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

2
votes
4answers
181 views

Stability theory: Every solution of the scalar equation: $\ddot{x}+\left [a+b(t) \right ]x=0$ is bounded in $\left [t_0, +\infty \right )$.

EDITED Prove that: If $a>0$ and $$\int_{t_0}^{\infty} |b(t_1)|\mathrm{d}t_1<+\infty$$ then every solution of the scalar equation: $$\ddot{x}+\left [a+b(t) \right ]x=0$$ is bounded in $\left ...
1
vote
1answer
231 views

A good reference on optimal control theory

Ok, so I am reading about decision making and I came across this subject. Fortunately it has a Wiki, but the point is I want to see some examples, and learn to solve regular problems of this field. ...
2
votes
0answers
78 views

Stability of linear systems with singular state matrix

Given a linear time invariant system $\dot X(t) = AX(t)$ where $X \in {R^{n \times 1}}$ and $A \in {R^{n \times n}}$ is a singular matrix ($A$ has at least one zero eigenvalue). How can I study the ...
1
vote
1answer
3k views

Kalman Filter to determine position and attitude from 6DOF IMU (accelerometer + gyroscope)

I'm going to describe the problem I'm trying to solve and walk through what I understand so far about the Kalman Filter. I have an IMU which gives me the following measurements every time interval t: ...
0
votes
1answer
73 views

online learning to maximize profit

I have a software which takes input as investment and gives the output as return on a particular stock. Now profit metric $x_i$ is defined as the ratio of return $g_i$ to maximum possible return ...
2
votes
2answers
103 views

How does the singularity of a system matrix affect the system's stability?

What can be said about system stability, given a singular system matrix below? \begin{align} A = \begin{bmatrix} 0 & 1 & 0 & 0 & 0 & 0 & 0 & 0 & 0 & 0 & 0 ...
2
votes
1answer
64 views

On impulsive optimal control with functions of not bounded variation

I have the following optimal control problem $$ J=\int_0^TF(t,y_1(t),y_2(t))dt \to \min, $$ subject to \begin{align} &\dot y_1(t) = f(t,y_1(t),y_2(t)) + g(t)\nu(t),\\ &\dot y_2(t) = ...
0
votes
1answer
90 views

Linear time varying into linear time invariant.

My original problem, is to transform Linear time varying systems of the form , for example: $$\begin{bmatrix}\dot{x1} \\ \dot{x2} \end{bmatrix} = \begin{bmatrix} -3t^2 & 0 \\ 6t^5 & -6t^2 ...
0
votes
1answer
27 views

Minimization problem

For Which positive value(s) of $x$ the following function is most minimum $f(x) = x^2 + ax +c$ [ where $a ,c > 0$ ] [note : I know there is no positive $x$ for which $f(x)$ is minimum but I ...
0
votes
2answers
123 views

Closed loop stability

Regarding the Lyapunov stability, we check if a nonlinear system stays near the equilibrium point or approaches to e.p. as time goes to infinity, when it is disturbed. Let's assume that we have a ...
0
votes
1answer
85 views

Finding Transfer functions for linearised systems

I'm using Nise for my control systems class. Finding a linearised system is all gravy baby, but when it comes to finding the transfer function Nise does some stuff which confounds me: See page 6/7, ...
0
votes
1answer
175 views

Transfer functions for systems with no input but with feedback

This is a system of differential equations with a single loop feedback(piecewise-function):(I have also drawn a control system diagram below for this very system) $$\frac{\mathrm{dx} }{\mathrm{d} ...
2
votes
1answer
76 views

Time minimum optimal trajectory of a point in 2D

I am trying to find the optimal control of the following problem. We have a material point $x(t)\in\mathbb{R}^2$ with mass $m=1$. It can accelerate in any direction with maximum acceleration of $1$, ...
2
votes
1answer
183 views

Exponentials of a matrix

I just was working with matrix exponentials for solving problems in control theory. Suppose $A $ is a square matrix. How can we interpret $A_1 = e^ {\large-A\log(t) }$, where $\log$ is natural ...
6
votes
2answers
329 views

How can I, as a future mathematician, contribute most to Smart Grid research?

After I've finished my Master's degree in mathematics, I too want to use my powers for good. One endeavour I consider good is the pursuit of the design and implementation of a Smart Grid which will, ...
1
vote
1answer
64 views

Controllability on nonlinear systems

Dynamic system in the book (chapter 6, page 67 in http://www.me.berkeley.edu/ME237/6_cont_obs.pdf) $$ \begin{cases} \dot{x}_{1}=x_{2}^{2}\\ \dot{x}_{2}=u\end{cases} $$ so $$ ...
1
vote
1answer
129 views

Question about inverse-variance weighting

Suppose we want to make inference on an unobserved realization $x$ of a random variable $\tilde x$, which is normally distributed with mean $\mu_x$ and variance $\sigma^2_x$. Suppose there is another ...
1
vote
2answers
110 views

