EACT633 - Optimal Control and It's Applications Worksheet For Chapter 4, 5 & 6
EACT633 - Optimal Control and It's Applications Worksheet For Chapter 4, 5 & 6
0 1 0
𝑋̇ = [ ]𝑋 + [ ]𝑢
0 0 1
2. Consider a system described by the equations
0 1 0
𝑋̇ = [ ]𝑥 + [ ]𝑢
0 0 1
𝑥1 (0) = 𝑥2 (0) = 1.
1 0
where 𝑄 = [ ] , 𝑅 = 1 is minimized.
0 0
6. Consider a system described by the equations
0 1 0
𝑥̇ = [ ]𝑥 + [ ]𝑢
0 0 1
𝑥1 (0) = 𝑥2 (0) = 1.
0 1 0
𝑥̇ = [ ] 𝑥 + [ ] 𝑢; 𝑦 = [1 0]𝑥
0 −2 20
0 1 0
𝑥̇ (𝑡) = [ ] 𝑥(𝑡) + [ ] 𝑢(𝑡)
−2 −3 1
10. Derive the nonlinear partial differential Hamilton-Jacobi-Bellmen equation and compare to
the Bellmen’s recurrence equation.
11. Derive the necessary optimality condition using calculus of variations for the optimal
control problem to find the input control signal u*(t) on the time interval [to, T] that drives
the plant (system)
x(t ) = f ( x, u, t ), x(t0 ) = x0
to
12. Find the optimal state and control trajectory of the integrator for minimizing the
objective function
min J =
u (t ) 1
2
0
T
( x 2 + 0.25u 2 )dt
s.t. x = u, x(0) = 1
using calculus of variations.
Federal TVET Institute, Addis Ababa, Ethiopia.
Department of Electrical Automation and Control Technology
EACT633 – Optimal Control and It’s Applications
Worksheet for Chapter 4, 5 & 6
13. Derive the necessary optimality condition using calculus of variations for the optimal
control problem to find the input control signal u*(t) on the time interval [to, T] that drives
the plant (system)
x(t ) = f ( x, u, t ), x(t0 ) = x0
by satisfying the augmented Lagrangian function based on the Pontryagin’s Minimum
principle
to
14. Explain the Genetic Algorithm (GA) cycle of reproduction. Also, discuss the important issues
for GA practitioners.
15. Case study: consider an optimal control application and answer the following
i) State the optimization problem
ii) Formulate the objective function
iii) Select the design variables
iv) Write the constraints
v) Provide the optimal solution using suitable optimization method.