0 views

Uploaded by salim

control

- 4D Flight Trajectory Optimization Based on Pseudo Spectral Methods
- Instrumentation and Process Control Rr322301
- Dc 13 Appendix A: Deterministic optimal control.
- Transit Studies IV
- ma691_ch7
- 01582679 Laboratory Experimental Testing of Inerters
- State-Dependent Riccati Equation
- PID
- v69-95
- Direct Variation Mac2
- e_069_03_0610
- 3433029911-591
- A. Tokuno et al- Skyrmion in spinor condensates and its stability in trap potentials
- Modeling of Electromechanical Systems.pdf
- Lecture 2
- Process Control CP 1
- Constrained Optimization
- An Optimal Performance Control Scheme for a 3D Crane
- Transient Stability Analysis of a Power System With One Generator
- Solar-Generator Interfacing With Current-Fed MPP-Tracking Converters

You are on page 1of 5

Lecture Note 1

In the past lectures, although we have designed controllers based on some criteria, but we have

never considered optimality of the controller with respect to some index. In this context, Linear

Quadratic Regular is a very popular design technique.

The optimal control theory relies on design techniques that maximize or minimize a given

performance index which is a measure of the effectiveness of the controller.

mization of a functional.

A functional is a mapping or transformation that depends on one or more functions and the

values of the functionals are numbers. Examples of functionals are performance indices which

will be introduced later.

In the following section we would discuss the Euler-Lagrange equation for discrete time sys-

tems.

A large class of optimal digital controller design aims to minimize or maximize a performance

index of the following form.

N

X −1

J= F (k, x(k), x(k + 1), u(k))

k=0

where F (k, x(k), x(k + 1), u(k)) is a differentiable scalar function and x(k) ∈ Rn , u(k) ∈ Rm .

I. Kar 1

Digital Control Module 11 Lecture 1

The above can be the state equation of the system, as well as other equality or inequality con-

straints.

Design techniques for optimal control theory mostly rely on the calculus of variation, according

to which, the problem of minimizing one function while it is subject to equality constraints is

solved by adjoining the constraint to the function to be minimized.

Let λ(k + 1) ∈ Rn×1 be defined as the Lagrange multiplier. Adjoining J with the constraint

equation,

N

X −1

Ja = F (k, x(k), x(k + 1), u(k))+ < λ(k + 1), [x(k + 1) − f (k, x(k), u(k))] >

k=0

Calculus of variation says that the minimization of J with constraint is equivalent to the mini-

mization of Ja without any constraint.

Let x∗ (k), x∗ (k + 1), u∗ (k)) and λ∗ (k + 1) represent the vectors corresponding to optimal

trajectories. Thus one can write

x(k + 1) = x∗ (k + 1) + ǫη(k + 1)

u(k) = u∗ (k) + δµ(k)

λ(k + 1) = λ∗ (k + 1) + γν(k + 1)

where η(k), µ(k), ν(k) are arbitrary vectors and ǫ, δ, γ are small constants.

N

X −1

Ja = F (k, x∗ (k) + ǫη(k), x∗ (k + 1) + ǫη(k + 1), u∗ (k) + δµ(k)) +

k=0

< λ∗ (k + 1) + γν(k + 1), [x∗ (k + 1) + ǫη(k + 1) − f (k, x∗ (k) + ǫη(k), u∗ (k) + δµ(k))] >

N

X −1

Ja = Fa (k, x(k), x(k + 1), u(k)), λ(k + 1))

k=0

I. Kar 2

Digital Control Module 11 Lecture 1

Expanding Fa using Taylor series around x∗ (k), x∗ (k + 1), u∗ (k)) and λ∗ (k + 1), we get

Fa (k, x(k), x(k + 1), u(k), λ(k + 1)) = Fa (k, x∗ (k), x∗ (k + 1), u∗ (k), λ∗ (k + 1)) +

∂Fa∗ (k) ∂Fa∗ (k) ∂Fa∗ (k)

ǫη(k), + ǫη(k + 1), ∗ + δµ(k), +

∂x∗ (k) ∂x (k + 1) ∂u∗ (k)

∂Fa∗ (k)

γν(k + 1), + higher order terms

∂λ∗ (k + 1)

where

Fa∗ (k) = Fa (k, x∗ (k), x∗ (k + 1), u∗ (k), λ∗ (k + 1))

The necessary condition for Ja to be minimum is

∂Ja

= 0

∂ǫ ǫ=δ=γ=0

∂Ja

= 0

∂δ ǫ=δ=γ=0

∂Ja

= 0

∂γ ǫ=δ=γ=0

N −1

X ∂F ∗ (k) ∂Fa∗ (k)

