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At least 163 records · Page 9

Linear stochastic optimal control and estimation problem

Problem involves design of controls for linear time-invariant system disturbed by white noise. Solution is Kalman filter coupled through set of optimal regulator gains to produce desired control signal. Key to solution is solving matrix Riccati differential equation. LSOCE effectively solves problem for wide range of practical applications. Program is written in FORTRAN IV for batch execution and has been implemented on IBM 360.

Geyser, L. C.↗

Orbit structure of Hamiltonian systems arising from Lie transformation group actions

This paper associates the Riccati group and its group action on linear-quadratic optimal control problems to the action of a Lie transformation group on a set of Hamiltonian matrices. In this Lie theoretic setting results are presented concerning the associated orbit structure and the structure of the group itself. These results are of importance in understanding the solution structure of matrix Riccati differential equations, and thus also of importance in linear-quadratic optimal control.

Garzia, M. R.↗

Modal methods in optimal control synthesis

Efficient algorithms for solving linear smoother-follower problems with quadratic criteria are presented. For time-invariant systems, the algorithm consists of one backward integration of a linear vector equation and one forward integration of another linear vector equation. Furthermore, the backward and forward Riccati matrices can be expressed in terms of the eigenvalues and eigenvectors of the Euler-Lagrange equations. Hence, the gains of the forward and backward Kalman-Bucy filters and of the optimal state-feedback regulator can be determined without integration of matrix Riccati equations. A computer program has been developed, based on this method of determining the gains, to synthesize the optimal time-invariant compensator in the presence of random disturbance inputs and random measurement errors. The program also computes the rms state and control variables of the optimal closed-loop system.

Bryson, A. E., Jr.↗

A homotopy algorithm for synthesizing robust controllers for flexible structures via the maximum entropy design equations

One well known deficiency of LQG compensators is that they do not guarantee any measure of robustness. This deficiency is especially highlighted when considering control design for complex systems such as flexible structures. There has thus been a need to generalize LQG theory to incorporate robustness constraints. Here we describe the maximum entropy approach to robust control design for flexible structures, a generalization of LQG theory, pioneered by Hyland, which has proved useful in practice. The design equations consist of a set of coupled Riccati and Lyapunov equations. A homotopy algorithm that is used to solve these design equations is presented.

Collins, Emmanuel G., Jr.↗

The linear quadratic optimal control problem for infinite dimensional systems over an infinite horizon - Survey and examples

Available published results are surveyed for a special class of infinite-dimensional control systems whose evolution is characterized by a semigroup of operators of class C subscript zero. Emphasis is placed on an approach that clarifies the system-theoretic relationship among controllability, stabilizability, stability, and the existence of a solution to an associated operator equation of the Riccati type. Formulation of the optimal control problem is reviewed along with the asymptotic behavior of solutions to a general system of equations and several theorems concerning L2 stability. Examples are briefly discussed which involve second-order parabolic systems, first-order hyperbolic systems, and distributed boundary control.

Bensoussan, A.↗

Optimal slewing maneuvers for flexible spacecraft using a closed form solution for the linear tracking problem

The problem of maneuvering a flexible spacecraft through a large angle while requiring the feedback control system to track a desired output state is considered. The desired output state is assumed to be provided by the corresponding open-loop maneuvering solution for the linear system model. Closed form solutions are provided for the Riccati and prefilter equations defining the optimal control. Example maneuvers are presented where control-rate penalties have been included in the performance index, in order to smooth both the open- and closed-loop control commands.

Turner, J. D.↗

Large-angle maneuvers of flexible spacecraft using a closed form solution for the terminal tracking problem

The problem of maneuvering a flexible spacecraft through a large-angle while requiring a sub-vector of the terminal state to exactly satisfy a set of terminal constraints is considered. The necessary conditions for this problem lead to three coupled nonlinear Riccati-like differential equations, which are solved in closed form. Example maneuvers are presented where control-rate penalties have been included in the performance index, in order to smooth the closed-loop control commands. Furthermore, example maneuvers are presented for both fixed and free and condition problem.

Juan, J.-N.↗

Toward a systematic design theory for silicon solar cells using optimization techniques

This work is a first detailed attempt to systematize the design of silicon solar cells. Design principles follow from three theorems. Although the results hold only under low injection conditions in base and emitter regions, they hold for arbitrary doping profiles and include the effects of drift fields, high/low junctions and heavy doping concentrations of donor or acceptor atoms. Several optimal designs are derived from the theorems, one of which involves a three-dimensional morphology in the emitter region. The theorems are derived from a nonlinear differential equation of the Riccati form, the dependent variable of which is a normalized recombination particle current.

