Lý thuyết dk nâng cao

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 1

Chng 3
IU
KHIN
TI
U

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

GII THIU

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.
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


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
Myy 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


TI
U HA
TNH


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

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:
Lu (u* ) 0

uu ) 0
*
L ( u
trong :
L u1
L u
L 2
Lu
u

L um
2
L u u
1 1 2
L u u
1 2 2
L u1um
L
2

Luu 2
u
2 L umu1 2 L umu2 2 L umum

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 10u1 2u2 8 0 u1* 0.7222
Lu 0 *
u L 2u1 4u 2 3 0 u2 0.3889
u2
Xt vi phn bc hai:
2L 2L
10 2
u 2
u1 u 2 Luu 0
Luu 2 1 Luu
L 2L 2 4
u u u 22
1 2
1 2 ) (0.7222;0.3889)
* *
(u , u l im cc tiu.
Tm cc tr khng rng buc Th d 1
u* (0.7222;0.3889)
250
200
150
L 100
50
-50 u* 4
6 2
4 2 0
0
u2
-2 -4 -6 -4
4
-2
u1

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)=00
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
f : n m p : iu
i ki
kin rng
b buc


Hm Hamilton
nh ngha hm Hamilton:
H ( x , u) L ( x , u) T f ( x , u)
trong l vector hng s
p
s, gi l tha s Larrange
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
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
1
L( x, u) f ( x , u)

T
x x

Vit g Lx f x
gn li: T 1

dc ca hm mc tiu vi iu kin rng buc
L( x , u) L( x , u)
Vi phn
h h
hm mc ti
tiu: dL( x , u) dx du
x u
f ( x, u) f ( x , u)
( , ) = 0 nn: df ( x, u)
Do f(x,u) dx du 0
x u
1
f ( x , u ) f ( x , u)
dx du
x u
Thay (2) vo (1), ta c:
1
L( x, u) f ( x, u) f ( x, u) L( x , u)
dL( x , u) du du
x x u u
f ( x, u) L( x , u) H ( x , u)
dL( x, u) T du dL( x , u) 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
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

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

Tm cc tr c rng buc Th d 1
T cc tr
Tm h L(u) 5u12 2u22 2u1u 2 8u1 3u2
t hm:
Vi iu kin rng buc:
f (u) u1 6u2 2 0
Gii:
Hm
H H Hamilton:
il
H ( u) L ( u ) f ( u)
T
H (u) 5u1 2u 2 2u1u 2 8u1 3u 2 (u1 6u 2 2)

2 2

iu kin cn c cc tr:
H (u)
100u1 2u2 8 0
H x ( u) 0 u1
H (u)
H u ( u) 0 2u1 4u2 3 6 0
f (u) 0 u2

f (u) u1 6u2 2 0
Gii h phng trnh, ta c:
u 0.8412 0.4735 0.5353
* T
H (u) 5u12 2u22 2u1u2 8u1 3u2 (u1 6u2 2)

u* 0.8412 0.4735
T
250
200
150
L 100
50
-50
u* 4
6 2
4 2 0
0
u2
-2 -4 -6 -4
4
-2
u1

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

iu kin cn c cc tr:
H ( x, u )
2( x 2) 2x 3 0
H x ( x, u ) 0 x
H ( x, u )
H u ( x, u ) 0 2(u 2) 0
f ( x, u ) 0 u

f ( x, u ) x 3 x 6 u 0
2
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)
Thay 3 nghim trn vo L( x , u ) ( x 2) (u 2) , ta c
2 2
cc gi tr tng ng l: 43.78; 0.087; 117.94.

* 2* ) (1.71
Kt
lun: cc tr cn ( x, u ) ( x 2) (u 2) 2 ;2.04
Htm l ( x , u ( x 2) 3x 6 u )
T cc tr
Tm h L( x , u ) x 3 x u
t hm: 2
1
2
2
2
Vi cc iu kin rng buc:

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

K cn c cc tr:
H ( x, u ) / x1 2 x1 21 2 0
H x ( x, u ) 0 H ( x, u ) / x 2 6 x2 1 0
H u ( x, u ) 0 H ( x, u ) / u 2u 2 0
f ( x, u ) 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
2
1
2
2
2
l hm ton p phng g nn
cc tr tm c
H ( x , u )
xtrn
2
1 3 cng
x 2
2 u 2
1 (2 x1 l
chnh xcc 2 ( x1 u 2)
2 4)tiu

