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More Optimal Control Problems

The document outlines various optimal control problems, including finding critical points, minimizing costs in bilinear systems, and deriving control laws for different systems. It includes specific tasks such as calculating minimum distances, maximizing perimeters and areas within ellipses, and solving Riccati equations. Additionally, it discusses the Hamiltonian system and provides a framework for minimum-time and minimum-fuel control laws.

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maurovasconcellos2018
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4 views15 pages

More Optimal Control Problems

The document outlines various optimal control problems, including finding critical points, minimizing costs in bilinear systems, and deriving control laws for different systems. It includes specific tasks such as calculating minimum distances, maximizing perimeters and areas within ellipses, and solving Riccati equations. Additionally, it discusses the Hamiltonian system and provides a framework for minimum-time and minimum-fuel control laws.

Uploaded by

maurovasconcellos2018
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Optimal Control Problems II

April 7, 2006

1
1.1
1 > >
Find and
µ classify the
¶ critical points
µ ¶and the critical value of L(u) = 2 u Qu + S u if
¡1 1 0
a. Q = ; S=
µ 1 ¡2 ¶ µ 1¶
¡1 1 0
b. Q = ; S=
1 2 1

1.2
x2 y2
A meteor is in a hyperbolic orbit with respect to the earth, described by a2 ¡ b2 = 1. Find the minimum
distance to a satellite at a ¯xed position (x1 ; y1 ).

1.3
x2 y2
a. Find the rectangle of maximum perimeter that can be inscribed inside an ellipse a2 + b2 = 1.
x2 y2
b. Find the rectangle of maximum area that can be inscribed inside an ellipse a2 + b2 = 1.

2
2.1
For the bilinear system x_ = Ax + Bu + Dxu with a scalar input u 2 R, minimize the cost
Z
1 > 1 T >
J = x SxjT + x Qx + ru2 dt
2 2 0
Show that the optimal control involves a state-costate inner product. The optimal state-costate equations
contain cubic terms and are very di±cult to solve.

2.2
Find the optimal control for the scalar plant x_ = u, x(t0 ) = x0 , with performance index
Z
1 1 T 2
J(t0 ) = x> SxjT + ru dt
2 2 t0
a. Solve the Riccati using separation of variables.
b. Suppose x(T) is ¯xed. Find the optimal control as a function of x(t0 ); x(T ).
c. Use the results of Part b to develop a state-feedback control law. Solve for x(t0 ) and substitute to get an
optimal input of the form u(t) = g(t)x(t) + h(t). Compare with the optimal control minimizing the cost to
go J(t) in [t; t + T ].

1
2.3
Let V,W be the n £ n solutions to the Hamiltonian system
µ ¶ µ ¶µ ¶
V_ A ¡BR¡1 B > V
=
W_ ¡Q ¡A> W

with the boundary condition W (T ) = S(T )V (T ). Show that the solution to associated Riccati di®erential
equation ¡S_ = A> S + SA ¡ SBR¡1 B > S + Q is given by S(t) = W (t)V (t)¡1 .

2.4
For the cart system x_ 1 = x2 , x_ 2 = u, minimize the cost
Z
1 1 2
J= x1 + 2vx1 x2 + qx22 + u2 dt
2 0

where q ¡ v 2 > 0. Find the solution to the ARE, the optimal control and the optimal closed-loop system.
Also, plot the loci of the closed-loop poles as q varies from 0 to 1.

3
3.1
Consider the harmonic oscillator µ ¶ µ ¶
0 1 0
x_ = x+ u
¡!n2 0 1
Find the optimal control to drive any initial state to zero in minimum time, subject to ju(t)j · 1; 8t.
a. Find and solve the costate equations.
b. Sketch the phase-plane trajectories for u = 1 and u = ¡1.
c. Find the switching curve and derive a minimum-time feedback control law.

3.2
Develop a minimum-fuel control law for Problem 3.1.

Ref: F. Lewis and V. Syrmos, Optimal Control. Wiley, New York, 1995.

2
Solutions to Optimal Control Problems II

1.1

1.2
1.3
2.1
2.2
2.3

2.4
3.1
3.2

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