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Necessary and sufficient conditions are derived in terms of system parameters and quadratic weighting matrices for two quadratic cost functionals that are defined to be equivalent if they generate the same optimal control law. The derived conditions lie between the conditions of Tanaka and Asai (1971) and those of Kreindler and Hedrick (1970). Sufficient conditions for a vector valued function to attain an infimum are stated.
A study is made of the extent to which the size of the sample affects the accuracy of a quadratic or a cubic polynomial approximation of an experimentally observed quantity, and the trend with regard to improvement in the accuracy of the approximation as a function of sample size is established. The task is made possible through a simulated analysis carried out by the Monte Carlo method in which data are simulated by using several transcendental or algebraic functions as models. Contaminated data of varying amounts are fitted to either quadratic or cubic polynomials, and the behavior of the mean-squared error of the residual variance is determined as a function of sample size. Results indicate that the effect of the size of the sample is significant only for relatively small sizes and diminishes drastically for moderate and large amounts of experimental data.
A variable-metric algorithm is described that uses both linear and quadratic penalty terms for handling nonlinear constraints. Quadratic penalty coefficients are adjusted in a process which maintains a positive-definite matrix of second partial derivatives of the function without generating the large positive eigenvalues which cause zigzagging and slow convergence. The schemes suggested use inferred second-order properties not only in terms of the variable metric of the Davidson-Fletcher-Powell algorithm (or its relatives) but by estimating of second directional derivatives by fitting cubics to various functions along search directions.
This paper is concerned with the efficient and accurate solution of the eigenvalue problem represented by quadratic matrix equations. Such matrix forms are obtained in connection with the free vibration analysis of structures, discretized by finite 'dynamic' elements, resulting in frequency-dependent stiffness and inertia matrices. The paper presents a new numerical solution procedure of the quadratic matrix equations, based on a combined Sturm sequence and inverse iteration technique enabling economical and accurate determination of a few required eigenvalues and associated vectors. An alternative procedure based on a simultaneous iteration procedure is also described when only the first few modes are the usual requirement. The employment of finite dynamic elements in conjunction with the presently developed eigenvalue routines results in a most significant economy in the dynamic analysis of structures.
Some new results concerning robustness and asymptotic properties of error bounds of a linear quadratic feedback design are applied to an aircraft control problem. An autopilot for the flare control of the Augmentor Wing Jet STOL Research Aircraft (AWJSRA) is designed based on Linear Quadratic (LQ) theory and the results developed in this paper. The variation of the error bounds to changes in the weighting matrices in the LQ design is studied by computer simulations, and appropriate weighting matrices are chosen to obtain a reasonable error bound for variations in the system matrix and at the same time meet the practical constraints for the flare maneuver of the AWJSRA. Results from the computer simulation of a satisfactory autopilot design for the flare control of the AWJSRA are presented.
In connection with difficulties concerning an accurate mathematical representation of a linear quadratic state feedback (LQSF) system, it is often necessary to investigate the robustness (stability) of an LQSF design in the presence of system uncertainty and obtain some quantitative measure of the perturbations which such a design can tolerate. A study is conducted concerning the problem of expressing the robustness property of an LQSF design quantitatively in terms of bounds on the perturbations (modeling errors or parameter variations) in the system matrices. Bounds are obtained for the general case of nonlinear, time-varying perturbations. It is pointed out that most of the presented results are readily applicable to practical situations for which a designer has estimates of the bounds on the system parameter perturbations. Relations are provided which help the designer to select appropriate weighting matrices in the quadratic performance index to attain a robust design. The developed results are employed in the design of an autopilot logic for the flare maneuver of the Augmentor Wing Jet STOL Research Aircraft.
It is shown how the use of higher coherence functions can recover some of the lost coherence due to nonlinear relationship between two fluctuating quantities whose degree of mutual coherence is being measured. The relationship between the two processes is modeled with the aid of a linear term and a quadratic term. As a specific example, the relationship between plasma density and potential fluctuations in a plasma is considered. The fraction of power in the auto-power spectrum of the potential fluctuations due to a linear relationship and to a quadratic relationship between the density and potential fluctuations is estimated.
The application of linear optimal control to the design of systems with integral control action on specified outputs is considered. Using integral terms in a quadratic performance index, an asymptotic analysis is used to determine the effect of variable quadratic weights on the eigenvalues and eigenvectors of the closed loop system. It is shown that for small integral terms the placement of integrator poles and gain calculation can be effectively decoupled from placement of the primary system eigenvalues. This technique is applied to the design of integral controls for a STOL aircraft outer loop guidance system.
The paper describes a generalized quadratic weight selection procedure based on asymptotic modal properties of linear-quadratic regulators as control weights tend to zero. Explicit formulas are developed for weighting matrices which produce an asymptotic eigenstructure consisting of p no greater than n - m finite modes, with the rest tending to infinity in selectable Butterworth patterns or determined by other secondary design considerations.
This paper describes a generalized quadratic weight selection procedure based on asymptotic modal properties of linear-quadratic regulators as control weights tend to zero. Explicit formulas are developed for weighting matrices which produce an asymptotic eigen-structure consisting of p less than or equal to n-m finite modes, with the rest tending to infinity in selectable Butterworth patterns or determined by other secondary design considerations.
