On the Continuity Properties of the Attainable Sets of Nonlinear Control Systems with Integral Constraint on Controls
Khalik G. Guseinov1and Ali S. Nazlipinar1
Academic Editor: Agacik Zafer
Received11 Jun 2007
Revised30 Aug 2007
Accepted06 Nov 2007
Published09 Mar 2008
Abstract
The attainable sets of the nonlinear control systems with integral constraint on the
control functions are considered. It is assumed that the behavior of control system is described by
differential equation which is nonlinear with respect to phase-state vector and control vector. The
admissible control functions are chosen from the closed ball centered at the origin with radius in . Precompactness of the solutions set is specified, and dependence of the attainable sets on the initial conditions and on the parameters of the control system is studied.
1. Introduction
Control problems with integral constraints on control
arise in various problems of mathematical modeling. For example, the motion of
flying apparatus with variable mass is described in the form of controllable
system, where the control function has integral constraints (see, e.g., [1β3]). One of the important constructions of the control systems theory
is the attainable set notion. Attainable set is the set of all points to which
the system can be steered at the instant of given time. Attainable sets of
control systems are very useful tools in the study of various problems of
optimization, dynamical systems and differential game theory.
In [4β10], topological
properties and numerical construction methods of the attainable sets of linear
control systems with integral constraint on control functions are investigated.
The attainable sets of affine control systems, that is, the attainable sets of
control systems which are nonlinear with respect to the phase-state vector, but
are linear with respect to the control vector have been considered in [11β14]. The properties of the attainable sets of the nonlinear control
systems have been studied in [15β18].
Approximation method for the construction of
attainable sets of affine control systems with integral constraints on the
control is given in [11, 13]. In [14], using the topological properties of
attainable sets of affine control systems, the continuity properties of minimum
time and minimum energy functions are discussed.
The dependence of the attainable set on is studied in
[8, 12, 15]. In [15], it is proved that attainable set of affine control
system depends on continuously.
In [15], the same property is shown for nonlinear control systems.
In [17], if the control resource is sufficiently
small, then under some suitable assumptions on the right-hand side of the
system, it is proved that the attainable set of the nonlinear control system
with integral constraints on control is convex.
The value function of nonlinear optimal control
problem with generalized integral constraints on control and phase-state
vectors is investigated in [16, 18].
In this article, we consider the attainable sets of
the control systems the behavior of which is
described by nonlinear differential equations. It is assumed that the
admissible control functions are chosen from the closed ball centered at the
origin with radius in
In Section 2, it is illustrated that, in general, the
attainable set is not closed (Example 2.5) and it is shown that the set of
solutions generated by all possible admissible control functions is precompact
in the space of continuous functions (Corollary 2.4). In Section 3, the
diameter of the attainable set is evaluated (Proposition 3.1) and it is proved
that the attainable set is HΓΆlder continuous with respect to time variable
(Proposition 3.3). In Section 4, it is shown that the attainable set of the
control system is continuous with respect to initial condition (Proposition
4.1). In Section 5, it is proved that the attainable set is Lipschitz
continuous with respect to a parameter of the system which define the resource
of the control effort (Proposition 5.1).
Consider the control system the behavior of which is
described by the differential equation
where is the
phase-state vector of the system, is the control
vector, is the time,
and is a compact
set.
For and , we set
where and denotes the
Euclidian norm.
A function is said to be
an admissible control function. It is obvious that the set of all admissible
control functions is the closed
ball centered at the origin with the radius in
It is assumed that the right-hand side of the system
(1.1) satisfies the following conditions.
(a)The function is continuous.(b)For any bounded
set , there exist constants , , and such that
for any , , , and .(c) There exists a
constant such that
for every .
If the right-hand side of the system (1.1) is affine,
that is, if and the
functions satisfy the
assumptions given in [11β14], then, under these assumptions,
the conditions (a), (b), and (c) are also fulfilled.
