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IC6601ADVANCED CONTROL
SYSTEMS
MODERN CONTROLSYSTEM
Unit I
STATE VARIABLE DESIGN
StateVariableRepresentation
Thestatevariablesmaybetotallyindependentofeachother,leading
todiagonalor normalformortheycouldbederivedasthe derivativesofthe
output.Ifthemisnodirectrelationshipbetweenvarious
states.Wecoulduseasuitabletransformationtoobtaintherepresentationindiagonalform.
PhaseVariableRepresentation
Itisoftenconvenienttoconsiderthe outputofthesystemas one
ofthestatevariableandremainingstatevariableasderivativesofthisstatevariable.Thestatevaria
blesthusobtainedfromoneofthesystemvariablesandits(n-1)derivatives,areknownasn-
dimensionalphasevariables.
Inathird-ordermechanicalsystem,theoutputmaybedisplacement
. .
x1,x1 x2 vandx2 x3 ainthecaseofmotionoftranslationorangulardisplacement
. . .
1 x1,x1 x2 wandx2 x3 w ifthemotionisrotational,
Where
Equationbecomes
Where
PhysicalVariableRepresentation
Inthisrepresentationthestatevariablesarerealphysicalvariables,whichcanbemeas
uredandusedformanipulationorforcontrolpurposes.Theapproachgenerallyadoptedistobre
aktheblockdiagram
ofthetransferfunctionintosubsystemsinsuchawaythatthephysicalvariablescanheidentifie
d.Thegoverningequationsforthesubsystemscanheusedtoidentifythephysicalvariables.Toi
llustratetheapproachconsidertheblockdiagramofFig.
Onemayrepresentthetransferfunctionofthissystemas
TakingH(s)=1,theblockdiagramofcanberedrawnasinFig.physicalvariablescan
.
bespeculatedasx1=y,output, x2 w theangularvelocityx3 iathearmature
currentinaposition-controlsystem.
Where
Thestatespacerepresentationcanbeobtainedby
And
A simple example of system has an input and output as shown in Figure1.This classof
system has general form of modelgiven in Eq.(1).
u(t) y(t)
S
d ny d n 1y d m 1u
an1 bm1
n1 a0y(t) m1 b0u(t)
dtn dt dt
u(t) u (t)
1 1 u (t)
2 2 y(t) y (t)
1 1 y (t)
2 2
(2)
bm sm bm 1 sm1 b0
y(s) u(s) (3)
an sn an 1 sn1 a0
Thenapplyingthesameinputshiftedbyanyamount oftimeproducesthesameoutputshifted bythe
same amount q of time. The representation of this fact is givenbythe
followingtransferfunction:
bm sm bm 1 s m 1 b0
y(s) e su(s) (4)
an sn an 1 sn1 a0
x2
x3
d
X (6)
dt
xn
f t,u(t),y,y.y,,y (n 1)
X AX Bu ;y CX Du;D=0 (9)
Eq.(9) is known as thecontroller canonicalformof thesystem.
CN(s)B CD
or, G(s) (14)
d(s)
EigenValues
IfthereexistssuchavectorXsuchthatAtransformsittoavectorXXthenXiscalledthesolu
tionoftheequation,
Thesetofhomogeneousequations(1)haveanontrivialsolutiononlyundertheconditio
n,
Thedeterminant|XI-
A|iscalledcharacteristicpolynomialwhiletheequation(2)iscalledthecharacteristicequati
on.
Afterexpanding,wegetthecharacteristicequationas,
The'n'rootsoftheequation(3)i.e.thevaluesofXsatisfyingtheaboveequation
(3)arecalledeigen valuesof thematrix A.
Theequation(2)issimilarto|sI-
A|=0,whichisthecharacteristicequationofthesystem.HencevaluesofXsatisfyingcharact
eristicequationarctheclosedlooppoles ofthe system. Thuseigenvaluesaretheclosedloop
polesof thesystem.
EigenVectors
Anynonzerovector Xisuchthat AXi i Xiissaidtobeeigenvectorassociated
witheigenvalue i .Thuslet i
satisfiestheequation
ThensolutionofthisequationiscalledeigenvectorofAassociatedwitheigenvalue
andisdenotedasMi.
i
Iftherankofthematrix[ i I-A]isr,thenthereare(n-
r)independentEigenvectors.Similarlyanotherimportantpointisthatiftheeigenvaluesof
matrixAarealldistinct,thentherankrofmatrixAis(n-1)wherenisorderofthesystem.
8
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Mathematically,theEigenvectorcanbecalculatedbytakingcofactorsofmatrix( I-
i
A)alonganyrow.
th
WhereCkiiscofactorofmatrix( i I-A)ofk row.
KeyPoint:Ifthecofactoralongaparticularrowgivesnullsolutioni.e.allelementsofcorrespondin
geigenvectorsarezerothencofactorsalonganyotherrowmustheobtained.Otherwise inverseof
modalmatrixMcannotexist.
Example1
Obtain theEigen values,Eigenvectorsforthematrix
Solution
Eigenvaluesare roots of
Eigenvaluesare
To findEigenvector,Let
WhereC =cofactor
For 2 =-2
For =-3
3
Example2
For asystemwithstatemodelmatrices
Obtain thesystemwithstatemodelmatrices
10
Solution
TheT.F.isgivenby,
11
SolutionofStateEquations
Considerthestateequationnoflineartimeinvariantsystemas,
.
X(t) AX(t) BU(t)
ThematricesAandBareconstantmatrices.Thisstateequationcanbeoftwotypes,
1. Homogeneousand
2. Nonhomogeneous
HomogeneousEquation
IfAisaconstantmatrixandinputcontrolforcesarezerothentheequationtakestheform,
Suchanequationiscalledhomogeneousequation.Theobviousequationisifinputiszero,In
suchsystems,thedrivingforceisprovidedbytheinitialconditionsofthesystemtoproduceth
eoutput.Forexample,consideraseriesRCcircuitinwhichcapacitorisinitiallychargedtoVv
olts.Thecurrentistheoutput.Nowthereisnoinputcontrolforcei.e.externalvoltageappliedt
othesystem.Buttheinitialvoltageonthecapacitordrivesthecurrentthroughthesystemand
capacitorstartsdischargingthroughtheresistanceR.Suchasystemwhichworksontheinitia
lconditionswithoutanyinputappliedtoitiscalledhomogeneoussystem.
NonhomogeneousEquation
IfAisaconstantmatrixandmatrixU(t)isnon-
zerovectori.e.theinputcontrolforcesareappliedtothesystemthentheequationtakesnorm
alformas,
Suchanequationiscallednonhomogeneousequation.Mostofthepracticalsystemsrequ
ireinputstodivethem.Suchsystemsarcnonhomogeneouslinearsystems.
