
2
1
Xc nh khong cch ngn nht t im p = ti ng parabol p 2 = p12 .
5
4

Chuyn v dng bi ton ti u chun c:
35
p * = arg min [( p1 2)2 + ( p2 5)2 ]

p P
p2
Q( p)
5
4
trong
P = { p R 2 p12 4 p2 = 0 }
h( p)
p1
Trc ht ta lp hm:
f ( p, a) = ( p 1 2 ) + ( p 2 5 ) + a (
p12
4 p2 )
sau thc hin ln lt cc bc:
Xc nh ma trn
h( p)
p
= (2p1 , 4). Ma trn ny lun c hng bng m = 1 vi mi
p , tc l khng b st hng vi mi p .
Tnh
grad p f ( p, a) = 0
h( p) = 0
1.4
1.4.1
2( p1 2) + 2ap1 = 0
2( p2 5) 4 a = 0
2
p1 4 p2 = 0
4
2
p = v p = .
1
2
4

1
4
So snh Q( p ) = 5 < Q( p ) = 32 ta rt ra c p * = p = .
1
2
1
4
Tm nghim bng phng php s

Bi ton ti u tuyn tnh v phng php n hnh (simplex)
Bi ton ti u (1.1) c gi l tuyn tnh chun (NOPnormal linear optimal

problem) nu:
Q( p) = qT p = q1 p1 + q2 p2 + + qn pn
n
P = p R Ap = b v p 0
(1.27)
C th mt s bi ton tuyn tnh ban u cha c dng chun (1.27). Song ta lun
chuyn chng v c dng (1.27). Chng hn nh t:
P = { p R n A p b v p 0 }
hay
ak1p1 + ak2p2 +
+ aknpn bk
th bng cch thm vo cc bin mi p n + k 0 ta s c:

36
ak1p1 + ak2p2 +
+ aknpn + pn+k = bk
Cng nh vy nu nh cha c iu kin p 0 th ta s th bin p = ~

p p vi ~
p 0 v
p 0 li c dng (1.27).
Tuy rng vic trnh by cc phng php gii bi ton ti u tuyn tnh khng phi
l nhim v chnh ca quyn sch ny, song p dng cho bi ton ti u phi tuyn, ta
cng nn bit n phng php n hnh (simplex) ca Danzig. N bao gm cc bc:
1) Gi s Rank( A ) = r . Chn tt c r vector ct c lp tuyn tnh ca A. Khng mt
tnh tng qut, nu ta cho rng l r ct u tin. Biu din cc bin pr+1 , pr+2 ,
, pn qua cc bin p1 , p2 ,
Q( p) = d 1 p 1 + d 2 p 2 +
, pr sau thay vo Q v P s c
+ drpr
pr +1 e1,1

P={ p R
=
p e
n
n r,1
n
e1, r
en r, r
p1 f1

+
v p 0 }
p f
r
n
r
Nu biu din di dng bng s c:

p1
p2
pr
pr+1
e1,1
e1,2
e1,r
f1
pr+2
e2,1
e2,2
e2,r
f2
pn
en-r,1
en-r,2
en-r,r
fn-r
d1
d2
dr
2) i ch mt hng v mt ct cho nhau hng cui cng gm ton s khng m,

khng i hng Q v ct T. V d mun i ch ct k v hng l ca:
pl =
+ apk +
+ bpm +
ps =
+ cpk +
+ dpm +
cho nhau th vi bin ph =

pk =
+ pl
ps =
+ cpl +
1
( a 0 ) s c:
a
bpm +
+ (dcb)pm +
Biu din kt qu trn di dng bng th c:

37
Trc khi i hng/ct
pl
pk
pm
= 1/a
Sau khi i hng/ct
pk
pl
pm
dcb
3) Vi n phn t pi v Rank( A ) = r th nhiu nht ch c Cnr php i cthng. Gi s

sau mt ln i hngct, bng ma trn c dng:
y1
y2
yr
yr+1
h1,1
h1,2
h1,r
Tr+1
y r+2
h2,1
h2,2
h2,r
Tr+2
yn
hn-r,1
hn-r,2
hn-r,r
Tn
m1
m2
mr
trong T 1 , T 2 ,
, T n - r l nhng gi tr khng m.
Cui cng, da theo nh l () v nguyn tc n hnh ta c cc kt lun sau:

a)
Nu m k 0 , k = 1 , 2 ,
k=1,2,
, r im ti u s l im c cc phn t y k = 0 vi
, r v y m = T m , m = r + 1 , r + 2 ,
, n . Gi tr hm mc tiu ti
l M.
b)
Nu c mt phn t m k < 0 v nhng s hng cn li cng ct k u khng m

th bi ton v nghim.
38
V d 1.10: (Chuyn bi ton tuyn tnh thng thng v dng chun)
Cho bi ton ti u tuyn tnh p * = arg min Q( p) vi:

p P
Q( p) = 6 p 1 9 p 3
P={ p R4 p1+p28, p3+p48, 2p1p2+3p3p4=0
v p 1 0 , p 2 0 , p 3 0 , p 4 0 }
a c v dng chun (1.27) ta nh ngha thm cc bin ph mi p 5 0 , p 6 0 v
bin i P thnh:
p1+p2+p5=8
p3+p4+p6=8
Khi bi ton s tr thnh:

Q( p) = 6 p 1 9 p 3
P = { p R 6 p 1 + p 2 + p 5 = 8 , p 3 + p 4 + p 6 = 8 , 2 p 1 p 2 + 3 p 3 p 4 = 0 v p 0 }
V d 1.11: (Minh ha phng php n hnh)
Cho bi ton NOP (1.27) vi:

1 1 0 0 1 0
8

Q( p) = 6 p 1 9 p 3 , P = { p R 6 0 0 1 1 0 1 p = 8 v p 0 }
0
2 1 3 1 0 0

b
A
Ma trn A c 3 ct u c lp tuyn tnh. Biu din p 4 , p 5 , p 6 v Q( p) theo p 1 ,
p 2 , p 3 . Sau lp bng ma trn v sau 2 ln i hngct s c:
p1
p2
p3
p1
p2
p6
p5
p5
p6
p3
1/2
1/4
1/4
p4
p4
1/2
1/4
3/4
3/2
9/4
9/4
18
p1
p5
p6
p2
p3
3/4
1/4
1/4
p4
3/4
1/4
3/4
3/4
9/4
9/4
36
1/4
39
Cui cng ta c kt lun sau v nghim ti u:

p1=p5=p6=0; p2=8 ; p3=p4=4
Q m i n = 36.
Ch : Bi ton v d 1.11 chnh l dng chun ca bi ton ti u tuyn tnh cho

trong v d 1.10. T nghim ca bi ton dng chun ca n v d 1.11 ta cng s c
c nghim ca bi ton trong v d 1.10 bng cch b i tt c nhng bin ph
thm vo. C th, nghim ca bi ton ti u v d 1.10 s l:
p 1 = 0 ; p 2 = 8 ; p 3 = 4 v p 4 = 4 .
1.4.2
Phng php tuyn tnh ha tng on
p dng c nhng phng php gii bi ton ti u tuyn tnh, chng hn

nh phng php n hnh, cho cc bi ton ti u phi tuyn, th trc ht ta cn phi
xp x bi ton phi tuyn thnh tuyn tnh. Cng vic tuyn tnh ha bi ton phi tuyn
p * = arg min Q( p) c thc hin hai cng on:
p P
tuyn tnh ha iu kin rng buc P,
v tuyn tnh ha hm mc tiu Q( p) .

Hnh 1.13a) l v d minh ha. , bi ton ti u phi tuyn p * = arg min Q( p)
p P
ban u c tuyn tnh ha (tng on) thnh ba bi ton ti u tuyn tnh con l
p * = arg min Qk ( p) , k = 1 , 2 , 3 , trong P k phi l cc min nh thuc P sao cho
p Pk
trong hm phi tuyn Q( p) c th xp x c bng cc hm tuyn tnh:

Qk ( p) = Q( p ) + ( p p ) T grad Q( p )
k
(1.28)
v p k l mt im ty thuc P k . Cc min P k khng c php giao nhau i mt v

phi ph kn P. Ngoi ra, chng cng nh th vic xp x Q( p) tng on theo (1.28) s
cng chnh xc.
Thng thng, ngi ta hay tuyn tnh ha iu kin rng buc P thnh cc iu
kin rng buc tuyn tnh P k di dng (hnh 1.13b):
P k = { p R n a i k p k b i k vi i = 1 , 2 ,
,n }
tc l chia nh min P thnh cc min (siu din) P k bng cc "tm li" c cnh song
song vi cc trc ta .
40
a)
b)
Q(p)
p1
Q3
Q2
Q1
p
p2
P1
P2
P3
P
Hnh 1.13: Minh ha phng php tuyn tnh ha.
Sau khi tuyn tnh ha bi ton ti u p * = arg min Q( p) ban u thnh m bi

p P
ton ti u tuyn tnh con p * = arg min Qk ( p) , k = 1 , 2 ,

p Pk
, m , th vic gii bi ton ti
u phi tuyn s c thay bng vic gii m bi ton ti u tuyn tnh vi cc bc:
1) Tm nghim bi ton ti u tuyn tnh min Qk ( p) . Gi nghim l ~
p .
k
p Pk
2) Xc nh p * = min ~
p .
1 k m
1.4.3
Phng php NewtonRaphson
Phng php NewtonRaphson tin hnh vic tm nghim p * = arg min Q( p) theo
p P
nguyn l lp (iterative) qua nhiu bc tnh. Bt u l im khi pht p P , n tm

0
mt im p P , sao cho c c Q( p ) < Q( p ) . Nu sai s | Q( p ) Q( p ) | vn cn

1
qu ln th n thc hin li bc tnh trn nhng t im xut pht mi l p P c

1
p P sao cho Q( p ) < Q( p ) . Nu sai s | Q( p ) Q( p ) | vn ln th li tm p P t

2
p P . C nh vy, qua nhiu bc tnh, phng php s a ra c mt dy cc

2
gi tr { p } v chc chn dy gi tr s tim cn ti nghim ti u p * cn tm, tc l

k
chc chn c lim p = p * nu nh mi nghim a phng ca bi ton cng l

k
nghim ton cc, chng hn nh bi ton ti u li (nh l 1.1 v 1.4).

Trong nhiu ti liu, phng php ny cn c tn l gi Newton (Quasi Newton).
41
Xt bi ton ti u khng b rng buc (uncontrained) p * =arg min Q( p) c Q( p)

kh vi v li. Theo nh l 1.2, ti p * c grad Q( p*) = 0 , tc l c:
f i ( p*) =
Q( p*)
pi
=0, i=1,2, ,n
Gi s f i ( p) l hm gii tch, vy th ti mt im p thuc ln cn p * , n phn

k
tch c thnh chui Taylor:

0 = f i ( p*) = f i ( p ) + ( p * p ) T grad f i ( p ) +
k
(1.29)
Nu b qua tt c thnh phn bc cao v phi, th tt nhin (1.29) ch cn l cng thc

xp x:
0 f i ( p ) + ( p * p )Tgrad f i ( p )
k
song vn c c quan h ng thc, ta c th thay p * bng im xp x p
k +1
. Khi
s c:
0 = fi ( p ) + ( p
k
k +1
p )Tgrad f i ( p ) vi i = 1 , 2 , , n
k
0 = grad Q( p ) + H k ( p
k
k +1
p )
k
trong H k l k hiu ch ma trn Hesse ca hm mc tiu Q( p) ti im p , tc l:

k
Hk
2 Q( p )
2
p
=
2 Q( p )
k
pn p1
2 Q( p )
k
p1 pn
2
Q( p )
k
pn2
(1.30)
T y suy ra:
p
k +1
= p H k1 grad Q( p )
k
(1.31)
v chnh l cng thc xc nh xp x p
k +1
p * t p . Da vo (1.31) ta c c cc
k
bc tm p * nh sau:
1) Chn mt im xut pht p v mt s dng e nh ty .
0
2) Thc hin ln lt cc bc sau vi k = 0 , 1 ,
42
a)
Tnh p
b)
Nu | Q( p
k +1
t p
k +1
theo (1.31).
) Q( p ) | e th gn k:=k+1 ri quay li bc a). Ngc li th

k
chuyn sang bc 3).

3) Dng vi p s: p * p
k +1
iu kin p dng c phng php NewtonRaphson l hm Q( p) phi kh

vi hai ln, v khi ta mi c ma trn Hesse ca n.
Ngoi ra, phng php cn c nhng tnh cht sau:
S cho ra nghim ton cc, nu Q( p) l hm li.
Phng php s c tc hi t tt nu ma trn H k l xc nh dng, v:

gradT Q( p ) ( p
k
hay vector ( p
k +1
k +1
p ) = gradT Q( p ) H k1 grad Q( p ) < 0

k
p ) lun c hng ngc vi hng ca vector grad Q( p ) , l

k
vector ch chiu tng gi tr ca cc ng ng mc ca Q( p) .
Ma trn Hesse H k tnh theo (1.30) c th c xc nh truy hi nh sau ([1]):

Hk+1 = Hk +
g gT
k k
gT ck
k
H kT c Tk c k H k
c Tk H k c k
trong
g = grad Q( p
k
k +1
) grad Q( p )
ck = p
k +1
Nu Q( p) c dng ton phng Q( p) = p A p + a p vi A l ma trn i xng,

xc nh dng, hay Q( p) l li cht, th phng php s cho ra nghim chnh xc
ch sau ng mt bc tnh, v:
gradQ( p k ) = 2 A p k + a
H k = 2 A
k +1
1 1
A a = p*
2
V d 1.12: (Minh ha phng php NewtonRaphson)
Xt bi ton ti u ton phng khng b rng buc vi hm mc tiu:
Q( p) = 3 ( p 1 1 ) 2 + 4 ( p 2 2 ) 2
1
D thy bi ton c nghim p * = v by gi ta s tm p * theo Newton/Raphson.
2
43
a
Ly im khi pht p = bt k, tnh vector grad Q( p) v ma trn Hesse H 0 ti :
0
b
6( a 1)
,
grad Q( p ) =
0
8( b 2)
6 0
,
H 0 =
0 8
ri thay vo (1.30) s c:
a 1 8 0 6( a 1)

=
p = p H 01 grad Q( p ) =
1
0
0
b 48 0 6 8( b 2)
1
= p * .
2
Nh vy, r rng l ch sau mt bc tnh ta n c im ti u p * v iu ny
hon ton khng ph thuc vo im xut pht.
1.5
Tm nghim bng phng php hng n cc tr
1.5.1
Nguyn l chung
V nguyn tc, ging nh phng php NewtonRaphson, cc phng php

hng n cc tr l phng php tm p * = arg min Q( p) theo nguyn l lp (iterative),
p P
tc l tm ln lt p
k +1
P t p P vi k = 0 , 1 , sao cho c c Q( p
k
cho ti khi t c sai s cho php | Q( p

NewtonRaphson l p
k +1
k +1
c tm t p
k +1
) < Q( p ) ,
k
) Q( p ) | < e . im khc ca chng so vi

k
vi mt hng tm h k c chn trc sao
cho i dc trn n bng khong cch bc tm s k ta lun tm c im:

p
k +1
= p + s k hk
(1.32)
tha mn Q( p
k +1
) < Q( p ) , tc l ti p
k
k +1
ng ng mc ca hm Q( p) c gi tr
nh hn l ti p (hnh 1.14a).
k
tm p
k +1
t im p
dc theo hng tm h k nh cng thc (1.32), ta cn phi
cn n khong cch bc tm s k . N c th l mt hng s cho trc, song cng c th

c chn ti u theo ngha:
s k = arg min Q( p + sh k ) = arg min f ( s )

s
44
(1.33)
vi iu kin rng buc p + sh k P (hnh 1.14b). Ch rng khi cho trc s k ngi ta
k
s khng cn phi gii bi ton ti u con (1.33), song vic chn trc khong cch bc
tm ny nh hng kh nhiu n tc hi t ca thut ton. Nu im p
cn cch
kh xa im ti u p * th tc hi t s cng tt khi s k c chn cng ln, nhng

nu p
n gn p * th s k cng nh, nghim tm c s cng chnh xc.
a)
s0h0
b)
p*
sk
Q( p) = k 2 > k 1
s1h1
Cc ng
ng mc
hk
Q( p) = k 1
k +1
Hnh 1.14: Minh ha nguyn l chung ca phng php hng n cc tr.
Cc phng php hng n cc tr c dng chung nh sau:

1) Chn im khi pht p v mt s dng e nh ty .
0

a)
Chn hng tm h k .
b)
Chn khong cch bc tm s k . C hai cch chn s k : (i) hoc l hng s cho
trc, (ii) hoc l nghim ca bi ton ti u hm mt bin (1.33).
c)
Tnh p
k +1
d) Nu | Q( p
= p + skhk.
k +1

k
chuyn sang bc 3).

k +1
im khc nhau c th ca tng phng php hng n cc tr ch nm ch xc

nh hng tm h k (ph thuc p ). Chng hn nh:
k
Phng php GaussSeidel c hng tm h k song song vi trc ta ca khng

gian R n cha iu kin rng buc P.
Phng php gradient c hng tm h k ngc vi hng ca vector gradient ca

hm mc tiu ti p
l grad Q( p ) .
k
45
Ngoi ra, ta c th thy thm rng phng php rt d cho ra nghim a phng,
v iu ny ph thuc vo vic chn im xut pht p (hnh 1.15). Tuy nhin, nu bi
0
ton ti u cho l bi ton ti u li th khng ph thuc im xut pht, phng

php lun cho ra nghim ton cc (nh l 1.1 v 1.4).
a)
b)
Q( p)
Nghim ton cc
p2
Nghim a phng
p1
p2
p
0
Nghim ton cc
p1
Nghim a phng
Hnh 1.15: Nu khng phi l bi ton ti u li th v tr im xut pht s quyt
nh n tnh ton cc hay a phng ca nghim tm c.
1.5.2
Xc nh bc tm ti u
Thc cht ca vic chn khong cch bc tm ti u l gii bi ton ti u hm

mt bin (1.33) vi iu kin rng buc p + s h k P . Khng mt tnh tng qut nu ta
k
cho rng bi ton c dng:
s * = arg min f ( s ) , tc l ch vi 0 s 1
0 s 1
(1.34)
C th d dng thy c f ( s ) = Q( p + sh k ) l hm li v nghim ti u s * chnh l

k
im tip xc ca vector hng tm h k vi mt ng ng mc ca Q( p) . C th l:
hm f ( s ) gim t s = 0 n im cc tiu s * v sau tng vi s * < s 1 ,
nghim s * nm trong khong [ 0 , 1 ] .
Xc nh bng phng php gii tch
Do (1.34) l bi ton ti u li nn khi hm f ( s ) kh vi th theo nh l 1.2, nghim

s * ca n s c tm nh sau:
1)
df ( s*)
= 0 nu s * khng nm trn bin ca khong nghim.
ds
2) Hoc l nghim ca ( s s * )
46
df ( s*)
0 vi mi 0 s 1 .
ds
Xc nh bng phng php s
Tip theo, ta s lm quen vi mt phng php s tm kim s * d ci t m khng

cn phi c gi thit v tnh kh vi ca f ( s ) , tc l khng cn phi tnh o hm ca
f ( s ) . l phng php thu nh khong nghim.
f( s )
f( s )
Khong nghim mi
Khong nghim mi
s
0
s*
s2
s3
s
0 s2
s*
s3
Hnh 1.16: Thu nh khong nghim.
Ban u, nu ta k hiu s 0 = 0 v s 1 = 1 th khong cha nghim s * s l [ s 0 , s 1 ] .

thu nh khong cha nghim ta ly hai im s 2 v s 3 vi s 2 < s 3 thuc khong
nghim , tc l s 0 = 0 < s 2 < s 3 < s 1 = 1 . Khi , t tnh li ca f ( s ) s c (hnh 1.16):
Nu f ( s 2 ) < f ( s 3 ) th s * phi thuc khong [ s 0 , s 3 ] .
Ngc li, nu f ( s 2 ) f ( s 3 ) th s * phi thuc khong [ s 2 , s 1 ] .

T y ta i n cc bc tm nghim xp x cho bi ton ti u (1.34) nh sau:
1) t s 0 = 0 , s 1 = 1 v chn mt hng s dng e nh.

2) Thc hin ln lt cc bc sau:
a)
Ly hai im s 2 , s 3 ( s 0 , s 1 ) vi s 2 < s 3 .
b)
Nu f ( s 2 ) < f ( s 3 ) th gn s 1 : = s 3 . Ngc li th gn s 0 : = s 2 .
c)
Nu khong nghim |s 1 s 0 | vn cn ln, tc l |s 1 s 0 | e th quay li bc a).

Ngc li th chuyn sang bc 3).
3) p s s * s k vi s k l mt im ty thuc khong nghim [ s 0 , s 1 ] .

T thut ton trn v thm s gi v cch chn hai im s 2 , s 3 vi s 2 < s 3 thuc
khong nghim [ s 0 , s 1 ] thut ton c tc hi t tt, ngi ta i n mt s thut
ton chi tit hn m in hnh l thut ton nht ct vng.
Thut ton nht ct vng
thut ton nht ct vng, hai im s 2 , s 3 c chn nh sau:
47
im s 2 c chn sao cho n chia khong nghim [ s 0 , s 1 ] theo nguyn tc: t l

ca on ngn trn on di bng t l on di trn ton khong. Ni cch khc
im s 2 phi tha mn (hnh 1.17):
s2 s0 s1 s2
=
s1 s2 s1 s0
im s 3 c ly i xng vi
s 2 qua tm ca khong nghim
Khong
ngn
[ s 0 , s 1 ] . Khi s 3 cng s chia

khong nghim theo ng
nguyn tc t l ca on ngn
trn on di bng t l on
di trn ton khong, tc l
cng c:
s0=0
Khong di
s2
s3
s1=1
Hnh 1.17: Chn im chia khong nghim theo

nguyn l nht ct vng.
s1 s3 s3 s0
=
s3 s0 s1 s0
Trong bc u tin c s0=0, s1=1 nn
s2
3 5
0,382.
= 1s2 hay s2=
1 s2
2
iu c bit ca phng thc nht ct vng l hai im s 2 , s 3 lun nm i xng

qua tm ca khong [ s 0 , s 1 ] . Do , k t nhng bc sau ta khng cn phi tnh li hai
im s 2 , s 3 m ch cn ly im i xng qua tm ca khong [ s 0 , s 1 ] vi mt trong hai
im s 2 , s 3 l s c im cn li.
s0
s2
s3
s1
Bc k1
Khong nghim mi
s0
s2
s3
s1
Bc k
Khong nghim mi
Hnh 1.18: Minh ha cc bc
thc hin ca thut ton
nht ct vng.
Bc k+1
s0
s2
s3
s1
Khong nghim mi
Kt hp chung vi thut ton nu, ta c thut ton nht ct vng gm cc bc

sau (hnh 1.18):
1) t s 0 = 0 , s 1 = 1 , s 2 = 0,382 v chn mt hng s dng e nh.
2) Ly im s 3 i xng vi s 2 qua tm ca khong [ s 0 , s 1 ] .
48

a)
Nu f ( s 2 ) < f ( s 3 ) th gn s 1 : = s 3 ri ly im s 3 khc i xng vi s 2 qua tm

ca khong nghim mi [ s 0 , s 1 ] . Ngc li th gn s 0 : = s 2 ri ly im s 2
khc i xng vi s 3 qua tm ca khong nghim mi [ s 0 , s 1 ] .
b)
Nu khong nghim |s 1 s 0 | vn cn ln, tc l |s 1 s 0 | e th quay li bc a).

Ngc li th chuyn sang bc 4).
4) p s s * s k vi s k l mt im ty thuc khong nghim [ s 0 , s 1 ] .
1.5.3
Phng php GaussSeidel
phng php GaussSeidel, hng tm c chn ln lt song song vi cc trc
ta ca khng gian R n , trong n l s chiu ca vector p . Nu k hiu e 1 , e 2 , ,
e n l cc vector c s ca R n tc l cc vector to thnh h trc ta ca R n

ei =(0, ,0,1,0, ,0)T
Phn t th i
th hng tm h k ti bc th k = 0 , 1 , s c xc nh nh sau:
e k +1 nu k < n
hk =
h n k +1 nu k n
(1.35)
Kt hp hng tm (1.35) vi dng chung ca cc phng php hng n cc tr

c trnh by ti mc 1.5.1 ta c thut ton sau (hnh 1.19a):
0

a)
Xc nh hng tm h k theo (1.35).
b)
Xc nh bc tm s k = arg min Q( p + sh k ) , vi rng buc p + sh k P .

s
f ( s)
c)
Tnh p
k +1
d) Nu | Q( p
= p + skhk.
k +1

k
chuyn sang bc 3).

k +1
49
a)
b)
p2
h0
p2
h2
h1
p
h0
h1
2
p*
p*
p1
p1
Hnh 1.19: Minh ha phng php GaussSeidel.
Phng php GaussSeidel c cc tnh cht sau:
Tc hi t ca phng php ph thuc vo v tr ca h trc ta so vi ng

ng mc ca Q( p) .
Nu bi ton ti u l khng b rng buc (uncontrained) v hm Q( p) c dng

ton phng Q( p) = pT D p + a T p vi D l ma trn ng cho, xc nh dng,
th phng php s cho ra nghim chnh xc sau ng n bc tnh (hnh 1.19b).
V d 1.13: (Minh ha phng php GaussSeidel)
Xt bi ton ti u ton phng khng b rng buc vi hm mc tiu:
Q( p) = p12 + 4 p22 2 p1 + 16 p2 ,
n=2
0
Chn im xut pht p = . Vy th:
0
0
1
s
Khi k = 0 : Vi hng tm h 0 = ta c p + sh 0 = . Suy ra
0
0

0
f ( s ) = Q( p + sh 0 ) = s 2 2 s
0
Do bi ton l khng b rng buc, nn bc tm ti u c tnh bng phng

php gii tch :
0=
df ( s0 )
=2s02
ds
Vy
1
p = p + s0 h 0 = .
1
0
0
50
s 0 = arg min f ( s ) = 1
s
0
1
Khi k = 1 : Vi hng tm h 1 = ta c p + sh1 = . Suy ra
1
1
s
f ( s ) = Q( p + sh1 ) = 1 + 4 s 2 + 1 6 s
1
v t y ta c
0=
df ( s1 )
=8s1+16
ds
s 1 = arg min f ( s ) = 2
s
Vy
1
p = p + s1 h1 = .
2
1
2
Ta c th thy nghim p tm c chnh l nghim ti u p * v

2
Q( p) = p12 + 4 p22 2 p1 + 16 p2 = ( p 1 1 ) 2 + 4 ( p 2 + 2 ) 2 1 7
Ni cch khc, phng php cho ra nghim chnh xc ch sau 2 bc tnh. iu ny
ph hp vi kt lun rng khi hm mc tiu Q( p) c dng:
1 0
p + ( 2 16 ) p
Q( p) = p12 + 4 p22 2 p1 + 16 p2 = pT
0 4
aT
D
vi D l ma trn ng cho, xc nh dng, th phng php s cho ra nghim chnh
xc sau ng n = 2 bc tnh.
1.5.4
Phng php gradient
T tnh cht ca vector gradient l

lun vung gc vi ng ng mc, ng
thi c hng ch chiu tng gi tr cc
ng ng mc nn ngi ta chn
grad Q( p )
0
hng tm h k l hng ngc vi hng ca

vector gradient ti im p
l grad Q( p ) .
h0
h1
Phng php hng n cc tr c s dng

hng tm
p*
grad Q( p )
1
h k = grad Q( p )
k
c gi l phng php gradient (hnh

1.20). iu kin p dng c phng
Hnh 1.20: Minh ha phng php gradient.
php l hm mc tiu Q( p) phi kh vi.
51
Kt hp vi dng chung ca cc phng php hng n cc tr c trnh by

ti mc 1.5.1, ta i n:
0

a)
Xc nh hng tm h k = grad Q( p ) .
b)
Xc nh bc tm s k = arg min Q( p + sh k ) , vi rng buc p + sh k P . Tuy
f ( s)
nhin trong nhiu trng hp ng dng ngi ta thng hay chn bc tm
s k l mt hng s dng nh.

c)
Tnh p
k +1
d) Nu | Q( p
= p + skhk.
k
k +1

k
chuyn sang bc 3).

k +1
V d 1.14: (Minh ha phng php gradient)
Cho bi ton ti u ton phng khng b rng buc vi hm mc tiu:

1 1 p1 1

Q( p) = ( p 1 1 , p 2 + 2 )
0 4 p2 + 2
= p12 + 4 p22 + p 1 p 2 + 1 5 ( p 2 + 1 )
2 p1 + p2
grad Q( p) =
8 p2 + p1 + 15
1
C th thy ngay nghim ca bi ton l p * = . By gi ta s p dng phng
2
0
php gradient. Chn im xut pht p = . Vy th khi thc hin ln lt cc bc
0
0
ca thut ton vi k = 0 , 1 , , trong , v bi ton cho khng b rng buc, nn ta

xc nh bc tm ti u s k theo phng php gii tch (thng qua cc tr), ri biu din
cc gi tr tm c ca:
h k = grad Q( p ) , f ( s ) = Q( p + sh k ) ,
k
di dng bng, s c:
52
df ( sk )
=0,
ds
k +1
= p +skhk
k
hk
f(s)
k=0
15
900s 225s
k=1
1,875
3,516s 3,516s 14,06
k=2
0,9375
3,516s 0,8789s 14,94
k=3
0,1172
0,0001
3,419s 0,8789s 14,96
R rng dy kt qu p
1.5.5
k +1
0,125
1,875
0,5
0,9375
1,875
0,125
0,9385
1,9922
0,1285
0,9526
1,9951
sk
1
thu c c xu hng tin v p * = .
2
K thut hm pht v hm chn
iu hn ch kh nng ng dng ca cc phng php hng n cc tr gii

quyt nhng bi ton ti u b rng buc (contrained) l xc nh khong cch bc tm
ti u. Trong khi bi ton ti u khng b rng buc (unconstrained), khong cch bc
tm ti u c tm rt n gin theo cng thc tnh o hm ca phng php gii tch,
th ni chung bi ton ti u b rng buc bi iu kin p P , ta u gp kh khn,
nht l khi min P c dng khng tng minh. Mc d c mt s thut ton h tr
nh thut ton nht ct vng (mc 1.5.2), song ngay c th vic xc nh min gii
hn cho bin s t iu kin rng buc p + sh k P cng hon ton khng n gin.
k
cng l l do ti sao trong cc v d minh ha phng php hng n cc tr ta thng

ch xt bi ton khng b rng buc.
Do mong mun vn c th s dng c cng thc gii tch (o hm bng 0) xc
nh bc tm ti u cho cc bi ton ti u b rng buc bi iu kin P, ngi ta tm
cch chuyn bi ton thnh bi ton ti u khng b rng buc, hoc t ra l bi ton
b rng buc song nghim p * ca n chc chn l im trong ca P. Hai k thut in
hnh h tr vic chuyn i ny l k thut hm pht v k thut hm chn.
K thut hm pht
y l k thut chuyn bi ton ti u c rng buc P thnh bi ton ti u khng

b rng buc.
Xt bi ton ti u b rng buc:
53
p* = arg min Q( p)
pP
P = p R n gi ( p) 0 , i = 1,2, , m v h j ( p) = 0 , j = 1,2, , q
(1.36)
Gi s S( p) l mt hm lin tc, tha mn:
> 0 nu p P
S( p) =
= 0 nu p P
(1.37)
Khi , nu ta lp hm mc tiu mi xc nh vi mi p R n :
H ( p, ) = Q( p) + S( p)
trong mt s dng thch hp, th gia nghim
p* = arg min H ( p, ) = arg min [ Q( p) + S( p) ]
(1.38)
ca bi ton ti u khng b rng buc (1.38) v nghim p * ca bi ton ti u b rng

buc (1.36) c quan h sau:
nh l 1.10: Gi p * l nghim ca bi ton (1.36) v p* l nghim ca bi ton (1.38).
Khi :
a)
Nu p* P th p* = p * .
b)
Lun tn ti s dng ln c p* P, tc l lun c lim p* = p * .
Chng minh:
Khng nh a) l hin nhin v vi S( p* ) =0, lun c:
Q( p* ) = H ( p* , ) H ( p, ) = Q( p)
vi mi p P
chng minh khng nh b) ta s dng hnh minh ha 1.21. R rng t tnh cht
(1.37) ca hm S( p) ta lun tm c s dng ln gi tr hm H ( p, ) s rt
ln khi p P . Nh vy nghim p* ca (1.38) phi thuc P.
Hn na, v hm S( p) tha mn (1.37) gip cho H ( p, ) nhn gi tr rt ln khi
p P nn ngi ta gi n l hm pht, tc l n s pht khi vector p vt ra ngoi

min P.
54
H ( p, )
min P
= 100
= 100
=1
=1
Q( p)
Hnh 1.21: Minh ha k thut hm pht.
Nu c hai hm mt bin:
> 0 nu z > 0
s1(z)=
= 0 nu z 0
> 0 nu z 0
s2(z)=
= 0 nu z = 0
th mt s cc hm pht S( p) thng c s dng cho bi ton ti u (1.38) l:

a)
S( p) = max s1 ( gi ( p)) + max s2 ( h j ( p))

j
b)
S( p) =
i =1
j =1
s1 ( gi ( p)) + s2 ( hi ( p))
V d 1.15: (Minh ha k thut hm pht)
Cho bi ton ti u mt bin, b rng buc p * = arg min Q(p) vi:

p P
Q(p) = p
P = { p R ( 1 p ) 0 v ( p 4 ) 0 }
C th thy bi ton c nghim p * = 2 .

nh ngha hm lin tc:
S ( p ) = max2 { 0 , ( 1 p ) } + max2 { 0 , ( p 2 4 ) }
ta thy S ( p ) tha mn tnh cht (1.37). Lp hm:
H ( p , ) = p 2 + [ max2 { 0 , ( 1 p ) } + max2 { 0 , ( p 2 4 ) } ]
trong l s dng ln, s c:
H(p,)=
p2 + (1 p)2 + ( p2 4 )2
2
p + (1 p)
p
khi p < 2
khi 2 p < 1
2
2
khi 1 p 2
2
p + ( p 4)
khi p > 2
55
V p* = arg minH ( p , ) l bi ton khng b rng buc nn nghim p* ca n s
dH ( p, )
dH ( p, )
c tm theo
=0. Nhng v
<0
dp
dp
khi p 2 nn p* ch c th l
nghim ca:
0 =
d
[p2+(p24)2] = 2p[1+2(p24)]
dp
p* =
1
+4
2
T y ta suy ra c nh ni dung nh l 1.10:
p * = lim p* = 2 .

K thut hm chn
Nhm s dng c cng thc xc nh im cc tr cho vic tm khong cch bc

tm ti u (1.34), tc l phi m bo c nghim p * ca bi ton ti u b rng buc
p * = arg min Q( p) khng nm trn bin ca P, k thut hm chn t ra mc ch l

p P
chuyn hm mc tiu Q( p) thnh hm H ( p, ) c gi tr cng ln khi cng p tin ti

gn bin ca P, nhng vn thuc P (hnh 1.22). Nu lm c nh vy, r rng im cc
tiu p* ca bi ton p* = arg min H ( p, ) lun nm pha bn trong P (l im trong
p P
ca P).
Ta c th thy, c hm H ( p, ) xc nh trn P vi gi tr cng ln khi p cng
tin ti gn bin ca P th tp P phi cha t nht mt im trong (im m c n v
mt ln cn ca n thuc P). Nh vy, k thut hm chn ch thch hp cho bi ton ti
u (1.1) b rng buc c P m t bng cc bt phng trnh:
P = { p R n g i ( p) 0 , i = 1 , 2 , , m }
H ( p, )
min P
= 100
Hnh 1.22: Minh ha k thut hm chn.
56
Q( p)
=1
Mt hm no lm cho H ( p, ) xc nh trn P vi gi tr cng ln khi p cng

tin ti gn bin ca P c gi l hm chn. S dng hm mt bin:
b1(z)=z
(r>0)
hoc
b 2 ( z ) = lnz
th cc hm sau y s l hm chn:
a)
B( p) = max b1 ( gi ( p))
i
b)
B( p) =
b( gi ( p))
i =1
tc l vi chng, hm:
H ( p, ) = Q( p) + B( p)
s c gi tr cng ln khi p cng tin ti gn bin ca P. Gia nghim p* (nm bn
trong min P) ca bi ton ti u p* = arg min H ( p, ) v nghim p * (c th nm
p P
trn bin ca P) ca bi ton ti u b rng buc (1.1) c quan h sau:

lim p* = p *
1.6
Mt s v d ng dng
1.6.1
Xc nh tham s ti u cho b iu khin PID
Mt trong nhng b iu khin c s dng rng ri nht trong thc t l b PID

vi hm truyn t:
1
R ( s ) = k p 1 +
+ TD s
T
s
I
w( t ) e ( t )
u( t )
PID
y( t )
S(s)
trong : k p l hng s khuch i,
T I l hng s thi gian tch phn,
Hnh 1.23: iu khin vi PID
T D l hng s thi gian vi phn.

Nguyn l iu khin bng PID l phn hi tn hiu ra (hnh 1.23), trong , ph
thuc vo i tng, cc tham s k p , T I , T D cn phi c chn sao cho h kn c c
cht lng nh mong mun, chng hn nh n nh, qu iu chnh nh, thi gian
qu ngn, khng c sai lch tnh .
57
Mt mc tiu cht lng kt hp hi ha tt c cc ch tiu cht lng ni trn l

chn k p , T I , T D sao cho:
Q = e 2 ( t )dt min
(1.39)
trong e ( t ) l tn hiu sai lch. B tham s k p , T I , T D tha mn (1.39) c gi l b
tham s ti u. Nh vy, tm c b tham s ti u k p , T I , T D ta cn phi tin

hnh cc bc:
Xc nh s ph thuc ca Q vo vector tham s pT = ( k p , T I , T D ) , tc l xc

nh Q = Q( p) .
Gii bi ton ti u p * = arg min Q( p) .

minh ha vic xc nh Q = Q( p) ta xt trng hp c th vi:
E(s)=
+ cn 1 sn 1
c0 + c1s +
+ dn sn
d0 + d1s +
dn0
trong E ( s ) l nh Laplace ca e ( t ) . Khi , nh cng thc Parseval:
Q = e 2 ( t )dt =
0
1
2
E( j
d =
1
E( s) E( s)ds
2j j
hm mc tiu Q s c tnh qua hai bc [35]:
Xc nh tt c cc im cc s k ca E ( s ) .
Tnh Q = Res [ E ( s ) E ( s ) ]
sk
Vi hai bc tnh trn ta i n mt s kt qu cho n = 1 , 2 , 3 , 4 nh sau [20]:

Bng 1.1: Cng thc tnh hm mc tiu Q cho mt s trng hp n=1,2,3,4:
Q( p)
c02
2d0 d1
c12 d0 + c02 d2
2d0 d1 d2
c22 d0 d1 + ( c12 2c0 c2 )d0 d3 + c02 d2 d3

2d0 d3 ( d1 d2 d0 d3 )
58
c32 ( d0 d1 d2 d02 d3 ) + ( c22 2c1 c3 )d0 d1 d4 + ( c12 2c0 c2 )d0 d3 d4 + c02 ( d2 d3 d4 d1 d42 )
2d0 d4 ( d1 d2 d3 d0 d32 d12 d4 )
Ngoi ra, t cng thc:
E(s)=
1
1
s 1 + R( s)S( s)
th r rng cc tham s c 0 , , c n - 1 , d 0 , d 1 , , d n ca E ( s ) l nhng hm s ca
pT = ( k p , T I , T D ) . Thay cc hm s c0 ( p) , , cn 1 ( p) , d0 ( p) , , dn ( p) vo cng
thc bng trn ta c Q = Q( p) .
V d 1.16: (Xc nh tham s ti u cho b iu khin tch phn)
Cho h kn m t hnh 1.24, trong
R(s)=
1
TI s
S(s)=
0,5
(1 + 2s)2
H c nhiu n ( t ) v nhim v iu khin t ra y l xc nh tham s T I cho b

iu khin h c kh nng khng nhiu tc thi n ( t ) = 1 ( t ) tt nht theo ngha:
Q = e 2 ( t )dt min.
0
Trc ht, c nh Laplace E ( s ) ca sai lch e ( t ) , ta xc nh hm truyn t tn

hiu nhiu n ( t ) ti u ra y ( t ) :
Gny(s)=
0,5TI s
S( s)
=
1 + R( s)S( s) 4TI s3 + 4TI s 2 + TI s + 0,5
T y, vi w ( t ) = 0 v n ( t ) = 1 ( t ) , tc l N ( s ) =
E(s)= Y(s)= Gny(s)N(s)=
1
ta c nh Laplace ca sai lch e ( t ) :
s
0,5TI
3
4TI s + 4TI s 2 + TI s + 0,5
Tra bng cho trng hp n = 3 vi:
c 0 = 0,5T I , c 1 = c 2 = 0 ,
n( t )
d 0 = 0,5, d 1 = T I , d 2 = d 3 = 4 T I ,
ta i n:
Q=
TI2
.
4TI 2
Q=
TI2
min
4TI 2
w( t ) e ( t )
1
TI s
y( t )
S(s)
Suy ra
TI =1.
59
1.6.2
Nhn dng tham s m hnh i tng tin nh
Trong iu khin ta rt hay gp phi bi ton xy dng m hnh ton hc m t i

tng trn c s quan st (o) cc tn hiu vo ra ca n. Bi ton c tn gi l nhn
dng i tng iu khin. N c Zadeh nh ngha nh sau [36]:
nh ngha 1.13: Nhn dng (identification) l phng php xc nh m hnh ton hc
c th trong lp cc m hnh thch hp cho trn c s quan st cc tn hiu vo ra
ca i tng sao cho sai lch gia m hnh tm c vi i tng thc l nh nht.
nh ngha cho thy bi ton nhn dng c nt ca mt bi ton ti u. Cng vic

nhn dng lun c bt u vi nhng thng tin hiu bit mang tnh gi , tuy cn c
th kh s ng, v i tng. Cc thng tin c gi l thng tin Apriori. Chng
hn thng tin Apriori cho bit rng i tng l tuyn tnh hay phi tuyn, lin tc hay
ri rc .
Xt i tng SISO vi tn hiu vo u v tn hiu ra y . Nu thng tin Apriori cho
bit i tng l tuyn tnh c cu trc, th m hnh ton hc ca n s thuc lp cc
hm phc, thchu t , hp thc vi cu trc bit trc:
G ( z ) cho i tng khng lin tc.
G ( s ) cho i tng lin tc.
trong t s v mu s ca hm truyn t l hai a thc nguyn t cng nhau (khng

c chung nghim), ng thi c bc xc nh l n , m . Nhim v nhn dng t ra y
ch cn l xc nh tham s cho hai a thc sai lch gia G ( z ) hoc G ( s ) vi i
tng c nh nht. Bi ton nhn dng c tn gi l nhn dng tham s m hnh
i tng.
Nhn dng tham s m hnh khng lin tc
Xt i tng SISO khng lin tc c m hnh thuc lp:
G(z) =
B( z 1 )
A( z
1 + b1 z 1 +
a0 + a1 z
+ bm z m
+
+ an z n
(1.40)
Nu gi u k , y k , k = 0 , 1 , l dy gi tr tn hiu vo/ra quan st c vi chu k

ly mu T, tc l:
uk=u(kT),
yk=y(kT),
k=0,1,
th khi m hnh (1.40) l tuyt i chnh xc, ta s c:
uk+
60
i =1
i=0
biuk i = ai yk i
Song do m hnh (1.40) cn cn phi c xc nh nn ng thc trn khng cn

ng. Gia hai v ca n c mt sai lch. Sai lch ny c tn gi l sai lch d bo tuyn
tnh ti thi im t = k T gia m hnh v i tng (hnh 1.25):
ek = uk
i =1
i=0
biuk i ai yk i
ek = uk+
fT
k
uk
i tng
yk
b1
b
m
v
trong p =
a0
a
n
B(z
u k 1
k
m
.
f =
k y
k
A (z
ek
Hnh 1.25: Sai lch d bo
tuyn tnh.
T y ta lp hm mc tiu Q l hm m t sai s chung gia m hnh v i tng

cho ton b khong thi gian quan st, tc l tng bnh phng ca tng sai lch ti cc
thi im t = k T , k = 0 , 1 , , N nh sau:
N
Q( p) =
ek
k=0
= eTe = (h F p )T(h F p )
= pT ( F T F ) p ( 2 h T F ) p + h T h = pT A p b T p + c
c
A
bT
vi
e0
e=
,
e
N
u0
h=
u
N
(1.41)
fT
0
F=
T
f
N
R rng A l ma trn xc nh bn dng, do hm mc tiu Q( p) cho trong cng

thc (1.41) l hm ton phng, li. Bi vy bi ton nhn dng vector tham s p * cho
m hnh (1.40) chnh l bi ton ti u li, ton phng khng b rng buc:
p * = arg min Q( p)
2A p* b=0
(xem nh l 1.4)
(1.42)
Ch : Trong m hnh (1.40) ta gi thit b 0 = 1 0 . Nu i tng li c m hnh
vi b 0 = 0 th phi c a 0 0 , v a thc t s v a thc mu s l nguyn t cng nhau.

Do a 0 0 , nn ta c th cho rng i tng c m hnh thuc lp:
G(z)=
b0 + b1 z 1 +
1 + a1 z
+ bm z m
+ an z n
(n m)
(1.43)
61
Khi , lm tng t nh vi m hnh (1.40) ta cng s i n bi ton ti u li, ton

phng, khng b rng buc (1.42) vi:
Q( p) = (h F p )T(h F p )= pT ( F T F ) p (2h T F ) p + h T h
c
A
bT
a1
a
n
,
p=
b0
b
m
y k 1
k
n
,
f =
k u
k
u
k m
fT
0
,
F=
T
f
N
y0
h=
.
y
N
Nhn dng tham s m hnh lin tc
Xt i tng SISO tuyn tnh vi tn hiu vo u ( t ) v tn hiu ra y ( t ) c hm

truyn t thuc lp cc m hnh khng c thnh phn vi phn:
G (s ) =
Y ( s) 1 + b1 s + + bm s m
=
,
U ( s) a0 + a1 s + + an s n
(n m)
(1.44)
trong U ( s ) , Y ( s ) l k hiu ch nh Laplace ca tn hiu vo u ( t ) , ra y ( t ) . Nhim

v ca bi ton nhn dng l xc nh c th cc tham s thc b 1 , , b m , a 0 , , a n
sao cho sai lch gia G ( s ) vi i tng l nh nht.
Trc tin, t kt qu quan st tn hiu u ( t ) , y ( t ) v thng qua cc thut ton
phn tch ph tn hiu (xem thm mc 6.3), ta xc nh U ( j ) , Y ( j ) , tc l xc nh
dy cc gi tr nh Fourier ca tn hiu vo, ra ti cc im tn s k , k = 0 , 1 , , N ,
trong l chu k trch mu trong min tn s. K hiu dy cc gi tr l:
U k = U ( j k ) v
Yk=Y(jk),
k=0,1, ,N.
Tip theo, nu ta thc hin ging nh lm m hnh i tng khng lin lc, trong
cc vector p , f , h v ma trn F c thay bi:
k
b1
b
m
,
p=
a0
a
n
62
( jk )U k
( jk ) m U
k
,
f =
Yk
k
( jk )Yk
n
( jk ) Yk
U0
h=
,
U
N
fT
0
,
F=
T
f
N
th cng s i n bi ton ti u ton phng, li, khng b rng buc, xc nh tham

s p * cho m hnh (1.44) nh sau:
p * = arg min Q( p)
2A p* b=0
(nh l 1.4).
(1.45)
trong
Q( p) = pT ( F H F ) p 2 Re( h H F ) p + h H h = pT A p bT p + c
c
A
bT
v ch s H v tr ly tha l k hiu ca php tnh chuyn v, ly lin hp.
Ch : Nu i tng c th c thnh phn vi phn th ta thay m hnh (1.44) bng:
G (s ) =
b0 + b1 s +
+ bm s m
1 + a1 s +
+ an s n
(n m)
Khi , lm tng t ta cng s i n bi ton ti u li, ton phng, khng b rng

buc (1.45) vi:
Q( p) = pT ( F H F ) p 2 Re( h H F ) p + h H h = pT A p bT p +c
c
A
bT
a1
a
n
,
p=
b0
b
m
1.6.3
Yk ( jk )
Y ( jk ) n
k
,
f =
Uk
k
U k ( jk )
m
U k ( jk )
fT
0
,
F=
T
f
N
Y0
h=
.
Y
N
ng dng vo iu khin bn vng trong khng gian trng thi
Pht biu bi ton
Xt i tng MIMO tuyn tnh vi m hnh trng thi bt nh (uncertainties):
dx
= A( ) x + B( ) u
dt
y = C( ) x
(1.46)
trong u l vector cc tn hiu u vo, y l vector cc tn hiu u ra, x l vector cc

tn hiu trng thi, l vector cc tham s bt nh ca m hnh (khng bit trc), v
A ( ) , B ( ) , C ( ) l ba ma trn ph thuc tham s.
63
Dng m hnh (1.46) l kh ph bin trong thc t. Trong iu khin bn vng, lp

m hnh ny c gi l m hnh vi sai lch c cu trc. Nu i tng l SISO th hm
truyn t tng ng ca (1.46) l mt hm phc, thchu t, hp thc cht (strictly
proper), c cc h s ph thuc vector tham s bt nh nh sau:
G(s)=
b0 ( ) + b1 ( )s +
+ bm ( )s m
a0 ( ) + a1 ( )s +
+ an ( )s n
(m<n)
Nhim v iu khin bn vng c t ra y l phi thit k b iu khin cho

i tng (1.46) h thng c c cht lng mong mun v cht lng ny "bt bin"
vi s thay i vector tham s bt nh ca m hnh.
Trong thc t, gii quyt bi ton iu khin bn vng nu trn, khi m vector
tham s bt nh c gi tr thuc tp V bit trc ( V ) , ngi ta thng hay thay V
bng tp hu hn m cc gi tr tiu biu c th c ca , tc l:
V = { 1 , 2 ,
, m }
Khi , m hnh tham s bt nh (1.46) s c thay bng m m hnh tham s hng:
dx
= Ak x + Bk u
dt
y = Ck x
vi
Ak=A(k),
(1.47)
Bk=B(k),
Ck=C(k),
k=1,2,
,m
v bi ton iu khin bn vng tr thnh bi ton iu khin a m hnh (multi

modelcontrol) pht biu nh sau: "Hy thit k mt b iu khin chung cho cho tt c
m i tng (1.47) chng lun c cng mt cht lng iu khin mong mun".
Tip tc, nu xem cht lng iu khin mong mun l v tr im cc phi c ca
h kn [35], th bi ton nu trn tr thnh: "Hy thit k mt b iu khin R phn hi
trng thi (hnh 1.26a), nu ma trn C l hng s (khng ph thuc tham s ) , hoc
phn hi u ra (hnh 1.26b), chung cho ton b m i tng (1.47), sao cho tt c m h
kn thu c u c cc im cc nm trong mt min D cho trc ca mt phng phc".
a)
b)
u x=A x+B u
k
k
k=1,
R
,m
x
C
u x=A x+B u
k
k
k=1,
,m
Hnh 1.26: M t nhim v iu khin bn vng trong khng gian trng thi.
64
x
Ck
Tt nhin cht lng iu khin mong mun hng u bao gi cng l tnh n nh,
nn min D cho trc ca cc im cc h kn bao gi cng nm bn tri trc o. C hai
phng php thng dng thc hin bi ton va pht biu. l:
Phng php Roppenecker cho bi ton phn hi trng thi.
Phng php Konigorski cho bi ton phn hi u ra.
Phng php Roppenecker
Phng php Roppenecker l phng php thit k b iu khin phn hi trng

thi R (hnh 1.26a) sao cho tt c cc im cc ca ton b m h kn thu c:
dx
=(AkBkR)x+Bkw
dt
k=1,2,
,m
(1.48)
nm trong min D cho trc ca mt phng phc s = + j . Ni cch khc, n xc nh

~
ma trn R tt c n m cc gi tr ring ca m ma trn Ak = ( A k B k R ) , k = 1 , 2 ,
, m thuc D.
Hnh 1.27: Min D cho phng php Roppenecker.
gii quyt bi ton, trc ht ta xt cho mt i tng c th th k l:

dx
= Akx+Bku
dt
(1.49)
Ti liu [35] trnh by kh k v phng php Roppenecker phc v thit k b iu

khin phn hi m trng thi cho i tng (1.49), k hiu l R k , sao cho h kn vi m
hnh tng ng:
dx
=(AkBkRk)x+Bkw
dt
nhn n gi tr thuc min D cho trc s k 1 , s k 2 , , s k n lm im cc. Phng php

ny bao gm cc bc:
1) Tnh cc vector a k i v t k i , i = 1 , 2 ,
a)
,n:
Nu ma trn (s k i IA k ) suy bin th a k i c xc nh l vector ring bn phi

ca A k ng vi gi tr ring s k i , tc l nghim ca:
65
(skiIAk)aki = 0
ng thi chn vector t k i = 0 .
b)
Nu ma trn (s k i IA k ) khng suy bin th a k i c tnh bi:
aki = (skiIAk)
Bktki
trong vector t k i c chn sao cho tt c n vector a k 1 , a k 2 , , a k n lp

thnh h c lp tuyn tnh. c c iu ny th cn thit cc gi tr s k 1 ,
s k 2 , , s k n phi khc nhau i mt.

2) Xc nh b iu khin R k theo cng thc:
Rk = (tk1, tk2, , tkn)(ak1, ak2, , akn)
k
) cho i tng th k (1.49) ph thuc vo cc gi
Nh vy b iu khin R k = ( rpq
k
tr im cc s k 1 , s k 2 , , s k n chn trc. Ni cch khc, tng phn t rpq
ca R k l
nhng hm s ca s k 1 , s k 2 , , s k n :
k
R k = ( rpq
)
vi
k
k
rpq
= rpq
(sk1, sk2, , skn)
(1.50)
Vi mi mt i tng (1.49) ta c mt b iu khin (1.50). Cho m i tng ta s

k
), k=1,2,
c m b iu khin R k = ( rpq
, m . Nhim v t ra by gi l phi ghp
chung m b iu khin li vi nhau thnh mt, tc l phi tm m n gi tr s k i ,
k=1,2,
,m; i=1,2,
, n thuc D c c R 1 = R 2 =
= R m . Nhm t c
iu ny, ta xy dng hm mc tiu:

m
Q (s k i ) =
p, q
1
k 2
rpq
) 0
( rpq
k=2
(1.51)
R rng, nu c Q ( s k i ) = 0 ta cng s c R 1 = R 2 =
= R m v b iu khin bn vng R
1
) . Vy khi hm mc tiu (1.51) c gi tr nh nht bng 0, tc
cn tm s l R = R 1 = ( rpq
l c Qmin= 0 th b gi tr s k i D, k = 1 , 2 ,
ca bi ton ti u:
(s k i )* = arg min Q(s k i )
ski D
66
,m; i=1,2,
, n cn tm s l nghim
V d 1.17: (Minh ha phng php Roppenecker)
Cho i tng tham s bt nh m t bng hai m hnh tuyn tnh tham s hng:
M1 :
0 1
0
dx
x + u
= A 1 x + b 1 u =
0
2
dt
M2 :
0 1
0
dx
x + u
= A 2 x + b 2 u =
dt
0 3
1
Nhim v t ra l phi thit k b iu khin phn hi trng thi (m) sao cho h kn
c cc im cc nm trong min D to bi mt trn ( + 4 ) 2 + 2 9 (hnh 1.28).
Hnh 1.28: Minh ha v d 1.17
Bc 1: p dng phng php Roppenecker cho m hnh M1 vi hai im cc cho trc l
s 1 1 , s 1 2 ta thu c:
R1 = (t11 t12)(a11 a12)
= (s11s12
= (t11
t11
s ( s 2)
t 1 2 ) 11 11
t11
s11 2
t12
s12 ( s12 2)
t12
s12 2
2s11s12)
Bc 2: p dng phng php Roppenecker cho m hnh M2 vi hai im cc cho trc l
s 2 1 , s 2 2 ta cng thu c:
R2 = (t21 t22)(a21 a22)
= (s21s22
= (t21
t21
3)
s
s
(
t 2 2 ) 21 21
t21
s21 3
t22
s22 ( s22 3)
t22
s22 3
3s21s22)
Bc 3: Lp bi ton ti u:
Q = (s11s12s21s22)2+[(2s11s12)(3s21s22)]2
= ( s 1 1 s 1 2 s 2 1 s 2 2 ) 2 + ( 1 s 1 1 s 1 2 + s 2 1 + s 2 2 ) 2 min.
vi iu kin rng buc s 1 1 , s 1 2 , s 2 1 , s 2 2 D.
67
Bc 4: Bi ton ti u trn c v s nghim v mt trong s l:
s11=2 ,
s12=6,
s21=3,
s22=4.
Bc 5: Do Q min= 0 nn ta c b iu khin bn vng sau:
R = R 1 = R 2 = (12 10).
Phng php Konigorski
Phng php Konigorski l phng php thit k b iu khin phn hi u ra R

(hnh 1.26b) sao cho tt c cc im cc ca m m hnh h kn:
dx
= ( Ak Bk RCk ) x + Bk w
dt
y = Ck x
nm trong min D cho trc ca mt phng phc s = + j , tc l tt c n m gi tr

~
, m nm trong D.
ring ca ton b m ma trn Ak = ( A k B k R C k ) , k = 1 , 2 ,
Min D thch hp cho phng php Konigorski l min nm bn tri trc o, i
xng qua trc thc v c bao bi hu hn cc ng cong trn fl , l=1,2,
, q. Cc
ng cong fl c gi l bin ca D v k hiu bng D . Hnh 1.29 l mt v d v min
D thch hp cho phng php Konigorski.

K hiu v l s cc tn hiu vo v o l s
cc tn hiu ra ca i tng a m hnh cn
iu khin. Vy th b iu khin (tnh) R phi
tm s l mt ma trn kiu v o (v hng, o ct).
f2
f4
K hiu ma trn R v vector p gm cc
f3
phn t ca R nh sau:
r11
R=
r
v1
p =(r11,
r1o
vo
,
R
rvo
, r1o, r21,
f1
Hnh 1.29: Mt min D thch hp cho

phng php Konigorski. (1.67a)
, r2o,
, rv1,
, rvo) R
vo
(1.52)
Khi , nhim v bi ton s l xc nh p tt c cc gi tr ring ca m ma trn n

hng, o ct (n l s bin trng thi ca i tng):
~
Ak = ( A k B k R C k ) ,
68
k=1,2,
,m
nm trong D. Nu k hiu k i , k = 1 , 2 ,
, m v i = 1 , 2 ,
, n l cc gi tr ring
~
ca Ak th r rng nhng gi tr ring ny ph thuc vo vector tham s p . Ta s biu
din s ph thuc bng:
k i = ki ( p)
gii quyt bi ton, Konigorski a ra tng xy dng hm mc tiu Q( p)
tha mn:
Q( p) > 1 , nu c t nht mt gi tr ring k i nm ngoi min D.
Q( p) < 1 , nu tt c m n gi tr ring k i u nm trong min D.
Vi hm Q( p) nh vy, bi ton thit k R s c chuyn v bi ton ti u khng b

rng buc nh sau:
p * = arg min Q( p) .
(1.53)
v gii bi ton trn, Konigorski ngh s dng phng php gradient (mc 1.5.4).
Nh vy, ni dung phng php Konigorski bao gm hai phn:
Xy dng hm mc tiu Q( p) .
Gii bi ton ti u (1.53) theo phng php gradient.

Trc ht ta i vo phn th nht l xy dng hm Q( p) . Gi f l ( , ) = 0 , l = 1 , 2 ,
, q l cc phng trnh m t nhng ng cong trn to thnh bin ca D. Chiu
ca cc ng ny c quy nh l chiu dng, tc l khi i theo chiu s c:
> 0 nu
fl(,)=
< 0 nu
s = + j nm b n ph i
s = + j nm b n tri
>> 1 nu
e dl fl ( , ) =
<< 1 nu
s = + j nm b n ph i
s = + j nm b n tri
trong d l > 0 l s dng ln (k hiu >> l rt ln v << l rt nh). T y, v vi

k hiu:
ki =ki+jki, k=1,2,
, m v i = 1 , 2 ,
,n
~
cho gi tr ring (phc) ca cc ma trn Ak th r rng:
69
>> 1 nu
<< 1 nu
e dl fl ( ki , ki ) =
l =1
ki nm ngoi D
ki nm trong D
v tng hu hn cc s dng v cng nh cng s l mt s dng v cng nh.

Suy ra, hm mc tiu cn xc nh c dng nh sau:
m
Q( p) =
>> 1 nu c mt ki nm ngoi D
<< 1 nu mi ki nm trong D
n q
e dl fl ( ki , ki ) =
k = 1 i = 1l = 1
(1.54)
Phng php Konigorski b qua trng hp khi c gi tr ring nm trn bin D .

Ch : Tuy rng v tri ca (1.54) khng c bin k i , k i ging nh v phi, song
theo cng thc (1.52) th do cc phn t r v o ca p ph thuc gi tr ring (im cc cho

trc) k i = k i + j k i , nn cui cng n cng vn l mt hm ca k i , k i .
V d 1.18: (Minh ha vic xy dng hm mc tiu)
Xt min D c bin D c to bi hai ng cong trn (hnh 1.30). ng th

nht l ng hyperbol
2
a
2
b
=1 v ng th hai l ng trn
+ 2 = K 2 . Khi
, tng ng vi chiu dng l chiu m min D lun nm pha bn tri, hai ng

cong c phng trnh m t nh sau:
f1(,) = +
a
2 + b2
b
f2
Suy ra:
m
Q( p) =
e d1 f1 ( ki , ki ) + e d2 f2 ( ki , ki )
k =1 i =1
d + a 2 + b2
2
+ ki
K
d2 ki
1 ki b ki
+e
k =1 i =1
f1
2 +2 K
f2(,) =
D
K
trong m l s cc m hnh m t i tng, n l s bin trng thi ca i tng v

~
k i , k i l phn thc cng nh phn o ca gi tr ring k i ca cc ma trn h kn Ak ,
k=1,2,
,m.
Sau khi c hm mc tiu th cng vic cn li ch l gii bi ton ti u khng b

rng buc (1.53) c c b iu khin R (c cc phn t r cng l phn t ca
70
p * ). Nh ni, phng php c Konigorski p dng gii bi ton ti u l

phng php gradient. Nu nh vy, vn vng mc cui cng ch cn l xc nh
hng tm ngc vi hng ca:
Q( p)
,
=
r
11
Q( p)
p
Q( p)
r1o
Q( p)
rv1
Q( p)
rvo
tc l cn phi xc nh cc phn t ca n:
Q( p)
r
=1,2,
, v v = 1 , 2 ,
,o
(1.55)
T (1.54) v (1.55) c c:
Q( p)
r
n q
dl e dl fl ( ki , ki ) l
k = 1 i = 1l = 1
ki
ki
f l ki
+
r ki r
(1.56)
Do c hm f l ( , ) m t cc ng cong trn thuc bin D nn thc cht xc

Q( p)
ki
ca vector hng tm th ch cn phi tnh hai gi tr thc
v
nh c
r
r
ki
ki
, tc l mt gi tr phc
, v:
r
r

ki
= Re ki
r
r
Gi tr phc

ki
= Im ki
r
r
(1.57)
ki
c mt ngha rt c bit, n ch ra nhy cm ca im cc
r
h kn i vi s thay i cc phn t ca b iu khin R. c
ki
ta phi cn n
r
~
~
~ v bn phi b
vector ring bn tri a
ki
ki ca ma trn Ak = ( A k B k R C ) , k = 1 , 2 ,
, m ng vi gi tr ring k i . Tc l nhng vector tha mn:
~ =0
(kiIAk+ BkRCk) a
ki
~ = a
~
(AkBkRCk) a
k i ki
ki
(1.58)
~T
b ki ( k i I A k + B k R C k ) = 0 T
~T
~T
b ki ( A k B k R C k ) = b ki k i
(1.59)
Ly o hm hai v (1.58) theo r v ch rng A k , B k , C k khng ph thuc vo
R , tc l khng ph thuc vo r , s c:
71
Bk
~
~
R
~ + ( A B R C ) a ki = ki a
~ + a ki
Ck a
k
k
k
ki
ki
ki
r
r
r
r
nhng v:
R
= e eT
r
trong
e=(0,
,0,1,0,
,0)
phn t th
nn
~
~
~ + ( A B R C ) a ki = ki a
~ + a ki
B k e eT C k a
k
k
k
k
i
ki
r
r ki
r
~T
Nhn c hai v phng trnh trn vi b ki
~
~
a
a
~T
~T
~ T ki ~
~T
ki
ki
~ + b
(
+
A
B
R
C
)
=
b
a
b
b ki B k e eT C k a
k
k
k
k
i
ki
ki
ki
ki
r
r ki
r
v rng:
Bke = bk
eT C k = c Tk ,
trong b k l vector ct th ca ma trn B k v c Tk l vector hng th ca Ck , s

c:
~
~
a
a
~T
~T
~ T ki ~
~T
ki
ki
~ + b
b ki b k c Tk a
= b ki
a ki + b ki k i
ki ( A k B k R C k )
ki
r
r
r
Thay thnh phn th hai ca v tri bng (1.59) th c:

~T
~ T ki ~
~ = b
a
b ki b k c Tk a
ki
ki
r ki
song do
ki
l mt gi tr v hng nn cui cng:
r
~T
~
b ki b k c Tk a
ki
ki
=
.
~T ~
r
b a
ki
(1.60)
ki
Tng kt li, ta i n thut ton m t phng php Konigorski gm nhng bc

sau:
1) Xy dng hm mc tiu Q( p) t phng trnh m t cc ng cong trn fl , l=1,2,
, q to thnh bin ca min D theo chiu dng, nh cng thc (1.54).
72
=1,2,
2) Chn im xut pht R = ( r ) ,
, v v = 1 , 2 ,
, o , trong v l s
u vo, o l s u ra ca i tng. Do vector p chng qua ch l s sp xp li

cc phn t ca ma trn R di dng ct nn vi im xut pht R ta cng c im
khi pht p .
a)
Nu Q( p) <<1 th dng vi p s R.
b)
~
Xc nh cc ma trn Ak = ( A k B k R C k ) , k = 1 , 2 ,
c)
Xc nh cc gi tr ring k i , i = 1 , 2 ,
~
tri a
ki
,m.
, n cng nh cc vector ring bn
~
~
v bn phi b ki ca ma trn Ak ng vi gi tr ring k i , trong
n l s bin trng thi ca i tng.

d) Tnh
e)
Tnh
ki
ki
ki
theo (1.60). Thay vo (1.57) c
v
.
r
r
r
Q( p)
r
theo (1.56). T xc nh c hng tm:
Q( p)
,
h=
r
11
f)
Q( p)
r1o
Q( p)
rv1
Q( p)
rvo
Xc nh khong cch bc tm ( s * ) = arg min Q( p + sh ) .

s
g)
Gn p : = p + ( s * ) h ri quay li bc a).
Ch : Theo phng php gradient tm nghim ti u, sau mi bc tm nghim,
hm mc tiu Q( p) phi c gi tr nh hn bc trc. Bi vy sau mi bc tm

nghim, nu iu kin trn khng c tha mn th ta c th dng thut ton m
khng nh rng bi ton khng c nghim.
1.6.4
ng dng vo iu khin thch nghi
Mc ch ca iu khin thch nghi
iu khin i tng c m hnh bt nh (uncertainties), mc 1.6.3 gii thiu

kh nng s dng k thut iu khin bn vng. l k thut m nhng tnh bt
nh ca m hnh i tng c xem nh l sai lch m hnh S v iu khin bn
vng c nhim v thit k b iu khin lun gi cho h thng c c cht lng khng
i vi mi sai lch m hnh S ca i tng nm trong mt min cho php.
73
iu khin thch nghi cng c mc ch tng t nh iu khin bn vng, tc l

cng phi to ra c b iu khin lm cho h thng c cht lng khng i mc d
i tng c s thay i bn trong. Tuy nhin s khc nhau ca hai k thut iu khin
trn nm ch trong khi iu khin bn vng hng ti mt b iu khin khng i,
chng hn nh b iu khin tham s hng, th iu khin thch nghi li hng ti mt
b iu khin mm do, c kh nng t thay i cu trc hoc tham s v s thay i
phi ph hp vi s thay i tng ng trong i tng nhm gi c n nh cht
lng h thng.
B iu khin thch nghi thng c mt trong hai loi cu trc c bn:
cu trc t chnh tham s,
v cu trc c m hnh theo di.
1) B iu khin thch nghi t chnh tham s.

hiu r iu khin thch nghi t chnh tham s, ta xt bi ton quen bit trong
iu khin tuyn tnh l xc nh tham s b iu khin PID. Ti liu [35] trnh by
chi tit mt s phng php tm tham s thch hp cho b iu khin PID, chng hn
nh hai phng php ca ZieglerNichols, phng php tng cc hng s thi gian ca
Kuhn, phng php ti u ln, ti u i xng . Mc 1.6.1 cng gii thiu
phng php xc nh tham s ti u cho b iu khin PID sao cho chun bc hai ca
sai lch e ( t ) ca h kn (xem thm ph lc 6.1.2):
e2 =
( t )dt
t c gi tr nh nht. Tuy nhin ton b cc phng php ny c chung mt nhc

im l chng u bt u t m hnh r (certain) ca i tng di dng hm truyn
t S ( s ) , kiu thchu t, hp thc:
S(s) =
b0 + b1 s +
+ bm s m
a0 + a1 s +
c cc tham s a i , i = 1 , 2 ,
+ an s
B( s)
A( s)
(nm)
, n v b j , j = 1 , 2 ,
, m c xc nh (hng s cho
trc). Nh vy chng s khng p dng c trc tip cho bi ton iu khin m

i tng li c m hnh bt nh (uncertain), tc l c bc m , n hoc cc tham s a i , b j
thay i ngu nhin khng bit trc.
Song, nu ta a thm vo b iu khin mt c cu nhn dng (hnh 1.31) c
tch hp theo cc thut ton nhn dng tham s m hnh i tng trnh by mc
1.6.2, nhm xc nh trc tuyn (online) cc tham s a i , i = 1 , 2 ,
, n v b j , j = 1 , 2 ,
, m ca i tng, tc l xc nh m hnh i tng S ( s ) , v mt c cu xc nh

74
tham s b iu khin trn c s hm truyn t S ( s ) va nhn dng c, th cui cng

ta s c mt b iu khin mm do, linh hot vi cc kh nng sau:
Nh c c cu nhn dng b iu khin lun pht hin c s thay i bn trong

ca i tng. C th l ti mi thi im n lun xc nh c cc tham s a i ,
i=1,2,
, n v b j , j = 1 , 2 ,
, m ca i tng, v nh vy n xc nh c
hm truyn t S ( s ) thi s ca i tng.
C cu xc nh tham s iu khin, s dng thut ton thit k b iu khin c

cu trc cho trc v m hnh thi s S ( s ) ca i tng, lun a ra c nhng
tham s iu khin mang tnh thi s. V vy b iu khin s lun m bo c
mt cht lng n nh cho h thng cho d i tng c thay i.
B iu khin vi hai c cu nhn dng v xc nh tham s iu khin nh trn c

gi l b iu khin thch nghi t chnh tham s (selftuningregulator), vit tt l STR.
Tham s a i , b j ca S ( s )
Hnh 1.31: B iu khin thch nghi t
chnh tham s.
Xc nh tham
s b iu khin
w
B iu
khin
Nhn dng
i tng
i
tng
2) iu khin thch nghi c m hnh theo di.

Mc ch ca vic thit k b iu khin l to ra cho h kn, bao gm i tng
iu khin v b iu khin, mt cht lng mong mun. Th hin cht lng mong
mun di dng hm truyn t h kn th nhim v trn s c c th ha l phi
to ra b iu khin sao cho h kn c c hm truyn t mu mong mun:
Gm(s)=
Bm ( s)
Am ( s )
(1.61)
v iu ny khng c ph thuc vo s thay i m hnh i tng. Ni cch khc, cho

d i tng thay i nh th no i na th b iu khin vn phi lm cho h kn c
c hm truyn t (1.61) khng i. iu ny ng ngha vi vic l trong mi trng
hp thay i bn trong i tng, b iu khin phi lun to ra c u ra y ( t ) ca h
kn tng t nh u ra y m ( t ) ca m hnh (1.62) khi m c hai, m hnh (1.63) v h
thng cng c chung tn hiu u vo w ( t ) hnh 1.32.
75
H thng c b iu khin lm cho n tha mn:

ym(t) y(t)
e(t)= y(t) ym(t)0
(1.64)
c gi l h iu khin thch nghi c m hnh theo di (model reference adaptive

control), vit tt thnh MRAC. Hnh 1.32 m t cu trc b iu khin thch nghi c m
hnh theo di (1.65).
Nhiu khi, n gin trong ng dng, th thay v (1.64), ngi ta thng t ra
mc tiu thp hn nh sau:
lim e ( t ) = 0
(1.66)
t 0
Gm(s)
Hnh 1.32: B iu khin thch nghi c
m hnh theo di.
p
w
ym
C cu thay
i tham s
B iu
khin
i
tng
C th thy t c mc ch (1.66) ta c v vn phng n gii quyt. V vy

bi ton iu khin thch nghi vi m hnh theo di cng s c v s li gii. Chng hn
nh c c (1.66) th n gin nht l ta phi thay i cc tham s ca b iu
khin, m sau y c vit chung li thnh vector p , sao cho:
de
<0.
dt
Khi e > 0 th phi gim e ( t ) , tc l phi to ra c
Ngc li, khi e < 0 th phi tng e ( t ) , tc l phi to c
de
>0.
dt
Ni cch khc, cn phi thay i vector tham s iu khin p lun c:

e
de
<0
dt
Nhng v:
de e d p
=
dt p dt
76
(1.67)
nn cui cng ta s t c mc ch (1.67) nu nh thit k c b iu khin ph

thuc tham s p vi c cu thay i tham s tha mn [3]:
e
= e
p
dt
dp
, ( >0)
(1.68)
hoc
e
= sgn( e )
p
dt
dp
( >0)
(1.69)
trong l mt hng s dng ty .

Hai cng thc thay i vector tham s p nu trn vn thng c bit n di
tn gi l lut MIT v chng c ngun gc t Hc vin cng ngh Massachusetts
e
(Massachusetts Institute of Technology). Ngoi ra, ta c th thy i lng
trong cc
p
cng thc chnh l thc o cho s nhy cm ca sai lch e ( t ) i vi s thay i
tham s p ca b iu khin.
Vai tr ca iu khin ti u tnh trong iu khin thch nghi
ngha ng dng ca phng php gii bi ton ti u ha (iu khin ti u tnh)

vo vic thit k b iu khin thch nghi c nhn thy r nht bi ton iu khin
thch nghi t chnh tham s (STR) vi cu trc th hin trong hnh 1.31, v c cha
c cu nhn dng. Mc 1.6.2, c th l nh ngha 1.13, khi gii thiu v nhn dng,
ch r mi bi ton nhn dng tham s m hnh i tng tuyn tnh, tin nh, c cu
trc xc nh u chuyn c v dng bi ton ti u tnh. Chnh v vy, xy dng
c b iu khin thch nghi t chnh tham s STR ta khng th khng s dng cc
phng php gii bi ton ti u tnh.
bi ton iu khin thch nghi c m hnh theo di (MRAC), vi cu trc m t
trong hnh 1.32 th vai tr ca iu khin ti u tnh khng c r nt nh bi ton
STR. L do l v bi ton MRAC c v s li gii, v khng phi mi li gii u bt buc
phi s dng n cc phng php iu khin ti u tnh, chng hn nh lut MIT
(1.68) v (1.69) l mt v d. Tuy nhin, nhm nng cao hn na cht lng thch nghi
cho b iu khin theo ngha y m y th thay v tiu ch (1.66) ta c th s dng:

e 2 min
(1.70)
v iu ny i hi c cu thay i tham s ca b iu khin MRAC phi c cha thut

ton tm nghim p ca bi ton ti u tnh (1.70).
77
Cu hi n tp v bi tp
1) Cho bi ton ti u hyperbol p * = arg min Q( p) vi
p P
Q( p) =
3 p1 p2 + 3
,
p1 + 2 p2 + 1
P={ p R2p1+p24, 2p1p22, p10, p20 }
Hy chuyn bi ton trn thnh bi ton ti u tuyn tnh v tm nghim p * ca

n bng phng php n hnh (simplex).
2) Cho bi ton ti u p*= arg min Q ( p ) vi
p P
Q( p) = p ,
P={ pR p0, p20 }={0}
a)
Hy xc nh nghim p* ca bi ton.
b)
Hy xy dng bi ton im yn nga t bi ton ti u cho v xc nh

im yn nga ca bi ton . Ti sao t nghim p* khng suy ra c
nghim ca bi ton im yn nga.
3) Tm nghim p * = arg min Q( p) vi

p P
p12
p22
8 p1 10 p2 ,
a)
Q( p) =
b)
Q( p) = tp12 + 2tp22 p1 p2 ,
P={ p R2p10, p20, 3p1+2p26 }

P={ p R2p10, p20, p1+p24 }
bng phng php KuhnTucker (bin lun theo tham s t).

4) Hy ch rng nhng bi ton ti u p * = arg min Q( p) vi hm mc tiu Q( p) v
p P
rng buc P cho sau y l bi ton ti u li. Tm nghim p * .

P={ p R2p10, p20, p1+p26, p2(p11)2}
a)
Q( p) = p14 + p22 + 4 p1 ,
b)
Q( p) = ( p 1 3 ) 2 + ( p 2 3 ) 2 ,
P={ p R2p10, p20, p1+p26}
c)
Q( p) = ( p 1 1 ) 2 + ( p 2 1 ) 2 ,
P = { p R 2 p 1 0 , p 2 0 , p12 + p 2 1 }
5) Cho bi ton ti u ton phng p * = arg min

p P
(p
1 2
v
A p , trong A=
2 a
Q( p)
T
P={ p R22p10, 2p20, p1+p21, p1p21}

a)
Vi gi tr no ca a th ma trn A l xc nh dng / xc nh bn dng.
b)
Hy v cc ng ng mc ca Q( p) ng vi a = 1 , 4 , 8 .
c)
Tm nghim p * ca bi ton khi a = 8 .
d) Tm tp tt c cc nghim p * ca bi ton khi a = 4 .

78
6) Cho bi ton ti u tnh khng rng buc

Q = p12 + 2 p22 5 p1 14 p2 + p1 p2 min
a)
Hy tm nghim bi ton theo phng php NewtonRaphson vi 2 bc tnh

k t im xut pht ty c chn trc.
b)
C nhn xt g v nghim tm c.
7) Cho bi ton ti u tnh khng rng buc

Q = p12 + 2 p22 2 p1 4 p2 min
a)
Hy tm nghim bi ton theo phng php GaussSeidel vi 2 bc tnh k t

im xut pht ty c chn trc.
b)
C nhn xt g v nghim tm c.
8) Hy xy dng s khi m t cu trc thut ton tm nghim p * theo phng

php GaussSeidel cho bi ton b rng buc, trong khong cch bc tm c
xc nh theo nguyn l nht ct vng.
9) Tm nghim p * = arg min Q( p) theo GaussSeidel, trong :
p P
Q=
p12
+ 2 p22
2 p1 4 p2 + p1 p2 min
P={ p R26p16, 9p29}

10) Hy xy dng s khi m t cu trc thut ton tm nghim p * theo phng
php gradient cho bi ton b rng buc, trong khong cch bc tm c xc
nh theo nguyn l nht ct vng.
11) Tm nghim p * = arg min Q( p) bng phng php gradient, trong :
p P
Q=
p12
p22
+ 2 p1 4 p2 + 5 p1 p2 min
P={ p R2(p12)2+(p23)2 9}
12) Tm nghim p * = arg min Q( p) vi
p P
Q( p) = p12 + 2 p22 ,
P = { p R 2 p 1 0 , p 2 0 , p12 + p22 1 }
a)
bng k thut hm pht.
b)
bng k thut hm chn.
13) Xc nh tham s ti u cho b iu khin PI

R ( s ) = k p (1 +
1
)
TI s
iu khin i tng c hm truyn t
79
S(s)=
2
2
s + 2s 3
14) Ti sao p dng c phng php Roppenecker cho vic thit k b iu khin
phn hi trng thi bn vng cn phi c iu kin rng ma trn C khng c ph
thuc vector tham s ( C phi l ma trn hng) ?
80
iu khin ti u ng
2.1
Nhp mn
2.1.1
Th no l bi ton iu khin ti u ng?
Bi ton ti u ng lin tc
Ging nh bi ton ti u tnh, bi ton ti u ng cng c mc ch l to ra

cho h thng mt cht lng tt nht. Tuy nhin, gia chng li c s khc nhau v
nhim v. Trong khi nhim v ca iu khin ti u tnh l chn tham s iu khin ti
u trong s nhng tham s p thch hp, th iu khin ti u ng li c nhim v
(trng tm) l tm tn hiu iu khin ti u u ( t ) cht lng qu trnh chuyn i
trng thi t im u x 0 ti im cui x T ca h l tt nht.
hiu r hn v nhim v ca iu khin ti u ng, ta xt v d sau.
V d 2.1: Bi ton vn chuyn qung t hm m ln mt t
Hnh 2.1 m t c cu vn chuyn qung vi khi lng m khai thc c t hm

m ln mt t. Nu gi qung ng l y ( t ) , lc ko ca ng c l u 0 ( t ) , th h thng
chuyn qung s c m t bi phng trnh:
m
d2 y
dt 2
= u0(t)mg = u(t)
x
hay vi k hiu vector trng thi x = 1 th
x2
u(t)
ng c
y=L
0
dx 0 1
x + 1 u
=
dt 0 0
m
y=x1
trong :
g l gia tc trng trng,

x 1 l qung ng i c,
y=0
m
ng l
Hnh 2.1: Bi ton chuyn qung.
x 2 l vn tc.
81
Nhim v iu khin ti u c t ra y l phi xc nh tn hiu iu khin

0
ti u u ( t ) a qung t di hm m, tc l i t im trng thi u x 0 = , ln
0
L
trn mt t, tc l t ti im trng thi x T = , trong khong thi gian T v nng
0
lng tiu hao cho qu trnh vn chuyn , tnh theo:

T
Q ( x , u ) = u 2 dt
0
l nh nht.
nh ngha 2.1 (Ti u lin tc): Xt h thng lin tc m t bi m hnh trng thi:
dx
= f (x , u )
dt
trong :
(2.1)
x1 ( t )
x =
l vector ca n bin trng thi,
x (t)
n
u1 ( t )
u =
l vector ca m tn hiu iu khin,
u (t)
m
f1 ( x, u)
f =
l vector ca n phng trnh m t h thng.
f ( x, u)
Mt (vector) tn hiu iu khin u ( t ) thuc lp cc tn hiu iu khin thch hp U

a h t im trng thi u x ( 0 ) = x 0 ti im trng thi cui x ( T ) = x T c gi
l ti u, nu n lm cho hm mc tiu o cht lng ca qu trnh chuyn i
trng thi ca h thng:
T
Q(x,u)=
g( x, u)dt
(2.2)
c gi tr nh nht, trong :
a)
Nghim x ( t ) ca phng trnh vi phn (2.1) ng vi tn hiu iu khin ti u

u ( t ) c gi l qu o trng thi ti u.
b)
T l khong thi gian xy ra qu trnh ti u.
Nh vy, bi ton ti u ng trn, ta gi thit l vi mi mt vector tn hiu

u ( t ) v mt im u x 0 (hoc im cui x T ) cho trc, h phng trnh vi phn (2.1)
82
lun c nghim x ( t ) duy nht, tc l gi thit vector hm f ( x, u) tha mn iu kin
Lipschitz pht biu nh sau (xem thm nh l 5.3):

f ( x, u) f ( x 0 , u) < a x x 0
trong u ( t ) l bit v a l s thc dng.

Vi cc tn hiu iu khin u ( t ) khc nhau ta c nhng qu o trng thi x ( t )
khc nhau. Nh vy, r rng nghim x ( t ) l mt hm theo u ( t ) :
x(t) = x(u(t)).
Thay quan h trn vo hm mc tiu (2.2) th

T
Q(x,u) = Q(x(u),u) =
g( x(u), u)dt
(2.3)
~
Q(u)
v bi ton ti u ng li a c v dng chnh tc quen bit ging nh bi ton
iu khin ti u tnh (chng 1) nh sau:
~
u* = arg min Q(u) .
(2.4)
uU
~
Tuy nhin, im khc bit ca (2.4) so vi iu khin ti u tnh l hm mc tiu Q(u)
khng phi l hm i s. Trong n c c ton t tch phn (2.2) v vi phn (2.1).

Bi ton iu khin ti u khng lin tc
Bn cnh lp h thng c cc tn hiu l nhng (vector) hm lin tc theo bin thi

gian t , th trong iu khin ngi ta cn thng hay gp nhng h thng khc m
cc tn hiu l khng lin tc. Khi tn hiu vo l khng lin tc th thay v c m t
bng (vector) hm thi gian u ( t ) , n s c m t bi dy cc gi tr { u k } vi:
u k = u ( k T a ) khi k T a t < ( k + 1 ) T a
Ni cch khc u k chnh l gi tr trch mu u ( k T a ) ca tn hiu lin tc u ( t ) ti thi

im t = k T a , sau c gi li trong ton b khong thi gian kTa t < (k+1)Ta gia
hai ln trch mu nh khu GZOH(s) xem thm ti liu [35].
Qu trnh thay (vector) hm lin tc u ( t ) bi dy cc gi tr { u k } c gi l lng
t ha u ( t ) theo thi gian. Nu vector bin trng thi x ( t ) cng c lng t ho theo
thi gian mt cch tng t thnh { x k } th m hnh trng thi (2.1) s c chuyn th
thnh m hnh khng lin tc nh sau:
x k + 1 = f ( x k ,u k )
(2.5)
83
trong
x1k

xk= ,
k
xn

u1k
,
uk=
k
um
f1 ( x k , u k )
f=
f
(
x
,
u
)
n k k
v cc k hiu k v tr "ly tha" khng mang ngha ly tha thng thng. Chng
hn, k hiu uik l ch gi tr trch mu ca phn t u i ( t ) ti thi im t = k T a v
c gi li trong khong thi gian k T a t < ( k + 1 ) T a gia hai ln trch mu.
Tng ng vi vic lng t ha u ( t ) v x ( t ) , m t m hnh (2.1) c chuyn
thnh (2.5), hm o cht lng cho qu trnh chuyn i trng thi t im u x 0 ti
im trng thi cui x N ca h thng cng c dng bin th nh sau:
Q=
N 1
g( x k , u k )
(2.6)
k=0
trong N T a = T l khong thi gian xy ra qu trnh chuyn i v N c gi l s

bc iu khin (hnh 2.2). Khi , bi ton ti u ng lin tc pht biu trong nh
ngha 2.1 s tr thnh:
nh ngha 2.2 (Ti u khng lin tc): Mt (vector) tn hiu iu khin khng lin tc { u k }
thuc lp cc tn hiu iu khin thch hp U a h khng lin tc m t bi m

hnh (2.5) i t im trng thi u x 0 = x ( 0 ) ti im trng thi cui x N = x ( N T a ) ,
trong khong thi gian T = N T a , c gi l ti u, nu n lm cho hm mc tiu o
cht lng ca qu trnh chuyn i trng thi (2.6) c gi tr nh nht.
u0
Hnh 2.2: iu khin h khng lin tc.
2.1.2
x0
u1
x1
uN-2
xN-1
uN-1
xN
Phn loi bi ton ti u ng
Bi ton ti u ng c pht biu trong nh ngha 2.1 v 2.2. Tuy nhin, cn

ty thuc theo nhng iu kin c th, pht biu thm v im trng thi u x ( 0 ) = x 0 ,
v im trng thi cui x ( T ) = x T , v khong thi gian T ca qu trnh ti u, v iu
kin rng buc U cho vector tn hiu iu khin u ( t ) v v dng m hnh trng thi ca
84
h thng l lin tc hay ri rc, m bi ton cn c phn chia nh mt cch chi tit
hn thnh nhiu bi ton ti u ng khc nhau nh sau:
1) Bi ton c rng buc/ khng rng buc: Bi ton c gii hn U l ton b khng
gian iu khin Rm, tc l U=Rm c gi l khng rng buc (unconstrained).
Ngc li th c gi l c rng buc (constrained).
2) Bi ton c im u c nh/im u rng buc: Bi ton ti u c im trng
thi u x ( 0 ) = x 0 xc nh v cho trc c gi l bi ton c im u c nh
(fixed start state). Trong trng hp x 0 l cho trc, nhng cha c xc nh c
th m ch bit c rng n s nm trn mt mt cong S 0 no th c gi l c
im u rng buc (start boundary conditions).
3) Bi ton c im cui c nh/im cui rng buc: Bi ton ti u c im trng
thi cui x ( T ) = x T xc nh v cho trc c gi l bi ton c im cui c nh
(fixed terminal state). Trong trng hp x T l cho trc, nhng cha c xc nh
c th m ch bit c rng n s nm trn mt mt cong S T no th c gi l
c im cui rng buc (terminal boundary conditions).
4) Bi ton c khong thi gian T xc nh/khng xc nh: Bi ton c khong thi
gian T c nh v cho trc c gi l bi ton c T xc nh (fixed time), chng
hn iu khin tu ha n ga ng gi l bi ton c T xc nh. Ngc li, nu T
l ty th c gi l bi ton c T khng xc nh, v d iu khin tn la bt
mc tiu nhanh nht l bi ton c T khng xc nh.
5) Bi ton c khong thi gian T hu hn/v hn: Cc bi ton c T xc nh (fixed
time) c phn chia tip thnh bi ton c T hu hn (finite time) v c T v hn
(infinite time). Bi ton c T v hn s phi tha mn:
lim g( x, u ) =0
v do thng c p dng thit k b iu khin n nh ti u.
a)
b)
u(t)
S0
x0
ST
c)
u(t)
xT
S0
u(t)
xT
im u c nh v
im cui c nh
im u b rng buc,
im cui c nh.
im u v im cui
b rng buc
Hnh 2.3: Phn loi bi ton ti u ng theo tnh cht cc im trng thi u v cui.
85
Mt bi ton ti u c th c th c kt hp t nhiu loi bi ton ti u nu

trn. V d bi ton ti u c im u c nh, im cui rng buc, thi gian T khng
xc nh, hu hn (hnh 2.3).
2.2
Phng php bin phn
Bin phn l mt phng php c xy dng t iu kin cn phi c ca nghim

ti u u ( t ) ca bi ton ti u ng, lin tc, c khong thi gian T xc nh, cho trc
v khng b rng buc bi iu kin U, hoc nu c b rng buc th tp U ca cc
(vector) tn hiu iu khin thch hp phi l mt tp h.
tng chnh ca bin phn c th c tm tt nh sau:
T gi thit u ( t ) l tn hiu iu khin ti u, x ( t ) l qu o trng thi ti u,

ngi ta xy dng mt tn hiu iu khin khc c mt sai lch nh so vi n l:
~( t ) = u ( t ) + ( t ) , trong ( t ) l rt nh
u
u
u
(2.7)
~( t ) cha phi l tn hiu ti u.

v xem u
~( t ) to ra cho h thng
Tip theo, ngi ta gi thit qu o trng thi ~
x ( t ) do u
cng ch c mt sai lch rt nh so vi qu o trng thi ti u x ( t ) , tc l :

~
x ( t ) = x ( t ) + x ( t ) cng c x ( t ) rt nh.
(2.8)
Cui cng, t iu kin phi c ca tn hiu iu khin ti u:

~)
Q ( x , u ) Q( ~
x,u
(2.9)
ngi ta xc nh tnh cht ca iu khin ti u u ( t ) , gi l tnh cht bin phn.
2.2.1
Hm Hamilton, phng trnh EulerLagrange v iu kin cn
Xt bi ton ti u ng, lin tc, c im u x 0 v thi gian T c nh, cho trc:

dx
dt = f ( x, u), x0 = x(0)
T
Q( x, u ) = g( x, u )dt min, T l bit trc
(2.10)
Gi s u ( t ) l nghim ti u ca bi ton lin tc v x ( t ) l qu o trng thi ti

~( t ) l vector tn hiu iu khin c bin phn t u ( t )
u tng ng. K hiu tip u
theo cng thc (2.7) v ~
x ( t ) l qu o trng thi tng ng ca n tha mn iu kin
bin phn (2.8). Hin nhin khi ta c bt ng thc (2.9). Hnh 2.4 minh ha trc
86
quan hai qu o trng thi x ( t ) v ~

x ( t ) . T hnh minh ha ta rt ra ngay c
quan h gia lng bin phn trng thi x ( t ) v im trng thi cui x T nh sau:
Nu x T l c nh v cho trc (fixed) th phi c x ( T ) = 0 .
Nu x T khng c nh, chng hn b rng buc, th c th s c x ( T ) 0 .
a)
b)
x(t)
x0
x(t)
x(T)=0
~
x( t)
xT
~
x( t)
x0
im u c nh v
im cui c nh
ST
x(T)0
im u c nh,
im cui rng buc
Hnh 2.4: Minh ha cng thc bin phn.
Vi cc k hiu nh trn th sau cng mt khong thi gian T khng i s c :

T
~ ) = g( x + , u + )dt = Q ( u , x ) +
Q( ~
x,u
Q
x
u
(0Q)
Bi vy, t bt ng thc (2.9) v bng phn tch chui Taylor ta s xp x c thnh:

~) Q ( u , x ) =
0 Q = Q( ~
x,u
x x + u u dt
(2.11)
trong
g g g
=
,
,
x x1 x2
g
xn
g g g
=
,
,
u u1 u2
g
um
l cc k hiu ma trn Jacobi ca hm nhiu bin g ( x , u ) .

Hon ton tng t, t m hnh trng thi (2.10) ca h ta cng c:
dx
= f ( x, u)
dt
d( x + x )
= f ( x + x ,u + u )
dt
f
f
d x
= f ( x + x , u + u ) f ( x, u) =
x +
u
x
u
dt
f
d x f
x
u=0
x
u
dt
87
pT (
f
d x f
x
u)=0
x
u
dt
(2.12)
trong p R n l mt vector n chiu tu , v

f1
f x1
=
x f n
x1
f1
x n
,
f n
x n
f1
f u1
=
u f n
u1
f1
um
f n
um
l cc ma trn Jacobi ca vector hm f ( x, u) .

Kt hp chung (2.11) v (2.12) li vi nhau ta i n:
0 Q =
x x + u u + p
d x f
dt x x u u dt
v khi p dng cng thc tch phn ton phn, s c:
T
f
dp
g
g
T f
p
0 Q = pT (T ) x (T ) +
pT
+
dt
u
x
dt
u
u
x x
0
(2.13)
v x ( 0 ) = 0 , do im u x 0 l im xc nh cho trc (hnh 2.4).

Nhng do vector p( t ) l vector bt k nn c th chn:
d pT
dt
= pT
f
x
g
x
vi iu kin bin
pT (T ) x (T ) =0
Khi p( t ) c gi l vector ng trng thi (costate), ng thi bt ng thc (2.13)

tr thnh:
T
f
g
pT
0 Q =
dt
u
u u
0
(2.14)
Cui cng, s dng k hiu hm Hamilton:

H ( x, u, p) = pT f ( x, u) g ( x , u )
(2.15)
ta s c phng trnh EulerLagrange nh sau:

d x H
=
dt p
88
=
dt
x
dp
vi
pT (T ) x (T ) =0
(2.16)
ng thi, cng thc bin phn bc nht hm mc tiu (2.14) tr thnh:

0 Q =
u u dt .
(2.17)
nh l 2.1 (iu kin cn): Nu u ( t ) l nghim ca bi ton ti u ng lin tc (2.10) c
im u x 0 v khong thi gian T cho trc th nghim phi tha mn:

H ( x, u, p)
u
=0T
(2.18)
trong H ( x, u, p) l hm Hamilton xc nh theo cng thc (2.15) v vector p( t ) l

nghim ca phng trnh EulerLagrange (2.16) ng vi u ( t ) , x ( t ) ti u.
Chng minh:
Gi s iu khng nh trong nh l l sai, tc l
H
khng ng nht bng
u
khng trong ton b khong thi gian 0 t < T . Vy th khi chn:

H
u ( t ) =
vi l mt s dng nh ty chn,
s c t (2.17):
T
0 Q=
H
u
dt < 0
v l iu phi l.
nh l 2.1 gi cho ta mt phng php tm nghim u ( t ) ti u ca bi ton

(2.10) c im u x 0 = x ( 0 ) v khong thi gian T c nh, cho trc, bng cch thc
hin ln lt cc bc sau:
1) Lp hm Hamilton (2.15).
2) Gii phng trnh vi phn (2.18) c quan h u ( x, p) .
3) Thay quan h u ( x, p) tm c vo (2.16) c h phng trnh vi phn cho cc
(vector) bin x v p .
4) Gii h phng trnh c t bc 3) vi cc iu kin bin x ( 0 ) = x 0 , v x ( T ) = x T hoc
pT (T ) x (T ) = 0 , c nghim x ( t ) v p( t ) , trong :
a)
Nu im cui x ( T ) = x T l t do, th do x ( T ) 0 , phi c p(T ) = 0 . y l bi

ton c im trng thi u c nh, im trng thi cui t do.
89
b)
Nu cho trc im cui x ( T ) = x T th p(T ) l ty , v c x ( T ) = 0 . y

chnh l bi ton ti u c im u, cui c nh v T cho trc.
5) Thay nghim x ( t ) , p( t ) tm c bc 4) vo quan h u ( x, p) c t bc 2),

hoc trc tip vo m hnh (2.10) ca h thng c nghim u ( t ) ti u.
Ch : Vi iu kin bin v cc trng hp ca n nh ta bn trn th r rng
khi khng bit trc chnh xc im cui x T phng php bin phn ch p dng c
nu khong thi gian T c xc nh v cho trc, c th hoc hu hn (finite), hoc
v hn (infinite). Ni cch khc, n hon ton khng p dng c cho bi ton ti u
khi m khong thi gian T l khng bit trc, chng hn nh cho bi ton ti u
tc ng nhanh.
V d 2.2: Minh ha phng php bin phn, trng hp im cui c nh
Cho h c m hnh:
dx
= x+u
dt
Hy tm u * ( t ) a h i t im u x ( 0 ) = 4 n im cui x ( 2 ) = 0 v lm cho:
Q(x,u) =
1 T =2 2
2
x + u dt min.
2 0
Nh vy, y l bi ton ti u ng, lin tc, khng rng buc, c im u, cui

c nh v khong thi gian T = 2 l cho trc.
gii bi ton ta p dng phng php bin phn vi cc bc nh sau:
1 2 1 2
x u
2
2
Lp hm Hamilton theo (2.15): H ( x , u , p ) = p ( x + u )
Xc nh quan h u( x , p ) t
Thay quan h tm c vo (2.16) ta thu c h phng trnh:

d x 1 1
=
dt p 1 1
A
H
= 0 c u = p .
u
x

p
Gii h phng trnh vi phn trn ta c:

x( t ) = k1 es1 t + k2 es2 t
st
s t
p( t ) = k3 e 1 + k4 e 2
trong s1 , s2 l nhng gi tr ring ca ma trn A, tc l nghim ca:

det( s I A ) = 0
90
s1= 2 , s2= 2 .
Cc h s k1 , k2 c xc nh t iu kin bin x ( 0 ) = 4 , x ( 2 ) = 0 nh sau:

k1 + k2 = 4
2 2
k1 e
+ k2 e 2
=0
k1 = 0,014
k2 = 4,014
x ( t ) = 0,014 e
+ 4,014 e
t
2
Thay nghim x ( t ) tm c vo m hnh ca h s c u * ( t ) ti u:

t
u*(t)=2
dx
+ x = 0,034 e
dt
1,663 e
t
2
V d 2.3: Minh ha phng php bin phn, trng hp im cui t do
Cho h c m hnh:
dx
= x2u
dt
Hy tm u * ( t ) a h i t im u x ( 0 ) = x 0 = 1 n im cui x ( T ) = x T ty trong
khong thi gian T = 1 s cho trc sao cho:
T x2
+ u2 dt min.
Q(x,u) =
2
0
thc hin bi ton trn ta tin hnh cc bc:

x2
u2
2
Lp hm Hamilton theo (2.15): H ( x , u , p ) = p ( x 2 u )
Xc nh quan h u( x , p ) t
Thay quan h tm c vo (2.16) ta thu c h phng trnh:

d x 1 2
=
dt p 1 1
A
H
= 0 c u = p
u
x

p
Gii h phng trnh vi phn trn ta c:

x( t )
1
A t x0
1 1
=e
=L {(sIA) }
p(0)
p( t )
p(0)
1 s + 1 2 1 ae
=L 1{ 2
}
=
s 3 1 s 1 p(0) ce
trong L
a=
1+ 3
2 3
3t
3t
+ be
+ de
3t
3t
{ } l k hiu ch ton t Laplace ngc v
p(0)
3
b=
1 + 3
2 3
p(0)
3
91
c=
1
2 3
1 3
2 3
p(0) ,
d=
1
2 3
1+ 3
p(0)
2 3
T iu kin bin p ( T ) = p ( 1 ) = 0 ta c:
0 = ce
+ de
p(0)=
e
(1 3 )e
3
3
(1 + 3 )e
Cui cng, thay vo quan h u = p :

u * ( t ) = ce
3t
de
3t
1 3
=
p(0) e
+
2 3
2 3
3t
1+ 3
p(0) e
+
2 3
2 3
3t
ta c tn hiu iu khin ti u cn tm.
2.2.2
Bn thm v hm Hamilton
Quay li bi ton tng qut (2.10) ca phng php bin phn:

dx
dt = f ( x, u), x0 = x(0), im cui xT = x(T ) t do
T
Q( x, u ) = g( x, u )dt min, T l bit trc
(2.19)
trong khong thi gian T xy ra qu trnh ti u c th l hu hn hoc v hn,

nhng phi l mt gi tr cho trc.
Phng php bin phn (nh l 2.1) ch rng nghim u ( t ) ti u ca bi ton
tha mn:
H
=0T,
u
(2.20)
vi
H ( x, u, p) = pT f ( x, u) g( x, u)
v vector p l bin ng trng thi, tc l nghim ca phng trnh EulerLagrange:
H
=
dt
x
dp
(2.21)
tha mn iu kin bin

p(T ) = 0
Tip theo, xut pht t
92
(2.22)
f g
H
g
= pT
= pT F
,
x
x
x x
trong F l k hiu ch ma trn Jacobi th nht ca vector f ( x, u ):

f1
x1
f
F=
=
x
f n
x1
f1
x n
f n
x n
ta s c vi (2.21):
g
= F T p +
dt
x
dp
(2.23)
v l phng trnh vi phn xc nh vector bin ng trng thi p(t ) .

Tng t, t:
f g
H
g
= pT
= pT G
,
u
u u
u
trong G l k hiu ch ma trn Jacobi th hai ca vector f ( x, u ):

f1
u1
f
G=
=
u
f n
u1
f1
um
f n
um
ta s c vi (2.20):
pT G
g
=0T
u
(2.24)
Hai cng thc (2.23) v (2.24) to thnh thut ton xc nh tn hiu iu khin
u ( t ) ti u cho bi ton (2.19) vi cc bc nh sau:
1) Gii phng trnh vi phn (2.23) c nghim p(t ) tha mn iu kin bin (2.22).
2) Thay nghim p(t ) tm c vo phng trnh (2.24) xc nh u ( t ) ti u.
Nu gi thit thm rng hm g ( x , u ) trong phim hm mc tiu Q khng ph thuc
x, tc l:
g(x,u) = g(u)
93
th bi ton c im cui x T t do, s cn c:

dp
dt
f
x
p v
p(T ) = 0
p(t ) = 0 vi mi 0 t T
Tip theo, ta s gi hm Hamilton ti u l gi tr ca hm Hamilton khi m cc

i s qu o trng thi x( t ) , tn hiu iu khin u( t ) v vector bin ng trng thi
p(t ) u l ti u.
T (2.20) ta c vi hm Hamilton ti u:
H du H d x H d p
H d x H d p
dH
=
+
+
+
=
u dt
x dt p dt
x dt p dt
dt
v khi kt hp vi phng trnh EulerLagrange (2.16) s c:
H
dH
=
x
dt
H
+ H
p
p
H
= 0

x
(2.25)
iu ny ch rng hm Hamilton ti u l mt hng s trong khong 0 t T . Suy ra:

nh l 2.2: Hm Hamilton ti u (2.15) tha mn:
a)
Nu x( t ) , u( t ) , p(t ) u l ti u th H ( x, u, p) = hng s khi 0 t T .
b)
Nu bi ton ti u c im cui x T bt k v T = th H ( x, u, p) = 0 , t
Chng minh:
a) iu ny c suy trc tip t (2.25).
b) Do x T bt k nn c p(T ) = 0 . Do T = nn cng c lim g( x, u) = g( x( T ), u( T )) = 0 .
t
Kt hp thm vi kt lun a) ta c iu phi chng minh.
2.2.3
Phng trnh vi phn Riccati v b iu khin ti u khng dng cho

i tng tuyn tnh (trng hp thi gian hu hn)
Pht biu bi ton v tm nghim nh phng php bin phn
Cho i tng tuyn tnh tham s hng, m t bi:

dx
=Ax+Bu,
dt
x0=x(0),
thi gian T hu hn, cho trc.
(2.26)
Nhim v t ra l xc nh (vector) tn hiu iu khin u ( t ) ti u, khng b rng buc

bi U, a i tng (2.26) i t im trng thi u x 0 cho trc ti mt im trng
94
thi x T bt k no ca khng gian trng thi Rn trong khong thi gian hu hn T

xc nh v cho trc, sao cho trong qu trnh chuyn i trng thi , chi ph tnh theo
(phim) hm mc tiu:
Q(x,u)=
1T T
x C x + u T Du dt
2 0
(2.27)
t gi tr nh nht l Q min.
Bi ton trn c nhng c im sau:
L bi ton khng rng buc (uncontrained), c im u x 0 c nh, cho trc,

im cui x T ty v khong thi gian T l xc nh v cho trc. y l trng
hp ring ca bi ton c im cui b rng buc bi S T . Ta c th thy trong thc
t nhiu bi ton ti u c im cui x T ty , chng hn nh bi ton bn tn la
i c xa nht.
hm mc tiu (2.27) c gi tr nh nht (hu hn) th cn thit C R n

l ma trn xc nh bn dng v D R
mm
phi
l ma trn xc nh dng. Khng
mt tnh tng qut, ta c th cho rng C , D l hai ma trn i xng, v nu iu

khng xy ra, ta c th thay hm mc tiu (2.27) bng hm mc tiu khc tng
ng nh sau:
~
1T
Q = 2 Q = ( Q T + Q ) = [ x T ( C T + C ) x + u T ( D T + D )u]dt
20
~
~
D
C
~ ~
m khng lm thay i bn cht ca bi ton, trong r rng C , D li l hai ma
trn i xng.
p dng phng php bin phn, trc ht ta lp hm Hamilton theo (2.15):
H ( x, u, p) = pT ( A x + B u )
1 T
(x Cx+uTDu)
2
sau s dng nh l 2.1, m c th l cng thc (2.18), s c:

H
=0T
u
BT p D u = 0
u = D 1 B T p
Kt hp (2.28) vi h phng trnh vi phn (2.16) ta i n:

d x A BD 1 B T
=
dt p C
A T
x

p

(2.29)
v h phng trnh vi phn tham s hng ny c nghim:
95
x( t )
= e M( t T )
p( t )
xT
= e M( t T )
p(T )
x T E11 ( t ) E12 ( t )
0 E21 ( t ) E22 ( t )
xT
(2.30)
eM ( t T )
v p(T ) = 0 , do bi ton c im cui khng c nh (rng buc).