η(k), a∗ + η(k + 1), ∗ = 0 (1)

k=0

∂x (k) ∂x (k + 1)

N −1

X ∂Fa∗ (k)

µ(k), = 0 (2)

k=0

∂u∗ (k)

N −1

X ∂Fa∗ (k)

ν(k + 1), = 0 (3)

k=0

∂λ∗ (k + 1)

N −1 N

X ∂F ∗ (k) X ∂Fa∗ (k − 1)

η(k), a∗ = − η(k),

k=0

∂x (k) k=1

∂x∗ (k)

N −1

X ∂Fa∗ (k − 1)

= − η(k), ∗ (k)

+

∂x

k=0

∂Fa∗ (k − 1) ∂Fa∗ (k − 1)

η(k), − η(k),

∂x∗ (k)

k=0 ∂x∗ (k)

k=N

I. Kar 3

Digital Control Module 11 Lecture 1

where

Fa∗ (k − 1) = Fa (k − 1, x∗ (k − 1), x∗ (k), u∗ (k − 1), λ∗ (k))

N −1 k=N

X ∂F ∗ (k) ∂Fa∗ (k − 1) ∂Fa∗ (k − 1)

η(k), a∗ + + η(k), =0 (4)

k=0

∂x (k) ∂x∗ (k) ∂x∗ (k)

k=0

According to the fundamental lemma of calculus of variation, equation (4) is satisfied for any

η(k) only when the two components of the equation are individually zero. Thus,

+ = 0 (5)

∂x∗ (k) ∂x∗ (k)

k=N

∂Fa∗ (k − 1)

η(k), = 0 (6)

∂x∗ (k)

k=0

Equation (5) is known as the discrete Euler-Lagrange equation and equation (6) is called the

transversality condition which is nothing but the boundary condition needed to solve equation

(5).

Discrete Euler-Lagrange equation is the necessary condition that must be satisfied for Ja to

be an extremal.

With reference to the additional conditions (2) and (3), for arbitrary µ(k) and ν(k + 1),

∂Fa∗ (k)

= 0, j = 1, 2, · · · m (7)

∂u∗j (k)

∂Fa∗ (k)

= 0, i = 1, 2, · · · n (8)

∂λ∗i (k + 1)

which means that the state equation should satisfy the optimal trajectory. Equation (7) gives

the optimal control u∗ (k) in terms of λ∗ (k + 1)

In a variety of the design problems, the initial state x(0) is given. Thus η(0) = 0 since x(0) is

fixed. Hence the tranversality condition reduces to

∂Fa∗ (k − 1)

η(k), = 0

∂x∗ (k)

k=N

I. Kar 4

Digital Control Module 11 Lecture 1

Again, a number of optimal control problems are classified according to the final conditions.

If x(N ) is given and fixed, the problem is known as fixed-endpoint design. On the other

hand, if x(N ) is free, the problem is called a free endpoint design.

For fixed endpoint (x(N ) = fixed, η(N ) = 0) problems, no transversality condition is required

to solve.

∂Fa∗ (k − 1)

= 0

∂x∗ (k) k=N

For more details, one can consult Digital Control Systems by B. C. Kuo.

I. Kar 5

- 4D Flight Trajectory Optimization Based on Pseudo Spectral MethodsUploaded byjimmycmaxwell
- Instrumentation and Process Control Rr322301Uploaded byNizam Institute of Engineering and Technology Library
- Dc 13 Appendix A: Deterministic optimal control.Uploaded bybenyfirst
- Transit Studies IVUploaded byMauro Torres
- ma691_ch7Uploaded byham.karim
- 01582679 Laboratory Experimental Testing of InertersUploaded byนิติพล ไชยวงศ์
- State-Dependent Riccati EquationUploaded byfx_amv
- PIDUploaded byjoel_jose_9
- v69-95Uploaded byabduhalim
- Direct Variation Mac2Uploaded byJasmineKitchen
- e_069_03_0610Uploaded byJorge Castaño
- 3433029911-591Uploaded byAnonymous h7SyfyM7x
- A. Tokuno et al- Skyrmion in spinor condensates and its stability in trap potentialsUploaded byPomac232
- Modeling of Electromechanical Systems.pdfUploaded byBrandon Gordon
- Lecture 2Uploaded bySaumya Sinha
- Process Control CP 1Uploaded bysengtak_goh
- Constrained OptimizationUploaded byMikeHuynh
- An Optimal Performance Control Scheme for a 3D CraneUploaded byoscar201140
- Transient Stability Analysis of a Power System With One GeneratorUploaded byBrainy12345
- Solar-Generator Interfacing With Current-Fed MPP-Tracking ConvertersUploaded byGanapathi Jeeva
- UT Dallas Syllabus for ee4310.001.09f taught by Charles Bernardin (cpb021000)Uploaded byUT Dallas Provost's Technology Group
- Introduction_Ahmadi.pdfUploaded byjonthemes
- The Concave-Convex ProcedureUploaded bywill_aziz
- Closedloop PID control of Universal MotorUploaded byabhywa
- FEMUploaded bysimalaravi
- High Order Sliding Mode Observer Based Backstepping Control Design for Pwm Acdc ConverterUploaded bydidoumax
- 32-42 ENG 9902Uploaded byPrashant Pathak
- ME2142C10_162Uploaded byjustinwong12337
- PID Control - New Identification and Design MethodUploaded byapi-3723333
- UT Dallas Syllabus for ee4310.501.08f taught by (jmh011500)Uploaded byUT Dallas Provost's Technology Group

