01 - Dieu Khien Toi Uu

Chng 1 : iu khin ti u
Hc k 1 nm hc 2005-2006

Chng 1

IU KHIN TI U

Vi nt lch s pht trin l thuyt iu khin .
- Phng php bin phn c in Euler_Lagrange 1766 .
- Tiu chun n nh Lyapunov 1892 .
- Tr tu nhn to 1950 .
- H thng iu khin my bay siu nh 1955 .
- Nguyn l cc tiu Pontryagin 1956 .
- Phng php quy hoch ng Belman 1957 .
- iu khin ti u tuyn tnh dng ton
phng LQR ( LQR : Linear Quadratic
Regulator ) .
- iu khin kp Feldbaum 1960 .
- Thut ton di truyn 1960 .
- Nhn dng h thng 1965 .
- Logic m 1965 .
- Lut iu khin h thng thch nghi m hnh tham chiu MRAS v b t
chnh nh STR 1970 ( MRAS : Model-Reference Adaptive System , STR :
Self-Tuning Regulator ) .
- H t hc Tsypkin 1971 .
- Sn phm cng nghip 1982 .
- L thuyt bn vng 1985 .
- Cng ngh tnh ton mm v iu khin tch hp 1985 .

PGS.TS Nguyn Th Phng H 2
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1.1 CHT LNG TI U
1.1.1 c im ca bi ton ti u
1. Khi nim
Mt h iu khin c thit k ch lm vic tt nht l h lun trng
thi ti u theo mt tiu chun cht lng no ( t c gi tr cc tr ) .
Trng thi ti u c t c hay khng ty thuc vo yu cu cht lng
t ra , vo s hiu bit v i tng v cc tc ng ln i tng , vo
iu kin lm vic ca h iu khin
Mt s k hiu s dng trong chng 1 .

Hnh 1.1: S h thng iu khin .

H thng iu khin nh hnh trn bao gm cc phn t ch yu : i tng
iu khin ( TK ) , c cu iu khin ( CCK ) v vng hi tip ( K ) .
Vi cc k hiu :
x
0
: tn hiu u vo
u : tn hiu iu khin
x : tn hiu u ra
= x
0
x : tn hiu sai lch
f : tn hiu nhiu
Ch tiu cht lng J ca mt h thng c th c nh gi theo sai lch
ca i lng c iu khin x so vi tr s mong mun x
0
, lng qu iu
khin ( tr s cc i x
max
so vi tr s xc lp
( )
x tnh theo phn trm ) ,
thi gian qu hay theo mt ch tiu hn hp trong iu kin lm vic
nht nh nh hn ch v cng sut , tc , gia tc Do vic chn mt
lut iu khin v c cu iu khin t c ch lm vic ti u cn
ty thuc vo lng thng tin ban u m ta c c .
y chng ta c th thy c s khc bit ca cht lng ti u khi
lng thng tin ban u thay i ( Hnh 1.2 ) .
Trang 3

Hnh 1.2 : Ti u cc b v ti u ton cc .

Khi tn hiu iu khin u gii hn trong min [u
1
,u
2
] , ta c c gi tr ti
u cc i
1
J
ca ch tiu cht lng J ng vi tn hiu iu khin

1
u
.
Khi tn hiu iu khin u khng b rng buc bi iu kin
1 2
u u u , ta
c c gi tr ti u
2 1
J J

> ng vi
2
u
. Nh vy gi tr ti u thc s
by gi l
2
J
.
Tng qut hn , khi ta xt bi ton trong mt min
[ ]
,
m n
u u no v tm
c gi tr ti u
i
J
th l gi tr ti u cc b . Nhng khi bi ton

khng c iu kin rng buc i vi u th gi tr ti u l
( )
i
J extremum J

= vi
i
J
l cc gi tr ti u cc b , gi tr J
chnh l
gi tr ti u ton cc .
iu kin tn ti cc tr :
o hm bc mt ca J theo u phi bng 0 :
0 =
u
J

Xt gi tr o hm bc hai ca J theo u ti im cc tr :
0
2
2
>
u
J
: im cc tr l cc tiu
0
2
2
<
u
J
: im cc tr l cc i
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2. iu kin thnh lp bi ton ti u
thnh lp bi ton ti u th yu cu u tin l h thng phi c c tnh
phi tuyn c cc tr .
Bc quan trng trong vic thnh lp mt h ti u l xc nh ch tiu cht
lng J . Nhim v c bn y l bo m cc tr ca ch tiu cht lng
J . V d nh khi xy dng h ti u tc ng nhanh th yu cu i vi h
l nhanh chng chuyn t trng thi ny sang trng thi khc vi thi gian
qu nh nht , ngha l cc tiu ha thi gian qu . Hay khi tnh ton
ng c tn la th ch tiu cht lng l vt c khong cch ln nht
vi lng nhin liu cho .
Ch tiu cht lng J ph thuc vo tn hiu ra x(t) , tn hiu iu khin u(t)
v thi gian t . Bi ton iu khin ti u l xc nh tn hiu iu khin u(t)
lm cho ch tiu cht lng J t cc tr vi nhng iu kin hn ch nht
nh ca u v x .
Ch tiu cht lng J thng c dng sau :
0
[ ( ), ( ), ]
T
J L x t u t t dt =

Trong L l mt phim hm i vi tn hiu x , tn hiu iu khin u v
thi gian t .
Ly v d v bi ton iu khin ng c in mt chiu kch t c lp
kt
const = vi tn hiu iu khin u l dng in phn ng i
u
v tn hiu ra
x l gc quay ca trc ng c .

Hnh 1.3 : ng c in mt chiu kch t c lp .

Ta c phng trnh cn bng moment ca ng c :
Trang 5

M u c q
d
k i M M
dt
= (1)

d
dt
= (2)
trong
M M
k C const = = ; M
q
l moment qun tnh ; l tc gc ;
l gc quay . Gi s b qua ph ti trn trc ng c ( 0
c
M = ) th :

2
2
M u q
d
k i M
dt
= (3)
Nu xt theo thi gian tng i bng cch t :
/
M q
t k M =
th (3) c dng :

2
2
u
d
i
d

= (4)
T ta c :

2
2
d x
u
d
= (5)
Vy phng trnh trng thi ca ng c in l mt phng trnh vi phn
cp hai .
Bi ton ti u tc ng nhanh ( thi gian ti thiu ) :
Tm lut iu khin u(t) vi iu kin hn ch 1 u ng c quay t v
tr ban u c gc quay v tc u bng 0 n v tr cui cng c gc
quay bng
0
v tc bng 0 vi mt khong thi gian ngn nht .
V cn thi gian ngn nht nn ch tiu cht lng J s l :

0
[ ( ), ( ), ]
T
J L x t u t t dt T = =

R rng t phng trnh trn ta phi c [ ( ), ( ), ] 1 L x t u t t = .
Nh vy , i vi bi ton ti u tc ng nhanh th ch tiu cht lng J c
dng :

= =
T
T dt J
0
1
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Bi ton nng sut ti u :
Nng sut y c xc nh bi gc quay ln nht ca ng c trong thi
gian T nht nh . Khi ch tiu cht lng J c dng :

0
0 0
[ ( ), ( ), ] ( )
T T
T
J L x t u t t dt t dt = = =

Do [ ( ), ( ), ] ( ) ( ) L x t u t t t x t = =
v ta s c ch tiu cht lng J i vi
bi ton nng sut ti u nh sau :
( )
0
T
J x t dt =

Bi ton nng lng ti thiu :
Tn hao nng lng trong h thng :

0
T
u u
Q U i dt =

Da vo phng trnh cn bng in p :

u u u e
U i R k = +
v phng trnh cn bng moment :

M u c q
d
k i M M
dt
=
Ta tnh c :

2
0
0 0
( )
T T
e c
u u T u u
M
k M
Q U i dt R i dt
k
= = +

c c tiu hao nng lng ti thiu , ta ch cn tm cc tiu ca J :

2
0 0
[ ( ), ( ), ]
T T
u
J L x t u t t dt i dt = =

M dng in phn ng i
u
y chnh l tn hiu iu khin u . V vy ch
tiu cht lng J i vi bi ton nng lng ti thiu c dng :
2
0
( )
T
J u t dt =

Trang 7
3. Ti u ho tnh v ng
Chng ta cn phn bit hai dng bi ton ti u ho tnh v ti u ha ng .
Ti u ha tnh l bi ton khng ph thuc vo thi gian . Cn i vi ti
u ha ng th thi gian cng l mt bin m chng ta cn phi xem xt
n .

1.1.2 Xy dng bi ton ti u
1. Ti u ha khng c iu kin rng buc
Mt hm ch tiu cht lng v hng ( ) 0 = u L c cho trc l mt hm
ca mt vector iu khin hay mt vector quyt nh
m
R u

. Chng ta cn
chn gi tr ca u sao cho L(u) t gi tr nh nht .
gii bi ton ti u , ta vit chui Taylor m rng cho bin thin ca
L(u) nh sau :
) 3 (
2
1
O du L du du L dL
uu
T T
u
+ + = (1.1)
Vi O(3) c th coi l s hng th 3 . Grad ca L theo u l mt vector m ct :

m
u
u L
u L
u L
u
L
L
/
/
/
2
1
(1.2)
v o hm cp 2 ca L theo u l mt ma trn m x m ( cn gi l ma trn
Hessian ) :

j i
uu
u u
L
u
L
L
2
2
2
(1.3)
L
uu
c gi l ma trn un .
Mt im cc tr hoc im dng xut hin khi s bin thin dL vi thnh
phn th nht tin v 0 vi mi bin thin du trong qu trnh iu khin . V
vy , c im cc tr th :
0 =
u
L (1.4)
Gi s ang ti im cc tr , c L
u
= 0 nh (1.4) . im cc tr tr
thnh im cc tiu , chng ta cn c :
http://www.khvt.com
) 3 (
2
1
O du L du dL
uu
T
+ = (1.5)
l xc nh dng vi mi s bin thin du . iu ny c m bo nu ma
trn un L
uu
l xc nh dng :
0 >
uu
L (1.6)
Nu L
uu
l xc nh m th im cc tr chnh l im cc i ; cn nu L
uu

l khng xc nh th im cc tr chnh l im yn nga . Nu L
uu
l bn
xc nh th chng ta s xt n thnh phn bc cao hn trong (1.1) xc
nh c loi ca im cc tr .
Nhc li : L
uu
l xc nh dng ( hoc m ) nu nh cc gi tr ring ca n
l dng ( hoc m ) , khng xc nh nu cc gi tr ring ca n va c
dng va c m nhng khc 0 , v s l bn xc nh nu tn ti gi tr
ring bng 0 . V th nu 0 =
uu
L , th thnh phn th hai s khng hon
ton ch ra c loi ca im cc tr .
2. Ti u ha vi cc iu kin rng buc
Cho hm ch tiu cht lng v hng ( ) u x L , , vi vector iu khin
m
R u v vector trng thi
n
R x . Bi ton a ra l chn u sao cho hm
ch tiu cht lng L(x,u) t gi tr nh nht v tha mn ng thi cc
phng trnh iu kin rng buc .
( ) 0 , = u x f (1.7)
Vector trng thi x c xc nh t mt gi tr u cho trc bng mi quan
h (1.7) , v th f l mt h gm n phng trnh v hng ,
n
R f

.
tm iu kin cn v ca gi tr cc tiu , ng thi tha mn
( ) 0 , = u x f , ta cn lm chnh xc nh trong phn trc . u tin ta khai
trin dL di dng chui Taylor , sau xc nh s hng th nht v th
hai .
Tha s Lagrange v hm Hamilton .
Ti im cc tr , dL vi gi tr th nht bng 0 vi mi s bin thin ca
du khi df bng 0 . Nh vy chng ta cn c:
0 = + = dx L du L dL
T
x
T
u
(1.8)
v:
0 = + = dx f du f df
x u
(1.9)
Trang 9
T (1.7) ta xc nh c x t gi tr u c, bin thin dx c xc nh
bi (1.9) t gi tr bin thin du c . Nh vy , ma trn Jacobi f
x
khng
k d v :
du f f dx
u x
1
= (1.10)
Thay dx vo (1.8) ta c :
du f f L L dL
u x
T
x
T
u
) (
1
= (1.11)
o hm ring ca L theo u cha hng s f c cho bi phng trnh :
( )
x
T
x
T
u u
T
u x
T
x
T
u
df
L f f L f f L L
u
L

=
= =
1
0
(1.12)
vi ( )
T
x
T
x
f f
1
= . Lu rng :

u
dx
L
u
L
=
=0
(1.13)
thnh phn th nht ca dL bng khng vi gi tr du ty khi 0 = df ,
ta cn c :
0 =

x
T
x
T
u u
L f f L (1.14)
y l iu kin cn c gi tr cc tiu . Trc khi i tm iu kin ,
chng ta hy xem xt thm mt vi phng php c c (1.14) .
Vit (1.8) v (1.9) di dng:
0 =
du
dx
f f
L L
df
dL
u x
T
u
T
x
(1.15)
H phng trnh tuyn tnh ny xc nh mt im dng , v phi c mt
kt qu [ ]
T
T T
du dx . iu ny ch xy ra nu ma trn h s ( ) ( ) m n n + +1
c hng nh hn n+1 . C ngha l cc hng ca ma trn tuyn tnh vi nhau
tn ti mt vector c n s hng nh sau:
[ ] 0 . 1 =
u x
T
u
T
x
T
f f
L L
(1.16)
Hay:
0 = +
x
T T
x
f L (1.17)
0 = +
u
T T
u
f L (1.18)
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Gii (1.17) ta c :

1
=
x
T
x
T
f L (1.19)
v thay vo (1.18) c c (1.14) .
Vector
n
R c gi l tha s Lagrange , v n s l cng c hu ch
cho chng ta sau ny . hiu thm ngha ca tha s Lagrange ta xt du
= 0 , t (1.8) v (1.9) ta kh dx c :
df f L dL
x
T
x
1
= (1.20)
V vy:
( ) = =

=
T
x
T
x
du
f L
f
L
1
0
(1.21)
Do - l o hm ring ca L vi bin iu khin u l hng s . iu ny
ni ln tc dng ca hm ch tiu cht lng vi bin iu khin khng i
khi iu kin thay i .
Nh l mt cch th ba tm c (1.14) , ta pht trin thm s dng
cho cc phn tch trong nhng phn sau . Kt hp iu kin v hm ch tiu
cht lng tm ra hm Hamilton .
( ) ( ) ( ) u x f u x L u x H
T
, , , , + = (1.22)
Vi
n
R l tha s Lagrange cha xc nh . Mun chn x , u , c
c im dng , ta tin hnh cc bc sau .
bin thin ca H theo cc bin thin ca x , u , c vit nh sau :

d H du H dx H dH
T T
u
T
x
+ + = (1.23)

