Mn hc

L THUYT IU KHIN NNG CAO

Ging vin:
Gi
i PGS.
PGS TS.
TS Hunh
H h Thi Hong
H
B mn iu Khin T ng
Khoa in in T
i hc Bch Khoa TP
TP.HCM
HCM
Email: hthoang@hcmut.edu.vn
Homepage: http://www4.hcmut.edu.vn/~hthoang/

15 January 2014

H. T. Hong - HCMUT

Chng 3

IU
KHIN
TI
U

15 January 2014

H. T. Hong - HCMUT

Ni dung chng 3
Gii thiu
Ti u ha tnh
Ti u ha ng v phng php bin phn
iu khin ti u lin tc dng phng php bin
phn
Phng php qui hoch ng Bellman
iu khin ti u ton phng tuyn tnh LQR
c lng trng thi ti u (lc Kalman)
iu khin ti u LQG

15 January 2014

H. T. Hong - HCMUT

GII THIU

15 January 2014

H. T. Hong - HCMUT

Gii thiu
iu khin ti u : xc nh lut K cho h thng ng
cho trc sao cho ti thiu ha mt ch tiu cht lng.
K ti u c pht trin trn c s ton hc: phng
php bin phn (Bernoulli, Euler, Lagrange, Weiertrass,)
T nhng nm 1950, K ti u pht trin mnh m v tr
thnh mt lnh vc c lp.
Phng php quy hoch ng do Richard Bellman a
ra trong
t
thp
th nin1950.
i 1950
Nguyn l cc tiu Pontryagin do Lev Pontryagin v
cc ng s a ra trong thp nin 1950
1950.
Bi ton iu chnh ton phng tuyn tnh v lc
Kalman do Rudolf Kalman a ra trong
g nhng
g
nm1960.

15 January 2014

H. T. Hong - HCMUT

Phn loi bi ton iu khin ti u

C nhiu
hi bi tton
iu
i khin
khi ti u, t
ty th
theo:
Loi i tng iu khin
Min thi gian lin tc hay ri rc
Ch tiu cht lng
Bi ton ti u c rng buc hay khng

K ti u tnh: ch tiu cht lng khng ph thuc thi

gian

K ti u ng: ch tiu cht lng ph thuc thi gian

Bi ton chnh ton phng tuyn tnh (Linear
Quadractic Regulator LQR)
Bi ton iu khin ti u H2

15 January 2014

H. T. Hong - HCMUT

ng dng
Trc khi my tnh s ra i,
i ch c th gii c
mt s t bi ton iu khin ti u n gin
My
y tnh s ra i cho php
p p ng
g dng
g l
thuyt
y iu
khin ti u vo nhiu bi ton phc tp.
Ngy nay, iu khin ti u c ng dng trong
nhiu
lnh vc:
Khng gian (aerospace)
iu khin qu trnh (proccess control)
Robot
K thut sinh hc (bioengineering)
Kinh t
Ti chnh

15 January 2014

H. T. Hong - HCMUT

TI
U HA
TNH

15 January 2014

H. T. Hong - HCMUT

Ti u ha tnh khng rng buc

Bi ton ti u tnh khng rng buc: tm m thng

s thc (hay phc) u1, u2,, um sao cho hm
L( 1, u2,, um) t
L(u
t cc ti
tiu:
L(u)=L(u1, u2,, um) min
trong u=[u
[ 1, u2,, um]T

im u* c gi l im cc tiu cc b nu
L(u)L(u*) vi mi u nm trong ln cn ca u*.

im u* c gi l im cc tiu ton cc nu
L(u)L(u*) vi mi u

15 January 2014

H. T. Hong - HCMUT

iu kin cc tr khng rng buc

Gi s L(u) kh o hm theo u,
u th iu kin cn v
u* l im cc tiu cc b l:

trong :

Lu (u* ) 0

*
L
(
u
uu ) 0

L u1
L u
L
2
Lu

L um
2
2
2

u
u

u
u

L u1um

1 1
1 2
2
L

Luu 2

u
2 L umu1 2 L umu2 2 L umum

15 January 2014

H. T. Hong - HCMUT

10

Tm cc tr khng rng buc Th d 1

Tm cc tr hm: L(u) 5u12 2u22 2u1u2 8u1 3u2
Gii:
iu kin
cn c cc
tr:

L
L u1
0
Lu

u L
u2

10u1 2u2 8 0

2u1 4u 2 3 0

u1* 0.7222
*
u2 0.3889

Xt vi phn bc hai:
2L

u
Luu 2 1
L
u u
1 2

2L

u1 u 2
2L
u 22

*
*
(
u
,
u
1 2 ) (0.7222;0.3889)

15 January 2014

10 2
Luu

2
4

Luu 0

l im cc tiu.

H. T. Hong - HCMUT

11

Tm cc tr khng rng buc Th d 1

u* (0.7222;0.3889)
250
200
150

100
50
0
-50
6

u*
4

u2
15 January 2014

-2

-4

-6

-4
4

H. T. Hong - HCMUT

-2

u1
12

Ti u ha tnh c rng buc

Bi ton ti u tnh c rng buc: tm vector thng s

u sao cho hm L(x,u) t cc tiu, ng thi tha
iu kin f(x,u)
f(x u)=0
0
L(x,u) min
f(x u)=0
f(x,u)=0
trong x=[x1, x2,, xn]T
u=[u1, u2,, um]T
L : n m : hm nh gi
i ki
kin rng
b
buc

f : n m p : iu

15 January 2014

H. T. Hong - HCMUT

13

Hm Hamilton

nh ngha hm Hamilton:

H ( x , u) L ( x , u) T f ( x , u)
trong l vector hng s
s, gi l tha s Larrange
p

Do rng buc f(x,u) = 0 nn cc tiu ca L(x,u) cng

chnh
h h l cc tiu
ti ca
H(x,u).
H( )
Bin i bi ton tm cc tiu hm L(x,u) vi rng buc
f(x,u) = 0 thnh bi ton tm cc tiu
khng rng buc
hm Hamilton H(x,u)

Vi phn hm Hamilton:

H ( x, u)
H ( x, u)
dH ( x , u)
dx
du
x
u
15 January 2014

H. T. Hong - HCMUT

14

Tha s Lagrange

Do ta cn tm cc tr theo u nn c th t do chn
tha s Lagrange sao cho:

H ( x , u) L( x, u)
T f ( x , u)
H x ( x , u)

0
x
x
x
L( x, u) f ( x , u)

x

Vit g
gn li:
Lx f x
T

15 January 2014

H. T. Hong - HCMUT

15

 dc ca hm mc tiu vi iu kin rng buc

L( x , u)
L( x , u)
dL( x , u)
dx
du
x
u
f ( x, u)
f ( x , u)
Do f(x,u)
( , ) = 0 nn: df ( x, u)
dx
du 0
x
u
1

f
(
x
,
u
)

f ( x , u)
du
dx

u
x
Thay (2) vo (1), ta c:

Vi phn
h h
hm mc ti
tiu:

L( x , u)
L( x, u) f ( x, u) f ( x, u)
dL( x , u)
du
du

u
u
x x
H ( x , u)
f ( x, u) L( x , u)
dL( x, u) T

dL( x , u)
du

du

u
u
u

Vi K f(x,u)=0, dc ca L(x,u) theo u chnh bng Hu(x,u)

iu kin L(x,u)
L(x u) t cc tr vi rng buc f(x,u)=0
f(x u)=0 l:
H u ( x , u) 0
15 January 2014

H. T. Hong - HCMUT

16

iu kin cn cc tr c rng buc

Kt hp vi iu kin xc nh hng s Lagrange

Lagrange,
iu kin cn L(x,u) t cc tr c rng buc
f ( x , u) 0 l:

H x ( x , u) Lx ( x, u) T f x ( x , u) 0

T
H u ( x, u) Lu ( x, u) f u ( x , u) 0
H ( x , u) f ( x , u) 0
trong :

15 January 2014

H ( x , u) L( x , u) T f ( x, u)

H. T. Hong - HCMUT

17

Tm cc tr c rng buc Th d 1

T cc tr
Tm
t hm:
h L(u) 5u12 2u22 2u1u 2 8u1 3u2

Vi iu kin rng buc:

f (u) u1 6u2 2 0
Gii:
Hm
H H
Hamilton:
il

H ( u) L ( u ) f ( u)
T

2
2
H (u) 5u1 2u 2 2u1u 2 8u1 3u 2 (u1 6u 2 2)

15 January 2014

H. T. Hong - HCMUT

18

Tm cc tr c rng buc Th d 1

iu kin cn c cc tr:

H x ( u) 0

H u ( u) 0
f (u) 0

H (u)
100u1 2u2 8 0
u1

H (u)
2u1 4u2 3 6 0
u2
f (u) u1 6u2 2 0

Gii h phng trnh, ta c:

u 0.8412 0.4735
*

0.5353

H (u) 5u12 2u22 2u1u2 8u1 3u2 (u1 6u2 2)

15 January 2014

H. T. Hong - HCMUT

19

Tm cc tr c rng buc Th d 1
u* 0.8412 0.4735

250
200
150

100
50
0
-50
6

u*
4

u2
15 January 2014

-2

-4

-6

-4
4

H. T. Hong - HCMUT

-2

u1
20

Tm cc tr c rng buc Th d 2

T cc tr
Tm
t hm:
h L( x, u ) ( x 2) (u 2)
2

Vi iu kin rng buc: u x 2 3 x 6

Gii:

Vit li iu kin rng buc:

u x 2 3x 6

x 3x 6 u 0
2

H Hamilton:
Hm
H ilt

H ( x, u ) L( x, u ) T f ( x, u )
H ( x, u ) ( x 2) 2 (u 2) 2 ( x 2 3 x 6 u )

15 January 2014

H. T. Hong - HCMUT

21

Tm cc tr c rng buc Th d 2

iu kin cn c cc tr:

H x ( x, u ) 0

H u ( x, u ) 0
f ( x, u ) 0

H ( x, u )
2( x 2) 2x 3 0
x
H ( x, u )
2(u 2) 0
u
2
f ( x, u ) x 3 x 6 u 0

Gii h phng
h
trnh,
h ta c

b
ba nghim:
hi

( x, u ) (4.53;0.92), (1.71;2.04), (1.68;8.22)

2
2
Thay 3 nghim trn vo L( x , u ) ( x 2) (u 2) , ta c
cc gi tr tng ng l: 43.78; 0.087; 117.94.

