10-8 QUADRATIC OPTIMAL REGULATOR SYSTEMS.
igure 138,
‘Optimal regulator
system.
An advantage of the quadratic optimal control method over the pole-placement method
is that the former provides a systematic way of computing the state feedback contral gain
‘matrix,
Quadratic Optimal Regulator Problems. We shall now consider the optimal
regulator problem thal, given the system equation
A= Ax + Bu (10-112)
determines the matrix K of the optimal eontrol vector
u(y) = -Kx(t) (10-113)
‘80.8 10 minimize the performance index
Jy
[loves wnna cos
‘where Q isa positive definite (or positive semidefinite) Hermitian or real symmetric
‘matrix and R is a positive definite Hermitian or real symmetric matrix. Note that the
second term on the right-hand side of Equation (10-114) accounts for the expenditure
‘of the eneray of the control signals. The matrices Q and Rt determine the eelative
‘importance of the error and the expenditure of this energy. In this problem, we assume
‘that the control vector w(t) is unconstrained,
As wl be seen later, the linear control aw given by Equation (10-113) isthe optimal
control law. Therefore, if the unknown elements of the matrix K are determined so as
‘to minimize the performance index, then u(?) = —Kx(*) is optimal for any intial state
+x(0). The block diagram showing the optimal configuration is shown in Figure 10-35,
aan Be
Section 10-8 / Quadratic Optimal Regulator Systems 793794
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‘Now let us solve the optimization problem. Substituting Equation (10-113) into
Equation (10-112), we obtain
AX BRY = (A BK)x
In the following derivations, we assume that the matrix A — BK is stable, or that the
eigenvalues of A — BK have negative real parts.
‘Substituting Equation (10-113) into Equation (10-114) yields
= [eer + eremnsyar
[00+ worn a
Letus set
(QF RK) =F (ePs)
‘where Pi apositive-dfinte Hermitian or real symmetric matrix Thea we obtain
(+ KORK)x = Px — PE = [A — BK) *P + P(A — BK)
‘Comparing both sides ofthis last equa
for any x, We require that
(A BK)*P 4 P(A — BK) = (+ K*RK) 20-115)
Itean be proved that if A — BK isa stable matrix, there exists 2 positive-definite ma-
‘tix P thal satisfies Equation (10-115), (See Problem A-10-15))
‘Hence our procedure isto determine the clemeats of P from Equatioa (10-115) and
‘00 if tis positive definite. (Note that more than one matsix P may satisfy this equation.
he system is stable, there always exists one postive-lefiite matrix P to satisfy this
‘equation. This means that, if we solve this equation and find one positive-definite matrix
the system is stable, Other P matrices that satiny this equation are act positive definite
and must be discarded.)
“The performance index J can be evaluated as
and noting that
is equation must hold true
|
J = [09 + wonky tr »(00) Pulse) + ¥*(0) PX(0)
Since all eigenvalues of A — BK are assumed to have negative real pats, we have
X(co) — 0. Therefore, we obtain
J = x°(0)PX(0) co-tis)
“Thus, the performance index J can be obtained in terms ofthe i
and b.
“To oblain the solution to the quadratic optimal control problem, we proceed as
follows: Since R has been assumed to be a positive-definite Hermitian or real symmetric
‘matrix, we can write
condition x(0)
R=0T
Chapter 10. / Control Systems Design in State Space\whete Tis a nonsingular matrix. Then Equation (10-115) cen be written as
(Ae KBP) POA = BK) 4 Q + KOTETK = 0)
can be rewritten as
ASD + PA + [TK ~ (T)"B>P)'[TK — (T*)-!BeP] — PBR“BP + O = 0
“The minimization of J with respect to K requires the minimization of
wo [PK — (rey meP)[TK — cry mee
= (rye
KT) ep = Rone oui)
Equation (10-117) gives the optimal matrix K. Thus the optimal control law to the quad-
ratic optimal control problem when the performance index is given by Equation (10-114)
‘Slinear and is given by
ld) = -Ky(e) = RHPA)
“The mateix P in Equation (10-117) must satisty Equation (10-115) or the following
reduced equation:
APPS PA PBR REP Q = 0 cons)
Equation (10-118) is called the reduced matrix Riceati equation. The design steps may
De stated as follows:
1. Solve Equation (10-118), the reduced-matrix Riccati equation, forthe matrix P.
[ita positive-definite mateix P exists (certain systems may not have a positive-
‘definite matrix P), the system is stable, or matrix A — BK is stable
2. Substitute this matrix P into Equation (10-117). The resulting matrix K is the
‘optimal matrix.
|A design example based oa this approach is given ia Example 10-9, Note that if the
matrix A ~ BK is stable, the present method always gives the correct result.
Finally, note that ifthe performance index is given in terms of the output vector
‘rather than the state vector that is,
[ores = wrayae
then the indox can be modified by using the ouput equation
yar
0
1 [Peeoruces wna cosy
‘and the desiga steps presented in this seetion can be applied to obtain the optinal
amateix K.
Section 10-8 / Quadratic Optimal Regulator Systems 795