Lu rng :
) , ( u x f
H
H =
(1.24)
Gi s chng ta chn cc gi tr ca u tha mn :
0 =
H (1.25)
Sau ta xc nh x vi gi tr ca u c bng phng trnh iu kin rng
buc ( ) 0 , = u x f . Trong trng hp ny hm Hamilton tng ng vi
hm ch tiu cht lng:
Chng 1 : iu khin ti u -
Trang 11
L H
f
=
=0
(1.26)
Nhc li : nu f = 0 , ta s tm c dx theo du t (1.10) . Ta khng nn xt
mi quan h gia du v dx thun tin trong vic chn sao cho :
0 =
x
H (1.27)
Sau , t (1.23) , bin thin dH khng cha thnh phn dx. iu ny
mang li kt qu :
0 = + =

T
x x
f L
x
H
(1.28)
hay
1
=
x
T
x
T
f L .
Nu gi nguyn (1.25) v (1.27) th:
du H dH dL
T
u
= = (1.29)
V H = L, c c im dng ta phi p t iu kin:
0 =
u
H (1.30)
Tm li , iu kin cn c c im cc tiu ca L(x,u) tha mn iu
kin rng buc f(x,u) = 0 gm c :
0 = =
f
H
(1.31a)
0 = + =

T
x x
f L
x
H
(1.31b)
0 = + =

T
u u
f L
u
H
(1.31c)
Vi ( ) , , u x H xc nh bi (1.22) . Cch thng dng l t 3 phng trnh
cho xc nh x , , v u theo th t tng ng . So snh 2 phng trnh
(1.31b) v (1.31c) ta thy chng tng ng vi 2 phng trnh (1.17) v
(1.18) .
Trong nhiu ng ng , chng ta khng quan tm n gi tr ca , tuy nhin
ta vn phi i tm gi tr ca n v l mt bin trung gian cho php chng
ta xc nh cc i lng cn tm l u , x v gi tr nh nht ca L .
u im ca tha s Lagrange c th tm tt nh sau : trn thc t , hai i
lng dx v du khng phi l hai i lng bin thin c lp vi nhau ,
theo (1.10) . Bng cch a ra mt tha s bt nh , chng ta chn sao
cho dx v du c th c xem l hai i lng bin thin c lp vi nhau .
http://www.khvt.com
Ly o hm ring ca H ln lt theo cc bin nh trong (1.31) , nh th ta
s c c im dng .
Khi a ra tha s Lagrange , chng ta c th thay th bi ton tm gi tr
nh nht ca L(x,u) vi iu kin rng buc f(x,u) = 0 , thnh bi ton tm
gi tr nh nht ca hm Hamilton H(x,u,) khng c iu kin rng buc .

iu kin (1.31) xc nh mt im dng . Ta s tip tc chng minh y
l im cc tiu nh thc hin trong phn trc .
Vit chui Taylor m rng cho bin thin ca L v f nh sau :

[ ] [ ] ) 3 (
2
1
O
du
dx
L L
L L
du dx
du
dx
L L dL
uu ux
xu xx T T T
u
T
x
+
= (1.32)
[ ] [ ] ) 3 (
2
1
O
du
dx
f f
f f
du dx
du
dx
f f df
uu ux
xu xx T T
u x
+
= (1.33)
Vi:

x u
f
f
xu

2

a ra hm Hamilton , ta s dng cc phng trnh sau :

[ ] [ ] [ ] ) 3 (
2
1
1 O
du
dx
H H
H H
du dx
du
dx
H H
df
dL
uu ux
xu xx T T T
u
T
x
T
+

(1.34)
By gi , c c im dng ta cn c 0 = f , v ng thi thnh phn
th nht ca dL bng 0 vi mi s bin thin ca dx v du . V 0 = f
nn 0 = df , v iu ny i hi 0 =
x
H v 0 =
u
H nh trong (1.31) .
tm iu kin cho im cc tiu , chng ta xt n thnh phn th hai .
u tin , ta cn xem mi quan h gia dx v du trong (1.34) . Gi s rng
chng ta ang im cc tr nn 0 =
x
H , 0 =
u
H v 0 = df . Sau , t
(1.33) ta c :
) 2 (
1
O du f f dx
u x
+ =

(1.35)

Trang 13
Thay vo (1.34) ta c :
[ ] ) 3 (
2
1
1
O du
I
f f
H H
H H
I f f du dL
u x
uu ux
xu xx T
x
T
u
T
+
(1.36)
m bo y l im cc tiu , dL trong (1.36) phi dng vi mi s
bin thin ca du . iu ny c m bo nu nh ma trn un vi f lun
bng 0 l xc nh dng .

[ ]
u x xx
T
x
T
u u x ux xu
T
x
T
u uu
u x
uu ux
xu xx T
x
T
u
f
uu
f
uu
f f H f f f f H H f f H
I
f f
H H
H H
I f f L L
1 1
1

+ =
= =
(1.37)
Lu rng nu iu kin rng buc ( ) 0 , = u x f vi mi x v u th (1.37)
c rt li thnh L
uu
phng trnh (1.6) .
Nu (1.37) l xc nh m ( hoc khng xc nh ) th im dng s l im
cc i ( hoc im yn nga ) .

1.1.3 V d
Ti u ha khng c iu kin rng buc
V d 1.1 : Khng gian ton phng .
Cho
2
R u v :
[ ]u s s u
q q
q q
u u L
T
2 1
22 12
12 11
2
1
) ( +
= (1)
u S Qu u
T T
+ =
2
1
(2)
im cc tr c xc nh bi :
0 = + = S Qu L
u
(3)
S Q u
1
= (4)
vi u* dng ch bin iu khin ti u.
Loi ca im cc tr c xc nh bng cch xt ma trn hessian
Q L
uu
= (5)
http://www.khvt.com
im u* l cc tiu nu L
uu
> 0 ( 0
11
> q v 0
2
12 22 11
> q q q ) . L im cc
i nu L
uu
< 0 ( 0
11
< q v 0
2
12 22 11
> q q q ) . Nu 0 < Q , th u* l im
yn nga . Nu 0 = Q , th u* l im k d , chng ta khng th xc nh
c l cc tiu hay cc i t L
uu
.
Bng cch thay (4) vo (2) ta s tm c gi tr ca hm ch tiu cht lng
nh sau :
S Q S S QQ Q S u L L
T T 1 1 1 * *
2
1
) (

= =
S Q S
T 1
2
1

= (6)
Gi s cho L nh sau :
[ ]u u u L
T
1 0
2 1
1 1
2
1
+
= (7)
Khi gi tr u ti u s l :

=
1
1
1
0
1 1
1 2
*
u (8)
l mt cc tiu , v L
uu
> 0 . T (6) ta thy rng gi tr nh nht ca L l L* =
-1/2 .
Cc ng ng mc ca L(u) trong (7) c v trong Hnh 1.4 , vi u = [u
1

u
2
]
T
. Cc mi tn l gradient .

+ +
+
= + =
1 2
2 1
2 1
u u
u u
S Qu L
u
(9)
Lu rng gradient lun lun vung gc vi cc ng ng mc v c
hng l hng tng L(u) .
Chng ta dng du * ch gi tr ti u ca u v L cn tm . Tuy nhin ta
thng b qua du * .
Trang 15

Hnh 1.4 : Cc ng ng mc v vector gradient .

V d 1.2 : Ti u ha bng tnh ton v hng .
Phn trn chng ta cp phng php gii bi ton ti u bng cch s
dng cc vector v gradient . Sau y ta s tip cn bi ton vi mt cch
nhn khc , xem chng nh l nhng i lng v hng .
chng minh , ta xt :

2
2
2 2 1
2
1 2 1
2
1
) , ( u u u u u u u L + + + = (1)
Vi
2 1
, u u l cc i lng v hng . im cc tr xut hin khi o hm
ring ca L theo tt c cc i s phi bng 0 :
0
2 1
1
= + =
u u
u
L
(2a)
0 1 2
2 1
2
= + + =
u u
u
L
(2b)
http://www.khvt.com
Gii h phng trnh trn ta c :
1 , 1
2 1
= = u u (3)
Vy , im cc tr l (1 ,-1) .
Biu thc (1) l mt dng m rng ca biu thc (7) trong v d 1.1 , nh
vy chng ta va tm c mt kt qu tng t bng mt cch khc .

Ti u ha c iu kin rng buc
V d 1.3 : Khng gian ton phng vi iu kin rng buc tuyn tnh .
Gi s hm ch tiu cht lng c cho bi v d 1.1 vi cc i lng v
hng
2 1
, u u c thay th bng u x, :
[ ] [ ]

=
u
x
u
x
u x u x L 1 0
2 1
1 1
2
1
) , ( (1)
Vi iu kin rng buc :
( ) 0 3 , = = x u x f (2)
Hm Hamilton s l :
) 3 (
2
1
2 2
+ + + + = + = x u u xu x f L H
T
(3)
vi l mt i lng v hng . iu kin c im dng theo (1.31) l :
0 3 = = x H
(4)
0 = + + = u x H
x
(5)
0 1 2 = + + = u x H
u
(6)
Gii (4) , (5) , (6) ta c : x = 3 , u = -2 , = -1 . im dng l :
( ) ( ) 2 , 3 , =
u x (7)
xc nh (7) l im cc tiu , tm ma trn un theo (1.37) :
2 =
f
uu
L (8)
0 >=
f
uu
L , v th ( ) ( ) 2 , 3 , =
u x l im cc tiu .
Cc ng ng mc ca L(x,u) v iu kin rng buc (2) c v trong
Hnh 1.5 .
Grad ca f(x,u) trong h ta (x,u) c vit nh sau:
Trang 17

0
1
u
x
f
f
(9)
c v trong Hnh 1.4 . V grad ca L(x,u) :

+ +
+
=
1 2u x
u x
L
L
u
x
(10)
Ti im cc tiu (3,-2) , grad L(x,u) s c gi tr :

0
1
u
x
L
L
(11)
Cn lu rng gradf v gradL tng ng vi nhau ti im dng . C
ngha l im cc tiu xut hin khi iu kin rng buc (2) l ng tip
tuyn ca cc ng ng mc ca L. Di chuyn hng dc theo ng
thng f = 0 s lm tng gi tr ca L .
Ta tm c gi tr ca L ti im cc tiu bng cch thay x = 3, u = -2 vo
(1) , ta c L*=0,5 .
V = -1 , gi nguyn gi tr u = -2 , thay i iu kin rng buc df ( dch
chuyn ng thng trong Hnh 1.5 v pha phi ) s lm tng L(x,u) vi dL
= -df = df .
V d 1.4 : Hm ch tiu cht lng dng ton phng vi iu kin rng
buc tuyn tnh - Trng hp v hng .
Xt hm ch tiu cht lng dng ton phng :

+ =
2
2
2
2
2
1
) , (
b
y
a
x
u x L (1)
Vi iu kin rng buc tuyn tnh :
( ) c mu x u x f + = , (2)
Cc ng ng mc ca L(x,u) l nhng ellip ; nu L(x,u) = F/2 , th bn
trc chnh v bn trc ph l al v bl . iu kin rng buc f(x,u) l mt h
cc ng thng cha thng s c . Xem Hnh 1.6 ( lu rng u l bin c
lp , vi x c xc nh bi f(x,u) = 0 ) .
Hm Hamilton l :
) (
2
1
2
2
2
2
c mu x
b
u
a
x
H + +
+ = (3)
http://www.khvt.com
V iu kin c im dng :
0 = + = c mu x H
(4)
0
2
= + =
a
x
H
x
(5)
0
2
= + = m
b
u
H
u
(6)

Hnh 1.5 : Cc ng ng mc ca L(x,u) v iu kin rng buc f(x,u) .

Hnh 1.6 : Cc ng ng mc ca L(x,u) v iu kin rng buc f(x,u).

Trang 19
gii h phng trnh ny , trc ht ta s dng phng trnh (6) a
ra bin iu khin ti u theo tha s Lagrange .
m b u
2
= (7)
By gi thay phng trnh (7) vo (4) kh u , kt hp vi (5) v c
vit li :

0
1
1
1
2
2 2
c x
a
m b
(8)
Gii ra ta c gi tr ca im dng :

2 2 2
2
m b a
c a
x
+
= (9)

2 2 2
m b a
c
+
= (10)
Thay (9) , (10) vo (7) , ta c c gi tr u ti u :

2 2 2
2
m b a
mc b
u
+
= (11)
xc nh im dng l cc tiu , dng (1.37) tm ra ma trn un :

2
2
2
1
a
m
b
L
f
uu
+ = (12)
0 >
f
uu
L v vy ta tm c mt im cc tiu .
Thay (9) v (11) vo (1) ta c gi tr ti u ca hm ch tiu cht lng :

2 2 2
2
*
2
1
m b a
c
L
+
= (13)
kim chng (1.21) , lu rng:
=
=
c
L
f
L
du
*
0
*
(14)

Gradf trong min (u,x) l :

1
m
f
f
x
u
(15)
http://www.khvt.com
c biu din trong Hnh 1.6 . GradL l :

2
2
a
x
b
u
L
L
x
u
(16)
v ti im dng (11) , (9) s c gi tr :

2 2 2
*
1 m b a
c
m
L
L
x
u
+
(17)
iu ny tng ng vi (15) , v vy im dng xut hin khi f(x,u) = 0 l
ng tip tuyn vi mt ng ng mc ca L(x,u) .
V d 1.5 : Hm ch tiu cht lng dng ton phng vi iu kin rng
buc tuyn tnh .
By gi ta tng qut ha v d 1.4 vi vector
n
R x ,
m
R u ,
n
R f ,
n
R .
Xt hm ch tiu cht lng dng ton phng:
Ru u Qx x L
T T
2
1
2
1
+ = (1)
vi iu kin rng buc tuyn tnh :
0 = + + = c Bu x f (2)
vi Q , R v B l cc ma trn , c l vector n hng . Gi s Q 0 v R > 0
( vi Q , R l ma trn i xng ) . Cc ng ng mc ca L(x,u) l cc
ng ellip trong khng gian , v f(x,u)=0 l mt phng ct ngang qua
chng . im dng xut hin khi gradf v gradL song song vi nhau .
Hm Hamilton l :
) (
2
1
2
1
c Bu x Ru u Qx x H
T T T
+ + + + = (3)
v cc iu kin c im dng l :
0 = + + = c Bu x H
(4)
0 = + = Qx H
x
(5)
0 = + =
T
u
B Ru H (6)
Trang 21
gii cc phng trnh trn , u tin ta dng iu kin (6) tm u theo
:

T
B R u
1
= (7)
T (5) ta c :
Qx = (8)
Kt hp vi (4) ta c :
Qc QBu + = (9)
dng kt qu ny thay vo (7) cho ta :
) (
1
Qc QBu B R u
T
+ =

(10)
hay :
( ) Qc B R u QB B R I
T T 1 1
= +
( ) Qc B u QB B R
T T
= + (11)
V R > 0 v B
T
QB 0 , chng ta c th tm nghch o ca (R + B
T
QB) v v
th gi tr u ti u l :
Qc B QB B R u
T T 1
) (

+ = (12)
So snh kt qu ny vi (11) trong v d 1.4 .
Thay (12) vo (4) v (9) cho ta gi tr trng thi ti u v tha s Lagrange
ti u :

( )
( )
1
T T
x I B R B QB B Q c
= + (13)

( )
( )
1
T T
Q QB R B QB B Q c

= + (14)
Bng b ca nghch o ma trn :
( ) c B BR Q
T
1
1 1

+ = (15)
nu 0 Q . Cc kt qu trn s rt li thnh kt qu ca v d 1.4 trong
trng hp v hng .
xc nh bin iu khin (12) l mt cc tiu , ta s dng (1.37) xc
nh ma trn un l xc nh dng vi gi tr ca R v Q c gii hn .
QB B R L
T f
uu
+ = (16)
S dng (12) v (13) th vo (1) ta c c gi tr ti u :
http://www.khvt.com
( ) [ ]c Q B QB B R QB Q c L
T T T
1
2
1
*

+ = (17)

T
c L
2
1
* = (18)
V th :
=
c
L*
(19)
V d 1.6 : Bi ton vi nhiu iu kin rng buc .
Tm khong cch nh nht gia parabol :
d bx ax y + + =
2
(1)
vi ng thng :
c x y + = (2)
Xem Hnh 1.7 .
Trong bi ton ny s c hai iu kin rng buc :
0 ) , (
1
2
1 1 1 1 1
= = d bx ax y y x f (3)
V :
0 ) , (
2 2 2 2 2
= = c x y y x f (4)
vi ( )
1 1
, y x l 1 im trn parabol v ( )
2 2
, y x l 1 im trn ng thng .
Chng ta chn hm ch tiu cht lng l mt na ca bnh phng khong
cch gia 2 im ny .

