e di сe еquation 3-2. A first-order discrete system is described by the x(k + 1) = -0.5x(k) + u(k). The performance measure to be minimized is J = E |x(k)\, k=0 and the admissible states and controls...


e di<br>сe еquation<br>3-2. A first-order discrete system is described by the<br>x(k + 1) = -0.5x(k) + u(k).<br>The performance measure to be minimized is<br>J = E |x(k)\,<br>k=0<br>and the admissible states and controls are constrained by<br>-0.2 < x(k) < 0.2,<br>k = 0, 1, 2<br>-0.1 < u(k) < 0.1,<br>k = 0, 1.<br>(a) Carry out by hand the computational steps required to determine the<br>optimal control law by using dynamic programming. Quantize both u(k)<br>and x(k) in steps of 0.1 about zero, and use linear interpolation.<br>(b) What is the optimal control sequence for an initial state value of 0.2?<br>

Extracted text: e di сe еquation 3-2. A first-order discrete system is described by the x(k + 1) = -0.5x(k) + u(k). The performance measure to be minimized is J = E |x(k)\, k=0 and the admissible states and controls are constrained by -0.2 < x(k)="">< 0.2,="" k="0," 1,="" 2="" -0.1="">< u(k)="">< 0.1,="" k="0," 1.="" (a)="" carry="" out="" by="" hand="" the="" computational="" steps="" required="" to="" determine="" the="" optimal="" control="" law="" by="" using="" dynamic="" programming.="" quantize="" both="" u(k)="" and="" x(k)="" in="" steps="" of="" 0.1="" about="" zero,="" and="" use="" linear="" interpolation.="" (b)="" what="" is="" the="" optimal="" control="" sequence="" for="" an="" initial="" state="" value="" of="">

Jun 05, 2022
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