TI U HA NG
V PHNG PHP BIN PHN

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

: 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 ))
*
vi mi hm x (t ) nm trong ln cn ca (t ) x *
x (t ) x * (t )
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
Khi nim bin phn
L
Lng gia
i ca
phim hm: J ( x ) J ( x x ) J ( x )
hi h
g x ((t ) l bin phn

trong 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 x 0

Th d tnh bin phn phim hm
1
hm: J ( x) x 2 (t )dt
Cho phim
0
Bin phn ca phim hm c tnh nh sau:

1 1
J [ x(t )] J ( x x) J ( x) ( x x) 2 dt ( x) 2 dt
0 0
1 1 1
[ x 2 2 xx (x) 2 ]dt ( x) 2 dt [2 xx (x) 2 ]dt
0 0 0
1
J ( x) lim J ( x) lim [2 xx (x) 2 ]dt
x 0 x 0
0
1
J ( x) [2 xx]dt
0

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
t0
x

Bin phn phim hm bi ton ti u ng khng rng buc
tf
Phi h
Phim hm: J ( x ) L( x, x , t )dt
d
t0
Bin phn phim hm:

t f L( x , x
, t) L( x, x , t )
J x x dt
t0
x x
t
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
t0
x dt x
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 0
x dt x x dt x
(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
f
L x c (c l hng
x
s)
dt x
x t 0

Ti u ha ng khng rng buc Th d 1
/2
Tm hm x(t) sao cho : J ( x) [ x (t ) x (t )]dt min
2 2

0
Vii iu
i kin bi x(0) 1, x( / 2) 3
ki bin:
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
qut: x(t ) C1 sin t C2 cos t
Li gii tng
Thay iu kin bin, suy ra: C1 3,C 2 1
Kt lun: x * (t ) 3 sin t cos t
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
1
x 1 x 2 x xx
d x 1
x 2
0 0 x 0
dt 1 x 2
1
x 2
Li g g qqut: x(t ) C1t C2

gii tng
1
Thay iu kin bin, suy ra: C1 ,C 2 1
2
1
Kt
lun: x* (t ) t 1
2 L 1 x 2
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
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 n
L : n n
f : n n p

Hm Hamilton v iu kin cn c cc tr
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
LLarrange
t1
Do f ( x , x , t ) 0 nn cc tiu ca J ( x ) L( x, x , t )dt
t0
t1
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 dt x
(PT Euler-Lagrange ca bi ton ti u ng c rng buc)
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
t0
tf
vi iu kin rng buc
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:
Hm Hamilton: H ( x , x , , t ) L( x, x , t ) T f ( x , x , t )
Phng trnh Euler-Lagrange:
H ( x, x , , t ) d H ( x, x , , t )
0
x dt x
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
kin bin: tf
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
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 )
Phng trnh Euler
Euler-Lagrange:
Lagrange:
H ( x, x , , t ) d H ( x, x , , t )
0
x dt x
d
2 x (t ) 0 2 x(t ) 0 ((1))
d
dt
Tm nghim phng trnh Euler-Lagrange:

(1) x(t ) x (t ) t c1
2 2

x(t ) t 2 c1t c2
4 H ( x, x , , t ) x 2 (t ) x(t )
Xc nh cc hng s da vo iu kin rng buc v iu
kin bin:
c2 0
x(0) .0 c1.0 c2 0
4
x(4) 4 4c1 0 9
c1
4 8
3 c1 2 16
4
9
0 x(t )dt 12 t 2 t 0 3 8c1 3
8
9 2 9
Kt lun: x (t )
*
t t
32 8 x(t ) t 2 c1t c2
4
Tm vector hm x (t ) x1 (t ) x2 (t ) sao cho phim hm
T
di y t cc tiu:

2
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 )

Phng trnh Euler
Euler-Lagrange:
Lagrange:
H d H
0 10( x1 1) 2 0 (1)
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)
2x
2 x2
Thay (3) vo (1): 10( x1 1) 4 x2 2 x 2 0 (4)
x2 x1 22xx1
kin rng buc, suy ra:
T iu (5)
x2 x1 2 x1
y ((5)) vo ((4):
Thay ) 10( x1 1) 4( x1 2 x1 ) 2( x1 2 x1 ) 0
( xx, x, 10
2 x1 H18 , t )0[5( x1 1) 2 x22 ] ( x1 2 x1 (6)
x2 )
1

N hi t
Nghim tng qut
t ca
phng
h ttrnh
h (6)
x1 (t ) C1e 3t C 2 e 3t 0.556
kin bin x1 (0) 0; x1 (2) 1
Thay iu
C1 C 2 0.556 0 C1 0.5549

