Chapter 1

Chng 1 : iu khin ti u
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 .
Hc k 1 nm hc 2005-2006
PGS.TS Nguyn Th Phng H
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 :
x0 : tn hiu u vo
u : tn hiu iu khin
x : tn hiu u ra
= x0 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 x0 , lng qu iu
khin ( tr s cc i xmax 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 ) .
http://www.khvt.com
Hnh 1.2 : Ti u cc b v ti u ton cc .

Khi tn hiu iu khin u gii hn trong min [u1,u2] , ta c c gi tr ti
u cc i J1 ca ch tiu cht lng J ng vi tn hiu iu khin u1 .
Khi tn hiu iu khin u khng b rng buc bi iu kin u1 u u2 , ta
c c gi tr ti u J 2 > J1 ng vi u2 . Nh vy gi tr ti u thc s
by gi l J 2 .
Tng qut hn , khi ta xt bi ton trong mt min [um , un ] no v tm
c gi tr ti u J i 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
J = extremum( J i ) vi J i 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 :
J
=0
u
Xt gi tr o hm bc hai ca J theo u ti im cc tr :
2J
> 0 : im cc tr l cc tiu
u 2
2J
< 0 : im cc tr l cc i
u 2
Trang 3
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 :
T
J = L[ x(t ), u (t ), t ]dt
0
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 iu 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 :
http://www.khvt.com
kM iu M c = M q
d
dt
d
dt
(1)
(2)
trong kM = CM = const ; Mq l moment qun tnh ; l tc gc ;

l gc quay . Gi s b qua ph ti trn trc ng c ( M c = 0 ) th :
kM iu = M q
d 2
dt 2
(3)
Nu xt theo thi gian tng i bng cch t :
= t kM / M q
th (3) c dng :
d 2
= iu
d 2
(4)
d 2x
=u
d 2
(5)
T ta c :
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 u 1 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 :
T
J = L[ x(t ), u (t ), t ]dt = T
0
R rng t phng trnh trn ta phi c L[ x(t ), u (t ), t ] = 1 .

Nh vy , i vi bi ton ti u tc ng nhanh th ch tiu cht lng J c
dng :
T
J = 1dt = T
0
Trang 5

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 :
T
J = L[ x(t ), u (t ), t ]dt = T 0 = (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 :
T
J = x ( t )dt
0
Bi ton nng lng ti thiu :

Tn hao nng lng trong h thng :
T
Q = U u iu dt
0
Da vo phng trnh cn bng in p :
U u = iu Ru + ke
v phng trnh cn bng moment :
kM iu M c = M q
d
dt
Ta tnh c :
T
Q = U u iu dt =
0
ke M c
(T 0 ) + Ru iu2 dt
kM
0
c c tiu hao nng lng ti thiu , ta ch cn tm cc tiu ca J :

T
J = L[ x(t ), u (t ), t ]dt = iu2 dt
M dng in phn ng iu 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 :
T
J = u 2 (t )dt
0
http://www.khvt.com
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 L(u ) = 0 c cho trc l mt hm

ca mt vector iu khin hay mt vector quyt nh u R m . 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 :
1
dL = LTu du + du T Luu du + O(3)
2
(1.1)
Vi O(3) c th coi l s hng th 3 . Grad ca L theo u l mt vector m ct :
Lu
L / u1
L L / u 2
=
L / u m
(1.2)
v o hm cp 2 ca L theo u l mt ma trn m x m ( cn gi l ma trn

Hessian ) :
Luu
2 L 2 L
=
u 2 u i u j
(1.3)
Luu 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 :
Lu = 0
(1.4)
Gi s ang ti im cc tr , c Lu = 0 nh (1.4) . im cc tr tr
thnh im cc tiu , chng ta cn c :
Trang 7
dL =
1 T
du Luu du + O(3)
2
(1.5)
l xc nh dng vi mi s bin thin du . iu ny c m bo nu ma

trn un Luu l xc nh dng :
Luu > 0
(1.6)
Nu Luu l xc nh m th im cc tr chnh l im cc i ; cn nu Luu

l khng xc nh th im cc tr chnh l im yn nga . Nu Luu 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 : Luu 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 Luu = 0 , 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 L(x, u ) , vi vector iu khin

u R m v vector trng thi x R n . 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 .
f ( x, u ) = 0
(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 , f R n .
tm iu kin cn v ca gi tr cc tiu , ng thi tha mn
f ( x, u ) = 0 , 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:
dL = LTu du + LTx dx = 0
(1.8)
df = f u du + f x dx = 0
(1.9)
v:
http://www.khvt.com
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 fx khng
k d v :
dx = f x1 f u du
(1.10)
dL = ( LTu LTx f x1 f u )du
(1.11)
Thay dx vo (1.8) ta c :
o hm ring ca L theo u cha hng s f c cho bi phng trnh :
L
u
( )
vi f xT = f x1
= LTu LTx f x1 f u
= Lu f uT f xT Lx
(1.12)
df = 0
. Lu rng :
L
u
= Lu
(1.13)
dx =0
thnh phn th nht ca dL bng khng vi gi tr du ty khi df = 0 ,

ta cn c :
Lu f uT f xT L x = 0
(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:

dL LTx
df =
fx
LTu dx
= 0
f u du
(1.15)
H phng trnh tuyn tnh ny xc nh mt im dng , v phi c mt
kt qu dx T du T . iu ny ch xy ra nu ma trn h s (n + 1) (n + m )
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:
T
LTx
1 .
fx
T
LTu
=0
fu
(1.16)
Hay:
LTx + T f x = 0
(1.17)
LTu + T f u = 0
(1.18)
Trang 9
10

Gii (1.17) ta c :
T = LTx f x1
(1.19)
v thay vo (1.18) c c (1.14) .

Vector R n 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 :
dL = LTx f x1 df
(1.20)
V vy:
L
f
= LTx f x1
(1.21)
du = 0
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 .
H ( x, u, ) = L( x, u ) + T f ( x, u )
(1.22)
Vi R n 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 :
dH = H xT dx + H uT du + H T d
(1.23)
Lu rng :
H =
H
= f ( x, u )
(1.24)
Gi s chng ta chn cc gi tr ca u tha mn :

H = 0
(1.25)
Sau ta xc nh x vi gi tr ca u c bng phng trnh iu kin rng

buc f ( x, u ) = 0 . Trong trng hp ny hm Hamilton tng ng vi
hm ch tiu cht lng:
http://www.khvt.com
f =0
=L
(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 :
Hx = 0
(1.27)
Sau , t (1.23) , bin thin dH khng cha thnh phn dx. iu ny

mang li kt qu :
H
= L x + f xT = 0
x
(1.28)
hay T = LTx f x1 .
Nu gi nguyn (1.25) v (1.27) th:
dL = dH = H uT du
(1.29)
V H = L, c c im dng ta phi p t iu kin:

Hu = 0
(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 :
H
= f =0
(1.31a)
H
= L x + f xT = 0
x
(1.31b)
H
= Lu + f uT = 0
u
(1.31c)
Vi H (x, u , ) 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 .
Trang 11
12
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 :
L
du T xx
Lux
L xu dx
+ O(3)
Luu du
(1.32)
f
du T xx
f ux
f xu dx
+ O(3)
f uu du
(1.33)
dL = LTx
dx 1
LTu + dx T
du 2
df = [ f x
dx 1
f u ] + dx T
du 2
Vi:
f xu =
2 f
ux
a ra hm Hamilton , ta s dng cc phng trnh sau :
[1
T ]
dL
T
= Hx
df

dx 1
H uT + dx T
du 2
H
du T xx
H ux
H xu dx
+ O(3)
H uu du
(1.34)
By gi , c c im dng ta cn c f = 0 , v ng thi thnh phn
th nht ca dL bng 0 vi mi s bin thin ca dx v du . V f = 0
nn df = 0 , v iu ny i hi H x = 0 v H u = 0 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 H x = 0 , H u = 0 v df = 0 . Sau , t
(1.33) ta c :
dx = f x1 f u du + O(2)
http://www.khvt.com
(1.35)
Thay vo (1.34) ta c :
H
I xx
H ux
1
dL = du T f uT f xT
2
H xu f x1 f u
du + O(3)
H uu I
(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 .
L = Luu
f
uu
= f f
T
u
T
x
H
I xx
H ux
H xu f x1 f u
H uu I
(1.37)
= H uu f uT f xT H xu H ux f x1 f u + f uT f xT H xx f x1 f u
Lu rng nu iu kin rng buc f ( x, u ) = 0 vi mi x v u th (1.37)

c rt li thnh Luu 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 u R 2 v :
L(u ) =
1 T q11
u
2 q12
q12
u + [s1
q 22
s 2 ]u
1
= u T Qu + S T u
2
(1)
(2)
im cc tr c xc nh bi :
Lu = Qu + S = 0
(3)
u = Q 1 S
(4)
vi u* dng ch bin iu khin ti u.