2
2 1
2
2 1 2 1 2 1
) (
2
1
) (
2
1
) , , , ( y y x x y y x x L + = (5)
gii bi ton ny , ta x l bng cch t :

=

2
1
2
1
2
1
, ,
y
y
u
x
x
x
f
f
f (6)
v s dng cch tip cn vector ; tuy nhin , s kt hp gia mt iu kin
rng buc tuyn tnh v mt iu kin phi tuyn s lm phc tp thm bi
ton . Thay vo ta s s dng cc i lng v hng .

Trang 23

Hnh 1.7 : Bi ton vi nhiu iu kin rng buc .

a ra mt tha s Lagrange cho mi iu kin rng buc , hm Hamilton
l :

) ( ) ( ) (
2
1
) (
2
1
2 2 2 1
2
1 1 1
2
2 1
2
2 1
c x y d bx ax y y y x x H + + + =
(7)
Khi , c im dng ta cn c :
0 2
1 1 1 2 1
1
= = b x a x x H
x
(8)
0
2 2 1
2
= + = x x H
x
(9)
0
1 2 1
1
= + = y y H
y
(10)
0
2 2 1
2
= + + = y y H
y
(11)
0
1
2
1 1
1
= = d bx ax y H
(12)
0
2 2
2
= = c x y H
(13)
http://www.khvt.com
Gii (12) c c
1
y nh sau :
d bx ax y + + =
1
2
1 1
(14)
T (9) v (11) , ta c :

2 1 1 2 2
y y x x = = (15)
v s dng (14) vi c x y + =
2 2
t (13) c c kt qu sau :
c x d bx ax x x + + =
2 1
2
1 1 2
(16)
Khi :
( ) c d x b ax x + + + =
1
2
1 2
) 1 (
2
1
(17)
Theo (10) v (11) ,
1
= -
2
, vy t (15) v (17) ta c :

2 1 1
x x =
( ) c d x b ax + + =
1
2
1 1
) 1 (
2
1
(18)
Cui cng , ch rng (8) l :
( ) ( ) 0 1 2
1 1
= + b ax (19)
hay :
( )( ) 0 ) 1 ( ) 1 ( 2
1
2
1 1
= + + + c d x b ax b ax (20)
Phng trnh bc 3 (20) c gii c gi tr ti u
*
1
x t gi tr a, b, c, d
cho trc . Nu ng thng ct ngang qua parabol th giao im s l kt
qu ti u ( khi
1
=
2
=0 ) ; ngc li , s c ch mt cp gn nhau nht
(x
1
,x
2
) , (y
1
,y
2
) . Mt khi tm c x
1
th ta s tm c x
2
, y
1
v y
2
ln lt
theo cc phng trnh (17) , (14) v (15) . Thay cc gi tr ti u ny vo (5)
s cho chng ta khong cch ngn nht l * 2L .

Trang 25
1.2 CC PHNG PHP IU KHIN TI U
1.2.1 Phng php bin phn c in Euler_Lagrange
1. Gii thiu
Nhim v ca iu khin ti u l gii bi ton tm cc tr ca phim hm
[ ( ), ( )] L x t u t bng cch chn tn hiu iu khin u(t) vi nhng iu kin
hn ch ca i lng iu khin v ta pha . Mt trong nhng cng c
ton hc xc nh cc tr l phng php bin phn c in
Euler_Lagrange .
ng cc tr l nhng hm trn cn phim hm cng cc iu kin hn ch
l nhng hm phi tuyn . Do phng php ny khng th p dng cho
nhng trng hp m tn hiu iu khin c th l cc hm gin on .
Trng hp khng c iu kin rng buc
Cho u(t) l hm thuc lp hm c o hm bc nht lin tc . Trong mt
phng (u,t) cho hai im (t
0
,u
0
) v (t
1
,u
1
) . Cn tm qu o ni hai im ny
sao cho tch phn theo qu o ) (t u u = cho bi :

=
1
0
) , , ( ) (
t
t
dt t u u L u J (1.38)
c cc tr .
L l hm c o hm ring bc mt v bc hai lin tc vi mi bin ca n .
thng nht , y ta ly t
0
= 0 v t
1
= T .
Bin i ca J do u to nn l :

) ( ) ( ) ( u J u u J u u J + = +

+ + =
T T
dt t u u L dt t u u u u L
0 0
) , , ( ) , , (
dt t u u L t u u u u L
T
+ + =
0
)] , , ( ) , , ( [ (1.39)
Phn tch (1.39) theo chui Taylor v ch kho st thnh phn bc mt ca J
ta c :
dt u
u
t u u L
u
u
t u u L
u u J
T
] )
) , , (
( )
) , , (
( [ ) , (
0
=

(1.40)
http://www.khvt.com
v u v u lin h nhau bi :
) 0 ( ) ( ) (
0
u dt t u t u
T
+ =

Xem u l hm bin i c lp , biu thc (1.40) c th bin i ch
cha u bng cch ly tch phn nhng thnh phn cha u :
... ]
) , , ( ) , , (
[
) , , (
) , (
0
0
udt
u
t u u L
dt
d
u
t u u L
u
u
t u u L
u u J
T
T

=

(1.41)
T iu kin cho u(0) = (T) = 0 , phn u ca v phi biu thc
(1.41) bng 0 .
Nu gia s J ca ch tiu cht lng J tn ti v nu J c cc tr i vi u
*

th :
0 ) , (
*
= u u J (1.42)
l iu kin c bn ca php tnh bin phn .
T cc biu thc (1.41) , (1.42) ta c :
0 ]
) , , ( ) , , (
[ ) , (
* * * *
0
*
=
udt
u
t u u L
dt
d
u
t u u L
u u J
T

(1.43)
T c th rt ra phng trnh Euler_Lagrange :
0
) , , ( ) , , (
=
u
t u u L
dt
d
u
t u u L

(1.44a)
Hoc c th vit n gin :
0 =
u
L
dt
d
u
L
(1.44b)
Trng hp c iu kin rng buc
Nu ngoi ch tiu cht lng (1.38) cn c cc iu kin rng buc dng :
0 ) , , ( = t u u
i
[0, ] t T , 1, i n = (1.45)
th ch tiu cht lng J c dng :

=
+ =
T
i
n
i
i i a
dt t u u t t u u L u J
0
1
)] , , ( ) ( ) , , ( [ ) , ( (1.46)
Trang 27
m
i
(t) vi i = 1,2,,n l hm Lagrange .V gii hn tha mn vi mi t
nn hm Lagrange ph thuc thi gian .
Tng t nh trn ta c phng trnh Euler_Lagrange tng qut :

0
) , , , ( ) , , , (
=
u
t u u L
dt
d
u
t u u L
a a

(1.47)
m ) , , ( ) ( ) , , ( ) , , , (
1
t u u t t u u L t u u L
i
n
i
i a

=
+ = (1.48)
Khi iu kin rng buc c dng :

=
T
i i
q dt t u u
0
) , , ( (1.49)
th phng trnh Euler_Lagrange tng qut (1.47) c phim hm :
) , , ( ) , , ( ) , , , (
1
t u u t u u L t u u L
n
i
i a

=
+ = (1.50)
Trong trng hp ny ,
i
l cc h s khng ph thuc thi gian .
Khi c iu kin rng buc dng (1.45) hoc (1.49) phi gii (n+1) phng
trnh xc nh y*(t) v
i
*(t) vi i=1,2,,n .
Phng trnh Euler_Lagrange vi tn hiu iu khin b hn ch
Trong phn trn ta ch cp ti bi ton m trong tn hiu iu khin
khng c gii hn no rng buc . Trong thc t , thng gptn hiu iu
khin c rng buc dng 1 u .
iu kin cn c cc tr : khi u(t) l ng cc tr th u+u v u-u l
nhng hm cho php . By gi ta so snh tr s phim hm ng cc tr
vi tr s ca n hm u+u v u-u . Nu min bin i ca u(t) l kn v
u(t) ngoi bin th mt trong cc hm u+u hoc u-u s ra ngoi min
cho php .
Mt trong cc bin php khc phc kh khn trn l ng cc tr bin v :
) (t u (1.51)
V d , nu 1 u , iu kin ) (t u ngha l 1 ) ( t . i bin ta c :

2
z u = (1.52)
http://www.khvt.com
th bin mi z s khng c iu kin hn ch v bin gii ca bin u tng
ng vi z = 0 . By gi ch tiu cht lng
=
T
dt t u u L u J
0
) , , ( ) ( c bin
mi u = z
2
+ , t :
2 u zz = +
v ch tiu cht lng J c dng :

+ + =
T
dt t z z z L J
0
2
] , 2 , [
(1.53)
V khng c iu kin hn ch nn phng trnh Euler_Lagrange c dng :
0 =
z
L
dt
d
z
L
(1.54)
y z
u
L
z
u
L
z
u
u
L
z
u
u
L
z
L
2 2

z
u
L
z
u
u
L
z
u
u
L
z
L
2

z
u
L
u
L
dt
d
z
z
L
dt
d

2 ) ( 2

v (1.54) s c dng :
0 2 2 2 2 =
z
u
L
u
L
dt
d
z z
u
L
z
u
L

hay : 0 2 =
u
L
dt
d
u
L
z
(1.55)
Phng trnh trn tha mn vi z = 0 , ngha l ng cc tr c nhng gi
tr bin v phng trnh Euler_Lagrange vn l phim hm xut pht :
0 =
u
L
dt
d
u
L

2. V d
V d 1.7 :
Tm qu trnh ti u
*
2
x u = v
*
1
2
du
u
dt
= cc tiu ha ch tiu cht lng
J :
Trang 29

2
2
0
( ) ( )
T
J u u dt =
(1)
vi iu kin u :

2 0
0
( )
T
u t dt =
(2)
v iu kin bin :

2 2
(0) ( ) 0 u u T = = (3)
iu kin u c dng :

=
T
i i
q dt t u u
0
) , , ( (4)
Phng trnh Euler_Lagrange c dng tng qut :

2 2
0
L d L
u dt u

=

(5)
vi phim hm :

2
2 2 1 2 1 2
( , , ) L u u u u = + (6)
T 2 phng trnh trn ta c :
0 2
2 1
= u (7)
Do :

2
1
2

= u (8)
Ly tch phn , ta c :

1
1
2
2
c t x u + = =

2 1
2 1
2
4
) ( c t c t t u + + =

(9)
xc nh
2 1 1
, , c c ta dng cc iu kin bin :
0 0 ) 0 (
2 2
= = c u
0
4
) (
1
2 1
2
= + = T c T T u

http://www.khvt.com
v iu kin u :
= + =
T
T
c
T dt t u
0
0
2 1 3 1
2
2 12
) (

T 2 phng trnh trn ta xc nh :

3
0
1
24
T
= (10)

2
0
1
6
T
c

= (11)
T qu trnh ti u l :

0 0
2
2 3
6 12
( ) ( ) u t x t t
T T

= = (12)

2
0 0
2
2 3
6 6
( ) u t t t
T T

= (13)
tng ng vi Hnh 1.8(a) . iu khin ti u ) (
*
t x bin i tuyn tnh cn
2
u
l hm parabol .
Ta th so snh tn hao nng lng ca trng hp ny vi trng hp bi
ton ti u tc ng nhanh c c tnh thi gian nh Hnh 1.8(b) . C hai
trng hp u c cng gi tr
0
, tng ng vi phn gch sc . Ta c th
xc nh u
a
theo (2) :

/ 2 2
0
0
2 ( . )
4
T
a
a
u T
u t dt = =

0
2
4
a
u
T
= (14)
Nh vy tn hao nng lng tng ng vi :

2
2
0
3
0
16
T
a a
J u dt
T
= =
(15)
cn v d ta ang xt :

2
2
0
3
0
12
( )
T
J x dt
T
= =
(16)
Trang 31
Ngha l chng khc nhau
16
1.33
12
a
J
J
= = ln .

