You are on page 1of 3

2/3/2017 Hamiltonian(controltheory)Wikipedia

Hamiltonian(controltheory)
FromWikipedia,thefreeencyclopedia

TheHamiltonianofoptimalcontroltheorywasdevelopedbyLevPontryaginaspartofhismaximumprinciple.[1]
Itwasinspiredby,butisdistinctfrom,theHamiltonianofclassicalmechanics.Pontryaginprovedthatanecessary
conditionforsolvingtheoptimalcontrolproblemisthatthecontrolshouldbechosensoastominimizethe
Hamiltonian.FordetailsseePontryagin'smaximumprinciple.

Contents
1 NotationandProblemstatement
2 DefinitionoftheHamiltonian
3 TheHamiltonianindiscretetime
4 TheHamiltonianofcontrolcomparedtotheHamiltonianofmechanics
5 References
6 Externallinks

NotationandProblemstatement
Acontrol istobechosensoastominimizetheobjectivefunction

where isthesystemstate,whichevolvesaccordingtothestateequations

andthecontrolmustsatisfytheconstraints

DefinitionoftheHamiltonian

where isavectorofcostatevariablesofthesamedimensionasthestatevariables .

ForinformationonthepropertiesoftheHamiltonian,seePontryagin'smaximumprinciple.

TheHamiltonianindiscretetime
Whentheproblemisformulatedindiscretetime,theHamiltonianisdefinedas:

https://en.wikipedia.org/wiki/Hamiltonian_(control_theory) 1/3
2/3/2017 Hamiltonian(controltheory)Wikipedia

andthecostateequationsare

(NotethatthediscretetimeHamiltonianattime involvesthecostatevariableattime [2]Thissmalldetailis


essentialsothatwhenwedifferentiatewithrespectto wegetaterminvolving ontherighthandsideof
thecostateequations.Usingawrongconventionherecanleadtoincorrectresults,i.e.acostateequationwhichis
notabackwardsdifferenceequation).

TheHamiltonianofcontrolcomparedtotheHamiltonianofmechanics
WilliamRowanHamiltondefinedtheHamiltonianasafunctionofthreevariables:

where isdefinedimplicitlyby

Hamiltonthenformulatedhisequationsas

SimilarlytheHamiltonianofcontroltheory(asnormallydefined)isafunctionof4variables

andtheassociatedconditionsforamaximumare

ThisdefinitionagreeswiththatgivenbythearticlebySussmannandWillems.[3](seep.39,equation14).
SussmannWillemsshowhowthecontrolHamiltoniancanbeusedindynamicse.g.forthebrachystochrone
problem,butdonotmentionthepriorworkofCarathodoryonthisapproach.[4]

References
1.I.M.RossAPrimeronPontryagin'sPrincipleinOptimalControl,CollegiatePublishers,2009.
https://en.wikipedia.org/wiki/Hamiltonian_(control_theory) 2/3
2/3/2017 Hamiltonian(controltheory)Wikipedia

2.Varaiya,Chapter6
3.SussmannWillems(June1997)."300YearsofOptimalControl"(PDF).IEEEControlSystems.
4.SeePesch,H.J.Bulirsch,R.(1994)."Themaximumprinciple,Bellman'sequation,andCarathodory'swork".Journal
ofOptimizationTheoryandApplications.80(2):199225.doi:10.1007/BF02192933.

Externallinks
Varaiya,P.(1998)."LectureNotesonOptimization"(PDF)(2nded.).Archivedfromtheoriginal(PDF)on
April10,2003.

Retrievedfrom"https://en.wikipedia.org/w/index.php?title=Hamiltonian_(control_theory)&oldid=738141334"

Categories: Optimalcontrol

Thispagewaslastmodifiedon7September2016,at04:18.
TextisavailableundertheCreativeCommonsAttributionShareAlikeLicenseadditionaltermsmayapply.
Byusingthissite,youagreetotheTermsofUseandPrivacyPolicy.Wikipediaisaregisteredtrademark
oftheWikimediaFoundation,Inc.,anonprofitorganization.

https://en.wikipedia.org/wiki/Hamiltonian_(control_theory) 3/3

You might also like