Loi ca im cc tr c xc nh bng cch xt ma trn hessian
Luu = Q
(5)
Trang 13
14
im u* l cc tiu nu Luu > 0 ( q11 > 0 v q11 q 22 q122 > 0 ) . L im cc

i nu Luu < 0 ( q11 < 0 v q11 q 22 q122 > 0 ) . Nu Q < 0 , th u* l im
yn nga . Nu Q = 0 , th u* l im k d , chng ta khng th xc nh
c l cc tiu hay cc i t Luu .
Bng cch thay (4) vo (2) ta s tm c gi tr ca hm ch tiu cht lng
nh sau :
L* = L(u * ) =
=
1 T 1
S Q QQ 1 S S T Q 1 S
2
1 T 1
S Q S
2
(6)
Gi s cho L nh sau :
1 T 1 1
u
u + [0 1]u
2 1 2
(7)
2 1 0 1
u * =
=
1 1 1 1
(8)
L=
Khi gi tr u ti u s l :
l mt cc tiu , v Luu > 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 = [u1
u2]T . Cc mi tn l gradient .
u + u2
Lu = Qu + S = 1
u1 + 2u 2 + 1
(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 * .
http://www.khvt.com
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 :
L(u1 , u 2 ) =
1 2
u1 + u1u 2 + u 22 + u 2
2
(1)
Vi u1 , u 2 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 :
L
= u1 + u 2 = 0
u1
(2a)
L
= u1 + 2u 2 + 1 = 0
u 2
(2b)
Trang 15
16

Gii h phng trnh trn ta c :
u1 = 1, u 2 = 1
(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 u1 , u 2 c thay th bng x, u :
L ( x, u ) =
1 1 x
x
1
[x u ] + [0 1]
2
1 2 u
u
(1)
Vi iu kin rng buc :

f ( x, u ) = x 3 = 0
(2)
Hm Hamilton s l :
H = L + T f =
1 2
x + xu + u 2 + u + ( x 3)
2
(3)
vi l mt i lng v hng . iu kin c im dng theo (1.31) l :

H = x 3 = 0
(4)
Hx = x +u + = 0
(5)
H u = x + 2u + 1 = 0
(6)
Gii (4) , (5) , (6) ta c : x = 3 , u = -2 , = -1 . im dng l :
(x, u ) = (3,2)
(7)
xc nh (7) l im cc tiu , tm ma trn un theo (1.37) :

Luuf = 2
(8)
Luuf >= 0 , v th (x, u ) = (3,2) 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:
http://www.khvt.com
f x 1
f = 0
u
(9)
c v trong Hnh 1.4 . V grad ca L(x,u) :

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

L x 1
L = 0
u
(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 :

1 x2 y2
L( x, u ) = 2 + 2
2a
b
(1)
Vi iu kin rng buc tuyn tnh :

f ( x, u ) = x + mu c
(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 :
1 x2 u2
H = 2 + 2 + ( x + mu c)
2a
b
(3)
Trang 17
18

V iu kin c im dng :
H = x + mu c = 0
(4)
Hx =
x
+ =0
a2
(5)
Hu =
u
+ m = 0
b2
(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).
http://www.khvt.com
gii h phng trnh ny , trc ht ta s dng phng trnh (6) a

ra bin iu khin ti u theo tha s Lagrange .
u = b 2 m
(7)
By gi thay phng trnh (7) vo (4) kh u , kt hp vi (5) v c

vit li :
b 2 m 2 x c
=
1 0
1
1
2
a
(8)
Gii ra ta c gi tr ca im dng :
x=
a 2c
a2 + b2m2
c
a + b2m2
Thay (9) , (10) vo (7) , ta c c gi tr u ti u :
(9)
(10)
b 2 mc
(11)
a2 + b2m2
xc nh im dng l cc tiu , dng (1.37) tm ra ma trn un :
u=
Luuf =
1 m2
+
b2 a2
(12)
f
> 0 v vy ta tm c mt im cc tiu .
Luu
Thay (9) v (11) vo (1) ta c gi tr ti u ca hm ch tiu cht lng :

1
c2
2 a2 + b2m2
kim chng (1.21) , lu rng:
L* =
L*
f
=
du = 0
L*
=
c
(13)
(14)
Gradf trong min (u,x) l :

f u m
f = 1
x
(15)
Trang 19
20
c biu din trong Hnh 1.6 . GradL l :

u
L
u b2
L = x
x
a2
(16)
v ti im dng (11) , (9) s c gi tr :

*
Lu
m
c
L = 1 2
2
2
a +b m
x
(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 x R n , u R m , f R n ,

Rn .
Xt hm ch tiu cht lng dng ton phng:
L=
1 T
1
x Qx + u T Ru
2
2
(1)
vi iu kin rng buc tuyn tnh :

f = x + Bu + c = 0
(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 :
H=
1 T
1
x Qx + u T Ru + T ( x + Bu + c)
2
2
(3)
v cc iu kin c im dng l :
H = x + Bu + c = 0
(4)
H x = Qx + = 0
(5)
H u = Ru + B T = 0
(6)
http://www.khvt.com
gii cc phng trnh trn , u tin ta dng iu kin (6) tm u theo

:
u = R 1 B T
(7)
= Qx
(8)
= QBu + Qc
(9)
T (5) ta c :
Kt hp vi (4) ta c :
dng kt qu ny thay vo (7) cho ta :
hay :
u = R 1 B T (QBu + Qc)
(10)
(I + R B QB )u = R B Qc
(R + B QB )u = B Qc
(11)
V R > 0 v BTQB 0 , chng ta c th tm nghch o ca (R + BTQB) v v

th gi tr u ti u l :
u = ( R + B T QB) 1 B T Qc
(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 :
)
B Q) c
x = I B ( R + BT QB ) BT Q c
1
= Q QB ( R + BT QB )
(13)
(14)
Bng b ca nghch o ma trn :
= (Q 1 + BR 1 B T ) c
1
(15)
nu Q 0 . 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 .
Luuf = R + B T QB
(16)
S dng (12) v (13) th vo (1) ta c c gi tr ti u :

Trang 21
22
L* =
1 T
c Q QB R + B T QB
2
L* =
1 T
c
2
BT Q c
(17)
(18)
V th :
L *
=
c
(19)
V d 1.6 : Bi ton vi nhiu iu kin rng buc .
Tm khong cch nh nht gia parabol :

y = ax 2 + bx + d
(1)
y = x+c
(2)
vi ng thng :
Xem Hnh 1.7 .
Trong bi ton ny s c hai iu kin rng buc :
f1 ( x1 , y1 ) = y1 ax12 bx1 d = 0
(3)
f 2 ( x2 , y 2 ) = y2 x2 c = 0
(4)
V :
vi (x1 , y1 ) l 1 im trn parabol v (x 2 , y 2 ) 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 .
L( x1 , x 2 , y1 , y 2 ) =
1
1
( x1 x 2 ) 2 + ( y1 y 2 ) 2
2
2
(5)
gii bi ton ny , ta x l bng cch t :

f
f = 1 ,
f2
x
x = 1 ,
x2
y
u = 1
y2
(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 .
http://www.khvt.com
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 :
H=
1
1
( x1 x 2 ) 2 + ( y1 y 2 ) 2 + 1 ( y1 ax12 bx1 d ) + 2 ( y 2 x 2 c)
2
2
(7)
Khi , c im dng ta cn c :
H x1 = x1 x 2 2a1 x1 b1 = 0
(8)
H x2 = x1 + x2 2 = 0
(9)
H y1 = y1 y 2 + 1 = 0
(10)
H y2 = y1 + y 2 + 2 = 0
(11)
H 1 = y1 ax12 bx1 d = 0
(12)
H 2 = y 2 x2 c = 0
(13)
Trang 23
24