Hnh 1.8 : c tnh thi gian ca h tn hao nng lng ti thiu (a) v h
tc ng nhanh (b) .
V d 1.8 :
Xt bi ton ti u tc ng nhanh vi iu kin u :

2 0
0
T
u dt =
(1)

2
2 0
0
( )
T
u dt q =
(2)
iu kin bin :

2 2
(0) ( ) 0 u u T = = (3)
Vi bi ton tc ng nhanh , t (1.49) v (1.50) ta c th vit :

2
2 2 1 2 1 2 2 2
( , , , ) 1 ( ) L u u u u = + + (4)
Phng trnh Euler_Lagrange :

2 2
0
L d L
u dt u

=

(5)

1 2 2
2 0 u = (6)
http://www.khvt.com

1
2
2
2
u

= (7)
Ly tch phn biu thc trn ta c :

1
2 1
2
( ) ( )
2
u t x t t c
= = + (8)

2
1
2 1 2
2
( )
4
u t t c t c
= + + (9)
Kt hp (9) vi iu kin
2
(0) 0 u = suy ra :
2
c = 0 v
1
1
2
4
c T
= .
V iu kin
2
( ) 0 u T = ta c :
0 1
1
2
2
2
6
c T
T

=

0 1
3
2
24
T

= (10)

0
1
2
6
c
T
= (11)
Th vo (8) , (9) c :

0 0
2
2 3
6 12
( ) ( ) u t x t t
T T

= = (12)

2
0 0
2
2 3
6 6
( ) u t t t
T T

= (13)
So snh vi v d trc , ta thy qu trnh ti u l hon ton ging nhau .
V d 1.9 :
Xt i tng c m hnh ton hc gn ng nh sau :
( ) ( ) ( )
*
, u x g t x f x
k i i i
+ = [ ] n k n i , 1 ; , 1 = (1)
Trong ( )
T
n
x x x x ,..., ,
2 1
= vector trng thi ; ( ) x g
k
- hm phi tuyn
tng minh ; ( ) ( ) t x f
i i
, - hm phi tuyn khng tng minh ; ( ) t
i
- cc
nhiu ngu nhin ; u - tn hiu iu khin .
Chn hm ch tiu cht lng c dng :
( ) ( ) [ ]
+ =
0
2 2
dt x x J

(2)
Trang 33
Trong l hm s kh vi hoc tuyn tnh tng on v ( ) 0 0 = . Hm
c la chn da trn cc yu cu v ng hc ca h thng . Lut iu
khin u m bo cc tiu ho ch tiu cht lng J c th c xc nh
bng cch gii phng trnh Euler :
0 = +

(3)
o hm ca hm s c dng :

= =

+

=
n
i
i
i
n
i
i
i
d
x
dx dt
d
1 1

(4)
Kt hp (4) v (1) ta c :

( ) ( ) ( )
( ) ( )

=
=
= =

+

+

=

+ +

=
n
i
i
i
k
i
i i
n
k i
i
i
n
i
i
i
n
i
k i i
i
d
u x g
dx
x f
dx
d
u x g x f
dx dt
d
1 1
1 1
,
,
(5)
Gii phng trnh (3) kt hp vi (5) , xc nh lut iu
*
u khin m bo
cc tiu ho hm mc tiu J v nh hng ng hc h thng chuyn
ng theo xu hng ( ) 0 lim

x
t
:

( )
( )

+ +

=

=
n
i
i
i
n
k i
i
i i
i k
x f
x x g
u
1 1
1
*
,
1

(6)
Lu rng lut iu khin
*
u ch c ngha khi ( ) 0 x g
k
v 0

k
x
.

1.2.2 Phng php quy hoch ng Belman
1. Gii thiu
Phng php quy hoch ng c da trn nguyn l ti u s khai ca
Belman :
Mt chin lc ti u c tnh cht khng ph thuc vo nhng quyt nh
trc ( v d nh nhng lut iu khin ) song cc quyt nh cn li phi
cu thnh nn chin lc ti u c lin quan vi kt qu ca nhng quyt
nh truc .
http://www.khvt.com
Nguyn l ti u ca Belman : Bt k mt on cui cng no ca qu o
ti u cng l mt qu o ti u .
Nguyn l ny gii hn xem xt trn mt s cc ch tiu ti u . N ch ra
rng phng n ti u phi c xc nh t trng thi cui i ngc v
trc .
iu kin p dng : nguyn l ti u l mt phng php s , ch p dng
c khi h thng c phn cp iu khin v ta bit trc s mt li
c xy dng bng thc nghim .
V d n gin sau s ch ra nhng vn mu cht ca phng php ny .
Bi ton ng bay ca my bay
Mt my bay bay theo hng t tri sang phi nh Hnh 1.9 qua cc im a,
b, c tng trng cho cc thnh ph , v mc nhin liu cn thit hon
tt mi chng ng . Chng ta s dng nguyn l ti u ca Belman
gii bi ton cc tiu ha nhin liu tiu hao .
Lit k cc trng thi k t 0 n 4 trong qu trnh ra quyt nh nh Hnh
1.9 (u mi tn v con s trong khung bc u c th cha cn quan tm).
Ti mi gi tr 1 ,.... 1 , 0 = N k phi c mt quyt nh , v N l trng thi
cui .
Trng thi hin ti l nt m chng ta ang ra quyt nh . V th trng thi
ban u l a x =
0
. Ti trng thi 1 , cc kh nng c th l b x =
1
hoc
d x =
1
. Tng t vi c x =
2
, e hoc g ; f x =
3
hoc h v trng thi cui
cng i x x
n
= =
4
.
iu khin
k
u trng thi k n trng thi k+1 c hai gi tr 1 =
k
u : i
theo hng ln th 1 =
k
u v 1 =
k
u nu i theo hng xung .
n y chng ta c bi ton ti thiu ha nng lng tiu hao vi trng
thi cui c nh , lut iu khin v cc gi tr trng thi .
tm ra lut iu khin ng vi mc tiu hao nhin liu ti thiu , ta s
dng nguyn l ti u ca Belman , c bt u 4 = = N k . Khng c
quyt nh no c yu cu y do ta gim 3 = k .
Nu f x =
3
th lut iu khin ti u l 1
3
= u v chi ph l 4 . iu ny
c th hin bng cch t (4) pha trn nt f v chiu mi tn theo chiu
t f n i . Nu h x =
3
th lut iu khin ti u l 1
3
= u v chi ph l 2 ,
c th hin nh trn hnh .
Trang 35
By gi gim k xung 2 . Nu c x =
2
th 1
2
= u vi tng chi ph s l 4 +
3 = 7 . Nu e x =
2
chng ta phi a ra mt quyt nh . Nu chn 1
2
= u
n c f v sau n i , chi ph s l 4 + 3 = 7 .

Hnh 1.9 : Lut iu khin nng lng tiu hao ti thiu .

Mt cch khc , nu chng ta chn 1
2
= u ti e v i n h , chi ph s l 2
+ 2 = 4 . V th , ti e cch la chn ti u l 1
2
= u vi chi ph l 4 .
Nu g x =
2
th ch c mt s chn la duy nht l 1
2
= u vi chi ph di
chuyn l 6 .
Bng cch ln lt gim k v tip tc so snh cc phng n iu khin ti
u c cho bi nguyn l ti u , chng ta c th in vo cc la chn
cn li ( u mi tn ) v chi ph ti u c th hin trong Hnh 1.9 . D
dng nhn ra rng chui iu khin c la chn l chui ti u .
Ch rng khi k = 0 , lut iu khin c th l 1
0
= u hoc 1
0
= u cng
cho chi ph l 8 ; lut iu khin khi k = 0 l duy nht .
C nhiu im cn ch trong v d ny . Trc ht , ta c hai ng i t
a n i vi cng mt chi ph l 8 : i h e b a ( ng nt m ) v
i h e d a ( ng nt t ) . Hin nhin gii php ti u trong
quy hoch ng l khng duy nht . Th hai , gi nh chng ta c gng xc
nh l trnh ti u i t a n i khi khng bit nguyn l ti u v i theo
chiu thun . Ti a ta s so snh chi ph khi i n b hoc d , v chng ta
quyt nh i n d . Tip tc nh vy ta s i n g . khng cn la
http://www.khvt.com
chn no khc l i n i qua h . Ton b chi ph cho phng n ny l 1 + 2
+ 4 + 2 = 9 v khng phi l ti u .
Cui cng chng ta ch ra rng nguyn l ti u ca Belman gip gim s
lng php tnh ton cn thit bng cch gim s lng cc la chn c th
thc hin .
2. H ri rc
Phng php quy hoch ng cng c th d dng p dng cho h phi tuyn
Ngoi ra , nu c cng nhiu iu kin rng buc i vi tn hiu iu khin
v bin trng thi th ta c c li gii cng n gin .
t :

( )
1
,
k
k k k
x f x u
+
= (1.56)
vi s m k trn f th hin s thay i theo thi gian . Gi nh kt hp vi
hm ch tiu cht lng :

( ) ( )
1
( ) , ,
N
k
i i N k k
k i
J x N x L x u

=
= +
(1.57)
vi
[ ]
, i N l thi gian ly mu . Chng ta cn ch ra s ph thuc ca J i
vi trng thi v thi gian u .
Gi s ta c c tn hao ti u
( )
1 1 k k
J x
+ +
t thi im 1 k + n thi
im cui N ng vi nhng phng n kh thi
1 + k
x , v chui cc phng
n ti u t thi im 1 + k n N cho mi
1 + k
x .
Ti thi im k , nu ta p dng mt lut iu khin
k
u bt k v s dng
mt chui lut iu khin ti u k t v tr 1 + k , lc tn hao s l :

( ) ( )
1 1
,
k
k k k k k
J L x u J x
+ +
= + (1.58)
vi
k
x l trng thi thi im k , v
1 + k
x c cho bi (1.56) . Theo
nguyn l Belman th tn hao ti u t thi im k s l :

( ) ( ) ( )
( )
1 1
min ,
k
k
k k k k k k
u
J x L x u J x

+ +
= + (1.59)
v lut iu khin ti u
*
k
u ti thi im k l
k
u lm cho tn hao t cc
tiu .
Phng trnh (1.59) chnh l nguyn l ti u cho h ri rc . Vai tr quan
trng ca n l c th cho php chng ta ti u ha cng lc ti thi im a
nhiu hn mt vector iu khin .
Trang 37
Trong thc t , ta c th nh r cc iu kin rng buc c thm vo
chng hn nh yu cu lut iu khin
k
u thuc v mt b cc lut iu
khin c chp nhn .
V d 1.10 :
Xt h :

k k k
u x x + =
+1

(1)
c hm ch tiu cht lng :

1
2 2
0
0
1
2
N
N k
k
J x u
=
= +

(2)
vi thi im cui cng N = 2 . Tn hiu iu khin b rng buc ly cc gi
tr :
1, 0.5, 0, 0.5,1
k
u = (3)
v bin trng thi b rng buc ly cc gi tr :
0, 0.5,1,1.5
k
x = (4)
iu kin rng buc i vi tn hiu iu khin khng phi l khng c l
do , tn hiu iu khin ti u thi gian ti thiu ch ly cc gi tr 1 ( v d
1.12 ), trong khi tn hiu iu khin ti u nhin liu ti thiu nhn cc gi
tr 0 , 1 . iu kin rng buc i vi bin trng thi trong bi ton ny
cng hp l , v nu trng thi ban u ly mt trong cc gi tr chp nhn
c (4) , th di nh hng ca cc tn hiu iu khin cho php (3) cc
trng thi sau s ly cc gi tr nguyn v bn nguyn . iu kin rng
buc (4) c th vit li l
0
0, 0.5,1,1.5 x = v
0 1.5
k
x (5)
y l iu kin xc thc v rng buc bin v trng thi , thng l hp
l trong cc tnh hung vt l .
By gi , bi ton iu khin ti u l tm dy tn hiu iu khin chp nhn
c
0
u
,
1
u
sao cho ch tiu cht lng

0
J t gi tr cc tiu trong khi to
ra qu o trng thi chp nhn c
0 1 2
, , x x x

. Chng ta mun
k
u
c xc
nh nh l lut iu khin hi tip trng thi .
Theo (1.58) ta c :

2
1
1
2
k k k
J u J
+
= + (6)
http://www.khvt.com

( )
min
k
k k
u
J J
= (7)
tm
k
u
v
k
J
ng vi mi
k
x . Ta xut pht t trng thi cui cng .
k = N = 2 :
2 2
J x

=
ng vi mi gi tr 0, 0.5,1,1.5
N
x = ta c cc gi tr 0, 0.25,1, 2.25
N
J
= .
k = 1 :
2
1 2 2
/ 2 J u J
= +
-
1
1.5 x = : v
2 1 1
x x u = + v
2
0 1.5 x nn ta ch xt cc gi tr
1
0 u

1
0 u =
2
1.5 0 1.5 x = + =
2
2.25 J
=

2 2
1 2 2
/ 2 0 / 2 2.25 2.25 J u J
= + = + =

1
0.5 u =
( )
2
1.5 0.5 1 x = + =
2
1 J
=

( )
2
1
0.5 / 2 1 1.125 J = + =

1
1 u =
( )
2
1.5 1 0.5 x = + =
2
0.25 J
=

( )
2
1
1 / 2 0.25 0.75 J = + =
Nh vy , tn hiu iu khin ti u vi
1
1.5 x = l
1
1 u
= v tn hao ti
u l
1
0.75 J
= . Ta c c s nh sau vi mi tn ch ra trng thi ti

u .

Tng t nh vy cho cc trng hp cn li ca
1
x . Tip tc vi trng
thi 0 k = . Cui cng ta s c li kt qu nh Hnh 1.10 .
Trang 39

Hnh 1.10 : Li kt qu ca bi ton ti u gii bng phng php quy
hoch ng .

3. Phng php iu khin s
Chng ta c th ri rc ha , gii bi ton ti u cho h ri rc v sau
dng khu gi bc 0 to ra tn hiu iu khin s .
Cho h thng :
( , , ) x f x u t = (1.60)
Vi hm ch tiu cht lng :

( ) ( ) ( ) ( ) ( ) ( )
0
0 , , ,
T
J x T T L x t u t t dt = +
(1.61)
http://www.khvt.com
ri rc h thng vi chu k ly mu giy, ta c th s dng hm xp
x bc 1 :

( )
1
( ) /
k k
x k x x
+
= (1.62)
Vit (1.60) di dng :

( )
1
, ,
k k k k
x x f x u k
+
= + (1.63)
cho n gin ta nh ngha :
( )
k
x x k ,
( )
k
u u k
nh ngha hm ri rc :

( ) ( )
, , ,
k
k k k k k
f x u x f x u k + (1.64)
Khi ta c th vit :

( )
1
,
k
k k k
x f x u
+
= (1.65)
Phng trnh ny ng vi (1.56) .
ri rc ho hm ch tiu , ta c th vit :

( ) ( ) ( ) ( ) ( ) ( )
( ) 1
1
0
0 , , ,
k
N
k
k
J x T T L x t u t t dt
=
= +

(1.66)
Trong :
T
N = (1.67)
S dng hm xp x bc 1 cho mi i lng tch phn :

( ) ( ) ( ) ( )
1
0
0 , , ,
N
k k
k
J x T T L x u k
=
= +
(1.68)
nh ngha hm ri rc :

( )
0
0 J J

( ) ( ) ( )
, ,
S
N
N x x N N

( ) ( )
, , ,
k
k k k k
L x u L x u k (1.69)
Khi ta c :

( ) ( ) ( )
1
0
0 , ,
N
S k
N k k
k
J N x L x u

=
= +
(1.70)
y l cng thc (1.57) .
Trang 41
Trong trng hp h thng tuyn tnh bt bin theo thi gian vi ch tiu
cht lng dng ton phng :
x Ax Bu = + (1.71)

( ) ( ) ( ) ( )
( )
0
1 1
0
2 2
T
T T T
J x T S T x T x Qx u Ru dt = + +
(1.72)
S dng hm xp x bc nht ri rc ho h thng tr thnh :

( )
1 k k k
x I A x B u
+
= + + (1.73)

( )
( )
1
0
1 1
0
2 2
N
T T S T S
N N N k k k k
k
J x S x x Q x u R u
=
= + +
(1.74)
Trong :

( )
N
S S N (1.75)
Q Q
S
= (1.76)
R R
S
= (1.77)
Tuy nhin trong trng hp ny ta c th lm tt hn xp x Euler (1.73)
bng cch s dng chnh xc phng trnh trng thi (1.71) bao gm b ly
mu v khu gi bc 1 :

k
S
k
S
k
u B x A x + =
+1
(1.78)
Trong :

A S
e A = (1.79)

( )
0
S A
B e B dt
(1.80)
Khi h thng ny c ri rc ho , phng php quy hoch ng c
th c p dng tnh
*
k
u nh trong phn ri rc . iu khin s p dng
trong thc t c th hin nh sau :

( )
k
u t u
= ,
( )
1 k t k + (1.81)
s dng phng php quy hoch ng , bin trng thi v gi tr iu
khin trc ht phi c lng t ho , c gii hn theo mt s tp gi
tr c th chp nhn . Mc lng t cng tt th tn hiu s cng chnh
xc ; tuy nhin khi s lng c th chp nhn c ca x
k
v u
k
tng th
http://www.khvt.com
khi lng tnh ton tm
*
k
u cng tng theo . Vn ny c th nhanh
chng gy kh khn k c i vi cc my tnh ln .