0.0025C1 403.42C 2 0.556 1 C 2 0.0011
x1 (t ) 0.5549e 3t 0.0011e 3t 0.556 (7)
Thay (7) vo (5):

x2 x1 2x1
x2 (t ) 0.5549e 3t 0.0055e 3t 1.112

IU KHIN TI U LIN TC
DNG PHNG PHP BIN PHN

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

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
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 )
0
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

Gii bi ton K ton ti u dng PP bin phn
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:

tf

J

T x T x t t 0
H T
(t ) x
H
u dt
x t t f t 0
x u

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
i mii u cn
J (u) 0 vi c cc
iu
i kin:
ki
H H (t f )
0 (t) (t f )
u x x
Lu :
((tt f )
iu kin (t f ) ch cn i vi bi ton im
cui t do. x
(t ) c gi l ng trng thi ca h thng
t
H f
(t))
c Jh(u) (trnh
gii l phng [ Htrng
x(t fh))
ng (t ) Tthi
(t ) x ]dt
hi d
x 0

Trnh t gii bi ton iu khin ti u
B 11: Vit PTTT m t i tng:

Bc t x (t ) f ( x (t ),
) u(t ),
) 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 )
t0
iu kin u: x (t0 ) x0
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

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)
H
PT ng trng thi: (t)
x
H
iu kin dng: 0
u
iu kin
cui: x (t f ) x f (Bi ton im cui c nh)
(t f )
hoc (t f ) (Bi ton im cui t do)
x
Bc 5: Gii h phng trnh trn s tm c u*(t) v x*(t)
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 )
Trng thi cui x f x(1) y (1) ya yd ya 50

mong mun: 0

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 1 2
J (u ) [ x(t f ) x f ] u (t )dt min
2
2 20
(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:
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
Bc 4: iu kin cn c nghim ti u
PT trng thi: x (t ) 2 x(t ) u (t ) (1)
H (2)
PT ng trng thi: (t ) (t ) 2 (t )
x
i ki
iu kin d
dng: HH
0 u (t ) (t ) 0 (3)
u
i ki
iu kin
u: x(t0 ) x0 0 (4)
(t f )
iu kin cui: (t f ) (1) ( x(1) 50) ((5))
x
1 2
H ( x , u, , t ) u (t ) (t )[2 x(t ) u (t )]
2
Bc 5: Gii phng trnh vi phn
Nghim phng trnh (2):
(t ) C1e 2t (6)
Thay (6) vo (3):

u (t ) C1e 2t (7)
Thay (7) vo (1) (1), ta c:

x (t ) 2 x(t ) C1e 2t (8)
C1 2t
x(t ) e C2 e 2t
4
22x(t()t ) u0(t )
x (tu)((tt)) (1)
(3)
(2)

Xc nh cc hng s da vo iu kin bin:
x ( 0) 0
(1) x(1) 50

C1
4 C2 0

C1e e C2 e 2 50

2 C1 2
4
50
C1 e 2 (e 2 e 2 ) / 4

12.5
C2
e 2 ( e 2 e 2 ) / 4

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

iu khin ti u Th d 2
Cho h thng xe nh hnh v.
v Quan y(t))
y(
h vo ra ca h thng m t bi u(t)
phng trnh vi phn: M
My(t ) u(t )
trong ( ) l tn hiu
g u(t) vo (lc
( iu khin); y(t)) l tn hiu
); y( 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
thiu nngg lngg tiu tn.
Yu cu:
Hyy thnh lp
p bi ton ti u cho yyu cu thit k trn.
Gii bi ton tm tn hiu iu khin ti u

iu khin ti u Th d 2
Gii
Gii:
Bc 1: Vit phng trnh trng thi ca i tng
trng thi x1 (t ) y (t ),
t cc bin ) x2 (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 )

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
20 im cui rng buc)
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
Bc 4: iu kin cn c nghim ti u
x1 (t ) x2 (t ) (1)
PT trng thi:
x 2 (t ) 2u(t )
H

