東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ...

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Transcript of 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ...

Page 1: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

!"#$%&'()

!"#"*$%&+,-%&./0

$123456789:;<=>?@%&./0-ABC7DEFGHI-DJHKILMNO;PQ345

6D:;<=>?7RSTUVMWXO;Y-OZ[\U,@]A^_`,abD7EFMcd@eAZA

^K%&'()D:;fghi7jBM;<=>?7kl@%&+,7%&'(mD7nk--opHK

fghi$%&+,7qH'(m7rs

t*uvw7xy

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�(D|7{M����D�WGH�M:�7jB�~��@GL�jADJ�B�KtI7�p:���M

:�o�DJHKG���;��~�D{@S�O;JH��D����M� ¡pH¢£¢£34-�

HKu

fgh¤${(@���(DnkGH

$I7<=>?7¥k./0:;

m x =F ! x = F m

= f (3.1)

DJHKIID;¦-x @¦i§¨¦

¤-©EOZ�%&+,�-ª«I-MOjBKGH-;

x = x1

x2

(3.2)

�H�%&+,¬­®¯�:;I7°7JH±-²7%&@³OZAHI-M�HK

$xy7��:;°7´,zµDJH�o;%&+,µ¶@]AZ°7·k@¸¹MEFGHI-zDlHK

Page 2: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

{(7nk:µ´º7%&'(m7µ�(7nk;G���;

x (0) = 0

0

" x (T) = L

0

(3.3)

--opHI-zDlHK

$}^;

dx1

dt = x2 , dx2

dt = f (3.4), (3.5)

-AB%&+,7*»¼½¾¿./0@�%&./0�-ABKI7°7kl:;0ÀghÁ§ÀghÃÂMÄ��Å

L��o�AK�:34RT+,D;Æ7ÇÈMjÉZ°7kl@34GHI-zDlHK

$ÊËM:;%&./0:;

dx

dt = f (x, u ) (3.6)

-EFÌLHK¦z%&+,DJ ;Íz34RT+,DJHK

$%&'():;iÎÏÐÑÒMDl^ÓOAÔÕDJ ;֯ףØÙ¯ÚDÛÜ�֯ףzcd@²ÝÉ

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HK

$PQ34789-;1234789@ëì�©MGH-íî7jBM�HK

$�e;Æ7ïMðñ^ÓOAòó:;

-}-ôHI-zDlHK�õ=®1234�:�ÓOA1234�DJHK

tµuö÷ø%&./0

$%&./0@öùMÊË�MúÅ�;

dx

dt = f (x, u ) (3.7)

y = g (x, u ) (3.8)

DJHKµûX70ÀghüÂ:ST./0-ª�LH;ýþÿ!­=@C^�A"��UV0DJHK#@ST

+,-ABK

$ILo@¿$OZúÅ�;

x1 = f1(x1, x2, , xn,u1, , um)

x2 = f2(x1, x2, , xn,u1, , um)

xn = fn(x1, x2, , xn,u1, , um)

(3.9)

Page 3: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

y1 = g1(x1, x2, , xn,u1, , um)

y2 = g2(x1, x2, , xn,u1, , um)

yl = gl (x1, x2, , xn,u1, , um)

(3.10)

DJHK

$-I�D;%&./0:¦MUGH*»7¾¿./0DJHz;µ»í%7¾¿zSZl^��M:;ÓO

A%&+,@qL�jAK^-p�;

x + a1x + a0x = u (3.11)

y = b1x + b0x (3.12)

-ABµ»7¾¿./0D©�ÌLH°D:;¦&¦i;x &¦

¤-GL�jA7DJHK

t#u÷ø%&./0

$ÌZ;'(�L�L:;I7%&./0@÷øM�ÉZ)ZAÝI-MGHK

x = Ax + Bu (3.13)

y = Cx + Du (3.14)

IL@÷ø%&./0-ABKIL:;ÊË7ö÷ø<=>?MeÅH;JHkq�}� 7*k<=>?D

JH-+pL�;

A = #f

#x , B =

#f

#u , C =

#g

#x , D =

#g

#u (3.15)

-OZ,oLHK-7m.@/0�MúÝ-;

A =

#f1

#x1

#f1

#x2

#f1

#xn

#f2

#x1

#f2

#xn

#fn-1

#xn

#fn

#x1

#fn

#xn-1

#fn

#xn

(3.16)

-�HK1;2;3Cå4DJHK

$÷ø%&./0;ST./07;¬­®¯ã5677þ8:íî79 DJHK

Page 4: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

= +x

Ax

Bu

.

n

n m

m

= +y C x D u

n m

lm

fghg$÷ø%&./07×®:­=7þ8

$I7%&./0©1@;<=­fDúA^7zfghÁDJHK>?7-I�;RTÍzRÉZST#zSZA

H<=>?DJHI-M:+� z�AKÆ7ê@@%&+,-ABC7@AÉZBCMúA^DÅDJH-

ABI-zEZ-LHDJ�BKF:ìG56DJHK^DO;ÍC#C¬­®¯D:JHK

$}^;RTÍzRÉZST#zSH7DJH�o;±-²±-²7RT�o¹H7STI7[\U,@JKL

�;RSTUV@©1GHI-zDlHKIL:;[\U,56-�HK

fghÁ$÷ø%&./07;<=­f©1

fghÃ$[\U,56-7NL

!"#"µ$%&./0-[\U,-7MN+O

$fghÁ7%&./0©1-;fghÃ7[\U,56-:MNM+OPQDJHK

Page 5: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

t*u%&./0�o[\U,I7+O

$%&./0�o[\U,I7+O:ëìDJHK}R;%&./0;

x(t) = Ax(t) + Bu(t) (3.17)

y(t) = Cx(t) + Du(t) (3.18)

@STS=+OGHK

sX(s) = AX(s) + BU(s) (3.19)

Y (s) = CX (s) + DU(s) (3.20)

0ÀghiÎÂj ;

(sI - A)X(s) = BU(s)

! X(s) = (sI - A)-1

BU(s)

(3.21)

0Àgh¤ÐÂM2ROZ;

Y(s) = C (sI - A)-1

BU(s) + DU(s)

= C (sI - A)-1

B + D U(s)