Suy ra:
x( t ) = E11 ( t ) x T
p( t ) = E21 ( t ) x T
1
p(t ) = E21 ( t ) E11
(t) x ( t )
(2.31)
K (t)
Ni cch khc, gia p(t ) v x ( t ) c quan h tuyn tnh (khng dng):

p(t ) = K ( t ) x ( t )
(2.32)
Cui cng, thay (2.32) vo (2.28) ta c c tn hiu iu khin u ( t ) ti u:

u= D
BTK(t)x
(2.33)
trong ma trn K ( t ) l cn cn phi c xc nh.

Tm nghim ti u t phng trnh vi phn Riccati
Theo (2.33) th c u ( t ) ti u, phi c K ( t ) . Tt nhin ma trn K ( t ) c th c

xc nh t e M ( t T ) theo cc cng thc (2.30) v (2.31). Tuy nhin, n gin hn c vn
l xc nh K ( t ) t phng trnh vi phn Riccati c trnh by sau y.
Trc ht ta o hm hai v ca (2.31) theo t ri thay m hnh i tng (2.26) v
cc quan h (2.32), (2.33) vo kt qu thu c s c:
dp
dt
dx
dK
x+K
dt
dt
dK
dK
x+K(Ax+BD 1BT p ) = (
+KA+KBD 1BTK)x
dt
dt
Tip theo, ta so snh vi (2.29) s i n:

dK
+KA+KBD 1BTK)x
dt
dK
+KA+KBD 1BTK)x
(CATK)x = (
dt
dK
+KA+KBD 1BTK
CATK =
dt
dK
= CATKKAKBD 1BTK
dt
CxAT p = (
96
(2.34)
Phng trnh (2.34) trn c tn l phng trnh vi phn Riccati. Nhng v phng
trnh vi phn Riccati (2.34) l phi tuyn, c nhiu nghim, nn xc nh c chnh
xc nghim no tha mn bi ton ti u, ta cn phi kho st tip nhng tnh cht c
bn phi c ca ma trn K ( t ) .
nh l 2.3: Ma trn K ( t ) ca bi ton ti u c cc tnh cht sau:
a)
K ( T ) = , trong l k hiu ch ma trn c tt c cc phn t bng 0.
b)
K ( t ) khng ph thuc x 0 .
c)
K ( t ) l ma trn i xng.
d)
1 T
x K (0 ) x 0 = Q min (gi tr nh nht ca hm mc tiu).
2 0
e)
K ( 0 ) l ma trn xc nh bn m.
f)
K ( t ) ph thuc T v khi T = th K ( t ) = K l mt ma trn hng (hnh 2.5).
K(t)
T
Hnh 2.5: Minh ha ni dung nh l 2.3.
T tng
Chng minh:
a) iu khng nh ny c suy ra ngay t (2.32) v p(T ) = 0 .
b) Do e M ( t T ) khng ph thuc x 0 nn K ( t ) cng khng ph thuc x 0 .
c) Chuyn v c hai v ca phng trnh vi phn Riccati (2.34) v do C, D l hai ma trn
i xng, ta s c:
T
dK
1 T
T
T
=(CA KKAKBD B K)
dt
= CTKTAKATKTB(D
1 T
) BTKT
= CTKTAKATKTBT(DT)
= CKTAKATKTBD
BKT
BTKT
iu ny ch rng K ( t ) v K T ( t ) u l nghim ca (2.34) nn K ( t ) l i xng.

d) T quan h sau cho tn hiu iu khin ti u u ( t ) :
97
dx
dK
d( xT Kx ) dx
T
+ xT
x
=
Kx + x K
dt
dt
dt
dt
=
( Ax + Bu )
( Bu )
Kx + xT K ( Ax + Bu ) + xT ( C AT K KA KBD 1 BT K ) x
Kx + xT KBu + xT ( C KBD1 BT K ) x
= uT BT Kx + xT KBu + xT Cx xT KBD 1 BT Kx
= uT D D1 BT Kx + xT KBu + xT Cx xT KB D1 BT Kx
u
u
= uT Du + xT Cx
ta c:
Q min =
1 T
1T T
x C x + u T Du dt =
x K ( t )x
20
2
T
0
Nhng v K ( T ) = , trong l k hiu ch ma trn c tt c cc phn t bng 0, nn:

Q min =
1 T
x K (0 ) x 0
2 0
(2.35)
e) Do C xc nh bn dng, D xc nh dng nn Q ( x , u ) = Q min 0 v iu ny khng

ph thuc im xut pht x 0 . Bi vy, t cng thc (2.35), ma trn K ( 0 ) phi xc nh
bn m.
f) V T = v im cui x T l bt k nn theo nh l 2.2 hm Hamilton ti u (ng vi
tn hiu iu khin u ti u) ng nht bng 0, hay
H ( x, u, p) = 0 , t
Suy ra:
1 T
( x Cx + uT Du) = 0 , t v x
2
1
( Kx )T Ax + B( D1 BT K ) x xT Cx + ( D1 BT Kx )T D( D1 BT Kx ) = 0
1
1
xT ( KA + KBD1 BT K C ) x = 0
2
2
1
1
KA + KBD1 BT K C = , ma trn c tt c cc phn t bng 0
2
2
T
p ( Ax + Bu)
(2.36)
Chuyn v hai v ca (2.36) ri cng vi chnh (2.36) c:

KA + AT K + KBD1 BT K C =
So snh vi (2.34) s c
98
dK
= v y l iu phi chng minh.
dt
Thit k b iu khin ti u, phn hi trng thi, khng dng
Cng thc (2.33) cho thy tn hiu ti u u ( t ) c th c to ra t trng thi x ( t )

thng qua b iu khin phn hi trng thi khng dng (hnh 2.6):
R(t)=D
BTK(t).
(2.37)
Tt nhin rng b iu khin ny ch to ra c cht lng ti u cho h thng trong

khong thi gian 0 t T .
w=0
Hnh 2.6: B iu khin phn hi (dng)
trng thi khng dng ti u.
dx
=Ax+Bu
dt
R(t)=D
BTK(t)
T phng trnh vi phn Riccati (2.34) v ni dung nh l 2.3, b iu khin ti u

khng dng (2.37), lm vic theo nguyn tc phn hi dng trng thi, a i tng
tuyn tnh (2.26) i t im u x 0 bt k, nhng cho trc ti im cui x T ty , vi
khong thi gian T c nh, cho trc, sao cho hm mc tiu (2.27) t gi tr nh nht
Q min, s c thit k vi hai bc nh sau:
1) Gii phng trnh vi phn Riccati (2.34) vi iu kin bin K ( T ) = . Chn ly
nghim c K ( 0 ) xc nh bn m.
2) Thay nghim K ( t ) tm c vo (2.37) c b iu khin R ( t ) .
V d 2.4: Thit k b iu khin ti u khng dng
Xt bi ton ti u khng rng buc:

dx
= x+u ,
x0=1 ,
T=1 ,
dt
11
Q ( x , u ) = 3 x2 + u2 dt min
20
x T ty
Bi ton ti u vi A = 1 , B = 1 , C = 3 , D = 1 c phng trnh vi phn Riccati (2.34) nh

sau:
dK
=32KK2=4(K+1)2
dt
t z = K + 1 th
dz
= z2+4 = (z2)(z+2)
dt
99
iu ny dn n:
4
z 2 dz
d
ln
=
= 4
dt
z + 2 dt ( z 2)( z + 2)
z2
= ke 4 t
z+2
( t)
3 + 1
K=z+1 =
1
z=
2( + 1)
1
trong hng s k v hm ( t ) c xc nh t iu kin K ( 1 ) = 0 hay z ( 1 ) = 1 nh

sau:
k=3e4
(t)= 3e
4(t1)
Suy ra
K=
9 e4( t 1) 1
3 e4( t 1) + 1
Vy b iu khin ti u khng dng ca i tng l:

R(t)= K(t) =
9 e4( t 1) 1
3 e4( t 1) + 1
Ngoi ra, ta cn thy vi 0 t 1 c K ( t ) 0 . iu ny xc nhn khng nh e) ca nh
l 2.3 rng K ( 0 ) l ma trn xc nh bn m.
2.2.4
Phng trnh i s Riccati v b iu khin ti u tnh, phn hi

trng thi cho i tng tuyn tnh (trng hp thi gian v hn) - B
iu khin LQR
Pht biu bi ton
Ging nh mc 2.2.3, y ta cng xt bi ton iu khin ti u cho i tng

tuyn tnh, tham s hng:
dx
dt = Ax + Bu, x0 = x(0) ty cho trc, x = x( ) ty
Q( x, u ) = 1 xT Cx + uT Du dt min
20
(2.38)
trong ma trn C l xc nh bn dng, ma trn D l xc nh dng v khng mt

tnh tng qut, c hai ma trn c gi thit l i xng.
im khc so vi bi ton (2.26) xt mc trc, l y, trong bi ton (2.38)
va nu ra ny, khong thi gian T xy ra qu trnh ti u l v cng ln ( T = ) . Ni
cch khc, nhim v t ra y l xc nh (vector) tn hiu iu khin u ( t ) ti u,
100
khng b rng buc bi U, a i tng c m hnh trong (2.38) i t im trng

thi u x 0 = x ( 0 ) ty , nhng cho trc, ti mt im trng thi x bt k no ca
khng gian trng thi Rn trong khong thi gian v cng ln ( T = ) , sao cho trong qu
trnh chuyn i trng thi , chi ph tnh theo (phim) hm mc tiu Q trong (2.38)
t gi tr nh nht l Q min.
Li gii ca bi ton - B iu khin ti u LQR phn hi dng
im khc bit T = duy nht ca bi ton (2.38) so vi bi ton (2.26) cng vi

nhng kt qu c ca bi ton (2.26), nht l ni dung nh l 2.3, a n cc kt
lun sau v li gii ca bi ton (2.38):
1) Nghim ti u u ( t ) ca bi ton (2.38) c dng:
u= D
BTK x
(2.39)
trong K = lim K(t) l ma trn hng, i xng v xc nh bn m.

T
2) T phng trnh vi phn Riccati (2.34) vi
dK
= , ta suy ra c ma trn hng
dt
K phi l nghim xc nh bn m ca phng trnh i s Riccati:

KBD
BTK+ATK+KA = C
(2.40)
3) Vi tn hiu iu khin ti u u ( t ) xc nh theo (2.39), (2.40), hm mc tiu s t

gi tr nh nht Q min v gi tr c tnh bng:
Q min =
1 T
x K x0
2 0
4) Tn hiu iu khin ti u (2.39) c th c to ra bng b iu khin tnh R , phn

hi dng trng thi, gi l b iu khin LQR (linear quadratic regulator):
R=D
BTK
(2.41)
Khi h kn gm i tng c m hnh trong (2.38) v b iu khin (2.41) s c m

hnh:
dx
=(A+BR)x+Bu
dt
(2.42)
5) Tuy rng im cui x l bt k, song hm mc tiu Q ( x , u ) c gi tr hu hn

Q min th hm di du tch phn ca n phi tha mn:
lim x T C x + u T Du = 0
101
tc l hai gi tr x = lim x( t ) v u = lim u( t ) phi tha mn:

t
xT
Cx
=0
uT
Du
=0.
Nhng v C xc nh bn dng, D xc nh dng, nn cui cng, cn phi c:

a)
u = 0 v x phi l im cn bng ca h kn (2.42) v tha mn x T

Cx = 0 .
Nh vy, chc chn s c x = 0 nu ( A + B R ) khng suy bin hoc C xc nh
dng.
b)
Khi C xc nh dng hoc ma trn ( A + B R ) khng suy bin th do chc chn

c x = 0 vi mi x 0 nn b iu khin ti u R s lm n nh h kn (2.42).
Ni cch khc, khi b nhiu tc thi nh bt ra khi im cn bng gc ta
0, th b iu khin R s a h quay tr li v 0 v hn th, chi ph cho qu
trnh quay v tnh theo hm Q trong (2.38) l nh nht.
V d 2.5: Thit k b iu khin tnh, ti u, phn hi dng
Cho i tng c m hnh trng thi

1
dx 0 0
x + u
=
dt 1 0
0
w=0
v hm mc tiu:
Q=
1 T 5 0
x + u2 dt min
x
2 0 0 4
dx
=Ax+Bu
dt
R=D
BTK
Hnh 2.7: B iu khin ti u, tnh,

phn hi (dng) trng thi.
Nh vy th
0 0
1
5 0
, B = , C =
, D = 1
A =
1
0
0

0 4
Do i tng c 2 bin trng thi ( n = 2 ) nn nghim K ca phng trnh i s Riccati

(2.40) phi l ma trn 2 2 . Ngoi ra, v K l ma trn i xng ging nh C , D nn n
k
c dng K = 1
k3
k2
1
k k
1 3
k3
. Thay cc gi tr A , B , C , D v K vo (2.40) ta c:
k2
k1 k3 k3
+
k32 0
k2 k3
+
0 k2
0 5 0
=
0 0 4
k12 + 2k3 5 = 0
2
k3 4 = 0
k k + k = 0
1 3
2
H phng trnh trn c cc nghim sau:

102
a) k3=2 ; k1=1 ; k2=2.

b) k3=2 ; k1=1 ; k2=2.
c) k3=2 ; k1=3 ; k2=6.
d) k3=2 ; k1=3 ; k2=6.
trong ch c nghim d) mi lm cho K xc nh bn m, tc l ma trn c gi tr
ring vi phn thc khng dng (tha mn nh l Sylvester). Bi vy:
3 2
K =
2 6
v b iu khin ti u, phn hi dng s l:

R=D
3 2
= ( 3 , 2 ) .
B T K = ( 1 , 0 )
2 6
B iu khin ti u LQR phn hi m
Phng php xc nh b iu khin ti u tnh, phn hi (2.41) vi ma trn K l

nghim xc nh bn m ca phng trnh i s Riccati (2.40) cng p dng c khi
b iu khin l phn hi m, bng cch trong phng trnh i s Riccati (2.40) ta thay
K bi K = L . Khi ta s i n cc bc thit k nh sau:
1) Tm nghim L xc nh bn dng ca phng trnh i s Riccati:
LBD
BTLATLLA = C
(2.43)
2) Xc nh b iu khin phn hi m, cng c gi l b iu khin LQR (linear

quadratic regulator):
R=D
BTL
(2.44)
Ch : Ging nh trng hp phn hi dng, nu C xc nh dng hoc ma trn

( A B R ) ca h kn (hnh 2.8) khng suy bin th chc chn im trng thi cui s l
x = 0 vi mi x 0 v do b iu khin ti u (2.44) s lm h kn n nh.
w=0
Hnh 2.8: B iu khin ti u, tnh, phn
hi (m) trng thi.
dx
=Ax+Bu
dt
R=D
BTL
103
V d 2.6: Thit k b iu khin tnh, ti u, phn hi m
Cho bi ton ti u:
1
dx 0 3
x + u
=
dt 1 0
0
Q(x,u) =
1
16 x22 + u 2 dt
2 0
Nh vy, bi ton ny c:
0 3
1
0 0
, B = , C =
v D = 1
A =
1
0
0

0 16
l
Thay cc gi tr trn, v ma trn L = 1
l3
l1
l3
l3
l2
l
1
(1 0) 1
0

l3
l3 l1
l2 l3
l3
l2
l3
vo phng trnh Riccati (2.43):
l2
0 3 0 1 l1

1 0 3 0 l3
l3 0 0
=
l2 0 16
ta i n:
l12 2l3 = 0
l1 ( l3 3) l2 = 0
2
l3 6l3 = 16
H phng trnh trn c bn nghim, song ch c nghim
l1 = 4
l2 = 20
l = 8
3
4 8
L =
8 20
l xc nh bn dng (c cc gi tr ring vi phn thc khng m).

Vy b iu khin cn tm l:
R=D
2.3
4 8
T
= (4 , 8).
B L = (1 , 0)
8 20
Nguyn l cc i
Thng qua mc 2.2 ta thy c th p dng c phng php bin phn th bi

ton ti u (2.2) nh ngha 2.1 cn phi c cc gi thit sau:
Bi ton ti u ng, lin tc, phi khng c rng buc U cho vector cc tn hiu
iu khin (unconstrained), hoc nu c rng buc U th U phi l tp h.
Phi bit trc khong thi gian T xy ra qu trnh ti u. N c th hu hn

(finite time) hoc v hn (infinite time), nhng phi cho trc.
104
Nh vy, phng php bin phn khng p dng c cho lp cc bi ton ti u ng

vi min U kn c nghim ti u u ( t ) nm trn bin, hoc cho cc bi ton c T khng
xc nh (cng l bin ti u phi tm) m trng hp ny li rt hay gp, ngay c
nhng bi ton n gin nh iu khin ti u tc ng nhanh.
B p cho s khim khuyt trn ca phng php bin phn l nguyn l cc i.
N phc v vic tm nghim u ( t ) ca lp cc bi ton ti u c rng buc U kn hoc c
T khng xc nh. y, tn gi nguyn l (principle) mang hm rng n mi ch nu
ln c cc tnh cht c bn phi c ca tn hiu iu khin ti u ch cha phi hon
ton l mt phng php xc nh tn hiu iu khin ti u . V xut x ban u,
nguyn l cc i c Pontryagin pht biu vo nm 1956 di hnh thc nh mt d
bo (hypothese) [6], v sau c chng minh bi Boltjanski, Gamkrelidse v nhiu
ngi khc. Chnh v l m n c tn gi l nguyn l cc i Pontryagin.
2.3.1
iu khin i tng na tuyn tnh, bit trc im trng thi u

v khong thi gian xy ra qu trnh ti u
Ta hy i t mt bi ton ti u n gin cho i tng na tuyn tnh:

dx
= Ax + h(u) vi x0 = x(0) v u U
dt
T
(2.45)
Q( x, u ) = aT x + r(u ) dt min
0
g( x, u )
trong U l mt tp con ng ca Rm, c im trng thi u x ( 0 ) = x 0 v khong thi

gian T cho trc, cn im trng thi cui x T l ty (hoc b rng buc bi S T ) .
Cng ging nh phng php bin phn, ta nh ngha:
Hm Hamilton:
H ( x, u, p) = pT [ A x + h(u)] [ a T x + r ( u ) ]
Cc bin ng trng thi:
d x H
=
,
dt p
=
dt
x
dp
(2.46)
(2.47)
Do U l tp ng, nghim ti u c th nm trn bin ca U, nn ta khng th xc

H
nh u ( t ) ti u bng iu kin
= 0 T v cng khng th bin phn tn hiu iu
u
~( t ) = u ( t ) + m khng c iu kin g km theo cho .
khin ti u u ( t ) thnh u
u
u
~( t ) v u ( t ) l hai tn hiu iu
trnh dng cng thc bin phn, sau y ta s gi u
khin no thuc U, cng nh ~
x ( t ) v x ( t ) l hai qu o trng thi tng ng cng
105
i t x 0 do chng mang li cho i tng na tuyn tnh c m hnh cho trong (2.45).
Trc ht, vi cng thc tch phn ton phn ta c ngay c:
T
~
T
dp ~
T
pT d x d x +
dt dt dt (x x ) dt p ( ~x x ) 0 = 0

~
Nhng v c x (0 ) = x ( 0 ) = x nn:
0
pT ( ~
x x)
T
0
= pT (T ) [~
x (T ) x(T )]
Suy ra:
T
~
dp ~
pT d x d x +
dt pT (T ) [~
(
)
x
x
x (T ) x(T )] = 0
dt dt dt
(2.48)
Thay (2.45) vo (2.48) c:

T
dp
T
T
p [h(u~ ) h(u)] + dt + A
(~x x ) dt
pT (T ) [~
x (T ) x(T )] = 0
(2.49)
Mt khc, ta li c sau cng khong thi gian T :

~) Q ( x , u ) =
Q( ~
x,u
[a
~ ) r(u)]dt
(~
x x ) + r( u
(2.50)
Bi vy, sau khi tr (2.49) cho (2.50) theo tng v, s i n:

~) =
Q ( x , u ) Q( ~
x,u
[p
[h(u~) h(u)] r(u~) + r(u)]dt +
T d p
+ A T p a (~
+
x x ) dt pT (T ) [~
x (T ) x(T )]
dt
Tip tc, s dng cc quan h (2.46) v (2.47) vi:

T
H
= A T p + a
=
dt
x
dp
cng nh chn nghim p tha mn iu kin bin p(T ) = 0 ca n, ta s c:

~) =
Q ( x , u ) Q( ~
x,u
[p
[h(u~) h(u)] r(u~) + r(u)]dt = [H ( x, p, u~) H ( x, p, u)]dt
Nh vy, nu u ( t ) l tn hiu iu khin ti u th do

106
T
0
~)
Q ( x , u ) Q( ~
x,u
~( t ) U
vi mi u
ta cng phi c:
~( t ) U
~ ) H ( x, p, u) vi mi u
H ( x, p, u
Suy ra:
nh l 2.5: Nu u ( t ) U l tn hiu iu khin ti u ca bi ton (2.45) th vi
nghim p( t ) ca (2.47) tha mn p(T ) = 0 , ta phi c:

~)
H ( x, p, u) = max
H ( x, p, u
~
(2.51)
u U
Tnh cht (2.51) c gi l nguyn l cc i, pht biu cho lp bi ton (2.45). Ta

H
c th thy, do b rng buc bi tp U, cng thc bin phn
= 0 T c thay th
u
bng nguyn l cc i (2.51). Hn na, nguyn l cc i (2.51) cn tng qut hn cng
thc bin phn, v nu nghim ti u u ( t ) l im trong ca U th t nguyn l cc i
(2.51) ta cng suy ra c cng thc bin phn (2.18), nhng iu ngc li th khng,
chng hn nh trng hp c minh ha hnh 2.9 vi nghim nm trn bin.
H ( x, p, u )
H
=0T
u
Hnh 2.9: Nguyn l cc i l trng hp

tng qut ca cng thc bin phn.
Khng
H
ti
u
tn
u
U
Nguyn l cc i (2.51) gi cho ta c th tm tn hiu iu khin ti u u ( t ) U
cho bi ton (2.45) vi nhng bc nh sau:
1) Lp hm Hamilton (2.46).
2) Xc nh quan h u( x, p) phi c ca tn hiu ti u u ( t ) U t nguyn l cc i
(2.51) pht biu trong nh l 2.5.
3) Thay quan h tm c vo phng trnh EulerLagrange (2.47) v gii cc phng
trnh vi nhng iu kin bin x ( 0 ) = x 0 , p(T ) = 0 c x ( t ) , p( t ) .
4) Thay x ( t ) , p( t ) tm c bc 3 vo quan h u( x, p) c t bc 2, hoc vo
m hnh ca i tng trong (2.45) c nghim ti u u ( t ) .
107
V d 2.7: Minh ha nh l 2.5
Cho bi ton ti u:
0
dx 0 1
x + u ,
=
dt 0 0
1
0
x 0 = , | u | 1 , T = 1
0
Q ( x , u ) = 2 x1 dt min
0
Trc ht ta lp hm Hamilton:
0 1
0
x + u 2 x1 = p 1 x 2 + p 2 u 2 x 1
H ( x, u, p) = pT
0
0
sau p dng nguyn l cc i (2.51) s c:
u = sgn( p 2 )
trong p l nghim ca
dp
dt
=
p1
0
vi iu kin bin p(1) =
0
p 1 ( t ) = 2 ( t 1 ) 0 khi 0 t T = 1 ,
p2(t)= (t1)20
Vy, tn hiu iu khin ti u ca bi ton l:
u(t)= 1.
2.3.2
iu khin ti u tc ng nhanh i tng tuyn tnh
Trong cc mc 2.2 v 2.3.1, khi a ra cc phng php gii bi ton ti u ng, ta

u phi gi thit l tp gii hn U ca bin iu khin u ( t ) l tp ng v khong thi
gian T xy ra qu trnh ti u l c nh cho trc (c th hu hn hoc v hn). iu
ny hn ch kh nng ng dng ca phng php cho lp cc bi ton m T
cng l bin ti u cn tm.
Vt ln trn cc phng php l nguyn l cc i. N p dng c cho c
nhng bi ton c T l bin ti u, in hnh l bi ton ti u tc ng nhanh (i
tng tuyn tnh) pht biu di y.
Nguyn l cc i
Cho i tng tuyn tnh, tham s hng, m t bi:

dx
=Ax+Bu,
dt
108
(2.52)
trong :
x1
u1

n
m
x= R , u=
R
x
u
n
m
AR
nn
, BR
nm
Hy xc nh tn hiu iu khin ti u u(t) a i tng i t im trng thi u x 0

cho trc, ti im trng thi cui x T cng cho trc, mt cch nhanh nht, tc l lm
cho chi ph ca qu trnh chuyn i trng thi , tnh theo:
T
Q ( x , u ) = dt
(hm mc tiu ny c g ( x , u ) = 1 )
(2.53)
t gi tr nh nht.
Ch : Mc d bin T xut hin trong (2.53) song iu khng c ngha l phi
bit trc T. N s c xc nh t iu kin x ( T ) = x T , trong x ( t ) l nghim ca

phng trnh vi phn (2.52) tha mn iu kin u x ( 0 ) = x 0 .
nh l 2.6: Nu u ( t ) U l tn hiu iu khin ti u ca bi ton ti u tc ng
nhanh i tng tuyn tnh (2.52) th n phi tha mn:
~)
H R ( x, p, u) = max
H R ( x, p, u
~
(2.54)
u U
trong :
a)
b)
H R ( x, p, u) = pT ( A x + B u )
H R
=
dt
x
dp
l hm Hamilton rt gn,
(2.55)
l bin ng trng thi.
(2.56)
= A T p
Chng minh:
chng minh nguyn l cc i (2.54) ca bi ton (2.52), (2.53), cc ti liu [1],
[39] phi b ra hn mt chng vi khong trn 100 trang sch. y, chng ta s
khng nhc li li chng minh s m ch im qua nhng tng chnh c s
dng trong chng minh ca cc ti liu ny.
Trc ht, ta ghp chung m hnh i tng (2.52) cng hm mc tiu (2.53) thnh
mt i tng mi, gi l i tng m rng, bng cch nh ngha thm bin trng thi
mi:
dx0
dt = g( x, u) = 1
d x = A x + Bu
dt
(2.57)
109
x
x = 0 . Nh vy i tng m rng ny c khng gian
vi vector trng thi m rng ~
x
trng thi n+1 chiu l R n + 1 . Khng gian trng thi m rng ny c to t khng
gian trng thi R n c ca i tng (2.52) v mt trc mi c thm vo l trc thi
gian x 0 = t (hnh 2.10).
ST
x0=t
~
x(t)
Hnh 2.10: Minh ha i tng m rng.
x0
x(t)
Rn
xT
Nhim v t ra l phi tm tn hiu iu khin ti u u ( t ) U a i tng m

0
ty
~
ST
x (0 ) = ti im cui khng c nh ~
x (T ) =
rng (2.57) i t im u ~
x
0
xT
~
(l mt im no trn trc S T ) trong khong thi gian T , c gi thit l c nh v
cho trc, sao cho ti im cui, khong cch ca qu o trng thi ~
x ( t ) trn trc S
T
ti khng gian R
l nh nht (hnh 2.10), ni cch khc l to ra c:
T
T
~
Q( ~
x , u) = x0 dt = dt min.
(2.58)
Nh vy, bng cch s dng m hnh i tng m rng (2.57) thng qua vic thm
bin trng thi thi gian x 0 = t , ta thc hin c:
~
x (T ) t do,
chuyn bi ton c im cui x T c nh thnh bi ton c im cui ~
m y l thuc tp S T (hnh 2.10),
chuyn mt cch hnh thc bi ton c khong thi gian T t do thnh bi ton c
~
khong thi gian T c nh,
v do tn hiu iu khin ti u u ( t ) U ca i tng m rng (2.57) phi tha mn

nguyn l cc i (2.51) pht biu trong nh l 2.5.
Ta lp hm Hamilton cho i tng m rng (2.57) c hm mc tiu (2.58):
110
~
1 = p 0 + pT ( A x + Bu) 1
p T
H( ~
x, ~
p, u) = ~
A x + Bu
H R ( x, p,u )
p0
p = R n + 1 l vector bin ng trng thi ca i tng m rng (2.57),
trong ~
p

p R n l bin ng trng thi ca i tng tuyn tnh ban u (2.52) cho.
Tip theo, ta p dng (2.51) cho tn hiu iu khin ti u u ( t ) U v rng
~
H R ( x, p, u) l thnh phn duy nht trong H ( ~
x, ~
p, u) c cha u ( t ) , s i n:
~
~ ) = arg max H ( x, p, u
~) .
u ( t ) = arg max
H( ~
x, ~
p, u
R
~
~
u U
u U
(.p.c.m).
Mc d ch l iu kin cn, song nh l 2.6 vn thng c s dng nh mt gi

ban u gip cho vic xc nh tn hiu iu khin ti u tc ng nhanh u ( t ) U ca
i tng tuyn tnh (2.52).
Xt ring bi ton ti u tc ng nhanh c gii hn U dng siu din (hnh 2.11):
U = { u R m ui u i ui+ , i = 1 , 2 , , m
(2.59)
trong ui , ui+ , i = 1 , 2 , , m l cc hng s. Khi , t nguyn l cc i (2.54) vi

hm Hamilton rt gn (2.55):
~) = arg max pT ( A x + B u
~)
u ( t ) = arg max
H R ( x, p, u
~
~
u U
u U
~)
( p Bu
= arg max
~
T
u U
ta n ngay c tn hiu iu khin ti u u ( t ) :

u nu pT b < 0
i
i
ui(t)=
T
+
ui nu p b i 0
(2.60)
vi b i l vector ct th i ca ma trn B, hay B = ( b 1 , b 2 , , b m ) .

Suy ra:
nh l 2.7: Nu bi ton ti u tc ng nhanh i tng tuyn tnh (2.52) c gii hn U
l siu din (2.59) th tn hiu iu khin ti u u ( t ) U s c dng hng s tng
on v cc hng s l nhng gi tr ti cc nh ca siu din U.
111
a)
b)
u3
u2+
u2
u1
u2
Hnh 2.11: M t siu din.
u1
u1
u1+
u2
Tuy rng nh l 2.7 cha cung cp c nhiu v cng cha c th xc nh

c c th tn hiu iu khin ti u, song cng l mt kt qu gi quan trng
ca nguyn l cc i gip ta i tip c cc bc sau trong vic xc nh tn hiu iu
khin ti u u ( t ) v qu o trng thi ti u x ( t ) tng ng cho bi ton ti u tc
ng nhanh i tng tuyn tnh.
Xy dng qu o trng thi ti u
Nh ni trn, kt lun (2.60) ca nguyn l cc i tuy rng cha xc

nh c c th tn hiu iu khin ti u u ( t ) , nhng n l mt ch dn quan trng
t ta c th xy dng c qu o trng thi ti u x ( t ) . Nhm minh ha cho kt
lun ny, ta s xt mt s v d sau.
V d 2.8: iu khin ti u tc ng nhanh khu tch phn bc hai
Cho i tng l khu tch phn bc hai c m hnh trng thi:

0
dx 0 1
x + u
=
dt 0 0
1
tm tn hiu iu khin u ( t ) tha mn | u | 1 a i tng t mt im trng thi

u x ( 0 ) = x 0 ty , nhng cho trc, v gc ta x T = 0 trong khong thi gian nhanh
nht, ta s s dng nh l 2.6 nh mt gi .
Bi ton ti u c hm Hamilton (rt gn) nh sau:
H R ( x, p, u) = p 1 x 2 + p 2 u
Do , theo nguyn l cc i (2.54), tn hiu iu khin ti u u ( t ) ch c th l:
u ( t ) = sgn( p 2 )
(2.61)
xc nh c u ( t ) ti u mt cch c th hn na, ta cn n p 2 ( t ) . S dng

phng trnh EulerLagrange (2.56) c:
112
dp1
=0
dt
p1(t)=k1
dp2
= p1
dt
p2(t)=k2k1t
(2.62)
trong k 1 , k 2 l hai hng s. Tuy nhin, ta cha th xc nh c ngay y hai

hng s ny v khng c iu kin bin cho vector ng trng thi p(t ) .
Thay (2.62) vo (2.61) c:
1 nu k2 > k1 t
u ( t ) = sgn( k 2 k 1 t ) =
1 nu k2 < k1 t
(2.63)
iu ny cho thy:
a)
Tn hiu iu khin ti u u ( t ) ch c gi tr hoc 1 hoc 1.
b)
Tn hiu iu khin ti u u ( t ) ch c th i du nhiu nht l mt ln.
S dng hai thng tin trn, ta hon ton c th xy dng c qu o trng thi
ti u x ( t ) . Thay (2.63) vo m hnh i tng th:
Nu u ( t ) = 1 c:
t2
x1 ( t ) =
+ c2 t + c1
2
x (t) = t + c
2
2
x1=
x22
+c
2
(2.64)
trong c 1 , c 2 , c l cc hng s v nhng hng s ny xc nh c t iu kin

u cho trc x ( 0 ) = x 0 .
Tng t, nu u ( t ) = 1 th:
x1=
x22
+c'
2
(2.65)
v hng s c ' cng d dng c xc nh c t x ( 0 ) = x 0 .

Nh vy qu o trng thi ti u ca i tng c m t bng hai h parabol
(2.64) v (2.65). Hnh 2.12 m t cc parabol cho nhng gi tr c v c ' khc nhau,
trong nhng ng nt ri ng vi h parabol (2.64) v nhng ng nt lin ng vi
h parabol (2.65). Chiu ca cc h parabol ny c xc nh t iu hin nhin l khi
dx1
dx1
= x 2 > 0 th x 1 phi c xu hng tng v ngc li khi
= x 2 < 0 th x 1 phi c xu
dt
dt
hng gim.
Mi on cui ca qu o trng thi ti u u phi nm trn hai na ng
parabol i qua gc v c chiu tin v gc ta l AO v OB (hnh 2.12). Hai na
parabol ny to thnh ng cong AOB chia mt phng pha ( x 1 , x 2 ) thnh hai phn
113
ng vi hai gi tr khc nhau ca tn hiu ti u u ( t ) = 1 . ng cong AOB ny c

phng trnh m t c ly t (2.64) v (2.65) khi c = c ' = 0 nh sau:
2x1+|x2|x2=0
x2
x0
u=1
x1
O
Hnh 2.12: Minh ha v d 2.8. Qu o pha
ti u.
u=1
By gi ta c th xy dng qu o trng thi ti u i t im u tu x 0

nhng cho trc trong mt phng pha. Chng hn l im x 0 nh hnh 2.12. Do
im x 0 ny nm phn mt phng pha c u = 1 nn xut pht t x 0 , qu o trng
thi ti u s i theo ng nt lin. Cho ti khi gp ng chuyn i AOB, tc l khi
tn hiu u ( t ) ti u chuyn i gi tr t 1 sang 1, th tng ng, qu o trng thi ti
u cng chuyn t ng nt lin sang ng nt ri i thng v gc ta .
T y ta suy ra c tn hiu iu khin ti u (2.63) nh sau:
1 nu x nm pha b n tr n AOB hoc tr n AO
u(t) =
1 nu x nm pha b n di AOB hoc tr n BO
1 nu (2 x1 + x2 x2 ) > 0 hoc nu (2 x1 + x2 x2 ) = 0 v x1 < 0
=
1 nu (2 x1 + x2 x2 ) < 0 hoc nu (2 x1 + x2 x2 ) = 0 v x1 > 0
v cng l cng thc m t b iu khin ti u tc ng nhanh lm vic theo nguyn

l phn hi trng thi ca i tng cho.
V d 2.9: iu khin ti u tc ng nhanh
Hy tm tn hiu iu khin u ( t ) tha mn | u | 1 a i tng c m hnh:

0
dx 0 1
x + u
=
dt 1 0
1
t mt im trng thi u x ( 0 ) = x 0 ty , nhng cho trc, v gc ta x T = 0 trong

khong thi gian ngn nht.
Trc ht ta lp hm Hamilton rt gn theo cng thc (2.55):
114
H R ( x, p, u) = p 1 x 2 + p 2 ( x 1 + u )
sau p dng nguyn l cc i (2.49) s n c quan h gia tn hiu iu khin ti
u u ( t ) vi bin ng trng thi nh sau:
u ( t ) = sgn( p 2 )
c p 2 ( t ) ta s dng phng trnh EulerLagrange (2.56):
dp
dt
p
= 2
p1
p 2 ( t ) = k sin( t )
v t y suy ra c:
u ( t ) = sgn( p 2 ) = sgn( k sin( t ))
(2.66)
trong hai hng s k , l cha th xc nh c ngay v khng c iu kin bin cho

vector ng trng thi p 2 ( t ) . Tuy vy, cng thc (2.66) cng cung cp cho ta hai thng
tin quan trng v u ( t ) ti u nh sau:
a)
Th nht, tn hiu iu khin ti u u ( t ) ch c hai gi tr 1 hoc 1 v

cng l hai im bin ca siu din U (hnh 2.13).
b)
Th hai, khong thi gian gia hai ln chuyn i trng thi (t 1 sang 1
hoc ngc li), khng k lc bt u v kt thc qu trnh, l ng bng .
u(t)
1
Hnh 2.13: Dng tn hiu iu khin ti
u. MInh ha v d 2.8.
t0
t0+
t0+2
Sau y, da vo hai thng tin trn, ta s thit k qu o trng thi ti u x ( t )

ca i tng.
Trc ht, t thng tin th nht, ta ln lt thay hai gi tr 1 ca tn hiu iu
khin ti u u ( t ) vo m hnh trng thi ca i tng:
Khi u ( t ) = 1 th:
d x x2
=
dt x1 + 1
(x 1 1 ) 2 + x22 = k12
(2.67)
trong hng s k 1 c xc nh t iu kin u cho trc x ( 0 ) = x 0 .
Tng t, khi u ( t ) = 1 th:

115
d x x2
=
dt x1 1
(x 1 + 1 ) 2 + x22 = k22
(2.68)
v hng s k 2 cng d dng c xc nh c t x ( 0 ) = x 0 .

Hnh 2.14 m t h cc ng trn (2.67), (2.68) ng vi nhng gi tr k 1 , k 2 khc
nhau, tc l ng vi cc im trng thi u x ( 0 ) = x 0 khc nhau ca i tng. Chiu
ca cc ng trn ny c xc nh t quan h
dx1
= x 2 rng khi x 2 > 0 th x 1 phi
dt
tng v ngc li khi x 2 < 0 th x 1 phi gim.

R rng qu o trng thi ti u ch c th c to t cc cung ca nhng ng
trn ny. By gi ta s bt u xy dng qu o trng thi ti u. D thy c rng
on cui ca mi qu o trng thi ti u u phi l mt trong hai na ng trn c
bn knh bng 1, tm N 1 hoc M 1 v c hng kt thc ti gc ta (hnh 2.15).
u=1
x2
x2
u=1
x2
u=1
x1
1
x1
1
N1
1
M1
x1
u=1
Hnh 2.14: H cc ng trn to ra qu o trng thi ti u.
Hnh 2.15: on cui ca qu

o trng thi ti u.
Hnh 2.16 minh ha cch thit k on tip theo ca qu o trng thi ti u nm

ngay trc on cui. Gi s on cui qu o trng thi ti u x ( t ) l cung A 1 O thuc
na ng trn bn knh bng 1 c tm l M 1 , tc l t im i trng thi cui cng l
A 1 i tng c a v gc ta bi u = 1 . Khi on A 2 A 1 nm ngay trc n,
di tc ng ca u = 1 phi thuc ng trn c tm N 1 . Theo thng tin th hai rt ra
t nguyn l cc i (hnh 2.13), th on ny c dn bi u = 1 trong khong thi
gian l nn on A 2 A 1 s ng bng na ng trn tm N 1 (hnh 2.16). Nh vy
im A 2 nm i xng vi im A 1 qua tm N 1 v do n phi nm trn ng trn
tm N 2 = 2 c bn knh bng 1.
116
x2
u=1
A2
x1
O M1
Hnh 2.16: Xy dng on gn cui ca qu o
trng thi ti u.
N2
N1
u=1 A1
on A 3 A 2 nm trc on A 2 A 1 cng c xy dng tng t (hnh 2.17). Do

on A 3 A 2 ny c dn bi gi tr tn hiu u = 1 trong khong thi gian l nn n
phi l na ng trn tm M 1 . Suy ra im A 3 phi l im nm i xng vi im A 2
qua tm M 1 . Nh vy A 3 s nm trn ng trn c tm M 3 = 3 trn trc honh v c
bn knh bng 1.
C tip tc nh vy cho nhng tnh hung khc nhau v on cui ca qu o
trng thi ti u ta s c ng chuyn i gi tr 1 ca tn hiu iu khin ti u u ( t ) .
N c to bi v s cc na ng trn pha trn trc honh c bn knh bng 1 vi
tm l N 1 = 1 , N 2 = 2 , N 3 = 3 , v v s cc na ng trn pha di trc honh
cng c bn knh bng 1 nhng vi tm l M 1 = 1 , M 2 = 2 , M 3 = 3 , (hnh 2.18).
x2
u=1
A2
M1
N2
N1
u=1
Hnh 2.17: Xy dng qu o trng thi

ti u.
x1
M3
A1
A3
u=1
ng chuyn i chia mt phng pha thnh hai na. Na trn ng vi gi tr

u = 1 v na di ng vi u = 1 ca tn hiu iu khin ti u u ( t ) . Vi ng chuyn
117
i nh vy, ta hon ton xy dng c hon chnh mt qu o trng thi ti u i t

im trng thi u x ( 0 ) = x 0 tu , nhng cho trc theo quy tc:
Pha trn ng chuyn i, th ng vi u = 1 , qu o trng thi s nm trn

mt ng trn c tm N 1 v c hng theo chiu kim ng h.
Pha di ng chuyn i, th ng vi u = 1 , qu o trng thi s nm trn mt

ng trn c tm M 1 v cng c hng theo chiu kim ng h.
u=1
x2
M1
Hnh 2.18: ng chuyn i gi tr

ca tn hiu iu khin ti u.
N4
N3
N2
M2
M3
x1
N1
u=1
Cui cng, ta thy v d 2.8 ny, s ln chuyn i gi tr ca tn hiu iu khin

ti u c th l rt nhiu, ph thuc khong cch ca im trng thi u x 0 so vi gc
ta 0 , ch khng phi ch l mt ln nh v d 2.7.
nh l Feldbaum v s ln chuyn i gi tr v ngha ng dng
Hai v d 2.7 v 2.8 cho thy s ln chuyn i gi tr tn hiu iu khin ti u

u ( t ) cho cng i tng bc hai l khng ging nhau. iu t ra cho ta cu hi v
mi lin quan gia s ln chuyn i gi tr ca tn hiu iu khin ti u v m hnh
i tng. Nu tr li c cu hi ny, ta s c thm mt thng tin na ph gip cng
nguyn l cc i trong vic xc nh tn hiu iu khin ti u tc ng nhanh u ( t ) .
nh l 2.8 (Feldbaum): Xt bi ton ti u tc ng nhanh i tng tuyn tnh c n bin
trng thi x i ( t ) , i = 1 , 2 , , n v m tn hiu vo u i ( t ) , i = 1 , 2 , , m :

dx
=Ax+Bu,
dt
x1
u1
x= , u=
U
x
u
n
m
trong ma trn A c tt c cc gi tr ring sk l nhng s thc v min U l siu

din (2.59). Khi , vector tn hiu iu khin ti u u ( t ) U s c dng hng s
tng on, cc hng s l nh ca siu din U, v s ln chuyn i gi tr ca
tng phn t u i ( t ) , i = 1 , 2 , , m ca u ( t ) s khng vt qu n 1 ln. Ni cch
khc, s ln chuyn i gi tr ca bn thn vector tn hiu iu khin ti u u ( t ) s
khng vt qu m ( n 1 ) ln.
118
Chng minh:
Trc ht, t cng thc (2.60) ta thy phn t u i ( t ) , i = 1 , 2 , , m ca vector tn
hiu iu khin ti u tc ng nhanh u ( t ) ch c th chuyn i gi tr ti thi im t '
nu ti c pT (t' ) bi= 0 , i = 1 , 2 , , n , vi bi l vector ct th i ca ma trn B v p(t )
l nghim ca phng trnh EulerLagrange (2.56):
dp
dt
= AT p
(2.69)
Gi s k l cc gi tr ring bi r k , k = 1 , 2 , , q ca ma trn A . Nh vy th:

r1+r2+
+rq=n
Theo [35], nghim p(t ) ca h phng trnh vi phn bc nht (2.69) lun c dng:
p(t ) = a 1 ( t ) e s1t + a 2 ( t ) e s2t +
+aq(t) e
sqt
trong a k ( t ) , k = 1 , 2 , , q l cc a thc bc r k 1 ca t. Suy ra tch v hng

pT (t ) bi cng c dng:
pT (t ) bi = d 1 ( t ) e s1t + d 2 ( t ) e s2t +
+dq(t) e
sqt
(2.70)
v d k ( t ) , k = 1 , 2 , , q cng l cc a thc bc r k 1 theo t ging nh a k ( t ) . Bi vy

chng minh nh l, ta ch cn ch ra rng nu nh s k , k = 1 , 2 , , q l nhng s thc
khc nhau i mt th s nghim t ' ca (2.70), tc l ca
pT ( t )bi = 0 ch c th nhiu
nht l:
(r11)+(r21)+
+(rq1)+q1=n1.
Mt cch tng qut, sau y ta s chng minh: Nu s k , k = 1 , 2 , , q l nhng s

thc khc nhau i mt v c k ( t ) , k = 1 , 2 , , q l cc a thc bc l k ca t , th s
nghim ca:
c 1 ( t ) e s1t + c 2 ( t ) e s2t +
+cq(t) e
sqt
= 0
(2.71)
khng th nhiu hn
l1+l2+
+lq+q1
(2.72)
Phng php chng minh c p dng l phng php quy np.

119
Vi q = 1 th nghim ca c 1 ( t ) e s1t cng l nghim ca c 1 ( t ) v s 1 l s thc. Do

c 1 ( t ) l a thc bc l 1 nn s nghim ca n khng th nhiu hn l 1 1 . Vy cng thc
(2.72) hin nhin ng.
Nu (2.72) cn ng vi q 1 , tc l s nghim ca:
c 1 ( t ) e s1t + c 2 ( t ) e s2t +
+cq-1(t) e
sq1t
= 0
(2.73)
khng nhiu hn
+lq-1+q2
l1+l2+
(2.74)
th ta ch cn phi chng minh (2.72) cng ng vi q.

Gi s (2.72) sai vi q , tc l s nghim ca (2.71) khng t hn:
l1+l2+
+lq+q
Nhn (2.71) vi e
c1(t) e
sqt
( s1 sq )t
+c2(t) e
( s2 sq )t
+cq-1(t) e
( sq1 sq )t
+cq(t) = 0
(2.75)
Do s q l s thc nn php nhn ny khng lm thay i nghim t ' ca (2.60), hay t ' l
nghim ca (2.71) khi v ch khi n cng l nghim ca (2.75).
V (2.75) l hm gii tch nn gia hai nghim ca n lun phi c t nht mt im
cc tr. Suy ra s nghim ca o hm bc l q +1 ca (2.75) khng th t hn:
l1+l2+
+lq+q(lq+1) = l1+l2+
+lq-1+q1
(2.76)
Nhng o hm ca bc l q +1 ca (2.75) li c dng:

h1(t) e
( s1 sq )t
+h2(t) e
( s2 sq )t
+hq1(t) e
( sq1 sq )t
trong h k ( t ) , k = 1 , 2 , , q 1 l cc a thc bc l k ca t , v s k s q l nhng s thc

khc nhau i mt, tc l c dng ca (2.73) cho q 1 , nn iu gi s trn dn n
(2.76) mu thun vi (2.74). Vy iu gi s l sai v cng l .p.c.m.
tm hiu ngha ng dng ca nh l 2.8, ta xt ring trng hp i tng ch

c mt tn hiu vo:
dx
= A x + b u vi
dt
| u | u max
trong cc gi tr ring ca ma trn A R
120
(2.77)
nn
c gi thit l nhng s thc.
u(t)
u max
Hnh 2.19: Tn hiu iu khin
ti u.
t
t1
t2
t3
tn-2
tn=T
Nu i tng (2.77) l iu khin c (hon ton), tc l khi ma trn:

(b , Ab ,
, A
n1
b)
khng suy bin (tiu chun Kalman, [35]), th t mi im trng thi u x ( 0 ) = x 0 ta

lun tm c mt tn hiu iu khin a n ti im trng thi cui x ( T ) = x T cng ty
, nhng cho trc. iu ny chng t lun tn ti mt tn hiu iu khin ti u tc
ng nhanh u ( t ) cho bi ton c im u x 0 v im cui x T c nh, cho trc. Theo
nguyn l cc i m c th l nh l 2.7, tn hiu iu khin ti u u ( t ) ny ch c th
c hai gi tr u max v u max (hnh 2.19).
Thm vo , theo nh l 2.8 ca Feldbaum, s ln chuyn i gi tr ca tn hiu
iu khin ti u u ( t ) nhiu nht ch c th l n 1 . Do nu gi t j , j = 1 , 2 , , n vi
t n = T l cc im chuyn i gi tr ca u ( t ) cng nh u max , trong = 1 , l gi tr
ca u ( t ) trong khong u tin 0 t < t 1 , th tn hiu iu khin ti u u ( t ) s c dng:
u ( t ) = u max
[1( t t j 1 ) 1( t t j )]
n
(2.78)
j =1
trong t 0 = 0 , = 1 v 1 ( t ) l k hiu ch hm Heaviside. Nh vy, bi ton xc nh

tn hiu iu khin ti u u ( t ) s tng ng vi vic i tm n + 1 n s:
, t1, t2, , tn-1, tn=T

v lm c vic ny, ta ch cn thay (2.78) vo m hnh i tng (2.77) ri tm
nghim x ( t ) ca n tha mn x ( 0 ) = x 0 , x ( T ) = x T . Khi , do i tng iu khin c
cng nh s tn ti duy nht ca tn hiu iu khin ti u, nn ch c th xy ra mt
trong hai kh nng:
hoc phng trnh c nghim vi = 1,
hoc phng trnh c nghim vi = 1.
V d 2.10 ([6]): Minh ha tnh ng dng ca nh l Feldbaum
Xt li bi ton cho v d 2.7:

121
0
dx 0 1
x + u
=
dt 0 0
1
vi

0
| u | u max , x 0 = v x T = 0 = .
0
0
Theo nguyn l cc i, tn hiu iu khin ti u tc ng nhanh u ( t ) ch c th c hai

gi tr u max v u max. Tip theo, t nh l 2.8 ca Feldbaum th tn hiu iu khin ti
u ch c th c nhiu nht mt im chuyn i gi tr t 1 . Suy ra:
umax khi 0 t < t1
u(t)=
umax khi t1 t < T
trong = 1
Thay u ( t ) vo m hnh i tng v gii phng trnh s thu c:

t1
t 1 t
0
1 t
1 t 0
d umax
+ umax
d
x ( t ) =
0
1
1
0
1
0 1 0
1

t1
0
Bi vy, ti im cui t = T th
t1
T
1 T 0
0 1 T
1 T 0
=
+ umax
d
d umax
0
1 1
0
1 1
0 0 1 0
t1
0
Suy ra:
T2
umax ( t12 2t1T +
)=0
2
u
max (2t1 T ) = 0
T phng trnh th hai ta c T = 2 t 1 . Thay vo phng trnh th nht c:

t12 =
umax
V t12 0 nn c th thy ngay:
= sgn( ) ,
t1 =
umax
T =2
umax
Thay kt qu tm c ny vo m hnh c ca tn hiu iu khin ti u tc

ng nhanh u ( t ) ta i n:
umax sgn( ) khi 0 t <
umax
u(t)=
t<T =2
umax khi
u
u
max
max
122
2.3.3
Nguyn l cc i dng tng qut: iu kin cn, iu kin honh
Trong hai mc trn, mc 2.3.1 v mc 2.3.2, ta c lm quen vi nguyn l cc

i thng qua mt s bi ton ti u c trng c rng buc U l tp ng, nh bi ton
ti u c im u x 0 v khong thi gian T c nh, cho trc (mc 2.3.1) hoc bi ton
ti u tc ng nhanh (mc 2.3.2). Tt nhin, nguyn l cc i khng ch ng dng
ring cho lp cc bi ton ti u , m n cn ng cho nhiu dng bi ton ti u khc
nhau. Sau y ta s tip cn n tnh tng qut ny ca n bao gm iu kin cn v
iu kin honh.
iu kin cn
Xt i tng iu khin m t bi:

dx
= f ( x, u) ,
dt
x1
u1

x= , u=
U,
x
u
n
m
f1 ( x, u)
f ( x, u) =
f ( x, u)
n
(2.79)
Nhim v t ra l trong s tt c cc vector tn hiu iu khin thuc tp U a i

tng t im u x ( 0 ) c nh, cho trc ti im cui x ( T ) cng c nh, cho trc,
tm c mt tn hiu iu khin ti u u ( t ) sao cho vi n c:
T
Q(x,u)=
g( x, u)dt
min
(2.80)
trong khong thi gian T l khng c nh (cng l bin ti u) v c xc nh t

iu kin cui x ( T ) vi x ( t ) l qu o trng thi ti u (nghim ca phng trnh vi
phn (2.79) ng vi u ( t ) ti u).
Vi hm Hamilton:
H ( x, u, p) = pT f ( x, u) g ( x , u )
(2.81)
th nguyn l cc i c pht biu nh sau:

nh l 2.9 (iu kin cn): Nu u ( t ) U l tn hiu iu khin ti u a i tng (2.79)
t im u x ( 0 ) c nh, cho trc ti im cui x ( T ) cng c nh, cho trc v
lm cho hm mc tiu (2.80) t gi tr nh nht th:
a)
Phi tn ti vector p(t ) R
khng ng nht bng 0 trong khong thi gian
0 t T v tha mn:
~, p)
H ( x, u, p) = max
H ( x, u
~
u U
(2.82)
123
R rng u ( t ) xc nh theo (2.82) l hm ph thuc theo x v p . K hiu s

ph thuc l u( x, p) ri thay vo (2.81) ta s c vi (2.82):
~, p)
M ( x, p) = H ( x, u( x, p), p) = max
H ( x, u
~
u U
Ti im cui t = T , cn c:
M x(T ), p(T ) = 0
b)
Nu vector p R
(2.83)
cn tha mn phng trnh EulerLagrange (khi n s
c gi l bin ng trng thi):

H
=
dt
x
dp
(2.84)
th M ( x, p) khng ph thuc t. Nh vy (2.83) s ng vi mi 0 t T ch

khng ring g ti im cui t = T .
Li chng minh nh l 2.9 l kh phc tp v s dng nhiu kin thc v gii tch
hm. Ta s b qua phn chng minh . Bn c no quan tm c th tm thy n trong
cc ti liu [1], [39].
Mc d nh l 2.9 ch l iu kin cn, cho thy tnh cht phi c ca u ( t ) ti u,
song ngi ta vn thng hy vng vi n c th xc nh c tn hiu iu khin u ( t )
ti u v qu o trng thi ti u x ( t ) tng ng bng cch khoanh vng nghim.
V d 2.11: Minh ha nguyn l cc i
Cho bi ton ti u:
d
dt
x1 u1
= ,
x2 u2
T
Q(x,u)=
2
x ( 0 ) = ,
1
6
x ( T ) = , U = R 2
4
u12 + u22 dt min
Hm Hamilton ca bi ton l:
H ( x, u, p) = u12 + u22 + p 1 u 1 + p 2 u 2
(2.85)
Suy ra:
H
=
dt
x
dp
Thay (2.86) vo (2.85):

124
p i ( t ) = k i ( hng s) , i = 1 , 2
(2.86)
H ( x, u, p) = u12 + u22 + k 1 u 1 + k 2 u 2
Sau , p dng nguyn l cc i (2.82) cho trng hp U = R 2 c:
H
=0T
u
ui
u12 +u 22
+ki=0, i=1,2
(2.87)
Khi (2.87) tr thnh:

u i ( t ) = k i u12 + u22 , i = 1 , 2 ,
u2
k
= 2 .
u1
k1
(2.88)
Ngoi ra, nguyn l cc i cn cung cp thm:
u12 + u22 ( 1 + k12 + k22 ) = 0
M x( t ), p( t ) = 0
k12 + k22 = 1.
(2.89)
Bi vy, nu kt hp vi m hnh i tng:

dxi
= ui, i=1,2,
dt
s c
dx2 u2
k
=
= 2
dx1
u1
k1
x2=
k2
x1+c
k1
(2.90)
2
6
T y, vi cc iu kin bin x ( 0 ) = , x ( T ) = th:
1
4
k2
1 = 2 k + c
k
4 = 6 2 + c
k1
khi
t=0
khi
t=T
k2 3
k = 4
1
.
c = 1
v do , theo (2.89) s c:
k1=
4
,
5
k2=
3
5
H ( x, u, p) = u12 + u22 +
4
3
u1+ u2
5
5
Nh vy qu o trng thi ti u x ( t ) l ng thng (2.90):

x2=
k2
1 3
1
x1 = x1
k1
2 4
2
125
2
6
ni im u x ( 0 ) = vi im cui x ( T ) = trong mt phng pha v tn hiu iu
1
4
khin ti u u ( t ) phi tha mn iu kin (2.88), tc l:

u2
k
3
= 2 = .
u1
k1
4
iu kin honh (iu kin trc giao)
Xt li bi ton ti u (2.79), (2.80) nhng by gi im cui x ( T ) khng c nh m

thuc v mt cong (a tp) S T m t bi m phng trnh (hnh 2.20a):
s1(x)=0, s2(x)=0,
, sm(x)=0
c vit chung li thnh:

s1 ( x )
s(x)=
=0
s ( x)
m
(2.91)
Cc hm s k ( x ) , k = 1 , 2 , , m ny u l kh vi. Gi thit tip S T khng cha im suy

bin, tc l ti mi im x S T lun c
s
s
, trong
l k hiu ch ma trn
x
x
Jacobi ca vector hm s ( x ) v l ma trn c cc phn t bng 0. Khi iu kin

honh (cn gi l iu kin trc giao) pht biu nh sau:
nh l 2.10 (iu kin honh): Nu u ( t ) U l tn hiu iu khin ti u a i tng
(2.79) t im u x ( 0 ) c nh, cho trc ti im cui x ( T ) S T khng c nh

m thuc v a tp S T m t bi (2.91), ng thi lm cho hm mc tiu (2.80) t
gi tr nh nht, th phi tn ti vector p R
khng ng nht bng 0 trong
khong thi gian 0 t T tha mn:

a)
~, p)
H ( x, u, p) = max
H ( x, u
~
b)
~, p) th M x(T ), p(T ) =0
H ( x, u
Gi M ( x, p) = max
~
c)
Vector p(T ) vung gc vi a tp S T (iu kin honhtransversality).
u U
u U
d) Nu p cn l nghim ca phng trnh EulerLagrange (2.72), hay khi p cn

l bin ng trng thi ca i tng, th M ( x, p) s khng ph thuc t .
126
a)
x(0)
b)
x(t)
gradS T
ST
p(t )
x(T)
x(T)
ST
Hnh 2.20: Minh ha iu kin honh.
Ta cng c th d dng nhn thy, nu k hiu:

grad s 1 ( x ) , grad s 2 ( x ) ,
, grad s m ( x )
l cc vector gradient ca s k ( x ) , k = 1 , 2 , , m , th do S T khng cha im suy bin, cc

vector ny s to thnh mt h cc vector c lp tuyn tnh. Chng chnh l b vector
c s ca khng gian trc giao vi a tp S T (hnh 2.20b). Nh vy, iu kin honh
trong nh l 2.10 cho thy ti im cui t = T vector p s phi thuc khng gian trc
giao ny. Ni cch khc, ti im cui t = T vector p c dng t hp tuyn tnh ca cc
vector grad s 1 ( x ) , grad s 2 ( x ) ,
, grad s m ( x ) , hay:
p(T ) =
k grad sk (x(T ))
(2.92)
k =1
trong k , k = 1 , 2 , , m l nhng hng s.

V d 2.12: Minh ha iu kin honh
Xt li bi ton ti u tc ng nhanh v d 2.8:

0
dx 0 1
x + u
=
dt 0 0
1
c im u x 0 = x ( 0 ) ty nhng cho trc, vi rng buc | u | 1 v im cui x ( T )

khng c nh m thuc a tp S T l ton b trc x 2 (hnh 2.21).
Gi u ( t ) l tn hiu iu khin ti u. Vy th theo iu kin honh, ti thi im
p (T )
vung gc vi trc
cui t = T khi m qu o vector p(T ) = 1
p2 (T )
0
= S T ta phi c:
x2
p1(T)0+p2(T)x2=0
127
Nhng v x 2 l ty nn iu ny ng ngha vi:

p2(T)=0
Mt khc, t kt qu v d 2.7, c th l cng thc (2.62), ta cn c bit:
p2(t)=k2k1t
u ( t ) = sgn( p 2 ) = sgn( k 2 k 1 t )
tc l p 2 ( t ) ch bng 0 duy nht ti mt im T =
k2
. Do trong sut qu trnh ti u
k1
0 t < T tn hiu iu khin ti u khng i du, n ch c th c mt gi tr duy nht,

hoc 1 hoc 1. V d, hnh 2.21a) th qu o trng thi ti u s phi tip tc i theo
cung AB gp trc x 2 ch khng chuyn sang cung AO nh trong v d 2.7.
a)
b)
x2=ST
u=1
x0
x2=ST
u=1
u=1
x1
O
u=1
B
u=1
x1
x1 =
x22
+c
2
x1 =
x22
+c
2
Vi iu nhn xt trn ta d dng c c cc qu o trng thi ti u m t

hnh 2.21b). Chng hoc s l parabol x 1 =
x22
x2
+ c hoc l x 1 = 2 + c ty thuc vo
2
2
im trng thi u x 0 nm bn tri hoc bn phi trc x 2 .

V d 2.13: Minh ha iu kin honh
Xt bi ton iu khin ti u tc ng nhanh cho i tng:

d x x2
=
dt u
vi
1
x0 = , |u|1
0
v im cui l mt im bt k trn ng thng x 1 = x 2 .
128
1
Phng trnh ca a tp S T l s ( x ) = x 1 x 2 = 0 . Do c grads ( x ) = . T y
1
c c nh iu kin trc giao (2.92):

p1 ( T )
1
=
1
p1 ( T )
p 1 ( T ) = p 2 ( T ) = (hng s)
Lp hm Hamilton
H ( x, u, p) = p 1 x 2 + p 2 u
ta s c t nguyn l cc i:
u ( t ) = sgn( p 2 ) v
d
dt
p1 0
=
p2 p1
Vy:
p1 ( t ) =
p2 ( t ) = ( t T + 1)
Do p 2 ( t ) l hm tuyn tnh theo t nn u ( t ) s ch i du nhiu nht l mt ln.
im thi gian T u m u ( t ) i du (nu c) s l:
T u = T 1 , ni cch khc u ti u ch i du khi c T > 1
Thay u ( t ) ti u vo m hnh h thng c:
sgn( p2 ) 2
t +1
x1 =
2
x = sgn( p ) t
2
2
Nu k hiu k = 1 l gi tr ca sgn( p 2 ) ti thi im cui t = T th

x1(T)=x2(T)
kT =
kT 2
+1
2
T = 1 1
2
k
Nhng do T l s dng v nh nht nn phi c:

k = 1 v T = 1+ 3 > 1
Vy ti thi im cui t = T = 1+ 3 > 1 c k = sgn( p 2 ( T ) ) = 1 . Suy ra tn hiu iu khin
ti u u ( t ) s i du mt ln ti thi im:
Tu=T1= 3
129
v ti n s i t 1 sang 1 (hnh 2.22). Ni cch khc tn hiu iu khin ti u ca

bi ton cho c dng:
u ( t ) = [ 1 ( t ) 1 ( t 3 )][1 ( t 3 )1 ( t 1 3 )]
u(t)
1
3
1+ 3
C th thy bi ton ny, dng tn hiu iu khin ti u ph thuc nhiu vo

1 / 4
im trng thi u x 0 . Chng hn vi im trng thi u x 0 =
th tng t ta
0
s c:
sgn( p2 ) 2 1
t +
x1 =
2
4
x = sgn( p ) t
2
2
hay
kT 2 1
kT =
+
2
4
1
1
T=1 1
=
2k
1
1
2
khi k = 1
3
khi k = 1
2
trong k = sgn( p 2 ( T ) ) = 1 . Bi vy T l s dng v nh nht th phi c:

k = 1 v T = 1
1
2
<1
Suy ra trong sut qu trnh ti u 0 t T , tn hiu iu khin ti u ti u l khng i

du v c u ( t ) = 1 .
Bn cnh nh l 2.10, c gi l iu kin honh cho bi ton c im cui b rng

buc bi a tp S T , ta cn c mt iu kin honh tng t khc nhng pht biu cho
bi ton c c im trng thi u x ( 0 ) b rng buc bi a tp S 0 v cui x ( T ) b rng
buc bi a tp S T . iu kin ny vn thng c bit n di ci tn iu kin cn
v . N c dng nh sau:
130
nh l 2.11 (iu kin cn v ): Cho bi ton ti u:
dx
dt = f ( x, u)
T
Q( x, u ) = g( x, u )dt min
0
trong x ( 0 ) S 0 , x ( T ) S T v c hai a tp S 0 , S T u trn, khng cha im
suy bin.
u ( t ) l nghim ca bi ton ti u trn th cn v l tn ti vector p R
khng ng nht bng khng tha mn:

a)
~, p)
H ( x, u, p) = max
H ( x, u
~
b)
~, p) th M x(T ), p(T ) =0
H ( x, u
Gi M ( x, p) = max
~
c)
u U
u U
p(0 ) vung gc vi S 0 v p(T ) vung gc vi S T .
d ) Nu p cn tha mn phng trnh EulerLagrange (2.84), tc l p cn l

bin ng trng thi ca i tng, th M ( x, p) = 0 vi mi 0 t T .
Bi ton ti u c khong thi gian c nh v cho trc
Nguyn l cc i nu trong cc nh l 2.9, 2.9 v 2.10 u cn c gi thit rng

khong thi gian xy ra qu trnh ti u T cng l mt bin ti u cn tm. Tuy vy n
cng vn p dng c cho bi ton m khong thi gian T li c nh v cho trc.
minh ha ta xt bi ton ti u:
dx
= f ( x, u) ,
dt
x ( 0 ) = x 0 , x ( T ) = x T , v T l c nh v cho trc
Q(x,u)=
g( x, u)dt
min
t thm mt bin trng thi mi:

x n + 1 = t , tc l
dxn +1
=1
dt
sau kt hp vi m hnh i tng cho c i tng m rng:

d~
x ~
= f ( x, u) ,
dt
x
f ( x, u)
~
~
R n + 1 , f ( x, u) =
x =
1
xn +1
th bi ton ti u trn tr thnh:
131
d~
x ~
= f ( x, u) ,
dt
Q( ~
x ,u)=
x
x
~
x 0 = 0 , ~
x T = T c nh v cho trc
0
T
~
T
g( x, u, xn +1 )dt
min
~
trong khong thi gian T by gi li tr thnh t do v cng l bin ti u cn tm.
Ni cch khc, bi ton ti u mi ny hon ton tha mn cc gi thit p dng
c nguyn l cc i nu trong nh l 2.9.
Bi ton ti u c i tng khng autonom
Bng phng php t thm bin ph x n + 1 = t nh lm vi bi ton c khong

thi gian T c nh, cho trc, ta cng c th chuyn bi ton ti u c i tng khng
autonom (ph thuc explizit theo t) v dng tha mn cc gi thit ca nh l 2.10 (iu
kin honh) ca nguyn l cc i. Bi ton ti u ny c dng nh sau:
dx
= f ( x, u, t ) ,
dt
x(0)=x0 , x(T)=xT
l c nh, cho trc
Q=
g( x, u, t )dt
min
Khi , nu t thm bin trng thi mi:

x n + 1 = t , tc l
dxn +1
=1
dt
th vi cc k hiu
x
~
,
x =
xn +1
x , u)
f ( x, u, t ) f ( x, u, x n +1 ) f ( ~
~~
=
=
,
f ( x , u) =
1
1

1
g ( x , u , t ) = g ( x , u , x n + 1 ) = g( ~
x , u)
bi ton trn tr v dng autonom:
d~
x ~~
= f ( x , u) ,
dt
x
x
~
~
x T ST = T cho trc
x 0 = 0 , ~
0

ty
Q=
g( ~x , u)dt
min
~
x T b rng buc bi a tp ST . gii bi ton
x 0 c nh, cn im cui ~
c im u ~
ny ta p dng c iu kin honh pht biu trong nh l 2.11.

132
2.3.4
V ngha vector bin ng trng thi
hiu r hn v ngha bin ng trng thi p ta hy xt ring trng hp i

tng l tuyn tnh tham s hng. Khi khng b kch thch s c:
dx
=Ax
dt
x(t)=e
At
x0
trong x ( 0 ) = x 0 l iu kin u bit.

Gi p l bin ng trng thi ca i tng, vy th cng c:
dp
dt
= AT p
p(t ) = e A
Suy ra
pT x = pT x 0 = hng s vi mi t
0
v iu ny ch rng vector bin ng trng thi p(t ) ca bi ton ti u tuyn tnh

lun nm trong mt siu phng P (hyperplane) chuyn dch dc theo qu o trng thi
x ( t ) v kt hp vi qu o trng thi mt gi tr tch v hng pT x khng i (hnh
2.23).
p
x(t)
Hnh 2.23: ngha vector bin ng trng thi.
x0
x(t)
Quay li bi ton ti u tng qut (2.79), (2.80). Nguyn l cc i ch rng nu

u U l tn hiu iu khin ti u ca i tng:
dx
= f ( x, u) ,
dt
n i t im trng thi u x ( 0 ) c nh, cho trc ti im cui x ( T ) cng c nh,

cho trc v:
T
Q(x,u)=
g( x, u)dt
min
vi T l khong thi gian xy ra qu trnh ti u, th tn hiu phi tha mn:

133
~, p)
H ( x, u, p) = max
H ( x, u
~
(2.93)
u U
trong vector p(t ) R khng c ng nht bng 0 khi 0 t T v

~, p) = pT f ( x, u
~) g( x, u
~)
H ( x, u
l k hiu ch hm Hamilton ca bi ton ti u. Ch rng y, vector p(t ) cha bt
buc phi l bin ng trng thi ca i tng.
Nh vy, nguyn l cc i (2.93) cung cp cho ta quan h phi c u( x, p) ca
tn hiu iu khin ti u u U . Gi s tip l ta c c p( x ) th t u( x, p) ta s
suy ra ngay c phng trnh ca b iu khin ti u phn hi trng thi:
u ( x ) = u x, p( x )
Vn cn li l lm th no c c quan h p( x ) gia bin vector ng trng thi

p(t ) v qu o trng thi ti u x ( t ) .
Cng s l t nhin nu nh ta s dng phng trnh EulerLagrange (2.84)
c gii thiu trong nguyn l cc i, tc l xem p(t ) nh bin ng trng thi,
tm quan h p( x ) :
T
H
c p(t )
=
dt
x
dp
Gii phng trnh EulerLagrange
Xc nh qu o trng thi ti u x ( t ) t
Xc nh p( x ) t p(t ) v x ( t )
d x H
=
p
dt
(2.94)
Tuy nhin phng php trn c s bt cp ch ta cha c c iu kin bin cho

phng trnh vi phn (2.94) v do cng cha c c nghim p(t ) mt cch c th.
trnh iu bt cp trn, ngi ta thng xc nh p( x ) thng qua nghim B t ( x )
ca phng trnh vi phn HamiltonJacobi. Phng php ny c tm tt nh sau.
Gi u ( t ) = u ( x ( t ) , t ) l tn hiu iu khin ti u a i tng t im u
x 0 = x ( 0 ) ti im cui x T = x ( T ) v x ( t ) l qu o trng thi ti u tng ng. t:
Bt(x)=
g( x( ), u( ))d = g( x( ), u( x( ), ))d
Vy th ti im cui phi c:
134
BT(xT)=0
dBt ( x ) Bt ( x ) Bt ( x ) d x
Bt ( x ) Bt ( x )
=
+
=
+
f ( x, u)
x
x
dt
t
dt
t
g(x,u)=
Bt ( x ) Bt ( x )
+
f ( x, u) g ( x , u ) = 0
x
t
iu ny ch rng
Bt ( x )
gi vai tr ca pT trong hm Hamilton, hay:
x
B ( x )
Bt ( x )
=0
+ H x, u, t
t
x
Gi trn a n:
nh l 2.12: Xt bi ton ti u:
dx
dt = f ( x, u), vi xT = x(T ) c nh, cho trc
T
(2.95)
Gi u( x, p) l nghim ca:
~, p)
u( x, p) = arg max
H ( x, u
~
u U
v B t ( x ) l nghim ca phng trnh HamiltonJacobi:

T
T

B ( x ) Bt ( x )
Bt ( x )
,
=0
+ H x, u x, t
x x
t
(2.96)
tha mn iu kin bin B T ( x T ) = 0 . Khi , nu nh tn hiu:

T
B ( x )
)
u ( x ) = u( x, t
x
(2.97)
a i tng (2.95) ti c x T = x ( T ) , th:

a)
b)
Tn hiu u ( x ) xc nh theo (2.97) l m hnh b iu khin ti u phn hi

trng thi ca bi ton cho (iu kin ).
B ( x )
p( x ) = t
x
135
Ta s b qua phn chng minh nh l. Nhng bn c no thc s quan tm ti li

chng minh c th tm thy n trong ti liu [1], [45], hoc tham kho mc 2.4.4 ca
quyn sch ny. Tuy nhin minh ha, ta xt v d sau:
V d 2.14: Minh ha ngha phng trnh HamiltonJacobi
Xt bi ton iu khin ti u tc ng nhanh cho i tng:

dx
= u vi | u | 1 , im cui x T = 0 .
dt
Theo nguyn l cc i th tn hiu iu khin ti u u ( t ) phi tha mn:

H(x,u,p)=up1
u = sgn( p )
trong
dp
=0
dt
p = k (hng s)
Nh vy, trong ton b khong thi gian xy ra qu trnh ti u 0 t < T tn hiu iu

khin ti u phi l hng s hoc 1, hoc 1 v iu ny ph thuc vo im trng thi
xut pht x 0 = x ( 0 ) tu .
1) Nu u = 1 th do
dx
=1
dt
x(t)=t+x0
x T = x ( T ) = 0 vi T = x 0 > 0
nn phi c x 0 <0.
2) Tng t nu u = 1 th do
dx
=1 x(t)=t+x0
dt
x T = x ( T ) = 0 vi T = x 0 > 0
nn phi c x 0 >0.
Suy ra b iu khin ti u phn hi trng thi u ( x ) vi x tu l (hnh 2.24):
u ( x ) = sgn( x )
Ta cng s thu c kt qu trn nh nh l 2.12 m c th l t phng trnh vi
phn HamiltonJacobi:
0=
Bt ( x )
Bt ( x )
Bt ( x )
B ( x ) Bt ( x )
+ sgn t
1
x 1 = t +
x
x
t
vi iu kin bin B t ( x T ) = 0 . C th thy mt trong cc nghim l:

Bt(x)= x
136
B ( x )
= 1 a c i tng t x 0 ty ti im cui
Song nghim u = sgn t
x
x T = 0 th phi c:
1 nu x < 0
u(x)=
= sgn( x )
1 nu x > 0
S
w=0
i
tng
Ch : V phng trnh o hm ring HamiltonJacobi (2.96) ta nn lu :
1) Trong nhiu ti liu, phng trnh ny cn c gi l HamiltonJacobiBellman

ghi nhn cng lao ca Richard Bellman, ngi i u trong vic pht hin ngha
ng dng ca phng trnh HamiltonJacobi quen bit ca c hc c in i vi
lnh vc iu khin ti u ng hin i (xem thm mc 2.4.4).
2) Cho n nay cha c c mt kt lun no m bo cho s tn ti nghim B t ( x )
ca phng trnh vi phn o hm ring HamiltonJacobi. Hn na, cho d tn ti
B ( x )
nghim B t ( x ) th li cha m bo c rng vector p( x ) = t

x
s l bin
ng trng thi ca i tng (tha mn phng trnh EulerLagrange).

3) nh l 2.12 ch l iu kin . Tc l nu phng trnh HamiltonJacobi khng c
nghim th khng c ngha bi ton iu khin ti u (2.95) l v nghim, v rt c
th tn ti vector p(t ) khng ng nht bng 0 tha mn nguyn l cc i, song
khng phi l nghim
2.4
Bt ( x )
ca phng trnh HamiltonJacobi.
x
Phng php quy hoch ng (Bellman)
Trong khi hai phng php va c trnh by, phng php bin phn (mc 2.2)
v nguyn l cc i (mc 2.3), c bt ngun t bi ton ti u lin tc th phng
php quy hoch ng ca Bellman li c xut x t bi ton ti u khng lin tc vi m
hnh i tng dng phng trnh sai phn:
x k + 1 = f ( x k ,u k )
(2.98)
137
trong x k R l vector gi tr trng thi, u k R
l vector gi tr tn hiu iu khin
ti thi im t = k T a c gi li trong khong thi gian k T a t < ( k + 1 ) T a gia hai ln

trch mu:
x1k

xk= ,
k
xn

u1k
,
uk=
k
um
f1 ( x k , u k )
f=
f
x
u
(
,
)
n k k
Nhim v ca bi ton iu khin ti u l xc nh dy vector gm N cc gi tr

tn hiu iu khin ti u:
{ u0, u1,
, uN1}
sao cho vi n, i tng i c t trng thi u x 0 cho trc ti c im trng thi

cui x N cng cho trc sau ng N bc iu khin, ng thi hm mc tiu:
Q=
N 1
g( x k , u k )
(2.99)
k=0
t gi tr nh nht (xem li nh ngha 2.2, mc 2.1.1).

R rng bi ton ti u va pht biu trn thuc lp cc bi ton ti u khng lin
tc, c im trng thi u, im trng thi cui, khong thi gian iu khin l xc
nh hu hn v cho trc. V mt nguyn tc, bi ton ti u ng ny c th chuyn
c v dng bi ton ti u tnh bng cch biu din lp N+1 im trng thi x k ,
k=0,1,
, N theo u 0 , u 1 ,
, u N 1 nh sau:
)
g(f ( x1 , u1 ), u 2 ) = g(f ( f ( x 0 , u 0 ), u1 ), u 2 )
g(f ( x 2 , u 2 ), u3 ) = g(f ( f ( f ( x1 , u1 ), u 2 ), u 2 ), u3 )
g ( x 1 , u 1 ) = g f ( x 0 , u 0 ), u1
g(x2,u2)=
g(x3,u3)=
ri thay chng vo hm mc tiu (2.99) c hm mc tiu mi vi m N tham s. Song

do s lng tham s l m N s qu ln nn vic chuyn bi ton ti u ng v dng bi
ton ti u tnh nh vy khng phi l mt phng php tt.
Phng php hu hiu gii trc tip bi ton ti u ng khng lin tc trn l
phng php quy hoch ng ca Bellman (dynamic programing). N c dng ca mt
thut ton truy hi, chia bi ton ti u tnh vi m N tham s thnh dy lut quyt nh
138
ti u gm N lut u 0 , u 1 ,
, u N 1 vi mi lut gm m phn t v ton b php chia
c thc hin theo nguyn l ti u ca Bellman c trnh by di y.
2.4.1
Ni dung phng php
Nguyn l ti u ca Bellman
Nguyn l ti u ca Bellman c ni dung nh sau: "Mi on cui ca qu o

trng thi ti u cng s l mt qu o trng thi ti u".
C th kim chng c ngay tnh ng n ca nguyn l Bellman nh hnh minh
ha 2.25. Gi s qu o lin nt i t im x 0 qua x k n x N l ti u (gm hai on
v ) trong phn qu o t x k n x N li khng phi ti u. Vy th phi tn ti
on ti u t x k n x N (on ). Nh vy hm mc tiu Q t x k n x N theo on
phi c gi tr nh hn l theo on v do dc theo hai on hm Q c gi tr
nh hn l theo on . iu ny tri vi gi thit rng on l ti u.
on
Hnh 2.25: M t nguyn l ti u Bellman.
on
x0
xk
xN
on
Tt nhin rng pht biu trn ca nguyn l ti u cng ng vi mt on bt k

ca qu o trng thi ti u ch khng ch ring on cui, song phng php quy
hoch ng ta ch cn s dng on cui.
Da vo nguyn l ti u, ta s xc nh c quan h u k ( x k ) , k = 0 , 1 ,
, N1
cn phi c gia tn hiu iu khin ti u u k v trng thi ti u x k bng cch lp cng

thc biu din gi tr hm mc tiu (2.99) cho tng on cui nh sau (gi l hm
Bellman):
Bk =
N 1
g( x i , u i ) ,
k=0,1, , N.
(2.100)
i= k
Cc hm Bellman B k , k = N , N 1 , , 1 , 0 phi c gi tr nh nht dc theo qu o

trng thi ti u. Bi vy, khi c gi tr hm B k + 1 ca on cui ti u tnh t im
139
trng thi x k + 1 ta cng s xc nh c quan h u k ( x k ) phi c ca tn hiu iu khin

ti u ng vi im trng thi x k theo quy tc:
Bk
min
uk
g(xk,uk)+Bk+1
min
uk
hay
uk ,
min
, u N 1
Bk = min g( x k , u k ) +
min
Bk +1
uk
uk+1 , , u N 1
(2.101)
trong cc gi tr bin B 0 , B N c xc nh t (2.100) nh sau:

BN=0
B 0 = Q min
(2.102)
Hai vng tnh ca phng php: Vng ngc (k thut nhng) v vng xui
Cng thc (2.101) vi im xut pht (2.102) l cng c gip ta xy dng c cc

bc xc nh quan h u k ( x k ) phi c gia tn hiu iu khin v trng thi ti u. Ta
s gi cc bc tnh ny l vng ngc v n c th t thc hin i ngc t k=N (ng vi
im trng thi cui x N ) n k=0 (ng vi im trng thi u x 0 ). Vng tnh ngc ny
cn c gi l k thut nhng (imbedding technique).
Ni dung ca vng ngc nh sau:
Bt u t k = N ta c B N = 0.
Vi k = N 1 th t:
x N = f ( x N 1 , u N 1 )
v do x N l cho trc nn ta c c ngay quan h ti u:
uN1(xN1)
(2.103)
Thay quan h (2.103) tm c vo:

BN1= g(xN1,uN1)= BN1(xN1)
s c hm B N 1 ti u ch cn ph thuc theo x N 1
Vi N 2 k 0 th do hm B k + 1 ti u c c t bc trc ch cn ph thuc
theo x k + 1 , tc l B k + 1 ( x k + 1 ) , nn:
Bk = g(xk,uk)+Bk+1(xk+1)
= g ( x k , u k ) + Bk +1 f ( x k , u k
)
u
min
Gii bi ton ti u (tnh) trn ta c quan h ti u:

140
(2.104)
uk(xk) ,
(2.105)
Thay quan h (2.105) va tm c vo (2.104) c hm Bellman ti u:

Bk=Bk(xk)
Bng N bc tnh ngc t k=N1 n k=0 nh trn ta c c N cng thc m t
quan h u k = u k ( x k ) phi c gia tn hiu iu khin v trng thi ti u. Sau khi c
cc quan h ny th tng gi tr c th ca u k s c tnh nh m hnh (2.98) m t i
tng. Ta gi cc bc tnh ny l vng xui v n c thc hin ln lt t k = 0 ti
k=N1.
Ni dung ca vng xui nh sau:
Vi k = 0 c:
u0=u0(x0)
v c x 0
x 1 = f ( x 0 , u0 )
Vi 1 k N 1 cng c:
uk=uk(xk)
x k + 1 = f ( x k ,uk )
V d 2.15: Minh ha phng php quy hoch ng
Xt i tng l khu qun tnh bc nht c m hnh trng thi

xk+1=
x k + uk
.
2
i tng cn c iu khin qua 4 bc ( N = 4 ) t x 0 = 4 n x 4 = 0 sao cho

3
Q=
( x k2 + uk2 )
k=0
min.
Phng trnh Bellman ca v d ny c dng:

B k ( x k ) = ( x k2 + uk2 ) + B k + 1
Vi vng ngc ta c:
k=3:
T iu kin
1
( x 3 + u 3 ) = x 4 = 0 c ngay c u 3 = x 3 .
2
Suy ra hm Bellman ti u:
k=2:
B 3 = x32 + u32 = 2x32 .
Ta phi tm quan h u 2 ( x 2 ) ti u c:
141
x + u2
B 2 = ( x22 + u22 ) + B 3 = ( x22 + u22 ) + 2 2
2
min
u2
Do y l bi ton ti u khng b rng buc nn tm u 2 ( x 2 ) ta c th s

B2
x
dng iu kin cn
=0. Khi s c u2 = 2 . Vy:
u2
3
2
1
4 x22
x
x
.
B 2 = x22 + 2 + 2 x2 2 =
3
3
3
2
k=1:
Tng t, ta phi tm quan h ti u u 1 ( x 1 ) c:

B 1 = ( x12 + u12 ) + B 2 = ( x12 + u12 ) +
T iu kin cn
4 x1 + u1
3 2
min
u1
x
B1
=0 c u1 = 1 . Suy ra
u1
4
2
5 x12
x
x
4 1
B 1 = x12 + 1 + x1 1 =
.
3 2
4
4
4
k=0:
tm quan h ti u u 0 ( x 0 ) t
B 0 = ( x02 + u02 ) + B 1 = ( x02 + u02 ) +
ta s dng iu kin cn
B0=
5 x0 + u0
4
2
min
u0
B0
5x
=0 v c u0 = 0 . Suy ra:
u0
21
2
5 x0
5 x
26 x02
5 1
.
+ x0 0 =
4 2
21
21
21
x02 +
Vi vng xui th:

k=0:
x0=4
k=1:
x1=
k=2:
k=3:
p s:
142
u0=
x0 + u0 32
=
2
21
x + u1 12
x2= 1
=
2
21
x2 + u2
4
=
x3=
2
21
{uk}={
5 x0
20
=
21
21
Qmin = B 0 =
416
.
21
x1
8
=
4
21
x
4
u2= 2 =
21
3
u1=
u3= x3 =
20
8
4
4
,
,
,
}.
21
21
21
21
4
21
V d 2.16: Minh ha phng php quy hoch ng
minh ha tip phng php quy hoch ng Bellman ta xt bi ton ti u

khng lin tc c m t trc quan hnh 2.26. Trong hnh ny cc im trng thi
c nh du bng nhng k t A, B, , N. Cc con s trn tng on ni cc im
trng thi ch th gi tr hm mc tiu Q c c vi on , tc l chi ph cho ring
qu trnh chuyn i trng thi .
Bi ton t ra y l xc nh ng ni ti u t im trng thi u l A ti
im trng thi cui l N sao cho tng chi ph dc theo cc ng ni l nh nht.
30
B
7
36
28
25
7
6
29
C
32
Hnh 2.26: Xc nh qu o ti u
theo Bellman.
7
25
F
26
B1
11
9
G
6
B0
4
21
I
16
18
12
L
11
12
11
M
6
10
B2
18
B3
B4
B5
1) Trc ht ta tin hnh vng ngc (k thut nhng):

Nhim v ca vng ngc ny trong qu trnh i ngc t im cui N n im
u A l phi xc nh c tt c cc on ni c th thuc v qu o ti u, tc l xc
nh cc quan h ti u u k ( x k ) phi c.
Trong mi bc i ngc, theo nguyn l ti u ta xc nh on ni sao cho ng vi
n Bk nhn gi tr nh nht. Ch rng gi tr Bk nh nht ny ph thuc vo tng
im trng thi x k . ng vi x k khc nhau ta c gi tr Bk nh nht khc nhau.
Gi tr Bk nh nht ng vi tng im trng thi x k tm thy, s c ghi m ln
pha trn im trng thi x k . So vi v d 2.15, vic lm ny chnh l xc nh quan h
u k ( x k ) t iu kin Bk min ca vng ngc. Bng cch ghi gi tr nh nht tm c
pha trn im trng thi, th khi xc nh gi tr B k , ta khng cn phi tnh gi tr ca
Bk t im trng thi ti tn im cui N m ch cn cng s c trn on ni vi gi
tr Bk+1 ca im trng thi n i ti l .
143
k = 4 : Xut pht ngc t N c 3 ng dn t 3 im trng thi khc nhau l K, L v

M. Do ti mi im trng thi ny khng c s la chn no khc. Ta nh
du chng bng k hiu . y chnh l quan h u 4 ( x 4 ) cn tm. Gi tr B4 tng
ng cn thit n c N l cc s ta in m pha trn tng im trng thi K,
L, M.
k = 3 : Tip theo ta i ngc t cc im trng thi K, L, M v H, I, J v xc nh nhng
ng dn m vi n B3 c gi tr nh nht.
Chng hn t I ta c hai ng dn ch quan h u 3 ( x 3 ) , mt dn ti K v mt
dn ti L. Cng 4 vi B4=18 c 22 v 9 vi B4=12 c 21. V 21<22 nn B3=21.
Ta ghi li B3=21 ln trn im I v chnh l gi tr B3 nh nht ng vi im
trng thi I. ng ni t I m theo c B3=21 l ng dn ti L . N biu din
mi quan h ti u u 3 ( x 3 ) phi c cho im trng thi I v c nh du bng .
Tng t nh vy nhng i t im trng thi J ta cng xc nh c on ni
th hai ca quan h ti u u 3 ( x 3 ) . l ng ni t J ti L c gi tr B3 nh
nht l B3=16. N cng c nh du bng trong hnh 2.26 .
T im trng thi H c mt ng ni duy nht l ti im trng thi K. Do
n phi thuc v on ni ti u v cng c nh du bi . Gi tr B3 nh nht
tng ng l B3=25.
C tip tc theo ng trnh t cc bc nh vy cho ti im trng thi A l ta

hon thnh vng ngc.
2) Tip theo ta thc hin vng xui:
Sau khi thc hin xong vng ngc th cc quan h ti u u k ( x k ) l nhng ng
ni c nh du . Trong vng xui, ta ch cn xc nh qu o ti u bng cch t
A theo cc ng ni c nh du . Trong hnh 2.26 th qu o ti u tm c l
ng m nt. Gi tr Q nh nht chnh l B 0 = 36.
2.4.2
M rng cho trng hp hm mc tiu khng dng tng
C th thy phng php quy hoch ng c xy dng trn c s cc tnh cht

sau y ca hm mc tiu Q , c th l ca cc hm Bellman (2.100):
144
Cc hm Bellman B 0 , B 1 , , B N to thnh dy khng gim.
Mi mt hm B k lun vit tch c thnh

Bk=g(xk,uk)+Bk+1
trong hm
Bk+1=
N 1
g( x i , u i )
j = k +1
ch cha cc gi tr x k + 1 , x k + 2 , , x N - 1 v u k + 1 , u k + 2 , , u N - 1 .
T y, ngi ta m rng phng php quy hoch ng cho c nhng lp bi
ton ti u c hm mc tiu khng dng tng. Mt cch tng qut th phng php
quy hoch ng cng p dng c cho c nhng bi ton c hm mc tiu dng:
Q = B0(x0 , , xN-1, u0 , , uN-1)
tha mn:
1) Tch c, tc l lun biu din c thnh:
Bk=Bk(xk,uk,Bk+1),
k=0,1, ,N1
(2.106)
trong B k + 1 l hm ch cha cc bin x k + 1 , , x N - 1 v u k + 1 , , u N - 1 .

V d:
Hm Q= ( x02 + u02 ) + ( x12 + u12 )( x22 + u22 ) l tch c vi

B 2 = ( x22 + u22 ) ,
B 1 = ( x12 + u12 ) B 2
B 0 = Q = ( x02 + u02 ) + B 1
Nhng hm Q= ( x12 + u12 ) + ( x22 + u22 )( x02 + u02 ) th khng tch c.

2) Khi x k , u k c xem l hng th hm Bellman B k , k = 0 , 1 , , N 1 trong cng
thc (2.106) khng nghch bin vi i s B k + 1 .
V d:
Hm Q= ( x02 + u02 ) + ( x12 + u12 )( x22 + u22 ) c

B 2 = ( x22 + u22 ) ,
B 1 = ( x12 + u12 ) B 2
B 0 = Q = ( x02 + u02 ) + B 1
trong B 1 khng nghch bin vi B 2 v ( x12 + u12 ) 0 v B 0 cng khng

nghch bin vi B 1 .
Mt bi ton ti u khng lin tc c hm mc tiu vi hai tnh cht nh trn th
ng nhin cng s tha mn nguyn l ti u ca Bellman dng tng qut nh sau:
uk ,
min
, u N 1
Bk (x k , u k , Bk +1 ) = min Bk x k , u k ,
min
Bk +1
,
,
uk
u
u
k+1
N 1
145
v do nghim ca n cng c tm theo trnh t cc bc ca thut ton nu

mc 2.4.1 bao gm vng ngc (k thut nhng) v vng xui.
V d 2.17: Bi ton ti u khng lin tc c hm mc tiu khng dng tng
Tm dy tn hiu ti u u0 , u1 , u2 i tng c m hnh trng thi

xk+1=
x k + uk
.
2
a c t t x 0 = 3 n x 3 = 0 ( N = 3 ) v
Q = (3 x0 + u0 )2 + ( x12 + u12 )( x22 + u22 ) min.
Hm mc tiu trn trn tch c thnh:
B 2 = ( x22 + u22 ) ,
B 1 = ( x12 + u12 ) B 2
B0=Q=(3x0+u0)2+B1
ng thi B 1 khng nghch bin vi B 2 v B 0 cng khng nghch bin vi B 1 . Vy ta p

dng c phng php quy hoch ng tm nghim ca n.
1) Thc hin vng ngc (k thut nhng) c:
k = 2 : T iu kin
x2 + u2
= x 3 = 0 c c ngay u 2 = x 2 . Suy ra:
2
B2 = ( x22 + u22 ) = 2x22

1
k = 1 : B1 = ( x12 + u12 )2 x22 = ( x12 + u12 ) ( x1 + u1 )2 min
2
B1
T iu kin cn
=0 ta c
u1
u 1 = x 1 v B 1 = 0 .
k = 0 : B0 =( 3 x 0 + u 0 ) 2 + B 1 =( 3 x 0 + u 0 ) 2 min
Cungc t iu kin cn
B0
=0 ta c
u0
u0=3x0.
2) Thc hin vng xui ta c:
k=0: x0=3
u0=3x0= 9.
k=1: x1=
x0 + u0
=3
2
k=2: x2=
x1 + u1
=0
2
146
u1=x1=3.
u2=x2=0.
2.4.3
M rng cho trng hp im cui khng c nh
C th thy nguyn l ti u ca Bellman khng s dng gi thit im trng thi

cui x N l c nh. iu ny a n kt lun rng thut ton xc nh dy tn hiu
iu khin ti u bao gm hai vng tnh (vng ngc, vng xui) trnh by trn cng
p dng c cho c lp cc bi ton ti u khng lin tc c im trng thi cui x N
khng c nh (b rng buc bi iu kin S T hoc t do). Khi ta ch cn thay bc
u tin ca vng ngc l:
Tm quan h u N - 1 ( x N - 1 ) t iu kin x N = f ( x N 1 , u N 1 )
bng:
Tm quan h u N - 1 ( x N - 1 ) t iu kin min B N 1 trong nu x N b rng buc
u N 1
bi S T th cn c thm iu kin bin f ( x N 1 , u N 1 ) S T .

V d 2.18 ([12]): Trng hp im cui t do
Cho bi ton ti u khng lin tc:

xk+1=axk+buk,
Q=
1
2
N 1
k=0
a , b l hai hng s, x 0 cho trc, x N l ty
( x k2 + uk2 )
N l cho trc
1) Trc ht, thc hin vng ngc ta c:

k = N 1 : T iu kin: B N 1 =
1 2
( x N 1 + u 2N 1 ) min
2
c c ngay: u N 1 = 0 . Suy ra: B N 1 = h 0 x 2N 1 trong h 0 =

k = N 2 : T:
BN2=
1
.
2
1 2
( x N 2 + u 2N 2 ) + h 0 x 2N 1 min
2
xN1=axN2+buN2
c: u N 2 =
2abh0
1 + 2b2 h0
xN2
B N 2 = h 1 x 2N 2
4 a 2 b2 h02
1
1
vi h 1 = ( + h0 a2 ) ( + h0 b2 )
2
2
(1 + 2b2 h0 )2
147
k=Nj:
1 2
( x N j + u 2N j ) + h j 2 x 2N j +1 min
2
BNj =
T:
xNj+1 = axNj+buNj
c: u N j =
2abh j 2
1 + 2b2 h j 2
xNj
B N j = h j 1 x 2N j
4 a2 b2 h 2j 2
1
1
vi h j 1 = ( + h j 2 a2 ) ( + h j 2 b2 )
2
2
(1 + 2b2 h j 2 )2
2) Thc hin vng xui c:

uk =
2abh N k 2
2
1 + 2b h N k 2
vi k = 0 , 1 ,
2.4.4
xk
xk+1 =
a
2
1 + 2b h N k 1
xk
,N1
M rng cho h lin tc v phng trnh HamiltonJacobiBellman
C th thy nguyn l ti u ca Bellman khng gii hn ch ring cho h khng

lin tc. Bi vy phng php quy hoch ng c xy dng trn cng s p dng
c cho c h lin tc.
Bi ton lin tc t ra l: Hy xc nh tn hiu iu khin ti u u ( t ) :
dx
dt = f ( x, u)
T
(2.107)
trong im trng thi u x 0 = x ( 0 ) l ty cho trc, im trng thi cui x T = x ( T )

l bt k v khong thi gian T xy ra qu trnh ti u l cho trc.
Trc ht ta xy dng hm Bellman (2.100) cho trng hp h lin tc:
T
Jt(x,u)=
g( x, u)dt
t
Khi , mt cch hon ton tng ng, nguyn l ti u ca Bellman tr thnh:
~) }
min J t ( x , u ) = min { g( x, u )dt + min
J ( x, u
~
u
vi
0t<T
(2.108)
T nguyn l ti u ny ta xc nh c quan h phi c u = u ( x , t ) gia tn hiu

iu khin ti u u ( t ) v trng thi ti u x ( t ) ti mt im thi gian 0 t T bt k.
148
Thay ngc quan h u ( x , t ) vo J t ta c hm Bellman ti u ch cn ph thuc

thi gian t v bin trng thi ti u x ( t ) nh sau:
min Jt ( x, u) = Jt ( x, u( x, t )) =: Bt ( x )
u
Hin nhin rng ti im cui x T = x ( T ) lun c:

BT(xT) = 0
(2.110)
V ta i n:
nh l 2.13 (Phng trnh HamiltonJacobiBellman): Nu u ( t ) , x ( t ) l nghim bi ton ti
u (2.107) v B t ( x ) l hm Bellman ti u tng ng, th s c:

a)
b)
Bt ( x ) Bt ( x )
+
f ( x, u ) + g( x, u) = 0, vi mi 0 t T
x
t
B ( x ) = 0
T T
B ( x )
~) }
u = arg min
{ g( x, u~) + t
f ( x, u
~
u
x
(2.111)
(2.112)
Chng minh (xem thm mc 2.3.4 so snh):

a) K hiu x ( t ) = x v x ( t + ) = x , khi s c:
B t + ( x ) B t ( x ) = [B t + ( x ) B t + ( x ) ] + [B t + ( x ) B t ( x ) ]
=
Bt ( x ) d x
Bt ( x )
Bt ( x )
Bt ( x )
+
=
f ( x, u) +
x
x
dt
t
t
Mt khc:
Bt+(x) Bt(x) =
t +
g( x, u)dt
= g(x,u)
Vy:
Bt ( x )
Bt ( x )
f ( x, u) +
+g(x,u)=0
x
t
v chnh l (2.111). iu kin bin B T ( x T ) = 0 c suy ra ngay t (2.110).
b) i t (2.108) v (2.109) th:
{
B t ( x ) = min
~
u
t +
g( x, u~)dt + B t + ( x ) }
trong x = x ( t + )
= min
{ g( x, u~) + B t + ( x ) }
~
u
B x
{ g( x, u~) + B t ( x ) + t ( ) f ( x, u~ ) + Bt ( x )
= min
~
u
x
t
}
149
Suy ra
B x
Bt ( x )
= min
{ g( x, u~) + t ( ) f ( x, u~ ) }
~
u
x
t
Kt hp cng vi (2.111) c:
g(x,u)+
Bt ( x )
B x
f ( x, u ) = min
{ g( x, u~) + t ( ) f ( x, u~ ) }
~
u
x
x
v chnh l cng thc (2.112) phi chng minh.
Phng trnh (2.111) cng iu kin bin B T ( x T ) = 0 c gi l phng trnh

HamiltonJacobiBellman. So snh vi nh l 2.12 th n v nh l 2.13 l mt cu ni
gia nguyn l cc i Pontryagin v phng php quy hoch ng ca Bellman. S
khc nhau nh y ch l:
Du ca hm g ( x , u ) trong (2.96) ca nh l 2.12 l du tr () trong khi

(2.111) ca nh l 2.13 l cng (+).
Cng nh vy l trong khi nguyn l cc i xc nh u ti u theo:
{ g( x, u~) + Bt ( x ) f ( x, u~) }
u = arg max
~
x
u
(2.113)
th phng php quy hoch ng li xc nh theo (2.112), tc l:

B ( x )
~) }
u = arg min
{ g( x, u~) + t
f ( x, u
~
u
x
Tuy nhin, nu nh phng php quy hoch ng, ta ch cn thay mc ch bi ton:
T
Q =
g( x, u)dt
min
thnh:
T
Q = g( x, u )dt max
0
th (2.112) s tr thnh (2.113).

Ngoi ra, nu so snh vi phng php bin phn, p dng cho bi ton ti u
tuyn tnh (mc 2.2.2) vi khong thi gian T xy ra qu trnh ti u, th r rng nh l
2.13 cng vi phng trnh HamiltonJacobiBellman c ngha ng dng rng hn, v
n cn p dng c cho c lp bi ton ti u c i tng phi tuyn.
Mc d nh l 2.13 ch l mt iu kin cn, song trong thc t ngi ta vn
thng s dng n xc nh tn hiu iu khin ti u u ( t ) = u ( x ( t ) , t ) vi cc bc
nh sau:
150
1) T iu kin b), tc l t cng thc (2.112) ta xc nh quan h phi c ca tn hiu

Bt ( x )
, ni cch khc l xc nh:
iu khin ti u u vi x v
x
u=u(x,
Bt ( x )
)
x
(2.114)
2) Thay quan h (2.114) vo phng trnh vi phn o hm ring HamiltonJacobi

Bellman (2.111) v tm nghim B t ( x ) ca n tha mn iu kin bin B T ( x T ) = 0 .
3) Thay nghim B t ( x ) tm c vo (2.114) c tn hiu iu khin ti u u ( x , t ) .
V d 2.19: Minh ha phng trnh HamiltonJacobiBellman
Hy tm nghim u ( t , x ) ti u ca bi ton ti u lin tc:

dx
dt = x u, x0 = x(0) l ty cho trc, T = ln 3 v xT = x(T ) l bt k
T
Q = (3 x2 + u2 )dt min
0
Trc ht, t (2.112) vi:
~) +
g( x, u
Bt ( x )
~ ) min
~ 2 ) + Bt ( x ) ( x u
~) = ( 3 x 2 + u
f ( x, u
x
x
u
ta c iu kin cn phi c ca tn hiu iu khin ti u u:

u(x,
Bt ( x )
1 Bt ( x )
)=
x
2 x
Thay ngc kt qu tm c trn vo phng trnh HamiltonJacobiBellman

(2.111) s c:
2
0 =
Bt Bt
1 Bt
1 Bt
+
(x
)+ ( 3 x 2 +
)
t
x
2 x
2 x
2
Bt
Bt 1 Bt
2
+ x

+3x
t
x
4 x
(2.115)
tm c nghim ca phng trnh vi phn o hm ring (2.115) trc ht ta

nhn thy do phng trnh n c thnh phn c lp x 2 nn vi php thay nghim
B t ( x ) ca n bng mt hm tch bin:
Bt(x)= (t)x2
vi iu kin bin ( ln3 ) = 0
ta s chuyn c phng trnh vi phn o hm ring (2.115) v dng phng trnh vi

phn thng:
151
d
= 2 2 3 = ( 1)2 4
dt
Phng trnh vi phn ny c nghim:

dz
= ( z 2)( z + 2)
dt
4 =
trong z = 1 v z ( ln3 ) = 1
4
dz
d z2
=
ln
( z 2)( z + 2) dt dt z + 2
z2
1 4t
e
= ke4 t =
27
z+2
z(t) =
54 2 e4 t
v z ( ln3 ) = 1
27 + e4 t
(t) = z(t)+1 =
81 e4 t
27 + e4 t
Suy ra
Bt(x)=
81 e4 t
27 + e4 t
x2
v
u(t,x) =
81 e4 t
1 Bt ( x )
=
x = R(t)x
2 x
27 + e4 t
R( t )
C th thy R ( t ) chnh l b iu khin phn hi trng thi ti u (khng dng) ca bi

ton. Tuy nhin b iu khin ti u ny khng lm cho h n nh.
Li gii ca v d 2.19, c bit l php i bin chuyn phng trnh vi phn HJB
v dng phng trnh vi phn thng, l mt gi a ta n nh l sau:
nh l 2.14: Xt hai bi ton ti u cng c im cui x T , z T bt k nh sau:
dx
H1 :
= f ( x, u )
dt
Q = g( x, u)dt min
u
0
dz
H2 :
= Az + Bu
dt
Q = zT Ez + uT Fu )dt min
u
0
v gi s gia hai bi ton c php i bin vi phi (trn v kh nghch) z = m ( x ) .

