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Feedback Control System Lec 18

Feedback Control System Lec 18

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Published by Ulemj

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Published by: Ulemj on Jul 17, 2012
Copyright:Attribution Non-commercial

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07/17/2012

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Topic
 
#18
 
16.31
 
Feedback
 
Control
 
Systems
 
Deterministic
 
LQR
 
 
Optimal
 
control
 
and
 
the
 
Riccati
 
equation
 
Weight
 
Selection
 
 
Fall
 
2010
16.30/31
 
18–2
Linear
 
Quadratic
 
Regulator
 
(LQR)
Have
 
seen
 
the
 
solutions
 
to
 
the
 
LQR
 
problem,
 
which
 
results
 
in
 
linear
 
full-state
 
feedback
 
control.
 
 
Would
 
like
 
to
 
get
 
some
 
more
 
insight
 
on
 
where
 
this
 
came
 
from.
 
Deterministic
 
Linear
 
Quadratic
 
Regulator
 
Plant:
 
x
˙=
 
A
x
 
+
 
B
u
u
,
 
x
(
t
0
) =
 
x
0
z
 
=
 
z
x
Cost:
 
 
1
 
t
 
 
1
LQR
 
=
 
z
 
R
zz
z
 
+
 
u
 
R
uu
u
 
dt
 
+
 
x
 
 
(
t
 
)
 
(
t
 
)
x
(
t
 
)2
 
0
2
 
 
Where
 
R
zz
 
>
 
0
 
and
 
R
uu
 
>
 
0
 
 
Define
 
R
xx
 
=
 
z
R
zz
z
 
 
0
 
Problem
 
Statement:
 
Find
 
input
 
u
 
t
 
 
[
t
0
,t
 
]
 
to
 
min
 
LQR
 
 
This
 
is
 
not
 
necessarily
 
specified
 
to
 
be
 
a
 
feedback
 
controller.
 
 
Control
 
design
 
problem
 
is
 
a
 
constrained
 
optimization,
 
with
 
the
 
constraints
 
being
 
the
 
dynamics
 
of 
 
the
 
system.
 
November
 
5,
 
2010
 
 
Fall
 
2010
16.30/31
 
18–3
Constrained
 
Optimization
 
The
 
standard
 
way
 
of 
 
handling
 
the
 
constraints
 
in
 
an
 
optimization
 
is
 
to
 
add
 
them
 
to
 
the
 
cost
 
using
 
a
 
Lagrange
 
multiplier
 
 
Results
 
in
 
an
 
unconstrained
 
optimization.
 
 
Example:
 
min
 
(
x,y
) =
 
x
2
 
+
 
y
2
 
subject
 
to
 
the
 
constraint
 
that
 
c
(
x,y
) =
 
x
 
+
 
y
 
+ 2 = 0
 
2
1.5
1
0.5 0 0.5 1 1.5 2
2
1.5
1
0.500.511.52x
      y
Fig.
 
1:
 
Optimization
 
results
 
Clearly
 
the
 
unconstrained
 
minimum
 
is
 
at
 
x
 
=
 
y
 
= 0
November
 
5,
 
2010
 

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