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Controllability and Optimization: Lectures Held at the Department for Automation and Information September – October 1969 PDF

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INTERNATIONAL CENTRE FOR MECHANICAL SCIENCES C 0 U R S E S AND LECTURES - No. 17 -~ tr~ ~~... ~ ~ ~ -Vfl\i\f" ANGELO MARZOLLO UNIVERSITY OF TRIESTE CONTROLLABILITY AND OPTIMIZATION LECTURES HELD' AT THE DEPARTMENT FOR AUTOMATION AND INFORMATION SEPTEMBER - OCTOBER 1969 UDINE 1969 SPRINGER-VERLAG WIEN GMBH This work is subject to copyright. AII rights are reserved, whether the whole or part of the material is concemed specifically those of translation, reprinting, re-use of illustrations, broadcasting, reproduction by photocopying machine or similar means, and storage in data banka. © 1972 by Springer-Verlag Wien Originally published by Springer-Verlag Wien New York in 1972 ISBN 978-3-211-81123-8 ISBN 978-3-7091-2959-3 (eBook) DOI 10.1007/978-3-7091-2959-3 P r> e f a c e In Chapter> I of these Zectur>e notes functionaZ analysis methods wiZl be used to der>ive in detail the conditions of contr>ollability of continu ous Zinear> time-var>ying systems~ for> the case in which the contr>oZs ar>e bounded in nor>m by a given constant~ the time inter>vaZ is not only finite but aZso fixed~ and the contr>oZZabiZity is intended as the possibiZi ty of tr>ansfer>r>ing the state vector> fr>om one given point ~0 to an other> given point ! 1 of state space. These conditions ar>e both mor>e gener>aZ and someway of mor>e pr>acticaZ inter>est than the usuaZ contr>oZZabiZi ty conditions in which initiaZ and finaZ points~ as welZ as the time inter>vaZ~ ar>e fixed~ and the contr>oZs ar>e not nor>m-Zimited. Fr>om the contr>ollability conditions~ as exposed her>e~ it is easy to der>ive conditions of optimality (both in time and in nor>m)~ as it will be done in Chapter> II~ wher>e for> the special case of con tr>ols belonging to an Hilber>t space the completely expZicit for>m of optimaZ contr>oZs wiZZ be given. An exer>cize wiZZ cZar>ify some deZicate points of the th£ or>y~ par>ticuZar>Zy for> the case in which the system is not contr>oZZabZe in the usuaZ sense of the ter>m~ in which case time optimaZ contr>oZs may be not nor>m mi nimaL The main r>esult of Chapter> III is the formal solution of the problem of "controllability in the presence of noise"~ which is a problem analogous to the one of Chapter I~ but with noise present (and the point ~ 1 substituted with a given region A of the state space). Chapter I and II~ as weZZ as the first part of Chapter III are essentially an elaboration of Professor H.A. Antosiewiez's materiaZ~ already ap peared in [1] . Only the formal solution of the prob lem of controllability in the presence of noise~ which constitutes the second part of Chapter III~ is original; it should be pointed out~ however~ that the method and the main tool used (separation theorem for convex compact sets) were inspired by Professor Antosiewiez's idea for the solution of the controZla biZity probZem in the absence of noise. I wish to acknoZedge Dr. S. De JuZio for the very useful exchange of ideas on the materiaZ exposed in Chapter I and II; I wish also to thank CISM for the invitation to held this course and its students for their attention and heZpfuZ suggestions. AngeZo Marzollo Udine~ October 1969 Linear control systems 5 chapter 1 CONTROLLABILITY Let us consider a linear control system, described by a linear differential equation of the type ~= A(t)! +B(t)u. I (1) In I(l), and throughout these notes, x(t) is ann-component vector, A(t)is an n x n matrix and 'B (t) is an nx Ill matrix such that on the bounded interval K = [t0 , t1] the elements a~k(t) of A(t)are Lebesgue measurable and the elements b~/t) of B ( t) are Lebesgue integrable with their 9th power ( 1 :E q < oo ) , and ~ (t) is an m-component vector whose components are L-i~ tegrable with t h e1. r pth power ( ·~• ~p <oo ) on the same 1. nt erva l ,", Moreover, the class U of "admissible control functions" will consist for the moment of functions ~such that ~(t)~ Q a.e. in K , where Q is an appropriate convex compact set in the m dimensional space to which ~(t) belongs. Further requirements on U will be made later. As it is well known, given K • [t0, t1 J and any X E. R" , for each ~E. U the equation I(l) has ink -0 an unique (and absolutely continuous) solution ~(t), with ~ ( t )= 0 = ~ 0 , which is given by ft !!" ( t ) = v( t ) !: 0 + v( t ) v- -t ( ~) !:!