Gi K l nghim i xng xc nh m ca phng trnh i s Riccati:
ATK+KA+KBF
BTK=E
cng nh Bt ( x ) = min g( x, u)dt v u*(x,t) l nghim ca bi ton H1. Khi s c:

u
m( x ) Bt ( x )
u * ( x, t ) = F B Km( x ) v Kz =
x x
1
Chng minh:
152
x = m1 ( z )
Hin nhin rng khi php i bin z = m ( x ) l vi phi th n chnh l php i trc
ta v hai bi ton ti u H1, H2 l tng ng. iu ny ch rng nu chuyn
nghim ti u (phn hi dng) F
B T K z ca bi ton H2 tm c theo phng php
bin phn quay v h trc ta x ca bi ton H1 ta s c nghim cho bi ton H1 ny.

Li rng vector:
Bt ( x )
x
chnh l vector bin ng trng thi p ca bi ton H1 trong h trc ta x . Do

nu chuyn n sang h trc ta z ca bi ton H2 th n phi l bin ng trng thi
K z ca H2 v chnh l iu phi chng minh.

V d 2.20: Xc nh b iu khin phn hi trng thi ti u
Cho bi ton ti u phi tuyn lin tc c im trng thi cui x T bt k v khong

thi gian xy ra qu trnh ti u l T = :
2( x12 + x2 ) + u
dx
1
v Q = 5( x12 + x2 )2 + u2 dt min
=
u
20
dt x1 4 x13 4 x1 x2 2 x1u
Hy xc nh b iu khin phn hi trng thi ti u u*(x,t) v kim tra xem b iu

khin ti u tm c c lm n nh h cho hay khng.
S dng php i bin vi phi:
x1
z
z = 1 = m( x ) = 2
x + x
z2
2
1
z1
x
x = 1 = m1 ( z ) = 2
z + z
x2
2
1
ta c:
2( x12 + x2 ) + u
dz
=
dt 2 x1 2( x12 + x2 ) + u + x1 4 x13 4 x1 x2 2 x1u
) (
2z + u 0 2
1
= 2
=
z + u
z1 1 0
0
cng nh:
Q=
1 2
1
1 T 0 0
2
2
2
2
2
z + u dt
5( x1 + x2 ) + u dt = (5 z2 + u )dt = z
20
20
2 0 0 5
Vy bi ton ti u phi tuyn ban u tr thnh bi ton ti u tuyn tnh:

1
dz 0 2
=
z + u
dt 1 0
0
vi
Q=
1 T 0 0
2
min
z + u dt
z
u
2 0 0 5
v do ta s p dng phng php bin phn tm nghim ca bi ton ti u tuyn

tnh ny. Do bi ton ny c:
153
0 2
A=
,
1 0
1
B= ,
0
0 0
E=
, F=1
0 5
vi E l ma trn i xng bn xc nh dng nn nghim K xc nh m ca phng

trnh Riccati (2.40) cho trng hp phn hi (trng thi) dng, cng i xng. K hiu:
k
K = 1
k2
k2
2
vi k1 < 0, k1 k3 k2 > 0
k3
ri thay vo phng trnh Riccati (2.40) ta c:

k1
k2
k2 0 2 0 1 k1
k3 1 0 2 0 k2
k12 + 2k2
k ( k + 2) + k
3
1 2
k2 k1
+
k3 k2
k2 1
0 2 0 0
(1 , 0 )
=
k3 0
1 0 0 5
k1 ( k2 + 2) + k3 0 0
=
k22 + 4 k2 0 5
Suy ra:
k12 + 2k2 = 0
k1 ( k2 + 2) + k3 = 0
2
k2 + 4 k2 = 5
H phng trnh trn c hai nghim:

k1 = 20
k2 = 5
k3 = 3 20
k1 = 20
k2 = 5
k3 = 3 20
song ch c nghim th hai mi lm cho K xc nh m. Vy:

20
K =
5
3 20
RLQR = F 1BTK =
20 , 5
B iu khin ti u trn mang n cho h kn (phn hi dng) ma trn h thng:

0 2 1
A + BRLQR =

1 0 0
20
20 , 5 =
1
3
c det(A+BRLQR) = 3 0
0
nn h kn ch cn bng duy nht ti gc ta . Do h kn l n nh.

Quay li h phi tuyn cho ban u, ta c b iu khin ti u cho n l:
u*(x,t)= RLQR z
z = m( x )
= 20 z1 5 z2
z = m( x )
= 20 x1 5( x12 + x2 )
v do php i bin l vi phi nn n cng lm cho h phi tuyn n nh.
154
Cu hi n tp v bi tp
1) Hy xc nh nghim u ( t ) ti u ca bi ton:
dx
= x+u
dt
Q(x,u)=
vi x ( 0 ) = x 0 = 1
v T l cho trc (im cui t do)
1T 2
x + (1 )u 2 dt min vi 0 1
2 0
2) Cho i tng vi mt tn hiu vo u m t bi:

x
trong x = 1
x2
Hy xc nh b iu khin phn hi trng thi hon ton (c bin lun) n nh
i tng theo quan im ti u nng lng, tc l vi b iu khin , khi c mt
nhiu tc ng tc thi nh bt h ra khi im cn bng 0 th sau h c kh
nng t quay v im cn bng 0 v nng lng cn thit cho qu trnh t quay v
l nh nht:
1
dx 0 2
x + u
=
dt
1 0
0
Q(x,u) =
1 T 4 2
1
x + u 2 dt min.
x
2 0 6 10
2
3) Xt bi ton xc nh b iu khin R ( t ) ti u phn hi (dng) trng thi cho i

tng khng dng, c im u x ( 0 ) = x 0 v khong thi gian T c nh, cho trc:
dx
=A(t)x+ B(t)u
dt
T
Q = [ x T C( t ) x + u T D( t )u]dt min
0
trong khi 0 t < T th C ( t ) l ma trn xc nh bn dng v D ( t ) l ma trn xc

nh dng. Chng minh rng:
R(t)= D
(t)BT(t)K(t)
vi K ( t ) l nghim xc nh bn m ca phng trnh vi phn Riccati

dK ( t )
= C(t)AT(t)K(t)K(t)A(t)K(t)B(t)D 1(t)BT(t)K(t)
dt
tha mn iu kin bin K ( 0 ) = (ma trn khng).

4) Cho bi ton ti u:
dx
=Ax+h(u)
dt
vi x ( 0 ) = x 0 v u U
T
Q ( x , u ) = b T x T + [ a T x + r(u)]dt min
0
trong im trng thi u x 0 = x ( 0 ) v khong thi gian T l cho trc, cn im

trng thi cui x T = x ( T ) l ty .
155
a)
Chng minh rng nu u ( t ) U l nghim ca bi ton th

~)
H ( x, p, u) = max
H ( x, p, u
~
u U
v p(t ) l nghim ca
b)
vi
H ( x, u, p) = pT [ A x + h(u)] [ a T x + r ( u ) ]
=
dt
x
dp
tha mn p(T ) = b .
p dng cho trng hp c th:

dx
= x+u,
dt
x0=0, |u|5, T=1

1
Q ( x , u ) = x T + (2 x + u 2 )dt min
0
5) Tm nghim u ( t ) ca bi ton ti u sau. Bin lun theo .

dx
= x+u,
dt
x ( 0 ) = 1 , T = 1 , | u | 1 , im cui x ( T ) l ty
T
Q ( x , u ) = x ( T ) + u 2 dt min
(>0)
6) Xt i tng iu khin
0
dx 0 2
x + u vi rng buc | u | 1 .
=
dt 0 0
1
Hy xc nh b iu khin phn hi trng thi lm n nh i tng theo ngha ti

u tc ng nhanh, tc l sau khi b mt tc ng tc thi nh bt ra khi im
cn bng 0, b iu khin s a c i tng quay tr v gc ta trong
khong thi gian T hu hn ngn nht.
7) Hy xy dng trong mt phng pha ng chuyn i gi tr ca tn hiu iu khin
n nh ti u tc ng nhanh cho i tng c m hnh trng thi sau:
d x x2 + u1
=
dt x1 + u2
vi | u i | 1 , i = 1 , 2
8) Cho i tng
d x x2
= vi rng buc
dt u
|u|1
Hy xc nh tn hiu iu khin ti u h i c t im trng thi u

a
x 0 = cho trc ti im trng thi cui x T l mt im bt k trn ng thng
0
x 1 + x 2 = 0 trong khong thi gian ngn nht v xc nh khong thi gian (bin
lun theo hng s a).
156
9) Cho h khng lin tc m t bi

xk+1 = 2xkuk
Hy xc nh dy tn hiu iu khin ti u
{u0 , u1, u2, u3}

sau 4 bc iu khin h i c t x 0 = 6 v gc ta x 4 = 0 v nng lng tiu
th tnh theo
(x k2 + 2uk )
3
Q=
k=0
l nh nht.
10) Cho h khng lin tc m t bi:
xk+1=
x k + uk
2
Hy xc nh dy { u 0 , u 1 , u 2 , u 3 } sau 4 bc iu khin h i t x 0 = 3 ti mt
im x 4 ty trong khng gian trng thi v nng lng tiu th tnh theo:
3
Q=
( x k2 + uk2 ) + x42
k=0
l nh nht.
11) Chng minh rng vi i tng tuyn tnh
xk+1=Axk+Buk
v hm mc tiu dng ton phng
N 1
Q = ( xkT Cxk + ukT Duk )

k =0
trong C l ma trn (i xng) xc nh bn dng, D l ma trn (i xng) xc

nh dng, dy gi tr tn hiu iu khin ti u { u k } tm c theo phng php
quy hoch ng lun c dng u k = R k x k trong R k , k = 0 , 1 , , N 1 l cc ma
trn hng.
12) Xt bi ton ti u lin tc:
dx
dt = x + u, x0 = x(0) l ty cho trc, T = 1 v xT = x( T ) l bt k
T
Q = ( x2 + u2 )dt min
0
a) Hy xc nh b iu khin phn hi trng thi ti u theo phng php bin
phn.
157
b)
Hy xc nh b iu khin phn hi trng thi ti u theo phng php quy

hoch ng ca Bellman.
c)
So snh hai kt qu tm c trn.
13) Cho h phi tuyn:

u
dx
=
dt x1 2 x1u
Hy xc nh b iu khin phn hi trng lm h phi tuyn cho l n nh ti
u theo ngha sau khi b mt tc ng tc thi nh bt h ra khi gc 0 th h li t
quay v 0 vi nng lng tn hao tnh bi:
Q = x14 + 2 x12 (1 + x2 ) + x22 + u2 dt
0
z x1
l nh nht. Gi : S dng php i trc ta z = 1 = 2
z2 x1 + x2
158
iu khin ti u ngu nhin
3.1 Mt s khi nim nhp mn

3.1.1
Qu trnh ngu nhin
nh ngha v m t chung
Khc vi loi tn hiu tin nh l vi nhng iu kin o nh nhau cc php o s

cho ra cng mt kt qu ging nhau th tn hiu ngu nhin x ( t ) , mc d cc php o
u c thc hin trong cng mt iu kin, song cc kt qu o s rt khc nhau. iu
ny gy khng t kh khn cho vic m t v x l chng.
Tuy nhin, nu bit c thm rng cc kt qu o nhn c ny c cng mt tnh
cht E no c trng cho tn hiu x ( t ) th vic m t tn hiu x ( t ) c th c thay
bng vic m t tp hp
x ( t ) ca tt c cc hm thi gian c cng tnh cht E trn. Tp
x ( t ) c gi l mt qu trnh ngu nhin, trong tn hiu x ( t )
nhn c ch l mt
phn t.
Mt qu trnh ngu nhin x(t) c m t mt cch y bi:
1) Hm phn b bc mt:
F(x,t)=P(x(t) x)
xc nh xc sut xut hin hm thi gian m ti thi im t c gi tr khng ln
hn gi tr x cho trc.
2) Hm phn b bc cao:
F(x1,x2 , ,xn,t1,t2 , ,tn)=P(x(t1)x1 ,x(t2)x2 , ,x(tn)xn)
xc nh xc sut xut hin hm thi gian m ti thi im tk c gi tr khng ln
hn gi tr x k , k = 1 , 2 , , n cho trc.
3) o hm ca hm phn b bc mt:
f(x, t) =
F ( x, t )
t
159
c gi l mt phn b . T mt gi tr x > 0 cho trc, tch f ( x, t) x s cho bit

xc sut xut hin hm thi gian nhn c trong khi o tn hiu m ti thi im t
c gi tr nm trong khong [ x , x + x ] .
4) o hm ca hm phn b bc cao:
f(x1,x2 , , xn, t1, t2 , , tn) =
5) Cho hai qu trnh ngu nhin
x(t)
nF
x1 x n
y(t).
Cng tng t nh vi mt qu trnh,
hm phn b cho hai qu trnh ngu nhin

F(x,y,t1,t2) = P(x(t1) x,
y(t2) y)
c hiu l xc sut xut hin hm thi gian ca

khng ln hn gi tr x v ca
tr y.
y(t)
x(t)
m ti thi im t1 c gi tr
m ti thi im t2 c gi tr khng ln hn gi
Mc d cc hm phn b c th m t c y tp x ( t ) , song n vn cn qu
phc tp. Do , thay v phi xc nh c th cc hm phn b ngi ta thng hay xc
nh cc tham s ngu nhin c trng ca n. Vi mt lp cc hm phn b c bit (v
d hm Gauss) hon ton c th t cc tham s ny xc nh c chnh xc cc hm
phn b.
Nhng tham s ngu nhin ca hm phn b bao gm:
1) Gi tr trung bnh (k vng):
mx(t) = M[x(t)] =
x f ( x, t )dx
2) Hm t tng quan:

rx(t1,t2) = M[x(t1)x(t2)] =
[x1 x2 f ( x1 , x2 , t1 , t2 )]dx1 dx2
Hm t tng quan chnh l gi tr trung bnh ca mi tng quan gia

thi im t 1 vi x ( t ) ti thi im t 2 .
3) Hm phng sai:
c x ( t 1 , t 2 ) = M [( x ( t 1 ) m x ( t 1 ) )( x ( t 2 ) m x ( t 2 ) )]
[(x1 m x ( t1 )) (x1 m x ( t1 )) f ( x1 , x2 , t1 , t2 )]dx1 dx2
4) Gi tr tn mt: x2 ( t ) = rx(t,t)
5) Hm h tng quan:
rxy(t1,t2) = M[x(t1)y(t2)] =
[xy f ( x, y, t1 , t2 )]dxdy
160
x(t)
ti
6) Hm hip phng sai:

c x y ( t 1 , t 2 ) = M [( x ( t 1 ) m x ( t 1 ) )( y ( t 2 ) m x ( t 2 ) )]
[(x m x ( t1 )) (y m y ( t1 )) f ( x, y, t1 , t2 )]dxdy
C th kim chng c ngay rng

cx ( t 1 , t 2 ) = rx ( t 1 , t 2 ) mx ( t 1 ) mx ( t 2 )
cxy(t1,t2) = rxy(t1,t2) mx(t1)mxy(t2)
Hai qu trnh ngu nhin
x ( t ) v y ( t ) c gi l khng tng quan, nu

r x y ( t 1 , t 2 ) = mx ( t 1 ) my ( t 2 ) .
c x y ( t 1 , t 2 ) = 0 , tc l
Qu trnh ngu nhin dng
Mt qu trnh ngu nhin
x ( t ) , nu c cc tham s ngu nhin khng ph thuc
vo im gc thi gian, tc l khng thay i gi tr khi trc thi gian c tnh tin mt
khong bt k, th qu trnh c gi l qu trnh ngu nhin dng.
Mt qu trnh ngu nhin dng x ( t ) c cc tnh cht sau:
f ( x , t ) = f ( x , t + ) vi mi R
m x ( t ) = hng s =: m x , trong k hiu =: ch php gn.
rx(t1,t2) = rx(0, t2t1) =: rx().
c x ( t 1 , t 2 ) = : c x ( ) = r x ( ) m 2x .
x2 ( t ) = r x ( 0 ) m 2x = hng s = : x2 .
Hai qu trnh ngu nhin
x(t)
y(t)
c gi l cng nhau dng, nu chng l
nhng qu trnh dng v hm h tng quan r x y ( t 1 , t 2 ) khng thay i gi tr khi tnh

tin trc thi gian mt khong bt k, tc l
rxy(t1,t2) = rxy(0, t2t1) =: rxy() = M[x(t)y(t+)]
C th thy ngay c rng, vi hai qu trnh cng nhau dng x(t), y(t) c:
cx y ( t 1 , t 2 ) = : c x y ( ) = r x y ( ) m x m y .
Qu trnh ngu nhin egodic
Mt qu trnh ngu nhin

t ton b tp hp
x(t)
x(t),
nu cc tham s ngu nhin thay v phi xc nh
c th c xc nh ch vi mt phn t i din x ( t ) bt k
161
ca tp, c gi l qu trnh ngu nhin egodic. Nhng qu trnh ngu nhin egodic
phi l cc qu trnh dng (iu ngc li khng ng) v c cc tnh cht sau:
1
2T
mx = lim
x( t )dt
T
T
1
2T
rx() = lim
x( t )x( t + )dt
r x ( ) l hm chn v r x ( 0 ) | r x ( ) |
lim rx ( ) = mx2
rxy() = lim
1
2T
x( t ) y( t + )dt
rxy() = ryx()
|rxy()|
1
[r (0)+ry(0)]
2 x
lim rxy ( ) = mx m y , nu x ( t ) v y ( t + ) khi l khng tng quan.
Cc qu trnh ngu nhin c xt trong k thut thng c gi thit l cc qu

trnh egodic v t nay v sau, mi qu trnh ngu nhin trong quyn sch ny, nu
khng ni mt cch chi tit s c hiu l qu trnh egodic.
Tng t, nu tn hiu x(t), y(t) l khng lin tc v c biu din di dng dy
gm N gi tr tn hiu { x k } , { y k } , 0 k N 1 , vi x k = x ( k T ) , y k = y ( k T ) v T l chu k
trch mu tn hiu, th hm tng quan c tnh bi:
rx ( mT ) =
1 N 1
1 N 1
xk xk+ m v rxy ( mT ) =
xk yk+ m
N k =0
N k=0
(3.1)
Hm mt ph v nh Laplace ca qu trnh ngu nhin egodic
nh Fourier S x ( j ) ca hm t tng quan r x ( ) ca qu trnh ngu nhin egodic
x ( t ) c gi l mt ph hp ca tn hiu. Do r x ( ) l mt hm chn nn S x ( j ) l
mt hm thc. Bi vy thay v S x ( j ) ngi ta thng ch vit S x ( ) .
nh Fourier S x y ( j ) ca hm h tng quan rxy() gia hai qu trnh ngu nhin
egodic
x(t), y(t)
c gi l mt ph cho ca tn hiu. Ch rng khc vi mt
ph hp S x ( ) , mt ph cho S x y ( j ) ni chung l mt s phc.

Mt qu trnh ngu nhin egodic x(t) c hm t tng quan dng hm dirac:
rx() = k(),
162
ni cch khc n c mt ph hp l mt hng s

Sx(j)=k
th qu trnh ngu nhin c gi l qu trnh n trng. Mi phn t ca mt qu
trnh n trng c tn l tn hiu n trng.
Cc hm:
S x ( s ) = Sx ( j ) j = s
S x y ( s ) = Sxy ( j )
j = s
c gi l nh Laplace (hai chiu) ca cc qu trnh ngu nhin egodic x ( t ) ,
3.1.2
y(t).
H ngu nhin v m hnh ton hc trong min phc
H ngu nhin c hiu l h c cc tn hiu vo/ra l nhng tn hiu ngu nhin.

m t h ngu nhin trong min phc ta phi s dng hm mt ph
S x ( j ) , S x y ( j ) ca cc tn hiu ngu nhin x ( t ) , y ( t ) . Chng c nh ngha l nh
Fourier ca cc hm tng quan r x ( ) , r x y ( ) ca cc qu trnh ngu nhin egodic
x ( t ) , y ( t ) m t x ( t ) , y ( t ) . Bi vy, s l hu ch nu chng ta n nhanh li y mt

s tnh cht c bn ca php bin i Fourier.
Php bin i Fourier
Xt tn hiu lin tc x ( t ) tha mn:
Nu x ( t ) khng tun hon th phi c:
x( t ) dt
<
Trong mt khong gii ni bt k lin tc tng khc ch c hu hn cc im cc

tr.
Ti im khng lin tc t0 c:
x(t0)=
1
[x(t00)+ x(t0+0)]
2
Khi x ( t ) c nh Fourier X ( j ) xc nh bi:
X(j) =
x( t )e
jt
(3.2)
dt
v ngc li x ( t ) cng c suy ra t X ( j ) theo:

x(t) =
1
2
X ( j )e
jt
(3.3)
Php bin i Fourier (3.2) v (3.3) c nhng tnh cht c bn sau:
163
1) Php bin i Fourier l mt ng cu (isomorphism), tc l va tuyn tnh va

song nh.
2) Nu x ( t ) l hm chn th nh Fourier X ( j ) l hm thc (phn o ca n bng 0).
Cn nu x ( t ) l hm l th X ( j ) l hm thun o (phn thc ca n bng 0).
3) Nu X ( j ) , Y ( j ) l nh Fourier ca x ( t ) , y ( t ) v tch chp:
x(t)*y(t) =
x( ) y( t )d .
c nh Fourier th nh s l X ( j ) Y ( j ) .
4) Tch z ( t ) = x ( t ) y ( t ) c nh Fourier l:
Z(j) = X(j)*Y(j) =
1
2
X ( j )Y [ j( )]d
trong X ( j ) , Y ( j ) l nh Fourier ca x ( t ) , y ( t ) .
5) Nu x ( t ) c:
supp x ( t ) = { t R x ( t ) 0 } hu hn
th nh Fourier X ( j ) ca n s c
supp X ( j ) = { R | X ( j ) | 0 } v hn
6) Nu:
a)
S x y ( j ) l mt ph cho gia hai qu trnh ngu nhin egodic x ( t ) , y ( t )
b)
x ( t ) l mt phn t bt k ca x ( t ) v X ( j ) l nh Fourier ca x ( t ) .
c)
y ( t ) l mt phn t bt k ca y ( t ) v Y ( j ) l nh Fourier ca y ( t ) .
th:
S x y ( j ) = X ( j ) Y ( j ) = X ( j ) Y ( j )
(3.4)
trong c l gi tr phc lin hp ca s phc c .

Xc nh m hnh hm truyn t
Cho mt h SISO (mt vo, mt ra) tuyn tnh, tham s hng vi tn hiu vo l
u ( t ) v tn hiu ra y ( t ) . Trong l thuyt iu khin tuyn tnh ta c bit khi c
hai tn hiu vo, ra l nhng tn hiu tin nh th h trn s c m t bng hm
truyn t G ( s ) , c nh ngha l t s gia nh Laplace Y ( s ) ca tn hiu ra y ( t ) v
nh Laplace U ( s ) ca tn hiu vo u ( t ) :
G(s)=
Y ( s)
U ( s)
G ( j ) = G( s) s = j =
Y ( j )
U ( j )
Hm G ( j ) c gi l hm c tnh tn (binpha) ca h.
164
(3.5)
Do cu trc m hnh m t h thng l phi bt bin vi kiu tn hiu vo/ra nn

khi cc tn hiu vo ra u ( t ) , y ( t ) l nhng tn hiu ngu nhin, cng thc (3.5) xc nh
m hnh nh trn ca h thng s khng cn ph hp, v bn thn chng cng li l
nhng hm ngu nhin ph thuc tn hiu vo ra. loi b c tnh ngu nhin ca
tn hiu vo ra u ( t ) , y ( t ) trong m hnh (3.5), ta s s dng hm mt ph S u ( j ) ,
S u y ( j ) thay v nh Fourier ca chng. Khi s c:
G( j ) =
Suy ( j )
Su ( j )
G ( s ) = G( j ) j = s
(3.6)
R rng (3.6) khng mu thun vi (3.5) v trong trng hp cc tn hiu vo ra l

tin nh ta s li c vi tnh cht (3.4) ca hm mt ph s ng nht gia chng
nh sau:
G( j ) =
3.1.3
Suy ( j )
Su ( j )
U ( j )Y ( j )
U ( j )U ( j )
Y ( j )
.
U ( j )
Bi ton iu khin ti u ngu nhin
Khi gii quyt mt bi ton iu khin, nhiu khi ta cn phi quan tm ti s nh

hng ca nhiu khng mong mun vo h thng cng nh c ln trong cc tn hiu
vo/ra. bi ton iu khin ti u, s tc ng ny ca nhiu nh hng trc tip n
hm o cht lng, tc l bn thn hm mc tiu nh ta nh ngha t trc ti nay s
b ph thuc vo nhiu cng nh vo sai lch m hnh h thng. Chng hn h thng vi
phng n iu khin p c m t bi hm truyn t G ( s ) xc nh theo (3.5). Do c
nhiu tc ng hay trong bn thn m hnh G(s) c sai lch bt nh nn gia m hnh
G ( s ) v h thc tn ti mt sai lch ngu nhin G , ko theo gia hm o cht lng
theo phng n iu khin Q( p ) v cht lng thc ca h cng c mt sai s ngu
nhin. V vy nghim ti u p tm c theo
Q( p )
min
p P
cng mang tnh ph thuc ngu nhin theo G nn khng th l phng n iu khin
ti u theo cht lng thc ca h thng.
loi b tnh ngu nhin ca hm o ch tiu cht lng trong bi ton iu khin
ti u, ta s thay mt hm Q( p ) c th bng tp tt c cc hm Q( p ,Q) bao gm c sai
lch ngu nhin Q . Khi tp
Q( p ,
Q) c xem nh l i din chung cho cht
lng h thng v phng n iu khin p no s c gi l ti u nu nh n

mang li k vng cht lng M [ Q ( p , Q) ] tt nht.
165
nh ngha 3.1 (Ti u ngu nhin tnh): Mt phng n iu khin p c gi l ti u nu
n tha mn
M [ Q ( p , Q) ]
trong
min
p P
Q( p , Q) l tp cc hm ngu nhin o cht lng h thng v M [ ]
l k
hiu ch php tnh ly k vng ca qu trnh ngu nhin (mc 3.1.1).

V d 3.1: (Xc nh ng tin nh vi s ln cn t nht)
Chc c nhiu bn c bit n bi ton xc nh s ln cn t nht vi mt chic

cn bn (hnh 3.1a) pht hin ng tin c khi lng nh hn 99 ng tin khc c
khi lng bng nhau trong tng s 100 ng tin cho. p s ca n l 5 ln cn vi
li gii c minh ha trong hnh 3.1b).
Tnh ngu nhin bi ton l s xut hin ng tin nh trong s cc ng tin
c ly t ln bn cn. p s 5 ln cn khng phi thc s l t nht trong tt c
cc phng n cn (k n tnh ngu nhin). Chng hn nu nh ngu nhin c ng
tin nh trong s hai ng tin c ly ra ln u tin t ln bn cn th r rng
n s c pht hin ch sau ng mt ln cn. Tuy nhin, p s 5 ln cn c tnh
cho trng hp xu nht, ni cch khc, n l gi tr ti u theo ngha khng ph thuc
vo s xut hin ngu nhin ca ng tin nh trong s cc ng tin c t ln bn
cn v do l li gii ca bi ton ti u ngu nhin cho.
a)
b)
11
33
11
11
4
100
33
11
34
Hnh 3.1: Minh ha v d 3.1 v bi ton

xc nh s ln cn t nht.
11
12
4
1
1
4
Tng t nh bi ton ti u ngu nhin tnh nu trong nh ngha 3.1 ta cng c

bi ton ti u ngu nhin ng nh sau:
166
nh ngha 3.2 (Ti u ngu nhin ng): Xt h MIMO (nhiu vo/ra) c vector tn hiu
u vo u ( t ) l ngu nhin, c m t bi m hnh trng thi:
dx
= f ( x, u) ,
dt
xR , uR
(3.7)
Mt tn hiu iu khin ngu nhin u ( t ) no s c gi l ti u nu n a h

(3.7) i c t x 0 = x ( 0 ) ti x T = x ( T ) trong khong thi gian T v lm cho:
T
M [ Q ( x , u ) ] = M g( x, u )dt min
0
trong x ( t ) l nghim ca (3.7) ng vi u ( t ) ti u v M [ ] l k hiu ch php

tnh ly k vng ca mt qu trnh ngu nhin.
Ch : Ging nh bi ton iu khin ti u ng xt chng 2, bi ton ti u
ngu nhin pht biu trong nh ngha 3.2 cng cn c chia nh thnh nhiu bi ton
c th hn na, ph thuc theo cc gi tr x 0 , x T l cho trc c nh, hoc cho trc

nhng khng c nh m b rng buc vo cc a tp S 0 , S T cng nh ph thuc vo
khong thi gian T xy ra qu trnh ti u l bit trc hay li l mt bin ti u cn
phi xc nh (xem li mc 2.1.2).
3.2 iu khin ti u ngu nhin tnh

3.2.1
Nhn dng trc tuyn tham s m hnh khng lin tc
Nhn dng trc tuyn (online) c hiu l nhn dng m hnh i tng trn c
s phi quan st (o) c tn hiu vo v tn hiu ra ca n.
Trong mc 1.6.2 ta xt bi ton xc nh trc tuyn tham s cho i tng SISO
khng lin tc, tin nh m t bi:
G(z) =
b0 + b1 z 1 +
1 + a1 z
+ bm z m
(3.8)
+ an z n
Sau y ta s xt bi ton tng t, nhng cho i tng ngu nhin, tc l i tng c

c tn hiu (khng lin tc) vo/ra:
uk=u(kT),
yk=y(kT),
k=0,1, ,N
l nhng tn hiu ngu nhin.

Trc ht ta thy, nu m hnh (3.8) m t chnh xc i tng th phi c:
m
bi uk i =
i=0
yk+
ai yk i
(3.9)
i =1
167
Khi , nu nhn c hai v ca (3.9) vi u k q v pha tri:

m
i=0
i =1
biuk quk i = ukq yk + aiuk q yk i
ri lp php tnh ly k vng, s c:
bi M [uk quk i ] =
m
i=0
ai M [uk q yk i ]
n
M[uk-qyk]+
i=0
i =1
i =1
bi ru (( q i)T ) = r u y ( q T ) + ai ruy (( q i)T )
(3.10)
Tuy nhin, do cc tham s ca m hnh l cn cn phi c xc nh, hay m hnh

(3.8) cha m t chnh xc i tng, nn gia hai v ca (3.10) tn ti mt sai lch. Gi
sai lch l e q , q = M , ,1,0 , 1 , ,M, trong M l ch s ct bt, c chn
khong bng 10% ca N nhm lm gim sai s r r [36], ta s c:
n
i =1
i=0
e q = r u y ( q T ) + ai ruy (( q i)T ) bi ru (( q i)T )
(3.11)
S dng k hiu vector v ma trn:

ruy (( q 1)T )
a1
r (( q n)T )
an
,
, fq = uy
p=
ru ( qT )
b0
b
r (( q m )T )
m
u
e M
e = e0 ,
eM
fT
M
T
F= f ,
0
T
f
ruy ( MT )
h = ruy (0)
ruy ( MT )
th cng thc (3.11), vit chung cho tt c q = M , ,1,0 , 1 , ,M, s l:
eq = ruy(qT) f T p
q
e = h F p
Lp hm mc tiu
Q( p) = e T e = ( h F p ) T ( h F p )
= pT ( F T F ) p + (2h T F ) p + h T h = pT A p + bT p + c
c
A
bT
sau xc nh vector tham s ti u:

p * = arg min Q( p)
th do Q( p) l hm ton phng, li, nn theo nh l 1.4 ta c ngay c p * l nghim
ca:
168
2A p* +b=0
(3.12)
T y ta i n thut ton xc nh tham s ti u cho m hnh (3.8) ca i tng

ngu nhin nh sau:
1) o cc gi tr tn hiu ngu nhin u k , y k , k = 0 , 1 , , N 1 ca i tng.
N
lm gim sai s r r (leakage) ri tnh gi tr
10
r u ( q T ) , r u y ( q T ) , q = M , , 1 , 0 , 1 , , M theo cng thc (3.1):
2) Chn mt ch s Lag M
1 N q 1
uu
ru ( qT ) = N k =0 k k + q
r ( qT )
khi
u
khi
q0
q<0
1 N q 1
uk yk+ q
ruy ( qT ) = N k = 0
r ( qT )
khi
yu
khi
q0
q<0
3) Tnh vector b v ma trn A t r u ( q T ) , r u y ( q T ) , q = M , , 1 , 0 , 1 , , M ri xc

nh p * theo (3.12).
3.2.2
Nhn dng trc tuyn (on-line) m hnh tuyn tnh lin tc
Nhn dng trc tuyn m hnh khng tham s
Ta xt bi ton nhn dng nh sau: Gi s ta bit t thng tin ban u v i

tng ngu nhin (thng tin Apriori) rng i tng l SISO, tuyn tnh, n nh, hp
thc cht v b nhiu n ( t ) tc ng u ra. Vy th n s c m t mt cch y
bi hm trng lng g ( t ) . Bi ton t ra y l trn c s cc kt qu o tn hiu vo
u ( t ) v ra y ( t ) ta phi xc nh hm trng lng g ( t ) sao cho sai lch gia tn hiu u
y( t ) ca m hnh hp thc cht (c ~
y( 0 ) = 0 ) :
ra y ( t ) ca i tng v ~
t
~
y( t ) = g( )u( t )d
(3.13)
l nh nht.
Gi s vic o cc tn hiu vo u ( t ) v ra y ( t ) ca i tng c thc hin bng
cch trch mu vi thi gian trch mu l T. Khi kt qu o trong khong thi gian
0 t < n T s l cc gi tr ca u ( t ) , y ( t ) ti t = k T , k = 0 , 1 , , N 1 . Ni cch ta s thu
c dy cc gi tr { u k } , { y k } vi:
uk=u(kT), yk=y(kT),
k=0,1, ,N1
169
Gi tr tn hiu u ra ~
yk = ~
y( kT ) ca m hnh ti thi im t = k T cng c suy ra mt
cch tng t t (3.13) nh sau:
N 1
~
yk = gnuk n
trong g k = g ( k T ) .
n=0
Nhim v nhn dng by gi l phi xc nh dy cc gi tr g n , n = 0 , 1 , ca hm

trng lng g ( t ) sao cho tng bnh phng ca sai lch
N 1
ek= yk ~
yk = y k gnuk n
n=0
l nh nht. Ni cch khc l phi lm cho:
ek
Q=
k =
k =
yk
N 1
gn uk n
min.
n=0
n(t)
u(t)
i tng
uk
Hnh 3.2: Bi ton nhn dng trc tuyn

m hnh khng tham s.
y0(t)
yk
M hnh
{gk}
y(t)
Quan st tn hiu
(trch mu)
~
yk
ek
y l hm nhiu bin theo g n , n = 0 , 1 , . Hm c dng ton phng, li vi gi

yk l chnh xc, tc l tn hiu u ra y k ca i
tr khng m v bng 0 khi v ch khi ~
~
tng ng bng tn hiu u ra y ca m hnh. Bi vy Q c gi tr nh nht th
k
Q
= 0 vi mi m = 0 , 1 , . iu ny dn n:
cn v l
gm
0=
N 1
N 1
yk g n uk n uk m = uk m yk g n uk n uk m .
k =
k =
n =0
n =0
k =
Thay k m bng q trong tng th nht v k n bng p trong tng th hai
N 1
p=
uq yq+ m = gn u pu p+ n m
q =
n=0
sau ly gi tr trung bnh ca hai v c c k vng, th:
170
N 1
1
1
uq yq + m = gn
u pu p+ n m
N q =
n=0
N p=
N 1
ruy ( mT ) = gn ru (( n m )T ) = gm * ru ( mT )
(3.14)
n =0
vi * l k hiu ch php tch chp v r u y ( ) l hm h tng quan, r u ( ) l hm t

tng quan ca hai tn hiu (ngu nhin) vo, ra.
Tip theo, ta chuyn hai v (3.14) sang min phc bng ton t Fourier khng lin
tc (DFT), s c:
Suy(jn)=G(jn)Su(n),
trong =
n=0,1,
2
l chu k trch mu tng ng trong min phc [36]. Vy:
(2 N 1)T
G(jn) =
Suy ( jn )
(3.15)
Su ( n )
l cc gi tr nhn dng c ca hm truyn t G ( s ) cn tm ca i tng, tc l nh

Fourier ca hm trng lng g ( t ) .
Cng thc (3.15) cho php nhn dng cc gi tr nh Fourier G ( j n ) ca hm
trng lng g ( t ) . Kt qu ca phng php nhn dng ny s khng b nh hng bi
nhiu u ra n ( t ) nu nhiu c k vng bng 0 v khng tng quan vi tn hiu vo
u ( t ) , v:
S u y ( j ) = Suy0 ( j ) + Sun ( j ) = Suy0 ( j )
=0
T y ta i n thut ton xc nh nh Fourier G ( j n ) ca dy hm trng lng
g n , n = 0 , 1 , . t cc gi tr tn hiu u k , y k , k = 0 , 1 , , N 1 o c, gm cc bc
nh sau (xem thm mc 6.2, hoc ti liu [36]):
1) Tnh gi tr r u ( m T ) , r u y ( m T ) , m = N + 1 , , 1 , 0 , 1 , , N 1 ca cc hm
tng quan bng cng thc bias sau:
1 N m 1
uu
ru ( mT ) = N k =0 k k + m
r ( mT )
khi
u
1 N m 1
uk yk+ m
ruy ( mT ) = N k =0
r ( mT )
khi
yu
khi
m = 0,1,
m = N + 1,
khi
, N 1
, 1,
m = 0,1,
m = N + 1,
, N 1
, 1,
171
2) Chn mt ch s Lag M
N
ri gn r u ( m T ) = r u y ( m T ) = 0 khi | m | > M lm gim
10
sai s r r (leakage).
3) Tnh (c th dng thut ton FFT tng tc tnh ton)
Su ( n ) = T
N 1
m = N +1
Suy ( jn ) = T
trong =
ru ( mT )e
N 1
m = N +1
jmn
ruy ( mT )e
2
2 N 1
jmn
n=0,1, ,2M
2
2 N 1
n=0,1, ,2M
2
v gi l chu k trch mu tng ng trong min phc.
(2 N 1)T
4) Tnh: G ( j n ) =
Suy ( jn )
Su ( n )
, n=0,1, ,2M
Nhn dng trc tuyn tham s m hnh i tng khng c thnh phn vi phn
Sau y ta s xt bi ton nhn dng tham s m hnh i tng SISO tuyn tnh
c tn hiu vo u ( t ) v ra y ( t ) ngu nhin, c m t bi hm truyn t:
G(s) =
Suy ( s)
Su ( s)
1 + b1 s +
+ bm s m
a0 + a1 s +
+ an s n
(n m)
(3.16)
trong S u ( s ) , S u y ( s ) l cc hm mt ph ca tn hiu vo u ( t ) , ra y ( t ) v b 1 ,
, b m , a 0 , a 1 , , a n l nhng tham s cn xc nh.
S dng ngay thut ton gii bi ton tng t vi cc tn hiu vo ra u ( t ) , y ( t )
tin nh c trnh by mc 1.6.2, nhng thay ch cho U ( j k ) , Y ( j k ) l cc gi
tr mt ph S u ( n ) , S u y ( j n ) , ta s i n cc bc nhn dng tham s m hnh
(3.16) ca i tng ngu nhin nh sau:
1) Xc nh (xem thm mc 6.2):
Su(n), Suy(jn), n=0,1, ,2M
t
uk=u(kT), yk=y(kT),
k=0,1, ,N1.
bng thut ton nhn dng mt ph va trnh by, trong :

M
2
N
c gi l ch s Lag v =
(2 N 1)T
10
2) Lp cc vector p, f , h v ma trn F nh sau:

k
172
( jk )Su ( k )
( jk )m S ( k )
u
,
Suy ( jk )
fk =
( jk )Suy ( jk )
( jk )n S ( jk )
uy
b1
bm
,
p=
a0
a
n
Su (0)
h=
,
S (2 M )
u
fT
0
,
F=
T
f
2M
3) Tnh p * ti u t:
trong A = F H F v
2A p* b=0
bT=2Re(hHF)
v ch s H v tr ly tha l k hiu ca php tnh chuyn v, ly lin hp.

Nhn dng trc tuyn tham s m hnh i tng khng c thnh phn tch phn
Ging nh lm mc 1.6.2 cho i tng tin nh, thut ton va trnh by

cng p dng mt cch tng t cho i tng SISO tuyn tnh vi tn hiu vo u ( t ) v
ra y ( t ) ngu nhin khng c thnh phn tch phn v c m t bi m hnh l hm
truyn:
G(s) =
Suy ( s)
Su ( s)
b0 + b1 s +
+ bm sm
1 + a1 s +
+ an sn
(n m)
(3.17)
trong ta ch cn thay p, f , h , F bng cc vector v ma trn mi nh sau:

k
a1
an
,
p=
b0
b
m
Suy ( jk )
( jk )Suy ( jk )
fk = ( jk )n Suy ( jk ) ,
( jk )S ( k )
u
m
( jk ) Su ( k )
Suy (0)
h=
,
S (2 M )
uy
fT
0
.
F=
T
f
M
2
Khi b tham s ti u p * cho m hnh (3.17) s l nghim ca:

2A p* b=0
vi
A=FHF
b T = 2 Re( h H F )
trong ch s H v tr ly tha l k hiu ca php tnh chuyn v, ly lin hp.
173
3.2.3
Nhn dng ch ng (off-line) m hnh tuyn tnh khng lin tc
Nhn dng ch ng tham s m hnh AR (Autoregressive)
H khng lin tc c m hnh AR c hiu l h tuyn tnh c hm truyn:

G( z ) =
1 + a1 z
+ an z
yk + ai yk i = uk
i =1
(3.18)
trong { u k } l dy cc gi tr tn hiu vo, { y k } l dy cc gi tr tn hiu ra ca h, vi

u k = u ( k T ) , y k = y ( k T ) v T l chu k trch mu. Nhim v bi ton nhn dng b ng
(offline) c t ra y l khi h c ch ng kch thch bng tn hiu n trng
u vo, v t dy hu hn cc gi tr tn hiu { y k } , k = 0 ,1, , N1 o c u ra,
ta phi xc nh cc tham s , a i , i = 1 , 2 , , n ca m hnh sao cho k vng ca sai
lch gia m hnh (3.18) v i tng l nh nht .
Trc ht, ta nhn c hai v ca m hnh (3.18) vi ykm v pha tri
n
yk m yk + ai yk m yk i = yk muk
i =1
sau ly k vng, s c:
n
ry ( mT ) + ai ry (( m i)T ) = ryu ( mT )
i =1
Nu gi gm =g(mT) l gi tr hm hm trng lng ca m hnh AR (3.18) ti cc

im trch mu mT , m=, , th do i tng c h s khuch i bng nn:
gm =
0
khi m = 0
khi m < 0
Ngoi ra, theo gi thit rng tn hiu u vo l n trng, ta cn c:

1 khi m = 0
ru ( mT ) =
0 khi m 0
bi vy t iu hin nhin
ryu ( mT ) = ruy ( mT ) = ru ( mT ) * g m = ru ( ikT ) g m k = g m

k =
ta c
khi m = 0
ryu ( mT ) = 0 khi m > 0

g
m khi m < 0
174
Suy ra
khi m = 0
ry ( mT ) + ai ry (( m i )T ) = 0 khi m > 0
i =1
g
m khi m < 0
n
(3.19)
Vit li (3.19) ln lt cho m = 0 , 1 , , n di dng ma trn ta i n

ry ( Ta )
ry (0)
ry (0)
ry (T )
ry ( nT ) ry (( na 1)T )
Hn
ry (( n + 1)T ) 1 0
a =

ry (0)
0
ry ( nT )
(3.20)
trong
a1

a=
a
n
y l phng trnh xc nh vector tham s a, t vic o tn hiu ra { y k } khi h c

kch thch bng tn hiu n trng u vo v c tn gi l phng trnh YuleWalker.
nh l 3.1: Vi cc tham s a, ca m hnh AR c xc nh t phng trnh
YuleWalker (3.20), k vng sai lch d bo tuyn tnh s nh nht, tc l:
2
M yk ykf min
ykf = ai yk i l gi tr d bo ca y k
trong
i =1
Chng minh:
Trc ht ta tnh k vng ca sai lch ek = yk ykf :
M[|ek|2]
n
= M yk + ai yk i
i =1
n
n
= M yk2 + 2 M yk ai yk i + M ai yk i al yk l

i =1
l =1
i =1
n
= ry (0) + 2 ai ry ( iT ) + ai al ry (( i l )T )
i =1
i =1 l =1
S dng k hiu:
ry (T )
r=
v
r ( nT )
y
H n 1
ry (0)
ry ( T )
ry (0)
ry (T )
=
ry (( n 1)T ) ry (( n 2)T )
ry (( n 1)T )
ry (( n 2)T )
ry (0)
175
ng thc trn vit c thnh

2
M[|ek| ]
= ry (0) + rT a + aT r + aT H n 1 a
= ry (0) r H n11 r + ( r + H n 1 a ) H n11 ( r + H n 1 a )
T
Ring biu thc th 3 cha vector tham s a phi tm. Bi vy khi a lm cho biu
thc ny c gi tr nh nht, n cng s lm cho M[|ek|2] c gi tr nh nht. Nhng ma
trn H n 1 l bn xc nh dng, nn biu thc th 3 s c gi tr nh nht khi
0

r + H n 1 a =
0

( r , Hn1 ) a =

(3.21)
So snh vi (3.20) ta thy ngay c l nghim ca (3.20) tha mn (3.21) v:
r (0) rT
Hn = y
r
H n 1
v l iu phi chng minh.

Mt cch hon ton tng t, ta cng s ch ra c:
nh l 3.2: Vi cc tham s a, ca m hnh AR c xc nh t phng trnh

YuleWalker (3.20), k vng sai lch ngoi suy qu kh s nh nht, tc l:
2
M yk ykb min v
ykb = ai yk + i l gi tr ngoi suy qu kh ca y k

i =1
S dng thut ton Levinson tm nghim phng trnh YuleWalker
Ma trn H n ca (3.20) c nhng tnh cht rt c bit, l:
H n l ma trn Toeplitz, tc l cc phn t ti hng th i, ct j c xc nh t

hiu ij v do ngi ta c th xy dng li c ton b ma trn ch t cc phn
t ca hng u tin v ct u tin.
H n i xng qua ng cho chnh, tc l H nT = H n . Kt hp vi H n l ma trn

Toeplitz, ngi ta ch cn cc phn t ca hng u tin l c c ton b
ma trn.
H n l ma trn bn xc nh dng. iu ny c th suy ra t tnh cht ca hm

t tng quan theo phng php quy np.
v nh c nhng tnh cht ny, Levinson xy dng mt thut ton lp gii phng
trnh YuleWalker kh tin ch s c trnh by di y.
176
Thut ton Levinson khng gii trc tip phng trnh YuleWalker (3.20) bc n
c cc tham s a 1 , a 2 , , a n v m ln lt gii (3.20) vi nhng bc i thp
hn, bt u vi i = 1 , sau cho i tng dn n n . tin trong trnh by ta s k hiu
phng trnh (3.20) cho bc i c n tnh i xng HiT = Hi nh sau:
ry (Ta )
ry (0)
ry (0)
ry (T )
ry ( iT ) ry (( i 1)T )
Hi
1
i

ry (( i 1)T ) a1[i] 0
=

ry (0) ai[i] 0
ry ( iT )
(3.22)
ni cch khc, cc tham s nay s c k hiu bng a1[i], a2[i], ... , ai[i], i nhn
mnh rng chng thuc v phng trnh YuleWalker bc i. Vn t ra cho bi ton
xy dng thut ton truy hi l xc nh i+1 tham s a1[i], a2[i], ... , ai[i], i ca (3.22) t
i cc tham s a1[i1], a2[i1], ... , ai1[i1], i1 ca phng trnh YuleWalker bc i1:
ry (Ta )
ry (0)
ry (0)
ry ( T )
ry (( i 1)T ) ry (( i 2)T )
Hi 1
ry (( i 1)T )
1
i 1

ry (( i 2)T ) a1[i 1] 0
=
ry (0) ai 1[i 1] 0
(3.23)
c gi thit l bit. Trc ht ta chng minh nh l sau:

nh l 3.3: Nu a[i] = ( a1[i], , ai[i])
v i l nghim ca (3.22) th chng cng s
tha mn:
ai[i] 0

=
Hi
a1[i] 0

1 i
(3.25)
Chng minh:
0
Nhn c hai v ca (3.22) vi ma trn J =

1
v pha tri ta c:
0
i
1
JHi
= J , trong 0 i l vector c i phn t u bng 0.
[
]
a
i
0i
Nu tip rng:
177
i 0
J = i
0i i
v J, Hi l hai ma trn i xng, tc l tch ca chng cng l mt ma trn i xng:
JHi = (JHi)T = HiJ
ta s c:
i
1
Hi J
= J
a[ i]
0i
ai[i] 0

= (.p.c.m)
Hi H i
a1[i] 0

1 i
By gi ta s xc nh quan h truy hi gia cc tham s ca (4.19) v (4.20).

nh l 3.4: Gia cc nghim:
a[i] = ( a1[i], , ai[i]) , i ca (3.22) v

T
a[i 1] = ( a1[i 1], , ai 1[i 1]) , i1 ca (3.23)

T
c quan h truy hi:

a)
a k [ i ] = a k [ i 1 ] + a i [ i ] a i k [ i 1 ] vi k =1, 2, , i1
2
b) i = i1(1ai[i] )
(3.26)
(3.27)
Chng minh:
Vi k hiu
ry (T )
r[i] =
,
r ( iT )
y
ry ( iT ) 0

r r i =
=
r (T ) 1
y

a1[i]
a[i] =
,
a [ i]
i
ai[i] 0

ar i =
=
a [ i ] 1
1
r[i]
0
1
a[i]
0
trong ch s r (reflection) ca vector r r [ i ] ni rng th t cc phn t ca n c o

li so vi r [ i ] , th t phng trnh (3.21) cho trng hp n = i + 1 ta c:
r[i] + Hi a[i] = 0i
Vector gm c i phn t 0.
K hiu tip
a1[i]
a[i] =
a [ i]
i 1
178
a[ i]
a[i] =
ai[i]
v
ry (T )
r[i 1] =
r (( i 1)T )
y
r[i 1]
r[i] =
ry ( iT )
ng thc trn s tr thnh
r[i 1] Hi 1 r r[i] a[i]
+ T
= 0i
ry ( iT ) r r [ i] ry (0) ai[i]
r[i 1] + Hi 1 a[i] + r r[i]ai[i] = 0i 1
(3.28)
Mt khc, khi n = i, cng thc (3.21) c dng:

r[i 1] + Hi 1 a[i 1] = 0i 1
(3.29)
Bi vy khi tr (3.28) v (3.29) theo tng v ta s c

Hi 1 ( a[i] a[i 1]) = r r[i]ai[i]
a[i] a[i] = Hi11 r r[i] ai[ i]
(3.30)
Ngoi ra, do Hi1 l ma trn i xng nn c J H i 1 = H i 1 J , trong J l ma trn

reflection
0
J =
1
bi vy sau khi nhn c hai v ca (3.29) vi J s c

J r[i 1] + JHi 1 a[i 1] = 0i 1
r r[i 1] + Hi 1 J a[i 1] = 0i 1
r r[ i 1] + Hi 1 ar[i 1] = 0i 1
ni cch khc ng thc (3.29) s khng i khi thay a [ i 1 ] bi a r [ i 1 ] v thay r [ i 1 ]

bng r r [ i 1 ] . Suy ra
Hi11 r r[i] = ar[ i 1]
(3.31)
Thay (3.31) vo (3.30) ta i n

a[i] a[i 1] = ar[ i 1] ai[ i]
(3.32)
v chnh l cng thc (3.26) phi chng minh.

Chuyn sang chng minh (3.27). T (3.32) v (3.22) ta c
179
1
1
0
i
1
= Hi
= Hi a[ i] = Hi a[i 1] + Hi ar[i 1] ai[i]
0
[
]
a
i
i
a [ i]
0
1
i
(3.33)
Do s hng th nht v phi c th bin i thnh
i 1
1
1 Hi 1

H
r
i
[
]
i 1

a[i 1]
a[i 1] =
Hi a[ i 1] = T
=
0i 1
0 r r [i] ry (0) 0 rT i 1
1
r
T
a[i 1] r r [ i] a[ i 1]
nn ng thc (3.33) c dng
i 1
0
i
+ H a [i 1] a [i]
0
=

i r
i 1
i
0i
1
T
r r [i]

[
1]
a
i
(3.34)
Tng t, ta lm vi s hng th hai trong tng v phi ca (3.34) s c:
T
a [i 1]
r [ i] r
0
0
r (0) r [i]
1
ar[i 1] ai[i] =
Hi ar[i 1] ai[i] = y
ai[i]
r[i] H
ar[i 1]
1
i 1
1
i 1 1
Mt khc, theo nh l 3.3 th t (3.23) ta cng c iu tng ng:
(3.35)
a [i 1] 0i 1
Hi 1 r
=
1 i 1
Do (3.35) tr thnh
T
a [i 1]
r [ i] r
a [ i]
0i 1
Hi ar[i 1] ai[i] =
i
1
i 1
Thay (3.36) vo (3.34) ta i n:
T
a [i 1]
r [ i] r
i 1
i
1

a [ i]
+
0i 1
0i 1
0i 1 =
i

i 1
1
0 T
r r [i]

a[i 1]
180
(3.36)
v t y suy ra:
ar[i 1]
ai[i]
1
i = i 1 + rT [i]
(3.37)
1
0 = rTr [i]
+ i 1 ai[i]
a[i 1]
1
rTr [i]
= i 1 ai[ i]
a[i 1]
(3.38)
Thay (3.38) vo (3.37) ta c c iu phi chng minh th hai (3.27):
i = i 1 i 1 ( ai[i])
Nh vy, nh l 3.4 vi hai cng thc (3.26), (3.27) cung cp cho ta kh nng
xc nh truy hi cc tham s a1[i], a2[i], ... , ai1[i] v i ca (3.22) t cc tham s
a1[i1], a2[i1], ... , ai1[i1], i1 ca (3.23) vi gi thit rng bit ai[ i ] ca (3.22). Ni
cch khc vn cn li phi gii quyt l i tm ai[ i ] .

tm ai[ i ] t cc tham s a1[i1], a2[i1], ... , ai1[i1], i1 ca (3.23), trc ht
ta vit li (3.26) nh sau:
1
1
0
[
]
a
i
[
1]
[
1]
a
i
a
i
1
i 1
=
+ ai[i]
ai 1[i] ai 1[i 1]
a1[i 1]
a [i]
0
1
sau thay vo (3.22) s c

1
1
0
i
[
]
a
i
0
[
1]
[
1]
a
i
a
i
1

1
i 1
= Hi
= Hi
+ ai[i]Hi
ai 1[i]
0
ai 1[i 1]
a1[i 1]
a [ i]
0
0
1

(3.39)
Nhng v
Hi 1 r r[ i] ry (0) rT [i]
=
Hi = T
r [i] ry (0) r[i] H
i 1
r

trong
ry (T )
r[i] =
,
r ( iT )
y
ry ( iT )
r r [i] = r r [ i ] =
r (T )
y
nn (3.39) c th vit c thnh

181
1
0
i
a [i 1]
0 Hi 1 r r[i] a1[i 1]
r (0) rT [i] i 1
= T
+ ai[ i] y
r[i] H
r r [ i] ry (0)
i 1 a [ i 1]
a [i 1]
0
1
i 1
0
0
1

ai 1[i 1]
a
i
[
1]
r T [ i]
1
i Hi 1
ai[i 1]

ai 1[i 1]
1
=
+ ai[i]
ai 1[i 1]
0 rT [ i] a1[i 1]
H

i 1
r
ai[i 1]
ai 1[ i 1]
(3.40)
Mt khc t (3.23) c:
1
i 1
[
1]
a
i
= 0
Hi 1 1
ai 1[i 1] 0
v vi nh l 3.3 cho trng hp i1 thay vo v tr ca i, ng thc (3.40) c bin i
thnh
ai 1[i 1]
i 1
r T [ i]
a [i 1]
0

i
=
+ ai[i]

0
0
0 r ( iT ) + i 1 r [( i k)T ]a [i 1]
y
y
k
0
k =1
i 1
So snh ring phn t cui cng ca hai v ta c

0 = ry ( iT ) +
i 1
ry[( i k)T ]ak[i 1] + ai[ i ] i 1
k =1
i 1
ai[i] =
ry ( iT ) + ry[( i k)T ]ak[i 1]

k =1
i 1
(3.41)
v chnh l cng thc cho php xc nh ai[ i ] t cc tham s ai[ i ] t cc tham s

a1[i1], a2[i1], ... , ai1[i1], i1 ca (3.23) c.
182
Trong trng hp i = 0 th t (3.22) c ngay c 0 = r y ( 0 ) . Ta i n thut ton

Levinson gii phng trnh YuleWalker (3.20) nh sau:
1) Gn 0 = ry(0)
2) Thc hin cc bc sau cho i=1, 2, ... , n .
a)
Tnh ai[ i ] theo (3.41).
b)
Tnh a1[i], a2[i], ... , ai1[i] v i theo (3.26) v (3.27).
Nhn dng offline tham s m hnh MA v ARMA
M hnh MA v ARMA l nhng m hnh m t h khng lin tc SISO c tn hiu

vo u k = u ( k T ) , tn hiu ra y k = y ( k T ) , vi:
M hnh MA (Moving average) c hiu l:

G( z ) = (1 + b1 z1 + + bn z m )
yk = uk + biuk i
i =1
(3.42)
M hnh ARMA (Autoregressive moving average) c hiu l:

G( z ) =
1 + b1 z1 +
+ bm z m
1 + a1 z
+ an z
n
m
yk + ai yk i = uk + biuk i
i =1
i =1
(3.43)
Trc tin ta s tp trung xt bi ton nhn dng ch ng (offline) tham s m

hnh MA, pht biu nh sau: Khi i tng (3.42) c kch thch bng tn hiu n trng
u vo, hy xc nh cc tham s m hnh l , b i , i = 1 , 2 , , m t dy hu hn
cc gi tr o c { y k } , k = 0 ,1, , N1 u ra sao cho k vng sai lch gia m hnh
v i tng l nh nht.
Phi ni rng vic xy dng mt cng thc tng t nh phng trnh YuleWalker
(3.20) tm , b i , i = 1 , 2 , , m , ging nh bi ton nhn dng tham s m hnh
AR, l c th, song kh nng ng dng ca n rt thp do quan h gia vector tham s b
v sai lch i tng/m hnh c tnh phi tuyn mnh, sinh ra bi c th m hnh MA.
Chnh v vy ta s khng i tip vo hng gii quyt m tm cch s dng li nhng
thut ton bit ca nhn dng ch ng m hnh AR phc v vic nhn dng tham s
m hnh MA. tng ny c c trn c s nguyn l i ngu Markov pht biu nh
sau: Vi mi mt m hnh MA (3.42) bao gi cng tn ti mt m hnh AR tng ng
bc v hn. Ni cch khc bao gi cng tn ti dy v hn cc tham s c1 , c2 ,
sao
cho:
m
1 + bi z i =
i =1
1 + ci z i
i =1
183
Da theo quan h i ngu trn th vic nhn dng tham s m hnh MA s c thay
th bng cc thut ton nhn dng tham s m hnh AR bit, tc l nhn dng cc
tham s c1 , c2 , . Sau tnh ngc b1 , b2 , , bm t c1 , c2 , . Tuy nhin nu ch s
dng quan h i ngu ny th s gp cc kh khn sau:
M hnh AR tng ng c bc v hn, tc l phi xc nh v hn cc tham s c1

, c2 , .
Vic tnh ngc b1 , b2 , ,bm t c1 , c2 , ng ngha vi vic tm nghim ca h

phng trnh c s cc phng trnh nhiu hn s n s nn thng gp phi
trng hp h v nghim.
loi b kh khn th nht, ta s thay m hnh AR bc v hn bng mt m hnh

AR bc hu hn s v cng vi n quan h i ngu c sa i thnh
m
1 + bi z i
i =1
1
s
1 + ci z
(3.44)
i
i =1
v do phi chp nhn mt sai s sinh ra bi s thay th ny. Cng vi s thay th ,

dy v hn c1, c2 , tr thnh dy hu hn c1, c2 , , cs . Tt nhin bc s cng ln, sai
s s cng nh.
trnh c kh khn th hai ta chn s > 2 m . Khi khng th s dng (3.44)
xc nh b1 , b2 , ,bm t c1, c2 , , cs m thay vo l xc nh c1, c2 , , cs sao cho k
vng sai lch gia hai v ca (3.44) l nh nht. K hiu:
m
s
B( z ) = 1 + bi z i v C( z ) = 1 + ci z i
i =1
i =1
ta s thy B(z) chnh l nh ton t z ca dy gi tr { b 1 , b 2 , , b m } v C(z) l nh z

ca { c 1 , c 2 , , c s } . Do theo (3.44), tch ca hai nh bng 1, tc l B ( z ) C ( z ) 1 nn
tch chp ca chng phi l hm m rng ac:
1
bi * ci =
0
nu
i=0
nu i 0
Suy ra
m
ci + bk ci k 0 khi i 1
k =1
v quan h ny ch thc s ng khi m hnh AR tng ng c bc v cng v cc

tham s c1 , c2 l chnh xc. Nhng y m hnh AR li c bc hu hn s v cc
tham s c1, c2 , , cs ca n cng ch c nhn dng t phng trnh YuleWalker, tc
184
l cc gi tr m ta c ch l nhng gi tr xp x. Do gia hai v ca chng tn ti

mt sai lch:
m
ei = ci + bk ci k 0
k =1
Bi vy mt thut ton no xc nh b 1 , b 2 , , b m t c1, c2 , , cs s c gi l

tt nht nu n mang li k vng sai lch M[ei2] nh nht. Nu trong bi ton va nu ta
xem 1, c1, , cs nh l dy { y k } th n s chnh l bi ton d bo tuyn tnh m ta
cp nh l 3.1. Do nghim b 1 , b 2 , , b m phi tha mn phng trnh
YuleWalker (3.20) vi vai tr dy { y k } c thay bng { 1 , c 1 , c 2 , , c s } .
Ta i n thut ton nhn dng ch ng tham s b 1 , b 2 , , b m v ca m
hnh MA (3.42) gm cc bc nh sau:
1) S dng thut ton nhn dng ch ng tham s m hnh AR xc nh c 1 , c 2 ,
, c s v t dy N gi tr o c { y k } , k = 1 , , N 1 ca tn hiu u ra khi
h c ch ng kch thch bng tn hiu n trng u vo, trong s>2m l gi
tr chn trc ty .
2) S dng thut mt ln na ton nhn dng tham s m hnh AR xc nh b 1 ,
b 2 , , b m t dy gi tr 1, c 1 , c 2 , , c s .
By gi ta chuyn sang bi ton th hai l nhn dng ch ng tham s m hnh

ARMA (3.43) khi h c kch thch bi tn hiu n trng u vo. Tng t nh
lm mc trc vi bi ton nhn dng tham s m hnh AR, ta nhn c hai v ca m
hnh (3.43) vi ykl v pha tri sau lp k vng cho c hai v, s c:
n
i =1
i =1
ry ( lT ) + ai ry (( l i)T ) = ryu ( lT ) + bi ryu (( l i)T )
Do i tng c h s khuch i bng nn nu gi g l = g ( l T ) l gi tr hm hm trng

lng ca m hnh ARMA th theo gi thit ca bi ton nhn dng ch ng phi c:
gl =
0
khi l = 0
khi l < 0
1 khi l = 0
v ru ( lT ) =
0 khi l 0
Nhng v:
ryu ( lT ) = ruy ( lT ) = ru ( lT ) * g l = ru ( iT ) g l i = g l
i =
nn:
185
khi l = 0
ruy ( lT ) = 0 khi l > 0

g
l khi l < 0
Bi vy vi l > m s c:
n
ry ( lTa ) + ai ry (( l i)T ) = 0
i =1
(3.45)
Tuy nhin (3.45) cng ch l cng thc gn ng. L do l cc gi tr r y ( l T ) ca hm

tng quan ch c th l cc gi tr xp x, chng c c l bi ta p dng cc thut
ton nhn dng hm tng quan t dy { y k } o c ca tn hiu u ra. Ni cch khc
gia hai v ca (3.45) tn ti sai lch:
n
el = ry ( lT ) + ai ry (( l i )T ) 0
i =1
Bi vy cc tham s a 1 , a 2 , , a n cn phi c xc nh sao cho k vng sai lch

M { e l 2 } l nh nht. So snh vi nh l 3.1 th y a 1 , a 2 , , a n chnh l nghim
ca bi ton YuleWalker ng vi cc gi tr u vo r y [ ( m + 1 ) T ] , r y [ ( m + 2 ) T ] ,
r y ( M T ) thay cho dy { y k } , trong M l s Lag ta chn khi s dng thut ton

nhn dng hm tng quan. Ta i n thut ton nhn dng tham s AR ca m hnh
ARMA nh sau:
1) Chn s Lag M >>n v s dng thut ton nhn dng hm tng quan xc nh
dy gi tr ry ( kT ) , k = 0,1, , M.
2) S dng cc chng trnh nhn dng offline tham s m hnh AR bit xc
nh a 1 , a 2 , , a n t dy cc gi tr r y [ ( m + 1 ) T ] , r y [ ( m + 2 ) T ] ,
, ry(MT)
ca hm tng quan.
3.3 iu khin ti u ngu nhin ng

3.3.1
B lc Wiener
Mc ch ca b lc
Mt trong nhng vn thng gp trong bi ton iu khin l kh nhiu. C

nhiu b kh nhiu nh b lc tn thp (loi b cc nhiu c tn s thp), b lc tn s
cao, b lc Wiener, b lc Kalman
B lc Wiener l mt khu tuyn tnh, n nh. Nguyn l lm vic ca n c m
t hnh 3.3. Tn hiu u vo ca b lc l u ( t ) b ln nhiu n ( t ) , tc l:
186
u(t) = u0(t)+n(t)
n(t)
trong u 0 ( t ) l tn hiu thc khng b ln

nhiu. u ra ca b lc l y ( t ) . Nhim v t
ra cho b lc G ( s ) l loi b c thnh phn
nhiu n ( t ) c ln trong u ( t ) , tc l phi to ra
c tn hiu u ra y ( t ) tha mn:
u0(t)
u(t)
G(s)
y(t)
Hnh 3.3: B lc Wiener.
y(t) u0(t)
Do tn hiu nhiu n ( t ) khng c cng ngun pht nh u 0 ( t ) nn y ta c th

xem chng l khng tng quan vi nhau. Nu c thm gi thit nhiu n ( t ) c gi tr
trung bnh (k vng) bng 0, th khi s c:
ru0n ( ) =0
Su ( j ) = Su0 ( j ) + Sn ( j )
Su0 ( j ) = Suu0 ( j )
Nhim v ca b lc l to ra tn hiu y ( t ) u ra ging nh tn hiu khng b ln

nhiu u 0 ( t ) u vo. nh gi cho s sai khc gia y ( t ) v u 0 ( t ) l hm sai lch:
e(t)=y(t)u0(t)=
g( )u( t )d u 0 ( t )
trong g ( t ) l hm trng lng ca b lc, tc l hm c nh Laplace l G ( s ) .

Nu ta n thun ch lp hm o cht lng ca b lc theo
~
Q = e2 ( t )dt
(3.46)
~
th r rng Q khng nhng ph thuc vo g ( t ) cn phi xc nh m cn ph thuc c
~ ~
vo tn hiu nhiu n ( t ) c ln trong u ( t ) , tc l Q = Q ( g , n ) . V vy khng th hy vng
rng thng qua vic xc nh:
~
Q ( g , n ) min
li c th nhn c mt hm g ( t ) bt bin vi nhiu n ( t ) .
c th trnh c s xut hin n ( t ) trong hm o cht lng b lc, ngi ta
khng s dng (3.46) m thay vo l k vng ca n:
1
T 2T
Q = M [ e 2 ( t ) ] = lim
( t )dt
(3.47)
v nh vy bi ton thit k b lc Wiener tr thnh mt bi ton ti u ngu nhin.

Do n ( t ) khng tng quan vi u 0 ( t ) nn Q c lp theo (3.47) cng s khng ph
thuc vo n ( t ) , tc l:
187
Q = Q(g)
v ta i n dng chun ca bi ton ti u tm hm trng lng g ( t ) m t bi ton

thit k b lc Wiener nh sau:
1
T 2T
Q ( g ) = lim
( t )dt
min
(3.48)
g P
trong P l tp hm trng lng ca cc khu tuyn tnh v n nh.

Cc bc thit k
tm c nghim ti u g ( t ) ca bi ton (3.48), trc ht ta cn n nguyn l

trc giao (orthogonal principle) pht biu nh sau:
nh l 3.5 (Nguyn l trc giao): Nghim ca bi ton ti u:
y(t)=
g( )u( t )d
u(t)=u0(t)+n(t)
~
Q = ( y u 0 ) 2 min
phi tha mn:
[y ( t ) u 0 ( t ) ]u ( t ) = 0 vi mi 0
Chng minh:
Trc ht ta trch mu thi gian vi chu k trch mu T thnh = k T , k = 0 , 1 ,

. Khi tiu chun ti u s c dng:
~
Q = gku( t kT )T u0 ( t )
k =0
vi g k = g ( k T a ) . Nu dy { g k } l nghim ti u ca bi ton th ti phi c
~
Q
=0,
gl
vi l = 0 , 1 , . Suy ra

2 gku( t kT )T u0 ( t ) u ( t l T ) T = 0 ,
k =0
gku( t kT )T u0 ( t ) u ( t l T a ) = 0 ,
=
k
0
l
l
Nh vy, nu cho T 0 ta s c iu phi chng minh:
g( )u( t )d u0 ( t ) u ( t ) = 0 .
0
188
Da theo nguyn l trc giao trn th tm nghim ti u ca bi ton (3.48) ta s

khoanh vng nghim bng cch xc nh cc hm trng lng g ( t ) m vi n c c:
M{[y(t)u0(t)]u(t)}=0
vi mi 0
T y, v khi kt hp vi cng thc nh ngha hm tng quan (mc 3.1.1), ta s i

n phng trnh tch phn WienerHopf cho vic xc nh tnh cht cn phi c ca
nghim g ( t ) ti u nh sau:
g( )ru ( )d
ruu0 ( ) = 0
vi mi 0
(3.49)
tm nghim g ( t ) t phng trnh tch phn WienerHopf (3.49), ngi ta t:

h()=
g( )ru ( )d
ruu0 ( )
Khi , do c:
g ( t ) = 0 vi t < 0
h()=0
vi 0
nn cng c vi nh Lapace hai chiu ca chng:

H ( s ) = G ( s ) S u ( s ) Suu0 ( s)
(3.50)
l hm bin phc c tt c cc im cc nm bn phi trc o (gi l hm phn bnanti

stable). Nh vy vic thit k b lc Wiener G ( s ) n nh chnh l bi ton tm hm bn
G ( s ) t cc hm Su ( s), Suu0 ( s) bit, sao cho vi n hm H ( s ) thu c theo (3.50) l
hm phn bn.
Bin i cht t phng trnh (3.50) ta s n c thut ton xc nh nghim ca
(3.50) gm cc bc nh sau:
1) Tnh mt ph S u ( s ) ca u ( t ) , tc l tnh nh Laplace ca hm t tng quan
r u ( ) ca tn hiu u ( t ) . Trong nhiu trng hp, khi m ch bit trc mt ph
Su0 ( s) ca u 0 ( t ) v S n ( s ) ca nhiu n ( t ) , th do u 0 ( t ) , n ( t ) khng tng quan, ta
cng c c
Su ( s) = Su0 ( s) + Sn ( s)
2) Vit li S u ( s ) thnh:
Su(s) = A (s)A+(s)
Suu
H = GA A + Suu0 = A + GA +0
trong A (s) l hm thchu t c cc im khng v im cc u nm bn tri

trc o (pha cc tiu) v A+(s) l hm thchu t c cc im khng v im cc
nm bn phi trc o.
189
3) Tnh t s:
R( s) =
Suu0 ( s)
A + ( s)
trong Suu0 ( s) l nh Laplace ca hm h tng quan ruu0 ( ) gia u ( t ) v u 0 ( t ) .

Nu thay v Suu0 ( s) ta ch c Su0 ( s) ca u 0 ( t ) th do tnh khng tng quan gia
u 0 ( t ) , n ( t ) ta cng s c Suu0 ( s) = Su0 ( s) .
4) Tch R ( s ) thnh:
R(s)=B (s)+B+(s)
H = A + GA B B+
trong B ( s ) l hm bn (gii tch trong na mt phng phc bn phi) v B + ( s )

l hm gii tch trong na mt phng phc bn tri, tc l c cc im cc nm bn
phi trc o (hm phn bn).
5) Chn:
B ( s)
G( s ) =
A ( s)
tc l chn G ( s ) sao cho GA B B+ = B+ , c H ( s ) = A + ( s ) B + ( s ) l hm

phn bn.
V d 3.2 ([57]): Thit k b lc Wiener
Hy thit k b lc Wiener, bit rng tn hiu hu ch u 0 ( t ) v nhiu n ( t ) c:

Su0 ( ) =
Sn()=1
1 + 2
Su0 n ( ) = 0
Vi nhng thng s cho th:

3 +2
S u ( ) = Su0 ( ) + S n ( ) =
1+2
v
Suu ( ) = Su0 ( ) =
0
2
1+2
Suy ra:
Su(s)=
3 s2
1 s2
s+ 3
s +1
s 3
s 1
A+
Suu ( s) =
T y ta c:
R(s)=
Suu
190
2
( s + 1)( s 3 )
0,73
0,73
+
s +1
s 3
B
B+
2
1 s2
Vy hm truyn t ca b lc l:
G(s)=
B
A
3.3.2
0,73
s+ 3
B quan st trng thi Kalman (lc Kalman)
Mc ch ca b quan st
Trong cc phng php iu khin phn hi trng thi ngi ta thng gi thit
vector tn hiu trng thi x l o c (nh cc b cm bin) phn hi ngc v cho b
iu khin. iu ny trong thc t thng khng thc hin c, n gin ch l v c
kh nhiu bin trng thi khng th o c trc tip m ch c th xc nh c mt
cch gin tip thng qua nhng tn hiu o c khc. Chng hn nh ng c xoay
chiu ba pha th bin trng thi dng t thng ca ng c l khng o c trc tip, n
ch c th xc nh c thng qua nhng i lng tn hiu o c trc tip khc l gi
tr dng in stator v gi tr tc vng quay ng c. Cng nh vy h c th ng
nng ca mt vt ang chuyn ng ch c th xc nh c thng qua vn tc v khi
lng ca vt
Trong mt h thng iu khin, cc vector tn hiu vo u ( t ) , ra y( t ) bao gi cng l
nhng tn hiu o c trc tip (measurable). Gi s nh cc b cm bin (sensors) ta
o c gi tr u ( t ) , y( t ) trong khong thi gian hu hn t 0 t < T . Khi , mt c
cu c nhim v xc nh gi tr trng thi x ( t 0 ) ca h thng ti thi im t 0 t nhng
gi tr u ( t ) , y( t ) o c trong khong thi gian hu hn t 0 t < T , s c gi l b
quan st trng thi (state observer). Ni cch khc, b quan st trng thi l mt c cu
c nhim v thc hin php bin i [38]:
x ( t 0 ) = q u( t ), y( t )
vi t 0 t < T trong T l hu hn.
Tt nhin rng khng phi mi h

thng ta u c th quan st c tn
hiu trng thi m ch vi nhng h
quan st c (observable), tc l h m
nx
dx
= f ( x, u ) + n x ( t )
dt
y = g( x ) + n y ( t )
tn ti ton t q( , ) v mt hng s
T hu hn tha mn (3.51). Nu hng s
hu hn T cn c chn ty , min
rng T > t 0 th h c gi l quan st
(3.51)
~
x
ny
B quan st
trng thi
c hon ton.
Xt h thng c m hnh trng thi
Hnh 3.4: Mc ch quan st trng thi.
191
dx
= f ( x, u ) + n x ( t )
dt
y = g( x ) + n y ( t )
trong n x ( t ) l vector cc tn hiu nhiu tc ng vo h thng v n y ( t ) l vector cc

tn hiu nhiu tc ng u ra. Nhim v t ra y l phi xy dng c b quan
st trng thi vi n c c ~
x ( t0 ) tha mn ~
x ( t0 ) x ( t 0 ) trn c s o cc tn hiu
vo ra u ( t ) , y( t ) trong khong thi gian hu hn t 0 t < T (hnh 3.4). V cu trc b
quan st trng thi khng c ph thuc nhiu n x ( t ) , n y ( t ) nn m hnh trng thi
ca n phi c dng:
d~
x ~~
= f ( x , u, y )
dt
~
x = x th cng phi c f ( x, u, y) = f ( x, u) . Suy ra:
Mt khc, nu c ~
d~
x
= f (~
x , u) + l( ~
x , y)
dt
vi
lim l( ~
x , y) =0
~
xx
(3.52)
v bi ton t ra y l phi xc nh l( ~
x , y ) tha mn:
lim l( ~
x , y) =0
~
xx
~
x(t) x ( t )
Thit k b quan st trng thi cho i tng tuyn tnh
Cho i tng tuyn tnh, b tc ng bi nhiu h thng n x ( t ) v nhiu u ra

n y ( t ) , m t bi m hnh trng thi:
dx
= Ax + Bu + nx
dt
y = Cx + n y
trong A R n
, BRn
(3.53)
m
, CRs
l cc ma trn hng, x R n l vector bin trng
thi, u R m l vector tn hiu vo (tn hiu iu khin), y R s l vector cc tn hiu ra,

n x R n l vector cc tn hiu nhiu tc ng vo h thng v n y R s l vector cc tn
hiu nhiu tc ng u ra.

y ta gi thit:
n x ( t ) , n y ( t ) l nhng (vector) tn hiu nhiu n trng c k vng bng 0, tc l:

mn = M [ n x ( t ) ] = 0
x
192
mn = M [ n y ( t ) ] = 0
y
Khi th
N (ma trn hng) khi = 0

rn ( ) = x
x
(ma trn c cc phn t bng 0) khi 0
(3.54)
N y (ma trn hng) khi = 0

rn ( ) =
y
(ma trn c cc phn t bng 0) khi 0
(3.55)
n x ( t ) , n y ( t ) khng tng quan vi nhau, n y ( t ) khng tng quan vi x ( t ) v

n x ( t ) khng tng quan vi x ( ) thi im trc ( < t ) , tc l
M [ n x nTy
= M[nyx
= M[nxx ()] =
Theo (3.52) th b quan st trng thi cho i tng tuyn tnh (3.53) s l:
u
d~
x
= A~
x +Bu+L( y C ~
x )=(ALC) ~
x +(B , L)
y
dt

v nhim v thit k ch cn li l xc nh ma trn L R
ns
(3.56)
sao cho c c:
~
x(t) x ( t )
x ( t ) ta s c:
Lp hm m t sai lch e ( t ) = x ( t ) ~
d e d( x ~
x)
=
=A(x ~
x )+nxL( y C ~
x ) = Ae+nxL(Cx+nyC ~
x)
dt
dt
nx
= ( A L C ) e + n x L n y = ( A LC ) e + ( I L )
ny

~
~
A
B
n
~
~
= A e + Bn
trong I l k hiu ch ma trn n v. T y suy ra [35]:

t ~
~
~
e ( t ) = e At e 0 e A( t ) Bn( )d
vi e 0 = e ( 0 )
(3.57)
c c iu mong mun ~
x ( t ) x ( t ) , tc l e ( t ) 0 , ta phi tm L sao cho:
T
Q = M[e e] =
M[ ei2 ] min
(3.58)
i =1
Thay (3.57) vo (3.58) c n cc gi thit v n x ( t ) , n y ( t ) nh (3.54), (3.55), sau

Q
Q
= , vi
l k hiu
tm L Q c gi tr nh nht bng cch xc nh nghim ca
L
L
ch ma trn Jacobi ca Q, ta s nhn c:
L=PC
N y1
(3.59)
193
vi P l nghim xc nh bn dng ca phng trnh Riccati:

PC
N y1 C P P A A P = Nx
T
(3.60)
Nh li bi ton bi ton iu khin ti u ng c trnh by mc 2.2.3 th

r rng vic xc nh ma trn L cho b quan st trng thi (3.56) bng hai cng thc
(3.59) v (3.60) nu trn chnh l bi ton thit k b iu khin ti u R = L T phn hi
m trng thi cho i tng i ngu ca (3.53):
dx
T
T
dt = A x + C u
Q = 1 xT N x + uT N u dt min
K
x
y
20
(3.61)
T y ta n c hai bc xc nh b quan st trng thi ti u ca Kalman nh

sau:
1) Gii bi ton ti u (3.61) c c ma trn R = L T l b iu khin ti u phn
hi m trng thi (b iu khin LQR cho i tng i ngu). Cc ma trn N x , N y
c xc nh t nhiu n x ( t ) , n y ( t ) theo cng thc (3.54), (3.55) trong N x phi l
ma trn xc nh bn dng v N y phi xc nh dng. nhiu bi ton ng
dng thc t, khi m thng tin ban u v nhiu n x ( t ) , n y ( t ) qu t c th xc
nh c c th N x , N y ngi ta thng hay chn chng l nhng ma trn n v
c s chiu ph hp vi s chiu ca x v u [20], [35].
2) Gn L tm c vo cng thc (3.56) c hon chnh m hnh b quan st trng
thi cho i tng (3.53).
V d 3.3: (Thit k b quan st trng thi Kalman)
Cho i tng SISO m t bi
1
dx 0 1
x + u + n x
=
dt 2 0
1
B
A
y = ( 0 1) x + n y
C
Hy thit k b quan st trng thi cho i tng, bit rng n x ( t ) , n y ( t ) l cc tn hiu

nhiu n trng vi:
8 6
N x =
6 9
Ny =1
Trc ht, ta gii bi ton ti u:
194
0 2
0
dx
T
T
x + u
= A x + C u =
dt
1 0
1
8 6
1
x + u 2 dt min
QK = x T
2 0 6 9
p dng thut ton thit k b iu khin phn hi m trng thi R = L T trnh by
mc 2.2.3, ta c:
1
R=1
0
L
1
trong
l
L = 1
l3
l3
l2
l nghim xc nh bn dng ca phng trnh Riccati

l1
l3
l3
l2
l
0
(0 1) 1
1

l3
l 2 2l
3
3
l l 2l l
1
2
23
l3 l1

l2 l3
l3
l2
l2 l3 2l1 l2 8 6
=
l22 4l3 6 9
0 2 0 1 l1

1 0 2 0 l3
l3 8 6
=
l2 6 9
l32 2l3 = 8
l2 l3 2l1 l2 = 6
2
l2 4l3 = 9
Gii h phng trnh trn v ch ly nghim xc nh bn dng ta c:

l
L = 1
l3
l3 4,5 4
=
l2 4 5
4,5 4
= ( 4 5 )
R = L T = ( 0 1 ) L = ( 0 1 )
4 5
4
L =
5
Vy b quan st trng thi ti u ca i tng cho l:

d~
x
=(ALC) ~
x +(B L)
dt
u

y
0 3 ~ 1 4 u
x +

=
2 5
1 5 y
3.3.3
B iu khin LQG (Linear Quadratic Gaussian)
Ni dung b iu khin LQG
Bi ton thit k b iu khin LQG, m trong nhiu ti liu, v d nh [30], [35],

[43], [45], cn gi l iu khin i tng tuyn tnh bn vng vi nhiu, c pht biu
195
nh sau: Cho i tng tuyn tnh tham s hng b tc ng bi nhiu n trng n x ( t )

vo h thng v n y ( t ) u ra, m t bi m hnh trng thi:
dx
= Ax + Bu + nx
dt
y = Cx + Du + n y
Hy thit k b iu khin phn hi tn hiu ra sao cho h c n nh ti u theo ngha

khi b mt tc ng khng mong mun nh bt ra khi im cn bng (im lm vic),
b iu khin s a c h quay tr v im cn bng c (im lm vic c) v chi
ph cho qu trnh quay v tnh theo:
Q=
1 T
x E x + u T F u dt
2 0
t gi tr nh nht.
Thot mi nhn, bi ton trn c nt ging nh bi ton thit k b iu khin ti
u ng LQR c gii quyt bng phng php bin phn mc 2.2.3 thuc chng
2. Tuy nhin n li c hai im khc rt c bn. l:
B iu khin l phn hi tn hiu ra, ch khng phi phn hi trng thi.
i tng c nhiu tc ng c vo h thng ln u ra.

nx
w
Hnh 3.5: Nguyn tc thit k b iu khin LQG.
ny
i tng
tuyn tnh
B iu
khin LQR
~
x B quan st
Kalman
B iu khin LQG
Mc d c hai im khc bit c bn nh vy, song nh tha mn nguyn l tch

c (ta s xt di y) ca h tuyn tnh m bi ton thit k b iu khin phn hi
tn hiu ra LQG s chuyn c v bi ton thit k b iu khin phn hi trng thi
LQR. Ni cch khc, b iu khin LQG s c thit k gm mt b iu khin ti u
phn hi trng thi LQR v mt b quan st trng thi Kalman mc ni tip nhau nh
m t hnh 3.5.
Ta i n thut ton thit k b iu khin LQG vi cc bc sau:
1) Thit k b iu khin ti u RLQR phn hi (m) trng thi x ( t ) , tc l b iu
khin LQR, cho bi ton:
196
dx
dt = Ax + Bu
Q = 1 xT Ex + uT Fu min
u
20
(3.62)
bng thut ton trnh by ti mc 2.2.3. Ni cch khc l phi tnh:

RLQR = F
BTL
trong L l nghim xc nh bn dng ca phng trnh i s Riccati:

LBF
BTLATLLA = E
iu kin bi ton ny c nghim l E xc nh bn dng v F xc nh dng.

Ch rng b iu khin phn hi trng thi LQR tm c nh trn cha m bo
chc chn lm n nh i tng (3.62) v n c thit k theo phng php
bin phn [35] cho bi ton ti u (3.62) c im trng thi cui x T ty . Nhng v
y c khong thi gian xy ra qu trnh ti u T = nn theo nh l Barbalas ta
cng phi c:
lim xT Ex + uT Fu = 0 lim xT Ex = lim uT Fu = 0
t T
t T
t T
lim xT Ex = 0 v lim u = 0
t T
t T
v F l ma trn xc nh dng. Vy im cui x T phi l im cn bng ca h kn.

im cn bng ny s l gc ta (v khi h kn s n nh) nu E cng l ma
trn xc nh dng hoc h kn ch cn bng duy nht ti gc ta . kim tra
xem h kn c cn bng duy nht ti gc 0 hay khng, ta ch cn kim tra xem ma
trn h thng ABRLQR c kh nghch hay khng l , tc l:
det(ABRLQR)0 x T = 0
x(t)
2) Thit k b quan st trng thi Kalman c c trng thi xp x gn ng ~
t cc tn hiu o c u ( t ) , y(t ) lm tn hiu u vo cho b iu khin RLQR.
y, li mt ln na ta p dng thut ton trnh by trong mc 2.2.3, nhng cho
i tng i ngu, tc l li tm b iu khin ti u phn hi m trng thi L T
(b iu khin LQR) cho bi ton:
dx
T
T
=A x+C u
dt
QK =
1 T
( x N x x + u T N y u)dt min
2 0
197
trong N x , N y l cc ma trn hm tng quan ca nhiu n trng n x ( t ) , n y ( t ) .

Cui cng, thay L vo cng thc (3.52) c m hnh ng ca b quan st:
u
d~
x
= (ALC) ~
x +(B , L)
y
dt

V d 3.4: (Thit k b iu khin LQG)
Cho i tng SISO m t bi

1
d x 1 2
x + u + n x
=
dt 3 4
2
B
A
y = (1 1) x + n y
C
Hy thit k b iu khin LQG vi:

Q=
1 T 1 0
1
x + u T Fu )dt = ( x12 + x22 + u 2 )dt min
( x
20
20
0 1
E
( tc l c F = 1 )
Trc ht ta gii bi ton tm RLQR l nghim ca:

1
d x 1 2
x + u
=
dt 3 4
2
Q=
1 2
( x1 + x12 + u 2 )dt min
2 0
p dng cc bc thut ton tm b iu khin ti u phn hi m trng thi trnh

by mc 2.2.3 (hoc lnh lqr() ca MatLab) ) ta n c:
RLQR = (2,73
4,24).
Tip theo, ta li tm L T l b iu khin ti u ca bi ton:

1 3
1
dx
x + u
= A T x + C T u =
dt
2 4
1
Q=
1 T
( x N x x + u T N y u )dt min
2 0
vi N x , N y c chn l cc ma trn n v c s chiu ph hp ( N x = I v N y = 1 ) .

Li p dng thut ton mc 2.2.3 ta c:
L T = (3,27
7,72)
3,27
L =
7,72
Vy b iu khin LQG s gm b quan st trng thi Kalman

198
u 2,27 1,27 ~ 1 3,27

d~
x
x +
= (ALC) ~
x + ( B , L ) =
dt
y 4,72 3,72
2 7,72
u

y
mc ni tip vi b iu khin tnh (hnh 3.5) l:

RLQR = (2,73
4,24).
Nguyn l tch (separation principle)
C l khi xem thut ton thit k b iu khin LQG va trnh by s khng t bn

c a ra cu hi liu thc s b iu khin c em li cho h thng cht lng nh
t ra. Cu hi l hon ton c l v cht lng t ra ch thc s t c nu
nh tn hiu u vo ca khu RLQR trong b iu khin LQG ng l tn hiu trng
thi x ( t ) , song b iu khin LQG th u vo ca RLQR li ch l ~
x ( t ) x ( t ) v sai s
x ( t ) ch tin n 0 khi t tin n .
e(t)=x(t) ~
Sau y ta s gii p thc mc trn thng qua vic xt v tr im cc ca h
thng, v phn ln ch tiu cht lng h thng c th hin qua v tr cc im cc ca
n.
B qua s nh hng ca nhiu n x v n y c lc nh b quan st Kalman, cu
trc h thng cho hnh 3.5 nay c bin i thnh hnh 3.6. Khi ta s c:
dx
=AxBRLQR ~
x +Bw
dt
d~
x
=LCx+(ALCBRLQR) ~
x +Bw
dt
v nu vit chung li s c:
d x A
=
x LC
dt ~
BRLQR
A LC BRLQR
x
w
~ +B
x
w
Hnh 3.6: Gii thch nguyn l tch
RLQR
~
x
dx
=Ax+Bu
dt
y =Cx
u
d~
x
=(ALC) ~
x +(B, L)
y
dt

199
Vy im cc ca h kn l nghim ca:
BRLQR
sI A
=0
det
LC
sI
A
LC
BR
+
+
LQR
Nhng v nh thc ca ma trn khng b thay i khi ta thay mt ct (hng) bng tng
ca n vi mt ct (hay hng) bt k khc, nn im cc h kn cng s l nghim ca:
sI A + BRLQR
det
sI A + BRLQR
+ BRLQR
=0
sI A + LC + BRLQR
sI A + BRLQR
det
BRLQR
=0
sI A + LC
det( s I A + B R L Q R ) det( s I A + L C ) = 0
iu ny chng t rng b quan st trng thi Kalman khng lm thay i v tr cc

im cc m b iu khin R L Q R phn hi m trng thi mang n cho h thng:
det( s I A + B R L Q R ) = 0
N ch a thm vo h thng cc im cc mi l nghim ca:
det( s I A + L C ) = 0
nh l 3.6: H LQG c cc im cc gm tt c cc im cc ca h ti u khng c b
quan st Kalman v cc im cc mi c a thm vo thng qua b quan st.
Cc im cc c a thm vo l nghim ca det(s I A + L C ) = 0.
M rng ra, nh l 3.6 cng ng cho mi b iu khin phn hi trng thi bt k

ch khng ch ring cho b iu khin phn hi trng thi ti u RLQR. Cng nh c
nh l 3.2 m mi bi ton thit k b iu khin phn hi u ra u chuyn c v
dng bi ton n gin hn l thit k b iu khin phn hi trng thi.
Ch rng nh l 3.2 ch ng cho h tuyn tnh. h phi tuyn, bng mt s v d
c th, ngi ta ch ra c l mc d b iu khin phn hi trng thi lm cho
h kn n nh, song khi ghp chung vi mt b quan st trng thi nht nh c b
iu khin phn hi tn hiu ra, h kn s khng cn n nh na.
Cu hi n tp v bi tp
1) Hy xy dng thut ton nhn dng trc tuyn tham s m hnh khng lin tc cho
i tng SISO ngu nhin m t bi:
200
G(z)=
1 + b1 z 1 +
a0 + a1 z
+ bm z m
+
+ an z n
2) Hy chng minh li nh l 3.2

3) Cho tn hiu lin tc x ( t ) . Khi nh Fourier ca n s l (nu tn ti):
X ( j ) = x( t )e j t dt
Hy vit cng thc tng ng xc nh nh Fourier X ( j ) ca tn hiu khng lin

tc { x k } , vi k , trong x k = x ( k T ) v t ch ra rng vic trch mu trong
min thi gian s sinh ra s chu k ha trong min phc, tc l phi ch ra rng
X ( j ) l mt hm tun hon.
4) Cho x ( t ) l mt tn hiu lin tc cng nh { x k } , k l dy cc gi tr trch
mu ca n. K hiu X ( j ) v X ( j ) . Chng minh rng gia hai nh Fourier
c quan h:
X ( j ) =
2
2
X j( k
T k =
T
v t nu ln iu kin cn cho vic chn thi gian trch mu T cng nh cho bn

thn tn hiu x ( t ) c c:
X ( j ) =
2
X ( j )
T
5) Cho dy gi tr tn hiu o c { x k } , 0 k N 1 . Cc gi tr:

n
xkf = ai xk i
i =1
xkb = ai xk + i
i =1
vi a i , i = 1 , 2 , , n l nhng s thc ty chn, c gi l nhng gi tr d bo

cng nh nhng gi tr ngoi suy qu kh ca { x k } . Chng minh rng trung bnh
k vng sai lch:
M ( xk xkf )2 + ( xk xkb )2
s nh nht khi v ch khi cc tham s a i , i = 1 , 2 , , n c xc nh t { x k } ,

0 k N 1 theo thut ton YuleWalker.
6) Chng minh rng b lc Wiener s to ra c:
a) M[y2]=M[u0y]
b)
Qmin = ru0 (0 ) g( )ruu0 ( )d

0
201
7) Hy thit k b quan st trng thi Kalman cho i tng:

1
dx 2 0
x + u + n x
=
dt 1 2
0
y=(1 1)x+ny
trong n x ( t ) , n y ( t ) , l cc tn hiu nhiu n trng c k vng ton hc bng 0.
202
iu khin ti u RH (iu khin bn vng)
4.1
Khng gian chun Hardy
4.1.1
Khng gian chun L2 v H2 (RH2)
Khng gian L 2
Khng gian L 2 ( R ) l khng gian Hilbert ca cc hm thc x ( t ) c chun bc hai:
x2 =
( t )dt
(4.1)
Tch v hng gia hai phn t x 1 ( t ) , x 2 ( t ) ca L 2 ( R ) c nh ngha l:
<x1,x2>=
x1 ( t ) y2 ( t )dt
(4.2)
Chia L 2 ( R ) thnh hai khng gian con l L 2 ( R ) gm cc hm thc x ( t ) ng nht
bng khng khi t < 0 v L 2 ( R ) gm cc hm thc y ( t ) ng nht bng khng khi t > 0 .
Do theo cng thc tch v hng (4.2) c
<x,y>=
x( t ) y( t )dt = 0
vi
x ( t ) L 2 ( R ) v y ( t ) L 2 ( R )
nn L 2 ( R ) chnh l khng gian trc giao ca L 2 ( R ) , tc l:
L 2 ( R ) = L2 ( R )
+
L2(R)=L2(R )L2(R )
Bn cnh L 2 ( R ) ta nh ngha tip L 2 ( j R ) l khng gian Hilbert ca cc hm phc
X ( j ) c chun bc hai:
X2 =
1
2
X ( j )
203
V gia L 2 ( R ) v L 2 ( j R ) tn ti php bin i Fourier

X(j)=
x( t )e
jt
dt
l song nh, tuyn tnh, bo ton chun (nh l Parseval):
1
2
( t )dt =
X ( j )
x2 =X2
nn kho st L 2 ( j R ) ta ch cn kho st L 2 ( R ) . Nhng kt lun c c v L 2 ( R )

cng s c suy ra cho L 2 ( j R ) thng qua php bin i Fourier. Ni cch khc, ngi
ta vn xem hai khng gian l tng ng vi nhau:
L2(R) L2(jR)
(4.3)
L2(jR) L2(R )L2(R )
(4.4)
Khng gian H 2 v RH 2
Khng gian vector chun bc hai, k hiu bng H 2 , l khng gian cc hm phc
X ( s ) ca bin phc s C m trong na h mt phng phc bn phi (min c phn thc
ca bin s c k hiu vi Re(s) ln hn 0) tha mn:
a)
l hm gii tch, tc l kh vi phc (xem thm phn ph lc),
b)
tch phn
1
2
X(c +
j ) d
(4.5)
b chn vi s thc dng c .

S thc nh nht trong tt c cc s thc chn trn ca tch phn (4.5) c gi l
bnh phng chun bc hai ca X ( s ) v c k hiu bi:
X 2 = sup
c>0
1
2
X(c +
j ) d
(sup gi tr chn trn nh nht)
(4.6)
Da theo ni dung nguyn l cc i modulus: "Nu mt hm bin phc xc nh v

lin tc trong mt min kn S , gii tch bn trong min th n ch c th c gi tr cc
i trn bin ca S " , chun X 2 trong H 2 s c tnh mt cch n gin hn so vi
cng thc (4.6) nh sau (xem thm mc 6.2.3):
X2 =
204
1
2
X ( j )
(4.7)
v theo gi thit X ( s ) l hm gii tch trong ton b na h mt phng phc bn phi,

nn tch phn (4.5) ch c th c gi tr cc i trn bin ca min l trc o.
Bn cnh H 2 ta nh ngha thm H 2 l khng gian cc hm phc X ( s ) ca bin
phc s C m trong na h mt phng phc bn tri (min c phn thc ca bin s nh
hn 0) l hm gii tch, tc l kh vi phc, v tch phn
1
2
X(c +
j ) d
vi
c<0
H 2
b chn.
+
GL2(jR)
H2
Do gia L 2 ( R ) v H 2 c php bin i

Laplace:
X ( s ) = x( t )e
st
Hnh 4.1: Gii thch ngha

cng thc (4.8).
dt
cng nh gia L 2 ( R ) v H 2 c php bin i Laplace hai chiu:

0
X(s)=
x( t )e
st
dt
u l song nh, tuyn tnh, bo ton chun nn tng t nh quan h (4.3), (4.4) y
ta cng c:
+
L2(R ) H2
L 2 ( R ) H 2
L 2 ( j R ) H 2 H 2
(4.8)
y l mt quan h rt p cho php ta kho st c mt phn t G ( j ) L 2 ( j R )

thng qua hai hnh chiu ca n ln H 2 v H 2 , tc l c th xem H 2 v H 2 nh hai
trc ta ca mt phng L 2 ( j R ) (hnh 4.1).
i vi bi ton iu khin, khng gian con ca H 2 , k hiu l RH 2 , gm cc hm
phc G ( s ) dng thchu t (cc h s l s thc)
G(s)=
b0 + b1 s +
+ bm s m
a0 + a1 s +
+ an s n
trong a i , b j R
c quan tm c bit. Ta c th thy t cng thc tnh chun (4.7) rng, cn v

mt ma trn thchu t thuc RH 2 l:
hp thc cht, tc l m<n hay lim G( s) =0,
bn, tc l tt c cc im cc ca G ( s ) u nm bn tri trc o.
205
Nh vy RH 2 l khng gian cc hm truyn t ca tt c cc h causal, tuyn tnh, n

nh v c bc ca a thc t s nh hn bc ca a thc mu s.
Khng gian con ca H 2 ch cha cc hm G(s) dng thchu t, c k hiu l
RH 2 . Tng t, ta k hiu khng gian con (theo ngha tng ng) ca L 2 ( j R ) ch
cha cc hm G(s) dng thchu t l R L 2 . Nh vy th:
RH 2 l khng gian cc hm thchu t, hp thc cht v bn.
RH 2 l khng gian cc hm thchu t, hp thc cht v c tt c im cc
nm bn phi trc o.
R L 2 l khng gian cc hm thchu t, hp thc cht v khng c im cc nm

trn trc o.
M rng cho ma trn hm phc (h MIMO)
Khi nim v khng gian RH 2 hon ton c m rng cho c tp hp cc ma trn

phc G ( s ) l ma trn truyn t ca h MIMO hp thc v n nh. Ni cch khc
khng gian chun RH 2 nhiu chiu l tp hp ca cc ma trn hm phc G ( s ) c cc
phn t l nhng hm thchu t, bn v chun xc nh bi:
G2 =
1
2
trace[G
( j )G( j ) d
trong trace( ) l php tnh vt ca ma trn v G H = G T (chuyn v v ly gi tr lin

hp cc phn t).
Cch tnh chun bc hai
Cho hm phc G ( s ) , thchu t, hp thc cht v bn, hay G ( s ) RH 2 . Chun

bc hai (4.7) ca n s c vit li thnh nh php gn s = j nh sau:
2
G 2=
1
G( s)G( s)ds
2j j
Nhng v G ( s ) hp thc cht, tc l lim G( s) =0 nn ta c th thay cn tch phn trn

s
bng ng ly tch phn C l na vng trn cha trc o, c bn knh bng v c

chiu ngc kim ng h. Nh vy ng ly tch phn ny bao ton b na mt phng
phc bn tri nn cng bao tt c cc im cc s i , i = 1 , 2 , ca G ( s ) , v G ( s ) l hm
bn.
T y suy ra:
206
G 2=
1
G( s)G( s)ds =
2j C
[G( s)G( s)]

Res
s
i
(4.9)
V d 4.1: (Xc nh chun bc hai)
Cho hm thchu t
G(s)=
2a
,
s+a
a>0
V G ( s ) hp thc cht v bn nn n c chun bc hai. p dng cng thc tnh (4.9) vi

G(s)G(s)=
4 a2
2a
2a
=
+
( s + a)( s + a) s + a s + a
v s 1 = a ta c:
2
G 2 = Res [ G ( s ) G ( s ) ] = 2 a
s1
G 2 = 2a .
Cng thc tnh chun (4.9) ch tin ch khi G ( s ) l hm phc (khng phi l ma
trn). Trng hp G ( s ) l ma trn ngi ta thng tm cch chuyn n v dng ma trn
hng s dng c cc php tnh ca i s ma trn v mt trong nhng cch chuyn
l biu din ma trn truyn t G ( s ) hp thc cht thnh dng m hnh trng thi:
dx
= A x + Bu
dt
y = Cx
tc l
G(s)=C(sIA)
(4.10)
Do G ( s ) l bn nn tt c cc gi tr ring ca A phi nm bn tri trc o.

nh l 4.1: Nu A , B , C l ba ma trn hng c quan h vi G ( s ) thchu t, hp thc
cht v bn theo cc cng thc (4.10) th
G
2
2
= trace( B T L o B ) = trace( C L c C T )
trong L o l ma trn quan st, l L c ma trn iu khin, c xc nh t cc

phng trnh Lyapunov sau:
ALc + Lc AT + BBT =
T
T
A Lo + Lo A + C C =
(4.11)
v l k hiu ch ma trn c cc phn t u bng 0.
207
Chng minh:
Gi g ( t ) l ma trn hm c nh Laplace l G ( s ) . Vy th:
Ce At B khi t 0
g(t)=
khi t < 0
Suy ra:
G
2
2
= g 2 = trace g T ( t ) g( t )dt = trace g( t ) g T ( t )dt
T
T
= trace B T e A t C T Ce At dt B = trace C e At BBT e A t dt C T
0
0
Lo
Lc
R rng:
L o = e A t C T Ce At dt
L c = e At BB T e A t dt
l nghim ca cc phng trnh Lyapunov (4.11).
4.1.2
Khng gian chun H v RH
Khi nim khng gian H v R H
Khng gian vector chun v cng, c k hiu bng H , l khng gian cc hm

phc, hay ma trn phc G ( s ) ca bin phc s C m trong na h mt phng phc bn
phi (min c phn thc ca bin s c k hiu vi Re(s) ln hn 0) tha mn:
l hm gii tch (kh vi phc),
b chn.
Gi tr nh nht trong s tt c nhng gi tr chn trn ca G(s) c gi l chun

v cng ca G(s) v k hiu bi
sup G( s) nu G( s) l hm
Re( s ) > 0
G =
sup (G( s)) nu G( s) l ma trn
Re( s ) > 0
(4.12)
trong ( A ) l k hiu ch gi tr suy bin ln nht ca ma trn A , tc l gi tr ring

H
ln nht ca ma trn tch xc nh dng A A .

Li da theo nguyn l cc i modulus, chun G trong H s c tnh mt
cch n gin hn so vi cng thc (4.12) nh sau:
208
sup G( j ) nu G( s) l hm
G =
sup (G( j )) nu G( s) l ma trn

v theo nh ngha, hm G ( s ) gii tch trong na h mt phng phc bn phi l min c

bin l trc o.
i vi bi ton iu khin, khng gian con ca H , k hiu l RH , gm cc hm
dng thchu t c quan tm c bit. Mt ma trn hm phc G ( s ) c cc phn t
l hm thchu t c tn gi l ma trn thchu t. Ta c th thy t cng thc tnh
chun (4.13) rng, cn v mt ma trn thchu t thuc RH l:
hp thc, tc l mn hay lim G( s) <,
bn, hay tt c cc im cc ca cc phn t trong G ( s ) u nm bn tri trc o.
Tnh chun v cng
Mi hm (ma trn) truyn t ca h causal v n nh u l phn t ca R H .

h SISO n nh, chun G ca hm truyn t ca h l khong cch ln nht t
mt im trn ng c tnh tn bin pha G ( j ) ti gc ta (hnh 4.2a), hoc l bin
ln nht ca ng c tnh tn logarith L ( ) = 2 0 l g G ( j ) ca h (hnh 4.2b).
cng l phng php hnh hc thng dng xc nh G cho nhng trng hp
G ( s ) c cu trc khng phc tp.
a)
L()
b)
ImG
D=0,1
=0
ReG
1 dec
D=1
40dB
c
Hnh 4.2: Cch xc nh chun v cng t ng th c tnh tn.
V d 4.2: (Xc nh chun v cng)
Cho hm thchu t
G(s)=
1 + bs
1 + as
209
Khi n s c ng th Bode L ( ) cho hnh 4.3. T ng th ta c ra

c:
b
nu b a
G = a
1 nu b < a
a)
b)
L()
L()
b
a
1
L()
L()
b
a
1
1
Bn cnh phng php hnh hc minh ha bi hnh 4.6 v v d 4.1, chun G

ca hm phc G ( s ) cn hay c xc nh bng phng php gii tch thng qua im
c m ti o hm ca G ( j ) b trit tiu. Sau xc nh G ( j c ) . Tc l:

d G( j )
d
=0
=c
G=G(jc)
V d 4.3: (Xc nh chun v cng)
Cho hm thchu t
G(s)=
1
1 + Ts
Khi :
G(j)=
d G( j )
1
1 + jT
G(j)=
2T
[1 + (T ) ]
3
2 2
=0
1
1 + ( T ) 2
c=0
Suy ra:
G=G(0)=1.
210
Hai phng php xc nh chun G nu trn u c chung c im l c

hnh thnh t gc nhn G ( s ) nh mt hm phc (ma trn phc) thun ty. M rng
ra, nu xem G ( s ) nh mt nh x tuyn tnh bin i vector tn hiu vo u ( t ) thnh
vector tn hiu ra y(t ) , tc l:
G: u(t)
y(t )
th theo [18], [30], [35] ta cn c mt cng thc tnh khc, c xy dng da trn nh
ngha v chun ca mt nh x tuyn tnh, nh sau:
y
G = sup
= sup y
u =1
(4.13)
y 2 Gu2
(4.14)
Tuy nhin cng thc (4.13) ny c ngha v mt l thuyt nhiu hn l ng dng.