Gii (12) c c y1 nh sau :
y1 = ax12 + bx1 + d
(14)
2 = x 2 x1 = y1 y 2
(15)
T (9) v (11) , ta c :
v s dng (14) vi y 2 = x 2 + c t (13) c c kt qu sau :
x 2 x1 = ax12 + bx1 + d x 2 c
(16)
Khi :
x2 =
1
ax12 + (b + 1) x1 + d c
2
(17)
Theo (10) v (11) , 1 = -2 , vy t (15) v (17) ta c :
1 = x1 x 2
1 =
1
ax12 + (b 1) x1 + d c
2
(18)
Cui cng , ch rng (8) l :

hay :
(2ax1 + (b 1))1 = 0
(19)
(2ax1 + (b 1) )(ax12 + (b 1) x1 + d c ) = 0
(20)
Phng trnh bc 3 (20) c gii c gi tr ti u x1* 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
(x1,x2) , (y1,y2) . Mt khi tm c x1 th ta s tm c x2 , y1 v y2 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 2 L * .
http://www.khvt.com
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 (t0,u0) v (t1,u1) . Cn tm qu o ni hai im ny
sao cho tch phn theo qu o u = u (t ) cho bi :
t1
J (u ) = L(u, u, t )dt
(1.38)
t0
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 t0 = 0 v t1 = T .
Bin i ca J do u to nn l :
J (u + u ) = J (u + u ) J (u )
T
= L(u + u , u + u , t )dt L(u , u , t )dt

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

ta c :
T
J (u , u ) = [(
0
L(u , u , t )
L(u , u , t )
)u + (
)u ]dt
u
u
(1.40)
Trang 25
26

v u v u lin h nhau bi :
T
u (t ) = u (t )dt + u (0)
0
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 :
J (u , u ) =
L(u , u , t ) T
L(u , u , t ) d L(u , u , t )
u 0 + [
]udt... (1.41)
dt
u
u
u
0
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 :
J (u * , u ) = 0
(1.42)
l iu kin c bn ca php tnh bin phn .

T cc biu thc (1.41) , (1.42) ta c :
T
J (u * , u ) = [
0
L(u * , u * , t ) d L(u * , u * , t )
]udt = 0
u
dt
u
(1.43)
T c th rt ra phng trnh Euler_Lagrange :

L(u, u , t ) d L(u, u , t )
=0
dt
u
u
(1.44a)
Hoc c th vit n gin :

L d L
=0
u dt u
(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 :
i (u, u, t ) = 0
t [0, T ] , i = 1, n
(1.45)
th ch tiu cht lng J c dng :

T
i =1
J a (u, i ) = [ L(u, u, t ) + i (t ) i (u, u, t )]dt
http://www.khvt.com
(1.46)
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 :
La (u, u, , t ) d La (u, u , , t )
=0
u
u
dt
(1.47)
La (u, u, , t ) = L(u , u , t ) + i (t ) i (u, u, t )
(1.48)
i =1
Khi iu kin rng buc c dng :

T
(u , u , t )dt = qi
(1.49)
th phng trnh Euler_Lagrange tng qut (1.47) c phim hm :

n
La (u, u, , t ) = L(u , u , t ) + i (u , u , t )
(1.50)
i =1
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 u 1 .
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 :
u (t )
(1.51)
V d , nu u 1 , iu kin u (t ) ngha l (t ) 1 . i bin ta c :

z2 = u
(1.52)
Trang 27
28
th bin mi z s khng c iu kin hn ch v bin gii ca bin u tng

T
ng vi z = 0 . By gi ch tiu cht lng J (u ) = L(u , u , t )dt c bin

0
mi u = z + , t :
2
u = 2 zz +
v ch tiu cht lng J c dng :
T
J = L[ z 2 + ,2 zz + , t ]dt
(1.53)
V khng c iu kin hn ch nn phng trnh Euler_Lagrange c dng :

L d L
=0
z dt z
y
(1.54)
L L u L u L
L
=
+
=
2z +
2z
z u z u z u
u
L L u L u L
=
+
=
2z
z u z u z u
d L
d L L
= 2z(
)+
2z
dt z
dt u
u
v (1.54) s c dng :
d L L
L
L
2z +
2z 2z
2z = 0
u
u
dt u u
hay :
L d L
2 z
=0
u dt u
(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 :
L d L
=0
u dt u
2. V d
V d 1.7 :
Tm qu trnh ti u x* = u2 v u2* =
du1
cc tiu ha ch tiu cht lng
dt
J:
http://www.khvt.com
J (u ) = (u2 ) 2 dt
(1)
vi iu kin u :
T
u (t )dt =
2
(2)
v iu kin bin :
u2 (0) = u2 (T ) = 0
(3)
iu kin u c dng :
T
(u , u , t )dt = qi
(4)
Phng trnh Euler_Lagrange c dng tng qut :

L d L
=0
u2 dt u2
(5)
L(u2 , u2 , 1 ) = u22 + 1u2
(6)
vi phim hm :
T 2 phng trnh trn ta c :
1 2u 2 = 0
(7)
Do :
u2 =
(8)
Ly tch phn , ta c :
u2 = x =
u 2 (t ) =
1
2
1
4
t + c1
t 2 + c1t + c 2
(9)
xc nh 1 , c1 , c 2 ta dng cc iu kin bin :

u 2 ( 0) = 0 c 2 = 0
u 2 (T ) =
1
4
T 2 + c1T = 0
Trang 29
30

v iu kin u :
(t )dt =
12
T3 +
c1 2
T = 0
2
T 2 phng trnh trn ta xc nh :
1 =
c1 =
24 0
T3
(10)
6 0
T2
(11)
T qu trnh ti u l :
u2 (t ) = x (t ) =
u2 (t ) =
60 12 0
3 t
T2
T
6 0
6
t 30 t 2
2
T
T
(12)
(13)
tng ng vi Hnh 1.8(a) . iu khin ti u x * (t ) bin i tuyn tnh cn

u2 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 ua theo (2) :
T /2
0 = 2 (ua .t )dt =
0
ua =
u aT 2
4
4 0
T2
(14)
Nh vy tn hao nng lng tng ng vi :

T
J a = ua2 dt =
0
16 02
T3
(15)
cn v d ta ang xt :
T
J = ( x ) 2 dt =
0
12 02
T3
http://www.khvt.com
(16)
Ngha l chng khc nhau
J a 16
=
= 1.33 ln .
J 12
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 :

T
u dt =
2
(1)
(u )
2
dt = q0
(2)
iu kin bin :
u2 (0) = u2 (T ) = 0
(3)
Vi bi ton tc ng nhanh , t (1.49) v (1.50) ta c th vit :

L(u2 , u2 , 1 , 2 ) = 1 + 1u2 + 2 (u2 ) 2
(4)
Phng trnh Euler_Lagrange :
L d L
=0
u2 dt u2
(5)
1 22u2 = 0
(6)
Trang 31
32

u2 =
1
22
(7)
Ly tch phn biu thc trn ta c :
1
t + c1
22
(8)
1 2
t + c1t + c2
42
(9)
u2 (t ) = x(t ) =
u2 (t ) =
Kt hp (9) vi iu kin u2 (0) = 0 suy ra : c2 = 0 v c1 =

