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t1
J f 0 ( x1, x2 , u )dt
t0
* x * (t )
Let u (t ) be an optimal control and be the corresponding optimal
t
path. Consider a small variation of u * , u u* u (t ) with corresponding
i t i (t )( xi fi ( x1, x2 , u))dt
t1
i t1 i (t1 )[ xi (t1 ) fi ( x1, x2 , u)] t i (t ) d ( xi ) fi x1 fi x2 fi u dt
t1
t 0
dt x1 x2 u
(3)
(t ) dt ( x )dt [ (t ) x ] (t ) x dt
t1 d t1
t1
t0 i i i i t0 t0 i i
fi (t1 ) i (t1 ) t i (t ) xi dt
t1
t0
0
x1 x2 u 0
(5)
( J 1 2 ) 0 or
f 0 f f f f f
1 1 2 2 1 dt x2 0 1 1 2 2 2 dt
t1 t1
t0
x1
x1 x1 x1 t0
x2 x2 x2
f f f
u 0 1 1 2 2 dt f 0 (t1 ) f1 (t1 ) 1 (t1 ) f 2 (t1 ) 2 (t1 ) t 0
t1
t0
u u u
(6)
H H H
1 dt x2 2 dt u
t1 t1 t1
t0
x1
1x t0
2x t0 u
dt H (t1 ) t 0 (7)
H
If we choose i , Eq. (7) becomes
xi
t1 H
t0 u
udt H (t1 ) t 0
Now we have the Euler equation
H
0 (8)
u
H (t1 ) 0 (9)
t1
J f 0 ( x1, x2 , u )dt ,
t0
Example-2:
1 t1 2
2 0
such a way that J u dt is minimized.
H 2H
u 1 u Aet 0 and 1
u u 2
1
Thus, we have u Aet , and x1 x1 Aet or x1 Aet Bet .
2
A2e2t 1
A t1
H (t1 ) Aet ( Bet
1 1
e Aet1 ) 0
2 2
Example-3:
x x
1 2
Now we consider the system x2 u , and the problem of
u k
controlling it from a given initial point (a, b) at t 0 to the origin in as
short as a time possible. The cost for this problem is simply t1 , and this
t1
J f 0 ( x1, x2 , u )dt
0
H 1 1x2 2u
with
1 H 0, 2 H 1
x1 x2
Thus
H 1 Ax2 (B - At )u
Here we need to tackle optimal control problems for which the values
taken by the control are restricted to a finite region u k .
mx F
w F K here, K is a constant.
Now let
x1 x2 , x2 u(t ), u K /m
We can represent the state of the system by a point in the ( x1, x2 ) plane,
and the origin represents the state in which the system is at rest at L. We
then have a pair of first-order differential equations for x1 and x2 ,
x1 x2 , x2 u* , u* K / m
x1 x1 u
T
J udt
0
Solution:
0 when 1 1
uu
m when 1 1
x1 x1 u, where u 0 or m
Integrates to give
x1 Bet u /
(i) a > c . Here we are decreasing the glucose level. The control u m
gives T 0 and clearly cannot transfer the level to its required final
1
value x1 c . However, the control u 0 gives T ln(a / c) 0 .
This control takes the system to x1 c in a finite time and the
corresponding value of J is zero. That is, the system can get to
x1 c with no cost.
(ii) a < c . Here we are increasing the glucose level. The control u 0
gives T a negative value and is useless. The control u m gives a
finite positive value to T . Thus the only control that satisfies the
maximum principle and transfers the system from x1 a to x1 c
m m a
J ln( )
m c
1 t1 2 2
2 t0
J (3x1 +u ) dt is minimized.
x1 ax1 bx2 lu
x2 cx1 dx2 mu
x Ax Iu
where
a b l
A and I
c d m
Given that the system can be controlled from a given initial point
x(t0 ) x0 to a given target point x(t1 ) x1 by an admissible control u 1 ,
t1
J 1 dt t1 t0 is minimized.
t0
We need to maximize H as a function of u as
1 H a 1 c 2 , 2 H b 1 d 2
x1 x2
ψ = -A T ψ where ψ = 1 (1)
2
u* sgn(l 1 m 2 )
They are piecewise constant controls that are discontinuous at the zeros
of
S l 1 (t ) m 2 (t )
Now if A has real eigenvalues so does AT , so the solution of the co-
state equations (1) must be of the form
ψ heq1t keq2t
q1, q2 of AT .
Example-1:
Solution:
We have
H 1 1 (3x1 2 x2 5u ) 2 (2 x1 3 x2 ) 1 1 (3 x1 2 x2 ) 2 (2 x1 3 x2 ) 5 1u
and 1 H 3 1 2 2 , 2 H 2 1 3 2 .
x1 x2
3 2 5 *
x x 0u , u * 1
2 3
3 2
The eigenvalues of
2 3
are -1 and -5. Since the eigenvalues are both negative the trajectories
are those of a stable node. For u* 1 the singularity is at the solution of
3x1 2 x2 5 0, 2 x1 3x2 0. That is at x1 3, x2 2. For u* 1 the
singularity is at the solution of 3x1 2 x2 5 0, 2 x1 3x2 0. That is at
x1 3, x2 2. In both cases there are straight-line trajectories of slope
In order to reach the origin in minimum time the phase point ( x1 , x2 ) must
either travel along a L path or a L path and can switch one to the
other at most time. The system must arrive at O on a L path or a L
path. The slope of these paths at O is dx2 / dx1 0 / 5u* 0 .
If the initial state of the system happens to lie on either P+O or Q-O
then the optimal control sequence must be 1 or 1 , respectively. The
system goes directly to O without a switch.
the time-optimal control for initial states below P+OQ- must be 1, 1 and
we can write down the optimal synthesis
1, below P OQ and on P O
u*
1, above P OQ and on OQ
Above figure shows some typical optimal path. Note that every
initial state can be controlled to the origin in minimum time. Complete
control of this system is possible because the system itself is inherently
stable; the uncontrolled system has a stable node at O so the system
has a natural tendency to move towards O. As we shall see in the next
example, unstable systems are not as tractable.
Example-2:
Solution:
We have
H 1 1 (3x1 2 x2 5u ) 2 (2 x1 3x2 )
1 1 (3x1 2 x2 ) 2 (2 x1 3x2 ) 5 1u
3 2 5 *
x x 0u , u * 1
2 3
3 2
The eigenvalues of
2 3
are 1 and 5. Since the eigenvalues are both positive the trajectories are
those of an unstable node. For u* 1 the singularity is at the solution of
3x1 2 x2 5 0, 2 x1 3x2 0. That is at x1 3, x2 2. For u* 1 the
singularity is at the solution of 3x1 2 x2 5 0, 2 x1 3x2 0. That is at
x1 3, x2 2.
Consider the L trajectory through O. Only states that lie on the finite
section PO to the left of O can reach the origin.
states that can be controlled to O by the sequencs 1, 1 are those lying
Solution:
We have
and 1 H 1 3 2 , 2 H 3 1 2 .
x1 x2
1 3 7 *
x x 5 u , u * 1
3 1
1 3
The eigenvalues of
3 1
If the initial state lies on P+O or Q-O, then minimum time to the
origin is attained by the control sequence 1 or 1 respectively.
the control sequence 1,1 are those lying in the region between CQD
and Q-OP+. Similarly, the only initial states that can reach O with the
control sequence 1, 1 are those lying in the region between APB and
Q-OP+. Therefore, Inside the infinite strip we have the usual time-optimal
synthesis