(3.22)

-�H�o;[\U,56:;

G(s) = C (sI - A)-1

B +D (3.23)

-�HK

$xy@±-²³GK

x1

x2

= 2 3

4 5

x1

x2

+ 1

0

u

y = 6 7 x1

x2

(3.24)

7-l;[\U,56¨UÀVÂ&WÀVÂXYÀVÂtI7��:=ÖSu@C-ôZEjBK

G(s) = 6 7 s 0

0 s

- 2 3

4 5

-1

1

0

= 6s - 2

s 2 - 7s - 2

(3.25)

-�HK

$´M;fghÏ7�ó7Z[\ZÚ@+pZEjBK

Page 6: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

fghÏ$�ó7Z[\ZÚ-Æ7;<=­f

$I7°7%&+,:;

x = i $ T (3.26)

$RT:;

u = e TL T (3.27)

$ST:;

y = x = i $ T (3.28)

-OjBK]':^_:`aRTDJÉZ34RTD:�Az;IID:[\U,56@bôHDÅD�o}-

ôZRT-OZcÉZeÝK}R;;<=­÷f�o%&./0M�GKÆ7^ôM:;de7fg��h�

7UV@úlîh�jÝ;

e -% $ = (R +sL) i

= Ri +L i

! i = - R

L i -

%

L $ + 1

L e

(3.29)

%i + TL = (Js + B)$

= J $ +B$

! $ = %

J i - B

J $ + 1

J TL

(3.30)

$ÄÉZ;%&./0:;

i

$

= - R

L- %

L%

J- B

J

i

$ +

1

L0

0 1

J

e

TL

(3.31)

-�HKÌZ;IB�ÉZO}p�;[\U,56ti-^_�oj-$}D7!²7[\U,u;

Page 7: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

I(s)

& (s)

= G1 1(s) G1 2(s)

G2 1(s) G2 2(s)

E(s)

TL(s) (3.32)

:kl�MbôHI-zDlH7DJHK;<=­f7+O��@5ÉZʲR²bôH7MmKL�;:H

�Mn(C(éACè�ADJ�BK

tµu[\U,�o%&./0I7+O

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poLH-[\U,56:ÊrMbôoLHz;sM;JHUÀVÂ@qpZC;ÆL@æ1GH-§¨1§¨2§¨37o

E:t�MuvGHK

$Æ7B�;�L�L:Aݲ�7wxø@xyOZe ;IL@]AZ©1GHI-zzAK

*"P34wxøt{|}~�|�����i¨{�}|}j{��¨�|��u

µ"P��wxøt|�Vi�����i¨{�}|}j{��¨�|��u

#"N�wxø$t�j��|}��¨{�}|}j{��¨�|��u

!"��øæ1$t����}{i�¨�i��j��~j|}u$$$$$$$$$$$$$��zJHK

�P34wxøMjHæ1

$xy@]AZ;P34wxøMjHæ1@bôZEjBK

G(s) = Y(s)

U(s) =

10(s+4)

s(s+1)(s+2)(3.33)

-AB[\U,D©ÌLH°7%&./0©1@bôjBK0ÀghggÂ�o;

U(s)

s(s+1)(s+2) =

Y(s)

10(s+4) = X(s) (3.34)

-�HK�ÀVÂ-ABê(+,@qÉZAHz;IL:%&+,MM'GHK

U(s)

s(s+1)(s+2) = X(s) (3.35)

j ;

s 3X(s)+3s2X(s)+2sX(s) = U(s)

! sX3(s) = -2X2(s) -sX3(s) + U(s)

(3.36)

^DO;�ÀVÂ&�iÀVÂ-O;

sX1(s) = X2(s)

sX2(s) = X3(s)

(3.37)

(3.38)

-eAZAHKÊ.;

Y(s)

10(s+4) = X(s) (3.39)

�o:;

Page 8: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

Y(s) = 40X(s) + 10sX(s)

= 40X1(s) + 10X2(s)

(3.40)

@,HK0Àghg�§¨Àghgü§¨ÀghgÏÂ@�(abM�h�;

x1 = x2

x2 = x3

x3 = - 2x2 - 3x3 +u

(3.41)

y = 40x1+10x2 (3.42)

-� ;×®:­=D©1GL�;

x =

0 1 0

0 0 1

0 -2 -3

x +

0

0

1

u (3.43)

y = 40 10 0 x (3.44)

-�HKIID;<=>?56�î57tЧ�¤§�gu7J�:[\U,7¿�M;ST./07tÁЧ¨ iЧ¨

Ðu7J�:¿�M��OZAHKILz�P34wxø�MjHæ1DJHK

$I7xy�o��OZ;CBèOÊË��øD)ZEjBK

G(s) = Y(s)

U(s) =

bn-1sn-1 + bn-2s

n-2 + + b1s + b0

s n + an-1sn-1 + + a1s + a0

(3.45)

7P34wxøMjH%&./0©1:;

x =

0 1

0 1 0

0

0 1

-a2 -a1 -an-2 -an-1

x +

0

0

0

0

0

1

u (3.46)

y = b0 b1 b2 bn-1 x (3.47)

$IID;qp^[\U,UÀVÂ:;¿�7´,z¿�7´,j �R�lA���MT<�ZtV~�j{~�#¨

��|�i�u��[\U,DJHKCO��7´,zåñ��@�G-GL�;UÀVÂ:�T<�Zt��|�i�u�D

JH-ABKUÀVÂz��MT<�ZD�A;G���;¿�M�}V}7 zJH��:;¿�@*¡¿�D¢É

^£�}@]AZ;ST./0ÀghÁ�ÂM¤�

}Í@¥~GL�jAK¢É^¦ :��MT<�Z-�H7D;I

IDFK^.)Dæ1GL�jAK

Page 9: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

�P��wxø

$P��wxø:;P34wxøD,oL^t-§¨1§¨2u7oE

x = Ax + bu (3.48)

y = c Tx (3.49)

t^DO;*RT*ST°-OZAHKu

MNOZ;

x = ATx + c Tu (3.50)

y = bTx (3.51)

-OZbôHI-zDlHK

�N�wxø

$Êx@³OZeIBK§¨�-åñ,©xDJHz;ª�:¿�7«,¿$@AÉZ¬­GHK

G(s) = Y(s)