*
2* ) (1.71
Kt
lun: cc tr cn
Htm
l
(
x
,
u
( x, u ) ( x 2) (u 2) 2 ;2.04
( x 2) 3x 6 u )
15 January 2014

H. T. Hong - HCMUT

22

Tm cc tr c rng buc Th d 3

T cc tr
Tm
t hm:
h L( x , u ) x 3 x u
2
1

2
2

Vi cc iu kin rng buc:

f1 ( x , u ) 2 x1 x2 4
0
f ( x, u )

f 2 ( x , u ) x1 u 2
Gii:
Hm Hamilton:

H ( x , u ) L( x , u ) f ( x , u )
T

H ( x , u ) x12 3 x22 u 2 1 (2 x1 x2 4) 2 ( x1 u 2)

15 January 2014

H. T. Hong - HCMUT

23

Tm cc tr c rng buc Th d 3

K cn c cc tr:

H x ( x, u ) 0

H u ( x, u ) 0
f ( x, u ) 0

H ( x, u ) / x1 2 x1 21 2 0
H ( x, u ) / x 2 6 x2 1 0
H ( x, u ) / u 2u 2 0

f1 ( x, u ) 2 x1 x2 4 0
f 2 ( x, u ) x1 u 2 0

Gii h phng trnh, ta c:

x * 1.5714 0.8514 u * 3.5714 5.1429 7.1429T

T

Do L( x , u ) x 3 x u
l hm ton p
phng
g nn
2
2
2
H ( x , u )
xtrn

3
x

1 (2 x1 l
xcc
2 ( x1 u 2)
cc tr tm c
cng
chnh
1
2
2 4)tiu

15 January 2014

2
1

2
2

H. T. Hong - HCMUT

24

TI U HA NG
V PHNG PHP BIN PHN

15 January 2014

H. T. Hong - HCMUT

25

Ti u ha ng khng rng buc

Bi ton ti u ng khng rng buc: tm vector hm

x(t) sao cho phim hm J(x) t cc tiu:
tf

J ( x ) L( x, x , t )dt min
t0

trong

x (t ) x1 (t ) x2 (t ) xn (t ) n
T

L : n n
Ch : Phim hm l hm ca hm
(functional = function of function)
*
Phim hm J ( x ) c cc tiu cc b ti x (t ) nu
*
J ( x (t )) J ( x (t ))
*
x
(t
)
x
vi mi hm
nm trong ln cn ca (t )
x (t ) x * (t )
15 January 2014

H. T. Hong - HCMUT

26

Tm cc tr phim hm?

Nhc li cc tr hm:
iu kin cn: o hm bc 1 ca hm cn tm cc tr
bng 0
im dng
im dng
g c o
hm bc
2 xc nh
dng
g
im cc tiu

Cc tr phim hm?
Khi nim bin phn (variation): c th hiu l o
hm ca p
phim hm
Phng php bin phn (Calculus of Variation): da
vo khi nim bin phn a ra iu kin cc tr ca
phim
hm tng t nh iu
kin cc tr hm

15 January 2014

H. T. Hong - HCMUT

27

Khi nim bin phn

L
Lng
gia
i ca
phim
hi h
hm: J ( x ) J ( x x ) J ( x )
trong
g x ((t ) l bin phn
p
ca hm x (t )
x (t )
x (t ) x (t )
t

Minh ha bin phn ca hm x (t )

Bin phn ca phim hm:

J ( x ) lim J ( x ) lim [ J ( x x ) J ( x )]
x 0

15 January 2014

x 0

H. T. Hong - HCMUT

28

Th d tnh bin phn phim hm

1

Cho phim
hm: J ( x) x 2 (t )dt
0

Bin phn ca phim hm c tnh nh sau:

1

J [ x(t )] J ( x x) J ( x) ( x x) 2 dt ( x) 2 dt
0

[ x 2 2 xx (x) 2 ]dt ( x) 2 dt [2 xx (x) 2 ]dt

0

J ( x) lim J ( x) lim [2 xx (x) 2 ]dt

x 0

x 0

J ( x) [2 xx]dt
0

15 January 2014

H. T. Hong - HCMUT

29

Cng thc tnh bin phn phim hm dng tch phn

Ch phim
Cho
hi h
hm dng
d
tch
h phn
h tng
qut:

tf

J ( x ) L( x )dt
t0

Bin phn ca phim hm dng tch phn c tnh nh

sau:
tf

L( x )
J ( x )
x dt

x
t0

15 January 2014

H. T. Hong - HCMUT

30

Bin phn phim hm bi ton ti u ng khng rng buc

tf

J ( x ) L( x, x , t )dt
d

Phi h
Phim
hm:

Bin phn phim hm:

t f L( x , x
, t)
L( x, x , t )
J
x
x dt
t0
x
x

t0

Ch rng: x (t ) x ( )d x (t0 )
t0

x (t0 ) x (t f ) 0

Thc hin bin i tch phn,

phn suy ra:
tf

L( x, x , t ) d L( x, x , t )

J
xdt

x
dt
x

t0
15 January 2014

H. T. Hong - HCMUT

31

iu kin cn phim hm t cc tr cc b

iu kin cn phim hm J ( x ) t cc tr cc b
ti x * (t ) l bin phn ca J ( x ) phi bng 0 ti x * (t )

J ( x ) 0 x x

K cn bi ton ti u ng khng rng buc c cc tr:

L( x, x , t ) d L( x, x , t )
L d L

0
x
x
x dt x
dt
(phng trnh Euler-Lagrange)
Trng hp c bit khi L khng ph thuc tng
minh vo t, dng n gin ca pt Euler-Lagrange l:
t
L J L( x, x , t ) d L( x, x , t ) xdt
s)
L x
c (c l hng

x
dt

t
x
f

15 January 2014

H. T. Hong - HCMUT

32

Ti u ha ng khng rng buc Th d 1

Tm hm x(t) sao cho : J ( x)

/2

[ x (t ) x (t )]dt min
2

Vii iu
i kin
ki bin:
bi x(0) 1, x( / 2) 3
Gii:
Theo
bi, ta c: L x 2 x 2
Phng trnh Euler-Lagrange:
L d L
d
0 2 x 2 x 0 x x 0
x dt x
dt
Li gii tng
qut: x(t ) C1 sin t C2 cos t
Thay iu kin bin, suy ra: C1 3,C 2 1
Kt lun: x * (t ) 3 sin t cos t
15 January 2014

H. T. Hong - HCMUT

33

Ti u ha ng khng rng buc Th d 2

Tm hm x(t) sao cho phim hm di y t cc tiu:

2

J ( x) 1 x 2 (t )dt min vi K bin: x(0) 1, x(2) 0

0

Gii:
L d L
Phng trnh Euler-Lagrange:
0
x dt
d x

d x

dt 1 x 2

x 1 x 2 x

x
0

Li g
gii tng
g qqut: x(t ) C1t C2
1
Thay iu kin bin, suy ra: C1 ,C 2 1
2
1
Kt
lun:
x* (t ) t 1
2

15 January 2014

H. T. Hong - HCMUT

xx

x 0

L 1 x 2
34

Ti u ha ng c rng buc

Bi ton ti u
ng c rng buc:
b c: tm vector
ector hm x(t) xc
c
nh trn on [t0, tf] sao cho phim hm J(x) t cc tiu:
tf

J ( x ) L( x, x , t )dt min
t0

vi iu kin rng buc f ( x, x , t ) 0

v iu kin bin: x(t0)=x0, x(tf)=xf
trong : x (t ) x1 (t )

x2 (t ) xn (t )
T

L : n n

f : n n p

15 January 2014

H. T. Hong - HCMUT

35

Hm Hamilton v iu kin cn c cc tr

nh ngha hm Hamilton:
H ( x , x , , t ) L( x, x , t ) T f ( x , x , t )
t
trong
(t ) p l vector
t hm,
h gii l tha
th s
L
Larrange

t1

Do f ( x , x , t ) 0 nn cc tiu ca J ( x ) L( x, x , t )dt
t1

t0

cng chnh l cc tiu ca J ( x ) H ( x , x , , t )dt

t0

tm cc tiu
i khng
kh
rng buc
b
phim
hi hhm J ( x )

iu kin cn phim hm J ( x ) c cc tr l:
H ( x, x , , t ) d H ( x, x , , t )

0
x
x
dt
(PT Euler-Lagrange ca bi ton ti u ng c rng buc)

15 January 2014

H. T. Hong - HCMUT

36

Ti u ha ng c rng buc dng tch phn

Bi ton ti u ng c rng buc: tm vector hm x(t) xc

nh trn on [t0, tf] sao cho phim hm J(x) t cc tiu:
tf

J ( x ) L( x, x , t )dt min
t0

vi iu kin rng buc

tf

t0

f ( x, x , t )dt q

v iu kin bin: x(t0)=x0, x(tf)=xf

Hm Hamilton v pphngg trnh Euler-Lagrange

g g trong
g
trng hp rng buc tch phn nh sau:
, , t ) L( x, x , t ) T f ( x , x , t )
Hm Hamilton: H ( x , x
Phng trnh Euler-Lagrange:
H ( x, x , , t ) d H ( x, x , , t )

0
x
dt
x

15 January 2014

H. T. Hong - HCMUT

37

Trnh t gii bi ton ti u ng c rng buc

Bc 1: Xc nh hm mc tiu,
tiu .kin
kin rng buc v iu
tf
kin bin:
J ( x ) L( x, x , t )dt
t0

tf

.kin rng buc f ( x, x , t ) 0 hoc t f ( x, x , t )dt q

0
iu kin bin x (t0 ) x0 v x (t f ) x f
Bc 2: Thnh lp hm Hamilton:
H ( x , x , , t ) L( x , x , t ) T f ( x , x , t )
Bc 3: Vit phng trnh Euler-Lagrange:
H ( x, x , , t ) d H ( x, x , , t )

0
x
dt
x
Bc 4: Tm nghim PT Euler-Lagrange
Euler Lagrange tha iu kin
rng buc v iu kin bin
15 January 2014

H. T. Hong - HCMUT

38

Ti u ha ng c rng buc Th d 1

Tm hm x(t) sao cho phim hm di y t cc tiu:

4

J ( x) x 2 (t )dt min
0
4

vi iu kin rng buc: x(t )dt 3

0

v iu kin bin: x(0) 0, x(4) 0

Gii:

Hm Hamilton:

H ( x, x , , t ) L( x, x , t ) f ( x, x , t )
H ( x, x , , t ) x 2 (t ) x(t )
15 January 2014

