Optimal Control For Linear Systems: Spring 2010 Final Exam
Optimal Control For Linear Systems: Spring 2010 Final Exam
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
Problem 2.
Consider the simple mechanical model
d2 s
= u + w,
dt2
s(0) = 1,
ds
= 1
dt t=0
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 .