U(s) =

10(s+4)

s(s+1)(s+2)

= 20s

- 30

s+1 + 10

s+2

(3.52)

®pM;

Y(s) = 20s

U(s) - 30

s+1U(s) + 10

s+2U(s)

' 20X1(s) - 30X2(s) + 10 X3(s)

(3.53)

IID;

X1(s) = U(s)/s

X2(s) = U(s)/(s+1)

X3(s) = U(s)/(s+2)

(3.54)

-eAZAHKÄÉZ;�(´ºMGL�;

x1 = u

x2 = -x2 + u

x3 = -2x3 + u

(3.55)

y = 20x1 - 30x2 + 10x3 (3.56)

$×®:­=©1GH-;

x =

0 0 0

0 -1 1

0 0 -2

x +

1

1

1

u

(3.57)

y = 20 -30 10 x (3.58)

-�HK<=>?567N�¯°M:<=>?7±zJ«KCO;f±zJH��:Ჯý£�;<=­-

ABèO³´�øM�HK

Page 10: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

���øæ1

$æ1):I7µMCA�A�JHKÛ�¶·7×þ¸£D34¹@æ1O^ GH-lã;àÙáÚ¯ØÙ

¯Ú@æ1O^ GH-lM:;DlHDź�»¼½7¾¿@è�ÝO^AI-zjÝJHKÆ7jB�-

lMÛÀ�æ1)-OZ��øæ1zÁoLZAHz;]ú7¬¯@ÃpH7DÄÅGHK%&+,7Æ�

.MjÉZ;æ1):t�MJHI-DÅÇÈOZeAZ¨OAK

!"#"#$%&./07cd�ÉÊ

$IID:%&./07c]ÁÈ@ëìMË�OZeÝK

t*uÌn56

$%&+,7ÍΩz¦ÀÐÂDqpoLH-l;=ÖSZ7¾¿./07$7���o;%&./0

x = Ax + Bu (3.59)

7$:;

x(t) = eAtx(0) + eA(t-()Bu(()d(

0

t

(3.60)

-ABøM�H-+poLHKIID;i-~-AB)ÏL�AC7:Ìn56t~��}Vj~j|}¨��~�j¦u-ª�LH

56DJ ;´70DÐÑÌLHK

eAt = I + At + A2

2! + A

3

3! + = A

i

i! t

i!i=0

)

(3.61)

$æçM:I70@ÒÓGHI-:�Ý;íî7jBMOZC-ôHK%&./0ÀghÃÎÂ@STS=+OG

H-;

sX - x(0)= AX + BU

! (sI - A ) X = x(0) + BU

! X = (sI - A ) -1

x(0) + (sI - A ) -1

BU (3.62)

$IL@sSTS=+OO^

x(t) = L-1 (sI - A )

-1 x(0) + L

-1 (sI - A )

-1BU (3.63)

:�Ô$A^0ÀghÏÐÂMÊÕGH:RDJHK

$0ÀghÏgÂ-0ÀghÏÐÂ@mÖGHI-Mj ;Ìn56:;

eAt = _-1¨ (sI - A )

-1(3.64)

DqpoLHI-z��HKx@±-²³GK

Page 11: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

A = -1 1

0 -2

(3.65)

7-l;i-~@bôZEHK

(sI -A )-1

= s+1 -1

0 s+2

-1

= 1

(s+1)(s+2)

s+2 1

0 s+1

=

1

s+1

1

(s+1)(s+2)

0 1

s+2

(3.66)

! e At = _-1¨ (sI - A )

-1 =

e -t e -t -e -2t

0 e -2t

(3.67)

tµu×Ø�(34°7%&./0

$×þ¸£7jB�àÙáÚ¯34ÙÚ@]AZ\ZÚ��7Û5°@34GH^ôM:;}R;¼Ü�(<

=>?@×Ø�(<=>?7%&./0D©1GH�¯zJHK²} ;

x(k+1) = F x(k) + G u(k) (3.68)

7jB�øDúl^A�ÅDJHK

$A}j@~&j^�H�Ý©�GEe-O;^Þ(ßD7£T:£àz5�LZAH-OjBK

fgh�$JHá(D7Û5<=>?7âH}A

$fgh�MeAZ;�Ý~&Àj¤iÂ^D7%&+,7©:;�Ý~&j^D7©@ÍΩ-O;Ìn56@]AZ;

x(i+1) = eATx(i) + eA (i+1)T -( Bu(() d(

iT

(i+1)T

(3.69)

-�HK

$IID;×þ¸£7jB�34ÙÚ@ãÐOZAH7D;Æ7STGH34det34ÌLH<=>?M

-ÉZ:34RT-�HuÍÀ~Â:±-²734á(D:ÊЩ@-Htfghü@äåuK

Page 12: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

fghü$¼Ü�(<=>?7×Ø�(¸£®<ZSMjH34

$I7-l;I7á(D:;ÍÀ~Â&ÍÀjÂtÊЩu-OZjA�o;

x(i+1) = eATx(i) + eA (i+1)T -( B u(i)d(

iT

(i+1)T

= eATx(i) + eAt dt B u(i)

0

T

(3.70)

-�HKÄÉZ;×Ø�(<=>?7%&./0@qpH56:;

F = eAT = _-1¨ (sI - A )

-1 t =T (3.71)

G = eAT -I A -1

B (3.72)

-�HK

t#uP34É-P��É

$P34Ét{|}~�|����j�j~#u-P��Ét|�Vi����j�j~#u:PQ34M:��É^æçD;èé�e ;Æ7

<=>?z34PQDJH��B�;%&+,z�ÐPQDJH��B�@êÐGHf¯�ëwDJHK

$P34É:;�<=>?7%&@ìr7ÍÎ%&¦ÀÐÂ�o;ìr7�Ý~íÐMeAZ;¦À~Â&Ð-GHRT

ÍÀ~§¨Ðî~�~zuvGH^ô7ïð�-ÐÑÌL;

Q =ñb Ab A2b ò An-1bó (3.74)