H. T. Hong - HCMUT

39

Ti u ha ng c rng buc Th d 1

Phng trnh Euler

Euler-Lagrange:
Lagrange:
H ( x, x , , t ) d H ( x, x , , t )

0
x
dt
x

d
2 x (t ) 0
d
dt

2 x(t ) 0 ((1))

Tm nghim phng trnh Euler-Lagrange:

(1) x(t )
x(t )

15 January 2014

t 2 c1t c2

x (t )

t c1

H ( x, x , , t ) x 2 (t ) x(t )

H. T. Hong - HCMUT

40

Ti u ha ng c rng buc Th d 1

Xc nh cc hng s da vo iu kin rng buc v iu

kin bin:

x(0)

.0 c1.0 c2 0

c2 0

x(4) 4 4c1 0
4

3 c1 2 16
0 x(t )dt 12 t 2 t 0 3 8c1 3
4

9 2 9
Kt lun: x (t )
t t
32
8
*

15 January 2014

H. T. Hong - HCMUT

9
c1
8
9

x(t )

t 2 c1t c2
41

Ti u ha ng c rng buc Th d 2

Tm vector hm x (t ) x1 (t )
di y t cc tiu:
2

x2 (t ) sao cho phim hm

T

J ( x ) 5( x1 1) 2 x22 dt
d min
i
0

vi iu kin rng buc: f ( x, x , t ) x1 2 x1 x2 0

v iu kin bin: x1 (0) 0; x1 (2) 1

Gii:

Hm Hamilton:

H ( x, x , , t ) L( x, x , t ) f ( x, x , t )
H ( x, x , , t ) [5( x1 1) 2 x22 ] ( x1 2 x1 x2 )
15 January 2014

H. T. Hong - HCMUT

42

Ti u ha ng c rng buc Th d 2

Phng trnh Euler

Euler-Lagrange:
Lagrange:
H d H
(1)
10( x1 1) 2 0

0
x1 dt x1
H d H

0
2 x2 0
(2)

x2 dt x2
Tm nghim phng trnh Euler-Lagrange tha iu
kin rng buc:
2 x2
(3)

(2)
2 x2
2x

10( x1 1) 4 x2 2 x 2 0
x2 x1 22xx1
T iu
kin rng buc, suy ra:
x2 x1 2 x1

Thay (3) vo (1):

(4)
(5)

y ((5)) vo ((4):
) 10( x1 1) 4( x1 2 x1 ) 2( x1 2 x1 ) 0
Thay
( xx, x, 10
, t )0[5( x1 1) 2 x22 ] ( x1 2 x1 (6)
x2 )
2 x1 H18
1
15 January 2014

H. T. Hong - HCMUT

43

Ti u ha ng c rng buc Th d 2
N hi t
Nghim
tng qut
t ca
phng
h ttrnh
h (6)

x1 (t ) C1e 3t C 2 e 3t 0.556
Thay iu
kin bin x1 (0) 0; x1 (2) 1

C1 C 2 0.556 0

0.0025C1 403.42C 2 0.556 1

x1 (t ) 0.5549e 3t 0.0011e 3t 0.556

C1 0.5549

C 2 0.0011
(7)

Thay (7) vo (5):

x2 x1 2x1

x2 (t ) 0.5549e 3t 0.0055e 3t 1.112

15 January 2014

H. T. Hong - HCMUT

44

IU KHIN TI U LIN TC
DNG PHNG PHP BIN PHN

15 January 2014

H. T. Hong - HCMUT

45

Bi ton iu khin ti u lin tc

Cho i tng:

x (t ) f ( x (t ),
) u(t ))

((*))

trong : x (t ) [ x1 (t ), x2 (t ),..., xn (t )]T : vector trng thi

u(t ) [u1 (t ), u2 (t ),..., um (t )]T : vector tn hiu K

Trng thi u: x (0) x0 , trng thi cui: x (t f ) x f

Bi ton iu khin ti u: tm tn hiu K u(t) sao cho:

tf

J (u) ( x (t f )) L( x (t ), u(t ), t )dt min

t0

Nghim x*(t) ca phng trnh vi phn (*) ng vi tn hiu

iu
khin
ti
u u*(t) gi l qu o trng thi ti
u.

15 January 2014

H. T. Hong - HCMUT

46

Phn loi bi ton iu khin ti u

Khong thi gian xy ra qu trnh ti u l tf , c th phn loi:

Bi ton ti u c tf c nh, v d:
iu
i khin on tu
t ha gia 2 ga vi
i lch trnh xc
c
nh sao cho nng lng on tu tiu th l thp nht;
iu khin qu trnh chuyn i ha hc trong thi gian
cho trc vi chi ph thp nht
Bi ton ti u c tf khng c nh, v d:
iu khin tn la ln cao xc nh vi thi gian
nhanh nht
iu khin tu bin i c xa nht vi mt ngun nng
lng c nh cho trc

15 January 2014

H. T. Hong - HCMUT

47

Phn loi bi ton iu khin ti u (tt)

Cc bi ton iu
i khin ti u
ng c trng thi u
x0
cho trc. Trng thi cui qu trnh ti u l xf =x(tf), c
th phn loi:
im cui t do, v d:
iu khin tn la ln cao ln nht;
iu khin tu bin i c xa nht vi mt ngun
nng lng c nh cho trc
im
i cui
i b rng
buc,
b v d:
d
iu khin tn la vo qu o vi thi gian nhanh
nht.
nht
im cui c nh cho trc, v d:
iu khin gghpp ni cc con tu
iu khin h thng v trng thi cn bng

15 January 2014

H. T. Hong - HCMUT

48

Gii bi ton K ton ti u dng PP bin phn

Bi ton K ti u lin tc c th pht biu li nh sau:

tf

min J (u) ( x (t f )) L( x (t ), u(t ), t )dt

u(t )

vi iu kin x (t ) f ( x (t ), u(t ), t )
trong t0, tf, v x (t0 ) x0 cho trc

Kt hhp iu
K
i kin
ki rng
buc
b vo
hm
h mc tiu
i dng
d hm
h
Lagrange:
tf

J (u) ( x (t f )) L( x (t ), u(t ), t ) T (t ) f ( x (t ), u(t )) x (t )dt

0

15 January 2014

H. T. Hong - HCMUT

49

Gii bi ton K ton ti u dng PP bin phn

nh ngha hm Hamilton:

H ( x , u, t , ) L( x , u, t ) T (t ) f ( x , u, t )
tf

J ( u) ( x (t f )) [ H ( x, u, t , ) T (t ) x ]dt
t0

Cn tm u*(t) sao cho: J (u) 0

u u*
u

Bin phn ca phim hm mc tiu:

T x T x
t t f
x

15 January 2014

tf

t t 0

H T
H
(t ) x

u dt
x
u

t 0

H. T. Hong - HCMUT

50

iu kin cn c li gii bi ton iu khin ti u

Ch l x (t0 ) 0 do iu kin u c nh; x (t f ) 0

nu im cui rng buc, x (t f ) 0 nu im cui t do
J (u) 0 vi
i mii u cn
c cc
iu
i kin:
ki

H
0
u
Lu :

(t)
x

(t f )

(t f )
x

((tt f )

iu kin (t f )
ch cn i vi bi ton im
x
cui t do.
(t ) c gi l ng trng thi ca h thng
t
H

Jh(u) (trnh
x(t fh))
[ Htrng
(t ) Tthi
(t ) x ]dt
d
(t))

c
gii l phng
ng
hi
x
0

15 January 2014

H. T. Hong - HCMUT

51

Trnh t gii bi ton iu khin ti u

x (t ) f ( x (t ),
) u(t ),
) t)
B 11: Vit PTTT m t i tng:
Bc
t

Bc 2: Vit hm mc tiu v K bin t yu cu thit k

Bi ton im cui t do:

tf

min J ( u) ( x (t f )) L( x (t ),
) u(t ),
) t )dt
u( t )

iu kin u: x (t0 ) x0

t0

Bi ton im cui rng buc:

tf

min J ( u) L( x (t ), u(t ), t )dt

u( t )

t0

iu kin u x (t0 ) x0 v iu kin cui x (t f ) x f

15 January 2014

H. T. Hong - HCMUT

52

Trnh t gii bi ton iu khin ti u

Bc 3: Thnh lp hm Hamilton: H (t ) L( x, u, t ) T (t ) f ( x , u, t )

Bc 4: Vit iu kin cn c li gii ti u:

PT trng thi:

x (t ) f ( x (t ),
) u(t ),
) t)

PT ng trng thi: (t)

x

iu kin u:

H
0
u
x (t0 ) x0

cui:
iu kin

x (t f ) x f

iu kin dng:

hoc (t f )

(Bi ton im cui c nh)

(t f )
x

(Bi ton im cui t do)

Bc 5: Gii h phng trnh trn s tm c u*(t) v x*(t)

15 January 2014

H. T. Hong - HCMUT

53

iu khin ti u Th d 1

c tnh ng hc nhit l sy cho bi phng trnh:

y (t ) 2( y (t ) ya ) u (t )

trong y(t) l nhit l sy v ya = 250C l nhit mi trng;

u(t) l cng dng nhit cp l sy v t l thi gian (gi)
Yu cu: Thit k lut iu khin u(t) iu khin nhit nhit l
sy
sao cho sau mt gi t n
cng gn
nhit t yd = 750C
cng tt v ti thiu nng lng tiu tn.
Gii:

Bc 1: Thnh lp phng trnh trng thi:

t bin trng thi: x(t ) y (t ) ya

Phng trnh trng thi ca l sy l: x (t ) 2 x(t ) u (t )

0
Trng thi cui
mong mun:
x f x(1) y (1) ya yd ya 50
15 January 2014

H. T. Hong - HCMUT

54

iu khin ti u Th d 1 (tt)

Bc 2: Xc nh hm mc tiu v iu kin bin:

Theo yu cu thit k l trng thi cui x(tf ) cng gn xf =50 cng tt,
ng thi ti thiu nng lng tiu tn, suy ra hm mc tiu:
tf

1 2
1
2
J (u ) [ x(t f ) x f ] u (t )dt min
20
2
(y l bi ton ti
u im
cui
t do)
trong l trng s ty chn (mun trng thi cui cng gn xf th
chn cng ln)
iu kin u: x0 0; t f 1

Bc 3: nh ngha hm Hamilton:

