Homework 5: Answer

Victor M.
Chan Ortiz Optimal Control

CINVESTAV - GDL Homework 5 April 26, 2020
1. Find the control input u(t) sequence that minimizes the cost functional:
J = −y(tf )
Subject to the state constraints:
ẏ(t) = y(t)u(t) − y(t) − u2 (t)
for an initial condition y(0) = 2 and final time tf = 5. Give both the control, the state
response and co-state.
Answer:
First, we identify the elements of the problem:
h(y(tf ), tf ) = −y(tf )
g(y(t), u(t), t) = 0
a(y(t), u(t), t) = y(t)u(t) − y(t) − u2 (t)
The Hamiltonian is given by:
H = g + P T a = P (t)[y(t)u(t) − y(t) − u2 (t)]
Setting the necessary conditions for the optimal control:
ẏ(t) = a(y(t), u(t), t)

Ṗ = −HyT
Hu = 0
Substituting:
Hu = 0 → P (t)[y(t) − 2u(t)] = 0
1
y(t) − 2u(t) = 0 → u∗ (t) = y(t)
2
Replacing u∗ (t) in ẏ(t):
2
1 1
ẏ(t) = y(t) y(t) − y(t) − y(t)
2 2
1 1
ẏ(t) = y 2 (t) − y(t) − y 2 (t)
2 4
1 2
ẏ(t) = y (t) − y(t)
4
Replacing u∗ (t) in Ṗ (t):

1
Ṗ = −P (t)[u(t) − 1] → Ṗ = −P (t)[ y(t) − 1]
2
1 vmchan@gdl.cinvestav.mx
Victor M. Chan Ortiz Optimal Control
Solving the differential equations. First for ẏ(t)

1 2
ẏ(t) = y (t) − 4y(t)
4
4
y(t) =
1 + C1 et
Now to find C1 , we use the conditions given by the problem:
4
2=
1 + C1 e0
C1 = 1
Then:
4
y(t) =
1 + et
Replacing y(t) in u∗ (t):
2
u∗ (t) =
1 + et
Now the co-state:

2
Ṗ (t) = −P (t) −1
1 + et
Z P Z t
dP (t) 2
= 1− dt
P0 P (t) 0 1 + et
t
ln(P (t)) − ln(P (0)) = [t − 2(− ln(1 + et ) + t)]0

P (t) t
ln = [2 ln(1 + et ) − t]0
P (0)

P (t)
ln = [2 ln(1 + et ) − 2 ln(2) − t]
P (0)
2
1 + et

P (t)
ln = [ln − t]
P (0) 2
2
1 + et

P (t)
= e−t
P (0) 2
2
1 + et

P (t) = P (0) e−t
2
The boundary condition is given by Kirk equation 5.1 − 20 :

∂h ∗
(y (tf )) − p∗ (tf ) = 0
∂y
2
1 + etf

−y(tf ) − P (0) e−tf = 0
2
4
tf
etf
P (0) = − 1 + e
2
1 + etf
2
etf
P (0) = −16
(1 + etf )3
We know that tf = 5:
e5
P (0) = −16
(1 + e5 )3
P (0) = −0.0007119
2. Given the plant dynamics:
ẋ1 (t) = x2 (t)

ẋ2 (t) = x1 (t) + u(t) + w(t)
y(t) = x2 (t) + v(t)
and cost function:

