Iterative methods to compute center and center-stable manifolds with application to the optimal output regulation problem
|
|
- Bertina Walters
- 5 years ago
- Views:
Transcription
1 Iterative methods to compute center and center-stable manifolds with application to the optimal output regulation problem Noboru Sakamoto, Branislav Rehak N.S.: Nagoya University, Department of Aerospace Engineering, Graduate School of Engineering and B.R.: UTIA Academy of Sciences of the Czech Republic December 14, 2011 CDC /17
2 Outline of the talk To present a new method for computing center and center-stable manifolds - Iterative method - Suitable for computer implementation This method will be applied to the optimal output regulation - A constructive design method - No need to solve regulator equation - Center algorithm solves the regulator equation - Center-stable algorithm computes optimal controller 2/17
3 Setting of the problem Consider the following system of ordinary differential equations: ẋ = Ax + X(x, y, z) ẏ = By + Y(x, y, z) ż = Cz + Z(x, y, z) A R n x n x, Reλ(A) < 0 B R n y n y, Reλ(B) =0 C R n z n z, Reλ(C) > 0 The functions X, Y, Z are continuously differentiable X, Y, Z together with all of their first derivatives vanish at the origin. 3/17
4 Integral equations (Kelly 1966) The center manifold integral equation: t x(t) = e A(t s) X(x(s), y(s), z(s))ds t y(t) =e Bt y 0 + e B(t s) Y(x(s), y(s), z(s))ds z(t) = t 0 e C(t s) Z(x(s), y(s), z(s))ds These functions move on x = ϕ 1 (y), z = ϕ 2 (y) The center-stable manifold integral equation: x(t) =e At x 0 + y(t) =e Bt y 0 + z(t) = t t 0 t 0 e A(t s) X(x(s), y(s), z(s))ds e B(t s) Y(x(s), y(s), z(s))ds e C(t s) Z(x(s), y(s), z(s))ds These functions move on z = ψ(x, y) 4/17
5 Iterative algorithms In the center-stable manifold case: x k +1 y k +1 z k +1 (t, x 0, y 0 )= x 1 (t) =e At x 0, y 1 (t) =e Bt y 0, z 1 (t) =0 e At x 0 + t 0 ea(t s) X(x k (s), y k (s), z k (s)) ds e Bt y 0 + t 0 eb(t s) Y(x k (s), y k (s), z k (s)) ds t In the center manifold case x k +1 y k +1 z k +1 (t, y 0)= e C(t s) Z(x k (s), y k (s), z k (s)) ds x 1 (t) =0, y 1 (t) =e Bt y 0, z 1 (t) =0 t ea(t s) X(x k (s), y k (s), z k (s)) ds e Bt y 0 + t 0 eb(t s) Y(x k (s), y k (s), z k (s)) ds t e C(t s) Z(x k (s), y k (s), z k (s)) ds 5/17
6 Existence of limit Theorem i) There exists δ c > 0 such that for all y 0, y 0 <δ c the sequence converges pointwise to the solutions on x = ϕ 1 (y), z = ϕ 2 (y) (convergence to the center manifold). ii) There exists δ cs > 0 such that for all (x 0, y 0 ), (x 0, y 0 ) <δ cs the sequence converges pointwise to the solutions on z = ψ(x, y) (convergence to the center-stable manifold). 6/17
7 Optimal output regulation - equations Denote System: ẋ = f(x)+g(x)u, x(t) R n, f(0) =0 Exosystem: ẇ = s(w), w(t) R p, s(0) =0 Error (output) equation: e = h(x, w) Regulator equation: A = f h (0), B = g(0), C = (0, 0), x x S = s w (0), Q = h (0, 0). w π s(w) =f(π(w)) + g(π(w))σ(w), h(π(w), w) =0 w 7/17
8 Optimal output regulation - assumptions The exosystem is Lyapunov stable at w = 0, Poisson stable around w = 0 and all eigenvalues of S are purely imaginary. (A, B) is stabilizable, (C, A) is detectable The number of inputs the number of outputs (square) The system has well-defined relative degree (rel.deg. =1, det L g h(0, 0) 0) 8/17
9 The Hamiltonian H D : Optimal output regulation Cost function: J = e 2 + ė 2 dt H D = px T (f + gu)+pw T s(w)+1 h(x, w) L f h(x, w)+(l g h(x, w))u + L s h(x, w) 2, 2 The control vector ū minimizing H D : ū = (L g h) 1 { (L g h) T g(x) T p x + L f h + L s h }. The Hamilton-Jacobi equation is then { f g(lg h) 1 (L f h + L s h) } + pw T s(w) p T x 1 2 pt x g(l gh) 1 (L g h) T g T p x h(x, w) 2 = 0 9/17
