Escolar Documentos
Profissional Documentos
Cultura Documentos
Dedication
Desineni Subbamma
and
Preface
Acknowledgments
This book has grown out of my lecture notes prepared over many years
of teaching at Indian Institute of Technology (IIT), Kharagpur, and
Idaho State University (ISU), Pocatello, Idaho. As such I am indebted
to many of my teachers and students. In recent years at ISU, there
are many people whom I would like to thank for their encouragement
and cooperation. First of all, I would like to thank late Dean Hary
Charyulu for his encouragement to graduate work and research which
kept me live in the area optimal control. Also, I would like to mention
a special person, Kevin Moore, whose encouragement and cooperation
made my stay at ISU a very pleasant and scholarly productive one for
many years during 1990-98. During the last few years, Dean Kunze
and Associate Dean Stue have been of great help in providing the
right atmosphere for teaching and research work.
Next, my students over the years were my best critics in providing
many helpful suggestions. Among the many, special mention must be
1 MATLAB and SIMULINK are registered trademarks of The Mathworks, Inc., Natick, MA,
USA.
ix
made about Martin Murillo, Yoshiko Imura and Keith Fisher who made
several suggestions to my manuscript. In particular, Craig Rieger (of
Idaho National Engineering and Environmental Laboratory (INEEL))
deserves special mention for having innite patience in writing and test-
ing programs in MATLAB c
to obtain analytical solutions to matrix
Riccati dierential and dierence equations.
The camera-ready copy of this book was prepared by the author
using LATEX of the PCTEX322 Version 4.0. The gures were drawn
using CorelDRAW3 and exported into LATEX document.
Several people at the publishing company CRC Press deserve men-
tion. Among them, special mention must be made about Nora Konopka,
Acquisition Editor, Electrical Engineering for her interest, understand-
ing and patience with me to see that this book project is completed.
Also, thanks are due to Michael Buso, Michelle Reyes, Helena Redshaw
and Judith Simon Kamin. I would like to make a special mention of
Sean Davey who helped me in many issues regarding LATEX and with-
out his extremely prompt response this book project would have been
delayed much longer. Any corrections and suggestions are welcome via
email to naiduds@isu.edu
Finally, it is my pleasant duty to thank my wife, Sita and my daugh-
ters, Radhika and Kiranmai who have been a great source of encour-
agement and cooperation throughout my academic life.
2L
AT
EX is a registered trademark of Personal TEX, Inc., Mill Valley, CA.
3 CorelDRAW is a registered trademark of Corel Corporation or Corel Corporation Limited.
x
ACKNOWLEDGMENTS
2. John Wiley for F. L. Lewis, Optimal Control, John Wiley & Sons,
Inc., New York, NY, 1986,
AUTHORS BIOGRAPHY
Desineni Subbaram Naidu received B.E. degree in Electrical Engineering
from Sri Venkateswara University, Tirupati, India, and M.Tech. and PhD
degrees in Control Systems Engineering, from Indian Institute of Technology
(IIT), Kharagpur, India. He held various positions with the Department of
Electrical Engineering at IIT. Dr. Naidu was a recipient of a Senior National
Research Council (NRC) Associateship of the National Academy of Sciences,
Washington, DC, tenable at NASA Langley Research Center, Hampton, Vir-
ginia, during 1985-87 and at the U. S. Air Force Research Laboratory (AFRL)
at Wright-Patterson Air Force Base (WPAFB), Ohio, during 1998-99. During
1987-90, he was an adjunct faculty member in the Department of Electrical
and Computer Engineering at Old Dominion University, Norfolk, Virginia.
Since August 1990, Dr. Naidu has been a professor at Idaho State University.
At present he is Director of the Measurement and Control Engineering Re-
search Center; Coordinator, Electrical Engineering program; and Associate
Dean of Graduate Studies in the College of Engineering, Idaho State Univer-
sity, Pocatello, Idaho.
Dr. Naidu has over 150 publications including a research monograph, Sin-
gular Perturbation Analysis of Discrete Control Systems, Lecture Notes in
Mathematics, Springer Verlag, Berlin, Germany, 1985; a book, Singular Per-
turbation Methodology in Control Systems, IEE Control Engineering Series,
Peter Peregrinus Limited, London, UK, 1988; and a research monograph enti-
tled, Aeroassisted Orbital Transfer: Guidance and Control Strategies, Lecture
Notes in Control and Information Sciences, Springer-Verlag, London, UK,
1994.
Dr. Naidu is (or has been) a member of the Editorial Boards of the IEEE
Transaction on Automatic Control, New York, (1993-99), the International
Journal of Robust and Nonlinear Control, John Wiley & Sons, New York, NY,
(1996-present), the International Journal of Control-Theory and Advanced
Technology (C-TAT), Tokyo, Japan (1992-1996), and a member of the Ed-
itorial Advisory Board of Mechatronics: The Science of Intelligent Machines,
An International Journal, Oxford, UK (1992-present).
Professor Naidu is an elected Fellow of The Institute of Electrical and Elec-
tronics Engineers (IEEE), a Fellow of World Innovation Foundation (WIF),
an Associate Fellow of the American Institute of Aeronautics and Astronautics
(AIAA) and a member of several other organizations such as SIAM, ASEE,
etc. Dr. Naidu was a recipient of the Idaho State University Outstanding
Researcher Award for 1993-94 and 1994-95 and the Distinguished Researcher
Award for 1994-95. Professor Naidus biography is listed (multiple years) in
Whos Who Among Americas Teachers, the Silver Anniversary 25th Edition
of WhoS Who In The West, Whos Who in Technology (WWT), and The
International Directory of Distinguished Leadership, and other biographical
sources.
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Contents
1 Introduction 1
1.1 Classical and Modern Control . . . . . . . . . . . . . . . 1
1.2 Optimization . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Optimal Control . . . . . . . . . . . . . . . . . . . . . . 6
1.3.1 Plant . . . . . . . . . . . . . . . . . . . . . . . . 6
1.3.2 Performance Index . . . . . . . . . . . . . . . . . 6
1.3.3 Constraints . . . . . . . . . . . . . . . . . . . . . 9
1.3.4 Formal Statement of Optimal Control System . . 9
1.4 Historical Tour . . . . . . . . . . . . . . . . . . . . . . . 11
1.4.1 Calculus of Variations . . . . . . . . . . . . . . . 11
1.4.2 Optimal Control Theory . . . . . . . . . . . . . . 13
1.5 About This Book . . . . . . . . . . . . . . . . . . . . . . 15
1.6 Chapter Overview . . . . . . . . . . . . . . . . . . . . . 16
1.7 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . 17
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xiv
References 415
Index 425
xviii
List of Figures
1.1 Classical Control Conguration . . . . . . . . . . . . . . 1
1.2 Modern Control Conguration . . . . . . . . . . . . . . 3
1.3 Components of a Modern Control System . . . . . . . . 4
1.4 Overview of Optimization . . . . . . . . . . . . . . . . . 5
1.5 Optimal Control Problem . . . . . . . . . . . . . . . . . 10
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