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HAL Id: hal-01091712

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Computation of time-optimal switchings for linear

systems with complex poles

Frédéric Grognard, Rodolphe Sepulchre

To cite this version:

Frédéric Grognard, Rodolphe Sepulchre. Computation of time-optimal switchings for linear systems

with complex poles. European Control Conference (ECC03), Sep 2003, Cambridge, United Kingdom.

�hal-01091712�

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linear systems with omplex poles F. Grognard y , R. Sepul hre y;z y

Center for Systems Engineering and Applied Me hani s,

Universite atholique de Louvain,

Av. G. Lema^tre, 4. B1348 Louvain-la-Neuve,

Phone: +32-10-472597. Fax +32-10-472180

grognardauto.u l.a .be

z

Institut Monte ore, B28

Universite de Liege,

B4000 Liege Sart-Tilman, Belgium.

r.sepul hreulg.a .be

Submitted as regular paper to the European Control

Conferen e 2003

Abstra t

The minimum-time bounded ontrol of linear systems is

generi- ally bang-bang and the number of swit hings does not ex eed the

dimension of the system if the eigenvalues of the system matrix are

real orif the initial onditionis suÆ iently loseto the target. This

paper extends the method of [8 ℄ for omputing the swit hing times

of time-optimal ontrollers to linear systems with omplexpoles and

demonstratesits appli ation on MPCs hemes.

Keywords: Time-optimal, bounded ontrol, MPC, bang-bang ontrol,

(3)

In this paper, we will onsider the problem of steering a solution from an

initial ondition z

0

to the origin forsingle-input linear systems

_

z =Az+bv (1)

subje t to the input onstraint

jvj1

where z 2 IR

n

, v 2 IR , and the pair (A;b) is ontrollable.

The orresponding stabilization problem has long been re ognized as a

signi antnonlinear ontrolproblem,so thatmany solutionshave been

pro-posed: anti-windups hemes, low-gain ontrollaws orModelPredi tive

Con-trol (MPC) s hemes.

The anti-windup s hemes are extensively used in industry but they are

often ad-ho and rarely propose stability proofs (though some an be found

in[10℄and [17℄). Low-gain ontrollawsprovideproofsof semiglobalstability

([11, 12, 16℄), but do so at the expense of performan e. MPC s hemes are

alsowidelyusedinindustry,buttheirappli ationdependsontheexisten eof

fast algorithmsfor the omputationof optimal ontrolproblems. In [2℄ and

[4℄, this problemisavoided by givinganexpli it formofthe MPC ontroller

whi h does not require the online omputation. Su h a ontroller annot

always be omputed, sothatone mustrelyonthe online omputationof the

solutionofoptimal ontrolproblems. Inthispaper, weareinterested insu h

an algorithm,wherethe ost tominimizeis the total time.

Themostnatural ontrolmethodforlinearsystemswith magnitude

on-straintistime-optimal ontrol,whi hiswellknowntobebang-bang,withthe

swit hings o uring onso alled \swit hing urves" in the state spa e. The

omputation of those urves is equivalent to omputing a feedba k ontrol

lawv



(z), and isuntra table forlarge systems.

Thispra ti allimitationimpliesthattheimplementationoftime-optimal

ontrolisbest a hieved throughthe omputationof open-loop ontrol. Also,

due tothe la kofrobustnessof open-loop ontrol, itissuggestedto losethe

loopby nesting this open-loop ontrol in an MPC s heme: every  units of

time, a time-optimal ontrol law v



(t) is numeri ally omputed online with

the urrent z(k) asinitial ondition, and this ontrollaw is appliedduring

 units of time;attime (k+1),the same ontrolproblemisre omputed,...

It is therefore important to design algorithms that an rapidly solve online

the optimal ontrol problem that is posed every  units of time. We fo us

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pute the time-optimal ontrol law v 

(t) for any given z

0

. Several

gradient-based iterative methods have been proposed. These gradient methods

typ-i ally iterate on the adjoint initial or nal state together with the time of

response (seeforinstan e [5,6,9,13℄, and,forasummaryof thosemethods,

[14℄). Itisknownthatthesemethodsare,ingeneral,sensitivetothe starting

ondition (initial guess) and have poor onvergen e properties.