- ( ~) d.t~ I ( 2) to where V (t) is the solution of the matrix equation 6 Reachable region d. V(t) --= A(t)V(t) d.t with initial value V ( t0) = I To stress the dependance of ~ on~· we shall sometimes write¥!!-(t) instead of ~(t). The initial time will always be understood to be t even when not explicitely mentioned. 0 Let us define as "region reachable X_ o " the set n. Rx ( K) of points !E'R such that ~!:!- given by I(2) in _o correspondence to an admissible control ~ is ! at t1 is therefore defined by U} R~JI<) = { !!! (t1) 1 y. E If we consider a non empty set ACR TI , the distance aA between the sets 'Rx ( k.) and A is defined as _o 4 lRx(K) AJ = ~nf d(x.~) 1 L 0 xt:R (K)uE:A - - !o J JL where d(x.~)is the usual Euclidean distance between the points :X and ~ of R . It is clear by the definition of Rx (K)that 0 the distance A is equal to the infimum I(3) which means that !l. is the infimum of the distance 0 from A of all admissible trajectories at t1 , starting from ! 0 • The Distance of solutions from the reachable region 7 first problem we are going to face is the following: does there exist in the stated hypothesis an admissible control function ~0 such that the corresponding infimum of I (3) is also a minimum? In other words, the question is whether there exists an admissible control ~0 such that the corresponding value of "!.:Y.o(t) at t has a minimal distance from A among all ~~(t1)1 ~ £ U 1 In Theorem 3 of this chapter it will be shown that the an- swer to this question is in the affirmative sense, and such an admissible control function exists. In the preliminary Theorems I 1 and I 2 the convexity and compactness of the reachable set 1\! (k) will be proved, under the already stated hypothesis on U . 0 These important properties of R~_o (k) are basic for the solu- tion of an other problem, this one of great practical importance: for sets A and classes U of special kind, is it possible to find conditions in order that the distance I(3) is zero or, in other words, in order that A is reachable at t 1 by an admiss- ible trajectory? With respect to this last problem, we shall consider J::!. to belong to specific linear normed spaces and con- sist of controls ~ bounded in norm by a given constant Q , and we shall consider A to be either the closed ball Af.. (~1) of radius f. around a given point ~1 , or the convex compact set A~ ( ~.,) which we shall define in chapter I II for treating the case of presence of noise as input, or to be simply a given 8 Convexity of the reachable region point ~1. Although this last case may be obviously considered as a particular case of the other ones, it will be treated first, and Theorem I,4 which will appear at the end of this chapter will give necessary and sufficent conditions on the system I(1), and on ~ 0 , ~ 1 , L< = [ t 0' t ~ , e for x1 to be reachable by an admissible trajectory. A generalization of Theorem I,4 will be given in Theorem I I I , 1 , where the case A = AE . (! 1) will be cons ide red, and the result will be reached with a slightly different proof, which could indeed be used also to prove Theorem I,4. The following Theorem I,1 and I,2 may be consider ed as preliminary and will be used also in Chapter 3. T he o r em I, 1 In the already stated hypothesis for system I(l) and admissible class U of controls, the set 'Rx ( k) is convex. -0 P r o o f From I(2), it is clear that the set 'R x ( k) is _o given by ft1 R!o(k) ={ V(t1);0 + V(t1) v-1(~) B(~) ~ (o) ol~ ~f. u} I to I (4) If we define the map 1\ ~from U to ~nas follows: Proof of convexity 9 ft 1 At<(~ao)• V(t1)V-1(~) B(~) Y:(~) d.-:> Vu. t U I ( 5) to we need to prove only that the set 1\ K (U) is convex, since and V (t1) '!o is a fixed point. To show that A.l< (U) is convex, suppose !;!. 1, and ~2. to be two arbitrary points of U , so that 1\ K (!:!-1) and A K (~2.) are two arbitrary points 1\I<(U). Then, for 0 E p. E 1 we have since the map 1\ k is obviously linear. Furthermore, since the functions Y:1, and Y:2. belong to U 1 ~1 (t) and !;!:2(t)belong to Q for t E k a.e., and by the convexity of Q also p. U. ( t ) + ( 1 - p. ) 1.\.2. ( t) belongs to Q for t € k a.e., and therefore )L ~1 + (1-p.) ~2 belongs to U. J [P. Hence AK ~1 + ( 1 - P.) ~ 2. belongs to 1\K(U) and 1\ K (U.) is convex, since 1\t<(\!oi) and 1\ K c~l) were arbitrary, and the proof is completed. Let us now take the usual Euclidean norm for the control vector U

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