Z tf
1 2 2 2
J =E (3x1 (t) + 3x2 (t) + u (2))dt
2 0
where w(t) ∼ N (0, 4) and v(t) ∼ N (0, 0.5) are Gaussian, white noises and tf = 15.
(a) Numerically integrate the Riccati equations for LQR and the LQE to find the
time-varying regulator and estimator gains.
(b) The full stochastic linear optimal output feedback problem involves using u(t) =
−K x̂(t). For this control policy, the compensator is of the form:
ẋ = Ac xc (t) + Bc y(t) (1)

u(t) = −Cc xc (t) (2)
For this example, write

down
the dynamic equations for the combined plant and
x
compensator system , simulate the full closed-loop system in MATLAB using
xc
10 0
the gains found in part (a) and the initial conditions, x0 = and x̂0 = .
−10 0
(c) Show that the eigenvalues of the closed loop dynamics are equal to those of the
steady state regulator and estimator. Compare the performance of the compen-
sator in part (b) to the performance you obtain when you use these steady state
values of the regulator and estimator gains.
(d) Find the steady-state mean-squared values of the regulator and estimator. (x1 (t),
x2 (t), x̂1 (t) and x̂2 (t))
Answer a):
First we are going to identify the elements of the problem:

0 1 0 0 1 0
A= Bu = Bw = Cy = 0 1 Cz =
1 0 1 1 0 1

3 0
Rvv = 0.5 Rww = 4 Ruu = 1 Rxx =
0 3
The solution to solve the regulator and estimator gains is an LQG controller. So its equations
are as follows:
Regulator:
−1 T
−Ṗ (t) = AT P (t) + P (t)A + Rxx − P (t)Bu Ruu Bu P (t)
−1 T
K(t) = Ruu Bu P (t)
Estimator:
−1
Q̇(t) = AQ(t) + Q(t)AT + Bw Rww BwT − Q(t)CyT Rvv Cy Q(t)
−1
L(t) = Q(t)CyT Rvv
Using simulink we find the values of K and L as shown in the following figures.
Figure 1: LQR - K Gain.
Figure 2: LQE - L Gain.
Answer b):
For closed-loop system:
ẋc = Ac xc + Bc y
u = −Cc xc
With:
Ac = A − Bu K(t) − L(t)Cy
Bc = L(t)
Cc = K(t)
In the same way we have the original system:
ẋ = Ax + Bu u + Bw w
y = Cy x + v
Relating both systems:
ẋ = Ax − Bu Cc xc + Bw w
ẋc = Ac xc + Bc Cy x + Bc v
We can accommodate the system as follows:

ẋ A −Bu Cc x Bw 0 w
= +
ẋc Bc Cy Ac xc 0 Bc v

x
y = Cy 0 +v
xc
Using a simulink simulation we can see the gain performance:
Figure 3: Closed-Loop System Performance.
Answer c):
To test this section we need to find the steady state values of Pss and Qss . We know that
these values can be calculated in the following way:
−1 T
AT Pss + Pss A + CzT Rzz Cz − Pss Bu Ruu Bu Pss = 0
−1
AQss + Qss AT + Bw Rww BwT − Qss CyT Rvv Cy Qss = 0
With:
−1 T −1
Kss = Ruu Bu Pss Lss = Qss CyT Rvv
Using MATLAB to find the Pss and Qss matrices, with the conditions that P and Q are
positive defined, the following values were found:
√
6 3 3 √1
Pss = Qss =
3 3 1 3
With these values, the following K and L values were found:

2
Lss = √

Kss = 3 3
2 3
With this we determine that the gains values found with Simulink and steady state values are
the same. Now the eigenvalues of closed loop system are:

 
0 1 0 0
1 0 −3 −3 
ACL =  
0 2
√ 0 −1√ 
0 2 3 −2 3 + 2 3
λ1 = −3.1463 λ2 = −2 λ3 = −1 λ4 = −0.3178
We know that by separation principle:
ACL ≡ ACL

A − Bu K Bu K
ACL =
0 A − LCy
So, we can calculate the estimator and regulator separately:
LQR:

0 1
A − Bu K =
−2 −3
With:
λ1 = −1 λ = −2
LQE:

0 −1√
A − LCy =
1 −2 3
With:
λ1 = −0.3178 λ = −3.1463
They have the same eigenvalues, therefore they have the same performance.
Answer D):
In order to find the steady state mean squared values we know that the system in the form:
ẋ(t) = (A − Bu K)x(t) + Bw w(t)
The mean square can be predicted by:
E[x(t)xT (t)] = X(t) E[ẋ(t)ẋT (t)] = Ẋ(t)
Ẋ(t) = [A(t) − Bu (t)K(t)]X(t) + X(t)[A(t) − Bu (t)K(t)]T + Bw Rww BwT
Now for estimated system:
x̂(t) = (A(t) − L(t)Cy (t))x̂(t) + Bu (t)u(t) + Bw (t)w(t) + L(t)y(t)
X̂(t) = [A(t) − L(t)Cy (t)]X̂(t) + X̂(t)[A(t) − L(t)Cy (t)]T + Bw Rww BwT
+ L(t)Rvv LT (t)
In steady-state:
0 = [A − Bu K]Xss + Xss [A − Bu K]T + Bw Rww BwT

0 = [A − LCy ]X̂ss + X̂ss [A − LCy ]T + Bw Rww BwT + LRvv LT
The mean-squared value of Xss and X̂ss :

 
1
0 √
3 √1

Xss =  3 2  X̂ss =

0 1 3
3
3. Given a system with a state space representation:
ẋ(t) = Ax(t) + Bu u(t) (1)

y(t) = Cy x(t) (2)
We have investigated various types of observer -based controllers that can be written
as:
ż(t) = Az(t)Bu u(t) + Hr(t) (3)

u(t) = −Gz(t) (4)
Where, r(t) is the residual signal [r(t) = y(t) − Cy z(t)] and the state vectors x and z
have the same size. Assume that we have selected H and G so that the closed-loop
system is stable. We can modify the original compensator in (3) and (4) to obtain a
very general form the compensator:
ż(t) = Az(t) + Bu u(t) + Hr(t) original comp dynamics (5)

ẇ(t) = F w(t) + Qr(t) other stable dynamics (6)
u(t) = −Gz(t) + P w(t) (7)
so that the residual is filtered by another set of stable dynamics and then added to
the control signal. The dimension (k) of w is arbitrary, but the eigenvalues of F are
assumed to have negative real parts.
(a) Show that a ”separation” type principle still holds for the closed loop eigenvalues.
(b) Show that under the assumptions given, this new compensator still leads to a
stable closed loop system.
Answer a):
We can write the closed-loop equations as follows:
ẋ = Ax − Bu Gz + Bu P w
ż = (A − Bu G − HCy ) + Bu P w + Hy
ẇ = F w + QCy x − QCy z
In state-space:
    
ẋ A −Bu G Bu P x
 ż  = HCy A − Bu G − HCy Bu P   z 
ẇ QCy −QCy F w
With the help of Matlab we find the eigenvalues:

 
F
λ = A − Bu G
A − Cy H
We know that, ACL ≡ ACL , so the matrix could be rewritten as:

 
F 0 0
ACL =  0 A − Bu G 0 
0 0 A − Cy H
So, the principle of separation applies with closed-loop system. We know that the eigenvalues
of each matrix separately, are part of ACL matrix, so:
F = λ1 , λ2 A − Bu G = λ3 , λ4 A − Cy H = λ5 , λ6
With a transformation matrix we get the following:
F ≡F A − Bu G ≡ A − Bu G A − Cy H ≡ A − Cy H
So:

λ 0 λ 0 λ5 0
F = 1 A − Bu G = 3 A − Cy H =
0 λ2 0 λ4 0 λ6
Finally:
 
F 0 0
ACL =  0 A − Bu G 0 
0 0 A − Cy H
This shows that the eigenvalues of the ACL matrix depend on the eigenvalues of the original
system matrix.
Answer b):
The problem gave us the data that the H and G gains made the closed-loop system stable.
With this, the condition for the ACL array to be stable is that the eigenvalues of the F array
must have a negative real part.
4. For the following system, design a H∞ controller that minimizes the cost function:

WS S

Wu Gc S
∞
Where:
s/M + ωB
Ws (s) =
s + ωB A
with M = 2, ωB = 5, and A = 0.01. As discussed in class, the weight Wu should be
adjusted so that we meet the sensitivity specification.
You should then design a H2 optimal (LQG) controller that yields a similar settling
time of the step response and directly compare the graphs listed below for the H2 , and
H∞ controllers.
One way to do this for a SISO system is set Bu = Bw , Cz = Cy , choose Rww = 0.1 and
Rzz = 1. Then set Ruu = Rvv = ρ and use ρ << 1 as the basic design parameter. You
can then iterate on the choice of Rww and Rzz as needed.
Use this procedure to design a controller (follow the code given in the notes) for the
following system (ω1 = 1, ω2 = 5, ω3 = 10).
1
G1 (s) =
(−s/ω1 + 1)(s/ω2 + 1)(s/ω3 + 1)
For each case, draw the following plots:
Sensitivity and inverse of Ws weight to show that you meet the specification.
The Nyquist/Nichols plot to show that you have the correct number of encir-
clements.
A bode graph that contains Gi (s), Gc (s) and L = Gi Gc (s). Clearly label each
curve and identify the gain/phase cross-over points.
The root locus obtained by freezing the controller dynamics and then using a
controller αGc (s), where α ∈ {0, 2} (assuming that normally α = 1) to investigate
the robustness of your design to gain errors.
The step response of the closed-loop system.
The reason for drawing these plots is to develop some insights into what a typically
H∞ controller ”looks like”. So, use your results to comment on how the H∞ controller
modifies the plant dynamics to achieve the desired performance.
Answer:
First, we identify the information:
M =2 ωB = 5 A = 0.01
ω1 = 1 ω2 = 5 ω3 = 10
So:
s/2 + 5
Ws (s) =
s + 0.05
1
G1 (s) =
(−s + 1)(s/5 + 1)(s/10 + 1)
To get a better performance we must make sure that:
γmin < 1
We start with Wu = 1, but γmin > 1 then we decrease the value Wu , until we reach Wu =
1 × 10−9 . With this:
γmin = 0.5012
So the sensitivity and the inverse of Ws shows that:
Figure 4: Visualization of the weighted sensitivity tests.
Now we are going to see the Nyquist plot:
Figure 5: G(s) Nyquist Plot.
Figure 6: G(s)Gc (s) Nyquist Plot.
The system G(s) is unstable, but enclose onet time the critical point. This means that the
system G(s) is stable with control law Gc (s).
Now using Bode Diagram:
Figure 7: G(s), Gc (s), G(s)Gc (s) Bode Diagram.
The gain margin and phase margin of G(s) are:
GMG(s) = 0.0697
P MG(s) = −90
With this the system G(s) is unstable.