Thesolutionofthestateequationisobtainedbyconsideringbasicmethodof
12
findingthesolutionofhomogeneousequation.
Controllability andObservability
Morespecially,forsystemofEq.(1),thereexistsasimilartransformationthatwilldiagonalize the
system.In otherwords, Thereis atransformationmatrixQ such that
X AX Bu ; y CX Du ;X(0)=X0 (1)
X QX or X=Q-1X (2)
X X Bu y=CX Du (3)
1 0 0
0 2 0
Where (4)
0 n
Noticethatbydoingthediagonalizingtransformation,theresultingtransferfunctionbetweenu(s)andy
(s) will not be altered.
LookingatEq.(3),if bk 0,then xk(t)isuncontrollablebytheinputu(t),since, x k(t)is
kt
characterizedbythe modee bythe equation:
x(t) ek tx (0)
k k
th
Thelakeofcontrollabilityofthestate xk(t)isreflectbyazerok rowofB,i.e.bk.Which
wouldcauseacompletezerorowsinthefollowingmatrix(knownasthe controllabilitymatrix),i.e.:
2
b1 1b1 1 1
b n1
1 b1
2
b b b n 1b
2 2 2 2 2 2 2
2 3
C(A,b) B AB A B A B An-1B 2
(5)
b b b n 1b
k k k k k k k
2
n1
bn nbn n bn n bn
13
Remark 1]
2 n1 2 n1
1 1 1 1 A 1 1 1 1 1 for each i.
T
1 1 1 2 n1
1
1 2 n 1 1
2
1
n1
2 2 1
W T
1 2 n2 2 2 2
(6)
2 n-
n1 n1 n-
1 n n 1n
1 2 1n
and
1 1
WT A WT or,A=WT WT WT AWT A
[Remark 2]
tf
X(t) At
e X(0 ) eA(t )
Bu()d (7)
t0
14
tf
A
X(tf) X0 e Bu()d
eAtf
t0
or
tf
A Atf
e Bu()d e X(tf) X0
t0
n t0 (k1)
eA Bu(t 0
k )d
k0 t0 k
n t0 (k1) in 1
= i ()AiB u(t 0 k )d
k 0 t0 k i0
i=n-1 t0 (k1) k
= AiB i ()u(t 0 k )d
i=0 t0 k k0
w1
i=n-1 w2
= AiBWi B ABA2B An-1B
i=0
wn
Thecontrollabilitygrammian
tf
G (t,t ) e AtBBTeA
T
d is non-singular forallt t.
ramo f f 0
t0
qA q, qb 0 (8)
15
qA q and qb 0
qAb qb 0
q I A 0
qA2b qAb 2
qb 0 q b,Ab,A2b,,An1b 0
and qb 0
qAn-1b n1
qb 0
AC A bC r
CC , b
A (9)
0 A 0 n r
C
Where,r rankC(A,b)(NoticethatEq.(33)isawell-
knowntheoreminlinearsystem.)
qA 0zA 0 z q (10)
Infact,accordingto Eq.(27),
k
eAt VetV1 VetWT vi wi T eit
i1
t ) k t n
X(t) e X0At
e A(t bu()d vwTeitX v wTbeii(t )
u()d
i i 0 i i
0 i1 0i1
16
Referringtothe systemsdescribedbyEqs.(26) and(27),the statex (t)i correspondingto
the modeeit is unobservableat theoutput y,ifC
1 1i 0 foranyi=1,2,,n. Thelackof
observabilityof thestate xi (t)isreflectedbya completezero(ith)columnofsocalled
observabilitymatrixofthe systemO(A,C) ,i.e.:
C1 C11 C12 C1n
O( AC
, ) C1A 1C11 2C12 nC1n
1
(11)
n 1
n1
n1
n1
C1A 1 C 2 C12 n C1n
Anobservablestatexi(t)correspondstoanonzerocolumnofO(A,C) .Inthecase of distinct
eigenvalues,each nonzero columnincreases the rankbyone.Therefore, therank of
O(A,C) correspondingtothetotalnumberofmodes thatare observableat the outputy(t) is
termed theobservabilityrank ofthe system. Asinthe case ofcontrollability,it is notnecessaryto
transform a given state-space systemto modalcanonical form in order todetermine its
rank.Ingeneral, theobservabilitymatrixof thesystem is definedas:
C
CA
O(A,C)= =O(A,C)Q (A,C)V1
CAn 1
WithQ=V-1nonsingular.There,therankofO(A,C) equalsthe rankofO(A,C) .Itis
important to note thatthisresult holds in the caseofnon-distinct eigenvalues. Thus, a state-
space system is said to be completely(state) observable ifits observabilitymatrixhas a
fullrank n. Otherwisethe system is said to be unobservable
17
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t
T
Granm,o e A CTCeAd
t0
I A
The(n+p) n matrix b hasrank n at all eigenvalues iofA.
C
PolePlacementDesign
Theconventionalmethodofdesignofsingleinputsingleoutputcontrolsystemconsistsofdesi
gnofasuitablecontrollerorcompensatorinsuchawaythatthedominantclosed loop poles will have
adesired dampingratio % andundamped natural frequencycon.Theorder of thesystemin this
case is increasedby1 or 2if there areno pole zerocancellationtakingplace.Itisassumed
inthismethodthattheeffectsontheresponsesofnon-
dominantclosedlooppoleslobenegligible.Insteadofspecifyingonlythedominant
closedlooppolesintheconventionalmethodofdesign,thepoleplacementtechniquedescribes
alltheclosed looppoleswhichrequiremeasurementsof allstatevariablesor inclusionofa
stateobserver inthe system.Thesystemclosed loop poles can be placedat
arbitrarilychosenlocations with the conditionthatthe
systemiscompletelystalecontrollable.Thisconditioncanbeprovedandtheproofisgivenbelow.Co
nsideracontrolsystemdescribedbyfollowingslateequation
Herexisastatevector,uisacontrolsignal whichisscalar,Aisnxnstatematrix.Bisnx1constantmatrix.