1.2.3 Nguyn l cc tiu Pontryagin _ Hamilton
1. Nguyn l cc tiu ca Pontryagin.
Cho h thng :
) , , ( t u x f x = (1.82)
Kt hp hm ch tiu cht lng :
( ) ( )

+ =
T
t
dt t u x L T T x t J
0
0
) , , ( , ) ( (1.83)
Trng thi cui phi tha :

( ) ( )
, 0 x T T = (1.84)
v x(t
0
) c cho trc .
iu kin bi ton ti u l :

u
H
= 0 (1.85)
vi ( , , , ) ( , , ) ( , , )
T
H x u t L x u t f x u t = + (1.86)
Gi s hm iu khin u(t) l rng buc trong mt vng gii hn cho php ,
c ngha l gi tr yu cu c ln nh hn gi tr cho . iu kin
dng thay bng iu kin tng qut :
( , , , ) ( , , , ) H x u t H x u u t

+ Tha tt c gi tr u
Du * th hin ch s cht lng ti u . M bt k s bin thin no trong
b iu khin ti u xy ra ti thi im t ( trong khi trng thi v bin trng
thi nu c duy tr ) s tng n gi tr ca hm Hamilton . iu kin ny
c vit nh sau :
( , , , ) ( , , , ) H x u t H x u t

Tha tt c gi tr u (1.87)
Yu cu ti u biu thc (1.87) c gi nguyn l cc tiu Pontryagin :
Hm Hamilton phi c cc tiu ha tt c cc gi tr u cho gi tr ti
u ca trng thi v bin trng thi .
Trang 43
Chng ta s thy nguyn l cc tiu hu dng nh th no . c bit ch
khng th ni rng biu thc ( , , ) ( , , , ) H x u H x u t

chc chn phi
ng .
V d 1.11 :
Ti u ha vi nhng rng buc
Gi s chng ta mun ti u cc tiu hm :
L =
2
1
u
2
2u + 1 (1)
Vi iu kin :
u 1 (2)
Xem Hnh 1.11 .
Nguyn l cc tiu :
L(u
*
) L(u) tha u (3)

Hnh 1.11 : Ti u ho vi nhiu iu kin rng buc .

D dng thy c gi tr ti u ca u l :
u
*
= 1 (4)
Gi tr ti u ca L l :
http://www.khvt.com
L
*
= L(1) = -
2
1
(5)
Gi tr nh nht khng rng buc tm c bng cch gii :

u
L
= u -2 = 0 (6)
nhn c :
u = 2 (7)
v :
L(2) = -1 (8)
nh hn (5) ; nhng u=2 th khng nm trong khon 1 u .
2. iu khin Bang-Bang
Chng ta hy tho lun bi ton ti thiu thi gian tuyn tnh vi ng vo
rng buc . Cho h thng :
x = Ax + Bu (1.88)
vi ch tiu cht lng :
J(t
0
) =
T
t
dt
0
1 (1.89)
Vi T t do . Gi s hm iu khin phi tha mn iu kin sau :

( )
1 u t
[ ]
0
, t t T (1.90)
Bi ton ti u t ra l tm tn hiu iu khin u(t) cc tiu ho J(t
0
) ,
tha mn iu kin (1.90) vi t , i t trng thi x(t
0
) n trng thi cui
cng x(T) tha cng thc (1.84) ca hm .
Hm Hamilton cho vn ny l :
1 ( )
T T
H L f Ax Bu = + = + + (1.91)
iu kin dng c tm thy l :
0 = =
u
H
B
T
(1.92)
N khng cha u bi v hm Hamilton tuyn tnh i vi u . R rng , H
cc tiu chng ta nn chn u(t) sao cho
T
(t)Bu(t) cng nh cng tt ( c
Trang 45
ngha l gi tr cng xa v pha bn tri trn trc ta thc ;
T
Bu = - l
gi tr nh nht ) . Nu khng c s rng buc no trn u(t) , th iu ny s
cho ra nhng gi tr v hn ( dng hoc m ) ca nhng bin iu khin .
Vi kt qu ny , bi ton ti u t ra phi c nhng iu kin rng buc
i vi tn hiu iu khin .
Theo nguyn l cc tiu Pontryagin (1.87) , hm iu khin ti u u
*
(t) phi
tha mn :
1 ( ) ( ) 1 ( ) ( )
T T
Ax Bu Ax Bu

+ + + +
( ) ( )
T T
Bu Bu

(1.93)
i vi tt c gi tr u(t) cho php . iu kin ny cho php chng ta biu
din u
*
(t) di dng bin trng thi . thy iu ny , trc tin chng ta
tho lun v trng hp mt ng vo .
t u(t) l mt i lng v hng v t b tng trng cho vector ng vo .
Trong trng hp ny d dng chn u
*
(t) ti thiu
T
(t) bu(t) . ( Ch :
gi tr nh nht ngha l
T
(t)bu(t) nhn mt gi tr cng gn - cng tt ) .
Nu
T
(t)b l gi tr dng , chng ta nn chn u(t) = -1 lm cho
T
(t)bu(t)
c gi tr m nht . Mt khc , nu
T
(t)b l gi tr m , chng ta nn chn
u(t) gi tr cc i l gi tr 1 gi tr
T
(t)bu(t) cng m cng tt . Nu
gi tr
T
(t)bu(t) bng zero ti thi im t , khi u(t) c th nhn bt c gi
tr no ti thi im ny .
Quan h gia iu khin ti u v bin trng thi c th biu din bng hm
sgn(w) :

( ) ( )
1
sgn 1,1
1
w

0
0
0
w
w
w
>
=
<
(1.94)
Khi hm iu khin ti u c cho bi :
( ) sgn( ( ))
T
u t b t
= (1.95)
u* c biu din di dng bin trng thi , vi h tuyn tnh dng ton
phng .
Gi tr b
T
(t) c gi l hm chuyn i . Mt hm chuyn i mu v b
iu khin ti u c din t Hnh 1.12 . Khi hm chuyn i ny i
du , b iu khin chuyn t cc tr ny n cc tr khc . B iu khin
trong hnh c chuyn i bn ln . iu khin thi gian ti thiu tuyn
http://www.khvt.com
tnh ti u lun bo ha khi n chuyn i ti v tr gia cc gi tr cc tr ,
cho nn c gi l iu khin Bang-bang .
Nu b iu khin l mt vector c m phn t , theo nguyn l cc tiu ta
chn cc thnh phn u
i
(t) bng 1 , nu cc thnh phn b
i
T
(t) l gi tr m ;
v bng -1 nu b
i
T
(t) l gi tr dng , vi b
i
l ct th i ca B . Phng
php iu khin ny to thnh mt gi tr :

1
( ) ( ) ( ) ( )
m
T T
i i
i
t Bu t u t b t
=
=
(1.96)
cng nh cng tt vi mi [ ] T t t ,
0
.
Ta c th vit :
( ) sgn( ( ))
T
u t B t
= (1.97)
nu chng ta nh ngha hm sgn cho vector w nh sau :
v = sgn(w) nu v
i
= sgn(w) cho mi i (1.98)
v
i
, w
i
l nhng thnh phn ca v v w .
Thnh phn b
i
T
(t) ca hm chuyn i B
T
(t) c th bng zero trn mt
khong thi gian hu hn . Nu iu xy ra , thnh phn u
i
(t) ca b iu
khin ti u khng nh ngha c bi biu thc (1.93) . gi l iu
kin k d . Nu iu khng xy ra , th b iu khin thi gian ti u
c gi l bnh thng .
Nu h thng l bt bin theo thi gian , ta s c c qu n gin v b
iu khin thi gian ti u l duy nht .

Hnh 1.12 : Hm chuyn i mu v b iu khin ti u .

H thng bt bin theo thi gian trong biu thc (1.88) c th t c nu
ch c mt ma trn
Trang 47

1 n
n
U B AB A B
=

(1.99)
cp n . Nu b
i
l ct th i ca BR
n x n
, khi h thng l bnh thng nu :

1 n
U b Ab A b
=

(1.100)
cp n cho mi gi tr i = 1 , 2 , , m ; m khi thnh lp cho mi gi tr
ring bit u , uR
m
.
Gi s h thng bnh thng v ta mun dn x(t
0
) tin n trng thi cui
c nh x(T) vi hm iu khin tha [ ] 1 ) ( t u . Khi :
1. nu trng thi cui x(T) bng zero , khi s tn ti b iu khin thi
gian ti thiu nu h thng khng c cc vi phn thc dng ( v d
khng c cc trn mt phng pha bn phi ) .
2. cho bt k gi tr x(T) c nh , nu tn ti p n cho bi ton ti u thi
gian th n l duy nht .
3. cui cng , nu h thng c n cc thc v nu tn ti b iu khin ti u
thi gian th mi thnh phn u
i
(t) ca b iu khin ti u thi gian thay
i n-1 ln .
V d 1.12 :
iu khin Bang-Bang
Cho h thng tun theo nh lut Newton :
y = v (1)
v = u (2)
vi y l v tr ta v v l vn tc . Trng thi l x = [y u]
T
. Cho gia tc
ng vo u rng buc bi :
1 ) ( t u (3)
Mc ch iu khin l a trng thi t im ban u bt k
( ) ( ) ( )
0 , 0 y v
n im gc trong thi gian T ngn nht . Trng thi cui c c nh ti :
(x(T),T) =
) (
) (
T v
T y
= 0 (4)
Lp hm Hamilton (1.91) :
H = 1 +
y
v +
v
u (5)
= [
y

v
]
T
l bin trng thi .
T h phng trnh Hamilton ta c :
http://www.khvt.com
0
y
H
y

= =
(6)

v y
H
v

= =
(7)
iu kin tip tuyn :

( ) ( ) ( ) ( ) ( )
0 1
y v
H T T v T T u T = = + + (8)
hoc dng cng thc (4) ,

( ) ( )
1
v
T u T = (9)
Nguyn l cc tiu Pontryagin cn n phng trnh (1.97) , hoc :

( ) ( ) ( )
sgn
v
u t t = (10)
v th thnh phn bin trng thi
v
(t) l hm chuyn i . xc nh b
iu khin ti u , ta ch cn xc nh
v
(t) .
Gii phng trnh (6) v (7) vi thi gian cui T :

( )
y y
t const = (11)

( ) ( ) ( )
v v y
t T T t = + (12)
Dng cng thc (9) v gi tr
( )
u t
bo ha ti gi tr 1 hoc 1 , ta c :

( )
1 u T
= v
( )
1
v
T
= (13)
hoc :

( )
1 u T
= v
( )
1
v
T
= (14)
C nhiu kh nng cho hm chuyn i
( )
v
t
, tu thuc vo gi tr ca
( )
v
T
v
y
. Vi kh nng ca hm chuyn i
( )
v
t
c din t trong
Hnh 1.13 . Gi tr
( )
v
T
(y(0) , v(0)) . Ch rng

( )
v
t
l tuyn tnh ,
v ct ngang trc ta .
Ta cn xc nh phng php chuyn i b iu khin ti u lun ng ,
ng thi cng phi xc nh thi im chuyn i t
S
( xem Hnh 1.13 ) .

Trang 49

Hnh 1.13 : Cc hm chuyn i
v
(t) c th c .

Xt 2 tn hiu iu khin chp nhn c :
( )
1 u t = vi t hoc
( )
1 u t =
vi t . Do c 2 trng hp u u l hng s nn khi kt hp phng trnh
trng thi (2) v (1) ta c :

( ) ( )
0 v t v ut = + (15)

( ) ( ) ( )
2
1
0 0
2
y t y v t ut = + + (16)
loi b thi gian bin thin , t dng biu thc (15) ta c c :
( ) ( ) ( )
0 / t v t v u =
v sau thay vo biu thc (16) suy ra :

( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
2 1
0 0 0 0
2
y t y u v v t v v t v = + (17)
y l mt parabol i qua ta
( ) ( ) ( )
0 , 0 y v v khi trng thi ban u
bin thin ta v c mt h parabol . th mt phng pha phn nh trng
thi bin thin din t cho trng hp u = 1 v u = -1 Hnh 1.14 . H qu
o i t di ln trn ng vi trng hp u = 1 , v h qu o i t trn
xung di ng vi u = -1 . Mi tn ch hng tng ca thi gian .
http://www.khvt.com
Nh trnh by trn , tn hiu iu khin ti u
( )
u t l mt hm khng
i tng on , ly gi tr 1 v c nhiu nht l hai on khng i . Do
, nu ban u trong mt khong thi gian no
( )
u t ly gi tr +1 v
sau l -1 th h qu o pha gm hai on ca cc parabol ni tip nhau,
trong on parabol th hai l ng parabol chy v gc to . Nh
vy, ng cong hp bi hai nhnh parabol (ng t nt trn Hnh 1.14)
l qu o cui a trng thi v gc to , ng cong c gi l
ng chuyn i v c phng trnh l :

2
2
1
2
1
2
v
y
v

0
0
v
v
<
>
(18)
Theo nguyn l cc tiu, ch c nhng qu o trn l ti u v t mt im
ca mt phng pha ch c mt qu o ti u chy v gc ta .

