Towards Riccati-Feedback Control of Complex Flows with Moving Interfaces

Problems featuring moving interfaces appear in many applications. They can model solidification and melting of pure materials, crystal growth and other multi-phase problems. The control of the moving interface enables to, for example, influence production processes and, thus, the product material quality. We consider the two-phase Stefan problem that models a solid and a liquid phase separated by the moving interface. In the liquid phase, the heat distribution is characterized by a convection-diffusion equation. The fluid flow in the liquid phase is described by the Navier–Stokes equations which introduces a differential algebraic structure to the system. The interface movement is coupled with the temperature through the Stefan condition, which adds additional algebraic constraints. Our formulation uses a sharp interface representation and we define a quadratic tracking-type cost functional as a target of a control input. We compute an open loop optimal control for the Stefan problem using an adjoint system. For a feedback representation, we linearize the system about the trajectory defined by the open loop control. This results in a linear-quadratic regulator problem, for which we formulate the differential Riccati equation with time varying coefficients. This Riccati equation defines the corresponding feedback gain. Further, we present the feedback formulation that takes into account the structure and the differential algebraic components of the problem. Also, we discuss how the complexities that come, for example, with mesh movements, can be handled in a feedback setting. (© 2017 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Delayed state feedback and chaos control for time-periodic systems via a symbolic approach

This paper presents a symbolic method for a delayed state feedback controller (DSFC) design for linear time-periodic delay (LTPD) systems that are open loop unstable and its extension to incorporate regulation and tracking of nonlinear time-periodic delay (NTPD) systems exhibiting chaos. By using shifted Chebyshev polynomials, the closed loop monodromy matrix of the LTPD system (or the linearized error dynamics of the NTPD system) is obtained symbolically in terms of controller parameters. The symbolic closed loop monodromy matrix, which is a finite dimensional approximation of an infinite dimensional operator, is used in conjunction with the Routh–Hurwitz criterion to design a DSFC to asymptotically stabilize the unstable dynamic system. Two controllers designs are presented. The first design is a constant gain DSFC and the second one is a periodic gain DSFC. The periodic gain DSFC has a larger region of stability in the parameter space than the constant gain DSFC. The asymptotic stability of the LTPD system obtained by the proposed method is illustrated by asymptotically stabilizing an open loop unstable delayed Mathieu equation. Control of a chaotic nonlinear system to any desired periodic orbit is achieved by rendering asymptotic stability to the error dynamics system. To accommodate large initial conditions, an open loop controller is also designed. This open loop controller is used first to control the error trajectories close to zero states and then the DSFC is switched on to achieve asymptotic stability of error states and consequently tracking of the original system states. The methodology is illustrated by two examples.     

Stabilization of a one‐dimensional wave equation with variable coefficient under non‐collocated control and delayed observation

In this paper, we consider stabilization of a 1‐dimensional wave equation with variable coefficient where non‐collocated boundary observation suffers from an arbitrary time delay. Since input and output are non‐collocated with each other, it is more complex to design the observer system. After showing well‐posedness of the open‐loop system, the observer and predictor systems are constructed to give the estimated state feedback controller. Different from the partial differential equation with constant coefficients, the variable coefficient causes mathematical difficulties of the stabilization problem. By the approach of Riesz basis property, it is shown that the closed‐loop system is stable exponentially. Numerical simulations demonstrate the effect of the stable controller. This paper is devoted to the wave equation with variable coefficients generalized of that with constant coefficients for delayed observation and non‐collocated control.     

Optimal Strategy with One Closing Instant for a Linear Optimal Guaranteed Control Problem

We consider an optimal guaranteed control problem for a linear time-varying system that is subject to unknown bounded disturbances. A control strategy is defined that guarantees steering the system to a given terminal set for any realization of disturbances and takes into account that at one future time instant the control loop will be closed. An efficient method for constructing the optimal control strategy and an algorithm for optimal feedback control based on this type of strategies are proposed.     

Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient

We consider a controlled system driven by a coupled forward–backward stochastic differential equation with a non degenerate diffusion matrix. The cost functional is defined by the solution of the controlled backward stochastic differential equation, at the initial time. Our goal is to find an optimal control which minimizes the cost functional. The method consists to construct a sequence of approximating controlled systems for which we show the existence of a sequence of feedback optimal controls. By passing to the limit, we establish the existence of a relaxed optimal control to the initial problem. The existence of a strict control follows from the Filippov convexity condition.     