1 ( t ) 0
x1
PT ng trng thi: (2)
2 (t ) H 1
x 2
H u ( t ) 2 2 ( t ) 0
iu kin dng: 0 (3)
u
u
x (0) 0;0
T
iu kin u: (4)
x (1) 10;0 (5)
T
iu kin cui:
Bc 5: Gii phng trnh vi phn
1 (t ) C1
Nghim
g pphng g trnh ((2):
) (6)
2 (t ) C1t C 2
Nghim phng trnh (3):
u(t ) 22 (t ) 2C1t 2C 2 (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
(9)
x
2 ( t ) 2 C1 t 2
4C 2 t C3
Thay iu kin bin:
x1 (0) C 4 0 C 4 0
x 2 (0) C3 0 C 0
3
x (1) 2 C 2C 10
1 3 1 2
C1 30
x 2 (1) 2C1 4C 2 0 C 2 15
Kt
lun: Tn hiu iu
khin
ti
u l
u (t ) 60t 30
*
(7)

PHNG PHP QUI HOCH NG

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
on 3 xN
xk on 1
x0
x1
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.
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 N32 N51

N22
N42
N33
N23
Bc 1 Bc 2 Bc 3 Bc 4 Bc 5
K hiu:
*
J k ( N ki ) l khong cch ngn nht t nt N ki n nt ch J
g cch t nt N ki n nt N k 1, j
d ( N ki , N k 1, j ) l khong

Phng trnh Bellman: J k* ( N ki ) min d ( N ki , N k 1, j ) J k*1 ( N k 1, j )
j
J1* ( N11 ) l khong cch ngn

nht
t nt u
n
nt ch.

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
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
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
T nt
d ( N 3i , N 4j ) J *
4 (N4 j ) * Quyt nh
J ( N 3i )
3 i n
N3i N 41 N 42
N 31 1+3=4 4+4=8 4 N41 (H)
N 32 6+3=9 3+4=7 7 N42 ((I))
N 33 3+3=6 3+4=7 6 N41 (H)
Bc 2: tm ng
ti u t nt N2i n
nt ch N51 (tc nt J 3* ( N 31 ) 4
J), s dng kt
qu J 3* ( N 32 ) 7
ti u on cui tm J 3* ( N 33 ) 6
c bc 3
J 2* ( N 2i ) mind ( N 2i , N 3 j ) J 3* ( N 3 j )
j
T nt
d ( N 2i , N 3 j ) J 3* ( N 3 j ) * Quyt nh
J ( N 2i )
2 i n
N2i N 31 N 32 N 33
N 21 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 7 N 31
N 23 4+4=8 1+7=8 5+6=11 8 N 31 hoc N 32
Bc 1: tm ng
ti u t nt N11 (tc J 2* ( N 21 ) 11
nt A)) n nt ch J 2* ( N 22 ) 7
N51 (tc nt J), s J 2* ( N 23 ) 8
dng kt qu ti u

on cui
i t
tm
c
bc 2

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

T d ( N11 , N 2 j ) J 2* ( N 2 j ) *
Quyt
Q t nh
J ( N11 )
1 i n
N 21 N 22 N 23
N11 2+11=13 4+7=11 2+8=10 10 N 23

V xui:
Vng i i t bc
b 1 n
bbc
5 rt
t ra ng
i ti u
Kt lun:
u: N11 N 23 N 31 N 41 N 51
ng i ti
hoc: N11 N 23 N 32 N 42 N 51

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
Bellman: tm kim nghim u* (k(k ) ph thuc x * (k ) theo chiu
ngc hng qu o t im cui xN n im u x0
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.
Trnh t gii bi ton K ti u ri rc dng DP
i tng: x (k 1) f ( x (k ),
) u(k ))
Yu cu thit k: Tm tn hiu u* (k ), k 0,1,..., N 1 iu khin
h
thng g thi u x (0) x0 n trng
g t trng g thi cui x ((N )
sao cho ti thiu ch tiu cht lng:
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 ) u(k )) J k*1 ( f ( x (k ),
i L( x (k ),
u( k )

) u(k ))) (k 0,1,..., N 1)
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

*

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:
Tm u* (N ( N 1) l nghim bi ton ti u:
( 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)
vi rng buc f ( x ( N 1),

) u( N 1)) x ( N )
Vi k N 2 0 :tm u* (k ) ph thuc x (k ) l nghim PT Bellman:

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 ((.))
Ch
: tm
t u (k ) , p*
dng
d PP ti u tnh,
t h gii
ii PT
PT: 0
u(k )
Trnh t gii bi ton K ti u ri rc dng DP (tt)
*
Vng xui: xc nh gi tr c th uk (k
(k ) . Thc hin cc bc
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 (k ) vo
o m hnh ton ca i ttng
ng tnh c
c
trng thi ti u thi im (k+1)
x (k 1) f ( x (k ),
) u* (k ))

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:

u( k )

