Optimal Control and Lyapunov exponents

Il presente lavoro è suddiviso in due parti. Nella prima sono presentate la teoria degli esponenti di Lyapunov e la teoria del Controllo Ottimo da un punto di vista geometrico. Sono riportati i risultati principali di queste due teorie e vengono abbozzate le dimostrazioni dei teoremi più importanti. Nella seconda parte, usando queste due teorie, abbiamo provato a trovare una stima per gli esponenti di Lyapunov estremali associati ai sistemi dinamici lineari switched sul gruppo di Lie SL2(R). Abbiamo preso in considerazione solo il caso di un sistema generato da due matrici A,B ∈ sl2(R) che generano l’intera algebra di Lie. Abbiamo suddiviso il problema in alcuni possibili casi a seconda della posizione nello spazio tridimensionale sl2(R) del segmento di estremi A e B rispetto al cono delle matrici nilpotenti. Per ognuno di questi casi, abbiamo trovato una candidata soluzione ottimale. Riformuleremo il problema originale di trovare una stima per gli esponenti di Lyapunov in un problema di Controllo Ottimo. Dopodiché, applichiamo il Principio del massimo di Pontryagin e troveremo un controllo e la corrispondente traiettoria che soddisfa tale Principio.

Chaos control of a nonlinear oscillator with shape memory alloy using an optimal linear control: Part I: Ideal energy source

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Remarks on an Optimal Linear Control Design Applied to a Nonideal and an Ideal Structure Coupled to an Essentially Nonlinear Oscillator

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Chaos control of a nonlinear oscillator with shape memory alloy using an optimal linear control: Part II: Nonideal energy source

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

An Optimal Linear Control Design for Nonlinear Systems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Optimal linear and nonlinear control design for chaotic systems

In this work, the linear and nonlinear feedback control techniques for chaotic systems were been considered. The optimal nonlinear control design problem has been resolved by using Dynamic Programming that reduced this problem to a solution of the Hamilton-Jacobi-Bellman equation. In present work the linear feedback control problem has been reformulated under optimal control theory viewpoint. The formulated Theorem expresses explicitly the form of minimized functional and gives the sufficient conditions that allow using the linear feedback control for nonlinear system. The numerical simulations for the Rössler system and the Duffing oscillator are provided to show the effectiveness of this method. Copyright © 2005 by ASME.

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

Relationship between åström control and the kalman linear regulator — Caines revisited

The relationship between minimum variance and minimum expected quadratic loss feedback controllers for linear univariate discrete-time stochastic systems is reviewed by taking the approach used by Caines. It is shown how the two methods can be regarded as providing identical control actions as long as a noise-free measurement state-space model is employed.

The LQ control problem for Markovian jumps linear systems with horizon defined by stopping times

This paper deals with a stochastic optimal control problem involving discrete-time jump Markov linear systems. The jumps or changes between the system operation modes evolve according to an underlying Markov chain. In the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (TN), or the occurrence of a crucial failure event (τΔ), after which the system is brought to a halt for maintenance. In addition, an intermediary mixed case for which T represents the minimum between TN and τΔ is also considered. These stopping times coincide with some of the jump times of the Markov state and the information available allows the reconfiguration of the control action at each jump time, in the form of a linear feedback gain. The solution for the linear quadratic problem with complete Markov state observation is presented. The solution is given in terms of recursions of a set of algebraic Riccati equations (ARE) or a coupled set of algebraic Riccati equation (CARE).

Optimal feedback control rules sensitive to controlled endogenous risk-aversion

The objective of this paper is to correct and improve the results obtained by Van der Ploeg (1984a, 1984b) and utilized in the theoretical literature related to feedback stochastic optimal control sensitive to constant exogenous risk-aversion (see, Jacobson, 1973, Karp, 1987 and Whittle, 1981, 1989, 1990, among others) or to the classic context of risk-neutral decision-makers (see, Chow, 1973, 1976a, 1976b, 1977, 1978, 1981, 1993). More realistic and attractive, this new approach is placed in the context of a time-varying endogenous risk-aversion which is under the control of the decision-maker. It has strong qualitative implications on the agent's optimal policy during the entire planning horizon.

On the throughput-WIP trade-off in queueing systems, diminishing returns and the threshold property: A linear programming approach

We present a new unifying framework for investigating throughput-WIP(Work-in-Process) optimal control problems in queueing systems,based on reformulating them as linear programming (LP) problems withspecial structure: We show that if a throughput-WIP performance pairin a stochastic system satisfies the Threshold Property we introducein this paper, then we can reformulate the problem of optimizing alinear objective of throughput-WIP performance as a (semi-infinite)LP problem over a polygon with special structure (a thresholdpolygon). The strong structural properties of such polygones explainthe optimality of threshold policies for optimizing linearperformance objectives: their vertices correspond to the performancepairs of threshold policies. We analyze in this framework theversatile input-output queueing intensity control model introduced byChen and Yao (1990), obtaining a variety of new results, including (a)an exact reformulation of the control problem as an LP problem over athreshold polygon; (b) an analytical characterization of the Min WIPfunction (giving the minimum WIP level required to attain a targetthroughput level); (c) an LP Value Decomposition Theorem that relatesthe objective value under an arbitrary policy with that of a giventhreshold policy (thus revealing the LP interpretation of Chen andYao's optimality conditions); (d) diminishing returns and invarianceproperties of throughput-WIP performance, which underlie thresholdoptimality; (e) a unified treatment of the time-discounted andtime-average cases.