Figopenloop controlsystem
18
Thesystemdefinedbyaboveequationrepresentsopenloopsystem.Thestatexisnotfed
backtothecontrolsignalu.Letusselectthecontrolsignalto
beu=-Kxstate.Thisindicatesthatthecontrolsignalisobtainedfrominstantaneousstate.This is
calledstatefeedback. Thek is a matrixof order l xn calledstatefeedback
gainmatrix.Letusconsiderthecontrolsignaltobeunconstrained.Substitutingvalueofuinequation 1
ThesystemdefinedbyaboveequationisshownintheFig.5.2.Itisaclosedloopcontrolsyste
masthesystemstatexisfedbacktothecontrolsystemasthesystemstalexisfedbacktocontrol
signalu.Thusthisasystemwithstatefeedback
Thesolutionofequation2 issay
x(t)=e,x(0)istheinitialslate (3)
Thestabilityand the transient responsecharacteristicsare determinedbythe eigenvalues
of matrixA- BK.Dependingontheselectionofstatefeedback gainmatrix K,thematrix A-
BKcanbemade asymptoticallystableand it is possible to makex(t) approachingto zero as time
t approaches to infinityprovided x(0)* 0. Theeigen valuesof matrixA - BKarccalledregulator
poles. These regulator poleswhenplacedinleft
halfofsplanethenx(t)approacheszeroastimetapproachesinfinity.Theproblemofplacingtheclosedl
ooppolesatthedesiredlocationiscalledapoleplacementproblem.
DesignofStateObserver
Incaseofstateobserver,thestatevariablesareestimatedbasedonthemeasurement
softheoutputandcontrolvariables.Theconceptofobservabilityplaysimportantpartherei
ncaseofstateobserver.
Considerasystemdefinedbyfollowingstateequations
19
Letusconsiderxastheobservedstatevectors.Theobserverisbasicallyasubsystemwhichr
econstructsthestatevectorofthesystem.Themathematicalmodeloftheobserverissameas
thatoftheplantexcepttheinclusionofadditionalterm consistingofestimationerror to
compensate for inaccuraciesinmatrices AandBandthelackoftheinitialerror.
Theestimationerroror theobservationerror is thedifference
betweenthemeasuredoutputandtheestimatedoutput.Theinitialerroristhedifferenceb
etweentheinitialstateandtheinitialestimatedstate.Thusthemathematicalmodelofthe
observercanbedefined as,
HerexistheestimatedstateandCxistheestimatedoutput.Theobserverhasinputsofoutp
utyandcontrolinputu.MatrixK^iscalledtheobservergainmatrix.Itisnothingbutweighin
gmatrixforthecorrectiontermwhichcontainsthedifferencebetweenthemeasuredoutput
yandtheestimatedoutputcx
Thisadditionaltermcontinuouslycorrectsthemodeloutputandtheperformanceoftheobs
erverisimproved.
Fullorder state observer
Thesystemequationsarcalreadydefinedas
Themathematicalmodelofthestateobserveristakenas.
Todeterminetheobservererrorequation,subtractingequationofxfromxwcget
20
TheblockdiagramofthesystemandfullorderstateobserverisshownintheFig.
ThedynamicbehavioroftheerrorvectorisobtainedfromtheEigenvaluesofmatrixA-
K^CIfmatrixA-
K^Cisastablematrixthentheerrorvectorwillconvergetozeroforanyinitialerrorvectore(0).He
ncex(t)willconvergetox(t)irrespectiveofvaluesofx(0)andx(0).
IftheEigenvaluesofmatrixA-
KeCareselectedinsuchamannerthatthedynamicbehavioroftheerrorvectorisasymptotica
llystableandissufficientlyfastthenanyoftheerrorvectorwilltendtozerowithsufficientspee
d.
1/thesystemiscompletelyobservablethenitcanbeshownthatitispossibletoselectmatrixK
,.suchthatA-
K^ChasarbitrarilydesiredEigenvalues,i.c.observergainmatrixKecanbeobtainedtogetth
edesiredmatrixA-KCC.
UNIT II
PHASE PLANE ANALYSIS
SampledData System
When the signal or information at anyor somepoints in a system is in the form
ofdiscretepulses.Then thesystem is calleddiscretedatasystem.Incontrol
engineeringthediscrete data system is popularlyknown as sampled data systems.
Samplingprocess
Samplingis theconversion ofacontinuous time signal into adiscretetime
signalobtainedbytakingsampleof thecontinuous timesignal at discrete timeinstants.
samplingintervalThereciprocalof T
23
Sampling Theorem
24
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Wherezis a complexvariable
Equation(1) is considered to be two sided and thetransform is called two sided z
transform.Sincethe timeindexk isdefined forboth positiveandnegative values.
Theonesided z transformof f(k)is defined as
25
Problem
1.Determine theztransformand theirROC ofthe discretesequences
f(k)={3,2,5,7}Given f(k) = {3,2, 5,7}
Wheref (0)=3
f (1) =2
f (2) =5
f (3) =7
f (k) =0fork <0and
k>3Bydefinition
2
F(z) f(0)z0+f(1)z 1
+f(2)z +f(3)z3
=3 2z1 5z2 7z3
Here F(z) is bounded,expectwhen z=0
TheROC is entirez-planeexpect z=0
2. Determine theztransformofdiscretesequences f(k) =u
(k)Given f(k) =u (k)
u (k)is a discrete unit step sequenceu
(k)=1 for k 0
=0fork <0
Bydefinition
k
z
k 0
(z 1) k
k0
26
1
F (z) 1
1 z
1
1
1
z
z
z 1
3. Findthe onesided z transformofthe discrete sequencesgenerated by mathematically
sampling the continuoustime function eatcoskT
f(t)Given
f(t) eatcoskT
Bydefinition
ej kT