V iu kin u2 (T ) = 0 ta c : c1 =
1
T .
42
2 0 1
T
T 2 62
24
1
= 30
2
T
c1 =
(10)
6 0
T2
(11)
Th vo (8) , (9) c :
u2 (t ) = x (t ) =
u2 (t ) =
60 12 0
3 t
T2
T
(12)
6 0
6
t 30 t 2
2
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 :

xi = f i ( x, i (t )) + g k ( x )u *
i = 1, n;
k [1, n]
(1)
Trong x = ( x1 , x 2 ,..., x n ) vector trng thi ; g k (x ) - hm phi tuyn

tng minh ; f i ( x, i (t )) - hm phi tuyn khng tng minh ; i (t ) - cc
nhiu ngu nhin ; u - tn hiu iu khin .
T
Chn hm ch tiu cht lng c dng :
J = ( x ) + (x ) dt
2
http://www.khvt.com
(2)
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
n
d
xi +
i
=
dt
i =1 dx i
i =1 d i
(4)
Kt hp (4) v (1) ta c :
n
n
d
( f i (x, i ) + g k (x )u ) + i
=
dt
i =1 dx i
i =1 d i
n
=
i =1
ik
(5)
f i ( x, i ) +
g k ( x )u +
i
dxi
dxi
i =1 d i
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 lim ( x ) 0 :
t
n
n

u =
i
+ f i ( x, i ) +
g k ( x ) xi
i =1
i =1 i
ik
*
Lu rng lut iu khin u * ch c ngha khi g k ( x ) 0 v
(6)
0 .
x k
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 .
Trang 33
34
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 k = 0,1,....N 1 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 x0 = a . Ti trng thi 1 , cc kh nng c th l x1 = b hoc
x1 = d . Tng t vi x2 = c , e hoc g ; x3 = f hoc h v trng thi cui
cng xn = x4 = i .
iu khin u k trng thi k n trng thi k+1 c hai gi tr u k = 1 : i
theo hng ln th u k = 1 v u k = 1 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 k = N = 4 . Khng c
quyt nh no c yu cu y do ta gim k = 3 .
Nu x3 = f th lut iu khin ti u l u3 = 1 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 x3 = h th lut iu khin ti u l u3 = 1 v chi ph l 2 ,
c th hin nh trn hnh .
http://www.khvt.com
By gi gim k xung 2 . Nu x2 = c th u 2 = 1 vi tng chi ph s l 4 +

3 = 7 . Nu x2 = e chng ta phi a ra mt quyt nh . Nu chn u 2 = 1
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 u 2 = 1 ti e v i n h , chi ph s l 2
+ 2 = 4 . V th , ti e cch la chn ti u l u 2 = 1 vi chi ph l 4 .
Nu x2 = g th ch c mt s chn la duy nht l u 2 = 1 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 u 0 = 1 hoc u0 = 1 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 : a b e h i ( ng nt m ) v
a d e h i ( 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
Trang 35
36
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 :
xk +1 = f k ( xk , uk )
(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 :
N 1
J i ( xi ) = ( N , xN ) + Lk ( xk , uk )
(1.57)
k =i
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 J k+1 ( xk +1 ) t thi im k + 1 n thi
im cui N ng vi nhng phng n kh thi xk +1 , v chui cc phng
n ti u t thi im k + 1 n N cho mi xk +1 .
Ti thi im k , nu ta p dng mt lut iu khin u k bt k v s dng
mt chui lut iu khin ti u k t v tr k + 1 , lc tn hao s l :
J k = Lk ( xk , uk ) + J k+1 ( xk +1 )
(1.58)
vi xk l trng thi thi im k , v xk +1 c cho bi (1.56) . Theo

nguyn l Belman th tn hao ti u t thi im k s l :
J k ( xk ) = min Lk ( xk , uk ) + J k+1 ( xk +1 )
uk
(1.59)
v lut iu khin ti u u k* ti thi im k l u k 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 .
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Trong thc t , ta c th nh r cc iu kin rng buc c thm vo

chng hn nh yu cu lut iu khin u k thuc v mt b cc lut iu
khin c chp nhn .
V d 1.10 :
Xt h :
x k +1 = x k + u k
(1)
c hm ch tiu cht lng :

J 0 = xN2 +
1 N 1 2
uk
2 k =0
(2)
vi thi im cui cng N = 2 . Tn hiu iu khin b rng buc ly cc gi

tr :
uk = 1, 0.5, 0, 0.5,1
(3)
v bin trng thi b rng buc ly cc gi tr :

xk = 0, 0.5,1,1.5
(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 x0 = 0, 0.5,1,1.5 v
0 xk 1.5
(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 u0 , u1 sao cho ch tiu cht lng J 0 t gi tr cc tiu trong khi to
ra qu o trng thi chp nhn c x0 , x1 , x2 . Chng ta mun uk c xc
nh nh l lut iu khin hi tip trng thi .
Theo (1.58) ta c :
1
J k = uk2 + J k+1
2
(6)
Trang 37
38

J k = min ( J k )
uk
(7)
tm uk v J k ng vi mi xk . Ta xut pht t trng thi cui cng .

k = N = 2 : J 2 = x2
ng vi mi gi tr xN = 0, 0.5,1,1.5 ta c cc gi tr J N = 0, 0.25,1, 2.25 .
k = 1 : J1 = u22 / 2 + J 2
- x1 = 1.5 : v x2 = x1 + u1 v 0 x2 1.5 nn ta ch xt cc gi tr u1 0
u1 = 0 x2 = 1.5 + 0 = 1.5 J 2 = 2.25
J1 = u22 / 2 + J 2 = 02 / 2 + 2.25 = 2.25
u1 = 0.5 x2 = 1.5 + ( 0.5 ) = 1 J 2 = 1
J1 = ( 0.5 ) / 2 + 1 = 1.125
2
u1 = 1 x2 = 1.5 + ( 1) = 0.5 J 2 = 0.25

J1 = ( 1) / 2 + 0.25 = 0.75
2
Nh vy , tn hiu iu khin ti u vi x1 = 1.5 l u1 = 1 v tn hao ti

u l J1 = 0.75 . 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 x1 . Tip tc vi trng

thi k = 0 . Cui cng ta s c li kt qu nh Hnh 1.10 .
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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 :

T
J ( 0 ) = ( x (T ) , T ) + L ( x ( t ) , u ( t ) , t ) dt
(1.61)
Trang 39
40
ri rc h thng vi chu k ly mu giy, ta c th s dng hm xp

x bc 1 :
x(k ) = ( xk +1 xk ) /
(1.62)
xk +1 = xk + f ( xk , uk , k )
(1.63)
Vit (1.60) di dng :

x ( k ) , uk
cho n gin ta nh ngha : xk
u ( k )
nh ngha hm ri rc :
f k ( xk , uk )
xk + f ( xk , uk , k )
(1.64)
Khi ta c th vit :
xk +1 = f k ( xk , uk )
(1.65)
Phng trnh ny ng vi (1.56) .

ri rc ho hm ch tiu , ta c th vit :
N 1 ( k +1)
J ( 0 ) = ( x (T ) , T ) +
k =0
N=
Trong :
L ( x ( t ) , u ( t ) , t ) dt
(1.66)
(1.67)
S dng hm xp x bc 1 cho mi i lng tch phn :

N 1
J ( 0 ) = ( x (T ) , T ) + L ( xk , uk , k )
(1.68)
k =0
nh ngha hm ri rc :
J0
J (0)
S ( N , xN ) ( x ( N ) , N )
Lk ( xk , uk ) L ( xk , uk , k )
(1.69)
Khi ta c :
N 1
J ( 0 ) = S ( N , xN ) + Lk ( xk , uk )
k =0
y l cng thc (1.57) .
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(1.70)
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)
T
1
1
J ( 0 ) = xT (T ) S (T ) x (T ) + xT Qx + u T Ru dt
2
20
(1.72)
S dng hm xp x bc nht ri rc ho h thng tr thnh :

xk +1 = ( I + A ) xk + B uk
J (0) =
1 T
1 N 1
xN S N xN + xkT Q S xk + ukT R S uk
2
2 k =0
(1.73)
(1.74)
Trong :
S ( N )
SN
(1.75)
Q S = Q
(1.76)
R S = R
(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 :
x k +1 = A S x k + B S u k
(1.78)
A S = e A
(1.79)
Trong :
B S = e A B dt
(1.80)
Khi h thng ny c ri rc ho , phng php quy hoch ng c

th c p dng tnh u k* nh trong phn ri rc . iu khin s p dng
trong thc t c th hin nh sau :
u ( t ) = uk ,
k t ( k + 1)
(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 xk v uk tng th
Trang 41
42
khi lng tnh ton tm u k* 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 :
x = f ( x, u , t )
(1.82)
Kt hp hm ch tiu cht lng :

T
J (t 0 ) = ( x(T ), T ) + L( x, u, t )dt
(1.83)
t0
Trng thi cui phi tha :

( x (T ) , T ) = 0
(1.84)
v x(t0) c cho trc .

iu kin bi ton ti u l :
H
=0
u
vi
(1.85)
H ( x, u , , t ) = L ( x , u , t ) + 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 .
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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=
1 2
u 2u + 1
2
(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 :
Trang 43
44