Optimal growth strategies when mortality and production rates are size-dependent

Pontryagin's maximum principle from optimal control theory is used to find the optimal allocation of energy between growth and reproduction when lifespan may be finite and the trade-off between growth and reproduction is linear. Analyses of the optimal allocation problem to date have generally yielded bang-bang solutions, i.e. determinate growth: life-histories in which growth is followed by reproduction, with no intermediate phase of simultaneous reproduction and growth. Here we show that an intermediate strategy (indeterminate growth) can be selected for if the rates of production and mortality either both increase or both decrease with increasing body size, this arises as a singular solution to the problem. Our conclusion is that indeterminate growth is optimal in more cases than was previously realized. The relevance of our results to natural situations is discussed.

Design and implementation of FPGA-based LQ control of active magnetic bearings

The need for high performance, high precision, and energy saving in rotating machinery demands an alternative solution to traditional bearings. Because of the contactless operation principle, the rotating machines employing active magnetic bearings (AMBs) provide many advantages over the traditional ones. The advantages such as contamination-free operation, low maintenance costs, high rotational speeds, low parasitic losses, programmable stiffness and damping, and vibration insulation come at expense of high cost, and complex technical solution. All these properties make the use of AMBs appropriate primarily for specific and highly demanding applications. High performance and high precision control requires model-based control methods and accurate models of the flexible rotor. In turn, complex models lead to high-order controllers and feature considerable computational burden. Fortunately, in the last few years the advancements in signal processing devices provide new perspective on the real-time control of AMBs. The design and the real-time digital implementation of the high-order LQ controllers, which focus on fast execution times, are the subjects of this work. In particular, the control design and implementation in the field programmable gate array (FPGA) circuits are investigated. The optimal design is guided by the physical constraints of the system for selecting the optimal weighting matrices. The plant model is complemented by augmenting appropriate disturbance models. The compensation of the force-field nonlinearities is proposed for decreasing the uncertainty of the actuator. A disturbance-observer-based unbalance compensation for canceling the magnetic force vibrations or vibrations in the measured positions is presented. The theoretical studies are verified by the practical experiments utilizing a custom-built laboratory test rig. The test rig uses a prototyping control platform developed in the scope of this work. To sum up, the work makes a step in the direction of an embedded single-chip FPGA-based controller of AMBs.

Optimal kinematic control of an autonomous underwater vehicle

This note investigates the motion control of an autonomous underwater vehicle (AUV). The AUV is modeled as a nonholonomic system as any lateral motion of a conventional, slender AUV is quickly damped out. The problem is formulated as an optimal kinematic control problem on the Euclidean Group of Motions SE(3), where the cost function to be minimized is equal to the integral of a quadratic function of the velocity components. An application of the Maximum Principle to this optimal control problem yields the appropriate Hamiltonian and the corresponding vector fields give the necessary conditions for optimality. For a special case of the cost function, the necessary conditions for optimality can be characterized more easily and we proceed to investigate its solutions. Finally, it is shown that a particular set of optimal motions trace helical paths. Throughout this note we highlight a particular case where the quadratic cost function is weighted in such a way that it equates to the Lagrangian (kinetic energy) of the AUV. For this case, the regular extremal curves are constrained to equate to the AUV's components of momentum and the resulting vector fields are the d'Alembert-Lagrange equations in Hamiltonian form.

Novel developments in process optimisation using predictive control

In industrial practice, constrained steady state optimisation and predictive control are separate, albeit closely related functions within the control hierarchy. This paper presents a method which integrates predictive control with on-line optimisation with economic objectives. A receding horizon optimal control problem is formulated using linear state space models. This optimal control problem is very similar to the one presented in many predictive control formulations, but the main difference is that it includes in its formulation a general steady state objective depending on the magnitudes of manipulated and measured output variables. This steady state objective may include the standard quadratic regulatory objective, together with economic objectives which are often linear. Assuming that the system settles to a steady state operating point under receding horizon control, conditions are given for the satisfaction of the necessary optimality conditions of the steady-state optimisation problem. The method is based on adaptive linear state space models, which are obtained by using on-line identification techniques. The use of model adaptation is justified from a theoretical standpoint and its beneficial effects are shown in simulations. The method is tested with simulations of an industrial distillation column and a system of chemical reactors.