Optimal control of maximum output deviations of a linear time-varying system on a finite horizon (Q2173040)

In this paper the following linear dynamic system on a finite horizon \([t_0,T_0]\) is investigated: \[ \dot{x} = A(t)x + B(t)v, \;\;\; x(t_0) = x_0, \;\;\; z = C(t)x, \] where \(x, z, v\) are the state vector, the output vector and a disturbance, respectively and with the maximum deviation defined as \[ J_{0,v} = \sup_{T \in [t_0,T_0]} \sup_{x_0, v \in L_{2}}\frac{|z(T)|}{(x_{0}^{T}R^{-1}x_{0} + ||v||_{[t_0,T]}^{2})^{1/2}}, \] where \(R\) is a weight matrix. Two special cases with zero initial conditions and with no external disturbance are considered. Maximum deviation is characterized in terms of solution to differential equations and inequalities. The concept of the boundedness of the considered system under disturbances is defined and necessary and sufficient conditions for the boundedness are derived. Further, optimal and Pareto optimal control problems of the maximum deviation of the considered system are investigated. The purpose of the optimal control is to design optimal state feedback that minimizes the maximum deviation of the output for the closed loop system. Theoretical results of the paper are successfully applied to some active vibration protection system that serves as an illustrative example. A detailed analysis of the example is presented.