Optimal control with quadratic performance index and fixed terminal time.
Optimal control solution for linear stationary regulator with quadratic performance index and fixed terminal time in terms of time invariant nonlinear control law
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Optimal control solution for linear stationary regulator with quadratic performance index and fixed terminal time in terms of time invariant nonlinear control law
A two-time scale approximation for the linear quadratic optimal output feedback regulator program is examined. Necessary conditions for optimality, as well as an algorithm for computing locally near-optimal gains are derived. If it is assumed that the slow and fast subsystem initial conditions are uniformly distributed, optimal gains for the two-time-scale problem provide a second-order approximation to optimal closed-loop performance in the unperturbed system. This is verified with a numerical example.
Equations are derived for the angles of general multivariable root loci and linear quadratic optimal root loci, including angles of departure and approach. The generalized eigenvalue problem is used to compute angles of approach. Equations are also derived to find the sensitivity of closed loop eigenvalue and the directional derivatives of closed loop eigenvectors. An equivalence class of quadratic weights that produce the same asymptotic eigenstructure is defined, a canonical element is defined, and an algorithm to find it is given. The behavior of the optimal root locus in the nonasymptotic region is shown to be different for quadratic weights with the same asymptotic properties. An algorithm is presented that can be used to select a feedback gain matrix for the linear state feedback problem which produces a specified asymptotic eigenstructure. Another algorithm is given to compute the asymptotic eigenstructure properties inherent in a given set of quadratic weights. Finally, it is shown that optimal root loci for nongeneric problems can be approximated by generic ones in the nonasymptotic region.
The fundamental limitations of the optimal control of dynamic systems with random parameters are analyzed by studying a scalar linear-quadratic optimal control example. It is demonstrated that optimum long-range decision making is possible only if the dynamic uncertainty (quantified by the means and covariances of the random parameters) is below a certain threshold. If this threshold is exceeded, there do not exist optimum decision rules. This phenomenon is called the 'uncertainty threshold principle'. The implications of this phenomenon to the field of modelling, identification, and adaptive control are discussed.
Summary We construct an algebraic multigrid (AMG) based preconditioner for the reduced Hessian of a linear‐quadratic optimization problem constrained by an elliptic partial differential equation. While the preconditioner generalizes a geometric multigrid preconditioner introduced in earlier works, its construction relies entirely on a standard AMG infrastructure built for solving the forward elliptic equation, thus allowing for it to be implemented using a variety of AMG methods and standard packages. Our analysis establishes a clear connection between the quality of the preconditioner and the AMG method used. The proposed strategy has a broad and robust applicability to problems with unstructured grids, complex geometry, and varying coefficients. The method is implemented using the Hypre package and several numerical examples are presented.
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.
The control of merging aircraft is formulated as a finite-time, quadratic optimal control problem of a linear system with state and control constraints. The purpose of this paper is to demonstrate that the Hybrid Air Traffic Controller (HAC), which has been previously developed as a solution to this problem, may be easily implemented. Use is made of both the properties of the algebraic solution to the matrix Riccati equation and the structure of the linear model. This approach results in a real-time synthesis procedure for the HAC which does not rely on iterative numerical integration techniques.
This paper describes a modeling method and a new optimal control approach to investigate a Mach number control problem for the NASA Ames 11-Foot Transonic Wind Tunnel. The flow in the wind tunnel is modeled by the 1-D unsteady Euler equations whose boundary conditions prescribe a controlling action by a compressor. The boundary control inputs to the compressor are in turn controlled by a drive motor system and an inlet guide vane system whose dynamics are modeled by ordinary differential equations. The resulting Euler equations are thus coupled to the ordinary differential equations via the boundary conditions. Optimality conditions are established by an adjoint method and are used to develop a model predictive linear-quadratic optimal control for regulating the Mach number due to a test model disturbance during a continuous pitch
This note shows that the optimal control of dynamic systems with uncertain parameters has certain limitations. In particular, by means of a simple scalar linear-quadratic optimal control example, it is shown that the infinite horizon solution does not exist if the parameter uncertainty exceeds a certain quantifiable threshold; we call this the uncertainty threshold principle. The philosophical and design implications of this result are discussed.
This note shows that the optimal control of dynamic systems with uncertain parameters has certain limitations. In particular, by means of a simple scalar linear-quadratic optimal control example, it is shown that the infinite horizon solution does not exist if the parameter uncertainty exceeds a certain quantifiable threshold; we call this the uncertainty threshold principle. The philosophical and design implications of this result are discussed.