J k* ( x(k )) minx (k ) u
2 2

(k ) J k*1 (0.5 x(k ) 0.5u (k )) (k 0 3)
u(k )
vi: J 4* ( x(4)) 0

iu khin ti u ri rc dng DP Th d 1 (tt)
Vng ngc: Vi k = 3:
Phng trnh Bellman:
u ( 3)

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

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

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

J 2* ( x(2)) minx (2) u
2 2

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

1 1
2

J 2 ( x(2)) min
*
i x (2) u (2) 2 x(2) u (2))
2 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)
Do x(2) 3u (2) u * (2)
u (2) 3
2 2
J 2* ( x(2)) x 2 (2) x(2) 2 1 x(2) x(2)

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

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

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

4 1
2

J1 ( x(1)) min x (1) u (1) ( x(1) u (1))
* 2 2
u (1)
3 2
J1* ( x(1)) min x 2 (1) x(1)u (1) u 2 (1)
4 2 4
u (1)
3 3 3
J (.) 2 8 x(1)
Do: 1 x(1) u (1) u * (1)
u (1) 3 3 4
2 2
x(1) 4 1 x(1)
J1* ( x(1)) x 2 (1) 2 x (1)
4 3 4
5
J1* ( x(1)) x 2 (1)
4
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

J 0 ( x(0)) min x (0) u (0) ( x(0) u (0))
* 2 2
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
Do: x(0) u (0) u (0) x(0)
*
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 4 2 21
26
J 0* ( x(0)) x 2 (0)
21
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
x(1) 8
Vi k = 1: u * (1)
4 21
1 1 32 8 12
x(2) ( x(1) u (1))
*
2 2 21 21 21

Th d gii bi ton K ti u ri rc dng DP (tt)
Vng xui:
x(2) 4
Vi k = 2: u (2)
*

3 21
1 1 12 4 4
x(3) ( x(2) u * (2))
2 2 21 21 21
4
Vi k = 3: u * (3) x(3)
21
1 1 4 4
x(4) ( x(3) u (3)) 0
*
2 2 21 21
20 8 4 4
Kt lun: Chui tn hiu K ti u l: u ; ; ;
*
21 21 21 21
26 2 416
Ch tiu cht
lng ti
u: J min J 0* ( x(0)) x (0)
21 21
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 )
g thi u: x (0) x0 , trng
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 )
*
i L( x, u, t )
min f ( x, u, t )
t u(t )
x
IU CHNH TON PHNG TUYN TNH
(Linear Quadratic Regulator LQR)

Bi ton LQR lin tc
i tng tuyn tnh m t bi phng trnh trng thi:
x (t ) Ax (t ) Bu(t ) (*)
t
trong : x (t ) [ x1 (t ),
) xn (t )]T : vector
) x2 (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
ti thiu ch tiu cht lng
g dng
g ton phng:
p g
tf
1 T
2
1

J (u) x (t f ) Mx (t f ) x T (t )Qx (t ) uT (t ) Ru(t ) dt
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.
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 ) Qx (t ) A (t )
Q (2)
x
H
iu kin dng: Ru(t ) B T (t ) 0x (t ) f ( x (t ), u(t ),(3)
t)
u
H
(t )
T
x
H
0 T
H (t ) L( x, u , t ) (t ) f ( x , u, t )
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 ) (5)
Kt
hp (5) v (2), ta c phng trnh vi phn:
x (t ) A BR 1 B T x (t )
(t ) Q A (t )
(6)

Gii phng trnh vi phn (6), tm c x(t) v (t)
Thay (t) vo (4) tm c li gii ti u

Li gii bi ton LQR lin tc
T hiu
Tn hi iu khi ti u: u* (t ) K (t ) x (t )
i khin
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

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

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 )
iu khin u(t)
Yu cu: Thit k lut ( ) 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
li hi tip trng thi: K R B P K .2.(7,663) 3,065
1 T
5
Lut iu
khin u: u (t ) Kx(t ) u (t ) 3,065 x(t )
ti

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 (t) h kn
khi u(t) k n
nh
h v ti thiu
thi
ch tiu cht lng:
1
J (2 x12 (t ) 2u 2 (t ))dt
Gii: 20
x1 (t ) 0 1 x1 (t ) 0
Vit li
phng
p g trnh trng
g thi: u (t )
x2 (t ) 0 0 x2 (t ) 1