Hnh 1.14 : Qui tc iu khin hi tip .

Trang 51
By gi chng ta s i tm thi gian ti thiu ti ch vi trng thi ban u
( ) ( ) ( )
0 , 0 y v .
Gi s rng trng thi u nm trn ng cong chuyn ng vi u = -1 , sau
chuyn sang u = 1 ri v gc ta . Khi lut iu khin u = -1 c
p dng u tin a trng thi t
( ) ( ) ( )
0 , 0 y v dc theo ng parabol
n ng cong chuyn i . Ti im chuyn i ( I ) ng vi thi im
chuyn i t
S
, tn hiu iu khin chuyn thnh u = 1 v a trng thi v
gc to .
Chng ta c th xc nh thi im chuyn i t
s
khi trng thi nm trn
ng cong ny . Dng cng thc (15) v (16) vi u = -1 suy ra :

( ) ( ) ( )
2
0 0
2
t
y t y v t = +

( ) ( )
( )
2 2
2
0
0
2 2 2
v t v
t
v t = = +

( )
( )
( )
2
2
0
2 0 0 0
2
v
t v t y + = (19)
Thi im chuyn i s l :

( ) ( )
( )
2
0
0 0
2
S
v
t v y = + + (20)
p dng (15) ti im chuyn i ta c :

( ) ( )
0
S S
v t v t = (21)
Cng s dng (15) i vi thi gian cn li
( )
S
T t ( by gi u = 1 ) :

( ) ( ) ( )
0
S S
v T v t T t = = + (22)
T (21) v (22) ta tnh c thi gian cc tiu n ch :

( )
2 0
S
T t v =
Hoc :

( ) ( )
( )
2
0
0 2 0
2
v
T v y = + + (23)
http://www.khvt.com
3. iu khin Bang-Off-Bang
phn ny chng ta s tho lun bi ton iu khin nhin liu ti thiu
tuyn tnh vi u vo b rng buc .
Xt h thng :
Bu Ax x + = (1.101)
Gi nh rng nhin liu c s dng trong mi thnh phn ca u vo t
l vi ln ca thnh phn y , ta nh ngha hm nh gi :

( ) ( )
0
0
1
T
m
i i
i
t
J t c u t dt
=
=

(1.102)
Khi chng ta cho php kh nng tiu th nhin liu ca m u vo u
i
(t)
bi trng s v hng c
i
. Ta nh ngha tr tuyt i ca vector :

=
m
u
u
u
1
(1.103)
( nh ngha ny tng t (1.90) ) v vector C = [c
1
c
2
c
m
]
T
. Ta c :

( ) ( )
0
0
T
T
t
J t C u t dt =
(1.104)
Gi nh rng bi ton tha :

( )
1 u t (1.105)
Ta mun tm lut iu khin ti thiu J(t
0
) , tha (1.105) v a x(t
0
) v
trng thi cui tha (1.84) vi hm cho . Thi gian cui T c th t do
hoc rng buc . Chng ta s tho lun k hn v d . Lu rng thi gian
T t nht phi bng thi gian ti thiu a x(t
0
) v trng thi cui x(T)
tha (1.84) .
Hm Hamilton :
) ( Bu Ax u C H
T T
+ + = (1.106)
Theo nguyn l cc tiu (1.87) , bi ton iu khin ti u phi tha :
) ( ) ( ) ( ) (
* * * * * *
Bu Ax u C Bu Ax u C
T T T T
+ + + + (1.107)
vi mi gi tr u(t) . V trng thi ti u v bin trng thi xut hin c hai
v ca bt ng thc , ta yu cu :
Trang 53
Bu u C Bu u C
T T T T
) ( ) (
* * * *
+ + (1.108)
vi mi u(t) .
xc nh u*(t) t bin trng thi (t) tha mn (1.108) , ta gi s rng m
thnh phn ca b iu khin l c lp ln nhau (i=1,,m) . Tt c cc gi
tr u
i
(t) phi tha bt ng thc v hng :

( ) ( )
* * *
*
T T
i i i
i i
i i
bu bu
u u
c c

+ + (1.109)
Vi b
i
biu din thnh phn ct th i ca ma trn B . By gi ta phi tm ra
cch thc chn gi tr u
i
*(t) t
T
(t)b
i
.
Vi :

=
i
i
i
u
u
u
0
0
i
i
u
u
(1.110)
ta c th vit li ch tiu cht lng theo dng sau :

( )
1
1
T
i
i
T
i
i i
i i
T
i
i
i
i
b
u
c
b u
q t u
c
b
u
c

+

+ =

0
0
i
i
u
u
(1.111)
Nu b
i
T
/c
i
bng 1 , khi mt vi gi tr khng xc nh dng ca u
i
(t) s
lm q
i
trong (1.111) bng zero ; nu b
i
T
/c
i
bng -1 , khi mt vi gi tr
khng xc nh m ca u
i
(t) s lm q
i
bng zero . Do bi ton nhin liu
ti thiu c lut iu khin ging nh mt bi ton phi tuyn .
Bin trng thi hi tip l :

( )
1
nonnegative
0
nonpositive
-1
i
u t

( )
( )
( )
( )
( ) 1 /
1 /
1 / 1
1 /
1 /
>
=
< <
=
<
i
T
i
i
T
i
i
T
i
i
T
i
i
T
i
c t b
c t b
c t b
c t b
c t b
(1.112)

Nu chng ta nh ngha hm vng cht ( dead zone ) :

http://www.khvt.com

( )
( )
( )
1
1; 0
0
0;1
1
dez w

1
1
1 1
1
1
>
=
< <
=
<
w
w
w
w
w
(1.113)
Ta c th vit li bi ton nhin liu ti thiu nh sau :
( )
( )
=
i
T
i
i
c
t b
dez t u

m i ,..., 2 , 1 = (1.114)
mi thnh phn u(t) hoc bo ha hoc bng zero , ta gi iu ny l lut
iu khin bang-off-bang .
Nu b
i
T
(t)/c
i
bng 1 hoc 1 , gia 2 trng thi c mt khong thi gian
khc zero . Trong trng hp ny , nguyn l cc tiu s khng xc nh
c cc thnh phn u
i
(t) . y gi l nhng khong k d . Nu b
i
T
(t)/c
i

bng 1 hoc 1 ch ti mt s khong thi gian xc nh , y l bi ton
nhin liu ti thiu thng thng .
Bi ton iu khin nhin liu ti thiu l thng thng nu A # 0 v nu h
thng l bnh thng . C ngha l nu U
i
c nh ngha bi (1.100) th n
l k d vi i = 1 , , m .
Nu bi ton nhin liu ti thiu l bnh thng v b iu khin nhin liu
ti thiu tn ti , khi n l duy nht .
v d k ta s xem xt mt s vn ca bi ton nhin liu ti thiu .
V d 1.13 :
iu khin Bang-off-bang
H thng c m t :
y v = (1)
v u = (2)
vi [ ]
T
v y x = . iu kin rng buc ca ng vo :
( ) 1 t u (3)
Gi s ta xc nh c trng thi u (y(0),v(0)) . Ta c :
( ) ( )
[ ]
[ ]
0 , =
=
T v
T y
T T x (4)
Trang 55
Ch tiu cht lng vi yu cu nhin liu ti thiu :
( ) ( )dt t u J
T
=
0
0 (5)
Ta cha ch n trng thi thi gian cui T hoc t do hoc rng buc,
mc d cui cng ta cng s xt n c 2 trng hp .
Hm Hamilton :
u v u H
v y
+ + = (6)
Trong [ ]
T
v y
= . Do phng trnh bin trng thi l :
0
y
=
(7)

v y
=
(8)
iu kin tip tuyn yu cu :
( ) ( ) ( ) ( ) T u T T u T H
v
+ = = 0 (9)
T (4) , (7) , (8) ta suy ra :

( )
y y
t const = (10)

( ) ( ) ( )
v v y
t T T t = + (11)
Thnh phn bin trng thi
v
(t) l tuyn tnh . Ty thuc vo bin cha bit
y
v
v
(T) ( chng tu thuc vo gi tr ca trng thi u ) ,
v
(t) c th l
hng s (
y
= 0) , c th tng (
y
< 0) hoc gim (
y
> 0) . Xem Hnh 1.13 .
Nguyn l cc tiu Pontryagin yu cu :
( ) ( ) ( ) t dez t u
v
= (12)
do iu khin ti u l :
( )
[ ]
[ ]
=
1 -
1;0 -
0
1 ; 0
1
t u
( )
( )
( )
( )
( ) 1
1
1 1
1
1
>
=
< <
=
<
t
t
t
t
t
v
v
v
v
v
(13)
Ni v tnh tuyn tnh ca
v
(t) , chng ta thy rng u = 1 khng th chuyn
ngay thnh u = -1 m khng qua gi tr trung gian u = 0 . Lut iu khin c
th chp nhn l iu khin ti u nu tha nhng yu cu ny .
http://www.khvt.com
By gi chng ta s xc nh lut iu khin ti u v i tm nhng thi
im lc b iu khin chuyn i sang gi tr mi .
B qua nhng khong thi gian ring bit khc , c 3 gi tr ca u(t) l : -1 ,
0 , 1 . Hnh 1.14 cho ta qu o mt phng pha khi u = 1 v u = -1 .
Nu u(t) = 0 t , khi trng thi xc nh bi :

( ) ( )
0 v t v = (14)

( ) ( ) ( )
0 0 y t y v t = + (15)
Nhng ng nm ngang ca hng s v trong qu o mt phng pha c
cho Hnh 1.15 .
Qu o mt phng pha trong trng hp u = 0 l nhng ng m vic tiu
th nhin liu l zero . nhin liu s dng l ti thiu , chng ta s cho h
thng di chuyn theo ng u = 1 hoc 1 , dn trng thi n mt trong
nhng ng nm ngang . Sau di chuyn dc theo ng nm ngang
n v tr chuyn i qua ng u = -1 hoc 1 dn trng thi tin v zero .
thy c lut iu khin Bang-off-bang , chng ta kt hp qu o ca
hai Hnh 1.14 v 1.15 c Hnh 1.16 .
Phn tip theo chng ta s tho lun ring nhng tnh hung cho hai vn
thi gian cui t do v c nh .

Hnh 1.15 : Qu o mt phng pha trong trng hp u = 0 .
Trang 57

Hnh 1.16 : Lut iu khin Bang-Off-Bang .

Hnh 1.17 : Qu o trng thi nhin liu ti thiu .

Thi gian cui t do :
Vi trng hp thi gian cui t do , khi lut iu khin ca bi ton
nhin liu ti thiu s khng tn ti .
http://www.khvt.com
Thi gian cui c nh :
Cho trng thi u nh m t Hnh 1.17 . i vi bi ton thi gian ti
thiu th thi gian cui nh nht l :
( ) ( )
( )
2
0
0 0
2
min
v
y v T + + = (16)
Gi nh rng thi gian T ca bi ton nhin liu ti thiu c c nh ti
gi tr :

min
T T > (17)
Khi lut iu khin ca bi ton nhin liu ti thiu l : -1 , 0 , 1 vi thi
gian chuyn i t
1
v t
2
c xc nh .
T
1
0 t t < < , u(t) = -1 , biu thc (15) v (16) trong v d Bang-bang tr
thnh :

( )
1 1 0 1
v v t v t = = (18)

( ) ( ) ( )
2
1
1 1
0 0
2
t
y t y v t = + (19)
T
1 2
t t t < < , u(t) = 0 , ta c phng trnh trng thi :

( )
2 1
v t v = (20)

( ) ( ) ( )
2 1 1 2 1
y t y t v t t = + (21)
T
2
t t T < < , u(t) = 1 , ta c :

( ) ( ) ( )
2 2
0 v T v t T t = = + (22)

( ) ( ) ( )( )
( )
2
2
2 2 2
0
2
T t
y T y t v t T t

= = + + (23)
trong ta c s dng iu kin bin (4) .
Th (18) , (20) vo (22) , ta c :

1 0 2
t T v t + = (24)
Th (18) , (19) , (20) , (21) , (24) vo (23) v n gin ha , cho ra kt qu :
( ) 0
2
2
0
0 0 1 0
2
1
=
+ + + +
v
T v y t T v t (25)
Trang 59
vi nghim :

( ) ( ) ( )
2
2 4
2
0 0
2
0 0
v y T v T v
t
+ + +
= (26)
t (24) v thc t th t
1
< t
2
, ta c :

( ) ( ) ( )
2
2 4
2
0 0
2
0 0
1
v y T v T v
t
+ + +
= (27)
v :

( ) ( ) ( )
2
2 4
2
0 0
2
0 0
2
v y T v T v
t
+ + + +
= (28)
v T > T
min
nn du ca biu thc trong cn l dng .
Chng ta c th biu din bi ton nhin liu ti thiu ny thnh dng vng
h nh sau :
( )
=
1
0
1
*
t u
t t
t t t
t t
<

<
2
2 1
1
(29)
ty thuc vo biu thc (18) v (27) , gi tr nh nht ca v(t) c th t ti
theo s nh hng ca b iu khin l mt s m .

( ) ( ) ( )
2
2 4
2
0 0
2
0 0
1
v y T v T v
v
+ +
= (30)

1.2.4 Nhn xt
Phng php bin phn c in Euler_Lagrange thun li khi gii bi ton
ti u m phim hm c dng phi tuyn , cn tn hiu iu khin l nhng
hm trn m ta c th d on trc da trn bn cht vt l ca chng .
Phng php ny gp nhiu kh khn khi p dng cho cc trng hp m
tn hiu iu khin c th l hm gin on . Trn thc t ta thng gp bi
ton ti u m tn hiu iu khin li l hm lin tc tng on , cho nn
phng php bin phn c in b hn ch kh nng s dng trong thc t
rt nhiu .
i vi h thng gin on tt nht ta nn p dng phng php quy hoch
ng ca Belman . c bit vi cc bi ton ti u phc tp dng my tnh
s tc ng nhanh gii quyt bng phng php ny rt c hiu qu . Tuy
http://www.khvt.com
nhin , do hm m t tn hiu iu khin tm c theo bng s liu ri rc
nn biu thc gii tch ca tn hiu iu khin ch l gn ng . Phng
php quy hoch ng cn gp hn ch khi p dng i vi h thng lin tc
v rt kh gii phng trnh Belman .
Nguyn l cc tiu Pontryagin p dng tt cho cc bi ton ti u c iu
kin rng buc bt k iu kin rng buc cho theo hm lin tc hoc hm
gin on . Nhng i vi bi ton ti u phi tuyn th nguyn l cc tiu
Pontryagin li gp kh khn , c bit trong vic xc nh cc hm ph
( )
i
t cho hm H t cc i .