Bn cnh hai cng thc (4.13), (4.14) gia cc loi chun ca u ( t ) , y(t ) , G ( s ) cn c
nhng quan h khc cng ng c lu tm, bao gm ([14], [35]):
1) G1G2 G1G2
y
2) G 2 = sup
u
u
y
3) g 1 = sup
u
= sup y
u =1
= sup y
u
=1
trong g ( t ) l hm (hay ma trn hm) c nh Laplace trong min phc l G ( s ) .

Tip tc, y ta s xt mi quan h gia H vi L ( j R ) l khng gian ca cc
hm (ma trn) phc G ( j ) c chun:
sup G( j ) nu G( j ) l hm
G ( j ) =
sup (G( j )) nu G( j ) l ma trn

nh ngha nh x f : H L ( j R ) vi f ( G ( s ) ) = G( s) s = j ta thy n l mt song

nh, tuyn tnh (gi l ng cu) v bo ton chun. Bi vy kho st H ta ch cn
kho st L ( j R ) . Nhng kt lun c c v L ( j R ) cng s c suy ra cho H thng
qua ng cu f ny.
211
Khng gian con ca L ( j R ) ch cha cc hm G(s) dng thchu t, c k hiu

l RL . Tng t, RH l khng gian con ca H gm cc hm G(s) thchu t. Nh
vy th:
RH l khng gian cc hm thchu t, hp thc v bn.
R L l khng gian cc hm thchu t, hp thc v khng c im cc nm

trn trc o.
4.2
Tham s ha b iu khin
Thc cht, phng php tham s ha (xut pht im t Youla) khng phi l bi
ton ti u. Song v n l cng c chuyn bi ton iu khin bn vng RH thnh bi

ton ti u (bi ton cn bng m hnh) nn n c xem nh l cng vic phi gii
quyt trc khi thc hin bi ton iu khin bn vng RH .
Cho h thng b nhiu tc ng u ra, c s cu trc m t hnh 4.4. Bi
ton t ra ca iu khin l tm b iu khin R ( s ) h c c cht lng nh
mong mun. Tt nhin rng mt trong nhng cht lng yu cu cn c u tin l phi
lm n nh h thng, k c vi tn hiu nhiu n ( t ) , nn R ( s ) cn tm phi l phn t
ca tp hp O gm tt c cc b iu khin lm h thng n nh (bn vng vi nhiu).
Nhng lm th no xc nh c tp hp O. cng chnh l ni dung nghin cu
ca phng php tham s ha Youla.
4.2.1
H c cc khu SISO
Trng hp i tng l n nh
Xt h c cc khu SISO vi cu trc

cho hnh 4.4, nhng c gi thit thm
i tng S ( s ) l n nh, hay
n
w
R(s)
S(s)
S ( s ) R H . Bi ton t ra l xc nh
tp hp O gm tt c cc b iu khin lm
n nh h thng.
Hnh 4.4: Nhim v bi ton tham s ha.
Gi
Q(s)=
R
1 + SR
R(s)=
Q
1 QS
s c
212
(4.15)
Vi b iu khin trn, hm truyn t Gwy ( s) ca h kn, tc l hm truyn t

gia tn hiu vo w ( t ) v tn hiu ra y ( t ) ng vi n ( t ) = 0 , l
Gwy ( s) =
SR
=SQ
1 + SR
v hm truyn t Gny ( s) biu din quan h gia tn hiu nhiu n ( t ) v tn hiu ra y ( t )

(ng vi w ( t ) = 0 ) l:
Gny ( s) =
1
=1SQ
1 + SR
Nh vy nu Q ( s ) l hm bn (Q R H ) th Gwy ( s) v Gny ( s) cng l hm bn, tc l

h kn n nh bn vng vi nhiu u ra. Ta i n khng nh:
nh l 4.2: Nu h kn c i tng n nh (S R H ) th mi b iu khin R ( s ) xc
nh theo cng thc (4.15), trong Q R H s lm cho h kn n nh bn vng vi

nhiu. Ni cch khc, tp hp O gm tt c cc b iu khin lm n nh h thng
c dng ph thuc tham s Q nh sau (hnh 4.5):
O={R=
Q
1 QS
QRH
}
n
B iu khin
Q(s)
Hnh 4.5: Cu trc b iu khin

n nh bn vng.
S(s)
S(s)
V d 4.4: (Xc nh tp O khi i tng n nh)
Cho i tng l khu qun tnh bc mt vi:

S(s)=
1
.
1 + Ts
Khi mi b iu khin R ( s ) lm h n nh bn vng vi nhiu u ra s c cu trc:

R(s)=
Q
(1 + Ts)Q
=
1 QS 1 + Ts Q
vi
QRH
Chng hn nu ta chn Q = 1 R H th:

R(s)=
1 + Ts
1
=1+
Ts
Ts
( l b iu khin PI)
213
v c hai hm truyn:
Gwy ( s) = S Q =
1
1 + Ts
Gny ( s) = 1 S Q =
Ts
1 + Ts
u l nhng hm bn.
Trng hp i tng khng n nh
Khi h c i tng
S(s)=
+ bm s m
B( s) b0 + b1 s +
=
A( s) a0 + a1 s +
+ an s n
(nm)
(4.16)
khng n nh, tc l S R H , hay A ( s ) khng phi l a thc Hurwitz, ta lun

chuyn c v trng hp xt trn bng cch bin i:
S(s)=
N ( s)
M ( s)
vi
N,MRH ,
(4.17)
tc l c hm thchu t t s N ( s ) v mu s M ( s ) l nhng hm bn. Vic c

c (4.17) t (4.16) l hin nhin, v chng hn ta ch cn chia c a thc B ( s ) v A ( s )
ca (4.16) cho mt a thc Hurwitz C ( s ) no c bc ln:
C(s)=c0+ c1s+
+cls
(ln)
l s thu c hai hm bn:

N(s)=
B( s)
C( s)
M(s)=
A( s)
.
C( s)
Gi s b iu khin R ( s ) c cu trc tng t:

R(s)=
U ( s)
V ( s)
vi
U,VRH
(4.18)
th hm truyn t Gwy ( s) ca h kn, m t quan h gia tn hiu vo w ( t ) v tn hiu

ra y ( t ) ng vi n ( t ) = 0 , s c dng:
Gwy ( s) =
SR
NU
=
1 + SR NU + MV
v hm truyn t Gny ( s) , m t quan h gia tn hiu nhiu n ( t ) v tn hiu ra y ( t )

ng vi w ( t ) = 0 , s l:
Gny ( s) =
214
MV
1
=
.
1 + SR NU + MV
R rng, nu nh c c quan h:
NU+MV =1
(tnh ng dng Bezout)
(4.19)
th c hai hm truyn t Gwy ( s) , Gny ( s) l nhng hm bn v do h n nh bn

vng vi nhiu u ra.
Nh vy vn xc nh b iu khin (4.18) lm h n nh (c vi nhiu u ra)
ch cn l tm U , V R H tha mn (4.19). Song phng trnh Bezout (4.19) li c v s
nghim, v chng hn khi c mt nghim l:
X,YRH
N X + M Y = 1 vi
(4.20)
th tt c cc hm
V=YNQ,
U=X+MQ ,
vi mi tham s Q R H , cng s l nghim ca n. Bi vy, mt cch tng qut th:

nh l 4.3: Nu i tng c hm truyn t dng
S=
N ( s)
M( s)
N,MRH ,
trong
th tp hp O gm tt c cc b iu khin lm h kn c cu trc cho hnh 4.4, n

nh bn vng s l:
O={R=
X + MQ
Y NQ
X , Y , Q R H v
NX+MY =1}
V d 4.5: (Xc nh tp O khi i tng khng n nh)
Cho i tng khng n nh vi hm truyn t:

S(s)=
1
2
s 3s + 2
Chn a thc Hurwitz bc hai

C(s) = (s+1)2
ta c
S(s)=
N ( s)
M ( s)
trong
N(s)=
1
1
=
C( s) ( s + 1)2
M(s)=
s 2 3s + 2 s 2 3s + 2
.
=
C( s)
( s + 1) 2
215
C th thy vi (xem thm v d 4.8):

X(s)=
s+6
19s 11
, Y(s)=
s +1
s +1
th
NX+MY =1
v hai hm X , Y ny u thuc R H . Thut ton xc nh X , Y , N , M R H t hm
truyn t S ( s ) ca i tng v t iu kin ng dng Bezout s c trnh by sau.
T y suy ra mi b iu khin c hm truyn t:
R(s)=
X + MQ (19 s 2 + 8 s 11) + ( s 2 3s + 2)Q

=
Y NQ
( s2 + 7s + 6) Q
vi
QRH
s lm h kn n nh bn vng vi nhiu. Chng hn, vi Q = 0 R H s c:

R(s)=
19s 11
.
s+6
Thut ton tm nghim phng trnh Bezout
Trong chng trnh ph thng ta c bit ti thut ton Euclid nhm xc nh

c s chung ln nht ca hai s nguyn n v m , k hiu l SCLN( n , m ) . c bit
thut ton va l li chng minh, va l cng c xc nh thm hai s nguyn x , y
khc tha mn:
n x + m y = SCLN( n , m ) = h
(4.21)
Thut ton Euclid thc hin cng thc (4.21) vi hai s nguyn n , m cho trc bao
gm cc bc sau y:
1) t r 0 = n v r 1 = m .
2) t x 0 = 1 , x 1 = 0 v y 0 = 0 , y 1 = 1 .
3) Chia r 0 cho r 1 c thng q 1 v s d r 2 tc l: r 0 = r 1 q 1 + r 2
216
a)
Nu r k =0 th dng vi p s x = x k 1 , y = y k 1 v SCLN( n , m ) = r k 1 .
b)
Chia r k 1 cho r k c thng q k v s d r k + 1 tc l: r k 1 = r k q k + r k + 1
a)
Tnh: x k = x k 2 x k 1 q k 1
b)
Tnh: y k = y k 2 y k 1 q k 1
V d 4.6: (Thut ton Euclid)
Cho n = 68 v m = 30. Vy th bng thut ton trn ta c c bng sau:

k
rk
68
30
qk
xk
yk
T bng trn ta c ra c:
x=4, y=9
SCLN( 6 8 , 3 0 ) = h = 2
684 + 30(9)=2.
Thut ton Euclid cn c m rng khng nhng tm SCLN( n , m ) = h v hai

s nguyn x , y ca hai s nguyn n , m tha mn (4.21) m cn xc nh tip hai s
nguyn u , v khc tha mn (xc nh bi s chung nh nht ca n , m ):
nu+mv=0
(4.22)
Khi , tng t nh cc bc tm x , y v SCLN( n , m ) = h trnh by, v cng

tin cho vic tnh ton, ngi ta sp xp cc s nguyn n , m , x , y , h , u , v tha mn hai
iu kin (4.21), (4.22) di dng ma trn nh sau:
x y
u v
n 1 0 h x y
m 0 1 0 u v
M
hoc
u v n 1 0 0 u v
x y m 0 1 h x y
M
ri i n:
1) Bt u vi ma trn M , ta tnh:
q 1 = n div m ,
trong div l k hiu ch php tnh chia ly phn nguyn. Nh vy:
r 2 = n q 1 m = n mod m
l phn d ca php chia (mod l k hiu php tnh ly phn d ca php chia).
Tip theo ta thay hng th nht ca M bng hiu ca n v tch ca hng th hai
vi q1 . Khi M tr thnh:
217
r2 1 q1
1
m 0
2) Thc hin li bc trn, nhng hon i vai tr ca hai hng cho nhau, tc l tnh
q 2 = m div r 2 , sau thay hng th hai bng hiu ca n vi tch ca hng th
nht v q 2 :
r2
r3
q1
1
q2 1 + q1 q2
trong
r 3 = m q 2 r 2 = m mod r 2
3) C thc hin ln lt hai bc trn cho ti khi c mt phn t ca ct u tin bng

0. Khi ta s nhn c kt qu:
h x y
0 u v
hoc
0 u v
h x y
Nu h = 1 th hai s nguyn n , m l nguyn t cng nhau.

Tt nhin thut ton Euclid m rng trn hon ton p dng c cho trng hp
n ( ) v m ( ) l a thc. Nu hai a thc n ( ) , m ( ) nguyn t cng nhau (khng
cng chia ht cho bt c mt a thc no khc c bc ln hn 0) th thut ton s xc
nh c cc cp a thc tng ng x ( ) , y ( ) cng nh u ( ) , v ( ) c:
n( ) x( ) + m( ) y( ) = 1, vi mi
n( )u( ) + m( )v( ) = 0, vi mi
(4.23)
Ta c th thy x ( ) , y ( ) phi nguyn t cng nhau ging nh n ( ) , m ( ) , v chng

hn nu chng khng nguyn t cng nhau th s tn ti mt gi tr 0 lm cho chng
cng b trit tiu v l iu phi l.
Thut ton Euclid m rng gip tm hai cp a thc x ( ) , y ( ) v u ( ) , v ( ) tha
mn (4.23) ng vi hai a thc n ( ) , m ( ) cng nguyn t cng nhau cho trc, bao
gm cc bc nh sau:
1) Bt u vi ma trn:
n( ) 1 0
M =
m( ) 0 1
ta thay hng th nht ca M bng hiu gia n v tch ca hng th hai vi:
q 1 ( ) = n ( ) div m ( ) .
Khi M tr thnh:
r2 ( ) 1 q1 ( )
1
m( ) 0
218
trong r 2 ( ) = n ( ) mod m ( )
2) Thc hin li bc trn, nhng hon i vai tr ca hai hng cho nhau, ta c:
q1 ( )
1
r2 ( )
r
(
q
1
+
q
(
)
q
(
)
2
1
2
3
vi
q 2 ( ) = m ( ) div r 2 ( )
r 3 ( ) = m ( ) mod r 2 ( )
3) C thc hin ln lt hai bc trn cho ti khi thu c ma trn c mt phn t ca
ct u tin bng 0:
u( ) v( )
x( ) ~
y( )
h( ) ~
0
hoc
~
h
(
)
x( ) ~
y( )
0
u
(
)
v
(
a thc h ( ) l SCLN ca n ( ) , m ( ) . Nu h ( ) = k l hng s khc khng th

n ( ) , m ( ) nguyn t cng nhau v kt qu s l:
~
~
x( )
y( )
x()=
,
y()=
.
k
k
V d 4.7: (Thut ton Euclid m rng)
Cho hai a thc

n()=
v m ( ) = 6 5 + 1 .
Khi thut ton trn s cho ra cc ma trn sau:
1 0
2
M= 2
6 5 + 1 0 1
1
1
5
6
6
6
62 5 + 1 0 1
25
125
25
+
6
6
36
114
+
5
25
252
1
5

6
6
6
25
36
114
+
5
25
6
6
+
5
25
1
6
25 2

6
6
6
+
5
25
v t ta c ra c:
h()=k=
6
25
36
114
~
x ( ) =
+
,
5
25
6
6
~
y( ) = +
5
25
219
u()= 252
125
25
+
,
6
6
v()=
25 2
Suy ra:
x()=
~
x( )
= 30+19,
k
y()=
~
y( )
= 5+1 .
k
Ch : Thut ton Euclid m rng va gii thiu l mt phng php tng qut
gii h phng trnh (4.23). Tuy nhin trong mt s trng hp c bit, ta c th tm
nghim ca (4.23) mt cch n gin hn m khng cn phi s dng thut ton Euclid
m rng phc tp nu trn. Chng hn, nu a thc n ( ) c p nghim 1 , 2 , , p

khc nhau i mt th vi gi thit m ( ) l a thc bc p1:
m() = a1+a2+
+ap
p1
ta s c cc h s ca n c xc nh t (4.23) nh sau:
m( 1 )( a1 + a21 +
m( p )( a1 + a2 p +
m( 1 ) m( 1 )1
m( 2 ) m( 2 )2
m( p ) m( p ) p
+ a p1p1 ) = 1
+ a p pp1 ) = 1
m( 1 )1p1 a1 1

m( 2 )2p1 a2 1
=

p1
m( p ) p a p 1
ep
a
a = P
ep
Tng t, nu m ( ) c q nghim 1 , 2 , , q khc nhau i mt th:
q1
n() = b1+b2+
+bq
n( 1 ) n( 1 ) 1
n( 2 ) n( 2 ) 2
n( q ) n( q ) q
n( 1 ) 1q 1 b1 1

n( 2 ) 2q 1 b2 1
=

q 1
n( q ) q bq 1
eq
b
b = Q
eq
Nh vy l ta c thut ton Euclid m rng thc hin bi ton (4.23) vi hai

a thc n ( ) , m ( ) nguyn t cng nhau cho trc, nhm xc nh cp a thc x ( ) ,
y ( ) cng nguyn t cng nhau. Song bi ton Bezout (4.20) ca chng ta th thay vo
220
vai tr ca bn a thc n ( ) , m ( ) , x ( ) , y ( ) li l bn hm thchu t, bn N ( s ) ,

M ( s ) , X ( s ) , Y ( s ) , tc l phi tm X ( s ) R H , Y ( s ) R H tha mn:
N(s)X(s)+M(s)Y(s) =1
(4.24)
trong N ( s ) R H , M ( s ) R H , nguyn t cng nhau (khng c cng im khng)

l cho trc.
Mt suy ngh rt t nhin i n li gii ca bi ton (4.24) l tm cch chuyn
n v thnh bi ton (4.23) quen bit bng mt nh x s
sao cho:
tn ti nh x ngc,
m bo tnh tng ng gia (4.23) cho bn a thc n ( ) , m ( ) , x ( ) , y ( ) v

(4.24) cho bn hm thchu t, bn N ( s ) , M ( s ) , X ( s ) , Y ( s ) .
C th thy vi a < 0 khng phi l im cc cng nh im khng ca S ( s ) th mt

trong nhng nh x l ([30]):
1
sa
s=
1 + a
(4.25)
Cng vi nh x trn ta i n thut ton gii bi ton (4.24) t hm truyn t

S ( s ) ca i tng, nh sau:
1) S dng nh x ngc s =
S(s)= S(
1 + a
1 + a
trong (4.25) bin i S ( s ) cho thnh:
~
n( )
) = S( ) =
m( )
trong hng s a < 0 c chn ty , min rng khng phi l im cc cng nh

im khng ca S ( s ) . Ta c n ( ) , m ( ) l hai a thc ca .
2) S dng thut ton Euclid m rng vi hai a thc n ( ) , m ( ) c c x ( ) ,
y ( ) tha mn (4.23).
3) Chuyn ngc n ( ) , m ( ) , x ( ) , y ( ) thnh cc hm N ( s ) , M ( s ) , X ( s ) , Y ( s )
thuc R H bng nh x xui =
1
trong (4.25), tc l:
sa
N(s)= n(
1
1
) , M(s)= m(
)
sa
sa
X(s)= x(
1
1
) , Y(s)= y(
)
sa
sa
V d 4.8: (Xc nh X , Y , N , M t hm truyn t ca i tng)
Cho i tng khng n nh vi hm truyn t:

221
S(s)=
s 3s + 2
S dng nh x ngc (4.25) vi a = 1 v 1 khng phi l im cc ca S ( s ) , tc l vi

1
s=
c:
~
S( ) =
2
2
6 5 + 1
n( )
m( )
tc l:
n()=
v m ( ) = 6 5 + 1 .
p dng thut ton Euclid m rng v vi kt qu ca v d 4.7, ta c:
x()= 30+19
y()= 5+1
Cui cng thng qua php bin i vi nh x xui (4.25) cho a = 1 , tc l vi =
1
s +1
ta i n:
N(s)= n(
1
1
)=
s +1
( s + 1) 2
M(s)= m(
X(s)= x(
1
19s 11
)=
s +1
s +1
Y(s)= y(
s 2 3s + 2
1
)=
s +1
( s + 1) 2
1
s+6
)=
s +1
s +1
v cng l kt qu c s dng trong v d 4.5.
Tng kt: Thut ton xc nh tp cc b iu khin n nh
Tng kt li cc thut ton va trnh by cho tng trng hp ring, ta i n thut

ton chung cho vic xc nh tp hp O gm cc b iu khin lm h n nh bn vng
vi nhiu, nh sau:
1) Nu S(s) l hm bn (i tng n nh) th gn:
X = 0 , M = Y = 1 v N = S
ri chuyn sang bc 5).
2) Bin i S ( s ) thnh:
S(s)= S(
1 + a
~
n( )
) = S( ) =
m( )
vi a < 0 c chn ty , min rng khng phi l im cc cng nh im khng

ca S ( s ) .
3) Tm x ( ) , y ( ) t n ( ) , m ( ) bng thut ton Euclid m rng.
222
4) Chuyn ngc:
N(s)= n(
1
1
) , M(s)= m(
)
sa
sa
X(s)= x(
1
1
) , Y(s)= y(
)
sa
sa
5) p s: O = { R =
X + MQ
Y NQ
QRH}
V d 4.9: (Xc nh b iu khin c cht lng nh trc)
Bi ton iu khin c t ra y l tm b iu khin R ( s ) cho i tng:

S(s)=
s 1
.
s( s 2)
sao cho h kn hnh 4.8 l n nh ni, c sai

n
lch tnh lim e( t ) = 0 khi w ( t ) = 1 ( t ) , n ( t ) = 0

t
v u ra y ( t ) khng b nh hng bi nhiu
R(s)
S(s)
n ( t ) c tn s 0 = 5 s 1.
S dng nh x (4.25) vi a = 1 c
~
1
S( ) = S (
)=
Vy:
n ( ) = 2 +
22 +
n( )
=
2
3 4 + 1 m( )
m()=3 4+1.
p dng thut ton Euclid m rng, ta i n:
5
2
2
1
+
3
3
3
32 4 + 1 0 1
25
76
25
3
3
9
42
5
25
752 +
2
5
+
3
3
25
1
9
42
5
25
18
3

15
25
2
3
50 2 25
+
3
3
18
3
15
25
v vi n c:
h()=k=
3
,
25
9
42
~
x ( ) =
,
5
25
18
3
~
y( ) =
15
25
Suy ra:
x()=
~
x( )
= 15+14 ,
k
y()=
~
y( )
= 10+1
k
223
Chuyn ngc sang min s vi nh x (4.25) cho a = 1 th:

N(s)= n(
s 1
1
)=
s +1
( s + 1) 2
X(s)= x(
1
14 s 1
)=
s +1
s +1
,
,
M(s)= m(
Y(s)= y(
s( s 2)
1
)=
s +1
( s + 1) 2
1
s9
)=
s +1
s +1
Do ta c tp cc b iu khin lm h kn cho hnh 4.6 n nh bn vng:
O={R=
X + MQ (14 s 1)( s + 1) + s( s 2)Q

=
Y NQ
( s 9)( s + 1) ( s 1)Q
QRH}
(4.26)
c c b iu khin R ( s ) thuc tp O trn lm h kn tha mn lim e( t ) = 0, ta

t
cn phi chn Q R H sao cho c c E ( 0 ) = 0 , trong E ( s ) l nh Laplace ca sai

lch e ( t ) .
Khi w ( t ) = 1 ( t ) , n ( t ) = 0 th:
E( s) =
Vy:
( s 2) ( s 9)( s + 1) ( s 1)Q
1
=
s(1 + RS ) ( s 2) ( s 9)( s + 1) ( s 1)Q + ( s 1) (14 s 1)( s + 1) + s( s 2)Q
E(0)=0
Q(0)=9
(4.27)
Tip tc, c u ra y ( t ) khng b nh hng bi nhiu n ( t ) c tn s 0 = 5 s 1,

trc tin ta xc nh hm truyn t Gn y ( s) t n ( t ) ti y ( t ) khi w ( t ) = 0 :
Gn y ( s) =
=
Vy:
S
1 + RS
( s 1) (14 s 1)( s + 1) + s( s 2)Q

( s 1) ( s 9)( s + 1) ( s 1)Q + s( s 2) (14 s 1)( s + 1) + s( s 2)Q
Gn y (5 j ) = 0
Q ( 5 j ) = 0,54+0,23j
(4.28)
c c Q R H tha mn ng thi hai iu kin (4.27) v (4.28), trong

iu kin phc (4.28) tng ng vi hai iu kin thc (cn bng c phn thc v o), ta
gi s Q c 3 tham s:
Q =
a + bs + cs2
( s + 1)2
Khi s c ngay a = 9 t iu kin (4.27). T (4.28) ta c thm:

(9 25 c) + 5bj
2
(1 + 5 j )
224
= 0,54 + 0,23 j
600 c + 50b = 202

b = 0,3

=
250
c
120
b
127
c = 0,1
Vy:
Q(s) =
9 + 0,3 s + 0,1s2
( s + 1)2
v khi thay vo (4.26), ta c b iu khin R ( s ) cn tm tha mn cc yu cu ca

bi ton l:
R(s) =
4.2.2
(14 s 1)( s + 1)3 + s( s 2)(9 + 0,3 s + 0,1s2 )

( s 9)( s + 1)3 ( s 1)(9 + 0,3 s + 0,1s2 )
H c cc khu MIMO
By gi ta s xt bi ton tng qut hn. l vic tham s ha b iu khin h

kn (hnh 4.4), m c i tng S ( s ) v b iu khin R ( s ) u l nhng khu
MIMO (nhiu vo/ra), tc l S ( s ) v R ( s ) l nhng ma trn hm phc.
Khi nim hai ma trn nguyn t cng nhau
Trc ht ta lm quen vi khi nim hai ma trn hm phc nguyn t cng nhau:
1) Hai ma trn hm phc N ( s ) , M ( s ) c gi l nguyn t cng nhau bn phi
(rightcoprime) nu ma trn c s chung bn phi ln nht P ( s ) ca n:
N(s)=Nr(s)P(s)
M(s)=Mr(s)P(s)
c nh thc l mt s thc khc 0 (gi l ma trn unimodular), tc l:

detP ( s ) = hng s 0.
~
~
2) Tng t, hai ma trn hm phc N ( s) , M ( s) c gi l nguyn t cng nhau bn
tri (left coprime) nu ma trn c s chung bn tri ln nht T ( s ) ca n
~
N ( s) = T ( s ) N t ( s ) v
~
M( s) = T ( s ) M t ( s )
l mt ma trn unimodular.
Tng t nh cc cng thc (4.21), (4.22) pht biu cho cho hai s nguyn n , m v
(4.23) pht biu cho hai a thc n ( ) , m ( ) nguyn t cng nhau, i vi cc cp ma
~
~
trn hm phc N ( s ) , M ( s ) nguyn t cng nhau bn phi v N ( s) , M ( s) nguyn t
cng nhau bn tri, ta cng c mt s kt lun sau [18], [60]:
1) Hai ma trn N ( s ) , M ( s ) nguyn t cng nhau bn phi khi v ch khi tn ti hai ma
~
~
trn X ( s) , Y ( s) c s chiu thch hp tha mn:
~
~
X ( s ) N ( s ) + Y ( s) M ( s ) = I
( I l ma trn n v)
(4.29)
225
~
~
2) Hai ma trn N ( s) , M ( s) nguyn t cng nhau bn tri khi v ch khi tn ti hai ma
trn X ( s ) , Y ( s ) c s chiu thch hp tha mn:
~
~
N ( s) X ( s ) + M ( s) Y ( s ) = I
(4.30)
3) Phng trnh (4.29) vi hai ma trn N ( s ) , M ( s ) nguyn t cng nhau bn phi cho
~
~
trc v X ( s) , Y ( s) l cc n s cn tm c gi l phng trnh Bezout. Hin
~
~
nhin rng nghim X ( s ) , Y ( s) ca phng trnh Bezout (4.29) s l hai ma trn
nguyn t cng nhau bn tri.
Cng nh vy, nghim X ( s ) , Y ( s ) ca phng trnh Bezout (4.30) khi bit trc hai
~
~
ma trn N ( s) , M ( s) nguyn t cng nhau bn tri, s to thnh cp hai ma trn
nguyn t cng nhau bn phi.
4) Hai ma trn N ( s ) R H v M ( s ) R H nguyn t cng nhau bn phi khi v ch
khi tn ti hai ma trn U ( s ) R H , V ( s ) R H c:
M U
N V
RH
M rng ra, nu k hiu:

H
K M U
=
T N V
M U
= I
N V
s thy H , K R H l hai ma trn nguyn t cng nhau bn tri, nn U , V R H

phi l hai ma trn nguyn t cng nhau bn phi.
~
~
5) Hai ma trn N ( s) R H v M ( s) R H nguyn t cng nhau bn tri khi v ch
~
~
khi tn ti hai ma trn U ( s) R H , V ( s) R H c:
~
M
~
U
~ 1
N
RH
~
V
T y, v vi nhn xt thm:
~
M
~
U
~ 1 ~ ~
N
H L
= ~ ~
~
K T
V
~
M
~
U
~
N
~
V
~ ~
H
~ L
~ = I
K T
~
~
r rng H ( s) R H v K ( s) R H l hai ma t r n nguyn t cng nhau bn
~
~
phi, hay U ( s) R H v V ( s) R H phi l hai ma trn nguyn t cng nhau bn
~
~
tri ging nh N ( s) R H , M ( s) R H .
226
Phn tch ma trn truyn t thnh cp cc ma trn nguyn t cng nhau
Ging nh vi h c cc khu SISO m hm truyn t S ( s ) c bin i

thnh thng s (4.17) ca hai hm N , M R H , i vi h MIMO ta cng c:
nh l 4.4: Mi ma trn S ( s ) thchu t v hp thc, lun phn tch c thnh:
a) S=NM
b)
, trong N , M R H v nguyn t cng nhau bn phi.
~ ~
~ ~
S = M 1 N , trong N , M R H v nguyn t cng nhau bn tri.
Chng minh:
Xt i tng c ma trn truyn t thchu t v hp thc S ( s ) , c m t bi
m hnh trng thi:
dx
= A x + Bu
dt
y = C x + Du
trong x R , u R
Y(s)=S(s)U(s)
v y R . Khi s c:
v
S(s)=C(sIA)
B+D
(4.31)
u i tng
iu khin
Hnh 4.7: Minh ha phn chng minh nh l 4.3
Gi s i tng c iu khin bng b iu khin phn hi trng thi (m) R

sao cho h kn n nh (hnh 4.7), tc l ma trn A B R c tt c cc gi tr ring nm
bn tri trc o (ma trn bn), hay a thc det( s I A + B R ) l a thc Hurwitz. Khi
h kn c m t bi:
dx
= ( A BR) x + Bw
dt
y = ( C DR) x + Dw
s X ( s) = ( A BR) X ( s) + BW ( s)
Y ( s) = ( C DR ) X ( s) + DW ( s)
X ( s) = ( sI A + BR) 1 BW ( s )
Y ( s) = ( C DR) X ( s ) + DW ( s)
(4.32)
trong cc k hiu ch to l ch nh Laplace ca tn hiu tng ng.

T (4.32) ta rt ra c:
227
1) Quan h gia tn hiu vo w ( t ) v tn hiu ra y(t ) bng cch thay X ( s ) phng

trnh th nht vo phng trnh th hai:
Y(s)=[(CDR)(sIA+BR)
B+D]W
2) Quan h gia tn hiu vo w ( t ) v tn hiu sai lch u ( t ) bng cch nhn c hai v
ca phng trnh th nht vi R v bn tri ri thay R X ( s ) bi W ( s ) U ( s ) :
U(s)=[R(sIA+BR)
B+I]W
So snh vi (4.31) th r rng c:

Y(p)=NM
U(p),
trong
N =
[(CDR)(sIA+BR)1B+D]RH
M =
[R(sIA+BR)1B+I]RH
Nh vy, thng qua ma trn R di dng b iu khin phn hi (m) trng thi,
ma trn truyn t S ( s ) ca i tng c tch thnh tch N M
ca hai ma trn
hm N , M R H nguyn t cng nhau bn phi.

Hon ton tng t, nhng vi b phn hi trng thi P cho i tng i ngu:
dx
T
T
dt = A x + C u
y = BT x + DT u
h kn c n nh (cc gi tr ring ca ma trn A P C nm bn tri trc o) ta

cng i n:
~ ~
Y ( p ) = M 1 N U ( p ) ,
vi
~
1
M =[C(sIA+PC) P+I]RH
v
~
N =[C(sIA+PC) 1(BPD)+D]RH
Nh vy, thng qua P, ma trn truyn t S ( s ) ca i tng cng c tch thnh
~ ~
~ ~
S
tch M 1 N ca hai ma trn hm N , M R H nguyn t cng nhau bn tri.
Cng cn ni thm rng bn cnh li chng minh trn (ly t ti liu [18]) cn c
nhiu nhng li chng minh khc cho nh l 4.4, thm ch cn gn hn, v d nh ca
228
[43]. Song im c bit ca chng minh trn l n a ra c lun phng php xc

~ ~
nh cc cp ma trn nguyn t cng nhau N , M R H v N , M R H .
S(s)
m M1
N
m
~
M 1
~
N
m
Hnh 4.8: Phn tch S(s) thnh cp ma trn nguyn t cng nhau (theo [43]).
cho tin cho vic trnh by, ta s dng k hiu:

S(s)=[A,B,C,D]= C(sIA)
B+D.
~ ~
Khi thut ton xc nh N , M , N , M R H s gm cc bc:
1) Vit li S ( s ) = [ A , B , C , D ] . C th tm thy trong ti liu [19] nhng phng php
xc nh bn ma trn A , B , C , D t ma trn truyn t S ( s ) .
2) Xc nh ma trn R sao cho A R = A B R l ma trn bn. C th s dng cc phng
php thit k b iu khin cho trc im cc ti liu [35] tm R.
3) Tnh M ( s ) = [ A R , B , R , I ] , N ( s ) = [ A R , B , C R , D ] , trong C R = C D R .
4) Xc nh ma trn P sao cho A P = A P C l ma trn bn. C th s dng phng
php thit k b quan st trng thi Luenberger ([35]) tm P.
~
~
5) Tnh M ( s ) = [ A P , P , C , I ] , N ( s) = [ A P , B P , C , D ] , trong B P = B P D .
V d 4.10: (Xc nh cp cc ma trn nguyn t cng nhau)
Cho i tng c 2 tn hiu vo/ra vi ma trn truyn t:

S(s)=
1
s( s 2)
2
s 2
2
2
+
2s
M hnh trng thi tng ng ca n l:

1 0
dx 0 1
x +
u ,
=
dt 0 2
0 2
B
A
1 0
x
y =
1 1
C
(D=)
trong k hiu l ch ma trn c tt c cc phn t bng 0.

Ta thy ma trn A ca i tng c hai gi tr ring s 1 = 0 , s 2 = 2 , khng nm bn
tri trc o nn S ( s ) R H . S dng phng php modal ([35]) thit k b iu
229
khin phn hi trng thi R sao cho h kn vi ma trn h thng l A R = A B R c hai

im cc 1 = 2 = 1 c:
1 1
,
R =
0 1,5
1 0
A R = A B R =
0 1
CR=CDR=C.
Suy ra
M(s)=[AR,B,R,I]=R(sIAR)
N(s)=[AR,B,CR,D]= CR(sIAR)
B+I=
1 s 2
RH
s + 1 0 s 2
B+D=
1 1 0
RH
s + 1 1 2
Th li ta thy r rng c:
NM
1
s( s 2)
2
s 2
=S(s).
s
2
2
+
2s
Tng t, dng phng php modal thit k P cho i tng i ngu sao cho h
kn vi ma trn h thng l A P = A P C c hai im cc 1 = 2 = 2 ta c:
1 1
,
P =
4 4
2 0
A P = A P C =
0 2
M( s) = [ A P , P , C , I ] = C ( s I A P ) 1 P + I =
BP=BPD=B.
1 s +1 1
RH
s + 2 3
s 3
N ( s) = [ A P , B P , C , D ] = C ( s I A P ) 1 B P + D =
1 1 0
RH
s + 2 1 2
v th li ta cng thy c:
~ ~
M 1 N =
1
s( s 2)
2
s 2
= S ( s ) .
s 2 2 + 2s
Xc nh tp cc b iu khin lm n nh h thng
Sau khi phn tch ma trn truyn t ca i tng thnh tch cc cp ma trn
nguyn t cng nhau th tng t nh h c cc khu SISO trnh by ti mc 4.2.1,
i vi bi ton MIMO ta cng c nh l sau v tp O ca cc b iu khin lm n nh
bn vng h thng c cu trc cho hnh 4.4:
~ ~
nh l 4.5: Cho i tng c ma trn truyn t S = N M 1 = M 1 N vi N , M R H

~ ~
nguyn t cng nhau bn phi v N , M R H nguyn t cng nhau bn tri. Nu
230
~ ~
X , Y , X , Y R H l bn ma trn tng ng tha mn h phng trnh Bezout (hay
cn gi phng trnh Bezout m rng):
~
Y
~
N
~
X
~
M
X
=I.
Y
(4.33)
th tp hp O gm tt c cc b iu khin R ( s ) lm h kn (hnh 4.4) n nh bn

vng vi nhiu u ra n ( t ) s c dng:
O = { R = ( X + MQ)(Y NQ) 1 Q R H }
~
~
~
~
= { R = ( Y QN ) 1 ( X + QM )
(4.34)
QRH}
(4.35)
Chng minh:
Trc ht ta thy t (4.33):
I Q
~
Y
~
N
~
~
Y
~QN
N
~
X
~
M
~
~
X + QM
~
M
N
M
I Q
= I
I
X + MQ
=I
( Y NQ)
(4.36)
nn
~
~
~
~
( Y QN ) ( X + M Q ) = ( X + Q M ) ( Y N Q ) .
iu ny chng t rng hai ng thc (4.34) v (4.35) l tng ng.
~ ~
~ ~
Tip theo, do tt c cc ma trn N , M , N , M , X , Y , X , Y u l nhng phn t
ca R H nn ta c vi (4.36)
~
~
Y
~QN
N
~
~
X + QM
~ RH
M
X + MQ
( Y NQ )
RH
t
U=X+MQ
V=YNQ
th t cng thc nghch o ma trn khi ca Frobenius ([35]) ta c:

M
X + MQ
( Y NQ )
M
=
N
F 1
= 1
V NF 1
F 1UV 1
+V
NF UV
RH
(4.37)
trong :
F=VNM
U.
231
Mt khc, do R = U V
(I+SR)
v S = N M
=(VV
+NM
nn t (4.37), m c th l F
(I+SR)
UV
cng nh:
1 1
= V(V+NM
U)
= VF
R H v V R H s c:
RH
(4.38)
hay ma trn truyn t Gny (s) gia vector tn hiu nhiu n ( t ) v vector tn hiu ra
y(t ) , ng vi w ( t ) = 0 (hnh 4.4):
Gny (s) = ( I + S R )
l ma trn bn (h n nh bn vng vi nhiu).

Cng nh vy, t (4.38) v vi quan h:
(I+SR)
=(I+SR)
[(I+SR)SR]=(I+SR)(I+SR)
=I(I+SR)
(I+SR)
SR
SR
ta c:
(I+SR)
SRRH
hay ma trn truyn t Gwy (s) gia w ( t ) v y(t ) ng vi n ( t ) = 0 (hnh 4.4):

Gwy (s) = ( I + S R )
SR
l ma trn bn (h kn n nh).
Thut ton tm nghim h phng trnh Bezout
Sau khi phn tch ma trn truyn t ca i tng S ( s ) thnh tch cc ma trn
nguyn t cng nhau, th vi nh l 4.4, c c tp O gm tt c cc b iu khin
R ( s ) lm h kn n nh bn vng, ta cn cn phi xc nh cp ma trn nguyn t cng
~ ~
nhau X , Y R H hoc X , Y R H tha mn (4.33).
Trc ht ta gi:
S(s)=[A,B,C,D] .
Sau tm R l b iu khin phn hi trng thi (m) ca i tng sao cho h kn n
nh, hay A R = A B R l ma trn bn v P l b iu khin phn hi trng thi (m) ca
i tng i ngu lm n nh h kn, tc l lm cho ma trn A P = A P C c tt c cc
gi tr ring nm bn tri trc o. Ghp chung hai ma trn li vi nhau ta s c
mt b iu khin bao gm b quan st Luenberger ([35]):
232
d~
x
x Du )
= A~
x + B u + P ( y C~
dt
~
y
v b phn hi m trng thi:

x
u=R ~
tc l b iu khin phn hi tn hiu ra c m hnh trng thi:
d~
x
= [ ( A BR) P ( C DR) ] ~
x +P y ,
dt
AR
CR
a)
~
x
u=R ~
x
dx
=Ax+Bu
dt
y =Cx+Du
(4.39)
d~
x
=A~
x + Bu + P( y C ~
x Du)
dt
b)
c)
~
x
dx
=Ax+Bu
dt
y =Cx+Du
d~
x
= (ARPCR ) ~
x Pe
dt
y
u
F(s)
e
S(s)
e
w=0
Hnh 4.9: H thng iu khin kn c s tham gia ca b quan st trng thi

~ ~
Luenberger. Minh ha vic xc nh X,Y v X,Y .
Theo hnh 4.9a) minh ha th b iu khin (4.39) nm trong mch hi tip, ch

khng phi tuyn thng ging nh hnh 4.4 l cu trc h thng ang c xt. Song
iu khng quan trng, v ta c th d dng bin i n v dng thch hp nh m t
hnh 4.9b v 4.14c. Khi b iu khin (4.39) tr thnh:
d~
x
=(ARPCR) ~
x +(P)e,
dt
u=(R) ~
x
S dng k hiu
233
~
A = ARPCR,
~
B =P,
~
C =R
(4.40)
th m hnh trng thi trn ca b iu khin tr thnh dng quen bit nh sau:
x ~~ ~
d~
= A x + Be
dt
~~
u = C
x
(4.41)
Do nu gi F ( s ) l ma trn truyn t ca b iu khin (4.41), tc l:

~ ~ ~
F(s)=[ A , B , C ,]
ri biu din n thnh tch cc cp ma trn nguyn t cng nhau

F(s) =XY
~ ~
= Y 1 X
s i n c nh thut ton phn tch cp ma trn nguyn t cng nhau va trnh by

~
~ ~~
~
~
trn y vi R l ma trn lm cho A R = A BR l ma trn bn cng nh P l ma
~
~ ~~
trn lm cho A P = A PC l ma trn bn:
~
~ ~
X ( s ) = [ AR , B , C , ] ,
~
~ ~
~
X ( s) = [ AP , B , C , ] ,
~
~
~
Y ( s ) = [ AR , B , R , I ]
(4.42)
~
~ ~
~
Y ( s) = [ A P , P , C , I ]
(4.43)
~
y, n gin, ta c th chn R = C R , v khi :
~
~ ~~
A R = A BR = A R P C R + P C R = A R
~
l mt ma trn bn. Cng nh vy ta c th chn P =B P =B P D , v:
~
~ ~~
~~
A P = A PC = A R P C R PC = A P C = A P
Bng cch chn nh trn th nh c (4.40), cc cng thc (4.42), (4.43) tr thnh:
X(s)= [ AR, P, R, ] = [ AR, P, R, ]
Y(s)= [ AR, P, CR, I ] = [ AR, P, CR, I ]
~
X ( s) = [ A P , P , R , ] = [ A P , P , R , ]
~
Y ( s) = [ A P , B P , R , I ] = [ A P , B P , R , I ]
~ ~
T y, ta i n cc bc tm ma trn X , Y R H v X , Y R H nh sau:
1) Vit li m hnh i tng S ( s ) = [ A , B , C , D ] . Sau xc nh hai ma trn R , P

A R = A B R v A P = A P C l nhng trn bn.
234
2) Tnh X ( s ) = [ A R , P , R , ] , Y ( s ) = [ A R , P , C R , I ] , trong C R = C D R .
~
~
3) Tnh X ( s) = [ A P , P , R , ] , Y ( s) = [ A P , B P , R , I ] , trong B P = B P D .
V d 4.11: Xc nh cp ma trn nguyn t cng nhau
Xt i tng cho v d 4.10

S(s)=
1
s( s 2)
2
s 2
s 2 2 + 2s
vi cc kt qu thu c:
1 1
,
R =
0 1,5
1 0
1 0
, C R = C =
.
A R =
0
1 1
1 1
,
P =
4 4
2 0
1 0
, B P = B =
.
A P =
0
0 2
M(s)=
1 s 2
,
s + 1 0 s 2
~
M( s) =
1 s +1 1
1 1 0
~
, N ( s) =
s+2 3
s 3
s + 2 1 2
N(s)=
1 1 0
s + 1 1 2
ta c theo thut ton trn:

X(s)= [ AR, P , R, ] = R(sIAR)
Y(s)= [ AR, P , CR, I ] = C R (sIAR)
P=
1
1 3 5
s + 1 6 6
P+I=
X ( s) = [ A P , P , R , ] = R ( s I A P ) 1 P =
1
1 s + 2
s + 1 3 s + 6
1 3 5
s + 2 6 6
Y ( s) = [ A P , B P , R , I ] = R ( s I A P ) 1 B P + I =
2
1 s +3
s + 2 0
s + 5
R rng chng tha mn phng trnh Bezout (4.33):

~
~
XN + YM =
3 5 1 0 s + 3
2 s 2
1
= I
+
( s + 1)( s + 2) 6 6 1 2 0
s + 5 0 s 2
~
~
NX + MY =
1 0 3 5 s + 1 1 s + 2
1
1
= I
( s + 1)( s + 2) 1 2 6 6 3
s 3 3 s + 6
~
~
YX XY =
s + 3
2 3 5 3 5 s + 2
1
1
=
( s + 1)( s + 2) 0
s + 5 6 6 6 6 3 s + 6
235
~
~
NM MN =
1 0 s 2 s + 1 1 1 0
1
= .
( s + 1)( s + 2) 1 2 0 s 2 3
s 3 1 2
Cui cng, trc khi kt thc mc nh ny ta cn c hai iu bn thm. l:

~ ~
Thut ton va trnh by xc nh nghim X , Y , X , Y R H ca phng
~ ~
trnh Bezout t N , M , N , M R H khng phi l duy nht, chng hn nh cn
c thut ton Euclid m rng dng ci bin cho ma trn hm phc ([43]). Song,
theo kin ring ca tc gi, do c chuyn v khng gian trng thi vi cc ma
trn hng, nn thut ton trn c u im l n s dng c tt c cc cng c
mm c ph bin rng ri ca i s tuyn tnh, chng hn nh MatLab.
Bn cnh nghim tm c theo thut ton trn, phng trnh Bezout (4.33) cn
~
~
c nhiu nghim khc. Thc cht n c v s nghim, v gi s X 0 , Y 0 , X 0 , Y0 l
mt nghim c, th theo cng thc (4.36), mi ma trn:
X=X0+MQ,
Y=Y0NQ,
~ ~
~
X = X 0 + QM ,
~ ~
~
Y = Y0 QN ,
vi Q R H ty , cng s l nghim ca (4.33).

Tng kt: Thut ton tham s ha b iu khin n nh
~ ~
xc nh tp O, nh ta thy, phi xc nh X , Y , X , Y R H ca phng trnh
Bezout. Trong trng hp c bit, khi m bn thn ma trn truyn t S ( s ) ca i

tng l phn t ca R H (i tng n nh), th ma trn A (thu c t bc 1a
ca thut ton) l ma trn bn. Bi vy c th chn R = P = . iu ny dn n:
A R = A P = A , C R = C v B P = B .
Suy ra:
~
N ( s ) = N ( s) = S ( s ) ,
M(s)=Y(s)=I,
~
~
M ( s ) = Y ( s) = I ,
~
X ( s ) = X ( s) = .
Tng kt li, ta c c thut ton xc nh tp hp O ca tt c cc b iu khin

R ( s ) lm h kn vi cu trc cho hnh 4.4 c n nh bn vng, bao gm nhng bc
nh sau:
1) Nu ma trn truyn t S ( s ) ca i tng l phn t ca R H , tc l i tng
~ ~
~
~
n nh th gn N = N = S , M = Y = M = Y = I v X = X = ri chuyn sang bc 5).
~ ~
2) Phn tch S thnh S = N M 1 = M 1 N , trong N , M R H nguyn t cng nhau

~ ~
bn phi v N , M R H nguyn t cng nhau bn tri, bng cch thc hin:
236
a)
Xc nh bn ma trn hng A , B , C , D c S ( s ) = [ A , B , C , D ] .
b)
Xc nh R , P A R = A B R v A P = A P C l nhng ma trn bn.
c)
Tnh M ( s ) = [ A R , B , R , I ] , N ( s ) = [ A R , B , C R , D ] , trong C R = C D R .
~
~
d) Tnh M ( s ) = [ A P , P , C , I ] , N ( s) = [ A P , B P , C , D ] , trong B P = B P D .
3) Tnh X ( s ) = [ A R , P , R , ]
v Y ( s ) = [ A R , P , C R , I ] .
~
4) Tnh X ( s ) = [ A P , P , R , ]
~
v Y ( s) = [ A P , B P , R , I ] .
5) Xc nh O = { R = ( X + MQ)( Y NQ) 1 Q R H }
~
~
~
~
= { R = ( Y QN ) 1 ( X + QM ) Q R H } .
Thut ton trn c xy dng tng qut cho h MIMO nn ng nhin n cng
p dng c cho h SISO.
V d 4.12: (Xc nh tp O )
Xt i tng SISO c hm truyn t khng bn

S(s)=
s+3
.
( s + 1)( s 3)
N cng cn c m t bi m hnh trng thi
0
dx 0 3
x + u ,
=
dt 1 2
1
B
A
y = (1 1) x
( c D = 0 ) .
Ma trn A c hai gi tr ring l s 1 = 3 , s 2 = 1 . Bng phng php modal ([35])

chuyn im s 1 = 3 t bn phi trc o thnh s 1 = 3 nm bn tri trc o ta tm c:
R=(2 6)
3
P =
3
tc l vi chng, hai ma trn

3
0
A R = A B R =
3 0
A P = A P C =
2 1
u l cc ma trn bn (c hai gi tr ring l s 1 = 3 , s 2 = 1 ).

T y suy ra:
s 3
M ( s ) = [ A R , B , R , I ] = 1 ( 2 6 )
1 s + 4
0 s 3
=
1 s + 3
237
s 3
N ( s ) = [ A R , B , C R , D ] = ( 1 1 )
1 s + 4
0
1
=
1
s
+1

0
s + 3
~
M ( s) = [ A P , P , C , I ] = 1 ( 1 1 )
2
s
+ 1
0
s + 3
~
N ( s) = [ A P , B P , C , D ] = ( 1 1 )
s + 1
2
s 3
X ( s ) = [ A R , P , R , ] = ( 2 6 )
1 s + 4
3
s3
=
3
s
+3

0
1
=
1 s + 1
3
24
=
3
s
+3

s 3
Y ( s ) = [ A R , P , C R , I ] = 1 + ( 1 1 )
1 s + 4
3 s + 7
=
3 s + 1
0
s + 3
~
X ( s) = [ A P , P , R , ] = ( 2 6 )
s + 1
2
3
24
=
3 s + 3
0
s + 3
~
Y ( s) = [ A P , B P , R , I ] = 1 + ( 2 6 )
s + 1
2
4.2.3
0
s+7
=
.
s +1
1
ng dng trong iu khin n nh ni
Khi nim n nh ni
Cho h thng c s cu trc m t hnh 4.10, trong
Z S11 S12
=
Y S21 S22
S( s)
P

E
(4.44)
hay S ( s ) l ma trn truyn t ca i tng (nhng k hiu ch to trong cng thc

(4.44) l nh Laplace ca cc tn hiu tng ng), w ( t ) l vector tn hiu ch o, p( t )
l vector tn hiu vo ngoi sinh (exogenous inputs), z ( t ) l vector tn hiu ra khng
mong mun (khng kim sot c), y( t ) l vector tn hiu ra o c v l ( t ) l vector
tn hiu nhiu tc ng u ra.
Nhim v ca bi ton n nh ni (internal stable) l phi thit k b iu khin
phn hi tn hiu ra R ( s ) sao cho mi hm truyn t trong h kn l nhng hm bn,
tc l R ( s ) phi lm cho 9 ma trn truyn t t cc vector tn hiu p( t ) , w ( t ) , l ( t ) ti
z ( t ) , e ( t ) , x ( t ) l nhng phn t ca R H . Vi mt b iu khin nh vy, mi tn

hiu c bn trong h cng s tt dn sau mt tc ng nhiu tc thi.
238
p
e
i tng
iu khin
z
y
S(s)
Hnh 4.10: Bi ton n nh ni.
R(s)
Vit li ma trn truyn t ca h kn thnh:
S11
S21
S12
S22
P Z
=
E X L
Z S11

E =
X S
21
I
I
Z I S12

I
E =
X S
22

S11 P + S12 E = Z
E = W R X
S P + S E = X L
22
21
P S12

W +
L S
22

R
I
I
I
S11

S
21
Z

E
X

P

W
L

sau p dng cng thc nghch o ma trn khi ca Frobenius, ta s n c:

Z G11

E = G21
X G
31
G13
G23
G33
G12
G22
G32
P

W
L

(4.45)
G( s )
trong :
G11 = S11S12R(I+S22R)
G12 = S12S12R(I+S22R)
G13 = S12R(I+S22R)
G21 = R(I+S22R)
G22 = IR(I+S22R)
G23 = R(I+S22R)
G31 = (I+S22R)
G32 = (I+S22R)
G33 = (I+S22R)
1
1
S21
S22
S21
S22
S21
S22
239
C th thy iu kin n nh ni l tng qut hn, cht ch hn iu kin h n

nh bn vng vi nhiu u ra c xt mc 4.2.1. Mt h c th n nh (quan h
gia tn hiu ch o w v tn hiu ra y l quan h bn), song li khng n nh ni. V
d sau minh ha cho iu .
V d 4.13: H n nh nhng khng n nh ni
H kn cho hnh 4.11 vi cc khu SISO
S(s)=
s 1
s +1
R(s)=
s+3
s 1
l n nh v c hm truyn t
Gwy ( s) =
Y ( s)
S
s 1
=
=
W ( s) 1 + RS 2s + 4
l hm bn. Song quan h gia n ( t ) v u ( t )

Gnu ( s) =
S(s)
R(s)
( s + 1)( s + 3)
U ( s)
R
=
=
N ( s) 1 + SR ( s 1)(2s + 4 )
li khng n nh.
Tnh n nh ni c (internal stabilizable)
Quay li vn chnh ca bi ton l xc nh b iu khin R ( s ) tt c 9 ma

trn truyn t G i j ( s ) , i , j = 1 , 2 , 3 cng thc (4.45) l nhng phn t thuc R H .
Nhng trc khi i tm R ( s ) cn phi bit c thc s c tn ti mt b iu khin nh
vy hay khng. Nghi ng l hon ton c l v khng phi mi i tng u c th n
nh ni c bng mt b iu khin R ( s ) .
V d 4.14: i tng khng c kh nng n nh ni
i tng (4.44) c S 1 2 = v S 1 1 hoc S 1 2 l mt ma trn khng bn, khng th
n nh ni c. Tht vy, t
G11 = S11S12R(I+S22R)
S21= S11
ta thy r rng R ( s ) khng th thay i c G 1 1 ( s ) .

Cng nh vy, v c
G12 = S12S12R(I+S22R)
S22= S12
nn R ( s ) khng thay i c G 1 2 ( s ) .
V d 4.14 cho thy iu kin cn i tng (4.44) c th n nh ni c l khi
S 1 2 = , c hai ma trn S 1 1 v S 1 2 phi l nhng ma trn bn.
240
Cng c gip kim tra mt cch tng qut tnh n nh ni c (internal

stabilizable) ca i tng (4.44) l nh l sau.
nh l 4.6: Cho i tng (4.44) vi
S(s)=NM
~ ~
= M 1 N ,
~ ~
trong N , M R H nguyn t cng nhau bn phi v N , M R H nguyn t
cng nhau bn tri.
Gi thit rng S 2 2 ( s ) hp thc cht, tc l cc phn t ca S 2 2 ( s ) u c bc a
thc t s nh hn bc a thc mu s, hay
lim S22 ( s) = .
Khi , cc pht biu sau s l tng ng:

a)
i tng l n nh ni c (internal stabilizable).
b)
M,(
I ) N nguyn t cng nhau bn phi v M, nguyn t cng nhau

I
bn tri.
~ ~
~
M , N nguyn t cng nhau bn tri v M ,(
I
bn phi.
c)
I ) nguyn t cng nhau
Chng minh:
Nu gi S = N M
v R = U V
trong N , M R H , U , V R H l nhng cp
ma trn nguyn t cng nhau bn tri, th h kn cho hnh 4.10 bin i c thnh
dng cho trong hnh 4.12. T ta c ra c:
P
= F
E
P

= M F
W U H
= M F + U H
W
I

Z
= N F
Y
Y=( I)NF
trong nhng k hiu ch to l nh Laplace ca cc tn hiu tng ng, chng hn E

l k hiu ch nh Laplace ca e ( t ) , L l k hiu ch nh Laplace ca l ( t ) .
p
w
Hnh 4.12: MInh ha phn chng minh nh l 4.5
z
N
y
x
241
Ghp chung hai ng thc trn li vi nhau v tip
X=H
L+Y=VH

U
I
V
P P
F
= W = W

H L L
ta s i n
( I )N
(4.46)
So snh (4.45) vi (4.46) th r rng h n nh ni, tc l c 9 ma trn truyn

t G i j ( s ) , i , j = 1 , 2 , 3 m t quan h t p( t ) , w ( t ) , l ( t ) ti z ( t ) , e ( t ) , x ( t ) thuc
R H , th cn v l 6 ma trn truyn t m t quan h t p( t ) , w ( t ) , l ( t ) ti f ( t ) ,
h ( t ) phi l nhng phn t ca R H .

Mt khc
( I )N

U
I
I =
V ( I )S
I
=
S
21

R
I
I
R
I
I
S22
SR ( s)
v c hai ma trn bn v phi u khng suy bin, v M , V khng suy bin cn S 2 2 hp

thc cht nn khi s th detS R ( s ) 1 , tc l S R ( s ) cng khng suy bin. Do ma
trn v tri l nghch o c. Vy t (4.46) s c:
F
M
=
H ( I )N

U
I
V
P

W
L

iu ny chng t rng h n nh ni khi v ch khi
( I )N

U
I
V
RH
Tip tc, ta s dng k hiu
242
( I )N

U
I
V
A B
=
C D
A B
M

C D ( I )N

U
I =I
V
s c
AM( I)N=I
v nh vy hai ma trn M , ( I ) N l nguyn t cng nhau bn phi.
Chng minh tng t ta cng c nhng kt lun cn li ca nh l.
B iu khin n nh ni
V nguyn tc thit k b iu khin n nh ni, ta c nh l sau:

nh l 4.7: Cho i tng (4.44) n nh ni c. Vy th b iu khin R ( s ) s lm n
nh ni h kn trong hnh 4.10 vi i tng cho (c 9 ma trn truyn t (4.45)
ca G ( s ) l phn t ca R H ), khi v ch khi n n nh c h cho hnh 4.4 vi

i tng S 2 2 ( s ) .
Chng minh:
iu kin cn l hin nhin nn ch cn phi chng minh iu kin . Gi s rng
R ( s ) lm n nh S 2 2 ( s ) . Theo phn chng minh nh l 4.5 trn y ta thy R ( s )
s lm n nh ni S ( s ) nu n lm cho 6 ma trn truyn t p(t ) , w ( t ) , l ( t ) ti f (t ) ,
h ( t ) l nhng phn t ca R H . Mt cch trc quan t hnh 4.12, iu l tng
ng vi vic hai ma trn truyn t t p(t ) ti f (t ) v h ( t ) thuc R H .
Khi w ( t ) = 0 v l ( t ) = 0 ta c:
I
M F = P + U H
(4.47)
VH=( I)NF
(4.48)
Do M, nguyn t cng nhau bn tri (nh l 4.5), nn tn ti hai ma trn

I
X , Y R H c
M X + Y = I
I
I
I
I
M X P + Y P = P
(4.49)
Bi vy khi tr (4.47) cho (4.49) theo tng v s c:

243

I
I
M F X P = ( Y P + U H )
P1
F1
M F 1 = ( P 1 + U H )
I
(4.50)
cng nh vi (4.48) cn c thm:

I
V H = ( I ) N F 1 + ( I )N X P = ( I ) N F 1 + P 2
P2
(4.51)
Hai cng thc (4.50) v (4.51) xc nhn iu phi chng minh.
4.3
iu khin ti u RH
4.3.1
Nhng bi ton iu khin RH in hnh
Bi ton cn bng m hnh
Cho i tng MIMO tuyn tnh m t bi ma trn truyn t T ( s ) . Nhim v t

ra cho bi ton cn bng m hnh (modell matching) l xc nh m hnh Q ( s ) sao cho
khi kt hp vi nhng thit b chp hnh cho trc T 1 ( s ) , T 2 ( s ) , sai lch gia n vi
i tng l nh nht (hnh 4.13).
Hin nhin, theo nh nhim v t ra nh vy th bi ton cn bng m hnh l
mt bi ton ti u. Vn t ra y l xc nh phim hm m t sai lch gia hai
ma trn hm T v T 1 Q T 2 nh th no. Trong iu khin ti u RH ngi ta s dng
phim hm sai lch
TT1QT2
Ni dung ca chng mc ny l trnh by cc phng php tm nghim ti u Q *

cho trng hp c th l c bn ma trn phc T , T 1 , T 2 , Q v u l nhng phn t ca
R H , tc l:
Q * = arg min T T 1 Q T 2
QRH
vi
T,T1,T2RH
T(s)
Hnh 4.13: Cn bng m hnh.
T1
244
T2
Bi ton cc tiu nhy vi sai lch m hnh
tin cho vic gii thch khi nim nhy, ta bt u vi h SISO cho hnh
4.14. H gm b iu khin R ( s ) , i tng S ( s ) . Khi h kn s c hm truyn t:
G(s)=
SR
1 + SR
Gi s rng m hnh S ( s ) ca i tng l khng chnh xc, tc l gia S ( s ) v i

tng thc c mt sai lch S . Gi G l s thay i trong G(s) ng vi sai lch S ca
i tng th nhy cm c nh ngha l t s sai lch tng i
ca c h kn vi sai lch tng i
G
trong G ( s )
G
S
trong ring i tng S ( s ) . Khi hm phc:
S
G
R(1 + SR) SR 2 S(1 + SR)
1
dG S
K ( s ) = lim G =
=
=
2
S 0 S
SR
dS G
1
+
SR
(1 + SR)
S
c tn gi l hm nhy (sensivity function) ca h.

M rng khi nim ny cho h nhiu chiu ta cng c ma trn hm nhy
K(s)= (I+SR)
(4.52)
o s nhy cm ca cht lng h thng i vi sai lch m hnh i tng S .

Mc tiu iu khin y l tm b iu khin R ( s ) c kh nng lm gim ti
thiu nhy ny, tc l phi tm nghim ti u R * ( s ) thuc tp O gm cc b iu
khin lm h kn n nh (nh l 4.5, cng thc (4.34) v (4.35)), sao cho:
R * = arg min K ( s ) = arg min ( I + S R )
RO
RO
(4.53)
Thay ma trn truyn t ca b iu khin v i tng:

R=(X+MQ)(YNQ)
~ ~
S = M 1 N
u(t)
vo cng thc (4.52) ca hm nhy, c ti

iu kin ng dng Bezout:
~
Y
~
N
~
X
~
M
X
=I
Y
R(s)
S(s)
y(t)
Hnh 4.14: H hi tip khng c nhiu.
ta s c:
K(s) =(I+SR)
~ ~

= [ I + M 1 N ( X + M Q ) ( Y N Q ) 1 ] 1
245
~ ~
~ ~

= [ M 1 M ( Y N Q ) ( Y N Q ) 1 + M 1 N ( X + M Q ) ( Y N Q ) 1 ] 1
~
~
~
=(YNQ)[ M (YNQ)+ N (X+MQ)] 1 M
~
=(YNQ) M
Nh vy, bi ton ti u cc tiu nhy cm ca h (4.53) nay tr thnh bi

ton cn bng m hnh:
QRH
trong
~
T = YM ,
T1=N
~
T2= M .
Bi ton ti u RH mu (standard)
Xt i tng vi s khi cho hnh 4.15a). Cc tn hiu vo ra ca i tng

c phn loi thnh hai lp, mi lp c th c nhiu tn hiu. Cc lp tn hiu l:
p , gm tt c nhng tn hiu u vo khng mong mun (khng tch cc c)

ca i tng, chng hn nh nhiu hay tn hiu ngoi sinh (exogenous) u vo.
u , gm tt c nhng tn hiu iu khin tch cc i tng v ch c thng qua

lp tn hiu ny ta mi c th can thip c vo i tng.
z , gm tt c nhng tn hiu u ra khng kim sot c ca i tng (u ra

khng mong mun, khng iu khin c).
y , gm tt c nhng tn hiu u ra o c ca i tng (u ra thc).
a)
p
u
z
i tng
iu khin
b)
z
u
i tng
iu khin
R
Hnh 4.15: Bi ton iu khin ti u RH.
Vi cch chia thnh bn lp cc tn hiu nh vy, i tng s c m t chung

bng ma trn truyn t:
Z( s) S11 ( s) S12 ( s)
Y ( s) S21 ( s) S22 ( s)
S( s)
246
P( s)
U ( s)
(4.54)
trong P ( s ) , U ( s ) , Z ( s ) , Y (s) ln lt l nh Laplace ca p(t ) , u ( t ) , z ( t ) v y(t ) .

Gi R ( s ) l ma trn truyn t m t b iu khin phn hi tn hiu ra ca i
tng. Do b iu khin ch c th phn hi c lp tn hiu y cng nh ch can thip
c vo i tng thng qua u ( t ) nn y ta phi c (hnh 4.15b):
U ( s ) = W ( s ) R ( s ) Y (s)
trong w ( t ) l lp cc tn hiu ch o v W ( s ) l nh Lapace ca n. Vy th:
Z S11
=
Y S21
S12
S22
P S11
RY S21
Z S11
=
Y S21
S12 R
I
I
+
S22 R
S12 R
Z I
=
Y I + S22 R
S11
S21
S12
S22
S12
S22
P S12 R

W S22 R
Z

Y
P

W
S12
S22
P

W
S dng cng thc nghch o ma trn khi ca Frobenius ([35]):

S12 R
I
I
+
S22 R
I S R(I + S R)1
12
22
(I + S22 R)1
ta c
Z I S12 R(I + S22 R)1
=
(I + S22 R)1
Y
S11
S21
S S R(I + S R)1 S
12
22
21
= 11
(I + S22 R)1 S21
S12
S22
P

W
S12 S12 R(I + S22 R)1 S22
(I + S22 R)1 S22
P

W
(4.55)
T (4.55) d dng c c ra quan h G 1 1 ( s ) gia lp tn hiu vo khng mong

mun p(t ) v lp tn hiu ra khng kim sot c z ( t ) ca h kn nh sau:
G11(s)= S11S12R(I+S22R)
S21
ln ca G 1 1 ( s ) l thc o s nh hng ca p(t ) vo h thng m b iu khin

khng o c trc tip thng qua z ( t ) . Nhim v iu khin t ra y l phi thit
k b iu khin R ( s ) thuc tp O gm cc b iu khin lm h kn n nh (nh l
4.5), sao cho n lm gim c ti thiu s nh hng , tc l phi tm:
R * = arg min G 1 1 = arg min S 1 1 S 1 2 R ( I + S 2 2 R )
RO
RO
S21
247
R rng (4.56) l mt bi ton ti u RH . Bi ton ti u RH (4.56) cn c gi

l bi ton mu (standard) v phn ln nhng bi ton ti u RH (theo chun v cng)
khc u c th a c v dng (4.56) ny.
V d 4.15: Chuyn bi ton cc tiu nhy thnh bi ton ti u RH mu
Bin i cht t hm nhy (4.55) thnh:

K(s)=(I+SR)
=(I+SRSR)(I+SR)
=ISR(I+SR)
th r rng bi ton cc tiu nhy li chnh l bi ton ti u RH mu (4.56) vi i

tng (4.54) c cu trc
S11
S21
S12 I
=
S22 I
S( s)
S( s)
M rng ra, ma trn hm nhy (4.52) cn thng c tng qut ha thnh

~
K ( s) =W1( I + S R ) 1 W2
vi W1( s ) v W2( s ) hai ma trn trng s cho trc. Khi , bi ton gim nhy cng
c chuyn v bi ton ti u RH mu tng ng vi m hnh i tng
S11
S21
S12 W1 ( s)W2 ( s) W1 ( s)S( s)

=
S22 W2 ( s)
S( s)
p
w
Hnh 4.16: Bi ton iu khin ti u H cho i tng
z
u
i tng
iu khin
c quan h ngoi sinh khng iu khin c.
Mt l do khc na m bi ton ti u RH (4.56) c gi l mu, v, nh sau ny

ta s thy, n cn c ngha i vi vic thit k b iu khin n nh bn vng cho i
tng c quan h phn hi ngoi sinh (exogenous) khng kim sot c (hnh 4.16),
chng hn nh phn hi khng iu khin c gia z ( t ) v p(t ) . Khi b iu
khin R ( s ) s lm cho h n nh vi mi quan h ngoi sinh tha mn <
1
,
a
trong a l mt gi tr chn trn no ca G 1 1 ( s ) , tc l G 1 1 ( s ) a .

Quay li bi ton ti u RH mu (4.56). Nu phn tch S22 thnh tch cc ma
trn nguyn t cng nhau
248
S22 = NM
~ ~
= M 1 N
~ ~
trong N , M R H nguyn t cng nhau bn phi v N , M R H nguyn t cng
nhau bn tri, th theo nh l 4.5 v 4.7, b iu khin:
R = (X+MQ)(YNQ)
~
~
~
~
= ( Y QN ) 1 ( X + QM )
s lm h n nh (bn vng vi nhiu), trong X , Y R H cng nguyn t cng nhau

~ ~
~ ~
bn phi ging nh N , M v X , Y R H nguyn t cng nhau bn tri nh N , M .
Gia chng c quan h:
~
Y
~
N
~
X
~
M
X
=I
Y
~
~
Xut pht t NX + MY = I ta c:
~
~
~
~
~
I = M 1 ( NX + MY ) M = ( S 2 2 X + Y ) M
~
~
~
= (S22X+NQ+YNQ) M = S22(X+MQ) M +(YNQ) M
~
~
= [S22(X+MQ)(YNQ) 1+I](YNQ) M = (I+S22R)(YNQ) M
Suy ra
(I+S22R)
R(I+S22R)
~
= (YNQ) M
~
~
= R(YNQ) M = (X+MQ) M
(4.57)
Thay (4.57) vo cng thc ca ma trn truyn t G 1 1 trong (4.45) ca h kn:

G11 = S11S12R(I+S22R)
~
S21 = S11S12(X+MQ) M S21
th bi ton ti u (4.56) s tr thnh bi ton cn bng m hnh:

(4.58)
QRH
vi
~
T = S11S12X M S21 ,
T1 = S12M
~
T2 = M S21
u l nhng phn t ca R H .
Bi ton n nh bn vng vi sai lch m hnh
Xt h kn phn hi dng c cu trc cho hnh 4.17a). i tng c gi thit l

c m hnh khng chnh xc S ( s ) , tc l gia m hnh S ( s ) vi i tng thc tn ti
mt sai lch S ( s ) kiu b cng. Sai lch m hnh S ( s ) , hay cn gi l tp nhiu
(disturbance), l i lng c trng cho thnh phn ng khng xc nh c trong
khu i tng S ( s ) . Vic thc hin bi ton iu khin c n sai lch m hnh i
249
tng l nhim v ca iu khin bn vng (robust control). V nhng phng php gii
quyt tng qut mt bi ton bn vng ta khng cp y m ch nhc qua nhm
gii thiu mi lin quan gia bi ton iu khin ti u RH v bi ton iu khin bn
vng.
a)
b)
S(s)+S(s)
R(s)
c)
R
Su
d)
S
u
y
S
y
S
R(ISR)
R
Hnh 4.17: Bin i s khi tng ng cho bi ton n nh bn vng.
Nhim v thit k b iu khin ca bi ton l phi xc nh ma trn hm R ( s )

cho b iu khin sao cho h kn n nh vi mi sai lch m hnh i tng S ( s ) tha
mn:
S(s) < K(s)
(4.59)
trong K ( s ) c gi l ma trn hm gii hn ca sai lch.

S dng cc php bin i ca i s s khi nh cc hnh 4.17b, 4.17c, v 4.17d
m t ta c c s khi tng ng hnh 4.17d cho h kn 4.17a. T s khi
tng ng ny ta c ra c ma trn truyn t ca h h l
Gh(s)= SR(ISR)
Gi s h ang xt l SISO. Vy th G h ( j ) s l ng c tnh tn bin pha ca

h h. Nu G h ( s ) l hm bn (h h n nh) th theo tiu chun Nyquist, h kn cng
s n nh khi ng th ca G h ( j ) ng vi 0 < khng i qua v khng bao
im 1. Hin nhin rng G h ( j ) , 0 < khng th i qua cng nh bao im 1 nu
c G h ( s ) < 1 vi mi s . Do , h kn n nh l G h ( s ) phi l hm bn v
G h ( s ) < 1 vi mi s .
250
iu tng t cng xy ra vi h MIMO. H kn chc chn s n nh nu c:

a)
G h ( s ) l ma trn bn (cc phn t ca n l nhng hm bn),
(4.60)
b)
Gh(s) <1.
(4.61)
R rng s c (4.61) nu c
KR(ISR)
(4.62)
trong K ( s ) l ma trn hm tha mn (4.59).

Tip tc, ta li thy bi ton (4.62) ch c th c nghim khi m:
min K R ( I S R )
R
(4.63)
Bi vy, trc khi gii quyt bi ton thit k b iu khin n nh bn vng, ta s tm

nghim bi ton ti u RH
R * ( s ) = arg min K R ( I S R )
R
(4.64)
Nghim R * ( s ) ca bi ton ti u RH cng s l nghim ca bi ton iu khin

n nh bn vng nu nh n tha mn thm hai iu kin (4.60) v (4.63).
Bi ton ti u RH (4.64) cng a c v dng mu (4.56) bng cch s dng
i tng c m hnh:
S11
S21
S12
=
S22 I
K ( s)
S( s)
v t bi ton ti u RH mu n li a c v bi ton cn bng m hnh (4.58)

theo trnh t cc bc nu.
4.3.2
Trnh t thc hin bi ton ti u RH
Bc 1: Chuyn thnh bi ton cn bng m hnh
Ta thy, cc bi ton ti u RH khc nhau u a c v dng chung l bi

ton cn bng m hnh nh phng php tham s ha b iu khin. Phng php ny
gip ta xc nh c tt c nhng b iu khin R ( s ) di dng ph thuc tham s
Q ( s ) R H , lm cho h kn n nh ni, tc l lm cho ma trn truyn t ca h kn l
ma trn bn. ng vi nhng tham s Q R H khc nhau ta s c cc b iu khin
R ( s ) khc nhau. cng l bc u tin phi thc hin:
Xc nh tt c cc b iu khin c th c R ( s ) cng vi n ta cng s
c c mt h kn n nh nh phng php tham s ha Youla.
251
Bc 2: Tm nghim bi ton cn bng m hnh
Sau khi tham s ha c b iu khin R ( s ) lm h kn n nh ni, cc bi

ton ti u RH s c chuyn v dng chung l bi ton cn bng m hnh:
QRH
trong
T,T1,T2RH
(4.65)
Lc ny, bc tip theo ch cn l:

Tm nghim Q * ( s ) R H ca bi ton cn bng m hnh (4.65), trong
cc ma trn T 1 ( s ) , T 2 ( s ) , T 3 ( s ) l bit v u l phn t ca RH .
4.3.3
Kh nng tn ti nghim ca bi ton cn bng m hnh
Tt nhin rng khi c T11 R H v T21 R H th bi ton cn bng m hnh

(4.65) s c nghim Q * = T11 T T21 v ta i n:
nh l 4.8: Nu T11 , T21 R H th bi ton (4.65) c nghim:
Q * = T11 T T21
(4.66)
bn v cc kh nng khc tm nghim bi ton cn bng m hnh (4.65), trc

ht ta xt trng hp c bit T , T 1 , T 2 R H l nhng hm bin phc (ma trn mt
hng, mt ct). Khi , do T 1 Q T 2 = T 1 T 2 Q = U Q vi U = T 1 T 2 , nn bi ton (4.65) c
vit gn li thnh
Q * = a r g min T U Q , trong T , U R H
QRH
(4.67)
nh l 4.9: Nu T , U R H l nhng hm phc (ma trn mt hng, mt ct), hm U
ch c mt im khng s 0 duy nht nm bn phi trc o v hm:

Q*=
T ( s) T ( s0 )
U ( s)
hp thc, th Q * l nghim ca (4.67).

Chng minh:
Trc ht, t nh ngha v chun v cng ta thy c:
T U Q = sup T U Q T ( s 0 ) U ( s 0 ) Q ( s 0 ) = T ( s 0 ) .
Re( s ) > 0
Mt khc, vi Q * xc nh theo (4.68) th:
252
(4.68)
T U Q * = T ( s 0 ) .
Hm phc hp thc Q * xc nh theo (4.68) c cc im cc bao gm tt c cc

im cc ca T v cc im khng cn li (tr im s 0 ) ca U . Bi vy n l hm bn,
hay Q * R H .
V d 4.16: Nghim ca bi ton cn bng m hnh
Cho bi ton cn bng m hnh (4.67) vi

T=
1
,
s +1
U=
s3
.
s+3
Do U ch c mt im khng s 0 = 3 duy nht nm bn phi trc o, cng nh:

Q*=
T ( s) T ( s0 )
s+3
=
.
U ( s)
s +1
l hm hp thc nn n l nghim ca bi ton.
nh l 4.10: Nu T , U R H l nhng hm phc (ma trn mt hng, mt ct), hm U
l hp thc cht, pha cc tiu (tt c cc im khng v im cc u nm bn tri

trc o) v hm phc:
Q*=
T ( s) T ( )
.
U ( s)
(4.69)
hp thc, th Q * l nghim ca (4.67).

Chng minh:
Tng t nh phn chng minh nh l 4.9, t
T U Q = sup T U Q T ( ) U ( ) Q ( ) = T ( ) .
Re( s ) > 0
v vi Q * xc nh theo (4.69)
T U Q * = T ( )
cng nh Q * R H v n hp thc, ta c c .p.c.m.
V d 4.17: Nghim ca bi ton cn bng m hnh

T=
1
,
s +1
U=
1
.
s+3
Do U hp thc cht, cng nh:

Q*=
T ( s) T ( ) s + 3
=
.
U ( s)
s +1
253
l hm hp thc nn n l nghim ca bi ton.
C th thy min ng dng ca ba nh l trn l kh hp, ngay c khi ch c p

dng cho nhng h SISO. L do nm gi thit rng buc ca n. Phn ln nhng bi
ton ti u H , khi c chuyn v bi ton cn bng m hnh li khng tha mn cc
gi thit ny. Thm ch bi ton cn bng m hnh (4.67) li c th khng c nghim
Q * R H . Trng hp ny xy ra khi hm T U Q khng c gi tr nh nht m ch
c gi tr q chn di ln nht (infimum):
q=
inf
QRH
TUQ
V d 4.18 ([18]): Bi ton cn bng m hnh v nghim

T=
1
,
s +1
U=
1
( s + 1) 2
L()
Xt hm Q R H c nh ngha bi:
Q=
s +1
,
es + 1
1>e>0
Khi
TUQ =
es
( es + 1)( s + 1)
v t biu Bode ca n (hnh 4.18) ta thy:

TUQ e
Do chun (v cng) l mt s khng m nn

q=
inf
QRH
TUQ =0
Song T U Q li khng c gi tr nh nht vi mi Q R H , v hm gii hn:

Q * = lim Q = lim
e0
e0
s +1
= s+1
es + 1
lm cho T U Q * = 0 khng thuc R H nn khng th l nghim.
Mt l gii cho vic bi ton (4.67) v d 4.18 va nu khng c nghim Q * R H

c th l v U ( 0 ) = 0 , tc l trong hm U ( s ) c thnh phn vi phn.
nh l 4.11: Nu bi ton cn bng m hnh (4.65) c T , U R H l nhng hm phc
(ma trn mt hng, mt ct), v hm U tha mn U ( j ) 0 vi mi 0 th n

chuyn c v thnh bi ton (4.67) v bi ton ny c nghim ti u Q * R H .
254
Tt nhin rng nh l trn ch l iu kin . Ni dung hai nh l 4.9, 4.10 cng

nh kt qu v d 4.17 cho thy mc d iu kin U ( j ) 0 vi mi 0 khng
c tha mn (ti v d 4.17 l khi = ), song bi ton li vn c nghim ti u
Q * R H . Ngoi ra c c U ( j ) 0 vi mi 0 th t nht hm U ( s ) phi
hp thc khng cht v khng cha thnh phn vi phn (xem li v d 4.17).
Tng t nh nh l 4.11, vi bi ton cn bng m hnh h MIMO ta cng c iu
kin sau:
nh l 4.12: Nu hai ma trn T 1 ( j ) , T 2 ( j ) c hng l hng s vi mi 0 th
bi ton cn bng m hnh

QRH
trong T , T 1 , T 2 R H s c nghim Q * R H .
4.3.4
Phng php 1: Tm nghim bi ton cn bng m hnh nh ton t

Hankel v nh l Nehari
Trong chng mc ny ta s lm quen vi mt phng php tm nghim bi ton

ti u (4.67) khi n tha mn iu kin nu trong nh l 4.11, tc l U ( j ) 0 vi
mi 0 , hay U R H l hm hp thc khng cht (c bc a thc t s bng bc
a thc mu s).
Phn tch hm trong v hm ngoi
Mt hm phc U T ( s ) R H c gi l hm trong (inner) khi

UT(s)UT(s) = 1
Hm trong U T ( s ) c nhng tnh cht sau:
Cc im cc v im khng nm i xng qua trc o, ni cch khc nu s 0 l

mt im cc ca U T ( s ) th s0 s l im khng ca n.
Tt c cc im khng ca U T ( s ) u phi nm bn phi trc o (c phn thc

dng).
v U T ( j ) = 1 .
Tn gi hm trong l ch v tr im khng ca n nm trong na h mt phng

phc bn phi. Hm trong l hm truyn t ca khu thng tn (allpass).
V d 4.19: (Hm trong)
Cc hm phc sau y vi a > 0
255
s 2 as + 1 ( s 1)( s 2)( s 3)
sa
,
,
( s + 1)( s + 2)( s + 3)
s+a
s + as + 1
u l hm trong.
Ngc li, mt hm phc U N ( s ) c gi l hm ngoi (outer), nu tt c cc im

khng ca n c phn thc khng dng (khng nm trong na h mt phng phc bn
phi). Hm ngoi U N ( s ) R H l hm truyn t ca khu pha cc tiu (minimum
phase).
Xt bi ton ti u (4.67) c U ( s ) R H hp thc khng cht vi bc ca a thc t
s v a thc mu s cng bng n. Gi im khng ca U ( s ) l k 1 , k 2 , , k n .
Khng mt tnh tng qut nu cho rng m n im khng k 1 , k 2 , , k m ca U ( s )
c phn thc dng, tc l Re( k i ) > 0 , i = 1 , 2 , , m . Lp hm
m
UT(s) =
s ki
i =1 s + ki
(4.70)
Vy theo nh ngha, U T ( s ) l mt hm trong v

UN(s)=
U ( s)
U T ( s)
(4.71)
cng l phn t ca R H v l hm ngoi.

Hn na, U ( j ) 0 vi mi 0 , hay U R H l hm hp thc khng cht,
1
nn U N
( s) cng hp thc (khng cht). Vi kt qu ny ta c c nh l sau:
nh l 4.13: Mi hm phc U ( s ) R H lun phn tch c thnh tch ca mt hm

trong vi mt hm ngoi:
U(s)=UT(s)UN(s)
(4.72)
1
Nu U ( j ) 0 vi mi 0 , th cn c U N
( s) R H . Ngoi ra, nu khng
n du th php phn tch trn vi U T , U N xc nh theo (4.70), (4.71) l duy nht.

Quay li bi ton cn bng m hnh (4.67). Thay cng thc phn tch (4.72) vo
phng trnh cn bng m hnh ta c:
T U Q = T U T U N Q = U T ( U T1 T U N Q )
= U T1 T U N Q = G V
256
(v U T = 1 ),
trong
G = U T1 T R L
(hp thc v khng c im cc no nm trn trc o)
cng nh
V=UNQRH
(hp thc v mi im cc u nm bn tri trc o).
Nh vy, bi ton (4.67) nay tr thnh

V * = min G V
V RH
vi
GRL
(4.73)
v cng c gip tm nghim (4.73) l ton t Hankel v nh l Nehari.

Ton t Hankel
Trc ht ta xt trng hp G R L 2 , hay G ( s ) l hp thc cht v khng c im

cc no nm trn trc o. Xem G ( s ) nh hm truyn t ca mt h tuyn tnh c tn
hiu vo l v ( t ) vi nh Laplace V ( s ) R H 2 v tn hiu ra y ( t ) . Vy th nh Laplace
Y ( s ) ca tn hiu ra s tha mn:
Y(s)= GVRL2.
Nhng v (xem li mc 4.1.1 v cng thc (4.8)):
R L 2 = R H 2 RH 2
nn ta c th phn tch Y R L 2 thnh hai phn (hnh 4.19)
Y(s)=Y1Y2=Y1G(V)
trong Y 2 = G ( V ) , bng cch chiu Y ( s ) ln hai trc ta R H 2 v RH 2 .
RH 2
Y =G V R L 2
Y 2 = G ( V )
G
Hnh 4.19: Gii thch ton t Hankel.
RH2
V
Php bin i V R H 2 thnh Y 2 = G ( V ) RH 2 c gi l ton t Hankel:
G : R H 2 RH 2
(4.74)
257
Ton t Hankel (4.74) c nhng tnh cht sau:

1) L mt nh x tuyn tnh.
2) nh ca n l mt hm phc hp thc cht v c cc im cc nm bn phi trc o,
gi l hm phn bn (antistable).
3) Nu G R H 2 , th G ( V ) = 0 vi mi V R H 2 . iu ny ch rng nu phn tch
G R L 2 thnh
trong G 1 RH 2 v G 2 R H 2 ,
G=G1+G2
th
G ( V ) = G1 ( V )
nh l 4.14 : Nu G RH 2 th chun G ca ton t Hankel c xc nh nh sau:
a)
Vit li G = [ A , B , C , ] , trong cc gi tr ring ca A phi nm bn phi

trc o (c phn thc dng).
b)
Xc nh hai ma trn L c v L o theo
L c = e At BB T e A t dt
L o = e A t C T Ce At dt ,
0
tc l nghim ca cc phng trnh Lyapunov

ALc + Lc AT = BBT
T
T
A Lo + Lo A = C C
c)
(4.75)
Tnh
G = max ( Lc Lo )
trong max l k hiu ch gi tr ring ln nht ca ma trn.

Chng minh:
K hiu l mt gi tr ring ca ma trn tch L c L o , v r l vector ring bn phi
tng ng. Vy th
(LcLo)r=r
Lc
Lo r
= r
s
hay
Lcs= r
258
Lor= s
Vi chng, t phng trnh Lyapunov th nht trong (4.75) ta s c:

(sIA)Lc+Lc(sI+ AT) = BBT
1
[(sIA)Lc+Lc(sI+ AT)]= C(sIA)1BBT
C(sIA)
CLc+C(sIA)
[CLc+C(sIA)1Lc(sI+ AT)](sI+ AT)1s = C(sIA)1BBT(sI+ AT)1s
CLc(sI+ AT)
s +C(sIA)
CLc(sI+ AT)
s + F(s) = G(s)K(s)
Lc(sI+ AT) = C(sIA)
BBT
Lcs = C(sIA)
BBT(sI+ AT)
s
(4.76)
trong
F(s)= C(sIA)
K(s)= BT(sI+AT)
(4.77)
Do ma trn A l phn bn (antistable cc gi tr ring nm bn phi trc o) nn:

F ( s ) RH 2 ,
K(s)RH2
CLc(sI+ AT)
sRH2
Bi vy nu ly hnh chiu ln trc RH 2 ca c hai v (4.76) s c
F =G(K)
F
K
G ( K )
(4.78)
Mt cch hon ton tng t, nhng i t phng trnh Lyapunov th hai trong
(4.75) ta cng thu c
K
F
G ( F )
F
(4.79)
So snh (4.78) vi (4.79) th phi c:

F2=K2
G ( F )
F
max = sup
G ( F )
F
=G.
nh l Nehari v nghim ca bi ton (4.73)
Tr li bi ton (4.73) m G ( s ) l phn t ca R L (hp thc) ch cha phi

l ca RH 2 . Tuy nhin nh c cc tnh cht ca ton t Hankel nu trn v nh l
Nehari pht biu sau y, n s c chuyn v bi ton xc nh chun ton t Hankel.
259
nh l 4.15 (Nehari): Nu phn tch G R L thnh tng:
G(s)=G1(s)+G2(s)
G 1 RH 2
trong
v G 2 R H
th s c
inf
V RH
G V = G1
Ni cch khc, bi ton (4.73) c nghim

V* = G(s)
trong
max F ( s)
(4.80)
K ( s)
max = G1 v F ( s ) , K ( s ) l hai hm phc c xc nh theo cng
thc (4.77) ng vi gi tr ring ln nht max ca L c L o .

Chng minh:
Trc ht ta thy gi tr
inf
V RH
G V vi G R L chnh l khong cch t
phn t G R L ti khng gian R H . Bi vy khng mt tnh tng qut nu ta ch

chng minh nh l cho trng hp G R L 2 v V R H 2 .
Vi s tr gip ca (4.78) ta d dng xc nhn c l vi V * theo (4.80) th
GV* =G
cng nh vi cc vector V R H 2 khc lun c G V G . Bi vy vn cn li

phi chng minh l V * R H 2 . t:
E = V * K = G K max F
s c:
G(E) = G(K)
max G ( F )
Nhng v F RH 2 , tc l G ( F ) = F nn kt hp vi quan h (4.78) ta i n:

G(E) = 0
iu ny ch rng E R H 2 , hay V * R H 2 .
Thut ton xc nh nghim bi ton cn bng m hnh
Tng kt li ni dung cc nh l 4.13, 4.14 v 4.15, ta c thut ton tm nghim ti

u Q * ca bi ton cn bng m hnh (4.67):
Q * = arg min T U Q , trong
QRH
260
T,URH
gm nhng bc nh sau:
1) Phn tch U ( s ) hp thc khng cht, c cc im cc nm bn tri trc o, thnh
tch ca hm trong (allpass, hay thng tn) U T ( s ) vi hm ngoi (pha cc tiu)
U N ( s ) , tc l U ( s ) = U T ( s ) U N ( s ) , bng cch thc hin:
a)
Xc nh cc im khng k 1 , k 2 , , k n ca U ( s ) trong n l bc a thc t

s (bc a thc mu s).
b)
Chn m n im khng k 1 , k 2 , , k m ca U ( s ) c phn thc dng, tc l

Re( k i ) > 0 , i = 1 , 2 , , m . Sau lp hai hm trong v ngoi:
m
UT(s) =
s ki
i =1 s + ki
UN(s)=
U ( s)
U T ( s)
2) Tnh G = U T1 T ri phn tch G R L thnh tng G = G 1 + G 2 trong G 1 RH 2

(hp thc cht, c cc im cc nm bn phi trc o) v G 2 R H (hp thc, c
cc im cc nm bn tri trc o).
3) Vit li G 1 = [ A , B , C , ] . Khi ma trn A s c cc gi tr ring nm bn phi
trc o (c phn thc dng).
4) Xc nh hai ma trn L c v L o l nghim cc phng trnh Lyapunov (4.75)
5) Tnh max l gi tr ring ln nht ca ma trn L c L o v r l vector ring bn phi
tng ng.
Lo r
6) Tnh s =
max
7) p s: Q * =
, F = [ A , r , C , ] v K = [ A T , s , B T , ]
F
V*
1
=
G max
K
UN UN
V d 4.20 ([18]): (Xc nh Q * )
Cho bi ton ti u (4.67) vi

T =
s +1
,
10 s + 1
U=
( s 1)( s 5)
( s + 2)2
Vy th
UT =
( s 1)( s 5)
,
( s + 1)( s + 5)
UN =
( s + 1)( s + 5)
( s + 2)2
261
G = U T1T =
1,34
1
( s + 1) 2 ( s + 5 )
1,22s + 0,96
=
+
+
(10 s + 1)( s 1)( s 5) ( s 1)( s 5) 10 s + 1 10
G2
G1
T y ta c:
1 0
,
A =
0 5
0,55
,
B =
1,77
C=(1 1),
v vi cc ma trn ny, hai phng trnh Lyapunov (4.75) c cc nghim: (tm nh lnh
lyap(A,Q) ca MatLab):
0,15 0,16
,
L c =
0,16 0,31
0,17
0,5
.
L o =
0
,
17
0,1
Suy ra
max = 0,2 ,
1
3,63
, s =
r =
0,78
1,24
v
F=
0,22s 4,22
,
( s 1)( s 5)
K=
( s + 1)( s + 5)
.
(10 s + 1)( s + 19)
Vy
Q*=
4.3.5
F
3( s + 2)2
1
.
G max
=
UN
K
(10 s + 1)( s + 19)
Phng php 2: Tm nghim bi ton cn bng m hnh nh php ni

suy NevannlinnaPick
Gi:
H(s)=
T UQ
q
trong
q=
inf
QRH
TUQ
(4.81)
R rng khi mt hm Q * ( s ) tha mn

Q*=
T qH
U
vi
H =1
(4.82)
s lm cho T U Q * = q . Bi vy n cng s l nghim ca bi ton (4.67) nu nh

cn c thm:
Q*RH
Ni cch khc, Q * ( s ) s l nghim ca (4.67) nu ta tm c mt hm H ( s ) theo cu
trc (4.81) sao cho vi n hm Q * ( s ) tnh theo (4.82) l phn t ca R H .
262
C th thy, Q * R H th cn v l:
Q * ( s ) phi hp thc. Nh vy bc tng i ca U ( s ) khng c ln hn bc

tng i ca T ( s ) hoc ca H ( s ) .
Q * ( s ) phi bn. iu ny s c tha mn nu H ( s ) l cng hm bn v khi k i ,

i = 1 , 2 , , m l im khng c phn thc dng ca U ( s ) th n cng phi l
im khng ca T q H , hay phi c H ( k i ) =
T ( ki )
, i=1,2, , m.
q
Cng c tm hm H ( s ) hp thc, bn, tha mn H = 1 v H ( k i ) =
T ( ki )
,
q
i = 1 , 2 , , m l php ni suy NevannlinnaPick.

Ni suy NevannlinnaPick
Bi ton ni suy NevannlinnaPick tng qut c pht biu nh sau: Cho trc m
cp gi tr (phc) k i , t i , i = 1 , 2 , , m . Hy xc nh hm H ( s ) hp thc, bn, tc l
H R H , tha mn H 1 v H ( k i ) = t i .
Tt nhin rng c H 1 th phi c t i 1 . Ngoi ra, phc v bi ton
cn bng m hnh (4.67) nh ni trn th trong bi ton ni suy NevannlinnaPick
cho trng hp hp sau ny, ta ch quan tm ti nhng im phc k i c Re( k i ) > 0 (nm
bn phi trc o).
Nhm kim tra iu kin tn ti nghim ca bi ton ni suy NevannlinnaPick
nu trn, ngi ta lp ma trn Pick c kiu m m :
P=(pij)
vi
pij =
1 ti t j
ki + k j
(4.83)
Hin nhin rng P l ma trn Hermite, tc l P H = P . T l thuyt i s ma trn th

mt ma trn Hermite lun c cc gi tr ring i ( P ) l nhng s thc.
Khi c ma trn Pick (4.83), s tn ti nghim ca bi ton ni suy
NevannlinnaPick c kim tra nh pht biu sau:
nh l 4.16 (Pick): Bi ton ni suy NevannlinnaPick c nghim khi v ch khi tt c
cc gi tr ring i ( P ) ca ma trn Pick (4.83) l nhng s dng, ni cch khc khi

v ch khi ma trn P xc nh dng.
263
Thut ton tm nghim H R H c thc hin truy hi, tc l bi ton vi m cp

gi tr (phc) k i , t i , i = 1 , 2 , , m c chuyn v bi ton cho m 1 cp gi tr . Bi
vy ni dung thut ton cng c chia thnh hai phn:
Phn thut ton ng vi mt cp gi tr k 1 , t 1 .
Phn thut ton chuyn bi ton c m cp gi tr thnh bi ton ch c m1 cp

gi tr.
1) Trng hp bi ton c mt cp gi tr k 1 , t 1 .
a)
Nu t 1 = 1 th bi ton ch c mt nghim duy nht l H ( s ) = t 1 vi mi s.
b)
Nu t 1 < 1 th bi ton c v s nghim. Cc nghim ny u c chung mt

cu trc:
H ( s ) = { M t1 F ( s) Ak1 ( s) F ( s ) R H v F 1 }
trong
M t1 ( z ) =
Ak1 ( s) =
z t1
1 t1 z
s k1
(php bin i Mbius)

(khu thng tn, allpass)
s + k1
Ni cch khc, khi t 1 < 1 th bi ton c cc nghim

H=
t1 ( s + k1 ) + ( s k1 ) F
( s + k1 ) + t1 ( s k1 ) F
vi mi F R H v F 1
(4.84)
C th thy nghim H ( s ) cng l hm truyn t ca mt khu thng tn ging

nh Ak1 ( s) . Tc l nghim H ( s ) tha mn:
H(j)=1,
H =1
2) Trng hp bi ton c m cp gi tr k i , t i , i = 1 , 2 , , m .
Khng mt tnh tng qut nu ta cho rng t 1 t 2
a)
Nu t m = 1 th theo nh l 4.16 cng nh nguyn l cc i Modulus (mc

6.2.3) bi ton ch c nghim khi t 1 = t 2 =
ca bi ton l H ( s ) = t m vi mi s.
b)
264
t m . Khi th:
Nu t m < 1 th bi ton c nghim
= t m . Lc , nghim duy nht
H ( s ) = M tm H m 1 ( s) Akm ( s) =
H m 1 Akm + tm
1 + tm H m 1 Akm
(4.85)
trong H m 1 ( s ) l nghim ca bi ton ni suy NevannlinnaPick c s cp

gi tr ch cn l m 1 nh sau:
k1 , k2 ,
t1' =
, km1
M tm ( t1 )
Akm ( k1 )
, t2' =
M tm ( t2 )
Akm ( k2 )
C th thy t H 1 ( k i ) = ti' =
, t 'm 1 =
M tm ( ti )
Akm ( ki )
M tm ( tm 1 )
Akm ( km 1 )
c cng s c H ( k i ) = t i v php bin
i Mbius M tm ( z ) tha mn M tm ( z ) = M 1t ( z ) =
m
z tm
.
1 tm z
V d 4.21: Ni suy NevannlinnaPick
Cho hai cp gi tr ( m = 2 )
(k1,t1) = (2,
1
)
3
(k2,t2) = (1,
1
)
2
Hy xc nh hm H ( s ) R H tha mn H 1 v H ( k i ) = t i , i = 1 , 2 .
Trc ht ta kim tra iu kin Pick (nh l 4.16) v s tn ti nghim H ( s ) . Theo
cng thc (4.83) th
0,22 0,28
P =
0,28 0,38
v do ma trn ny xc nh dng (c cc gi tr ring l nhng s thc dng, hoc

kim tra nh nh l Sylvester) nn bi ton ni suy trn c nghim.
tm nghim H ( s ) , ta chuyn bi ton c hai cp gi tr thnh bi ton ch c mt
cp gi tr c pht biu nh sau: Tm H 1 ( s ) tha mn H 1 1 v H 1 ( k 1 ) = t1'
trong :
k1=2
t1' =
M t2 ( t1 )
Ak2 ( k1 )
t1 t2 k1 + k2
= 0,6.
1 t2 t1 k1 k2
Mt2 ( t1 ) A1( k )
1
k
2
Tip theo, chn F = 1 vi F =1 (hin nhin n tha mn F R H v F 1 ). Khi

, t cng thc (4.84) ta c:
265
H1(s)=
t1 ( s + k1 ) + ( s k1 ) s 8
.
=
( s + k1 ) + t1 ( s k1 ) s + 8
Thay hm H 1 ( s ) va tm c vo (4.85) c nghim ca bi ton cho l:
H ( s ) = M t2 H1 ( s) Ak2 ( s) =
H1 Ak2 + t2
1 + t2 H1 Ak2
s 2 3s + 8
s 2 + 3s + 8
D dng kim tra c H ( s ) tha mn cc yu cu ca u bi:

H =1 , H(2)=
1
3
H(1)=
1
.
2
Tm gi tr chn di ln nht
Theo cng thc (4.82) tm Q * t hm ni suy NevannlinnaPick H ( s ) th ta cn

cn ti gi tr:
q=
inf
QRH
TUQ .
Song, cng vic ny c gii quyt trn vn ti mc trc (mc 4.3.4) nh ton t
Hankel v nh l Nehari. C th l ta c c thut ton xc nh:
q = max = G1
vi G = U T1T = G 1 + G 2 trong G 1 RH 2 , G 2 R H v U T ( s ) l hm trong (allpass,
hay thng tn) ca U ( s ) .
Tuy nhin, mt dng khc ca thut ton m khng cn phi chuyn sang
min thi gian vi cc ma trn hng G 1 = [ A , B , C , ] s c trnh by y. c bit,
dng ci bin ny ca thut ton rt ph hp vi phng php s dng php ni suy
NevannlinnaPick, v n hon ton c thc hin trong min phc. Thut ton bao
gm cc bc:
1) T k i , i = 1 , 2 , , m l m im khng c phn thc dng ca U ( s ) v T ( k i ) ta
xy dng hai ma trn kiu m m
A=(aij)
vi
aij =
B=(bij)
vi
bij =
1
ki + k j
T ( ki )T ( k j )
ki + k j
C th thy nu t i = T ( k i ) th ma trn Pick (4.83) chnh l hiu P = A B .
266
2) Xc nh ma trn V tha mn V 2 = A (ngi ta vn thng k hiu V l A ). iu

ny lun thc hin c v A l ma trn xc nh dng, tc l cc gi tr ring i
ca A l nhng s dng. Chng hn nu phn tch A thnh dng modal ([35]):
A=MM
trong
= diag( i ) ,
M=(a1,a2,
,am)
v a i l vector ring bn phi ca A ng vi gi tr ring i . Khi th:

A= MM
~
~
= MM 1 MM 1
V
V
vi
~
= diag( i ).
3) p s: q l cn bc hai gi tr ring ln nht max ca ma trn V

q = max ( V 1 BV 1 )
BV
, tc l:
(4.86)
B
~
Xut pht im ca thut ton trn nm tnh cht ca ma trn P = A 2 . Khi
q
~
~
q = th P = A . Do A l ma trn Hermite nn khi q = , cc gi tr ring ca P nm bn
~
phi trc o (xc nh dng). Cho q gim dn v 0 th cc gi tr ring ca P cng b
dch chuyn dn sang pha na mt phng phc bn tri, v B l ma trn xc nh m.
~
Gi tr q cn tm chnh l gi tr nh nht tt c cc gi tr ring ca P vn cn nm
~
bn phi trc o, tc l vn cn lm cho P xc nh dng.
V d 4.22: (Tnh gi tr q)
Cho
T =
s +1
,
10 s + 1
U=
( s 1)( s 5)
( s + 2)2
Nh vy ta c
k1=1, T(k1)=
2
11
k2=5, T(k2)=
6
51
Suy ra
0,5 0,167
0,017 0,004
, B =
,
A =
0,1
0,167
0,004 0,001
v vi cc lnh sqrtm(), inv() ca MatLab, ta c
267
0,6848 0,1763
1,7655 0,1856
, V 1 =
V =
0,1763 0,2625
0,1856 4,6052
cng nh vi lnh eig() th

V
BV
0,0377 0,0029
=
0,0029 0,0014
max( V
BV
) = 0,0379
Vy:
q = max ( V 1 BV 1 ) = 0,1946.
v cng l kt qu c t v d 4.20 (mc 4.3.4), nhng bng phng php s dng
ton t Hankel v nh l Nehari.