Now, the gain margin and phase margin of G(s)Gc (s) are:
G(s)Gc (s) = 0.0796

P MG(s)Gc (s) = 81.2832
With this the system with control, makes the system stable and robust
Now checking the root locus of controller dynamics.
Figure 8: Gc (s) Root Locus Diagram.
Figure 9: αGc (s), (α ∈ {0, 2}) Root Locus Diagram.
Figure 10: αGc (s), (α = 1) Root Locus Diagram.
Now, we are going to see the step response.
Figure 11: αGc (s), (α = 1) Root Locus Diagram.
Use the book Non-linear Dynamical Systems and Control. A Lyapounove Based-Approach.
Wassim M. Haddad and Vijay Sekhar Chellaboina, Princeton University Press, 2008.
Simulate the following problem and present the graphics of x1 (t), x2 (t), x3 (t) and the control
effort. Discuss and compare the meaningful inverse control versus the optimal inverse control.
5. In this problem, we demonstrate the extra flexibility provided by inverse optimal con-
trollers with performance criteria involving cross-weighting terms over inverse optimal
controllers with meaningful cost functionals.
Specifically, we consider the controlled Lorentz dynamical system. Our objective is to
design and compare inverse optimal and meaningful inverse optimal controllers that
stabilize the origin of the Lorentz equations:
ẋ1 (t) = −σx1 (t) + σx2 (t) x1 (0) = x10 t≥0 (1)
ẋ2 (t) = rx1 (t) − x2 (t) − x1 (t)x3 (t) + u(t) x2 (0) = x20 (2)
ẋ3 (t) = x1 (t)x2 (t) − bx3 (t) x3 (0) = x30 (3)
In particular, we compare the guaranteed gain and sector margins to input saturation-
type nonlinearities and the transient performance in terms of maximum overshoot of
both designs.
Recall that the control law:
p1
φ(x) = −( σ + r)x1 (4)
p2
stabilizes the nonlinear system (1) − (3) while minimizing the performance functional:
Z ∞
J(x0 , u(·)) = [L1 (x(t)) + L2 (x(t))u(t) + uT R2 (x(t))u(t)]dt (5)
0
with:
" 2 #
p1
L1 (x) = 2σp1 + R2 σ+r x21 − 2(p1 σ + p2 r)x1 x2 + 2p2 x22 + 2p2 bx23 (6)
p2
R2
L2 (x) = (2p1 σ + 2p2 r)x1 − 2p2 x2 (7)
p2
Thus:
(1 − θ2 )[x̂T Qx̂ + 2p2 bx23 ] − x̂T yy T x̂ ≥ 0 (8)
Where:
T
x̂ ≡ x1 x2 (9)
 2 
p1
2σp1 + R2 σ+r −(p1 σ + p2 r)
Q ≡ R2  p2 (10)
−(p1 σ + p2 r) 2p2
and
T
p1
y ≡ R2 σ+r −p2 (11)
p2
Answer:
Since 2p2 bx23 is non-negative for all θ ∈ (0, 1) it follows that equation (8) is equivalent to:
(1 − θ2 )Q ≥ yy T
Which implies that, if Q is invertible, equation (8.119) is satisfied for all θ ∈ (0, 1) such that:
1 − θ2 ≥ y T Q−1 y
Hence, the maximum possible θ such that equation (8.119) holds is given by:
p
θ = 1 − y T Q−1 y (12)
Now, it follows from Theorem 8.6 that for all p1 , p2 , R2 > 0, such that det Q 6= 0, with φ(x)
given above the non-linear system (1) − (3) has disk margins of:

1 1
,
1+θ 1−θ
Where θ is given by equation (12). Furthermore, for p1 , p2 and R2 > 0 these disk margins
are the maximum possible disk margins that are guaranteed by Theorem 8.6.
Next, we vary p1 , p2 and R2 such that θ given by equation (12) is maximized. It can be shown
that the maximum is achieved at:
p1 r p2
= and =0
p2 σ R2
So that:
1
θmax = √
r+1
Next, using the control Lyapunov function:
V (x) = p1 x21 + p2 x22 + p2 x23

p1 r
Where p1 , p2 > 0 are such that = , we design a meaningful inverse optimal controller
p2 σ
using the feedback controller given by:
 p !
 α(x) + α2 (x) + (β T (x)β(x))2
− c0 + β(x) β(x) 6= 0

φ(x) = β T (x)β(x)

