Control theory is an interdisciplinary branch of engineering and mathematics that deals with the behavior of dynamical systems with inputs. The external input of a system is called the reference. When one or more output variables of a system need to follow a certain reference over time, a controller ...

learn more… | top users | synonyms

0
votes
1answer
11 views

Is the pair controllable/observable?

The matrices $Q\in\mathbb R^{n\times n}$ and $G\in\mathbb R^{n\times n}$ are both symmetric positive semidefinite, $A\in\mathbb R^{n\times n}$ is invertible. Moreover, $(A,G)$ is controllable, and ...
0
votes
0answers
28 views

Convergence to a fixed point

When the following system is given: $x(k+1)=r-rx(k)$ where $r>=0 $ is a parameter Can someone explain why the fixed points are given by: $x(k+1)=x(k)=x^*$, so $x^*=\frac{r}{1+r}$? and how to ...
0
votes
0answers
43 views
+50

Control Function with solution and fixed initial data on time interval, critical point of a cost functional?

Let $u(t)$ be a solution of the ODE $u''(t)+tu'(t) + u(t) = f(t)$ on the time interval $[0,T]$, with fixed initial data $u(0)=u_0$, $u'(0) = u_1$ where $f(t)$ is a control function. Find $f(T), ...
0
votes
1answer
21 views

Simulating a controlled dynamical system

I am try to simulate a controlled dynamical system of the form $$\dot{x}=f(x,\phi(x)),$$ where $\phi$ is the controller. To do so, I am using Octave (an open source version of Matlab). My commands ...
0
votes
1answer
16 views

Comparing controllers using Bode plot

I know that Bode plot is used when determining the stability of the open loop system. But is it possible to compare controllers using Bode plot? In my example I have a process $1/Ls$ and a PI ...
0
votes
1answer
24 views

Controllable and observable

The square matrices $A$ is invertible, $Q$ and $G$ symmetric positive semidefinite. Moreover, $(A,G)$ is controllable, and $(Q,A)$ is observable. I have the following question Is $(-A,-G)$ ...
0
votes
1answer
21 views

Transversality conditions in optimal control with non-linear final pay-off

I have a doubt regarding transversality condition in the case of a non linear final pay-off. For instance, I need to solve with the Pontryagin maximum principle the following optimization problem ...
1
vote
0answers
13 views

singular values of a matrix written in controllable canonical form

Let the following equation represent a stable(marginally) dynamical system in discrete time domain \begin{equation} \mathbf{x}_{k+1} = \mathbf{A}\mathbf{x}_k + \mathbf{B}\mathbf{u}_k \end{equation} ...
1
vote
1answer
21 views

Show that the system is controllable (i.e. prove P has full rank)

Given the matrix: $$A = \begin{pmatrix}m&1&0&0&0\\ 0&m&1&0&0&...\\ 0&0&m&1&0&...\\ 0&0&0&m&1&...&\\ ...
0
votes
1answer
36 views

Determine the transfer function and step response of the state from the variation of parameters formula and the output from the transfer function.

Let $A = [-1 0; 0 −2] , B = [ 0; 1] , C = [1; 0]^T , D = 0$ be a state space realization. Determine the transfer function. Determine the step response of the state from the variation of parameters ...
1
vote
1answer
39 views

Lyapunov linearized stability analysis

I have this system: $\dot x=-(x-1)(x-2)^2$ I'm asked to find the equilibria and to study the stability using: i) linearization ii) appropriate Lyapunov function How should I linearize the system? ...
1
vote
2answers
26 views

How to periodically estimate states of a LTI if the output is measured irregularly?

How can I periodically estimate the states of a discrete linear time-invariant system in the form $$\vec{x}(k+1)=\textbf{A}\vec{x}(k)+\textbf{B}\vec{u}(k)$$ ...
0
votes
0answers
32 views
0
votes
1answer
29 views

Barbalat's Lemma

I have this problem to solve: Use Barbalat’s Lemma to show that $lim_{t→∞} x_1(t) = 0$ for the system: $\dot x= − x_1 + x_1 x_2 $ $\dot x_2= − \gamma x_1^2$ , where $\gamma > 0$. Can we you ...
1
vote
1answer
32 views

Designing linear systems to respond to particular kinds of oscillations

Say that I have a linear system which is being perturbed by an oscillating signal of a single frequency, of the form $$ \dot{\vec{x}}(t) = A\vec{x} + B \sin(\alpha t), $$ where $B$ is a vector of 1s ...
0
votes
0answers
20 views

Solving the matrix equation $D P = D P A D$ for stochastic matrices.