Let . The absolutely continuous function , which satisfies the equation a.e. in , and the initial condition is said to be a
solution of the system (1.1) with initial condition generated by
the admissible control function By the symbol we denote the
solution of the system (1.1) with initial condition which is
generated by the admissible control function Note that the
conditions (a)β(c) guarantee the existence, uniqueness, and extendability of
the solutions up to the instant of time for every given and
Let us define
the sets
where .
The set is called the
attainable set of the system (1.1) at the instant of time . It is obvious that the set consists
of all to which the
system (1.1) can be steered at the instant of time
The Hausdorff distance between the sets and is denoted by and is defined
as
where .
By , we denote the space of continuous functions with norm
Also, denotes the
Hausdorff distance between the sets and
2. Precompactness of the Set of Solutions
The following
proposition asserts that the set of solutions and the attainable sets of the
control system (1.1) with constraint (1.2) are bounded.
Proposition 2.1. Let , , . Then for any , the inequality
holds, where
and is the constant
given in condition (c).
The proof of the proposition follows from condition
(c) and Gronwall's inequality.
For given , we set
We get from Proposition 2.1 that for every , and compact such that So, we have the
validity of the following corollary.
Corollary 2.2. The
set
is uniformly
bounded, and consequently for every , where is defined by
(2.2).
Here and henceforth, we will have in mind the cylinder as the set in condition (b). We set also
where is defined by
(2.2), is defined by
(2.4).
Proposition 2.3. The
set
is
equicontinuous.
Proof. Let be an
arbitrarily given number. Now, let us choose an arbitrary and Without loss of
generality, we assume that . Then from condition (c), we have
According to Proposition 2.1, , where is defined by
(2.2). Then we get from (2.4), (2.6), (2.7), and HΓΆlder's inequality that
Thus for given , setting , we obtain for Since is arbitrarily
chosen, the equicontinuity of the set follows.
From Corollary 2.2 and Proposition 2.3, we get the
validity of the following corollary.
Corollary 2.4. The set
is a precompact
subset of the space .
Note that if the right-hand side of the system (1.1)
is affine with respect to the control vector then the weak
compactness of the set of admissible control functions guaranties the
closeness of the attainable sets; but the
attainable sets of the control system (1.1) with constraint (1.2), in general,
are not closed. In [19, 20], the example is given which illustrates that the
attainable set of nonlinear control system with geometric constraint on control
is not closed. We use that example to show that the attainable set of nonlinear
control system with integral constraint on control is not also closed.
Example 2.5. Let
us consider the control system
where is the
phase-state vector of the system, is the control
vector, It is assumed
that and the control
function of the system
(2.9) satisfies the integral constraint
that is, Let us denote
Thus is the set of
solutions, is the
attainable set of the control system (2.9) at the instant of time generated by
control functions Now, let us prove that the solution set is bounded. Let be an
arbitrarily chosen solution of the system (2.9) with integral constraint (2.10).
Then there exists such that
for any . From (2.10), (2.13), and HΓΆlder's inequality, the
inequality
holds for all Then we get
from (2.10), (2.12), and (2.14) that
for all . However, (2.14) and (2.15) imply that
Since is arbitrarily
chosen, we get that the set is bounded. Now we prove that . Let us assume
the contrary, that is, let . Then there
exists such that
Since , then there exists such that
for all From (2.17), (2.18), and (2.19), it follows that
Since , then it follows from (2.20) that for almost all Then we have
from (2.18) and (2.19) that for every which
contradicts (2.17). Thus
Let us show that . Let be a uniform
partition of the closed interval , where . Now we define a sequence of functions setting
where . It is obvious that for all . Let be the solution
of the system (2.9) generated by the admissible control function . Then it follows from (2.9) that
for every We get from (2.22) and (2.24) that
for every where . Then, from (2.25) we have
for every , and consequently
for every According to (2.22), for all Then, from
(2.23) and (2.27) we obtain that
for almost all , and consequently
for every , where . We conclude from the last inequality that
for every . It follows from (2.26) and (2.30) that
Since for every , from (2.31) we obtain that
However, (2.21) and (2.32) imply that is not a closed
set.