Stability of unit feedback LTI system (s-1)/(s(s+1)) vs. Nyquist Criterion

Consider a unit feedback system $$ X(s) = \frac{G(s)}{1+G(s)} $$ where the open loop transfer function of the system is $$ G(s) = \frac{s-1}{s(s+1)} $$ Open loop Bode & Nyquist plots: ...
0
votes
1answer
80 views

which book teaches analysis of nyquist, bode and rlocus diagram

would like to use knots to get a formula for nyquist diagram however, no crossing, and have no experience in analysis of graph related to control, as i have no books mentioning this and i observe ...
0
votes
0answers
127 views

Solving this optimal control problem

The problem is: $max \int_{-1}^1 (tx - u^2) dt$ where $\dot{x} = x + u^2, u(t) \in [0,1]$ for every $t \in [-1, 1]$ End points: $x(-1) = 0, x(1) = e^2 - e^{1 + \frac{1}{e}} $ I need to find an ...
0
votes
0answers
54 views

restricting the domain of the unbounded operator

Can anyone give me a a restricted non-void set of bounded inputs which results in bounded outputs, though the operator is not bounded on the whole space (consider L2-space). One can consider a simple ...
2
votes
0answers
61 views

Find u that minimizes the integral mean

How do I find $u : [0,\infty) \to \mathbb{R}^m$ that minimizes \begin{equation} J(u(\cdot)) = \lim_{t \to \infty} \frac{1}{t} \int_0^t L(x(\tau),u(\tau)) d \tau, \end{equation} subject to ...
0
votes
1answer
117 views

Positioning problem optimal control

Consider the positioning problem: $\dot x_1 = x_2$, $\dot x_2 = u$ with $x_1(0)=0,x_2(0)=X, X>0$. show that the bang-bang control switch can be employed to steer the system to the origin. Find the ...
2
votes
1answer
128 views

Optimal control

Consider the growth equation: $ \dot{x} = tu $, with $x(0)=0$ and $x(1)=1$, and with the cost function: $ J= \int_0^1 u^2 dt $. Show that $u^*=3t$ is a successful control, with $x^*=t^3$ and $J^*=3$ ...
1
vote
0answers
41 views

improving fluid analysis on queuing problems

Discrete-queuing models are hard to solve computationally and can become easily intractable with an increased number of state-action pairs. Markov decision processes can be employed to come up with ...
1
vote
0answers
83 views

optimal control -Taylor expansion - PDE problem

I am trying to follow perturbation analysis in this paper (Optimal control of fluid limits of queuing networks and stochasticity corrections) and I am stuck at one point. For the given control ...
3
votes
1answer
324 views

Lyapunov Stability of Non-autonomous Nonlinear Dynamical Systems

Let $\mathbf{F}:X\times\mathbb{R}^{+}\to X$ be a non-autonomous dynamical system, which is governed by $\dot{\mathbf{x}} = \mathbf{F}(\mathbf{x}, t, u)$, viz, \begin{equation} \begin{split} \dot{x}_1 ...
2
votes
2answers
244 views

Finding the steady state error in the Laplace domain

I have the following block diagram: Now I like to find the steady state error for theta_ref being a step input and for several values of n, Td, K1 and K2. For the moment we can assume all gains ...
1
vote
1answer
31 views

Pontryagin Principle for Random Process

Can Pontryagin's principle be written for minimizing the expected cost in the case of a stochastic process which is controlled? (cost at each time is function of state and action)?? I have not come ...
5
votes
1answer
82 views

Linearization of $ m \dfrac{dy^2}{dt^2} = u(t) - C_d \left( \dfrac{dy}{dt} \right)^2-mg $

$$ m \frac{dy^2}{dt^2} = u(t) - C_d \left( \frac{dy}{dt} \right)^2-mg $$ where $$\begin{align*} y(t)&=\text{missile altitude}\\ u(t)&= \text{force}\\ m&= \text{mass}\\ C_d&= ...
1
vote
2answers
91 views

Does negative third derivative imply negative first derivative?

Does negative third derivative imply negative first derivative? For a system, the negative of the derivative of the Lyapunov function means the system is stable. How about the negative third ...
2
votes
2answers
126 views

What is the difference between regulator and stabilization

What is the difference between regulator and stabilization in control theory don't they both minimize the disturbance to the system? could answer be elaborated from the view of state and output?
20
votes
5answers
1k views

What is the mathematical foundation of Control Theory?

There is a question which I'm wondering again and again in recent months. I have taken courses like Elementary Differential Equations, Signals and Systems, Linear Control Systems, General Theory of ...
1
vote
1answer
86 views

Nyquist criterion

When using the Nyquist stability criterion, amplitude-frequency characteristic etc. we go from the Laplace image $G(s)$ to $G(j\omega )$. By definition of the Laplace transform, $s=\sigma + j\omega$. ...
0
votes
1answer
50 views

Can linearization of a function around $x=0$ show whether first derivative is positive or negative?