In[8℄, wehavepresentedanalgorithmbasedonanotherapproa h: ituses

the bang-bang propertyof the time-optimal ontroller. Thealgorithmis

de-signed tooperatewhen the numberof swit hingsis less orequalton 1. It

sees the omputation of the time-optimal ontrol asthe omputationof the

optimalsequen eofswit hingtimes0=t

0 <t 1 ;<t n =T or,equivalently,

the optimal sequen e of time intervals x

1 = t 1 t 0 ;x 2 = t 2 t 1 ;:::;x n = t n t n 1

. In this paper, we onstru t ontinuous time-systems x_ = f(x)

whi h `produ e' the optimal sequen e x = (x

1 ;:::;x

n )

T

, in the sense that

they possess an isolated equilibrium at x = x and that this equilibrium is

asymptoti allystable. The main resultof [8℄shows that, when the

eigenval-ues of A are real, the time-optimal ontroller presents n 1 swit hings or

less, and underpropertime-s alede omposition,the semiglobal onvergen e

of solutions tothe desired equilibriumx=x an be enfor ed.

This paper will on entrate on the ase where the eigenvalues of A are

omplex. In Se tion 2, we indi ate a ase where the number of swit hings

of the time-optimal ontroller is n 1 or less. The algorithmand the main

onvergen e results are then given in Se tion 3. Finally we implement an

MPC s heme for a hange of orbit for a nonlinear model of a satellite in

Se tion 4. Con lusions are given in Se tion5.

2 Swit hings in time-optimal ontrollers

The solution of the time optimal ontrol problem

T  =minT s.t. z_ =Az+bv z(0)=z 0 z(T)=0 jv(t)j1 (TO)

has long been hara terized asa ni e appli ation of the Maximum Prin iple

[15℄. The time-optimal ontrolisbang-bang and the swit hing times are the

rootsof  (t) T b,where  (t)=e At  0

istheadjointresponseofthesystemfor

asuitableve tor

0

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swit hing times orrespond tothe roots of some (t) b istime-optimal(the

Maximum Prin ipleisne essary and suÆ ient [1℄). Theorem 1 employs this

propertyandProposition1to hara terizeasetofinitial onditionsthat an

besteered tothe originwithabang-bang ontrolthatinvolvesatmost n 1

swit hings.

Notation 1  Wewilldenote!

max

themaximumofthe imaginaryparts

of theeigenvaluesof A. When !

max =0, r !max denotes+1(forr>0).  Let T 2 IR +  . The set C  IR n

is the set of initial onditions z

0 that

are null- ontrollable. The set C(T)  C isthe set of initial onditions

z 0

that are null- ontrollable in time t T.

Proposition 1 [18℄ Let A 2 IR

nn

, b; 2 IR

n

with the pair (A;b)

on-trollable and  6= 0. The number N of roots of the exponential polynomial

P(t)=

T e

At

b inside the interval [0;T℄ satis es

N n 1+

T!

max



(2)

Proposition 1 thenresults in the followingtheorem:

Theorem 1 For any z

0

2 C(



!max

), there exists a unique bang-bang

on-troller whi h steers z(t) from z

0

to the origin with n 1 swit hings or less

andatotaltimeinferiororequalto



!max

. Moreover,thisbang-bang ontroller

is the solution of TO.

Proof: The fa t that z

0

2 C(



! max

) implies that there exists a solution to

TO with T    ! max

. This ontroller is unique, bang-bang and we willshow

that itswit hes atmostn 1times. Thisresultsfromthe oin iden eofthe

swit hing times of the optimal ontroller with the roots of 

 (0) T e At b and

from the bound on the number of roots of an exponential polynomial given

by Proposition1: (a) If T  <  ! max

, Proposition 1 indi ates that the number of roots of

P(t)=  (0) T e At

b inside the interval [0;T



℄ is inferior to areal

num-ber belonging to the interval [n 1;n 2). Be ause the number of

roots is an integer, the a tual upper bound is equal to n 1, so that

the numberof swit hings of v

 (t) is inferior orequal ton 1. (b) If T  =  !max

, the number of roots of P(t) inside the interval [0;T

 ℄ is

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numberof swit hings isalsobounded by n 1,orthe numberof roots

equals n. Inthis latter ase,one rootmustbeequalto0and oneother

equal toT



. Otherwise, one ould nd a smaller interval ontaining n

roots of P(t), whi h is in ontradi tion with (2). This indi ates that

only n 2 roots lie in the interior of the interval [0;T



℄, so that only

n 2a tual swit hings takepla e.

