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 ...

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1answer
55 views

stability of a closed-loop system

We have $$G(s)H(s) = \frac{Ke^{-s}}{s(s^2+5s+9)}$$ We have to determine the maximum value of K for the closed-loop system to be stable . We have to do it using the Routh hurwitz criterion . I ...
0
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1answer
70 views

Block Diagram Reduction

i am trying to simplify this systems block diagram. I calculated something but I am not sure about it, is my reduction true? Thank you.
3
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2answers
36 views

Horizon selection

$$x(t+1) =Ax(t)+Bu(t)=\left(\begin{matrix}0&0&0.8\\1&0&0\\0&1&0 \end{matrix}\right)x(t)+\left(\begin{matrix}1\\0\\0 \end{matrix}\right)u(t)$$ Basically the excercise is to find ...
1
vote
1answer
87 views

Basic question about my understanding of the Lyapunov equation

Consider the system $\dot{x}(t) =Ax(t)$ where $A \in \Bbb R^{n\times n}$. Now let $P$ be a symmetric matrix and define $V(x) = x^T Px$. Then $V(x)$ satisfies $$\frac{d}{dt}V(x) = -x^TQ x,$$ where $Q = ...
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1answer
49 views

Is Lyapunov equation always solvable with A as a negative definite matrix?

Given a negative definite matrix $A$ and $Q=I$, is the Lyapunov equation for $P$, that is, $PA+A^TP=-I$ always solvable? what kind of form does the solution have? I will appreciate if examples can be ...
1
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1answer
82 views

Local stability + global attractivity = global asymptotic stability?

I was wondering how could I prove such a property stated in [Angeli, 2004]. For instance, consider the system $\dot{x}=f(x)$, where $f:\mathbb{R}^n\to\mathbb{R}^n$ is Lipschitz continuous. Claim. ...
2
votes
1answer
66 views

Stability of $\dot{x}=-A(t)x$

I already have an ODE of $A(t)$, that is $\dot{A}=-G(A(t)-A^*)$, where $G$ and $A^*$ are constant positive definite matrices. Thus I can deduce that $A(t)$ exponentially converge to $A^*$. Now I take ...
1
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1answer
79 views

Continuity of solution of Riccati equation with negative source term

Let $t_0 > 0$ and consider the scalar Riccati differential equation $ p'(t) + 2 a(t) p(t) - r(t) \, p(t)^2 + q = 0 \; , $ with initial condition $ p(t_0) = 0 \; , $ in which $a$ is a function, ...
2
votes
1answer
94 views

Lyapunov stabilty, elementary question

Let’s say I have a system 1/(T1s+1) or any other n-th order polynomial and a PI controller (KP and TI). I already know that the system is stable but for, let’s say, educational purposes (not ...
2
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0answers
62 views

Cellular Automata Method to Reach Equilibrium on a Network of Numbers

Here's a puzzle that I'm curious if anyone can attack with a simple method without resorting to simulation. I can tell you the answer (well, an answer) from running some programs. But I'm writing a ...
0
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1answer
43 views

Given a system $\dot{x}(t)=Ax(t) + Bu(t)$ find $S$ such that $s^{-1}AS=\bar{A}$, $S^{-1}B=B$ is in controller form.

I am given the system $\dot{x}(t)=Ax(t) + Bu(t)$ where $$A = \left( \begin{matrix} -1 & 0& 2\\ 0 & -3 & 0 \\ 1&0&0 \end{matrix} \right), \quad B = \left( ...
2
votes
1answer
50 views

Exponential and uniform stability

I really don't understand how resolve this exercise...with Lyapunoff? can someone help me? Thanks Consider the state equation: $$ \frac{\partial}{\partial t}x(t)= A(t)x(t), \: x(\tau)=x_0 $$ ...
2
votes
2answers
60 views

showing any controllable system can be put in 'controller' form.