Tng kt: Thut ton tm nghim bi ton cn bng m hnh
Kt hp ni dung php ni suy NevannlinnaPick c hm H ( s ) tha mn

H 1 v H ( k i ) = t i , vi cng thc (4.86) xc nh q v cng thc (4.82) xc nh Q *
t H v q , ta i n thut ton chung gm cc bc nh sau:

1) Xc nh tt c cc im khng c phn thc dng ca U ( s ) l k i , i = 1 , 2 , , m .
2) Tnh q =
inf
QRH
3) Xc nh t i =
TUQ .
T ( ki )
, i=1,2, , m.
q
4) S dng php ni suy NevannlinnaPick tm hm H ( s ) R H , tha mn

H 1 v H ( k i ) = t i .
5) p s: Q * =
T qH
.
U
V d 4.23: (Tm hm Q * )

T(s) =
s 1
,
2s + 1
U(s)=
( s 2)( s 1)
( s + 1) 2
Hm U ( s ) c hai im khng nm bn phi trc o l k 1 = 2 v k 2 = 1 . Gi tr tng ng

ca T ( s ) ti l T ( k 1 ) = 0 , 2 v T ( k 2 ) = 0 .
Lp hai ma trn
268
A=(aij)
vi
aij =
B=(bij)
vi
bij =
1
ki + k j
T ( ki )T ( k j )
ki + k j
0,25 0,3333
A =
0,5
0,3333
0,01 0
B =
0
0
ta c (nh cc lnh sqrtm(), inv() v eig() ca MatLab)

0,3705 0,3357
A =
0,3357 0,6223
V=
5,2805 2,8489
=
2,8489 3,1439
q = max ( V 1 BV 1 ) = 0,6
Tip theo, ta tm hm H ( s ) tha mn H R H , H 1 v H ( k i ) = t i trong :
t1=
T ( k1 ) 1
=
q
3
v t 2 =
T ( k2 )
=0
q
y l bi ton ni suy NevannlinnaPick c hai cp gi tr. Ma trn Pick tng ng

ca n l
0,23 0,33
P =
0,33 0,5
xc nh dng nn bi ton ni suy c nghim.

p dng thut ton ni suy bng cch chuyn thnh bi ton ch cn c mt cp gi
tr l
k1=2
t1' =
M t2 ( t1 )
Ak2 ( k1 )
t1 t2 k1 + k2
=1
1 t2 t1 k1 k2
Mt2 ( t1 ) A1( k )
1
k
2
ta c H 1 ( s ) = 1 . Suy ra
H(s)=
H1 Ak2 + t2
1 + t2 H1 Ak2
s 1
.
s +1
Vy
T(s)qH(s)=
Q*=
0,6( s 1) 0,2( s 2)( s 1)

s 1
=
2s + 1
s +1
2s 2 + 3s + 1
0,2( s + 1)2
T qH
=
U
2s2 + 3s + 1
269
Ch : Phng php tm Q * ca bi ton cn bng m hnh (4.67) theo php ni suy
NevannlinnaPick ph thuc vo s tn ti hm H ( s ) tha mn H R H , H 1 v

H ( k i ) = t i . C th bi ton cn bng m hnh (4.67) c nghim Q * nhng li khng c
hm H ( s ) . Do nghim Q * ny cng s khng th tm c bng phng php ni suy
NevannlinnaPick.
V d sau minh ha cho nhn xt trn.
V d 4.24: Trng hp khng p dng c phng php ni suy NevannlinnaPick
Trong v d 4.20 (mc 4.3.4) ta xt bi ton (4.67) vi:

T(s) =
s +1
,
10 s + 1
U(s)=
( s 1)( s 5)
( s + 2)2
v i n nghim ti u:
Q*=
3( s + 2)2
.
(10 s + 1)( s + 19)
By gi ta s xt li bi ton nhng bng phng php ni suy NevannlinaPick.

Hm U ( s ) c hai im khng vi phn thc dng l k 1 = 1 v k 2 = 5 . Ngoi ra, theo kt
qu ca v d 4.22 ta c q 0,2. Nh vy, tip theo ta phi xc nh hm H ( s ) tha
mn H R H , H 1 cng nh H ( k i ) = t i , trong :
t1 =
T ( k1 )
2
=
= 0,9
q
2,2
t2 =
T ( k2 )
3
=
= 0,59
q
5,1
Bi ton ni suy trn c ma trn Pick (4.83):

0,0868 0,0775
P =
0,0775 0,0654
v ma trn ny c hai gi tr ring l 1 = 0,1544 v 2 = 0,0022 nn khng phi l ma

trn xc nh dng ( 2 l s m). Vy khng tn ti hm H ( s ) tha mn yu cu ra
(nh l 4.16), tc l bi ton khng gii c bng phng php ni suy
NevannlinnaPick, trong khi n vn c nghim ti u Q * .
4.3.6
Nghim cn ti u (suboptimal)
Trc khi cp n bi ton tm nghim cn ti u ta hy xt v d sau:

V d 4.25 ([30]): Nghim Q * khng hp thc, hay bi ton cn bng m hnh v nghim
Cho bi ton (4.67) vi:
270
T =
100( s + 2)( s 1)( s + 4,75)

(10 s + 1)( s + 1)
U=
100( s + 2)( s 1)( s 2)

(10 s + 1)( s + 1)4
T y ta c k 1 = 1 v k 2 = 2 l hai im khng nm bn phi trc o ca U ( s ) , cng nh

T ( k 1 ) = 0 v T ( k 2 ) = 4,762.
Lp hai ma trn:
A=(aij)
vi
aij =
B=(bij)
vi
bij =
1
ki + k j
T ( ki )T ( k j )
ki + k j
0,5 0,33
A =
0,33 0,25
0
0
B =
0 5,67
ta c:
V
3,144 2,849
=
2,849 5,281
q = max ( V 1 BV 1 ) = 14,286
p dng thut ton ni suy NevannlinnaPick vi hai cp gi tr:
k1=1, t1=
T ( k1 )
= 0 v
q
k2=2, t2=
T ( k2 )
= 0,334
q
ta i n:
H(s)=
s 1
s +1
Suy ra
Q*=
1,43 s3 + 6,29s 2 + 9,37 s + 4,68

T qH
=
U
s+2
tuy nhin nghim Q * ny li khng hp thc (Q * R H ).
Mt v d khc v trng hp bi ton cn bng m hnh khng c nghim Q * l v

d 4.18 c xt mc 4.3.3 khi ni v cc kh nng tn ti nghim Q * . C hai v d
ny (v d 4.18 v 4.25) u c mt im chung l Q * tm c tuy bn (stable) song li
khng hp thc (bc a thc t s ln hn bc a thc mu s).
Hin tng nghim Q * tm c nhng khng hp thc cng xy ra khi ta p dng
phng php s dng ton t Hankel v nh l Nehari (mc 4.3.4), hoc cc nh l 4.9,
4.10 (mc 4.3.3). V d sau minh ha iu .
V d 4.26: (Nghim Q * khng hp thc)
Xt bi ton cn bng m hnh (4.67) vi
271
T(s) =
( s + 7 )( s 3)
,
( s + 1)( s + 3)
U(s)=
s3
.
( s + 1)( s + 3)
Hm U ( s ) c mt im khng s 0 = 3 duy nht nm bn phi trc o. Nhng khi p

dng cng thc (4.68) tm Q * ta li c nghim khng hp thc
T ( s) T ( s0 )
=s+7 RH
U ( s)
Q*=
C hai v d trn u cho thy nguyn nhn lm cho hm phc thchu t v bn

Q * tm c:
Q*=
b0 + b1 s +
+ bm s m
a0 + a1 s +
+ an s n
(4.87)
cho d bng phng php s dng ton t Hankel, nh l Nehari hay php ni suy
NevannlinnaPick, khng phi l nghim ca bi ton cn bng m hnh (Q * R H ),
ch v n khng hp thc, tc l Q * c bc a thc t s l m ln hn bc a thc mu s
l n ( m > n ) .
T nhn xt nh vy th r rng cch n gin nht xp x Q * thnh nghim
~
cn ti u (gn ti u) Q * R H l bin n thnh:
~
Q* =
Q*
( es + 1) m n
b0 + b1 s +
+ bm s m
( es + 1) m n ( a0 + a1 s +
+ an s n )
(4.88)
~
trong e > 0 l s thc dng nh tu . S thc dng e ny quyt nh sai s gia Q *
~
v Q * . C th hn th lim Q * = Q * . T y ta i n:
e0
nh l 4.17: Nu hm phc thchu t v bn (4.87) tm c ca bi ton cn bng

m hnh (4.67) khng hp thc ( m > n ) th nghim cn ti u ca n s c dng
(4.88), vi e l mt s thc dng nh tu nhng c chn trc (cng nh cng
tt).
V d 4.27: Nghim cn ti u
Bi ton (4.67) xt v d 4.25 khng c nghim Q * , nhng ta c th thay n

bng nghim cn ti u:
~
1,43 s3 + 6,29s2 + 9,37 s + 4,68
Q* =
( es + 1)2 ( s + 2)
vi 0 < e nh ty . Chng hn vi e = 0,1 th:
272
~
1,43 s3 + 6,29s 2 + 9,37 s + 4,68
Q* =
0,01s3 + 0,4 s 2 + 1,4 s + 2
~
Cng tng t nh vy, nghim cn ti u Q * ca bi ton cn bng m hnh
(4.67) trong v d 4.26 l:
~
s+7
.
Q* =
es + 1
Cu hi n tp v bi tp
~ ~
1) Chng minh rng vi mi ma trn truyn t S ( s ) = N M 1 = M 1 N trong

~
~
N ( s ) , M ( s ) R H nguyn t cng nhau bn phi v N ( s) , M ( s) R H nguyn t
~
~
cng nhau bn tri, lun tn ti bn ma trn X ( s ) , Y ( s ) , X ( s) , Y ( s) R H tha
mn h phng trnh Bezout:
~
Y
~
N
~
X
~
M
X
=I
Y
a)
b)
u(t)
R(s)
S(s)
y(t)
u(t)
n
R(s)
S(s)
y(t)
Hnh 4.20: H kn vi phn hi n v.
2) Xt h c cu trc cho hnh 4.20a). Hy xc nh tt c cc b iu khin R ( s ) lm

h n nh, bit rng:
S(s) =
(1 + 2s)(1 s)
(1 + 3s)(4 s 2 )
3) Cho h kn b nhiu n ( t ) tc ng hnh 4.20b), trong i tng iu khin c

hm truyn t
S(s) =
s2 1
( s 2)( s2 + 2s 1)
Hy tm mt b iu khin R ( s ) lm h n nh ni, tn hiu ra khng ph thuc

nhiu n ( t ) tn s 20s
v khi u ( t ) = 1 ( t ) , n ( t ) = 0 th c sai lch tnh lim e( t ) = 0 .

t
273
4) Cho h MIMO c cu trc nh hnh 4.20a), trong i tng c ma trn truyn

t
S(s) = NM
~ ~
= M 1 N
R(s) = UV
~ ~
= V 1U
Bit rng:
~ ~
~ ~
Tt c 8 ma trn truyn t con N , M , N , M , U , V , U , V u thuc R H ,
~ ~
N , M v U , V l nhng cp nguyn t cng nhau bn phi, cng nh N , M v
~ ~
U , V l nhng cp nguyn t cng nhau bn tri.
Hy chng minh s tng ng ca cc pht biu sau:
a)
H kn l n nh.
b)
( I )N

U
I
V
RH
c)
~
~
M
N
I
~
~
V
U ( I )
5) Tm nghim Q * ca bi ton cn bng m hnh sau:

Q * = arg
inf
QRH
TUQ
vi
T(s) =
274
5s + 1
s+2
U(s) =
s
s+2
RH
iu khin thch nghi v bn vng
Nh cp mc 1.6.4, iu khin thch nghi l bi ton thit k b iu khin

nhm lun gi cht lng h thng c n nh, cho d c nhiu khng mong mun tc
ng vo h thng hoc c nhng s thay i khng bit trc xy ra bn trong i
tng iu khin lm thay i m hnh ca n. Nguyn tc hot ng ca h thng iu
khin thch nghi l mi khi c s thay i ca i tng, b iu khin s t thay i
theo nhm m bo c tnh cn bng cht lng trong h thng. Trong chng ny
chng ta s lm quen vi mt s cu trc thng gp ca b iu khin thch nghi thng
dng, cng nh cc phng php thit k chng.
i vi iu khin thch nghi ni ring v l thuyt v cc h thng iu khin ni
chung th l thuyt Lyapunov lun gi mt vai tr nn tng c bn. Do v cng l cn
thit, ta s n nhanh li y l thuyt c s ny.
5.1
L thuyt Lyapunov
5.1.1
Tiu chun n nh Lyapunov v nh l LaSalle
Xt h phi tuyn khng b kch thch (khng c tn hiu vo) m t bi:

x1
f1 ( x )
dx

= f ( x ) , trong x = v f ( x ) =
dt
x
f ( x)
n
n
(5.1)
im trng thi x e hin thi ca h m khi khng b kch thch (tn hiu vo u = 0 ) , h
dx
vn nguyn (
= 0 ) , c gi l im cn bng (equilibrium point). Nh vy, im
dt
cn bng x e ca h (5.1) s chnh l nghim ca:
f ( x) = 0
(5.2)
Do phng trnh (5.2) c th c nhiu nghim hoc cng c th v nghim nn h

phi tuyn khng b kch thch (5.1) c th c nhiu im cn bng, nhng cng c th
khng c mt im cn bng no. iu ny l hon ton mi so vi h tuyn tnh. Ta c
th thy h tuyn tnh tham s hng vi m hnh trng thi khi khng b kch thch:
275
dx
= Ax
dt
(5.3)
lun cn bng ti gc ta x e = 0 . Ngoi ra, nu ma trn A suy bin th n khng nhng

cn bng ti gc 0 m cn ti tt c cc im thuc khng gian nhn Ker( A ) ca ma
trn A , l mt khng gian vector con trong khng gian trng thi. Nu ma trn A l
khng suy bin (kh nghch) th h tuyn tnh (5.3) ch c mt im cn bng duy nht
l gc ta (xem thm ti liu [35] v [38]).
Do h phi tuyn khng b kch thch (5.1) c th c nhiu im cn bng, nn khi
nim n nh ca h phi tuyn cng phi gn lin vi im cn bng x e c xt. H
(5.1) c th n nh ti im cn bng ny, song li khng n nh nhng im cn
bng khc. iu ny cng l mi so vi h tuyn tnh. Mt h tuyn tnh n nh ti
mt im cn bng no th cng s n nh ti mi im cn bng khc.
Khng mt tnh tng qut, sau y ta s gi thit h cn bng ti gc x e = 0 v ch
phn tch tnh n nh ca h trong ln cn im cn bng . Ni rng khng mt tnh
tng qut v chng hn, xt tnh n nh ca h (5.1) ti mt im cn bng x e 0 no
, th thng qua bin mi:
x
x xe = ~
d~
x
dx
=
dt
dt
vic xt tnh n nh ca n ti x e nay s tr thnh vic xt tnh n nh ca:

d~
x
= f ( x + xe )
dt
x =0.
ti im gc ta ~
Gi s h khng b kch thch (5.1) ang im cn bng x e = 0 th b mt tc ng
tc thi khng mong mun nh bt ra khi 0 v a ti mt im trng thi x 0 no
thuc ln cn O ln ca gc ta . Khi h s c gi l:
n nh (stabil) ti 0, nu n t quay c v mt ln cn no ca im gc 0
(khng cn kch thch u , tc l vi u = 0 ) .
n nh tim cn (asymptotically stabil) ti 0 nu n t quay c v im 0 .
Ln cn O lc ny c gi l min n nh. Nu min n nh O l ton b khng

gian trng thi th h s c gi l n nh tim cn ton cc (global
asymptotically stabil) v vit tt thnh h GAS.
Hin nhin rng h n nh tim cn ti 0 cng s n nh ti . iu ngc li
khng ng. Hn th na, ta cn nhn thy cht lng n nh ca h theo nh ngha
276
trn ph thuc vo v tr im trng thi xut pht x 0 , tc l ph thuc vo ln cn
O.
Ln cn O cng ln, cht lng n nh ca h cng cao. Cng nh vy, khi h n

nh th h s c cht lng n nh (tim cn) cng ln nu tc tin v gc ta ca
qu o trng thi t do x ( t ) ca h cng nhanh.
Hnh 5.1 minh ha hai khi nim n nh v n nh tim cn theo nh ngha trn.
x0
x0
x(t)
x(t)
0
Hnh 5.1: Minh ha khi nim n
nh v n nh tim cn.
0
n nh tim cn ti 0
n nh ti 0
Cng t hnh minh ha 5.1 ta thy nu gi x ( t ) nghim ca phng trnh vi phn

(5.1) ng vi iu kin u x ( 0 ) = x 0 bt k no thuc ln cn O ca gc ta 0 , th
r rng h s l:
n nh tim cn ti 0 nu c lim x( t ) = 0
n nh ti 0, nu c | x ( t ) | khi t > T , trong l mt hng s dng nh

cho trc v T l mt s hu hn cng cho trc.
Nghim x ( t ) ca phng trnh vi phn (5.1) ng vi iu kin u x ( 0 ) = x 0 bt k no

c gi l qu o trng thi t do ca h.
Nh vy, theo nh ngha trn, kim tra c tnh n nh ca h (5.1) ti 0 ta
phi xc nh c nghim ca phng trnh vi phn (5.1). Do cng l cn thit nu
ta bn thm v kh nng tn ti nghim ca phng trnh vi phn (5.1) ny.
nh l 5.1 (iu kin Lipschitz a phng): Nu phng trnh vi phn (5.1) tha mn:
f ( x) f ( x0 ) L x x 0
(5.4)
vi mi x thuc mt ln cn no ca x 0 , trong L l mt s thc dng, th

trong ln cn , n s c nghim duy nht x ( t ) tha mn iu kin u x ( 0 ) = x 0 .
Nhng chng minh khc nhau ca nh l trn bn c c th tm thy trong cc
ti liu tham kho [17], [46]. Chng u c mt nt chung l chuyn phng trnh vi
phn (5.1) v dng phng trnh tch phn:
t
x ( t ) = x 0 + f ( x( ))d
(5.5)
277
ri sau mi chng minh phng trnh tch phn (5.5) s c nghim duy nht nu n
tha mn iu kin Lipschitz a phng (5.4).
Ch : V iu kin Lipschitz (5.4) ta nn lu thm:
N ch l iu kin . Nh vy phng trnh (5.1) vn c th c nghim ngay c

khi n khng tha mn iu kin Lipschitz (5.4).
Tnh duy nht nghim khi tha mn (5.4) ch rng h (5.1) khng th c hai qu
o trng thi ct nhau (trong ln cn x 0 ) .
iu kin (5.4) cn c m rng cho mi im x 0 = x ' cng nh cho x = x " bt k

ch khng ch ring cho mt ln cn no ca x 0 . Khi n c tn l iu kin
Lipschitz ton cc.
T tng chung
nh l 5.1 cho php ta kim tra c s tn ti nghim x ( t ) ca (5.1), nhng

khng gip ta tm c nghim . Mt cu hi c t ra y l lm cch no kim
tra c tnh n nh ca h phi tuyn khng b kch thch (5.1) m khng cn phi xc
nh hay i tm qu o trng thi t do x ( t ) ca n. Cu tr li chnh l ni dung ca
ton b tiu chun Lyapunov v nh l ca LaSalle.
V(x)
x0
k2
x
x(t)
k1
x1
x(t)
vk1
x2
Hnh 5.2: Mt gi v vic kim tra tnh
n nh ca h ti 0.
vk2
Hnh 5.3: To h cc ng cong kn bao

im cn bng 0.
T tng ca tiu chun Lyapunov c gii thch nh sau: Gi s h (5.1) cn

bng ti gc ta 0 . Khi , ta c th thng qua dng qu o trng thi t do x ( t ) ca
n m rt ra c nhng kt lun v tnh n nh ca h ti 0 , ch khng cn phi c c
th hm x ( t ) . Chng hn bng cch no ta c c h cc ng cong khp kn v
bao quanh gc ta 0 . Vy th kim tra h c n nh ti 0 hay khng ta ch cn
kim tra xem nghim x ( t ) ca (5.1) i t im trng thi u x 0 no thuc ln cn
c ct cc ng cong v ny theo hng t ngoi vo trong hay khng (hnh 5.2). Nu
278
x ( t ) ct mi ng cong h v theo chiu t ngoi vo trong th hin nhin x ( t ) tin v 0

v do h s n nh tim cn ti 0 . Ngc li, nu x ( t ) khng ct bt c mt ng
cong v no theo hng t trong ra ngoi (ch ct t ngoi vo trong hoc tip xc) th
chc chn x ( t ) s tin v gn 0 v do h l n nh.
R rng, kim tra chiu ct ca qu o trng thi t do x ( t ) ca h vi cc
dx
ng cong v ny, ta ch cn kim tra gc , l gc to bi tip tuyn
ca x ( t ) v
dt
vector v , c nh ngha l vector vung gc vi ng cong v theo hng t trong ra
ngoi (hnh 5.2), m c th l khi x ( t ) cha v ti gc 0 s c:
> 90 ct t ngoi vo trong h n nh tim cn ti 0
90 ct t ngoi vo trong hoc tip xc h n nh ti 0
T
v
< 0 khi x 0 th h n nh tim cn ti 0

dx
dx
= |v |
cos =
dt
dt
0 vi mi x th h n nh ti 0
(5.6)
Vn cn li nhm hin thc ha t tng nu trn ch cn l xy dng h cc

ng cong v thch hp v kim tra iu kin (5.6).
Tiu chun Lyapunov v hm Lyapunov
c c h cc ng cong v thch hp, Lyapunov s dng tp cc ng ng

mc ca hm xc nh dng, trn V ( x ) , tc l hm v hng, kh vi v tha mn:
V(x)>0, x0
V(0)=0
(5.7)
Hnh 5.3 l mt v d v hm xc nh dng trn trong ton b khng gian trng thi.
Hm xc nh dng V ( x ) ny c phng trnh m t
a 0
V(x) = a x12 + b x22 = x T
x
0 b
P
vi a, b l hai s thc dng
v c tnh cht l khi ta ct n bng mt mt phng V = k song song vi y (khng gian

pha) v chiu thit din xung y th ta s c mt ng cong khp kn vk cha im
gc ta 0 (ng ng mc v k ) . ng ng mc vk ng vi k nh hn th nm bn
trong ng ng mc vk ng vi k ln hn. Ni cch khc:
k1< k2
vk1 nm bn trong vk2 .
Vi c im ny ca hm xc nh dng V ( x ) th vector v ca h cc ng cong v s

c xc nh mt cch n gin nh sau:
279
V
V
=
v = gradV =
x
x
1
xn
v vector gradient, k hiu l gradV, lun vung gc vi ng cong v k v ch chiu tng

theo gi tr k ca V ( x ) = k , tc l ch chiu t trong ra ngoi ca ng cong v k .
Vi hm xc nh dng, trn V ( x ) theo cng thc (5.7) th iu kin (5.6) s vit
li c thnh:
T
v
dx
V ( x ) d x
V ( x )
=
=
f ( x)
x
dt
dt
x
< 0 khi x 0 th h n nh tim cn ti 0
=
0 vi mi x th h n nh ti 0
S dng thm k hiu o hm Lie ([13], [21], [38]):

Lf V ( x ) =
V ( x )
f ( x)
x
khi t tng chung ca Lyapunov nu trn s c th hin mt cch c th thnh:

nh l 5.2 (Tiu chun Lyapunov): Xt h phi tuyn khng b kch thch (5.1) cn bng ti
gc ta . Gi V ( x ) l mt hm xc nh dng, trn. K hiu:
Lf V ( x ) =
V ( x )
f ( x) = W ( x )
x
(5.8)
Khi :
a)
H s l n nh tim cn ti 0 vi min n nh O, nu W ( x ) l hm xc nh
dng trong O, tc l W ( x ) > 0 , x 0 v W ( 0 ) = 0
b)
H s l n nh ti 0 (vi min n nh O ) , nu W ( x ) l hm xc nh bn
dng trong O, tc l W ( x ) 0 , x
Hm V ( x ) khi c gi l hm Lyapunov (LF Lyapunov function).

Ch : Khi h ch n nh (khng tim cn), th khi nim min n nh O t ngha.
V d 5.1: Kim tra tnh n nh nh tiu chun Lyapunov
Xt h khng b kch thch vi m hnh

x ax ( x 2 + x 2 )
dx
1 1
2
= f ( x) = 2
x ax ( x 2 + x 2 )
dt
2 1
2
1
280
trong
a > 0.
S dng hm xc nh dng, trn V ( x ) = x12 + x22 ta c:

W ( x ) = Lf V =
V
f ( x ) = 2 a ( x12 + x22 )2 < 0
x
vi mi x 1 0 v x 2 0
Vy h n nh tim cn Lyapunov ti 0. H c min n nh O l ton b khng gian

trng thi nn n l n nh tim cn ton cc (h GAS).
V d 5.2: Kim tra tnh n nh v xc nh min n nh nh tiu chun Lyapunov
Xt h khng b kch thch vi m hnh:

x1 + x22
dx
= f ( x) =
x x 6 x
dt
2
1 2
S dng hm xc nh dng, trn V ( x ) =

Lf V =
1 2
( x1 + x22 ) ta c:
2
V
f ( x ) = x12 + 2 x22 ( x1 3) = W ( x )
x
V hm W ( x ) ch xc nh dng khi x 1 < 3 nn h l n nh tim cn ti 0 vi min n

nh O (ln cn ca gc 0):
O = { xR2 x1<3
V d 5.3: Kim tra tnh n nh ca h bt nh nh tiu chun Lyapunov
Tiu chun Lyapunov cn p dng cho c nhng h bt nh (uncertainties), l

nhng h m m hnh ca n c cha cc thnh phn khng bit trc. V d ny s
minh ha iu .
Xt h bt nh m khi khng b kch thch s c m t bi:
x3 x1 2 + x2
dx
= f ( x) = 1
, l tham s m hnh khng bit trc
dt
x1 x2
S dng hm xc nh dng, trn V ( x ) =

W ( x ) = Lf V =
1 2
( x1 + x22 ) ta c:
2
V
f ( x ) = x14 x12 2 + 2 x1 x2 x22
x
= x14 ( x1 x2 )2
Nhn thy, do hm W ( x ) lun xc nh dng vi mi nn h l n nh tim cn ton
cc ti 0 (vi mi gi tr ) .
S
281
Ch : V nh l 5.2 ta cn lu thm:
Tiu chun Lyapunov ch l mt iu kin . iu ny ni rng nu ta khng

tm c mt hm Lyapunov V ( x ) cho h th vn khng th khng nh c rng
h khng n nh (khng tm c khng c ngha l n khng tn ti). Ch ti khi
ta chng minh c rng thc s khng tn ti hm Lyapunov th mi c th
khng nh c h l khng n nh.
Mt h n nh c th c nhiu hm Lyapunov. Hm Lyapunov no mang n cho

h min n nh ln hn s c gi l hm Lyapunov c cht lng cao hn.
Cho n nay cha c mt phng php tng qut no gi vic tm hm

Lyapunov. Vi tng bi ton c th, ngi ta phi xy dng mt hm Lyapunov
ring cho h . Ni cch khc, chng minh h l n nh, ta phi ch ra c
mt hm Lyapunov c th tng ng cho h. Song li l cng vic kh khn
nht v hin cha c mt phng php tng qut no c th xc nh c hm
Lyapunov mt cch hu hiu. Mt s gi cho vic tm hm Lyapunov n l nh
phng php Krasovski, phng php SchutzGibson, phng php Aiserman ,
bn c c th tm thy trong ti liu [38].
nh l LaSalle
Trong phn din di t tng ca tiu chun Lyapunov, mt iu c th nhn c

ra ngay rng tnh cht xc nh dng ca hm v hng V ( x ) cha m bo rng
vector gradient ca n lun c hng ch t trong ra ngoi trong ton b khng gian
trng thi (n ch khng nh c chc chn iu ny trong mt ln cn no ca gc
ta , nu hm cn l lin tc). Chng hn hm (hnh 5.4):
x2 khi
V(x)= 1
khi
|x|
|x| 1
|x| > 1
l xc nh dng, song li c ng ng mc vk1 ng vi gi tr k1 ln hn k 2 li nm

bn trong ng ng mc vk2 ng vi gi tr k2. Hnh 5.4 v hnh 5.5 minh ha cho
nhn nh ny.
Nhm m bo rng mi hm Lyapunov lun c vector gradient ch t trong ra
ngoi trong ton b khng gian trng thi ngi ta a thm vo mt tnh cht na
cho hm Lyapunov V ( x ) . phi l hm khng gim theo | x | , hay t nht l phi b
chn gia hai hm thc khng gim theo | x | (hnh 5.5). Khi n s c gi l hm hp
thc (proper).
Ngoi ra, ta c th thy thm trong cc ti liu tham kho nh [28], [38], [46], [57]
l tnh hp thc ca V ( x ) c vai tr khng th thiu cho vic ng dng hm xc nh
282
dng vo bi ton xt tnh n nh Lyapunov ca h phi tuyn ni chung v nh gi

cht lng n nh bn vng ni ring.
V(x)
V(x)
V=k2
k1
V=k1
k2
x
x
Hnh 5.4: Hm xc nh dng c ng ng mc
ng vi gi tr nh hn bao ng ng mc
ng vi gi tr ln hn.
Hnh 5.5: Minh ha khi nim hm xc

nh dng, hp thc.
Sau y, ta s lm quen thm vi mt s khi nim b sung v cng vi chng l

nh ngha v tnh n nh cng nh cht lng n nh ca h (5.1).
nh ngha 5.1:
a)
Hm thc, lin tc, n iu tng ( z ) , z R c ( 0 ) = 0 c gi l thuc lp

K. Nu cn c thm lim ( z ) = th n c gi l thuc lp K
z
b)
Hm V ( x ) c gi l hp thc (proper), nu tn ti hai hm 1 ( z ) , 2 ( z ) ca

z 0 , lin tc, n iu tng v 1 ( 0 ) = 2 ( 0 ) = 0 (gi l hm thuc lp K) tha
mn 1 ( | x | ) V ( x ) 2 ( | x | ) . Hin nhin rng hm hp thc cng l hm xc
nh dng.
c)
Hm thc, lin tc, n iu gim ( z ) , z R tha mn lim ( z ) =0 c gi

z
l thuc lp L
+
d) Hm thc, lin tc ( z , t ) , z , t R s c gi l thuc lp KL nu khi t c

nh th n thuc lp K v khi z c nh th n thuc lp L
e)
Hm thc, lin tc ( z , t ) , z , t R c gi l thuc lp KL nu khi t c nh

th n thuc lp K v khi z c nh th n thuc lp L.
f)
H c gi l l n nh ti 0 nu vi mi hng s dng nh lun tn ti

mt hng s dng khc t | x 0 | < cng s suy ra c | x ( t ) | < . Nh
vy, h n nh ti 0, v c | x ( t ) | < v x 0 = x ( 0 ) nn ln cn phi cha
ln cn .
283
g)
H c gi l n nh tim cn ti 0 nu n n nh v c lim | x ( t ) | 0
t
h) H c gi l n nh tin cn ton cc ti 0 (global asymptotic stabil) nu n

n nh v c min n nh l ton b khng gian trng thi
i)
H l n nh u ti 0 (uniformly stabil) nu tn ti min O c

|x(t)| (|x0|)
vi mi
t 0 v x ( 0 ) = x 0
trong ( z ) l hm thuc lp K. Nh vy, h n nh u cng n nh v c

bin ca qu o trng thi t do x ( t ) khng tng theo thi gian, tc l:
t1>t2 |x(t1)||x(t2)|
H l n nh u ton cc ti 0 (global uniformly stabil) nu n n nh u
j)
vi min n nh O l ton b khng gian trng thi v ( z ) K

k) H l n nh tim cn u ti 0 (uniformly asymtotically stabil) nu tn ti
min O cha gc ta (min n nh) c:
|x(t)| (|x0|,t)
vi mi
t 0 v x ( 0 ) = x 0
trong ( z , t ) l hm thuc lp KL
l)
H l n nh tim cn u ton cc ti 0 (global uniformly asymptotically

stabil) nu n n nh tim cn u vi min n nh O l ton b khng gian
trng thi v ( z , t ) KL
m) H l n nh theo hm m (exponentialy stable) nu n n nh tim cn u

ton cc v tha mn ( | x 0 | , t ) = a | x 0 | e
bt
vi a, b l hai s dng.
Ch : Cc khi nim mi nh n nh u, n nh theo hm m c a vo nh
ngha trn u c xut x t h tuyn tnh (5.3). Chng hn:

1) Khi nim n nh u (uniformly stable):
Khi nim ny c bt ngun t dng qu o trng thi t do ca h tuyn tnh
tham s hng (5.3) c A l ma trn bn (h n nh), tc l nghim ca (5.3) vi:
x(t) = e
At
x0
|x(t)| = |e
At
x0| |eA ||x0| eA |x0| a|x0|
Chuyn sang h phi tuyn (5.1) ngi ta ni: "H l n nh u trong min O nu c
|x(t)| (|x0|)
vi mi t 0 , x 0 O v K "
Nh vy, h (5.1) s n nh u trong min O nu khi tin v 0 , khong cch gia qu

o trng thi t do x ( t ) so vi im gc 0 l khng tng.
284
K hiu thm L l lp cc hm thc mt bin ( r ) , r R + n iu gim v tha

mn lim ( r ) =0. Cng nh vy ta k hiu KL l lp cc hm hai bin ( z , t ) , z , t R +
r
nu khi t c nh th n thuc lp K v khi z c nh th n thuc lp L . Vi cc k hiu

ny th r rng h (5.1) s n nh u v tim cn v 0 (uniformly asymtotically stable)
trong O nu c:
|x(t)| (|x0|,t)
vi mi t 0 , x ( 0 ) = x 0 O v KL
Ni cch khc, h s n nh tim cn u trong min O nu khi tin v 0 , khong cch

gia qu o trng thi t do x ( t ) so vi gc 0 lun n iu gim theo thi gian.
2) Khi nim n nh theo hm m (exponentialy stable):
Khi nim ny cng c bt ngun t dng qu o trng thi t do (5.3) ca h
tuyn tnh n nh tham s hng (5.3). Chuyn sang cho h phi tuyn (5.1), ngi ta
nh ngha: "H (5.1) c gi l n nh theo hm m, nu n n nh tim cn u v
c ( | x 0 | , t ) = a | x 0 | e
bt
vi a, b l hai s dng".
Quay li tiu chun Lyapunov (nh l 5.2), nhng xt cng vi tnh hp thc ca
hm V ( x ) ta s thy:
Khi h l n nh tim cn th do W ( x ) l hm xc nh dng v lim | x ( t ) | 0

t
nn cng c W ( x ) = lim Lf V ( x ) = 0
t
Khi h l n nh (khng tim cn) th do x ( t ) khng tin v gc m ch nm

trong mt ln cn no ca gc nn phi tn ti mt ln cn m x ( t ) s li
trn bin ca n. Vi ln cn ny th = 90 (gc to bi vector tip tuyn ca x ( t )
v vector gradient ca hm nhn bin ca ln cn ny lm ng ng mc) v do
cng c W ( x ) = lim Lf V ( x ) = 0 .
t
T y ta i n:
nh l 5.3 (LaSalle): Cho h phi tuyn khng b kch thch (5.1) cn bng ti gc 0 v
tha mn iu kin Lipschitz. Gi V ( x ) l hm kh vi, hp thc (nn cng xc nh
dng):
1(|x|) V(x) 2(|x|)
vi 1 ( z ) K v 2 ( z ) K
c o hm ca n dc theo qu o nghim x ( t ) ca (5.1) tha mn:

Lf V =
V
f ( x) W ( x )
x
(5.9)
285
trong W ( x ) l mt hm lin tc. H s l:

a)
n nh ti 0 nu W ( x ) l hm xc nh bn dng
b)
n nh tim cn ti 0 nu W ( x ) l hm xc nh dng
c)
n nh u tim cn ti 0 nu W ( x ) = ( | x | ) K
Ngoi ra, khi h l n nh th nghim x ( t ) ca (5.1) s b chn v tha mn:

lim W ( x ( t ) ) = 0
(5.10)
So snh vi tiu chun Lyapunov, ta thy, ngoi khng nh (5.10), chng hon
ton tng ng nhau. S m rng du = cng thc (5.8) ca tiu chun Lyapunov
thnh du cng thc (5.9) trong nh l LaSalle ch nhm lm cho chng c c
thm tnh bc cu, rt tin cho vic nh gi cht lng n nh ca h sau ny.
Li chng minh cht ch cho cng thc (5.10) bn c c th tm thy cc ti liu
tham kho [28], [46]. , (5.10) c chng minh nh vo nh l Barbalat. N ni
rng nu tch phn v hn ca mt hm lin tc W ( x ( t ) ) :
W ( x( t ))dt
<
l s hu hn (hi t), th hm di du tch phn W ( x ) phi tin n 0.

p dng cho h tuyn tnh v phng trnh Lyapunov
Mt trong nhng hm V ( x ) xc nh dng, hp thc, n iu tng theo | x | , cng

nh V ( x ) khi | x | , tc l V ( x ) K , c cu trc n gin, rt thch hp vi nhng
bi ton iu khin tuyn tnh (5.3), l hm thc dng ton phng:
V(x) = xTPx
(5.11)
trong P l mt ma trn vung (i xng) c s chiu thch hp (theo chiu ca vector

x ) . Dng hm xc nh dng (5.11) cn c m rng cho c trng hp phc, tc l
trng hp m vector x = e cng nh ma trn P=Q c cc phn t l s phc:
V(e) = eHQe
(hm c gi tr l s thc)
(5.12)
trong k hiu H ch php chuyn v v ly gi tr phc lin hp ca tng phn t

trong vector (hay ma trn).
Cho trng hp m rng (5.12) ny ta c mt nh l kh tin ch nh sau:
nh l 5.4: Hm V ( e ) tnh theo cng thc (5.12) l hm xc nh dng khi v ch khi
Q l ma trn Hermite (Q H = Q ) v mi gi tr ring ca n u l s thc dng.
286
Chng minh:
Trc tin ta chng minh iu kin cn. Gi s l mt gi tr ring ca Q cng
nh v l vector ring bn phi tng ng. Khi do:
Qv = v
V(v) = vHQv = |v|2 >0
nn cng phi c > 0 .

Tip theo, gi q i j l cc phn t (phc) ca Q. Vy th:
V(e) = eHQe =
qij ei e j
i, j
trong e k l cc phn t (phc) ca vector e v ei l s phc lin hp ca e i .

Nu e ch c phn t th k bng 1 ( e k = 1 ) , cc phn t cn li bng 0, th V(e) tr
thnh V ( e ) = 2 q k k nn phi c q k k > 0 . Trong trng hp e c tt c cc phn t bng 0
ngoi phn t th j v th k th:
V ( e ) = q jk e j ek + qkj e j ek l mt s thc dng.
Suy ra:
Im( q j k ) = Im( q k j ) .
Nu e j ek = 1 th do q j k + q k j l s thc nn phi c
Nu e j ek = i th do i ( q j k + q k j ) l s thc nn phi c Re( q j k ) = Re( q k j ) .
Vy:
q j k = qkj , tc l Q H = Q
(.p.c.m).
By gi ta chuyn sang iu kin . Gi 1 ,
, m l cc gi tr ring ca Q. V Q
l ma trn Hermite nn cc vector ring tng ng ca n v 1 ,
, v m s to thnh h
trc ta trc giao. Phn tch e bt k thnh tng tuyn tnh ca v 1 ,

m
e=
ai vi ,
i =1
, v m , tc l:
vi a i C
Khi s c:
V(e) = eHQe =
ai
i =1
vi
>0
v chnh l iu phi chng minh.
Ma trn i xng P ca hm xc nh dng (5.11) c gi l ma trn xc nh

dng. Cng c kh tin ch kim tra tnh xc nh dng ca ma trn P l nh l
287
Sylvester. N pht biu nh sau: "Cn v ma trn i xng xc nh dng l

ton b n ma trn con nm dc theo ng cho chnh ca n c nh thc dng". Nh
vy, kim tra tnh xc nh dng ca ma trn i xng:
p11
p
P = 12
p1n
p12
p22
p2n
p1n
p2n
,
pnn
pik=pki
ta ch cn kim tra:
p11 > 0 ,
p
det 11
p12
p12
>0 ,
p22
p11
det p12
p
13
p12
p22
p23
p13
p23 >0 ,
p33
T nh l 5.4 ta cn m rng ra c thm:

1) Do c V(e) = eHQe = (e)HQ(e) nn ba pht biu sau l tng ng:
a)
V(e) = eHQe >0
b)
V(e) = eHQe >0
c)
Lun tn ti duy nht ma trn A tha mn: Q = A A H = A H A .
vi mi e>0
vi mi e 0
2) Nu gii hn trng s thc (vector e = x v ma trn Q = P c cc phn t l s

thc), th nh l 5.4 tr thnh: "Hm V ( x ) = x T P x c ma trn P i xng ( P T = P )
s xc nh dng khi v ch khi P c cc gi tr ring l nhng s thc dng"
Quay li h tuyn tnh tham s hng c m hnh (5.3). S dng hm hp thc (5.11)
vi P l ma trn i xng, xc nh dng, ta s c:
T
LAxV =
dx
dV
T
T
T
T dx
=
P x + x P dt = x ( A P + P A ) x = x Q x
dt
dt
trong (phng trnh Lyapunov):

(ATP+PA) = Q
(5.13)
Nu xem (5.13) nh mt phng trnh n s P th n c tn gi l phng trnh

Lyapunov. Phng trnh Lyapunov lun c nghim P xc nh dng khi Q l ma trn
xc nh dng v A l ma trn bn (c tt c cc gi tr ring nm bn tri trc o). Cc
phng php khc nhau tm nghim P xc nh dng ca phng trnh Lyapunov,
bn c c th tm thy trong [20], [35], [38].
nh l 5.5: Phng trnh Lyapunov (5.13) vi Q l ma trn xc nh dg (i xng, c
cc gi tr ring l s thc dng) cho trc, s c nghim P duy nht xc nh
dng khi v ch khi A l ma trn bn (c cc gi tr ring nm bn tri trc o).
288
Chng minh:
Trc tin ta chng minh iu kin cn, tc l khi phng trnh (5.13) vi Q xc
nh dng c nghim P cng xc nh dng th A phi l ma trn bn (ma trn c tt
c cc gi tr ring nm bn tri trc o, tc l c phn thc m).
S dng hm xc nh dng V ( x ) xc nh theo (5.11). Khi , do Q xc nh
dV
dc theo qu o trng thi t do x ( t ) ca h tuyn tnh c m
dng nn o hm
dt
hnh khng b kch thch (5.3) l xc nh m. Vy theo tiu chun Lyapunov (hay nh
l LaSalle), h tuyn tnh (5.3) l n nh tim cn. Suy ra A phi l ma trn bn.
Chuyn sang iu kin , ta phi chng minh khi A l ma trn bn th phng
trnh Lyapunov (5.13) vi Q xc nh dng s c nghim P duy nht cng xc nh
dng. Trc tin ta t:
dJ ( t )
= ATJ+JA
dt
(5.14)
tha mn iu kin u J ( 0 ) = Q . Khi , t l thuyt phng trnh vi phn tuyn tnh

h s hng th phng trnh trn c nghim:
T
J ( t ) = e A tQe At
Tch phn hai v ca (5.14) theo t v ti tnh bn ca ma trn A, tc l
lim e At =, trong l k hiu ch ma trn c tt c cc phn t bng 0, s c
dJ
dt = Q = A T
dt
dJ
dt +
dt
dJ
dt A
dt
Bi vy, qua so snh vi phng trnh Lyapunov (5.13), ta n c nghim P :
P=
dJ
dt =
dt
AT t
Qe At dt
(5.15)
v d dng thy nghim ny l xc nh dng.

chng minh nghim (5.15) l duy nht, ta gi s ngoi n ra cn c mt nghim
P 0 khc. Khi , vi:
ATP0+P0A= Q
ta cng c c t (5.15) cng nh tnh giao hon c ca A e
P = eA
0
(A
At
=e
At
A:
T
T
P0 + P0 A e At dt = e A t AT P0 e At + e A t P0 Ae At dt
289
T
T
d AT t
P0 e At dt = P 0
P = AT e A t P0 e At + e A t P0 Ae At dt =
e
dt
0
0
v chnh l iu phi chng minh.
5.1.2
Thit k b iu khin GAS nh hm iu khin Lyapunov (CLF)
Khi nim hm iu khin Lyapunov
Trong khi hm Lyapunov c vai tr kim tra tnh n nh ca h thng th hm

iu khin Lyapunov li c ngha chnh trong vic thit k b iu khin phn hi
trng thi lm n nh h thng. N c nh ngha nh sau:
nh ngha 5.2: Hm iu khin Lyapunov (Control Lyapunov function) ca h:
dx
= f ( x, u)
dt
(5.16)
l mt hm V ( x ) hp thc (v do xc nh dng), kh vi, tha mn:

V ( x )
inf L f V = inf
f ( x, u ) < 0
u
u x
khi x 0
(5.17)
nh ngha trn ch r khi c (5.17) th s tn ti t nht mt quan h:

u=r(x)
(5.18)
c
Lf V ( x ) =
V
f ( x, r( x )) = W ( x ) < 0 khi x 0
x
(5.19)
v do h kn (hnh 5.6) bao gm i tng phi tuyn (5.16) v b iu khin tnh phn
hi trng thi (5.18) l GAS.
w=0
Hnh 5.6: Thit k b iu khin n nh
nh hm iu khin Lyapunov.
dx
= f ( x, u)
dt
u=r(x)
r(x)
im khc bit gia hm Lyapunov v hm iu khin Lyapunov, vit tt thnh

hm CLF l trong khi hm Lyapunov l mt hm V ( x ) hp thc (nn xc nh dng) c
o hm dc theo qu o trng thi t do x ( t ) ca h (5.16) ng vi u = 0 xc nh m
290
th hm CLF ta phi ch ra c t nht mt quan h (5.18) sao cho vi n ta t c

mc ch thit k (5.19) v khi (5.18) chnh l m hnh ton hc ca b iu khin
(tnh) phn hi trng thi. Ni cch khc, s tn ti hm iu khin Lyapunov (hm
CLF) l iu kin cn v h (5.16) n nh c bng b iu khin phn hi trng
thi.
V d 5.4: Thit k b iu khin h phi tuyn nh hm CLF
Xt i tng phi tuyn c m hnh:

x1 + x1 x2
dx
= f ( x, u) =
x2 + u
dt
1
Chn hm V ( x ) = x12 + x22 xc nh dng, ta c:

x1 + x1 x2
Lf V = 2(x1 , x2)
= 2 x12 +2 u x 2
x2 + u
1
Vy, c c Lf V xc nh m (trong ton b khng gian trng thi), ta c th chn

u = x 2 hay b iu khin lm n nh i tng cho s l u = r ( x ) = x 2 v do hm
V ( x ) chn cng l mt hm CLF ca i tng.

V d 5.5: Thit k b iu khin h phi tuyn bt nh nh hm CLF
Cho i tng phi tuyn c m hnh trng thi bt nh:

d x x1 ( x2 5) + u
=
,
dt ( x12 + 1) x2
trong > 0 l tham s khng bit trc ca m hnh.
S dng hm hp thc (xc nh dng) V ( x ) = ax12 + bx22 vi a > 0 v b > 0 , ta c:

Lf V =
x1 ( x2 5) + u
V
f ( x, u) = ( 2 a x 1 , 2 b x 2 )
=
( x2 + 1) x
x
1
2
= 2 a x12 ( x 2 5 ) + 2 a x 1 u 2 b ( x12 + 1) x22

= 2 a x 1 ( u + x 1 x 2 5 x 1 ) 2 b ( x12 + 1) x22
Nh vy, nu chn:
u+x1x25x1=x1
u=r(x)=x1x1x2+5x1
(5.20)
s c L f V = 2ax12 2b ( x12 + 1) x22 xc nh m (vi mi ) . Do V ( x ) l hm CLF ca

i tng. Hm CLF ny cn ch r, i tng l n nh tim cn ton cc (bn vng)
c nh b iu khin phn hi trng thi (5.20).
S
291
V d 5.6: Xc nh hm iu khin Lyapunov cho h affine
Xt h phi tuyn cn bng ti gc 0 vi m hnh trng thi affine:

dx
= f (x ) + H ( x ) u = f ( x ) + (h1 ( x )
dt
h m ( x )) u
(5.21)
trong h i ( x ) , 1 i m l cc vector ct ca ma trn H ( x ) v u = ( u 1 , , u m ) T l

vector cc tn hiu iu khin (u vo). Gi V ( x ) l mt hm hp thc (xc nh dng)
bt k no tha mn:
m
l(x)=
( L hi V ) 2
i =1
0 vi mi x 0
Khi n cng l hm iu khin Lyapunov ca h cho, v vi:

dV V
=
x
dt
[ f ( x ) + H ( x ) u ] = Lf V + ( Lh1 V
Lh V u
m
ta ch cn chn:
Lh V
1 ( x ) L f V
u=r(x)=
l( x )
Lh V
m
khi x 0 v u = 0 khi x = 0
trong ( x ) l hm xc nh dng ty chn, s c tnh xc nh m ca:

dV V
=
x
dt
[ f ( x) + H ( x ) u ] = ( x ) .
Kt qu ca v d 5.6 cn ch rng mt h thng khng c hm Lyapunov (chng

hn nh khng n nh) vn c th c, thm ch rt nhiu, hm CLF.
Thit k hm iu khin Lyapunov cho h affine
Pht trin tip kt qu ca v d 5.6 cho trng hp tn ti nhng im trng thi

x m c:
l(x)=0
Lh V = = Lh V = 0
1
ta thy, v ti nhng im trng thi c:

dV
= Lf V
dt
vi mi u
nn qu o x ( t ) cng s vn tin v 0 nu nh L f V xc nh m ti .
T y ta i n:
292
nh l 5.6: Xt h affine theo tn hiu vo u m t bi (5.21), trong h i ( x ) ,
i = 1 , 2 , , m l cc vector ct ca ma trn H ( x ) v f ( x ) c gi thit l cc hm

phi tuyn trn. Gi V ( x ) l mt hm hp thc (xc nh dng) no . K hiu:
( x ) = ( Lh V , Lh V ,
1
Z =
, Lh V )T
m
{ xR |(x)|=0 }
Nu ti nhng im trng thi x Z li c L f V xc nh m th h s n nh

tim cn (ton cc) c nh b iu khin phn hi trng thi:
( x ) Lf V
( x ) khi x Z
2
u=r(x)=
( x)
ty khi x Z
(5.22)
trong ( x ) l mt hm xc nh dng c chn ty .

Do mt i tng c th c nhiu hm CLF nn ta cng c th tm c nhiu b
iu khin u = r ( x ) cng mt tc dng l lm h kn n nh. phc tp hay n gin
ca cc b iu khin c quyt nh ch yu vo cu trc hm CLF V ( x ) tm c.
Ch : T ni dung nh l 5.6 ta c:
Trong min Z , do | ( x ) | = 0 , hay Lh V =

1
= Lh V = 0 nn mi b iu khin
m
u = r ( x ) l khng iu khin c i tng. Lc ny i tng s t tin v gc

ta bi c gi thit rng L f V xc nh m trong Z .
Vi nhng hm ( x ) xc nh dng khc nhau, ta c nhng b iu khin GAS

(5.22) khc nhau cho i tng (5.21). Tuy nhin nhng b iu khin ny c th
khng lin tc, c th l ti nhng im trng thi x thuc bin ca tp Z , k
hiu l ( Z ) , n s c gi tr bng , nu nh ti li c ( x ) + L f V 0. Nh
vy, iu kin c th tn ti t nht mt hm xc nh dng ( x ) sao cho
vi n c c b iu khin (5.22) lin tc l:
lim sup
x ( Z )
Lf V
( x)
< (l mt s hu hn)
Mong mun sau khi a c i tng v gc 0 , th k t thi im cng c

u = r ( x ) = 0 , tc l c c mt b iu khin lin tc r ( x ) tha mn:
lim r ( x ) = 0
x 0
293
ngi ta gi thit thm rng vi mi e > 0 lun tn ti mt hng s > 0 sao cho
khi c 0 < | x | < th cng c:
L f V + ( Lh V , , Lh V ) r < 0
1
(5.23)
vi mi | r | < e . Mt hm V ( x ) tha mn tnh cht (5.23) nu trn c gi l hm

c tnh iu khin nh, vit tt thnh SCP (small control property). Khi ti liu
[40] ch rng nu V ( x ) l hm CLF ca (5.21) theo ngha nu trong nh l 5.6
mang tnh SCP, cng nh tn ti mt hng s k > 1 c:
lim sup
x 0
Lf V
( x)
<
th s tn ti mt hm ( v ) kh vi, xc nh dng, sao cho:

u = r(x) = |b(x)|
k2
b(x)
l mt b iu khin lin tc tha mn r ( 0 ) = 0 lm i tng (5.21) n nh tim

cn ton cc (gi l b iu khin gradient), trong :
Lh ( V ( x ))
1
b(x) =
Lh ( V ( x ))
m
V d 5.7: Xc nh hm iu khin Lyapunov cho h affine
Xt lp cc h phi tuyn cn bng ti gc 0, c mt tn hiu vo, vi m hnh trng

thi affine:
x + x2
dx
u
= f ( x ) + 1
dt
x1 + x2
h( x )
x
x = 1 R 2 l vector ca cc bin trng thi v u l tn hiu u vo (tn
x2
1
hiu iu khin). S dng hm xc nh dng V ( x ) = ( x12 + x22 ) c:
2
trong
l ( x ) = ( Lh V ) 2 = ( x12 + x22 )2 0
vi mi
x0
Vy, h cho l n nh tim cn ton cc c nh b iu khin:

u = Lh V
( x ) L f V
l( x )
( x ) L f V
x12 + x22
trong ( x ) l mt hm xc nh dng bt k.
294
Thit k cun chiu (backstepping) hm CLF cho h truyn ngc
Cho n nay, hm CLF V ( x ) c xem nh l mt cng c ton nng thit k b

iu khin n nh cho i tng phi tuyn, khng ch ring cho i tng c m hnh
(5.16), m cn phc tp hn, v d nh l i tng khng dng, khng autonom, thm
ch bt nh. Song, iu hn ch chnh lm cho k thut ny vn cha c ph cp l
phng php xc nh hm CLF da qu nhiu vo k xo ca ngi thit k.
Mt t tng thit k (hin c l l duy nht) rt hu ch trong vic xc nh hm
CLF cho h gm nhiu h con to thnh l thit k cun chiu (backstepping) hm CLF.
y l t tng xy dng hm CLF cho ton h t nhng hm CLF ca cc h con bn
trong n c gi thit l bit. Bt ngun t t tng ny ngi ta cng xy dng
c mt s phng php thit k c th cho cc h c cu trc cascade c bit nh h
truyn thng (feedforward), hoc h truyn ngc (backward).
Xt h vi cc bin trng thi ( x , z ) T R
n+1
, x R m t bi:
dx
dt = f ( x ) + h( x ) z
dz = g( x, z ) + u
dt
(5.24)
Nh vy h ny bao gm mt khu phi tuyn vi u vo "o" z :

dx
= f ( x) + h ( x ) z
dt
trong x R , z R , f (0 ) = 0
(5.25)
v mt khu phi tuyn th hai:

dz
=g(x,z)+u
dt
trong u R l tn hiu u vo (tn hiu iu khin)
(5.26)
mc ni tip (hnh 5.7). Chnh v c cu trc truyn ngc thnh phn trng thi x nh
vy m h (5.24) c gi l h truyn ngc.
u
Hnh 5.7: Cu trc h truyn
ngc.
dx
= f ( x ) + h( x ) z
dt
g(x,z)
nh l 5.7: Xt h (5.24) bao gm hai h (5.25) v (5.26) mc ni tip. Gi thit rng cho
khu phi tuyn con (5.25) vi u vo "o" z ta c hm CLF V 1 ( x ) cng b iu

khin GAS tng ng v ( x ) tha mn v ( 0 ) = 0 . Khi h ln (5.24) ban u cng s
c hm CLF:
295
V(x,z)= V1(x)+
1
2
z v( x )
2
(5.27)
v tng ng vi n l b iu khin GAS phn hi trng thi:

V
v
k
f + h( x ) z
u = r ( x , z ) = z v( x ) g( x, z ) 1 h( x ) +
x
x
Chng minh:
Trc tin, do c gi thit rng V 1 ( x ) l hm CLF ca (5.25) ng vi b iu khin
v ( x ) nn phi c (theo LaSalle):
Lf + hvV1 =
V1
( f + hv) W ( x )
x
vi W ( x ) l hm xc nd dng. T y v cng vi hm V ( x ) cho bi (5.27), ta c:

dV V1 dx
v dx
dz dv
=
+ z v( x )
)
= Lf + hzV1 + ( z v)( g + u
dt
x dt
x dt
dt dt
= Lf + hzV1 + ( z v)( g + u Lf + hzv)
= Lf + hvV1 + ( z v) LhV1 + ( z v)( g + u Lf + hzv)
W + ( z v)( LhV1 Lf + hzv + g + u )
Bi vy nu c
LhV1 Lf + hzv + g + u = ( z v)k , k l s l
u = z v( x ) g( x, z ) LhV1 ( x ) + Lf + hzv( x )
th hm
dV
k +1
W ( x ) z v( x )
dt
cng vi iu kin v ( 0 ) = 0 s l hm xc nh m (.p.c.m).

V d 5.8: Thit k cun chiu hm CLF
Xt h c hai bin trng thi vi m hnh:

dx
3
dt = x + z
d = 2 x + z2 + u
dt
D thy h con th nht vi u vo "o" z l
296
dx
= x3 + z
dt
c hm CLF V 1 ( x ) = x 2 v b iu khin GAS tng ng

z = v( x ) = x3 x
v vi n c:
dV1
= 2x(x3+v) = 2x2 < 0
dt
vi mi x 0
Vy, theo nh l 5.7, h cho ban u cng c hm CLF:

V(x,z)= V1(x)+
1
1
[zv(x)]2= x2+ (z+x+x3)
2
2
v do n c iu khin n nh tim cn ti gc bng b iu khin (vi k = 1 ) :

u = r( x, z ) = x x3 z + 2 x z2 + ( 1 3 x2 )( x3 + z ) x
= 3 x5 (2 + 3 x2 + z ) z 2 x3
Hnh 5.8 biu din minh ha qu o trng thi t do ca h kn bao gm i tng
cho v b iu khin phn hi trng thi tm c.
Thit k cun chiu (backstepping) hm CLF cho h tam gic
Tng qut hn h truyn ngc (5.24) l h tam gic vi m hnh trng thi:
dx
dt = f ( x, z )
dz = g( x, z ) + u
dt
(5.28)
297
Nh vy h tam gic (5.28) cng c th c xem nh l h truyn ngc m h con

ca n:
dx
= f ( x, z )
dt
(5.29)
s c u vo o z khng dng c xc nh tng minh nh trong h truyn ngc

cht (xem m hnh (5.39) ca h truyn ngc cht). H (5.28) c tn gi l tam gic v
khi cc h con bn trong (5.29) cng truyn ngc th o hm Jacobi ca n theo vector
trng thi l mt ma trn tam gic di.
nh l 5.8 (Thit k cun chiu b iu khin GAS cho h tam gic): Gi s h con (5.29) c
hm CLF V 1 ( x ) v z = v ( x ) l b iu khin GAS kh vi tng ng tha mn

v ( 0 ) = 0 . Khi :
V(x,z) = V1(x)+(x,z)
(5.30)
vi ( x , z ) l hm khng m, khng b chn theo z , kh vi v tha mn:

( x, v( x )) = 0

= 0 z = v( x )
(5.31)
s l mt hm CLF ca h tam gic (5.28), ng thi:

1
V1
f ( x, z )

[ f ( x, z ) f ( x, v)] +
( x, z ) +
u = z
x
( x, z ) g( x, z )
bt k khi ( x, z ) V
khi ( x, z ) V
(5.32)
trong :
V = { (x,z)R
n+1
z=v(x)
v ( x , z ) l hm xc nh bn dng chn ty , tha mn:
(0,z)=0,
z=0
(5.33)
s l mt b iu khin tng ng lm h (5.28) n nh tim cn ti gc 0 .

Chng minh:
Theo gi thit c V 1 ( x ) l hm CLF ca (5.29) v z = v ( x ) l b iu khin GAS kh
vi tng ng, nn phi c:
V1
f ( x, v) W ( x )
x
vi W ( x ) l hm xc nh dng.
298
Khi ( x , z ) V th do c (5.31) nn cng c:

V(x,z) = V1(x)
V f ( x, z ) V
f ( x, v) W ( x )
=
( x, z ) g( x, z ) + u x
vi mi u. Du bng ca bt ng thc trn ch xy ra khi x = 0 v lc cng c

z = v ( 0 ) = 0 . Vy h (5.28) l n nh tim cn ti gc 0 .
Khi ( x , z ) V , do
0 , ta c:
z
dV V1
=
f ( x, z ) +
f ( x, z ) +
g( x, z ) + u
x
x
z
dt
=
V1
V
f ( x, z )
f ( x, v) + 1 f ( x, z ) f ( x, v) +
u
+
x
x
( x, z ) g( x, z ) z
W ( x ) ( x, z ) + ( x, z ) +
f ( x, z )
V1
f ( x, z ) f ( x, v) +
u
+
x
( x, z ) g( x, z ) z
Bi vy, cng vi b iu khin (5.32) cng nh hm xc nh bn dng ( x , z ) c

chn tha mn (5.33) ta s c tnh xc nh m ca:
dV
W(x)(x) 0
dt
iu ny chng t rng V ( x , z ) l hm CLF ca h tam gic (5.28).
Ch : V nh l 5.8 ta c mt s iu bn thm nh sau:
Hm hm xc nh bn dng ( x , z ) c chn (5.33) khng bt buc phi l

hm ca tt c cc bin x , z . Chng hn nh ta c th ch chn ( x , z ) = z 2 .
Cng nh vy, hm ( x , z ) xc nh dng, khng b chn theo z , kh vi, c

chn sao cho tha mn iu kin (5.31), khng bt buc phi l hm ca tt c cc
1
bin x , z . Chng hn ta c th chn ( x , z ) = z2 . Khi , vi:
2
V(x,z)=V1(x)+
1 2
z
2
= (0, ,
( x, z )
, 0 , z ) v
=z
z
b iu khin (5.32) s tr thnh:

u=
V1
1
f ( x, z ) f ( x, v) g( x, z )
( x, z ) +
z
x
299
Do u ( x , z ) l ty khi x V cng nh ( x , z ) , ( x , z ) l nhng hm c chn

gn nh ty , ch cn tha mn cc iu kin kh rng m (5.31) v (5.33), nn ta
c th xc nh c ( x , z ) , ( x , z ) b iu khin (5.32) c tnh lin tc trong
khng gian trng thi, chng hn vi:
( x , z ) = ( x , z ) = f ( x, z ) f ( x, v)
Nu hm CLF V ( x , z ) xc nh theo (5.30) cn c thm tnh SCP th ta cn c th

xc nh c mt b iu khin u ( x , z ) khng nhng lin tc m cn tha mn:
lim
( x, z ) 0
u(x,z) = 0
Cc ti liu [28], [56] a ra mt hm CLF n gin cho h (5.28) m thc cht

ch l mt trng hp ring ca (5.30) nh sau:
V(x,z) = V1(x)+
1
[zv(x)]2
2
tc l:
(x,z) =
1
[zv(x)]2
2
Do V ( x , z ) xc nh dng nn V ( x , z ) =0 khi v ch khi ( x , z ) = ( 0 , 0 ) . Nhng v:

V1(x)=0
x=0
nn iu kin ( x , z ) phi xc nh dng, hon ton thay th c bng iu

kin (5.31):
Nu V ( x , z ) l hm CLF ca mt h phi tuyn no v ( r ) l mt hm bt k

thuc lp K c o hm lun dng th ( V ( x , z ) ) cng s l hm CLF ca h .
T y, hm CLF (5.30) cn c th l:
V(x,z) = (V1(x))+(x,z)
(5.34)
Cng thc (5.34) l dng tng qut ca hm CLF c gii thiu trong ti liu
[40], nh sau:
z
V ( x , z ) = ( V 1 ( x ) ) + ( x, s)ds
v( x )
trong ( x , s ) l tha mn:

( x, s) = 0 s = v( x )
( x, s) s v( x ) > 0, ( x, s) v s v( x )
300
(5.35)
kim tra tnh SCP ca V ( x , z ) cho trong (5.35), ti liu [40] a ra iu

kin nh sau:
lim inf
( x, z ) 0
( x, z )
z v( x )
>0
nh l 5.7 ch l nhng trng hp ring ca nh l 5.8.
V d 5.9: Minh ha ni dung nh l 5.8
Cho i tng m t bi:

d x x2 + z
=
dt z xz + u
Ta thy c ngay l h con th nht ca i tng:

dx
= x2+z
dt
c hm CLF v b iu khin n nh tim cn:

V1(x) =
1 2
x
2
z=v(x)=xx2
Suy ra b iu khin cho i tng cho l:

u=
x2 + z
( x, z ) + x( z + x + x2 ) +
( x, z ) xz
Chn tip ( x , z ) =
1
( z + x + x 2 ) 2 v ( x , z ) = ( z + x + x 2 ) 2 ta s c:
2
= (z+x+x2)(1+2x),
x
= (z+x+x2)
z
v b iu khin tr thnh lin tc trong khng gian trng thi:

u = [(z+x+x2)+(1+2x)(x2+z)+xz+x]
Hn th na n cn tha mn u ( 0 ) = 0 .
Thit k hm CLF cho h truyn ngc cht nh php i bin vi phi
Trc ht, ta xt h vi mt tn hiu vo, c m hnh truyn ngc cht cn bng ti

gc dng n gin nh sau:
dzi
dt = zi + zi+1 khi 1 i n 1
dzn = ( z ) + u
dt
(5.36)
301
, z n ) T l vector bin trng thi v u l tn hiu vo.
trong z = ( z 1 ,
H ny c hm CLF:
V ( z ) = z12 + z22 +
+ zn2
(5.37)
v ng vi b iu khin phn hi trng thi:

u=r(z)=
1
zn(z)
2
(5.38)
ta c c tnh xc nh m ca:
dV V d z
=
= 2 (z1
z dt
dt
z2
z n 1
zn )
z1 + z2
z2 + z3
zn 1 + zn
( z) + u
= z12 ( z1 z2 )2
( zn 1 zn )2 + z n [ z n + 2 ( z ) + 2 u ]
= z12 ( z1 z2 )2
( zn 1 zn )2
Chuyn sang h c mt tn hiu vo vi m hnh truyn ngc cht (stricly

feedback) cn bng ti gc c mt tn hiu vo u :
dxk
dt = fk ( xk ) + xk+1 khi 1 k n 1
dxn = f ( x ) + u
n
dt
trong x = ( x 1 ,
xk= (x1,x2,
, x n ) T l vector bin trng thi ca h v

,xk)T
l nhng vector x k gm k phn t u tin x 1 , x 2 ,

h thng. Vi k hiu ny th:
xn= (x1,x2,
, x n ) T = x v x 1 = x 1
cng nh:
fk(x1,x2,
,xk) = fk(xk)
Tip theo, ta k hiu:
302
(5.39)
, x k ca cc bin trng thi ca
f1 ( x1 ) + x2
k ( xk+1 ) =
, k=1,2, ,n1
f (x ) + x
k +1
k k
(5.40)
Khi s c
dxk
dt
= k ( xk +1 )
vi
1kn1
l vector hm ca cc bin x 1 , x 2 ,
(5.41)
, xk+1.
C th thy ngay rng trong h con (5.41) vi k bin trng thi ( x 1 , x 2 ,
, x k ) ca
h ban u (5.39), bin trng thi th k+1 l x k + 1 gi vai tr nh mt u vo "o".

xy dng c b iu khin tng t nh (5.38), nhng cho h truyn ngc
cht (5.36), n gin nht l ta s tm mt php i bin vi phi (trn v kh nghch)
z = z ( x ) , a (5.38) v dng xt l (5.36).
u tin, bc th nht k = 1 , ta t z 1 = x 1 . Khi s c:
dz1
dx1
=
= f1(x1)+x2
dt
dt
Bi vy c:
dz1
= f1(x1)+x2 = z1+z2
dt
ging nh h (5.36) ta ch cn t thm:

z 2 = z 1 + f 1 ( x 1 ) + x 2 = x 2 + x1 + f1 ( x1 ) = x 2 + a 1 ( x 1 )
a1( x1 )
Tip tc, bc th hai k = 2 , c:
dz2
dx2
a d x1
a
=
+ 1
= x 3 + f 2 ( x 2 ) + 1 1 ( x1 ) = z 2 + z 3
x1 dt
dt
dt
x1
ta li t:
z3 = x3+f2(x2)+
= x 3 + f2 ( x2 ) +
a1
1 ( x1 ) + z 2 =
x1
a1
1 ( x2 ) + x2 + a1 ( x1 ) = x 3 + a 2 ( x 2 )
x1
a2 ( x2 )
V c tip tc nh vy, chng hn nh bc th ba k = 3 , th t:
303
dz3
dx3
a2 d x 2
a
=
+
= f 3 ( x 3 ) + x 4 + 2 2 ( x3 )
x 2 dt
dt
dt
x2
= z3+z4
ta s c:
z4 = x4+f3(x3)+
= x 4 + f3 ( x3 ) +
a2 d x 2
+z3 =
x 2 dt
a2
2 ( x3 ) + x3 + a2 ( x2 ) = x 4 + a 3 ( x 3 )
x2
a3 ( x3 )
Cui cng, sau khi thc hin ln lt cho k = 4 , 5 , , n ta thu c php i

bin vi phi z = z ( x ) nh sau:
z1 = x1
zk = ak 1 ( xk 1 ) + xk khi 2 k n
(5.42)
trong cc hm k bin l a k ( x k ) c xc nh truy hi theo cng thc:

a1 ( x1 ) = x1 + f1 ( x1 )
ak1
k-1 ( xk ) vi 2 k n 1
ak ( xk ) = xk + fk ( xk ) + ak1 ( xk1 ) x
k 1
(5.43)
Nh vy, vi php i bin vi phi z = z ( x ) xc nh bi (5.42) v (5.43), h c cu

trc truyn ngc cht (5.39) c a v dng n gin vi m hnh (5.36), trong
hm ( z ) trong (5.36) c tnh theo:
dzn
dx n
a
an 1 d x n 1
=
+
= f n ( x ) + u + n 1 n 1 ( x ) = ( z ) + u
x n 1
dt
dt
dt
x n 1
(z) = fn(x)+
an 1
n1 ( x )
x n 1
(5.44)
Tng kt li, ta i n kt lun:

nh l 5.9 (Thit k hm Lyapunov cho h truyn ngc cht): H truyn ngc cht (5.39) s
c iu khin n nh tim cn ton cc bng b iu khin phn hi trng thi:
u= r(x) =
1
zn(x)(z(x))
2
(5.45)
vi ( z ) c xc nh theo cng thc (5.44) v php i bin z = z ( x ) c xc

nh theo cc cng thc (5.42) v (5.43).
304
Hnh 5.9: iu khin n nh h

truyn ngc cht.
H truyn
ngc cht
1
zn(x)+(z(x))
2
Chng minh:
Do hm (5.37) hp thc (xc nh dng) v do z ( x ) = 0 khi v ch khi x = 0 nn hm

~
V ( x ) = V ( z ( x ) ) cng xc nh dng:
~
V ( x) = V ( z ( x ) ) > 0 , x 0
~
V ( x) = V ( z ( x ) ) = 0 x = 0
Xt tip vi (5.44) ta c vi mi z = z ( x ) 0 :
0>
V d z
V
=
z dt
z
z dx
x dt
)=(
V z
z x
~
dx
V ( x ) d x
=
x
dt
dt
~
dV ( x )
dt
~
Vy V ( x ) l mt hm iu khin Lyapunov ca h truyn ngc cht (5.39) vi tn hiu
iu khin (5.45).
V d 5.10: Thit k hm CLF nh php i bin vi phi
Xt h phi tuyn vi mt tn hiu vo, c m hnh truyn ngc:
x12 + x2
d x
x1 x2 + x3
=
dt 3
( x1 + x2 ) x3 + u
vi
x1

x = x2
x
3
Tnh:
a 1 ( x 1 ) = x 1 + f 1 ( x 1 ) = x 1 + x12 ,
a 2 ( x 2 ) = x 2 + f 2 ( x 2 ) + a 1 + L a1 = x 1 + 2 x 2 + 2 x12 + 2 x13 + 3 x 1 x 2
1
ta c:
z1= x1,
z 2 = x 2 + a 1 = x 2 + x 1 + x12 ,
z 3 = x 3 + a 2 = x 3 + x 1 + 2 x 2 + 2 x12 + 2 x13 + 3 x 1 x 2
v b iu khin lm h n nh s l:
305
u =
1
1
( x 3 + a 2 ) f 3 ( x ) L a2 = ( x 3 + x 1 + 2 x 2 + 2 x12 + 2 x13 + 3 x 1 x 2 )
2
2
2
( x13 + x2 ) x3 ( x12 + 4 x13 + 6 x14 + x2 + 3 x22 + 6 x1 x2 + 12 x12 x2 + 2 x3 + 3 x1 x3 )
Thit k hm CLF cho h affinetruyn ngc nh php i bin vi phi
By gi ta s xt h affinetruyn ngc vi mt u vo u , c m hnh:

dxk
dt = fk ( xk ) + hk ( xk ) xk +1 khi 1 k n 1
dxn = f ( x ) + h ( x )u
n
n
dt
(5.46)
Tng t nh lm, ta cng s tm y php i bin z = z ( x ) a h (5.46) v

dng (5.36). Trc ht ta s dng nhng k hiu tng t nh (5.40), (5.41):
xk= (x1,x2,
,xk)T,
xn= (x1,x2,
,xn)T= x ,
1kn
x1= x1
f1 ( x1 ) + h1 ( x1 ) x2
k ( xk+1 ) =
, k=1,2, ,n1
f ( x ) + h ( x )x
k k k +1
k k
dxk
dt
= k ( xk +1 )
1kn1
vi
Khi , nu t z 1 = x 1 ta s c:
dz1 dx1
=
= f1(x1)+h1(x1)x2= z1+z2
dt
dt
Suy ra:
z 2 = z 1 + f 1 ( x 1 ) + h 1 ( x 1 ) x 2 = h1 ( x1 ) x 2 + x1 + f1 ( x1 ) = a 1 ( x 1 ) x 2 + b 1 ( x 1 )
b1( x1 )
a1( x1 )
Tip theo, c:
dz2
dx2
a d x1
b d x1
= a1
+ 1
x2+ 1
=
x1 dt
x1 dt
dt
dt
= a 1 ( h 2 x 3 + f 2 ) + ( L a1 ) x 2 + L b1 = z 2 + z 3
1
ta li t:
306
z 3 = a 1 ( h 2 x 3 + f 2 ) + ( L a1 ) x 2 + L b1 + z 2 =
1
= a1 h2 x3+ a1 f2 + ( L a1 ) x2 + L b1 + a1 x2 + b1 = a 2 ( x 2 ) x 3 + b 2 ( x 2 )
1
1
a2
b2 ( x2 )
V c tip tc nh vy ta s i n php i bin vi phi:
z1 = x1
zk = ak1 ( xk1 ) xk + bk1 ( xk1 ) vi 2 k n
(5.47)
trong cc hm a k ( x k ) , b k ( x k ) , k = 1 , 2 , , n 1 c xc nh truy hi nh sau:

a1 ( x1 ) = h1 ( x1 )
ak ( xk ) = ak1 ( xk1 )hk ( xk ) , 2 k n 1
v
b1 ( x1 ) = x1 + f1 ( x1 )
b ( x ) = a f + ( L
k 1 k
k 1 ak 1 ) xk + ak 1 xk + bk 1 , 2 k n 1
k k
(5.49)
Nh vy, ta c cc cng thc (5.47) v (5.48) xc lp php i bin z = z ( x ) a

h affinetruyn ngc (5.46) v dng (5.36), trong hm ( z ) ca n c xc nh
nh sau. T (5.47) vi k = n ta c:
d x n 1
an 1 d x n 1
b
dzn
dx n
= an1
+
x n + n 1
dt
dt
x n 1
dt
x n 1
dt
= a n 1 [ f n ( x n ) + h n ( x n ) u ] + ( L
= an 1hnu + an 1 fn + ( L
u'
n 1
n 1
an 1 ) x n + L
an 1 ) xn + L
n 1
n 1
bn 1
bn 1 = u + ( z )
( z)
Vy:
u=
u'
an 1hn
( z ) = a n 1 f n + ( L
n 1
an 1 ) x n + L
n 1
bn 1
Hin nhin, khi c a v dng (5.36) th n cng s c iu khin n nh

bng b iu khin phn hi trng thi tng t nh (5.38):
1
u= zn(x)(z(x))
2
1
zn ( x ) ( z( x ))
u = 2
an 1 ( xn 1 )hn ( x )
(5.50)
Cui cng, tng kt li ta i n:
307
nh l 5.10: Php i bin z = z ( x ) cho bi (5.47), (5.48) v (5.49) s chuyn h
affinetruyn ngc (5.46) v dng (5.36). Do nu c a n 1 h n 0 vi mi x th h

affinetruyn ngc (5.46) s c iu khin n nh tim cn ton cc ti 0 bng
b iu khin phn hi trng thi (5.50).
V d 5.11: Thit k hm CLF cho h affinetruyn ngc
Cho h:
( x12 + 1) x2
d x x1
= e x2 + e x2 x3
dt
x33 + u
x1

x = x2
x
3
vi
Khi , vi:
f1=0,
f 2 = e x1 x2 ,
f 3 = x33
h 1 = x12 + 1 ,
h 2 = e x2 ,
h3=1
( x 2 + 1) x
1
2
e x1 x + e x2 x
2
3
2 =
1 = ( x12 + 1) x2 ,
ta c theo cc cng thc (5.47), (5.48):

a 2 = a 1 h 2 = ( x12 + 1)e x2 ,
a 1 = h 1 = x12 + 1 ,
a 3 = a 2 h 3 = a 2 = ( x12 + 1)e x2
b1 = x1+f1 = x1
b 2 = a 1 f 2 + ( L a1 ) x 2 + L b1 + a 1 x 2 + b 1
1
( x12
+ 1) e
x1
x2 + 2 x 1 ( x12
+ 1) x22 + ( x12 + 1) x2 + ( x12 + 1) x2 + x 1
= x 2 ( x12 + 1) ( e x1 + 2 x1 x2 + 2 ) + x 1
v nh vy php i bin z = z ( x ) s l:
z1 = x1
z 2 = a 1 x 2 + b 1 = ( x12 + 1 ) x 2 + x 1
z 3 = a 2 x 3 + b 2 = ( x12 + 1)e x2 x 3 + x 2 ( x12 + 1) ( e x1 + 2 x1 x2 + 2 ) + x 1
cng nh:
( z ) = a 2 f 3 + ( L a2 ) x 3 + L b2 = ( x12 + 1)e x2 x33 + ( L a2 ) x 3 + L b2

2
308
iu khin tuyn tnh ha chnh xc gn im cc cho h tam gic
Tip theo y, ta s xc nh php i bin z = z ( x ) cng nh b iu khin phn

hi trng thi u = u ( x , w ) a h tam gic:
dxk
dt = fk ( xk +1 ) khi 1 k n 1
dxn = f ( x ) + h( x )u
n
dt
(5.51)
vi
xk= (x1,x2,
,xk)T,
xn= (x1,x2,
,xn)T= x ,
1kn
x1= x1
tr thnh h tuyn tnh c m hnh trng thi chun iu khin ([35]):

0
dz
=
dt 0
a
0

z+ w= Az+bw
1
0
1
an 1

b
0
a1
A
(5.52)
trong ma trn A c cc gi tr ring l nghim ca a thc c tnh:

p(s) = a0+a1s+
+an1s
n1
+s
= (ss1)(ss2)
(ssn)
(5.53)
vi cc im cc s 1 , s 2 , , s n l nhng gi tr cho trc.

Tng t nh lm cc trng hp trn, trc ht ta k hiu
f1 ( x2 )
0
, h(x)=
f ( x) =
fn 1 ( x )
0
h( x )
fn ( x )
dx
= f ( x ) + h( x )u
dt
t z 1 = ( x ) = x 1 s c:
dz1 dx1
=
= f 1 ( x 2 ) = Lf
dt
dt
z 2 = Lf
= (1,0,
x
,0)
T y suy ra:
309
L f
dz2 L f d x
=
=
( f + hu ) = L2f + Lh L f = L2f
x dt
x
dt
z 3 = L2f
v L f ch l hm ca hai bin x 1 , x 2 , tc l:
L f
x
= (
L f
x1
L f
x2
,0,
,0)
Lh L f = 0
C tip tc nh vy, v do Lkf ch l hm ca k+1 bin x 1 ,

z k = Lkf 1
dzn
=
dt
k=1,2, ,n
vi
Lnf 1
x
, x k + 1 , ta i n:
(5.54)
( f + hu ) = Lnf + ( Lh Lnf 1 ) u
(5.55)
Qua so snh (5.55) vi m hnh h tuyn tnh (5.52), ta thy khi:

Lh Lnf 1 0
vi mi x 0
(5.56)
th b iu khin cn tm u = u ( x , w ) s l:
Lnf + ( Lh Lnf 1 ) u = a 0 z 1 a 1 z 2
= a 0 a 1 Lf
=
Lnf
u=
n 1
n 1
k=0
ak Lkf + w
k=0
Lh Lnf 1
ak Lkf + w
k=0
an1zn+w
a n 1 Lnf 1 + w
( k hiu L0f c hiu l L0f = )
ak Lkf + w
Lh Lnf 1
(5.57)
trong an=1 v L0f = .

Cui cng, tng kt li ta i n (xem hnh 5.10):
nh l 5.11: Gi ( x ) = x 1 v an=1 cng nh a 0 , a 1 , , a n 1 c xc nh t cc im
cc t trc s 1 , s 2 , , s n theo (5.53). Khi , nu iu kin (5.56) c tha mn,

th h truyn ngc tuyt i (5.51) s c chuyn v dng tuyn tnh chun iu
khin (5.52) bng b iu khin phn hi trng thi (5.57) v php i bin (5.54).
310
H tuyn tnh: z = A z + b w
B iu
khin (5.57)
H truyn
ngc (5.51)
Php i
bin (5.54)
Hnh 5.10: Minh ha

nh l 5.11
V d 5.12: iu khin tuyn tnh ha chnh xc v gn im cc
Xt h affine c m hnh trng thi:

x12 + x2
0
d x
3
0
= 2 x1 + x3
+
u
dt
2 x22 + 2 x1 x3 ( x1 x2 x3 + 1)2
h( x )
f ( x)
Khi , vi ( x ) = x 1 v cc im cc cho trc l s 1 = s 2 = s 3 = 1 ta s c:

a0+a1s+a2s2+s3=(s+1)2=1+3s+3s2+s3
a0=1, a1=a2=3
v
L0f = ( x ) = x 1
x12 + x2
Lf = ( 1 , 0 , 0 )
2 x1 + x3 = x12 + x 2
2 x22 + 2 x1 x3
L2f
L3f
x12 + x2
3
= ( 2 x 1 , 1 , 0 ) 2 x1 + x3 = 2 x 1 ( x12 + x2 ) 2 x13 + x 3 = 2 x 1 x 2 + x 3
2 x22 + 2 x1 x3
= (2x2 , 2x1
Lh L2f
x12 + x2
3
, 1 ) 2 x1 + x3 = 2 x12 ( x2 x12 )
2 x22 + 2 x1 x3
= (2x2, 2x1
2
, 1)
0
= (x1x2x3+1)
( x x x + 1) 2
1 2 3
Suy ra php i bin (5.54) v b iu khin (5.57) tuyn tnh ha h cho v

dng chun iu khin c cc im cc s 1 = s 2 = s 3 = 1 cho trc s l:
311
2 1
z = x1 + x2
2x x + x
3
1 2
u=
5.2
[ a0 + a1 L f + a2 L2f + a3 L3f ] + w
(a3=1)
Lh L2f
[ x1 + 3( x12 + x2 ) + 3( 2 x1 x2 + x3 ) + 2 x12 ( x2 x12 )] + w

( x1 x2 x3 + 1)2
iu khin thch nghi t chnh (STR)
phn tch v thit k c b iu khin cho mt i tng c th th cn phi c

m hnh ton hc m t i tng . Chng hn i vi nhng i tng lin tc, tuyn
tnh, c mt tn hiu vo, mt tn hiu ra (i tng SISO) th m hnh ton hc thng
dng nht thng c s dng l hm truyn t dng thchu t:
S(s) =
b0 + b1 s +
+ bm s m
a0 + a1 s +
+ an s n
B( s)
A( s)
(nm)
(5.58)
Nh vy, r rng kt qu cht lng iu khin ph thuc vo chnh xc ca m hnh

ton hc m t i tng. Ngoi ra, sau ny trong qu trnh lm vic, cht lng h
thng vn t c cc ch tiu nh thit k ban u th cn phi c gi thit rng i
tng khng t thay i, tc l chnh xc ca m hnh vn cn c gi nguyn. Song
iu ny trong thc t ch l l tng, phn ln cc m hnh u cha trong n mt sai
lch nht nh so vi i tng v trong qu trnh lm vic, bn thn i tng li cng
t thay i, lm cho sai lch gia m hnh v i tng cng ln, dn n sai lch
cht lng so vi ch tiu thit k cng nhiu. Trong trng hp nh vy, chng ta
thng ngh n vic l lm li t u, tc l li phi xc nh mt m hnh ton hc i
tng mi v li thit k mt b iu khin mi.
Mt b iu khin tng hp, nu trong qu trnh lm vic c kh nng t xc nh
li m hnh ton hc m t i tng t t chnh nh li bn thn n cho ph hp
vi s thay i ca i tng c gi l b iu khin thch nghi t chnh (selftuning
regulator), vit tt l STR. B iu khin thch nghi t chnh n gin nht l b iu
khin thch nghi t chnh tham s, tc l n khng t thay i cu trc b iu khin m
ch xc nh li cc tham s a i , i = 1 , 2 ,
, n v b j , j = 1 , 2 ,
, m cho m hnh hm
truyn t (5.58) ca i tng t t chnh nh li cc tham s iu khin ca

chnh mnh cho ph hp. Nguyn tc iu khin STR vn thng c xp vo nhm
iu khin thch nghi gin tip, v tham s b iu khin c hiu chnh gin tip qua
kt qu ca c cu nhn dng.
312
Tham s a i , b j ca S ( s )
Hnh 5.11: Cu trc chung ca b
iu khin thch nghi t chnh
Xc nh tham
s b iu khin
w
B iu
khin
Nhn dng
i tng
i
tng
Nh vy, c im ni bt, d nhn bit nht ca mt b iu khin STR l trong

n c cha cc c cu:
C cu nhn dng (tham s) m hnh hm truyn t S ( s ) ca i tng.
C cu xc nh tham s iu khin da trn hm truyn t ca i tng.
5.2.1
Tng qut v c cu nhn dng tham s m hnh, phng php bnh

phng nh nht v m hnh hi quy
Phng php bnh phng nh nht
Ti nhng chng mc trc, ta c lm quen vi cc phng php khc nhau

phc v bi ton nhn dng tham s m hnh ton hc m t i tng, chng hn nh
mc 1.6.2 khi ni v nhng ng dng ca iu khin ti u tnh, cng nh trong mc 3.2
v iu khin ti u ngu nhin tnh. Cc bi ton ny u ch l nhng dng ring bit
ca bi ton bnh phng nh nht (least squares), pht biu nh sau:
Gi s rng c hm nhiu bin phc y ( x ) C vi:
x=(x1, x2, ,xn)TC
m t xp x bi:
y
pi xi = x
(5.59)
i =1
trong :
p =(p1, p2, ,pn)TR
l vector cc tham s thc cn xc nh. Do vector x c gi l bin hi quy (regression

variable) nn m hnh (5.59) ca hm nhiu bin phc y ( x ) cn c gi l m hnh hi
quy (regression model).
313
Nhim v t ra cho bi ton l t N cp gi tr phc ( x k , y k ) c:

yk = y(xk) , k=1,2,
,N
(5.60)
ca hm y ( x ) , ta phi xc nh vector tham s p tng bnh phng cc sai lch gia

m hnh (5.59) v gi tr y k :
e k = y k x Tk p , k = 1 , 2 ,
,N
l nh nht, tc l phi tm nghim p * ca bi ton iu khin ti u tnh (xem li

chng 1):
N
p * = arg min
k =1
yk x Tk p
= arg min e H e
Q( p)
Q( p)
trong e l k hiu ch vector cc sai lch:
e=(e1, e2, ,eN)T
v H l k hiu ch php tnh chuyn v v ly gi tr phc lin hp cc phn t ca mt

vector hay ma trn phc.
Bin i mt cch tng t nh lm cc mc 1.6.2 v 3.2.2:
Q( p) = e H e = ( y X p ) H ( y X p )
= pT ( X H X ) p 2 Re( y H X ) p + y H y
vi vector y v ma trn X c nh ngha nh sau:
y1
y=
y
N
xT
1
X=
T
xN
(5.61)
th do Q( p) l hm ton phng, li nn t iu kin cn v
Q
= 0 T ta c ngay c
p
nghim (theo nh l 1.4):

X H X p * = Re( X H y )
p * =(XHX)
Re( X H y ) .
(5.62)
Ch : Khi x k v y k u l nhng s thc th (5.62) c i thnh:
p * =(XTX)
314
XT y .
(5.63)
Cc cng thc (5.62) v (5.63) cho ta vector tham s ti u p * ca m hnh hi quy

(5.59) theo ngha tng bnh phng cc sai lch l nh nht, trn c s N cp gi tr thc
nghim (5.60) c. Sau y ta s ch ra rng n chnh l dng tng qut chung cho tt
c nhng cng thc nhn dng tham s m hnh c bit ti cc mc 1.6.2 v 3.2.
Nhn dng tham s m hnh khng lin tc
Quay li bi ton gii quyt mc 1.6.2 l xc nh cc tham s b 0 , b 1 , , b m

cng nh a 1 , a 2 , , a n ca m hnh hm truyn t khng lin tc i tng SISO
tuyn tnh:
G(z) =
B( z 1 )
A( z
b0 + b1 z 1 +
1 + a1 z
+ bm z m
+ an z n
(5.64)
trn c s dy cc gi tr tn hiu vo/ra tin nh:

uk = u(kT),
k=0,1, ,N
yk = y(kT),
quan st c vi chu k ly mu T. T hm truyn t (5.64) ta xy dng m hnh

hi quy theo cng thc d bo tuyn tnh:
yk =
i=0
i =1
bi uk i ai yk i = x k
trong :
p = (b0, b1, , bm, a1, a2, , an)T
(5.65)
l vector tham s m hnh (5.64) cn xc nh v

xk = (uk, uk-1, , uk-m, yk-1, yk-2, , yk-n)T
(5.66)
l vector cc d liu o c ca tn hiu vo-ra, s c b vector tham s ti u p *

theo ngha tng bnh phng cc sai lch nh nht bng cng thc (5.63) vi:
xT
0
,
X=
T
xN
y0
y=
.
y
N
(5.67)
Hon ton tng t, nhng cho trng hp h khng lin tc (5.64) c cc tn hiu
vo u ( t ) v ra y ( t ) l ngu nhin egodic. Khi ta ch cn thay vector bin hi quy x k
trong (5.66) v ma trn X cng nh vector y trong (5.67) bng gi tr tham s ngu
nhin ca chng l hm tng quan r u ( ) , r u y ( ) nh sau:
315
xk=(ru(kT), , ru((km)T), ruy((k1)T), , ruy((kn)T))T

xT
M
,
X=
T
xM
ruy ( MT )
y=
r
(
MT
)
uy
vi M l ch s ct bt (Lag) c chn khong bng
N
nhm lm gim sai s r r.
10
Nhn dng tham s m hnh lin tc
Cc cng thc (5.62) v (5.63) cng c s dng xc nh vector tham s:

p =(b0, b1, , bm, a1, a2, , an)T
cho hm truyn t m t h tuyn tnh, lin tc:
G(s) =
b0 + b1 s +
+ bm s m
1 + a1 s +
+ an s n
(n m)
t dy cc gi tr mt ph tn hiu vo ra u ( t ) , y ( t ) , c k hiu l:
Sku =S u ( k ) v
Skuy = S u y ( j k ) ,
k=0,1, ,2M.
Khi , tm vector tham s p theo ngha ti u nh cng thc (5.62) ta ch cn thay

vector bin hi quy x k trong (5.60) v ma trn X cng nh vector y trong (5.61) bng:
x k = ( Sku , ( j k ) Sku , , ( j k )
xT
0
,
X=
T
x2M
5.2.2
Sku , ( j k ) Skuy , , ( j k ) Skuy ) T
S uy
0
y=
uy
S2 M
C cu xc nh tham s b iu khin t m hnh i tng
Thc cht, khi c c m hnh ton hc c th l hm truyn t S ( s ) ca i

tng iu khin nh c cu nhn dng, th xc nh b iu khin R ( s ) ta c th p
dng mt phng php thit k bt k no bit ca l thuyt iu khin tuyn
tnh ([35]), chng hn:
B iu khin PID c tham s xc nh theo nguyn l ti u ln hay ti u i

xng,
B iu khin ti u LQR hay LQG,
316
B iu khin im cc t trc,
B iu khin tch knh c cht lng tng knh c nh trc,
Sau y, nhm minh ha qu trnh thit k b iu khin thch nghi STR, mc ny

s gii thiu mt vi phng php n gin, tin ch, gip xc nh R ( s ) t S ( s ) .
Xc nh tham s b iu khin PI theo phng php ti u ln
Hin kh ph bin trong ng dng thc t l phng php ti u ln gip tm

hai tham s k p , T I cho b iu khin PI:
R(s)= kp(1+
1
)
TI s
PI
S(s)
Hnh 5.12: Xc nh tham s PI theo

phng php ti u ln.
Tuy nhin phng php ny ch p dng c cho lp cc i tng c hm truyn t

S ( s ) dng qun tnh c bc khng ln hn hai, ni cch khc, phc tp nht n ch c
th l:
S(s)=
k
k
=
(1 + T1 s)(1 + T2 s) 1 + (T1 + T2 )s + T1T2 s 2
a1
a2
Theo ti liu [35] th bng phng php ti u ln, hai tham s k p , T I ca b

iu khin PI s c xc nh t cc tham s k , a 1 , a 2 ca i tng nh sau:
a)
Tnh T 1 , T 2 t tham s m hnh i tng a 1 , a 2 c nhn dng.
b)
T I = T 1 v k p =
T1
2kT2
Xc nh tham s b iu khin PID theo phng php ti u i xng
Cng ging nh phng php ti u ln, phng php ti u i xng xc nh

ba tham s k p , T I , T D cho b iu khin PID:
R(s)= kp(1+
1
+TDs)
TI s
cng b gii hn l ch thch hp cho lp cc i tng c hm truyn t dng:

317
S(s)=
k
s(1 + T1 s)(1 + T2 s)
Ba tham s PID ny, bao gm k p , T I , T D , v hm truyn t tin x l T ( s ) ca

b iu khin thch nghi STR (hnh 5.13) s c chn nh sau ([35]):
a)
Xc nh k , T 1 , T 2 (bng c cu nhn dng).
b)
Chn
c)
Xc nh T ( s ) =
TI = T1+4T2 , TD =
4T1T2
T1 + 4T2
kp =
TI
8kT22
1
1 + 4T2 s
T(s)
PID
S(s)
Hnh 5.13: Xc nh tham s PID v b iu khin

tin x l theo phng php ti u i xng.
Xc nh tham s b iu khin ti u theo nhiu
Xt h thng iu khin c cu trc phn hi u ra m t hnh 5.4. i tng

iu khin c hm truyn t bit:
S(s)=
b0s + b1s s +
s
+ bm
s ms
a0s + a1s s +
+ ans s ns
(n s m s )
trong cc ch s s v tr ly tha ca tham s m hnh bis , a sj cng nh bc m s ,

n s , khng c ngha g khc ngoi vic ch rng chng l thuc v hm truyn t S ( s ) .
B iu khin c gi thit l c cu trc hm truyn t:
R(s)=
b0r + b1r s +
a0r
+ a1r s +
r
+ bm
s mr
r
+ anr s nr
r
(n r m r )
v nhim v t ra cho bi ton l phi xc nh cc tham s bir , a rj cho b iu khin

thnh phn nhiu c ln trong u ra, gi tt l y n ( t ) , t c gi tr nng lng
hao ht nh nht:
Q = yn2 ( t )dt min

0
318
trong nhiu n ( t ) c gi thit l tn hiu n trng, tc l tn hiu c hm mt

ph S n ( s ) = 1 .
n( t )
y( t )
R(s)
Hnh 5.14: Xc nh tham s ti u theo

nhiu cho b iu khin.
S(s)
Nh vy, ta c th thy y n ( t ) c nh Laplace l:

Yn(s)=
c + c s + + cn 1 s n 1
S( s)
= 0 1
1 + R( s)S( s)
d0 + d1 s + + dn s n
v cc tham s c i , d j u l nhng hm s ph thuc bir , a rj ca b iu khin. S dng

cng thc Parseval cho hm mc tiu Q vi nh Laplace Y n ( s ) ca hm y n ( t ) di du
tch phn ng vi n = 1 , 2 , 3 , 4 , ta c bng 1.1 cho ti mc 1.6.1 ca Q( p) ph thuc
c i , d j , tc l ph thuc vector tham s p cn tm:
r
p = ( b0r , b1r , , bm
, a0r , a1r , , anr )T.
r
Cng vic thit k b iu khin lc ny tr nn r rng hn vi nhim v xc

nh nghim p * ca bi ton ti u tnh:
p * = arg min Q( p) .
Thit k b iu khin phn hi, tnh, theo nguyn tc cho trc im cc
Bi ton c t ra y l xc nh b iu khin tnh R , hoc phn hi trng

thi (hnh 5.15a), hoc phn hi tn hiu ra (hnh 5.15b) cho i tng tuyn tnh, m t
bi m hnh trng thi:
dx
= Ax+Bu
dt
y =Cx
n
sao cho h kn nhn cc gi tr cho trc s 1 , s 2 , , s n lm im cc, trong x R ,

m
u R , y R , tc l A R
nn
, BR
nm
, CR
rn
v n m , n r .
Do h kn c m hnh trng thi:
319
d x ( A + BR) x + Bw cho trng hp hi tip trng thi

=
dt ( A + BRC ) x + Bw cho trng hp hi tip tn hiu ra
nn nhim v thit k c th hin mt cch n gin l gii phng trnh sau c

nghim R (cng l mt ma trn):
~ A + BR cho trng hp hi tip trng thi
A=
A + BRC cho trng hp hi tip tn hiu ra
(5.68)
~
vi A l mt ma trn bt k no c cc gi tr ring cho trc (ng vi cht lng
~
mong mun) l s 1 , s 2 , , s n . Chng hn nh ma trn ng cho A = diag( s i ) .
a)
b)
x=Ax+Bu
x=Ax+Bu
x
C
Hnh 5.15: M t cu trc iu khin phn hi (hi tip) bng b iu khin tnh.
Ta c th xc nh nghim R nh cng thc:

Bt ( A A ) cho trng hp hi tip trng thi
R=
Bt ( A A )C p cho trng hp hi tip tn hiu ra
(5.69)
trong B t l ma trn gi nghch o bn tri ca B , tc l B t B = I R

ma trn gi nghch o bn phi ca C , tc l C C p = I R
rr
mm
v C p l
. iu kin n m , n r m
bo rng s tn ti v s cc ma trn gi nghch o v mt trong cc ma trn gi nghch

o n gin trong s l:
Bt=(BTB)
BT
Cp=CT(CCT)
nu B c hng ng bng m v C c hng ng bng r.

Ch : V nghim (5.69) ta cn lu thm:
320
Php bin i t (5.68) ti (5.69), do s dng ma trn gi nghch o (pseudo

invert), v do mt ma trn bt k c th c nhiu ma trn nghch o, nn khng
cn l tng ng. iu ny lm cho nghim (5.69) cha chc tha mn yu
cu bi ton. Bi vy trong mi trng hp, cn phi th li nghim R tm c

theo (5.69) c thc s tha mn (5.68) hay khng.
Mt s phng php hu ch thng s dng khc tm R nh Ackermann,

Roppenecker, modal , bn c c th tm thy trong [35].
Thit k b iu khin ng, phn hi tn hiu ra c im cc cho trc
Hnh 5.16a m t nhim v bi ton thit k b iu khin ng R ( s ) sao cho h

kn vi hm truyn t:
G(s)=
S( s)
1 + R( s)S( s)
nhn cc gi tr cho trc s 1 , s 2 , , s n lm im cc, trong S ( s ) l hm truyn t

hp thc cht ca i tng, c t c cu nhn dng ca b iu khin STR.
Tt nhin mt trong nhng nhim v hng u ca b iu khin l h kn phi n
nh. Do cc gi tr im cc cho trc s 1 , s 2 , , s n ny u phi nm bn tri trc
o. Nu ch dng li mc ch thit k b iu khin R ( s ) lm h kn n nh th ti
mc 4.2.2 ta c phng php tham s ha ca Youla xc nh tp hp O ca tt c
cc hm truyn t R ( s ) lm h kn n nh. Song so vi bi ton tham s ha Youla th
y c hai im khc bit. l:
Khng cn phi xc nh tt c cc hm truyn t R ( s ) lm h kn n nh.
H kn phi c cc im cc s 1 , s 2 , , s n l nhng gi tr cho trc.
Tuy rng c s khc bit nh vy, nhng phng php tham s ha Youla mc 4.2.2
li l mt gi quan trng cho vic thit k R ( s ) theo nguyn tc im cc t trc
bng cch thay R ( s ) bi mt b iu khin phn hi trng thi R v mt b quan st
trng thi Luenberger (hnh 5.16b):
d~
x
=A~
x + Bu + P( y C ~
x)
dt
trong A , B , C l cc ma trn ca m hnh trng thi tng ng vi S ( s ) , tc l:

S(s)=[A,B,C,]= C(sIA)
chng hn nh A , B , C c ly t m hnh trng thi chun iu khin ca i tng.

Vi cch thay th nh trn, r rng im cc ca h kn s do b iu khin tnh,
phn hi trng thi R v b quan st trng thi Luenberger mang li [35], ni cch khc
n s chnh l gi tr ring ca hai ma trn A R = A B R v A P = A P C v do s cc
im cc c gn nhiu nht cng ch c th gp i s hng/ct ca ma trn A, tc l
ch c th gp i bc a thc mu s ca S ( s ) .
321
b)
a)
S(s)
dx
=Ax+Bu
dt
y =Cx
w=0
z
R
R(s)
~
x
d~
x
=A~
x + Bu + P( y C ~
x)
dt
Hnh 5.16: Thay b iu khin R(s) bng mt b iu khin tnh, phn hi trng
thi R v mt b quan st trng thi Luenberger.
Ngoi ra, do v tr im cc khng ph thuc vo tn hiu u vo w nn y ta c

x = u . Suy ra:
th xem w = 0 . Khi th z = R ~
d~
x
= [ ( A BR) P C ] ~
x +Py,
dt
AR
d~
x
= ( A R PC ) ~
x +Py ,
dt
~
A
z=R ~
x
z=R ~
x
T y ta n c hm truyn t ca b iu khin:
R(s)=
~
Z( s)
= R ( sI A ) 1 P
Y ( s)
trong Z ( s ) l nh Laplace ca z ( t ) v Y ( s ) l nh Laplace ca y ( t ) .

Vy, thut ton thit k R ( s ) s gm cc bc nh sau:
1) Xc nh cc ma trn A , B , C t hm truyn t hp thc cht S ( s ) , v d nh
thng qua m hnh trng thi chun iu khin ca i tng.
2) Xc nh cc ma trn R , P nhng gi tr ring ca hai ma trn A R = A B R v
A P = A P C l cc gi tr cho trc s 1 , s 2 , , s n (theo phng php thit k b iu
khin phn hi trng thi c im cc cho trc v b quan st trng thi
Luenberger). S cc im cc c gn nhiu nht ch c th gp i s hng/ct
ca ma trn A (bc ca m hnh i tng, hay cng l bc ca a thc mu s ca
hm truyn t S ( s ) ) .
~
~
~
3) Tnh R ( s ) = [ A , P , R , ] = R ( s I A ) 1 P vi A = A B R P C .
V d 5.13: Thit k b iu khin gn im cc
322
Cho i tng c hm truyn t:

S(s)=
k
a0 + a1 s + s 2
Khi dng m hnh trng thi chun iu khin ca n s l:

1
0
x + u ,
a1
1
dx 0
=
dt a0
y = (k 0 ) x
C
thit k b iu khin phn hi trng thi R sao cho h kn c hai im cc mi

s 1 , s 2 ta p dng phng php Ackermann [35] v i n:
R=(s1s2a0 , s1+s2a1)
xc nh ma trn P sao cho A P C cng c hai gi tr ring l s 1 , s 2 ta li s
dng phng php Ackermann thit k b iu khin phn hi trng thi P T gn hai
im cc s 1 , s 2 cho i tng i ngu ca i tng:
k
d x 0 a0
x + u ,
=
dt 1 a1
0
AT
y = (0 1) x
CT
BT
v c:
P=
s1 + s2 a1
k s1 s2 a0 a1 ( s1 + s2 a1 )
Vy
~
R(s) = R(sI A ) 1P
trong :
a1 s1 s2
1
A = ( A B R ) P ( C D R ) = A B R P C =
a
+
a
(
s
+
s
a
)
s
+
1 1
2
1
1 s2
0
B iu khin R ( s ) ny s mang n cho h kn bn im cc gm s 1 bi hai v s 2
cng bi hai.
Thit k b iu khin vi m hnh mu (model following)
Tng qut hn bi ton gn im cc nu trn l bi ton thit k b iu khin vi

m hnh mu cho trc (m hnh mong mun cho h kn):
323
Gm(s)=
Bm ( s)
Am ( s)
M hnh mu G m ( s ) ny c c t nhng yu cu cht lng t ra t trc v c th

c rt nhiu m hnh nh vy. Bi ton c nhim v xc nh cc hm truyn t:
T(s)=
C( s)
,
E( s )
R(s)=
D( s)
E( s)
trong C ( s ) , D ( s ) , E ( s ) l nhng a thc cn tm, sao cho h kn hnh 5.17 c hm

truyn t tng ng:
G(s)=
TS
BC
=
1 + RS
AE + BD
ging nh hm truyn t mu mong mun G m ( s ) , tc l c c:

B
BC
= m
AE + BD Am
(5.70)
T=
C
E
Hnh 5.17: Bi ton thit k b iu khin

c m hnh mu.
S=
B
A
R=
D
E
V cc hm truyn t u hp thc nn c c (5.70) th trc ht phi c:

deg A m deg B m deg A deg B 0
(5.71)
trong deg l k hiu ch bc ca a thc (vit tt ca degree).

