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solutions - UBC Mechanical Engineering

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4. Solve the following continuous-time infinite-horizon LQR problem: (10pt)<br />

min<br />

u(·)<br />

∫ ∞<br />

0<br />

subject to<br />

(<br />

x<br />

2<br />

1 (t) + u 2 (t) ) dt,<br />

[<br />

ẋ1 (t)<br />

ẋ 2 (t)<br />

]<br />

=<br />

[ 0 1<br />

0 −1<br />

] [<br />

x1 (t)<br />

x 2 (t)<br />

] [ 0<br />

+<br />

1<br />

]<br />

u(t).<br />

Verify the stability of the closed-loop system.<br />

Algebraic Riccati equation:<br />

[ √ ] 3 1<br />

A T P + P A − P BR −1 B T P + Q = 0 ⇒ P = √ > 0<br />

1 3 − 1<br />

u(t) = −R −1 B T P x(t) = − [ 1<br />

√ 3 − 1 ] x(t)<br />

The closed-loop system is stable since<br />

A cl := A − BR −1 B T P =<br />

[ 0 1<br />

−1 − √ 3<br />

]<br />

3

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