0 β(x) = 0

Where:
α(x) ≡ V 0 (x)f (x) β(x) ≡ GT (x)V 0T (x) c0 > 0
Using the initial conditions:
(x10 , x20 , x30 ) = (−20, −20, 30)
The data parameters:
σ = 10 r = 15 b = 8/3
Design parameters:
p1 = 1.5 p2 = 1
The inverse optimal controller:
φ(x) = −2rx1
And the meaningful inverse optimal controller given by:
16x3 2
α(x) = −30x1 2 + 60x1 x2 − 2x2 2 −
3
β(x) = 2x2
c0 = 1
So:
( √
90 x1 x2 + (45 x1 2 −90 x1 x2 +3 x2 2 +8 x3 2 )2 +36 x2 4 −45 x1 2 +3 x2 2 −8 x3 2
φ(x) = − 3 x2
2x2 6= 0
0 2x2 = 0
Figure 12: Inverse Optimal Controller (IOC).
Figure 13: Meaningful Inverse Optimal Controller (MIOC).
First, we note that the downside disk and sector margins of the IOC are 0.8 while the
MIOC guarantees the standard 0.5 downside sector margin with no disk margin guarantees.
Hence, both controllers have guaranteed robustness sector margins to actuator saturation non-
linearities with, as expected, the MIOC having a slightly larger guarantee.
However, as shown in Figures (14), (15) and (16), the IOC with a cross-weighting term in
the performance functional has better transient performance in terms of peak overshoot over
the MIOC.
Figure 14: x1 (t) state IOC (Yellow) vs MIOC (Blue).
Figure 17: Control Law φ(x) IOC (Yellow) vs MIOC (Blue).
6. Consider the non-linear dynamical system representing a controlled rigid spacecraft

with one torque input given by:
b1
ẋ1 (t) = I23 x2 (t)x3 (t) + u(t) x1 (0) = x10 t≥0 (1)
I1
b2
ẋ2 (t) = I31 x3 (t)x1 (t) + u(t) x2 (0) = x20 (2)
I2
b2
ẋ3 (t) = I12 x1 (t)x2 (t) + u(t) x3 (0) = x30 (3)
I3
Where:
I2 − I3 I3 − I1 I1 − I2
I23 = I31 = I12 =
I1 I2 I3
With I1 ,I2 and I3 are principal moments of inertia of the spacecraft. Using Theorem
8.3 with:
1
V (x) = (I1 x21 + I2 x22 + I3 x23 ) (4)
2
L2 (x) = 0 (5)
Where: T
x = x1 x2 x3
Construct a globally stabilizing controller for (1) − (3).
Answer:
We know that:
x2 x3 (I2 − I3 ) b1
   
 I1   I1 
x3 x1 (I3 − I1 ) b2
   
f = G=
   

I2

 I2   
 x1 x2 (I1 − I2 )   b2 
I3 I3
1
V (x) = (I1 x21 + I2 x22 + I3 x23 ) L2 (x) = 0
2
We have a system given by:
ẋ(t) = f (x(t)) + G(x(t))u(t) x(0) = x0 t≥0 (6)
With the performance functional:

Z ∞
J(x0 , u(·)) = [L1 (x(t)) + L2 (x(t))u(t) + uT (t)R2 (x(t))u(t)]dt (7)
0
And the system meets the following conditions:
V (0) = 0 (8)
L2 (0) = 0 (9)
V (x) > 0 (10)
V (x) → ∞ as ||x|| → ∞ (11)
Let’s look at the following condition:

1 1
V 0 (x)[f (x) − G(x)R2−1 (x)LT2 (x) − G(x)R2−1 (x)GT (x)V 0T (x)] < 0 (12)
2 2
With the information we have:
(b1 x1 + b2 x2 + b2 x3 )2
− <0
2 R2
For condition (12) to be met, only R2 needs to be positive. Then the zero solution x(t) ≡ 0
of the closed-loop system:
ẋ(t) = f (x(t)) + G(x(t))φ(x(t)) x(0) = x0 t≥0
Is globally asymptotically stable with the feedback control law:

1
φ(x) = − R2−1 (x)[GT (x)V 0T (x) + LT2 (x)]
2
b1 x 1 + b2 x 2 + b2 x 3
φ(x) = −
2 R2
And the performance functional (7) with:
L1 (x) = φT (x)R2 (x)φ(x) − V 0 (x)f (x)

(b1 x1 + b2 x2 + b2 x3 )2
L1 (x) =
4 R2
Is minimized in the sense that:
J(x0 , φ(x(·))) = min J(x0 , u(·)) x0 ∈ Rn

u(·) ∈ S(x0 )
Finally:
J(x0 , φ(x(·))) = V (x0 ) x0 ∈ Rn

∞
(b1 x1 + b2 x2 + b2 x3 )2
Z
1
= (I1 x201 + I2 x202 + I3 x203 )
0 2 R2 2

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Victor M.

