A trace regularity result for thermoelastic equations with application to optimal boundary control

We consider a mixed problem for a Kirchoff thermoelastic plate model with clamped boundary conditions. We establish a sharp regularity result for the outer normal derivative of the thermal velocity on the boundary. The proof, based upon interpolation techniques, benefits from the exceptional regularity of traces of solutions to the elastic Kirchoff equation. This result, which complements recent results obtained by the second and third authors, is critical in the study of optimal control problems associated with the thermoelastic system when subject to thermal boundary control. Indeed, the present regularity estimate can be interpreted as a suitable control-theoretic property of the corresponding abstract dynamics, which is crucial to guarantee well-posedness for the associated differential Riccati equations.     

Approximation procedures for the optimal control of bilinear and nonlinear systems

Optimal control problems for bilinear systems are studied and solved with a view to approximating analogous problems for general nonlinear systems. For a given bilinear optimal control problem, a sequence of linear problems is constructed, and their solutions are shown to converge to the desired solution. Also, the direct solution to the Hamilton-Jacobi equation is analyzed. A power-series approach is presented which requires offline calculations as in the linear case (Riccati equation). The methods are compared and illustrated. Relations to classical linear systems theory are discussed.     

The Infinite-Dimensional Optimal Filtering Problem with Mobile and Stationary Sensor Networks

In this article, we introduce a framework to address filtering and smoothing with mobile sensor networks for distributed parameter systems. The main problem is formulated as the minimization of a functional involving the trace of the solution of a Riccati integral equation with constraints given by the trajectory of the sensor network. We prove existence and develop approximation of the solution to the Riccati equation in certain trace-class spaces. We also consider the corresponding optimization problem. Finally, we employ a Galerkin approximation scheme and implement a descent algorithm to compute optimal trajectories of the sensor network. Numerical examples are given for both stationary and moving sensor networks.     

Iterative Methods for a Linearly Perturbed Algebraic Matrix Riccati Equation Arising in Stochastic Control

We start with a discussion of coupled algebraic Riccati equations arising in the study of linear-quadratic optimal control problems for Markov jump linear systems. Under suitable assumptions, this system of equations has a unique positive semidefinite solution, which is the solution of practical interest. The coupled equations can be rewritten as a single linearly perturbed matrix Riccati equation with special structures. We study the linearly perturbed Riccati equation in a more general setting and obtain a class of iterative methods from different splittings of a positive operator involved in the Riccati equation. We prove some special properties of the sequences generated by these methods and determine and compare the convergence rates of these methods. Our results are then applied to the coupled Riccati equations of jump linear systems. We obtain linear convergence of the Lyapunov iteration and the modified Lyapunov iteration, and confirm that the modified Lyapunov iteration indeed has faster convergence than the original Lyapunov iteration.     

A singular control approach to highly damped second-order abstract equations and applications

In this paper we restudy, by a radically different approach, the optimal quadratic cost problem for an abstract dynamics, which models a special class of second-order partial differential equations subject to high internal damping and acted upon by boundary control. A theory for this problem was recently derived in [LLP] and [T1] (see also [T2]) by a change of variable method and by a direct approach, respectively. Unlike [LLP] and [T1], the approach of the present paper is based on singular control theory, combined with regularity theory of the optimal pair from [T1]. This way, not only do we rederive the basic control-theoretic results of [LLP] and [T1]—the (first) synthesis of the optimal pair, and the (first) nonstandard algebraic Riccati equation for the (unique) Riccati operator which enters into the gain operator of the synthesis—but in addition, this method also yields new results—a second form of the synthesis of the optimal pair, and a second (still nonstandard) algebraic Riccati equation for the (still unique) Riccati operator of the synthesis. These results, which show new pathologies in the solution of the problem, are new even in the finite-dimensional case. This research was made possible by NATO Collaborative Research Grant SA.5-2-05 (CRG.940161) 274/94/JARC-501, whose support is gratefully acknowledged. The research of I. Lasiecka and R. Triggiani was supported also by the National Science Foundation under Grant NSF-DMS-92-04338. The research of L. Pandolfi was written with the programs of GNAFA-CNR. The main results of the present paper were announced in [LPT].     