R rng bi ton thit k c m hnh mu G m ( s ) l dng tng qut ca bi ton
gn im cc. Trong trng hp c bit, khi B C v A E + B D l hai a thc nguyn t
cng nhau, ta s c t quan h (5.70):
AE+BD = Am
(5.72)
v chnh l bi ton thit k b iu khin R h kn c cc im cc s 1 , s 2 , , s n

to thnh a thc cho trc:
(ss1)(ss2)
(ssn) = Am(s)
Phng trnh (5.72) c nt ging nh phng trnh Euclid ng dng cho a thc
c trnh by trong chng 4, mc 4.2.1. im khc bit duy nht y l ngoi A , B
324
bit trc, a thc A m cng cho trc ch khng phi l a thc SCLN cn tm ca
A,B.
Xt trng hp tng qut khi B C v A E + B D khng nguyn t cng nhau. V l m
hnh mu, c bc cc tiu, nn hai a thc B m , A m ca hm truyn t G m ( s ) phi
nguyn t cng nhau. Bi vy, theo (5.70), hai a thc B C v A E + B phi c chung mt
a thc tha s F:
BC = FBm
AE + BD = FAm
(5.73)
Nhn vo ng thc (5.73) ta thy mt nghim s k no ca a thc F ( s ) cng

phi l nghim ca B ( s ) hoc ca C ( s ) . Song theo [3] th khi s k l nghim ca B ( s ) b
loi b bi F ( s ) , n phi nm bn tri trc o, v b iu khin hp l l b iu khin
ch c th loi b c trc tip nhng im khng s k c phn thc m ca i tng
(nhm cn lm cho h l n nh ni). Suy ra F ( s ) phi cha phn a thc Hurwitz ca
B ( s ) v tng ng m hnh mu cng khng th l ty , a thc B m ( s ) ca m hnh
mu G m ( s ) cng phi cha tt c nhng nghim nm bn phi trc o ca B ( s ) . Vy,
nu phn tch B ( s ) thnh:
B=B B+
(5.74)
vi B ( s ) l a thc Hurwitz (c tt c cc nghim nm bn tri trc o) v B + ( s ) l a

thc phn Hurwitz (khng c nghim no nm bn tri trc o), th a thc F ( s ) phi
cha tha s B ( s ) v B m ( s ) phi cha B + ( s ) :

F = HB
+
Bm = B Bm
(5.75)
trong H l a thc c chn c bc ph hp. Ngoi ra, t quan h (5.73), (5.74) v

(5.75) ta cn c thm:
AE+BD= HB Am
~
Suy ra a thc E ( s ) cng phi cha tha s B ( s ) , tc l E = B E v nh vy th:
~
A E +B+D=HAm
~
C = H Bm
(5.76)
Phng trnh (5.76) c tn gi l phng trnh Diophantine vi hai n s l cc a

~
thc E( s) , D ( s ) . Ta c th thy phng trnh Diophantine ch l mt dng khc ca
phng trnh Bezout c bit ti trong chng 4.
325
Tm tt li, ta c thut ton xc nh cc b iu khin T ( s ) , R ( s ) theo m hnh

mu G m ( s ) gm cc bc nh sau:
1) Kim tra iu kin (5.71) v bc ca cc a thc.
2) Phn tch B = B B + , vi B
l a thc Hurwitz v B + l a thc phn Hurwitz v

~
kim tra iu kin B m = B + Bm .
3) Chn a thc H c bc ph hp vi bc ca i tng v b iu khin v gii

~
~
phng trnh Diophantine A E + B + D = H A m tm nghim E , D . Nu p dng
thut ton Euclid m rng cho phng trnh (5.77) th H s chnh l a thc
SCLN ca A v B + .
~
~
4) Xc nh E = B E v C = H Bm .
Phng trnh Diophantine (5.76) c v s nghim v cng c rt nhiu cch tm cc

nghim . n gin nht l thng qua vic cn bng cc h s ca hai a thc hai v.
Tuy nhin cng cn phi ch rng tnh hiu qu ca phng php ny khng cao v
hay gp phi bi ton tm nghim ca mt h phng trnh i s phi tuyn, rt kh tm
nghim tng minh.
V d 5.14 ([3]): Gii phng trnh Diophantine nh cn bng h s cc a thc
Xt phng trnh Diophantine (5.76) c:

A=s(s+a),
B+=b,
Am=(s2+2+2),
H=(s+a0)
trong a , b , a 0 l cc hng s khc 0 bit. Do hai a thc A v H A m u c h s

~
ca s c bc cao nht bng 1 (gi l a thc monic), nn E cng phi l a thc monic.
~
Hn na, v H A m c bc bng 3 v A c bc bng 2 nn bc E ca ch c th l 1. Vy:
~
E =(s+r1),
D=(s0s+s1)
v cng vic cn li l xc nh cc tham s r 1 , s 0 , s 1 .

~
Thay E v D vo phng trnh Diophantine (5.76) ta c:
s(s+a)(s+r1)+b(s0s+s1)=(s2+2+2)(s+a0)
v sau khi cn bng cc h s c hai v s i n kt qu:
a + r1 = 2 + a0
2
ar1 + bs0 = + 2 a0
2
bs1 = a0
326
r1 = 2 + a0 a
2
1
s0 = b (2 a + ar1 )
1 2
s1 = b a0
Tuy nhin, phng php thng c p dng nht gii phng trnh
Diophantine l thng qua thut ton Euclid m rng gip xc nh tha s chung ln
+
nht ca hai a thc A , B k hiu l H , v bn a thc khc X , Y , U , V tha mn:
+
AX + B Y = H
+
AU + B V = 0
(5.77)
Nh bit t mc 4.2.1, thut ton ny gm cc bc tnh sau:

1) Bt u t ma trn:
A
M = +
B
1 0
0 1
ta tnh Q 1 = A div B + . Nh vy Q1 cng s l mt a thc v A 1 = A Q 1 B + l phn

d ca php chia . Tip theo ta thay hng th nht ca M bng hiu ca n vi
tch ca hng th hai v Q1 . Khi M tr thnh:
A1
+
B
1 Q1
0
1
2) Thc hin li bc trn, nhng hon i vai tr ca hai hng cho nhau, tc l tnh
Q 2 = B + div A 1 , sau thay hng th hai bng hiu ca n vi tch ca hng th
nht v Q 2 :
A1
B1
Q1
1
Q2 1 + Q1Q2
vi
B1=B+Q2A1
3) C thc hin ln lt hai bc trn cho ti khi thu c ma trn c mt phn t ca

ct u tin bng 0. Khi kt qu s l:
H X
0 U
hoc
0 U
H X
Nu H = k l hng s th hai a thc A , B + l nguyn t cng nhau.

V d 5.15: Minh ha thut ton Euclid m rng
Xt hai a thc
A=s23s+2
B+=s22s+1
Trc ht ta lp ma trn:
s2 3s + 2 1 0
M= 2
s 2s + 1 0 1
327
ri thc hin cc bc ca thut ton va nu, s c:

1 1
s +1
2
2
s
+
1
0 1
1
1
s +1
.
0
s
s + 2
Vy hai a thc A , B + cho c tha s chung ln nht l:

H= s+1
v
X=1, Y=1,
U=s1,
V=s+2.
Quay li phng trnh Diophantine (5.76). Sau khi c c a thc tha s

chung ln nht l H ca A , B + v cc a thc X , Y , U , V tha mn (5.77), th mt trong
cc nghim ca phng trnh Diophantine (5.76) l:
~
E0 = X A m , D 0 = Y A m
(5.78)
Cui cng, cng ging nh phng trnh Bezout (mc 4.2.1), cc cp nghim khc
ca phng trnh Diophantine (5.76) s c xc nh t cp nghim (5.78) trn theo:
~ ~
E = E0 +UQ ,
D=D0+QV
(5.79)
trong Q l mt a thc ty .
Cp nghim (5.79) c a thc D vi bc nh nht s l cp ng vi:
Q = D 0 div V
tc l
D = D 0 mod V
(5.80)
trong mod l k hiu php tnh ly phn d.

V d 5.16: Gii phng trnh Diophantine nh thut ton Euclid m rng
Cho phng trnh Diophantine:

~
( s 2 3 s + 2 ) E + ( s 2 2 s + 1) D = ( s 3 + 3 s 2 4 )
~
A
B+
Am = HAm
Trc ht ta s dng thut ton Euclid m rng tm tha s chung ln nht l H ca

A , B + v bn a thc X , Y , U , V tha mn (5.77). Theo kt qu v d 5.15 th:
H=s+1, X=1, Y=1, U=s1, V=s+2.
~
V Am chia ht cho H , c th l:
Am=
~
Am
s3 + 3 s 2 4
=
=(s2+4s+4)=(s+2)2
H
s +1
nn ta c ngay mt cp nghim:
328
~
2
E0 = X Am= ( s + 2 ) ,
D 0 = Y Am= ( s + 2 ) 2
Cc cp nghim cn li s l:
~ ~
2
E = E0 +UQ = ( s + 2 ) + ( s 1 ) Q
D=D0+VQ= (s+2)2+(s+2)Q
trong Q l mt a thc ty .
V d 5.17: Thit k b iu khin theo m hnh mu
Cho i tng (hnh 5.17) c hm truyn t:

S(s)=
B( s)
2
=
A( s) ( s + 2)( s 1)
Hy thit k b iu khin phn hi tn hiu ra:

R(s)=
D( s)
E( s)
v b iu khin tin x l:
T(s)=
C( s)
E( s)
h kn c c hm truyn t mu mong mun l:

Gm(s)=
Bm ( s)
1
=
Am ( s) ( s + 2)( s + 1)2
Trc ht ta thy iu kin (5.71) l c tha mn. Tip theo, khi phn tch
B = B B + , vi B = 2 v B + = 1 th thy r rng iu kin:

~
~
B m = B + Bm trong Bm = 1
cng c tha mn.

By gi ta p dng thut ton Euclid m rng tm cc a thc H , X , Y , U , V tha
mn (5.77):
s2 + s 2 1 0
M=
1
0 1
0 1 ( s 2 + s 2)
1 0
H=1, X=0, Y=1, U=1, V=(s +s2)

Vy:
~
E0 = X A m = 0 ,
D0=YAm= (s+2)(s+1)2
329
cng nh:
~ ~
E = E0 +UQ = Q
2
D=D0+QV= (s+2)(s+1)2(s +s2)Q

Tip theo, ta chn Q tha mn (5.80) D c bc thp nht:
Q = D 0 div V = s + 3
s c:
~
E = Q= s+3 ,
D = D 0 mod V = 4 ( s + 2 )
v:
~
~
E=B E = E =2(s+3),
~
C = H Bm = 1
Suy ra, cc b iu khin R ( s ) , T ( s ) cn tm l:

R(s)=
D( s) 2( s + 2)
=
,
E( s)
s+3
T(s)=
C( s)
1
=
.
E( s) 2( s + 3)
Xc nh tham s b iu khin khng lin tc
Nhn li c cu nhn dng ca b iu khin thch nghi STR (mc 5.2.1) th thy s
l mt thiu st ln nu nh khng ch ti cc thut ton thit k b iu khin khng
lin tc, v rng c cu nhn dng tham s m hnh khng lin tc ca i tng n
gin hn hn so vi khi phi nhn dng m hnh lin tc v iu ny cng lm cho cu
trc b iu khin thch nghi STR khng lin tc n gin hn nhiu so vi b iu
khin lin tc. Phn ny s b p cho s thiu st .
Tuy nhin, cng cn phi ni thm rng mc d khc nhau v bn cht m hnh
lin tc/khng lin tc, song v phng php thit k th gia b iu khin lin tc v
khng lin tc li khng c s phn bit ln no, in hnh l phng php thit k theo
m hnh mu (model following) s c chn minh ha trnh by di y. Cc bn
c quan tm ti nhng phng php thit k b iu khin khng lin tc khc, chng
hn nh xc nh tham s b PID khng lin tc, b iu khin ti u khng lin tc, b
iu khin phn hi trng thi khng lin tc c im cc cho trc , u c th tm
thy chng trong nhng ti liu tham kho nh [29], [34], [35], [44].
Xt i tng khng lin tc c hm truyn t:
G(z)=
B( z 1 )
A( z
b0 + b1 z 1 +
a0 + a1 z
+ bm z m
+ an z n
Ging nh phng php iu khin lin tc, nhim v thit k theo m hnh mu c
t ra y l xc nh cc hm truyn t:
330
T(z)=
C( z 1 )
E( z
R(z)=
D( z 1 )
E( z 1 )
ca b iu khin tin x l v phn hi u ra, sao cho h kn (hnh 5.17 v 5.18) c

c hm truyn t mong mun (hm truyn t mu):
Gm(z)=
Bm ( z 1 )
Am ( z 1 )
Theo pht biu trn ca bi ton th r rng ta hon ton s dng li c thut
ton trnh by cho h lin tc, ch vi mt s im khc bit cn ch nh sau:
Cc a thc ca bin s c thay bng ca bin = z
Khi nim a thc Hurwitz c thay bng a thc bn (stable), tc l a thc c

tt c cc nghim z nm bn trong ng trn n v, hay nghim = z
ca n
nm ngoi ng trn n v.
Khi nim a thc phn Hurwitz c thay bng a thc phn bn (antistable),
tc l a thc khng c nghim z nm trong ng trn n v, hay n khng c
nghim = z
no nm ngoi ng trn n v).
Lc ny thut ton thit k s gm cc bc:

1) Kim tra iu kin (5.71) v bc ca cc a thc (theo = z
):
deg A m deg B m deg A deg B 0
2) Phn tch a thc B ( ) thnh B = B B + , trong B ( ) l a thc bn (stable) v

B + ( ) l a thc phn bn (antistable).
~
3) Kim tra iu kin B m = B + Bm .
4) S dng thut ton Euclid m rng xc nh a thc tha s chung nh nht l

H ca A v B + cng nh cc a thc X , Y , U , V tha mn (5.77):
5) Xc nh cc nghim:
~ ~
E = E0 +UQ ,
D=D0+QV
~
trong E0 = X A m , D 0 = Y A m v Q l mt a thc ty . D l a thc c bc
thp nht ta c th chn:

Q = D 0 div V
D = D 0 mod V
~
~
6) Xc nh E = B E v C = H Bm .
331
5.2.3
S dng m hnh mu nh mt thit b theo di: iu khin thch nghi

t chnh trc tip
Xc nh trc tip tham s b iu khin khng lin tc
wk
T=
Hnh 5.18: Minh ha vic thit k.
C
E
uk
S=
B
A
R=
D
E
yk
Xt li bi ton iu khin thch nghi t chnh gin tip c m hnh mu (model

following) vi i tng iu khin l khng lin tc. i t m hnh i tng iu khin
c nh c cu nhn dng v m hnh mu G m ( z ) mong mun ca h kn vi cu trc
cho trong hnh 5.18:
Y
B
=
U
A
B
Y
= m =Gm
Am
W
cng nh cc quan h phi c vi m hnh mu (xem li mc 5.2.2):

~
A E +B+D=HAm ,
~
~
~
E = B E , C = H Bm , B m = B + Bm
trong :
U , Y , W l cc nh z ca dy cc gi tr tn hiu khng lin tc u k , y k v w k ,
B = B B + vi B l a thc bn (c tt c cc nghim z nm bn trong ng trn
n v) v B + l a thc phn bn (khng c nghim z nm trong ng trn n

v),
H l a thc c chn trc c bc ph hp,
ta s n c:
~
~
HAmY = E AY+B+DY = E BU+B+DY
Nhng v:
~
~ +
+
E B = E B B = EB
nn cui cng l:
HAmY = B+(EU+DY)
332
Y = B+(E
U
Y
~
~
+D
)= B+(E U +D Y )
HAm
HAm
~
~
U
Y
(5.81)
R rng thng qua phng trnh (5.81) ta c th xc nh c hai a thc E, D

ca b iu khin t cc a thc bit H , A m , B + trn c s o hai tn hiu vo ra
khng lin tc u k , y k ca i tng. Nh vy cng t (5.81) ta xc nh c lun ton
b hai b iu khin tin x l v phn hi u ra:
T(z)=
C( z 1 )
E( z
R(z)=
D( z 1 )
E( z 1 )
v bit:
~
B m = B + Bm ,
~
C = H Bm .
(5.82)
c bit, trong trng hp i tng c B + = 1 , chng hn nh khi i tng l pha

cc tiu, hay i tng c tt c cc im khng z i nm trong ng trn n v th vic
xc nh b iu khin theo phng trnh (5.81) v (5.82) nh trn s hon ton khng
cn n cc a thc A , B , tc l khng cn n m hnh ton hc ca i tng v do
ta cng khng cn n c cu nhn dng tham s m hnh i tng. Chnh v l m
phng php iu khin ny c tn l thch nghi t chnh trc tip (direct selftuning
regulator).
C cu xc
nh tham s
b iu khin
T=
~
yk
1
HAm
C,E
wk
~
u
k
uk
C
E
Hnh 5.19: Cu trc b iu khin

thch nghi t chnh trc tip.
yk
1
HAm
i tng
iu khin
R=
yk
D
E
D,E
Hnh 5.19 m t cu trc b iu khin thch nghi t chnh trc tip cho i tng
c tt c cc im khng z i nm trong ng trn n v (B + = 1 ). y ta thy m hnh
333
~ ,~
mu G m ( z ) c s dng nh mt thit b ph to ra cc tn hiu u
k y k , c th
l hai tn hiu vo ra ca i tng u k , y k c a qua khu
1
. Do phng
HAm
php ny cn c gi l phng php s dng m hnh mu lm thit b theo di.

By gi ta s i vo chi tit vic gii phng trnh (5.81) cho trng hp i tng
+
c B = 1 . S dng cc k hiu:
D(z
E(z
1
1
) = d0+d1z
) = e0+e1z
+dmz
+enz
th khi chuyn c hai v ca (5.81) sang min thi gian, ta s c:

m
yk =
~yk i di
i=0
u~k i ei
i=0
= x Tk p
(5.83)
trong :
x Tk = ( ~
yk , ~
y k 1 ,
pT = ( d 0 , d 1 ,
~
~ ,u
,~
yk m , u
k
k 1 ,
, dm, e0, e1,
~
,u
kn )
(5.84)
, en)
(5.85)
Vit chung (5.83) li di dng vector cho N mu tn hiu x k , y k vi k = 0 , 1 , , N 1 ,

l cc gi tr thc, th:
y= X p
(5.86)
trong
y0
y=
N 1
xT
0
v X =
T
x N 1
Quan h (5.86) cho thy, xc nh vector tham s thc p R
(5.87)
n+m+2
gm cc h s
thc ca hai a thc D v E t N mu tn hiu x k , y k vi k = 0 , 1 , , N 1 , cng l cc

gi tr thc, th trc ht phi c N ( n + m + 2 ) . Ta phn bit hai trng hp:
Nu N = ( n + m + 2 ) v ma trn X khng suy bin th nghim p s l:

p = X
334
(5.88)
Nu N > ( n + m + 2 ) th khng tn ti p tha mn trc tip (5.86). Ta s xc nh

p sao cho tng bnh phng cc sai lch:
e = y X p
l nh nht. Khi , theo cng thc (5.63) ca nguyn l bnh phng nh nht
cho trng hp s thc, nghim p s l:
p = (XTX)
( X T y)
(5.89)
Cui cng, tm tt li, vic thit k c cu xc nh tham s b iu khin ca b

iu khin thch nghi t chnh trc tip iu khin i tng khng lin tc v c tt
c cc im khng z i u nm bn trong ng trn n v (tc l c B + = 1 ) theo s
cu trc cho hnh 5.19, s gm cc bc nh sau:
1) Chn mt a thc H c bc tha mn deg( C ) deg( E ) . Ngi ta thng chn:
H=z
r = n deg( B m ) 0 .
trong
2) Trch ly N ( n + m + 2 ) mu tn hiu x k , y k vi k = 0 , 1 , , N 1 , trong x k l

vector c nh ngha theo (5.84), v m , n l bc ca hai a thc D, E phi tm.
3) Nu N = ( n + m + 2 ) v X, nh ngha trong (5.87), l ma trn khng suy bin th tnh
vector tham s p nh ngha trong (5.85) gm cc h s ca D v E, theo cng thc
(5.88). Ngc li th tnh p theo (5.89).
4) Xc nh C = H B m .
5) Thc hin lp cc bc 2, 3, 4 vi chu k thi gian ( N + 1 ) T a , trong T a l khong
thi gian gia hai ln trch mu tn hiu.
Xc nh trc tip tham s b iu khin lin tc
Tt nhin rng thut ton xc nh vector tham s p ca b iu khin khng lin

tc va trnh by trn y hon ton c th c p dng cho c trng hp h thng
~ ~
lin tc tin nh vi mt sa i nh bt ngun t ng thc (5.81), trong U , Y by
~( t ) v ~
gi c xem nh nh Fourier ca cc tn hiu u
y( t ) hnh 5.19. Khi , nu s
dng k hiu:
D(s) = d0+d1s+
E(s) = e0+e1s+
+dms
+ens
335
v i tng c gi thit l c tt c cc khng s i nm bn tri trc o (chng hn i

tng l pha cc tiu), th vi B + = 1 ng thc (5.81) tr thnh:
m
Yk =
( jk )i Yk di + ( jk )i U k ei
i=0
i=0
= x Tk p
trong :
Yk = Y(jk),
~
~
U k = U ( jk ) ,
~
~
Yk = Y ( jk ) ,
~( t ) , ~
l gi tr nh Fourier ca tn hiu y ( t ) , u
y( t ) ti cc im tn s k , v:
~
~
x Tk = ( Yk , ( jk )Yk ,
pT = ( d 0 , d 1 ,
~ ~
~
, ( jk ) n Yk , U k , ( jk )U k ,
, dm, e0, e1,
~
, ( jk ) m U k )
, en)
Vit chung li di dng vector cho N > ( n + m + 2 ) mu tn hiu x k , Y k vi k = 0 , 1 ,

, N 1 , l cc gi tr phc, th:
y= X p
trong
Y0
y=
,
Y
N 1
xT
0
X=
T
x N 1
Suy ra, vector tham s p ca b iu khin s c xc nh theo cng thc hi quy

(5.63) nh sau:
p =(XHX)
5.3
Re( X H y )
iu khin thch nghi c m hnh theo di (MRAC)

Kt qu thit k b iu khin thch nghi t chnh trc tip mc 5.2.3 cho thy
mt iu l nu s dng m hnh mu mong mun G m nh mt thit b theo di th ta

c th b qua c cu nhn dng m hnh i tng. Pht trin kt qu ny ta s n
c b iu khin thch nghi c m hnh theo di (model reference adaptive control),
vit tt thnh MRAC, vi cu trc tng qut m t trong hnh 5.20.
Nguyn tc lm vic ca b iu khin thch nghi MRAC c tm tt nh sau
(xem li mc 1.6.4): h kn, bao gm i tng iu khin v b iu khin, lun c
c cht lng mong mun ng vi hm truyn t mu mong mun:
Gm(s)=
336
Bm ( s)
Am ( s )
(5.90)
th b iu khin cn phi c thit k v hiu chnh thng xuyn sao cho tn hiu
u ra y ( t ) ca h kn lun ging nh u ra y m ( t ) ca m hnh mu (5.90). Ni cch
khc, cho d i tng thay i nh th no i na th cng lun phi c:
ym(t) y(t)
e(t)= y(t) ym(t)0.
(5.91)
Nh vy vn cn li ch l thit k c cu thay i tham s b iu khin lun c

c quan h (5.91) v iu ny phi khng c ph thuc vo s thay i bn trong
i tng. Hn th na, b iu khin thch nghi phi m bo c tnh n nh cho h
thng. H MRAC vn thng c gi l h iu khin thch nghi trc tip.
Gm(s)
ym
Hnh 5.20: Cu trc chung ca cc b
iu khin thch nghi c m hnh
theo di (MRAC).
p
w
B iu
khin
C cu thay
i tham s
i
tng
Trong mc ny chng ta s lm quen vi mt s phng php thng dng hiu

chnh tham s p cho b iu khin vi cu trc xc nh, cho trc, nhm t c
quan h (5.91) mong mun, in hnh l phng php hiu chnh theo lut MIT v
phng php hiu chnh theo hm mc tiu xc nh dng t trc m trong nhiu ti
liu cn gi l phng php hiu chnh theo hm Lyapunov, v bn cht n c xy
dng trn c s l thuyt Lyapunov (mc 5.1). Cng vic xy dng c cu chnh nh
tham s p cho b iu khin c hiu l phi i tm m hnh ton hc cho n di
dng phng trnh trng thi:
dp
dt
= ( p, v )
hoc
dz
= ( z, v )
dt
p = ( z, v )
(5.92)
sao cho lun c c sai lch e ( t ) 0 (cng cc o hm ca n), trong v l vector cc

tn hiu c php s dng trong h (o c), v d e , u , y , y m , w (hnh 5.20).
Nh vy c th thy, gii quyt bi ton iu khin thch nghi c m hnh theo
di, ta phi thc hin cc bc sau:
337
1) Xc nh cu trc b iu khin cha tham s cn chnh nh p . B iu khin c

cu trc n gin nht m ngi ta thng ngh n l b iu khin tnh, khi s
cc tham s (s phn t ca p ) phi c ca b iu khin phi ng bng s cc
tham s bt nh (c lp vi nhau) ca i tng. V d, nu i tng c hm
truyn t bt nh S ( s , ) , trong R
l vector cc tham s bt nh c lp
ca i tng, th b iu khin tnh phn hi u ra u = f ( w , y , p ) cng phi c

m
p R .
2)
Sau khi c cu trc b iu khin, k hiu l R ( s , p ) v hm truyn t ca i

tng S ( s , ) ta cng s c hm truyn t ca h kn G ( s , , p ) . T hm truyn
t h kn ny v t cht lng yu cu cn phi c cho h kn (n nh, tc tt
dn ca qu o trng thi t do, qu iu chnh ...), ta s chn mt m hnh
mu G m ( s ) cho trong (5.90), tha mn:
a)
Phi c cng cu trc, tc l bc ca hai a thc A m ( s ) v B m ( s ) , ging nh

cu trc ca hm truyn t G ( s , , p ) ca h kn.
b)
Khng ph thuc , p v c cc im cc, im khng tha mn yu cu cht

lng ca bi ton v tnh n nh, tc tt dn ca qu o trng thi t
do, qu iu chnh ...
3)
Cui cng ta phi thit k c cu chnh nh (5.92) cho tham s p ca b iu

khin t c mc ch e ( t ) 0 (v c th cng c cc o hm ca e ( t ) l tt
dn ging nh sai lch e ).
5.3.1
Hiu chnh tham s b iu khin theo lut MIT
Ni dung phng php
Phng php hiu chnh b iu khin tha mn mc tiu (5.91) n gin nht l
to ra c lim e ( t ) = 0 , tc l ch phi thay i vector tham s b iu khin, k hiu
t 0
chung li l vector p , sao cho:

de
<0.
dt
Nu e > 0 th phi gim e ( t ) , tc l phi thay i p c
Ngc li, khi e < 0 th phi tng e ( t ) , tc l phi thay i p c
Ni cch khc, ch cn phi to ra c sai lch e ( t ) v
338
de
>0.
dt
de
khc du nhau:
dt
de
<0.
dt
(5.93)
tip, vi k hiu vector p ch tp cc tham s b iu khin cn phi thay i,

th do:
de e d p
=
dt p dt
s thy, t c mc ch (5.93) ta ch cn thay i p to ra c:

T
e e
hoc
dp
p
=
T
dt
e
sgn( e)
(5.94)
trong l mt hng s dng ty v c gi l h s khuch i thch nghi

(adaption gain). Hng s c chn cng ln tc hiu chnh theo ngha lim e ( t ) = 0
t 0
cng nhanh. Cc cng thc (5.94) thay i vector tham s p nu trn do Hc vin cng
ngh Massachusetts (Massachusetts Institute of Technology) a ra nn chng vn
thng c bit n di tn gi lut hiu chnh MIT.
Ngoi ra, hai cng thc MIT (5.94) cn cho thy, c c lut hiu chnh
dp
dt
mt cch c th th trc ht cn phi c quan h ph thuc e( p) v hin nhin iu

ny ch c c nu nh bit trc c cu trc hm truyn t S ( s ) hoc phng
trnh trng thi m t i tng. Chnh v th, tuy rng khng s dng c cu nhn
dng, song phng php ny yu cu phi c gi thit v cu trc m hnh i tng, tc
l cn phi c m hnh bt nh (uncertainties) ca i tng.
V d 5.18: Thit k b iu khin thch nghi c m hnh theo di nh lut MIT
Cho i tng qun tnh bc nht c hm truyn t S ( s ) tham s khng bit

trc, cn gi l tham s hng bt nh (uncertainties), nh sau:
S(s)=
( s + 1)( s + 2)
s + 3s + 2
>0
trong h s khuch i l tham s bt nh ca i tng. B iu khin c s

dng y l khu khuch i:
R(s)=p
339
Nhim v iu khin t ra l ty theo gi tr bt nh ca tham s ca i tng ta

phi hiu chnh h s khuch i p ca b iu khin sao cho h thng gm b iu
khin v i tng mc ni tip (hnh 5.21) lun c c hm truyn t (m hnh mu)
mong mun:
Gm(s)=
1
s 2 + 3s + 2
By gi ta s xem s nh l ton t s =
d
, ch khng cn l bin phc ca ton t
dt
Laplace. Khi , sai lch e = y y m s vit c thnh:

e = y ym =
( p 1)w
s2 + 3s + 2
v ta c ngay:
w
e
= 2
= ym
p
s + 3s + 2
Suy ra, c cu chnh nh xc nh theo cng thc th nht trong (5.94) s l:
dp
= e y m = ~ e y m
dt
trong ~ = ch cn l mt hng s dng chn ty . Nh vy, c cu chnh nh

chnh l mt khu tch phn c h s khuch i m v tn hiu u vo l tch e y m .
Gm(s)
C cu chnh
nh tham s
p
R(s)=p
ym
S(s)=
s + 3s + 2
Tng t, nu s dng lut hiu chnh theo cng thc th hai trong (5.94) th c
cu chnh nh s l:
dp
= sgn( e ) y m = ~ y m sgn( e ) .
dt
V d 5.19: Thit k b iu khin thch nghi c m hnh theo di nh lut MIT
Xt bi ton c i tng vi hm truyn t tham s bt nh (uncertainties):

340
S(s)=
1
1 + 2 s
1,2 >0
trong h s khuch i 1 v hng s thi gian 2 l nhng tham s bt nh ca i

tng. B iu khin c s dng y l hai khu khuch i (hnh 5.22), to thnh:
u=p1wp2y
Nhim v iu khin t ra l ty theo gi tr bt nh ca cc tham s 1 , 2 i tng

ta phi hiu chnh hai h s khuch i p 1 , p 2 ca b iu khin sao cho h thng lun
c c hm truyn t (mu) mong mun:
Gm(s)=
1
1+ s
Trc ht ta thy h kn, bao gm b iu khin v i tng, c hm truyn t:

G(s) =
1 p1
1 p
= 1 2 1 1
1 + 1 p2 + 2 s 2 (1 + 1 p2 ) + s
Bi vy, trong trng hp l tng G ( s ) = G m ( s ) , hai h s khuch i ca b iu khin

cn phi c hiu chnh sao cho p 1 p1* , p 2 p2* tha mn:
211 p1* = 1 v 21 (1 + 1 p2* ) = 1
p1* =
2
1
p2* =
2 1
1
(5.95)
Song iu ny l khng th v hai tham s 1 , 2 ca i tng l cha bit.
Gm(s)
w
p1
w
ym
C cu chnh
nh tham s
p2
p1
S(s)=
1
1 + 2 s
p2
B iu khin tnh
u=p1wp2y
Tip tc, ta xem s nh ton t s =
d
v l mt bin c lp, khi th:
dt
341
e = y ym =
1 p1
1
w
w
1+ s
1 + 1 p2 + 2 s
v n c ngay:
1w
e
=
p1
1 + 1 p2 + 2 s
12 p1w
1 y
e
=
=
2
p2
1 + 1 p2 + 2 s
(1 + 1 p2 + 2 s)
Vy, c cu chnh nh xc nh theo cng thc th nht trong (5.94) c dng:

ew
e1w

e
dp1
1
dp
p1 1 + 1 p2 + 12 s 2 (1 + 1 p2 ) + s
dt
=
= e
=
=

e
e1 y
ey
dt dp2
dt
p2 1 + 1 p2 + 2 s 2 (1 + 1 p2 ) + s
(5.96)
1
cng ch l mt hng s dng c chn ty .
trong , v > 0 l ty nn ~ =
2
Nhng do (5.96) cn ph thuc vo cc tham s 1 , 2 cha bit nn n cha th l

mt c cu chnh nh hon chnh. trnh iu ny, v cng l mt suy ngh rt t
nhin, ta s dng gi tr l tng p1* , p2* trong (5.95) thay cho p 1 , p 2 v phi v i
n c cu chnh nh (5.92):
dp1 ew
dt 1 + s
dp2 ey

dt 1 + s
(5.97)
Ch : Dng cng thc (5.97) rt kh c chp nhn v mt ton hc v n va cha s
(i s ca nh Laplace), va cha t (i s trong min thi gian). Song nu nhn s nh

d
th s thy p 1 (t) chnh l tch phn tn hiu u ra ca khu
ton t vi phn s =
dt
~
v c tn hiu vo ew. Ni cch khc, p 1 (t) chnh l
qun tnh c hm truyn t
1+ s
tn hiu u ra ca khu tch phnqun tnh bc nht vi hm truyn t:
G p1 ( s) =
~
(1 + s)s
c tn hiu vo l tch e w .
Tng t, p 2 (t) l tn hiu ra ca khu tch phnqun tnh bc nht:

G p2 ( s) =
342
~
(1 + s)s
c tn hiu vo l tch e y .
nh gi cht lng c cu chnh nh
Mt vn ny sinh trong thc t ca cng vic thit k c cu chnh nh theo lut

MIT nh v d 5.18 v 5.19 lm l ty theo cu trc b iu khin c chn, rt c
th tuy t c iu mong mun e ( t ) 0 khi t song cc h s cn chnh nh p
ca b iu khin li khng hi t v gi tr l tng ca n. Nhm minh ha cho hin
tng ny ta xt v d sau y ca ti liu [3].
V d 5.20 ([3]): Tnh phn k ca thut ton chnh nh
Xt i tng l khu khuch i c tham s bt nh v c iu khin thch

nghi theo nguyn tc iu khin h (b iu khin mc ni tip vi i tng) bng b
iu khin cng l mt khu khuch i p (hnh 5.23). y c cu chnh nh MIT c
nhim v chnh nh p sao cho h t c hm truyn t mu G m ( s ) = k , trong k l
hng s bit.
k0
p
ym
C cu chnh
nh tham s
e
y
Hin nhin tham s l tng p * ca b iu khin m c cu chnh nh phi t

k
ti c l p * = . By gi ta xt sai lch:
e= yym = (pk)w = (pp*)w
Suy ra
e
= w
p
v
dp
= 2w2(pp*)
dt
2
p(t)= ~
p + ( p 0 p * ) exp( I t )
trong p ( 0 ) = p 0 ca p ( t ) cng nh:

t
I t = w2 ( )d
0
Vy:
343
e ( t ) = w ( p 0 p * ) exp( 2 I t )
Hai cng thc m t p ( t ) v e ( t ) cho thy s lun c e 0 nu nh w 0 hoc I t ,

song li ch c pp * khi I t . Ni cch khc trong trng hp tn hiu vo w ( t ) tha
mn w 0 ng thi I t < , chng hn nh w ( t ) = e
, th mc d b iu khin thch
nghi t c mc ch l to ra c e 0 nhng s li khng lm cho p tin n
c gi tr l tng p * ca n.
Bn cnh hin tng khng tin ti gi tr l tng p * ca vector tham s b iu

khin p mc d c cu chnh nh trit tiu c sai lch (e 0 ), mt vn khc
cng cn bn y l nn chn h s khuch i thch nghi nh th no th thut
ton chnh nh p theo lut MIT s hi t (cho d khng hi t ti gi tr l tng p * ),
c bit l khng xy ra hin tng p .
Gi G ( s ) l hm truyn t h kn gm b iu khin v i tng. K hiu l
vector tham s bt nh ca m hnh i tng v p l vector tham s b iu khin cn
chnh nh. Khi G ( s ) l hm ph thuc v p , tc l G ( s , , p ) . Tip theo, gi
G m ( s ) l hm truyn t ca m hnh mu. R rng G m ( s ) khng ph thuc v p .
Nu xem s l ton t vi phn s =
d
th sai lch:
dt
e= yym=[G(s,, p )Gm(s)]w
l hm ph thuc , p , hay e = e ( s , , p ) . Do h phng trnh vi phn xc nh p

theo lut MIT th nht trong (5.94):
e( s, , p
= e
p
dt
dp
(5.98)
cng ph thuc tham s . Gi s vi w ( t ) bit trc, phng trnh (5.98) trn c dng
tuyn tnh. Khi , nghim p( t ) s tin ti mt gi tr hu hn khi v ch khi tt c cc
nghim ca a thc c tnh ca (5.98) lun nm bn tri trc o (a thc Hurwitz) v
iu ny khng c ph thuc . Vy ta i n:
nh l 5.12: Gi s phng trnh vi phn (5.98) l tuyn tnh. Khi thut ton chnh
nh p theo lut MIT (5.94) s hi t nu nh h s khuch i thch nghi c

chn sao cho a thc c tnh ca (5.98) l a thc Hurwitz vi mi gi tr c th c
ca (a thc Hurwitz cht).
344
V d 5.21: Chn h s khuch i thch nghi thch hp
Xt li bi ton thc hin v d 5.18 nhng cho:

S(s) =
1 + 3s
v y m w = 1
trong l tham s cha bit. Khi s c:

dp
pw
2
= ~ y m e = ~ y m ( y y m ) = ~ym
~ y m
dt
1 + 3s
(1+3s)
dp ~
2
+ p = ( 1 + 3 s ) ~ym
dt
d2 p
dt 2
2
)
d(~ym
dp ~
2
+ p = ~ym
+3
dt
dt
Phng trnh vi phn tuyn tnh trn c a thc c tnh:

3 s 2 + s + ~ = 3 s 2 + s + 2
v ta thy v 2 >0 vi mi gi tr c th c ca cng nh > 0 nn a thc c tnh
trn l a thc Hurwitz mi > 0 . Vy thut ton chnh nh p bng lut MIT cho bi
ton nu s hi t vi mi > 0 .
5.3.2
Hiu chnh tham s b iu khin nh cc tiu ha hm mc tiu hp

thc (xc nh dng)
Tng qut hn lut hiu chnh MIT trnh by mc trc l phng php hiu
chnh tham s b iu khin nh cc tiu ha hm mc tiu xc nh dng V ( e ) ca
vector cc sai lch e . Phng php ny c hnh thnh da trn t tng ca l thuyt
Lyaponov trong vic thit k b iu khin GAS.
Chng hn l thuyt Lyapunov (mc 5.1), sau khi chn c hm V ( x ) hp
dV ( x )
xc nh m (theo x ) ,
thc (theo x ) ta phi xc nh b iu khin u = r ( x )
dt
nhm t c mc ch n nh x ( t ) 0 , th y, trong bi ton iu khin thch
nghi c m hnh theo di, ta s chn mt hm V ( e ) hp thc, hay t nht cng phi l
xc nh dng:
V(e)>0 , e0
v V ( 0 ) = 0
ri xy dng c cu chnh nh (5.92) c c tnh xc nh m ca
dV ( e )
( ch cn
dt
theo e l ). iu ny, theo l thuyt Lyapunov, cnh s lun m bo c rng

e(t)0.
Tnh tng qut nm ch:
345
T c im ca hm xc nh dng V ( e ) ta d dng thy ngay rng mc tiu

hiu chnh tham s b iu khin c sai lch e 0 nh MIT lm hon ton
thay th c mt cch tng ng bi mc tiu mm do hn:
V ( e ) min.
Chng hn, lut MIT hiu chnh tham s b iu khin cho h SISO ch l mt
1 2
trng hp ring vi hm xc nh dng V ( e ) = e .
2
N c th d dng chuyn sang p dng c cho c nhng bi ton iu khin
nhiu chiu (MIMO) v iu khin thch nghi phi tuyn.
Theo tnh cht hm xc nh dng V ( e ) , th e 0 khi v ch khi V ( e ) V min= 0 .
Nh vy bi ton e 0 hon ton c th c thay bng V ( e ) V min. Mt khc, do

mong mun c c ng thi y y m v p p * vi p * l gi tr l tng phi c ca
cc tham s b iu khin nn e phi cha c e = y y m v p p * . Ni cch khc, sai
lch e s phi l:
e
e=
p p *
gradT V
dp
dt
(5.99)
<0
khi
e0
(5.100)
Nguyn tc th c v n gin nh vy, song ci cn bn l phi c gi thit g

th tch v hng (5.100) mi c ngha. Ta c th thy c ngay vector e v p phi c
cng s phn t nh nhau.
p
c th tha mn c yu cu ny, ta s sa li (5.100) bng cch thay p bi ~
p khng bt buc phi bng s cc tham s cn hiu
nhn mnh rng s phn t ca ~
p phi c cc phn t
chnh ca b iu khin. Nhng tt nhin trong cc phn t ca ~
p s c xy dng nh sau:
ca p . Nh vy, vector ~
e
~
p=
p

(5.101)
Suy ra:
gradT V
346
d~
p
dt
<0
~
V d p dV
=
<0
~
p dt
dt
khi
e0
khi e 0
( p * l hng s)
(5.102)
Th hin mt cch c th nguyn tc chnh nh (5.102) tham s p di dng cc

bc thit k cho i tng c hm truyn t bt nh (uncertainties):
S(s,) =
b ( ) + b1 ( )s +
B( s, )
= 0
A( s, )
a0 ( ) + a1 ( )s +
+ bm ( )s m
+ am ( )s m
trong l vector cc hng s khng bit trc, ta i n:

1) Xc nh vector cc gi tr l tng p * ca b iu khin R(s, p) . lm c iu
ny th ta cn phi chn cu trc ca R(s, p) mt cch ph hp sao cho hm truyn
t h kn c cu trc ging nh hm truyn t ca m hnh theo di G m ( s ) .
Chng hn nh vi cu trc iu khin hnh 5.18 th phi c:
S( s, ) R( s, p*)
1 + S( s, ) R( s, p*)
= Gm(s)
Gm(s)
ym
p
Hnh 5.18: Minh ha cc bc thit k
c cu chnh nh.
C cu chnh
nh tham s
R(s, p)
S(s,)
p theo (5.99) v (5.101).

2) Xy dng cc vector e v ~
3) Tm mt hm xc nh dng V ( e ) thch hp. Thng dng l: V ( e ) = | e | 2 .

4) Thit k c cu chnh nh c phng trnh trng thi
dp
dt
sao cho vi n
d~
p
dt
tha
mn (5.102) v iu ny khng c ph thuc vo cc tham s bt nh ca m

d~
p
de
hnh i tng. Ch : Phn t
c xc nh t e = y y m .
trong vector
dt
dt
Hai bc thit k trn cho thy s tn ti rt nhiu b chnh nh tham s p v cu
trc phc tp hay n gin ca cc b chnh nh tham s ph thuc ch yu vo vic
la chn hm xc nh dng V ( e ) bc th ba.
Tuy c vai tr quan trng nh vy, song hin cha c c mt phng php la
chn hm xc nh dng V ( e ) mt cch tng qut. Dng hm V ( e ) thch hp sao cho t
347
v khng ph thuc vo cc vector tham s ca m hnh i tng (l nhng hng

s khng bit trc), vn lun c c
dp
dt
tha mn (5.102), ph thuc rt nhiu vo
cu trc c th ca m hnh i tng.

minh ha cng vic thit k ta xt mt s v d sau.
V d 5.21: Minh ha nguyn tc thit k c cu chnh nh mt tham s
Xt i tng c m hnh bt nh (uncertainties):

S(s)=
1
,
s +
trong l hng s cha bit ca m hnh. i tng c iu khin bng khu

khuch i p phn hi tn hiu ra y (hnh 5.19), tc l:
u = wpy
v nh vy h kn (gm i tng v b iu khin phn hi tn hiu ra) s c m hnh:

G(s) =
S( s)
1
=
1 + pS( s) s + p +
Gm(s)
ym
C cu chnh
nh tham s
p
S(s,)
Nhim v thit k c cu chnh nh tham s p ca b iu khin l phi lun to

ra c h kn c hm truyn t mu mong mun:
Gm(s) =
1
.
s +1
By gi ta xc nh gi tr l tng p* ca b iu khin:
1
1
=
s + p * +
s +1
Vy th:
348
p* = 1
e =
p p *
trong e = y y m
S dng hm xc nh dng:
V(e) =
1 2
[e +(pp*)2]
2
ta c:
dV
de
dp
= e
+(p+1)
dt
dt
dt
= e(
dy dym
dt
dt
v l hng s
)+(p+1)
dp
dt
Nhng v:
dy
+y = u = wpy
dt
dy
= wpyy = w(p+)y
dt
v
dym
+ym=w
dt
dym
= wym
dt
nn:
dV
dp
= e[w(p+)y(wym)]+(p+1)
dt
dt
= e[ym(p+)y]+(p+1)
dp
dt
= e[ymy(p+)y]+ey+(p+1)
= e2(p+)ye+ey+(p+1)
= e2+(p+1)(
dp
dt
dp
dp
=e2(p+1)ey+(p+1)
dt
dt
dp
ey)
dt
Bi vy, nu nh ta chn c cu chnh nh (5.92):

dp
= ey
dt
th s c:
dV
= e2<0
dt
vi mi e 0
l mt hm xc nh bn m (negative semidefinite), tha mn iu kin (5.102).

349
Tuy nhin cng cn phi bn thm y v tnh xc nh bn m ca

th vn c
dV
. Do c
dt
dV
= 0 khi p p * nn mc d c cu chnh nh lm c cng vic chnh
dt
nh p c e = y y m 0 song vn c th khng a c p ti gi tr l tng p* ca n,
tc l khng to ra c p p * .
V d 5.22 ([3]): Minh ha nguyn tc thit k c cu chnh nh hai tham s
Xt i tng c m hnh bt nh (uncertainties):

S(s)=
2
,
s + 1
hai tham s 1 , 2 l nhng hng s cha bit v 2 > 0 .
B iu khin s dng gm hai khu khuch i, khu th nht l phn hi trng thi
p 2 v khu th hai l tin x l p 1 , c ghp chung li thnh:
u=p1wp2y
Gm(s)=
bm
s + am
p
w
Hnh 5.20: Cho v d 5.22.
u=p1wp2y
ym
C cu thay
i tham s
S(s)=
s + 1
Nhim v t ra cho c cu chnh nh l phi chnh nh hai tham s p 1 v p 2 ca

b iu khin h c tn hiu ra y ( t ) bm c theo tn hiu ra y m ( t ) ca m hnh
theo di mong mun (hnh 5.20):
Gm(s) =
bm
,
s + am
hai tham s a m , b m l nhng s dng bit.
Vi cu trc iu khin nh m t hnh 5.20 th h kn (ch bao gm i tng S ( s ) v

b iu khin u = p 1 w p 2 y s c hm truyn t dng qun tnh bc nht:
G(s) =
350
p1S
p11
=
1 + p2 S (1 + p21 ) + 2 s
(5.103)
ph hp vi cu trc ca m hnh mu G m ( s ) cho.

Ta c th thy, trong trng hp l tng th hai tham s p 1 , p 2 ca b iu khin
phi c cc gi tr p1* , p2* l (hnh 5.20):
p1* 2
p2* 2
s + 1 +
bm
s + am
p2* =
am 1
p1* =
bm
Tip theo ta chn hm xc nh dng V ( e ) ph hp vi cu trc:

V(e) =
1
[ e 2 + 2 ( p 2 p2* ) 2 + 2 ( p 1 p1* ) 2 ]
(v 2 > 0 )
1
[e2+ 1 (p22+1am)2+ 1 (p12bm)2]
2
2
2
trong > 0 l ty nhng cho trc, s c (ch rng 1 , 2 l cc hng s):

dp2 1
dp1
dV
de 1
= e
+ (p22+1am)
+ (p12bm)
dt
dt
dt
dt
Nhng v:
de dy dym
=
dt dt
dt
v
dy
+1y = 2u = 2(p1wp2y),
dt
dym
+amym = bmw
dt
nn
de
= ame(p22+1am)y+(p12bm)w
dt
Suy ra:
dp2
dp1
1
1
dV
= ame2+ (p22+1am)(
ye)+ (p12bm)(
+we)
dt
dt
dt
dV
< 0 (t nht l theo e), ta c th chn c cu chnh nh theo cu
dt
trc (5.92) nh sau:
Vy, c
dp1
=we
dt
dp2
=ye.
dt
351
R rng hai cng thc chnh nh ny khng ph thuc 1 , 2 .

Vi c cu chnh nh trn ta lun c:
dV
= ame2
dt
Ni cch khc vi V ( e ) chn mi ch m bo rng

(negative semidefinite). Chng hn c
dV
l hm xc nh bn m
dt
dV
= 0 th ch cn e = 0 l v c th p p * .
dt
Do n cng ch mi m bo chc chn c rng s c e 0 , nhng cha chc c

p 1 p1* v p 2 p2* . y cng l hin tng in hnh ca nguyn tc iu khin
MRAC khi ta p dng lut chnh nh MIT.
V d 5.23: Minh ha nguyn tc thit k c cu chnh nh hai tham s
Xt li i tng bt nh ca v d 5.22. Tuy nhin b iu khin c s dng

y li l hai khu khuych i p1 v p2 c b tr nh trong h hnh 5.21 m t.
Nhim v iu khin c t ra y l phi xy dng c cu chnh nh cc tham s
p1 v p2 ca b iu khin sao cho h kn lun n nh (khng ph thuc cc tham s bt
nh 1 , 2 ca i tng, c qu trnh t do tt nhanh hn hm e
v c sai lch tnh
bng 0.
Gm(s)
w
p
w
p1
ym
C cu chnh
nh tham s
S(s)=
1
1 + 2 s
p2
Vi cu trc iu khin m t hnh 5.21 nh vy, h kn (ch bao gm i tng v

b iu khin p1 v p 2 ) s c hm truyn t bc nht:
G(s) =
352
p1S
p11
=
1 + p1 p2 S (1 + p1 p21 ) + 2 s
Bi vy m hnh mu G m ( s ) cng phi c cu trc bc 1. t c yu cu cht

lng rng h kn n nh, c qu trnh t do tt nhanh hn hm e
v c sai lch tnh
bng 0, m hnh mu G m ( s ) phi c im cc vi phn thc nh hn 1 (chng hn nh

2) v G m ( 0 ) = 1 . Ta chn:
Gm(s) =
2
s+2
Tip tc, nu k hiu

z 1 = p 1 v z 2 = p 1 p 2
p 1 = z 1 v p 2 =
z2
z1
th hm truyn t h kn tr thnh:
G(s) =
z1S
z11
=
1 + z2 S (1 + z21 ) + 2 s
ging nh hm truyn t h kn (5.103) ca v d 5.22, tc l b iu khin p1 v p 2

nay tr thnh u = z 1 w z 2 y . Bi vy, p dng kt qu c ca v d 5.22 (p1 v p 2 c
thanh bi z1 v z 2 ) ng vi a m = b m = 2 ta thu c c cu chnh nh (5.92) cho vector
tham s p ca bi ton t ra y nh sau:
dz
d z1 we
=
=
= ( z, e, y, w)
dt dt z2 ye
v
p1 1
p = = z2 = ( z, e, y, w)
p2 z1
V d 5.24 ([3]): iu khin thch nghi phn hi trng thi i tng tuyn tnh
Khng ging nh lut MIT, vic s dng hm xc nh dng V ( e ) thit k c

cu chnh nh cn p dng mt cch d dng cho h nhiu chiu (h MIMO), tc l h
c nhiu sai lch, c ghp chung li thnh vector cc sai lch e . Ta s thy r nht u
im ny ca n thng qua bi ton chnh nh tham s b iu khin phn hi trng
thi cho i tng tuyn tnh c trnh by sau y.
w
Hnh 5.22: iu khin phn hi
trng thi cho v d 5.24.
u
M
dx
= Ax+Bu
dt
353
Xt i tng tuyn tnh MIMO c m hnh trng thi bt nh (uncertainties):

dx
= Ax+Bu
dt
trong cc phn t ca hai ma trn A , B l nhng hng s khng bit trc. i

tng c iu khin bng b iu khin tnh phn hi (m) trng thi R v b iu
khin tnh tin x l M (hnh 5.22). Nh vy h kn c m hnh:
dx
~
~
= ( A B R ) x + B M w = A( p ) x + B( p ) w
1
2
dt
vi
~
A( p ) = A B R ,
~
B( p ) = B M
v p l k hiu vector gm cc phn t ca R cng nh p l vector gm cc phn t

1
ca M.
Nhim v t ra cho vic thit k c cu chnh nh l xc nh nguyn tc hiu
chnh cc vector p , p sao cho h kn tin c ti m hnh mu:
1
~
A( p ) A m
~
B( p ) B m
2
v iu ny khng c ph thuc vo s thay i ca A , B .

Gi p* , p* l gi tr l tng tha mn nhim v bi ton, tc l:
1
~
A( p* ) = A m
1
~
B( p* ) = B m
(5.104)
ta s thy, nu A , B l hai ma trn hng bit, th p* , p* cng nh cc b iu khin

1
l tng R , M c xc nh mt cch n gin bi:

A B R =A m
v B M = B m
R=Bt(AmA)
v M = B t B m
trong B t l ma trn gi nghch o bn tri ca B, tc l B t B = I . Chng hn nu nh

B c hng th mt trong cc ma trn gi nghch o bn tri ca n s l:
Bt = (BTB)
BT
Ngc li, nu A , B thay i khng bit trc, ta phi thng xuyn chnh nh p ,
1
p , tc l chnh nh R v M mt cch ph hp n c kt qu l tng (5.104).

2
T sai lch e = x x m vi x m l qu o trng thi ca m hnh mu, ta c:
354
de
= (Ax+Bu)(Amx+Bmw) = Ame+(AAmBR)x+(BMBm)w
dt
~
~
= A m e + ( A( p ) A m ) x + ( B( p ) B m ) w
1
Gi thit rng trong ln cn cc gi tr l tng p* , p* xc nh theo cng thc (5.104)

1
~
~
ta c th xp x hiu s A( p ) A m v B( p ) B m bi cc hm tuyn tnh. Khi s c:
1
de
A m e + E ( p p*) ,
dt
trong ma trn E c cc phn t l hm theo x , e nhng khng ph thuc vo tnh bt

nh ca hai ma trn A , B v:
p*

p * = 1* .
p
2
p
p= 1 ,
p
2
S dng hm xc nh dng:
V(e)=
1
[ e T P e + ( p p*)T ( p p*) ]
2
vi > 0 v P l ma trn xc nh dng (i xng, c tt c cc gi tr ring l nhng s

thc dng). Vy th khi ly o hm theo t s c:
dp
dV
= e T Q e + ( p p*)T E T P e + ( p p*)T
dt
2
dt
=
e T Q e + ( p p*)T (
dp
dt
+ETPe)
(5.105)
trong Q l ma trn xc nh dng tha mn:

T
Am
P+PAm = Q
(5.106)
Cng thc (5.105) cho thy mt trong nhng c cu chnh nh tha mn iu kin
(5.102) s l:
dp
dt
= ETPe .
Ch : V kt qu ca v d 5.24 ta cn lu thm:
C cu chnh nh ny tuy tha mn (5.102), tc l lm cho V ( e ) min, do

cng lm cho e 0 , song li khng m bo c rng cng s c p p * hoc h
s n nh ni.
355
Nu nhim v ca (5.106) c t ngc li l tm nghim P xc nh dng khi

Q xc nh dng cho trc th chnh l phng trnh Lyapunov bit ca
iu khin tuyn tnh. Phng trnh Lyapunov (5.106) lun c nghim P nu A m
l ma trn bn (c cc gi tr ring nm bn tri trc o), tc l khi m hnh mu
n nh.
Theo ti liu [46] th khng ch ring cho trng hp phn hi trng thi nh v
d 5.24, phng php MRAC ch nn p dng cho i tng c bc tng i
khng ln hn 1, tc l i tng c hm truyn t bt nh:
S(s,) =
b0 ( ) + b1 ( )s +
+ bm ( )s m
a0 ( ) + a1 ( )s +
+ am ( )s m
tha mn n m 1 .
5.4
iu khin n nh ISS v iu khin bt nh, thch nghi

khng nhiu
5.4.1
t vn
Trong mc ny chng ta s i su vo kha cnh ng dng thch nghi ca hm iu

khin Lyapunov trong vic thit k b iu khin phn hi trng thi cho i tng phi
tuyn bt nh:
dx
= f ( x, u, )
dt
(5.107)
hoc b tc ng bi nhiu d
dx
= f ( x, u, d )
dt
(5.108)
trong :
x l vector bin trng thi v u l vector cc tn hiu u vo (tn hiu iu khin)
hoc d l vector cc tham s m hnh h thng, c gi thit l khng bit trc

(uncertainties), hay cn gi l tham s bt nh. Dng bt nh ca cc tham s
ny c th l:
a)
l vector cc hng s khng bit trc.
b)
= ( t ) v d ( t ) l cc hm ph thuc thi gian t khng bit trc.
sao cho qu o trng thi t do ca h kn, khng (hoc rt t) ph thuc vo hoc d

v t mi im trng thi u x 0 , lun c hng tin v gc ta 0. N c gi l bi
ton n nh h bt nh v bi ton iu khin khng nhiu (disturbance attenuation).
356
R rng, y l nhng bi ton iu khin thch nghi khng cn s dng m hnh mu

nh h thng thch nghi MRAC lm.
Cng cn ni thm rng, yu cu va c x ( t ) 0 v ng thi li khng ph thuc
cng nh d l mt yu cu ln, kh thc hin c ch vi mt phng php, hoc vi
mt b iu khin duy nht. Bi vy, y chng ta s gii hn nhim v bi ton l ch
cn lm cho x ( t ) tin n mt min D h, nh v cha gc 0 l (n nh ISS). Cn
t , a tip x ( t ) tin v 0 ta s p dng thm cc phng php iu khin quen
thuc khc, v lc ny min D s c xem nh mt khng gian trng thi mi.
Min D gii ni, cha gc ta 0 m cc qu o trng thi t do ca h x ( t )
lun c hng tin v v sau khi i vo D th s li trong , khng ra khi D na
(hnh 5.23) c gi l min hp dn (attractor).
V d 5.25 ([28]): Minh ha min hp dn
Cho h phi tuyn vi m hnh trng thi khng b kch thch:

dx
= axbx2(x)+(t)(x)
dt
x0
trong a , b l hai hng s dng cho trc, ( x ) l

hm lin tc cng cho trc v ( t ) l hm khng
bit trc c chun v cng hu hn:

= sup | ( t ) |
t 0
y l mt h c m hnh bt nh (uncertainties).
S dng hm xc nh dng V ( x ) =
Hnh 5.23: Min hp dn v khi

nim ISS.
1 2
x ta c:
2
2
(t)
2 (t)
L f V = a x 2 b x 2 2 ( x ) + x ( t ) ( x ) = a x 2 b x ( x )
+
2b
4b
ax +
2 (t)
4b
ax +
4b
(5.109)
Bt ng thc (5.109) ch rng mi qu o trng thi x ( t ) 0 , khi cn nm ngoi

min gii ni:
D ={x |x|
2 ab
th vi L f V < 0 s c hng tin v gc ta . Nhng khi i vo trong min D, th n

s khng ra khi D na. Vy D chnh l min hp dn ca h.
S
357
5.4.2
iu khin thch nghi i tng phi tuyn c tham s hng bt nh
phn ny chng ta s nghin cu kh nng s dng cc phng php thit k b

iu khin n nh h phi tuyn theo nguyn tc hm iu khin Lyapunov va trnh
by cc mc trc, cho h c tham s hng bt nh, m t bi (5.107).
Ch : Khi cc tham s khng bit trc ( t ) l hm ph thuc t, th ta c th xem
n l mt trng hp ring ca h c tc ng nhiu d ( t ) . Ni cch khc, bi ton iu
khin bt nh c = ( t ) chnh l bi ton thch nghi khng nhiu (disturbance
attenuation) v ta s tip tc tr li bi ton ny mc sau vi mt s phng php b
sung thm, khi c tip cn khi nim n nh ISS.
Phng php gi nh r (certainty equivalence)
Xt h bt nh (5.107) vi mt tn hiu vo u m t bi:

dx
= f ( x) + G ( x ) + h ( x ) u
dt
G ( x ) = g ( x ),
1
, g ( x)
m
(5.110)
v f ( x ) , h ( x ) , g ( x ) , 1 j m l cc vector hm phi tuyn trn, = ( 1 , , q ) T l

j
vector cc tham s hng bt nh ca m hnh.

Trc ht ta gi s rng bit (gi nh r cc hng s ), khi bng cc
phng php iu khin h (5.110) n nh tim cn ti gc ta s n c hm iu
khin Lyapunov V 1 ( x , ) v b iu khin phn hi trng thi u = r 1 ( x , ) tng ng cho
n, tc l s c (theo nh l LaSalle):
V1
[ f ( x) + G ( x ) + h ( x ) r 1 ( x , ) ] W ( x , )
x
vi W ( x , ) xc nh dng theo x .
Song tt nhin b iu khin u = r 1 ( x , ) cng nh hm CLF V 1 ( x , ) l khng tn
ti, v l nhng hng s cha bit (bt nh). trnh c iu bt cp ny, ngi ta
s dng tng l thay cc hng s cha bit trong V 1 ( x , ) v b iu khin
u = r 1 ( x , ) bng mt vector hm xc nh p( t ) thay i theo thi gian, c V 1 ( x , p )
v u = r 1 ( x , p ) ri tm cch hiu chnh p( t ) nh mt c cu vi cu trc chung:
dp
= ( p, x )
dt
u = r( p, x )
358
(5.111)
c vector tn hiu u vo l trng thi x ca i tng (5.110), sao cho vn gi c tnh

cht n nh theo ngha x ( t ) 0 nh b iu khin gi nh r u = r 1 ( x , ) mang li.
Ch rng y ta khng t ta nhim v cho c cu chnh nh (5.111) rng n
phi nhn dng vector tham s , tc l phi t c e = p( t ) 0 .

Xt hm xc nh dng V ( x, p) c xy dng t V 1 ( x , ) nh sau:
V ( x, p) = V 1 ( x , p ) +
1
( p)T P 1 ( p)
2
trong P l ma trn i xng xc nh dng tu chn. Khi , do l hng s, tc l

d
= 0 nn:
dt
dp
V d x V1 dp
dV
( p)T P 1
= 1
+
dt
p dt
x dt
dt
=
dp
V dp
V1
( p)T P 1
[ f ( x) + G ( x ) + h ( x ) u ] + 1
p dt
x
dt
T
dp
V

V1
[ f ( x ) + G ( x ) p + h ( x ) r 1 ( x , p ) ] ( p)T P 1 P 1 G( x ) +
dt
x
x

V1
V1 dp
V1
+
h( x ) u r1 ( x, p)
h( x )
x
x
p dt
T
dp
V

W ( x , p ) ( p)T P 1
P 1 G( x ) +
dt
x

Bi vy nu c
V1
h( x ) u r1 ( x, p) 1 h( x )
x
x
V1 dp
p dt
V1
h( x ) 0 , x th khi chn b iu khin cng c cu chnh nh:
x
T
dp
V
= ( p, x ) = P 1 G( x )
dt
x
1
T
V1
V1 V1
(
,
)
(
,
)
(
)
(
)
u
r
x
p
r
x
p
h
x
P
G
x
=
=
+
x
p x
(5.112)
ta s c
359
dV
W(x, p )
dt
xc nh m theo x v do vn m bo c x ( t ) 0 .
Nh vy, tng kt li, ta i n phng php gi nh r (certainty equivalence)
thit k b iu khin n nh tim cn cho h bt nh (5.110) c l vector cc hng
s khng bit trc, gm cc bc nh sau:
1) Xem l cc hng s bit, xc nh mt hm iu khin Lyapunov V 1 ( x , ) v
b iu khin phn hi trng thi tng ng u = r 1 ( x , ) cho h (5.110) bng cc
phng php trnh by mc 5.1 (l thuyt Lyapunov).
2) Thay hng s trong V 1 ( x , ) v r 1 ( x , ) bng p( t ) .
3) Xc nh b iu khin phn hi trng thi cng c cu chnh nh p( t ) theo cng
thc (5.112).
Ch : V kh nng s dng thut ton trn ca phng php gi nh r ta cn lu
my im sau y:
Phng php gi nh r c xy dng t gi thit l vector cc hng s

(khng bit trc), song cng vn thng p dng cho nhng bi ton c thay
i chm theo t .
B iu khin phn hi trng thi v c cu chnh nh (5.112) c gi l b iu

khin gi nh r (certainty equivalence controllers).
B iu khin gi nh r (5.112) ch tn ti nu nh ma trn
V1
h( x ) l nghch
x
o c, t nht cng phi trong mt ln cn ln ca gc ta . iu ny ph

thuc rt nhiu vo vic chn hm iu khin Lyapunov V 1 ( x , ) .
Nu nh
V1
cn c th vit tch c thnh:
p
V1
V1
h( x ) ( x, p)T
=
x
p
th b iu khin gi nh r (5.112) lun tn ti v c dng:

T
dp
V
= ( p, x ) = P 1 G( x )
dt
x
T V1
=
=
+
(
,
)
(
,
)
(
,
)
(
)
u
r
p
x
r
p
x
x
p
P
G
x
1
x
360
tng tc hi t v 0 ca qu o trng thi t do ta c chn ma trn P c cc

gi tr ring ln. Cng nh vy ta c th thay (5.111) bi
dp
dt
= Q ( p, x )
vi Q l mt ma trn i xng xc nh dng c chn c cc gi tr ring

ln.
Nu nh vi i tng (5.110) v khi gi thit l bit, ta tm c hm hp

thc (xc nh dng) V 1 ( x ) khng ph thuc sao cho vn c
V1
[ f ( x) + G ( x ) + h ( x ) r ( x , ) ] W ( x , )
x
trong W ( x , ) l hm xc nh dng theo x vi mi , th b iu khin thch
nghi (5.112) s c dng n gin hn nh sau (phn chng minh c xem nh bi
tp n luyn):
T
dp
V
= ( p, x ) = P 1 G( x )
dt
x
u = r( p, x ) = r1 ( p, x )
(5.113)
V d 5.26: Minh ha phng php gi nh r
Xt h bt nh c hai bin trng thi vi m hnh truyn ngc:

dx1
2
dt = x1 + x2
dx2 = u
dt
trong hng s l cha bit. So snh vi dng m hnh (5.110) th y c:
x
x = 1 ,
x2
x
f ( x ) = 2 ,
0
x2
G(x)= 1
0

0
h ( x ) =
1
Xem nh mt hng s bit. Khi , s dng phng php thit k cun chiu
(backstepping) hm CLF a h cho v dng:
d z z1 + z2
=
dt ( z ) + u
vi
z
z = 1
z2
ta s c:
z1 = x1 ,
z 2 = x 2 + x12 + x 1
361
V1(x,) =
1 2
1
1
( z1 + z22 ) = x12 + x22 + x1 x2 + x13 + x2 x12 + x14 2
2
2
2
r ( x , ) = z 1 z 2 f ( z ) = x 1 ( x 2 + x12 + x 1 ) ( 2 x 1 + 1 ) ( x12 + x 2 )
Suy ra, khi thay bi p th:
V1
= ( 2 x 1 + x 2 + 3x12 p + 2x1 x2 p + 2x13 p2
x
x 2 + x 1 + x12 p )
V1
h ( x ) = x 2 + x 1 + x12 p
x
V1
V1
h(x)
= x13 + x2 x12 + x14 p = x12 ( x1 + x2 + x12 p) = x12
p
x
V1
G ( x ) = x12 ( 2 x 1 + x 2 + 3x12 p + 2x1 x2 p + 2x13 p2 )
x
Vy cc b iu khin gi nh r ca h tnh theo cng thc (5.112) ng vi P=1 l:
T
dp V1
G( x ) = x12 ( 2 x 1 + x 2 + 3x12 p + 2x1 x2 p + 2x13 p2 )
=
dt x
u = r ( x , p ) 1 h( x )
x
V1 V1
G( x )
p x
= x 1 ( x 2 + x12 p + x 1 ) ( 2 x 1 + 1 ) ( x12 p + x 2 )
x12 ( 2 x 1 + x 2 + 3x12 p + 2x1 x2 p + 2x13 p2 ) .

V d 5.27 ([28]): Minh ha phng php gi nh r
Xt h bt nh:
dx1
= wT ( x1 ) + x2
dt
dx2 = u
dt

w (x )
trong = 1 l vector hng s cha bit, cn w ( x 1 ) = 1 1 l kh vi v cho
2
w2 ( x1 )
trc. So snh vi m hnh (5.110) th y c:
x
x = 1 ,
x2
362
x
f ( x ) = 2 ,
0
w ( x ) w2 ( x1 )
G ( x ) = 1 1
0
0
0
h ( x ) =
1
Xem nh cc hng s bit v s dng phng php thit k cun chiu hm

CLF (backstepping) ta c:
z1(x,) = x1 ,
z2(x,) = x2+wT(x1)+x1
V1(x,) =
1 T
z z
2
wT
+ 1 ( x 2 + w T )
r(x,) = z1z2
x1
chuyn i tng cho v dng:

d z z1 + z2
=
dt ( z ) + u
z
z = 1
z2
vi
wT
v ( z ) =
+ 1 ( x 2 + w T )
x1
T y c:
1
V1
T
= z T w
x
x
1
V1
[ f ( x ) + G ( x ) + h ( x ) r ( x , ) ] = z12 z22
x
v khi thay bi p th:

V1
= z2wT
p
cng nh
V1
V1
=
h( x ) T ( x, p)
x
p
V1
h( x ) = z 2
x
vi
T ( x, p) = w ( x 1 )
Nh vy ta n c cc b iu khin gi nh r theo cng thc (5.112) ng vi

P = I (ma trn n v) cho i tng cho nh sau:
dp
dt
wT
p+1
= 1 G( x ) = w ( 1 ,
x1
x
)z
v
V
u = r ( x , p ) ( x, p) 1 G( x )
x
= r(x, p ) wTw(1 ,
wT
p+1
x1
)z
363
Thit k cun chiu (backstepping) b iu khin thch nghi gi nh r cho i tng

truyn ngc
Mt trong nhng hn ch c bn ca phng php gi nh r l hin vn cha c

c phng php xc nh hm CLF V 1 ( x , ) hp thc cho i tng (5.110) c:
V1
[ f ( x) + G ( x ) + h ( x ) r 1 ( x , ) ]
x
lun xc nh m theo x vi mi , ngay c khi gi thit rng bit vector tham s
bt nh . Tuy nhin, nu i tng c cu trc truyn ngc th khi kt hp vi cc
phng php thit k hm CLF gii thiu mc 5.1, ta s c chi tit tng bc ca
phng php bao gm c vic xc nh V 1 ( x , ) .
nh l 5.13: Xt h truyn ngc vi vector bin trng thi ( x , z ) T R
n+1
, xR :
dx
dt = f ( x ) + G( x ) + h( x ) z
dz = ( x ) + T g( x ) + u
dt
(5.114)
trong = ( 1 , , q ) T l vector cc tham s hng bt nh ca m hnh, ma
trn G ( x ) = g ( x ),
, g ( x)
c cc vector ct g ( x ) , 1 j m cng nh f ( x ) ,
j
g( x ) , h ( x ) v ( x ) u l nhng vector hm (hoc hm) phi tuyn trn. Gi s h
con vi u vo o z
dx
= f ( x) + G ( x ) + h ( x ) z
dt
(5.115)
c b iu khin phn hi trng thi thch nghi ng:

dp
= ( p, x )
dt
z = v( p, x )
(5.116)
tha mn v ( 0 , 0 ) = 0 . Khi h truyn ngc (5.114) cho cng s c b iu khin

phn hi trng thi thch nghi ng nh sau (hnh 5.24):
T
dp
V
v
z
v
p
x
g
x
(
,
)
(
)
= P G( x )T 1 z v( p, x )
+
x
x
dt
(5.117)
k V
v
v
G( x ) p + h( x ) z ( x ) z v( p, x ) 1 h( x ) pT g( x )
( p, x ) +
u =
p
x
x
vi k l s nguyn l v P l ma trn i xng xc nh dng ty chn.

364
Chng minh:
Do c gi thit rng h con (5.115) c b iu khin phn hi trng thi thch nghi
(5.116) nn phi tn ti hm CLF gi nh r V 1 ( x , p( t ) ) tha mn:
dV1 V1
V
f ( x ) + G( x ) p + h( x )v( p, x ) + 1 ( p, x ) W ( x, p)
=
p
x
dt
trong W ( x , p ) xc nh dng.
S dng hm xc nh dng (ch rng do c gi thit v ( 0 , 0 ) = 0 v hm
V 1 ( x , p ) l xc nh dng nn cng c V ( x , z , p ) = 0 x = 0 v z = 0 ):
V(x, z, p ) = V1(x, p )+
2
1
1
( p)T P 1 ( p) + z v( p, x )
2
2
cho i tng truyn ngc ban u (5.114), trong P l ma trn i xng xc nh

dng ty chn, ta s c:
dz v dp v dx
dp
V d x V1 dp
dV
= 1
+
+ ( z v)
( p)T P 1
dt p dt x dt
dt
p dt
x dt
dt
dp
V1
V dp
f + G + hz + 1
+
( p)T P 1
x
dt
p dt
v
v
( G + hz )
+ ( z v) + T g + u
p
x
T
dp
V
V
V1
P 1 G +
f + Gp + hv + 1 ( p)T P 1
dt
x
v
v
+ ( z v) 1 h + + T g + u
( G + hz )
p
x
x
T
dp
V
v
W ( x , p ) ( p)T P 1
P 1 G ( z v ) G + ( z v) g +
dt
x
V
v
v
Gp + hz
+ ( z v) 1 h + + pT g + u
p
x
x
Bi vy,
dV
xc nh m theo x , z ta c th chn:
dt
1) cho c cu chnh nh l:
365
V
v
P 1 G ( z v) G + ( z v) g = 0
x
x
dt
dp
V
v
= P GT 1 ( z v ) + ( z v) g
x
dt
x
dp
2) cng nh cho b iu khin phn hi trng thi tnh l:

V1
v
v
h + + pT g + u
Gp + hz = ( z v)k , k l s l ty chn
x
p
x
u=
V
v
v
+
Gp + hz ( z v)k 1 h pT g
p
x
x
v khi c
dV
k
= W(x, p )(zv) +1
dt
Hai cng thc trn cng chnh l cng thc (5.117) ca b iu khin ng phn hi
trng thi lm n nh thch nghi i tng truyn ngc (5.114) ban u.
w=0
Hnh 5.24: Minh ha nh l 5.13
i tng
(5.114)
B iu khin
(5.117)
V d 5.28: Thit k cun chiu b iu khin ng n nh thch nghi cho h truyn ngc cht
nh l 5.13 c pht biu tng qut cho tt c cc h truyn ngc vi cu trc

affine (5.114), do ng nhin n cng p dng c cho h truyn ngc cht (5.39)
c thm thnh phn tham s hng bt nh, m t bi:
dxk
T
dt = k ( xk ) + xk+1 khi 1 k n 1
dxn = T ( x ) + u
n
dt
vi R
(5.118)
l vector cc tham s hng bt nh ca m hnh v i ( xi ) R , 1 i n l
nhng vector hm phi tuyn trn. Nhng v h truyn ngc cht (5.118) ny c cu trc
c bit l mi h con trong n cng truyn ngc cht, nn b iu khin (ng) phn
hi trng thi thch nghi (5.117) cng s tr nn n gin hn nhiu.
366
Sau y ta s p dng t tng ca nh l 5.13 cho h truyn ngc cht (5.118) v

cng vi n ta s i n phng php thit k cun chiu ca Krstic, Kanellakopoulos,
Kokotovic (Adaptive nonlinear control without overparametrization. System & Control
Letter 19, 1992, pp. 177-185) nh mt trng hp ring ca nh l 5.13.
Ch rng trong m hnh (5.118) ta s dng k hiu quen bit mc 5.1 l:
,xk)T
xk= (x1,x2,
xn= (x1,x2,
, x n ) T = x v x 1 = x 1
Bt u vi h con th nht ( k = 1 ) c tn hiu u vo "o" l x 2 , m t bi:

dx1
= T1 ( x1 ) + x2
dt
ta thy ngay c rng nu nh l bit th h con s c b iu khin phn hi

trng thi GAS:
x2 = v1 ( x, ) = c1 x1 T1 ( x1 ) trong c 1 l hng s dng ty chn
(5.119)
v cng vi n, h kn tr thnh:
dx1
= c1 x1
dt
x1 ( t ) = e c1t x1 (0) 0 , x1 (0)
Nhng do l vector hng s bt nh (khng bit), nn ta s thay trong cng thc

(5.119) bi p( t ) ri tm cch hiu chnh p( t ) sao cho vn c c x 1 ( t ) 0 .
S dng hm xc nh dng V1 =
1 2 1
x1 + ( p)T Q1 ( p) vi Q l ma trn i
2
2
xng xc nh dng ty chn, ta c:

dp
dp
dV1
= x1 (1T + x2 ) ( p)T Q1
= x1 (1T p + x2 ) ( p)T Q1 (
Qx11 )
dt
dt
dt
dV1
xc nh m theo x 1 ta thu c b iu khin phn
dt
hi trng thi thch nghi ng cho (5.119) nh sau:
t y, vi mc ch lm cho
dp
= 1 ( x1 ) = Qx11 ( x1 )
dt
x = v ( p, x ) = c x pT ( x )
1
1
1 1
1 1
2
Tip tc, ta chuyn sang h con th hai ( k = 2 ) c tn hiu u vo "o" l x 3 :

dx1
T
dt = 1 ( x1 ) + x2
dx2 = T ( x ) + x
2 2
3
dt
367
Cng vi hm CLF V 2 = V 1 +
dV
1
2
( x2 v1 ) ta li c t mc ch dt2 xc nh m theo x 2 :
2
dp
v
= 2 ( p, x2 ) = 2 + Q( x2 v1 ) 2 1 1
x1
dt
v1
v1
v1
T
x3 = v2 ( p, x2 ) = x1 c2 ( x2 v1 ) + x x2 + p 2 p 2 x 1
1
1
trong c 2 cng l hng s dng ty chn. C tip tc nh vy cho k = 3 , 4 , , n ta

s c c thut ton thit k b iu khin phn hi trng thi ng n nh thch nghi
cho h truyn ngc cht (5.118), gm cc bc nh sau:
1) Bt u vi k = 1 ta t:
z1 = x1 , 1 ( x1 ) = Qx11 ( x1 ) , v1 ( p, x1 ) = c1 x1 pT1 ( x1 )
trong Q l ma trn i xng xc nh dng v c 1 l hng s dng ty chn.
2) Thc hin truy hi ln lt cho k = 2 , 4 , , n cc php tnh:
zk = xk vk1
k 1
k ( p, xk ) = k1 + Qzk k
i =1
k 1
vk ( p, xk ) = zk1 ck zk +
i =1
vk1
i
xi
vk 1
v
xi +1 + k1 k +
xi
p
k 1 v
k 2 v
+ k Qzi+1 pT k k1 i
i =1 xi
i =1 xi
trong c k l cc hng s dng ty chn.

3) p s cho b iu khin ng phn hi trng thi thch nghi l:
dp
= n ( p, x )
dt
u = v ( p, x ) + w
n
(5.120)
trong w l tn hiu u vo (mi) ca h kn, bao gm i tng truyn ngc

cht (5.118) v b iu khin phn hi trng thi ng (5.120).
Ch : V phng php trn ca Krstic, Kanellakopoulos, Kokotovic ta c nhn xt sau:
Nu so snh vi nh l 5.13 th y c Q = n P
B iu khin (5.120) s a h truyn ngc cht (5.118) v ti im cn bng x e

c: x1e = 0 , x2e = 1T (0) , x3e = 2T (0, T1 ) , , xne = nT1 (0, T1 ,
368
, T n 2 ) .
Nu h truyn ngc cht ban u (5.118) c i (0) = 0 , i th im cn bng x e

chnh l gc ta v do h kn s l GAS thch nghi.
Tc tin v im cn bng x e ca qu o trng thi t do ca h kn ph

thuc vo ma trn Q v cc hng s c k ty chn. C th l c k cng ln hoc cc
gi tr ring ca Q cng nh, tc s cng cao.
Do lun c x1e = 0 nn b iu khin (5.120) cn lm cho u ra y = x 1 ca h kn

lun bm theo c tn hiu t w ( t ) , nu nh w ( t ) l hm bin i chm theo
dw( t )
thi gian, hoc t nht cng c
= 0 ti hu ht cc thi im t, tr mt vi
dt
im c nh t i , chng hn nh tn hiu w ( t ) dng bc thang.

Thit k cun chiu (backstepping) b iu khin bm thch nghi cho i tng tam
gic c tham s hng bt nh
Trong v d 5.28 ta lm quen vi thut ton thit k b iu khin ng phn

hi trng thi lm n nh thch nghi h bt nh truyn ngc cht (5.118) ca Krstic,
Kanellakopoulos, Kokotovic nh mt trng hp c bit ca ni dung nh l 5.13. Ta
cng thy b iu khin thu c cn c kh nng lm cho u ra y = x 1 ca h thu c
lun bm theo c tn hiu mu w ( t ) khi tn hiu ny c dng l hng s tng on
(tn hiu bc thang).
Nm 1999 c v Deboer gii thiu phng php thit k Reference defined
adaptive control of nonlinear systems signal without overestimation (IFAC Congress,
China 1999, pp. 367372) m c th xem nh mt s m rng ca phng php Krstic,
Kanellakopoulos, Kokotovic cho h tam gic (o hm Jacobi theo x ca m hnh c dng
tam gic di):
dxk
T
dt = k ( xk+1 ), 1 k n 1
dxn = bT ( x )u
n
dt
y = x1
(5.121)
trong , b l hai vector tham s hng bt nh ca m hnh, i ( xi +1 ) , 1 i n l

nhng vector hm hoc hm phi tuyn trn (lin tc, kh vi) v
xk= (x1,x2,
,xk)T
xn= (x1,x2,
, x n ) T = x v x 1 = x 1
sao cho tn hiu u ra y = x 1 ca h lun bm theo c tn hiu mu w ( t ) bt k cho

trc.
369
Phng php ny c ni dung nh sau. Bt u vi k = 1 ta c h con ng vi u

vo "o" x 2 v c m t bng m hnh khng tng minh:
dx1
= T1 ( x2 )
dt
Hin nhin rng khi bit , th t c mc ch x 1 w ( t ) x 1 w = z 1 0 ta

ch cn to ra c b iu khin sao cho vi n c c:
dz1
= c1 z1 hay
dt
z1 ( t ) = e c1t z1 (0) 0 , z1 (0) , c 1 l s dng ty chn
Suy ra b iu khin (khng tng minh) c dng nh sau:

dz1
d kw
dw
(k)
l ch
= T1
= T1 w(1) = c 1 z 1 , k hiu w
dt
dt
dt k
T1 w(1) + c1 z1 = 0
(5.122)
Nhng do l bt nh nn ta s thay trong (5.122) thnh p( t ) :

z2 = pT1 w(1) + c1 z1
ri tm cch hiu chnh p( t ) sao cho vi n c c z 2 0 . S dng hm hp thc (xc
nh dng) V1 =
1 2
z1 + ( p)T P 1 ( p) vi P l ma trn i xng xc nh dng
ty chn, ta c:
dp
dV1
= z1 ( T1 w(1) ) ( p) P 1
dt
dt
1 dp
= z1 ( c1 z1 + z2 ) ( p) P (
Pz11 )
dt
dp
dt
= Pz11 l c cu chnh nh p( t ) cho h con th nht.
Tip tc cho h con th hai ( k = 2 ) ng vi u vo "o" x 3 c m hnh khng tng

minh:
dx1
T
dt = 1 ( x2 )
dx2 = T ( x )
2 3
dt
ta s dng hm hp thc V2 = V1 +
370
1 2
z2 v li c:
2
dp
dV2
z
= c1 z12 + z2 ( W1 + T T1 ) + z2 2 p ( p)T P 1
z1 PT0
p
dt
dt
trong :
z2
W1 = z1 +
i =1
z2
i
i =1 xi
2
( i 1)
w( i ) v T1 =
Nh vy b iu khin (dng khng tng minh) cho h con th hai s l:

W1 + T T1 + c2 z2 = 0 , vi c 2 l s dng ty chn
v ta li thay thnh p( t ) ri hiu chnh p( t ) c:

z3 = W1 + pT T1 + c2 z2 0
C tip tc nh vy cho k = 3 , 4 , , n 1 ta c:
zn 1 = Wn 2 + pT Tn 2 + cn 2 zn 2 0 , vi c n 2 l s dng ty chn
Vn 1 = Vn 2 +
1 2
zn 1
2
n 2
n 1
dVn 1
z
= ci zi2 + zn 1 (Wn 2 + T Tn 2 ) + zi i p
dt
p
i =1
i =2
( p)T P 1 (
n 1
Wn 2 = zn 2 +
i =1
zn 1
( i 1)
w( i ) ,
dp
dt
n 2
P ziTi1 )
i =1
n 1
Tn 2 =
i =1
zn 1
i
xi
Cui cng, khi k = n th hon ton tng t ta cng s i n nu thay b bi q :

Vn = Vn 1 +
1 2
zn + ( b q)T Q1 ( b q ) , Q i xng xc nh dng ty chn
n 1
n z z
z
dVn
= ci zi2 + zn Wn 1 + pT Tn 1 + i i p + n + qT n u
dt
xn
i =1
i =2 zn p
n
dp
dq
z
( p)T P 1 (
P ziTi1 ) ( b q)T Q1 (
Q n n znu )
xn
dt
dt
i =1
Do ,
dVn
xc nh m vi z = ( z 1 , , z n ) T ta chn u sao cho c c:
dt
n
Wn 1 + pT Tn 1 +
i =2
zi zi
z
p + n qT nu = 0
zn p
xn
371
v chn p , q tha mn:

dp
dt
P ziTi1 = 0
i =1
dq
dt
zn
n znu = 0
xn
Tng kt li, ta c c thut ton thit k bao gm cc bc sau:

1) t z 1 = x 1 w
2) Thc hin truy hi ln lt cho k = 2 , 4 , , n cc php tnh:
k
Wk1 = zk1 +
i =1
zk
( i 1)
w( i )
z
= k i
i =1 xi
k
Tk1
zk = Wk1 + pT Tk1 + ck 1 zk1

trong c k l cc hng s dng ty chn.
3) p s cho b iu khin ng phn hi trng thi thch nghi l:
n
P ziTi 1
p
= i =1
dt q zn
Q x n znu
n
kn zn + Wn 1 + pT Tn 1 +
v
u=
i =2
zi zi
p
zn p
zn T
q n
xn
trong P , Q l hai ma trn i xng xc nh dng ty chn.

Ch : tn ti b iu khin trn th phi c
zn T
q n 0
xn
trong ton b khng gian trng thi v vi tn hiu w ( t ) cng nh vi p , q .
5.4.3
iu khin thch nghi i tng phi tuyn c tham s bt nh ph

thuc thi gian
Trong mc ny ta s cp ti bi ton bt nh (5.107) c tham s bt nh

khng phi l hng s m ph thuc thi gian ( t ) . Ni cch khc, khi ghp chung vi
bi ton khng nhiu, th y ta s gii quyt bi ton iu khin thch nghi cho h
(5.108), vi d ( t ) l nhng tn hiu ngoi sinh khng mong mun tc ng vo h thng
(tn hiu exogenous, tn hiu disturbance, hay nhiu).
372
Phng php nn min hp dn (damping)
Trong kh nhiu bi ton iu khin n nh tim cn h phi tuyn, ngi ta

thng rt tha mn nu nh thit k c mt b iu khin, tuy rng khng a
c cc qu o trng thi x ( t ) tin v gc ta 0 , song lun a c chng tin v
mt min D nh no cha gc 0 . Min D c gi l min hp dn (attractor).
Tt nhin rng cht lng ca b iu khin iu khin s c nh gi l cng
tt nu nh n to ra c min hp dn D cng nh. Bi vy mt nhim v c t ra
y l phi thit k mt b iu khin phn hi trng thi sao cho h c min hp dn
D cng nh cng tt. Trong trng hp c bit, khi min D to ra ch c mt phn t
duy nht l gc ta 0 , th hin nhin b iu khin s chnh b iu khin lm h

n nh tim cn ti 0 . Phng php iu khin thu nh min D c gi l phng
php nn min hp dn (damping).
nh l 5.14: Xt h bt nh mt u vo u :
dx
= f ( x ) + h ( x ) [ u + T ( x )d( t ) ]
dt
(5.123)
trong d ( t ) l vector cc thnh phn bt nh ph thuc thi gian ca h v f ( x ) ,
( x ) v h ( x ) u l nhng hm hay vector hm phi tuyn trn. Gi thit rng h

tng ng khng cha thnh phn bt nh:
dx
= f ( x) + h ( x ) z
dt
(5.124)
c hm iu khin Lyapunov V ( x ) v b iu khin phn hi trng thi tng

ng z = v ( x ) lm n l GAS, cng nh vector cc thnh phn bt nh d ( t ) c chun
d hu hn. Khi , b iu khin phn hi trng thi tnh:
u = v(x)k
V
h ( x ) | ( x) | 2
x
vi k > 0 ty chn
(5.125)
s a mi qu o trng thi t do x ( t ) ca h bt nh (5.123) v c min hp

dn D c kch thc t l nghch vi hng s k .
Chng minh:
T gi thit rng V ( x ) l hm CLF ca h (5.124) cng nh z = v ( x ) l b iu
khin GAS tng ng, th theo nh l LaSalle (nh l 5.3), phi tn ti cc hm 1 , 2 ,
3 , 4 l cc hm thuc lp K sao cho:

V
x
[ f ( x) + h ( x ) v ( x ) ] W ( x ) 0
373
1(|x|) V(x) 2(|x|)

3(|x|) W(x) 4(|x|)
Khi ta s c vi b iu khin (5.125):
V
dV
=
x
dt
f ( x ) + h ( x ) [ u + T ( x )d( t ) ] ) =
V
V
( f +hu)+
h T d
x
x
V
x
V
V
V
( f + h v ) k
h | | 2 +
h T d
x
x
[ f +h(v k
V
V
h | |2)]+
h T d
x
x
2
V
V
W ( x ) k
h | | 2 +
h T d
V
V
W ( x ) k
h | | 2 +
h | |d
x
(5.126)
d
V
1
h| |
)2+
k
x
4k
2 k
= W ( x ) (
W ( x ) +
(5.127)
4k
iu ny ch rng khi x ( t ) cn nm xa so vi gc ta , tc l c | x ( t ) | ln :
W(x) >
4k
dV
th s c
< 0. Nh vy x ( t ) s vn cn ct cc ng ng mc ca V ( x ) theo hng
dt
t ngoi vo trong (xem li mc 5.1 v tiu chun n nh Lyapunov), tc l n vn cn

c hng tin v gc ta 0. Nhng sau , khi i vo min D m c:
3(|x|) W(x)
4k
| x ( t ) | 31 (
4k
th khng ra khi D na. Vy min hp dn D ny c xc nh bi:
D = { x R n | x | 31 (
4k
(5.128)
c kch thc t l nghch theo k v chnh l min hp dn ca h (5.123) c to ra

nh b iu khin phn hi trng thi (5.125).
374
Ch : T nh l 5.14 trn ta cn rt ra c mt s kt lun khc nh sau:
c c b iu khin nn min hp dn (5.125) cho h bt nh (5.123), m

sau y ta s gi ngn gn l b iu khin damping, ta cn phi tm c hm
iu khin Lyapunov V ( x ) cng nh b iu khin phn hi trng thi tng ng
z = v ( x ) cho h (5.124). Mt khc, khi h (5.124) c dng truyn ngc ta li c th
tm V ( x ) v z = v ( x ) bng cc phng php thit k cun chiu (backstepping)
c trnh by mc 5.1.2. Khi b iu khin damping tm c s mang tnh
cht ca phng php cun chiu.
Min D s cng nh nu hng s k ca b iu khin (5.125) c chn cng ln.
Do c:
| x ( t ) | 31 (
4k
nn cng c:
1 ( | x | ) V ( x ) 2 ( 31 (
| x ( t ) | 11 2 31 (
4k
4k
) ) = 2 31 (
4k
Bi vy min D cn c th c biu din thnh:

D ={ xR
| x | 11 2 31 (
4k
Vic bin i cng thc (5.126) thnh (5.127) c th c thc hin mt cch n
gin hn nu ta s dng bt ng thc Young pht biu nh sau: Cho hai hng s
p > 1 , q > 1 tha mn ( p 1 ) ( q 1 ) = 1 . Khi vi mi cp s thc x R v y R ta
lun c:
xy
1
p 1
q
|x| +
|y|
p
q
(5.129)
Nh vy, vi:
p=q=2,
x=
2k
y=
2k
V
h | |
x
ta s c ngay:
V
h | |d
x
V
+ k
h | | 2
4k
x
V d 5.29: Minh ha phng php damping
Xt i tng c m hnh:
375
dx
= x 2 + u + sin( x ) d ( t )
dt
vi d ( t ) khng bit trc, nhng b chn bi d . t:

z = u+(x)d(t)
ta thy ngay i tng tng ng:
dx
= x2+z
dt
c hm iu khin Lyapunov V ( x ) v b iu khin phn hi trng thi z = v ( x ) lm n

n nh nh sau:
V(x) =
1 2
x ,
2
z=v(x)=xx2
V 2
(x +v)= x2=W(x)
x
31 ( | x | ) =
W(x)=x2= |x|2=3(|x|)
31 (
4k
) =
2 k
vi k > 0
Vy b iu khin nn min hp dn ca i tng bt nh cho s l:

u = xx2k
V
sin2 ( x ) = x x 2 k x sin2 ( x )
x
v vi b iu khin trn, h thng c min hp dn:
D ={x |x|
2 k
Khi nim n nh ISS, hm ISSLyapunov v hm ISSCLF
Phng php iu khin damping thc cht ch l trng hp ring ca iu khin

thch nghi ISS. Vy ISS l g? Ta hy xt h c nhiu tc ng m t bi:
dx ~
= f ( x, d, u )
dt
(5.130)
trong :
x ( t ) l vector bin trng thi,
d ( t ) l vector cc tn hiu nhiu khng mong mun tc ng vo h thng (gi l

tn hiu disturbance),
u ( t ) l vector cc tn hiu iu khin.
376
~
Gi s rng h (5.130) cn bng ti gc ta , tc l f (0, 0, 0 ) = 0. xt tnh n
nh Lyapunov cho h ti gc 0 , theo nguyn tc nu trong mc 5.1, ta cho u ( t ) = 0 v
kho st dng qu o nghim t do ca h phng trnh vi phn:
dx
~
= f ( x, d, u = 0 ) = f ( x, d )
dt
(5.131)
ng vi iu kin u cho trc x ( 0 ) = x 0 . Ta s k hiu nghim l x ( t , d ) nhn

mnh rng n cn ph thuc vo vector cc tn hiu nhiu d ( t ) . Xt v mt bn cht,
vector d ( t ) trong (5.131) c vai tr nh mt tn hiu vo khng kim sot c ca h
(nhiu, hay tn hiu tc ng t nhng h khc), bi vy c th xem n nh l vector cc
tn hiu ngoi sinh (exogenous signals).
T nghim qu o trng thi t do x ( t , d ) ta thy:
H (5.131) l n nh tim cn ti gc nu:

lim x ( t , d ) = 0
t 0
vi mi d ( t )
(5.132)
H (5.131) l n nh tim cn u ti gc nu n n nh tim cn v c:
|x(t1,d)| < |x(t2,d)|
vi mi t 1 > t 2 v vi mi d ( t )
(5.133)
Ni cch khc x ( t , d ) tin u v gc 0 theo thi gian v iu ny khng ph

thuc nhiu d ( t ) .
C th d dng thy, do c s hin din ca tn hiu nhiu d ( t ) nn kh nng h
(5.131) c c mt trong hai cht lng n nh (5.132) hoc (5.133) nu trn l rt kh.
Bi vy thay v hai cht lng , Sontag a ra mt khi nim n nh m rng khc l
n nh ISS, vit tt ca Input to State Stable, dch l n nh votrng thi, nu nh
tn ti mt ln cn D no ca gc ta 0 sao cho cc qu o trng thi t do
x ( t , d ) ca h (5.131), tc l nghim ca (5.131) khng ph thuc nhiu d ( t ) , lun tin
v D v li trong (xem li hnh minh ha 5.23).
Bi ton thit k b iu khin to ra cho h (5.131) c c tnh n nh ISS vi
ln cn D (min hp dn), cng nh cng tt, c gi l bi ton iu khin thch nghi
khng nhiu (disturbance attenuation). Nu nh li phng php nn min hp dn
(phng php damping) trnh by mc trc ta c th thy n chnh l mt li gii
ca bi ton thch nghi khng nhiu (ISS) cho lp cc h phi tuyn c m hnh trng
thi dng (5.123).
nh ngha 5.3: Xt h (5.130) c tc ng nhiu d ( t ) vi m hnh trng thi khng b
kch thch (5.131), trong vector nhiu d ( t ) c gi thit l b chn:
sup | d ( t ) | = d <
t
377
v hm f ( x, d ) tha mn iu kin Lipschitz ton cc theo x v d m bo rng

phng trnh vi phn (5.131) vi mi iu kin u x ( 0 ) = x 0 R
lun c nghim
duy nht x ( t , d ) .
Nu tn ti mt hm ( z ) thuc lp K v mt hm ( z , t ) thuc lp KL (xem li
nh ngha 5.1 v cc lp hm ny), tha mn:
|x(t,d)| (|x0|,t)+(d),
t0
(5.134)
th h (5.130) c gi l n nh ISS.
Ch : V nh ngha 5.2 ta cn lu mt s im sau:
Tn gi ISS (n nh votrng thi) c dng cho h (5.130) v lc ny, vector

d ( t ) c vi tr ging nh cc tn hiu u vo ca h (exogenous signals).
Nu so snh iu kin (5.134) vi khi nim n nh tim cn u (uniformly

asymptotically stabil) cp nh l 5.1 th r rng mi h (5.130) n nh
tim cn u cng s n nh ISS, song iu ngc li th khng ng.
Do c s sa i nh v thnh phn ( d ) thm vo trong iu kin (5.134) so

vi cng thc nh ngha n nh tim cn u (nh ngha 5.1) nn iu kin
(5.134) cn c gi l mt trng hp tiu tn (dissipative) ca khi nim n nh
tim cn u. Khi , mt cch tng ng, h n nh ISS cng s c gi l h
ISS tiu tn (ISSdissipative system).
iu kin (5.134) ch rng khi t th mi qu o trng thi x ( t , d ) s tin v

ln cn D ca gc ta 0 xc nh bi (gi l min attractor):
n
D ={xR |x|(d)}
(5.135)
nh l 5.15 (Sontag): Cho h khng b kch thch (5.131). Nu c hai hm 1 , 2 thuc lp

K v hai hm 3 , thuc lp K cng nh mt hm trn V ( x ) tha mn:
a)
1(|x|) V(x) 2(|x|),
hay V ( x ) l hm hp thc,
b ) T | x | ( | d | ) suy ra c
Lf V =
V
f ( x, d ) 3 ( | x | ) .
x
th h s n nh ISS vi hm thuc lp K cho trong iu kin (5.134) l:
= 11 2
Hm V ( x ) khi c gi l hm ISSLyapunov.
Chng minh:
378
Ni dung nh l 5.15 c th c chng minh mt cch rt n gin nh hnh minh

ha 5.25. R rng khi qu o trng thi x ( t , d ) cn nm xa so vi gc ta c
dx
| x | ( | d | ) th t iu kin b) l tch v hng ca hai vector gradV v
:
dt
L f V = ( gradV ) T
dx
<0
dt
gc gia chng vn phi ln hn 90. Ni cch khc qu o x ( t , d ) vn phi ct cc

ng ng mc ca V ( x ) theo hng t ngoi vo trong, tc l vn cn tin v gc ta
0 . Nhng khi i gn ti gc 0 , tc l vo mt ln cn D no ca gc 0 m
iu kin | x | ( | d | ) khng cn ng na th vic qu o nghim x ( t , d ) c tip tc
tin v 0 hay khng s khng c khng nh, song mt iu chc chn rng k t
n s li lun trong D .
gradV ( x )
x0
x
D
ng ng mc
ca V ( x )
Hnh 5.25: Minh ha phn chng minh nh l 5.15
xc nh bn knh ( d ) ca ln cn D theo (5.135) ta i t iu kin:
|x| (|d|)
v thy do trong min D iu kin ny khng cn c tha mn nn trong D phi c:
|x| < (|d|)
1(|x|) 2(|x|) < 2((|d|)) = 2 (|d|)
| x | < 11 2 ( | d | ) 11 2 ( d ) .
v khi hm 1 thuc lp K (hay K) th n s c hm ngc 11 v hm ngc ny cng

l hm thuc lp K (hay K) ging nh 1 .
V d 5.30: H n nh ISS
Xt h c nhiu tc ng vi m hnh khng b kch thch:

379
d x x1 + x2 d
=
dt x2 x12 x2
trong d ( t ) l nhiu c | d ( t ) | 1 . S dng hm xc nh dng:

V(x) =
1 2
( x1 + x22 )
2
Ta c:
L f V = x12 x22 + x 1 x 2 d x12 x22 = x12 x22 ( x 1 x 2
x12 x22 +
d2
1
d)2+
2
4
1
4
Vy h l n nh ISS vi min hp dn D l hnh trn tm 0 v bn knh

D ={xR2 x12 + x22
1
4
1
:
2
T nh l 5.15, ta cn suy ra c mt s cc h qu ca n c pht biu chung

trong nh l sau (xem thm [51] v [54]):
nh l 5.16: Cho h (5.131). Gi x ( t , d ) l nghim ca n ng vi iu kin u x 0 . Khi
cc pht biu sau l tng ng:

a)
H l n nh ISS.
b)
H c hm ISSLyapunov V ( x ) .
c)
Tn ti hm V ( x ) kh vi, xc nh dng v hp thc tha mn (gi l dng

tiu tn ca iu kin n nh ISS):
Lf V =
V
f ( x, d ) 1 ( | x | ) + 2 ( | d | )
x
(5.136)
trong 1 , 2 K v 1 > 2 .
d) Tn ti hm ( z ) thuc lp K v hm ( z , t ) thuc lp KL c:
| x ( t , d ) | max{ ( | x 0 | , t ) , ( d } ,
t0
Chng minh:
b ) a ) l ni dung nh l 5.15.
a ) b ) c c do cc qu o trng thi x ( t , d ) lun c xu hng tin tim cn u v
ln cn D ca gc ta , tc l khi cn nm ngoi min D th khong cch t x ( t , d )
so vi gc ta 0 l gim dn theo thi gian. Nh vy, x ( t , d ) s phi lun ct cc
380
ng bin ca cc ln cn 0 c cha D theo hng t ngoi vo trong. Gi V ( x ) l mt

hm xc nh dng c cc ng ng mc l nhng ng bin ca cc ln cn cha
dx
D ny. Vy th tch v hng gia gradV ( x ) v
khi x ( t , d ) cn nm ngoi D phi
dt
l mt s m, hay V ( x ) chnh l hm ISSLyapunov ca h n nh ISS cho.
c ) b ) l hin nhin, v khi cn nm ngoi D, qu o x ( t , d ) c bin ln hn 2 ( | d | )
nn
V
f ( x, d ) vn c gi tr m. Bi vy bin ca x ( t , d ) tip tc gim theo thi
x
gian v do n c biu din bi mt hm ( | x 0 | , t ) n iu gim theo t .

b ) c ) v (5.136) chuyn c v dng iu kin b) ca nh l 5.15 nh sau:
1(|x|)+2(|d|)<0
| x | > 11 2 ( | d | ) = ( | d | )
a ) d ) l ng nhin v c:
+ max{ 2 , 2 }
Ch : V nh l 5.16 ta cn lu :
Trong ti liu [22], [40], iu kin 1 , 2 K v 1 > 2 ca cng thc

(5.136) li l 1 K v 2 K . Ngc li, trong cc ti liu [49], [54], [55] n li
c thay bng 1 , 2 K . Ta c th d dng thy iu l khng cn thit, v
ch cn c hai hm 1 , 2 u thuc lp K , song nu tha mn 1 > 2 th
chc chn vn c cc qu o trng thi x ( t , d ) lm cho 1 ( | x | ) > 2 ( | d | ) , v khi
n vn s c xu hng tin v gc ta (tin v min D).
nh l 5.16 cn cho thy mi hm trn V ( x ) xc nh dng v hp thc tha

mn:
Lf V =
V
f ( x, d ) ( | x | ) + ( | d | )
x
(5.137)
vi , K v > , cng s l hm ISSLyapunov ca h (5.131).
Hnh 5.26: Kho st tnh n

nh ISS ca h cascade.
dx2
dt
= f ( x 2 , d)
2
d x1
x2
dt
= f ( x1 , x 2 , d )
x1
381
Ngoi ra, kho st tnh n nh ISS ca h b nhiu d ( t ) tc ng v c m hnh

trng thi khng b kch thch dng cascade (hnh 5.26), ta cn c nh l kh tin ch
sau:
nh l 5.17: Gi s rng h:
d x1
dt
= f ( x1 , x 2 , d )
(5.138)
trong d ( t ) l vector cc tn hiu nhiu tha mn:

sup | d ( t ) | = d <
t
n nh ISS theo d v x 2 , v h:
dx2
dt
= f ( x 2 , d)
(5.139)
cng n nh ISS theo d . Khi h cascade hnh 5.26 vi m hnh trng thi:
f ( x1 , x 2 , d )
dx
,
= 1
f ( x2 , d)
dt
2
f ( x, d )
x
x = 1
x2
(5.140)
cng s n nh ISS theo d .