A B
Vit li
ch tiu cht lng:
g

1 2 0 x1
J x1 x2 2 2
(t ))dt
u
20 0 0 x2 R

Q
Phng trnh i s Ricatti:
p1 p2 0 1 0 0 p1 p2 2 0

p2 p3 0 0 1 0 p2

p3 0 0
p1 p 2 0 1 p1 p2
0 1 0
p2 p3 1 2 p2 p3
0 p1 0 0 2 0 1 p22 p2 p3
0
2
0 p2 p1 p2 0 0 2 p2 p3 p3
1 2 1
2 p2 p1 p2 p3
2 2 0
1 1
p1 p2 p3 2 p2 p32
2 2
1 2
2 2 p 2 0 p1 2 2
1 2 2 2
p1 p2 p3 0 p2 2 P
2 p 2 2 2 2 2
2 p2 1 p32 0 3
2
li hi tip trng thi:

1 2 2 2
K R B P K 0 1
1 T
K [1 2]
2 2 2 2
Lut iu khin ti u:
x1 (t )
u (t ) Kx (t ) [1
*
2 ] u * (t ) x1 (t ) 2 x2 (t )
x
2 (t )

x1 (t ) 0 1 x1 (t ) 0
x (t ) 1 2 x (t ) 1u (t )
2 2
A B
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
Gii: 20
Vit li
ch tiu cht lng:
g

1 2 0 x1
J ([ x1 x2 ] 1 u 2
(t ))dt
20 0 1 x2
R
Q
Phng trnh i s Ricatti:
p1 p2 0 1 0 1 p1 p2 2 0

p2 p3 1 2 1 2 p2

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

2 p2 2 p22 0 p1 2.403
p 2 p p p p 0 (chn cc
1 2 3 2 3 p2 0.732
p p1 2 p2 p2 p3 0 p 0.542 nghim
g dng)
g)
3
2 p2 4 p3 1 p32 0 3
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
1 T
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
u * (t ) 0.732 x1 (t ) 0.542 x2 (t )
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 ) (*)
t
trong : x (k ) [ x1 (k ),
) xn (k )]T: vector
) x2 (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
ti thiu ch tiu cht lng
g dng
g ton phng:
p g
1 T 1 N 1 T

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

0
trong Q v M l cc ma trn trng s bn xc nh dng

trng
R l ma trn g s xc nh
dng g

Li gii bi ton LQR ri rc
T hiu
Tn hi iu khi ti u: u* (k ) K (k ) x (k )
i khin
trong :
1
K (k ) B P (k 1) Bd R BdT P (k 1) Ad
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
1

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)

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 )
t
trong :

K B PBd R BdT PAd
T
d
1
v P l nghim bn xc nh dng ca phng trnh i s Ricatti:

P A P PBd B P Bd R
T
d
T
d
1

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)
Li gii bi ton LQR thi gian v hn dng Matlab
Nghim phng trnh i s Ricatti lin tc (continuous algebraic
Ricatti equation care)
>> P=care(A,B,Q,R)
( Q )
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 rii 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)
B LC KALMAN

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
S khi b lc Kalman lin tc
u(t) x(t) ()
y(t)
x (t ) Ax (t ) Bu (t ) C
L
+

x (t )
B ++
+ C
y (t )
x (t ) Ax (t ) Bu (t ) L( y (t ) y (t ))
B lc Kalman:
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
x (t ) Ax (t ) Bu (t ) w (t )
y (t ) Cx(t ) v(t )

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

0.2 0
E[ ww T ] Q N E[ vv T
] RN 0.01
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
Trong l nghim ca phng trnh i s Ricatti:
A AT Q N C T RN1C 0
0 1 p1 p2 p1 p2 0 1 0.2 0

1 2 p2
p3 p2
p3 1 2 0 0.1

p1 p2 1 1 p1 p2
1 0 0
p2 p3 0 0.01 p2
p3
p2 p3 p2 p1 2 p2 0.2 0
p1 2 p2
p2 2 p3 p3 p2 2 p3 0 0.1
p12 p1 p2
100 2 0
p1 p2 p2
2 p2 0.2 100 p12 p3 p1 2 p2 100 p1 p2

2 0
p3 p1 2 p2 100 p1 p2 2 p2 4 p3 0.1 p2
2 p2 0.2 100 p12 0 (1)

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)