Wehavenowshowntheexisten eofabang-bang ontrollerwithn 1

swit h-ings or less and T 



!max

. Uniqueness is proven by showing that any su h

bang-bang ontroller is the unique solution of TO: let v(t) (t 2 [0;T℄) be

a bang-bang ontrol law that steers z(t) from z

0

to the origin with n 1

swit hings orless. Let t=t

j

(j =1;;N n 1) be the swit hing times.

(A) LetT <



! max

. IfN <n 1,then omplementthelistoft

j

withn 1 N

distin tvalueslargerorequaltoT (andsmallerthan



!max ,if!

max 6=0).

One an nd anontrivial

0 su h that T 0 e At j b=0(j =1;;n 1).

This means that the t

j

are the n 1 roots of 

T 0 e At b = 0 inside the interval [0;t n 1 ℄ of length inferior to  !max . From Proposition 1, we

know that no other root an be found inside this interval [0;t

n 1

℄, so

that v(t) and sign(

T

0 e

At j

b) have exa tly the same swit hing times.

It is then suÆ ient to pi k (0) = 

0

or 

0

to ensure that v(t) and

sign((0)

T e

At j

b) are identi al. As a onsequen e, v(t) is maximal,

whi h is suÆ ient for v(t) tobe optimalin the ase of TO. Therefore

v(t) is equalto the unique v

 (t).

(B) Let T =



!max

. We will ompare v(t) and v



(t) (whi h produ es the

solution z



(t)). Let t



1

be the rst swit hing time of v

 (t) and ~ t 1 = min(t 1 ;t  1

). Two ases then arise: either v(t) =v

 (t) or v(t) = v  (t) inthe interval[0; ~ t 1 ℄. Ifv(t)=v 

(t)inthe interval,thenz(

~ t 1 )=z  ( ~ t 1 ). The ontrol v(t)(t 2 [ ~ t 1 ;  ! max

℄) is then a bang-bang ontroller steering

z(t) from z(

~ t

1

) to the origin in a time smaller than



! max

, and with

n 1 swit hings or less. It is therefore optimal (see point (A)). By

optimality of subtraje tories of an optimal solution, the same an be

saidof v  (t),sothatv(t)=v  (t)fort 2[ ~ t 1 ;  ! max ℄. Finally,v(t)=v  (t) for t 2 [0;  ! max

℄, so that v(t) is solution of TO. In the ase where

v(t) = v  (t) in the interval [0; ~ t 1 ℄, it is lear that T  <  ! max (in the ase where T  =  ! max , v 

(t) and v(t) would be two di erent optimal

solutions, whi h is impossible). The result of (A) implies that v(t)

(t 2 [;



! max

℄)istime-optimalfromz()with anoptimaltime



! max

.

As  ! 0, this optimal time tends to

 ! max and z() tends to z 0 . By

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optimal time from z 0 should then be  !max , whi h is in ontradi tion

with the observation that wasmade (T

 <



!max ).

Wehavethen shown that any bang-bang ontroller withn 1swit hings or

less andT 



!max

thatsteers z(t)fromz

0

totheoriginistheunique solution

of TO. Su h a ontroller istherefore unique. 2

Asa onsequen eof thistheorem, wewillmakethe followingassumption

throughout this paper:

Assumption 1 Suppose that z

0

2 C(



!max ).

ItiseasilyseenthatC(



! max

)isa ompa tsetwiththeorigininitsinterior,

and whoseborder isthe minimum iso hrone orresponding tothe time T

 =



! max

. The set C(T) monotoni allyin reases as afun tion of T and tends to

C as T grows unbounded, whi h is alsothe ase of C(

 ! max ) as ! max goes to

0. Inthe limit,were overthe lassi alresult that thetime-optimal solution

involvesat most n 1 swit hings when all the eigenvalues of A are real.

Theorem 1 justi es the approa h that is taken in this paper: instead

of looking for a time-optimal ontroller, or for the initial ondition 



(0) of

the adjoint system as previous algorithmsdid, we look for a ontroller that

swit hesatmostn 1times. Ifthealgorithm onverges, Theorem1indi ates

that optimality an betested as follows:

OptimalityTest: If v(t) (t 2 [0;T℄) is a bang-bang ontroller that steers

z(t) from z

0

to 0 with n 1 swit hingsor less, and if T 



! max

, thenv(t)is

the time-optimal solution of TO.

