tailieunhanh - Optimal Control with Engineering Applications Episode 13

Tham khảo tài liệu 'optimal control with engineering applications episode 13', kỹ thuật - công nghệ, cơ khí - chế tạo máy phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả | Hx-Control via Differential Games 113 Hx -Control via Differential Games In this section the so-called full-information problem for a linear time-invariant plant is investigated. Hx Problem Statement For the linear time-invariant dynamic system x t Ax t B-1w t B2u t z t C1x t Diiw t D12u t find a linear time-invariant controller of the form u t Gx t such that the HTO-norm of the closed-loop control system with the disturbance input vector w to the design output z is bounded by a given value Y 0 . sup . m mT w - Y wG 2 w 2 llw Il2 1 Here the norms II z II2 and IIwII2 are defined as n -------------- zh2 zT t z t dt V Jo W2 . If wT t w t dt V Jo The following well-posedness conditions are needed 1 A B2 stabilizable 2 A Cl detectable 3 DT2D12 invertible 4 D11 sufficiently small . Ỡ D11 Y where ỡ D11 denotes the maximal singular value of D11 . Differential Game Problem Statement This Hx problem statement is equivalent to the following statement of a differential game problem For the linear time-invariant dynamic system x t Ax t B1w t B2u t z t C1x t D11w t D12u t 114 4 Differential Games with an arbitrary initial state x 0 xa find a linear time-invariant controller of the form u t Gx t such that the cost functional J u w - i zT t z t Y2wT t w t dt 2 J 0. is both minimized with respect to u . and maximized with respect to w . . Analysis of the Problem For the analysis of this infinite horizon differential game problem the following substitutions are useful w u i B B1 B2 D1 D11 D12 R -DT1D11 y2I DT1D12 - DT2D11 DT2D12_ The Hamiltonian function is H 2zTz Y-wTw XT x C1x T C1X Y-wTw XT Ax XT Bi 1mm _ 1mm 1m _ m_ 1m m _ Y m -2 xTC1TC1x 2- xTCT D1t i 2- YdT. C1x 2- iT DT D1ti wTw Cị 1 1 1 Cị 1 -1 1 Cị 1 1 ọ 1 1W o 1 XTAx 1 xTATX 1 XT Bi 1 iTB Tx 2 2 2 2 11 11 -2xTC1TC1x -2xTCTD1t i -2iTDT C1x -2iTRi 2 111 2 1 2 1 1 2 - XT Ax - xTATX - XT Bi - iT B Tx 2 2 2 2 i R-1 BTX r i R-1 BTX 1 xTCTC1x 1XT Ax 1 xTATX 1 BTX DTC1x TR-1

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