Here, I call any real matrix with positive entries with rows summing to one a stochastic matrix (it need not be square). $D,A,P$ are stochastic. $P$ of size $n \times n$ is given. $D$ of size $k ...
2
votes
1answer
37 views

eigenvalues of the sum of a diagonal matrix and a skew-symmetric matrix

Suppose $A$ is a skew-symmetric matrix (i.e., $A+A^{\top}=0$) and $D$ is a diagonal matrix. Under what conditions, $A+D$ is a Hurwitz stable matrix?
0
votes
0answers
40 views

Solving Optimal Control with non linear cost function

I am trying to solve the Kermak Mc-Kendrick SIR model using a non linear cost function, but I am stuck on how to possibly solve it. I need to find an optimal control $u(t)$ in $[0,T]$ that minimize: ...
1
vote
0answers
38 views

Stability of transfer functions with internal delay

I would like to know what the best method is for finding stability of transfer functions that have internal delays. Basically I have a transfer function of the form: $\frac{f(s) e^{-st}}{g(s) + h(s) ...
1
vote
1answer
42 views

Relation between Riccati Algebraic Equation and optimization problem

Reading this page: http://www.mathworks.com/help/robust/ug/minimizing-linear-objectives-under-lmi-constraints.html I got stuck in the result that says it can be show that minimizing Trace of X (a ...
0
votes
0answers
22 views

Optimal stopping problem

Consider the OU process: $dX_t = -X_tdt + dW_t$, $X_0 = 0$. Compute the optimal stopping time for the following problem: $$v = \sup_{\tau} E[|X_{\tau}| - \tau]$$ So far I have set $L\phi = 0$, ...
0
votes
1answer
29 views

State space system, with a state space system as feedback

I have two state space systems. Now I want to compute the state space system where the first state space system is the input of the other... $$M_1 = \begin{cases}\dot{x}_1 = A_1 x_1 + B_1 u_1 \\ y_1 ...
0
votes
1answer
26 views

Use linear quadratic regulator to minimize output error

I would like to create an Infinite-horizon, continuous-time LQR with a cost functional defined as $$J = \int_{0}^\infty \left( e^T Q e + u^T R u \right) dt$$ where e is the states' error $x-x_d$, ...
2
votes
0answers
42 views

Moment Generating Function of a Beta random variable.

After getting some excellent help on this problem in the statistics SE, I am reformuluating my question. Let me know if I should just delete it and ask a new one. Let $V$ be a $Beta(\alpha,1)$ ...
1
vote
2answers
58 views

Reachable Space by an ODE

Let $\dot{x}(t) = Ax(t) + Bu(t)$ be an $n$-dimensional first order ODE where $u(t) \in \mathcal{P}$ for some convex polytope $\mathcal{P}$, for every $t \in \mathbb{R}$. Assume $x(0) = 0$. Is there a ...
0
votes
1answer
25 views

writing differential equation into state space

i have 2 equations of second order that model the same system and i have to model with state variables $$\frac{d^2y}{dt^2}+2\frac{dy}{dt}+3y(t)+2\frac{dz}{dt}+z(t)=U_1(t)$$ ...
0
votes
2answers
43 views

Is an Invariant set Connected?

Let an autonomous dynamical system is characterized by the state equation $$ \dot x(t) = f(x(t)),\quad x(0)=x_0 $$ with state $x(t)\in \mathbb R^n$. The definition of invariant set, as I came across, ...
3
votes
1answer
19 views

Poles and zeros of a system matrx

While I am reading lecture notes on Poles and Zeros of MIMO systems, I find the following example, which is not clear for me. $$ H(s) =\pmatrix{1 & \dfrac{1}{s-3} \\ 0 & 1 } $$ The ...
0
votes
1answer
35 views

Euler equation for $\int_0^{\infty}e^{-rt}(x^2+2x+\dot x^2) \ \mathrm dt$? Is $\infty$ in the boundary open or closed?

I am pondering this problem here, the course Mat-2.3148 Dynamic Optimization in Aalto University, i.e. Find the function $x(t)$ such that $\int_0^{\infty}e^{-rt}(x^2+2x+\dot x^2)\ \mathrm dt$ has ...
0
votes
0answers
12 views

Backstepping analysis of multi-input system

Suppose I have a simple system that's like following: $\dot{x}_1 = A x_2 + Bx_3 \\ \dot{x}_2 = u_1 \\ \dot{x_3} = u_2$ I am familiar with a standard method of backstepping if there was only one ...
9
votes
2answers
118 views

Solutions of $XA=XAX$.

All matrices are real and $n \times n$. The matrix $A$ is given. I am interested in solving $XA=XAX$. In particular, I would like some characterization of matrices that satisfy this equation. For ...
1
vote
1answer
46 views

differential equation into state space

I have this dynamic system $$ J \ddot{\theta} + F\dot{\theta} = u $$ I would like to acquire the state space of the system. This is what I've done $$ x_{1} = \theta, \\ x_{2} = \dot{\theta}, \\ ...
0
votes
2answers
46 views

How to draw the Bode diagram for a given transfer function?

