scholarly journals Quadratic Constrained Periodic Optimization for Bandlimited Linear Systems Via the Fourier-Based Method

2021 ◽  
Vol 143 (6) ◽  
Author(s):  
Giacomo Moretti ◽  
Luca Zaccarian ◽  
Franco Blanchini
Keyword(s):  
Optimal Control ◽  
Steady State ◽  
Mechanical Energy ◽  
Practical Case ◽  
Linear Quadratic ◽  
Linear Dynamical Systems ◽  
Quadratic Minimization ◽  
Ac Power ◽  
Suboptimal Solution ◽  
Steady State Problem

Abstract Motivated by engineering applications, we address bounded steady-state optimal control of linear dynamical systems undergoing steady-state bandlimited periodic oscillations. The optimization can be cast as a minimization problem by expressing the state and the input as finite Fourier series expansions, and using the expansions coefficients as parameters to be optimized. With this parametrization, we address linear quadratic problems involving periodic bandlimited dynamics by using quadratic minimization with parametric time-dependent constraints. We hence investigate the implications of a discretization of linear continuous time constraints and propose an algorithm that provides a feasible suboptimal solution whose cost is arbitrarily close to the optimal cost for the original constrained steady-state problem. Finally, we discuss practical case studies that can be effectively tackled with the proposed framework, including optimal control of DC/AC power converters, and optimal energy harvesting from pulsating mechanical energy sources.

Linear–quadratic optimal steady state controllers for engineering students and practicing engineers

2020 ◽  
pp. 030641901987610
Author(s):  
Verica Radisavljevic-Gajic
Keyword(s):  
Optimal Control ◽  
Steady State ◽  
Output Feedback ◽  
Optimization Problem ◽  
Optimal Controller ◽  
Linear Quadratic ◽  
Linear Quadratic Optimal Control ◽  
Linear Dynamic ◽  
Optimal Linear ◽  
Quadratic Optimal Control

This paper is an overview of fundamental linear–quadratic optimal control techniques used for linear dynamic systems. The presentation is suitable for undergraduate and graduate students and practicing engineers. The paper can be used by class instructors as supplemental material for undergraduate and graduate control system courses. The paper shows how to find the solution to a dynamic optimization problem: optimize an integral quadratic performance criterion along trajectories of a linear dynamic system over an infinite time period (steady-state linear–quadratic optimal control problem). The solution is obtained by solving a static optimization problem. All derivations done in the paper require only elementary knowledge of linear algebra and state space linear system analysis. The results are presented also for the observer-driven linear–quadratic steady-state optimal controller, output feedback-based linear–quadratic optimal controller, and the Kalman filter-driven linear–quadratic stochastic optimal controller. Having full understanding of derivations of the linear–quadratic optimal controller, observer-driven linear–quadratic optimal controller, optimal linear–quadratic output feedback controller, and optimal linear–quadratic stochastic controller, students and engineers will feel confident to use these controllers in numerous engineering and scientific applications. Several optimal linear–quadratic control case studies involving models of real physical systems, with the corresponding Simulink block diagrams and MATLAB codes, are included in the paper.

On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems

2020 ◽  
Vol 26 ◽  
pp. 41
Author(s):  
Tianxiao Wang
Keyword(s):  
Optimal Control ◽  
Closed Loop ◽  
Optimal Control Problems ◽  
Mean Field ◽  
Open Loop ◽  
Time Inconsistency ◽  
Control Problems ◽  
Linear Quadratic ◽  
Linear Quadratic Optimal Control ◽  
Equilibrium Strategies

This article is concerned with linear quadratic optimal control problems of mean-field stochastic differential equations (MF-SDE) with deterministic coefficients. To treat the time inconsistency of the optimal control problems, linear closed-loop equilibrium strategies are introduced and characterized by variational approach. Our developed methodology drops the delicate convergence procedures in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. When the MF-SDE reduces to SDE, our Riccati system coincides with the analogue in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. However, these two systems are in general different from each other due to the conditional mean-field terms in the MF-SDE. Eventually, the comparisons with pre-committed optimal strategies, open-loop equilibrium strategies are given in details.

An LQ Approach to Active Control of Vibrations in Helicopters

1996 ◽  
Vol 118 (3) ◽  
pp. 482-488 ◽  
Author(s):  
Sergio Bittanti ◽  
Fabrizio Lorito ◽  
Silvia Strada
Keyword(s):  
Optimal Control ◽  
Active Control ◽  
Linear Quadratic ◽  
Control Effort ◽  
Vibration Effect ◽  
Suitable Definition ◽  
Lq Optimal Control ◽  
The One ◽  
Definition Of ◽  
And Control

In this paper, Linear Quadratic (LQ) optimal control concepts are applied for the active control of vibrations in helicopters. The study is based on an identified dynamic model of the rotor. The vibration effect is captured by suitably augmenting the state vector of the rotor model. Then, Kalman filtering concepts can be used to obtain a real-time estimate of the vibration, which is then fed back to form a suitable compensation signal. This design rationale is derived here starting from a rigorous problem position in an optimal control context. Among other things, this calls for a suitable definition of the performance index, of nonstandard type. The application of these ideas to a test helicopter, by means of computer simulations, shows good performances both in terms of disturbance rejection effectiveness and control effort limitation. The performance of the obtained controller is compared with the one achievable by the so called Higher Harmonic Control (HHC) approach, well known within the helicopter community.

scholarly journals Convergence results for an averaged LQR problem with applications to reinforcement learning