�HP34567��}ôz}DJH-l;<=>?:P34DJH-ABt�¯õ¿ïðuK

$}^;P��É:;�ST#À~Â@Ðî~�~7(��OZ;�ÝÐMeÅHÍÎ%&¦ÀÐÂ@öÐGHI-zD

lH^ô7ïð�-ÐÑÌL;

R =

c T

c TA

c TAn -1

(3.75)

�HP��567��}ôz}DJL�;<=>?:P��DJH-ABt�¯õ¿ïðuK

Page 13: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

$ÌZ;P34É7ïð7÷�@;×Ø�(<=>?M²AZ³OZeIBKtI7��:×Ø°7.zË�

z���M�� ãGÝ;]Ê:¼Ü�(°DCåñDJH^ôDJHKu×Ø�(<=>?7%&./0

@;

x(k+1) = Ax(k) + bu(k) (3.76)

-úIBKÍΩ¦ÀÐÂ�oøôZ;�(@ùÉZ%&+,7©@úlîOZAÝK

x(0) = x0

x(1) = Ax0 + bu(0)

x(2) = Ax(1)+bu(1) = A2x0+Abu(0) +bu(1)

x(3) = Ax(2)+bu(2) = A3x0+A

2bu(0)+Abu(1) +bu(2)

x (n) = Ax(n-1) +bu(n-1)

= An x 0+A

n-1bu(0)+A

n-2bu(1) + +Abu(n-2)+bu(n-1)

(3.77)

ÌZ;�ï70MeAZ;A��H-}¦ÐMNOZCtG���;A��H¦

ÐMNOZCu;¦À}Â&Ш -�HR

T;ÍÀЧ¨ÍÀi§¨ÍÀ¤Â§¨hhh§¨ÍÀ}�i¨zuvGH^ôM:;Æ7V,¬­®¯DJH;

An-1

b , An-2

b , Ab , b

zÊ´ú½DJL�jAKIL:;û7S£­z}M�H-ABïðÆ7C7DJHK

t!uüÐÉ

$<=>?7üÐÉM²AZ:;PQ34MeAZ:;[\U,7ý7æHzGKZþDJHI--OZÐÑ

O^K%&./0©1MeAZ:;I7ïð:;

x = Ax + Bu (3.78)

MeAZ;Í&Ð-O^-l;

lim

t ") x(t) = 0 (3.79)

-ABÿ!üÐÉt�V#��~|~j{���#¨V~���iuMel�poLHK/0�M:;<=>?56-7"Û©7æHz

¹ZþDJHI--#$DJHK

$}^;×Ø�(t7£T¯©34u<=>?MeAZ:;<=>?56%&i-^7"Û©7�lÌz*íîDJ

HI-züÐÉ7ïð-�HK

Page 14: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

fghÎ$¼Ü�(<=>?7üÐab

fghiÐ$×Ø�(<=>?7üÐab

Page 15: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

!"#"!$%&'()*+,-

$%&'()*+,-./01234567894:;<=>?@ABC78DE9FGHIJK:LM@N

HOPQK94RSTUU?V09A%&WXYZ[\A]^9_XY;G`78abYcH./0'()*+,

-78?d.:<`/HO

$]^9e\A56DE@4ARSTUf?V09ghij?kblGYmZ\A]^9:no;?pqYr\`

78ab.sH'()*+,-78Yt<`u=O/<=/vwx0?ly0O

RSTUU$%&'()*+,-

RSTUf$kb'()*+,-

z{|%&'()*+,-

$%&'()*+,-4A}?~?���%&WX�Y'()*+,-sHO��A��?%&WXwmZ�

�@NH.\`�Y��V0O

$%&'()*+,-

u = Fx +v (3.80)

Yr\=�\/ghij?%&3��4A

x = Ax +B(Fx +v )

= (A+BF)x + B v

= Ax+Bv

(3.81)

.:�Aghijt�4A>.?�;oAA ������9W�sHO

$�Y��sH].@AA �����?���Y�c@uH;�0;w��@NHO ¡9Aghijw��7

8�@N^¢A�9V<`����?���Y�<=£¤¥9¦[@uH].w§o^`/HO¨��A©ª?«

/ghijY¬©�\=�A­®[:ghijY®[9\=�@uH¯G@NHO

$]?V09A%&'()*+,-4ghij?I°YAs<;�W2`\�0].w@uH./0±²K:

IJY><`/HO=l\AB³9478ab´µ)?¶·:�wNH;oA¸7¶9v@>@uH./0¯

G@4:/O

$]]@4A%&'()*+,-M.\`¹?º¨?LMY»¼\V0O

$$$$½¾¿ÀM$$$$½ÁÂÃÄÅÃ)Æ

Page 16: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

zÇ|¾¿ÀM

$ÈÉ?=�9A{abghij

x = Ax +bu (3.82)

Y12HO%&'()*+,-4A

u = fTx +v (3.83)

.:�A�\/ghij?%&3��4A

x = Ax +b(fTx +v )

= ( A +b fT)x +bv

(3.84)

.:HO

$��AÊ9V<`��ËÊÌ?���zghij?¾|Y¤¥9¿À@uH].YÍ}0O

$Î�ÌÏ�.\AÌ:HWÐt�YÑ\`ÎY�\/%&WXÏ9WÐsH.A

Tz = ATz +bu

! z = T-1

ATz +T-1

bu

= A'z + b

'u

=

0 1

0 1

0 1

-a0 -a0 -an-2 -an-1

z +

0

0

0

1

u

(3.85)

:H�78ÒÓd9WÐsH].w@uHO

$%&'()*+,-4A

u = kTz +v

= -k0 -k1 -kn-1 z1

z2

zn

+ v

= - k0z1+k1z2+ +kn-1zn

+ v

(3.86)

.:HO

$�\/ghij?%&3��4A

z = A'+ b

'k

T z + b

'v (3.87)

.:�AA'+ b

'k

T �?���Y¤¥9¦[sHÔYÕ�HÖ×9:HO

$�ØSTÙÚÛ;o¯;HV09A�78ÒÓd@Ü£.AËÝ4ÁÞtlGw{@N�ß4��à./0áâ9

ÈÉ:d@NH;oA�ØSTÙãÛ?t�äåYÜuÞs.A

Page 17: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

z =

0 1

0 1

0 1

- a0+k0 - a1+k1 - an-2+kn-2 - an-1+kn-1

z +

0

0

0

1

v (3.88)