(1) &(4) (50 p1 0.1) (50 p1 0.1)(400 p1 10) 4 p1 0.1 0
2 2 2
2500 p14 20000 p13 490 p12 36 p1 1.09 0

p1 0.0441
0.0441 0.00279
p2 0.00279
p3 0.0262 0.00279 0.0262
li b lc Kalman: L C T RN1
0.0441 0.00279 1 1
L
4.409
L
0.00279 0.0262 0 0.01 0.279
Lc Kalman ri rc
x (k 1) Ad x (k ) Bd u (k ) w (k )
tnh ri rc:
Xt h tuyn
y (k ) C d x(k ) v(k )
Trongg : w(k)
( ) l nhiu h thng; ( ) l nhiu o lng.
g; v(k) 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:
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:

L(k ) Ad (k )C d C d (k )C d RN
T T
1
vi l nghim ca phng trnh Ricatti:

(k 1) Ad (k ) AdT Q N Ad (k )C dT RN1C d (k ) AdT
S khi b lc Kalman ri rc
u(t) x(t) ()
y(t)
x d ( k 1) Ad x ( k ) Bd u ( k ) Cd
L +

++ 1
x (t )
Bd z 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
1
(k 1) Ad (k ) AdT QN Ad (k )C dT RN1C d (k ) AdT

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) %G ma trn
n v

B IU KHIN LQG
(Linear Quadratic Gaussian)

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:
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

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

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:
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
S khi b iu khin LQG lin tc
r(t) u(t) x(t) y(t)
x (t ) Ax (t ) Bu (t )
C
+
L
x (t )
B ++
+ C
y (t )
B iu khin LQR B lc Kalman

u* (t ) Kx (t ) x (t ) Ax (t ) Bu (t ) L( y (t ) y (t ))

K R 1 B T P y (t ) Cx (t )
PA AT P Q PBR 1 B T P 0 L C T RN1
A AT C T RN1C QN 0
TH D THIT K
IU
KHIN
TI
U

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
ng [rad]
thang ng
thang
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

x3 x4
u ml (sin
( x ) x 2
mg
g cos x sin x
x4 1 2 1 1

M m m(cos x1 ) 2

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

PTTT tuyn tnh ca h con lc ngc
PTTT tuyn tnh ha quanh im cn bng thng ng (gc
lch nh hn 100)
x1 M m
1 0 0 x
1 1
0 0
x g 0 0 0

2 Ml x2 Ml
u
x3 0
0 0 1 x3 0
m 1
x4 M g 0 0 0 x4 M
Thay c th thng s ca h con lc ngc:
x1 0 1 0 0 x1 0
x 10.78 0 0 0 x 1
2 2 u
x3 0 0 0 1 x3 0

x
4 0.98 0 0 0 x4 1

A B
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 l h nh.
lch 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

M phng iu khin LQR h con lc ngc

Kt qu m phng iu khin LQR h con lc ngc
0
0.5

[rad],[rad/s]

1 0 0 0
0
0 1 0 0 -0.5
Q
0 1 2 3 4 5 6
1
0 0 1 0 x
x
m/s]
0.5
0 0 0 1
[m],[m
0
-0.5
R 1 10
0 1 2 3 4 5 6
u
5
[N]
-5
Gc l
G lchh con l
lc 0 1 2 3 4 5 6
Time [s]
c gi cn bng
tt, tuyy nhin v tr xe K= [34.3620 10.7009 1.000 2.4109]
dao ng kh ln
0
0.5

[rad],[rad/s]
0
1 0 00 -0.5
0 1 0 0 -1
Q
0 1 2 3 4 5 6
2
0 0 100 0 x
x
m/s]
1
0 0 0 1
[m],[m
0
-1
R 1 20
0 1 2 3 4 5 6
u
10
Tng trng s q33
[N]
0
(tng ng vi v tr -10
xe) v tr xe t dao 0 1 2 3
Time [s]
4 5 6
ng hn, tuy nhin

nng lng tiu tn K=[70.1356 22.1091 10.000 11.0514]
tng ln
0.5

[rad],[rad/s]
0
1 0 00 -0.5
0 1 0 0 -1
Q
0 1 2 3 4 5 6
2
0 0 100 0 x
x
m/s]
1
0 0 0 1
[m],[m
0
-1
R 1 0 1 2 3 4 5 6
20
u
10
Khuyt im ca b
[N]
0
iu khin LQR l -10
10
nu c nhiu o 0 1 2 3
Time [s]
4 5 6
lng th cht lng

iu khin b nh K=[70.1356 22.1091 10.000 11.0514]
hng ng k
Thit k b iu khin LQG
Gi thit:
H thng hot ng trong min tuyn tnh
Gi s ch o c
ggc 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 , ) %G l ma trn
n v

