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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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NASA NTRS1977

A piecewise linear approximation scheme for hereditary optimal control problems

An approximation scheme based on 'piecewise linear' approximations of L2 spaces is employed to formulate a numerical method for solving quadratic optimal control problems governed by linear retarded functional differential equations. This piecewise linear method is an extension of the so called averaging technique. It is shown that the Riccati equation for the linear approximation is solved by simple transformation of the averaging solution. Thus, the computational requirements are essentially the same. Numerical results are given.

Cliff, E. M.↗
NASA NTRS1991

On convexity of H-infinity Riccati solutions

The authors revealed several important eigen properties of the stabilizing solutions of the two H-infinity Riccati equations and their product. Among them, the most prominent one is that the spectral radius of the product of these two Riccati solutions is a continuous, nonincreasing, convex function of gamma in the domain of interest. Based on these properties, quadratically convergent algorithms are developed to compute the optimal H-infinity norm. Two examples are used to illustrate the algorithms.

Li, X. P.↗
NASA NTRS1992

The structure of the gamma-domain for H-infinity Riccati solutions

The authors investigated some properties of the solutions to H-infinity Riccati equations which play a key role in the state approach to H-infinity optimization problem. The structure of the gamma-domain for the Riccati solutions has been described. There are two kinds of lower bounds for the solutions to exist and to be positive semidefinite respectively. A quadratically convergent algorithm for computing the lower bound is discussed.

Li, X. P.↗
NASA NTRS1979

Algebraic methods for the solution of some linear matrix equations

The characterization of polynomials whose zeros lie in certain algebraic domains (and the unification of the ideas of Hermite and Lyapunov) is the basis for developing finite algorithms for the solution of linear matrix equations. Particular attention is given to equations PA + A'P = Q (the Lyapunov equation) and P - A'PA = Q the (discrete Lyapunov equation). The Lyapunov equation appears in several areas of control theory such as stability theory, optimal control (evaluation of quadratic integrals), stochastic control (evaluation of covariance matrices) and in the solution of the algebraic Riccati equation using Newton's method.

Djaferis, T. E.↗
NASA NTRS1984

Legendre-Tau approximation for functional differential equations. Part 3: Eigenvalue approximations and uniform stability

The stability and convergence properties of the Legendre-tau approximation for hereditary differential systems are analyzed. A charactristic equation is derived for the eigenvalues of the resulting approximate system. As a result of this derivation the uniform exponential stability of the solution semigroup is preserved under approximation. It is the key to obtaining the convergence of approximate solutions of the algebraic Riccati equation in trace norm.

Ito, K.↗
NASA NTRS1985

Legendre-tau approximation for functional differential equations. III - Eigenvalue approximations and uniform stability

The stability and convergence properties of the Legendre-tau approximation for hereditary differential systems are analyzed. A characteristic equation is derived for the eigenvalues of the resulting approximate system. As a result of this derivation the uniform exponential stability of the solution semigroup is preserved under approximation. It is the key to obtaining the convergence of approximate solutions of the algebraic Riccati equation in trace norm.

Ito, K.↗
NASA NTRS1974

Estimation and detection of signals in multiplicative noise

We define a class of detection-estimation problems on matrix Lie groups in which the observation noise is multiplicative in nature. By examining the differential versions of the hypotheses, which are bilinear, we are able to derive the relevant likelihood ratio formula and the associated optimal estimation equations for the signal given the observations and the assumption that the signal is present. These estimation equations are of interest in their own right, in that they represent a finite-dimensional optimal solution to a nonlinear estimation problem and consist of a Kalman-Bucy filter along with the on-line computation of the solution of the associated Riccati equation, which is driven by the observations. The usefulness of these results is illustrated via an example concerning the detection of an actuator failure in a rigid-body rotational control system.

Willsky, A. S.↗
NASA NTRS1973

Estimation and detection of signals in multiplicative noise

A class of detection-estimation problems on matrix Lie groups is defined in which the observation noise is multiplicative in nature. By examining the differential versions of the hypotheses, which are bilinear in nature, it is possible to derive the relevant likelihood ratio formula and the associated optimal estimation equations for the signal given the observations and the assumption that the signal is present. These estimation equations are of interest in their own right, in that they represent a finite dimensional optimal solution to a nonlinear estimation problem and can be viewed as consisting of a Kalman-Bucy filter along with the on-line computation of the solution of the associated Riccati equation, which is driven by the observations. The usefulness of these results is illustrated via an example concerning the detection of an actuator failure in a rigid body rotational control system.