ej kT
akT
e zk
k0 2
1 1
eaTej T 1 k
z eaTe j T 1 k
z
2k 0 2k 0
1
WKT ck
k 0 1 c
1 1 1 1
F(z)
21 e aT
ejwTz1 21 e aT
e jwT 1
z
1 1 1 1
jT
21 jT
e 2 e
1
zeaT zeaT
1 ze aT ze aT
2 zeaT ej T zeaT e j T
1 zeaTzeaT e jT zeaTzeaT ej T
2 zeaT e j T zeaT ej T
27
aT
cos
2 z2e2aT 2ze cosT 1 2
Inverse ztransform
Partialfractionexpansion(PFE)
Power series expansion
Partialfraction
expansionLetf (k)=discrete
sequence
F(z) =Z{f(k)} =ztransform of f(k)
m
F(z) = bz0 bz0 m1 bz0 m2 ..........bm wherem n
z n
az1 n1
az2 n2 ..........a n
A1,A2,........An areresidues
p1,p2,........pn arepoles
Powerseriesexpansion
Letf (k)=discrete sequences
F(z) = Z{f(k)} =ztransform off
(k)Bydefinition
F(Z) f(k)zk
k
OnExpanding
F(Z) (.......f( 3)z3 f( 2)z2 f( 1) z f(0)z0 f(1)z 1
f(2)z2 .............)-------4
1
Problem
1. Determine the inverse ztransformofthe followingfunction
1
(i) F(z) = 1
1 1.5z 0.5z2
Given
1
F(z) = 1
1 1.5z 0.5z2
1
1.5 0.5
1 z2
z
z2
z2 1.5z 0.5
z2
(z 1)(z 0.5)
F(z) z
z (z 1)(z 0.5)
z
(z 0.5)
1
(1 0.5)
Put z=0.5
F(z)
A2 (z 0.5)
z
z
A2 (z 0.5)
(z 1)(z 0.5)
z
(z 1)
29
0.5
(0.51)
-1
F(z) 2 1
z z 1 z 0.5
2z z
F(z)
z 1 z 0.5
WKT
z z
Z{a k } and Z{u(k)}
z a z 1
Ontakinginverseztransform
f(k) 2u(k) (0.5)k , k 0
z2
(ii) F(z) =
z2 z 0.5
Given
z2
F(z) =
z2 z 0.5
z2
(z 0.5 j0.5)(z 0.5 j0.5)
F(z) z
z (z 0.5 j0.5)(z 0.5 j0.5)
z (z 0.5 j0.5)
A (z 0.5 j0.5)(z 0.5 j0.5)
z
(z 0.5 j0.5)
30
0.5 j0.5
(0.5 j0.5 0.5 j0.5)
0.5 j0.5
zj
A* (z 0.5 j0.5)
(z 0.5 0.5)(z 0.5 j0.5)
Put z=0.5-j0.5
z
A* (z 0.5 j0.5)
Ontakinginverseztransform
f(k) (0.5 j0.5)(0.5 j0.5)k (0.5 j0.5)(0.5 j0.5)k
3z2 2z1
F(z) =
2
z 3z 2
3
z2 3z 2 3z2 2z 1
3z2 9z 6
11z 5
31
ByPFE
A1 A2
F(z)=3
(z 1) (z 2)
11z 5
A1 (z 1)
(z 1)(z 2)
11z 5 115
6
(z 2) 1 2
11z 5
A2 (z 2)
(z 1)(z 2)
11z 5 11(2) 5
(z 1) 17
2 1
6 17
F(z) 3
(z 1) (z 2)
1 z z z
3 6 17 1 z 3 6z1 17z1
z (z 1) zz 2 (z 1) z 2
On takinginverseztransform
f(k) 3 (k) 6u(k 1)17 2(k1)u(k 1) ;fork 0
2 2z
Given
1
F(z)
1 3z 1
1 2
2 2z
(i) z 1.0
3 1 7 z2 15 3
1 z z .........
2 4 8
3
1 z1 12 1
z
2 2
1 1 2
1 3z z
2 2
3 1 1 2
2z 2z
3 1 9 2
3 3
2z 4z 4z
7 2 3 2
4z 4z
7 2
3 2
7 4
4z 4z 8z
15 3 7 4
8z 8z
3 1 7 2 15 3
F(z) 1 z z ......... -------------(i)
2z 4 8
F(Z) f(k)zk
k
F(z) f(k)zk
k 0
1 2
F(z) f(0)z f(1)z f(2)z3 ................. --------------(ii)
Comparingequation (i)&(ii)
3 7 15
f(0) 1,f(1) ,f(2) ,f(3)
2 4 8
3 7 15
f(k) {1, , , ,........ .......}fork 0
24 8
33
(i) z 0.5
3z 2z2
3z 9z2 6z3
7z 2 6z3
7z 2 21z3 14z4
15z3 14z4
15z3 45z4 30z5
F(Z) f(k)zk
k
For ananti-causalsignal
0
F(Z) f(k)z1
k
F(z) ............ f( 5)z5 f( 4)z4 f( 3)z3 f( 2)z2 f( 1)z 1 f(0) ------------- (ii)
Comparingtheequation i &ii
f( 5) 30,f( 4) 14,f( 3) 6,f( 2) 2,f( 1) 0,f(0) 0
f(k) {...........30,14,6,2,0,0}
Difference equation
Discrete timesystems are describedbydifferenceequation oftheform
34
Thus the nth value oftheoutput can be computed from the nth input value and the N and
Mpastvalues ofthe outputand input, respectively.
Roleofz transforminlinear difference equations
Equation(1)gives us theform of the linear difference equation that describes
thesystem. Takingztransform on eitherside and assumingzero initial conditions, wehave
Necessarycondition forstability
F(1) 0; ( 1)nF( 1) 0
35
Sufficientcondition forstability
a0 an
b0 bn 1
c0 cn 2
..................
r0 r2
Ifthe characteristic polynomial satisfies (n-1) conditions, then the system is stable
Jurystest
Bilineartransformation
Thebilinear transformation maps the interior ofunit circle in the z planeinto the lefthalf ofthe
r-plane.
z 1 1 r
r z
z 1 Or 1 r
1 r
Sub z in Equation (i)
1 r
36
1 1 r 1 r 1 r
an( r n an1( )n1 an2 ( )n2 ............a ( ) a 0 ...........(ii)
)
1 r 1 r 1 r 1 r 0
Problem
Given
F(z) 5z2 2z 2 0
( 1) nF( 1) ( 1) 2 5( 1) 2 2(1) 2
1(5 2 2)
9
Heren=2
SinceF(1) 0; ( 1)nF( 1) 0,thenecessaryconditionfor stabilityissatisfied.
Check forsufficient
conditionIt consistingof (2n-
3)rowsn=2 (2n-3)=(2*2-3)
=1
So, it consists of onlyone
rowRow z0 z1z2
1 a0 a1 a2
a0 2,a1 2,a2 5
a0 a1
Thenecessarycondition to be satisfied
37
Check fornecessarycondition
F(z) z3 0.2z2 0.25z 0.05 0
rowsRow z0 z1 z2 z3
1 a0 a1 a2 a3
2 a3 a2 a1 a0
3 b0 b1 b2
a0 0.05
a1 0.25
a2 0.2
a3 1
38
a0 a3 0.05 1
b0 0.052 1
a3 a0 1 0.05
0.9975
a0 a2 0.05 0.2
b1 0.05( 0.25* 0.2)
a3 a1 1 0.25
0.1875
a0 a1 0.05 0.25
b3 0.05*(0.2)*( 0.25)
a3 a2 1 0.2
0.24
Row z0 z1 z2 z3
1 0.05 -0.25 -0.2 1
2 1 -0.2 -0.25 1
3 -0.9975 0.1875 0.24
Thenecessarycondition to be satisfied
a0 a 3, b0 b2
0.05 1 , 0.9975 0.25
1 r
Put z
1 r
1 1 r
F(r) 1 r3 0.2( r2 0.25( ) 0.05 0
( ) )
1 r 1 r 1 r
39
(3.6*2.9)(0.9*0.6) 2.75
r1
3.6
(2.75*0.6)(0*3.6) 0.6
r0
2.75
Thereis no sign changein the elements of first column of routharray. Hencethe
sufficientcondition forstabilityis satisfied.
