Modern Control Sys-Lecture Vii PDF

MODERN CONTROL
SYSTEMS ENGINEERING
COURSE #: CS421
INSTRUCTOR:
DR. RICHARD H. MGAYA
Date: October 25th, 2013
Optimal Control System Design

Consider a state differential equation:
x Ax(t ) Bu (t )
The system can be represented in a general form:

x g x(t ), u (t ), t
(i)
where
x(t) states of the system
u(t) control effort
Optimal control:
Seeks to maximize the return from a system at minimum cost
Finding the control u which causes the system (i) to follow an optimal
trajectory x(t) that minimizes the performance criterion or cost function
t1
J hx(t ), u (t ), t
(ii)
t0
Dr. Richard H. Mgaya

Types of Optimal Control Problems
Terminal control problems: Deals with bringing the system as close as
possible to a given terminal state within a given period of time
Example an automatic aircraft landing system
Optimal policy-Minimizing errors in state vector at the point of landing
Minimum-time control problem: Reaching the terminal state in shortest
time possible
Example Bang-bang control policy
Control is set to umax initially, switching to umin at some specified time
Minimum energy control problem: Transferring of the system from initial
state to final state with minimum expenditure of control effort
Example Satellite control

Types of Optimal Control Problems
Regulator control problems: System initially displaced from the
equilibrium, will return to equilibrium state in such a manner so as
to minimize a given performance index
Example an autopilot for aircraft, shipping vessel or yacht
Optimal policy-Minimizing errors between actual course and desired
course
Tracking control problem: Cause the state of the system to track as

close as possible some desired state time history in such a manner so
as to minimize a given performance index
Example missile tracking a target

Selection of Performance Index
Decision on the type of performance index depends on the
nature of the control problem
Example: Autopilot system - yacht
Goal Maintain course
Minimize the error e , between desired course d , and the actual
course a , with minimum transient period
Source of disturbance wind, waves and currents
Requirements
Minimize distance off-track, ye(t) wandering off track increases the
distance
Minimize course or heading error e
Minimize radar activity a minimize control energy
Minimize forward speed loss ue(t) yaw movement increases angle of
attack resulting to increased drag and forward speed loss

Selection of Performance Index
General performance index:
t1
J h ye (t ), e (t ), ue (t ), a (t ) dt
t0
Control variable:
x1 = ye(t) , x2 = e , x3 = ue(t) , and u = a
Performance index equation
t1
J q11 x1 q22 x2 q33 x3 r1u dt

t0
t1
J Qx Ru dt
t0
If the state and control variables are square then the performance index
becomes quadratic performance index

Quadratic Performance Index
A linear system with quadratic performance index has a
solution that yield a linear control law
u(t ) Kx(t )
Therefore,
t1
J q11 x12 q22 x 22 q33 x 32 r1u 2 dt

t0
J x1
t0
t1
General form
x2
q11
x3 0
0
t1
0
q22
0
0 x1
0 x2 u r1 u dt
q33 x33
J xT Qx u T Ru dt
t0
Q and R are control and weight matrix respectively, J is a scalar quantity


Quadratic Performance Index
When is J finite?
Can converge to a limit or diverge to infinity
Note:
If (A, B) is stabilizable, then the uncontrollable eigen values are of A have
negative real part
Re [ ( A)] 0
If (A, C) is detectable, then the unobservable eigen values are of A have

negative real part
Suppose (A, B) is stabilizable and (A, M) is detectable where Q = MTM and
u(t) = -Kx(t), then the cost function J is finite for every x(0) Rn if and only
if Re[(A + BK)] < 0
Note:

Linear Quadratic Regulator, LQR
Provides optimal control law for a linear system with quadratic
performance index
Continuous Form
Functional equation:
t1
f ( x, t ) min u h( x, u )dt
t0
f ( x, t0 ) f ( x(0))
f ( x, t1 ) 0
from eqn. i and ii a Hamilton-Jacobi can be expressed as follows
T
f
f
min u h( x, u )
g ( x, u )
t
x