2021 ◽  
Author(s):  
Andrea Pesare ◽  
Michele Palladino ◽  
Maurizio Falcone
Keyword(s):  
Optimal Control ◽  
Reinforcement Learning ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Current System ◽  
Numerical Test ◽  
Linear Quadratic ◽  
Linear Quadratic Optimal Control ◽  
Lqr Problem ◽  
Quadratic Optimal Control

AbstractIn this paper, we will deal with a linear quadratic optimal control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability distribution $$\pi $$ π on the space of matrices. Furthermore, we will assume that such a probability measure is opportunely updated to take into account the increased experience that the agent obtains while exploring the environment, approximating with increasing accuracy the underlying dynamics. Under these assumptions, we will show that the optimal control obtained by solving the “average” linear quadratic optimal control problem with respect to a certain $$\pi $$ π converges to the optimal control driven related to the linear quadratic optimal control problem governed by the actual, underlying dynamics. This approach is closely related to model-based reinforcement learning algorithms where prior and posterior probability distributions describing the knowledge on the uncertain system are recursively updated. In the last section, we will show a numerical test that confirms the theoretical results.

scholarly journals Optimal Control for a Hydraulic Recuperation System Using Endoreversible Thermodynamics

2021 ◽  
Vol 11 (11) ◽  
pp. 5001
Author(s):  
Robin Masser ◽  
Karl Heinz Hoffmann
Keyword(s):  
Optimal Control ◽  
Fuel Consumption ◽  
Energy Savings ◽  
Combustion Engine ◽  
Mechanical Energy ◽  
Hydraulic Systems ◽  
Commercial Vehicles ◽  
Hybrid Drive ◽  
Environmental Considerations ◽  
Onboard System

Energy savings in the traffic sector are of considerable importance for economic and environmental considerations. Recuperation of mechanical energy in commercial vehicles can contribute to this goal. One promising technology rests on hydraulic systems, in particular for trucks which use such system also for other purposes such as lifting cargo or operating a crane. In this work the potential for energy savings is analyzed for commercial vehicles with tipper bodies, as these already have a hydraulic onboard system. The recuperation system is modeled based on endoreversible thermodynamics, thus providing a framework in which realistic driving data can be incorporated. We further used dissipative engine setups for modeling both the hydraulic and combustion engine of the hybrid drive train in order to include realistic efficiency maps. As a result, reduction in fuel consumption of up to 26% as compared to a simple baseline recuperation strategy can be achieved with an optimized recuperation control.

scholarly journals Two Inverse Problems Solution by Feedback Tracking Control

Axioms ◽  
2021 ◽  
Vol 10 (3) ◽  
pp. 137
Author(s):  
Vladimir Turetsky
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Feedback Linearization ◽  
Linear Quadratic ◽  
Linear Quadratic Optimal Control ◽  
Linear Quadratic Tracking ◽  
Ill Posed ◽  
Quadratic Optimal Control ◽  
Quadratic Tracking

Two inverse ill-posed problems are considered. The first problem is an input restoration of a linear system. The second one is a restoration of time-dependent coefficients of a linear ordinary differential equation. Both problems are reformulated as auxiliary optimal control problems with regularizing cost functional. For the coefficients restoration problem, two control models are proposed. In the first model, the control coefficients are approximated by the output and the estimates of its derivatives. This model yields an approximating linear-quadratic optimal control problem having a known explicit solution. The derivatives are also obtained as auxiliary linear-quadratic tracking controls. The second control model is accurate and leads to a bilinear-quadratic optimal control problem. The latter is tackled in two ways: by an iterative procedure and by a feedback linearization. Simulation results show that a bilinear model provides more accurate coefficients estimates.

scholarly journals A Hida–Malliavin white noise calculus approach to optimal control

2018 ◽  
Vol 21 (03) ◽  
pp. 1850014
Author(s):  
Nacira Agram ◽  
Bernt Øksendal
Keyword(s):  
Optimal Control ◽  
Diffusion Coefficient ◽  
White Noise ◽  
Backward Stochastic Differential Equation ◽  
Second Order ◽  
Linear Quadratic ◽  
Linear Quadratic Optimal Control ◽  
Alternative Approach ◽  
Quadratic Optimal Control ◽  
White Noise Calculus

The classical maximum principle for optimal stochastic control states that if a control [Formula: see text] is optimal, then the corresponding Hamiltonian has a maximum at [Formula: see text]. The first proofs for this result assumed that the control did not enter the diffusion coefficient. Moreover, it was assumed that there were no jumps in the system. Subsequently, it was discovered by Shige Peng (still assuming no jumps) that one could also allow the diffusion coefficient to depend on the control, provided that the corresponding adjoint backward stochastic differential equation (BSDE) for the first-order derivative was extended to include an extra BSDE for the second-order derivatives. In this paper, we present an alternative approach based on Hida–Malliavin calculus and white noise theory. This enables us to handle the general case with jumps, allowing both the diffusion coefficient and the jump coefficient to depend on the control, and we do not need the extra BSDE with second-order derivatives. The result is illustrated by an example of a constrained linear-quadratic optimal control.

Stability of Linear-Quadratic Minimization over Euclidean Balls

2012 ◽  
Vol 22 (3) ◽  
pp. 936-952 ◽  
Author(s):  
G. M. Lee ◽  
N. N. Tam ◽  
N. D. Yen
Keyword(s):  
Linear Quadratic ◽  
Quadratic Minimization
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