As title says, can linearization of a function $f(x)$ (by the method of taylor series around $x=0$) show whether first derivative of the function ($df/dx$) is positive or negative at $x=0$? And.. ...
0
votes
1answer
90 views

Understanding the Hamiltonian function

Based on this function: $$\text{max} \int_0^2(-2tx-u^2) \, dt$$ We know that $$(1) \;-1 \leq u \leq 1, \; \; \; (2) \; \dot{x}=2u, \; \; \; (3) \; x(0)=1, \; \; \; \text{x(2) is free}$$ I can ...
3
votes
1answer
147 views

minimization problem on differential equations - optimal control

I am trying to minimize an time-integral of a linear function with respect to differential equations. The problem is formally defined as follows: Given $\lambda< \mu_1, \mu_2$ fixed ...
2
votes
0answers
61 views

How verification argument really works?

Let $C(u,s)$ be cost functional for an admissible control $u$ with initial state of the system being $s$. Our aim is the solution of the following problem: $$\inf_u E(C(u,s))$$ We defined the value ...
1
vote
0answers
198 views

Question about proof of bounded real lemma

My question is: it is possible to proof the bounded real lemma for $H_\infty$ performance with the following procedure? The $H_\infty$ performance is defined as: \begin{align} \parallel ...
3
votes
2answers
971 views

Solution of a Sylvester equation?

I'd like to solve $AX -BX + XC = D$, for the matrix $X$, where all matrices have real entries and $X$ is a rectangular matrix, while $B$ and $C$ are symmetric matrices and $A$ is formed by an outer ...
0
votes
1answer
120 views

Solve $AXB=X^\top$

Suppose that $X$ is an $m\times n$ matrix, $A$ and $B$ are $n\times m$ matrices. How can you solve $$AXB=X^\top.$$ Is there an explicit formulation of $X$ in terms of $A$ and $B$ that makes the ...
4
votes
2answers
1k views

Root Locus Diagrams - “Breakaway Point”

Say that we have a root locus diagram with n poles and m zeroes. And we determine that the root locus on the real axis lies between two of these poles and breaks away from the real axis and tends to ...
0
votes
1answer
96 views

find the general control function [duplicate]

Determine the general form of $u_0, u_1 ~\text{and} ~ u_2$ if a system of difference equations of the form $$x_{n+1} = Ax_n + Bu_n,$$ where: $A = \begin{pmatrix} 3 & 2 & 2 \\ -1 & ...
3
votes
2answers
135 views

Find a general control and then show that this could have been achieved at x2

Determine the general form of $u_0, u_1 ~\text{and} ~ u_2$ if a system of difference equations of the form $$x_{n+1} = Ax_n + Bu_n,$$ where: $$A = \begin{pmatrix} 3 & 2 & 2 \\ -1 ...
0
votes
1answer
101 views

Book on theoretical computational optimal control

I'm looking for a comprehensive introduction to the theoretical side of optimal control, existence of solutions and so on, including theory behind numerical solution methods. Regarding the latter I'm ...
3
votes
1answer
134 views

Verification for maximum principle

Given optimal control problem $$ \dot x = f(t,x(t),u(t)), \quad x(0) = x_0,\\ J(u) = \int_0^T f^0(t,x(t),u(t))dt \to \min, $$ we can apply Pontryagin's maximum principle to get a necessary condition ...
0
votes
0answers
36 views

MATLAB plotting issue

I posted this question on StackOverflow, but did not get any answers, so hopefully this will work better. Is anyone familiar with plotting in the Matlab SISOtool? For some reason, I cannot access the ...
1
vote
1answer
99 views

Find the maximal switching period that ensures asymptotic stability of the switching system.

I have a time-dependent switched system $\mathbf{\dot{x}} = \mathbf{A}_i\mathbf{x}$. With $$\mathbf{A}_1 = \begin{bmatrix} -0.5 & 1 \\ 100 & -1 \end{bmatrix} \quad \mathbf{A}_2 = ...
1
vote
2answers
99 views

Stability analysis $\dot{x}=-\gamma x + \alpha$

Suppose that $\alpha(t)$ is an infinitesimal as t goes to infinity, i.e., $\lim_{t\rightarrow\infty}\alpha(t)$=0. Consider the ODE $$ \dot{x}(t)=-\gamma x(t) + \alpha(t), \quad \gamma>0 $$ Can we ...
0
votes
0answers
34 views

Determine general form of control function andthus show this coul have been achieved earlier [duplicate]

Determine the general form of $u_0, u_1 ~\text{and} ~ u_2$ if a system of difference equations of the form $$x_{n+1} = Ax_n + Bu_n,$$ where: $$A = \begin{pmatrix} 3 & 2 & 2 \\ -1 ...