Thit k b iu khin LQG
B iu khin LQR
1 0 0
0
0 1 0 0
Q
0 0 100 0 K=[70.1356 22.1091 10.000 11.0514]

0 0 0 1
R 1
B lc Kalman
Q N 0.000001I 6.5617 0.0571
21.5437 0.1876
0.001 0
L
RN 0.5713 0.1470
0 0 .01
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)
M phng iu khin LQG h con lc ngc

Kt qu m phng iu khin LQG h con lc ngc
1

[rad],[rad/s]
0
-1
-2
0 1 2 3 4 5 6
2
x
x
[m],[m/s]
-2
0 1 2 3 4 5 6
10
u
0
[N]
-10
0 1 2 3 4 5 6
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
MT S CNG THC CN NH

Nghim ca phng trnh vi phn bc 1
Phng trnh vi phn bc 1 ng nht : x (t ) ax(t ) 0
at
Nghim tng qut: x (t ) Ce
Hng s C c xc nh da vo iu kin bin.

Nghim ca phng trnh vi phn bc 1 (tt)
Phng trnh vi phn bc 1 khng ng nht :
x (t ) ax (t ) b
at b
Nghim tng qut: x (t ) Ce
a
Hng
s C c xc nh da vo iu
kin bin.

Nghim ca phng trnh vi phn bc 1 (tt)
x (t ) p (t ) x(t ) q (t )
Nghim tng qut: x(t )

(t )q(t )dt C
(t )
trong : (t ) e p ( t ) dt
Hng s C c xc nh da vo iu kin bin

bin.

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 vi p1, 2 (b ) /(2a)
x(t ) C1e pt C2te pt vi p b /(2a)
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.

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.

Nghim ca phng trnh trng thi
Phng trnh vi phn bc 1: x (t ) Ax (t ) Bu (t )
trong : x (t ) [ x1 (t ), ) xn (t )]T n
) x2 (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
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

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

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Mn hc

L THUYT IU KHIN NNG CAO

15 January 2014 H. T. Hong - HCMUT 1

15 January 2014 H. T. Hong - HCMUT 2

15 January 2014 H. T. Hong - HCMUT 3

15 January 2014 H. T. Hong - HCMUT 4

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

15 January 2014 H. T. Hong - HCMUT 6

15 January 2014 H. T. Hong - HCMUT 7

15 January 2014 H. T. Hong - HCMUT 8

15 January 2014 H. T. Hong - HCMUT 9

15 January 2014 H. T. Hong - HCMUT 12

15 January 2014 H. T. Hong - HCMUT 13

15 January 2014 H. T. Hong - HCMUT 15

15 January 2014 H. T. Hong - HCMUT 17

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

15 January 2014 H. T. Hong - HCMUT 18

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

15 January 2014 H. T. Hong - HCMUT 20

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

15 January 2014 H. T. Hong - HCMUT 21

cc gi tr tng ng l: 43.78; 0.087; 117.94.

Vi cc iu kin rng buc:

15 January 2014 H. T. Hong - HCMUT 23

15 January 2014 H. T. Hong - HCMUT 24

15 January 2014 H. T. Hong - HCMUT 25

g x ((t ) l bin phn

Minh ha bin phn ca hm x (t )

15 January 2014 H. T. Hong - HCMUT 28

Bin phn ca phim hm c tnh nh sau:

15 January 2014 H. T. Hong - HCMUT 29

Bin phn ca phim hm dng tch phn c tnh nh

15 January 2014 H. T. Hong - HCMUT 30

Bin phn phim hm:

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

Li g g qqut: x(t ) C1t C2

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

15 January 2014 H. T. Hong - HCMUT 35

iu kin bin x (t0 ) x0 v x (t f ) x f

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

15 January 2014 H. T. Hong - HCMUT 42

15 January 2014 H. T. Hong - HCMUT 43

Thay (7) vo (5):

15 January 2014 H. T. Hong - HCMUT 44

15 January 2014 H. T. Hong - HCMUT 45

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

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

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

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

15 January 2014 H. T. Hong - HCMUT 47

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

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

15 January 2014 H. T. Hong - HCMUT 49

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

Bin phn ca phim hm mc tiu:

15 January 2014 H. T. Hong - HCMUT 50

15 January 2014 H. T. Hong - HCMUT 51

B 11: Vit PTTT m t i tng:

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

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

Trng thi cui x f x(1) y (1) ya yd ya 50

15 January 2014 H. T. Hong - HCMUT 54

Thay (6) vo (3):

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

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