A numerical simulation was performed, by means of a large-scale finite element code capable of handling large deformations and/or nonlinear behavior, to investigate the suitability of the nonlinear pulse-control algorithm to suppress the vibrations induced in the Spacecraft Control Laboratory Experiment (SCOLE) components under realistic maneuvers. Among the topics investigated were the effects of various control parameters on the efficiency and robustness of the vibration control algorithm. Advanced nonlinear control techniques were applied to an idealized model of some of the SCOLE components to develop an efficient algorithm to determine the optimal locations of point actuators, considering the hardware on the SCOLE project as distributed in nature. The control was obtained from a quadratic optimization criterion, given in terms of the state variables of the distributed system. An experimental investigation was performed on a model flexible structure resembling the essential features of the SCOLE components, and electrodynamic and electrohydraulic actuators were used to investigate the applicability of the control algorithm with such devices in addition to mass-ejection pulse generators using compressed air.
Results are given on the relationships between closed loop eigenstructures, state feedback gain matrices of the linear state feedback problem, and quadratic weights of the linear quadratic regulator. Equations are derived for the angles of general multivariable root loci and linear quadratic optimal root loci, including angles of departure and approach. The generalized eigenvalue problem is used for the first time to compute angles of approach. Equations are also derived to find the sensitivity of closed loop eigenvalues and the directional derivatives of closed loop eigenvectors (with respect to a scalar multiplying the feedback gain matrix or the quadratic control weight). An equivalence class of quadratic weights that produce the same asymptotic eigenstructure is defined, sufficient conditions to be in it are given, a canonical element is defined, and an algorithm to find it is given. The behavior of the optimal root locus in the nonasymptotic region is shown to be different for quadratic weights with the same asymptotic properties.
Strong sufficient conditions are derived for the robustness of optimal linear-quadratic (LQ) regulators to large parameter perturbations. In particular, it is shown that under certain conditions LQ designs remain stable in the presence of actuator channel failures. The general results can be specialized to provide insight into the gain margin, gain reduction, and phase margin properties of optimal LQ regulators.
An aircraft with low wing loading, such as the deHavilland, Twin Otter, exhibits a relatively large acceleration sensitivity to wind gusts. These undesirable aircraft motions can be reduced using an automatic ride control system. In this paper, the techniques of quadratic optimal control theory are utilized to investigate the capabilities of such a ride control system. The effects of the wind gusts on the aircraft can be modeled by a vector stochastic process containing seven states. The impact of this disturbance model on the optimal control system structure is assessed and comparison is made to a system without gust feedback.
This paper is concerned with the application of optimal estimation and control concepts to the ground alignment of inertial platforms subjected to random sway motion. A seventh-order Kalman filter has been designed for estimating the platform misalignments and sway motion. Using the linear quadratic optimal regulator techniques, feedback controller gains have been designed to drive the initial misalignments to a small value. A reconfiguration of the filter controller scheme has been proposed and verified by Monte Carlo simulation for improving the speed of alignment without changing the alignment accuracy.
An innovative model predictive control strategy is developed for control of nonlinear aircraft propulsion systems and sub-systems. At the heart of the controller is a rate-based linear parameter-varying model that propagates the state derivatives across the prediction horizon, extending prediction fidelity to transient regimes where conventional models begin to lose validity. The new control law is applied to a demanding active clearance control application, where the objectives are to tightly regulate blade tip clearances and also anticipate and avoid detrimental blade-shroud rub occurrences by optimally maintaining a predefined minimum clearance. Simulation results verify that the rate-based controller is capable of satisfying the objectives during realistic flight scenarios where both a conventional Jacobian-based model predictive control law and an unconstrained linear-quadratic optimal controller are incapable of doing so. The controller is evaluated using a variety of different actuators, illustrating the efficacy and versatility of the control approach. It is concluded that the new strategy has promise for this and other nonlinear aerospace applications that place high importance on the attainment of control objectives during transient regimes.
Abstract This paper investigates the quadratic optimal control problem for constrained Markov jump linear systems with incomplete mode transition probability matrix (MTPM). Considering original system mode is not accessible, observed mode is utilized for asynchronous controller design where mode observation conditional probability matrix (MOCPM), which characterizes the emission between original modes and observed modes is assumed to be partially known. An LMI optimization problem is formulated for such constrained hidden Markov jump linear systems with incomplete MTPM and MOCPM. Based on this, a feasible state-feedback controller can be designed with the application of free-connection weighting matrix method. The desired controller, dependent on observed mode, is an asynchronous one which can minimize the upper bound of quadratic cost and satisfy restrictions on system states and control variables. Furthermore, clustering observation where observed modes recast into several clusters, is explored for simplifying the computational complexity. Numerical examples are provided to illustrate the validity.
The paper proposes a scalable and tractable algorithm for dynamic topology optimization of power systems involving changes in branch on/off status, while respecting small-signal stability (SSS) constraints. A procedure for fast updates of the system matrices (in descriptor form) and without additional full matrix inversions is proposed. To additionally reduce the computation time, only critical eigenvalues (right-most or those in a specified damping ratio and frequency range) are calculated. A quadratic optimization approach is proposed for optimized generation re-dispatch to satisfy SSS constraints. The approach is applied to two (medium- and large-scale) real-world test power systems.