3 An algorithm for the omputation of

bang-bang steering ontrols

Des ription of the algorithm

In the set C(



!max

), the sear h for the optimal ontrol an be restri ted to

the steering ontrols that are de ned by asequen e of n time intervalsx

i , t i t i 1

and the orresponding sequen e of onstant ontrolvalues u

i

. This

lassofpie ewise onstant ontrolsis hara terizedbyapairofve tors(x;u),

where x denotes the ve tor of time intervals and u denotes the ve tor of

ontrol values. The time-optimal solution is then de ned by (x;u), with

ju i

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0 z(t)=e At  z(0)+ Z t 0 e A bv()d  ;

it is seen that a ontrolde ned by the pair (x;u) will steer z

0

toz =0 if it

satis es the `steering equation'

(x)u = z

0

(3)

where the i-th olumnof the matrix  is

 (:;i) (x), Z t i t i 1 e A bd = Z P i k =1 x k P i 1 k =1 x k e A bd The equation (x)u = z 0

is the nonlinear equation to be solved to

deter-mine the optimal ontrol. In ontrast, (3)is linear in u and is easilysolved

for a given x. Denoting the open positive orthant O

+

n

, it an be seen that

(x) is regular inside the set K = fx 2 O

+ n j P n i=1 x i   !max g, so that a

unique solution u(x) = 

1 (x)z

0

of (3) exists for any x in K . A natural

lass of iterativemethodsthus onsistsin updatingthe timeintervalsve tor

x su has toenfor e onvergen e ofthe orresponding ontrolve tor u(x) to

a bang-bang sequen e of magnitudeju

i

j=1.

The heuristi s onsidered in [4℄ and [8℄ are the \de entralized"

adapta-tion of the ve tor x: if ju

i

(x)j is larger than one, in rease the length of the

orresponding time interval x

i

; if ju

i

(x)j is smaller than one, de rease the

length of the orresponding time intervalx

i .

In ontinuous-time, these heuristi s yieldthe de entralized adaptation

_ x i =f i (ju i (x)j 1)x i ; i=1;:::;n (4) where f i

shouldbea (smooth) s alarfun tion withitsimageinthe rst and

third quadrant and should only vanish at zero. x

i

multiplies f

i

in order to

guarantee the positive invarian e of the open positive orthant.

Convergen e

In[8℄,wehaveonly onsideredthe asewhere!

max

=0(onlyrealeigenvalues

for A)andprovided aglobalanalysisof the ontinuous-time system(4)with

thefun tionsf

i

sele tedassaturatedlinearfun tions,yieldingthealgorithm:

 i _ x i = sat M (ju i (x)j 1)x i ; i 2 f1;;ng; x i (0)>0 (5) With 0 <  n <<  n 1 <<  <<  1

, a time-s ale separation an be

en-for ed between thedi erentx

i

dynami s,andthedi erent ontrolvaluesju

i j

(9)

n

theorem of [8℄ an begeneralized tothe ase wherethe eigenvalues of A are

omplex and z 0 2 C(  !max ). Theorem 2 If z 0 2 C(  !max

), then the equilibrium set of

8 > < > : _ x 1 = sat(ju i (x)j 1)x i . . .  n _ x n = sat(ju n (x)j 1)x n (6) inside K = fx 2 O + n j P n i=1 x i   !max

g is non empty and is asymptoti ally

stable. It is exponentially stable if is a singleton.

Moreover,ifAonlyhas realnonpositiveeigenvalues,theregionof

attra -tionof in thepositiveorthantisenlargedatwillinO

+ n byproperseparation of the time-s ales  n = t  n ;; i = t  i

InTheorem2,numeri alsimulationssuggestthatthe regionofattra tion

of in ludesthe entire set K . However, atheoreti al hara terizationof the

basin of attra tion seems not immediate in the proof in [8℄. Extension of

the regionof attra tionofbeyond Kisnot feasiblebe auseofthe possible

singularity of (x) and the possible existen eof other equilibria outside K .

A natural way of initializingthe algorithm onsistsin taking allthe

ele-ments of x(0) very small. This almost ensures that x(0) belongs to K , and

that onvergen e to the desired equilibrium takes pla e. However,

onver-gen e tothe time-optimalsolution an onlybe he ked a posterioriby using

the Optimalitytest ofSe tion 2.