I am looking at the proof of the following theorem: Let $\dot{x} =Ax + Bu$ be a controllable single input system, where $\Delta_A:= \det(\lambda I -A) = \lambda^n + a_1\lambda^{n-1} + \ldots + ...
0
votes
1answer
23 views

whether a Gramin matrics is symetric or not?

A Gramin matrix is defined as $$ G^c(t_0,t_f)=\int_{t_0}^{t_f} \exp\bigl((t_0-t)A\bigr) BB^T \Bigl(\exp\bigl((t_0-t)A)\Bigr)^T \,dt$$ where ${}^T$ is for transpose of matrices. How can i prove it?
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1answer
42 views

Bode phase calculus with frequency to $0$ and $\infty$ in a quadratic term

The tangent to calculate is: $$\phi=-\tan^{-1}\left[\frac{2\zeta\frac{\omega}{\omega_n}}{1-(\frac{\omega}{\omega_n})^2}\right]$$ Where $\omega_n$ is constant. If $\omega=0 \to\phi=0$ ...
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votes
5answers
159 views

Does Interpolation/Extrapolation the crucial thing happening in our brain while driving a motor vehichle?

Does Interpolation/Extrapolation is the crucial thing happening in our brain while driving a motor vehichle? What I'd like to know is the mathematics happeing while we are behind the wheel. PS : I am ...
1
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1answer
24 views

Extensions to linear control with output constraints

Does anybody know which extensions to the linear controller exist that can cope with constraints in the output value and its derivative? Usually, the plant being controlled have some limits and I ...
0
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0answers
65 views

Draw the block-diagram of the system for a satellite and study the closed-loop response of the system to a unit step input for a PD controller

I'm trying to resolve this exercize. Any ideas? Thanks for your help! Consider the example of a satellite attitude system , for which the vehicle dynamics are governed by the differential equation ...
0
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1answer
55 views

Affine Non Autonomous State Space system

Normally We all know the state space model of the the form der(x) = F*x(t)+G*u(t) y = H*x(t)+J*u(t). However I came across a state space model which has the following form der(x) = F*x(t)+G*u(t) + ...
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0answers
35 views

Can $x'(t)\leq \mu |x(t)|,\forall t\geq 0$ imply $x(t)<\mu |e^{-\mu t}|$?

Assume $\mu>0$ If it can't, is it possible to give a good exponential bond(better with negative constant in front of t.)?
2
votes
1answer
92 views

Prove $0$ is an exponentially stable equilibrium of the system $x'=f(x)+g(x)$ if $f(0)=g(0)=0$

Besides the conditions in the title, we have: $0$ is an exponential equilibrium of the system $y'=f(y)$ $|g(x)|\leq \mu|x|,\forall x \in \mathbb{R}^n$ $\mu$ is sufficiently small! What I have ...
2
votes
2answers
63 views

Which constant matrices $A$ have the property that $\dot{x} =Ax+Bu$ is controllable for every non zero $B$?

Which constant matrices $A$ have the property that $\dot{x} =Ax+Bu$ is controllable for every non zero $B$? Now to check controllability I usually check the rank of the matrix $$R = \left( B\ \ \ \ ...
1
vote
1answer
48 views

Show that the system $\Sigma(SAS^{-1},SB,CS^{-1},D)$ is observable/controllable iff $\Sigma(A,B,C,D)$ is observable/controllable

I am given the two linear systems: \begin{eqnarray} \Sigma_1: \dot{x}&=&Ax+Bu\\ y&=&Cx+Du \end{eqnarray} and \begin{eqnarray} \Sigma_2: \dot{x}&=&\bar{A}x+\bar{B}u\\ ...
2
votes
0answers
30 views

$A\in \Bbb R^{n\times n}$ and $B \in \Bbb R ^{n\times m}$. Show that $\exists p\in\Bbb R ^m$ s.t. $(A,Bp)$ is controllable iff $(A,B)$ is controllable

Let $A\in \Bbb R^{n\times n}$ and $B \in \Bbb R ^{n\times m}$. Show that there exists a vector $p\in \Bbb R ^m$ such that $(A,Bp)$ is controllable iff $(A,B)$ is controllable. Here when I say $(A,B)$ ...
0
votes
0answers
21 views

DE: $pU^2 = (rx-1)U' + Ur + \frac{1}{2}\sigma^2U''$?