L* = L(1) = -
1
2
(5)
Gi tr nh nht khng rng buc tm c bng cch gii :

L
= u -2 = 0
u
(6)
u=2
(7)
L(2) = -1
(8)
nhn c :
v :
nh hn (5) ; nhng u=2 th khng nm trong khon u 1 .
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 :

T
J(t0) = 1dt
t0
(1.89)
Vi T t do . Gi s hm iu khin phi tha mn iu kin sau :

u (t ) 1
t [t0 , T ]
(1.90)
Bi ton ti u t ra l tm tn hiu iu khin u(t) cc tiu ho J(t0) ,

tha mn iu kin (1.90) vi t , i t trng thi x(t0) n trng thi cui
cng x(T) tha cng thc (1.84) ca hm .
Hm Hamilton cho vn ny l :
H = L + T f = 1 + T ( Ax + Bu )
(1.91)
iu kin dng c tm thy l :

0=
H
= BT
u
(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
http://www.khvt.com
ngha l gi tr cng xa v pha bn tri trn trc ta thc ; TBu = - 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 + ( )T ( Ax + Bu ) 1 + ( )T ( Ax + Bu )
( )T Bu ( )T 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) :
w>0
1
sgn ( w ) = ( 1,1) w = 0
1 w < 0
(1.94)
Khi hm iu khin ti u c cho bi :

u (t ) = sgn(bT (t ))
(1.95)
u* c biu din di dng bin trng thi , vi h tuyn tnh dng ton
phng .
Gi tr bT(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
Trang 45
46
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 ui(t) bng 1 , nu cc thnh phn biT(t) l gi tr m ;
v bng -1 nu biT(t) l gi tr dng , vi bi l ct th i ca B . Phng
php iu khin ny to thnh mt gi tr :
m
T (t ) Bu (t ) = ui (t )biT (t )
(1.96)
i =1
cng nh cng tt vi mi t [t 0 , T ] .
Ta c th vit :
u (t ) = sgn( BT (t ))
(1.97)
nu chng ta nh ngha hm sgn cho vector w nh sau :

v = sgn(w)
nu vi = sgn(w)
cho mi i
(1.98)
vi , wi l nhng thnh phn ca v v w .

Thnh phn biT(t) ca hm chuyn i BT(t) c th bng zero trn mt
khong thi gian hu hn . Nu iu xy ra , thnh phn ui(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
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U n = B
AB An 1 B
(1.99)
cp n . Nu bi l ct th i ca BRn x n , khi h thng l bnh thng nu :

U = b
Ab An 1b
(1.100)
cp n cho mi gi tr i = 1 , 2 , , m ; m khi thnh lp cho mi gi tr

ring bit u , u Rm .
Gi s h thng bnh thng v ta mun dn x(t0) tin n trng thi cui
c nh x(T) vi hm iu khin tha [u (t )] 1 . 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 ui(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)
T
vi y l v tr ta v v l vn tc . Trng thi l x = [y u] . Cho gia tc

ng vo u rng buc bi :
u (t ) 1
(3)
Mc ch iu khin l a trng thi t im ban u bt k ( y ( 0 ) , v ( 0 ) )

n im gc trong thi gian T ngn nht . Trng thi cui c c nh ti :
y (T )
(x(T),T) =
=0
v(T )
(4)
Lp hm Hamilton (1.91) :
H = 1 + yv + vu
(5)
= [y v] l bin trng thi .

T
T h phng trnh Hamilton ta c :

Trang 47
48

H
=0
y
(6)
H
= y
v
(7)
y =
v =
iu kin tip tuyn :
0 = H (T ) = 1 + y (T ) v (T ) + v (T ) u (T )
(8)
hoc dng cng thc (4) ,
v (T ) u (T ) = 1
(9)
Nguyn l cc tiu Pontryagin cn n phng trnh (1.97) , hoc :

u ( t ) = sgn ( v ( 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 ( t ) = const
v ( t ) = v (T ) + (T t ) y
(11)
(12)
Dng cng thc (9) v gi tr u ( t ) bo ha ti gi tr 1 hoc 1 , ta c :

u (T ) = 1 v v (T ) = 1
(13)
u (T ) = 1 v v (T ) = 1
(14)
hoc :
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 tS ( xem Hnh 1.13 ) .
http://www.khvt.com
Hnh 1.13 : Cc hm chuyn i v(t) c th c .

Xt 2 tn hiu iu khin chp nhn c : u ( t ) = 1 vi t hoc u ( t ) = 1
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 :
v ( t ) = v ( 0 ) + ut
(15)
1
y ( t ) = y ( 0 ) + v ( 0 ) t + ut 2
2
(16)
loi b thi gian bin thin , t dng biu thc (15) ta c c :

t = (v (t ) v (0)) / u
v sau thay vo biu thc (16) suy ra :
( y ( t ) y ( 0 ) ) u = v ( 0 ) ( v ( t ) v ( 0 ) ) + 12 ( v ( t ) v ( 0 ) )
(17)
y l mt parabol i qua ta ( y ( 0 ) , v ( 0 ) ) 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 .
Trang 49
50
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 :
1 2
v
y= 2
1 v 2
2
v<0
(18)
v>0
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 .
http://www.khvt.com
By gi chng ta s i tm thi gian ti thiu ti ch vi trng thi ban u

( y ( 0) , v ( 0)) .
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 ( y ( 0 ) , v ( 0 ) ) dc theo ng parabol
n ng cong chuyn i . Ti im chuyn i ( I ) ng vi thi im
chuyn i tS , 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 ts khi trng thi nm trn
ng cong ny . Dng cng thc (15) v (16) vi u = -1 suy ra :
y (t ) = y ( 0) + v ( 0) t
=
v2 (t )
2
t 2 2v ( 0 ) t +
v2 ( 0)
2
v2 ( 0)
2
t2
2
t2
v ( 0) t +
2
y ( 0) = 0
(19)
Thi im chuyn i s l :
tS = v ( 0 ) + y ( 0 ) +
v2 ( 0)
(20)
p dng (15) ti im chuyn i ta c :

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

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

T = 2tS v ( 0 )
Hoc :
T = v ( 0) + 2 y ( 0) +
v2 ( 0)
2
(23)
Trang 51
52

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 :
x = Ax + Bu
(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 :
T m
J ( t0 ) = ci ui ( t ) dt
(1.102)
t0 i =1
Khi chng ta cho php kh nng tiu th nhin liu ca m u vo ui(t)

bi trng s v hng ci . Ta nh ngha tr tuyt i ca vector :
u1
u =
u
m
(1.103)
( nh ngha ny tng t (1.90) ) v vector C = [c1 c2 cm]T . Ta c :

T
J ( t0 ) = C T u ( t ) dt
(1.104)
t0
Gi nh rng bi ton tha :

u (t ) 1
(1.105)
Ta mun tm lut iu khin ti thiu J(t0) , tha (1.105) v a x(t0) 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(t0) v trng thi cui x(T)
tha (1.84) .
Hm Hamilton :
H = C T u + T ( Ax + Bu )
(1.106)
Theo nguyn l cc tiu (1.87) , bi ton iu khin ti u phi tha :

C T u * + (* ) T ( Ax * + Bu * ) C T u + (* ) T ( Ax * + Bu )
(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 :
http://www.khvt.com
C T u * + (* ) T Bu * C T u + (* ) T Bu
(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 ui(t) phi tha bt ng thc v hng :
( )
+
*
ui*
bi u *
ci
( )
+
ui
bi ui
(1.109)
ci
Vi bi biu din thnh phn ct th i ca ma trn B . By gi ta phi tm ra

cch thc chn gi tr ui*(t) t T(t)bi .
Vi :
u
ui = i
u i
ui 0
ui 0
(1.110)
ta c th vit li ch tiu cht lng theo dng sau :
qi ( t )
1 + biT
ui
biT ui ci
ui +
=
T
ci
1 bi
ui
ci
ui 0
(1.111)
ui 0
Nu biT/ci bng 1 , khi mt vi gi tr khng xc nh dng ca ui(t) s

lm qi trong (1.111) bng zero ; nu biT/ci bng -1 , khi mt vi gi tr
khng xc nh m ca ui(t) s lm qi 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
ui ( t ) =
0
nonpositive
-1
bi (t ) / ci < 1
T
bi (t ) / ci = 1
T
1 < bi (t ) / ci < 1
T
(1.112)
bi (t ) / ci = 1
T
bi (t ) / ci > 1
T
Nu chng ta nh ngha hm vng cht ( dead zone ) :
Trang 53
54