Thenecessarycondition and sufficientcondition forstabilityare satisfied.Hence the systemis
stable.
Pulsetransfer function
It is the ratio of s transform of discrete output signal of the systemto the z-transform
ofdiscrete input signal to the system. That is
C(z)
H(z) (i)
R(z)
Proof
Consider thez-transformof theconvolution sum
40
C(z) R(z).H(z)
Thepulse transferfunction
C(z)
H(z) --------------------------- (vi)
R(z)
Theblock diagramfor pulse transferfunction
UNIT II
Z-TRANSFORMAND SAMPLED DATA SYSTEMS
PART A
1. What is sampled datacontrolsystem?
2. Explain the termssamplingand sampler.
3. What is meantbyquantization?
4. State (shanons) samplingtheorem
5. What is zero orderhold?
6. What is region of convergence?
7. DefineZ-transform ofunit step signal?
8. Write anytwo properties of discrete convolution.
9. What is pulse transferfunction?
10. What are the methods availablefor thestabilityanalysisofsampled
datacontrolsystems?
11. What is bilineartransformation?
41
PART B
1. (i)solve thefollowing
differenceequation2y(k) 2y(k-1) +y(k-
2) =r(k)
y(k) =0 for k<0 andr(k)
={1; k=0,1,2
{0;k<0 (8)
(ii)check ifall the roots of the followingcharacteristicsequation liewithin thecircle.
Z41.368Z3+0.4Z2+0.08Z+0.002=0(8)
2. (i)Explain the conceptofsamplingprocess. (6)(ii)Draw
thefrequencyresponse of Zero-orderHold
(4)(iii)Explain anytwo theorems onZ-transform (6)
3. Theblock diagram ofa sampleddata system isshown to Fig.(a)Obtaindiscrete-time
statemodel for the system. (b) Obtain the equationforintersample responseof the system.
42
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UNIT III
DESCRIBING FUNCTION ANALYSIS
State variables
behaviourofadynamicsystemthanthosenvariablesareasetofstate variables.
Thestatevariablesneednotbephysicallymeasurableorobservablequantities.Variablesthatdonotre
present physical quantitiesandthosethatareneithermeasurablenorobservable canalso
bechosenasstatevariables.Suchfreedom inchoosingstatevariablesis anaddedadvantage of
thestate-space methods.
Canonical forms
Theyare fourmaincanonicalforms to be studied:
1. Controllercanonicalform
2. Observercanonical form
3. Controllabilitycanonicalform
4. Observabilitycanonical form
43
y(s) y(s)z(s) 1 2 bs b
u(s) z(s)u(s) s3 as 2 as a bs1 2 3
1 2 3
In other words,
z(s) 1
3 2 ;
u(s) s as as a
1 2 3
2
y(s) bs bs2 b3
and 1
z(s) 1
It is easyto havethe state-space equation of
0 1 0 0
Z 0 0 1 Z 0 u;
a3 a2 a 1
b0 b1 bm
C=C 0 0
a0 a0 a0
44
bsn1
1
bs2 n1 bn
y(s) u(s)
sn as1 n1 an
We have
0 1 0 0 0
0 0 1 0 0
A ;b
-an1 an 2 -a1 1
C bn bn1 b1
s3 y as1 2y asy
2
ay3 bs
1
2
y bsy
2
by
3
yx x1
1x x2 a1y b1u x2 b1u
2 a1x1x3 a2y b2u x3 b2u
a2x1
x3 a3y b3u a3x1 b3u
In other words,
a1 1 0 b1
A a2 0 1 ; b b2 ; C 0 0 1
a 0 0 b3
Ingeneral,
a1 1 0 0 0
a2 0 1 0 ;
A b= ; C=1 0 0
1 0
an 0 0 0 1
Controllabilitycanonical form
45
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1
0 0 a3 1 a2 a1 1
A 1 0 a2 ; b= 0 ; C=b3 b2 b1 a1 1 0
0 1 a1 0 1 0 0
Ingeneral,
1
0 0 an an1 an 2 a1 1
1 0 an1 an 2 an 3 a1 1 0
A 0 1 0 -an 2 ; b=bn bn1 b
a1 1 0 0 0 0
0 0 1 -a1 1 0 0 0 0
C 1 0 0
0 1 0 0 0
0 0 1 0 0
A ;
0 0 0 0 1
-an an 2 a1
1
1 0 0 0 0 0
b1
a1 1 0 0 0 0
b
b b
an2 an 1 a1 1 0
bn
an1 an2 a1 1
C=10 0 0
Controllability andObservability
Thedynamicsofalineartime(shift))invariantdiscrete-timesystemmaybeexpressedinterms state
(plant) equation and output (observation or measurement) equation as follows
Wherex(k)anndimensionalslaterectorattimet=kT.anr-dimensionalcontrol(input)vectory(k).an
m-dimensionaloutput vector,respectively,arerepresented as
46
Theconceptsofcontrollabilityandobservabilityfordiscretetimesystemaresimilartothecontinuous
-timesystem.
Adiscretetimesystemissaidtobecontrollableifthereexistsafiniteintegernandinput
mu(k);k [0,n 1]thatwilltransferanystate x0 bx(0)tothestatex n atk nn.
Controllability
Equationcan bewritten as
Thus,asystemiscontrollableiftherankcomposite(n nr)matrix[BABA2B.........An1B]
is n.
Observability
47
Thus, wecanwrite
Ifrankof
!heninitialstatex(0)canbedeterminedfromthemostnmeasurementsoftheoutputandinput.
48
Weareusuallysatisfiedwiththetrialanderrormethodofselectionofsamplinginterval.Wecompa
retheresponseofthecontinuous-
timeplantwithmodelsdiscretizedforvarioussamplingrates.Thenthemodelwiththeslowestsam
plingratewhichgivesaresponsewithintolerablelimitsisselectedforfuturework.However,them
ethodisnotrigorousinapproach.Alsoawidevariety
ofinputsmustbegiventoeachprospectivemodeltoensurethat it is a treerepresentative
oftheplants.