15 January 2014

H ( x, u, , t ) L( x, u, t ) (t ) f ( x , u, t )
1 2
H ( x , u, , t ) u (t ) (t )[2 x(t ) u (t )]
2
H. T. Hong - HCMUT

55

iu khin ti u Th d 1 (tt)

Bc 4: iu kin cn c nghim ti u
PT trng thi:

x (t ) 2 x(t ) u (t )

PT ng trng thi: (t )
x
H
H
i ki
iu
kin d
dng:
0
u
i ki
iu
kin
u:
iu kin cui:

(1)

(t ) 2 (t )
u (t ) (t ) 0

x(t0 ) x0 0

(t f )

(t f )
x

(2)
(3)
(4)

(1) ( x(1) 50)

((5))

1 2
H ( x , u, , t ) u (t ) (t )[2 x(t ) u (t )]
2
15 January 2014

H. T. Hong - HCMUT

56

iu khin ti u Th d 1 (tt)

Bc 5: Gii phng trnh vi phn

Nghim phng trnh (2):

(6)

(t ) C1e 2t

Thay (6) vo (3):

u (t ) C1e 2t

(7)

Thay (7) vo (1)

(1), ta c:
x (t ) 2 x(t ) C1e 2t

x(t )

(8)

C1 2t
e C2 e 2t
4
x (tu)((tt))
22x(t()t ) u0(t )

15 January 2014

H. T. Hong - HCMUT

(1)
(3)
(2)
57

iu khin ti u Th d 1 (tt)

Xc nh cc hng s da vo iu kin bin:

x ( 0) 0
(1) x(1) 50

C1
4 C2 0

C1 2

2
C1e e C2 e 2 50

50

C1 e 2 (e 2 e 2 ) / 4

12.5
C2

e 2 ( e 2 e 2 ) / 4

15 January 2014

H. T. Hong - HCMUT

58

iu khin ti u Th d 1 (tt)

Kt
lun: Tn hiu iu
khin
v qu o trng thi ti
u l:

u (t ) C1e 2t
C1 2t
x(t ) e C2 e 2t
4

15 January 2014

H. T. Hong - HCMUT

59

iu khin ti u Th d 2

Cho h thng xe nh hnh v.

v Quan
h vo ra ca h thng m t bi
phng trnh vi phn:

y(t))
y(
M

u(t)

My(t ) u(t )
trong
g u(t)
( ) l tn hiu
vo (lc
( iu khin);
); y(
y(t)) l tn hiu
ra ((v tr
xe); m = 0.5kg l khi lng xe

Bi ton t ra l thit k lut iu khin u(t) iu khin xe t

trng thi
hi
ng yn
tii gc
ta
n trng thi
hi
ng yn
tii v tr
cch gc ta 10cm trong khong thi gian 1 giy, ng thi ti
g lng
g tiu tn.
thiu nng

Yu cu:
Hy
y thnh lp
p bi ton ti u cho yyu cu thit k trn.
Gii bi ton tm tn hiu iu khin ti u
15 January 2014

H. T. Hong - HCMUT

60

iu khin ti u Th d 2

Gii
Gii:

Bc 1: Vit phng trnh trng thi ca i tng

) x2 (t ) y (t )
t cc bin
trng thi x1 (t ) y (t ),

Phng trnh trng thi m t i tng

x1 (t ) x 2 (t )
x (t ) 1 u(t )
2
M
x1 (t ) x2 (t )

x 2 (t ) 2u(t )

15 January 2014

H. T. Hong - HCMUT

61

iu khin ti u Th d 2

Bc 2: Xc nh hm mc tiu v iu kin bin:

Yu cu thit k l trng thi xe ti thi im tf = 1 ng yn ti v
tr 10cm (im cui rng buc) ng thi ti thiu nng lng tiu
tn,
suy ra hm mc tiu:
1
1 2
(Bi ton ti u
J (u ) u (t )dt min
im cui rng buc)
20
T d kin ca bi, c th xc nh c iu kin bin:
iu kin u: x1 (0) y (0) 0, x2 (0) y (0) 0
iu kin cui: x1 (1) y (1) 10, x2 (1) y (1) 0

Bc 3: Thnh lp hm Hamilton:

H ( x , u, , t ) L( x , u, t ) T (t ) f ( x , u, t )
1 2
H ( x, u, , t ) u (t ) 1 x 2 (t ) 2 2u(t )
2

15 January 2014

H. T. Hong - HCMUT

62

iu khin ti u Th d 2 (tt)

Bc 4: iu kin cn c nghim ti u
PT trng thi:

x1 (t ) x2 (t )

x 2 (t ) 2u(t )

(1)

(
t
)

0
1
x1

PT ng trng thi:
2 (t ) H 1

x 2
iu kin dng:

H
0
u
u

iu kin u:

x (0) 0;0

iu kin cui:

x (1) 10;0

15 January 2014

u ( t ) 2 2 ( t ) 0

(2)

(3)
(4)

H. T. Hong - HCMUT

(5)
63

iu khin ti u Th d 2 (tt)

Bc 5: Gii phng trnh vi phn

1 (t ) C1
Nghim
g pphng
g trnh ((2):
)
2 (t ) C1t C 2
Nghim phng trnh (3):
u(t ) 22 (t ) 2C1t 2C 2

(6)

(7)

Thay (7) vo (1), ta c:

x1 (t ) x 2 (t )

x 2 (t ) 2u (t ) 4C1t 4C 2

x1 (t ) 23 C1t 3 2C 2 t 2 C3t C 4

2
x
(
t
)

2
C
t
4C 2 t C3
1
2
15 January 2014

H. T. Hong - HCMUT

(9)
64

iu khin ti u Th d 2 (tt)

Thay iu kin bin:

x1 (0) C 4 0
x 2 (0) C3 0
x (1) 2 C 2C 10
2
3 1
1
x 2 (1) 2C1 4C 2 0

C 4 0
C 0
3

C1 30
C 2 15

Kt
lun: Tn hiu iu
khin
ti
u l

u (t ) 60t 30
*

15 January 2014

H. T. Hong - HCMUT

(7)

65

PHNG PHP QUI HOCH NG

15 January 2014

H. T. Hong - HCMUT

66

Nguyn l ti u Bellman
Phng php qui hoch ng (DP Dynamic
Programing) do Bellman xut (1957)
Phng php qui hoch ng l mt thut ton xc nh
dy gi tr {u(k)} ti u ti thiu ch tiu cht lng J.
Nguyn
g y l
ti u: Mi on cui ca q
qu
o trng
g thi
ti u cng l mt qu o trng thi ti u.

x2

on 2

xN

on 3

xk

on 1

x0
x1
15 January 2014

H. T. Hong - HCMUT

67

Th d tm ng ngn nht dng DP

Tm ng ngn nht i t A n J,
J cho bit mng
li ng nh hnh v.

Nguyn l ti u Bellman: tm ng ngn nht

ngc t nt ch n nt u.

15 January 2014

H. T. Hong - HCMUT

68

Th d tm ng ngn nht dng DP

Phn bi ton tm ng thnh cc bc t 1 n 5

K hiu Nki l nt th i bc k
N21

N31
N41

N11

N22

N32

N51
N42

N33
N23
Bc 1
15 January 2014

Bc 2

Bc 3
H. T. Hong - HCMUT

Bc 4

Bc 5
69

Th d tm ng ngn nht dng DP

K hiu:
*
J k ( N ki ) l khong cch ngn nht t nt N ki n nt ch J
d ( N ki , N k 1, j ) l khong
g cch t nt N ki n nt N k 1, j

Phng trnh Bellman: J k* ( N ki ) min d ( N ki , N k 1, j ) J k*1 ( N k 1, j )

nht
t nt u
n
nt ch.
J1* ( N11 ) l khong cch ngn
15 January 2014

H. T. Hong - HCMUT

70

Th d tm ng ngn nht dng DP

Gii PT Bellman qua 2 vng:

Vng ngc: i ngc t nt cui v nt u tm
on ng cui ngn nht
Vng xui: i t nt u n nt cui ng i
ti u

15 January 2014

H. T. Hong - HCMUT

71

Th d tm ng ngn nht dng DP

Vng ngc:

Bc 5: bt u t nt ch J 5* ( N 51 ) 0

Bc 4: on ng ngn nht t nt N41 hoc N42

n ch:
J 4* ( N 41 ) d ( N 41 , N 51 ) J 5* ( N 51 ) 3

J 4* ( N 42 ) d ( N 42 , N 51 ) J 5* ( N 51 ) 4
15 January 2014

H. T. Hong - HCMUT

72

Th d tm ng ngn nht dng DP (tt)

Bc 3: c nhiu la
chn, t nt N3i phi
chn
ng
g i n
ch qua nt N4j no
ti u on qu o
cui
i J 3* ( N 3i ) ?

J 3* ( N 3i ) mind ( N 3i , N 4 j ) J 4* ( N 4 j )
j

*
d
(
N
,
N
)

J
3i
4j
4 (N4 j )
T nt
N 41
N 42
N3i
N 31
1+3=4
4+4=8
N 32
6+3=9
3+4=7

N 33
15 January 2014

3+3=6

3+4=7

J ( N 3i )

Quyt nh
i n

N41 (H)

N42 ((I))

N41 (H)

*
3

H. T. Hong - HCMUT

73

Th d tm ng ngn nht dng DP (tt)

Bc 2: tm ng
ti u t nt N2i n
nt ch N51 (tc nt
J), s dng kt
qu
ti u on cui tm
c bc 3

J 3* ( N 31 ) 4
J 3* ( N 32 ) 7
J 3* ( N 33 ) 6

J 2* ( N 2i ) mind ( N 2i , N 3 j ) J 3* ( N 3 j )
j

T nt
N2i
N 21

d ( N 2i , N 3 j ) J 3* ( N 3 j )
N 31

J ( N 2i )

Quyt nh
i n

*
2

N 32

N 33

7+4=11

4+7=11

6+6=12

11

N 31 hoc N 32

N 22

3+4=7

2+7=9

4+6=10

N 31

N 23

4+4=8

1+7=8

5+6=11

N 31 hoc N 32

15 January 2014

H. T. Hong - HCMUT

74

Th d tm ng ngn nht dng DP (tt)

Bc 1: tm ng
ti u t nt N11 (tc
nt A)) n nt ch
N51 (tc nt J), s
dng kt qu ti u

on
cui
i t
tm
c
bc 2

J 2* ( N 21 ) 11
J 2* ( N 22 ) 7
J 2* ( N 23 ) 8

J1* ( N11 ) min d ( N11 , N 2 j ) J 2* ( N 2 j )

j

N11

d ( N11 , N 2 j ) J 2* ( N 2 j )
N 21
2+11=13

15 January 2014

N 22
4+7=11

N 23
2+8=10

H. T. Hong - HCMUT

J ( N11 )

