1
2 SUD, S.K., BISWAS, K.K., and SINHA, A.K.: 'Stochastic state- variable model for a paper-machine headbox', ibid., 1977, 124, (12), pp. 1249-1254 3 RUTHERFORD, D.A.: 'Laboratory scale flowbox for a paper machine'. UMIST Control Systems Centre Report 197, 1972 4 ROSENBROCK, H.H.: 'An automatic method for finding the greatest and least value of a function', Comput. J., 1960, 3, pp. 175-84 5 KOPPEL, L.B.: 'Introduction to control theory' (Prentice Hall, 1968) 6 SHINSKEY, F.G.: 'Process control systems' (McGraw-Hill, 1979) 2ndedn 7 MACFARLANE, A.G.J.: 'Complex variable methods for linear multivariable systems' (Taylor & Francis, 1978) 8 MUNRO, N.: 'Design of modern control systems' (Peter Peregrinus 1982) 9 OWENS, D.: 'Feedback in multivariable systems' (Peter Peregrinus, 1978) Correspondence SINGULAR-PERTURBATION METHOD FOR DISCRETE MODELS OF CONTINUOUS SYSTEMS IN OPTIMAL CONTROL In paper 1399 D [IEE Proc. D, Control Theory & Appl., 1981, 128, (4), pp. 142-148], Rajagopalan and Naidu have proposed a method to derive the optimal control for a class of discrete models of singularly perturbed continuous systems. The method consists of two phases. In the first phase, a first-order foward difference is utilised to discretise the con- tinuous system and the associated performance index. In the second phase, a series solution is employed to obtain the optimal control (open- and closed-loop). This phase eventually depends on the validity of the formula (/ + £)-i = I -D (A) which corresponds to eqn. 11 of the paper, with D = BR' 1 B* P(k + 1), where P(k) is the unknown disrete Riccati matrix. It is well known [2] that eqn. A above is valid only if \\D\\ < 1 (B) Obviously, the condition of expr. B cannot be verified a priori since D comprises the Riccati matrix which is yet to be de- termined. Therefore, the results of Rajagopalan and Naidu's proposed method remain in doubt unless eqn. A with the specified D is proved to be true. Other formulas to expand eqn. A are available at present [B], however all of them contain terms of the form (E + F)" 1 where E and F are factors of the matrix D. This means that the difficulty encountered in eqn. 7 of the paper is still present and the standard form for the singularly perturbed matrix Riccati equations (eqns. 10a and b) cannot be obtained through the binomial expansion (eqn. 11) as claimed. MAGDI S. MAHMOUD 28th January 1982 Electrical Engineering Department Kuwait University PO Box 5969 Kuwait We thank Dr. M.S. Mahmoud for his interest in our paper. We are well aware of the implications of using eqn. A which corresponds to eqn. 11 of our paper. However, the following clarifications are given: (a) Eqn. A is valid only if the norm of D is less than unity. The matrix D contains the sampling interval T, which is assumed to be much less than the small parameter h. Under this assumption, the norm of D is less than unity, in most of the cases. If the norm condition is not satisfied, eqn. A cannot be used. (ft) It is commented that 'the condition of expr. B cannot be verified a priori since D comprises the Riccati matrix P(k + 1) which is yet to be determined'. It should be noted that the Riccati equation (eqn. 7) in our paper is solved backwards in the sense that, at every stage, P(k + 1) is known and P(k) is determined. Even to start with P(k f = k + 1) is given and hence the condition of expr. B can be verified a priori. (c) A way of resolving this problem is to use the well known formula for the inverse of a partitioned matrix [B]: l {F l -F 2 Fi l F 3 y l (C) Eqn. C again involves the matrix inversions but of reduced order. Further investigations have been successfully carried out using eqn. C, and the results will be reported soon [C]. P.K. RAJAGOPALAN D.S. NAIDU 4th January 1983 Department of Electrical Engineering Indian Institute of Technology Kharagpur-721302 India References A WILKINSON, J.H.: 'The Algebraic eigenvalue problem' (Clarendon Press, Oxford, 1965), pp. 60-61 B BAR-NESS, Y.: 'Solution of the discrete infinite-time, time-invariant regulator by the Euler equation', Int. J. Control, 1975, 22, pp. 4 9 - 56 C NAIDU, D.S., and RAO, A.K.: 'Singular perturbation analysis of the closed-loop discrete optimal control problem', IEE Proceedings (under consideration) DTC119D 136 IEE PROC, Vol. 130., Pt. D, No. 3. MAY 1983

