Introduction Statement Conditions Neighbouring

Advanced Flight Mechanics

Optimal Control

Manuel Sanjurjo Rivo

Degree in Aerospace Engineering

Escuela Politecnica Superior
Area de Ingeniera Aeroespacial

UC3M - Degree in Aerospace Engineering - Manuel Sanjurjo Advanced Flight Mechanics - Opt Contron
Introduction Statement Conditions Neighbouring

Outline

1 Introduction

2 Statement of the Problem

3 Conditions for Optimality

4 Continuous Neighbouring Optimal Control

UC3M - Degree in Aerospace Engineering - Manuel Sanjurjo Advanced Flight Mechanics - Opt Contron
Introduction Statement Conditions Neighbouring

Introduction

Controls considered only to come back to equilibrium

More general approach. No restricted to linear approximation
Accomplish a mission
Performance
Subject to optimization
Time
Fuel
Also come back to equilibrium efficiently
Instead of trial and error
Optimal control
Other ways of tuning gains

UC3M - Degree in Aerospace Engineering - Manuel Sanjurjo Advanced Flight Mechanics - Opt Contron
Introduction Statement Conditions Neighbouring

Definitions

u(t) control vector

Elevator, aileron, ...
x(t) state vector

Cost function, J
Any function of state and control
Time, mass, normal acceleration, ...
Z tf
J = (x(tf ), tf ) + L (x(t), u(t), t)dt
t0

UC3M - Degree in Aerospace Engineering - Manuel Sanjurjo Advanced Flight Mechanics - Opt Contron
Introduction Statement Conditions Neighbouring

Problem Statement

Types of cost function: Meyer, Lagrange, Bolza.

Control acts on dynamical system

x = f (x, u, t) x(t0 ) = x0

Statement of the Problem

Find the control history u (t), t0 t tf that minimizes a cost
function J, producing an optimal trajectory x (t)

UC3M - Degree in Aerospace Engineering - Manuel Sanjurjo Advanced Flight Mechanics - Opt Contron
Introduction Statement Conditions Neighbouring

Necessary Conditions

Optimal trajectories solution of equations stating necessary

and sufficient conditions for optimality
Necessary Condition
Control history that causes the cost function to be stationary with
respect to control u and satisfies dynamics of the system

Derivation based on Calculus of Variations.

Definition of Hamiltonian

H (x, u, , t) = L (x(t), u(t), t) T f (x, u, t)

UC3M - Degree in Aerospace Engineering - Manuel Sanjurjo Advanced Flight Mechanics - Opt Contron
Introduction Statement Conditions Neighbouring

Euler-Lagrange Equations

H (x, u, , t)
xT =

H (x, u, , t)
T =
x
H (x, u, , t)
0=
u
subject to

T (x(t), t) 
x(t0 ) = x0 (tf ) =
x 
t=tf

Two Point Boundary Value Problem

UC3M - Degree in Aerospace Engineering - Manuel Sanjurjo Advanced Flight Mechanics - Opt Contron
Introduction Statement Conditions Neighbouring

Sufficient Conditions

In many practical problems, stationary = optimal

Tests to assure optimality
Legendre-Clebsch condition (convexity) in Hessian matrix

2H
>0
u2
Existence of neighbouring-optimal solutions
Jacobi condition: no points of intersection of optimal
trajectories

UC3M - Degree in Aerospace Engineering - Manuel Sanjurjo Advanced Flight Mechanics - Opt Contron
Introduction Statement Conditions Neighbouring

Motivation

Generation of optimal paths close to nominal

Changes due to initial conditions, end conditions, parameters,
disturbances, ...
Based on linearization of cost function (and dynamics)
Same approach as in AFM
J(x + x) = J(x ) + 2 J(x)
x = F(t)x + G(t)u
Linear Euler-Lagrange equations
1 T
H = x Qx + 2xT M u + uT Ru +

2
+ T [Fx + Gu]

UC3M - Degree in Aerospace Engineering - Manuel Sanjurjo Advanced Flight Mechanics - Opt Contron
Introduction Statement Conditions Neighbouring

Optimal Feedback Law

Defined as:

u = R1 GT P(t) + MT x = C(t)x
 

P(t) is defined as = P(t)u and unknown

Riccati matrix
LQ (Linear Quadratic control law)
Solve for Riccati matrix

T
P = F GR1 MT P P F GR1 MT +

+ PGR1 GT P Q + MR1 MT

P(tf ) = xx (tf )

UC3M - Degree in Aerospace Engineering - Manuel Sanjurjo Advanced Flight Mechanics - Opt Contron