Implementation

We illustrate on Figure 1 the implementation of the algorithmon the

on-trolled harmoni os illator:

 _ z 1 = z 2 _ z 2 = z 1 +v jvj1 with z 0 = (1 1) T

, an initial ondition su h that the time-optimal solution

only presents one swit hing (x=(0:93051:5709)

T ).

In order to implement the algorithm, we need to dis retize it. The

sep-aration of the time-s ales results in a very sti set of di erential equations,

whose behavior an only be reprodu ed in dis rete time by taking a very

smalldis retization step. This results inslow onvergen e.

However, wehaveobserved thatthe algorithmisrobust toaredu tion of

the time-s ales separation (see [7℄). It tolerates that we take 

i

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taking pla e,but thephase-planeismodi ed( ompare thesolid lines,where

 1

=1 and 

2

=0:1, with the dotted lines, where

1

=

2

=1).

Withoutthe time-s alesseparation,the di erentialequationsarenotsti

anymore,sothatasimplelarge-stepEulerdis retizationgivesagood

approx-imation of the behavior of the ontinuous system ( ompare the dotted and

dash-dotted lines),and a very fast onvergen e (inthe example,the

equilib-rium isrea hedinless than ten stepsfor thefourinitial onditionsof Figure

1). The a tualalgorithmis then

x i (k+1)=x i (k)+Æ sat M (ju i (x(k))j 1)x i (k) fori 2 f1;;ng

where Æ is the dis retization step. We have shown in [7℄ that Æ needs to be

smaller than 1 to ensure invarian e of the positiveorthant. In the example,

we have taken  =0:5.

0

0.2

0.4

0.6

0.8

1

1.2

1.4

1.6

1.8

2

0

0.2

0.4

0.6

0.8

1

1.2

1.4

1.6

1.8

2

PSfrag repla ements x 1 x 2

Figure 1: Phase plane of the evolution of the algorithm for the ontrolled

harmoni os illator with z

0

=(1 1)

T

. The ontinuous algorithm with

time-s ales separation (solid line), without time-s ales separation (dotted-line),

and the dis retealgorithmwithouttime-s alesseparation (dash-dottedline)

are illustrated. The initial onditions for thealgorithmwhi hare illustrated

are: x 0 =(0:10:1) T ; x 0 =(0:12) T ; x 0 =(20:1) T ; x 0 =(22) T .

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From the omments on the initializationand the dis retization of our

algo-rithm,wesuggestthatx(0)bepi ked losetotheorigin,andthatalarge-step

Euler dis retization be employed. After several steps of the algorithm, if it

is onverging, the optimality test des ribed in Se tion 2 should be used to

verify if the result of our algorithm is a time-optimal solution. This test is

only suÆ ient for optimality so that, if the answer of the test is negative,

it does not totaly rule out the fa t that the result of the algorithm is the

time-optimal ontroller.

4 Time-optimal ontrol in a re eding horizon

s heme

In this se tion, the appli ation of re eding horizon based on time-optimal

ontrol and saturated linear ontrol applied to a nonlinear model of an

or-biting satellite are ompared.

Letus onsidertheorbitaltransferproblemforasatellitehavinga ir ular

orbit aroundthe earth. We onsider that the targetisa geostationaryorbit.

It evolves 36000km above the earth, and itsrevolution takes 24hours. The

mass of the satellite isestimated at2000 kg and the maximal thrust(in the

dire tion of the tangent to the orbit) amounts to 2N. We suppose that the

satellite startsits journey 400 kmbelowthe targetgeostationary orbit. The

dynami s of this satellite are:

  r = ! 2 r k r 2 _ ! = 2!r_ r + v mr

where r is the distan e of the satellite to the enter of the earth, ! is its

angular velo ity, and v is the tangential thrust [3℄. The onstant m is the

mass of the satellite and k = 3:9851:10

14 m

3 =s

2

is known. The equilibrium

of motion of a geostationary satellite satis es ! =

2

86400

= 7:272 10

5 rad=s

and r=42238km (radius of the earth+36000 km). In order to apply

time-optimal ontrol,we omputethelinearizationofthesystemaroundthetarget

equilibrium of motion and hose the variables like in [3℄: (z

1 ;z 2 ;z 3 ) =(r 

r;r;_ (! !) r). This resultsin the linearized system

_ z = 0  0 1 0 3! 2 0 2! 0 2! 0 0 1 A z+ 0  0 0 1 m 1 A v

whi hhasitspolein0and!i. Wehaveshownthatatime-optimalsolution

that takesless than T =



 !

