0

So I'm studying a control subject and the teacher asked a question about optimization that I got really interested. We studied that for some performance index

$$J=\int_{0}^{\infty}[\vec{x}^TQ\vec{x}+\vec{u}^TR\vec{u}]dt$$

We can give some weight for the $\vec{x}$ and $\vec{u}$ term giving different values to $Q$ and $R$. Taking that $R=I$, we can minimize the position value by using $$Q=\begin{pmatrix} 1 & 0 \\ 0 & 0 \\ \end{pmatrix} $$ Which gives $J=\int_{0}^{\infty}[x^2+u^2]dt$, or the velocity by $$Q=\begin{pmatrix} 0 & 0 \\ 0 & 1 \\ \end{pmatrix} $$

Which gives $J=\int_{0}^{\infty}[\dot{x}^2+u^2]dt$. Until now it's fine, but we were asked what value of $Q$ we would need if we wanted to minimize the acceleration $\ddot{x}$ so we get $J=\int_{0}^{\infty}[\ddot{x}^2+u^2]dt$.

My guess was analyzing it for a mass, spring and dumper system such as: $$\dot{\begin{pmatrix} x \\ \dot{x} \\ \end{pmatrix}}= \begin{pmatrix} 0 & 1\\ \omega_n^2 & 2\zeta\omega_n \\ \end{pmatrix}\begin{pmatrix} x \\ \dot{x} \\ \end{pmatrix}+\begin{pmatrix} 0 \\ \frac{1}{m} \\ \end{pmatrix}u $$

So, knowing that $\ddot{x}=\omega_n^2x+2\zeta\omega_n\dot{x}+u/m$, then $$\ddot{x}^2=\omega_n^4x^2+4\zeta^2\omega_n^2\dot{x}^2+u^2/m^2+4\omega_n^3\zeta\dot{x}x+4\omega_n\zeta\dot{x}u/m+2\omega_n^2ux/m$$

But in this expression there are crossed terms with $u,x$ and $u,\dot{x}$, so I thought that the only way would be to add another term to the performance index such as $$J=\int_{0}^{\infty}[\vec{x}^TQ\vec{x}+\vec{u}^TR\vec{u}+\vec{x}^TT\vec{u}]dt$$

or

$$J=\int_{0}^{\infty}[\vec{x}^TQ\vec{x}+\vec{u}^TR\vec{u}+\vec{u}^TT\vec{x}]dt$$

Would this be correct? or is done by another way? (I'm a bit new to this)

  • 1
    Cross term costs are allowed in the general LQR rule. The reason they are commonly omitted is that there is no direct, general reason why to include them. This is usually due to a lack of physical meaning behind it. The cost function seems to be correct. – Petrus1904 Oct 11 '21 at 14:59
  • Then is it possible to add a term as I did in the performance Index to be able to express the acceleration? – Alberto De Celis Romero Oct 12 '21 at 06:20
  • Yes, this is actually described in both terms: $u^TTx + x^TTu$, but as these compute the exact same value, it is often just denoted as $u^TNx$, where $N=2T$. – Petrus1904 Oct 12 '21 at 17:02
  • I see! Thank you very much for your help! – Alberto De Celis Romero Oct 12 '21 at 23:46

0 Answers0