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0.1 Mathematical Notation and Engineering Functions

Control co-design formulations can look intimidating because they express many related ideas compactly. Becoming comfortable with the notation makes the modeling and optimization concepts in later chapters much easier to follow.

Mathematical notation and engineering variables

Scalars, vectors, matrices, and trajectories

These notes use the following conventions:

Scalars are single numbers, vectors are ordered lists, matrices are rectangular arrays, and trajectories change with time.

The main notation categories used throughout the course.

Common variables in control co-design

The following symbols appear frequently in later chapters:

SymbolMeaning
xp\mathbf{x}_pPlant design variables
xc\mathbf{x}_cControl design variables or controller parameters
x(t)\mathbf{x}(t)State trajectory
u(t)\mathbf{u}(t)Control-input trajectory
y(t)\mathbf{y}(t)Output trajectory or measured signals
JJObjective function or performance index
g()g(\cdot)Inequality constraints
h()h(\cdot)Equality constraints

For example, a plant-variable vector might be

xp=[mkc]T,\mathbf{x}_p= \begin{bmatrix} m & k & c \end{bmatrix}^{T},

while a controller-parameter vector might be

xc=[KpKiKd]T.\mathbf{x}_c= \begin{bmatrix} K_p & K_i & K_d \end{bmatrix}^{T}.

Subscripts and superscripts

Subscripts usually identify components, samples, or categories. For example,

x=[x1x2xn]T\mathbf{x}= \begin{bmatrix} x_1 & x_2 & \cdots & x_n \end{bmatrix}^{T}

means that x\mathbf{x} contains nn components. In a time-discretized problem, xix_i may instead mean the value of a variable at the iith time node; the surrounding context determines the intended meaning.

Superscripts may indicate powers, algorithm iterations, or labels. The notation

x(k)\mathbf{x}^{(k)}

usually denotes the value of x\mathbf{x} at iteration kk of an algorithm, whereas x2x^2 denotes the square of a scalar.

Summation notation

Summation notation is common in discrete approximations and finite-dimensional optimization:

i=1Nai=a1+a2++aN.\sum_{i=1}^{N}a_i=a_1+a_2+\cdots+a_N.

If a scalar control input is sampled at NN points, a simple discrete measure of control effort is

J=i=1Nui2.J=\sum_{i=1}^{N}u_i^2.

The index ii can identify time nodes, operating conditions, load cases, uncertain scenarios, or experimental trials.

Sets, bounds, and intervals

Variable bounds are often written componentwise:

xLxxU,\mathbf{x}^{L}\leq\mathbf{x}\leq\mathbf{x}^{U},

where xL\mathbf{x}^{L} and xU\mathbf{x}^{U} are lower and upper bounds. The notation t[t0,tf]t\in[t_0,t_f] means that time belongs to the closed interval from t0t_0 to tft_f.

Functions and engineering relationships

A function maps one quantity to another. In engineering, functions describe relationships among design variables, states, inputs, outputs, objectives, and constraints.

Single-variable and multivariable functions

A single-variable function has the form

y=f(x),y=f(x),

whereas a multivariable function may have the form

J=f(x1,x2,,xn).J=f(x_1,x_2,\ldots,x_n).

For example,

J(k,c)=k2+2c2kcJ(k,c)=k^2+2c^2-kc

depends on two design variables: stiffness kk and damping cc.

Explicit and implicit relationships

An explicit relationship directly gives one variable as a function of others, such as

y=3x+2.y=3x+2.

An implicit relationship combines variables in one equation, such as

x2+y2=1.x^2+y^2=1.

Both forms occur in engineering models and constraints.

Linear, affine, and nonlinear relationships

A linear function preserves scaling and addition. A relationship such as y=axy=ax is linear, while

y=ax+by=ax+b

is affine because of the constant offset bb. A relationship such as

y=x2+sin(x)y=x^2+\sin(x)

is nonlinear. Most CCD problems are nonlinear because plant and controller decisions interact through nonlinear dynamics, constraints, and performance measures.

Time-dependent functions

Dynamic systems are described using time-dependent functions such as x(t)\mathbf{x}(t) and u(t)\mathbf{u}(t). A trajectory is not one number: it assigns a value at every time in an interval. Later numerical methods will replace these continuous functions with finite sets of samples or coefficients.