3. Diameter of the Attainable Set and Continuity with Respect to
In this section
we will give an upper estimation for the diameter of the attainable set and will show
that the set-valued map is HΓΆlder
continuous with respect to .
We denote the diameter of a set by and define
it as
The following proposition characterizes the diameter
of the attainable set
Proposition 3.1. For
every , the inequality
holds for any , where
Proof. Let and be arbitrarily
chosen. Then there exist , , , such that
Since , then from (3.6), and the condition (b), we
get
Since , then the
HΓΆlder and Minkowski inequalities imply that
where is defined by
(3.5). Since is arbitrarily
chosen, we obtain from (3.7), (3.8), and Gronwall's inequality that
where is defined by
(3.4).
Note that an estimation for diameter of the attainable
set can be obtained from Propo-sition 2.1; but the estimation given by Proposition 3.1 is more precise.
Corollary 3.2. as
The following proposition asserts that the attainable
set is HΓΆlder
continuous with respect to
Proposition 3.3. Let Then
where is defined by
(2.6).
Proof. Without loss of generality, let us
assume that Let be arbitrarily
chosen. Then there exist , and such that
Let
It is obvious that From
Proposition 2.1, relations (2.4), (2.6), (3.11), (3.12), and the condition (c),
we have
where is the constant
given in condition (c). Since is arbitrarily
chosen, then (3.13) implies that
Analogously, it is possible to show that
In fact, (3.14) and (3.15)
yield the proof.
From Proposition 3.3, we obtain the following
corollary.
Corollary 3.4. The
set-valued map , is -HΓΆlder
continuous.
4. Dependence of the Attainable Sets on Parameters and
The following
proposition characterizes the continuity of the set-valued map in the
Hausdorff metric.
Let us denote
where is defined by
(2.4), and are the
constants given in condition (b).
Proposition 4.1. Let and
be compact
sets. Then the inequality
holds for all , where is defined by
(2.6), is defined by
(4.1).
Proof. Let us choose arbitrary and , where . Then there
exist and such that
holds.
According to the definition of Hausdorff distance, there exists such that . Let be a solution
of the control system (1.1), generated by the admissible control function with initial
condition Then
and From (4.3), (4.4), and conditions (b) and (c), we have
Proposition 2.1 implies that
where is defined by
(2.6). Since is arbitrarily
chosen, from (4.5), (4.6), and Gronwall's inequality, we get
Hence, we obtain from (4.7) that
Similarly, one can prove that
Finally, (4.8) and (4.9) complete the proof.
From Proposition 4.1, the validity of the following
corollaries follow.
Corollary 4.2. The
inequality
holds for all , where is defined by
(4.1).
Corollary 4.3. The
inequality
holds.
Corollary 4.4. Let and
be compact sets
for all . Assume that and as . Then for all
5. Dependence of the Attainable Sets on
In this section we specify dependence of the set on the
constraint parameter Let
where is defined by
(4.1).
The following proposition characterizes the relation
between the solutions sets and .
Proposition 5.1. The
inequality
is satisfied, where is defined by
(5.1).
Proof. Let be an
arbitrarily chosen solution. Then there exist and such that
for every We define a new control function , setting
It is not difficult to verify that . Let be a solution
of the control system (1.1), generated by from the
initial point . Then and
for every . From (5.3), (5.4), (5.5), and condition (b), we get
for every where is defined by
(2.4). The Gronwall inequality, (5.1), and (5.6)
yield that
for all . Thus from (5.7) we get that for any fixed there exists such that
and consequently
where is the closed
unit ball centered at the origin in the space . Analogously, it is possible to prove that
Hence, from
(5.9) and (5.10), we obtain the proof of the proposition.
From Proposition 5.1, it follows that the following
corollaries are satisfied.
Corollary 5.2. The
inequality
is satisfied for any where is defined by
(5.1).
Corollary 5.3. Let as . Then
for every
Acknowledgments
This research was supported by the Scientific and
Technological Research Council of Turkey (TUBITAK) Project no. 106T012. The
authors thank the referees for the careful reading of the manuscript and the
helpful suggestions.
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