I°3��4A

"n+ an-1+kn-1 "

n-1+ an-2+kn-2 "

n-2+ + a1+k1 "+ a0+k0 = 0 (3.89)

.æç^HO/�A¦[\=/¾zèé|wA

"1 "2 "n-1 "n (3.90)

@NH.sHOzê�4®[9:HV09ëìly0O|

$]?.uAI°3��4A

Ø"#"UÛØ"#"

fÛíØ"#"

èÛ����"è�µ

èîU"èîU��í��µ

U"U�µ

ï��ï (3.91)

.:[email protected]�ØSTÙðÛ.�ØSTðUÛ?_X?ñò9V�A

ai + ki = µi

! ki = µ i - ai (3.92)

.:�A'()*+,-t�Ô?äåYóHO

$Ô4WÐ\=%&WXÏ9esH'()*+,-t�@NH;oA>.?%&WXÎ9esH'()*+,-

t�9:Fsô�wN�A

u = kTz + v

= k

TT

-1x + v

= f

Tx + v

(3.93)

]]9A

fT = k

TT

-1

! f = kTT

-1 T = T

-1 Tk

(3.94)

.:HO]?Êw%&'()*+,-?'()*+,-t�z]?õö4÷-øù|@NHO

$ú.¨û×YÍ}0O�78ÒÓd@ü2o^Hghij

x = 0 1

2 3

x + 0

1

u (3.95)

Y12HO]?ghij?ý4A

Page 18: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

"I - A = " -1

-2 "-3

= "2 -3" -2 =0 (3.96)

Yþ/`A"1 , "2 =

3± 17

2 �.:H;oA]?ghij4­®[@NHO

$/�A%&'()*+,-Yÿ/`ýY"U� �� îU!� "

f� �� îf� .\`ghijY®[�\=/O%&'()*

+,-4A

u = f1 f2 x1

x2

(3.97)

@N�A�"sghij?I°3��4A

" - "1 " - "2 = "2+3"+2 (3.98)

@NHO 3A%&'()*+,-9VHI°3��4A

A ' =

0 1

2 + f1 3 + f2

(3.99)

V�A

"I - A = " -1

-(2+f1) " -(3+f2)

= "2 -(3+f2)" -(2+f1) (3.100)

.:H;oA�ØSTðÙÛ!� ØSTUïïÛ?_XYñò\`AÊU�î#!� Ê

f�î$� .:HO]^wÕ�H%&'()*+,

-t�?äå@NHO]?_Xw%@NH].4A%&'zè()*+,-(��Ê((.Ë*/Ô|w;;<`/H].Y¥0\

`/HO

!"#"1$ÁÂ78

$ÁÂ784ABC78DE?2u:ä3@N�A%&45M.6n@BC78DE?C~7?V098¯^

H].>NHO

z{|ÁÂ78?123

$BC78@4ghij?%&wW�sH].Y%&459?:;@NH.12HO%&45@A=.2¢A

<�;o�=:;sH.sH.}?>?z@*+A|4ç�"�@NHO}\`A]?:;>?478ab9V<`

/y/yW2H].w@uHO=£çn?>??B@A>?9V<`Cqç^HNHDEFXwÁG9:HV

0978sH].Y�ÁÂ78�.VìO

Page 19: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

RSTUS$%&459@?:;

$/�A ¡?áHdghij

x = f(x, u) (3.101)

wN�ADEFX

J = f0(x, u)

0

T

dt $ minu

(3.102)

YAI9¨/`ÁG�sHz}?V0:IYÕ�H|].Y12V0O:FADEFX4hJK)L@NH].

9MY¨G`N\/O>0}0@:G^¢ÁÂ�4­��@NHO

$ ¡?áHdghij?õö4A]?Ö×YþOK9þ£].4@u�A�0\`>X�Cq?PGwô�

@NHwA[âHdghij@4AQ,//*+,dt�3��Yþ£].9V<`þYÕ�H].w@uHO

zÇ|ÁÂ'()*+,-.ÁÂÃÄÅÃ)Æ

$Hdghij?%&3��4A

x = Ax +Bu

y = Cx

(3.103)

(3.104)

$]]@DEFXY

J = 1

2 x TQx + u TRu dt

0

%

(3.105)

:Hº¹d�@[RsHO

$]]@AÎØ+ÛÌSÎØ+Û4Î?T;9esHUVùiW)@N�A=.2¢A

Page 20: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

Q =

q1

q2 0

q3

0

qn

(3.106)

.sH.A

x(t)TQx(t) = qi xi

2(t) !i=1

n

(3.107)

:HhJKL@NHO]^Y+�ï;oX�@Yå\=>?wDEFX9Z[\�^HO]�^�RÍs^¢R

STU#?V09:HO_H�?º`�?Yå4ÎØ+Û?�ï;o?a^9esHUVùiW)�Yæ¯\Ab,4}

?�[_X9:<`/HO,cd?%&WXwN��a^`4eHõö4b,Y2u�9f[sH¯G@NHO

RSTU#$ǹd�DEFX?¥0

$gh9AQ4abijùÄ)9esH�[Yæ¯s].9:HOk<`A]?DEFX4S.Q9V<`A7

8äl.abijùÄ)5?+KmhY.<`/H].9:HO

$ç`A]?Ö×?þ4nÞ?V09ü2o^HO��AQ,//*+,dt�3��

PA + ATP - PBR

-1B

TP + Q = 0 (3.108)

YA=.2¢��o½pq++(rM�9V<`X�K9þuAóo^=sYÿ/`AÁÂ'()*+,-wA

u = -Kx + v = -R-1

BTPx + v (3.109)

@ü2o^HO%&Î;oabIY[�H%&'()*+,-?d9:<`/HO-4�\/78ab@NHO

]0\`@u=ghijYÁÂÃÄÅ)Æ./0O}?%&3��4A

x = A - BR-1

BTP x + Bv (3.110)

@ü2o^HO]?.uADEFX?�4A

Jmin = x T(0)Px (0) (3.111)