1.3 IU KHIN TI U CC H TUYN TNH VI PHIM HM
DNG TON PHNG
Trong phn ny chng ta s xem xt phng php xy dng bi ton tng
hp cc h tuyn tnh vi ch tiu cht lng dng ton phng .
1.3.1 n nh Lyapunov i vi h thng tuyn tnh
Tiu chun n nh th hai ca Lyapunov ( iu kin )
Xt h thng c m t bi phng trnh trng thi :
) ,..., , (
2 1 n
x x x f x =
Nu tm c mt hm V(x) vi mi bin trng thi x
1
, x
2
,, x
n
l mt hm
xc nh du dng , sao cho o hm ca n
( )
dt
x dV
da theo phng
trnh vi phn ca chuyn ng b nhiu cng l hm xc nh du , song tri
du vi hm V(x) th chuyn ng khng b nhiu s n nh tim cn .
( ). ( ) 0 V x V x <
: h thng n nh tim cn .
( ). ( ) 0 V x V x =
: h thng n nh .
( ). ( ) 0 V x V x >
: h thng khng n nh .
Phng trnh Lyapunov
Xt h tuyn tnh m t bi phng trnh trng thi :
Ax x = (1.115)
Yu cu cc tiu ho ch tiu cht lng J :

0
T
J x Qxdt
(1.116)
Trang 61
vi Q l ma trn vung xc nh dng .
Chn hm nng lng V(x) xc nh dng :

( )
T
V x x Sx = (1.117)
trong ma trn S l ma trn vung xc nh dng .
( )
V x
c dng :

( )
T T T
V x x Sx x Sx x Sx = + +

( ) ( )
T
T T
Ax Sx x S Ax x Sx = + +

T T T T
x A Sx x SAx x Sx = + +

( )
T T
x A S SA S x = + +

Do V(x) xc nh dng , nn h thng n nh th ( ) V x
phi l xc nh
m .Ta chn ( )
T
V x x Qx =
( do Q l ma trn xc nh dng nn ( ) V x
s
l xc nh m ) .
( ) S SA S A Q
T

+ + = (1.118)
iu kin cn v trng thi cn bng x = 0 n nh tim cn : cho
trc bt k mt ma trn xc nh dng Q v ma trn A n nh , tn ti
mt ma trn xc nh dng S tho mn phng trnh :
Q S SA S A
T
= + +

Q SA S A S
T
+ + =

(1.119)
Phng trnh (1.119) c gi l phng trnh Lyapunov .
Khi S khng thay i theo thi gian 0 = S
, ta c phng trnh i s
Lyapunov :
Q SA S A
T
+ + = 0 (1.120)
Ch tiu cht lng J c tnh nh sau :

( ) ( ) ( ) ( )
0
0
0 0
T T T T
J x Qxdt x Sx x Sx x Sx
= = = +

Khi tt c cc phn t ca ma trn A m , ta c
( )
0 x . Do :

( ) ( )
0 0
T
J x Sx = (1.121)

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1.3.2 iu khin ti u h tuyn tnh vi ch tiu cht lng dng ton
phng _ Phng trnh Riccati i vi h lin tc
Xt h thng :
Bu Ax x + = (1.122)
Chng ta cn tm ma trn K ca vector iu khin ti u :
( ) ( ) t Kx t u = (1.123)
tha mn ch tiu cht lng J t gi tr cc tiu :
( )
+ =
0
dt Ru u Qx x J
T T
(1.124)
Trong Q l ma trn xc nh dng ( hoc bn xc nh dng ) , R l ma
trn xc nh dng . Ch : thnh phn th hai phn bn phi phng
trnh (1.124) xc nh lng nng lng tiu tn ca tn hiu iu khin .
Chng ta s chng minh lut iu khin tuyn tnh cho bi phng trnh
(1.123) l lut iu khin ti u . Khi , nu ma trn K c xc nh
ti thiu ho ch tiu cht lng J th lut iu khin u(t) s ti u vi mi
trng thi ban u x(0) .
T (1.122) v (1.123) ta c :
( )x BK A BKx Ax x = = (1.125)
Thay ( ) ( ) t Kx t u = vo phng trnh (1.124) :

( )
( )
+ =
+ =
0
0
xdt RK K Q x
dt RKx K x Qx x J
T T
T T T
(1.126)
By gi ta chn hm nng lng :
( )
T
V x x Sx = ( ) 0, V x x (1.127)
vi S l ma trn vung xc nh dng .
( )
T T T
V x x Sx x Sx x Sx = + +

( ) ( )
T T T T
x A BK Sx x Sx x S A BK x = + +

( ) ( )
T T
x A BK S S S A BK x

= + +

(1.128)
Trang 63
Do V(x) xc nh dng , nn h thng n nh th ( ) V x
phi l xc nh
m . Ta t :
( )
( ) ( )
T T T
d
V x x Sx x Q K RK x
dt
= = +

( do Q v R l ma trn xc nh dng nn ma trn
( )
T
Q K RK + cng l xc
nh dng , t ( ) V x
s l xc nh m ) .

( )
( ) ( )
T
T T T
x Q K RK x x A BK S S A BK S x

+ = + +

( ) ( )
T
T
Q K RK A BK S S A BK S + = + +

(1.129)
Theo tiu chun n nh th hai ca Lyapunov , nu ma trn (A-BK) n nh
th s tn ti mt ma trn xc nh dng S tho mn phng trnh (1.129) .
Ch tiu cht lng by gi c th c xc nh nh sau :
( ) ( ) ( ) ( ) ( ) 0 0
0
0
Sx x Sx x Sx x dt Ru u Qx x J
T T
T T T
+ = = + =

Lu rng ( ) 0 = x
( ) ( ) 0 0 Sx x J
T
=
t T T R
T
= , phng trnh (1.129) tr thnh :
( ) ( ) 0 = + + + + TK T K Q S BK A S S B K A
T T T T T

Phng trnh trn c th vit li nh sau :
( ) [ ] ( ) [ ] 0
1
1 1
= + + + +

S Q S B SBR S B T TK S B T TK SA S A
T T T
T
T T T

(1.130)
Ch tiu cht lng J t gi tr cc tiu khi biu thc :
( ) [ ] ( ) [ ]x S B T TK S B T TK x
T T
T
T T T
1 1

t gi tr cc tiu . Khi :
( ) S B T TK
T T
1
=
( ) S B R S B T T K
T T T 1
1
1
= = (1.131)
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Phng trnh (1.131) cho ta ma trn ti u K . Nh vy , lut iu khin ti
u cho bi ton iu khin ti u dng ton phng vi ch tiu cht lng
cho bi phng trnh (1.131) l tuyn tnh v c dng :

( ) ( ) ( ) t Sx B R t Kx t u
T 1
= = (1.132)
Ma trn S khi phi tha mn phng trnh (1.130) c vit li nh sau :
S Q S B SBR SA S A
T T

= + +
1
(1.133)
Phng trnh (1.133) c gi l phng trnh Riccati .
Khi S khng thay i theo thi gian 0 = S
, ta c phng trnh i s
Riccati ( ARE : Algebraic Riccati Equation ) :
0
1
= + +

Q S B SBR SA S A
T T
(1.134)

1.3.3 Phng trnh Riccati i vi h ri rc
Xt h ri rc :

1 k k k k k
x A x B u
+
= + (1.135)
vi
n
k
x R v
m
k
u R .
Ch tiu cht lng J c nh ngha trong khong [1,N] c dng :

( )
1 N
T T
i k k k k k k
k i
J x Q x u R u
=
= +
(1.136)
Khi , lut iu khin ti u ca tn hiu iu khin c dng :

k k k
u K x = (1.137)
vi K
k
c xc nh nh sau :

1
1 1
( )
T T
k k k k k k k k
K B S B R B S A
+ +
= + (1.138)
Trong S
k
phi tho mn phng trnh :

( )
1
1 1 1 1
T T T
k k k k k k k k k k k k k
S A S S B B S B R B S A Q
+ + + +

= + +

(1.139)
Phng trnh (1.139) chnh l phng trnh Riccati cho h ri rc . Khi
0
k
S vi k , ta c th dng b ma trn nghch o vit li phng
trnh (1.139) nh sau :

( )
1 1
1
T T
k k k k k k k k
S A S B R B A Q

+
= + + (1.140)
Trang 65
1.3.4 Cc bc gii bi ton ton phng tuyn tnh
Bc 1 :
Thnh lp h phng trnh trng thi :
x Ax Bu
c Dx
= +

Xc nh cc thng s A , B , D .
Bc 2 :
Xc nh ma trn trng lng Q , R t ch tiu cht lng J cho di dng
ton phng tuyn tnh .
Bc 3 :
Tm nghim S ca phng trnh Riccati :
- i vi h lin tc :
1 T T
S A S SA SBR B S Q
= + +

- i vi h ri rc :
( )
1
1 1 1 1
T T T
+ + + +

= + +

Bc 4 :
Ch tiu cht lng ti u i vi h dng :
( ) ( )
min
0 0
T
J x Sx =
Bc 5 :
Lut iu khin ti u :
- i vi h lin tc :
1 T
u R B Sx
=
- i vi h ri rc :
( )
1
1 1
T T
k k k k k k k k k
u B S B R B S A x
+ +
= +
V d 1.14:
Cho h thng nh hnh v .

Hnh 1.18 : H thng iu khin .
Tm gi tr > 0 sao cho khi tn hiu vo r(t) = 1(t) th ch tiu cht lng :
http://www.khvt.com

+
+ =
0
2 2
) ( dt e e J ( 0 > ) (1)
t cc tiu .
T hnh v ta tm c :

1 2
1
) (
) (
2
+ +
=
s s s R
s C
(2)
hoc c dng :
r c c c = + + 2 (3)
i vi tn hiu sai lch e , ta c :
r r e e e 2 2 + = + + (4)
Vi r(t) = 1(t) , ta c 0 ) 0 ( = + r , 0 ) 0 ( = + r . Do , vi + 0 t ta s c :
0 2 = + + e e e , 1 ) 0 ( = + e , 0 ) 0 ( = + e (5)
By gi , chng ta t cc bin trng thi nh sau :
e x =
1
(6)
e x x = =
1 2
(7)
Khi phng trnh trng thi l :
Ax x = (8)
vi

=
2 1
1 0
A
Ch tiu cht lng J c th vit li nh sau :

+
+ = + =
0 0
2
2
2
1
2 2
) ( ) ( dt x x dt e e J
[ ] dt
x
x
x x

+
2
1
0
2 1
0
0 1
+
=
0
Qxdt x
T
(9)
Nu ma trn A n nh th ch tiu cht lng J c th xc nh t (1.129) :
) 0 ( ) 0 ( + + = Sx x J
T
(10)
Trang 67
vi S l nghim ca phng trnh Lyapunov :
Q SA S A
T
= + (11)
Phng trnh c vit li nh sau :

0
0 1
2 1
1 0
2 1
1 0
22 21
12 11
22 21
12 11
s s
s s
s s
s s
(12)
Phng trnh trn tng ng vi h phng trnh sau :
1
12 21
= s s (13)
0 2
12 11 22
= + s s s (14)
0 2
22 21 11
= s s s (15)
= +
22 21 22 12
2 2 s s s s (16)

+
+
+
=
4
1
2
1
2
1
4
1
S (17)
Ch tiu cht lng J c vit li :
) 0 ( ) 0 ( + + = Sx x J
T

) 0 (
4
1
) 0 ( ) 0 ( ) 0 (
4
1
2
2 2 1
2
1
+
+
+ + + + +
+
+ = x x x x
(18)
Th cc iu kin u 1 ) 0 (
1
= + x , 0 ) 0 (
2
= + x vo (18) ta tm c :

4
1+
+ = J (19)
tm cc tr ca J ta cho o hm ca J theo bng 0 :
0
4
1
1
2
=
+
=
J
(20)

2
1
+
= (21)
Xt o hm bc hai ca J theo ti
2
1
+
= :
http://www.khvt.com

2
2 3
1
2
J

+
=

3
1 2
0
1
1
2
2
+
= = >
+

+

(22)
Nh vy, ch tiu cht lng J s t cc tiu ti gi tr ti u 1 / 2 = +

min
1 J = + (23)
V d 1.15 :
Xc nh lut iu khin ti u ri rc bit h thng c i tng iu khin
m t bi phng trnh trng thi sau :

( ) ( ) ( )
0 1 0
0 0.1 0.01
x t x t u t

= +

(1)

Ch tiu cht lng :

( )
1
1
2 2
0
0.001
N
k k
k
J x u
=
= +
(2)
Chu k ly mu T = 0.5 sec , N = 50 .
Ta d dng xc nh c phng trnh trng thi h ri rc t phng trnh
trng thi h lin tc :
1 k d k d k
x A x B u
+
= +
k d k
y C x =
vi :
1 0.488
0 0.951
d
A

=

,
0.00123
0.00488
d
B

=

,
[ ]
1 0
d
C =
Nghim ca bi ton ti u c tnh theo (1.138) v (1.139) :

1
1 1
( )
T T
k k k k k k k k
K B S B R B S A
+ +
= + (3)

( )
1
1 1 1 1
T T T
+ + + +

= + +

(4)
vi :
k d
A A = ,
k d
B B = ,
1 0
0 0
k
Q

=

, 0.001
k
R =
Trang 69
Ta tnh c K
49
= 0 khi bit S
50
= 0 . Tip theo ta tnh gi tr S
49
:

49 49
1 0
0 0
S Q

= =

(5)
Tip tc vi K
48
v S
48
:
[ ] [ ]
1
48
1 0 0.00123
0.00123 0.00488 0.001 . 0.00123 0.00488 .
0 0 0.00488
K

= +

[ ]
1 0 1 0.488
1.228 0.599
0 0 0 0.951

=

(6)
[ ]
48
1 0 1 0 1 0 0.00123 1 0
0.00123 0.00488 .
0.488 0.951 0 0 0 0 0.00488 0 0
S

[ ]
1
0.00123 1 0 1 0.488 1 0
0.001 0.00123 0.00488
0.00488 0 0 0 0.951 0 0
+ +

0.9985 0.4873
0.4873 0.2378

=

(7)
Tip tc tnh ton nh my tnh , ta s xc nh c vi k = 39 ma trn K
k

s hi t v gi tr [25 63] .Vy iu khin ti u cui cng l :

[ ]
25 63
k k
u x = (8)

1.3.5 Nhn xt
Phng trnh Riccati dng tng hp cc h tuyn tnh vi ch tiu cht
lng dng ton phng . Vi cch gii quyt ny , ta va m bo c
tnh n nh ca h thng ( do cch chn hm nng lng V(x) theo tiu
chun n nh th hai ca Lyapunov ) , va cc tiu ho c ch tiu cht
lng J theo yu cu bi ton t ra .
Tuy nhin , c vi im ta cn ch : i vi bi ton p dng phng trnh
Riccati th vic chn ma trn trng lng thch hp ch tiu cht lng rt
quan trng v n nh hng rt nhiu n kt qu tnh ton . Bn cnh ,
khi xt h ri rc phi m bo s hi t ca K
k
; nu khng th cn phi
tng s trng thi , khi khi lng tnh ton cng tng rt nhiu , ch ph
hp khi gii bng my tnh .

http://www.khvt.com
1.4 NG DNG MATLAB GII BI TON TI U
1.4.1 Ti u ho tnh
Bi ton ch tiu cht lng dng ton phng v iu kin rng buc tuyn
tnh _ Trng hp v hng ( v d 1.4 )
Cho a = 3 , b = 2 , m = 1 , c = 1 . Vi : x(1) = x , x(2) = u . Khi bi ton
tr thnh tm gi tr ti thiu ca :
8
) 2 (
18
) 1 (
) (
2 2
x x
x f + =
vi iu kin rng buc :
0 1 ) 2 ( ) 1 ( ) ( = + = x x x g
y ta s s dng hm lsqlin ( Optimization Toolbox ) vi kt qu l gi
tr ti u ca x
2
) ( D Cx x f = t gi tr nh nht (
2
D Cx l norm
ca ma trn vung [ ] D Cx ) .
Cng cc iu kin rng buc :
Beq x Aeq
B Ax
=
.

