Engineering Tools, Techniques and Tables

Optimal Control Engineering

with MATLAB

Rami A. Maher

#P@va
•V-publishers
New York
 Contents

Preface xi

Acknowledgments xiii

Chapter 1 Mathematical Background and Optimal Problem Modeling 1

1.1. Introduction 1

1.2. Optimal Control in Engineering 2

1.3. Controller Design Concepts 3
1.4. Finite Dimensional Optimization—A Mathematical Review 4

1.5. Optimal Problem Modeling 9

Problems 30

References 32

Chapter 2 Controller Design Based on Parameter Optimization 35

2.1. Introduction 35
2.2. Performance Indices 35
2.3. Preliminary Design Concept -
The Inward Approach 41

2.4. Parameter Optimization Design —

Outward Approach 44
2.5. Limitations ofParameter Optimization 55
2.6. Parameter Optimization with Constraints 64

2.7. Control Vector Parameterization 70

2.8. Parameters Optimization via Genetic Algorithms 75

Problems 79
List ofMATLAB Programs 84

References 94

Chapter 3 Calculus of Variations 95

3.1. Introduction 95
3.2. Motivation 95
3.3. Standard Problem Statement 97

3.4. Transverzality Conditions 107

3.5. Extreme Functional with Dynamic Constraints 113
Problems 118
References 124
viii Contents

Chapter 4 Optimal Control Based on Calculus of Variations 125

4.1. Introduction 125
4.2. Optimal Criteria 125
4.3. Statement of Optimal Control Problem 127
4.4. Necessary Conditions of Optimality 132
4.5. Terminal Controllers and Regulators 145
4.6. Terminal Constraints and Variable Terminal Time 155
4.7. Approximate Optimal State-Feedback Control 164
4.8. Numerical Solution Using MATLAB TBVP Solver 167
Problems 176
List of MATLAB Programs 183
References 189

Chapter 5 Optimal Control with Input and State Variable Constraints 191
5.1. Introduction 191
5.2. Input Constraints Optimization 191
5.3. Pontryagin's Principle 193
5.4. Optimal Time Problem 197
5.5. Minimum Control-Effort Problems 211
5.6. Singular Problem 230
5.7. Inequality Constraint ofPure State Variable 242
Problems 250
List of MATLAB Programs 255
References 258

Chapter 6 Dynamic Programming 259

6.1. Introduction 259
6.2. Multi-Stage Decision Problem and Principle of Optimality 259
6.3. A Simple Control Problem in Discrete-Time 261
6.4. Continuous Form ofDynamic Programming 269
6.5. Parametric Expansion 280
6.6. Cross-Product Terms 289
6.7. Differential Dynamic Programming DDP 290
Problems 300
List of MATLAB Programs 306
References 313

Chapter 7 Linear-Quadratic (LQ) Optimal Control 315

7.1. Introduction 315
7.2. Types of Optimal Control Problems 315
7.3. Optimal Solution of the State Regulating Problem 316
7.4. Selection ofthe Q and R Matrices 323
7.5. Optimal Solution of the Output Regulating Problem 328
7.6. Optimal Solution of the Tracking Problem 335
7.7. Equivalent Quadratic Cost Functional 348
7.8. Solution Based on Hamiltonian Matrix for Invariant Systems 353
7.9 Discrete-Time LQ Optimal Control 360
 Contents ix

7. / 0. Iterative LQ for Nonlinear Systems 367

Problems 372
ListofMATLAB Programs 379
References 385

Chapter 8 Optimal Solution Based on Genetic Programming 387

5.7. Introduction 387

8.2. Genetic Programming Review 387
8.3. Enhanced Genetic Programming 391
8.4. Synthesizing Input Constraints Optimal Control Problem 404
Problems 416

References 417