Page 21: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

.:HOÁÂÃÄÅÃ)Æ?tuYRÍs^¢ARSTUÚ?V09:HO

RSTUÚ$ÁÂÃÄÅÃ)Æ

$:FA56K:pvw784RSTU$?V09:HwA%&'()*+,-4Av./<`>�%&WXYmZ

\`�'()*+,-Y;G`/HA./0<w2u£²:HO

RSTU$$56K:78xzpvw78|

$yz{¥\`F£ô�wNHOpvw78@4AkbWX|.}?¦}�|~.?�9e\`Yå78w�/`/

H?@[â��4��:/wARSTUÚ?ÁÂÃÄÅÃ)Æ94]?V0:°�4�¯<`/:/O

$ÁÂ78?123Yÿ/:woAkbWX?[â��Y.�=/õö94ARSTUã?V09AYåxY�n

l�)���xYfCsHô�wNHO]?�)���x.A%&'()*+,-z®[���x.�¢^

H|Yg�9fCsHLM>¼o;9ç^`/HwoÜ?Ã÷ùY�2H?@��sHO/�^9\`>AR

STUÚ?ÁÂÃÄÅÃ)Æ.ARSTU$?pvw784Ag���9?<`/:/?@AÉ�:ñò4��@NHO

RSTUã$ÁÂ�k�)��

Page 22: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

z#|ÁÂÃÄÅÃ)Æ?°�

${akbd?õöYû9.<`AÁÂÃÄÅÃ)Æ?°�Y»¼\V0O

x = Ax +Bu

y = Cx

(3.112)

(3.113)

@ü2o^HHdghij9F/`ADEFXA

J = 1

2 y TQy + u TRu dt

0

T

= 1

2 x TC

TQCx + u TRu dt

0

T

(3.114)

YÁG9sH%&'()*+,-4A

u = -Kx + v = -R-1

BTPx + v (3.115)

@N�AÁÂÃÄÅÃ)Æ4A

x = (A-BK)x + Bv (3.116)

.:HOp4AQ,//*+,t�3��A

PA + ATP - PBR

-1B

TP + C

TQC = 0 (3.117)

?þ@NHO

$]]@A�ØSTUUãÛ?��9A�pY�\`�uA��QîU�p>ÿ/`A

P(sI-A) - (sI+AT)P + K

TRK = C

TQC (3.118)

$�;o�î�ÌØ�vî�ÌÛîUA�;o�Ø�vî�ÌÛîU��Y;GA��9QY;GH.A

I + K(-sI-A)-1

BTR I + K(sI-A)

-1B = R + B

T(-sI-A)

-1C

TQC(sI-A)

-1B (3.119)

.:HO]]@A

½�Ø�vî�ÛîU��4>.?ghijz .Ü£|@NHO

½�Ø�vî�ÛîU��4 ¡ù)¢£¤FXz¥.Ü£|@NHO

½v��Ø�vî�ÛîU��4'¦�.�¢^HL@Aw�v�¥�@NHO

Yÿ/H.A

DTRD = R + G

TQG (3.120)

��§&�.F/`A

DT(j& )RD(j&) = R + G

T(j& )QG(j& ) (3.121)

]]@A

GT(j&)QG(j&) ' 0 (3.122)

@NHz¨©4S�ï�?.u?[|;oA

Page 23: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

I + K(-j& I-A)-1

BTR I + K(j&I-A)

-1B ' R (3.123)

.:HO]?�4AÁÂ%&'()*+,-Yt<=.uAô�ª=ç^:G^¢:o:/3��@NHO

RSTUÙ$ÁÂÃÄÅÃ)Æ?æB

$]]@A�YÈÉ9sH=�9A{akbghij@12`[V0O

x = Ax + b u (3.124)

y = c x (3.125)

9F/`ADEFXA

J = 1

2 x Tc Tcx + u2 dt

0

T

(3.126)

YÁG9sH%&'()*+,-4A

u = - k x , k = bTP (3.127)

@N�Ap4A

PA + ATP - Pb b

TP + c Tc = 0 (3.128)

?þ@NHO

$«?¬E9­`4�H.A

DT(j& )RD(j&) = R + G

T(j& )QG(j& ) (3.129)

9F/`AQ�U!�S�U�@N�A !�w!�¥�:�>hJK@NH].Y1®\`A

D(j& ) 2

= 1 + c (j&I-A )-1

b 2

(3.130)

YóHO]^V�A

D(j&) 2

' 1

! 1 + L(j&) 2

' 1 (3.131)

.:HO¥�ÔØ�vî�Ûî UË4 ¡ù)¢£¤FX@NH;oA¯°±²9FGH]?³´4VWµhø

z¶|bI,�+|³´}?>?@NHO�ØSTUSUÛ4AÁÂÃÄÅÃ)Æ?VWµhø³´wAîUYB·.sH¸

?B9ao:/.¹<`/H].9:HO

Page 24: 東京大学hori.k.u-tokyo.ac.jp/lectures/Control_Book2.pdf · øæ1 $æ1):i7µmca a jhkÛ ¶·7×þ¸£d34¹@æ1o^ gh-lã;àÙáÚ¯ØÙ ¯Ú@æ1o^ gh-lm:;dlhdź »¼½7¾¿@è

RSTUð$ÁÂÃÄÅÃ)Æ?VWµhøHR

$]^Y¸º»./0OVWµhøHR9FGH¼Wm½¾.¿À½¾?[Rz>.>.?�w­®[A®[

?Ç.F�NH].9{¥ÁV|YÂ/kÁ¢AÁÂÃÄÅÃ)Æ9F/`4A¼Wm½¾4A

1

2 ( gm ( % (3.132)

¿À½¾4A

)m ' 60° (3.133)

./0áâ9Ã^=°�Y><`/H].w¯;HO:FAÄ(ÅÆù�^AÆÇÈ)+YÉÿ\=�9F/

`4A¨EK9¸wGç£:�A)Ê^)