(12)

is time-optimal). Our algorithm an ompute a bang-bang orbital transfer

for the linear model if T  12h: the ontrol value +2 is applied during

x 1

= 13953 se onds, followed by 2 during x

2

= 14405 se onds and +2

during x

3

=14475 se onds. The transfer takes 42833 se onds, that is lose

to, but smaller than 12 hours. The Optimality test of Se tion 2 indi ates

that this bang-bang ontrol is time-optimal for the linearized model. If we

apply this strategy on the nonlinear model in open-loop, the nonlinearities

prevent the transferfrom being exa tly a hieved.

In order to ompensate for the nonlinearities,a re eding horizon s heme

an beused: thetime-optimalstrategy(basedonthe linearmodel)is

re om-puted every ten minutes. However, the omputed ontrol lawis not applied

to the system as is. Indeed, on e the rst time-interval is elapsed, the

so-lution x of the time-optimal ontrol problem ontains one value x

i

, whi h

is very small. Due to the nonlinearities, this value x

i

is not exa tly zero.

Moreover, it an o ur that i = 1, that is the solution of the time-optimal

ontrolproblemstarts with u=+2for a very short time,and then swit hes

to u = 2 for a long time. As this phenomenon an o ur at ea h step of

the Re eding Horizon S heme, the ontrol law will present uselessly many

swit hings. We have eliminated this problem by ignoring the time intervals

that are smaller than ten minutes, so that, if x

1

<600s, the orresponding

ontrol is not applied. It is apparent on Figure 2 that this strategy leads

to an exa t transfer from one orbit to the other. This transfer takes 44400

se onds, that is a littlebit more than twelve hours. It presents more than

twoswit hingsbe ause the\errors"introdu edbythe nonlinearitiesneed to

be ompensated for along the way. Basi ally, the ontrol law is lose to a

stri tbang-bang ontrolwithtwoswit hings: the ontrolvalue+2isapplied

during 13800 se onds, followed by 2 during 16200 se onds and +2 during

14400se onds. However,the ompensationofthenonlinearitiesimpliesthree

o urren es of u =+2 during the se ond time interval, and one o urren e

of u= 2 duringthe third interval.

Asaturated linear ontroller isbuiltfor omparison. We hoose toapply

the design presented in [16℄: a family of Ri ati-based ontrollers is built,

and a ontroller that does not saturate along the solution is hosen, so that

onvergen etotheoriginisnotpreventedbythesaturation. Inordertohave

a balan ed onvergen e to the origin, we res ale the variables of the linear

systems. Indeed, we have z

1 (0)= 400000 and z 3 (0)=44:1555. Therefore, we de ne w 1 = z 1 =400000, w 3 = z 2 =44:1555, and w 2 = z 3 =60 (based on

the observation made onthe time-optimalsolution). Su h anapproa hwith

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0

1

2

3

4

5

x 10

4

3.54

3.55

3.56

3.57

3.58

3.59

3.6

x 10

4

0

1

2

3

4

5

x 10

4

−20

0

20

40

60

80

0

1

2

3

4

5

x 10

4

7.2

7.25

7.3

7.35

7.4

x 10

−5

0

1

2

3

4

5

x 10

4

−2

−1

0

1

2

PSfrag repla ements r r_ ! v

Figure 2: Orbital transfer using a re eding horizon strategy (solid line) ora

saturated linear ontroller (dash-dottedline)

following ontroller, whi h does not saturate along the solution

u= sat(2:180510 5 z 1 +0:0474z 2 +0:1677z 3 ) (7)

Byessen e, this ontroldesignleads to ontrollerswith in nitegain-margin.

Therefore, we an repla e(7)by

u= sat(k(1:85310 5 z 1 +0:0341z 2 +0:1409z 3 )) (8)

with k > 1. This will make better use of the available a tuation, and still

ensure stability in approximately the same region (we have taken k = 10).

On Figure 2, it appears that the linear ontroller leads to a mu h slower

onvergen e than the time-optimal one. It does not su eed in reprodu ing

the two swit hings. The rst one is present (though early), but the se ond

one is smoothed out.

