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DEPARTMENT OF MATHEMATICAL SCIENCES

FACULTY OF SCIENCE

UNIVERSITI TEKNOLOGI MALAYSIA

SSCM 4813
OPTIMAL CONTROL
ASSIGNMENT 1

Prepared by:

1. MUHAMAD SHAFIQ IDZHAM BIN ABDULLAH A14SC0092 SEC. 02


2. CHOY BEI YEE A14SC0035 SEC. 02
3. NUR SYAHIRAH BINTI SALEHUDDIN A14SC0189 SEC. 02

Lecturer:

Dr. Zaitul Marlizawati Zainuddin

Date:

19/3/18
QUESTION 1

Consider the state equation of a linear, time-varying non-homogeneous system

𝑥̇ (𝑡) = 𝐴(𝑡)𝑥(𝑡) + 𝐵(𝑡)𝑢(𝑡) (1)

Let the solution of the equation be

𝑥(𝑡) = 𝜑(𝑡, 𝑡0 )𝜀(𝑡) (2)

Where 𝜑(𝑡, 𝑡0 ) is a 𝑛𝑥𝑛 matrix satisfying the equation

𝜑̇ (𝑡, 𝑡0 ) = 𝐴(𝑡)𝜑(𝑡, 𝑡0 ), (3)

𝜑(𝑡0 , 𝑡0 ) = 𝐼 (4)

Show that the solution can be represented as

𝑡
𝑥(𝑡) = 𝜑(𝑡, 𝑡0 )𝑥(𝑡0 ) + ∫ 𝜑(𝑡, 𝜏)𝐵(𝜏)𝑢(𝜏) 𝑑𝜏
𝑡0

Solution

From (2), we have to determine 𝜀(𝑡).

Differentiate (2) with respect to t

𝑥(𝑡) = 𝜑(𝑡, 𝑡0 )𝜀(𝑡)

𝜕𝜑(𝑡, 𝑡0 )
𝑥̇ (𝑡) = 𝜀(𝑡) + 𝜑(𝑡, 𝑡0 )𝜀̇(𝑡)
𝜕𝑡

Substitute (3) to above equation,

𝑥̇ (𝑡) = 𝐴(𝑡)𝜑(𝑡, 𝑡0 )𝜀(𝑡) + 𝜑(𝑡, 𝑡0 )𝜀̇(𝑡) (5)

Substitute (3) and (5) into (1),

𝐴(𝑡)𝜑(𝑡, 𝑡0 )𝜀(𝑡) + 𝜑(𝑡, 𝑡0 )𝜀̇(𝑡) = 𝐴(𝑡)𝜑(𝑡, 𝑡0 )𝜀(𝑡) + 𝐵(𝑡)𝑢(𝑡)

By comparison, we have

𝜑(𝑡, 𝑡0 )𝜀̇(𝑡) = 𝐵(𝑡)𝑢(𝑡)

𝜀̇(𝑡) = [𝜑(𝑡, 𝑡0 )]−1 𝐵(𝑡)𝑢(𝑡) (6)

Integrate (6) both sides with respect to 𝑡 from 𝑡0 to 𝑡


𝑡 𝑡
∫ 𝜀̇(𝜏) 𝑑𝜏 = ∫ [𝜑(𝜏, 𝑡0 )]−1 𝐵(𝜏)𝑢(𝜏) 𝑑𝜏
𝑡0 𝑡0

𝑡
[𝜀(𝑡)]𝑡𝑡0 = ∫ [𝜑(𝜏, 𝑡0 )]−1 𝐵(𝜏)𝑢(𝜏) 𝑑𝜏
𝑡0

𝑡
𝜀(𝑡) − 𝜀(𝑡0 ) = ∫ [𝜑(𝜏, 𝑡0 )]−1 𝐵(𝜏)𝑢(𝜏) 𝑑𝜏
𝑡0

𝑡
𝜀(𝑡) = 𝜀(𝑡0 ) + ∫ [𝜑(𝜏, 𝑡0 )]−1 𝐵(𝜏)𝑢(𝜏) 𝑑𝜏 (7)
𝑡0

At 𝑡0 ,
𝑥(𝑡0 ) = 𝜑(𝑡0 , 𝑡0 )𝜀(𝑡0 )

𝑥(𝑡0 ) = 𝐼𝜀(𝑡0 )

