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Table Of Contents

1.1 Classical and Modern Control
Figure 1.2 Modern Control Configuration
Figure 1.3 Components of a Modern Control System
1.2 Optimization
1.3 Optimal Control
1.3.1 Plant
1.3.2 Performance Index
1.3.3 Constraints
1.3.4 Formal Statement of Optimal Control System
Figure 1.5 Optimal Control Problem
1.4 Historical Tour
1.4.1 Calculus oj Variations
1.4.2 Optimal Control Theory
1.5 About This Book
1.6 Chapter Overview
1. 7 Problems
Calculus of Variations and Optimal Control
2.1 Basic Concepts
2.1.1 Function and Functional
2.1.2 Increment
2.1.3 Differential and Variation
2.2 Optimum of a Function and a Functional
Figure 2.3 (a) Minimum and (b) Maximum of a Function f (t)
2.3 The Basic Variational Problem
2.3.1 Fixed-End Time and Fixed-End State System
Figure 2.4 Fixed-End Time and Fixed-End State System
Figure 2.5 A Nonzero g(t) and an Arbitrary 8x(t)
2.3.2 Discussion on Euler-Lagrange Equation
2.3.3 Different Cases for Euler-Lagrange Equation
2.4 The Second Variation
2.5 Extrema of Functions with Conditions
2.5.1 Direct Method
2.5.2 Lagrange Multiplier Method
2.6 Extrema of Functionals with Conditions
2.7 Variational Approach to Optimal Control Systems
2.7.1 Terminal Cost Problem
Figure 2.7 Free-Final Time and Free-Final State System
Figure 2.8 Final-Point Condition with a Moving Boundary B(t)
2. 7.2 Different Types of Systems
2.7.3 Sufficient Condition
2. 7.4 Summary of Pontryagin Procedure
Figure 2.10 Optimal Controller for Example 2.12
Figure 2.11 Optimal Control and States for Example 2.12
Figure 2.12 Optimal Control and States for Example 2.13
Figure 2.13 Optimal Control and States for Example 2.14
Figure 2.14 Optimal Control and States for Example 2.15
2.8 Summary of Variational Approach
2.8.1 Stage I: Optimization of a Functional
2.8.5 Salient Features
Figure 2.15 Open-Loop Optimal Control
2.9 Problems
Linear Quadratic Optimal Control Systems I
3.1 Problem Formulation
3.2 Finite-Time Linear Quadratic Regulator
3.2.2 Optimal Control
3.2.3 Optimal Performance Index
3.2.5 Salient Features
Figure 3.2 Closed-Loop Optimal Control Implementation
3.2.6 LQR System for General Performance Index
Figure 3.3 Riccati Coefficients for Example 3.1
3.4 Infinite-Time LQR System I
Figure 3.4 Closed-Loop Optimal Control System for Example 3.1
Figure 3.5 Optimal States for Example 3.1
3.5 Infinite-Time LQR System II
3.5.1 Meaningful Interpretation of Riccati Coefficient
Figure 3.7 Interpretation of the Constant Matrix P
Figure 3.9 Closed-Loop Optimal Control System
3.5.4 Stability Issues of Time-Invariant Regulator
Figure 3.10 Optimal States for Example 3.2
Figure 3.11 Optimal Control for Example 3.2
3.6 Notes and Discussion
3.7 Problems
Linear Quadratic Optimal Control Systems II
4.1 Linear Quadratic Tracking System: Finite- Time Case
Figure 4.1 Implementation of the Optimal Tracking System
4.1.1 Linear Quadratic Tracking System: Summary
4.1.2 Salient Features of Tracking System
Table 4.1 Procedure Summary of Linear Quadratic Tracking System
Figure 4.2 Riccati Coefficients for Example 4.1
Figure 4.3 Coefficients 91 (t) and 92 (t) for Example 4.1
Figure 4.5 Optimal Control for Example 4.1
4.2 LQT System: Infinite-Time Case
Figure 4.6 Riccati Coefficients for Example 4.2
Figure 4.9 Optimal Control and States for Example 4.2
4.3 Fixed-End-Point Regulator System
4.4 LQR with a Specified Degree of Stability
4.5 Frequency-Domain Interpretation
Figure 4.10 Optimal Closed-Loop Control in Frequency Domain
4.5.1 Gain Margin and Phase Margin
Figure 4.12 Nyquist Plot of Go(jw)
5.1.1 Extremization of a Functional
5.1.2 Functional with Terminal Cost
5.3.2 Optimal Cost Function
Figure 5.3 Riccati Coefficients for Example 5.3
5.4 Steady-State Regulator System
Figure 5.4 Optimal Control and States for Example 5.3
Figure 5.5 Optimal Control and States for Example 5.3
5.4.1 Analytical Solution to the Riccati Equation
Figure 5.7 Implementation of Optimal Control for Example 5.4