- Tentalosning TMA947 070312 2Uploaded bysalim
- adap 1Uploaded bysalim
- intro_optUploaded byУзахир УЗИ Армани
- t3Uploaded bysalim
- t 1Uploaded bysalim
- TP2_4Uploaded bysalim
- t 2Uploaded bysalim
- 511 NotesUploaded bysalim
- MA30087/50087: Optimisation methods of operational researchUploaded byMarcelo Ziulkoski
- IOIPNotesOct2014Uploaded bysalim
- Ma 30087Uploaded bysalim
- 08520064Uploaded bysalim
- NLSC Lecture Notes 2016 Sufficient Conditions ChapterUploaded bysalim
- sol2Uploaded bysalim
- tenta13A_2Uploaded bysalim
- Course Outlines 012Uploaded bysalim
- SEEM3470_tuto_02Uploaded bysalim
- intro_optUploaded byУзахир УЗИ Армани
- intro_optUploaded byУзахир УЗИ Армани
- intro_optUploaded byУзахир УЗИ Армани
- intro_optUploaded byУзахир УЗИ Армани
- hu2008Uploaded bysalim
- Lewis 1996Uploaded bysalim
- cv-14-lecture-18_3Uploaded bysalim
- lecture_notes_series_optimisation_constrained.pdfUploaded bysalim
- Dβsgn(σ (t)) (1)Uploaded bysalim
- 07 Homework6 SolUploaded bysalim
- tentoct11Uploaded bysalim
- EEE482-FA09-ISSMUploaded bysalim

- ionazation Energy GraphUploaded byMaricel Cotanda Egina
- Characterization by Rama IRUploaded byKashif Riaz
- General ChemistryUploaded byHarshit Garg
- Material Lab Manual Experiments January2016 1Uploaded bygosaye desalegn
- Hampton Bay Bronze Torchiere Floor Lamp ManualUploaded bydigitaltext
- Attachment (1)Uploaded byJuan Dela Cruz
- The Role of Fines in the Modification of the Fluidization.pdfUploaded byahmedsidala
- 11-Taller-Inductancia.pdfUploaded byAngelica Gutierrez
- Catenary WikipediaUploaded byatmane1984
- VSEPR chemistryUploaded bytazinabhishek
- Dislocation MultiplicationUploaded bymm11_ned
- H2 Math (Topical Set1)Uploaded byYJ Kevin
- Planetophysical Function of Vacuum Domains (Dmitriev, Dyatlov)Uploaded byTHE NIKOLA TESLA INSTITUTE
- Convective Mass TransferUploaded byRishabh Jain
- What is Difference Between Nascent and Molecular HydrogenUploaded byali_alone
- EU2C4 By Adel KhamisUploaded byAdel Khamis
- Indexing Diffraction patternsUploaded byYasirFaheem
- Fluid Machinery Question Bank No.02Uploaded bySunil Kumar
- ece examUploaded byTiki Allado
- Hyundai_6_Speed_Automatic_eng.pdfUploaded byrazi
- Celestial Navigation in 60 MinUploaded byjbtam99
- Dehydration behaviour of a natural gypsum and a phosphogypsum during millingUploaded byAnonymous NxpnI6jC
- Experiment 2 - Determination of Fe in Breakfast CerealUploaded byAmanda Wang
- ITTC Calculation Procedures Lab1Uploaded byWidhana Fajar Kussuma
- 1-58503-283-2-2Uploaded bymarcelo_adcamp
- Eureka! the God ParticleUploaded byJo Cabrera
- Questions on CollisionsUploaded bymanitak
- Engineering MechanicsUploaded bymafiapumba
- ELECTRICAL GROUNDINGUploaded byoadipphone7031
- 09Uploaded byZenPhi