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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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 ...
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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 $x-x_d$, ...
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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 ...
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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 ...
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32 views

How to solve Bellman's optimal equation from the first principle

How to solve the following set (finite) of equations $$ v_*(s) = \max_{a\in A(s)} \sum_{s'} p(s'|s,a) [r(s,a,s') + \gamma v_*(s')]$$ $p$ and $r$ functions are given.
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+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), ...
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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 ...
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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 ...
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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 $(-A,-G)$ ...
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12 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} ...
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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 $$\vec{x}(k+1)=\textbf{A}\vec{x}(k)+\textbf{B}\vec{u}(k)$$ ...
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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&...&\\ ...
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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 ...
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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? ...
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102 views

Using overshoot and settling time formula to determine pole location?

Is it possible to use the formula for overshoot and settling to determine where where ones pole should. by using the overshoot and settling time formula i mean, using it to define what $\zeta$ and ...
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32 views
0
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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 ...
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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 ...
2
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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?
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19 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 ...
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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: ...
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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) ...
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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 ...
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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 ...
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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 ...
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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 $L\phi = 0$, ...
2
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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 $Beta(\alpha,1)$ ...
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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, ...
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77 views

Kalman Filter application to non-linear system.

I want to use the Kalman filter to have a better estimate of the state of a system which I know its equations of motion: ...
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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 $$\frac{d^2y}{dt^2}+2\frac{dy}{dt}+3y(t)+2\frac{dz}{dt}+z(t)=U_1(t)$$ ...
3
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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 ...
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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 ...
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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 ...
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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 ...
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1answer
30 views

On the controllability function (minimising a functional)

Consider a system of ODEs $$\dot{x}(t)=f(x(t))+g(x(t))u(t),$$ where $f:\mathbb{R}^n\to\mathbb{R}^n$ and $g:\mathbb{R}^n\to\mathbb{R}^{n\times m}$ are smooth. Let $L:\mathbb{R}^n\times ...
3
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88 views

How to use mathematically the I and D of a PID controller

I am trying to mathmatically understand how the $P$, $I$, and $D$ parameters work on a system, quite having a hard time doing so. I've only been able to show that the Steady State Error (SSE) never ...
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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?
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2answers
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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) = ...
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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 ...
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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}, \\ ...
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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: $G(jw)=\displaystyle\frac{10jw+10}{-0.1w^2+jw}$ ...
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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( ...
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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 ...
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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 ...
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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
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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 ...
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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 ...
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1answer
39 views

Is this a discrete time Lyapunov function?

I have an algorithm to optimize a process. It is a discrete time algorithm. Every iteration of this algorithm changes the state of the process. I found a function, say $f(s)$, where $s$ is the state ...
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1answer
22 views

characteristic equation of transfer function

$$\frac{K}{s(s+1)(s+5)}$$ Find the characteristic equation of this transfer function. The book gives this answer: $$\frac{K}{s(s+1)(s+5)} +1=0$$ or $$s^3 +6s^2 +5s +K =0.$$ I don't get how the ...
2
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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?