10 Associated Hamiltonian System The Hamiltonian system is ẋ =(A B(CB) 1 CA)x B(CB) 1 QSw B(B T C T CB) 1 B T p x + N 1 (x, w, p x ) ẇ =Sw + N 2 (w) ṗ x =C T Cx C T Qw (A B(CB) 1 CA) T p x + N 3 (x, w, p x ) ṗ w = Q T Cx Q T Qw + S T Q T (B T C T ) 1 B T p x S T p w + N 4 (x, w, p x, p w ). Define the Hamiltonian matrix H as d dt [x, w, p x, p w ] T = H [x, w, p x, p w ] T +[N 1, N 2, N 3, N 4 ] T 10 / 17
11 Block diagonalization The linear regulator equation A Riccati equation Lyapunov equation ΠS = AΠ+BΣ, CΠ+Q = 0 PĀ + Ā T P PR B P + C T C = 0; Ā = A B(CB) 1 CA, R B = B(B T C T CB) 1 B T where VA c + Ac T V = B(BT C T CB) 1 B T A c = A B(CB) 1 CA B(B T C T CB) 1 B T P Linear symplectic coordinate transformations T 1 = I Π I I Π T I, T 2 = I 0 V 0 0 I 0 0 P 0 PV + I I 11 / 17
12 New Hamiltonian system [x T, w T, p T x, p T w ] T = T 1 2 T 1 1 [xt, w T, p T x, p T w ] T Hamiltonian system with block-diagonalized linear part: ẋ = A c x + N1 (x, w, p x ) ẇ = Sw + N2 (w ) ṗ x = A c T p x + N3 (x, w, p x ) ṗ w = ST p w + N4 (x, w, p x, p w ) stable center1 unstable center2 Center manifolds: x = π 1 (w ), p x = π 2 (w ) CM algorithm computes π 1, π 2 Regulator equation Center-stable manifold p x = π 3 (x, w ) C-SM algorithm computes π 3 Feedback controller u = u(w, x) 12 / 17
13 A numerical example Consider the example with unstable linearization ( ) ( )( ) ( ẋ x1 x 3 = + 1 ẋ x 2 2x x3 2 exosystem: ẇ = 0 ) ( ) u The goal is to design a feedback law u = u(x, w) that achieves x 1 = w as t in an optimal way: J = (x 1 w) 2 +(ẋ 1 ) 2 dt 13 / 17
14 A numerical example Hamiltonian system: ẋ 1 x 1 x 3 1 ẋ 2 x 2 2x x3 2 ẇ w 0 = H + ṗ 1 p 1 6x 2 1 p 2 ṗ 2 p 2 3x 2 2 p 2 ṗ w p w 0 ; H = Block-diagonalization center-stable manifold algorithm (Matlab) back to the original coordinates feedback controller u(x, w) 14 / 17
15 Outline Iterative methods Output regulation Numerical example Simulation results reference (w(0)) = 0.2 reference (w(0)) = 0.2 Linear controller response 15 / 17
16 Conclusions New methods for computing center and center-stable manifolds Iterative algorithms, Matlab codes Applications to the optimal output regulation problem Center-stable algorithm directly computes feedback law One does not need to solve the regulator equation 16 / 17
17 Controller expression u = (L g h) { 1 (L g h) T g(x) T p x + L f h + } L s h p x1 (x, w) =1.2289x e 5 x x x e 5 x 1 x x 2 1 x e 5 x x 1x x w x 1 w x 2 1 w x 2w x 1 x 2 w x 2 2 w e 5 w x 1 w x 2 w w 3 p x2 (x, w) = x x x x x 1 x x 2 1 x x x 1x x w x 1 w x 2 1 w x 2w x 1 x 2 w x 2 2 w w x 1 w x 2 w w 3 17 / 17
OPTIMAL CONTROL SYSTEMS
SYSTEMS MIN-MAX Harry G. Kwatny Department of Mechanical Engineering & Mechanics Drexel University OUTLINE MIN-MAX CONTROL Problem Definition HJB Equation Example GAME THEORY Differential Games Isaacs
More informationOPTIMAL CONTROL. Sadegh Bolouki. Lecture slides for ECE 515. University of Illinois, Urbana-Champaign. Fall S. Bolouki (UIUC) 1 / 28
OPTIMAL CONTROL Sadegh Bolouki Lecture slides for ECE 515 University of Illinois, Urbana-Champaign Fall 2016 S. Bolouki (UIUC) 1 / 28 (Example from Optimal Control Theory, Kirk) Objective: To get from
More informationThe first order quasi-linear PDEs
Chapter 2 The first order quasi-linear PDEs The first order quasi-linear PDEs have the following general form: F (x, u, Du) = 0, (2.1) where x = (x 1, x 2,, x 3 ) R n, u = u(x), Du is the gradient of u.