Quyt
Q
t nh
i n

10

N 23

*
1

75

Th d tm ng ngn nht dng DP (tt)

V xui:
Vng
i i t bc
b 1 n
b
bc
5 rt
t ra ng
i ti u

Kt lun:
ng i ti
u: N11 N 23 N 31 N 41 N 51

hoc: N11 N 23 N 32 N 42 N 51

15 January 2014

H. T. Hong - HCMUT

76

Bi ton iu khin ti u ng ri rc

Cho i tng
g m t bi p
phng
g trnh sai p
phn:

x (k 1) f ( x (k ), u(k ))
trong : x (k ) [ x1 (k ), x2 (k ),..., xn (k )]T: vector trng
g thi

(*)

u(k ) [u1 (k ), u2 (k ),..., um (k )]T: vector tn hiu iu khin

Trng thi u: x (0) x0 , trng thi cui: x ( N ) x N

Bi ton iu khin ti u: tm tn hiu u(k) sao cho:

N 1

J ( N , x N ) L( x (k ),
) u(k )) min
k 0

Ch : Bi ton ti u im cui t do ( N , x N ) 0
Bi ton ti u im cui c nh ( N , x N ) 0
tng gii bi ton K ti u ri rc dng nguyn l ti u
(k ) ph thuc x * (k ) theo chiu
Bellman: tm kim nghim u* (k
ngc hng qu o t im cui xN n im u x0
15 January 2014

H. T. Hong - HCMUT

77

PP qui hoch ng gii bi ton K ti u ri rc

t hm mc tiu ti u cho on qu o t.thi
t thi cui k t im x(k)
N 1

*
J k ( x ( k )) min ( N , x ( N )) L( x (i ), u(i )) , ( k 0, N 1)
u ( k ),...,u ( N 1)
i k

*
Biu din J k ( x (k )) di dng:
N 1

*
J k ( x (k )) min L( x (k ),
) u(k )) ( N , x ( N )) L( x (i ),
) u(i ))
u( k ),...,u ( N 1)
i k 1

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

u (k
(k )

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

u( k )

(PT Bellman)

D thy: J N* ( x ( N )) ( N , x ( N )) v J 0* ( x (0)) minJ

Gii N phng trnh Bellman theo th t k N 1 0 s tm c
tn hiu iu khin ti u.
15 January 2014

H. T. Hong - HCMUT

78

Trnh t gii bi ton K ti u ri rc dng DP

i tng:

Yu cu thit k: Tm tn hiu u* (k ), k 0,1,..., N 1 iu khin

h
thng
g t trng
g thi u x (0) x0 n trng
g thi cui x ((N )
sao cho ti thiu ch tiu cht lng:

x (k 1) f ( x (k ),
) u(k ))

N 1

J ( N , x N ) L( x (k ), u(k )) min
k 0

Bc 1: Vit phng trnh Bellman:

J k* ( x (k )) min
i L( x (k ),
) u(k )) J k*1 ( f ( x (k ),
) u(k ))) (k 0,1,..., N 1)
u( k )

vi J N* ( x ( N )) ( N , x N )

Bc 2: Gii phng trnh Bellman qua 2 vng:

*
Vng ngc: k N 1 0 tm u ( k ) ph thuc x (k )
*
Vng thun: k 0 N 1 tnh c th u ( k ) t /kin u x0
15 January 2014

H. T. Hong - HCMUT

79

Trnh t gii bi ton K ti u ri rc dng DP (tt)

*
Vng ngc: tm u ((kk ) ph thuc x(k) (k=N10),
0) gm cc
bc:

( N 1) l nghim bi ton ti u:
Tm u* (N
( N 1) ph thuc x (N

J N* 1 ( x ( N 1)) min L( x ( N 1), u( N 1)) ( N , x ( N ))

u ( N 1)

) u( N 1)) x ( N )
vi rng buc f ( x ( N 1),

Vi k N 2 0 :tm u* (k ) ph thuc x (k ) l nghim PT Bellman:

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

u( k )

vi J k*1 (.)
( ) l biu thc hm mc tiu ti u ti u on qu
o cui tm c bc trc .

J k ((.))
0
Ch
: tm
t u (k ) , p
dng
d
PP ti u tnh,
t h gii
ii PT
PT:
u(k )
*

15 January 2014

H. T. Hong - HCMUT

80

Trnh t gii bi ton K ti u ri rc dng DP (tt)

(k ) . Thc hin cc bc
Vng xui: xc nh gi tr c th uk (k
sau y vi k=0,1,2,.N1:

Gn x (k ) vo cng thc u* (k
(k ) tnh vng ngc
c gi tr c th ca u* (k )

Thay u* (k
Tha
o m hnh ton ca i ttng
ng tnh c
c
(k ) vo
trng thi ti u thi im (k+1)

x (k 1) f ( x (k ),
) u* (k ))

15 January 2014

H. T. Hong - HCMUT

81

iu khin ti u ri rc dng DP Th d 1

Xt i tng l khu qun tnh bc 1 c m hnh trng thi:

1
1
x(k 1) x(k ) u (k )
2
2
X nh
Xc
h tn
hiu
hi i
iu khi
khin ti
i u i
iu khin
khi h thng
h t

trng thi u x(0)=4 n trng thi cui x(4)=0 sao cho:

3

J ( x 2 (k ) u 2 (k )) min
i
k 0

Gii:

Phng trnh Bellman:

( x(k )) minx (k ) u

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

u( k )

J k*

u(k )

(k ) J k*1 (0.5 x(k ) 0.5u (k )) (k 0 3)

vi: J 4* ( x(4)) 0
15 January 2014

H. T. Hong - HCMUT

82

iu khin ti u ri rc dng DP Th d 1 (tt)

Vng ngc: Vi k = 3:
Phng trnh Bellman:

J 3* ( x(3)) min x 2 (3) u 2 (3)

u ( 3)

(do J 4* ( x(4)) 0

iu kin rng buc:0.5 x(3) 0.5u (3) x(4) 0

Li gii: u * (3) x(3) ( tha mn iu kin rng buc)

J 3* ( x(3)) 2 x 2 (3)

15 January 2014

H. T. Hong - HCMUT

83

iu khin ti u ri rc dng DP Th d 1 (tt)

Vng ngc: Vi k = 2:
Phng trnh Bellman:

( x(2)) minx (2) u

J 2* ( x(2)) min x 2 (2) u 2 (2) J 3* ( x(3))

u ( 2)

J 2*

u ( 2)

(2) 2 x 2 (3)

1
1

*
2
2
J 2 ( x(2)) min
i x (2) u (2) 2 x(2) u (2))
u ( 2)
2

2

3 2
3 2
*
J 2 ( x(2)) min x (2) x(2)u (2) u (2)
u ( 2) 2
2

J 2 (.)
x ( 2)
x(2) 3u (2) u * (2)
Do
u (2)
3

J 2* ( x(2)) x 2 (2) x(2) 2 1 x(2) x(2)

3
3

4 2
J ( x(2)) 3 x (2)
*
2

15 January 2014

H. T. Hong - HCMUT

84

iu khin ti u ri rc dng DP Th d 1 (tt)

Vng ngc: Vi k = 1:
Phng trnh Bellman:

J1* ( x(1)) min x 2 (1) u 2 (1) J 2* ( x(2))

u (1)
4 2
2
*
2
J1 ( x(1)) min
x (1) u (1) x (2)
u (1)
3

4
1

*
2
2
J1 ( x(1)) min x (1) u (1) ( x(1) u (1))
u (1)
3 2

4
2
4
J1* ( x(1)) min x 2 (1) x(1)u (1) u 2 (1)
u (1)
3
3
3

8
J (.) 2
x(1)
Do: 1 x(1) u (1) u * (1)
3
u (1) 3
4
x(1) 4 1
x(1)

(
1
)

2
4
3
4

J1* ( x(1)) x 2 (1)

5
4

J1* ( x(1)) x 2 (1)

15 January 2014

H. T. Hong - HCMUT

85

iu khin ti u ri rc dng DP Th d 1 (tt)

Vng ngc: Vi k = 0:
Phng trnh Bellman:

J 0* ( x(0)) min x 2 (0) u 2 (0) J1* ( x(1))

u0 1

J 0* ( x(0)) min x 2 (0) u 2 (0) x 2 (1)

5
u (0)
4

5
1

*
2
2
J 0 ( x(0)) min x (0) u (0) ( x(0) u (0))
u (0)
4 2

J 0* ( x(0)) min 21 x 2 (0) 5 x(0)u (0) 21 u 2 (0)
u ( 0 ) 16
8
16

J 0 (.) 5
21
5
*
x(0) u (0) u (0) x(0)
Do:
u (0) 8
8
21
2
2
J 0* ( x(0)) x 2 (0) 5 x(0) 5 1 x(0) 5 x(0)
21
21
4 2

26
J 0* ( x(0)) x 2 (0)
21
15 January 2014

H. T. Hong - HCMUT

86

Th d gii bi ton K ti u ri rc dng DP (tt)

Vng xui:

iu kin u: x(0) 4
5
20
Vi k = 0: u (0) x(0)
21
21
*

1
1
20 32
*
x(1) ( x(0) u (0)) 4
2
2
21 21
Vi k = 1: u * (1)

x(1)
8

4
21

1
1 32 8 12
*
x(2) ( x(1) u (1))
2 21 21 21
2

15 January 2014

H. T. Hong - HCMUT

87

Th d gii bi ton K ti u ri rc dng DP (tt)

Vng xui:

Vi k = 2:

Vi k = 3:

4
x(2)
u (2)

3
21
1
1 12 4 4
x(3) ( x(2) u * (2))
2
2 21 21 21
*

u * (3) x(3)

4
21

1
1 4 4
*
x(4) ( x(3) u (3)) 0
2
2 21 21

4
4
20 8
Kt lun: Chui tn hiu K ti u l: u ; ; ;
21 21 21 21
*

Ch tiu cht
lng ti
u: J min J 0* ( x(0))
15 January 2014

H. T. Hong - HCMUT

26 2
416
x (0)
21
21
88

Qui hoch ng gii bi ton K ti u lin tc

Cho i tng m t bi phng trnh trng thi:

x (t ) f ( x (t ), u(t ), t )
Trng
g thi u: x (0) x0 , trng
g thi cui: x (t f ) x f
Bi ton iu khin ti u: tm tn hiu iu khin u(t) sao cho:
tf

