Modern Control Systems (MCS) Dr. Imtiaz Hussain URL :http://imtiazhussainkalwar.weebly.com/

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Modern Control Systems (MCS) Dr. Imtiaz Hussain URL : Lecture Design of Control Systems in Sate Space Quadratic Optimal Control

Outline Introduction Quadratic Cost Function Optimal Control System based on Quadratic Performance Index Optimization by Second Method of Liapunov Quadratic Optimal Control – Examples

Introduction Optimization is the selection of a best element(s) from some set of available alternatives. In control Engineering, optimization means minimizing a cost function by systematically choosing parameter values from within an allowed set of tunable parameters. A cost function or loss function or performance index is a function that maps an event or values of one or more variables onto a real number intuitively representing some "cost" associated with the event (e.g. error function).

Quadratic Cost Function

Optimal Control System based on Quadratic Performance Index

Optimization by Second Method of Liapunov

We know from Liapunov stability theorem (Lecture-39-40) that The performance index J can be evaluated as

Optimization by Second Method of Liapunov

Quadratic Optimal Control

Following the discussion of parameter optimization by second method of Liapunov Then we obtain

Quadratic Optimal Control Since R is a positive definite symmetric square matrix, we can write (Cholesky decomposition) Where T is nonsingular. Then above equation can be written as

Quadratic Optimal Control Compare above equation to Minimization of J with respect to K requires minimization of Above expression is zero when Hence Thus the optimal control law to the quadratic optical control problem is given by

Quadratic Optimal Control Above equation can be reduced to Which is called reduced matrix Ricati equation.

Quadratic Optimal Control (Design Steps)

Example-1 Consider the system given below Assume the control signal to be Determine the optimal feedback gain K such that the following performance index is minimized. Where

Example-1 We find that Therefore A-BK is stable matrix and the Liapunov approach for optimization can be successfully applied. Step-1: Solve the reduced matrix Riccati equation

Example-1

Step-2: Calculate K using following equation

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