On the equivalence of maximum principle open-loop controllers and Carathéodory feedback controllers for time-delay systems

The optimal feedback gain matrix derived from the maximum principle for linear time-delay systems with quadratic cost satisfies an integral equation. On the other hand, if the extended Carathéodory lemma is used to solve the same problem, the optimal feedback gains satisfy a set of partial differential equations. It is shown that the resulting feedback gains are equivalent.     

二次自伴矩阵多项式阵特征值界的数值计算

在参数不确定性线性系统的鲁棒控制研究中,常用到的一个指标就是使不确定性系统在输出反馈或状态反馈控制下的闭环系统在H∞-范数界γ的条件下的二次稳定.是否二次稳定,一般要验证能否找到一个正常数,ε使相应的R iccati方程有正定解.而R iccati方程一般情况下求解相当困难.本文通过具体的分析,提出了一种在给定正定矩阵的条件下,找使此正定阵是R iccati方程的解相对应的正常数ε的可能范围的方法,即求解二次自伴矩阵多项式阵特征值界的方法.文中详细给出了所用理论及算法.给出了求正常数ε范围的一个实例.     

梁振动边界反馈的最优反馈增益的数值解

本用Legendre谱方法估计一端固定,一端加弯矩耗散线性反馈的梁振动的闭环系统使能量最快衰减的最优反馈增益,我们给出了数值产生的图形结果,通过比较发现另一种非耗散的线性反馈在最优反馈增益下比相应的耗散线性反馈有更好的衰减率。     

Euler-Bernoulli梁的非同位控制

对一端固定,一端加剪切力反馈的Euler-Bernoulli梁,运用Legendre谱方法对一个非同位控制系统进行研究,得到了最优反馈增益系数和系统衰减率.结果表明这样的非同位控制系统可以有效的增大系统衰减率,使系统具有更好的稳定性.同时指出所研究的系统是极小相位的.     

Quadratic integral games and causal synthesis

The game problem for an input-output system governed by a Volterra integral equation with respect to a quadratic performance functional is an untouched open problem. In this paper, it is studied by a new approach called projection causality. The main result is the causal synthesis which provides a causal feedback implementation of the optimal strategies in the saddle point sense. The linear feedback operator is determined by the solution of a Fredholm integral operator equation, which is independent of data functions and control functions. Two application examples are included. The first one is quadratic differential games of a linear system with arbitrary finite delays in the state variable and control variables. The second is the standard linear-quadratic differential games, for which it is proved that the causal synthesis can be reduced to a known result where the feedback operator is determined by the solution of a differential Riccati operator equation.

     

A Continuous Implementation of a Second-Variation Optimal Control Method for Space Trajectory Problems

The paper describes a continuous second-variation method to solve optimal control problems with terminal constraints where the control is defined on a closed set. The integration of matrix differential equations based on a second-order expansion of a Lagrangian provides linear updates of the control and a locally optimal feedback controller. The process involves a backward and a forward integration stage, which require storing trajectories. A method has been devised to store continuous solutions of ordinary differential equations and compute accurately the continuous expansion of the Lagrangian around a nominal trajectory. Thanks to the continuous approach, the method adapts implicitly the numerical time mesh and provides precise gradient iterates to find an optimal control. The method represents an evolution to the continuous case of discrete second-order techniques of optimal control. The novel method is demonstrated on bang–bang optimal control problems, showing its suitability to identify automatically optimal switching points in the control without insight into the switching structure or a choice of the time mesh. A complex space trajectory problem is tackled to demonstrate the numerical robustness of the method to problems with different time scales.     