Poleplacement by statefeedback
Consider a lineardynamic system in the statespace form
Such that
49
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After
Inalineartimeinvariantobserverforreconstructionofthecrystalradiusfromtheweighingsignalisderi
ved.Asastartingpoint,alinearapproximationofthesystembehaviourcanbeused.Forthis
purposethenonlinearequationsrequiredfor observerdesign needtobelinearizedaround some
operatingor (steadystate)values, i.e. the equationsareexpanded in aTaylorserieswhich
istruncatedat thesecond order
Can be approximated by
Aroundsomefixedvaluesa0,v .Withnewcoordinatesr
0 0 0
r v tan( )
e e c c c c
Inthesamewayonecancontinuewiththeremainingequationsneededfordescribingtheprocessdyna
mics.Forexample, Thelinear model he derived is
Wherexisthestatevector,Furthermore.Onehasthe3 3systemmatrixA.the3
2controlmatrixBandthe1 3outputmatrixC.Onehastokeepinmindthatthevaluesofthestatespare
vector.r,rho inputsector itand theoutputy describethe deviation ofthe
correspondingquantitiesfromtheiroperatingwillies.
50
Unit IV & V
Optimal control & Optimal Estimation
Optimal control theory, an extension of the calculus of variations, is a mathematical
optimization method for deriving control policies. The method is largely due to the work of Lev
Pontryagin and his collaborators in the Soviet Union[1] and Richard Bellman in the United
States.
Contents
[hide]
1 General method
2 Linear quadratic control
3 Numerical methods for optimal control
4 Discrete-time optimal control
5 Examples
o 5.1 Finite time
6 See also
7 References
8 Further reading
9 External links
We begin with a simple example. Consider a car traveling on a straight line through a hilly
road. The question is, how should the driver press the accelerator pedal in order to minimize the
total traveling time? Clearly in this example, the term control law refers specifically to the way
in which the driver presses the accelerator and shifts the gears. The "system" consists of both
the car and the road, and the optimality criterion is the minimization of the total traveling time.
Control problems usually include ancillary constraints. For example the amount of available
fuel might be limited, the accelerator pedal cannot be pushed through the floor of the car, speed
limits, etc.
A proper cost functional is a mathematical expression giving the traveling time as a function of
the speed, geometrical considerations, and initial conditions of the system. It is often the case
that the constraints are interchangeable with the cost functional.
Another optimal control problem is to find the way to drive the car so as to minimize its fuel
consumption, given that it must complete a given course in a time not exceeding some amount.
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Yet another control problem is to minimize the total monetary cost of completing the trip, given
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A more abstract framework goes as follows. Minimize the continuous-time cost functional
where is the state, is the control, is the independent variable (generally speaking,
time), is the initial time, and is the terminal time. The terms and are called the
endpoint cost and Lagrangian, respectively. Furthermore, it is noted that the path constraints
are in general inequality constraints and thus may not be active (i.e., equal to zero) at the
optimal solution. It is also noted that the optimal control problem as stated above may have
multiple solutions (i.e., the solution may not be unique). Thus, it is most often the case that any
solution to the optimal control problem is locally minimizing.
A particular form of the LQ problem that arises in many control system problems is that of the
linear quadratic regulator (LQR) where all of the matrices (i.e., , , , and ) are
constant, the initial time is arbitrarily set to zero, and the terminal time is taken in the limit
(this last assumption is what is known as infinite horizon). The LQR problem is
stated as follows. Minimize the infinite horizon quadratic continuous-time cost functional
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In the finite-horizon case the matrices are restricted in that and are positive semi-definite
and positive definite, respectively. In the infinite-horizon case, however, the matrices and
are not only positive-semidefinite and positive-definite, respectively, but are also constant.
These additional restrictions on and in the infinite-horizon case are enforced to ensure that
the cost functional remains positive. Furthermore, in order to ensure that the cost function is
bounded, the additional restriction is imposed that the pair is controllable. Note that the
LQ or LQR cost functional can be thought of physically as attempting to minimize the control
energy (measured as a quadratic form).
The infinite horizon problem (i.e., LQR) may seem overly restrictive and essentially useless
because it assumes that the operator is driving the system to zero-state and hence driving the
output of the system to zero. This is indeed correct. However the problem of driving the output
to a desired nonzero level can be solved after the zero output one is. In fact, it can be proved
that this secondary LQR problem can be solved in a very straightforward manner. It has been
shown in classical optimal control theory that the LQ (or LQR) optimal control has the
feedback form
and is the solution of the differential Riccati equation. The differential Riccati equation is
given as
For the finite horizon LQ problem, the Riccati equation is integrated backward in time using the
terminal boundary condition
For the infinite horizon LQR problem, the differential Riccati equation is replaced with the
algebraic Riccati equation (ARE) given as
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problem, the matrices , , , and
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are all constant. It is noted that there are in general multiple solutions to the algebraic Riccati
equation and the positive definite (or positive semi-definite) solution is the one that is used to
compute the feedback gain. The LQ (LQR) problem was elegantly solved by Rudolf Kalman.[3]
where
is the augmented Hamiltonian and in an indirect method, the boundary-value problem is solved
(using the appropriate boundary or transversality conditions). The beauty of using an indirect
method is that the state and adjoint (i.e., ) are solved for and the resulting solution is readily
verified to be an extremal trajectory. The disadvantage of indirect methods is that the boundary-
value problem is often extremely difficult to solve (particularly for problems that span large
time intervals or problems with interior point constraints). A well-known software program that
implements indirect methods is BNDSCO.[4]
The approach that has risen to prominence in numerical optimal control over the past two
decades (i.e., from the 1980s to the present) is that of so called direct methods. In a direct
method, the state and/or control are approximated using an appropriate function approximation
(e.g., polynomial approximation or piecewise constant parameterization). Simultaneously, the
cost functional is approximated as a cost function. Then, the coefficients of the function
approximations are treated as optimization variables and the problem is "transcribed" to a
nonlinear optimization problem of the form:
Minimize
Depending upon the type of direct method employed, the size of the nonlinear optimization
problem can be quite small (e.g., as in a direct shooting or quasilinearization method) or may be
quite large (e.g., a direct collocation method[5]). In the latter case (i.e., a collocation method),
Get
the nonlinear usefulproblem
optimization studymaymaterials from towww.rejinpaul.com
be literally thousands tens of thousands of variables
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and constraints. Given the size of many NLPs arising from a direct method, it may appear
somewhat counter-intuitive that solving the nonlinear optimization problem is easier than
solving the boundary-value problem. It is, however, the fact that the NLP is easier to solve than
the boundary-value problem. The reason for the relative ease of computation, particularly of a
direct collocation method, is that the NLP is sparse and many well-known software programs
exist (e.g., SNOPT[6]) to solve large sparse NLPs. As a result, the range of problems that can be
solved via direct methods (particularly direct collocation methods which are very popular these
days) is significantly larger than the range of problems that can be solved via indirect methods.