Not surprisingly, the in lusion of the time-optimal ontroller inside an

MPCloopyieldsimproveperforman ewith respe t towhat isobtainedwith

(14)

In this paper, we have proposed an algorithm that omputes time-optimal

swit hingsforlinearsystemswith omplexpoles. Theanalysisextends

previ-ous resultsrestri ted tothe ase ofreal poles. Fastalgorithmsthat ompute

boundedsteering ontrolsareofinterestfortheonline al ulationofbounded

stabilizingfeedba ks. The utilizationof our algorithmin are eding horizon

ontrolimplementation has been illustrated onasatellite example.

Referen es

[1℄ Athans, M., Falb, P.L.(1966), Optimal Control. An introdu tion to the

theory and its appli ations, M Graw-Hill,New York.

[2℄ Bemporad A., Morari M., Dua V., Pistikopoulos E.N.(2001), "The

Ex-pli it Linear Quadrati Regulatorfor ConstrainedSystems", Te h.

Re-portAUT99-16,ETH, submitted toAutomati a.

[3℄ Bro kett R., \Finite dimensional linear systems," John Wiley & Sons,

1970.

[4℄ De Dona, J.A. (2000), Input Constrained Linear Control, PhD. thesis,

The University of New astle, Australia.

[5℄ Fadden,E.J., Gilbert E.G. (1964),\Computational aspe ts of the time

optimal ontrolproblem," in A.V.Balakrishnan &L.W.Neustadt, eds,

\ComputingMethodsinOptimizationProblems,"A ademi Press,New

York.

[6℄ Gilbert E.G. (1964), \The appli ation of hybrid omputers to the

it-erative solution of optimal ontrol problems, in A.V. Balakrishnan &

L.W. Neustadt, eds, \Computing Methods inOptimization Problems,"

A ademi Press, New York, pp. 261-284.

[7℄ GrognardF.(2001),\Controlof onstrainedsystems: losed-loop,

open-loop and hybrid solutions," PhD Thesis, Universit Catholique de

Lou-vain, Belgium.

[8℄ GrognardF.,Sepul hreR.(2001),"Globalstabilityofa ontinuous-time

ow whi h omputes time-optimal swit hings", 40th IEEE Conferen e

(15)

trolsystemssubje ttoinputsaturation,"Journal ofBasi Engineering,

Transa tions of ASME, 84D, 33-40.

[10℄ Kapoor N., Teel A., Daoutidis P. (1996), \On

anti-integrator-windup and globalasymptoti stability",Pro eedings13th IFAC World

Congress,San Fran is o, D, pp. 67-72.

[11℄ Lin Z.,Saberi A.(1993),\Semiglobal exponentialstabilizationof linear

systems subje t to input saturation via linear feedba ks", Systems &

Control Letters, 21, no. 3, pp. 225-239.

[12℄ Megretski A. (1996),\L

2

BIBO outputfeedba k stabilization with

sat-urated ontrol",Pro eedings13th IFACWorld Congress,San Fran is o,

D, pp. 435-440.

[13℄ Neustadt, L.W. (1960), \Synthesizing time-optimal ontrol systems,"

Journal of Mathemati al Analysis and Appli ations, 1, pp. 464-493.

[14℄ Plant,J.B.(1968),Some iterative solutions in optimal ontrol, Resear h

Monograph No 44, The M.I.T.Press, Cambridge, Massa hussets.

[15℄ Pontryagin, L.S., Boltyanskii, V., Gamkrelidze, R., Mis henko, E.

(1962), The Mathemati al Theory of Optimal Pro esses, Inters ien e

Publishers, In ., New York.

[16℄ SaberiA., LinZ., TeelA. (1996),\Control of LinearSystems with

Sat-urating A tuators", IEEE Trans.on Automati Control, 41, no. 3, pp.

368-378.

[17℄ TeelA.(1999),\Anti-windupforexponentiallyunstablelinearsystems,"

International Journal of Robust and Nonlinear Control, 9, no. 10, pp.

701-716.

[18℄ Voorhoeve,M. (1976),\On the os illationof exponential polynomials,"

Figure

Figure 1: Phase plane of the evolution of the algorithm for the ontrolled
Figure 2: Orbital transfer using a reeding horizon strategy (solid line) or a

Références

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