𝜀(𝑡0 ) = 𝑥(𝑡0 ) (8)

Substitute (7) and (8) into (2),


𝑡
𝑥(𝑡) = 𝜑(𝑡, 𝑡0 ) [𝑥(𝑡0 ) + ∫ [𝜑(𝜏, 𝑡0 )]−1 𝐵(𝜏)𝑢(𝜏) 𝑑𝜏]
𝑡0

𝑡
𝑥(𝑡) = 𝜑(𝑡, 𝑡0 ) 𝑥(𝑡0 ) + ∫ 𝜑(𝑡, 𝑡0 ) [𝜑(𝜏, 𝑡0 )]−1 𝐵(𝜏)𝑢(𝜏) 𝑑𝜏
𝑡0

𝑡
𝑥(𝑡) = 𝜑(𝑡, 𝑡0 ) 𝑥(𝑡0 ) + ∫ 𝜑(𝑡, 𝑡0 )𝜑(𝑡0 , 𝜏) 𝐵(𝜏)𝑢(𝜏) 𝑑𝜏
𝑡0

𝑡
𝑥(𝑡) = 𝜑(𝑡, 𝑡0 ) 𝑥(𝑡0 ) + ∫ 𝜑(𝑡, 𝜏) 𝐵(𝜏)𝑢(𝜏) 𝑑𝜏
𝑡0

Note that,

𝜑(𝑡2 , 𝑡1 )𝜑(𝑡1 , 𝑡0 ) = 𝜑(𝑡2 , 𝑡0 )

[𝜑(𝑡1 , 𝑡0 )]−1 = 𝜑(𝑡0 , 𝑡1 )


QUESTION 2

Describe the state-space modelling of a system of your choice (e.g. electrical circuit,
mechanical system). Explain the system clearly.

Solution

(Electric circuit) Non-Homo Linear Time Invariant (NHLTI)

In electric circuit, the energy storage devices are the capacitors and inductors. They contain
all of the state information in the system.

The state variables are:

1. Voltage across capacitors


2. Current through inductors.

In general, the state-space model of the electric circuit can be described as

𝑥̇ = 𝐴𝑥 + 𝐵𝑢
𝑦 = 𝐶𝑥 + 𝐷𝑢

where,

A – System dynamic matrix

B – Input Matrix

C – Matrix relating states to output

D – Matrix relating inputs to output

1st output : Capacitor voltage


2nd output : Voltage across resistor

Then, we need to find matrices of A,B,C and D.

𝑑𝑖
𝑉𝐿 = 𝐿
𝑑𝑡

𝑑𝑉𝑐
𝑖=𝐶
𝑑𝑡

Finding x,

𝑥1 = 𝑉𝑐
𝑥2 = 𝑖

For output,

𝑦1 = 𝑉𝑐
𝑦2 = 𝑅𝑖

We know that 𝑉𝑐 = 𝑋1 and 𝑖 = 𝑥2

y becomes

𝑦1 = 𝑥1
𝑦2 = 𝑅𝑥2

𝑉 = 𝑖𝑅 + 𝑉𝐿 + 𝑉𝑐

𝑑𝑖
𝑉 = 𝑖𝑅 + 𝐿 + 𝑉𝑐
𝑑𝑡

𝑑𝑖 𝑉 𝑖𝑅 𝑉𝑐
= − −
𝑑𝑡 𝐿 𝐿 𝐿

𝑑𝑉𝑐 𝑖
=
𝑑𝑡 𝐶

Assume input 𝑢 = 𝑉
𝑑𝑉𝑐
𝑥̇ 1 =
𝑑𝑡
𝑑𝑖
𝑥̇ 2 =
𝑑𝑡
1
𝑥̇ 1 = 𝑥
𝐶 2
𝑢 𝑅 1
𝑥̇ 2 = − 𝑥2 − 𝑥1
𝐿 𝐿 𝐿

Hence, the state-space model is

1
0 𝑥1 0
𝑥̇ 1 𝐶 1
[ ]=[ ][ ] + [ ]𝑢
𝑥̇ 2 1 𝑅 𝑥2
− − 𝐿
𝐿 𝐿
𝑦1 1 0 𝑥1 0
[𝑦 ] = [ ] [𝑥 ] + [ ] 𝑢
2 0 𝑅 2 0

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