Willsky, A. S.↗
NASA NTRS1990

A linear quadratic regulator approach to the stabilization of uncertain linear systems

This paper presents a linear quadratic regulator approach to the stabilization of uncertain linear systems. The uncertain systems under consideration are described by state equations with the presence of time-varying unknown-but-bounded uncertainty matrices. The method is based on linear quadratic regulator (LQR) theory and Liapunov stability theory. The robust stabilizing control law for a given uncertain system can be easily constructed from the symmetric positive-definite solution of the associated augmented Riccati equation. The proposed approach can be applied to matched and/or mismatched systems with uncertainty matrices in which only their matrix norms are bounded by some prescribed values and/or their entries are bounded by some prescribed constraint sets. Several numerical examples are presented to illustrate the results.

Shieh, L. S.↗
NASA NTRS1991

Robust control of systems with real parameter uncertainty and unmodelled dynamics

During this research period we have made significant progress in the four proposed areas: (1) design of robust controllers via H infinity optimization; (2) design of robust controllers via mixed H2/H infinity optimization; (3) M-delta structure and robust stability analysis for structured uncertainties; and (4) a study on controllability and observability of perturbed plant. It is well known now that the two-Riccati-equation solution to the H infinity control problem can be used to characterize all possible stabilizing optimal or suboptimal H infinity controllers if the optimal H infinity norm or gamma, an upper bound of a suboptimal H infinity norm, is given. In this research, we discovered some useful properties of these H infinity Riccati solutions. Among them, the most prominent one is that the spectral radius of the product of these two Riccati solutions is a continuous, nonincreasing, convex function of gamma in the domain of interest. Based on these properties, quadratically convergent algorithms are developed to compute the optimal H infinity norm. We also set up a detailed procedure for applying the H infinity theory to robust control systems design. The desire to design controllers with H infinity robustness but H(exp 2) performance has recently resulted in mixed H(exp 2) and H infinity control problem formulation. The mixed H(exp 2)/H infinity problem have drawn the attention of many investigators. However, solution is only available for special cases of this problem. We formulated a relatively realistic control problem with H(exp 2) performance index and H infinity robustness constraint into a more general mixed H(exp 2)/H infinity problem. No optimal solution yet is available for this more general mixed H(exp 2)/H infinity problem. Although the optimal solution for this mixed H(exp 2)/H infinity control has not yet been found, we proposed a design approach which can be used through proper choice of the available design parameters to influence both robustness and performance. For a large class of linear time-invariant systems with real parametric perturbations, the coefficient vector of the characteristic polynomial is a multilinear function of the real parameter vector. Based on this multilinear mapping relationship together with the recent developments for polytopic polynomials and parameter domain partition technique, we proposed an iterative algorithm for coupling the real structured singular value.

Chang, Bor-Chin↗
NASA NTRS1989

State-space solutions to standard H2 and H(infinity) control problems

Simple state-space formulas are derived for all controllers solving the standard H(infinity) problem of finding, for a given number gamma greater than 0, all controllers such that the H(infinity) norm of the closed-loop transfer function is (strictly) less than gamma. It is known that a controller exists if and only if the unique stabilizing solutions to two algebraic Riccati equations are positive definite and the spectral radius of their product is less than gamma squared. Under these conditions, a parameterization of all controllers solving the problem is given as a linear fractional transformation (LFT) on a contractive stable free parameter. The state dimension of the coefficient matrix for the LFT, constructed using the two Riccati solutions, equals that of the plant and has a separation structure reminiscent of classical LQG (i.e., H2) theory. A standard H2 solution is developed in parallel.

Doyle, John C.↗
NASA NTRS1993

On convexity of H-infinity Riccati solutions and its applications

The celebrated two-Riccati-equation solution to a standard H-infinity control problem can be used to characterize all possible stabilizing optimal or suboptimal H-infinity controllers if the optimal H-infinity norm or gamma, an upper bound of a suboptimal H-infinity norm, is given. In this note, some properties of these H-infinity Riccati solutions are revealed. Among them, the most prominent one is that the spectral radius of the product of these two Riccati solutions is a continuous, nonincreasing, convex function of gamma on the domain of interest. Based on these properties, a quadratically convergent algorithm is developed to compute the optimal H-infinity norm.

Li, X. P.↗
NASA NTRS1991

Stochastic regulator theory for a class of abstract wave equations

A class of steady-state stochastic regulator problems for abstract wave equations in a Hilbert space - of relevance to the problem of feedback control of large space structures using co-located controls/sensors - is studied. Both the control operator, as well as the observation operator, are finite-dimensional. As a result, the usual condition of exponential stabilizability invoked for existence of solutions to the steady-state Riccati equations is not valid. Fortunately, for the problems considered it turns out that strong stabilizability suffices. In particular, a closed form expression is obtained for the minimal (asymptotic) performance criterion as the control effort is allowed to grow without bound.