Existence of solutions of two generalized riccati operator equations and their representation

The solutions of two generalized Riccati operator equations are discussed in terms of two critical parameter values, which are related to the application of optimal control under unknown disturbances. Explicit formulas for calculating these two critical parameters as well as the closedform solutions of these two generalized Riccati operator equations are given. The connection between these two parameters and a zero-sum differential game is also investigated.     

Input dynamics and nonstandard riccati equations with applications to boundary control of damped wave and plate equations

An optimization problem for a control system governed by an analytic generator with unbounded control actions is considered. The solution to this problem is synthesized in terms of the Riccati operator, arising from a nonstandard Riccati equation. Solvability and uniqueness of the solutions to this Riccati equation are established. This theory is applied to a boundary control problem governed by damped wave and plate equations.Research of this author partially supported by NSF Grant DMS 9204338.     

Algebraic Riccati equations with non-smoothing observation arising in hyperbolic and Euler-Bernoulli boundary control problems

Summary This paper considers the optimal quadratic cost problem (regulator problem) for a class of abstract differential equations with unbounded operators which, under the same unified framework, model in particular «concrete» boundary control problems for partial differential equations defined on a bounded open domain of any dimension, including: second order hyperbolic scalar equations with control in the Dirichlet or in the Neumann boundary conditions; first order hyperbolic systems with boundary control; and Euler-Bernoulli (plate) equations with (for instance) control(s) in the Dirichlet and/or Neumann boundary conditions. The observation operator in the quadratic cost functional is assumed to be non-smoothing (in particular, it may be the identity operator), a case which introduces technical difficulties due to the low regularity of the solutions. The paper studies existence and uniqueness of the resulting algebraic (operator) Riccati equation, as well as the relationship between exact controllability and the property that the Riccati operator be an isomorphism, a distinctive feature of the dynamics in question (emphatically not true for, say, parabolic boundary control problems). This isomorphism allows one to introduce a «dual» Riccati equation, corresponding to a «dual» optimal control problem. Properties between the original and the «dual» problem are also investigated.Research partially supported by the National Science Foundation under Grant NSF-DMS-8301668 and by the Air Force Office of Scientific Research under Grant AFOSR-84-0365.     

A reduction technique for discrete generalized algebraic and difference Riccati equations

This paper proposes a reduction technique for the generalized Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalized discrete algebraic Riccati equation. In particular, an analysis on the eigenstructure of the corresponding extended symplectic pencil enables to identify a subspace in which all the solutions of the generalized discrete algebraic Riccati equation are coincident. This subspace is the key to derive a decomposition technique for the generalized Riccati difference equation. This decomposition isolates a “nilpotent” part, which converges to a steady-state solution in a finite number of steps, from another part that can be computed by iterating a reduced-order generalized Riccati difference equation.     

On the riccati difference equation of optimal control

Necessary and sufficient conditions for the existence of a stabilizing solution to the Riccati difference equation of quadratic optimal control are derived. The results are based on a recent spectral characterization of stabilizability which allow for the time-invariant derivation to go through mutatis mutandis. It is also shown that if the system's dynamics are antistable or observable, then the solution is positive-definite.     

Almost-periodic solutions for Riccati equations of stochastic control

We consider an average quadratic cost criteria for affine stochastic differential equations with almost-periodic coefficients. Under stabilizability and detectability conditions we show that the Riccati equation associated with the quadratic control problem has a unique almost-periodic solution. In the periodic case the corresponding result is proved in [4].     

A note on the regularity of solutions of infinite dimensional Riccati equations

This note is concerned with the regularity of solutions of algebraic Riccati equations arising from infinite dimensional LQR control problems. We show that distributed parameter systems described by certain parabolic partial differential equations often have a special structure that smooths solutions of the corresponding Riccati equation. This analysis is motivated by the need to find specific representations for Riccati operators that can be used in the development of computational schemes for problems where the input and output operators are not Hilbert-Schmidt. This situation occurs in many boundary control problems and in certain distributed control problems associated with optimal sensor/actuator placement.     

