1

EML 5311, Section 2484

Test 3, Take Home Section
Due Wednesday, April 22nd, 2009

RAMIN SHAMSHIRI
UFID#: 9021-3353

Ramin Shamshiri

EML 5311, Control system theory, Test 3

Due 22/04/09

2
1.

Given the following state space system, develop an LQR controller that minimizes the following cost function.

1 1
0
0
0 1 0
0
=
0
0 5 0
0
0
0 2

0
1
=
1
2

1
0
=
0
0

1
0
0
0

0
1
0
0

0
2
0
0

0
0
1
0

0
0
2
0

0
0
0
1

0
0
+ 2
0
2

Solution:
Check rank condition:
1
0
0
0
0
2
0
0
0
0
2
0
0
0
0
2
1
1
0
0
0 2
0
0

0
0
5 2
0

0
0
0
2 2
=
1
2
0
0
2
0
2
0
0
3
0
0
25 2
0
0
0
0
4 2
1
3
0
0
0 2
0
0
0
0
125 2
0
0
0
0
8 2

=>

Rank=4

We have a full state feedback,

From the cost function, the matrix Q is :
1
0
=
0
0

LQR controller:

0
2
0
0

0
0
2
0

0
0
0
2

= 1
=

where P comes from ARE solution and R=1

+ + = 0

Ramin Shamshiri

EML 5311, Control system theory, Test 3

Due 22/04/09

3
Solution to ARE:
0
0
=
0
0

+ + = 0

0
1
1
2

0
1
1
2

0
2
2
4

1 1
0
0 1 0
0
0 5

0
0
0
=
=

1 0
0
0 2 0
0
0 2
0
0
0
Finding eigenvalues of H:
= 0
1
2
3
4
5
6
7
8

0
0
0
0
0
0
2 0
0
1
0 1
0
0
2 0

0
0
0
1 1 2
1 1 2
2
2 4
0
0
0
1
0
0
0
5
0
0
0
2

= 5.3232
= 5.3232
= 3.4830
= 1.1393 + 0.1787i
= 1.1393 0.1787i
= 3.4830
= 1.1393 + 0.1787i
= 1.1393 0.1787i

Eigenvectors:
V1

V2

0.016604
-0.07178
-0.9602
0.18677
0.002626
-0.02229
-0.18603
0.051007

0.03533
0.2234
0.13684
-0.38578
-0.00817
-0.10146
-0.84677
0.23218

V3
0.07071
0.317
0.16752
-0.51837
-0.02848
-0.24386
0.22087
0.69906

V4
0.047328 - 0.013337i
0.10363 - 0.020074i
0.036549 - 0.0050419i
-0.14218 + 0.023653i
-0.081963 + 0.20093i
-0.89962
0.019014 - 0.0017317i
-0.32766 - 0.013077i

V5
0.047328 + 0.013337i
0.10363 + 0.020074i
0.036549 + 0.0050419i
-0.14218 - 0.023653i
-0.081963 - 0.20093i
-0.89962
0.019014 + 0.0017317i
-0.32766 + 0.013077i

V6
-0.09801
0.24336
-0.39835
-0.81491
-0.02186
0.10369
-0.09392
-0.29725

V7

V8

0.86736
-0.12081 + 0.15502i
-0.0033288 - 0.011031i
0.044211 + 0.091161i
0.40263 + 0.033638i
0.061417 + 0.16578i
-0.00097897 - 0.0036221i
0.024779 + 0.059489i

0.86736
-0.12081 - 0.15502i
-0.0033288 + 0.011031i
0.044211 - 0.091161i
0.40263 - 0.033638i
0.061417 - 0.16578i
-0.00097897 + 0.0036221i
0.024779 - 0.059489i

Determining the eigenvectors for the stable eigenvalues, the stable eigenvalues are those with negative real
parts, thus:
1
6
7
8

= 5.3232
= 3.4830
= 1.1393 + 0.1787i
= 1.1393 0.1787i

Ramin Shamshiri

EML 5311, Control system theory, Test 3

Due 22/04/09

4
Corresponding eigenvectors:
V1
0.016604
-0.07178
-0.9602
0.18677
0.002626
-0.02229
-0.18603
0.051007

V6
-0.09801
0.24336
-0.39835
-0.81491
-0.02186
0.10369
-0.09392
-0.29725

V7
0.86736
-0.12081 + 0.15502i
-0.0033288 - 0.011031i
0.044211 + 0.091161i
0.40263 + 0.033638i
0.061417 + 0.16578i
-0.00097897 - 0.0036221i
0.024779 + 0.059489i

0.016604 0.09801
0.86736
0.07178 0.24336
0.12081 + 0.15502
1 =
0.9602 0.39835 0.12081 + 0.15502
0.18677 0.81491 0.044211 + 0.091161

V8
0.86736
-0.12081 - 0.15502i
-0.0033288 + 0.011031i
0.044211 - 0.091161i
0.40263 - 0.033638i
0.061417 - 0.16578i
-0.00097897 + 0.0036221i
0.024779 - 0.059489i

0.86736
0.12081 0.15502
0.0033288 + 0.011031
0.044211 0.091161

0.002626 0.02186
0.40263 + 0.033638
0.02229 0.10369
0.061417 + 0.16578
2 =
0.18603 0.09392 0.00097897 0.0036221
0.051007 0.29725
0.024779 + 0.059489

0.40263 0.033638
0.061417 0.16578
0.00097897 + 0.0036221
0.024779 0.059489

Therefore, the solution to the ARE is:

0.4905
0.1996 0.0035 0.0292
0.1996
0.9800 0.0174 0.1499
=
0.0035 0.0174 0.1977 0.0138
0.0292
0.1499
0.0138 0.3993

LQR controller:

= 1. 0 1 1 2

0.4905
0.1996
0.0035
0.0292

0.1996
0.9800
0.0174
0.1499

0.0035
0.0174
0.1977
0.0138

0.0292
0.1499
0.0138
0.3993

= . . . .
=
= . . . .

Ramin Shamshiri

EML 5311, Control system theory, Test 3

Due 22/04/09

5
%Checking answer and simulating response with Matlab command:
A=[-1 1 0 0;0 -1 0 0;0 0 -5 0;0 0 0 -2];B=[0;1;1;-2];C=eye(4);D=[0;0;0;0]Q=[1 0 0 0;0 2 0 0;0 0 2 0;0 0 0 2];R=1;
[K,S,E]=lqr(A,B,Q,R)
Ac = [(A-B*K)];
Bc = [B];Cc = [C];Dc = [D];
T=0:0.01:5;
U=0.2*ones(size(T));
[Y,X]=lsim(Ac,Bc,Cc,Dc,U,T);
plot(T,Y)
K=
0.1378 0.6627 0.1526 -0.6348
S=
0.4905
0.1996
-0.0035
0.0292

0.1996
0.9800
-0.0174
0.1499

-0.0035
-0.0174
0.1977
0.0138

0.0292
0.1499
0.0138
0.3993

E=
-5.3232
-3.4830
-1.1393 + 0.1787i
-1.1393 - 0.1787i

Ramin Shamshiri

EML 5311, Control system theory, Test 3

Due 22/04/09