More informationPOLE PLACEMENT. Sadegh Bolouki. Lecture slides for ECE 515. University of Illinois, Urbana-Champaign. Fall S. Bolouki (UIUC) 1 / 19
POLE PLACEMENT Sadegh Bolouki Lecture slides for ECE 515 University of Illinois, Urbana-Champaign Fall 2016 S. Bolouki (UIUC) 1 / 19 Outline 1 State Feedback 2 Observer 3 Observer Feedback 4 Reduced Order
More informationLecture 4 Continuous time linear quadratic regulator
EE363 Winter 2008-09 Lecture 4 Continuous time linear quadratic regulator continuous-time LQR problem dynamic programming solution Hamiltonian system and two point boundary value problem infinite horizon
More informationNonlinear Control. Nonlinear Control Lecture # 25 State Feedback Stabilization
Nonlinear Control Lecture # 25 State Feedback Stabilization Backstepping η = f a (η)+g a (η)ξ ξ = f b (η,ξ)+g b (η,ξ)u, g b 0, η R n, ξ, u R Stabilize the origin using state feedback View ξ as virtual
More informationu n 2 4 u n 36 u n 1, n 1.
Exercise 1 Let (u n ) be the sequence defined by Set v n = u n 1 x+ u n and f (x) = 4 x. 1. Solve the equations f (x) = 1 and f (x) =. u 0 = 0, n Z +, u n+1 = u n + 4 u n.. Prove that if u n < 1, then
More informationStationary trajectories, singular Hamiltonian systems and ill-posed Interconnection
Stationary trajectories, singular Hamiltonian systems and ill-posed Interconnection S.C. Jugade, Debasattam Pal, Rachel K. Kalaimani and Madhu N. Belur Department of Electrical Engineering Indian Institute
More information5. Observer-based Controller Design
EE635 - Control System Theory 5. Observer-based Controller Design Jitkomut Songsiri state feedback pole-placement design regulation and tracking state observer feedback observer design LQR and LQG 5-1
More informationGlobal output regulation through singularities
Global output regulation through singularities Yuh Yamashita Nara Institute of Science and Techbology Graduate School of Information Science Takayama 8916-5, Ikoma, Nara 63-11, JAPAN yamas@isaist-naraacjp
More informationAdvanced Mechatronics Engineering
Advanced Mechatronics Engineering German University in Cairo 21 December, 2013 Outline Necessary conditions for optimal input Example Linear regulator problem Example Necessary conditions for optimal input
More informationHigh-Gain Observers in Nonlinear Feedback Control. Lecture # 3 Regulation
High-Gain Observers in Nonlinear Feedback Control Lecture # 3 Regulation High-Gain ObserversinNonlinear Feedback ControlLecture # 3Regulation p. 1/5 Internal Model Principle d r Servo- Stabilizing u y
More informationControl Systems I. Lecture 4: Diagonalization, Modal Analysis, Intro to Feedback. Readings: Emilio Frazzoli
Control Systems I Lecture 4: Diagonalization, Modal Analysis, Intro to Feedback Readings: Emilio Frazzoli Institute for Dynamic Systems and Control D-MAVT ETH Zürich October 13, 2017 E. Frazzoli (ETH)
More information6. Linear Quadratic Regulator Control
EE635 - Control System Theory 6. Linear Quadratic Regulator Control Jitkomut Songsiri algebraic Riccati Equation (ARE) infinite-time LQR (continuous) Hamiltonian matrix gain margin of LQR 6-1 Algebraic
More informationRobust Control 5 Nominal Controller Design Continued
Robust Control 5 Nominal Controller Design Continued Harry G. Kwatny Department of Mechanical Engineering & Mechanics Drexel University 4/14/2003 Outline he LQR Problem A Generalization to LQR Min-Max
More information1. Find the solution of the following uncontrolled linear system. 2 α 1 1
Appendix B Revision Problems 1. Find the solution of the following uncontrolled linear system 0 1 1 ẋ = x, x(0) =. 2 3 1 Class test, August 1998 2. Given the linear system described by 2 α 1 1 ẋ = x +
More informationModeling and Analysis of Dynamic Systems
Modeling and Analysis of Dynamic Systems Dr. Guillaume Ducard Fall 2017 Institute for Dynamic Systems and Control ETH Zurich, Switzerland G. Ducard c 1 / 57 Outline 1 Lecture 13: Linear System - Stability
More informationTime-Invariant Linear Quadratic Regulators Robert Stengel Optimal Control and Estimation MAE 546 Princeton University, 2015
Time-Invariant Linear Quadratic Regulators Robert Stengel Optimal Control and Estimation MAE 546 Princeton University, 15 Asymptotic approach from time-varying to constant gains Elimination of cross weighting
More informationIntroduction to Nonlinear Control Lecture # 4 Passivity
p. 1/6 Introduction to Nonlinear Control Lecture # 4 Passivity È p. 2/6 Memoryless Functions ¹ y È Ý Ù È È È È u (b) µ power inflow = uy Resistor is passive if uy 0 p. 3/6 y y y u u u (a) (b) (c) Passive
More informationControl Systems. Frequency domain analysis. L. Lanari
Control Systems m i l e r p r a in r e v y n is o Frequency domain analysis L. Lanari outline introduce the Laplace unilateral transform define its properties show its advantages in turning ODEs to algebraic
More informationChap 4. State-Space Solutions and
Chap 4. State-Space Solutions and Realizations Outlines 1. Introduction 2. Solution of LTI State Equation 3. Equivalent State Equations 4. Realizations 5. Solution of Linear Time-Varying (LTV) Equations
More informationAlberto Bressan. Department of Mathematics, Penn State University
Non-cooperative Differential Games A Homotopy Approach Alberto Bressan Department of Mathematics, Penn State University 1 Differential Games d dt x(t) = G(x(t), u 1(t), u 2 (t)), x(0) = y, u i (t) U i
More informationOutput Stabilization of Time-Varying Input Delay System using Interval Observer Technique
Output Stabilization of Time-Varying Input Delay System using Interval Observer Technique Andrey Polyakov a, Denis Efimov a, Wilfrid Perruquetti a,b and Jean-Pierre Richard a,b a - NON-A, INRIA Lille Nord-Europe
More informationHomework Solution # 3
ECSE 644 Optimal Control Feb, 4 Due: Feb 17, 4 (Tuesday) Homework Solution # 3 1 (5%) Consider the discrete nonlinear control system in Homework # For the optimal control and trajectory that you have found
More information16.31 Fall 2005 Lecture Presentation Mon 31-Oct-05 ver 1.1
16.31 Fall 2005 Lecture Presentation Mon 31-Oct-05 ver 1.1 Charles P. Coleman October 31, 2005 1 / 40 : Controllability Tests Observability Tests LEARNING OUTCOMES: Perform controllability tests Perform
More information1. (i) Determine how many periodic orbits and equilibria can be born at the bifurcations of the zero equilibrium of the following system:
1. (i) Determine how many periodic orbits and equilibria can be born at the bifurcations of the zero equilibrium of the following system: ẋ = y x 2, ẏ = z + xy, ż = y z + x 2 xy + y 2 + z 2 x 4. (ii) Determine
More informationQuadratic Stability of Dynamical Systems. Raktim Bhattacharya Aerospace Engineering, Texas A&M University
.. Quadratic Stability of Dynamical Systems Raktim Bhattacharya Aerospace Engineering, Texas A&M University Quadratic Lyapunov Functions Quadratic Stability Dynamical system is quadratically stable if
More informationState Regulator. Advanced Control. design of controllers using pole placement and LQ design rules
Advanced Control State Regulator Scope design of controllers using pole placement and LQ design rules Keywords pole placement, optimal control, LQ regulator, weighting matrixes Prerequisites Contact state
More informationProf. Krstic Nonlinear Systems MAE281A Homework set 1 Linearization & phase portrait
Prof. Krstic Nonlinear Systems MAE28A Homework set Linearization & phase portrait. For each of the following systems, find all equilibrium points and determine the type of each isolated equilibrium. Use
More informationThird In-Class Exam Solutions Math 246, Professor David Levermore Thursday, 3 December 2009 (1) [6] Given that 2 is an eigenvalue of the matrix
Third In-Class Exam Solutions Math 26, Professor David Levermore Thursday, December 2009 ) [6] Given that 2 is an eigenvalue of the matrix A 2, 0 find all the eigenvectors of A associated with 2. Solution.
More informationMCE693/793: Analysis and Control of Nonlinear Systems
MCE693/793: Analysis and Control of Nonlinear Systems Input-Output and Input-State Linearization Zero Dynamics of Nonlinear Systems Hanz Richter Mechanical Engineering Department Cleveland State University
More informationMATH 220: MIDTERM OCTOBER 29, 2015
MATH 22: MIDTERM OCTOBER 29, 25 This is a closed book, closed notes, no electronic devices exam. There are 5 problems. Solve Problems -3 and one of Problems 4 and 5. Write your solutions to problems and
More informationObservability. Dynamic Systems. Lecture 2 Observability. Observability, continuous time: Observability, discrete time: = h (2) (x, u, u)
Observability Dynamic Systems Lecture 2 Observability Continuous time model: Discrete time model: ẋ(t) = f (x(t), u(t)), y(t) = h(x(t), u(t)) x(t + 1) = f (x(t), u(t)), y(t) = h(x(t)) Reglerteknik, ISY,
More informationRobust Semiglobal Nonlinear Output Regulation The case of systems in triangular form
Robust Semiglobal Nonlinear Output Regulation The case of systems in triangular form Andrea Serrani Department of Electrical and Computer Engineering Collaborative Center for Control Sciences The Ohio
More information6.241 Dynamic Systems and Control
6.241 Dynamic Systems and Control Lecture 24: H2 Synthesis Emilio Frazzoli Aeronautics and Astronautics Massachusetts Institute of Technology May 4, 2011 E. Frazzoli (MIT) Lecture 24: H 2 Synthesis May
More informationB5.6 Nonlinear Systems
B5.6 Nonlinear Systems 4. Bifurcations Alain Goriely 2018 Mathematical Institute, University of Oxford Table of contents 1. Local bifurcations for vector fields 1.1 The problem 1.2 The extended centre
More informationNumerical Computational Techniques for Nonlinear Optimal Control
Seminar at LAAS Numerical Computational echniques for Nonlinear Optimal Control Yasuaki Oishi (Nanzan University) July 2, 2018 * Joint work with N. Sakamoto and. Nakamura 1. Introduction Optimal control
More informationGrammians. Matthew M. Peet. Lecture 20: Grammians. Illinois Institute of Technology
Grammians Matthew M. Peet Illinois Institute of Technology Lecture 2: Grammians Lyapunov Equations Proposition 1. Suppose A is Hurwitz and Q is a square matrix. Then X = e AT s Qe As ds is the unique solution
More information1 (30 pts) Dominant Pole
EECS C8/ME C34 Fall Problem Set 9 Solutions (3 pts) Dominant Pole For the following transfer function: Y (s) U(s) = (s + )(s + ) a) Give state space description of the system in parallel form (ẋ = Ax +
More informationLMI Methods in Optimal and Robust Control
LMI Methods in Optimal and Robust Control Matthew M. Peet Arizona State University Lecture 15: Nonlinear Systems and Lyapunov Functions Overview Our next goal is to extend LMI s and optimization to nonlinear
More informationLecture 8. Chapter 5: Input-Output Stability Chapter 6: Passivity Chapter 14: Passivity-Based Control. Eugenio Schuster.
Lecture 8 Chapter 5: Input-Output Stability Chapter 6: Passivity Chapter 14: Passivity-Based Control Eugenio Schuster schuster@lehigh.edu Mechanical Engineering and Mechanics Lehigh University Lecture
More information1 Continuous-time Systems
Observability Completely controllable systems can be restructured by means of state feedback to have many desirable properties. But what if the state is not available for feedback? What if only the output
More informationSolution of Additional Exercises for Chapter 4
1 1. (1) Try V (x) = 1 (x 1 + x ). Solution of Additional Exercises for Chapter 4 V (x) = x 1 ( x 1 + x ) x = x 1 x + x 1 x In the neighborhood of the origin, the term (x 1 + x ) dominates. Hence, the
More informationME 234, Lyapunov and Riccati Problems. 1. This problem is to recall some facts and formulae you already know. e Aτ BB e A τ dτ
ME 234, Lyapunov and Riccati Problems. This problem is to recall some facts and formulae you already know. (a) Let A and B be matrices of appropriate dimension. Show that (A, B) is controllable if and
More informationNonlinear Control Systems
Nonlinear Control Systems António Pedro Aguiar pedro@isr.ist.utl.pt 7. Feedback Linearization IST-DEEC PhD Course http://users.isr.ist.utl.pt/%7epedro/ncs1/ 1 1 Feedback Linearization Given a nonlinear
More information2 The Linear Quadratic Regulator (LQR)
2 The Linear Quadratic Regulator (LQR) Problem: Compute a state feedback controller u(t) = Kx(t) that stabilizes the closed loop system and minimizes J := 0 x(t) T Qx(t)+u(t) T Ru(t)dt where x and u are
More information6 Linear Equation. 6.1 Equation with constant coefficients
6 Linear Equation 6.1 Equation with constant coefficients Consider the equation ẋ = Ax, x R n. This equating has n independent solutions. If the eigenvalues are distinct then the solutions are c k e λ
More informationMathematical Systems Theory: Advanced Course Exercise Session 5. 1 Accessibility of a nonlinear system
Mathematical Systems Theory: dvanced Course Exercise Session 5 1 ccessibility of a nonlinear system Consider an affine nonlinear control system: [ ẋ = f(x)+g(x)u, x() = x, G(x) = g 1 (x) g m (x) ], where
More informationEE363 homework 2 solutions
EE363 Prof. S. Boyd EE363 homework 2 solutions. Derivative of matrix inverse. Suppose that X : R R n n, and that X(t is invertible. Show that ( d d dt X(t = X(t dt X(t X(t. Hint: differentiate X(tX(t =
More informationSYSTEMTEORI - KALMAN FILTER VS LQ CONTROL
SYSTEMTEORI - KALMAN FILTER VS LQ CONTROL 1. Optimal regulator with noisy measurement Consider the following system: ẋ = Ax + Bu + w, x(0) = x 0 where w(t) is white noise with Ew(t) = 0, and x 0 is a stochastic
More informationProfessor Fearing EE C128 / ME C134 Problem Set 10 Solution Fall 2010 Jansen Sheng and Wenjie Chen, UC Berkeley
Professor Fearing EE C28 / ME C34 Problem Set Solution Fall 2 Jansen Sheng and Wenjie Chen, UC Berkeley. (5 pts) Final Value Given the following continuous time (CT) system ẋ = Ax+Bu = 5 9 7 x+ u(t), y
More informationTopic # Feedback Control
Topic #7 16.31 Feedback Control State-Space Systems What are state-space models? Why should we use them? How are they related to the transfer functions used in classical control design and how do we develop
More informationRobust Multivariable Control
Lecture 2 Anders Helmersson anders.helmersson@liu.se ISY/Reglerteknik Linköpings universitet Today s topics Today s topics Norms Today s topics Norms Representation of dynamic systems Today s topics Norms
More informationPrinciples of Optimal Control Spring 2008
MIT OpenCourseWare http://ocw.mit.edu 16.323 Principles of Optimal Control Spring 2008 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms. 16.323 Lecture
More informationPerspective. ECE 3640 Lecture 11 State-Space Analysis. To learn about state-space analysis for continuous and discrete-time. Objective: systems
ECE 3640 Lecture State-Space Analysis Objective: systems To learn about state-space analysis for continuous and discrete-time Perspective Transfer functions provide only an input/output perspective of
More informationA differential Lyapunov framework for contraction analysis
A differential Lyapunov framework for contraction analysis F. Forni, R. Sepulchre University of Liège Reykjavik, July 19th, 2013 Outline Incremental stability d(x 1 (t),x 2 (t)) 0 Differential Lyapunov
More information2 We imagine that our double pendulum is immersed in a uniform downward directed gravitational field, with gravitational constant g.
THE MULTIPLE SPHERICAL PENDULUM Thomas Wieting Reed College, 011 1 The Double Spherical Pendulum Small Oscillations 3 The Multiple Spherical Pendulum 4 Small Oscillations 5 Linear Mechanical Systems 1
More informationControl Systems. Laplace domain analysis
Control Systems Laplace domain analysis L. Lanari outline introduce the Laplace unilateral transform define its properties show its advantages in turning ODEs to algebraic equations define an Input/Output
More information1 Controllability and Observability
1 Controllability and Observability 1.1 Linear Time-Invariant (LTI) Systems State-space: Dimensions: Notation Transfer function: ẋ = Ax+Bu, x() = x, y = Cx+Du. x R n, u R m, y R p. Note that H(s) is always
More informationTopic # Feedback Control Systems
Topic #17 16.31 Feedback Control Systems Deterministic LQR Optimal control and the Riccati equation Weight Selection Fall 2007 16.31 17 1 Linear Quadratic Regulator (LQR) Have seen the solutions to the
More informationA New Algorithm for Solving Cross Coupled Algebraic Riccati Equations of Singularly Perturbed Nash Games
A New Algorithm for Solving Cross Coupled Algebraic Riccati Equations of Singularly Perturbed Nash Games Hiroaki Mukaidani Hua Xu and Koichi Mizukami Faculty of Information Sciences Hiroshima City University
More informationLinear-quadratic control problem with a linear term on semiinfinite interval: theory and applications
Linear-quadratic control problem with a linear term on semiinfinite interval: theory and applications L. Faybusovich T. Mouktonglang Department of Mathematics, University of Notre Dame, Notre Dame, IN
More informationLecture 15: H Control Synthesis
c A. Shiriaev/L. Freidovich. March 12, 2010. Optimal Control for Linear Systems: Lecture 15 p. 1/14 Lecture 15: H Control Synthesis Example c A. Shiriaev/L. Freidovich. March 12, 2010. Optimal Control
More informationMATH 173: PRACTICE MIDTERM SOLUTIONS
MATH 73: PACTICE MIDTEM SOLUTIONS This is a closed book, closed notes, no electronic devices exam. There are 5 problems. Solve all of them. Write your solutions to problems and in blue book #, and your
More informationUCLA Chemical Engineering. Process & Control Systems Engineering Laboratory
Constrained Innite-time Optimal Control Donald J. Chmielewski Chemical Engineering Department University of California Los Angeles February 23, 2000 Stochastic Formulation - Min Max Formulation - UCLA
More informationHalf of Final Exam Name: Practice Problems October 28, 2014
Math 54. Treibergs Half of Final Exam Name: Practice Problems October 28, 24 Half of the final will be over material since the last midterm exam, such as the practice problems given here. The other half
More informationBalancing of Lossless and Passive Systems
Balancing of Lossless and Passive Systems Arjan van der Schaft Abstract Different balancing techniques are applied to lossless nonlinear systems, with open-loop balancing applied to their scattering representation.
More informationRiccati Equations and Inequalities in Robust Control
Riccati Equations and Inequalities in Robust Control Lianhao Yin Gabriel Ingesson Martin Karlsson Optimal Control LP4 2014 June 10, 2014 Lianhao Yin Gabriel Ingesson Martin Karlsson (LTH) H control problem
More informationLecture 9 Nonlinear Control Design
Lecture 9 Nonlinear Control Design Exact-linearization Lyapunov-based design Lab 2 Adaptive control Sliding modes control Literature: [Khalil, ch.s 13, 14.1,14.2] and [Glad-Ljung,ch.17] Course Outline
More informationMCE693/793: Analysis and Control of Nonlinear Systems
MCE693/793: Analysis and Control of Nonlinear Systems Introduction to Nonlinear Controllability and Observability Hanz Richter Mechanical Engineering Department Cleveland State University Definition of
More informationFormula Sheet for Optimal Control
Formula Sheet for Optimal Control Division of Optimization and Systems Theory Royal Institute of Technology 144 Stockholm, Sweden 23 December 1, 29 1 Dynamic Programming 11 Discrete Dynamic Programming
More informationThe norms can also be characterized in terms of Riccati inequalities.
9 Analysis of stability and H norms Consider the causal, linear, time-invariant system ẋ(t = Ax(t + Bu(t y(t = Cx(t Denote the transfer function G(s := C (si A 1 B. Theorem 85 The following statements
More informationIntro. Computer Control Systems: F8
Intro. Computer Control Systems: F8 Properties of state-space descriptions and feedback Dave Zachariah Dept. Information Technology, Div. Systems and Control 1 / 22 dave.zachariah@it.uu.se F7: Quiz! 2
More information16.30/31, Fall 2010 Recitation # 13
16.30/31, Fall 2010 Recitation # 13 Brandon Luders December 6, 2010 In this recitation, we tie the ideas of Lyapunov stability analysis (LSA) back to previous ways we have demonstrated stability - but
More informationUniversity of Toronto Department of Electrical and Computer Engineering ECE410F Control Systems Problem Set #3 Solutions = Q o = CA.
University of Toronto Department of Electrical and Computer Engineering ECE41F Control Systems Problem Set #3 Solutions 1. The observability matrix is Q o C CA 5 6 3 34. Since det(q o ), the matrix is
More informationFall 線性系統 Linear Systems. Chapter 08 State Feedback & State Estimators (SISO) Feng-Li Lian. NTU-EE Sep07 Jan08
Fall 2007 線性系統 Linear Systems Chapter 08 State Feedback & State Estimators (SISO) Feng-Li Lian NTU-EE Sep07 Jan08 Materials used in these lecture notes are adopted from Linear System Theory & Design, 3rd.
More informationEEE 184: Introduction to feedback systems
EEE 84: Introduction to feedback systems Summary 6 8 8 x 7 7 6 Level() 6 5 4 4 5 5 time(s) 4 6 8 Time (seconds) Fig.. Illustration of BIBO stability: stable system (the input is a unit step) Fig.. step)
More informationTopic # Feedback Control Systems
Topic #20 16.31 Feedback Control Systems Closed-loop system analysis Bounded Gain Theorem Robust Stability Fall 2007 16.31 20 1 SISO Performance Objectives Basic setup: d i d o r u y G c (s) G(s) n control
More informationTaylor expansions for the HJB equation associated with a bilinear control problem
Taylor expansions for the HJB equation associated with a bilinear control problem Tobias Breiten, Karl Kunisch and Laurent Pfeiffer University of Graz, Austria Rome, June 217 Motivation dragged Brownian
More informationPH.D. PRELIMINARY EXAMINATION MATHEMATICS
UNIVERSITY OF CALIFORNIA, BERKELEY SPRING SEMESTER 207 Dept. of Civil and Environmental Engineering Structural Engineering, Mechanics and Materials NAME PH.D. PRELIMINARY EXAMINATION MATHEMATICS Problem
More informationLinear Algebra. P R E R E Q U I S I T E S A S S E S S M E N T Ahmad F. Taha August 24, 2015
THE UNIVERSITY OF TEXAS AT SAN ANTONIO EE 5243 INTRODUCTION TO CYBER-PHYSICAL SYSTEMS P R E R E Q U I S I T E S A S S E S S M E N T Ahmad F. Taha August 24, 2015 The objective of this exercise is to assess
More informationECEEN 5448 Fall 2011 Homework #4 Solutions
ECEEN 5448 Fall 2 Homework #4 Solutions Professor David G. Meyer Novemeber 29, 2. The state-space realization is A = [ [ ; b = ; c = [ which describes, of course, a free mass (in normalized units) with
More informationTime-Invariant Linear Quadratic Regulators!