J (u) ( x (t f )) L( x (t ), u(t ), t )dt min

((*))

ti

t: Hm mc tiu ti u on qu o cui t thi im ti, trng

thi xi n thi im cui tf, trng thi cui x(tf) l

J (ti , xi ) min ( x (t f )) L( x (t ), u(t ), t )dt

tf

u(t )

ti

Nu tn ti li gii ti u ca bi ton ((*)) th hm mc tiu ti u on qu

o cui phi tha mn phng trnh Hamilton-Jacobi-Bellman:
T

J (t , x )
J (t , x )

min
i L( x, u, t )
f ( x, u, t )

u(t )
t
x
*

15 January 2014

H. T. Hong - HCMUT

89

IU CHNH TON PHNG TUYN TNH

(Linear Quadratic Regulator LQR)

15 January 2014

H. T. Hong - HCMUT

90

Bi ton LQR lin tc

i tng tuyn tnh m t bi phng trnh trng thi:

x (t ) Ax (t ) Bu(t )

(*)

) x2 (t ),...,
) xn (t )]T : vector
t
trong

: x (t ) [ x1 (t ),
t trng
t
thi

u(t ) [u1 (t ), u2 (t ),..., um (t )]T : vector tn hiu iu khin

Bi ton
t
ra l tm
tn
hiu
hi iu
i khin
khi u(t)
( ) iu
i chnh
h h h thng
h t

trng thi u x (0) x0 bt k v trng thi cui x(tf) = 0 sao cho

g dng
g ton phng:
p
g
ti thiu ch tiu cht lng
tf

1 T
1
J (u) x (t f ) Mx (t f ) x T (t )Qx (t ) uT (t ) Ru(t ) dt
2
2 t0
trong Q v M l cc ma trn trng s bn xc nh dng
R l ma trn
trng
g s xc nh
dng
g

Bi ton trn c gi l bi ton iu chnh ton phng tuyn tnh.

15 January 2014

H. T. Hong - HCMUT

91

iu kin cc tr bi ton LQR lin tc

Hm Hamilton:

1 T
H x (t )Qx (t ) uT (t ) Ru(t ) T (t )Ax (t ) Bu(t )
2

iu kin cn c li gii ti u:
PT trng thi:
hi

x (t ) Ax
A (t ) Bu
B (t )

(1)

H
PT ng trng thi: (t )
(2)
Q
Qx (t ) A (t )
x
H
t)
iu kin dng:
Ru(t ) B T (t ) 0x (t ) f ( x (t ), u(t ),(3)
u
H
T

(t )
x
H
0 T
H (t ) L( x, u , t ) (t ) f ( x , u, t )
15 January 2014

H. T. Hong - HCMUT

92

Cch tm li gii ti u

Rt u(t) t (3):

u(t ) R 1 B T (t )

(4)

Th (4) vo
Thay
(1),
(1) tta
c

x (t ) Ax (t ) BR 1 B T (t )

Kt
hp (5) v (2), ta c phng trnh vi phn:

x (t ) A BR 1 B T x (t )
(t ) Q
A (t )

(5)

(6)

Gii phng trnh vi phn (6), tm c x(t) v (t)

Thay (t) vo (4) tm c li gii ti u

15 January 2014

H. T. Hong - HCMUT

93

Li gii bi ton LQR lin tc

T hiu
Tn
hi iu
i khin
khi ti u: u* (t ) K (t ) x (t )
trong :

K (t ) R 1 B T P (t )

v P(t) l nghim bn xc nh dng ca phng trnh vi phn Ricatti:

P PA AT P Q PBR 1 B T P

P (t f ) M

Li gii phng trnh Ricatti:

Trng hp h bc 2: c th gii bng tay
Trng hp tng qut: tham kho thm trong ti liu

15 January 2014

H. T. Hong - HCMUT

94

Bi ton LQR lin tc thi gian v hn

i tng tuyn tnh m t bi phng trnh trng thi:

x (t ) Ax (t ) Bu(t )

Ch tiu cht lng dng ton phng,

phng trong thi im cui tf=:

1
J (u) x T (t )Qx (t ) uT (t ) Ru(t ) dt
20

Tn hiu iu khin ti u:

u* (t ) Kx (t )

trong :
K R 1 B T P
v P l nghim bn xc nh dng ca phng trnh i s Ricatti:
PA AT P Q PBR 1 B T P 0

Ch : trong trng hp ny K v P l khng ph thuc thi gian

Gi tr cc tiu
ca ch tiu cht
lng: J min x T (0) Px (0)
15 January 2014

H. T. Hong - HCMUT

95

iu khin LQR lin tc Th d 1

Cho h tuyn tnh bc 1 khng n nh m t bi PTTT:

x (t ) 3x(t ) 2u (t )

Yu cu: Thit k lut

iu khin u(t)
( ) h kn n nh
v ti thiu
ch tiu cht lng:

1
J ( x 2 (t ) 5u 2 (t ))dt
20
Gii:

Phng trnh i s Ricatti: PA AT P Q PBR 1 B T P 0

1
4 2
P.3 3.P 1 P.2. .2.P 0
P 6P 1 0
5
5
P 7.663 (chn nghim xc nh dng)
1
1 T
li hi tip trng thi: K R B P K .2.(7,663) 3,065
5
Lut iu
khin
ti
u: u (t ) Kx(t ) u (t ) 3,065 x(t )

15 January 2014

H. T. Hong - HCMUT

96

iu khin LQR lin tc Th d 2

x1 x2
Cho h tuyn tnh bc 2 m t bi PTTT:
x2 u
Yu cu:
Y
Thit k lut
l t iu
i khin
khi u(t)
(t) h kn
k n
nh
h v ti thiu
thi
ch tiu cht lng:

1
J (2 x12 (t ) 2u 2 (t ))dt
20
Gii:

x1 (t ) 0 1 x1 (t ) 0
Vit li
phng
p
g trnh trng
g thi:
u (t )

0 0 x2 (t ) 1
x2 (t )

B
A
Vit li
ch tiu cht lng:
g

2 0 x1
1
2
J x1 x2

2
u
(t ))dt

0 0 x2 R
20

Q
15 January 2014

H. T. Hong - HCMUT

97

iu khin LQR lin tc Th d 2

Phng trnh i s Ricatti:

PA AT P Q PBR 1 B T P 0

p1

p2

p2 0 1 0 0 p1

p3 0 0 1 0 p2

p1 0

p2 p1

1 2

p2
2

1
p1 p2 p3
2

15 January 2014

p2 2

p3 0
p1

p2

0 2 0 1 p22

p2 0 0 2 p2 p3
1

p1 p2 p3
2
0

1
2 p2 p32
2

0
0
p 2 0 1
p1
0 1

p3 1 2
p2

p2
0

p3

p2 p3
0
2
p3

H. T. Hong - HCMUT

98

iu khin LQR lin tc Th d 2

1 2
2 2 p 2 0

1
p1 p2 p3 0
2

2 p2 1 p32 0

p1 2 2

p2 2
p 2 2
3

li hi tip trng thi:

2 2
1
1 T
K R B P K 0 1
2
2

2 2
P
2

2 2

2 2

K [1

2]

Lut iu khin ti u:
u (t ) Kx (t ) [1
*

15 January 2014

x1 (t )
2 ]

x
(
t
)
2

u * (t ) x1 (t ) 2 x2 (t )

H. T. Hong - HCMUT

99

iu khin LQR lin tc Th d 3

Cho h tuyn tnh bc 2 m t bi PTTT:

1 x1 (t ) 0
x1 (t ) 0
x (t ) 1 2 x (t ) 1u (t )
2 2
B
A

Yu cu: Thit k lut iu khin u(t) h kn n nh v ti thiu

ch tiu cht lng:

1
J [2 x12 (t ) x22 (t ) u 2 (t )]dt
20
Gii:

Vit li
ch tiu cht lng:
g

1
J ([ x1
20
15 January 2014

2 0 x1
2
x2 ]
1

u
(t ))dt

0 1 x2

Q
H. T. Hong - HCMUT

100

iu khin LQR lin tc Th d 3

Phng trnh i s Ricatti:

PA AT P Q PBR 1 B T P 0

p1

p2

p2

p3

p2 0
1 0 1 p1

p3 1 2 1 2 p2

p1 2 p2 p2

p2 2 p3 p1 2 p2

2 p2 2 p22

p3 p1 2 p2 p2 p3
15 January 2014

p2 2 0

p3 0 1
p p 2 0
p1

1
0
1
p2
p2 p3 1

p3 2 0 p22

p2 2 p3 0 1 p2 p3

p2
0

p3

p2 p3
0
2
p3

p1 2 p2 p3 p2 p3
0
2
2 p2 4 p3 1 p3
H. T. Hong - HCMUT

101

iu khin LQR lin tc Th d 3

2 p2 2 p22 0
p 2 p p p p 0
2
3
2 3
1
p p1 2 p2 p2 p3 0
3
2 p2 4 p3 1 p32 0

p1 2.403

p2 0.732
p 0.542
3

(chn cc
nghim
g dng)
g)

2.403 0.732
P

0
.
732
0
.
542

li hi tip trng thi:

2.403 0.732
K R B P K 0 1
K [0.732 0.542]

0.732 0.542
x1 (t )
*
Lut iu khin ti u: u (t ) Kx (t ) [0.732 0.542]

(
)
x
t
2
1

u * (t ) 0.732 x1 (t ) 0.542 x2 (t )
15 January 2014

H. T. Hong - HCMUT

102

Bi ton LQR ri rc

Cho i tng tuyn tnh ri rc m t bi phng trnh trng thi:

(*)
x (k 1) Ad x (k ) Bd u(k )

) x2 (k ),...,
) xn (k )]T: vector
t
trong

: x (k ) [ x1 (k ),
t trng
t
thi

u(k ) [u1 (k ), u2 (k ),..., um (k )]T: vector tn hiu iu khin

Bi ton

t ra l tm
tn
hiu
hi iu
i khin
khi u(k)
(k) iu
i chnh
h h h thng
h t

trng thi u x (0) x0 bt k v trng thi cui x(N) = 0 sao cho

g dng
g ton phng:
p
g
ti thiu ch tiu cht lng

1 N 1 T
1 T
J (u) x ( N ) Mx ( N ) x (k )Qx (k ) uT (k ) Ru(k )
2 k 0
2
0

trong Q v M l cc ma trn trng s bn xc nh dng

trng
g s xc nh
dng
g
R l ma trn
15 January 2014

H. T. Hong - HCMUT

103

Li gii bi ton LQR ri rc

T hiu
Tn
hi iu
i khin
khi ti u: u* (k ) K (k ) x (k )