I have been trying to solve the following ordinary differential equation that results from a problem in stochastic control theory. $U$ is a function of $x$. $pU^2 = (rx-1)U' + Ur + ...
0
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1answer
38 views

Can you find an expression for $F_{12}(t,\tau)$ in terms of $F_{11}(t,\tau)$ and $F_{22}(t,\tau)$?

I have a problem with this...I can not figure out how to solve it..! can you help me? thank you!! Show that if $A(t)$ is partitioned as $$ A(t) = \begin{pmatrix} A_{11}(t) & A_{12}(t) \\ ...
3
votes
1answer
68 views

Optimal consumption policy

I start with an initial capital C and at the beginning of day $n=1,...,N$ I observe the random variable $X_n$, where $\mathbb E X_n=\mu_n$. The $X_n$ are independent. I also choose $c_n$ on day $n$, ...
3
votes
0answers
73 views

Another machine problem

This is linked to my previous question Discounted optimization problem I have difficulties again finding a formula for $F(x)$. We consider a machine at time $t$ which is in state $x$. The machine ...
0
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1answer
67 views

Found transition matrix and state matrix

I tried to found a solution for this problem but I can't! Any suggestion?Thank you. Given that A is a 2x2 matrix and that dx/dt=Ax(t) suppose that x(0)=[1 ; -3] implies x(t)=[e^-3t ; -3e^-3t] and ...
0
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1answer
37 views

Help finding the transfer matrix for this system

Find the transfer function of the following system: \begin{eqnarray} \dot{x}_1&=&ax_1+bx_2 + u\\ \dot{x}_2 &=&-bx_1 +ax_2\\ \dot{x}_3&=&cx_3\\ y &=& x_1+x_3 ...
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0answers
36 views

Non linear state equation show that nominal output is 1

Do you help me with this? Consider the nonlinear state equation $\dot{x} = \begin{bmatrix} u \\ u x_1 -x_3 \\ x_2 - 2x_3 \end{bmatrix}$ $y = x_2 - 2x_3$ with nominal initial state $x^* = ...
0
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1answer
42 views

Linearize a nonlinear system

I haven't really encountered control theory before. Could you possibly recommend some papers/textbooks that start with the very basics of the field? I have a couple of months to get to grips with the ...
0
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1answer
17 views

Check if a system admits solutions of period 2

I have the following problem. Let $r \geq 0$ be a parameter in the discrete time system $x(k + 1) = r − rx(k)$. Verify whether there exist $r \geq 0$ such that this system admits solutions of period ...
0
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2answers
68 views

Controllability properties of discrete vs. continuous systems

I'm not sure what differentiates discrete from continuous systems in trying to prove certain properties of controllability. I have a chain of proofs from class that prove each other for a continuous ...
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0answers
33 views

Under what circumstance should I use a Continuous time Markov Chain instead of a discrete time Markov Chain?

Why should I use one over the other, if I can basically reduce the small time-interval $h$ to be small enough that it simulates continuity? I guess this question is somewhat analogous to control ...
0
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1answer
134 views

Converting a direction vector to an angle

I have a machine that controls its own velocity via the use of a fixed thruster mounted on its rear. The machine knows its current velocity, and it knows the velocity it must attain. By subtracting ...
1
vote
1answer
66 views

I have reached a rut in my understanding of control systems. How do I cross this?