With this transfer function: $$G(s)=\displaystyle\frac{10(s+1)}{s(0.1s+1)}$$ I need to do operations to draw the Bode diagram manually I have this: $G(jw)=\displaystyle\frac{10jw+10}{-0.1w^2+jw}$ ...
1
vote
1answer
31 views

Explanation of notation $f(t)\in L_{\infty}$ in a control theory textbook

In a control theory textbook I saw the following notation : $$f(t)\in L_{\infty}$$ Since I am not familiar with this kind of notation could someone explain What does it mean?
0
votes
0answers
51 views

Conversion of continuous, linear stochastic system to discrete, LQR/LQG

I have the standard stochastic, linear time varying system $dx(t) = (A(t)x(t) + B(t)u(t))dt + G(t)dw(t) $ with $x(t_0) = x_0$ with quadratic cost $J = x(t_F)^TQ_Fx(t_F) + \int_{t_0}^{t_F}\left( ...
0
votes
0answers
30 views

Diagonalize Complex ODE

I'm trying to solve for the dynamics of one coordinate of a coupled system of linear differential equations with complex coefficients. Physically, a number of single-pole harmonic oscillators with ...
1
vote
0answers
42 views

Inverse of State-space representation

Ask two questions from a paper (2012 ACC): Consider the plant: Let X be the stabilizing solution of the Riccati equation: where . Define the LQR gain by . The transfer matrix has a ...
0
votes
1answer
19 views

Does controller K have to be Hurwitz?

Ask a few simple questions but confused me. "A" (plant) is unstable. From ARE (or DRE), we find "K", and obtain Ac = A - BK, which is Hurwitz(stable) Must K be PD(>0), PSD, ND, or NSD? or no such ...
0
votes
1answer
31 views

Multiplication of state space transfer function (state-space form)

If I know the following transfer function (ss-form) How to obtain the following efficiently: Thanks
1
vote
0answers
32 views

Weird derivative computation

I found the following formulas in a control theory textbook : $$s(x,t)=\left(\frac{d}{dt}+\lambda\right)^{(n-1)}\varepsilon $$ where $\varepsilon(t)=T\left(\frac{e(t)}{p(t)}\right)$ and ...
7
votes
2answers
114 views

Rigorous mathematical treatments of engineering topics

I started out as an engineering student and got interested in mathematics. So after some point (Rigorous analysis and linear algebra, some real analysis, basic measure theory and topology etc.) I ...
0
votes
1answer
21 views

how to prove unobservable subspace ($\text{null}(C, A)$) is $A$-invariant

Given $$ \begin{align*} \dot{x} &= Ax + Bu \\ y &= Cx \end{align*} $$ where $A \in \mathbb{R}^{n \times n}$, $B \in \mathbb{R}^{n \times m}$, $C \in \mathbb{R}^{p \times n}$. How to prove the ...
0
votes
1answer
33 views

In what cases are the eigenvalue equal to the pole points?

I have a transfer function in form of a matrix and want to determine the stability of the whole system. Now I'm wondering if I need to calculate the pole points or the eigenvalue. A friend of mine ...
0
votes
0answers
66 views

Estimation covariance of the Kalman filter state

I implemented Kalman filtering for a simplest 1D coordinate+velocity model. The prediction worked, but I wanted to estimate the prediction probability distribution. I.e. how likely it is that the ...
0
votes
0answers
14 views

Condition of RH2 and RH∞

Some notes say: A vector rational function is in RH2, if it is strictly proper and no poles on the closed right-half plane. A matrix rational function is in RH∞, if it is proper and no poles on the ...
0
votes
1answer
26 views

How to derive H2 transfer function (w -> z)?

Give a general feedback system: The dynamics of G: The dynamics of K: Suppose the A of the closed loop system; My questions is: how to prove the transfer function T(s): w -> z: I know ...
0
votes
0answers
16 views

Question about Coprime Factorization (CF)

Suppose G(s) = [A B;C D] is a transfer matrix. Suppose M', N' is a left-CF of G(s) a. (V',U') => M'V' + N'U' = I Suppose M, N is a right-CF of G(s) a. (V,U) => UN + VM = I F & H (constant ...
1
vote
1answer
36 views

Weird differentiation formula explanation

I stumbled upon the following formula in a systems control textbook : $$ s\left(\overline{x}^{(n-1)},t\right)=\left(\frac{d}{dt}+\lambda\right)^{(n-1)} e(t) \in R$$ where $\overline{x}^{(n-1)}=[x\ ...
0
votes
1answer
33 views

Controllable & Stabilizable

Followed by the well-know theorem: (A,B) is controllable iff poles of A-BK can be arbitrarily assigned. (A,B) is stabilizable iff poles of A-BK can be arbitrarily assigned on the LHP LHP = left-half ...
0
votes
0answers
21 views

Describing function of a non linearity with memory

Can anyone help me on finding the correct methodology to compute the describing function of the following NL function? ...