Ê>Gç£:H].w§o^`/HO

RSTfï$ÁÂÃÄÅÃ)Æ?VWµhøHR

!"#"Ë$ÆÇÈ)+

$Ì�@4A%&WXÎYmZ\`'()*+,-789ÿ/H�%&'()*+,-�Y12A'()*

+,-t�4A¾¿ÀM^ÁÂ78:�@Õ�=O\;\A%&WXYÍ�9mZsH].4 ¡94eÎ@

N<`A³Ï9mZ@uHWXAs:¯Ð78abI.kb|;opq9V<`Õ�Hô�wNHO]?V0:

pqYt0>?Y�ÆÇÈ)+zqË�(r-(r|�NH/4%&mZx./0O

$ûY ¨Í}0OÑÒÓ)Æ4AÔM�!éz�[ÕÔÖFV×ǹØÙ?.ÚbÚäå|AÛÜ�{ézÝ

Þ¬ß|Yÿ/=1o?%&3��@æB@uHwA]?0ÐÔM�lGYà�ks.nÞ?V09:<`/

`AÝÞ¬ß?W�wÔM�?W�9ñá`N��¬£:/.â[sH.z]?â[4N.n�ã\/|AH

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d

dt

ids

iqs

"dr

"qr

= A

ids

iqs

"dr

"qr

+ B vds

vqs

(3.134)

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.r� "

brÛÌ?èéYÿ/Hô�wNHO\;\AǹØÙ4

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HOÆÇÈ)+wtä@uH=�94A�mZ°wä�ï<`/Hô�wNHO

z{|g ¹ðÆÇÈ)+

$��ARSTfU?V09Aeê?%&3��Yÿ/=ghij?ÓÄùYCqÛ?B9ÿ¥\`Ag�abY

a^`[V0O]^YgñÅÃ)Æ./0OgñÅÃ)Æ?kby YóHwAy .|4hò:��^ó[?=

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-\=?wARSTff@NHO¼WmY0�£fC\`^H.A��4÷ø9ùÙ\A%&WX?î[�x Y%

&'()*+,-9ÿ/`^H].w@uHV09:HO]?täY�g ¹ðÆÇÈ)+�./0O

RSTfU$eêghij.gñÅÃ)Æ

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$ç`Aeêghij?%&3��4A

x = Ax +Bu

y = Cx

(3.135)

(3.136)

@N�ARSTff?ÆÇÈ)+?3��4A

x = Ax +Bu + K y - y

y = Cx

(3.137)

(3.138)

@NHO�ò�uqsH.A

x -x = A x-x - K Cx - Cx

= A - KC x-x (3.139)

! e = A - KC e (3.140)

=l\Ae = x -x @NHO�ØSTU#ïÛV�A�9V<`�î��?���Y¦[sH].9V�Aî[��Y¤¥

?I°@ùÙçÁ0H].w¯;HO]^4789FGH¾¿À?123.V£ú`/HO

zÇ|ÁG¹ðÆÇÈ)+

$%&Î?0Р�wZ[@uHû)h>V£N�A]?.u4nÞ?�ÁG¹ðÆÇÈ)+�Yÿ/H3

wACqL:�?m<;o>óü@NHO/�A

x1

x2

= A1 1 A1 2

A2 1 A2 2

x 1

x2

+ B1

B2

u (3.141)

y = x 1 = I 0 x 1

x2

(3.142)

./0%&3��æBç^=�9F/`AÎUwZ[��AÎ

fwZ[­��:?@ÆÇÈ)+Yÿ/`î[s

HA.sHO>ÐynA�QYg ¹ðÆÇÈ)+@¦[\`>V/wA}^@4ÆÇÈ)+?¹ðw2u£

:<`\�0OZ[@uHWXwèUéA@u:/WXwè

fé:oAÁG¹ðÆÇÈ)+?¹ð4è

f@V/O«9

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$ÁG¹ðÆÇÈ)+?täM.\`A]]@4ÿ!Vhz q@,è*+A|?3MY»¼sHOÆÇÈ)+?3�

�4A

x 2 = A2 1x1 + A2 2x2 + B2u + K x1 - x1 (3.143)

@NHO]?�9V<`x 2w�ò"òkbç^HO�ØSTU#SÛ?B@Ax 1^x1 4.�N2�Z[@uHwA

x 14î[ç^H4�?x 2Yÿ/A¹�9V<`#täsHO

x 1 = A 1 1x1 + A1 2x2 + B1u (3.144)

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'()*+,-z@r(.,/+,qè�(rrqr�/qrr(/+,qè�Ê((.Ë*/Ô|�K x1 - x1 �.;o:<`/HA]^4 ¡K9/2H

].@NHO

$�ØSTU#SÛ;o>.?%&3��?Þ(åY�ò�£].9V�AÆÇÈ)+?î[��A

e = x2 - x 2 (3.145)

?I°4A

e = (A2 2 - KA2 1) e (3.146)

@ü2o^HO�Y�)\`ÆÇÈ)+?¾Y¦[sH].9:HO

$:FA]?d?ÆÇÈ)+@4A%&?*åx1 wk`u`/H?@A³Ï9]^YCqsH].4@u:

/O}]@A

x2 * + + K y (3.147)

.F/`AÎ9FsH%&3��Yc^¢x1 Y+,sH].w@uHOz�ØSTU#ãÛY�ØSTU#SÛ9Cas

^¢ÈÉ9Õ�o^HO-.^<`[VO|

z#|[âJù/m'(ùÆ

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;<`/H.u 4?ÁÂ:'(ùÆ.:HO5678?å9@4V£8¯^`/HO

$ghij9:¯H0194Aghij;W<.mZ;W<wN�AnÞ?-FV×=@æ¯\`/HO

x = Ax +Bu +v

y = Cx + w

(3.148)

(3.149)

$]?ghij9e\`g ¹ðÆÇÈ)+Ytä\`A%&WXÎYî[\V0OÆÇÈ)+?3��4A

x = Ax +Bu -K y -y

= A-KC x +Ky +Bu

(3.150)

@NHO]]@Aî[��e = x - x ?Ç`>?�@ABC(Ì(DYÁG.sHV09�Y[�HO

$;W<?.EÀFFXzFåöt�|YA

��������BC-Ø+Û-Ø+ÛÌD�SGØ+î+Û ��(3.151)

��������BC=Ø+Û=Ø+ÛÌD�QGØ+î+Û ��(3.152)

.sHO�=ABC-Ø+Û=Ø+ÛÌD�ï@NH.sHO¨��Aghij01.Z[0142uçS!� Q?.H01@

N�AI/94ÀF4:/.\`/HO]?.uAÁÂÆÇÈ)+¼Wm4A

Kopt =PCTR-1 (3.153)

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@ü2o^H].w§o^`/HO=l\Ap4A

PAT + AP - PCTR-1CP + Q = 0 (3.154)

:HQ,//*+,t�3��?þ.\`ü2o^HOÆÇÈ)+?¾4A��î��q@+��?���@N�A]?.u��?

