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Optimal Control For Linear Systems: Spring 2010 Final Exam

This document contains 3 problems from an optimal control exam. Problem 1 asks to find a stable factorization and state feedback for a linear system. Problem 2 asks to derive and solve a Riccati equation to find an optimal feedback control law that minimizes a performance index for a mechanical system with disturbance. Problem 3 asks to find a stabilizing feedback controller for a system and describe how to compute the closed loop H2 norm using the solution to a Lyapunov equation.

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0% found this document useful (0 votes)
103 views2 pages

Optimal Control For Linear Systems: Spring 2010 Final Exam

This document contains 3 problems from an optimal control exam. Problem 1 asks to find a stable factorization and state feedback for a linear system. Problem 2 asks to derive and solve a Riccati equation to find an optimal feedback control law that minimizes a performance index for a mechanical system with disturbance. Problem 3 asks to find a stabilizing feedback controller for a system and describe how to compute the closed loop H2 norm using the solution to a Lyapunov equation.

Uploaded by

Yang Zhang
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Optimal Control for Linear Systems:

Spring 2010
FINAL
EXAM
Problem 1.
(s 1)
. Find a stable co(s + 2)(s 3)
n(s)
prime factorization G(s) =
and x(), y() RH
m(s)
such that x(s) n(s) + y(s) m(s) = 1 .

(30 pts)

Let G(s) =

[Hints: If you would like to use a state-space method with the observer
canonical form, then F = [6, 2] is a stabilizing feedback gain

and L = [4, 8]T is a stabilizing observer gain. In case you prefer


the direct approach, you might try to search for a constant x(s) and
a first-order biproper y(s) .]

Problem 2.
Consider the simple mechanical model
d2 s
= u + w,
dt2

s(0) = 1,


ds
= 1
dt t=0

with an impulse-like disturbance w = 1 (t) .

The goal is to design a stabilizing force u, under assumption that both the position s and the velocity ds
dt are
measurable, that minimizes the performance index
Z

> 0.
s2 + u2 dt,
{u} =
0

Proceed as follows.
1. (15 pts) Derive the appropriate Riccati
equation
as

ds T
suming that the state vector is x = s, dt .
 1

1
2 4 2
2. (15 pts) Show that P =
is the
1
3
2
2 4
stabilizing solution of this Riccati equation.
3. (10 pts) Find the optimal feedback control law.
What happens with the poles and with the control signal in the optimal closed-loop system when is getting smaller?
4. (10 pts) Compute the minimal (optimal) value of the
performance index for = 4 .

Problem 3.
Consider the system
d2 y
= u + w,
dt2
1. (10 pts) Using any approach you like, find a stabilizing
feedback controller u = K() y that achieves y 0
as t 0 in the case when w 0 .

2. (10 pts) Find the matrix coefficients of a Lyapunov


equation, solution of which can be used for computing
the H2 -norm of the closed-loop system.
Describe how you would proceed assuming that this
solution is found.

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