I’m studying Stephen Boyd’s notes for EE 363, here. In particular, I’m working through lecture 15, slide 9 on strict linear matrix inequalities. An LMI is an expression of the form $G(x) = G_0 + x_1G_1 + \cdots + x_nG_n \geq 0$, where $G_i$ are symmetric $m \times m$ matrices and $x \in \mathbf{R}^n$. The […]

Let $$ A = \begin{bmatrix} \lambda_1^{p_1} & \lambda_2^{p_1} & \cdots & \lambda_n^{p_1} \\ \lambda_1^{p_2} & \lambda_2^{p_2} & \cdots & \lambda_n^{p_2} \\ \lambda_1^{p_3} & \lambda_2^{p_3} & \cdots & \lambda_n^{p_3} \\ \vdots & \vdots & \ddots & \vdots \\ \lambda_1^{p_n} & \lambda_2^{p_n} & \cdots & \lambda_n^{p_n} \end{bmatrix}$$ where $p_1=0$ and $p_k > p_i$ for $i < k […]

Ask two questions from a paper (2012 ACC): Consider the plant: Let X be the stabilizing solution of the Riccati equation: where . Define the LQR gain by . The transfer matrix has a left spectral factorization , where WL is given by Questions: If I know the $W_L$, how to derive the $W_L^{-1}$, (bottom […]

What’s the diffrents between Optimal Control and Robust Control? I know that Optimal Control have the controllers: LQR – State feedback controller LQG – State feedback observer controller LQGI – State feedback observer integrator controller LQGI/LTR – State feedback observer integrator loop transfer recovery controller (for increase robustness) And Robust Control have: $H_{2}$ controller $H_{\infty}$ […]

Let $\mathbf{F}:X\times\mathbb{R}^{+}\to X$ be a non-autonomous dynamical system, which is governed by $\dot{\mathbf{x}} = \mathbf{F}(\mathbf{x}, t, u)$, viz, \begin{equation} \begin{split} \dot{x}_1 &= x_2 – 314.2 \\ \dot{x}_2 &= 122\sin{x_1}\cos{x_1} – 154.8x_3\sin{x_1} – 0.5x_2 + 201.2 \\ \dot{x}_3 &= 0.64\cos{x_1} – 0.8x_3 + 0.2u \end{split} \end{equation} where $\mathbf{x} = \mathbf{x}(t) = [x_1(t), x_2(t), x_3(t)]^T \in X […]

Consider a Riccati differential equation $$ \dot P + A(t)^{T}P + PA(t) -PB(t)R(t)B(t)^{T}P + Q(t) = 0,\;\;\; P(t_0) = P_0 = P_0^{T} \geqslant 0 $$ where $Q(t) = Q(t)^{T} \geqslant 0$, $R(t) = R(t)^{T} > 0$, all matrices are real and continuous. How to show that for any $t_0$ there exists (and unique) a solution […]

Consider the growth equation: $ \dot{x} = tu $, with $x(0)=0$ and $x(1)=1$, and with the cost function: $ J= \int_0^1 u^2 dt $. Show that $u^*=3t$ is a successful control, with $x^*=t^3$ and $J^*=3$ the corresponding trajectory and cost. If $u=u^* + v $ is another successful control, show that $\int_0^1 vt dt = […]

This question is related to the following Wikipedia article on Nevanlinna–Pick interpolation. At the end it has been written as Pick–Nevanlinna interpolation was introduced into robust control by Allen Tannenbaum. I do not have the access of the paper or even if I had, without any basic knowledge on control theory, I would, perhaps, not […]

Consider a critically damped harmonic oscillator: $$x’ = v$$ $$v’ = -2v – x$$ Such a system has the property that if $x(0) < 0$ and $x(0)+v(0)\leq 0$, then $x(t) < 0$ for all $t$. Now suppose the system is modified so that the acceleration is subject to some minimum value, i.e. $v’ \geq a_{min}$. […]

I am attempting to derive the Riccati Equation for linear-quadratic control. The original equation is: $-\partial V/\partial t = \min_{u(t)} \{x^TQx + u^TRu + \partial V^T/\partial x(Ax + Bu) \}$ $x \in \Re^n$, $u \in \Re^m$, $Q \in \Re^{n\times n}$, $R \in \Re^{m\times m}$, $A \in \Re^{n\times n}$, $B \in \Re^{n\times m}$. It can be […]

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