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Chapter 22
Chapter 4
Design via Optimal Control
Techniques
, A) be detectable.
and P
) is
stabilizable).
as t .
This limit has two key properties:
P
s
C) is a stability matrix.
Note that this gives conditions under which a stable
filter can be designed. Placing the filter poles in
particular regions follows the same ideas as used
earlier in the case of optimal control.
\
|
+
|
|
.
|
\
|
+
|
|
.
|
\
|
|
|
.
|
\
|
=
|
|
.
|
\
|
+
3
2
1
3
2
1
3
2
1
33 32 31
23 22 21
13 12 11
1
3
2
1
B
B
B
A A A
A A A
A A A
( ) ) ( ) (
3
2
1
3 2 1
k
k
k
n
x
x
x
y +
|
|
.
|
\
|
= C C C
*
1 k k k k k k
x y J u x x C B A + + =
+
( )
1
2 *
E + =
n
T T
k k
J CPC C AP
( ) ( )
( ) ( )
2
1
2
2
*
2
* *
1
*
w
T
k n
T
k
T
k k
n
T
k
w
T
k k k k
J J J J
+ + =
+ + =
+
A CP C CP C P P A
C A P C A P
2
1
1 1
1
1
y x
x y x
x y x x
+ =
+
+ =
+
+ =
P
P
5
1
4
1
3
1
2
1
1
2
1
1
y y y y x x
y y y x x
y y x
y x y y x
x y x x
+ + + + =
+ + + =
+ + =
+
+
+ + =
+
+ =
P
P
+ =
+
O e
e
1
Apply first step of control - move forward one step
Stability can be established - terminal constraint of x
crucial.
= +
=
(
= C B A
This is the zero-order hold discretisation (with sampling
period T
s
- 0.4 sec.) of the double integrator
). ( ) (
), ( ) (
), ( ) (
2
1 2
1
t x t y
t x t x
t u t x
=
=
=
Saturation level:
1 = U
Fixed horizon: 10 = N