Cn lp cc thng s C , D , A , B , Aeq , Beq nhp vo theo c php :
beq) Aeq, B, A, D, lsqlin(C, = x

Chng trnh :
C = [1/(18^(1/2)) 0;0 1/(8^(1/2))];
D = [0;0];
Aeq = [1 1];
Beq = [1];
x = lsqlin(C, D, [], [], Aeq, Beq)

Chng ta s c kt qu :
x =
0.6923
0.3077

Trang 71
1.4.2 iu khin ti u cnh tay my hi tip gc
Xt m hnh cnh tay my hai on nh hnh :

V tr im cui ca cnh tay hai on c cho bi phng trnh sau :
( ) ( )
1 1 2 1 2
cos cos x L L = + +
( ) ( )
1 1 2 1 2
sin sin y L L = + +
Phng trnh ng lc hc :
1
1
2
2
T A B E
T C D F

= +

trong
[ ]
1 2
T
T T T = l tn hiu iu khin .
Vi cc trng thi :
1 1
2 1 1
3 2
4 3 2
x
x x
x
x x
= =
= =

http://www.khvt.com
1 2
2 1 2
3 4
4 1 2
x x
x AT BT E
x x
x CT DT F
=
= +
= +

Chn ch tiu cht lng J c dng :
( )
2 2 2 2
1 1 2 2
0
J dt
= + + +

Vi phim hm dng :
1 1 1 1
2 2 2 2
e K e
e K e
= +
= +

vi
1 1 1
2 2 2
r
r
e
e

=

1 2
,
r r
l gc t ca
1 2
,
1 1 2
2 2 4
e x
e x
= =
= =
1 1 2
2 2 4
e x
e x
= =
= =

m bo cc tiu ho ch tiu cht lng J th
1 2
, T T l nghim ca h
phng trnh sau :
1 1
2 2
0
0
+ =
+ =

( )
( )
1
1 1 2 1 1 1 1
2 2 4 2 2 2 2
1
1
e EK x K T K A K B
e FK x K T K C K D
+ +

=

+ +

Tn hiu iu khin T c tnh ton bng chng trnh Giai_PT.m

Trang 73
Chng trnh :
Thng s u vo cho h thng (file thongso.m) :
global m1 m2 L1 L2 a1 a2 I1 I2
m1 = 3.6745;
m2= 1.0184;
L1= 0.6519 ;
L2= 0.6019;
a1= 0.3365 ;
a2= 0.2606;
I1= 0.370 ;
I2= 0.081;

Chng trnh tm tn hiu iu khin (file Giai_PT.m) :
function [C]= Giai_PT (theta1, theta2, theta1_dot, theta2_dot, e1, e2)
% Nhap thong so cho canh tay
m1 = 3.6745; m2 = 1.0184;
L1 = 0.6519; L2 = 0.6019;
a1 = 0.3365; a2 = 0.2606;
I1 = 0.370; I2 = 0.081;
K1 = 0.5; K2 = 0.8;
m11 = m1*a1*a1+m2*(L1*L1+2*L1*a2*cos(theta2)+a2*a2)+I1+I2;
m12 = m2*a2*(a2+L1*cos(theta2))+I2;
m22 = m2*a2*a2+I2;
n1 =
-m2*L1*a2*sin(theta2)*(2*theta1_dot*theta2_dot+theta2_dot*theta2_dot);
n2 = m2*L1*a2*sin(theta2)*theta1_dot*theta1_dot;
A = [m11 m12; m12 m22];
B = [n1; n2];
A = inv(A);
B = A*B;
A = [K1*A(1,1) K1*A(1,2); K2*A(2,1) K2*A(2,2)];
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B = [e1+B(1,1)*K1-theta1_dot*(K1+1); e2+B(2,1)*K2-theta2_dot*(K2+1)];
C = inv(A)*B;
u1 = C(1,1);
u2 = C(2,1);

Kt qu m phng :

V tr t thay i theo hm xung vi
1

V tr t thay i theo hm xung vi
2

Trang 75

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1.4.3 H thng tc ng nhanh
Xt v d iu khin Bang-bang (v d 1.12)
Vi iu kin u (0) 10 y = , (0) 10 v = chng ta s v qu o trng thi ti
u bng chng trnh ex1.12 .

Chng trnh :
function [x,u,t] = ex1.12
a = [0 1;0 0];
b = [0;1];
x0 = [10 10];
T = 0.025;
N = 1200;
x(:,1) = x0;
eps = 1e-4;
t=0:T:T*N;
for k = 1:N
sw = x(1,k) + 0.5 * x(2,k) * abs( x(2,k) );
if ( abs(sw) < eps )
if ( x(1,k) > 0 ) u(k) = 1; end
if ( x(1,k) < 0 ) u(k) = -1; end
else
if ( sw > 0 ) u(k) = -1; end
if ( sw < 0 ) u(k) = 1; end
end
if ( x(1,k)^2 + x(2,k)^2 < eps ) u(k) = 0; end
y = lsim(a,b,eye(2),zeros(2,1),u(k)*ones(1,2),[(k-1)*T, k*T],x(:,k));
x(:,k+1)=y(2,:)';
end

Trang 77

Qu o trng thi ti u .

1.4.4 LQR lin tc v ri rc
1. H lin tc
Xt h v hng :
x ax bu = +
vi ch tiu cht lng :
( )
0
2 2 2
1 1
( ) ( )
2 2
T
t
J s T x T qx ru dt = + +

Vi a = 0.05 , b = r =1 , x(0) = 10 , ta s dng chng trnh ex v fex v
cc qu o ti u ng vi cc gi tr q = 0.01 , 0.1 , 1 , 10 , 100 .

Chng trnh :
function [x,u,S,tf] = ex
x0 = 10;
a = .05;
b = 1;
r = 1;
http://www.khvt.com
[tb,S] = ode45('fex',-10,0,0);
K = -b * flipud(S) / r;
tf = flipud(-tb);
x(1) = x0;
u(1) = K(1) * x(1);
for k = 1 : length(tf)-1
x(k+1) = expm( (a + b * K(k) ) * ( tf(k+1) - tf(k) ) ) * x(k);
u(k+1) = K(k+1) * x(k+1);
end

function sd = fex(t,s)
q = 1; a = .05; b = 1; r = 1;
sd = 2 * a * s(1) - ( b^2 * s(1)^2 ) / r + q;

Qu o trng thi x(t)

Trang 79

Tn hiu iu khin ti u u(t)

Li gii phng trnh Riccati s(t)

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2. H ri rc
Xt h v hng :
1 k k k
x ax bu
+
= +
vi ch tiu cht lng :
( )
1
2 2 2
1 1
2 2
N
i N N k k
k i
J s x qx ru
=
= + +

a = 1.05 , b = 0.01 , q = r = 1 , x
0
= 10 , N = 100 . Chng ta s xt hai trng
hp s
N
= 5 v s
N
= 500 bng chng trnh dex tm cc qu o ti u .

Chng trnh :
function [x,u,K,S] = dex
a = 1.05;
b = 0.01;
q = 1;
r = 1;
x0 = 10;
s = 5;
N = 100;
S(N+1) = s;
for k = N:-1:1
K(k) = ( a * b * s ) / ( r + s * b^2 );
s = q + ( r * s * a^2 ) / ( r + s * b^2 );
S(k) = s;
end
x(1) = x0;
for k = 1:N
u(k) = -K(k) * x(k);
x(k+1) = a * x(k) + b * u(k);
end

Trang 81

Gi tr tun t s
k
(s
N
= 5)

li hi tip ti u K
k
(s
N
= 5)

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Qu o trng thi ti u x
k
*
(s
N
= 5)

Gi tr tun t s
k
(s
N
= 500)

Trang 83

li hi tip ti u K
k
(s
N
= 500)

Qu o trng thi ti u x
k
*
(s
N
= 500)

http://www.khvt.com
CU HI N TP V BI TP
1. Trnh by phng php bin phn c in Euler_Lagrange cho cc
trng hp : khng c iu kin rng buc , c iu kin rng buc v khi
tn hiu u vo b hn ch .
2. Ch tiu cht lng v d 1.9 c dng :
( )
2 2
0
J dt
= +

Hy chng minh hm bin s ph c xc nh t iu kin cc tiu ca
J nh sau :
0 + =

3. Pht biu nguyn l ti u ca Belman . Trnh by tng gii quyt bi
ton ti u ca phng php quy hoch ng .
4. Trnh by nguyn l cc tiu ca Pontryagin
5. Pht biu tiu chun n nh th hai ca Lyapunov .
6. ng dng Lyapunov trong bi ton LQR lin tc .
7. Tm im (x,y) thuc parabol :
2
3 6 y x x = +
sao cho khong cch t (x , y) n im c to (2,2) l ngn nht . Tnh
khong cch .
8. a. Tm hnh ch nht c din tch ln nht vi chu vi p nh nht . Ngha l
tm x v y tho mn cc i ho hm :
( , ) L x y xy =
vi iu kin rng buc : ( , ) 2 2 0 f x y x y p = + =
b. Tm hnh ch nht c chu vi nh nht vi din tch cho trc l
2
a .
Ngha l cc tiu ho hm :
( , ) 2 2 L x y x y = +
vi iu kin rng buc :
2
( , ) 0 f x y xy a = =
9. Cho h thng :
1 2 2
3 1 0
x x u

= +

Tm cc gi tr ti u , , x u L

tho mn cc tiu ch tiu cht lng :
Trang 85
1 0 2 1
1 1
0 2 1 1 2 2
T T
L x x u u

= +

10. Cho h thng :
2
2
d y
u
dt
=
Tm tn hiu iu khin u tho mn cc tiu ch tiu cht lng :
1
2
1
1
2
J u u dt

= +

vi cc iu kin u :
( 1) (1) 0
( 1) (1) 0
y y
y y
= =
= =

11. Cho h thng :
x x u = +
a. Tm phng trnh trng thi ca h thng .
b. Tm iu khin ti u cc tiu ch tiu cht lng J :
1
2
0
J u dt =

vi x(0) = 0 v x(1) = 2 .
c. Tm qu o trng thi ti u .
12. Cho h thng :
2
1 k k k k
x x u u
+
= +
vi tn hao :
1
2
0
0
N
N k k
k
J x x u
=
= +

Cho N = 2 . Tn hiu iu khin ch nhn cc gi tr : 1
k
u = hoc 1
k
u = .
x
k
nhn cc gi tr -1, 0, 1, 2 .
a. S dng phng php quy hoch ng tm lut iu khin hi tip
trng thi ti u .
b. Vi
0
2 x = , hy tm tn hao ti u , trnh t iu khin v qu o
trng thi .
http://www.khvt.com
13. Xt h tc ng nhanh c dng sau :
2
2
d x
x u
dt
+ =
1 u
Tm qu o pha ti u a h v gc to t mt im bt k .
14. Xt bi ton tc ng nhanh :
2
0 1 0
0 1
x x u

= +

( )
1 u t
a. Gii phng trnh bin trng thi. Dng nguyn l cc tiu Pontryagin
tm lut iu khin ti u .
b. V qu o pha cho trng hp u = 1 v u = -1 .
c. Tm phng trnh ng chuyn i .
15. Cho h thng :
1 2
2
x x
x u
=
=

( )
2 2 2
1 1 2 2
0
1
2
2
J x vx x qx u dt
= + + +

vi
( )
2
0 q v > .
a. Tm li gii cho phng trnh Riccati i s .
b. Tm iu khin ti u v h thng vng kn ti u .
c. V qu o nghim s ca h thng khi q thay i t 0 n . Vi
gi tr no ca q th h thng n nh .
16. Cho h thng :
1 2
2 1 2
2
x x
x ax x u
=
= +

v ch tiu cht lng :
( )
2 2 2
1 2
0
1
2
2
J x x u dt
= + +

Trang 87
a. V qu o nghim s ca h h khi a thay i t 0 n . Vi gi
tr no ca a th h thng n nh .
b. Vi a = -8 tm li gii cho phng trnh i s Riccati v h s K .
17. Xt h ri rc :
1
2
k k k
x x u
+
= +
a. Tm li gii x
k
vi k = 0 ; 5 nu x
0
= 3 .
b. Xc nh lut u
k
tn hao nng lng ti thiu a h thng t x
0
= 3
v x
5
= 0 . V qu o trng thi ti u .
c. Tm lut hi tip trng thi K
k
ti u sao cho ch tiu cht lng J t
cc tiu :
( )
4
2 2 2
5
0
5 0.5
k k
k
J x x u
=
= + +

Tnh hm tn tht J ti u vi k = 0 ; 5 .
18. Xt h ri rc :
1 k k k
x ax bu
+
= +
( )
1
3 3 3
0
1 1
2 3
N
N N k k
k
J s x qx ru
=
= + +

vi x
k
, u
k
l v hng .
a. Tm phng trnh trng thi , phng trnh bin trng thi v iu kin
tnh .
b. Khi no th ta c th tm c lut iu khin ti u u
k
. Vi iu kin
, hy kh u
k
trong phng trnh trng thi .
c. Tm li gii bi ton iu khin vng h ( trng thi cui x
N
c nh ,
0
N
s = , q = 0 ) .

01 - Dieu Khien Toi Uu

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01 - Dieu Khien Toi Uu

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Chng 1 : iu khin ti u

ca ch tiu cht lng J ng vi tn hiu iu khin

th l gi tr ti u cc b . Nhng khi bi ton

sao cho ch tiu cht lng

= . Ta c c s nh sau vi mi tn ch ra trng thi ti

(y(0) , v(0)) . Ch rng

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