1
1; 0
)
(
dez ( w ) = 0
( 0;1)
w < 1
w = 1
1 < w < 1
w =1
w >1
(1.113)
Ta c th vit li bi ton nhin liu ti thiu nh sau :

bi T (t )
u i (t ) = dez
c
i
i = 1,2,..., m
(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 biT(t)/ci 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 ui(t) . y gi l nhng khong k d . Nu biT(t)/ci
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 Ui 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 x = [ y v ] . iu kin rng buc ca ng vo :

T
u (t ) 1
(3)
Gi s ta xc nh c trng thi u (y(0),v(0)) . Ta c :

y[T ]
=0
v[T ]
(x(T ), T ) =
http://www.khvt.com
(4)
Ch tiu cht lng vi yu cu nhin liu ti thiu :

T
J (0 ) = u (t )dt
(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 :
H = u + y v + v u
Trong = y
(6)
v ]T . Do phng trnh bin trng thi l :

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

T (4) , (7) , (8) ta suy ra :
y ( t ) = const
v ( t ) = v (T ) + (T t ) y
(10)
(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 :
u (t ) = dez (v (t ))
(12)
do iu khin ti u l :
1
[0;1]
u (t ) = 0
[- 1;0]
- 1
v (t ) < 1
v (t ) = 1
1 < v (t ) < 1
v (t ) = 1
v (t ) > 1
(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 .
Trang 55
56
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 :
v (t ) = v ( 0)
(14)
y (t ) = y ( 0) + v ( 0) 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 .

http://www.khvt.com
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 .
Trang 57
58

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 :
Tmin = v(0) + y (0) +
v 2 (0)
2
(16)
Gi nh rng thi gian T ca bi ton nhin liu ti thiu c c nh ti

gi tr :
T > Tmin
(17)
Khi lut iu khin ca bi ton nhin liu ti thiu l : -1 , 0 , 1 vi thi

gian chuyn i t1 v t2 c xc nh .
T 0 < t < t1 , u(t) = -1 , biu thc (15) v (16) trong v d Bang-bang tr
thnh :
v1 = v ( t1 ) = v0 t1
(18)
t12
y ( t1 ) = y ( 0 ) + v ( 0 ) t1
2
(19)
T t1 < t < t2 , u(t) = 0 , ta c phng trnh trng thi :

v ( t2 ) = v1
(20)
y ( t2 ) = y ( t1 ) + v1 ( t2 t1 )
(21)
T t2 < t < T , u(t) = 1 , ta c :

0 = v (T ) = v ( t2 ) + ( T t2 )
0 = y (T ) = y ( t2 ) + v ( t2 )(T t2 )
(22)
(T t2 )
+
2
(23)
trong ta c s dng iu kin bin (4) .

Th (18) , (20) vo (22) , ta c :
t 2 = v 0 + T t1
(24)
Th (18) , (19) , (20) , (21) , (24) vo (23) v n gin ha , cho ra kt qu :

2
v
2
t1 (v0 + T )t1 + y 0 + v0T + 0 = 0
2
http://www.khvt.com
(25)
vi nghim :
t=
(v0 + T ) (v0 + T )2 (4 y 0 + 2v0 2 )

2
(26)
t (24) v thc t th t1 < t2 , ta c :

t1 =
(v0 + T ) (v0 + T )2 (4 y 0 + 2v0 2 )

2
(27)
v :
t2 =
(v0 + T ) + (v0 + T )2 (4 y 0 + 2v0 2 )

2
(28)
v T > Tmin 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
u (t ) = 0
1
t < t1
t1 t t 2
(29)
t2 < t
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 .
v1 =
(v0 T ) + (v0 T )2 (4 y 0 + 2v0 2 )

2
(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
Trang 59
60
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 :

x = f ( x1 , x 2 ,..., x n )
Nu tm c mt hm V(x) vi mi bin trng thi x1 , x2 ,, xn l mt hm
dV ( x )
xc nh du dng , sao cho o hm ca n
da theo phng
dt
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 .
V ( x).V ( x) < 0 : h thng n nh tim cn .
V ( x).V ( x) = 0 : h thng n nh .
V ( x).V ( x) > 0 : h thng khng n nh .
Phng trnh Lyapunov
Xt h tuyn tnh m t bi phng trnh trng thi :

x = Ax
(1.115)
Yu cu cc tiu ho ch tiu cht lng J :
J = xT Qxdt
0
http://www.khvt.com
(1.116)
vi Q l ma trn vung xc nh dng .

Chn hm nng lng V(x) xc nh dng :
V ( x ) = xT Sx
(1.117)
trong ma trn S l ma trn vung xc nh dng . V ( x ) c dng :

V ( x ) = xT Sx + xT Sx + xT Sx
= ( Ax ) Sx + xT S ( Ax ) + xT Sx
T
= xT AT Sx + xT SAx + xT Sx
= xT AT 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 V ( x) = xT Qx ( do Q l ma trn xc nh dng nn V ( x) s
l xc nh m ) .
Q = AT S + SA + S
(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 :
AT S + SA + S = Q
S = AT S + SA + Q
(1.119)
Phng trnh (1.119) c gi l phng trnh Lyapunov .

Khi S khng thay i theo thi gian S = 0 , ta c phng trnh i s
Lyapunov :
0 = AT S + SA + Q
(1.120)
Ch tiu cht lng J c tnh nh sau :
J = xT Qxdt = xT Sx = xT ( ) Sx ( ) + xT ( 0 ) Sx ( 0 )
0
Khi tt c cc phn t ca ma trn A m , ta c x ( ) 0 . Do :

J = xT ( 0 ) Sx ( 0 )
(1.121)
Trang 61
62
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 :
x = Ax + Bu
(1.122)
Chng ta cn tm ma trn K ca vector iu khin ti u :

u (t ) = Kx(t )
(1.123)
tha mn ch tiu cht lng J t gi tr cc tiu :
J = (x T Qx + u T Ru )dt
(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 = Ax BKx = ( A BK )x
(1.125)
Thay u (t ) = Kx(t ) vo phng trnh (1.124) :
J = x T Qx + x T K T RKx dt
0
(1.126)
= x Q + K RK xdt
T
By gi ta chn hm nng lng :

V ( x) = xT Sx
V ( x) 0, x
(1.127)
vi S l ma trn vung xc nh dng .
V ( x) = xT Sx + xT Sx + xT Sx
= xT ( A BK )T Sx + xT Sx + xT S ( A BK ) x
= xT ( A BK )T S + S + S ( A BK ) x
http://www.khvt.com
(1.128)
Do V(x) xc nh dng , nn h thng n nh th V ( x) phi l xc nh

m . Ta t :
V ( x) =
d T
x Sx = xT (Q + K T RK ) x
dt
( do Q v R l ma trn xc nh dng nn ma trn Q + K T RK cng l xc

nh dng , t V ( x) s l xc nh m ) .
T
xT Q + K T RK x = xT ( A BK ) S + S ( A BK ) + S x
Q + K T RK = ( A BK ) S + S ( A BK ) + S
T
(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 :
J = x T Qx + u T Ru dt = x T Sx
0
= x( ) Sx( ) + x(0 ) Sx(0 )

T
Lu rng x( ) = 0
J = x(0) Sx(0)
T
t R = T T T , phng trnh (1.129) tr thnh :
(A
K T B T S + S ( A BK ) + S + Q + K T T T TK = 0
Phng trnh trn c th vit li nh sau :
( )
AT S + SA + TK T T
][
( )
B T S TK T T
B T S SBR 1 B T S + Q + S = 0
(1.130)
Ch tiu cht lng J t gi tr cc tiu khi biu thc :
( )
x T TK T T
][
( )
B T S TK T T
BT S x
t gi tr cc tiu . Khi :
( ) BS
(T ) B S = R
TK = T T
K = T 1
T 1
BT S
(1.131)
Trang 63
64
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 :
u (t ) = Kx(t ) = R 1 B T Sx(t )
(1.132)
Ma trn S khi phi tha mn phng trnh (1.130) c vit li nh sau :

AT S + SA SBR 1 B T S + Q = S
(1.133)
Phng trnh (1.133) c gi l phng trnh Riccati .