Ç`>?�4ÁG��@Ê,è���+r*/(�pY.HO

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$ÁÂÃÄÅÃ)ÆYV£§<`/HõöAÆÇÈ)+?.u.g�V09\`[âJù/m'(ùÆYfC

sH].>��@NHOs:¯ÐA�ØSTU#ÙÛ!�ØSTU#ðÛwü2o^H.uAt��.�Yÿ/`A

x =ATx + CTu (3.155)

:HâLK:ghijY¨£�A;W<?Fåöt�Yæ\=S!�QYÿ/`A

J ' = 1

2 x TQx +u TRu dt

0

T

(3.156)

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m|4A�q���

q

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;./0<9¨/`4v>¹<`/:/].94{¥sHô�wNHO

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UO9ÏÔª2Á+}DU5MD./´.2Dâ�I��NT]P�M�PIá�Ðû-op/Ê0>�ÑJÜ>TÒ

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R./´´2345{I|}ZIJ«ã}UOP�pMZ¦DÜ>#äCÆÏZå�æç=è�./´/MT�UOÕ

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G(s) " = max#

G(j# ) (4.1)

jàÊ5OPW`OCDAB2»¼>«áã¬jk8RDóã'IôõjK¤ÑDý·¸:MÑ{-þ¦jk

PW

ý·¸:#åðXñJ&òÙá>dç>ÍööÍåðXñÍööÍ.>÷º

#a½2>dçD{Zn|D¨©ª2ª¼>dçCD

G(s) " = max#

$max GT(-j# )G(j# )

12

= max#

% G(j#) (4.2)

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#-.×II--,×II>oMCDù�>�pZú�Z¼ûJkPW

G(s) 2 = 1

2& tr G

T(-j#)G(j#) d#

- "

" 12

(4.3)

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G(s) " = max G(s)x(s) 2 / x(s) 2 (4.4)

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åðXñøðXñ]?þYVb{Pdç>Dgf-ef>�jkPW`>ÿ!jD-.×IICÁ"#á&>¯°j

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S(s) = y(s)

w(s) = 1

1+C(s)P(s)(4.5)

jkPW

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Ub{P`-]/ÊPWÜQRD`>YVU-QR67Y×II]voP>jkPW`O]D

W(s)S(s) " < ' (4.6)

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C(s)P(s) ) C(s)P(s) (1+()

= C(s)P(s) + ( C(s)P(s)

(4.7)

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n|Dý·¸045D

( C(s)P(s) < 1+C(s)P(s)

* ( C(s)P(s)

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T(s) = C(s)P(s)

1+C(s)P(s) (4.9)

CDëCÏÔª2-ÍÑOP�>jD`O]voP-Dcð·¸´ñCD

(+T(s) < 1 (4.10)

-ZPW

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( < W(s) (4.11)

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S(s) + T(s) = 1 (4.13)

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S(s) = y

w = 1

1+CP(4.14)

T(s) = z2 0

w = CP

1+CP(4.15)

jàÊ5OPW

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bZ8RNQo45D©ABjYVbZP�pZú�º.ðXñ]4¤RD)453

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T(s) = CP

1+CP =

y

, (4.16)

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W1(s)S(s)

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z

y =

G1 1 G1 2

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w

u(4.18)

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<wZ\ÿ0jk¦D`O45C`>�pZ/Ê0JÔÕMZP�>->nOPW

#URD()¾>ºÛCD

u = C(s) y (4.19)

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Gwz = G1 1 + G1 2C I - G2 2C -1

G2 1 (4.20)

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x = Ax + B1w + B2u

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(4.22)

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C1TD1 2= 0 (4.23)

C2TD2 1= 0 (4.24)

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D1 2= I (4.25)

D2 1T

D2 1= I (4.26)

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Gwz(s) " < ' (4.27)

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¥óôðóáõ�-.�

#()MëP{PWì�óôðóáõ-ÍÎ�CDÂÃßàáâ%�ã>ûjD

u = F" x (4.28)

jàÊ5OPW90QD

F" = -B2TX" (4.29)

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ATX" + X"A + C1

TC1 - X"B2B2

TX" + ' -2X"B1B1

TX" = 0 (4.30)

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x = Ax + B2u + L" C2x - y (4.31)

jàÊ5OD

L" = -Y"C2T

(4.32)

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A Y" + Y"AT + B1B1

T - Y"C2

TC2Y" + ' -2Y"C1

TC1Y" = 0 (4.33)

ZPîW[[ÀYW0ic>³jàÊ5OPW

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x = A + B2F" + Z"L"C2 + ' -2B1B1TX" x - Z"L"y (4.34)

u = F" x (4.35)

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Z" = I - ' -2Y"X" -1

(4.36)

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/ÊR�P-Dcð·¸.!ñ45D

z 2 2 = C1x + D1 2u 2

2 = C1x 2

2 + u 2

2

= x TC1TC1x + u Tu dt

0

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(4.37)

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u = F2x (4.38)

jàÊ5OP`-�kMl8RoPW90QD

F2 = -B2TX2 (4.39)

jDX2ÍCD

ATX2 + X2A + C1

TC1 - X2B2B2

TX2 = 0 (4.40)

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x = Ax + B2u + L2 C2x - y (4.41)

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L2 = -Y2C2T

(4.42)

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A Y 2 + Y2AT + B1B1

T - Y 2C2

TC2Y 2 = 0 (4.43)

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x = A + B2F2 + L2C2 x - L2y (4.44)

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= S

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(4.49)

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-op`-MZPW$%&'¼Ì<=-D$%&'Åé<=].qMX:{PMCD

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W1 + W2CP < 1+CP (4.54)

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