The robustness of control systems with respect to model uncertainty is considered using simple frequency domain criteria. Available and new results are derived under a common framework in which the minimum singular value of the return difference transfer matrix is the key quantity. In particular, robustness results associated with multivariable control systems designed on the basis of linear-quadratic (LQ) and the linear-quadratic Gaussian (LQG) design methodologies are presented.
A design technique is proposed for linear regulators in which a feedback controller of fixed structure is chosen to minimize an integral quadratic objective function subject to the satisfaction of integral quadratic constraint functions. Application of a nonlinear programming algorithm to this mathematically tractable formulation results in an efficient and useful computer aided design tool. Particular attention is paid to computational efficiency and various recommendations are made. Two design examples illustrate the flexibility of the approach and highlight the special insight afforded to the designer. One concerns helicopter longitudinal dynamics and the other the flight dynamics of an aerodynamically unstable aircraft.
A design technique is proposed for linear regulators in which a feedback controller of fixed structure is chosen to minimize an integral quadratic objective function subject to the satisfaction of integral quadratic constraint functions. Application of a non-linear programming algorithm to this mathematically tractable formulation results in an efficient and useful computer-aided design tool. Particular attention is paid to computational efficiency and various recommendations are made. Two design examples illustrate the flexibility of the approach and highlight the special insight afforded to the designer.
An automatic controller for Space Shuttle Orbiter stationkeeping or formationkeeping is presented. The controller uses a feed-forward loop for precise control at non-equilibrium set points, and a discrete-time linear quadratic regulator for disturbance rejection. Selection of sample time and quadratic cost matrices is done to provide good limit cycling performance in the presence of sensor noise and a control threshold nonlinearity. Large position changes are effected by feed-forward of a minimum fuel or straightline maneuver path. Results show that 20 ft precision can be achieved using current sensors, and that 2 ft precision would be possible with enhanced sensors.
A control-system design method, Quadratic Optimal Cooperative Control Synthesis (CCS), is applied to the design of a Stability and Control Augmentation Systems (SCAS). The CCS design method is different from other design methods in that it does not require detailed a priori design criteria, but instead relies on an explicit optimal pilot-model to create desired performance. The design model, which was developed previously for fixed-wing aircraft, is simplified and modified for application to a Boeing Vertol CH-47 helicopter. Two SCAS designs are developed using the CCS design methodology. The resulting CCS designs are then compared with designs obtained using classical/frequency-domain methods and Linear Quadratic Regulator (LQR) theory in a piloted fixed-base simulation. Results indicate that the CCS method, with slight modifications, can be used to produce controller designs which compare favorably with the frequency-domain approach.
A control-system design method, quadratic optimal cooperative control synthesis (CCS), is applied to the design of a stability and control augmentation system (SCAS). The CCS design method is different from other design methods in that it does not require detailed a priori design criteria, but instead relies on an explicit optimal pilot-model to create desired performance. The design method, which was developed previously for fixed-wing aircraft, is simplified and modified for application to a Boeing CH-47 helicopter. Two SCAS designs are developed using the CCS design methodology. The resulting CCS designs are then compared with designs obtained using classical/frequency-domain methods and linear quadratic regulator (LQR) theory in a piloted fixed-base simulation. Results indicate that the CCS method, with slight modifications, can be used to produce controller designs which compare favorably with the frequency-domain approach.
The use of well-known root-locus techniques for sequentially finding the weighting matrices and the linear quadratic state regulators of multivariable control systems in the frequency domain is considered. This sequential design method permits the retention of some stable open-loop poles and the associated eigenvectors in the closed-loop system; it also allows some optimal closed-loop poles to be placed in a specific region of the complex plane. In addition, it provides a design procedure for determining the weighting matrices and linear quadratic state regulators for the optimal control of multivariable systems in the frequency domain.
An approximation theory is presented for the LQG (Linear-Quadratic-Gaussian) optimal control problem for flexible structures whose distributed models have bounded input and output operators. The main purpose of the theory is to guide the design of finite dimensional compensators that approximate closely the optimal compensator. The optimal LQG problem separates into an optimal linear-quadratic regulator problem and an optimal state estimation problem. The solution of the former problem lies in the solution to an infinite dimensional Riccati operator equation. The approximation scheme approximates the infinite dimensional LQG problem with a sequence of finite dimensional LQG problems defined for a sequence of finite dimensional, usually finite element or modal, approximations of the distributed model of the structure. Two Riccati matrix equations determine the solution to each approximating problem. The finite dimensional equations for numerical approximation are developed, including formulas for converting matrix control and estimator gains to their functional representation to allow comparison of gains based on different orders of approximation. Convergence of the approximating control and estimator gains and of the corresponding finite dimensional compensators is studied. Also, convergence and stability of the closed-loop systems produced with the finite dimensional compensators are discussed. The convergence theory is based on the convergence of the solutions of the finite dimensional Riccati equations to the solutions of the infinite dimensional Riccati equations. A numerical example with a flexible beam, a rotating rigid body, and a lumped mass is given.