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Feedback Control System Lec 18

# Feedback Control System Lec 18

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07/17/2012

pdf

text

original

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

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

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

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