STATE VARIABLE METHODS IN AUTOMATIC CONTROL KATSUHISA FURUTA Tokyo Institute of Technology AKIRA SANO Keio University, Yokohama In association with DEREK ATHERTON Sussex University, UK JOHN WILEY & SONS Chichester - New York » Brisbane - Toronto - Singapore“This work is an extended version of that frst, published by Corona Publishing Company Limite Fee 10 Sengoku Bunkyo-ku Tokyo, Japan Copyright ©1988 by Katsuhisa Furuta All ighes reserved opt of this book may be reproduced by ny means oF Neseticad oe aston iio # machine anuage who the ten person of he pole: Lamary of Congres Cataloging Pubation Date: Furuta, Kathi, 980 Jat sete metods in ator cont Kasse For ta Sino assum vith etek Aer po om ISBN 0 471 91877 6 System analysis optimization. I, Sano, Akira, 1983— ML, Title QA02,F87 1988, 629.83—ae 19 Cont eon. 3, slate! f IL. Atherton, Derek P. [itish Library Cataloguing in Publeation Data: Furuta, Katsuhisa ‘State variable methods in automatic contro 1. Automatic control [Tite Mh Sano, Akiea IIL Atherton, Derek 629.832 rats ISBN 0 471 91877 6 sd, oy Steet, Salsbury “ype by Matheratial Composition Seters Lid Pile and ound in Great Bian by Biles of Gulord s73sash cp. CONTENTS 1 MATHEMATICAL DESCRIPTION OF LINEAR SYSTEMS ‘SYSTEM REPRESENTATION 1.1 Input-Output Description 1.2. State Variable Description 1.3. Relationship between Transfer Function and State Variable Description STATE VARIABLE MODELLING Linearization Analogies in Physical Systems Transier Function and State Variable Description State Variable Description of an RLC Network SOLUTION OF THE LINEAR STATE EQUATION Homogeneous Linear Equation Solution of the Inhomogeneous Linear Equation Calculation of the Transition Matrix IVALENT SYSTEMS, Input-Output Relation Equivalent Systems {EALIZATION OF SINGLE:INPUT AND SINGLE-OUTPUT LINEAR SYSTEMS 5.1. Companion Form (a): Controllable canonical form 5.2 Companion Form (bh: Observable canonical form 5.3 Jordan Canonical Form 5.4 Tridiagonal Form PROBLEMS 4 1 1 1 BOnS 2 2 2 2. g é 8 BE 2 1 1 1 1 3 1 1" 1 4 1 1 5 1 1 1 1 2. STRUCTURE OF LINEAR SYSTEMS 2.1, OBSERVABILITY AND CONTROLLABILITY OF TIME-INVARIANT SYSTEMS 1.1 The Condition for Controllability 1.2. The Condition for Observability 1.3. Duality 1.4 Output Controllability 1.8 Equivalent Systems STATE SPACE STRUCTURE OF TIME-INVARIANT SYSTEMS, 2.1 Controllable Subspace 2 2 2. 2 2. 2.2 2,i STATE VARIABLE METHODS IN AUTOMATIC CONTROL 2.2.2 Unobservable Subspace and Kalman's Canonical Decomposition 2.2.3. Stability and Decomposition of the State Space 2.2.4 Lyapunov Function PROBLEMS 3 CANONICAL FORMS AND MINIMAL REALIZATIONS: 3.1. CANONICAL FORM 3.1.1 Canonical Form 3.1.2. The Definition of Canonical Farm and Ackermana’s Procedure 3.1.3. Canonical Form and Input-Output Relation 3.2. MINIMAL REALIZATION 3.2.1 Dimension of a Minimal Realization 3.2.2 Kalman’s Algorithm for a Minimal Realization from @ ‘Transfer Matrix 3.2.3. Mayne’s Minimal Realization Algorithm PROBLEMS 4 STATE FEEDBACK AND DECOUPLING 4.1. STATE FEEDBACK ‘4.1.1. State Feedback and the Controllable Subspace 4.1.2 Pole Assignment by State Feedback 4.1.3. Pole Assignment in the Controllable Subspace 4.2. THE DECOUPLING PROBLEM 4.2.1 Decoupling by State Feedback 4.2.2 Pole Assignment and Zeros of Decoupled Systems PROBLEMS: 5 OPTIMAL CONTROL AND OBSERVERS 5.1 OPTIMAL CONTROL 4.1 Quadratic Criterion Function 1.2. The Stability of the Optimal Control System 113. Frequency Domain Characteristics of 2 System with Optimal Control 1.4 Square Root Locus 1.5 Computational Methods of Optimal Control ‘OBSERVERS 2.1 State Observer 2.2. Determination of L in Gopinath’s Algorithm 2.3. Design of a Functional Observer 2.4 Characteristics of a Closed Loop System Incorporating an Observer 5.3 CONTROL SYSTEM FOR STEP COMMAND 5.3.1 Control System Design 5.2.2 Behaviour of Observer to Constant Disturbance PROBLEMS gogoken 112 112 412 14, 19 421 121 127 132 138 135 135 138 141 144 148, 148, 14g, 158 159 163 165 166 169 174 CONTENTS 6 THE KALMAN FILTER AND STOCHASTIC OPTIMAL CONTROL 6.1 THE LOG PROBLEM 6.2 THE KALMAN FILTER 6.2.1 Properties of the Kalman Filter 6.2.2 Treatment of Various Types of Random Noise 6.3 STOCHASTIC OPTIMAL CONTROL 6.3.1 Perfect State Observation 6.3.2 The Separation Theorem PROBLEMS, REFERENCES INDEX 176 176 177 182 184 189 189 192 205 207 210