Chan Ortiz Optimal Control

Subject to the state constraints:

ẏ(t) = y(t)u(t) − y(t) − u2 (t)

The Hamiltonian is given by:

H = g + P T a = P (t)[y(t)u(t) − y(t) − u2 (t)]

Setting the necessary conditions for the optimal control:

ẏ(t) = a(y(t), u(t), t)

Solving the differential equations. First for ẏ(t)

The boundary condition is given by Kirk equation 5.1 − 20 :

2. Given the plant dynamics:

ẋ1 (t) = x2 (t)

and cost function:

ẋ = Ac xc (t) + Bc y(t) (1)

For this example, write

Figure 1: LQR - K Gain.

Figure 2: LQE - L Gain.

Using a simulink simulation we can see the gain performance:

Figure 3: Closed-Loop System Performance.

With these values, the following K and L values were found:

the same. Now the eigenvalues of closed loop system are:

0 = [A − Bu K]Xss + Xss [A − Bu K]T + Bw Rww BwT

The mean-squared value of Xss and X̂ss :

ẋ(t) = Ax(t) + Bu u(t) (1)

ż(t) = Az(t)Bu u(t) + Hr(t) (3)

ż(t) = Az(t) + Bu u(t) + Hr(t) original comp dynamics (5)

With the help of Matlab we find the eigenvalues:

We know that, ACL ≡ ACL , so the matrix could be rewritten as:

With a transformation matrix we get the following:

For each case, draw the following plots:

To get a better performance we must make sure that:

Figure 4: Visualization of the weighted sensitivity tests.

Now we are going to see the Nyquist plot:

Figure 5: G(s) Nyquist Plot.

Figure 6: G(s)Gc (s) Nyquist Plot.

Figure 7: G(s), Gc (s), G(s)Gc (s) Bode Diagram.

The gain margin and phase margin of G(s) are:

With this the system G(s) is unstable.

G(s)Gc (s) = 0.0796

Figure 8: Gc (s) Root Locus Diagram.

Figure 9: αGc (s), (α ∈ {0, 2}) Root Locus Diagram.

Figure 10: αGc (s), (α = 1) Root Locus Diagram.

Now, we are going to see the step response.

Figure 11: αGc (s), (α = 1) Root Locus Diagram.

V (x) = p1 x21 + p2 x22 + p2 x23

α(x) ≡ V 0 (x)f (x) β(x) ≡ GT (x)V 0T (x) c0 > 0

Using the initial conditions:

(x10 , x20 , x30 ) = (−20, −20, 30)

The data parameters:

The inverse optimal controller:

And the meaningful inverse optimal controller given by:

Figure 12: Inverse Optimal Controller (IOC).

Figure 13: Meaningful Inverse Optimal Controller (MIOC).

Figure 14: x1 (t) state IOC (Yellow) vs MIOC (Blue).

Figure 15: x2 (t) state IOC (Yellow) vs MIOC (Blue).

Figure 16: x3 (t) state IOC (Yellow) vs MIOC (Blue).

Figure 17: Control Law φ(x) IOC (Yellow) vs MIOC (Blue).

6. Consider the non-linear dynamical system representing a controlled rigid spacecraft

ẋ(t) = f (x(t)) + G(x(t))u(t) x(0) = x0 t≥0 (6)

With the performance functional:

And the system meets the following conditions:

Let’s look at the following condition: