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Hamiltonian(controltheory)
FromWikipedia,thefreeencyclopedia
TheHamiltonianofoptimalcontroltheorywasdevelopedbyLevPontryaginaspartofhismaximumprinciple.[1]
Itwasinspiredby,butisdistinctfrom,theHamiltonianofclassicalmechanics.Pontryaginprovedthatanecessary
conditionforsolvingtheoptimalcontrolproblemisthatthecontrolshouldbechosensoastominimizethe
Hamiltonian.FordetailsseePontryagin'smaximumprinciple.
Contents
1 NotationandProblemstatement
2 DefinitionoftheHamiltonian
3 TheHamiltonianindiscretetime
4 TheHamiltonianofcontrolcomparedtotheHamiltonianofmechanics
5 References
6 Externallinks
NotationandProblemstatement
Acontrol istobechosensoastominimizetheobjectivefunction
where isthesystemstate,whichevolvesaccordingtothestateequations
andthecontrolmustsatisfytheconstraints
DefinitionoftheHamiltonian
where isavectorofcostatevariablesofthesamedimensionasthestatevariables .
ForinformationonthepropertiesoftheHamiltonian,seePontryagin'smaximumprinciple.
TheHamiltonianindiscretetime
Whentheproblemisformulatedindiscretetime,theHamiltonianisdefinedas:
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andthecostateequationsare
TheHamiltonianofcontrolcomparedtotheHamiltonianofmechanics
WilliamRowanHamiltondefinedtheHamiltonianasafunctionofthreevariables:
where isdefinedimplicitlyby
Hamiltonthenformulatedhisequationsas
SimilarlytheHamiltonianofcontroltheory(asnormallydefined)isafunctionof4variables
andtheassociatedconditionsforamaximumare
ThisdefinitionagreeswiththatgivenbythearticlebySussmannandWillems.[3](seep.39,equation14).
SussmannWillemsshowhowthecontrolHamiltoniancanbeusedindynamicse.g.forthebrachystochrone
problem,butdonotmentionthepriorworkofCarathodoryonthisapproach.[4]
References
1.I.M.RossAPrimeronPontryagin'sPrincipleinOptimalControl,CollegiatePublishers,2009.
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2/3/2017 Hamiltonian(controltheory)Wikipedia
2.Varaiya,Chapter6
3.SussmannWillems(June1997)."300YearsofOptimalControl"(PDF).IEEEControlSystems.
4.SeePesch,H.J.Bulirsch,R.(1994)."Themaximumprinciple,Bellman'sequation,andCarathodory'swork".Journal
ofOptimizationTheoryandApplications.80(2):199225.doi:10.1007/BF02192933.
Externallinks
Varaiya,P.(1998)."LectureNotesonOptimization"(PDF)(2nded.).Archivedfromtheoriginal(PDF)on
April10,2003.
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Categories: Optimalcontrol
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