Balakrishnan, A. V.↗
NASA NTRS1989

A Study of Strong Stability of Distributed Systems

The strong stability of distributed systems is studied and the problem of characterizing strongly stable semigroups of operators associated with distributed systems is addressed. Main emphasis is on contractive systems. Three different approaches to characterization of strongly stable contractive semigroups are developed. The first one is an operator theoretical approach. Using the theory of dilations, it is shown that every strongly stable contractive semigroup is related to the left shift semigroup on an L(exp 2) space. Then, a decomposition for the state space which identifies strongly stable and unstable states is introduced. Based on this decomposition, conditions for a contractive semigroup to be strongly stable are obtained. Finally, extensions of Lyapunov's equation for distributed parameter systems are investigated. Sufficient conditions for weak and strong stabilities of uniformly bounded semigroups are obtained by relaxing the equivalent norm condition on the right hand side of the Lyanupov equation. These characterizations are then applied to the problem of feedback stabilization. First, it is shown via the state space decomposition that under certain conditions a contractive system (A,B) can be strongly stabilized by the feedback -B(*). Then, application of the extensions of the Lyapunov equation results in sufficient conditions for weak, strong, and exponential stabilizations of contractive systems by the feedback -B(*). Finally, it is shown that for a contractive system, the first derivative of x with respect to time = Ax + Bu (where B is any linear bounded operator), there is a related linear quadratic regulator problem and a corresponding steady state Riccati equation which always has a bounded nonnegative solution.

Cataltepe, Tayfun↗
NASA NTRS1981

Optimal control and controller location for distributed parameter elastic systems

A class of systems governed by second order partial differential equations and driven by controllers located at points r sub i, i = 1, ..., k, is considered. A cost functional quadratic in the time derivative of the state and the control is associated with the system. The optimal controller locations are defined as the ones which minimize the maximum of the cost over all possible initial states. An analytical solution to the associated Riccati equation is presented providing a convenient expression for determining the optimal locations.

Hamidi, M.↗
NASA NTRS1989

An optimal momentum management controller for the Space Station

This paper presents a new sequential design procedure for determining an optimal CMG (control moment gyro) momentum management and attitude control system for the Space Station Freedom. First, the Space Station equations of motion are linearized and uncoupled, and the associated state space equations are defined. Next, a new sequential procedure is used for the development of a continuous quadratic regulator with eigenvalue placement in a specified region of the complex plane. The regional pole assignment method is utilized since it is best suited for tradeoffs between eigenvalue locations and robustness with respect to parameter variations, sensor failures, implementation accuracies and gain reductions. The matrix sign function is used for solving the Riccati equations which appear in the design procedure. Simulation results are given which show that the resultant design provides desired system performance.

Sunkel, J. W.↗
NASA NTRS1999

Angular-Rate Estimation Using Delayed Quaternion Measurements

This paper presents algorithms for estimating the angular-rate vector of satellites using quaternion measurements. Two approaches are compared one that uses differentiated quaternion measurements to yield coarse rate measurements, which are then fed into two different estimators. In the other approach the raw quaternion measurements themselves are fed directly into the two estimators. The two estimators rely on the ability to decompose the non-linear part of the rotas rotational dynamics equation of a body into a product of an angular-rate dependent matrix and the angular-rate vector itself. This non unique decomposition, enables the treatment of the nonlinear spacecraft (SC) dynamics model as a linear one and, thus, the application of a PseudoLinear Kalman Filter (PSELIKA). It also enables the application of a special Kalman filter which is based on the use of the solution of the State Dependent Algebraic Riccati Equation (SDARE) in order to compute the gain matrix and thus eliminates the need to compute recursively the filter covariance matrix. The replacement of the rotational dynamics by a simple Markov model is also examined. In this paper special consideration is given to the problem of delayed quaternion measurements. Two solutions to this problem are suggested and tested. Real Rossi X-Ray Timing Explorer (RXTE) data is used to test these algorithms, and results are presented.

Azor, R.↗
NASA NTRS1999

Angular-Rate Estimation Using Star Tracker Measurements

This paper presents algorithms for estimating the angular-rate vector of satellites using quaternion measurements. Two approaches are compared, one that uses differentiated quatemion measurements to yield coarse rate measurements which are then fed into two different estimators. In the other approach the raw quatemion measurements themselves are fed directly into the two estimators. The two estimators rely on the ability to decompose the non-linear rate dependent part of the rotational dynamics equation of a rigid body into a product of an angular-rate dependent matrix and the angular-rate vector itself This decomposition, which is not unique, enables the treatment of the nonlinear spacecraft dynamics model as a linear one and, consequently, the application of a Pseudo-Linear Kalman Filter (PSELIKA). It also enables the application of a special Kalman filter which is based on the use of the solution of the State Dependent Algebraic Riccati Equation (SDARE) in order to compute the Kalman gain matrix and thus eliminates the need to propagate and update the filter covariance matrix. The replacement of the elaborate rotational dynamics by a simple first order Markov model is also examined. In this paper a special consideration is given to the problem of delayed quatemion measurements. Two solutions to this problem are suggested and tested. Real Rossi X-Ray Timing Explorer (RXTE) data is used to test these algorithms, and results of these tests are presented.

Azor, R.↗