In fact, direct methods have become so popular these days that many people have written
elaborate software programs that employ these methods. In particular, many such programs
written in FORTRAN include DIRCOL,[7] SOCS,[8] OTIS,[9] GESOP/ASTOS[10] and DITAN.[11]
In recent years, due to the advent of the MATLAB programming language, optimal control
software in MATLAB has become more common. Examples of academically developed
MATLAB software tools implementing direct methods include RIOTS,[12]DIDO,[13]
DIRECT,[14] and GPOPS,[15] while an example of an industry developed MATLAB tool is
PROPT.[16] These software tools have increased significantly the opportunity for people to
explore complex optimal control problems both for academic research and industrial-strength
problems. Finally, it is noted that general-purpose MATLAB optimization environments such
as TOMLAB have made coding complex optimal control problems significantly easier than was
previously possible in languages such as C and FORTRAN.
[edit] Examples
A common solution strategy in many optimal control problems is to solve for the costate
(sometimes called the shadow price) . The costate summarizes in one number the marginal
value of expanding or contracting the state variable next turn. The marginal value is not only
the gains accruing to it next turn but associated with the duration of the program. It is nice when
can be solved analytically, but usually the most one can do is describe it sufficiently well
that the intuition can grasp the character of the solution and an equation solver can solve
numerically for the values.
Having obtained , the turn-t optimal value for the control can usually be solved as a
differential equation conditional on knowledge of . Again it is infrequent, especially in
continuous-time problems, that one obtains the value of the control or the state explicitly.
Usually the strategy is to solve for thresholds and regions that characterize the optimal control
and use a numerical solver to isolate the actual choice values in time.
Consider the problem of a mine owner who must decide at what rate to extract ore from his
mine. He owns rights to the ore from date to date . At date there is ore in the ground,
and the instantaneous stock of ore declines at the rate the mine owner extracts it u(t). The
mine owner extracts ore at cost and sells ore at a constant price . He does not
value the ore remaining in the ground at time (there is no "scrap value"). He chooses the rate
of extraction in time u(t) to maximize profits over the period of ownership with no time
discounting.
2. Continuous-time version
1. Discrete-time version
The manager maximizes profit :
The manager maximizes profit :
As the mine owner does not value the ore As the mine owner does not value the ore
remaining at time , remaining at time ,
Using the above equations, it is easy to solve Using the above equations, it is easy to solve
for the and series for the differential equations governing
and
Optimal control
Victor M. Becerra (2008), revision #91612 [link
Scholarpedia, 3(1):5354. doi:10.4249/scholarpedia.5354 to/cite this article]
Curator and Contributors
1.00 - Victor M. Becerra
0.05 - Ian Stevenson
0.05 - Abhishek
0.05 - Eugene M. Izhikevich
0.05 - Ross H. Miller
Graham W Griffiths
D. Subbaram Naidu
Optimal control is the process of determining control and state trajectories for a dynamic
system over a period of time to minimise a performance index.
Contents
1 Origins and applications
2 Formulation of optimal control problems
3 Continuous time optimal control using the variational approach
o 3.1 General case with fixed final time and no terminal or path constraints
o 3.2 The linear quadratic regulator
o 3.3 Case with terminal constraints
o 3.4 Case with input constraints - the minimum principle
o 3.5 Minimum time problems
o 3.6 Problems with path constraints
o 3.7 Singular arcs
4 Computational optimal control
5 Dynamic programming
6 Discrete-time optimal control
7 Examples
o 7.1 Minimum energy control of a double integrator with terminal constraint
o 7.2 Computational optimal control: B-727 maximum altitude climbing turn
manoeuvre
8 References
9 Further reading
10 External links
11 See also
Optimal control and its ramifications have found applications in many different fields, including
aerospace, process control, robotics, bioengineering, economics, finance, and management
science, and it continues to be an active research area within control theory. Before the arrival
of the digital computer in the 1950s, only fairly simple optimal control problems could be
solved. The arrival of the digital computer has enabled the application of optimal control theory
and methods to many complex problems.
If there are no path constraints on the states or the control variables, and if the initial and final
times are fixed, a fairly general continuous time optimal control problem can be defined as
follows:
subject to:
Adjoin the constraints to the performance index with a time-varying Lagrange multiplier vector
function (also known as the co-state), to define an augmented
performance index
Assume that and are fixed. Now consider an infinitesimal variation in that is
denoted as Such a variation will produce variations in the state history and a
variation in the performance index
Since the Lagrange multipliers are arbitrary, they can be selected to make the coefficients of
and equal to zero, as follows:
Equations (2), (5), (6), and (7) are the first-order necessary conditions for a minimum of J.
Equation (5) is known as the co-state (or adjoint) equation. Equation (6) and the initial state
condition represent the boundary (or transversality) conditions. These necessary optimality
conditions, which define a two point boundary value problem, are very useful as they allow to
find analytical solutions to special types of optimal control problems, and to define numerical
algorithms to search for solutions in general cases. Moreover, they are useful to check the
extremality of solutions found by computational methods. Sufficient conditions for general
nonlinear problems have also been established. Distinctions are made between sufficient
conditions for weak local, strong local, and strong global minima. Sufficient conditions are
useful to check if an extremal solution satisfying the necessary optimality conditions actually
yields a minimum, and the type of minimum that is achieved. See (Gelfand and Fomin, 2003),
(Wan, 1995) and (Leitmann, 1981) for further details.
The theory presented above does not deal with the existence of an optimal control that
minimises the performance index J. See the book by Cesari (1983) which covers theoretical
issues on the existence of optimal controls. Moreover, a key point in the mathematical theory of
optimal control is the existence of the Lagrange multiplier function See the book by
Luenberger (1997) for details on this issue.