Khi S khng thay i theo thi gian S = 0 , ta c phng trnh i s
Riccati ( ARE : Algebraic Riccati Equation ) :
AT S + SA SBR 1 B T S + Q = 0
(1.134)
1.3.3 Phng trnh Riccati i vi h ri rc
Xt h ri rc :
xk +1 = Ak xk + Bk uk
(1.135)
vi xk R n v uk R m .
Ch tiu cht lng J c nh ngha trong khong [1,N] c dng :
N 1
J i = xkT Qk xk + ukT Rk uk
k =i
(1.136)
Khi , lut iu khin ti u ca tn hiu iu khin c dng :

uk = K k xk
(1.137)
K k = ( BkT S k +1 Bk + Rk ) 1 BkT S k +1 Ak
(1.138)
vi Kk c xc nh nh sau :
Trong Sk phi tho mn phng trnh :
S k = AkT Sk +1 S k +1 Bk BkT S k +1 Bk + Rk
BkT Sk +1 Ak + Qk
(1.139)
Phng trnh (1.139) chnh l phng trnh Riccati cho h ri rc . Khi

S k 0 vi k , ta c th dng b ma trn nghch o vit li phng
trnh (1.139) nh sau :
S k = AkT Sk+11 + Bk Rk1 BkT Ak + Qk
http://www.khvt.com
(1.140)
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 : S = AT S + SA SBR 1 BT S + Q
- i vi h ri rc :
BkT Sk +1 Ak + Qk
Bc 4 :
Ch tiu cht lng ti u i vi h dng :
J = xT ( 0 ) Sx ( 0 )
min
Bc 5 :
Lut iu khin ti u :
- i vi h lin tc : u = R 1 BT Sx
- i vi h ri rc : uk = ( BkT S k +1 Bk + Rk ) BkT S k +1 Ak xk
1
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 :
Trang 65
66
J = (e 2 + e 2 )dt ( > 0 )
(1)
0+
t cc tiu .
T hnh v ta tm c :
C (s)
1
= 2
R( s ) s + 2s + 1
(2)
c + 2c + c = r
(3)
hoc c dng :
i vi tn hiu sai lch e , ta c :
e + 2e + e = r + 2r
(4)
Vi r(t) = 1(t) , ta c r (0+) = 0 , r (0+) = 0 . Do , vi t 0 + ta s c :
e + 2e + e = 0 ,
e (0 + ) = 1 ,
e( 0 + ) = 0
(5)
By gi , chng ta t cc bin trng thi nh sau :

x1 = e
(6)
x 2 = x1 = e
(7)
Khi phng trnh trng thi l :

x = Ax
(8)
1
0
A=
1 2
vi
Ch tiu cht lng J c th vit li nh sau :
J = (e + e )dt = ( x12 + x 22 )dt

2
0+
0+
[x
0+
1 0 x1
x 2 ]
dt
0 x 2
Qxdt
(9)
0+
Nu ma trn A n nh th ch tiu cht lng J c th xc nh t (1.129) :

J = x T (0+ ) Sx(0+ )
http://www.khvt.com
(10)
vi S l nghim ca phng trnh Lyapunov :

AT S + SA = Q
(11)
Phng trnh c vit li nh sau :

0 1 s11
1 2 s
21
s12 s11
+
s 22 s 21
s12 0
1 1 0
=
s 22 1 2 0
(12)
Phng trnh trn tng ng vi h phng trnh sau :

s 21 s12 = 1
(13)
s 22 + s11 2s12 = 0
(14)
s11 2s 21 s 22 = 0
(15)
s12 2s 22 + s 21 2s 22 =
(16)

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

J = x T (0+) Sx(0+ )
1+ 2
1+ 2
x1 (0+ ) + x1 (0+) x 2 (0+) +
= +
x 2 (0 + )
4
4
(18)
Th cc iu kin u x1 (0+ ) = 1 , x 2 (0+ ) = 0 vo (18) ta tm c :

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

1+
J
= 1
=0
4 2
1+
2
Xt o hm bc hai ca J theo ti =
(20)
(21)
1+
:
2
Trang 67
68

2 J 1+
=
2 2 3
1+
1+
2
2
2
>0
1+
(22)
Nh vy, ch tiu cht lng J s t cc tiu ti gi tr ti u = 1 + / 2

J min = 1 +
(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 :
1
0
0
x (t ) =
x (t ) +
u (t )
0 0.1
0.01
(1)
Ch tiu cht lng :

N 1
J = x12k + 0.001uk2
k =0
(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 :
xk +1 = Ad xk + Bd uk
yk = Cd xk
1 0.488
0.00123
vi : Ad =
, Bd =
, Cd = [1 0]
0.00488
0 0.951
Nghim ca bi ton ti u c tnh theo (1.138) v (1.139) :
K k = ( BkT S k +1 Bk + Rk ) 1 BkT S k +1 Ak
BkT Sk +1 Ak + Qk
1 0
vi : Ak = Ad , Bk = Bd , Qk =
, Rk = 0.001
0 0
http://www.khvt.com
(3)
(4)
Ta tnh c K49 = 0 khi bit S50 = 0 . Tip theo ta tnh gi tr S49 :

1 0
S 49 = Q49 =
0 0
(5)
Tip tc vi K48 v S48 :

1
1 0 0.00123
K 48 = [ 0.00123 0.00488]
+ 0.001 .[ 0.00123 0.00488] .
0 0 0.00488
1 0 1 0.488
(6)
0 0 0 0.951 = [1.228 0.599]
0 1 0 1 0 0.00123
1
1 0
S 48 =
[ 0.00123 0.00488]
.
0.488 0.951 0 0 0 0 0.00488
0 0
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 Kk

s hi t v gi tr [25 63] .Vy iu khin ti u cui cng l :
uk = [ 25 63] xk
(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 Kk ; 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 .
Trang 69
70
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 :
f ( x) =
x(1) 2 x(2) 2
+
18
8
vi iu kin rng buc :
g ( x) = x(1) + x(2) 1 = 0
y ta s s dng hm lsqlin ( Optimization Toolbox ) vi kt qu l gi
2
2
tr ti u ca x f ( x) = Cx D t gi tr nh nht ( Cx D l norm
ca ma trn vung [Cx D ] ) .
Cng cc iu kin rng buc :

Ax B
Aeq.x = Beq
Cn lp cc thng s C , D , A , B , Aeq , Beq nhp vo theo c php :

x = lsqlin(C, D, A, B, Aeq, beq)
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
http://www.khvt.com
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 :

x = L1 cos (1 ) + L2 cos (1 + 2 )
y = L1 sin (1 ) + L2 sin (1 + 2 )
Phng trnh ng lc hc :
1 A B T1 E
=
T + F
C
D
2
2

trong T = [T1 T2 ] l tn hiu iu khin .

T
Vi cc trng thi :
x1 = 1
x = x =
2
1
1
x3 = 2
x4 = x3 = 2
Trang 71
72
x1 = x2
x = AT + BT E
1
2
2
x3 = x4
x4 = CT1 + DT2 F
Chn ch tiu cht lng J c dng :
J = 12 + 12 + 22 + 22 dt
0
Vi phim hm dng :
1 = e1 + K1e1
2 = e2 + K 2 e2
e = r
vi 1 1r 1
e2 = 2 2
1r , 2r l gc t ca 1 , 2
e = 1 = x2
1
e2 = 2 = x4
e = 1 = x2
1
e2 = 2 = x4
m bo cc tiu ho ch tiu cht lng J th T1 , T2 l nghim ca h

phng trnh sau :
1 + 1 = 0
2 + 2 = 0

T1 K1 A
T = K C
2 2
K1 B e1 + EK1 x2 ( K1 + 1)
K 2 D e2 + FK 2 x4 ( K 2 + 1)
1
Tn hiu iu khin T c tnh ton bng chng trnh Giai_PT.m
http://www.khvt.com
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)];
Trang 73
74
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

http://www.khvt.com
Trang 75
76
1.4.3 H thng tc ng nhanh
Xt v d iu khin Bang-bang (v d 1.12)