Time-Invariant Linear Quadratic Regulators Robert Stengel Optimal Control and Estimation MAE 546 Princeton University, 17 Asymptotic approach from time-varying to constant gains Elimination of cross weighting
More informationH 2 Optimal State Feedback Control Synthesis. Raktim Bhattacharya Aerospace Engineering, Texas A&M University
H 2 Optimal State Feedback Control Synthesis Raktim Bhattacharya Aerospace Engineering, Texas A&M University Motivation Motivation w(t) u(t) G K y(t) z(t) w(t) are exogenous signals reference, process
More informationTRACKING AND DISTURBANCE REJECTION
TRACKING AND DISTURBANCE REJECTION Sadegh Bolouki Lecture slides for ECE 515 University of Illinois, Urbana-Champaign Fall 2016 S. Bolouki (UIUC) 1 / 13 General objective: The output to track a reference
More informationModern Optimal Control
Modern Optimal Control Matthew M. Peet Arizona State University Lecture 19: Stabilization via LMIs Optimization Optimization can be posed in functional form: min x F objective function : inequality constraints
More informationLinear System Theory
Linear System Theory Wonhee Kim Chapter 6: Controllability & Observability Chapter 7: Minimal Realizations May 2, 217 1 / 31 Recap State space equation Linear Algebra Solutions of LTI and LTV system Stability
More informationLecture 6. Foundations of LMIs in System and Control Theory
Lecture 6. Foundations of LMIs in System and Control Theory Ivan Papusha CDS270 2: Mathematical Methods in Control and System Engineering May 4, 2015 1 / 22 Logistics hw5 due this Wed, May 6 do an easy
More informationComputational Issues in Nonlinear Dynamics and Control
Computational Issues in Nonlinear Dynamics and Control Arthur J. Krener ajkrener@ucdavis.edu Supported by AFOSR and NSF Typical Problems Numerical Computation of Invariant Manifolds Typical Problems Numerical
More informationOn the Stability of the Best Reply Map for Noncooperative Differential Games
On the Stability of the Best Reply Map for Noncooperative Differential Games Alberto Bressan and Zipeng Wang Department of Mathematics, Penn State University, University Park, PA, 68, USA DPMMS, University
More informationAnalytical approximation methods for the stabilizing solution of the Hamilton-Jacobi equation
Analytical approximation methods for the stabilizing solution of the Hamilton-Jacobi equation 1 Noboru Sakamoto and Arjan J. van der Schaft Abstract In this paper, two methods for approximating the stabilizing
More informationNonlinear differential equations - phase plane analysis
Nonlinear differential equations - phase plane analysis We consider the general first order differential equation for y(x Revision Q(x, y f(x, y dx P (x, y. ( Curves in the (x, y-plane which satisfy this
More informationMath Ordinary Differential Equations
Math 411 - Ordinary Differential Equations Review Notes - 1 1 - Basic Theory A first order ordinary differential equation has the form x = f(t, x) (11) Here x = dx/dt Given an initial data x(t 0 ) = x
More informationInput Tracking and Output Fusion for Linear Systems
Input Tracking and Output Fusion for Linear Systems Xiaoming Hu 1 Ulf T. Jönsson 1 Clyde F. Martin 2 Dedicated to Prof Anders Lindquist, on the occasion of his 60th birthday 1 Division of Optimization
More informationState-Feedback Optimal Controllers for Deterministic Nonlinear Systems
State-Feedback Optimal Controllers for Deterministic Nonlinear Systems Chang-Hee Won*, Abstract A full-state feedback optimal control problem is solved for a general deterministic nonlinear system. The
More informationEntrance Exam, Differential Equations April, (Solve exactly 6 out of the 8 problems) y + 2y + y cos(x 2 y) = 0, y(0) = 2, y (0) = 4.
Entrance Exam, Differential Equations April, 7 (Solve exactly 6 out of the 8 problems). Consider the following initial value problem: { y + y + y cos(x y) =, y() = y. Find all the values y such that the
More informationOutput Feedback and State Feedback. EL2620 Nonlinear Control. Nonlinear Observers. Nonlinear Controllers. ẋ = f(x,u), y = h(x)
Output Feedback and State Feedback EL2620 Nonlinear Control Lecture 10 Exact feedback linearization Input-output linearization Lyapunov-based control design methods ẋ = f(x,u) y = h(x) Output feedback:
More informationLinear Quadratic Regulator (LQR) Design II
Lecture 8 Linear Quadratic Regulator LQR) Design II Dr. Radhakant Padhi Asst. Professor Dept. of Aerospace Engineering Indian Institute of Science - Bangalore Outline Stability and Robustness properties
More informationLecture Notes 1. First Order ODE s. 1. First Order Linear equations A first order homogeneous linear ordinary differential equation (ODE) has the form
Lecture Notes 1 First Order ODE s 1. First Order Linear equations A first order homogeneous linear ordinary differential equation (ODE) has the form This equation we rewrite in the form or From the last
More information6 OUTPUT FEEDBACK DESIGN
6 OUTPUT FEEDBACK DESIGN When the whole sate vector is not available for feedback, i.e, we can measure only y = Cx. 6.1 Review of observer design Recall from the first class in linear systems that a simple
More information