Figure 5.8 Implementation of Optimal Control for Example 5.4
Figure 5.9 Riccati Coefficients for Example 5.5
Figure 5.10 Optimal States for Example 5.5
5.5 Discrete-Time Linear Quadratic Tracking System
Figure 5.11 Optimal Control for Example 5.5
Figure 5.12 Implementation of Discrete-Time Optimal Tracker
5.6 Frequency-Domain Interpretation
Figure 5.13 Riccati Coefficients for Example 5.6
Figure 5.16 Optimal Control for Example 5.6
Figure 5.17 Closed-Loop Discrete-Time Optimal Control System
5.7 Problems
Pontryagin Minimum Principle
6.1 Constrained System
6.2 Pontryagin Minimum Principle
6.2.1 Summary of Pontryagin Principle
Table 6.1 Summary of Pontryagin Minimum Principle
6.2.2 Additional Necessary Conditions
Figure 6.2 Illustration of Constrained (Admissible) Controls
6.3 Dynamic Programming
6.3.1 Principle of Optimality
Figure 6.3 Optimal Path from A to B
Figure 6.4 A Multistage Decision Process
Figure 6.5 A Multistage Decision Process: Backward Solution
Figure 6.6 A Multistage Decision Process: Forward Solution
6.3.2 Optimal Control Using Dynamic Programming
Table 6.2 Computation of Cost during the Last Stage k = 2
6.3.3 Optimal Control of Discrete-Time Systems
6.3.4 Optimal Control of Continuous-Time Systems
6.4 The Hamilton-Jacobi-Bellman Equation
6.5 LQR System Using H-J-B Equation
6.6 Notes and Discussion
Figure 6.8 Optimal Path from A to B
Constrained Optimal Control Systems
7.1 Constrained Optimal Control
7.1.1 Time-Optimal Control of LTI System
7.1.2 Problem Formulation and Statement
7.1.3 Solution of the TOe System
Figure 7.3 Normal Time-Optimal Control System
Figure 7.4 Singular Time-Optimal Control System
7.1.4 Structure of Time-Optimal Control System
7.2 TOe of a Double Integral System
7.2.1 Problem Formulation and Statement
7.2.2 Problem Solution
Figure 7.7 Possible Costates and the Corresponding Controls
7.2.3 Engineering Implementation of .Control Law
7.2.4 SIMULINX@ Implementation of Control Law
7.3 Fuel-Optimal Control Systems
7.3.1 Fuel-Optimal Control of a Double Integral Sys-
7.3.2 Problem Formulation and Statement
7.3.3 Problem Solution
Figure 7.17 Relations Between A2(t) and lu*(t)1 + U*(t)A2(t)
Figure 7.19 Fuel-Optimal Control
Figure 7.21 Phase-Plane Trajectories for u(t) = 0
Figure 7.22 Fuel-Optimal Control Sequences
Figure 7.23 E-Fuel-Optimal Control
7.4 Minimum-Fuel System: LTI System
7.4.1 Problem Statement
7.4.2 Problem Solution
Figure 7.25 Normal Fuel-Optimal Control System
Figure 7.26 Singular Fuel-Optimal Control System
7.5.1 Problem Formulation and Statement
7.5.2 Problem Solution
Figure 7.37 Energy-Optimal Control
7.6.1 Penalty Function Method
7.6.2 Slack Variable Method
7. 7 Problems
A.1 Vectors
A. 2 Matrices
A.3 Quadratic Forms and Definiteness
B.l State Space Form for Continuous-Time Systems
B.2 Linear Matrix Equations
B.3 State Space Form for Discrete-Time Sys- tems
B.4 Controllability and Observability
B.5 Stabilizability, Reachability and Detectabil- ity
C.l MATLAB© for Matrix Differential Ric- cati Equation
C.1.1 MATLAB File lqrnss.m
C.1.2 MATLAB File lqrnssf.m
C.2 MATLAB© for Continuous-Time Track- ing System
C.2.1 MATLAB File for Example 4.1{example4_1.m)
C.2.2 MATLAB File for Example 4.1 (example4_1p.m)
C.2.3 MATLAB File for Example 4.1 (example4_1g.m)
C.2.4 MATLAB File for Example 4.1 (example4_1x.m)
C.2.5 MATLAB File for Example 4.2{example4-1 .m)
C.2.6 MATLAB File for Example 4.2(example4_2p.m)
C.2.7 MATLAB File for Example 4.2(example4_2g.m)
C.2.8 MATLAB File for Example 4.2{example4_2x.m)
C.3 MATLAB© for Matrix Difference Ric~ cati Equation
C.3.1 MATLAB File lqrdnss.m
C.4 MATLAB© for Discrete-Time Tracking System
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Optimal Control Systems (Electrical Engineering Handbook) - (Malestrom)

Optimal Control Systems (Electrical Engineering Handbook) - (Malestrom)

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Published by: timoshali on Feb 08, 2011
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