A little background here. I'm an undergrad in the final year. I have decided academia as my career path. My grades are not high but my research caliber is good and I have ongoing projects that are ...
0
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1answer
166 views

State space representation of transfer function $ 1/s $

I have three questions here: 1) I'm looking for a method to compute state-space equations by hand when given a transfer function, so far I think the best I've found is here. 2) Here's an example ...
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1answer
29 views

Having trouble forming the initial matrices for a positioning problem

The question asks me to solve the positioning problem where: $$ \dot{x_1} = x_2 $$ $$ \dot{x_2} = u_1 \in U_{bb} $$ $$ x_1(0) = - \text{X} (<0) $$ $$ x_2 (0) = 0 $$ $$ x_1(t_1) = 0$$ $$ x_2(t_1) = ...
2
votes
1answer
95 views

Basic example of system controllability

Ok so I'm having a tough time understanding an example in my book, there is a great deal of hand-waving and I'm having a hard time following. I'd like to see the example worked out if possible, with ...
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0answers
27 views

How can I prove this theorem about differential inclusions?

Consider the following differential equations with initial conditions at time $t_0$ specified: $\dot{x}_1 = f_1(x_1,t) ; \,\,\,x_1: [t_0,T]\to\mathbb{R}^n, ...
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2answers
108 views

Matrix representation of a co-domain restriction of a linear operator

Consider the finite-dimensional linear operator: $\mathcal{A}:\mathbb{R}^{3}\rightarrow\mathbb{R}^{3},$ with $Ax=y,$ $A=\left[\begin{array}{ccc} 1 & 0 & 1\\ 1 & -2 & -1\\ 0 & 1 ...
0
votes
1answer
50 views

Suppose that $\int _0^1 f(x)v(x)=0$ for every $v \in C^{\infty}([0,1])$ for which $v'(0)=v(1/2)=0$. Show that $f(x)=0$ for all $x\in [0,1]$.

Suppose that $\int _0^1 f(x)v(x)=0$ for every $v \in C^{\infty}([0,1])$ for which $v'(0)=v(1/2)=0$. Show that $f(x)=0$ for all $x\in [0,1]$.Suggestion: take u to be the suitable cut off version of ...
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0answers
125 views

Show that Bellman-Gronwall's inequality

I'm trying to prove the theorem general of the Bellman-Gronwall's inequality: Assume that $u(t)$ be real valued non - negative continuous function, and such that $$u(t)\le u(\tau ...
2
votes
4answers
85 views

Please someone tell me the name of this algebra trick or where I can learn how to do it..

Okay so my algebra knowledge is pretty guff.. I am taking a control systems class and pretty much all the questions I am expected to revise, are about doing this algebraic manipulation and I don't ...
2
votes
2answers
118 views

Prove that $x \equiv 0$ of $\dot{x}(t)=a(t)x$ is Uniformly Asymptotically Stable

I have a problem: Consider the scalar equation: $$\dot{x}(t)=a(t)x \tag{I}$$ where $a(t) \in C(\mathbb{R}^+)$. Prove that $x \equiv 0$ of $(I)$ is Uniformly Asymptotically Stable iff ...
0
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0answers
80 views

Stability of the optimal control steady state

I am struggling with a pretty much complicated optimal control problem, which I solve in Mathematica. The optimal controls are second order delayed, which makes it unclear to me how to analyse the ...
3
votes
2answers
258 views

Show that System $(I)$ is stable iff $X(t)$ is bounded.

I have a theorem: For a linear homogeneous system: $$\dfrac{dx}{dt}=A(t)x \tag{I}$$ Where $A(t)=(a_{ij}(t))_{n \times n} \in C(\mathbb{R}^+,\mathbb{R}^{n \times n})$ Suppose that $X(t)$ be the ...
0
votes
1answer
143 views

Analyse closed loop transfer function

I have a transfer function from $x_c$ to $x$ $ \dfrac{x_c}{x} = \dfrac{k}{s + k} $ And I want to analyse the stability and find the best possible value for k. I've tried to convert the closed loop ...
2
votes
1answer
99 views

Compute $e^{tA}$

When I do my homework (stability theory), I must use the knowledge to the matrix. But I don't remember it :(. Here's my problem: For the system of equations: $$\begin{cases} & \text{ } ...