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2 SUD, S.K., BISWAS, K.K., and SINHA, A.K.: 'Stochastic state-variable model for a paper-machine headbox', ibid., 1977, 124,(12), pp. 1249-1254

3 RUTHERFORD, D.A.: 'Laboratory scale flowbox for a papermachine'. UMIST Control Systems Centre Report 197, 1972

4 ROSENBROCK, H.H.: 'An automatic method for finding thegreatest and least value of a function', Comput. J., 1960, 3, pp.175-84

5 KOPPEL, L.B.: 'Introduction to control theory' (Prentice Hall,1968)

6 SHINSKEY, F.G.: 'Process control systems' (McGraw-Hill, 1979)2ndedn

7 MACFARLANE, A.G.J.: 'Complex variable methods for linearmultivariable systems' (Taylor & Francis, 1978)

8 MUNRO, N.: 'Design of modern control systems' (Peter Peregrinus1982)

9 OWENS, D.: 'Feedback in multivariable systems' (Peter Peregrinus,1978)

CorrespondenceSINGULAR-PERTURBATION METHOD FORDISCRETE MODELS OF CONTINUOUS SYSTEMSIN OPTIMAL CONTROLIn paper 1399 D [IEE Proc. D, Control Theory & Appl.,1981, 128, (4), pp. 142-148], Rajagopalan and Naidu haveproposed a method to derive the optimal control for a classof discrete models of singularly perturbed continuous systems.The method consists of two phases. In the first phase, afirst-order foward difference is utilised to discretise the con-tinuous system and the associated performance index. In thesecond phase, a series solution is employed to obtain theoptimal control (open- and closed-loop). This phase eventuallydepends on the validity of the formula

( / + £ ) - i = I -D (A)

which corresponds to eqn. 11 of the paper, with D = BR'1 B*P(k + 1), where P(k) is the unknown disrete Riccati matrix.It is well known [2] that eqn. A above is valid only if

\\D\\ < 1 (B)

Obviously, the condition of expr. B cannot be verified a priorisince D comprises the Riccati matrix which is yet to be de-termined. Therefore, the results of Rajagopalan and Naidu'sproposed method remain in doubt unless eqn. A with thespecified D is proved to be true. Other formulas to expandeqn. A are available at present [B], however all of themcontain terms of the form (E + F )" 1 where E and F arefactors of the matrix D. This means that the difficultyencountered in eqn. 7 of the paper is still present and thestandard form for the singularly perturbed matrix Riccatiequations (eqns. 10a and b) cannot be obtained throughthe binomial expansion (eqn. 11) as claimed.

MAGDI S. MAHMOUD28th January 1982

Electrical Engineering DepartmentKuwait UniversityPO Box 5969Kuwait

We thank Dr. M.S. Mahmoud for his interest in our paper.We are well aware of the implications of using eqn. A which

corresponds to eqn. 11 of our paper. However, the followingclarifications are given:

(a) Eqn. A is valid only if the norm of D is less than unity.The matrix D contains the sampling interval T, which isassumed to be much less than the small parameter h. Underthis assumption, the norm of D is less than unity, in most ofthe cases. If the norm condition is not satisfied, eqn. A cannotbe used.

(ft) It is commented that 'the condition of expr. B cannotbe verified a priori since D comprises the Riccati matrixP(k + 1) which is yet to be determined'. It should be notedthat the Riccati equation (eqn. 7) in our paper is solvedbackwards in the sense that, at every stage, P(k + 1) is knownand P(k) is determined. Even to start with P(kf = k + 1) isgiven and hence the condition of expr. B can be verified apriori.

(c) A way of resolving this problem is to use the wellknown formula for the inverse of a partitioned matrix [B]:

l {Fl-F2FilF3yl

(C)

Eqn. C again involves the matrix inversions but of reducedorder. Further investigations have been successfully carriedout using eqn. C, and the results will be reported soon [C].

P.K. RAJAGOPALAND.S. NAIDU

4th January 1983

Department of Electrical EngineeringIndian Institute of TechnologyKharagpur-721302India

ReferencesA WILKINSON, J.H.: 'The Algebraic eigenvalue problem' (Clarendon

Press, Oxford, 1965), pp. 60-61B BAR-NESS, Y.: 'Solution of the discrete infinite-time, time-invariant

regulator by the Euler equation', Int. J. Control, 1975, 22, pp. 4 9 -56

C NAIDU, D.S., and RAO, A.K.: 'Singular perturbation analysis ofthe closed-loop discrete optimal control problem', IEE Proceedings(under consideration)

DTC119D

136 IEE PROC, Vol. 130., Pt. D, No. 3. MAY 1983