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Infinite Time LQR System Test

This document contains a 3 question class test on optimal control. The test covers: 1) Proving the optimal cost function for an infinite time LQR system. 2) Deriving the matrix algebraic Riccati equation for an infinite time LQR system. 3) Finding the change in cost (ΔJ) given a performance index equation, with respect to changes in the state and control variables. The test has a total of 20 marks and must be completed within 1 hour.

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PRASANTA ROY
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4 views1 page

Infinite Time LQR System Test

This document contains a 3 question class test on optimal control. The test covers: 1) Proving the optimal cost function for an infinite time LQR system. 2) Deriving the matrix algebraic Riccati equation for an infinite time LQR system. 3) Finding the change in cost (ΔJ) given a performance index equation, with respect to changes in the state and control variables. The test has a total of 20 marks and must be completed within 1 hour.

Uploaded by

PRASANTA ROY
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Optimal Control. Class Test. Total marks: 20 Time:-1 hour Optimal Control. Class Test.

al Control. Class Test. Total marks: 20 Time:-1 hour

1) Prove that for and Infinite time LQR system optimal cost 1) Prove that for and Infinite time LQR system optimal
1 1
J * = [{ X * (to )}T P* (to ) X * (to )] cost J * = [{ X * (to )}T P* (to ) X * (to )]
2 2
8 8
2) Derive matrix Algebraic  Riccati Equation for infinite time 2) Derive matrix Algebraic  Riccati Equation for infinite time
LQR system LQR system
8 8
tf tf
• • • •
3) Given the P.I J(x(t), x(t)) = ∫ [2x 2 (t) + 3 x(t) + 4]dt, Find ΔJ ( up 3) Given the P.I J(x(t), x(t)) = ∫ [2x 2 (t) + 3 x(t) + 4]dt, Find ΔJ ( up
t0 t0

to δ J , δ J only)
2
to δ J , δ J only)
2

4 4

Optimal Control. Class Test. Total marks: 20 Time:-1 hour Optimal Control. Class Test. Total marks: 20 Time:-1 hour

1) Prove that for and Infinite time LQR system optimal 1) Prove that for and Infinite time LQR system optimal
1 1
cost J * = [{ X * (to )}T P* (to ) X * (to )] cost J * = [{ X * (to )}T P* (to ) X * (to )]
2 2
8 8
2) Derive matrix Algebraic  Riccati Equation for infinite time 2) Derive matrix Algebraic  Riccati Equation for infinite time
LQR system LQR system
8 8
tf tf
• • • •
3) Given the P.I J(x(t), x(t)) = ∫ [2x 2 (t) + 3 x(t) + 4]dt, Find ΔJ ( up 3) Given the P.I J(x(t), x(t)) = ∫ [2x 2 (t) + 3 x(t) + 4]dt, Find ΔJ ( up
t0 t0

to δ J , δ J only)
2
to δ J , δ J only)
2

4 4

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