Chng minh:
Do h (5.138) n nh ISS theo d v x 2 , nn t h qu (5.137) ca nh l 5.16 n s
phi c hm ISSLyapunov V 1 ( x 1 ) :
V1
f ( x , x , d) 1 ( | x 1 | ) + 1 ( | x 2 | ) + 1 ( | d | )
x1 1 1 2
(5.141)
trong 1 , 1 , 1 K . Tng t, do h (5.139) n nh ISS theo d , nn n cng c hm

ISSLyapunov V 2 ( x 2 ) :
V2
f ( x , d) 2 ( | x 2 | ) + 2 ( | d | )
x2 2 2
vi 2 , 2 K .
S dng nguyn tc tiu tn cho bt ng thc (5.141) vi:
1(z) = k2(z),
ta s c:
382
trong k l hng s tha mn 0 < k < 1
V1
V
f ( x , x , d) + 2 f ( x 2 , d) 1 ( | x 1 | ) ( 1 k ) 2 ( | x 2 | ) + 1 ( | d | ) + 2 ( | d | )
x1 1 1 2
x2 2
Suy ra, h cascade (5.140) cng c hm ISSLyapunov:
V(x) = V1(x1)+V2(x2)
v do n n nh ISS.
Cui cng, tng t nh hm CLF, t khi nim n nh ISS ta cng c hm iu

khin ISSLyapunov nh ngha nh sau:
nh ngha 5.4: Mt hm V ( x ) kh vi, xc nh dng, hp thc s c gi l hm iu
khin ISSLyapunov (vit tt thnh ISSCLF) cho i tng c nhiu d ( t ) :
dx
= f (x,d,u)
dt
nu nh tn ti t nht mt b iu khin phn hi trng thi u = u ( x ) sao cho V ( x )

l hm ISSLyapunov ca h kn, tc l c:
V
f (x,d,u(x)) (|x|)+(|d|)
x
trong , K v > .
Phng php iu khin ISS thch nghi khng nhiu
Tip theo, sau y ta s xt bi ton iu khin khng nhiu cho lp cc i tng

m nhiu d ( t ) tc ng trc tip bn trong (ch khng phi ch u vo nh lp
cc bi ton c i tng (5.123) vi phng php damping xt trc y). Lp cc i
tng quan tm y c m t bi:
dx
n
= f ( x) + H ( x ) u ( t ) + G ( x ) d ( t ) , x R
dt
(5.142)
trong G ( x ) l ma trn kiu n r (n hng, r ct) v H ( x ) l ma trn kiu n m , vi n

n
l s bin trng thi ( x R ) , r l s cc tn hiu nhiu ( d R ) v m l s cc tn hiu

m
u vo ( u R ) . Sau y ta s k hiu cc vector ct ca G ( x ) v ca H ( x ) l:

G(x) =
( g1 ( x ) , g 2 ( x ) , , g r ( x ) )
H(x) =
(h1(x), h2(x), , hm(x))
Nhim v ca bi ton iu khin khng nhiu l phi thit k b iu khin phn

hi trng thi u = u ( x ) cho i tng (5.142) sao cho cng vi n, h kn tr thnh n
383
nh ISS theo d ( t ) v c min hp dn D cng nh cng tt. nh l sau y chnh l

ni dung phng php gii quyt bi ton iu khin khng nhiu ny. N c xy
dng trn nn tng nh l 5.6 v vic thit k b iu khin GAS h phi tuyn affine.
Do , s l hu ch nu bn c xem li ni dung nh l 5.6 mc 5.1.2 trc khi i
tip vo ni dung phng php iu khin khng nhiu c trnh by di y.
nh l 5.18: Gi s V ( x ) l hm CLF ca i tng con ca (5.142) ng vi d ( t ) = 0 , tc
l ca:
dx
= f ( x) + H ( x ) u
dt
(5.143)
v v ( x ) l b iu khin phn hi trng thi (5.22) tng ng ca n c thit k

theo nh l 5.6, tc l:
1(|x|) V(x) 2(|x|)

V
x
vi 1 , 2 K
[ f ( x) + H ( x ) v ( x ) ] W ( x )
1(|x|) W(x) 2(|x|)
vi 1 , 2 K
S dng k hiu vector ( x ) v min Z ging nh nh l 5.6, tc l:
( x ) = ( Lh1 V , Lh2 V ,
, Lh V )T
m
v Z =
{ xRn |(x)|=0 }
K hiu tip:
c ( x ) = ( Lg V ,
1
, Lg V ) T
r
Vy th khi tn ti mt hng s p > 1 vi mi x Z lun c:

Lf V +
1
p
|c(x)| (|x|),
p
(5.144)
vi l hm thuc lp K tha mn:

>
1
d
q
trong
q=
p
p 1
th V ( x ) cng l hm ISSCLF ca i tng (5.142) v:

p
c( x )
v( x ) k p
( x)
2
u(x) =
( x) p
ty khi x Z
khi x Z
vi k > 0 ty chn
(5.145)
l mt b iu khin n nh ISS tng ng. Nh b iu khin (5.145) ny, h kn

bao gm i tng (5.142) v b iu khin (5.145) s c min hp dn:
384
D = { x R | x | max{
dq

q
dq
1

,
2 q }}
k q
(5.146)
Chng minh:
Trc ht ta gi s x Z . Khi , dc theo qu o trng thi ca h kn (5.142) c:
V
dV
=
x
dt
[ f ( x) + H ( x ) u + G ( x ) d ] = Lf V + c T d
Lf V + | c T d | Lf V + | c | | d | ,
Lf V +
bt ng thc Hlder
1
p 1
q
| c | + | d | , bt ng thc (5.129) ca Young
p
q
(|x|)+
1
d
q
(5.147)
Tng t, khi x Z th do:

p
u(x) = v(x)
c( x ) k p
2
a(x)
a( x ) p
nn cng c:
V
dV
=
x
dt
=
[ f ( x) + H ( x ) u + G ( x ) d ]
kp
V
p
T
|c|
( f + H v) + c d
p
x
W ( x)
W(x)+cTd
W(x)+
W(x)+
kp
kp
p
p
|c| W(x)+|c||d|
|c|
p
p
p
1
kp
p
q k
p
|c| +
|d|
| c | , bt ng thc (5.129) ca Young
q
p
p
k q
1
q
k q
(5.148)
R rng, theo nh l 5.16, c th l cng thc (5.136), th c hai bt ng thc

(5.147) v (5.148) u xc nhn tnh n nh ISS ca h kn bao gm i tng (5.142) v
n
b iu khin (5.145) vi mi x R .
xc nh min hp dn D ta i t:
385
dV
0
dt
max{ ( | x | ) q , W ( x ) k q }
v n c iu kin :
d
max{ ( | x | ) q , 2 ( | x | ) k q }
| x | max{
dq

q
dq
1

,
2 q
k
q
Ch : V ni dung nh l 5.18 ta c vi iu bn thm nh sau:
Cc ti liu [55], [59] thay iu kin (5.144) bng mt iu kin khc rng hn:
lim
Lf V
x
xZ
c( x )
= +
(5.149)
cha ng lun c (5.144) cho mi x Z , v:

Lf V
c( x )
( x )
1
p
|c(x)| 1 +
p
c( x )
Vi iu kin thay th rng hn ny cc tc gi ca [55], [59] chng minh c

c tnh ng n ca kt lun ngc, tc l nu V ( x ) l hm CLF ca i tng
khng c nhiu (5.143) ng thi cng l ISSCLF ca i tng c nhiu (5.142),
th n s tha mn (5.149).
Do s c (5.144) khi c (5.149) nn v c bn, ni dung nh l 5.18 l khng

mi so vi cc kt qu ca [55], [59]. Tuy nhin, trong khi [55], [59] ch khng nh
c s tn ti ca b iu khin n nh ISS u = u ( x ) lin tc ch khng a ra
c phng php thit k chng, th nh l 5.18 li cung cp c lun c cng
thc (5.145) thit k b iu khin u = u ( x ) .
Hn na, bng cng thc (5.146), nh l 5.18 cn ch r c min hp dn D ca

h kn bao gm i tng (5.142) v b iu khin (5.145), cng nh s ph thuc
ca kch thc ca D vo hng s p , tc l vo tc ca gii hn (5.149) v vo
hng s k c chn. C th l k ca b iu khin (5.145) c chn cng ln,
min D s cng nh (mc ch ca iu khin khng nhiu). Tuy nhin khng th
nh hn:
Dmin = { x R
386
|x|
dq

q
iu kin (5.144) ca nh l 5.18 cho mi x Z l tin quyt, song vi | c ( x ) | cng

ln, cng kh c tha mn. Nu ta sa li iu kin (5.144) thnh dng d c
tha mn hn nh vic gim ln ca | c ( x ) | thng qua mt hng s t chn
nh sau:
Lf V +
|c(x)| (|x|),
p p
> 0 l hng s thch hp
(5.150)
th cng vi b iu khin (5.145), min hp dn D s l:
D ={ xR
| x | max{
q d
dq
1

, 2 q } }
k q
(5.151)
T y ta thy, iu kin (5.150) cng d c p ng bao nhiu, min D s cng

rng hn by nhiu. cng l nguyn l b tr phi chp nhn.
T nh l 5.18 cng nh cc cng thc thay th (5.150) v (5.151) ta cn rt ra

c h qu sau: Nu h:
dx
= f ( x) + G ( x ) d
dt
tha mn iu kin:
Lf V +
p p
|c(x)|
(|x|)
trong K v p > 1 , > 0 , th n s n nh ISS v c min hp dn:
D = {xR
|x|
q d
} vi
q=
p
p 1
V d 5.29: (Minh ha ni dung nh l 5.18)
Xt i tng c nhiu, m t bi:

x x
dx
= 1 2 +
dt
x2
f ( x)
1
d +
0
g( x )
0
u
1
h( x )
i tng con dng (5.143) ng vi d = 0 ca i tng cho c m hnh:

x x 0
dx
= 1 2 + u
dt
x2 1
(5.152)
S dng hm hp thc
387
V(x) =
1 2 1
x1 + ( x2 + x12 )2
2
2
ta c:
Lf V ( x ) = x12 x2 + ( x2 + x12 )( x2 + 2 x12 x2 )
( x ) = LhV ( x ) = x2 + x12
v
xZ, x0
Z = { x R2
( x ) = 0 } = { x R 2 x2 = x12 }
Lf V ( x ) = x14 < 0 ( xc nh m trong Z )
Bi vy, theo nh l 5.6 th V ( x ) l hm CLF ca i tng con (5.152) v b iu khin

n nh tim cn ton cc tng ng vi n l:
( x ) L f V
nu x Z
v ( x ) = x2 + x12
bt k nu x Z
trong ( x ) l hm xc nh dng chn ty . Vi hm CLF V ( x ) trn, ta cng c cho
i tng c nhiu ban u:
c ( x ) = L g V = x 1 + 2 x 1 ( x 2 + x12 )
v c th thy, iu kin (5.144) c tha mn vi p = 4 , v khi x Z c:
L f V = x14 , c ( x ) = x 1
x14 +
1
3 4
|x1|4 =
x1 xc nh m
4
4
Vy V ( x ) cng l hm ISSCLF ca i tng bt nh cho ban u v i tng

s c iu khin n nh ISS bng b iu khin (5.145):
4
x + 2 x1 ( x2 + x12 )
p 1
( x2 + x12 )
v( x ) k
2
u(x)=
2
4 x2 + x1
bt k khi x Z
khi x Z
vi k > 0 ty chn. Ngoi ra, nu chn k = 1 v:
(x)=
x14
x2
+ 2
4
2
ta s c mt b iu khin lin tc v ti 0 c u ( 0 ) = 0 :
u ( x ) = 2 x14 + ( x 2 + 2 x12 x2 ) + x14 ( x 2 + x12 ) [
388
13
+ 1 6 ( x 2 + x12 ) + 3 2 ( x 2 + x12 ) 2 ]
2
Thit k cun chiu (backstepping) hm ISSCLF
Ta xt bi ton iu khin khng nhiu cho i tng c nhiu tc ng vi m hnh

truyn ngc:
dx
n
dt = G( x )d + f ( x, z ) , x R
dz = g( x, z ) + e T ( x, z ) + u
dt
(5.153)
trong d ( t ) , e ( t ) l vector cc tn hiu nhiu khng mong mun tc ng vo i

tng (khng bit trc), u l tn hiu iu khin v ( x , z ) l vector cc bin trng thi
ca h.
Bi ton thit k cun chiu b iu khin thch nghi khng nhiu c t ra y
l t hm ISSCLF V 1 ( x ) cng nh b iu khin n nh ISS z = v ( x ) ca i tng
con bn trong:
dx
= G( x )d + f ( x, z )
dt
(5.154)
c gi thit l bit, ta phi xc nh hm ISSCLF V ( x , z ) v b iu khin n

nh ISS u = u ( x , z ) cho i tng cascade truyn ngc (5.153) ban u.
Nn tng c s cho vic gii quyt bi ton trn l nh l 5.8 nn s l hu ch, nu
bn c xem li nh l ny mc 5.1.2
nh l 5.19 (Thit k cun chiu b iu khin thch nghi khng nhiu): Nu i tng (5.154) c
hm ISSCLF V 1 ( x ) v b iu khin n nh ISS tng ng z = v ( x ) kh vi, tha

mn v ( 0 ) = 0 , th hm xc nh dng V ( x , z ) , c xy dng theo (5.30) cho trong
nh l 5.8, cng s l mt hm ISSCLF ca i tng cascade truyn ngc
(5.153), ng thi b iu khin vi cu trc:
p1
1
( x, z ) + k1 G( x ) k2 ( x, z ) p2
p2
u = u + z
p1 x
bt k khi ( x, z ) Z
khi ( x, z ) Z
(5.155)
trong :
a)
u ( x , z ) c xc nh theo cng thc (5.32) cho trong nh l 5.8,
b)
p 1 > 1 , p 2 > 1 , k 1 > 0 v k 2 > 0 l nhng hng s chn ty ,
c)
( x , z ) l mt hm xc nh dng bt k, hp thc theo z ,
d) V = { ( x , z ) R
n+1
z= v(x)
l mt b iu khin n nh ISS tng ng ca n.

389
Chng minh:
Tng t nh nh l 5.8, ta ch cn chng minh cho trng hp ( x , z ) V l .
Do V 1 ( x ) l hm ISSCLF ca i tng (5.154) v z = v ( x ) l b iu khin n nh ISS
tng ng, nn phi tn ti hai hm , thuc lp K tha mn > c:
V1
G( x )d + f ( x, v) ( | x | ) + ( | d | )
x
Suy ra, vi cng thc (5.30) ca hm V ( x ) , c:
G( x )d + f ( x, z )
V1
dV
G( x )d + f ( x, z ) +
=
T
dt
x
( x, z ) g( x, z ) + e ( x, z ) + u
V1
V
G( x )d + f ( x, v) + 1 f ( x, z ) f ( x, v) +
x
x
+
T
f ( x, z )
G( x ) d +
u+
e ( x, z )
+
z
z
( x, z ) g( x, z ) x
Do , cng vi b iu khin (5.155), ta c:
V
V
dV
= 1 G( x )d + f ( x, v) + 1 f ( x, z ) f ( x, v) ( x , z ) +
G( x )d + e T ( x, z )
dt
x
x
x
k1
G( x )
p1 x
p1
p2
k2
( x, z )
z
p
(|x|)+(|d|)(x,z)+
k
G( x )
1
p1 x
p1
T
G( x ) d +
e ( x, z )
x
z
p2
k2
( x, z )
z
p
v nu p dng tip bt ng thc Young (5.129), th:

q
d 1
e 2
dV
(|x|)(x,z)+(|d|)+
+
q1 k1 q2 k2
dt
trong :
q1=
p1
,
p1 1
q2=
p2
.
p2 1
Nhng v ( x , z ) l hm xc nh dng, hp thc theo z , tc l c:
1(|z|) (x,z) 2(|z|),

390
1,2K
(5.156)
nn cui cng:
q
d 1
e 2
dV
(|x|)1(|z|)+(|d|)+
+
q1 k1 q2 k2
dt
(5.157)
Vy, h kn l n nh ISS (.p.c.m).

Ch : V nh l 5.19 ta cn c:
T bt ng thc (5.157) ta thy, nu k hiu:
~ ( | ( x , z ) | ) = ( | x | ) + 1 ( | z | )
q
d 1
e 2
~ ( | ( d , e ) T | ) = ( | d | ) +
+
q1 k1 q2 k2
th ~ , ~ K v min hp dn ca h kn n nh ISS, bao gm i tng (5.153)

v b iu khin (5.155), s l:
D =
{xRn
| x | ~ 1 ~ ( ( d , e ) ) }
Theo cng thc (5.155) th s c c mt b iu khin u ( x ) lin tc nu

u ( x ) l lin tc v ( x , z ) cng nh
G( x ) c cha tha s chung

. iu
x
z
ny hon ton ph thuc vo vic ta chn cc hm ( x , z ) , ( x , z ) , ( x , z ) nh

th no. Chng hn ta c th chn:
( x , z ) = ( x , z ) = ( x , z ) = | f ( x, z ) f ( x, v) | 2
(5.158)
nu chng tha mn cc yu cu nu trong nh l 5.8 v 5.19. l cc iu kin

(5.31), (5.33), (5.156) v ( x , z ) , ( x , z ) l xc nh dng, hp thc theo z .
C th thy, trong s cc iu kin va nu th iu kin hp thc ca ( x , z ) ,
( x , z ) theo z cha chc c tha mn nu ta chn ( x , z ) , ( x , z ) theo (5.158)
v khng phi mi vector hm f ( x, z ) tha mn iu kin Lipschitz cng s lm
cho ( x , z ) , ( x , z ) n iu tng theo | z | . Trong nhng trng hp nh vy ta c
th chn chng theo cng thc phc tp hn nh sau:
( x , z ) = ( x , z ) = [ f ( x, s) f ( x, v)]ds
v( x )
S tn ti mt hm ISSCLF V ( x , z ) cho i tng cascade truyn ngc (5.153)

khi i tng con (5.154) ca n n nh ISS, cng c khng nh trong
cc ti liu [40], [41] .
391
Tuy nhin nhng ti liu ny cng ch mi dng li ch khng a ra c c

th cng thc xy dng hm V ( x , z ) tng t nh cng thc (5.32) ca nh l 5.8,
v cng cha ch ra c c th b iu khin u ( x , z ) tng ng ca n nh nh
l 5.19 lm vi cng thc (5.155).
V d 5.30: Minh ha ni dung nh l 5.19
Xt i tng m t bi:
2
d x x + z + sin( x )d1
=
dt z xz + ( x2 + z2 )d + u
2
trong d 1 ( t ) , d 2 ( t ) l cc tn hiu nhiu.

Trc tin, c th d thy c rng i tng con ca n l:
dx
= x 2 + sin( x ) d 1 + z
dt
c hm ISSCLF V 1 ( x ) =
1 2
x cng nh mt b iu khin n nh ISS tng ng:
2
z = v ( x ) = x x 2 k x sin2x
trong hng s k > 0 l ty . Vi k c chn cng ln, min hp dn D1 thu c s
cng nh.
p dng cng thc (5.155) ca nh l 5.19 vi G ( x ) = sin( x ) , ( x, z ) = x2 + z2 , ta
c b iu khin n nh ISS cho i tng cascade cho:

u(x,z)= u(x,z)
k
( x, z ) + 1
sin( x )
p1 x
p1
k
2 ( x2 + z2 ) p2
p2
trong p 1 > 1 , p 2 > 1 , k 1 > 0 v k 2 > 0 l nhng hng s ty . Chn hm ( x , z ) xc

nh dng, khng b chn theo z , tha mn (5.31) cng nh ( x , z ) xc nh dng,
khng b chn theo z , nh sau:
( x , z ) = 2 ( x , z ) = [ f ( x , z ) f ( x , v ) ] 2 = [ ( x 2 + z ) ( x k x sin2 x ) ] 2
= ( x 2 + z + x + k x sin2 x ) 2
ta s c:
= ( x 2 + x + z + k x sin2 x ) [ 2 x + 1 + k sin2 x + k x sin( 2 x ) ] ,

x
392

= x 2 + x + z + k x sin2 x
z
v
Suy ra:
u ( x , z ) = u ( x , z ) ( x 2 + x + z + k x sin2 x )
p1
k1
k
2 x + 1 + k sin2 x + kx sin(2 x ) sin x 2 x2 + z2
p1
p2
p2
v nh vy, tnh lin tc ca u ( x , z ) ch cn ph thuc vo u ( x , z ) c lin tc hay

khng.
T cng thc (5.32) ca nh l 5.8 c:

u(x,z)=
V1
f ( x, z )
[ f ( x, z ) f ( x, v)] +
( x, z ) +
x
( x, z ) g( x, z )
Bi vy, nu chn tip ( x , z ) = ( x , z ) ta s i n thnh phn u ( x , z ) lin tc nh sau:

u ( x , z ) = ( x 2 + x + z + k x sin2 x ) x
[ 2 x + 1 + k sin2 x + k x sin( 2 x ) ] ( x 2 + z ) x z
Ngoi ra, ta cn c th d dng nhn thy b iu khin lin tc u ( x , z ) tm c l
tha mn thm u ( 0 ) = 0 .
5.5
S dng phng php iu khin trt
Trong bi ton iu khin thch nghi v iu khin bn vng, phng php iu

khin trt vn thng c bit n nh mt cng c hu hiu v n gin gii
quyt bi ton. Mc ny ta s lm quen vi phng php iu khin thch nghi v bn
vng n gin ny.
5.5.1
Xut pht im ca phng php iu khin trt
Xt h cho trong hnh 5.27a. T s khi ca h cng nh hm truyn t ca cc

khu tuyn tnh, ta c ngay khi w = 0 :
dx x2
=
dt u
vi
x
x = 1 v
x2
y=x1=e s=kx1x2
trong
1 nu s = kx1 x2 > 0
u=
1 nu s = kx1 x2 < 0
393
B iu khin
a)
Hnh 5.27: Phn tch h c khu phi
w=0 e
s=ke+
tuyn hai v tr v khng b kch
de
dt
sgn(s )
thch bng phng php mt
S(s)=
1
2
phng pha.
b)
P
kx1+x2=0
c)
x2
x2
P
C
kx1+x2>0
u=1
kx1+x2>0
u=1
x1
x1
A
kx1+x2<0
u=1
kx1+x2<0
u=1
By gi ta s kho st tnh cht ng hc ca h bng phng php mt phng pha

(khng gian trng thi vi hai bin trng thi xem thm ti liu [38]). Cn c vo m
hnh ton hc trn ta xc nh c mt phng pha s phi l mt phng vi hai trc ta
x 1 v x 2 . Phn chia mt phng pha ny thnh hai min im bi ng thng P (gi
l ng chuyn i):
kx1+x2 = 0
(5.159)
(hnh 5.27b) th na mt phng pha pha trn ng thng s l na m c u = 1

v pha di l na ng vi u = 1 . Khi u = 1 th
dx x2
=
dt 1
dx1
= x2
dx2
x1 = x22 + c1
(5.160)
trong c1 l hng s ph thuc vo gi tr u, nn qu o pha (qu o trng thi t

do), tc l th ca (5.160) cho nhng gi tr c1 khc nhau c dng parabol v c biu
din trong hnh 5.27b bng ng nt lin. Chiu ca cc parabol ny c xc nh t
iu hin nhin rng khi x 2 > 0 th x 1 phi c xu hng tng. Tng t, khi u = 1 th:
dx x2
=
dt 1
dx1
= x2
dx2
x1 = x22 + c2
(5.161)
vi c2 cng l hng s ph thuc vo gi tr u. Do qu o pha (qu o trng thi

t do) ca h na trn ng thng P ng vi nhng gi tr c2 khc nhau c dng
parabol (5.161) v c biu din trong hnh 5.27b bng ng nt ri.
394
By gi ta c th xy dng mt qu o pha i t im u tu nhng cho

trc trong mt phng pha. Chng hn l im A nh hnh 5.27c. Do im A ny
nm phn mt phng pha pha trn ng chuyn i P (c u = 1 ) nn qu o pha i
qua n c dng (5.160) phi i theo ng parabol nt lin . Dc theo ng nt lin
cho ti khi gp ng thng P phn chia hai min im, tc l n im B, th qu o
pha s phi chuyn sang ng parabol nt ri (5.161) v k t lc ny n i vo min
mt phng pha c u = 1 .
Theo ng parabol nt ri, qu o pha i t B ti im C l im gp ng
chuyn i
P th li chuyn sang ng parabol nt lin (5.160). C theo nguyn l
chuyn t ng parabol nt lin sang ng parabol nt ri v t parabol nt ri li tr

v parabol nt lin mi khi gp ng chuyn i
P, ta xy dng c hon chnh qu
o pha ca h i t im xut pht A nh hnh 5.27c m t.

T dng qu o pha dn c xu hng tin v gc ta v kt thc ti , ta rt ra
c nhng kt lun sau v cht lng ca h thng:
H c mt im cn bng l gc ta trong mt phng pha ( x 1 , x 2 ) .
H khng c dao ng iu ha, khng c hin tng hn lon.
H n nh ti gc ta .
H c min n nh O l ton b mt phng pha (n nh ton cc).
Ngoi cc kt lun trn, h ang xt cn c mt hin tng rt c trng c tn

gi l hin tng trt (sliding) hay cn gi l hin tng rung (chattering). Hin tng
ny xut hin khi m qu o pha i vo phn ng phn im P m ng
P cng nh parabol nt lin khng cn

nm pha trn P. N chnh l on thng trn P nm gia im tip xc E ca P vi
parabol nt lin (5.160) v im tip xc F ca P vi parabol nt ri (5.161) hnh 5.28a.
parabol nt ri s khng cn nm pha di ca
a)
b)
x2
x2
P
E
xF
x1
x1
xE
F
F
Hnh 5.28: Gii thch hin tng trt (sliding) hay cn gi l rung (chattering).
a) Xc nh khong trt b) Hin tng qu o pha trt v gc ta .
395
Xt on qu o pha ang i theo parabol nt lin (hnh 5.28b) th gp ng

chuyn i P nm trong khong EF (c gi l khong trt). Khi n s chuyn sang
ng parabol nt ri. Song on ng parabol nt ri ny li nm trong phn mt
phng pha ng vi ng parabol nt lin nn ngay sau khi chuyn sang ng parabol
nt ri, qu o pha li phi chuyn sang ng parabol nt lin. Theo ng parabol
nt lin n quay tr v ng phn im P v gp li ng P ti mt im khc cng
trong khong trt EF nhng gn gc ta hn. T y n li phi chuyn sang
ng parabol nt ri . C nh vy qu o pha chuyn ng zickzack xung quanh
ng P tin v gc ta (hin tng rung).
Nu nh khu phi tuyn hai v tr cho php chuyn i t 1 sang 1 v ngc li
trong khong thi gian gn bng 0 th on qu o pha zick zack trn s c dng trt
trn v gc ta dc theo on EF . Hin tng trt (sliding) s trn ch khi thi gian
chuyn i bng 0.
P quy nh di cho khong trt EF . Thng qua

tham s k ta c th thay i dc ca P. ng P c dc cng ln, khong trt
dc ca ng chuyn i
EF s cng di lm cho hin tng trt trong h xy ra cng lu.
Hin tng trt (sliding mode) trong h va xt l mt gi cho vic thit k b

iu khin s dng khu hai v tr nhm lm n nh tuyt i i tng theo nguyn
tc trt v gc ta .
5.5.2
Thit k b iu khin trt n nh bn vng
Cho i tng iu khin phi tuyn c m hnh vo (tn hiu u) v ra (tn hiu ra y):
dn y
dt
= f ( y,
dy
,
dt
dn 1 y
dt n 1
)+u
trong hm phi tuyn f l bt nh. Gi thit rng c f l hu hn, tc l:

f <
(5.162)
Nhim v iu khin c t ra y l phi thit k mt b iu khin phn hi tn

hiu ra y sao cho h kn thu c l GAS. Nu so snh vi trng hp xt trn th v
tr i tng tuyn tnh S ( s ) trong hnh 5.27a nay c thay bng i tng phi tuyn
c m hnh vora cho trn v ta phi tm b iu khin tng t nh hnh 5.27a:
u = sgn( s ) = sgn( k e +
de
) , e=y
dt
nhng cho i tng phi tuyn ny.

396
d n 1 y
dy
, , xn=
ta s c t m hnh vora ca i tng
dt
dt n 1
cho phng trnh trng thi tng ng nh sau:
t x 1 = y , x 2 =
dxi
dt = xi+1 vi 1 i n 1
dxn = f ( x ) + u
dt
y = x1
(5.163)
trong x = ( x 1 , x 2 , , x n ) T . Nhim v iu khin by gi l phi tm b iu khin

phn hi tn hiu ra y vi n v khi w = 0 h kn hnh 5.29 lun c x ( t ) 0 .
nh l 5.20 (iu khin n nh bn vng nh b iu khin trt): Nu i tng phi tuyn m
t bi m hnh trng thi (5.163) tha mn iu kin b chn (5.162) th lun tn ti
b iu khin phn hi tn hiu ra (hnh 5.29) khng ph thuc hm f ca m hnh
i tng (nn n mt b iu khin bn vng):
u = ( k + ) sgn( s ) vi k > 0 ty chn
(5.164)
trong
s ( e ) = a0 e + a1
de
+
dt
+ an 2
d n 2 e
dt n 2
d n 1 e
dt n 1
n 1
di e
i=0
dt i
= ai
, an 1 = 1
(5.165)
c cc hng s a 0 , a 1 , , a n 2 c chn a thc

p() = a0+a1+
+an2
n2
n1
(5.166)
l Hurwitz, sao cho sau mt khong thi gian T hu hn lun c:

lim x( t ) = 0
khi w = 0 v t > T
(5.167)
B iu khin
trt (5.164)
i tng
(5.163)
Hnh 5.29: Minh ha nh l 5.20.
Chng minh:
R rng, do c e = x 1 v xi =
di 1 e
dti 1
, 2 i n nn nhim v (5.167) trn ca b
iu khin l tng ng vi:

397
di e
=0
T < t dt
lim
vi 0 i n 1 v w = 0
(5.168)
Xt hm s ( e ) nh ngha bi (5.165). Khi , nghim e ( t ) ca phng trnh vi

phn tuyn tnh tham s hng s ( e ) = 0 tha mn (5.168), th cn v l a thc c
tnh (5.166) ca n l a thc Hurwitz (c tt c cc nghim 1 , 2 , , n 1 nm bn
tri trc o). Do trong trng hp phng trnh vi phn s ( e ) = 0 c a thc c tnh
p ( ) l a thc Hurwitz th nhim v (5.168) ca b iu khin n nh s c thay
bng nhim v n gin hn l:
s(e)0
s( e)
ds
<0
dt
(5.169)
Mc tiu (5.169) phi t c ca b iu khin c gi l iu kin trt (sliling

condition) v hm s ( e ) nh ngha bi (5.165) c a thc c tnh (5.166) l a thc
Hurwitz c gi l mt trt (sliding surface).
By gi ta s tin hnh thit k b iu khin phn hi tn hiu ra y tha mn iu
kin trt (5.169).
Vi mt trt cho theo cng thc (5.165) v m hnh (5.163) ca i tng iu
khin ta suy ra c t iu kin trt (5.169):
n 2
dx
ds( e) n 1 di +1 e
= ai i +1 = ai xi + 2 n
dt
dt
dt
i =0
i=0
n 2
>
0 nu s < 0
= ai xi + 2 f ( x ) u =
< 0 nu s > 0
i=0
n2
< ai xi+ 2 f ( x ) nu s < 0
i =0
u=
n 2
>
ai xi +2 f ( x ) nu s > 0
i =0
(5.170)
Kt hp thm vi gi thit (5.162) th c c (5.170) l:
n2
< ai xi+ 2
i =0
u=
n 2
>
ai xi +2 +
i =0
nu s < 0
(5.171)
nu s > 0
R rng b iu khin (5.171) hon ton khng ph thuc vo m hnh (5.163) ca i

tng iu khin, nn n chnh l b iu khin bn vng.
Vn cn li l xc nh mt b iu khin phn hi u ra y tha mn (5.171).
398
Xt b iu khin phn hi u ra y (5.164) ng vi w = 0 . Trc tin ta gi s s > 0 .

dxn
Khi s c u=( k + ) v t m hnh (5.163) cng nh gi thit (5.162) ta c
> k.
dt
iu ny ch rng phi tn ti T 1 hu hn c x n > 0 khi t > T 1 . Tip tc, do c
dxn 1
= xn > 0 khi t > T 1 nn cng li phi tn ti T 2 x n 1 > 0 khi t > T 1 + T 2 . C l
dt
lun nh vy ta s thy phi tn ti T = T 1 + T 2 +
+ T n hu hn ng thi c x i > 0 ,
1 i n khi t > T . Kt hp thm vi tnh cht Hurwitz ca a thc c tnh p ( ) , tc l

a i > 0 , 0 i n 2 th khi t > T cng s c:
n 2
n 2
i =0
i =0
ai xi +2 > 0 k + > ai xi +2 +
v do b iu khin phn hi u ra (5.164) tha mn iu kin (5.171), t nht l khi

t > T . L lun tng t cho trng hp s < 0 ta cng thy (5.164) s tha mn (5.171) khi
t > T . Vy trong c hai trng hp s > 0 v s < 0 lun tn ti T hu hn sao cho khi c
t > T b iu khin phn hi u ra (5.164) s tha mn iu kin (5.171) ca iu
kin trt v do n lm i tng (5.163) n nh tim cn theo ngha (5.167).
Ch : V ni dung nh l 5.20 ta c vi iu bn thm nh sau:
B iu khin trt (5.164) ch c nhim v lm cho cho s ( e ) 0 , ni cch khc n

ch c nhim v a qu o trng thi t do x ( t ) ca h kn v ti mt trt
s ( e ) = 0 . Khi v ti mt trt, qu o trng thi t do x ( t ) ca h kn s t
trt v gc ta .
Khi hng s k ca b iu khin (5.164) c chn cng ln, thi gian T s cng
nh, v do tc s ( e ) 0 cng cao, hay qu o trng thi t do x ( t ) ca h
kn cng tin nhanh v mt trt s ( e ) = 0 .
Khi a thc c tnh p ( ) ca phng trnh vi phn s ( e ) = 0 c cc nghim 1 ,
2 , , n 1 nm cng xa trc o v phi tri, qu o trng thi t do x ( t ) ca

h kn cng trt nhanh trn mt trt v gc ta . Ta c th xc nh cc h s
a 0 , a 1 , , a n 2 cho mt trt (5.165) t nghim 1 , 2 , , n 1 chn trc ca
phng trnh vi phn s ( e ) = 0 nh sau:
(1)(2)
(n1) = a0+a1+
+an2
n2
n1
Cc b iu khin trt mang tnh bn vng rt cao, song chng li c chung mt

nhc im chnh l to ra hin tng rung (chattering) trong h. Cc cng trnh
nghin cu gn y v iu khin trt thng tp trung ch yu vo lnh vc
gim hin tng rung ny.
399
Vi nhng bi ton m i tng iu khin (5.163) khng tha mn iu

kin (5.162) th iu khin GAS i tng, ta c th thay vo v tr b iu
khin phn hi tn hiu ra (5.164) bt c mt b iu khin phn hi trng thi
no khc tha mn iu kin (5.170). Tuy nhin b iu khin s ph thuc vo
chnh xc ca m hnh i tng (ph thuc vo hm f ) v do tnh bn vng
ca n cng s mt.
Trong trng hp iu kin rng buc (5.162) khng c tha mn, song ta li
tm c mt hm ( x ) no l hm chn trn ca f ( x ) theo ngha:
|f(x)| |(x)| , x
th ta li vn c c b iu khin GAS bn vng phn hi trng thi, l
nhng b iu khin tha mn iu kin , c suy ra t (5.170) nh sau:
n2
< ai xi+ 2 ( x ) nu s < 0
i =0
u=
n 2
>
ai xi +2 + ( x ) nu s > 0
i =0
chng hn nh:
u = k + ( x ) sgn( s) vi k > 0 ty chn
Hn na, nu hm ( x ) ch ph thuc x 1 = y th b iu khin trn tr thnh b

iu khin bn vng phn hi u ra.
V d 5.31: Minh ha iu khin bn vng bng b iu khin trt
Xt i tng m t bi:
d3 y
dt
=e
d2 y
dy
dy
+1
1 + sin 2 + u
dt
dt
dt
f ( y,
(5.172)
dy d2 y
,
)
dt dt2
i tng trn c m hnh tha mn (5.162) m c th l f = 4 nn n iu khin

n nh c theo ngha (5.167) bng b iu khin phn hi u ra (5.164). Chn trc
cc nghim 1 , 2 nm xa v pha tri trc o ( qu o trng thi t do khi v
n mt trt s ( e ) = 0 s trt nhanh v gc ta ), chng hn nh 1 = 2 =4 ta s
c a 0 = 16, a 1 = 8 . Suy ra:
u = ( k + 4 ) sgn( s ) vi s = 16 e + 8
400
de d2 e
v k > 0 ty chn
+
dt dt2
(5.173)
Hng s k trong b iu khin (5.173) c chn cng ln, tc tin v mt trt

s ( e ) = 0 ca qu o trng thi t do x ( t ) s cng cao.
Ngoi ra, do b iu khin (5.173) khng ph thuc hm f ca m hnh i tng
(5.172) cho nn n cng iu khin n nh c theo ngha (5.167) cho tt c cc i
tng phi tuyn khc:
d3 y
dt
= f ( y,
dy d2 y
,
)+u
dt dt2
nu nh nhng i tng ny c hm f tha mn f 4 .
5.5.3
Thit k b iu khin trt bm bn vng
Da theo ni dung nh l 5.20, c bit l phn chng minh ca n ta d dng suy

ra c cng thc ca b iu khin bm bn vng phn hi tn hiu ra, tc l b iu
khin lm cho tn hiu ra y ( t ) ca h bm theo c tn hiu mu w ( t ) cho trc theo
ngha (tracking control):
lim w( t ) y( t ) = 0
nh l 5.21 (iu khin bm n nh bn vng nh b iu khin trt): Xt i tng phi tuyn

(5.163) tha mn iu kin (5.162). Gi w ( t ) l tn hiu mu, hm s ( e ) nh ngha
bi (5.165) l mt trt v phng trnh vi phn s ( e ) = 0 c a thc c tnh (5.166)
l a thc Hurwitz. K hiu:
q( t ) = a0w + a1
dw
+
dt
+ an 2
d n 2w
dt n 2
d n 1w
dt n 1
Nu c q vi l s dng hu hn, th i tng (5.163) s c iu khin

bm bn vng bng b iu khin phn hi u ra:
u = ( k + + ) sgn( s ) vi k > 0 ty chn.
(5.174)
Chng minh:
Tng t nh phn chng minh ca nh l 5.20, nhng thay v e = y , y ta c
e = w y . Bi vy iu kin (5.171) cng s c thay bng:
n2
< ai xi+ 2 q( t )
i =0
u=
> n 2 a x q( t ) +
i i+2
i =0
nu s < 0
nu s > 0
401
Hin nhin khi c q th cc b iu khin tha mn iu kin trn s l:
n2
< ai xi+ 2 nu s < 0
i =0
u=
n 2
>
ai xi +2 + + nu s > 0
i =0
(5.175)
Trong trng hp ta ch quan tm ti cht lng bm theo tn hiu mu w ( t ) ca

tn hiu ra y ( t ) sau mt khong thi gian T hu hn nh th r rng b iu khin
phn hi u ra (5.174) l tha mn iu kin (5.175) khi t > T (xem l lun phn
chng minh nh l 5.20). Hng s k trong (5.174) c chn cng ln, khong thi gian
T s cng nh v do cht lng bm s cng cao.
5.6
5.6.1
iu khin thch nghi b bt nh

iu khin thch nghi b bt nh i tng tuyn tnh
B bt nh bng phn hi tn hiu ra
Trong phn ny chng ta s thc hin bi ton iu khin thch nghi i tng
tuyn tnh c cha vector tham s hng bt nh tc ng u vo. i tng tuyn
tnh m ta quan tm y c m hnh:
dx
= Ax + B u + ( x )
dt
y = Cx
trong x R
l vector cc bin trng thi, u R
(u vo), R
AR
nn
, BR
(5.176)
l vector cc tn hiu iu khin
l vector tham s hng bt nh, y R
nm
, CR
rn
l vector cc tn hiu ra,
l cc ma trn hng m t i tng v ( x ) R
np
ma trn ca cc hm phi tuyn trn. Nhim v t ra y l phi thit k b iu

khin phn hi u ra cho i tng trn h kn l GAS thch nghi vi cc tham s
hng bt nh ca m hnh. Ta s gii quyt bi ton trn ln lt qua bn bc sau.
Bc 1: Trc tin ta xc nh b iu khin phn hi trng thi R lm n nh i tng
tng ng vi (5.176) nhng khng cha thnh phn bt nh , tc l lm n nh:

dx
= Ax + Bu
dt
y = Cx
402
(5.177)
bng b iu khin phn hi trng thi R . Khi h kn (hnh 5.30a) s c m hnh:

dx
= ( A BR) x + Bw
dt
(5.178)
v n l mt h n nh (ma trn A B R c cc gi tr ring nm bn tri trc o).

Nhng phng php in hnh tm R t A , B v cc gi tr ring s 1 , s 2 , , s n cho
trc ca ma trn A B R (phng php gn im cc) nh phng php Ackermann,
modal , hoc phng php tm b iu khin ti u phn hi trng thi R = R LQR, lm
h (5.178) n nh, bn c c th tm thy trong ti liu [35].
a)
i tng tuyn
tnh (5.176)
b)
Hnh 5.30: iu khin thch nghi b bt nh

i tng tuyn tnh.
i tng tuyn
tnh (5.176)
z
x
R
B bt nh
(5.181)
Quan st
(5.182)
M hnh mu x m
(5.180)
Khi p dng b iu khin R tm c ny cho i tng tuyn tnh bt nh (5.176)

ban u, h kn thu c s c m hnh:
dx
= ( A BR ) x + B w + ( x )
dt
y = Cx
(5.179)
Bc 2: Tip theo, t m hnh (5.179) ta xy dng m hnh mu (m hnh theo di):
dx m
dt
= ( A BR) x m + Bw '
(5.180)
trong
w '( t ) = w( t ) z( t ) = w( t ) ( x ) ( t )
c z ( t ) = ( x ) ( t ) l tn hiu b bt nh u vo (hnh 5.30b), vi mc ch l s iu
khin h (5.179) bm theo c m hnh mu (5.180) theo ngha:
403
lim e( t ) = lim x( t ) xm ( t ) = 0
v gii hn ny khng ph thuc .

Bc 3: Sau khi c m hnh mu (5.180) ta s thit k b b bt nh vi n c c
e = x x m 0 . t c iu ny, trc tin ta xy dng m hnh m t sai lch e :
de dx dxm
=
= ( A BR)e + B +
dt dt
dt
ri tm cch hiu chnh nhm c c e = x x m 0 . S dng hm hp thc:
V ( e, ) = e T Pe + +
F 1 +
vi P l nghim i xng xc nh dng ca phng trnh Lyapunov:

(ABR)TP+P(ABR)=Q ,
Q i xng xc nh dng ty cho trc
v F cng l ma trn i xng xc nh dng c chn trc, ta thu c:

T
T
d
d
T
dV de
T de
F 1 + + + F 1
=
+
Pe + e P
dt dt
dt dt
dt
d
T
= e T ( A BR)T P + P( A BR) e + 2 + T BT Pe + F 1
dt
d
T
= e T Qe + 2 + T BT Pe + F 1
dt
) (
dV
xc nh m theo e (iu kin e = x x m 0 ) th phi c chnh
dt
nh sao cho:
Suy ra,
d
dt
= F ( x )T BT Pe
c
dV
= e T Qe
dt
Kt hp thm vi z = ( x ) ta c m hnh ca c cu chnh nh c nhim v to

ra tn hiu z b u vo nh sau:
d
= F ( x )T BT Pe
dt
z = ( x )
404
(5.181)
Bc 4: Cui cng, c c b iu khin phn hi tn hiu ra, ta thay vector trng
thi x ca i tng thnh xq l vector trng thi quan st c t m hnh (5.177) ca

i tng tng ng khng cha thnh phn bt nh nh b quan st ([35]):
dxq
dt
= Axq + Bu + L y Cxq
trong ma trn L hoc c th c tm theo phng php gn im cc (b quan st

Luenberger) hoc theo tiu chun ti u cc tiu nhy cm vi nhiu (lc Kalman).
Ghp b iu khin phn hi trng thi R, m hnh theo di (5.180), c cu chnh
nh b tn hiu vo (5.181) v b quan st trng thi (5.182) chung li vi nhau nh
hnh 5.30b m t, ta s c c b iu khin GAS thch nghi phn hi u ra cho i
tng tuyn tnh bt nh ban u l (5.176).
Ch : V cht lng ca b iu khin GAS thch nghi phn hi u ra lm vic theo
nguyn l b tn hiu u vo u , v c thit k theo bn bc nu trn, ta c vi iu

bn thm nh sau:
M hnh chung ca ton b b iu khin thch nghi phn hi u ra b bt nh

s l:
d
= F ( x )T BT Pe
dt
dxq = Ax + Bu + L y Cx
q
q
dt
u = Rxq + ( x ) + w '
do nu c ( x ) l ma trn hng, n s tha mn nguyn l tch ([35]).
Tc hi t ca e = x x m 0 ph thuc vo hai ma trn i xng xc nh dng

F , Q c chn. Nu F v Q c chn c gi tr ring cng ln, tc hi t ca
e 0 cng nhanh. Tuy nhin khi F c gi tr ring cng ln, bin ca tn hiu
b z ( t ) s cng cao, nh hng khng tt ti cht lng ni ca h kn.
B iu khin c thit k phc v mc ch e 0 (
dV
xc nh m theo e ) nn
dt
n khng m bo c rng cng s c ( t ) + 0 . Ni cch khc, c cu chnh

nh (5.181) khng th s dng lm b nhn dng vector tham s bt nh .
Tuy rng phng php thit k trn y cn n gi thit rng phi l vector
tham s hng bt nh, song n vn c th p dng c cho nhng bi ton m
c = d ( t ) ph thuc thi gian (bi ton thch nghi khng nhiu). Khi ta ch
cn chn hai ma trn Q v F c tt c cc gi tr ring ln tc bm
e = x x m 0 nhanh, nhanh hn s bin thin ca = d ( t ) , l c.
405
B bt nh bng phn hi trng thi
Nu yu cu ca bi ton ch dng li l iu khin phn hi trng thi th ng

nhin lp i tng iu khin cn c th m rng hn cho c h ch tuyn tnh ch
t do, tc l lp i tng c m hnh:
dx
= Ax + H ( x ) u + ( x )
dt
(5.183)
trong ma trn A c gi thit l bn (c tt c cc gi tr ring nm bn tri trc o),
l vector cc tham s hng bt nh ca m hnh v H ( x ) l ma trn cc hm phi

tuyn trn ph thuc trng thi x .
iu khin thch nghi i tng (5.183) theo nguyn tc b bt nh, ta s thit
k mt c cu chnh nh tn hiu b z( t ) = ( x ) ( t ) sao cho i tng (5.183) lun bm
c theo m hnh mu n nh:
dx m
dt
= Ax m + H ( x )w
(5.184)
trong w = u z theo ngha e = x x m 0 . Lp sai lch e gia i tng (5.183) v m

hnh mu (5.184) ta c:
de dx dxm
=
= Ae + H ( x )( x ) +
dt dt
dt
Li s dng hm hp thc (xc nh dng):
V ( e, ) = e T Pe + +
F 1 +
vi P l nghim i xng xc nh dng ca phng trnh Lyapunov:

ATP+PA=Q ,
Q i xng xc nh dng cho trc
v F cng l ma trn i xng xc nh dng chn ty . Khi cng s c:

T
T
d
T 1 d
dV de
1
T de
=
+
F + + + F
Pe + e P
dt dt
dt dt
dt
d
T
= e T ( AT P + PA ) e + 2 + T H T Pe + F 1
dt
= e T Qe + 2 +
406
) (
d
T T
1
H Pe + F
dt
dV
= e T Qe (iu kin c e = x x m 0 ) th c cu chnh nh phi l:
dt
d
= F ( x )T H ( x )T Pe
dt
z = ( x )
(5.185)
Hnh 5.31 m t tng th h iu khin n nh thch nghi b bt nh cho lp i

tng (5.183)
w
z
Hnh 5.31: iu khin thch nghi b bt nh i tng

c thnh phn t do tuyn tnh n nh.
5.6.2
i tng
(5.183)
B bt nh
(5.185)
M hnh mu
(5.184)
xm
iu khin thch nghi b bt nh i tng phi tuyn
iu khin tuyn tnh ha chnh xc h c mt u vo
Ti mc 5.1.2 ta c bit n phng php tuyn tnh ha chnh xc gn im

cc cho h truyn ngc tuyt i (5.51). Gn y, vi cng c hnh hc vi phn
(differential geometric tools) ngi ta i n c phng php tng qut cho tt c
lp h phi tuyn vi cu trc affine:
dx
= f ( x ) + H ( x )u
dt
y = g( x )
(5.186)
trong f ( x ) , g( x ) l cc vector hm, cn H ( x ) l ma trn hm theo bin x , c s chiu

m
ph hp vi s cc tn hiu vo u R , ra y R
f1 ( x )
f ( x) =
,
f ( x)
n
g1 ( x )
g( x ) =
,
g ( x)
p
v trng thi x R , tc l:
h11 ( x )
H(x)=
h ( x)
n1
h1m ( x )
hnm ( x )
Nhm to ra mi trng thch hp vi cng c hnh hc vi phn, y ngi ta
gi thit cc vector tn hiu vo/ra x ( t ) , y(t ) l kh vi v hn ln, tc l thuc tp C .

407
iu ny i hi cc phn t ca f ( x ) , H ( x ) , g( x ) cng phi kh vi v hn ln theo x ,

ng thi vector tn hiu vo u ( t ) cng phi thuc tp C
(cng kh vi v hn ln).
Mt cu hi c t ra y l gi thit phi c cu trc affine c hn ch kh

nng ng dng ca phng php khng. Cu tr li l khng, v vi h t tr tng qut
c m hnh trng thi:
dx
= f ( x, u)
dt
th ch bng vic nh ngha li bin vo w ( t ) :

du
= w(t)
dt
ta s tr v c dng m hnh affine (5.186) quen thuc:

d x f ( x, u )
=
+ w
dt u 0 I
n gin, trc tin ta s trnh by phng php tuyn tnh ha chnh xc cho
h affine ch c mt tn hiu vo u :
dx
n
= f ( x ) + h( x )u , x R
dt
(5.187)
n
Nhim v chnh ca phng php l xc nh mt php i bin vi phi z = m ( x ) R v

mt b iu khin phn hi trng thi tnh u = r ( x , w ) , trong w l tn hiu vo ca h
kn thu c, sao cho khi ghp cng vi i tng (5.187), h kn s tr thnh h tuyn
tnh dng chun iu khin (hnh 5.32):
0
0
dz
= Az + bw =
dt
0
a
0
a1
a2
z + w
0
1

1
an 1
0
0
(5.188)
H tuyn tnh (5.188): z = A z + b w
B iu khin
u=r(x,w)
Hnh 5.32: Mc ch ca phng
php tuyn tnh ha chnh xc
408
H affine
(5.187)
x Php i bin
z=m(x)
C th thy ngay rng h tuyn tnh (5.188), ng vi u ra y = x 1 , c bc tng i

bng n v cng l bc ca m hnh ([35]). Nhng v tt c cc b iu khin tnh khng
lm thay i c bc tng i (v im khng) ca h ([38]) nn bi ton c li gii
th cn phi c gi thit l lun tn ti u vo "o" y = ( x ) cho h phi tuyn affine
(5.187) vi n h s c bc tng i bng n .
nh ngha 5.5: Bc tng i ti im trng thi x ca h afffine SISO:
dx
= f ( x ) + h( x )u
dt
y = ( x)
l s nguyn r m trong ln cn x tha mn:

= 0
L h Lkf ( x ) =
0
khi 0 k r 2
(5.189)
khi k = r 1
nh ngha trn v bc tng i ca h affine c xut x t khi nim bc tng

i r ca h tuyn tnh, m t bi:
dx
= Ax + bu
dt
y = cT x
G ( s ) = c T ( sI A )1 b =
b0 + b1s +
a0 + a1s +
+ bm sm
+ an 1sn 1 + sn
l hiu r = n m ca bc a thc mu s v ca a thc t s trong hm truyn t G ( s ) ,

cng nh nh l cn v xc nh bc tng i ca n trc tip t m hnh trng
thi, m khng cn thng qua hm truyn t, l ([35]):
= 0
cT Akb =
0
khi 0 k r 2
khi k = r 1
Ngoi ra, do gi tr L h Lkf ( x ) ph thuc x nn khi nim bc tng i ca h phi

tuyn cng ch c nh ngha cho tng im trng thi. C th h s c bc tng i
khc nhau ti nhng im trng thi khc nhau v cng c th tn ti nhng im
trng thi x 0 m h khng c bc tng i (khng tn ti mt ln cn no ca x 0
biu thc (5.189) c tha mn vi mi x trong ).
S dng thm cc khi nim sau ca hnh hc vi phn:
nh ngha 5.6:
a)
Tch Lie (hay ngoc Lie) ca hai vector hm f ( x ) v h ( x ) c hiu l:

adf h( x ) = [ f , h] =
f
h
f ( x)
h( x )
x
x
409
b)
Hm m rng ( x ) = span( e 1 ( x ) , e 2 ( x ) ,
, e m ( x ) ) c gi l xon
(involutive) nu n ng vi php tnh tch Lie (tch Lie ca hai phn t bt

k ca ( x ) li thuc ( x ) ).
Hm m rng ( x ) = span( e 1 ( x ) , e 2 ( x ) , , e m ( x ) ) c gi l tch phn c
c)
hon ton, nu tn ti mt hm v hng ( x ) sao cho vector gradient ca n

trc giao vi ( x ) ti mi x , tc l:
( x )
(e1(x),e2(x), ,em(x))=0T , x
x
cng nh nh l Frobenius (xem chng minh trong [21], [22], [32]) :
nh l 5.22: Hm m rng ( x ) tch phn c hon ton khi v chi khi n n l hm
m rng xon.
ta s c c iu kin cn v cho s tn ti ca u vo "o" y = ( x ) cho h phi

tuyn affine (5.187) vi n h s c bc tng i bng n , nh sau:
nh l 5.23: Cn v tn ti hm ( x ) lm u vo "o" y = ( x ) cho h phi tuyn
affine (5.187) sao cho vi n h c bc tng i bng n , l:
a)
dim span{ h ( x ) , adf h( x ) , , adfn 1 h( x ) } = n
b)
Hm m rng ( x ) = span{ h ( x ) , adf h( x ) , , adfn 2 h( x ) } l xon
Khi hm ( x ) s c xc nh theo:
( x )
( h ( x ) , adf h( x ) , , adfn2 h( x ) ) = 0 T
x
(5.190)
Chng minh:
R rng iu kin a) ch rng hm m rng ( x ) khng trng vi ton b khng
gian trng thi. Vy th phi tn ti cc vector thuc khng gian trng thi nhng
khng nm trong ( x ) . iu kin b) cng vi nh l 5.22 ca Frobenius xc nhn trong
s cc vector phi tn ti vector trc giao vi ( x ) v s l vector gradient ca
hm ( x ) cn tm. Ch cn li cng thc (5.190) l phi chng minh. thc hin iu
ny, ta s ch ra s tng ng ca (5.189) v (5.190).
T 0 = Lh ( x ) = Lh Lf ( x ) ta c theo tnh cht ca php nhn Lie iu phi chng
minh th nht:
0 = Ladf h ( x ) = Lf Lh ( x ) Lh Lf ( x )
410
Gi s cng c vi k 1 , tc l 0 =
L
ad fk h
( x ) = Lf L
ad fk 1 h
( x) L
( x ) k 1
adf h = L k 1 ( x ) . Khi , do c
ad f h
x
ad fk 1 h
Lf ( x )
nn cng c
( x ) k
adf h = L k ( x ) = 0
ad f h
x
Quay li bi ton tuyn tnh ha chnh xc h affine mt u vo (5.187). Gi ( x )

l u vo "o" y = ( x ) cho h phi tuyn affine (5.187) sao cho vi n h c bc tng i
bng n . Khi , vi php i bin vi phi:
( x)
Lf ( x )
z=m(x)=
Ln 1 ( x )
f
(5.191)
ta s c:
dz1 d ( x )
f ( x) +
h( x )u = Lf ( x ) + Lh ( x ) u = Lf ( x ) = z2
=
=
x
x
dt
dt
=0
f
f
dz2
f ( x) +
h( x )u = L2f ( x ) + Lh Lf ( x ) u = L2f ( x ) = z3
=
dt
x
x
=0
n2
Lnf 2
dzn 1 Lf
f ( x) +
h( x )u = Lnf 1 ( x ) + Lh Lnf 2 ( x ) u = Lnf 1 ( x ) = zn
=
dt
x
x
=0
n 1
Lnf 1
dzn Lf
f ( x) +
h( x )u = Lnf ( x ) + Lh Lnf 1 ( x ) u
=
dt
x
x
0
Do n c m hnh tuyn tnh (5.188) dng chun iu khin, ta ch cn xc

nh thm b iu khin tnh phn hi trng thi:
Lnf ( x ) + Lh Lnf 1 ( x )u = a0 z1 a1 z2
an 1 z n + w
= a0 ( x ) a1 Lf ( x )
an 1 Lnf 1 ( x ) + w
tc l
411
u=
w ak Lkf ( x )
k =0
Lh Lnf 1 ( x )
vi a n = 1
(5.192)
Ngoi ra, h tuyn tnh (5.188) n nh, ta xc nh cc h s a 0 , a 1 , , a n 1

ca n t nhng im cc s 1 , s 2 , , s n (nm bn tri trc o) cho trc, theo cng thc:
(ss1)(ss2)
(ssn) = a0+a1s+
+an1s
n1
+s
(5.193)
Tng kt li, ta i n thut ton:

1) Kim tra iu kin a) v b) ca nh l 5.23 v xc nh hm ( x ) theo cng thc
(5.190).
2) Xy dng php i bin vi phi z = m ( x ) theo cng thc (5.191)
3) Xy dng b iu khin phn hi trng thi u = r ( x , w ) theo cng thc (5.192), trong
cc hng s a 0 , a 1 , , a n 1 c tnh t nhng im cc s 1 , s 2 , , s n mong
mun cho trc ca h tuyn tnh (5.188) theo cng thc (5.193).
V d 5.32 ([38]): Thit k b iu khin tuyn tnh ha chnh xc
minh ha ta s thit k b iu khin tuyn tnh ha chnh xc vi ba im cc

t trc s 1 = s 2 = s 3 = 1 cho i tng phi tuyn bc 3 ( n = 3 ) c m hnh:
x2
0

dx
= (1 ln x3 ) x2 + 0 u
dt

2 x1 x3 1
h( x )
f ( x)
vi
x1, x2, x3 >0
Trc ht ta kim tra iu kin a) v b) ca nh l 5.23. Do c:
0
1
f
h
1 ln x3
ad f h( x ) =
f ( x)
h( x ) = 0
x
x
2x
0
3
2
x3
f
ad f h
4 x1 x2
2
ad f h( x ) =
f ( x)
ad f h( x ) =
x
x
x3
2 x2 + 4 x12
nn
412
0
x
2
x3
2 x1
0 0
x2
0 =
1 x3
2 x1
3
0 0
x2 4 x1 x2
2
,
C = span{ h ( x ) , ad f h( x ) , ad f h( x ) } = span{ 0 ,
}
x3
1 x3
2 x1 2 x + 4 x 2
2
1
Nhng v:
0 0
x2
det 0
x3
1 2 x1
x2
x3
4 x1 x2 x22
= 2 0 vi mi x 2 , x 3 0
x3
x3
2 x2 + 4 x12
nn cng c dimC= 3 hay iu kin a) ca nh l 5.23 l c tha mn. Tip tc, ta

kim tra tnh xon ca:
0 0

x
( x ) = span{ h ( x ) , ad f h( x ) } = span{ 0 , 2 }
1 x3
2 x1
Do c:
[ h ( x ) , ad f h( x ) ] = 0
0
1
x3
0
0
x
2
x3
0
0

0 =
1

x2
2
x3
0
0 0
x2
det( h ( x ) , ad f h( x ) , [ h ( x ) , ad f h( x ) ] ) = det 0
x3
1
2
x1
0
x
22 = 0
x3
0
nn [ h ( x ) , ad f h( x ) ] l ph thuc tuyn tnh vo h ( x ) v ad f h( x ) , hay:
[ h ( x ) , ad f h( x ) ] ( x )
v nh vy ( x ) l hm m rng xon.
Tip tc, tm ( x ) theo phng trnh (5.190), ta i t:
( x )
( h ( x ) , ad f h( x ) ) = ( x )
x
x
0
0
0 , x2 = 0 T

x3
1
0
413
Do c hai vector c s trong ( x ) u c phn t u bng 0 nn ch cn xc nh mt

( x )
vi phn t th nht khc 0, hai phn t sau bng 0 l . Chng
hm ( x ) c
x
hn ta c th chn:
( x )
=(1 0 0)
x
(x) = x1.
Vi cch chn hm v hng ( x ) nh vy ta s c:

L f ( x) =
L2f ( x ) =
L3f ( x ) =
x2
f ( x ) = ( 1 0 0 ) (1 ln x3 ) x2 = x 2
x
2x x
1 3
x2
f ( x ) = ( 0 1 0 ) (1 ln x3 ) x2 = ( 1 lnx 3 ) x 2
x
2x x
1 3
L f
L2f
Lh L2f ( x )
f ( x) = ( 0
L2f
x
( 1 lnx 3 )
x2
x3
h( x ) = ( 0 , ( 1 lnx 3 ) ,
x2
2 x1 x3
x2
x3
) 0 =
) (1 ln x3 ) x2 = ( 1 lnx 3 ) 2 x 2 + 2 x 1 x 2
0

1

x2
x3
L3f ( x ) = ( 1 lnx 3 ) 2 x 2 + 2 x 1 x 2
Lh L2f ( x ) =
x2
x3
Ngoi ra, t cc im cc t trc s 1 = s 2 = s 3 = 1 th:

(ss1)(ss2)(ss3) = (s+1)3 = 1+3s+3s2+s3
hay a 0 = 1 , a 1 = a 2 = 3 . Suy ra, php i bin (5.191) ca bi ton l:
x1
z1 ( x )
x2
z = z2 = L f ( x ) =

z 2
(
1
ln
x
)
x
L
(
x
)
3 2
3 f

v b iu khin phn hi trng thi (5.192) l:

u=r(x,w)=
414
x3
x2
[ w x 1 3 x 2 3 ( 1 lnx 3 ) x 2 ( 1 lnx 3 ) 2 x 2 2 x 1 x 2 ]
iu khin tuyn tnh ha chnh xc h c nhiu u vo
Thut ton trn ca bi ton tuyn tnh ha chnh xc h c mt tn hiu vo hon

ton m rng c cho h phi tuyn affine nhiu u vo:
dx
n
m
= f ( x ) + H ( x )u , x R v u R
dt
(5.194)
trong H ( x ) = ( h 1 ( x ) , h 2 ( x ) , , h m ( x ) ) . Khi ta cn thm n khi nim vector

bc tng i ti thiu, c nh ngha sau y.
Trc tin ta xt h MISO vi m u vo u 1 , u 2 , , u m , ghp chung li thnh
vector u , v mt u ra y , m t bi:
dx
= f ( x ) + H ( x )u
dt
y = ( x)
(5.195)
Nh vy, theo nh ngha 5.5, gia u vo th i l u i v u ra y s c mt bc tng

i r i xc nh bi (5.189). Nu gi:
r = min ri = min{ r 1 , r 2 , , r m }
1 i m
th s c:
= 0
Lh Lkf ( x ) =
i
0
vi mi 1 i m v 0 k r 2
cho mt gi tr i v k = r 1
v n c gi l bc tng i ti thiu ca h MISO.

V bc tng i ti thiu r ca h MISO ta c nh l sau:
nh l 5.24: Nu r l bc tng i ti thiu ca i tng MISO (5.195) th:
a)
b)
Lh ( x ) = Ladf hi ( x ) =
vi mi 1 i m
Tn ti mt ch s l cc vector h l , adf hl , , adfr 1 hl l c lp tuyn

tnh.
c)
= Lad r 2 h ( x ) = 0
( x ) Lf ( x )
Cc vector hng
,
,
x
x
Lrf 1 ( x )
x
l c lp tuyn tnh.
d) rn
Chng minh:
415
Khng nh a) c suy ra ngay t cng thc (5.190). chng minh b) v c), trc
ht ta gi 1 l m l ch s tha mn:
r = r l = min{ r 1 , r 2 , , r m }
sau lp ma trn:
( x)
L ( x)
f
r 1
r 2
adf hl , adf hl ,
x
Lr 1 ( x )
D2
f
D1
,hl
= D
Khi D = ( d k i ) l ma trn vung c cc phn t:

d k i = < ad fr k h l , grad( Lif1 ) >
trong k hiu < , > l ch tch v hng ca hai vector. Do:
= 0
Lad k h ( x ) =
f l
0
khi 0 k r 2
khi k = r 1
v
< ad fk h l , grad( Lif+1 ) > = L f < ad fk h l , grad( Lif ) > L
adfk +1 h
(L )
i
f
cng nh:
L
adfk h
= Lf L
adfk 1 h
adfk 1 h
(L )
f
tc l:
= 0 nu k + i n 2
< ad fk h , grad( Lif ) > =
0 nu k + i = n 1
nn D s c dng tam gic vi cc phn t nm trn ng cho chnh khc 0. Bi vy D
khng suy bin. Suy ra cc vector hng ca ma trn D 1 thuc kiu r n cng nh cc
vector ct ca ma trn D 2 kiu n r l c lp tuyn tnh.
Khng nh d) l ng nhin, v nu khng ta s c c iu v l l trong khng
gian n chiu R
cha cc vector ct ad fr 1 h l , , ad f h l , h l ca D 2 ta li c s cc
vector c lp tuyn tnh l r nhiu hn s chiu l n . Cng v l tng t l khng gian
416
vector n chiu cha D 1 s c s chiu nh hn s cc vector c lp tuyn tnh trong n

l cc vector hng
( x ) Lf ( x )
,
,
x
x
Lrf 1 ( x )
x
).
S
m
nh ngha 5.7: Xt h (5.194) vi vector tn hiu u ra y = ( x ) R , tc l:

dx
= f ( x ) + H ( x )u
dt
y = ( x)
(5.196)
trong ( x ) = (1 ( x ), 2 ( x ),
, m ( x )) , x R v u R
T
(h c s u vo bng
s u ra). Vector hng r = ( r 1 , r 2 , , r m ) gm m s t nhin r j , i = 1 , 2 , , m s

c gi l vector bc tng i ti thiu ca h MIMO (5.196), nu n tha mn:
a)
Lh Lkf j ( x ) =0 khi k r j 2 vi mi i = 1 , 2 , , m
b)
Ma trn vung kiu m m :
r 1
L Lr1 1 ( x )
Lh Lf1 1 ( x )
1
h1 f
2
r 1
r 1
Lh Lf2 2 ( x )
L L 2 2 ( x )
2
L ( x ) = h1 f
r 1
r 1
Lh Lfm m ( x ) Lh Lfm m ( x )
2
1
r 1
Lh Lf1 1 ( x )
r2 1
Lh Lf 2 ( x )
m
rm 1
Lh Lf m ( x )
m
l khng suy bin.

Ch : V nh ngha trn ta c vi iu bn thm nh sau:
1) nh ngha trn, c bit l khi nim ma trn L ( x ) do Isidori xut ([21], [22]).
2) Gi s:
r1 r2
rm
Vy th L ( x ) s l mt ma trn tam gic (na phn pha bn di ng cho l

bng 0). Do , n khng suy bin khi v ch khi tt c cc phn t nm trn
r 1
ng cho khc 0, tc l khi v ch khi c Lh Lfj j ( x ) 0 , j .

i
3) H MIMO (5.196) lun vit li c thnh m h MISO H k , 1 k m nh m t

hnh 5.33 (nhiu u vo, mt u ra):
417
dx
= f ( x ) + H ( x )u
H k : dt
y = ( x)
k
k
Khi s thc r k , 1 k m chnh l bc tng i ti thiu ca h H k .

u1
H MISO
um
H1
H MISO
y1
y2
H2
H MISO
Hnh 5.33: Xem h MIMO nh cc h MISO

ni song song vi nhau.
Hm
ym
4) Xt i tng tuyn tnh:

dx
= Ax + Bu
dt
y = Cx
Gi b i , i = 1 , 2 , , m l cc vector ct ca B v c T
j , j = 1 , 2 , , m l cc vector
hng ca C. Khi ma trn L ( x ) trong nh ngha 5.7 s l:
cT A r1 1 B
cT A r1 1 b
1
1
1
=
L(x) =
T r 1
T r 1
cm A m b
c A m B
1
c1T A r1 1 bm
T rm 1
cm A
bm
T l thuyt iu khin tuyn tnh [35] ta c bit phng php thit k b

iu khin tch knh i tng MIMO ca FalbWolovich. Theo phng php ny
th cn v tn ti mt b iu khin tin x l M v mt b iu khin phn
hi trng thi R tch i tng thnh m knh ring bit (hnh 5.34):
0
G1 ( s)
Y1 ( s)
0
G2 ( s )
Y (s) =
=
Y ( s)
m 0
0
sao cho tng knh c hm truyn t:

418
Gm ( s)
0
0
W1 ( s)
W ( s)
m
W ( s)
Gj(s) =
Y j ( s)
U j ( s)
kj
( s j1 )( s j 2 )
( s jn )
j=1,2, ,m
nhn nhng gi tr cho trc j 1 , j 2 , , j n lm im cc, l ma trn L ( x )

phi khng suy bin. C l c gi t phng php ny m Isidori a ra
khi nim ma trn hm L ( x ) nh nh ngha 5.7 nu trn.
w1
y1
u
M
Hnh 5.34: Thit k b iu khin tch knh

FalbWolovich cho i tng tuyn tnh.
ym
wm
x
R
Ngoi ra, nh sau ny ta cn thy, mt s tng ng na gia iu khin tuyn

tnh, c th l phng php thit k b iu khin tch knh ca FalbWolovich,
v iu khin tuyn tnh ha chnh xc h phi tuyn, l nu ma trn L ( x ) kh
nghch, tc l khng suy bin, th s tn ti mt b iu khin tuyn tnh ha
chnh xc c i tng MIMO phi tuyn (5.196), m bn cht chnh l b iu
khin tch knh phi tuyn ca Isidori [21], [32], [46].
5) Nu vit li L ( x ) thnh:
Lr1 1 ( x )
1
f

h ( x ), h ( x ),
L(x) =
, hm ( x ))
2
( 1
x
1
r
L m ( x)
H( x)
f
(5.197)
th r rng cn thit L ( x ) khng suy bin l:

Lr1 1 ( x )
1
f

=m
Rank H ( x ) = Rank
x
Lrm 1 ( x )
f
V tnh cht ca vector bc tng i r = ( r 1 , r 2 , , r m ) ta c pht biu sau:

nh l 5.25: Xt h MIMO (5.196) vi vector bc tng i ti thiu r = ( r 1 , r 2 , , r m ) .
Khi s c:
419
a)
Lhi j ( x ) = Ladf hi j ( x ) =
b)
Cc vector hng
=L
r 2
adf j
( x)
hi j
1 ( x ) Lf 1 ( x )
,
,
x
x
2 ( x ) Lf 2 ( x )
,
,
x
x
m ( x ) Lf m ( x )
,
,
x
x
= 0 vi mi 1 i m v 1 j m
Lrf1 11 ( x )
x
Lrf2 12 ( x )
r 1
Lfm m ( x )
x
l c lp tuyn tnh.
m
c ) r = rj n
j =1
Chng minh:
Khng nh a) c suy ra ngay t nh ngha 5.7 v cng thc (5.190).
iu phi chng minh c) l h qu trc tip ca b) v s cc vector hng trong b)
ng bng r = r 1 + r 2 +
+ r m v mi vector li c n phn t. Nu b) ng, th c) cng
phi ng v s cc vector c lp tuyn tnh trong mt khng gian tuyn tnh khng th
nhiu hn s chiu ca khng gian . Vy ch cn li b) l phi chng minh.
Trc ht ta thy nu s dng cch biu din (5.197) ca L ( x ) th do:
Lr1 1 ( x )
1
f

=m
Rank
x
Lrm 1 ( x )
f
nn ton b m vector hng:
Lrf1 11 ( x )
x
) , (L
r2 1
f 2 ( x )
),
r 1
Lfm m ( x )
x
(5.198)
l c lp tuyn tnh vi nhau, tc l:

r 1
Lfj j ( x )
j =1
a j ( x)
= 0T
a1(x)=a2(x)=
=am(x)=0
Ngoi ra, theo nh l 5.24 ta cn c m nhm, mi nhm, ng vi mt ch s j c

nh, vi r j vector hng:
420
j ( x ) Lf j ( x )
,
,
x
x
r 1
Lfj j ( x )
x
c lp tuyn tnh.
Kt hp m nhm cc vector hng c lp tuyn tnh li vi nhau (j = 1 , 2 , , m )
bng iu kin (5.198) ta n c iu phi chng minh b).
By gi ta quay li bi ton thit k b iu khin v php i bin vi phi z = m ( x )

tuyn tnh ha chnh xc h c nhiu u vo (5.194). Tng t nh lm vi h ch
c mt tn hiu vo, vn chnh y l phi xc nh c u ra o y = ( x ) khi
ghp chung vi (5.194) ta s c c h MIMO (5.196) vi vector bc tng i ti thiu
( r 1 , r 2 , , r m ) tha mn r 1 + r 2 +
+rm=n.
nh l 5.26: Xt i tng (5.194) c h 1 ( x ) , h 2 ( x ) ,
G 0 = span( h 1 , h 2 ,
, h m ( x ) c lp tuyn tnh. Gi:
, hm)
G k = G k 1 + span{ ad fk h1 ( x ) , ad fk h 2 ( x ) , , ad fk h m ( x ) } , 1 k n 1
Vy th cn v cho s tn ti ca m hm 1 ( x ) , 2 ( x ) , , m ( x ) , vit chung
li thnh vector ( x ) = ( 1 ( x ) , 2 ( x ) ,
, m ( x ) ) T , i tng (5.194) vi tn
hiu ra o y = ( x ) c vector bc tng i ti thiu r = ( r 1 , r 2 , , r m ) tha mn

r1+r2+
a)
+ r m = n l:
Tt c n 1 hm m rng G k , k = 0 , 1 , , n 2 phi xon v c s chiu

hng.
b)
dim G n 1 = n .
Chng minh: Xem [21], [38].
T nh l trn v khi 2 m n ta c thut ton xy dng vector hm ( x ) nh sau:

1) Kim tra tnh c lp tuyn tnh ca h 1 ( x ) , h 2 ( x ) ,
, h m ( x ) l m cc vector ct
ca ma trn H ( x ) .
2) Xy dng cc hm m rng G k , k = 0 , 1 , , n 1 . Sau kim tra tnh xon ca
G k , k = 0 , 1 , , n 2 v iu kin dimG n 1 = n .
421
3) Gn p = n 1 , l = v = 0 .
4) Gim k t p v 0 cho ti khi c c ch s k = q < p tha mn:
dimG q 1 = dimG p 2 ,
dimG q 2 < dimG p 2 .
5) Tnh:
s = dimG p 2 dimG q 2
cng nh s v hm tng ng j ( x ) , j = l + 1 , , l + s v t cng thc
j
x
ad fk h i =0,
i=1,2, ,m
sao cho o hm Jacobi
Lf ( x )
x
j ( x )
x
ca cc hm mi ny c lp tuyn tnh vi
) ca nhng hm ( x ) c trc .
( x )
x
6) Gn:
rl+1=rl+2=
l:=l+sv,
= rl+s=q
p:=q,
v:=v+s
Kim tra nu l = m hoc p = 0 th dng thut ton. Ngc li th quay v bc 4).

V d 5.33 ([21], [38]): Xc nh cc tn hiu ra o cho i tng affine nhiu u vo
Xt i tng c hai tn hiu vo:

0
x2 + x22

x x1 x4 + x4 x5
0
dx 3
= x2 x4 + x1 x5 x52 + cos( x1 x5 )
dt

0
x5

0
x
2
H( x)
f ( x)
vi:
0
h 1 ( x ) = cos( x1 x5 ) ,
c lp tuyn tnh v:
422
1

0
h 2 ( x ) = 1 ,

0

1
0
1 u
0
adh h 2 = 0
1
x
x
cos(
)
1
5
ad f h1 = x2 sin( x1 x5 ) ,
ad f h 2 = ( x1 x5 )
ad 2f h1 = adh ad f h 2 = adh ad f h1 = ad 2f h 2 = 0
1
[ ad f h1 , ad f h2 ] = adadf h1 ad f h2 = tan( x 1 x 5 ) h 1 ( x )
T y ta c:
G 0 = span( h 1 , h 2 )
xon v c dimG 0 = 2
G 1 = span( h 1 , h 2 , ad f h1 , ad f h 2 ) xon v c dimG 1 = 4

dimG 2 = dimG 3 = dimG 4 = 5 = n .
Bt u vi l = v = 0 v cho k chy t 4 v 0, ta thy khi k = p = 3 c:
dimG p 2 = dimG 1 = 4 < 5 = dimG 2 = dimG p 1
nn r 1 = p = 3 . Tip tc, v:
s = n dimG 1 = 5 4 = 1
nn phi c t nht s v = 1 hm 1 ( x ) tha mn:
h = 1 h = 1 adf h1 = 1 adf h2 = 0 .
x 1 x 2
x
x
C th thy mt trong cc hm l:
1(x)= x1x5.
Gn l:=l + s v = 1 , v : = v + s =1 v cho k chy tip t 3 v 0 ta li c vi k = p = 2 :
dimG p 2 = dimG 0 = 2 < 4 = dimG 1 = dimG p 1
do r 2 = p = 2 . Hn na, v:
s = dimG 1 dimG 0 = 4 2 = 2
nn phi c t nht s v = 1 hm 2 ( x )
b sung thm v o hm Jacobi
2
ca n
x
phi c lp tuyn tnh vi:

423
1
= (1 0 0 0 1)
x
v vi:
Lf 1
x
= (0 1 0 0 0)
cng nh phi tha mn:
2
2
h1 =
h =0
x
x 2
Ta thy mt trong cc hm 2 ( x ) l:
2(x)= x4.
Thut ton dng y v c l + s v = 2 = m . Vy vector hm ( x ) tm c l:
1 ( x ) x1 x5
=
2 ( x ) x4
( x) =
Vi bi ton iu khin tuyn tnh ha chnh xc i tng affine (5.194) nhiu u

vo, c th ni l sau khi xc nh c vector cc tn hiu ra o y = ( x ) R m
cng vi n, i tng (5.194) cho ban u tr thnh h MIMO (5.196) c vector bc
tng i ti thiu r = ( r 1 , r 2 , , r m ) tha mn r 1 + r 2 +
c mt na. Tht vy, khi c
y = ( x ) v r 1 + r 2 +
+ r m = n , ta gii quyt
+ r m = n , ta cng c ngay
c php i bin vi phi z = m ( x ) nh sau:

m1 ( x ) 1 ( x )
1

1
r1 1
(
x
)
1
mr1 ( x ) f
z1

z= =m(x)=
=
z
m
( x)
m
(
x
)
m
n
1
rm 1
m
mr ( x ) Lf m ( x )
(5.199)
trong
( x) = ( 1 ( x ) , 2 ( x ) ,
,m(x))T.
Ni rng php i bin (5.199) l vi phi (trn v kh nghch) v n ma trn Jacobi:
424
d1 ( x )
r1 1
dLf 1 ( x )
m( x )
=
,
x
d ( x )
m
rm 1
dLf m ( x )
dLkfi ( x ) =
vi k hiu
Lkfi ( x )
x
khng suy bin (nh l 5.25).

Vi php i trc ta vi phi (5.199) ta c
dz1 m11 d x
=
= Lf 1 ( x ) +
x dt
dt
Lhi1 ( x ) u i
i =1
= Lf 1 ( x ) = z 2
=0
m12
dz2
=
x
dt
dx
= L2f 1 ( x ) +
dt
Lhi Lf 1 ( x ) u i
i =1
= L2f 1 ( x ) = z 3
=0
dzr1 1
dt
m1r 1 d x
r 1
1
=
= Lf1 1 ( x ) +
x
dt
r 2
1 ( x ) u i = Lrf1 11 ( x ) = z r1
Lhi Lf1
i =1
=0
dzr1
dt
= Lf11 ( x ) +
r 1
Lhi Lf1
i =1
1 ( x ) u i
(5.200)
dz r1 +1
dt
m12
dx
= Lf 2 ( x ) +
dt
Lhi2 ( x ) u i
i =1
= Lf 2 ( x ) = z r1 + 2
=0
dz r2 1
dt
mr2 1 d x
r 1
2
=
= Lf2 2 ( x ) +
x
dt
r 2
Lhi Lf2
i =1
2 ( x ) u i = Lrf2 12 ( x ) = z r2
=0
dzr2
dt
= Lf22 ( x ) +
r 1
Lhi Lf2
i =1
2 ( x ) u i
(5.201)
dzr2 +1
dt
m13
x
dx
= Lf 3 ( x ) +
dt
Lhi3 ( x ) u i
i =1
= Lf 3 ( x ) = zr2 + 2
=0
425
Bi vy, nu trong cc cng thc (5.200), (5.201) ta t:

r
w k = Lfk k ( x ) +
r 1
Lhi Lfk
i =1
k ( x ) u i
cho ton b cc ch s k = 1 , 2 , , m , tc l
r 1
r1
L Lr1 1 ( x )
Lhm Lf1 1 ( x )
1
w1 Lf 1 ( x ) h1 f
w=
=
+
w r
rm 1
m Lfmm ( x ) Lh Lrfm 1m ( x )
L
L
(
x
)
h
m
m f
p( x )
L( x )
u1
u
m
(5.202)
th ton b cc quan h trn s c vit gn li thnh dng tuyn tnh nh sau:

A1
dz
=
dt
b1 0

0 b2
z
+
0 0
Am
A2
0
w
bm
(5.203)
trong l ma trn gm ton cc phn t 0 v

0 1
Ak=
0 0
0 0
R rk rk ,
1
0

b k = R rk
0

1
Vn cn li ch l to ra c vector tn hiu iu khin u t vector tn hiu w

m ta t trong (5.202) cng nh t vector trng thi x ca i tng. iu ny rt
n gin, v c gi thit rng ma trn L ( x ) khng suy bin. Suy ra:
Lr1 ( x )
f 1
] = L1 ( x )
u = L (x)[ w
Lrm ( x )
f m
= a(x)+L
426
(x)w
Lr1 ( x )
f 1
+L1(x)w
Lrm ( x )
f m
a( x )
(5.204)
H tuyn tnh z = A z + B w
w
B iu khin
u=r(x,w)
i tng
affine (5.194)
x Php i bin
z=m(x)
Hnh 5.35: Tuyn tnh ha chnh

xc i tng affine nhiu
u vo.
Tng kt li, ta i n cc bc thit k php i bin vi phi z = m ( x ) v b iu

khin phn hi trng thi u = r ( x , w ) tuyn tnh ha chnh xc i tng affine nhiu
u vo (5.194) thnh h tuyn tnh (5.203) c m knh ring bit, nh sau (hnh 5.35):
1) Xc nh vector tn hiu ra o y = ( x ) R m cng vi n, i tng affine cho
(5.194) tr thnh h MIMO (5.196) c vector bc tng i ti thiu ( r 1 , r 2 , , r m )
tha mn r 1 + r 2 +
+rm=n.
2) Xy dng php i bin vi phi z = m ( x ) theo (5.199).

3) Xy dng b iu khin phn hi trng thi u = r ( x , w ) theo (5.204)
V d 5.34: Thit k b iu khin tuyn tnh ha chnh xc i tng affine nhiu u vo
Cho i tng bc 3 (c 3 bin trng thi) m t bi:

x2 0 0

dx
= x32 + 1 3 u
dt
3
x3 x1 2 4
i tng ny c n = 3 , m = 2 v:
0 0

G 0 = span( h 1 , h 2 ) = span( 1 , 3 )
2 4

G 0 xon v adh1 h2 ( x ) = 0 v c dimG 0 = 2
hay
dim G0 = 3 dimG 0 = 1
Cc hm m rng cn li l G 1 , G 2 u c dimG 1 = dimG 2 = 3 .

Trc ht ta tm hm 1 ( x ) tha mn ( d1 ( x )) G0 . Hm ny s mang n cho
T
i tng bc tng i ti thiu r 1 = 2 :
427
( d1( x ))T G0
d 1 ( x ) = ( 1 0 0 )
1(x) = x1
ng vi 1 ( x ) tm c ta c:
Lh Lf 1 ( x ) = 1
1
Lh Lf 1 ( x ) = 3
Hm 2 ( x ) cn li ta xc nh t:
( d2 ( x ))T G0
tc l phi c
hay
grad 2 ( x ) G 0
2 ( x )
= 0 v hm ny s mang n bc tng i ti thiu r 2 = 1 .
x1
( r 1 , r 2 ) = ( 2 , 1 ) to thnh vector bc tng i ti thiu th ma trn:

Lh Lf 1 ( x ) Lh Lf 1 ( x )
1
3
1
2
=
L(x) =
x
L
x
(
)
(
)
Lh 2 ( x )
Lh 2 ( x )
h2 2
h1 2
1
2
phi khng suy bin. Ta c th chn trc, chng hn nh:

Lh 2 ( x ) = 0
1
Lh 2 ( x ) = 2
2
Khi s c:
d 2 ( x ) H ( x ) = ( 0
2
x2
0 0
2
) 1 3 = ( 0 , 2 )
x3
2 4
2
2 1 3
= (0 , 2)
,
)
x2
x3 2 4
1 3
2
2
,
) = ( 0 , 2 )
x2
x2
2 4
4 3
= ( 2 , 1 )
= ( 0 , 1 )
2 1
Suy ra mt trong cc hm 2 ( x ) l: 2 ( x ) = 2 x 2 x 3
Vy vi hai hm tm c 1 ( x ) v 2 ( x ) i tng c hai tn hiu ra o:
( x ) x1
y = 1 =
(
x
)
2
x
x
3
2 2
N mang n cho h vector bc tng i ti thiu ( r 1 , r 2 ) = ( 2 , 1 ) tha mn r 1 + r 2 = 3 .
Suy ra php i bin vi phi s l:
428
( x) x
z1
1
1

z = z2 = m ( x ) = Lf 1 ( x ) = x2
z
( x ) x2 + x3
3
2
Vi php i bin trn, ta c:

x2
0 0
dz1 1 d x
2
=
= ( 1 0 0 ) x3 + ( 1 0 0 ) 1 3 u = x 2
dt
x dt
x x3
2 4
1
x2
0 0
Lf 1 d x
dz2
2
=
= ( 0 1 0 ) x3 + ( 0 1 0 ) 1 3 u = x32 + ( 1 3 ) u
dt
dt
x
2 4
3
w1
x3 x1
L2f 1 ( x )
x2
0 0
dz3
2 d x
2
=
= ( 0 1 1) x3 + ( 0 1 1 ) 1 3 u = x32 + x 3 x13 + ( 3 7 ) u
dt
x dt
2 4
3
w2
x3 x1
Lf 2 ( x )
Bi vy nu t:
1 3
w
x32
+
u
w = 1 = 2
w2 x3 + x3 x1 3 7
L( x )
p( x )
ta s c b iu khin phn hi trng thi:
u =
1 7 3
1 7 3
x32
+
w
2
3
2 3 1 x3 + x3 x1
2 3 1
p( x )
L1( x )
L1( x )
2 x 2 1,5 x3 + 1,5 x13 3,5 1,5
w
= 32
x + 0,5 x 0,5 x 3 1,5 0,5
3
1
3
Vi b iu khin trn, i tng cho ban u tr thnh tuyn tnh v c m hnh:

0 1 0
0 0
dz
= 0 0 0 z + 1 0 w
dt
0 1
0 0 0
429
iu khin thch nghi b bt nh i tng phi tuyn affine
Bi ton iu khin b bt nh i tng phi tuyn affine cha vector tham s

hng bt nh nm tn hiu vo:
dx
n
m
p
= f ( x ) + H ( x ) u + ( x ) , x R , u R , R
dt
(5.205)
trong ma trn H ( x ) c cc vector ct l h i ( x ) , 1 i m v ( x ) c cc vector hng l
k ( x )T , 1 k p s c gii quyt qua hai bc:

1) Thit k b iu khin u = r ( x , w ) v php i bin vi phi z = m ( x ) tuyn tnh
ha chnh xc n thnh h tuyn tnh bt nh.
dz
= Az + B w + ( x )
dt
(5.206)
c A l ma trn bn (tt c gi tr ring nm bn tri trc o).

2) Thit k b iu khin b bt nh cho i tng tuyn tnh (5.206) theo nguyn tc
bm theo m hnh mu GAS
dz m
dt
= Azm + Bw '
trong w ' = w v = ( x ) p l tn hiu b, p l tn hiu chnh nh.

tin cho vic trnh by, trc tin ta xt bi ton vi h phi tuyn affine bt nh
vi mt tn hiu vo v c thnh phn bt nh nm tn hiu vo:
dx
= f ( x ) + h ( x ) [ u + T ( x )
dt
(5.207)
trong c gi thit l vector cc tham s hng bt nh (khng bit trc). Nhim

v iu khin by gi l phi lm cho h tr thnh GAS vi mi .
Gi s rng h tng ng khng cha thnh phn bt nh ( = 0 ) :
dx
= f ( x) + h ( x ) u
dt
l tuyn tnh ha chnh xc c. Khi s tn ti hm ( x ) lm u ra o c c

php i bin vi phi (5.191) v b iu khin phn hi trng thi (5.192) c cc h s
a 0 , a 1 , , a n 1 c xc nh t nhng im cc s 1 , s 2 , , s n cho trc (nm bn
tri trc o) theo cng thc (5.193), a n v dng tuyn tnh chun iu khin n
nh (5.188).
430
S dng php i bin vi phi v b iu khin phn hi trng thi cho h bt

nh ban u ta s i n:
dz
= A z + b [ w + ( x )T ]
dt
(5.208)
trong
0
0
A=
0
a
0
a1
a2
, b=
0
1

1
an 1
0
v ( x ) = ( Lh Lnf 1 ) ( x )
p dng t tng thit k b iu khin b bt nh h tuyn tnh, y ta cng s

xy dng c cu chnh nh cho h tuyn tnh (5.208) trn n lun bm c theo m
hnh GAS mu (khng cha thnh phn bt nh) sau:
dz m
dt
= Azm+bw
(5.209)
trong w = w vi = ( x )T p l tn hiu b.
xy dng c cu chnh nh, ta lp sai lch e = z z m gia h tuyn tnh bt nh
(5.208) thu c sau tuyn tnh ha chnh xc v m hnh mu (5.209):
de
= Ae + b ( x )T ( + p)
dt
S dng hm hp thc
V ( e, p) = e T Pe + ( + p)T F 1 ( + p)
(5.210)
trong P l nghim i xng xc nh dng ca phng trnh Lyapunov ( P lun tn

ti v A bn):
ATP+PA=Q
(5.211)
c Q l ma trn i xng xc nh dng ty cho trc v F cng l ma trn i xng

xc nh dng ty chn, ta s c:
dV
= e T Qe + 2 + p
dt
dp
dt
T
1 dp
( x )b Pe + H
dt
= F ( x )bT Pe (iu kin
dV
= e T Qe xc nh m theo e)
dt
Suy ra, c cu chnh nh c m hnh:

431
dp
= F ( x )bT Pe
dt
= ( x )T p
(5.212)
B iu khin
H affine
(5.207)
(5.192)
x Php i bin
(5.191)
B chnh nh
(5.212)
Hnh 5.36: iu khin b
bt nh h phi tuyn
affine mt u vo.
M hnh mu
(5.209)
zm
Hnh 5.36 m t cu trc tng th ca h thng iu khin b bt nh i tng

phi tuyn affine mt u vo (5.207).
Vi bi ton b bt nh h c nhiu tn hiu vo (5.207) ta cng lm mt cch hon
ton tng t, tc l trc tin tuyn tnh ha chnh xc h tng ng c = 0 :
dx
= f ( x ) + H ( x )u
dt
bng b iu khin u = r ( x , w ) cho trong cng thc (5.204) v php i bin vi phi
z = m ( x ) cho bi (5.199). Tuy nhin y h tuyn tnh (5.203) thu c c A cha phi
l ma trn bn nn cn c mt s sa i b iu khin (5.204) thnh:
u = r ( x, w) = L( x )1 w q( x ) Dm( x )
(5.213)
vi
Lr1 ( x )
a1,1
f 1
q( x ) =
v D =
0
Lrm ( x )
f m
a1,r1
am,1
nhm thu c h tuyn tnh (5.203) c:

0
Ai =
0
ai,1
432
1
0
ai,2
R ri ri , 1 i m
1
ai,ri
am,rm
, ai,ri , 1 i m c xc nh t
l nhng ma trn bn, trong cc h s ai,1 , ai,2 ,
, si,ri , 1 i m cho tng knh theo cng thc:
nhng im cc t trc si,1 , si,2 ,

( s si,1 )( s si,2 )
( s si,ri ) = ai,1 + ai,2 s +
+ ai,ri sri 1 + sri
p dng b iu khin (5.213) v php i bin (5.199) cho i tng bt nh nhiu

u vo (5.205) ta s thu c h tuyn tnh bt nh ging nh (5.176) l:
dz
= Az + B w + ( x )
dt
trong ( x ) = L ( x ) ( x ) . Cui cng, s dng tip m hnh mu:

dz m
dt
= Azm + Bw '
(5.214)
trong
w = w v = ( x ) p
th vi hm hp thc (5.210) ng vi sai lch e = z z m ta s c c cu chnh nh:
dp
= F ( x )T BT Pe
dt
= ( x )T p
(5.215)
trong P l nghim i xng xc nh dng ca phng trnh Lyapunov (5.211) c Q

l ma trn i xng xc nh dng ty cho trc v F cng l ma trn i xng xc
nh dng ty chn.
Hnh 5.37 m t cu trc tng th ca h thng iu khin b bt nh i tng
phi tuyn affine nhiu u vo (5.205).
B iu khin
(5.213)
B chnh nh
(5.215)
Hnh 5.37: iu khin b bt nh h
phi tuyn affine nhiu u vo.
H affine
(5.205)
z Php i bin
(5.199)
M hnh mu
(5.214)
zm
433
V d 5.35: iu khin b bt nh ng c d b ngun kp
ng c d b ngun kp c m hnh:
ax1 c
dx

= ax2 + 0
dt

0 0
f ( x)
0 x1
ce
cd 0
1
cd cb
c x1 u + 2 0
c
0 1
0
0
0
( x )
H( x)
cb
ce
0
trong :
= usd , usq , sd , sq
u = urd , urq , r
l vector cc tham s bt nh ca m hnh v
l vector cc tn hiu iu khin.
m hnh ny c:
ax1 a 0 0
f ( x ) = ax2 = 0 a 0 x
0 0
0 0
nn php i bin vi phi z = m ( x ) l khng cn thit. S dng b iu khin tuyn tnh

ha chnh xc phn hi trng thi:
(1 a) x1
(1 a) x1 x1 x3
1
u = r ( w, x ) = w H ( x )1 (1 a) x2 = w (1 a) x2 + x1 x3
c
x3
cx3
th m hnh ng c c chuyn v thnh:

1 0 0
dx
= 0 1 0 x + H ( x ) w + ( x )
dt
0 0 1
A
Do ta c c m hnh mu (m hnh theo di):
1 0 0
c 0 x1
dxm
= Axm + H ( x )w ' = 0 1 0 x + 0 c x1 w '

dt
0 0 1
0 0 1
Chn Q = F = I vi > 0 l hng s ty v I l ma trn n v, th phng trnh

Lyapunov (5.211) s c nghim P =
434
I . T y suy ra c cu chnh nh phi l:
0
= 2
e
dt
b
dp
0
b
0
0
ce
cd 0
cd cb
e v = 0
0
0
0
0
cb
ce p
0
Hnh 5.38 l kt qu m phng h thng b bt nh c thc hin trn MatLab

vi tn hiu ra y = x 1 v cc tham s = 50, a = b = c = d = e = = 1 . C th nhn thy mt
iu c bit kt qu m phng ny l vector tham s bt nh khng bt buc phi
l hng s, song n vn c b hon ton tn hiu u ra y = x 1 .
Hnh 5.38: iu khin b bt nh ng

c d b ngun kp.
Cu hi n tp v bi tp
1) Cho i tng bt nh khng cha thnh phn dao ng vi hm truyn t:
S(s) =
k
s( a0 + a1 s + s 2 )
trong a 0 , a 1 , k l nhng tham s (dng) cha bit v ph thuc t . Ngi ta

iu khin i tng ny bng b PID t chnh gin tip v mt b tin x l M ( s )
lm gim qu iu chnh h kn.
a)
Hy xy dng c cu nhn dng cho b iu khin thch nghi (di dng thut
ton). Nu r cn trch t nht bao nhiu mu tn hiu th c th xc
nh c cc tham s a 0 , a 1 , k ca i tng.
b)
Hy xy dng c cu chnh nh cc tham s cho hai b iu khin trn.
c)
Cn c gi thit g v tc thay i cc tham s a 0 , a 1 , k (nhanh/chm nh

th no) h thng thch nghi trn lm vic c hiu qu)?.
435
2) Hy xy dng c cu chnh nh tham s cho b iu khin phn hi tn hiu ra y:

u = p1wp2y
iu khin i tng bt nh (tn hiu vo l u v tn hiu ra l y):
S(s) =
k
,
1 + Ts
k, T l hai hng s dng cha bit.
sao cho h kn l n nh, c qu trnh t do tt nhanh hn hm e
2t
v c sai lch
tnh bng 0.
3) Cho i tng c hm truyn t:
S(s) =
3
( s 2 4 )( s + 1)
Hy xc nh b iu khin phn hi tn hiu ra R ( s ) v b iu khin tin x l

T ( s ) vi chng, h kn c c cht lng tng ng vi hm truyn t:
G(s) =
1
( s + 1) 4
4) Gi s V ( x ) l hm CLF ca mt h phi tuyn. Gi ( z ) l hm thuc lp K c o

hm lun dng. Chng minh rng khi ( V ( x ) ) cng l hm CLF ca h .
5) Chng minh rng cc php i bin z = z ( x ) c c nh phng php thit k cun
chiu (backstepping) cho h truyn ngc, u l kh nghch.
6) Gii thch ti sao phng php gi nh r (certainty equivalence) ch p dng c
cho h bt nh c cc tham s bt nh l hng s (khng bit trc).
7) Gii thch ngha ca iu kin (5.35) cho hm ( x, z ) trong vic xy dng hm
CLF V ( x ) cho h tam gic.
8) Hy thit k b iu khin n nh thch nghi cho h truyn ngc cht bt nh:
1 x12 + x2
dx
2
3
= 1 x1 + 2 x2 + x3
dt
1 x1 x2 + 2 x33 + u
9) Hy xy dng b iu khin thch nghi gi nh r cho i tng truyn ngc:

dxk
T
dt = fk ( x1 , x2 , , xk ) + k ( x1 , x2 , , xk ) + xk+1 , 1 k n 1
dxn = f ( x ) + T ( x ) + u
n
n
dt
10) Hy xy dng b iu khin n nh ISS cho i tng bt nh sau v nh gi
min hp dn ca n.
436
d1 x1 + x2
dx
2
= d1 x1 + d2 x2 + x3 bit rng
dt
d x3 + d x x3 + u
2 2 3
1 1
d 4
11) Vi nhng tn hiu u ra nh th no th h phi tuyn affine SISO bc n vi cu

trc truyn ngc s c bc tng i ng bng n .
12) Cho h phi tuyn SISO:
dx
= f ( x ) + h( x )u
dt
y = g( x )
Chng minh rng cc pht biu sau l tng ng:

a)
H c bc tng i bng r .
b)
c)
ad fk1
ad fk
= 0
( Lf g ) =
0
= 0
( Lif g ) =
0
nu
k r2
nu
k = r 1
nu
k+i r2
nu
k + i = r 1
13) Chng minh rng cn v tuyn tnh ha chnh xc c h phi tuyn bc hai:
dx
= f ( x) + h ( x ) u
dt
l:
dim span{ h ( x ) , ad f h( x ) } = 2
14) Cho h phi tuyn mt tn hiu vo, bc n , m t bi:
dx
= f ( x) + ( x) d + h ( x ) u
dt
trong d ( t ) l tn hiu nhiu. Chng minh rng nu cc hm m rng sau:
1 ( x ) = span{ h ( x ) , ad f h( x ) , , ad fn 1 h( x ) }
2 ( x ) = span{ h ( x ) , ad f h( x ) , , ad fn 2 h( x ) }
3 ( x ) = span{ ( x ) , ad f ( x ) , , ad fn 1 ( x ) }
tha mn:
a) dim 1 ( x ) = n
b) 2 ( x ) xon
c) 3 ( x ) 2 ( x )
th h s khng b ph thuc vo nhiu d.