K (k ) B P (k 1) Bd R BdT P (k 1) Ad

trong :

T
d

v P(k) l nghim bn xc nh dng ca phng trnh Ricatti:

P ( k ) A P ( k 1) P ( k 1) Bd B P ( k 1) Bd R
T
d

T
d

BdT P ( k 1) Ad Q

P (N ) M

Nghim phng trnh Ricatti ri rc: ln lt thay k ( N 1) 0

vao phng trnh Ricatti s tm c P(k)

15 January 2014

H. T. Hong - HCMUT

104

Bi ton LQR ri rc thi gian v hn

i tng tuyn tnh m t bi phng trnh trng thi ri rc:

x (k 1) Ad x (k ) Bd u(k )

Ch tiu cht lng dng ton phng,

phng trong thi im cui N
N=:
:

1 T
J (u) x (k )Qx (k ) uT (k ) Ru(k )
2 k 0

Tn hiu iu khin ti u:

u* (k ) Kx (k )

K B PBd R BdT PAd

v P l nghim bn xc nh dng ca phng trnh i s Ricatti:

t
trong
:

T
d

P A P PBd B P Bd R
T
d

T
d

BdT P Ad Q

Ch : trong trng hp ny K v P l khng ph thuc k

Gi tr cc tiu ca ch tiu cht lng: J min x T (0) Px (0)

15 January 2014

H. T. Hong - HCMUT

105

Li gii bi ton LQR thi gian v hn dng Matlab

Nghim phng trnh i s Ricatti lin tc (continuous algebraic

Ricatti equation care)
(
Q )
>> P=care(A,B,Q,R)

Li gii bi ton LQR (Linear quadratic Regulator LQR) lin tc

>> K=lqr(A,B,Q,R)

Nghim
hi phng
h
trnh
h i
i s Ricatti
i i ri
i rc(discrete
(di
algebraic
l b i Ricatti
i i
equation dare)
>> P
P=dare(A
dare(A,B,Q,R)
B Q R)

Li gii bi ton LQR (Linear quadratic Regulator LQR) ri rc

>> K=dlqr(A,B,Q,R)

15 January 2014

H. T. Hong - HCMUT

106

B LC KALMAN

15 January 2014

H. T. Hong - HCMUT

107

Lc Kalman lin tc

x (t ) Ax (t ) Bu (t ) w (t )
Xt
h
h tuyn
tnh
h lin
li tc:
y (t ) Cx(t ) v(t )
Trong : w(t) l nhiu h thng; v(t) l nhiu o lng.
lng
Gi s nhiu h thng v nhiu o lng c phn b Gauss, khng
tng quan, c trung bnh bng 0 v phng sai l:

E[ ww T ] Q N

E[vvT ] RN

x (t ) [ Ax (t ) Bu (t )] L[ y (t ) y (t )]
B lc Kalman lin tc:
y (t ) Cx (t )
Trong L l li ca b lc Kalman:
L C T RN1
vi l nghim ca phng trnh Ricatti:
A AT C T RN1C Q N 0
15 January 2014

H. T. Hong - HCMUT

109

S khi b lc Kalman lin tc

u(t)

x (t ) Ax (t ) Bu (t )

x(t)

L
B

++
+

y(t)
()

x (t )

y (t )

B lc Kalman:

x (t ) Ax (t ) Bu (t ) L( y (t ) y (t ))

y (t ) Cx (t )

Trong :

L C T RN1
A AT C T RN1C Q N 0

15 January 2014

H. T. Hong - www4.hcmut.edu.vn/~hthoang/

110

B lc Kalman lin tc Th d 1

Cho h tuyn tnh bc 2 m t bi PTTT:

x (t ) Ax (t ) Bu (t ) w (t )
y (t ) Cx(t ) v(t )

0
1
0
Trong : A
B
C 1 0
1 2
1

0.2 0
T
E
vv
[
] RN 0.01
E[ ww T ] Q N

0 0.1

Yu cu:
Thit
k b lc Kalman c lng trng thi ca h thng

trn t tn hiu o y(t).

Gii:

x (t ) Ax (t ) Bu (t ) L( y (t ) y (t ))
B c lng trng thi:
y (t ) Cx (t )
L C T RN1
15 January 2014

H. T. Hong - HCMUT

111

B lc Kalman lin tc Th d 1

Trong l nghim ca phng trnh i s Ricatti:

A AT Q N C T RN1C 0

1 p1
0

1 2 p2

p2

p1 2 p2

p2 p1

p3 p2

p3
p2

p2 2 p3 p3

2 p2 0.2 100 p12

p3 p1 2 p2 100 p1 p2
15 January 2014

p2 0 1 0.2 0

p3 1 2 0 0.1
p1 p2 1 1
p1

1
0
p2
p2 p3 0 0.01

p2
0

p3

p1 2 p2 0.2 0

p2 2 p3 0 0.1
p12
p1 p2
100
2 0
p2
p1 p2

p3 p1 2 p2 100 p1 p2
2 0
2 p2 4 p3 0.1 p2
H. T. Hong - HCMUT

112

B lc Kalman lin tc Th d 1
(1)
2 p2 0.2 100 p12 0

p3 p1 2 p2 100 p1 p2 0 (2)
2 p2 4 p3 0.1 p22 0
(3)
(2) &(3) p22 400 p1 p2 4 p1 10 p2 0.1 0

(4)

2
2
2
(1) &(4) (50 p1 0.1) (50 p1 0.1)(400 p1 10) 4 p1 0.1 0

2500 p14 20000 p13 490 p12 36 p1 1.09 0

p1 0.0441

0.0441 0.00279
p2 0.00279

0.00279
0.0262
p3 0.0262

li b lc Kalman: L C T RN1
0.0441 0.00279 1 1

L
0.0262 0 0.01
0.00279
15 January 2014

H. T. Hong - HCMUT

4.409

L
0.279
113

Lc Kalman ri rc

x (k 1) Ad x (k ) Bd u (k ) w (k )
Xt h tuyn
tnh ri rc:
y (k ) C d x(k ) v(k )
Trongg : w(k)
( ) l nhiu h thng;
g; v(k)
( ) l nhiu o lng.
g
Gi s nhiu h thng v nhiu o lng c phn b Gauss, khng
tng quan, c trung bnh bng 0 v phng sai l:

E[ ww T ] Q N

E[vvT ] RN

B lc Kalman ri rc:
x (k 1) [ Ad x (k ) Bd u (k )] Lk [ y (k 1) y (k 1)]
y (k ) C x (k )
d

Trong L l li ca b lc Kalman:
1
T
T
L(k ) Ad (k )C d C d (k )C d RN

vi l nghim ca phng trnh Ricatti:

(k 1) Ad (k ) AdT Q N Ad (k )C dT RN1C d (k ) AdT
15 January 2014

H. T. Hong - HCMUT

114

S khi b lc Kalman ri rc
u(t)

x d ( k 1) Ad x ( k ) Bd u ( k )

x(t)

y(t)
()

Cd

L
Bd

++
+

x (t )

Cd

y (t )

Ad

B lc Kalman: x (k 1) [ Ad x (k ) Bd u (k )] Lk [ y (k 1) y (k 1)]
y (k ) C d x (k )

Trong :

L(k ) Ad (k )C C d (k )C RN
T
d

T
d

(k 1) Ad (k ) AdT QN Ad (k )C dT RN1C d (k ) AdT

15 January 2014

H. T. Hong - www4.hcmut.edu.vn/~hthoang/

115

Li gii b lc Kalman dng Matlab

Li gii b lc Kalman lin tc:

>> L = lqe(A,G,C,QN,RN)
l (A G C QN RN)

15 January 2014

%G ma trn
n v

H. T. Hong - HCMUT

116

B IU KHIN LQG
(Linear Quadratic Gaussian)

15 January 2014

H. T. Hong - HCMUT

117

Bi ton iu khin LQG (Linear Quadratic Gaussian)

Xt h tuyn tnh lin tc b tc ng bi nhiu Gauss:

x (t ) Ax (t ) Bu (t ) w (t )
y (t ) Cx(t ) v(t )

Trong : w(t) l nhiu h thng; v(t) l nhiu o lng. Gi s

nhiu khng tng quan, c trung bnh bng 0 v phng sai l:

E[ ww T ] Q N

E[vvT ] RN

Bi ton t ra l tm tn hiu iu khin u(t) iu chnh h thng t

trng thi u x (0) x0 bt k v trng thi cui x(tf) = 0 sao cho
ti thiu ch tiu cht lng dng ton phng:

1 T

T
J (u) E x (t )Qx (t ) u (t ) Ru(t ) dt
2 0

t
trong
Q l cc
ma trn
t ttrng s
bn
b xc

nh
h dng
d
R l ma trn trng s xc nh dng
15 January 2014

H. T. Hong - HCMUT

118

Nguyn l tch ri

Nguyn l tch ri: Bi ton ti u LQG c th gii bng cch gii

ring bi ton iu khin ti u tin nh v bi ton c lng trng
thi ti u.
LQG = LQR + Lc Kalman

15 January 2014

H. T. Hong - HCMUT

119

Li gii bi ton iu khin LQG

Tn hiu iu khin ti u LQR:

u* (t ) Kx (t )
vi li hi tip trng thi: K R 1 B T P
trong P l nghim bn xc nh dng ca pt i s Ricatti:
PA AT P Q PBR 1 B T P 0

B lc Kalman:

x (t ) [ Ax (t ) Bu (t )] L[ y (t ) y (t )]

y (t ) Cx (t )
vi li c lng:

L C T RN1

trong l nghim bn xc nh dng ca pt i s Ricatti:

A AT C T RN1C Q N 0
15 January 2014

H. T. Hong - HCMUT

120

S khi b iu khin LQG lin tc

r(t)

u(t)

x (t ) Ax (t ) Bu (t )

x(t)

y(t)

L
B

++
+

x (t )

y (t )

A
K

B iu khin LQR
u* (t ) Kx (t )

