solutions - UBC Mechanical Engineering
solutions - UBC Mechanical Engineering
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