A special case of optimal control problem which is of particular importance arises when the
objective function is a quadratic function of x and u, and the dynamic equations are linear. The
resulting feedback law in this case is known as the linear quadratic regulator (LQR). The
performance index is given by:
where and are positive semidefinite matrices, and is a positive definite matrix,
while the system dynamics obey:
In this case, using the optimality conditions given above, it is possible to find that the optimal
control law can be expressed as a linear state feedback:
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In the particular case where and provided the pair (A,B) is stabilizable, the Ricatti
differential equation converges to a limiting solution S, and it is possible to express the optimal
control law as a state feedback as in (10) but with constant gain K. which is given by
Moreover, if the pair (A,C) is observable, where then the closed loop system
\tag{13}
\dot \mathbf{x} = (\mathbf{A}-\mathbf{B}\mathbf{K})\mathbf{x}
is asymptotically stable. This is an important result, as the linear quadratic regulator provides a
way of stabilizing any linear system that is stabilizable. It is worth pointing out that there are
well established methods and software for solving the algebraic Ricatti equation (12). This
facilitates the design of linear quadratic regulators. A useful extension of the linear quadratic
regulator ideas involves modifying the performance index (8) to allow for a reference signal
that the output of the system should track. Moreover, an extension of the LQR concept to
systems with gaussian additive noise, which is known as the linear quadratic gaussian (LQG)
controller, has been widely applied. The LQG controller involves coupling the linear quadratic
regulator with the Kalman filter using the separation principle. See (Lewis and Syrmos, 1995)
for further details.
Realistic optimal control problems often have inequality constraints associated with the input
variables, so that the input variable u is restricted to be within an admissible compact region
such that:
It was shown by Pontryagin and co-workers (Pontryagin, 1987) that in this case, the necessary
conditions (2), (5) and (6) still hold, but the stationarity condition (7), has to be replaced by:
for all admissible u, where * denotes optimal variables. This condition is known as Pontryagin's
minimum principle. According to this principle, the Hamiltonian must be minimised over all
admissible u for optimal values of the state and costate variables.
One special class of optimal control problem involves finding the optimal input u(t) to reach a
terminal constraint in minimum time. This kind of problem is defined as follows.
subject to:
See (Lewis and Syrmos, 1995) and (Naidu, 2003) for further details on minimum time
problems.
Sometimes it is necessary to restrict state and control trajectories such that a set of constraints is
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satisfied within interval ofstudy
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Singular arcs
In some optimal control problems, extremal arcs satisfying (7) occur where the matrix
is singular. These are called singular arcs. Additional tests are required to verify if a
singular arc is optimizing. A particular case of practical relevance occurs when the Hamiltonian
function is linear in at least one of the control variables. In such cases, the control is not
determined in terms of the state and co-state by the stationarity condition (7). Instead, the
control is determined by the condition that the time derivatives of must be zero
along the singular arc. In the case of a single control u, once the control is obtained by setting
the time derivative of to zero, then additional necessary conditions known as the
generalized Legendre-Clebsch conditions must be checked:
The presence of singular arcs may cause difficulties to computational optimal control methods
to find accurate solutions if the appropriate conditions are not enforced a priori. See (Bryson
and Ho, 1975) and (Sethi and Thompson, 2000) for further details on the handling of singular
arcs.
techniques for solving nonlinear programming problems with constraints, such as sequential
quadratic programming (Bazaraa et al, 1993). Direct methods using nonlinear programming are
known to deal in an efficient manner with problems involving path constraints. See Betts (2001)
for more details on computational optimal control using nonlinear programming. See also
(Becerra, 2004) for a straightforward way of combining a dynamic simulation tool with
nonlinear programming code to solve optimal control problems with constraints.
Indirect methods involve iterating on the necessary optimality conditions to seek their
satisfaction. This usually involves attempting to solve nonlinear two-point boundary value
problems, through the forward integration of the plant equations and the backward integration
of the co-state equations. Examples of indirect methods include the gradient method and the
multiple shooting method, both of which are described in detail in the book by Bryson (1999).
Dynamic programming
Dynamic programming is an alternative to the variational approach to optimal control. It was
proposed by Bellman in the 1950s, and is an extension of Hamilton-Jacobi theory. Bellman's
principle of optimality is stated as follows: "An optimal policy has the property that regardless
of what the previous decisions have been, the remaining decisions must be optimal with regard
to the state resulting from those previous decisions". This principle serves to limit the number
of potentially optimal control strategies that must be investigated. It also shows that the optimal
strategy must be determined by working backward from the final time.
Consider Problem 1 with the addition of a terminal state constraint (14). Using Bellman's
principle of optimality, it is possible to derive the Hamilton-Jacobi-Bellman (HJB) equation:
where J* is the optimal performance index. In some cases, the HJB equation can be used to find
analytical solutions to optimal control problems.
Dynamic programming includes formulations for discrete time systems as well as combinatorial
systems, which are discrete systems with quantized states and controls. Discrete dynamic
programming, however, suffers from the 'curse of dimensionality', which causes the
computations and memory requirements to grow dramatically with the problem size. See the
books (Lewis and Syrmos, 1995), (Kirk, 1970), and (Bryson and Ho, 1975) for further details
on dynamic programming.
where k is an integer index, x(k) is the state vector, u(k) is the control vector, and f is a vector
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function. The objective is to find a control sequence to
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See, for example, (Lewis, 1995), (Bryson and Ho, 1975), and (Bryson, 1999) for further details.
Examples
Minimum energy control of a double integrator with terminal constraint
Figure 1: Optimal control and state histories for the double integrator example
subject to
so that
Evaluating (21) at t=0 and using the initial conditions gives the values c=1 and d=1. Evaluating
(21) at the terminal time t=1 gives two simultaneous equations:
This yields a=18, and b=10. Therefore, the optimal control is given by:
The resulting optimal control and state histories are shown in Fig 1.
This example is solved using a gradient method in (Bryson, 1999). Here, a path constraint is
considered and the solution is sought by using a direct method and nonlinear programming. It is
desired to find the optimal control histories to maximise the altitude of a B-727 aircraft in a
given time with terminal constraints that the aircraft path be turned 60 degrees and the
velocity be slightly above the stall velocity. Such a flight path may be of interest to reduce
engine noise over populated areas located ahead of an airport runway. This manoeuvre can be
formulated as an optimal control problem, as follows.
subject to:
where h is the altitude, x is the horizontal distance in the initial direction, y is the horizontal
distance perpendicular to the initial direction, V is the aircraft velocity, is the climb angle, is
the heading angle, and units. The distance and time units in the above equations are
normalised. To obtain meters and seconds, the corresponding variables need to be multiplied by
10.0542, and 992.0288, respectively. There are two controls: the angle of attack and the bank
angle . The functions T(V), CD() and CL() are given by:
The solution shown in Fig 2 was obtained by using sequential quadratic programming, where
the decision vector consisted of the control values at the grid points. The differential equations
were integrated using 5th order Runge-Kutta steps with size t= 0.01 units, and the gradients
required by the nonlinear programming code were found by finite differences.