Vi iu kin u y (0) = 10 , v(0) = 10 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
http://www.khvt.com
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 :

T
1
1
J = s (T ) x 2 (T ) + ( qx 2 + ru 2 ) dt
2
2 t0
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;
Trang 77

[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)
http://www.khvt.com
78
Tn hiu iu khin ti u u(t)
Li gii phng trnh Riccati s(t)
Trang 79
80

2. H ri rc
Xt h v hng :
xk +1 = axk + buk
vi ch tiu cht lng :

Ji =
1
1 N 1
sN xN2 + qxk2 + ruk2
2
2 k =i
a = 1.05 , b = 0.01 , q = r = 1 , x0 = 10 , N = 100 . Chng ta s xt hai trng

hp sN = 5 v sN = 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
http://www.khvt.com
Gi tr tun t sk (sN = 5)
li hi tip ti u Kk (sN = 5)
Trang 81
Qu o trng thi ti u xk* (sN = 5)
Gi tr tun t sk (sN = 500)
http://www.khvt.com
82
li hi tip ti u Kk (sN = 500)
Qu o trng thi ti u xk* (sN = 500)
Trang 83
84

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 :
J = ( 2 + 2 ) dt
0
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 :
y = x 2 + 3x 6
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 : f ( x, y ) = 2 x + 2 y p = 0
b. Tm hnh ch nht c chu vi nh nht vi din tch cho trc l a 2 .
Ngha l cc tiu ho hm :
L ( x, y ) = 2 x + 2 y
vi iu kin rng buc : f ( x, y ) = xy a 2 = 0

9. Cho h thng :
1
2 2
x = x+
u
3
1
0

Tm cc gi tr ti u x , u , L tho mn cc tiu ch tiu cht lng :

http://www.khvt.com
L=
1 T
x
2
1 0
1 T
0 2 x + 2 u
2 1
1 1 u
10. Cho h thng :

d2y
=u
dt 2
Tm tn hiu iu khin u tho mn cc tiu ch tiu cht lng :

1
J = u 2 + u dt
2
vi cc iu kin u :
y (1) = y (1) = 0
y (1) = y (1) = 0
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
J = u 2 dt
0
vi x(0) = 0 v x(1) = 2 .
c. Tm qu o trng thi ti u .
12. Cho h thng :
xk +1 = xk uk + uk2
vi tn hao :
N 1
J 0 = xN2 + xk uk
k =0
Cho N = 2 . Tn hiu iu khin ch nhn cc gi tr : uk = 1 hoc uk = 1 .

xk 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 x0 = 2 , hy tm tn hao ti u , trnh t iu khin v qu o
trng thi .
Trang 85
86

13. Xt h tc ng nhanh c dng sau :
d 2x
+x=u
dt 2
u 1
Tm qu o pha ti u a h v gc to t mt im bt k .
14. Xt bi ton tc ng nhanh :
0
x= 2

1
0
x + u
0
1
u (t ) 1
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 :
x1 = x2
x2 = u
J=
1
x12 + 2vx1 x2 + qx22 + u 2 dt
2 0
vi q v 2 > 0 .
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 :
x1 = x2
x2 = ax1 2 x2 + u
v ch tiu cht lng :
1
J = 2 x12 + x22 + u 2 dt
20
http://www.khvt.com
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 :
xk +1 = 2 xk + uk
a. Tm li gii xk vi k = 0 ; 5 nu x0 = 3 .
b. Xc nh lut uk tn hao nng lng ti thiu a h thng t x0 = 3
v x5 = 0 . V qu o trng thi ti u .
c. Tm lut hi tip trng thi Kk ti u sao cho ch tiu cht lng J t
cc tiu :
4
J = 5 x52 + 0.5 xk2 + uk2

k =0
Tnh hm tn tht J ti u vi k = 0 ; 5 .
18. Xt h ri rc :
xk +1 = axk + buk
J=
1
1 N 1
sN xN3 + ( qxk3 + ruk3 )
2
3 k =0
vi xk , uk 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 uk . Vi iu kin
, hy kh uk trong phng trnh trng thi .
c. Tm li gii bi ton iu khin vng h ( trng thi cui xN c nh ,
sN = 0 , q = 0 ) .
Trang 87

Chapter 1

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Chng 1 : iu khin ti u

PGS.TS Nguyn Th Phng H

1.1 CHT LNG TI U

Hnh 1.1: S h thng iu khin .

= x0 x : tn hiu sai lch

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

PGS.TS Nguyn Th Phng H

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

Trong L l mt phim hm i vi tn hiu x , tn hiu iu khin u v

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

trong kM = CM = const ; Mq l moment qun tnh ; l tc gc ;

Nu xt theo thi gian tng i bng cch t :

Vy phng trnh trng thi ca ng c in l mt phng trnh vi phn

R rng t phng trnh trn ta phi c L[ x(t ), u (t ), t ] = 1 .

PGS.TS Nguyn Th Phng H

Nng sut y c xc nh bi gc quay ln nht ca ng c trong thi

J = L[ x(t ), u (t ), t ]dt = T 0 = (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 lng ti thiu :

Da vo phng trnh cn bng in p :

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

J = L[ x(t ), u (t ), t ]dt = iu2 dt

M dng in phn ng iu y chnh l tn hiu iu khin u . V vy ch

Chng ta cn phn bit hai dng bi ton ti u ho tnh v ti u ha ng .

Mt hm ch tiu cht lng v hng L(u ) = 0 c cho trc l mt hm

Vi O(3) c th coi l s hng th 3 . Grad ca L theo u l mt vector m ct :

v o hm cp 2 ca L theo u l mt ma trn m x m ( cn gi l ma trn

PGS.TS Nguyn Th Phng H

l xc nh dng vi mi s bin thin du . iu ny c m bo nu ma

Nu Luu l xc nh m th im cc tr chnh l im cc i ; cn nu Luu

Cho hm ch tiu cht lng v hng L(x, u ) , vi vector iu khin

Vector trng thi x c xc nh t mt gi tr u cho trc bng mi quan

Ti im cc tr , dL vi gi tr th nht bng 0 vi mi s bin thin ca

dL = ( LTu LTx f x1 f u )du

thnh phn th nht ca dL bng khng vi gi tr du ty khi df = 0 ,

y l iu kin cn c gi tr cc tiu . Trc khi i tm iu kin ,

Vit (1.8) v (1.9) di dng:

H phng trnh tuyn tnh ny xc nh mt im dng , v phi c mt

PGS.TS Nguyn Th Phng H

v thay vo (1.18) c c (1.14) .

Do - l o hm ring ca L vi bin iu khin u l hng s . iu ny

Vi R n l tha s Lagrange cha xc nh . Mun chn x , u , c

Gi s chng ta chn cc gi tr ca u tha mn :

Sau ta xc nh x vi gi tr ca u c bng phng trnh iu kin rng

Nhc li : nu f = 0 , ta s tm c dx theo du t (1.10) . Ta khng nn xt

Sau , t (1.23) , bin thin dH khng cha thnh phn dx. iu ny

V H = L, c c im dng ta phi p t iu kin:

Tm li , iu kin cn c c im cc tiu ca L(x,u) tha mn iu

Vi H (x, u , ) xc nh bi (1.22) . Cch thng dng l t 3 phng trnh

PGS.TS Nguyn Th Phng H

Ly o hm ring ca H ln lt theo cc bin nh trong (1.31) , nh th ta

iu kin (1.31) xc nh mt im dng . Ta s tip tc chng minh y

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

m bo y l im cc tiu , dL trong (1.36) phi dng vi mi s

Lu rng nu iu kin rng buc f ( x, u ) = 0 vi mi x v u th (1.37)

vi u* dng ch bin iu khin ti u.

PGS.TS Nguyn Th Phng H

im u* l cc tiu nu Luu > 0 ( q11 > 0 v q11 q 22 q122 > 0 ) . L im cc

l mt cc tiu , v Luu > 0 . T (6) ta thy rng gi tr nh nht ca L l L* =

Lu rng gradient lun lun vung gc vi cc ng ng mc v c

Hnh 1.4 : Cc ng ng mc v vector gradient .

Phn trn chng ta cp phng php gii bi ton ti u bng cch s

Vi u1 , u 2 l cc i lng v hng . im cc tr xut hin khi o hm