437
15) Xt h bt nh
dx
= f ( x ) + h( x )u + ( x )d
dt
y = g( x )
trong d ( t ) l tn hiu nhiu bt nh ph thuc thi gian. Gi r l bc tng i

ca h tng ng khng cha thnh phn bt nh (ng vi d = 0 ) .
a)
Chng minh rng nu h tha mn

= 0
Lh Lkf g( x ) =
0
khi 0 k r 2
khi k = r 1
(5.216)
v
L Lkf g( x ) = 0 vi mi 0 k r 1
(5.217)
th s lun tn ti b iu khin phn hi trng thi u = r ( x , w ) sao cho tn

hiu ra y ( t ) hon ton khng ph thuc nhiu d ( t ) . Xc nh b iu khin
phn hi trng thi .
b)
Hy ch rng iu kin (5.217) l tng ng vi
g( x )
x
c)
438
( ( x ) , ad f ( x ) , , ad fr 1 ( x ) ) = 0 T
Chng minh rng nu c r = n v hai iu kin (5.216), (5.217) th lun tn ti

b iu khin phn hi trng thi u = r ( x , w ) tch hon ton d ( t ) ra khi tn
hiu ra y ( t ) v cc tn hiu trng thi x ( t ) .
Mt s khi nim c bn ca iu khin v

nhng vn b sung
6.1
Nhng khi nim c bn
6.1.1
Cu trc i s
Nhm
Cu trc i s n gin nht l nhm. Nhm bao gm mt tp hp V v nh x * :

2
V V , tha mn cc tnh cht sau:

1) Nu x, y V th z = x * y cng thuc V, tc l V kn vi *.
2) Vi mi x, y , z V bao gi cng c ( x * y ) * z = x * ( y * z ) , ni cch khc * c tnh kt
hp.
3) Tn ti trong V mt phn t e sao cho x * e = e * x = x ng vi mi x V . Phn t e
c gi l phn t n v ca V.
4) Vi mi x V bao gi cng tn ti mt phn t x
x
*x=x*x
= e . Phn t x
cng thuc V sao cho
c gi l phn t nghch o ca x.
Phn t n v e l duy nht. Tht vy, nu c x* e 1 = e 1 * x = x v x* e 2 = e 2 * x = x

ng vi mi x V th cng phi c e1 = e 2 v
e1 = e1 * e 2 = e2 .
Cng tng t nh vy, nu c hai phn t nghch o x
x
tc l x
1
, ~
x ca x th do c
1
1
1
1
1
1
1
=~
x *e = ~
x *(x* ~
x )=(~
x *x)* ~
x = e* ~
x =~
x
1
=~
x
nn phn t nghch o x
cng phi l duy nht.
Nu tp hp V v nh x * : V V ch tha mn c hai tnh cht 1) v 2) th V

c gi l na nhm. Na nhm c cha phn t n v e c gi l Monoid.
439
nhn mnh nh x * to vi tp V thnh c mt nhm, ta s s dng k hiu

( V , * ) . Ty thuc vo bn cht ca * m nhm ( V , * ) cn c cc tn khc nhau. V d
nh nhm cng, nu nh x * l php cng +, hoc nhm nhn nu * l php nhn .
Ring i vi nhm nhn, thay v x y ta s vit n gin hn l x y . Phn t n v e
trong nhm cng c tn gi l phn t khng, cn trong nhm nhn th n l phn t
mt. Nu nh x * trong ( V , * ) cn c tnh giao hon x* y = y * x vi mi x, y V th
( V , * ) c gi l nhm giao hon hay nhm Abel (Niel Heindrik Abel 18021829).
Mt tp con W ca V s l mt nhm con trong ( V , * ) nu:
1) W cha phn t n v e ca ( V , * ) .
2) Nu c x , y W th cng c x* y 1 W .
V d 6.1: Mt s nhm thng gp
Tp tt c cc s nguyn Z vi php cng trn n to thnh nhm cng v l

mt nhm Abel.
Tp tt c cc s hu t Q vi php cng trn n to thnh nhm Abel.
Tp cc s hu t khc 0 cng php nhn to thnh nhm Abel.
Tp cc s thc R vi php cng l mt nhm Abel.
Tp cc a thc cng bc ca bin x vi php cng a thc l mt nhm Abel.
Tp cc s thc khc 0 vi php nhn l mt nhm Abel.
Vnh
2
Cu trc i s th hai l vnh. Vnh l tp hp V vi hai nh x +, : V V , tha

mn:
1) Vi + th V l mt nhm ( V , + ) .
2) Gi phn t n v ca ( V , + ) l 0 th cng vi tp V \ { 0} to thnh na nhm.
V d 6.2: Mt s vnh thng gp
Tp cc s nguyn Z hay hu t Q vi php cng v nhn to thnh vnh.
Tp cc s thc R vi php cng v nhn l mt vnh.
a1 b1 a1 + b1

Tp cc vector cng php tnh cng hai vector a2 + b2 = a2 + b2 v php
a b a + b
3
3 3 3
nhn c hng nh ngha trong v d 5.15 to thnh mt vnh.
Tp tt c cc ma trn vung cng s hng/ct vi php cng v nhn ma trn to

thnh mt vnh.
440
Trng
Cu trc i s hon ho l trng. Trng (field) l mt tp hp F vi hai nh x

+, : F 2 F , tha mn:
1) Vi + th F l mt nhm Abel ( F , + ) .
2) Gi phn t n v ca ( F , + ) l 0 th cng vi tp F \ { 0} cng to thnh nhm
Abel (F \ { 0} , ). Phn t n v ca (F \ { 0} , ) thng c vit l 1.
3) Vi mi a, b, c F c a ( b + c ) = a c + a c .
Ta s k hiu trng gm tp hp F v hai nh x +, l ( F , + , ) . Hai phn t 0 v
1 c gi l cc phn t khng, phn t mt ca trng ( F , + , ) . Tuy nhin, khi hai
php tnh + , xc nh m khng s b nhm ln th c th k hiu ngn gn l F.
V d 6.3: Mt s trng thng gp
Tp cc s hu t Q vi php cng v nhn to thnh mt trng.
Tp cc s thc R cng php cng v nhn to thnh mt trng.
Tp cc s phc C cng php cng v nhn to thnh mt trng.
Khng gian vector
Cho mt nhm Abel ( V , + ) v mt trng ( F , + , ) . Nu c nh x c nh ngha

cho F V V , tc l gia mt phn t x ca V vi mt phn t a ca F, tha mn:
1) a x V vi mi x V v a F .
2) a ( b x ) = ( a b ) x vi mi x V v a, b F .
3) 1 x = x vi mi x V .
4) ( a + b ) x = a x + b x vi mi x V v a, b F .
5) a ( x + y ) = a x + b y vi mi x, y V v a F .
th ( V , + ) c gi l khng gian vector (hay vn cn c gi l khng gian tuyn tnh)
trn trng ( F , + , ) .
Ta s s dng k hiu ( V , + , F ) ch khng gian vector V trn trng F. Khng
gian vector ( V , + , F ) c tnh kn vi cc php bin i tuyn tnh, tc l nu x, y V v
a, b F th a x + b y V . Bi vy n cn c tn gi l khng gian tuyn tnh. Phn t ca
V c gi l vector. Phn t khng ca V c k hiu bng 0.
nhiu trng hp, v cng n gin trong cch vit, khi m trng F cng cc
php tnh +, , xc nh v khng s b nhm ln th thay cho k hiu ( V , + , F )
ch khng gian vector V trn trng F ta s vit ngn gn l V.
441
Mt tp cc vector x 1 , x 2 ,
, x n thuc khng gian vector V trn trng F c
gi l c lp tuyn tnh nu
a1x1+a2x2+
+ a n x n = 0 , trong a 1, a2 ,
ch ng khi v ch khi a1 = a2 =
Cho tp x 1 , x 2 ,
, anF
= an= 0 , vi 0 l phn t khng ca trng F.
, x n l n vector ty ca V (cha cn phi l c lp tuyn
tnh). Mt vector y to bi
y = a1x1+a2x2+
+anxn
vi
a1, a2 ,
cng thuc V v gi l mt t hp tuyn tnh ca x 1 , x 2 ,

hp tuyn tnh ca x 1 , x 2 ,
, x n khi a 1 , a 2 ,
, anF
, x n . Tp hp tt c cc t
, a n chy khp trn F l mt
khng gian vector nh ngha trn cng trng F (ging nh V ) v c k hiu bi

span(x 1 , x 2 ,
, xn).
N c gi l bao tuyn tnh ca x 1 , x 2 ,
, xn.
C th thy ngay c rng bao tuyn tnh span(x 1 , x 2 ,
, x n ) cng l mt
khng gian vector (khng gian tuyn tnh) trn cng trng F nh V. Do c th mt bao
tuyn tnh no khng cha tt c cc phn t ca V nn n ch l mt khng gian
vector con nm trong V. Nhng nu x 1 , x 2 ,
, x n cn l n cc vector c lp tuyn
tnh thuc V v tha mn

span( x 1 , x 2 ,
th tp x 1 , x 2 ,
, xn)=V
, x n c gi l mt c s ca V. S cc vector x 1 , x 2 ,
, xn
trong mt c s ca V c gi l s chiu (dimension) ca V v k hiu bng

dim V = n
Nh vy, bt c n vector c lp tuyn tnh no ca mt khng gian vector V vi s
chiu n u c th l mt s s ca V.
Cng t y ta thy s chiu ca mt bao tuyn tnh no to bi n vector x 1 , x 2 ,
, x n (khng bt buc phi c lp tuyn tnh) s bng s cc vector c lp tuyn tnh
trong x 1 , x 2 ,
, x n v do
dim span( x 1 , x 2 ,
442
, xn)n.
Mt tp con W ca khng gian vector V xc nh trn trng F s l mt khng

gian vector con trong V nu:
a) 0W.
b)
Nu c x , y W th cng c x + y W .
c)
Nu c a F v x W th cng c a x W .
Cho mt khng gian vector V xc nh trn trng F v hai khng gian vector con
W 1 , W 2 ca n. Vy th:
1) a 0 = 0 x = 0 , trong 0 l phn t khng ca V v 0 l phn t khng ca F .
2) ( 1 ) x = x , trong 1 l phn t n v ca F v x l phn t nghch o ca x .
3) T a x = 0 suy ra hoc a = 0 hoc x = 0 , trong 0 l phn t khng ca V v 0 l
phn t 0 ca F .
4) Tng S = W 1 + W 2 = { w 1 + w 2 w 1 W 1 v w 2 W 2 } l khng gian vector con nh
nht ca V cha c hai khng gian con W 1 v W 2 .
5) Nu c S = W 1 + W 2 v W 1 W 2 = { 0 } th S c gi l tng trc tip ca W 1 v W 2 .
Tng trc tip c k hiu l S = W 1 W 2 . Nu S l tng trc tip ca W 1 v W 2
th mi phn t s S u phn tch c thnh s = w 1 + w 2 vi w 1 W 1 , w 2 W 2 .
Cch phn tch cng l duy nht. Khi w 1 c gi l hnh chiu ca s ln W 1
v w 2 l hnh chiu ca s ln W 2 .
6) dim( W 1 + W 2 ) = dim( W 1 ) + dim( W 2 ) dim( W 1 W 2 ) .
7) Nu S = W 1 W 2 th dim( S ) = dim( W 1 ) + dim( W 2 ) .
a tp tuyn tnh
Xt khng gian vector V xc nh trn trng K v mt tp con W ca V. Nu bn

thn W cng l mt khng gian vector trn trng K th W c gi l khng gian vector
con ca V.
Cho trc mt phn t ca V l v (khng bt buc phi thuc W), khi tp D gm
cc phn t
D={v+wwW}
c gi l a tp c sinh ra t W. Nh vy a tp tuyn tnh D c th khng cha
phn t 0 (nu v 0 ) v c dng song song vi khng gian vector con W.
V d 6.4 (a tp tuyn tnh): Trong mt phng ( x , y ) th mi tp hp cc im x , y tha mn
y = a x + b vi a , b l hai s thc bt k, l nhng a tp tuyn tnh.
S
443
i s
Cho mt khng gian vector ( V , + , F ) trn trng (F,+, ) v l nh x gia mt

phn t x ca V vi mt phn t a ca F. Nu
1) Ngoi php tnh +, cn c php tnh trn V lm cho tp V tr thnh mt vnh.
2) a ( x y ) = ( a x ) y vi mi x, y V v a F .
th ( V , + , F ) c gi l i s V xc nh trn trng F.
Ngoi ra, nu php tnh trn V cn l giao hon:
x y = y x
vi mi x, y V
th i s V c gi l i s giao hon.
Nu i s V cha phn t n v ca php tnh th n c gi l i s c phn
t n v. Tt nhin nu tn ti th phn t n v ny l duy nht.
i s Lie (Sophus Lie 18421899) l mt i s L vi hai php tnh + v , xc

nh trn trng s thc R (hoc phc C), trong php tnh l nh x t LL vo L
tha mn:
1) x y = y x vi mi x, y L .
2) ( x ( y z ) ) + ( y ( z x ) ) + ( z ( x y ) ) = 0 vi mi x , y , z L , trong 0 l phn t
khng ca L.
Tnh cht th nht c tn gi l quan h phn i xng, v t n suy ra c
x x = 0 . Tnh cht th hai c tn l nguyn l ng dng Jacobi.
x1

V d 6.5 (i s): Tp tt c cc dy s gm 3 s thc x = x2 , x1 , x 2 , x 3 R cng vi
x
3
php cng
x1 y1 x1 + y1

x + y = x2 + y2 = x2 + y2
x y x + y
3
3 3 3
to thnh nhm Abel, k hiu l R3. Kt hp vi trng s thc R th R3 l mt khng

gian vector (xc nh trn R), trong php nhn vi R c hiu l
x1 ax1

a x = a x2 = ax2 .
x ax
3 3
444
T nay v sau ta s ch vit mt cch quen thuc a x thay v ax. nh ngha tip
trn R3 php tnh :
x1

x y = x2
x
3
y1 x2 y3 x3 y2

y2 = x1 y3 + x3 y1
y x y x y
2 1
3 1 2
3
Php tnh ny chnh l php nhn c hng ca hai vector. Cng vi R s l mt vnh
v do trn trng R n l mt i s. Hn th na n l mt i s Lie.
Ideale
Cho mt i s giao hon V xc nh trn trng F vi hai php + v trn V. Mt
Ideale c hiu l mt khng gian vector con M ca V tha mn: Nu c x V v y M

th cng c x y = y x M .
6.1.2
i s ma trn v m hnh h tuyn tnh
Ma trn l mt tp hp A gm hu hn mn cc s thc (R), hoc phc (C) k hiu

l a i j , i = 1 , 2 , , m ; j = 1 , 2 , , n , c sp xp theo hng/ct nh sau:
a11
a
A = 21
a
m1
a12
a22
a m2
a1n
a2n
amn
hng th 2
ct th n
Theo cch sp xp nh vy th phn t ai j ca A s nm hng th i v ct th j.
Do A c mn phn t thuc R (hoc C) nh vy m nhiu khi ngi ta cn dng k
hiu A R m
(hoc A C m
) ch mt ma trn A c m hng, n ct (c kiu mn).
Nu nh cch biu din hng/ ct trn c thng nht v khng s b nhm ta

c th vit mt ma trn A ngn gn hn:
A = (aij) ,
i = 1 , 2 , , m v j = 1 , 2 , , n .
Mt ma trn A=(ai j ) c s hng bng s ct c gi l ma trn vung. Trong ma

trn vung A R n
, ng cho ni cc phn t ai i (ch s hng bng ch s ct) trong
ma trn vung c gi l ng cho chnh. ng cho cn li ca ma trn vung c

gi l ng cho ph, tc l ng ni cc phn t a i j c i + j = n + 1 .
445
Mt ma trn vung A = ( a i j ) c a i j = 0 khi i j , tc l cc phn t khng nm trn

ng cho chnh u bng 0, c gi l ma trn ng cho. Ma trn ng cho c
k hiu bi A = diag(ai i ).
Ma trn ng cho I = diag(1) c gi l ma trn n v.
Mt vector c n phn t:
x1

x =
x
n
c xem l ma trn c n hng v 1 ct. Nu ghp chung cc phn t trn ct th j ca

ma trn A = ( a i j ) , i = 1 , 2 , , m ; j = 1 , 2 , , n li vi nhau thnh vector:
a1 j
aj=
,
a
mj
gi l vector ct, th A s c dng:
A =(a1, a2,
, an).
Cc php tnh vi ma trn
1) Php cng / tr: Cho hai ma trn A = ( a i j ) v B = ( b i j ) cng c m hng n ct. Tng
hay hiu ca chng c nh ngha l A B = ( a i j b i j ) .
R rng l php cng/tr ch thc hin c vi nhng ma trn c cng s hng v
cng s ct. Nhng ma trn nh vy c gi l ma trn cng kiu.
2) Php nhn vi s thc (phc): Cho ma trn A = ( a i j ) c m hng, n ct v mt s v
hng thc (phc) x ty thuc trng K . Tch x A c hiu l ma trn x A = ( x a i j )
v A x c hiu l A x = ( a i j x ) . Hin nhin c x A = A x .
3) Php chuyn v: Ma trn chuyn v ca ma trn A = ( a i j ) vi m hng, n ct l ma
T
trn A = ( a j i ) c n hng, m ct, c to t A qua vic hon chuyn hng thnh ct
T T
v ngc li ct thnh hng. Nh vy ta lun c ( A ) = A .

Mt ma trn A tha mn A = A T c gi l ma trn i xng. Mt ma trn i
xng phi l ma trn vung.
Mi ma trn ng cho u i xng.
446
Nu ghp chung cc phn t trn hng th i ca ma trn A=(ai j ) li vi nhau

thnh vector h T
i =( a i 1 , a i 2 , , a i n ) , gi l vector hng, th ma trn A s vit
hT
1
hay A T = ( h 1 , h 2 ,
c thnh A =
T
h
m
, hn).
4) Php nhn: Cho ma trn A = ( a i k ) c m hng p ct v ma trn B = ( b k j ) c p hng n

ct. Tch A B = C = ( c i j ) ca chng l mt ma trn c m hng, n ct vi cc phn t
p
c i j = aikbkj = aTi b j
k =1
trong ai l vector hng th i ca A v bj l vector ct th j ca B (hng th i ca
A nhn vi ct th j ca B). Hai ma trn A, B ch c th c nhn vi nhau thnh

AB nu s ct ca ma trn A bng s hng ca ma trn B.
C th thy ngay c tp cc ma trn, kt hp vi php cng / nhn ma trn v
php nhn vi s thc (phc) to thnh mt i s. cng l l do ti sao ngi ta
gi l i s ma trn.
Mt ma trn vung A R n
c gi l ma trn trc giao nu A T A = A A T = I . Hai
T
vector a v b c gi l trc giao vi nhau nu a b = 0 . Vector e i ch c phn t
th i bng 1, cc phn t khc bng 0, c gi l vector n v.

Php nhn ma trn thng khng giao hon. N c tnh cht:
a) (AB)T = BTAT
b ) A ( B + C ) = A B + A C v
(A+B)C = AC+BC.
c)
A = A I = I A , vi I l ma trn n v.
d)
eT
i A e j = ai j , tc l bng phn t th i j ca A.
e ) A e j = cj , tc l bng vector ct th j ca A.
f)
eTi A = hTi , tc l bng vector hng th i ca A.
Hng ca ma trn
Xt mt ma trn A = ( a i j ) , i = 1 , 2 , , m ; j = 1 , 2 , , n bt k (c kiu m n )
v gi h i , i = 1 , 2 , , m l cc vector hng cng nh c j , j = 1 , 2 , , n l cc vector
ct ca A. Nu trong s m vector hng h i c nhiu nht p m vector c lp tuyn tnh
v trong s n vector ct c j c nhiu nht q n vector c lp tuyn tnh th hng ca ma
trn c hiu l:
447
Rank(A ) = min{ p , q } .
Mt ma trn vung A kiu ( n n ) s c gi l khng suy bin nu Rank( A ) = n .
Ngc li nu Rank( A ) < n th A c ni l ma trn suy bin.
Hng ca ma trn c cc tnh cht sau:
1) Rank(A ) = min{ p , q } = p = q .
2) Rank(A B ) Rank(A )
Rank(A B ) Rank(B ).
3) Rank(A + B ) Rank(A ) + Rank(B ).

4) Nu A khng suy bin th Rank(A B ) = Rank(B ).
5) Nu A thuc kiu (mn) vi m n v Rank(A)= m th tch A A
l ma trn vung
kiu ( m m ) khng suy bin vi Rank( A A ) = m .

nh thc ca ma trn
Cho ma trn vung A = ( a i j ) , i , j = 1 , 2 , , n kiu ( n n ) . Gi tr thc (phc)

det(A) = a11det(A11) a12det(A12) +
n
j =1
i =1
+ (1)n+1a1ndet(A1n)
= ( 1)i + j aij det( Aij ) = ( 1)i + j aij det( Aij )
c gi l nh thc ca ma trn A, trong Ai j l ma trn kiu (n1n1) thu c t

A bng cch b i hng th i v ct th j, tc l b i hng v ct cha phn t a i j . V
d:
a11
a
A = 21
a
n1
a12
a22
an2
a1n
a2n
ann
a22
a
A11 = 32
a
n2
a23
a33
an3
a2n
a3n
.
ann
Cng thc tnh nh thc trn c gi l cng thc tng qut. Ch c ma trn
vung mi c nh thc. Theo cng thc tng qut th nh thc ca ma trn vung c n
hng v ct c xc nh truy hi t nh thc cc ma trn c s hng ct t hn l n1.
Bt u t ma trn kiu (11) ta c
det( a 1 1 ) = a 1 1 .
nh thc ca mt ma trn vung A = ( a i j ) thuc kiu ( n n ) c cc tnh cht sau:
1) A l ma trn suy bin khi v ch khi det( A ) = 0 . Nh vy, nu A c hai hng hoc hai
ct ph thuc tuyn tnh (v d ging nhau) th det( A ) = 0 . T y v cng vi cng
thc tnh nh thc tng qut, ta c:
448
det( A )
( 1)i+ j akj det( Aij ) =
j =1
nu
nu
k=i
ki
2) Mt ma trn vung A = ( a i j ) , i , j = 1 , 2 , , n c ai j = 0 khi i > j (hoc i < j ) c gi

l ma trn tam gic, v c cc phn t nm di (hoc trn) ng cho chnh u
bng 0. nh thc ca ma trn tam gic bng tch cc phn t trn ng cho
chnh.
3) Gi A" l ma trn thu c t A bng cch nhn cc phn t ca mt ct hoc mt
hng vi s thc (hoc phc) th det( A " ) = det(A ).
4) Cho ma trn vung A c kiu ( n n ) v mt s thc (phc) . Vy th:
det( A ) = n det( A ) .
5) nh thc ca ma trn khng b thay i khi ta thay mt ct (hng) bng tng ca
n vi mt ct (hay hng) bt k khc:
A
det 1
A3
A2
A A2
= det 1
A4
A3 A4
A2
A A3
= det 1
A4
A3
A2 A4
A4
6) (Cng thc ca Schur): Nu A1, A2, A3 , A4 l cc ma trn l nhng ma trn c kiu ph

hp v l ma trn c cc phn t 0, th
A
det 1
A3
A2
A
= det 1
A4
A2
= det(A 1 )det(A 4 A 3 A11 A 2 ),

1
A4 A3 A1 A2
7) det( A ) = det(A )
8) det(A B ) = det(A )det(B )
9) Gi A' l ma trn thu c t A bng cch i ch hai vector hng hoc hai vector
ct th det(A) = det(A').
Ma trn nghch o
Cho ma trn A = ( a i j ) , i = 1 , 2 , , m ;
thc (hoc phc), ni cch khc A R
mn
j = 1 , 2 , , n , trong ai j l nhng s
(hoc A C m
). Nu tn ti mt ma trn B
tha mn:
A B = B A = I (ma trn n v),
th ma trn B c gi l ma trn nghch o ca A v k hiu l B = A 1.

Do phi tn ti c hai php nhn A A
v A 1A cho ra kt qu c cng kiu nn ma
trn A phi l mt ma trn vung, tc l phi c m = n . Hn na do det( I ) = 1 0 nn A

phi l ma trn khng suy bin.
449
Ma trn nghch o A
ca A c cc tnh cht sau:
1) Vi mi ma trn A khng suy bin lun c duy nht mt ma trn nghch o A

2) (A B )
= B 1A
(A 1) = ( A T ) 1.
3) Nu A = diag(a i ) v khng suy bin th A

4) A
Aadj
det( A )
1
= diag
ai
, trong Aadj l ma trn c cc phn t aij = (1)i+jdet(A j i ) vi A j i l
ma trn thu c t A bng cch b i hng th j v nh ct th i (phn t v tr

i xng vi aij ).
A
5) (Cng thc Frobenius) Cho ma trn vung A = 1
A3
A2
khng suy bin, trong A1,
A4
A2, A3 , A4 cng l cc ma trn. Khi s c:

a)
Nu A1 khng suy bin v B = A4 A3 A11 A2 cng khng suy bin th

A
a)
A
= 1
A3
A2
A4
A 1 + A 1 A B 1 A A 1
1
2
3 1
= 1
B 1 A3 A11
A11 A2 B 1
.
B 1
Nu A4 khng suy bin v C = A1 A2 A41 A3 cng khng suy bin th

A
A
= 1
A3
A2
A4
C 1
=
A 1 A C 1
4
3
A41
C 1 A2 A41
+
A41 A3 C 1 A2 A41
Vt ca ma trn
Cho ma trn vung A = ( a i j ) , i , j = 1 , 2 , , n kiu ( n n ) . Vt ca A c hiu l

tng gi tr cc phn t trn ng cho chnh ca A v c k hiu bng trace( A ) :
n
trace(A ) = aii .
i =1
Vt ca ma trn c cc tnh cht:

1) trace( A B ) = trace( B A )
2) trace( S
A S ) = trace(A ), vi S l ma trn vung khng suy bin bt k.
Ma trn l mt nh x tuyn tnh
Xt h phng trnh tuyn tnh gm m phng trnh v n n

450
a11 x1 + a12 x2 +
+ a1n xn = y1
a21 x1 + a22 x2 +
+ a2n xn = y2
am1 x1 + am2 x2 +
+ amn xn = ym .
S dng k hiu nhn ma trn vi cc vector

y1
x1

n
m
x = R , y =
R ,
y
x
m
n
h phng trnh trn vit c thnh:

a11
a21
a
m1
a1n
x1 y1
a2n
=
x y
n
m
amn
x
y
a12
a22
a m2
A
Ax = y
Nh vy ma trn A chnh l mt nh x y = f ( x ) = A x v nh x f : R n R m ny tha
mn tnh cht tuyn tnh:

f ( a1 x1 + a p x 2 +
trong a 1 , a 2 ,
+ a p x p ) = a1 f ( x1 ) + a2 f ( x 2 ) +
+ ap f (x p )
, a p l nhng s thc/phc (hoc phn t ca mt trng K) nn n
c gi l nh x tuyn tnh.
Xt nh x (ma trn) A : R n R m . K hiu Im( A ) l tp nh v Ker( A ) l tp nhn
ca A , tc l
Im( A ) = { y R m y = Ax , x R n }
Ker( A ) = { x R n Ax = 0 R m }
Khi s c:
1) Ker( A ) l mt khng gian vector con trong R n v Im( A ) l mt khng gian vector
con trong R m .
2)
Rank( A ) = dim Im( A )
3)
dim Ker( A ) + dim Im( A ) = dim R n = n
451
4)
Nu c R n = R m th cng s c Im( A ) Ker( A ) = R n , tc l mi phn t x X u

phn tch c thnh tng x = x1 + x2, trong x 1 Im( A ) v x 2 Ker( A ) . Hn na
vic phn tch l duy nht.
5)
Nu A l ma trn vung AR n
v i xng ( A T = A ) th Im( A ) v Ker( A ) l hai
khng gian vector trc giao vi nhau, tc l vi mi phn t y Im( A ) , x Ker( A )

ta lun c yT x = xT y = 0.
Php bin i tng ng
Ta c bit ma trn A R n
n
l mt hnh thc biu din nh x tuyn
tnh f : R R . Tuy nhin cch biu din ph thuc vo b cc vector c s e1 , e2 ,

, en c chn. Vi nhng b c s khc nhau ta c cc ma trn A khc nhau. Tt c cc
ma trn A l tng ng v chng cng biu din cho mt nh x f .
Gi s s 1 , s 2 , , s n l mt c s khc ca Rn ngoi e 1 , e 2 , , e n . Mi vector
s i li c dng biu bin theo c s c e 1 , e 2 , , e n nh sau:
s11
s1 =
,
s
n1
s12
s2 =
, ,
s
n2
s1n
sn=
.
s
nn
n
V s 1 , s 2 , , s n l n vector c lp tuyn tnh trong R nn mi vector x trong R u

c dng ph thuc tuyn tnh theo chng, tc l
x1

x = = r1 s1+ r2 s2+
x
n
+ rn sn =
( s1
s2
S
r1

sn )
r
n
B s thc r 1 , r 2 , , r n c gi l ta ca x theo c s mi s 1 , s 2 , , s n . Vy
mun biu din x theo ta mi ta c php bin i
r1
x1

1
=
S

r
x
n
n
Vi cch biu din x theo c s mi ny, nh x f : Rn Rm cng c dng mi:

y = ( f ( e1 )
f ( e2 )
A
452
x1
r1

f ( en ) ) = A S ,
x
r
n
n
ni cch khc A S cng l ma trn m t f : Rn Rn nhng theo c s s 1 , s 2 , , s n

trong Rn cho x .
Tuy x c biu din theo c s mi s1, s2 , , sn nhng nh y ca n li vn
theo c s c e 1 , e 2 , , e n . chuyn y theo c s s1 , s2 , , sn ta li lm ging nh
lm vi x v i n dng tng ng cho f : Rn Rn theo c s mi s1 , s2 , , sn
nh sau
S
AS.
Cc php bin i ma trn A thnh S
A S , trong S l mt ma trn vung khng
suy bin bt k, c gi l php bin i tng ng.

Gi tr ring v vector ring
Cho ma trn A. Mt s thc (phc) c gi l gi tr ring v vector x c gi l

vector ring bn phi ng vi gi tr ring ca A, nu chng tha mn:
x = Ax
ng vi mi x
(IA)x = 0
cho phng trnh trn c nghim x 0 th ( I A ) phi l ma trn suy bin, tc l

phi lm cho nh thc ca ma trn ( I A ) bng 0. nh thc
det( I A )
ca ma trn ( I A ) c gi l a thc c tnh ca ma trn A.
Gi tr ring v vector ring ca ma trn A c nhng tnh cht sau:
1) (CayleyHamilton) Nu a thc c tnh ca ma trn A c dng:
1
det( I A ) = p( ) = n + an1 n
+ a 1 + a0
th cng c
1
p(A ) = A n + an1 A n
+ a 1 A + a0 I = ,
trong l ma trn c tt c cc phn t bng 0.

2)
Nu khai trin a thc c tnh thnh:

det( I A ) = n + a n 1 n
+a0
th
a0 = ( 1 ) n det(A )
an1 = trace(A ).
iu ny cng ni rng det(A ) v trace(A ) l hai i lng bt bin vi vic chn c

s nn chng l nhng i lng c trng cho nh x f : Rn Rn.
453
3)
Hai ma trn tng ng A v S
A S lun c cng cc gi tr ring, ni cch khc
gi tr ring ca ma trn bt bin vi php bin i tng ng.

4)
Cc gi tr ring ca ma trn bt bin vi php chuyn v.
5)
Nu A khng suy bin th A B v B A c cng cc gi tr ring.
6)
Nu A l ma trn i xng ( A T = A ) th cc vector ring ng vi nhng gi tr ring

khc nhau s trc giao vi nhau.
7)
Vector ring a 1 , a 2 , , a k ng vi cc gi tr ring 1 , 2 , , k khc nhau

th c lp tuyn tnh vi nhau.
8)
Gi k l gi tr ring bi r ca ma trn A v gi s Rank( k I A ) = n r , tc l ma

trn ( k I A ) c gi tr st hng ng bng r . Khi ng vi gi tr ring k ma
trn A cng s c r vector ring bn phi a 1 k , a 2 k , , a r k c lp tuyn tnh vi
nhau.
9)
Tp tt c cc vector ring bn phi c lp tuyn tnh vi nhau a 1 , a 2 , , a p s

chnh l c s ca khng gian nh Im( A ) , tc l:
Im( A ) = span( a 1 , a 2 , , a p )
10) Bao tuyn tnh ca mt tp hp gm q vector ring bt k a 1 , a 2 , , a q c lp

tuyn tnh vi nhau ca A s to thnh khng gian vector con bt bin vi nh x
A , tc l:
Nu c x span( a 1 , a 2 , , a q ) th cng c A x span( a 1 , a 2 , , a q )
11) Gi s rng ma trn A R n
c n vector ring bn phi a 1 , a 2 , , a n c lp
tuyn tnh vi nhau. Khi ma trn modal:

M = (a1 , a2 , , an)
khng suy bin. Vy th cc vector hng ca ma trn nghch o M
bT
1
=
T
b
n
s l cc vector ring bn tri ca A, tc l cng c:

bTk ( k I A ) = 0 T ,
k=1,2, ,n
v khi s dng php bin i tng ng vi ma trn modal, ta s c:
454
A M = diag( i )
12) Cho ma trn vung A C n
. Khi cc pht biu sau l tng ng:
a)
A = A v tt c cc gi tr ring ca A l nhng s thc dng.
b)
x H A x > 0 vi mi x 0 .
c)
A H = A v x H A x > 0 vi mi x > 0 .
M hnh trng thi h tuyn tnh
Xt h tuyn tnh c m hnh trng thi:

dx
= Ax+Bu
dt
(6.1)
trong :
Vector x R n l vector cc bin trng thi ca h thng (h c n bin trng thi).
Vector u R m l vector cc tn hiu u vo (h c m tn hiu vo).
Ma trn A R n
Ma trn B R n
c gi ma trn h thng.
c gi ma trn iu khin.
Nghim x ( t ) ca (6.1) ng vi x ( 0 ) = x 0 R n v u ( t ) cho trc c gi l qu o

trng thi ca h. N c xc nh bng cng thc:
x(t) = e
At
x 0 + e A( t ) Bu( )d
(6.2)
trong e
At
At
l ma trn hm:
( At ) k
k =0 k!
v n c nh Laplace L { e
L{e
At
} = (sIA)
At
} l ma trn phc:
Mt qu o trng thi x ( t ) ng vi u ( t ) = 0 R m c gi l qu o trng thi t

do. Qu o trng thi t do x ( t ) c iu kin u x ( 0 ) = x 0 c xc nh bi:
x(t) = e
At
x0
(6.3)
H (6.1) c mi qu o trng thi t do lun tin v gc ta c gi l h n

nh (hay n nh tim cn theo ngha Lyapunov). Theo cc cng thc (6.2), (6.3) th r
455
rng cn v h (6.1) n nh l ma trn A phi c tt c cc gi tr ring nm bn

tri trc o (khi n c gi l ma trn bn).
Mt khng gian vector con V trong R n c gi l bt bin vi A nu:
xV
AxV
Tng t nh vy, khng gian con V R n s c gi l bt bin vi B nu:

B u V vi mi u R m
tc l Im( B ) V .
Cho hai ma trn A R n
, BRn
. Khng gian con V bt bin vi A v B c kch
thc nh nht s l:
,An
V = span( B , A B ,
B)
(6.4)
Do h (6.1), vi mi x V v u R m lun c A x V cng nh B u V nn cng c:

dx
= Ax+Bu V
dt
iu ny ch mi rng qu o trng thi x ( t ) , tc l nghim ca (6.1), c iu kin u

x ( 0 ) = x 0 thuc V s lun c vector tip tuyn nm trong V . Nh vy bn thn x ( t ) cng
phi nm trong V . M rng ra, mi qu o trng thi x ( t ) ca h (6.1), khi gp V
th k t lc s li lun trong V (hnh 6.1).
x(t)
Hnh 6.1: Khi mt qu o trng thi gp khng gian
bt bin (6.4) th k t lc , n s li trong .
Vi khng gian V bt bin ny, ta c th thy ngay c iu kin cn v h

tuyn tnh (6.1) iu khin c, tc l vi mi x 0 R n cho trc lun tn ti mt tn
hiu iu khin u ( t ) a h t x 0 v gc ta trong khong thi gian hu hn, phi l:
V = Rn
Rank( B , A B ,
, An
B) = n
By gi ta xt ring h (6.1) ch c mt tn hiu vo (h SI single input):
456
(6.5)
dx
= Ax+bu ,
dt
bRn
(6.6)
Khi :
, An
M = (b, Ab,
b)
l mt ma trn vung n n .
Nu h (6.6) l iu khin c th theo (6.5), M phi khng suy bin. S dng php
i bin (php bin i tng ng):
z = M
(6.7)
m hnh (6.6) s c chuyn v dng:

0
1
dz
= 0
dt
a0
1

0 a1
0
0 a2 z + 0 u

1 an 1
0
0
1
0
trong a 0 , a 1 , , a n 1 l cc h s ca a thc c tnh ma trn A, tc l:

det( s I A ) = a 0 + a 1 s +
+an1sn
+sn
Ngc li, nu thay v php i bin (6.7) ta li s dng:

mT
mT A
z = Sx =
x
m T A n 1
trong m T l vector hng cui cng ca ma trn M
mT = (0 ,
, 0 , 1)(b, Ab,
, An
b)
, tc l:
th h (6.6) s tr thnh dng chun iu khin:

0
0
dz
=
dt
0
a
0
a1
a2
0
0
z+ u

0
1

an 1
1
0
457
6.1.3
Khng gian hm s v m hnh h phi tuyn
Khng gian metric
Cho tp hp cc hm x ( t ) , k hiu l X . nh ngha php tnh cng:

( x + y ) ( t ) = x ( t ) + y( t )
v php tnh nhn vi mt s thc a (khng gian vector trn trng s thc):
(ax)(t) = ax(t).
Khi , r rng khng gian X l khng gian vector c phn t khng x ( t ) 0 .
Nu trong khng gian vector X ta nh ngha thm s thc d ( x , y ) xc nh
khong cch gia hai phn t x ( t ) , y( t ) , c gi l metric, v s thc ny tha mn:
1) d(x, y )=0 khi v ch khi x ( t ) = y( t ) .
2) d ( x , y ) = d ( y , x ) .
3) d ( x , y ) + d ( y , z ) d ( x , z ) .
th khng gian vector X c gi l khng gian metric.
Hai khng gian metric X vi o d ( x 1 , x 2 ) v Y vi o d( y , y ) tha mn:
1
d ( x 1 , x 2 ) = a d( y , y ) ,
1
aR
s c gi l tng ng.
Vic a thm o metric d ( x , y ) vo khng gian vector X lm cho X c thm
tnh gii tch. Chng hn nh:
Phn t y c gi l thuc ln cn ca phn t x nu d ( x , y ) .
Tp O = { y X d ( x , y ) < } c gi l ln cn m ca x.
Tp O ={ y X d ( x , y ) } c gi l ln cn ng ca x.
Dy { x n } thuc X c gi l hi t ti x X , k hiu l x n x , hay lim x n = x

n
nu
>0, n0N: n>n0 d(x,xn)<.
Phn t x X c gi l im trong ca X nu tn ti mt ln cn O ca n nm
hon ton bn trong X.
Mt tp con Y X c gi l tp m nu mi im y Y u l im trong ca Y.
Nu trong khng gian metric X c dy { x n } hi t th:
458
a)
Phn t gii hn lim x n = x X l duy nht v d ( x , x n ) 0 .
b)
Mi dy con ca { x n } cng hi t ti x .
c)
Cc phn t x n l b chn, tc l vi mi y X lun c d ( x n , y ) d ( x , y ) .
d) Nu dy { x n } thuc X hi t th lim d ( x m , x n ) = 0 trong n > m . Ch rng

m
iu ngc li khng ng.

Khng gian
Xt khng gian metric X . Nu c dy { x n } thuc X tha mn:

lim d ( x m , x n ) = 0
(n>m)
th dy { x n } c gi l dy Cauchy.
Khc vi trng s thc R , m mi dy Cauchy u hi t (ti gi tr gii hn
x no cng thuc R ) , th trong khng gian metric X ni chung l cha c m bo.

Ni cch khc, khng phi mi dy Cauchy ca cc hm s ca mt khng gian metric X
cng hi t ti mt hm s no thuc X.
V d 6.6: Dy Cauchy khng hi t
Trong khng gian metric X gm cc hm x ( t )

xc nh trong khong [ 1 , 1 ] , lin tc, b chn
trong khong v c o metric gia hai phn
x
1
t x 1 ( t ) , x 2 ( t ) l phn din tch bao bi chng,
tc l:
1
d(x1, x2)=
x1 ( t ) x2 ( t ) dt
Trong khng gian X ta xt dy cc hm { x n } :

1
nt nu t n
xn(t)=
1 nu 1 t 1
Hnh 6.2: V d v mt dy
Cauchy khng hi t.
(hnh 6.2). R rng { x n } l dy Cauchy, v:

lim d ( x m , x n ) =
1 1
=0
m n
(n>m).
Nhng "gii hn" ca n l hm sgn( t ) li khng thuc X (v khng lin tc).
S
459
nh ngha 6.1: Mt khng gian metric X c gi l khng gian (complete), nu mi

dy Cauchy trong n u hi t (ti mt phn t cng thuc X). Tp con M ca X
c gi l tp con nu mi dy Cauchy trong M u hi t ti mt phn t cng
thuc M.
V khng gian metric X ta c nhng pht biu sau:
Nu M l mt tp con ca X th M l tp con khi v ch khi M ng.
(Cantor) X l khng gian khi v ch khi vi mi dy cc tp con ca n l { M n }
tha mn:
a) Lng vo nhau, tc l M 1 M 2
b) ng knh d ( M n ) = sup
Mn
d ( x , y ) ca chng tin ti 0.
x, y Mn
s lun c
M n .
n =1
Khng gian compact
nh ngha 6.2: Mt khng gian metric X c gi l khng gian compact, nu mi dy
{ x n } trong n u cha mt dy con hi t.

V khng gian compact ta c nhng pht biu sau:
Khng gian compact l mt khng gian , iu ngc li khng ng.
Mt tp con A ca khng gian compact X cng s l compact khi v ch khi A

ng.
Khng gian chun
nh ngha 6.3: Trong khng gian vector X xc nh trn trng s thc R, nu c thm
nh x (khng nht thit phi tuyn tnh) : X R tha mn:

a)
x 0 v x = 0 khi v ch khi x l phn t khng ca X,
b)
a x = | a | x ng vi mi aR v x X ,
c)
x+ y x+ y vi mi x, y X.
th gi tr thc x c gi l chun ca phn t x v khng gian vector X c gi

l khng gian chun.
Do X l khng gian vector nn t chun x ca n ta cng c c metric:
d(x, y )= x y
460
Ngc li, mt khng gian metric cng s l khng gian chun vi x =d ( x , 0 ) ,

nu metric ca n cn tha mn thm:
1) d ( x + z , y + z ) = d ( x , y ) , tc l metric bt bin vi php dch chuyn vector.
2) d ( a x , a y ) = | a | d ( x , y ) , tc l n thun nht (homogen).
Trong mt khng gian X c th c nhiu loi chun. Hai chun x a v x b ca
n c gi l tng ng nu tn ti hai s thc m v M lun c:
mxb xa Mxb
Cc khng gian chun thng gp gm c:
Khng gian L p [ a , b ] l tp hp cc tn hiu x ( t ) thc, xc nh trn khong kn

[ a , b ] , c chun c nh ngha l:
1
b
p
p
x p := x( t ) dt ,
a
trong 1 p <.
Khng gian L [ a , b ] l tp hp cc tn hiu x ( t ) thc, xc nh trn khong kn

[ a , b ] , c chun c nh ngha l:
x := sup x( t )
a t b
c bit, chun p vi 1 p cn tha mn:
a)
xy 1 x p y q nu
b)
x+y p x p+ y p
1 1
+ =1
p q
(nh l Hlder)
(nh l Minkovski)
Khng gian E gm cc vector hm x ( t ) = ( x 1 ( t ) ,
, x n ( t ) ) T c n phn t, cng
vi chun Euclid, c nh ngha l di (modul) ca vector:

xE :=
xi ( t )
i =1
Khng gian Hom( R n , R m ) , l tp hp ca tt c cc nh x tuyn tnh t R n vo
R m (homomorphism), tc l tp hp ca cc ma trn A = ( a i j ) kiu m n , cng vi

mt trong cc chun sau:
a)
Chun Frobenius: L vt ca ma trn AHA, hay:

A F =
trace( A H A )
461
b)
Chun bc 1: L tng ln nht trong s tng modul cc phn t nm trong

cng mt ct, hay:
m
A 1 = max aij .
j
c)
i =1
Chun bc hai: L gi tr ring ln nht ca ma trn AHA, hay:

A 2 = max i ( A H A ) = ( A )
i
e)
Chun v cng: L tng ln nht trong s tng modul cc phn t nm trong

cng mt hng, hay:
n
A = max aij .
i
j =1
Khng gian Banach
nh ngha 6.4: Mt khng gian chun X c gi l khng gian Banach, nu vi metric
c suy ra t chun ca n l d ( x , y ) = x y s c c mi dy Cauchy { x n }

trong n l hi t.
V khng gian Banach ta c nhng pht biu sau:
Khng gian Banach l khng gian .
Khng gian chun compact l mt khng gian Banach, iu ngc li khng ng.
Khng gian Hilbert
nh ngha 6.5: Mt khng gian chun Banach X c gi l khng gian Hilbert, nu

chun ca n cn tha mn thm tnh cht hnh bnh hnh (parallelogram):
x y 2+x+ y 2 = 2(x2+ y 2)
iu c bit ca khng gian Hilbert l trong n tn ti php tnh tch v hng, k

hiu l < x , y > , tha mn:
1) <x+ y , z > = < x , z > +< y , z> vi mi x, y , zX.
2) < x , y > = < y, x > trong c l k hiu ch s phc lin hp ca c .
3) < x , a y > = a < x , y > vi a C . iu ny l tng ng vi < a x , y > = a < x , y > .
4) < x , x > vi x 0 lun l mt s thc dng.
Gia tch v hng < x , y > v chun x c quan h:
462
x=< x , x >
(6.8)
Vi php tnh tch v hng trn th trong khng gian Hilbert cn c thm mt
quan h mi gia hai phn t x , y c gi l quan h trc giao. Hai phn t x , y l
trc giao vi nhau nu c < x , y > = 0 . Hai khng gian Hilbert X , Y c gi l trc giao
vi nhau nu < x , y > = 0 ng vi mi x X v y Y . Khi ngi ta vit:
Y=X
Mt khng gian X mi ch c tch v hng < x , y > trn n th c gi l khng

gian tin Hilbert. Mt khng gian tin Hilbert s l khng gian Hilbert nu nh n cn
l khng gian (khng gian Banach) theo chun (6.8).
Ngoi ra, v khng gian Hilbert ta cn c cc pht biu sau:
Cn v mt khng gian tin Hilbert X l khng gian Hilbert l vi mi

khng gian M con, ng ca X lun c M = M
Nu M l mt khng gian Hilbert con, ng ca khng gian Hilbert X th s c
X = M M , tc l ng vi mi phn t x X lun c duy nht cp phn t x 1 M ,

x2M
tha mn x = x 1 + x 2 . Phn t x 1 c gi l hnh chiu ca x X ln M.
Nu A l mt tp li con, ca khng gian Hilbert X th ng vi mi x X lun

tn ti duy nht mt phn t x 0 A tha mn x x 0 = inf x y = d . Gi tr d
y A
ny c gi l khong cch t x X ti tp A.
Gi A , B l hai tp con ca khng gian Hilbert X. Vy th:
a)
b)
AA
c)
Nu c A B th s c B A
l khng gian Hilbert con, ng ca X.
v A = A
Khng gian cc nh x lin tc
nh ngha 6.6: Cho hai khng gian chun X v Y v f : X Y l (vector) nh x t X
vo Y. Khi nh x f : X Y s c gi l:
a)
Lin tc ti x 0 X , nu t mi dy { x n } hi t ti x 0 trong X cng c dy
{ f ( x n ) } hi t ti f ( x0 ) trong Y . Ni cch khc t x n x 0 suy ra c

f ( x n ) f ( x0 ) , hay:
> 0 , = ( ) > 0 : x x 0 < f ( x ) f ( x0 ) <
b)
Lin tc trong X, nu n lin tc ti mi im x thuc X.

463
c)
Tha mn iu kin Lipschitz trong ln cn x 0 X , nu tn ti hng s thc

dng a > 0 c:
f ( x ) f ( x0 ) < a x x 0 vi mi x thuc mt ln cn no ca x 0 .
d) Tuyn tnh, nu
f ( a1 x1 + a p x 2 +
trong a 1 , a 2 ,
e)
+ a p x p ) = a1 f ( x1 ) + a2 f ( x 2 ) +
+ ap f (x p )
, a p l nhng s thc/phc.
B chn, nu n bin mt tp con M gii ni trong X thnh tp con

f (M ) = { y = f ( x ) x M X }
cng gii ni trong Y.
Ta c th thy vi (vector) nh x f : X Y gia hai khng gian chun X v Y, tc

l y = f (x ) , gi tr:
f = sup
x X
f ( x)
x
= sup
x X
y
x
(6.9)
chnh l chun ca nh x f v n tha mn c ba iu kin v chun nu trong nh

ngha 6.3. Hn th na, nu f cn l tuyn tnh th cng thc tnh chun (6.9) s c
vit li thnh dng n gin hn nh sau:
f = sup f (x )
x =1
Ngoi ra, ngi ta cn thng phn loi f : X Y thnh:
ng cu (homomorphism), nu n l tuyn tnh.
Ni x (injective), nu x 1 x 2 th cng s c f ( x1 ) f ( x2 ) .
Ton nh (surjective), nu ng vi mi mt phn t y bt k thuc Y c mt phn

t nh x tng ng trong X y = f ( x ) .
Song nh (bijective), nu n va l ton nh, va l ni x.
n nh (monomorphism), nu n va l tuyn tnh, va l ni x.
Ton cu (epimorphism), nu n va l tuyn tnh, va l ton nh.
ng cu (isomorphism), nu n va l tuyn tnh, va l song nh.
T ng cu (endomorphism), nu l ng cu (tuyn tnh) v c khng gian cc

phn t gc cng l khng gian cc phn t nh, tc l f : XX.
464
T ng cu (automorphism), nu l t ng cu v song nh.
M hnh trng thi h phi tuyn
Phn ln cc h thng (phi tuyn) u m t c bng m hnh ton hc dng:

dx
= f ( x, u, t )
dt
y = g( x, u, t )
(6.10)
trong :
x = ( x 1 , x 2 , , x n ) T l vector cc bin trng thi,
u = ( u 1 , u 2 , , u m ) T l vector cc tn hiu iu khin (tn hiu vo),
y = ( y 1 , y 2 , , y p ) T l vector cc tn hiu ra.
M hnh (6.10) c tn gi l m hnh khng t tr (nonautonom). cc trng hp n

gin hn, khi m m hnh h thng khng ph thuc trc tip vo thi gian t, tc l:
dx
= f ( x, u)
dt
y = g( x, u)
(6.11)
th n c gi l h t tr (autonom).
Vi mt tn hiu vo u ( t ) = u 0 cho trc, nghim x ( t ) ca thnh phn phng trnh
vi phn trong (6.10) hoc (6.11), tha mn iu kin u x ( 0 ) = x 0 , chng hn nh ca:
dx
= f ( x, u 0 , t )
dt
(6.12)
c gi l qu o trng thi ca h thng ng vi kch thch u 0 .

m bo chc chn rng phng trnh vi phn (6.12) lun c nghim x ( t ) duy
nht ngi ta thng phi gi thit hm f ( x, u 0 , t ) tha mn iu kin Lipschitz trong
ln cn x 0 .
Nghim x ( t ) ca (6.12) ng vi u ( t ) = u 0 = 0 c gi l qu o trng thi t do ca
h (khi h khng b kch thch).
Cc tnh cht khc nhau ca h phi tuyn u c gii thch da trn dng th
ca qu o trng thi t do.
Nu h thng c t nht mt qu o trng thi t do x ( t ) vi iu kin u
x ( 0 ) = x 0 dng khp kn (tun hon) th h c gi l c kh nng t dao ng. Mt h
phi tuyn c th khng c dao ng, song cng c th c nhiu dao ng ng vi nhng
465
cc im trng thi u x ( 0 ) = x 0 khc nhau. V d in hnh cho h t dao ng l h

Van der Pol:
dx1
dt = x2
dx2 = x k( x 2 1) x + u,
1
2
2
dt
k > 0 l tham s
Mt im trng thi x e ca h thng s c gi l im cn bng (equilibrium

point) nu nh khi ang im trng thi x e v khng c mt tc ng no t bn ngoi
th h s nm nguyn ti . Cn c theo nh ngha nh vy th im cn bng x e ca
h thng khng t tr (6.10) phi l nghim ca:
~
f ( x, 0, t ) := f ( x, t ) = 0
(6.13)
v theo khi nim trn, im cn bng l im m h thng s nm im ti , tc l

dx
trng thi ca n khng b thay i (
= 0 ) khi khng b kch thch ( u = 0 ) .
dt
Mt h thng c th c nhiu im cn bng, nhng cng c th khng c mt im
cn bng no. H thng bt k c th cn bng ti mt im x e ring bit, tc l ch cn
bng ti x e ch khng cn bng ti bt c mt im no khc thuc ln cn nh ca
x e . Nhng cng c th tn ti h thng cn bng trong mt tp con lin thng hoc ti
mi im trong mt khng gian trng thi con, v d nh h tuyn tnh:
dx
= Ax+Bu
dt
c ma trn A suy bin s cn bng ti mi im thuc khng gian vector con Ker( A ) ca
khng gian trng thi.
Nu vector hm f ( x, t ) cho trong (6.13) l kh vi th cn v im cn bng x e
l im ring bit l ma trn A ( t ) =
f ( x, t )
x
phi khng suy bin.

x= xe
Mt h thng c gi l n nh (tim cn) ti im cn bng x e nu nh c mt

tc ng tc thi (chng hn nh nhiu tc thi) nh bt h ra khi x e v a ti im
x0 thuc mt ln cn O no ca x e , th sau h c kh nng t quay v c im
cn bng x e ban u. Theo nh ngha trn th ta c th nhn bit c h c n nh
hay khng ti mt im cn bng thng qua dng cc ng qu o trng thi t do
ca n. Nu h n nh ti mt im cn bng x e no th mi ng qu o trng
466
thi t do x ( t ) xut pht t mt im x 0 thuc ln cn O ca x e u phi kt thc ti

x e . Ln cn O ca im cn bng n nh x e m mi qu o trng thi t do x ( t ) xut
pht t bn trong O lun kt thc ti x e c gi l min n nh (tim cn) ca x e .
Nh vy, tnh n nh ca h phi tuyn ch c ngha khi i cng vi im cn bng x e .
C th h s n nh ti im cn bng ny, song li khng n nh im cn bng
khc.
Ngoi ra, do khi nim n nh h phi tuyn b gn vi ln cn O ca im cn
bng x e nn cng c th, mc d h n nh ti im cn bng x e song vi mt ln cn O
qu nh th s khng c ngha s dng. Ni cch khc, v ngha thc t, n c xem
nh khng n nh. Bi vy, h phi tuyn, vic xc nh xem h c n nh ti im
cn bng x e hay khng l cha m cn phi ch ra min n nh O ca n ti x e .
Min n nh O cng ln th tnh n nh ca h ti x e cng tt.
H c gi l n nh ton cc (global) ti x e nu n c min n nh O tng ng
l ton b khng gian trng thi. H c gi l n nh bn ton cc (semiglobal) ti x e
nu ti n c min n nh O tuy rng khng phi l ton b khng gian trng thi,
song li c kch thc v cng ln.
Mt h phi tuyn m trong khng gian trng thi ca n tn ti mt tp con lin
thng Z sao cho mi qu o trng thi t do x ( t ) , khi bn trong Z th s khng kt
thc ti mt im trng thi no (v d nh ti im cn bng x e ) , cng nh khng kt
thc trn mt ng cong khp kn (khng kt thc ti dao ng iu ha), m i mi, i
qua mi im thuc Z v cng ch i qua mi im mt ln, c gi l h hn lon
(chaos). Mt v d in hnh v h hn lon l h Lorenz:
3( x1 + x2 )
dx
= x1 (26 x3 ) x2
dt
x1 x2 x3
Mt h thng vi m hnh ph thuc tham s v s thay i ca tham s li ko

theo s thay i v tnh cht h thng nh s lng im cn bng, tnh n nh ti
im cn bng, s lng dao ng khp kn c gi l h phn nhnh (bifurcation).
Mt v d v tnh phn nhnh trong h phi tuyn l h Duffing:
x2
dx
=
3
kx
x
dt 1
1
2
467
vi k l tham s m hnh. H Dufing s ch c mt im cn bng khi k 0 , nhng li c

ti ba im cn bng khi k > 0 .
6.2
L thuyt hm bin phc
Trong l thuyt iu khin ta thng gp nhng bi ton iu khin min phc c

lin quan n cc hm bin phc, chng hn nh nh Laplace ca tn hiu, hm truyn
t ca h thng . Bi vy, thit ngh cng s l hu ch nu trong mc ny ta n
nhanh li mt vi tnh cht c bn ca hm bin phc.
6.2.1
nh ngha, khi nim hm lin tc, hm gii tch
Hm s f ( s ) , bin i mt s phc s = + j , vi , l hai s thc, j = 1 thnh

mt s phc khc:
f(s) = u(,)+jv(,)
trong cc k hiu u ( , ) ch phn thc v v ( , ) ch phn o ca n, c gi l
hm bin phc hay gn hn l hm phc. Vi cc k hiu trn th r rng mt hm bin
phc f ( s ) c biu din thnh hai hm thc hai bin u ( , ) v v ( , ) .
Hnh 6.3 minh ha hm phc f ( s ) nh mt nh x t mt phng phc s vo mt
phng phc z = f ( s ) .
s=+j
j
Hnh 6.3: Hm bin phc l nh x t mt
phng phc vo mt phng phc.
jv
z=f(s)=u+jv
Mt hm phc f ( s ) c gi l lin tc ti s 0 c z 0 = f ( s 0 ) nu vi mi ln cn Z
nh cho trc ca z 0 , chng hn nh mt mt trn c bn knh nh v tm l z 0 ,
lun tn ti mt ln cn S tng ng ca s 0 , sao cho min nh ca n l f(S ) nm trn
trong Z , tc l f(S ) Z (hnh 6.3). Khi ngi ta cng vit:
lim f ( s ) = f ( s 0 ) = z 0
s s0
Hm phc f ( s ) lin tc ti mi im s 0 thuc min G c gi l lin tc trn G.

468
Xt mt hm f ( s ) lin tc trn G. Nu ti s G tn ti gii hn:

lim
s 0
f ( s + s) f ( s)
<
s
(6.14)
v gii hn ny khng ph thuc vo kiu ca s 0 , th hm f ( s ) c gi l kh vi ti

s . Khi gi tr gii hn (6.14) c gi l o hm ca f ( s ) ti s v k hiu bng
df ( s)
. Ch rng y phi c iu kin l gii hn (6.14) khng c ph thuc vo
ds
hnh thc tin v 0 ca s .
V d 6.7: Hm bin phc khng kh vi
Xt hm phc:
f ( s ) = Re( s ) ,
hm ly phn thc ca bin phc s .
Hm ny l khng kh vi, v nu cho s 0 dc theo trc thc th gii hn (6.14) s c
gi tr bng 1, nhng nu cho s 0 dc theo trc o j th n li c gi tr bng 0.
Nu hm f ( s ) kh vi ti mi im s thuc min G th n cn c gi l gii tch

trn G. Theo Cauchy v Riemann th cn v f ( s ) gii tch trn G l phi c:
u( , ) v( , )
=
v( , )
u( , )
=
(6.15)
tc l phn thc u ( , ) v phn o w ( , ) ca hm f ( s ) phi tha mn phng trnh

vi phn Laplace:
2u
2
2u
2
= 0
2v
2v
2
= 0
Php tnh ly o hm ca cc hm phc c bn cng c thc hin ging nh

hm thc. V d:
f(s) = sn
f ( s ) = sin( s )
6.2.2
df ( s)
= nsn 1
ds
df ( s)
= cos( s )
ds
Hm bo gic (conform)
Mt hm phc f ( s ) gii tch trn G v c
df ( s)
0 c gi l hm bo gic
ds
(conform). ngha ca tn gi bo gic c gii thch nh sau: Nu gi l1s v ls2 l hai

469
ng cong to vi nhau mt gc trong mt phng phc s, cng nh l1z v l z2 l hai

ng nh ca n trong mt phng phc z = f ( s ) , hay (hnh 6.4):
l1z = f ( l1s ) ,
l z2 = f ( ls2 )
th khi hai ng nh l1z , l z2 ny cng s to vi nhau mt gc ng bng trong

mt phng phc z = f ( s ) .
Xt mt im s c th v vector
d
l tip tuyn ti vi
d s =
d
s=+j
mt ng cong l s no . Khi ,
trong mt phng phc z = f ( s ) ca
hm bo gic f ( s ) , vector d s s
du
c bin i thnh d z = vi:
dv
u
u
d +
d
v
w
dv =
d +
d
z=f(s)=u+jv
jv
l1s
ls2
l1z
lz2
Hnh 6.4: Gii thch khi nim hm bo gic.
du =
v nu kt hp thm cng thc (6.15) ca Cauchy v Riemann th:

u
dz =
v
d
cos
= Z
d
sin
sin
cos
(6.16)
trong
df ( s)
j
= Ze
ds
d
du
Cng thc (6.16) cho thy hm bo gic z = f ( s ) to ra d z = t d s =

dv
d

df ( s)
v ko di ln ca n thm ra
bng cch xoay vector d s i mt gc bng = arc
ds
df ( s)
. c bit, nu gi l z l nh ca l s trong mt phng phc
mt h s nhn l Z =
ds
z = f ( s ) , tc l:
lz = f(ls)
th d z s l vector tip tuyn ca l z ging nh d s l vector tip tuyn ca l s (hnh 6.5).

470
s=+j
ds
Hnh 6.5: nh ca vector tip tuyn mt ng

cong cng l mt vector tip tuyn.
jv
z=f(s)=u+jv
lz
ls
dz
z
V d 6.8: Mt s hm bo gic n gin
1) Hm tuyn tnh z = f ( s ) = a s + b , vi a , b l hai hng s phc. y l mt nh x

tuyn tnh, bin i mt vector s bt k sang mt phng z bng cch xoay n i mt
gc = arc( a ) , ko di n ra bng mt h s | a | v dch chuyn song song mt
khong cch bng b.
Nh vy, hm ny s bo ton dng mt ng cong bt k ca mt phng cha s
sang mt phng cha z (hnh 6.6a).
2) Hm nghch o z =
1
. Hm ny bin i mt vector s thnh vector z bng cch ly
s
i xng qua ng trn n v v sau li ly i xng tip qua trc thc (hnh
6.6b).
Nh vy, hm ny s bin i ton b phn bn trong ng trn n v ca mt
phng s thnh phn pha ngoi ng trn n v ca mt phng z .
3) Hm bnh phng z = s 2 , tc l nu c s = + j th cng s c:
z = f(s) = u+jv = 22+2j
n bin i mi ng hyperbol vung gc vi nhau trong mt phng s = + j l
2 2 = hng s k 1 v 2 = hng s k 2 , thnh nhng ng thng song song vi

hai trc ta trong mt phng z = f ( s ) = u + j v l u = k 1 v v = k 2 , tc l chng cng
vung gc vi nhau.
4) Hm ly cn bc hai z =
5) Hm phn thc z =
s.
as + b
vi a , b , c , d l nhng hng s phc tha mn a d b c 0 .
cs + d
Hm ny c to thnh t ba hm bo gic con l:

z1 = cs+d,
z2 =
1
z1
nn n cng l hm bo gic.
z =
a bc ad
+
z2
c
c
S
471
a)
b)
6.2.3
Tch phn phc v nguyn l cc i modulus
Xt mt hm phc z = f ( s ) lin tc ti
mi im s thuc mt min S trong mt
s=+j
phng phc s = + j (hnh 6.7). Gi AB
sn
l mt ng cong no trong S. Ta chia
sn+1=B
s2
ng AB thnh n on bng cc im
s1=A
phc s 1 = A , s 2 , , s n + 1 = B ty v gi:
sk = sksk+1.
Nu nh tn ti gi tr gii hn:
Hnh 6.7: Gii thch khi nim tch phn phc.
f ( sk )sk
n
lim
k =1
v gi tr gii hn ny khng ph thuc vo cch chn cc im s k trn on AB , th n

s c gi l gi tr tch phn ca hm z = f ( s ) tnh dc theo on AB v k hiu bi:
B
f ( s)ds
f ( sk )sk
n
= lim
(6.17)
k =1
Theo cng thc nh ngha (6.17) v tch phn nh trn ta thy gi tr tch phn cn ph
thuc vo dng ca ng cong AB trong min S.
V php tnh tch phn phc ta c nhng kt lun c bn sau ca Cauchy:
1) (nh l tch phn ca Cauchy) Nu hm z = f ( s ) khng nhng lin tc m cn gii tch
trong S th vi k hiu C ch ng bin ca S, ta lun c:
f ( s)ds = 0
C
Ni cch khc, gi tr tch phn ca hm z = f ( s ) tnh dc theo on ng cong khp

kn C l bin ca min S m f ( s ) gii tch trong , s c gi tr bng 0.
472
2) nh l tch phn ca Cauchy ch rng gi tr tch phn:

B
f ( s)ds
ca hm z = f ( s ) tnh dc theo on AB s khng ph thuc vo dng ng cong

AB nu nh on AB ny nm trong mt min S m f ( s ) gii tch trong .
3) (Cng thc tch phn Cauchy) Gi S l min m hm z = f ( s ) gii tch trong n v C l

bin ca min S c chiu ngc kim ng h (min S lun nm pha bn tri nu i
dc trn C theo chiu ny). Khi , ti mt im s bt k thuc S lun c:
f ( )
1
d
2j s
f(s) =
(6.18)
d k f ( s)
ds k
1
f ( )
d
2j ( s) n +1
C
(6.19)
T cng thc tch phn (6.18) v (6.19) ca Cauchy ta d dng chng minh c
nguyn l cc i modulus c s dng nhiu trong iu khin H 2 v H , v d
nh RH trong chng 4, nh sau:
nh l 6.1 (Nguyn l cc i modulus): Nu mt hm bin phc z = f ( s ) xc nh v lin
tc trong mt min kn S , gii tch bn trong min th n ch c th c gi tr cc

i trn bin ca S .
Chng minh:
Trc tin ta k hiu:
m = max | f ( s ) |
sS
Hin nhin rng gi tr m ny l tn ti v

f ( s ) c gi thit l lin tc (gii tch)
trong S. K hiu l l di ca ng bin C,

tc l:
Hnh 6.8: Minh ha chng minh nh l 6.1.
l = ds
C
Khi , ti mt im s bt k nm bn trong S c khong cch ti bin C ca S (hnh

6.8), ta s c t cng thc (6.18) ca Cauchy cho mi s nguyn n :
473
1
2j
|f(s)|n = |f(s)n| =
1
2
f ( )
f ( ) n
1
d =
s
2
1
2
d =
f ( ) n
d
s
mnl
2
Suy ra:
1
l n
| f ( s ) | m
vi mi n N
hay
1
l n
| f ( s ) | lim m
= m
n
2
(.p.c.m)
Ngoi ra, php tnh ly tch phn ca cc hm phc c bn cng c thc hin
ging nh hm thc. V d:
f ( s ) = sin( s )
f(s) = e
6.3
f ( s)ds =
cos( s ) + k
f ( s)ds =
e +k
( k l hng s)
( k l hng s)
L thuyt n nh Kharitonov
6.3.1
Ni dung nh l Kharitonov
Cho a thc bt nh (uncertainties) bc n:

A(s) = a0+a1s+a2s2+
+ans
(6.20)
trong cc h s thc a k , 0 k n l cha bit, ngoi tr n b chn:

ak a k ak+ ,
k=0,1, ,n
(6.21)
vi cc gi tr bin cho trc ak , ak+ .

a thc A ( s ) s c gi l Hurwitz cht, nu cc nghim ca n lun nm bn tri
trc o vi mi gi tr tham s a k , k = 0 , 1 , , n nm trong khong (6.21) cho.
xt tnh Hurwitz cht ca A ( s ) , Kharitonov a ra nh l sau (1978):
nh l 6.2: a thc A ( s ) cho trong (6.20) l Hurwitz cht th cn v l c bn a
thc h s hng sau y (c gi l cc a thc Kharitonov):
474
K 1 ( s ) = a0 + a1 s + a2+ s 2 + a3+ s 3 + a4 s 4 + a5 s 5 + a6+ s 6 +

K 2 ( s ) = a0 + a1+ s + a2+ s 2 + a3 s 3 + a4 s 4 + a5+ s 5 + a6+ s 6 +
K 3 ( s ) = a0+ + a1+ s + a2 s 2 + a3 s 3 + a4+ s 4 + a5+ s 5 + a6 s 6 +
K 4 ( s ) = a0+ + a1 s + a2 s 2 + a3+ s 3 + a4+ s 4 + a5 s 5 + a6 s 6 +
l nhng a thc Hurwitz (c nghim nm bn tri trc o).

Ch : Cch xc nh bn a thc Kharitonov t a thc (6.20) cho cng tng i d
nh theo quy lut dch tri 1 bit nh sau:
+ +
+ +
+ +
+ +
+ +
+ +
+ +
Chng minh:
Trc tin, ta nhn thy:

A(j) = (a0a22+a44
)+j(a1 a33+a55
Bi vy t (6.21) ta s c:
a0 a2+ + a4
2
a1 a3+ 3 + a5 5
Re[A ( j ) ] a0+ a2 2 + a4+ 4

Im[A ( j ) ] a1+ a3 3 + a5+ 5
trong k hiu Re[A ( j ] ch phn thc v Im[A ( j ) ] ch phn o ca A ( j ) .

Tng t, vi:
K 1 ( j ) = ( a0 a2+ 2 + a4 4
) + j ( a1 a3+ 3 + a5 5
K 2 ( j ) = ( a0 a2+ 2 + a4 4
) + j ( a1+ a3 3 + a5+ 5
K 3 ( j ) = ( a0+ a2 2 + a4+ 4
) + j ( a1+ a3 3 + a5+ 5
K 4 ( j ) = ( a0+ a2 2 + a4+ 4
) + j ( a1 a3+ 3 + a5 5
ta i n:
Re[ K 1 ( j ) ] = Re[ K 2 ( j ) ] Re[ A ( j ) ] Re[ K 3 ( j ) ] = Re[ K 4 ( j ) ]
Im[ K 1 ( j ) ] = Im[ K 4 ( j ) ] Im[ A ( j ) ] Im[ K 2 ( j ) ] = Im[ K 3 ( j ) ]
475
iu ny ch rng vi mt gi tr c nh, hm A ( j ) c gi tr nm trong hnh

ch nht vi bn nh l cc gi tr ca bn a thc Kharitonov (hnh 6.9).
Chuyn sang phn chng minh nh l. Ta thy iu kin cn l hin nhin v khi
A ( s ) l Hurwitz vi mi tham s ak a k ak+ th n cng l Hurwitz vi a k = ak hoc
a k = ak+ v do c bn a thc Kharitonov cng s l Hurwitz.
j
K2(j)
K3(j)
K1(j)
K4(j)
Hnh 6.9: Minh ha nh l 6.2
Ch cn li iu kin l phi c chng minh. Gi thit cho rng bn a thc

Kharitonov l nhng a thc Hurwitz. Vy theo tiu chun Mikhailov, cc ng qu
o tn s bin pha ca chng vi 0 s phi xut pht t mt im trn trc thc
v i qua n gc mt phn t trong mt phng phc theo hng ngc chiu kim ng h,
n
ni cch khc gc quay ca chng (nhn t gc ta ) ng bng
.
2
Cng t tiu chun Michailov ta cn c:
Giao im ca ng th K i ( j ) , i = 1 , 2 , 3 , 4 vi trc thc phi nm xen k
gia nhng giao im ca n vi trc o.
Gi tr ti hai giao im ca K i ( j ) , i = 1 , 2 , 3 , 4 vi trc thc nm k nhau phi

tri du nhau.
Gi tr ti hai giao im ca K i ( j ) , i = 1 , 2 , 3 , 4 vi trc o nm k nhau phi

tri du nhau.
By gi ta s chng minh l khi bin thin t 0 n , nu bn nh ca hnh ch

n
th mi im thuc hnh ch nht cng bao gc ta
nht bao gc ta mt gc
2
n
mt gc ng bng
v nh vy chng cng tha mn tiu chun Michailov.
2
Ta s chng minh bng phng php phn chng. Gi s hnh ch nht vi bn
n
n
nhng bn thn n li bao gc ta mt gc nh hn
.
nh c cng gc quay
2
2
Nh vy phi c lc hnh ch nht cha im gc ta . Nhng v khi = 0 , gc ta
nm ngoi hnh ch nht (thc ra lc ch l mt on thng nm trn trc honh
476
vi hai u l a0 v a0+ ) nn khi im gc i t ngoi vo trong hnh ch nht

v do phi tn ti mt gi tr * m ti gc ta s nm trn cnh ca hnh ch
nht. Khng mt tnh tng qut ta gi s l cnh trn nh hnh 6.10c minh ha, tc
l c nh thuc K 3 ( j ) vi phn thc dng. Vy th ng c tnh tn K 3 ( j ) phi
c hai giao im vi trc thc nm k nhau cng du vi nhau (dng) v iu ny
ngc li vi h qu ca tiu chun Mikhailov. Tc l iu gi s l sai.
Vy, nu hnh ch nht cha cc gi tr ca A ( j ) quay quanh gc ta mt
n
, th tt c cc ng c tnh tn bin pha ca A ( j ) cng phi to ra gc quay
gc
2
n
v do A ( s ) cng l mt a thc Hurwitz (cht).
2
a)
b)
j
K3(j)
K2(j)
a0
a0+
c)
K3(j)
K2(j)
Hnh 6.10: Minh ha cho phn chng minh
nh l 6.2.
a0
a0+
gim bt cng vic phi lm khi kim tra tnh Hurwitz cht ca A ( s ) , tc l
gim bi s cc a thc Kharitonov phi kim tra ca n, Anderson, Jury, Mansor ci
tin nh l 6.2 ca Kharitonov thnh (ti liu [35]):
nh l 6.3: A ( s ) cho trong (6.20) vi cc tham s bt nh (6.21) v bc n khng ln
hn 5 l a thc Hurwitz cht th cn v l:

a)
Nu n = 3 th:
K 4 ( s ) = a0+
+ a1 s + a2 s2 + a3+ s3
477
l a thc Hurwitz.
b)
Nu n = 4 th:
K 3 ( s ) = a0+
+ a1+ s + a2 s2 + a3 s3 + a4+ s4
K 4 ( s ) = a0+
+ a1 s + a2 s2 + a3+ s3 + a4+ s4
l cc a thc Hurwitz.
c)
Nu n = 5 th:
K 2 ( s ) = a0
+ a1+ s + a2+ s2 + a3 s3 + a4 s4 + a5+ s5
K 3 ( s ) = a0+
+ a1+ s + a2 s2 + a3 s3 + a4+ s4 + a5+ s5
K 4 ( s ) = a0+
+ a1 s + a2 s2 + a3+ s3 + a4+ s4 + a5 s5
l cc a thc Hurwitz.
Chng minh:
Ta s chng minh cho trng hp n = 3 . iu kin cn l hin nhin v khi A ( s ) l

Hurwitz cht th bn a thc Kharitonov ca n l cc a thc Hurwitz, trong c
K 4 ( s ) . chng minh iu kin ta lp bng Routh ca bn a thc Kharitonov:
K1(s)
a0
a2+
a1
a3+
a2+
K2(s)
a0 a3+
a2+
a1+
a3
a2+
a1
a3+
K3(s)
a0
a0 a3
a1+
a3
a0+
a2
a1+
a3
a2
K4(s)
a0+ a3
a0+
a2
a1
a3+
a2
a1+
a3
a0+ a3+
a1
a3+
Theo gi thit v tnh Hurwitz ca K 4 ( s ) th gi tr trong ct u bng Routh ca

n l nhng s dng. Do a2
1) a2
a0+ a3
a1+
>0, v
a0+ a3
a1+
<
a0+ a3+
a0+ a3+
a1
a1
>0. T y ta suy ra thm:
. Kt hp vi iu kin a i > 0 , i cho th theo tiu
chun RouthHurwitz, K 3 ( s ) l Hurwitz.
478
2) a2+
a0 a3
a1+
>0, v
a0 a3
>0, v
a0 a3+
a1+
<
a0+ a3+
<
a0+ a3+
a1
. Cng thm iu kin a i > 0 , i c th K 2 ( s ) l
Hurwitz.
3) a2+
a0 a3+
a1
a1
a1
. Thm iu kin a i > 0 , i bit th K 1 ( s ) l
Hurwitz.
V d 6.9: Minh ha ngha ng dng ca tiu chun Kharitonov
i tng bt nh c hm truyn t
S(s) =
1+ s
a0 + a1 s2 + s3
, trong 0 a 0 3 v 2 a 1 5
c iu khin bng b iu khin PI (hnh 6.13a):

R ( s ) = kp +
kI + kp s
kI
=
s
s
Nhim v iu khin c t ra y l xc nh hai tham s k p v k I ca b iu

khin PI h kn n nh. T a thc c tnh ca h kn:
A(s) = kp+(a0+kI+kp)s+kIs2+a1s3+s4
v nh l 6.8, ta thy cn v h n nh vi mi gi tr 0 a 0 3 v 2 a 1 5 , l
hai a thc sau phi l cc a thc Hurwitz:
K3(s) = kp+(5+kI+kp)s+kIs2+s3+s4
K4(s) = kp+(kI+kp)s+kIs2+5s3+s4
iu tng ng vi (theo tiu chun Routh):

kI > 0
kI + kp > 0
2
2
kp kI 10 kI > 9
2
2
4 kp kI 3 kI kp 25 kI > 0
6.3.2
kI > 0
kI + kp > 0
2
kp > ( kI + 9)( kI + 1)
2
(8 kp 3 kI ) > 25 kI ( kI + 16)
Thit k b iu khin n nh bn vng cho i tng tuyn tnh c

tham s bt nh
Nguyn tc thit k b iu khin R ( s ) cho i tng bt nh (hnh 6.11a v hnh

6.13b):
479
S(s) =
b0 + b1 s +
+ bm sm
a0 + a1 s +
+ an sn
(6.22)
trong :
bi b i bi+ , i = 0 , 1 , , m v
ak a k ak+ , k = 0 , 1 , , n
(6.23)
c xy dng trn nn tng nh l ca Chapellat, Dahleh v Bhattacharyya, pht biu

trong ti liu [9] nh sau:
nh l 6.4: Xt h cho hnh 6.11c, va bt nh c cu trc (bt nh tham s), va bt
nh khng cu trc vi mt sai lch m hnh phn hi S , trong S ( s ) l hm

truyn t (6.22) c sai lch tham s (6.23). Gi K kA ( s) , k = 1 , 2 , 3 , 4 l bn a thc
Kharitonov ca a thc mu s ca S ( s ) , tc l ca:
A(s) = a0 + a1s + a2s2+
+ ans
v K iB ( s) , i = 1 , 2 , 3 , 4 l bn a thc Kharitonov ca a thc t s ca S ( s ) :

B(s) = b0 + b1s + b2s2+
+ bms
Gi s A ( s ) l Hurwitz cht. Khi , cn v h cho hnh 6.13c vi c hai

loi bt nh c cu trc bi b i bi+ , ak a k ak+ cng nh bt nh khng c cu
trc S , c n nh bn vng, l:
max
k, i
K iB ( s)
K kA ( s)
<
1
S
Chng minh: Xem [9].
a)
b)
R(s)
S(s)
c)
S(s)
S(s)
R(s)
Hnh 6.11: Thit k b iu khin bn vng
Da theo nh l trn, ta c c thut ton thit k b iu khin bn vng R ( s )

cho i tng (6.22) c tham s bt nh (6.23) c gi thit l n nh, sao cho h
kn hnh 6.11a) v hnh 6.11b) l n nh bn vng, bao gm cc bc nh sau:
480
Xc nh bn a thc Kharitonov K kA ( s) , k = 1 , 2 , 3 , 4 ca a thc mu s A ( s )

v bn a thc Kharitonov ca K iB ( s) , i = 1 , 2 , 3 , 4 ca a thc t s B ( s ) ca
hm truyn t S ( s ) c tham s bt nh (6.23).
Xy dng 16 hm truyn t thc hu t
Xc nh gi tr = max
k, i
K iB ( s)
K kA ( s)
vi i , k = 1 , 2 , 3 , 4 .
K iB ( s)
K kA ( s)
Tm mt b iu khin R ( s ) n nh tha mn R ( s ) <
V d 6.10: Thit k b iu khin n nh bn vng
Xt i tng bt nh c hm truyn t ([9]):

S(s) =
b0 + b1 s + b2 s 2 + b3 s3
a0 + a1 s + a2 s 2 + a3 s3
vi:
1b02, 3b11, 2b24, 1b33,
1a03, 2a14, 6a27, 1a32.
Do a0 =1 v K 4A ( s) = 3 + 2 s + 6 s 2 + 2 s 3 l a thc Hurwitz (bng Routh ca n c cc
s hng trong ct u u dng) nn theo nh l 6.8, i tng l n nh.
Tip theo, ta xy dng cc a thc Kharitonov K kA ( s) , k = 1 , 2 , 3 , 4 v K iB ( s) ,
i = 1 , 2 , 3 , 4 t gii hn tham s cho v lp 16 hm thchu t
K iB ( s)
K kA ( s)
, ri tnh
chun v cng ca n (chng hn nh biu Bode):

S11 ( s) =
S21 ( s) =
S31 ( s) =
S41 ( s) =
1 3 s + 4 s 2 + 3 s3
1 + 2s + 7 s 2 + 2s3
1 3 s + 4 s 2 + 3 s3
1 + 4 s + 7 s 2 + s3
1 3 s + 4 s 2 + 3 s3
3 + 4 s + 6 s 2 + s3
1 3s + 4 s 2 + 3s3
3 + 2 s + 6 s 2 + 2 s3
vi S11 ( s) = 2,112
vi S21 ( s) = 3,0
vi S31 ( s) = 1,0
vi S41 ( s) = 5,002
481
S12 ( s) =
1 + s + 4 s 2 + s3
1 + 2s + 7 s 2 + 2s3
S22 ( s) =
S32 ( s) =
S42 ( s) =
S13 ( s) =
S23 ( s) =
S33 ( s) =
S43 ( s) =
S14 ( s) =
S24 ( s) =
S34 ( s) =
S44 ( s) =
1 + s + 4 s 2 + s3
vi S22 ( s) = 1,0
1 + 4 s + 7 s 2 + s3
1 + s + 4 s 2 + s3
3 + 4 s + 6 s 2 + s3
1 + s + 4 s 2 + s3
3 + 2 s + 6 s 2 + 2 s3
2 + s + 2s 2 + s3
2
1 + 2s + 7 s + 2s
2 + s + 2 s 2 + s3
1 + 4 s + 7 s 2 + s3
2 + s + 2 s 2 + s3
3 + 4 s + 6 s 2 + s3
2 + s + 2s2 + s3
3 + 2s + 6 s2 + 2s3
2 3s + 2s 2 + 3s3
1 + 2s + 7 s 2 + 2s3
2 3s + 2s 2 + 3s3
2
1 + 4s + 7s + s
vi S12 ( s) = 1,074
2 3s + 2s 2 + 3s3
3 + 4 s + 6 s 2 + s3
2 3 s + 2 s 2 + 3 s3
3 + 2 s + 6 s 2 + 2 s3
vi S32 ( s) = 1,0
vi S42 ( s) = 1,71
vi S13 ( s) = 2,848
vi S23 ( s) = 2,0
vi S33 ( s) = 1,0
vi S43 ( s) = 1,509
vi S14 ( s) = 3,356
vi S24 ( s) = 3,0
vi S34 ( s) = 3,0
vi S44 ( s) = 4,908
T y ta xc nh c:
= max
k, i
K iB ( s)
K kA ( s)
= 5,002
Vy, mi b iu khin R ( s ) n nh c:
R(s) <
= 0,1992
s lm h thng n nh bn vng, chng hn nh:

R(s) =
482
0,15
1 + 2s
hoc
R(s) =
0,15
(1 + 5s)2
6.4
ng dng hnh hc vi phn vo iu khin
6.4.1
H affine
H affine l h phi tuyn:

dx
= f ( x ) + H ( x )u
dt
y = g( x )
(6.24)
Khi h affine (6.24) khng b kch thch ( u = 0 ) n s c m hnh:

dx
= f ( x)
dt
(6.25)
Gi x ( t ) l qu o trng thi t do ca h tha mn iu kin u x ( 0 ) = x 0 . ng vi

nhng im trng thi u khc nhau x 0 ta c cc qu o trng thi t do khc nhau
x ( t ) . Sau y ta s k hiu php bin i im trng thi ban u x 0 R
thnh qu
o trng thi x ( t ) l ton t tf , tc l:

x ( t ) = tf ( x 0 )
tf : x 0
hay
x(t)
(6.26)
nh l 6.5: Ton t tf ( x 0 ) bin i mt im trng thi x 0 thnh hm thi gian x ( t )
tha mn (6.25) vi x ( 0 ) = x 0 c cc tnh cht sau:

a)
0f ( x ) = x
b)
tf + ( x ) = tf f ( x ) = f tf ( x )
c)
( tf )1 ( x ) = f t ( x )
Chng minh:
T nh ngha ton t tf ( x 0 ) = x ( t ) ta c ngay 0f ( x0 ) = x ( 0 ) = x 0 ng vi mi x 0
v l kt lun a). Tng t, t x ( ) = f ( x0 ) , x ( t + ) = tf+ ( x0 ) v x(t+)= tf ( x( ))
ng vi mi x 0 ta cng c b). Cui cng, khng nh c) c suy ra t
x=
0f ( x ) =
tf t ( x ) = tf f t ( x ) f t ( x ) = ( tf )1 ( x ) .
b) vi
minh ha nh l 6.10 ta xt trng h (6.25) l tuyn tnh tham s hng vi

f ( x ) = A x . Khi c:
483
tf ( x ) = tAx ( x ) = e
At
x0
R rng ton t ny nh x ny tha mn nhng tnh cht nu trong nh l 6.9:

A0
0f ( x ) = e
( tf )1 ( x ) = ( e At )1 x = e
tf ( x1 + x2 ) = e At x1 + e At x2 = tf ( x1 ) + tf ( x2 )
tf + ( x ) = e
x = Ix = x
A(t+)
x=e
At
At
x = f t ( x )
x=e
At
(ch i vi h tuyn tnh)
x = f tf ( x )
Ngoi ra, nu f ( x ) l hm gii tch th tf ( x ) cng gii tch. Do trong ln cn t ,

hm x ( t + ) = tf ( x( )) xp x c bi cng thc "tuyn tnh" vi hai thnh phn u
tin trong cng thc khai trin Taylor ca n:
tf ( x( )) = x ( t + ) = x ( t ) +
dx
dt
(6.27)
nh l 6.6: Cho vector lin tc ( x ) vi x ( t ) chy dc trn qu o trng thi tf ( x ) .
Gi O x l mt ln cn ca x ( t ) . Gi s x T = x ( t + T ) l mt im trn tf ( x ) thuc
O x , tc l x T = Tf ( x ) O x v f T ( xT ) = ( Tf )1 ( xT ) l nh x ngc bin x T
thnh x . Khi vi T nh s c:
a)
x(t+T) = xT = x(t)+
b) (xT) = (x) +
c)
f T
x
dx
T,
dt
tc l Tf ( x ) = x + f ( x ) T
( x)
( x)
( x T x ) = ( x) +
f ( x) T
x
x
(x) = (x)
f
x
(x)T
Chng minh:
Khng nh a) c suy trc tip t (6.27) vi = T . c b) ta khai trin ( x T )
thnh chui Taylor trong ln cn x ri ch gi li hai thnh phn u tin vi:
dx
x( t + T ) x( t )
=
= f ( x) .
dt
T
Cui cng, kt lun c) c suy t khng nh a) vi f T ( x ) = x f ( x ) T nh sau:
484
f T
x
6.4.2
= I
f
x
f T
x
(x) = (x)
f
x
(x)T
Cc php tnh c bn
o hm ca hm v hng (o hm Lie)
Cho mt hm v hng v ( x ) . o hm ca n dc theo qu o trng thi t do

x ( t ) = tf ( x 0 ) ca h khng b kch thch (6.25) c hiu l:
Lf v =
v
f
x
Lf v( x ) =
v
f ( x)
x
(6.28)
C th thy php tnh o hm Lf v ca v ( x ) c bit n t tiu chun

Lyapunov. N o s thay i gi tr ca v ( x ) dc theo x ( t ) = tf ( x 0 ) .
x(t)
v(x)=k1
v(x)=k2
x
xT
Hnh 6.12: Minh ha php tnh o hm ca

hm v hng v(x) dc theo qu o trng
thi x(t).
Nh vy Lf v( x ) cng l hm v hng ging nh v ( x ) . Hnh 6.12 minh ha php

tnh Lf v . Nhng ng nt ri trong hnh l cc ng ng mc ca v ( x ) , tc l tp
cc im trong R n m ti hm v ( x ) c cng mt gi tr k. Khi , tc thay i gi
tr ca v ( x ) dc theo qu o x ( t ) , bt u t im x cho ti im x T = Tf ( x ) , s l:
v Tf ( x ) v( x )
v( x T ) v( x )
k2 k1
= lim
= lim
T 0
T 0
T 0
T
T
T
Lf v( x ) = lim
( x ) x v( x ) d x v( x )
v
=
f ( x)
=
lim T
x dt
T
x
x T 0
Php o hm Lf v c nhng tnh cht:

485
1) Cho mt vector hm f ( x ) v hai hm v hng v ( x ) , w ( x ) . Khi s c:

Lwf v = Lf v w
v
v
wf =
x
x
( )
v Lwf v =
f w
2) Cho hai vector hm f ( x ) , g( x ) v mt hm v hng v ( x ) . Vy th:
Lg Lf v( x ) = Lg Lf v( x ) =
L f v( x )
x
) g( x)
3) Cho vector hm f ( x ) , mt hm v hng v ( x ) v mt s nguyn k. Vy th

Lkf v( x ) =
Lkf1v( x )
x
) f ( x)
V d 6.12: Minh ha o hm Lie
Xt trng hp h l tuyn tnh tham s hng

dx
= Ax+Bu
dt
trong
f ( x) = A x
Ax
t ( x) = e
At
Theo cng thc nh ngha (6.28) vi v ( x ) = V x v V l ma trn hng, s c

LA x v ( x ) =
v( x )
Ax = VAx
x
Ta cng i n c kt qu trn t bn cht rng L A x v ( x ) o tc thay i ca

Ax
v ( x ) dc theo qu o trng thi t ( x ) nh sau:

L A x v ( x ) = lim
T 0
v Tf ( x ) v( x )
T
= lim
V Tf ( x ) V x
T 0
Ve AT x V x
T 0
T
= lim
Suy ra
e AT I
x = VAx
L A x v ( x ) = V lim
T 0
T
Php nhn Lie, hay o hm ca vector hm
Cho hai vector hm f ( x ) v g( x ) . Php nhn Lie ca chng c hiu l:
486
adf g = [ f , g ] =
g
x
f
x
(6.29)
Song song cng vi tn gi php nhn Lie, ngi ta cn gi n l ngoc vung Lie (Lie
bracket) do c k hiu [ f , g ].
Nh vy kt qu ca php nhn Lie ca hai vector hm f ( x ) v g( x ) li l mt
vector hm. N o tc thay i gi tr ca vector g( x ) tnh dc theo qu o trng
thi t do x ( t ) = tf ( x 0 ) l nghim ca h (6.25).
Php tnh nhn Lie c nhng tnh cht sau:
1) Cho hai vector hm f ( x ) , g( x ) v mt s nguyn k. Vy th:
[ f , g ] = [ g , f ] ,
tc l
adf g = adg f
(phn i xng)
adfk g = adf adfk1 g = [ f , adfk 1 g ]
2) Cho hai vector hm f ( x ) , g( x ) v hm v hng v ( x ) . Vy th:

L[ f , g ]v = Ladf g v = Lf Lg v Lg Lf v
3) Cho hai vector hm f ( x ) , g( x ) , hai hm v hng v ( x ) , w ( x ) . Vy th:
[ vf , wg ] = v w [ f , g ] + ( Lf w ) vg ( Lg v ) wf
4) Vi cc vector hm f ( x ) , g( x ) , h ( x ) v hai s thc a , b lun c:
[ af + bg , h ] = a [ f , h ] + b [ g , h ]
[ h , af + bg ] = a [ h , f ] + b [ h , g ]
5) Ba vector hm f ( x ) , g( x ) , h ( x ) lun tha mn tnh ng dng Jacobi:
[ f ,[ g ,h]](x) + [ g ,[h, f ]](x) + [h,[ f , g ]](x) = 0
6) Nu hai vector f ( x ) , g( x ) tip tuyn vi mt a tp th [ f , g ]( x ) = adf g( x ) cng l
mt vector tip tuyn vi a tp .
Hm m rng (distribution)
Di khi nim hm m rng ca hnh hc vi phn ngi ta hiu mt nh x gn

mi phn t x ca khng gian vector n chiu R n thnh mt khng gian vector con ( x )
vi d chiu ( d n ) trong R n , tc l : x
(x).
487
V l mt khng gian vector c s chiu bng d nn trong ( x ) phi tn ti d vector

f ( x ) , f ( x ) , , f ( x ) c lp tuyn tnh sao cho ( x ) l tp hp ca tt c cc
1
vector f ( x ) dng t hp tuyn tnh ca chng, hay:

n
f ( x ) = ai ( x ) f ( x ) ( x )
i
i =1
vi mi hm v hng a i ( x ) . Ni cch khc, khi x c nh th
( x ) = span( f ( x ) , f ( x ) , , f ( x ) )
1
T x = ( x )
x
Hnh 6.13: Hm m rng l mt tip tuyn vi a tp
trng thi M .
Hm m rng thng c dng biu din khng gian tip tuyn T x vi a tp M

ti im x (hnh 6.13). Hm m rng ( x ) c gi l trn nu cc f ( x ) , f ( x ) , ,
1
f ( x ) l nhng vector hm kh vi.

d
Hm m rng ( x ) c cc tnh cht sau:

1) Hm m rng ( x ) c gi l khng suy bin ti x nu c dim( ( x ) ) > 0 .
2) Cho hai hm m rng trn 1 ( x ) v 2 ( x ) . Tng ( x ) ca chng, nh ngha bi:
(x) =
{ f ( x ) = g( x ) + h ( x ) g( x ) 1 ( x ) v h ( x ) 2 ( x ) }
cng l mt hm m rng trn.

3) Giao = 1 2 ca hai hm m rng trn 1 ( x ) v 2 ( x ) l mt hm m rng trn
(iu ngc li khng ng).
4) Khi nim hm m rng xon: Hm m rng ( x ) c s chiu d vi b c s f ( x ) ,
1
f ( x ) , , f ( x ) trong ln cn x, c gi l xon (involutive) nu tch Lie ca hai

2
phn t bt k thuc ( x ) cng thuc ( x ) .

488
Ngoi ra, cn v :
( x ) = span( f ( x ) , f ( x ) , , f ( x ) )
1
l hm m rng xon l
[ f ( x) , f ( x) ] ( x )
i
1i,jd.
vi mi
5) Hm m rng trc giao: Cho ( x ) R c s chiu bng d
( x ) = span( f ( x ) , f ( x ) , , f ( x ) )
1
Hm m rng trc giao ca ( x ) , k hiu bi ( x ) , c hiu l hm m rng gm

cc phn t g( x ) tha mn:
(x)=
{ g( x ) R n gT f = 0 v f ( x ) ( x ) }
Vy th dim ( x ) = n d v nu k hiu:
( x ) = span( g
d +1
( x) , g
d +2
( x) , , g ( x) )
n
s cn c thm:
gT
d+ k
( x) f ( x) = 0
i
vi mi 1 k n d v 1 i d .
6) Tiu chun Frobenius: Xt hm m rng ( x ) R
c s chiu bng d . Nu tn ti
n d hm v hng m d + 1 ( x ) , m d + 2 ( x ) , , m n ( x ) sao cho:

T
md +1 ( x )
md + 2 ( x )
mn ( x )
( x ) = span(
,
, , x )
x
x
th ( x ) gi l tch phn c hon ton. Theo Frobenius, cn v ( x ) tch

phn c hon ton l n phi xon.
7) Hm m rng bt bin: Cho hm m rng ( x ) R
c s chiu bng d v mt vector
hm f ( x ) . Khi ( x ) c gi l bt bin vi f ( x ) nu tch Lie gia f ( x ) vi mt

vector g( x ) tu thuc ( x ) li thuc ( x ) . Ni cch khc, t g( x ) ( x ) suy ra
c [ f ( x ) , g( x ) ] ( x ) . Nh vy, nu c:
( x ) = span( f ( x ) , f ( x ) , , f ( x ) )
1
489
th cn v ( x ) bt bin vi f ( x ) l:
[ f ( x) , f ( x) ] ( x )
i
vi mi
1id
8) Nu hm m rng ( x ) bt bin vi c hai vector hm f ( x ) v g( x ) th n cng bt

bin vi vector hm [ f ( x ) , g( x ) ] = adf g( x ) .
6.4.3
Php i bin vi phi a h affine v dng chun
Nguyn l chung
Trc tin ta xt mt hm m rng xon ( x ) R
c s chiu bng d v ( x ) l
hm m rng trc giao ca n. Do ( x ) l hm m rng xon nn theo Frobenius, lun

tn ti n d hm v hng m d + 1 ( x ) , m d + 2 ( x ) , , m n ( x ) tha mn:
T
md +1 ( x )
md + 2 ( x )
mn ( x )
( x ) = span(
,
, , x )
x
x
(6.30)
S dng php i bin:

m1 ( x )
z = m(x) =
m ( x)
n
vi d cc hm c cho thm vo l:
m1(x)=x1 ,
m2(x)=x2 , , md(x)= xd
ni cch khc
z = m(x) =
(x1,
,xd,md+1(x), ,mn(x)
)T
(6.31)
th mt vector hm v( x ) ( x ) ty , khi c chuyn sang bin mi theo cng thc:

m
~
v ( z ) =
v( x )
x = m1 ( z )
s phi c n d phn t cui ng nht bng 0, hay:

~
v( z) =
( ~v1 ( z) ,
,~
vd ( z ) , 0 , , 0
)T
Ta cn d dng thy c iu ngc li cng ng. Vy:
490
(6.32)
nh l 6.7: Cho mt hm m rng ( x ) R
c s chiu bng d v xon. Gi ( x ) xc
nh theo (6.30) l hm m rng trc giao ca ( x ) cng nh v( x ) l mt vector

n
v ( z ) ca n qua
hm ty trong R . Khi , v( x ) ( x ) th cn v l nh ~
php i bin (6.31) phi c n d phn t cui ng nht bng 0, tc l ~
v ( z ) phi c
cu trc nh trong (6.32).
By gi ta xt h affine khng b kch thch (6.25), vi:
f ( x ) = ( f1 ( x ) ,
, fn ( x ) )
v gi s l vector hm f ( x ) ca n bt bin vi hm m rng ( x ) R
c s chiu
~
bng d v xon. K hiu f ( z ) l nh ca n qua php i bin (6.31), tc l:
~
f1 ( z )
m
~
dz
=
f ( x )
= f ( z) =
~
dt
x
x = m1 ( z )
fn ( z)
Gi z k , k = 1 , 2 , , n l b vector c s trong R n theo bin z , tha mn:

zk =
(0,
,0,1,0, ,0)
phn t th k
Nh vy, theo nh l 6.12, tt c cc vector z k c k d u l nh qua php i bin
(6.31) ca mt vector no thuc ( x ) . Xt tch Lie:
~
f ( z)
zk ~
~
f ( z)
zk
[ f ( z) , z k ] =
z
z
~
f ( z)
zk
=
z
~
~
f ( z ) f2 ( z )
,
,
= 1
z k
z k
T
~
f n ( z )
,
z k
~
ta thy do c gi thit f ( x ) bt bin vi ( x ) nn [ f ( z ), z k ] z = m( x ) vi k d s l phn
~
t ca ( x ) . Bi vy khi k d th [ f ( z ) , z k ] phi c n d phn t cui ng nht bng
0, hay
~
f i ( z )
=0 vi mi 0 k d v i > d .
z k
491
cng l li chng minh ca nh l sau:

nh l 6.8: Xt h affine khng b kch thch (6.25) bc n . Nu tn ti mt hm m rng
xon ( x ) vi s chiu bng d sao cho vector hm f ( x ) ca h (6.25) bt bin vi
( x ) th php i bin (6.31), trong n d hm m d + 1 ( x ) , , m n ( x ) c ly t
hm m rng trc giao ( x ) xc nh theo (6.30), s chuyn h (6.25) v dng

chun:
~
f1 ( z1 , , z d , z d +1 , , zn )
~
~
dz
f ( z , , zd , z d +1 , , zn )
= f ( z ) = d 1~
dt
f d +1 ( z d +1 , ,z n )
f
(
z
,
,z
)
n d +1
n
V d 6.13: Php i bin cho h khng b kch thch
Cho h khng b kch thch vi m hnh

x2
x3
dx
= f ( x) =
x
x
x
x
x
dt
1 2 3
3 4
2
sin x + x + x x
3
2
1 3
Xt hm m rng vi s chiu d = 2
( x ) = span( v 1 ( x ) , v 2 ( x ) )
1
0

0
1
vi v 1 ( x ) = , v 2 ( x ) =
0
0
x
x
2

1
Do c
[v 1(x), v 2(x)]= 0(x)
nn ( x ) l xon. Hn na v
[ f ( x) , v 1 ( x ) ] = 0 ( x )
v
[ f ( x) , v 2 ( x ) ] = v 1 ( x ) ( x )
nn ( x ) l bt bin vi f ( x ) .
492
Theo Frobenius, t tnh xon ca ( x ) , phi tn ti hai hm v hng m 3 ( x ) ,

m 4 ( x ) c
T
m3 ( x )
m4 ( x )
( x ) = span(
,
)
x
x
tc l hai hm phi tha mn

m3 ( x )
m3 ( x )
m4 ( x )
m4 ( x )
v 1 ( x ) =
v 2 ( x ) =
v 1 ( x ) =
v 2 ( x ) = 0
x
x
x
Ta c th thy mt trong nhng cp hm v hng m 3 ( x ) , m 4 ( x ) l

m3 ( x )
= ( 0 , 0 , 1 , 0 )
x
v
m4 ( x )
= ( x 2 , x 1 , 0 , 1 )
x
hay
m3(x) = x3
m4(x) = x1x2+ x4
Kt hp thm vi
m1(x)= x1
m2(x)= x2
ta c c php i bin
x1
x2
z=m(x)=
x
3
x x + x
4
1 2
z1
1
2
x=m (z)=
z
3
z z + z
4
1 2
Suy ra
1
m 0
=
x 0
x
2
0
1
0
x1
0
0
1
0
0
0
1
z2
z
~
dz
= f ( z) = 3
dt
z3 z4
sin z
3
Tip tc, m rng nh l 6.8 ta cn c h qu sau:

nh l 6.9 (H qu ca nh l 6.8): Cho h affine (6.24). Nu tn ti mt hm m rng
( x ) c s chiu d, cha tt c cc vector ct h 1 ( x ) , h 2 ( x ) ,
, h m ( x ) ca ma
493
trn H ( x ) , xon v bt bin vi vector hm f ( x ) , th cng s tn ti mt php i

bin z = m ( x ) a h v dng chun nh sau:
d z1 ~
~
= f ( z1 , z 2 ) + H1 ( z1 , z 2 )u
1
dt
d z2 = ~
f ( z2 )
dt
2
(6.33)
zd +1
z1

trong z1 = v z2 =
z
z
n
d
Chng minh:
Do ( x ) cha h 1 ( x ) , h 2 ( x ) ,
, h m ( x ) v xon nn n bt bin vi cc vector
.
Theo ni dung nh l 5.4, khi phi tn ti php i bin z = m ( x ) tch f ( x )
~
d
thnh f ( z1 , z 2 ) R ,
1
~
~
nd
dm
f ( z2 ) R
v ma trn H ( x ) thnh H1 ( z1 , z 2 ) R
v
2
~
n d m
H 2 ( z 2 ) R
. Nhng v h 1 ( x ) , h 2 ( x ) ,
, h m ( x ) thuc ( x ) nn khi chuyn
~
sang bin z , chng phi c n d phn t cui bng 0. Vy H 2 ( z 2 ) = (ma trn c cc
phn t bng 0).

Xt h affine c:
x x + x e x2 x
2
1 3
1
x3
1
dx
= f ( x) + h ( x ) u =
+ 0 u
x
x
x
dt
4
2 3

x2 + x x x2 x x3
2 4
2 3
3
v hm m rng vi s chiu d = 2
( x ) = span( v 1 ( x ) , v 2 ( x ) )
trong
e x2
x1

0
1
v1(x)= , v2(x)=
0
0
x
0
3
Hm m rng ny cha h ( x ) v bt bin vi f ( x ) v:
494
(6.34)
adf v1 ( x ) = [ f ( x ) , v 1 ( x ) ] = v 2 ( x ) ( x )
adf v2 ( x ) = [ f ( x ) , v 2 ( x ) ] = 0 ( x )
Hn na n l hm m rng xon bi c:
adv v2 ( x ) = [ v 1 ( x ) , v 2 ( x ) ] = 0 ( x )
1
nn theo Frobenius, phi tn ti hai hm v hng m 3 ( x ) , m 4 ( x )

T
m3 ( x )
m4 ( x )
( x ) = span( (
,
) )
x
x
Ta thy mt trong nhng cp hm v hng m 3 ( x ) , m 4 ( x ) l

m3(x) = x3
m4(x) = x2x3+ x4
Nh vy, ta c php i trc theo (6.31) l:

x1
x2
z=m(x)=
x3
x x + x
4
2 3
z1
1
2
x=m (z)=
z3
z z + z
4
2 3
(6.35)
Suy ra
z z
1 3
dz
m
1
1
=
f ( m ( z )) +
H ( m ( z )) u =
x
x
dt
+ z2 e z2 z1

1
z3
+ u
z4
0
0
0
(6.36)
hay php i bin (6.35), a h affine (6.34) cho ban u thnh h phi tuyn
dng chun (6.36) vi:
z z + z e x2
~
2
,
f ( z1 , z 2 ) = 1 3
1
z3
z
~
f ( z 2 ) = 4 ,
2
0
z
~
H1 ( z1 , z 2 ) = 1
0
v
z
z 1 = 1 ,
z2
z
z 2 = 3
z4
495
ng dng trong thit k b iu khin hai cp
nh l 6.9 l mt cng c kh tin ch a cc h phi tuyn affine (6.24) v dng

chun (6.33), rt thun li cho vic phn tch v thit k b iu khin sau ny. Chng
hn, cho mt lp cc h affine (6.24) c bit, ngi ta c th xc nh c php i bin
vi phi z = m ( x ) a n v dng chun gm h con tuyn tnh mc ni tip vi h con phi
tuyn, trong vector bin trng thi z 1 ca h tuyn tnh li l tn hiu vo "o" ca h
phi tuyn (hnh 6.14):
dz1
dt = Az1 + Bu
dz2 = f ( z , z )
2 1
dt
(6.37)
Hnh 6.14: M hnh chun ca h affine

gm h con tuyn tnh v h con phi
tuyn mc ni tip.
dz1
= Az1 + Bu
dt
z1
dz2
= f ( z2 , z1 )
dt
z2
Trong trng hp h con phi tuyn ca (6.37) li c tnh ng hc chm hn rt

nhiu so vi ng hc ca h con tuyn tnh, tc l z 1 bin i nhanh hn nhiu so vi
z 2 th thay v phi thit k chung mt b iu khin phn hi trng thi u ( z 1 , z 2 ) lm

h (6.37) n nh tim cn ton cc ti gc, ngi ta c th thit k ring (gi l nguyn
tc thit k hai cp two time scale design):
u(z1,z2)= uf(z1)+us(z2)
(6.38)
cho tng h con, trong :
u f ( z 1 ) l thnh phn "nhanh fast" dnh cho h con tuyn tnh v
u s ( z 2 ) l thnh phn "chm slow" ca b iu khin dnh cho h con phi tuyn.
Theo nguyn tc thit k ny, ti khu tuyn tnh, vector trng thi z 1 cng c tch
thnh hai vector con tng ng z1 = z1s + z1f , vi z1s i din cho thnh phn bin i
chm v z1f cho thnh phn bin i nhanh. khu tuyn tnh ca (6.37) ta s c nh
nguyn l xp chng:
0
496
dz1s
= Az1s + Bus
dt
z1s = A 1 Bus
(6.39)
dz1f
= Az1f + Bu f
dt
(6.40)
Ch rng gi thit trong (6.39) rng ma trn A ca khu tuyn tnh l nghch o c
(kh nghch) khng lm mt tnh tng qut ca phng php, v khi A b suy bin, ta c
th thit k trc mt b iu khin phn hi (m) trng thi R cho khu tuyn tnh sao
cho h con tuyn tnh mi thu c c ( A B R ) tr thnh kh nghch.
Vi (6.39), khu phi tuyn trong (6.37) tr thnh:
dz2
= f ( z2 , A 1 Bus + z1f ) f ( z2 , A 1 Bus )
dt
z1
(6.41)
v nhim v thit k hai cp b iu khin (6.38) s l (hnh 6.15):
Tm u s ( z 2 ) khu phi tuyn (6.41) l GAS.
Tm u f ( z 1 ) khu tuyn tnh (6.40) l n nh v c qu trnh t do tt

nhanh (im cc nm xa v pha tri trc o) sao cho z1f l c th b qua c
trong ng hc chm ca khu phi tuyn (6.41).
dz1
= Az1 + Bu
dt
z1 dz2
= f ( z2 , z1 )
dt
z2
uf(z1)
Hnh 6.15: Nguyn tc thit k
hai cp.
us(z2)
497
Ti liu tham kho

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Li ni u

c c ln xut bn th ba ny vi ni dung v cht lng tt hn hai ln xut

Nhn dng i tng iu khin,

iu khin thch nghi.

Mc ch ca tc gi khi vit quyn sch ny ch n gin l mong mun cung cp

Trng i hc Bch khoa H Ni

H Ni, ngy 28 thng 5 nm 2007

1.1.1 Th no l bi ton iu khin ti u tnh? ..................................................................... 11

1.2.1 Bi ton ti u li............................................................................................................. 23

1.3.1 Mi quan h gia bi ton ti u v bi ton im yn nga ......................................... 29

1.4.1 Bi ton ti u tuyn tnh v phng php n hnh (simplex)....................................... 36

1.5.1 Nguyn l chung.............................................................................................................. 44

1.6.1 Xc nh tham s ti u cho b iu khin PID .............................................................. 57

2.1.1 Th no l bi ton iu khin ti u ng?................................................................... 81

2.2.1 Hm Hamilton, phng trnh EulerLagrange v iu kin cn ..................................... 86

2.3.1 iu khin i tng na tuyn tnh, bit trc im trng thi u v

2.4.1 Ni dung phng php.................................................................................................. 139

iu khin ti u ngu nhin

3.1 Mt s khi nim nhp mn

3.1.1 Qu trnh ngu nhin..................................................................................................... 159

3.3.1 B lc Wiener ................................................................................................................ 186

iu khin ti u RH (iu khin bn vng)

4.1 Khng gian chun Hardy

4.1.1 Khng gian chun L2 v H2 (RH2)................................................................................. 203

Khng gian L2 ............................................................................................................. 203

4.2.1 H c cc khu SISO.................................................................................................... 212

4.3.1 Nhng bi ton iu khin RH in hnh .................................................................... 244

iu khin thch nghi v bn vng

5.1 L thuyt Lyapunov

5.1.1 Tiu chun n nh Lyapunov v nh l LaSalle ......................................................... 275

5.3.1 Hiu chnh tham s b iu khin theo lut MIT........................................................... 338

5.4.1 t vn ..................................................................................................................... 356

Thit k cun chiu (backstepping) b iu khin thch nghi gi nh r cho

5.5.1 Xut pht im ca phng php iu khin trt ....................................................... 393

5.6.1 iu khin thch nghi b bt nh i tng tuyn tnh ................................................. 402

Mt s khi nim c bn ca iu khin v nhng vn b sung

6.1 Nhng khi nim c bn

6.1.1 Cu trc i s .............................................................................................................. 439

Khng gian ............................................................................................................. 459

6.2.1 nh ngha, khi nim hm lin tc, hm gii tch......................................................... 468

6.3.1 Ni dung nh l Kharitonov .......................................................................................... 474

6.4.1 H affine ........................................................................................................................ 483

Th no l bi ton iu khin ti u tnh?

tp cc tham s iu khin thch hp l P,

cht lng h thng do b tham s p mang li l Q( p )

th cc bi ton nu trn c vit chung li thnh:

nh ngha 1.1: Vector tham s iu khin h thng c gi l ti u nu:

N tha mn cc yu cu ca bi ton iu khin (phng n thch hp).

N mang li cho h thng mt cht lng iu khin tt nht.

V d 1.1: (u t c li nhun cao nht)

Trong mt nh my c n phn xng A 1 , , A n . Nh my hin c nguyn vt liu

R rng, tham s iu khin y l (c gp chung li thnh vector):

v tp cc tham s iu khin thch hp c dng:

Li nhun ca nh my do phng n p mang li c tnh bng:

Vy, nhim v ca nh my l phi tm c cch chia ti u p * l nghim ca:

V d 1.2: (Chn tham s ti u cho b iu khin PI)

Hnh 1.1a) m t h thng gm i tng iu khin c hm truyn t:

Nhim v bi ton iu khin t ra l phi xc nh tham s k p , T I cho b iu

Cc hng s gii hn (dng) k p , k +p , TI , TI+ c quy nh bi chng loi b iu

iu ny chng t rng cc tham s thch hp k p , T I ca b iu khin phi l nhng

l hm bn. Suy ra phi c:

v nh vy, tp P gm b tham s iu khin thch hp c dng nh sau:

Hnh 1.1: Minh ha v d 1.2.