Accessibility of the matrix Riccati differential equation

A known result on the classification of transitive Lie group actions on complex Grassmann manifolds is exploited to derive a necessary and sufficient accessibility criterion for the complex matrix differential Riccati equation. We treat both cases, the symmetric as well as the non-symmetric Riccati equation. Corresponding accessibility results for the real Riccati equation are also available, but not stated here. An application to the accessibility of generalized double bracket flows is given. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Differential riccati equation for the active control of a problem in structural acoustics

In this paper, we provide results concerning the optimal feedback control of a system of partial differential equations which arises within the context of modeling a particular fluid/structure interaction seen in structural acoustics, this application being the primary motivation for our work. This system consists of two coupled PDEs exhibiting hyperbolic and parabolic characteristics, respectively, with the control action being modeled by a highly unbounded operator. We rigorously justify an optimal control theory for this class of problems and further characterize the optimal control through a suitable Riccati equation. This is achieved in part by exploiting recent techniques in the area of optimization of analytic systems with unbounded inputs, along with a local microanalysis of the hyperbolic part of the dynamics, an analysis which considers the propagation of singularities and optimal trace behavior of the solutions.Research partially supported by National Science Foundation Grant DMS #9504822 and Army Research Office Grant #35170-MA.     

Quadratic optimal control of stable well-posed linear systems

We consider the infinite horizon quadratic cost minimization problem for a stable time-invariant well-posed linear system in the sense of Salamon and Weiss, and show that it can be reduced to a spectral factorization problem in the control space. More precisely, we show that the optimal solution of the quadratic cost minimization problem is of static state feedback type if and only if a certain spectral factorization problem has a solution. If both the system and the spectral factor are regular, then the feedback operator can be expressed in terms of the Riccati operator, and the Riccati operator is a positive self-adjoint solution of an algebraic Riccati equation. This Riccati equation is similar to the usual algebraic Riccati equation, but one of its coefficients varies depending on the subspace in which the equation is posed. Similar results are true for unstable systems, as we have proved elsewhere.

     

Second order sufficient conditions and sensitivity analysis for the optimal control of a container crane under state constraints

Stability and sensitivity analysis of parametric control problems has recently been elaborated for optimal control problems subject to pure state constraints. This paper illustrates the numerical aspects of sensitivity analysis for a complex practical example: the optimal control of a container crane with a state constraint on the vertical velocity. The multiple shooting method is used to determine a nominal solution satisfying first order necessary conditions. Second order sufficient conditions are checked by showing that an associated Riccati equation has a bounded solution. Sensitivity differentials of optimal solutions an computed with respect to variations in the swing angle     

Conjugate points and shocks in nonlinear optimal control

We investigate characteristics of the Hamilton-Jacobi-Bellman
equation arising in nonlinear optimal control and their relationship with weak and strong local minima. This leads to an extension of the Jacobi conjugate points theory to the Bolza control problem. Necessary and sufficient optimality conditions for weak and strong local minima are stated in terms of the existence of a solution to a corresponding matrix Riccati differential equation.

     

The Infinite Time Quadratic Cost Control Problem for Distributed Systems with Unbounded Control Action

This paper studies the quadratic cost control problem, overan infinite time interval, for systems defined by integral equationsgiven in terms of semigroups. Conditions are imposed which allowunbounded control action to be considered. It is shown thatsolution to the problem leads to an integral Riccati equationwith unique solution. The integral Riccati equation may be differentiatedand conditions are given under which the differential Riccatiequation also has unique solution.     

Discrete-time Indefinite LQ Control with State and Control Dependent Noises

This paper deals with the discrete-time stochastic LQ problem involving state and control dependent noises, whereas the weighting matrices in the cost function are allowed to be indefinite. In this general setting, it is shown that the well-posedness and the attainability of the LQ problem are equivalent. Moreover, a generalized difference Riccati equation is introduced and it is proved that its solvability is necessary and sufficient for the existence of an optimal control which can be either of state feedback or open-loop form. Furthermore, the set of all optimal controls is identified in terms of the solution to the proposed difference Riccati equation.     

Stabilization of Linear Nonautonomous Systems with Norm-Bounded Controls

In this paper, we study the stabilization problem for a class of linear nonautonomous systems with norm-bounded controls. Using the Lyapunov function technique, we establish simple verifiable stabilizability conditions without solving any Riccati differential equation. Numerical examples are given to illustrate the results.Communicated by F. E. UdwadiaThis work was supported by the National Basic Program in Natural Sciences, Vietnam and by a Thailand Research Fund Grant. The authors thank the anonymous referees for valuable comments and remarks which have improved the paper.