最速反馈控制的不变性

变结构控制对系统模型和扰动具有一定的不变性是众所周知的事实。最速反馈控制是以其开关曲线为滑动曲线的变结构控制。本文用变结构控制理论来讨论修正了的最速反馈控制对一定范围的系统扰动具有完全的不变性,即完全能够抑制一定范围的扰动作用,而且闭环系统的所有轨线,在理论上,都以有限时间到达原点。这就为设计高效非线性反馈提供了一条有效途径,还给出了避免高频颤震来实现最速反馈控制的数字化办法。     

Output feedback regulation control for a class of cascade nonlinear systems and its application to fan speed control

The output feedback regulation problem is considered for a class of nonlinear systems with integral input-to-state stable (iISS) inverse dynamics and unknown control direction. The system output together with the complete unmeasured state components appears in the system uncertainties. A systematic output feedback control scheme is presented with the help of a dynamic observer, whose gain comes from an off-line time-varying Riccati matrix differential equation. The proposed scheme can be applied to the analysis of the speed tracking control of a fan. The simulation results demonstrate the validity of the presented algorithm.     

Boundary control method and coefficient identification in the presence of boundary dissipation

We apply the boundary control method to the identification of coefficients in a wave equation with dissipative boundary conditions. This problem is suggested by the closed loop obtained when a stabilizing feedback is applied to a wave equation.     

分布参数与集中参数耦合系统的极点配置问题

设 H 是可分的 Hilbert 空间,A 是空间 H 中的线性算子,b∈H 是非零元.考察空间H 中的一阶发展方程描述的控制系统(dx)/(dt)=Ax+bu(t),x(0)=x_0,(1)这里 u(t) 是控制量,是一数值函数.考察反馈控制律u(t)=〈x(t),g〉,(2)这里 g∈H 是非零元,〈·,·〉是 H 上的内积.     

具有分布反馈和边界反馈的非均质Timoshenko梁的指数镇定性

讨论具有分布反馈控制和边界反馈控制的非均质Timoshenko梁的指数镇定问题.首先利用已有的关于线性分布参数系统的渐进稳定性判据,证明所论梁系统的能量可仅由一个分布反馈控制指数镇定.进而利用频域分片乘子方法,在所论梁系统同时具有分布反馈控制和边界反馈控制的条件下,证明其相应的闭环系统能量指数稳定.     

Adaptive stabilization of the sine‐Gordon equation by boundary control

This paper is concerned with adaptive global stabilization of the sine‐Gordon equation without damping by boundary control. An adaptive stabilizer is constructed by the concept of high‐gain output feedback. The closed‐loop system is shown to be locally well‐posed by the Banach fixed point theorem and then to be globally well‐posed by the Lyapunov method. Moreover, using a multiplier method global exponential stabilization of the system is proved. Copyright © 2004 John Wiley & Sons, Ltd.     

Advanced Optimal Feedback Control for Tracking of Real-Life Applications

Calculating the open–loop solution of an optimal control problem is just the first step to cope with the practical realization of real life applications. Feedback controllers, like the classical Linear Quadratic Regulator (LQR), are needed to compensate pertubations appearing in reality. Although these controllers have proven to be a powerful tool in many applications and to be robust enough to countervail most differences between simulation and practice, they are not optimal if disturbances in the system data occur. If these controllers are applied in a real process, the possibility of data disturbances force recomputing the feedback control law in real–time to preserve stability and optimality, at least approximately. For this purpose, variations of the classical closed–loop controller with the extention to a trackingtype controller are analysed by means of an industrial application of container cranes. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Low‐gain adaptive stabilization of semilinear second‐order hyperbolic systems

In this paper low‐gain adaptive stabilization of undamped semilinear second‐order hyperbolic systems is considered in the case where the input and output operators are collocated. The linearized systems have an infinite number of poles and zeros on the imaginary axis. The adaptive stabilizer is constructed by a low‐gain adaptive velocity feedback. The closed‐loop system is governed by a non‐linear evolution equation. First, the well‐posedness of the closed‐loop system is shown. Next, an energy‐like function and a multiplier function are introduced and the exponential stability of the closed‐loop system is analysed. Some examples are given to illustrate the theory. Copyright © 2004 John Wiley & Sons, Ltd.     

Optimal control of linear stochastic systems described by functional differential equations

The optimal control is determined for a class of systems by assuming the configuration of the feedback loop. The feedback loop consists of an unbiased estimator and controller. The gain matrices of the estimator and the controller are so determined that the mean-squared estimation error and the average value of a quadratic cost functional, respectively, are minimized. This is accomplished by the application of the matrix maximum principle to a distributed parameter system. The results indicate that the optimal estimation and the optimal control can be computed independently (separation principle).This work was supported in part by the Air Force Office of Scientific Research, Grant No. 69-1776.