274 Advanced Control Engineering Quadratic performance indices If, in the racing yacht example, the following state and control variables are defined B= Vel, x2 = Vel, x3 = uel, w= 6a(0) then the performance index could be expressed t= [aus + am + and + (a 4) B or Js f (Qx + Rude 6.5) I. If the state and control variables in equations (9.4) and (9.5) are squared, then the performance index become quadratic. The advantage of a quadratic performance index is that for a linear system it has a mathematical solution that yields a linear control law of the form u(t) = —Kx(1) (9.6) A quadratic performance index for this example is therefore “ sf {(quxd +4n%x3 +3343) + (nu?) }de (0.7) “ g 9 O)fx Jaf |bo v2 1] 0 ax 0} | 2] + trate “ 0 0 gt Ls or, in general ‘ 1 [ 670x-+ aR (8) Q and R are the state and control weighting matrices and are always square and symmetric. J is always a scalar quantity. 9.2 The Linear Quadratic Regulator The Linear Quadratic Regulator (LQR) provides an optimal control law for a linear system with a quadratic performance index. Continuous form Define a functional equation of the form Fs, 8) = min i " hos, war 09)Optimal and robust control system design 277 and PCM —(k + 1)) = [TQ + K™(N — (k + 1) TRKGN — (K+ 1))) + A(T) = B(T)K(N — (k + 1) P(N — RAC) — BCTYKN = (ke +1))] (9.30) As kis increased from 0 to N — 1, the algorithm proceeds in reverse time. When run in forward-time, the optimal control at step k is Wop (Kk) = —K(k)x(k) 31) The boundary condition is specified at the terminal time (k = 0), where xT(NYPON)X(N) = 0 (9.32) The reverse-time recursive process can commence with P(N) = 0 or alternatively, with P(N — 1) = TQ. Example 9.1 (See also Appendix 1, examp9/n) The regulator shown in Figure 9.1 contains a plant that is described by l(b th and has a performance index [PG hk Determine (a) the Riccati matrix P (b) the state feedback matrix K (©) the closed-loop eigenvalues X= Ax+Bu y Fig. 9.1 Optimal regulator.278 Advanced Control Engineering Solution (a) Q ze R i 1 =lo4 = scalar = From equation (9.25) the reduced Rigcati equation is PA+A™P+Q—-PBR'B'P=0 (9.33) pas ([?" pelle 1 }- [2 pian (0.34) pu poil-l =2 —p2 Pu 2pr ATP [; ae ml =| —Pu pn ] (935) 1-2} | par pee Pu 2p Pie 2p2. 0 ron'ntr =|" "| © afm ™ Pu Pall) Px P22 pre -| Jom pal Pipa PrP = [ > | (9.36) Pop Pi Combining equations (9.34), (9.35) and (9.36) gives mp2 pu 2p2) [Pai -pn | —pn pu - 2px Pu-2pn pir —2pr ' 20 Pip Pi2p22 _ ot Pupr Phy Since P is symmetric, px, = pi2. Equation (9.37) can be expressed as four simultan- cous equations (9.37) =p — pir +2 - ph, =0 (9.38) Pu ~2p2- pn — Prpr = 0 (9.39)Optimal and robust control system design 279 —P2a + Pil — 2pi2 ~ pixpr2 = 0 Pia — 2p2a + Pi2 — 2p +1 — phy = 9 Note that equations (9.39) and (9.40) are the same. From equation (9.38) Prt 2pn-2=0 solving pn = pu =0.732 and ~2.732 Using positive value Piz = Pr = 0.732 From equation (9.41) 2pi2 — Apr + 1 — phy =0 Pay + 4px — 2.464 =0 solving pm = 0.542 and —4,542 Using positive value Dos = 0.542 From equation (9.39) pu — (2 x 0,732)-0.542 — (0.732 x 0.542) = 0 Pir = 2.403 From equations (9.42), (9.43) and (9.44) the Riccati matrix is 2.403 0.732 ~ [0.732 0.542 (b) Equation (9.21) gives the state feedback matrix 2.403 0.732 K=R"'B™P=1[0 1] 0.732 0.542 Hence K =(0.732 0.542] (9.40) Al) (9.42) (9.43) 0.44) (9.45) (9.46)Optimal and robust control system design 283 Solution The reverse-time calculations are shown in Figure 9.3. Using equations (9.29) and (9.30) and commencing with P(N) = 0, it can be seen that the solution for K (and also P) settle down after about 2 seconds to give steady-state values of K(KT) = (2.0658 1.4880] 8.0518 2315) (9.57) PT) = en (oes 1.6310, Using equation (9.49), together with equations (8.78) and (8.80), to calculate F(T) and G(T) in equation (9.53), for T = 0.1 seconds, the discrete reverse-time state tracking equation is [ =(k+ >| (roan 0.2700 [sr - a sN —(k+1)} [0.0881 0.7668 | | (NV - kD 0.9952 0.0141 ] [n(N—&) 0.0460 —0,0881 | | ra(N — k) and si(N — ky SWB) (9.58) v(N — k) = 10 a Then the command vector v (in this case a scalar) is generated in reverse-time as shown in Figure 9.3. The forward-time response is shown in Figure 9.4. + VERT) | AMAT) (KT) jl J h Desired states, Command Vector and Feedback Gains -t t (KT) | r(kT) -2: | 7 -3 “4 2 4 6 6 0 2 4 6 1% 20 Time (8) Fig. 9.3 Reverse-time solutions fora tracking system,