Misiakos, K.↗

Integrated control-system design via generalized LQG (GLQG) theory

Thirty years of control systems research has produced an enormous body of theoretical results in feedback synthesis. Yet such results see relatively little practical application, and there remains an unsettling gap between classical single-loop techniques (Nyquist, Bode, root locus, pole placement) and modern multivariable approaches (LQG and H infinity theory). Large scale, complex systems, such as high performance aircraft and flexible space structures, now demand efficient, reliable design of multivariable feedback controllers which optimally tradeoff performance against modeling accuracy, bandwidth, sensor noise, actuator power, and control law complexity. A methodology is described which encompasses numerous practical design constraints within a single unified formulation. The approach, which is based upon coupled systems or modified Riccati and Lyapunov equations, encompasses time-domain linear-quadratic-Gaussian theory and frequency-domain H theory, as well as classical objectives such as gain and phase margin via the Nyquist circle criterion. In addition, this approach encompasses the optimal projection approach to reduced-order controller design. The current status of the overall theory will be reviewed including both continuous-time and discrete-time (sampled-data) formulations.

Bernstein, Dennis S.↗

Performance Optimizing Adaptive Control with Time-Varying Reference Model Modification

This paper presents a new adaptive control approach that involves a performance optimization objective. The control synthesis involves the design of a performance optimizing adaptive controller from a subset of control inputs. The resulting effect of the performance optimizing adaptive controller is to modify the initial reference model into a time-varying reference model which satisfies the performance optimization requirement obtained from an optimal control problem. The time-varying reference model modification is accomplished by the real-time solutions of the time-varying Riccati and Sylvester equations coupled with the least-squares parameter estimation of the sensitivities of the performance metric. The effectiveness of the proposed method is demonstrated by an application of maneuver load alleviation control for a flexible aircraft.

Adaptive Control↗

Time-Varying Modification of Reference Model for Adaptive Control with Performance Optimization

This paper presents a new adaptive control ap- proach that involves a performance optimization objective. The control synthesis involves the design of a performance optimizing adaptive controller from a subset of control inputs. The resulting effect of the performance optimizing adaptive controller is to modify the initial reference model into a time-varying reference model which satisfies the performance optimization requirement obtained from an optimal control problem. The time-varying reference model modification is accomplished by the real-time solutions of the time-varying Riccati and Sylvester equations coupled with the least-squares parameter estimation of the sen- sitivities of the performance metric. The effectiveness of the proposed method is demonstrated by an application of maneuver load alleviation control for a flexible aircraft.

Adaptive Control↗

Time-Varying Reference Model Modification of Adaptive Control with Multi-Objective Performance Optimization

This paper presents an adaptive control approach that modifies a reference model in order to satisfy a multi-objective optimization of two performance signals: a linear signal and a quadratic signal. The time varying reference model modification is accomplished by the real-time solutions of the time-varying Riccati and Sylvester equations coupled with the least-squares parameter estimation of the sensitivities of the performance signals to be minimized. The effectiveness of the proposed method is to be demonstrated by a flight control application of maneuver load alleviation and drag minimization.

Adaptive Control↗

On reliable control system designs with and without feedback reconfigurations

This paper contains an overview of a theoretical framework for the design of reliable multivariable control systems, with special emphasis on actuator failures and necessary actuator redundancy levels. Using a linear model of the system, with Markovian failure probabilities and quadratic performance index, an optimal stochastic control problem is posed and solved. The solution requires the iteration of a set of highly coupled Riccati-like matrix difference equations; if these converge one has a reliable design; if they diverge, the design is unreliable, and the system design cannot be stabilized. In addition, it is shown that the existence of a stabilizing constant feedback gain and the reliability of its implementation is equivalent to the convergence properties of a set of coupled Riccati-like matrix difference equations. In summary, these results can be used for offline studies relating the open loop dynamics, required performance, actuator mean time to failure, and functional or identical actuator redundancy, with and without feedback gain reconfiguration strategies.

Birdwell, J. D.↗

On reliable control system designs

A mathematical model for use in the design of reliable multivariable control systems is discussed with special emphasis on actuator failures and necessary actuator redundancy levels. The model consists of a linear time invariant discrete time dynamical system. Configuration changes in the system dynamics are governed by a Markov chain that includes transition probabilities from one configuration state to another. The performance index is a standard quadratic cost functional, over an infinite time interval. The actual system configuration can be deduced with a one step delay. The calculation of the optimal control law requires the solution of a set of highly coupled Riccati-like matrix difference equations. Results can be used for off-line studies relating the open loop dynamics, required performance, actuator mean time to failure, and functional or identical actuator redundancy, with and without feedback gain reconfiguration strategies.

Birdwell, J. D.↗

Closed-form solutions for a class of optimal quadratic regulator problems with terminal constraints

Closed-form solutions are derived for coupled Riccati-like matrix differential equations describing the solution of a class of optimal finite time quadratic regulator problems with terminal constraints. Analytical solutions are obtained for the feedback gains and the closed-loop response trajectory. A computational procedure is presented which introduces new variables for efficient computation of the terminal control law. Two examples are given to illustrate the validity and usefulness of the theory.

Juang, J.-N.↗

Discrete-time Markovian-jump linear quadratic optimal control

This paper is concerned with the optimal control of discrete-time linear systems that possess randomly jumping parameters described by finite-state Markov processes. For problems having quadratic costs and perfect observations, the optimal control laws and expected costs-to-go can be precomputed from a set of coupled Riccati-like matrix difference equations. Necessary and sufficient conditions are derived for the existence of optimal constant control laws which stabilize the controlled system as the time horizon becomes infinite, with finite optimal expected cost.

Chizeck, H. J.↗