K R 1 B T P
PA AT P Q PBR 1 B T P 0
15 January 2014

B lc Kalman

x (t ) Ax (t ) Bu (t ) L( y (t ) y (t ))

y (t ) Cx (t )
L C T RN1
A AT C T RN1C QN 0

H. T. Hong - www4.hcmut.edu.vn/~hthoang/

121

TH D THIT K
IU
KHIN
TI
U

15 January 2014

H. T. Hong - HCMUT

122

i tng iu khin: h con lc ngc

Thng s h con lc ngc

M =1.0 kg: trong lng xe
m=0.1kg : trong lng con lac
l = 1.0 m: chieu dai con lac
u : lc tac ong vao xe [N]
g:g
gia toc trong trng [[m/s2]]
x : v tr xe [m]
: goc gia con lac va phng
thang ng
thang
ng [rad]

M hnh ton h con lc ngc

u ml (sin ) 2 mg cos sin
x
M m m(cos ) 2
u cos ( M m) g (sin ) ml (cos sin )

ml (cos ) 2 ( M m)l

15 January 2014

H. T. Hong - HBK TPHCM

123

PTTT phi tuyn ca h con lc ngc

t cc bin trng thi x1 , x2 , x3 x, x4 x

Phng trnh trng thi phi tuyn

x2

x1 u cos x1 ( M m) g (sin x1 ) ml (cos x1 sin x1 ) x2

x
2
ml (cos x1 ) ( M m)l

2
x4

x3
2

ml
(sin
(
x
)
x

mg
g
cos
x
sin
x
1
2
1
1
x4

2
M m m(cos x1 )

Yu cu: Thit k b iu khin gi cn bng con lc quanh v

tr thng ng

15 January 2014

H. T. Hong - HBK TPHCM

124

PTTT tuyn tnh ca h con lc ngc

PTTT tuyn tnh ha quanh im cn bng thng ng (gc

lch nh hn 100)
0
1 0 0 x
0
x1 M m
1 1

x
g

0
0
0
x2 Ml
2 Ml

0
0 0 1 x3
0
x3

m
1


x4 M g 0 0 0 x4 M

Thay c th thng s ca h con lc ngc:

1 0 0 x1 0
x1 0
x 10.78 0 0 0 x 1
2
2 u
x3 0
0 0 1 x3 0

x
0.98 0 0 0 x4 1
4

B
A

15 January 2014

H. T. Hong - HBK TPHCM

125

Thit k b iu khin LQR

Gi thit:
c tnh ng ca h con lc ngc c th c m t
bi h phng trnh bin trng thi tuyn tnh. iu ny
ch
h ng
khi gc
lch
l h nh.
h
H thng phn hi trng thi y , ngha l c th o
c 4 bin trng thi (gc lch , vn tc gc, v tr xe x,
vn tc xe )
Khng c nhiu tc ng vo h thng.

Thit k d
dng Matlab:
M tl b
>> K = lqr(A,B,Q,R)
Ty theo ln tng i gia trng s Q v R m h
thng c p ng qu v nng lng tiu tn khc nhau.
Mun trng thi p ng nhanh tng thnh phn Q tng
ng
Mun gim nng lng tng R

15 January 2014

H. T. Hong - HBK TPHCM

126

M phng iu khin LQR h con lc ngc

15 January 2014

H. T. Hong - HBK TPHCM

127

Kt qu m phng iu khin LQR h con lc ngc

0
1
0
0

0
0
1
0

0
0
0

0
-0.5

1
[m],[m
m/s]

1
0
Q
0

[rad],[rad/s]

0
0.5

x
x

0.5
0
-0.5

R 1

10

[N]

15 January 2014

Gc l
G
lch
h con l
lc
c gi cn bng
tt, tuyy nhin v tr xe
dao ng kh ln

0
-5

3
Time [s]

K= [34.3620 10.7009 1.000 2.4109]

H. T. Hong - HBK TPHCM

128

Kt qu m phng iu khin LQR h con lc ngc

0
1 0 0
0 100 0

0 0 1
0

15 January 2014

-0.5
-1

0
0

20

10
[N]

x
x

-1

R 1

Tng trng s q33

(tng ng vi v tr
xe) v tr xe t dao
ng hn, tuy nhin
nng lng tiu tn
tng ln

[m],[m
m/s]

1
0
Q
0

[rad],[rad/s]

0
0.5

0
-10

3
Time [s]

K=[70.1356 22.1091 10.000 11.0514]

H. T. Hong - HBK TPHCM

129

Kt qu m phng iu khin LQR h con lc ngc

0
1 0 0
0 100 0

0 0 1
0

15 January 2014

-0.5
-1

0
0

20

10
[N]

x
x

-1

R 1

Khuyt im ca b
iu khin LQR l
nu c nhiu o
lng th cht lng
iu khin b nh
hng ng k

[m],[m
m/s]

1
0
Q
0

[rad],[rad/s]

0.5

0
-10
10

3
Time [s]

K=[70.1356 22.1091 10.000 11.0514]

H. T. Hong - HBK TPHCM

130

Thit k b iu khin LQG

Gi thit:
H thng hot ng trong min tuyn tnh
Gi s ch o c
g
gc lch
v v tr xe
C nhiu tc ng vo h thng. Nhiu o v tr xe c
phng sai l 0.01; nhiu o gc lch con lc c phng
sai 0.001
0 001
Dng lc Kalman c lng trng thi v lc nhiu

Thit
k
dng Matlab:
>> K = lqr(A,B,Q,R)
>> L = lqe(A,G,C,QN,RN)
q ( , , ,Q , )

15 January 2014

%G l ma trn
n v

H. T. Hong - HBK TPHCM

131

Thit k b iu khin LQG

B iu khin LQR
1
0
Q
0

0
1 0 0
0 100 0

0 0 1
0

K=[70.1356 22.1091 10.000 11.0514]

R 1

B lc Kalman
Q N 0.000001I
0.001 0
RN

0
0
.
01

6.5617 0.0571
21.5437 0.1876

L
0.5713 0.1470

1.9568 0.0271

(Do ta gi s khng c nhiu h thng nn chn QN rt b.

b Hai
thnh phn ca RN chnh l phng sai ca nhiu o lng)
15 January 2014

H. T. Hong - HBK TPHCM

132

M phng iu khin LQG h con lc ngc

15 January 2014

H. T. Hong - HBK TPHCM

133

Kt qu m phng iu khin LQG h con lc ngc

[rad],[rad/s]

0
-1
-2

[m],[m/s]

x
x

0
-2

10

[N]

0
-10

3
Time [s]

B lc Kalman c lng trng thi v lc nhiu, nh vy m

p ng ca h thng iu khin LQG tt hn LQR trong
trng hp h thng c nhiu
15 January 2014

H. T. Hong - HBK TPHCM

134

MT S CNG THC CN NH

15 January 2014

H. T. Hong - HCMUT

135

Nghim ca phng trnh vi phn bc 1

Phng trnh vi phn bc 1 ng nht : x (t ) ax(t ) 0

at
x
(
t
)

Ce
Nghim tng qut:

Hng s C c xc nh da vo iu kin bin.

15 January 2014

H. T. Hong - HCMUT

136

Nghim ca phng trnh vi phn bc 1 (tt)

Phng trnh vi phn bc 1 khng ng nht :

x (t ) ax (t ) b
x (t ) Ce

at

Nghim tng qut:

Hng
s
C c xc nh da vo iu
kin bin.

15 January 2014

H. T. Hong - HCMUT

137

Nghim ca phng trnh vi phn bc 1 (tt)

Phng trnh vi phn bc 1 khng ng nht :

x (t ) p (t ) x(t ) q (t )

Nghim tng qut:

trong :

(t )q(t )dt C

x(t )
(t )

p ( t ) dt

(t ) e

Hng s C c xc nh da vo iu kin bin

bin.

15 January 2014

H. T. Hong - HCMUT

138

Nghim ca phng trnh vi phn bc 2

Phng trnh vi phn bc 2 ng nht : ax(t ) bx (t ) cx(t ) 0

Nghim tng qut:

Trng hp 1: b 2 4ac 0
x(t ) C1e p1t C2 e p2t

Trng hp 2: b 2 4ac 0
x(t ) C1e pt C2te pt

vi p1, 2 (b ) /(2a)

vi p b /(2a)

Trng hp 3: b 2 4ac 0
x(t ) C1et sin t C2 et cos t

Vi b /(2a)

v /(2a)

Hng s C1 v C2 c xc nh da vo iu kin bin.

15 January 2014

H. T. Hong - HCMUT

139

Nghim ca phng trnh vi phn bc 2

Phng trnh vi phn bc 2 khng ng nht :

ax(t ) bx (t ) cx(t ) d
d
Nghim tng qut: x z
c

trong z(t) l nghim ca phng trnh vi phn ng nht:

az(t ) bz (t ) cz (t ) 0

Hng s C1 v C2 c xc nh da vo iu kin bin.

15 January 2014

H. T. Hong - HCMUT

140

Nghim ca phng trnh trng thi

Phng trnh vi phn bc 1: x (t ) Ax (t ) Bu (t )

iu kin u: x (t0 ) x0

) x2 (t ),...,
) xn (t )]T n
trong : x (t ) [ x1 (t ),
A nn
t

Nghim : x(t ) (t ) x(t0 ) (t ) Bu ( )d

t0

Trong : (t ) e At

Cch 1: (t ) e At L1 ( sI A) 1

Cch 2:(t ) e At C0 I C1 A C2 A2 Cn 1 An 1
thay cc tr ring i ca ma trn A (nghim ca det(I A) 0 )
vo phng trnh trn s tnh c cc h s Ci
15 January 2014

H. T. Hong - HCMUT

141

Nghim ca phng trnh trng thi (tt)

Cc trng hp ring ca phng trnh vi phn bc 1:

Nu B=0: x (t ) Ax (t )
x(t ) (t ) x(t0 ) e A(t t0 ) x(t0 )

Nu u=1: x (t ) Ax (t ) B
t

x(t ) (t ) x(t0 ) (t ) Bd
t0

15 January 2014

H. T. Hong - HCMUT

142

Tng kt chng
Sau khi hc xong chng 3, sinh vin phi c kh nng:
Gii bi ton ti u ng khng rng buc v c rng buc
Thnh
Th h l
lp cc
bi tton
i
iu khi
khin ti u ng

Gii bi ton ti u ng lin tc dng phng php bin

phn
Gii bi ton ti u ri rc dng phng php qui hoch
ng
Thit
k
b iu
khin
LQR, b lc Kalman, b iu
khin

LQG

15 January 2014

H. T. Hong - HCMUT

143