Continuous Form
Substitution g ( x, u ) : x Ax Bu
t1
h( x, u ) : J ( xT Qx u T Ru )dt
t0
T
T
T
min u x Qx u Ru
( Ax Bu )
t
x
Introduce the relationship of the form:

f ( x, t ) xT Px
where P is square and symmetric, Riccati matrix


Continuous Form
f
T
x
Px
t
t
f
2 Px
x
f
T
2
x
P
x
T
Substitution:
xT
P
x min u xT Qx u T Ru 2 xT P( Ax Bu )
t
(iii)
In order to minimize u then
f
t
2u T R 2 xT PB 0
u

Optimal control law:
1 T
uopt R B Px
uopt Kx
(iv)
where K = -R-1BTP
Substitution: eqn. (iv) to eqn. (iii)

xT P x xT (Q 2PA PBR 1BT P) x
But
2xT PAx xT ( AT P PA) x
then
P PA AT P Q PBR 1BT P
(v)
Equation (v) belong to a class known as matrix Riccati equations


Discrete Form
Discrete solution to state equation:
x(k 1)T A(T ) x(kT ) B(T )u (kT )
or
x(k 1) A(T ) x(k ) B(T )u(k )
Discrete quadratic performance index:

N 1
J ( xT (k )Qx ( k ) u T (k ) Ru ( k ))T
k 0
Solution of matrix Riccati is solved recursively for P and K
K N (k 1) TR B (T ) P( N k ) B(T ) BT (T ) P( N k ) A(T )
T

Recursive equation for P:
PN (k 1) TQ K T ( N (k 1))TRK ( N (k 1))
A(T ) B(T ) K ( N (k 1)T P( N k )A(T ) B(T ) K ( N (k 1)

Boundary condition:
P( N ) 0
Optimal regulator:
r
x Ax Bu
K

Example: The plant and performance index are given as follows:
x1 0
x 1
2
y 1 0x
T0
0 x 1
1 x1 0
u
2 x2 1
1
2
x
u
dt
2
Determine Riccati matrix P, state feedback matrix K and the

closed-loop eigenvalues
Soln:
PA AT P Q PBR 1BT P
P

p11
PA
p21
0
A P
1
T
p12 0
p22 1
1 p11
2 p21
1 p12
2 p22
p12 p21
p22 p11 2 p21
p12 0
p
PBR 1 B T P 11
110
p
p
22
21
p
12 p21
p22
p22
p p
12 21
p22 p21
p11 2 p12
p21 2 p22
p
1 11
p21
p22
p12 2 p22
p12
p22
p12 p22
2
p22

p11 2 p12 p21
p12
p
p 2p
p
2
p
22
21
22
21
11
2 0 p12 p21 p12 p22
0
0 1 p p
2
p
22 21
22
p22
p12 2 p22
Four Simultaneous Equations:

P is symmetric, i.e., p21 = p12
2
p12 p12 2 p12
0
p11 2 p12 p22 p12 p22 0

p22 p11 2 p12 p12 p22 0
2
p12 2 p22 p12 2 p22 1 p22
0

Solving simultaneous equations:
P is symmetric, i.e., p21 = p12
p12
2
p12
2 p12 2 0
p21 0.732 and 2.732
p12 = p21 = 0.732

From the last simultaneous eqn.:
2
2 p12 4 p22 1 p22
0
2
p22
4 p22 2.464 0
p22 0.542 and 4.542

p22 = 0.542
From second simultaneous eqn:
p11 (2 0.732) 0.542 (0.732 0.542) 0

p11 2.403

Ricatti matrix P:
p
PA 11
p21
p12 2.403
p22 0.732
0.732
0.542
Feedback Matrix K
2.403 0.732
K R 1 B T P 10 1
0
.
732
0
.
542
K 0.732 0.542
Closed-loop eigen values: sI A BK 0

s
0
0 0
s 1
s
1
1 0
s 2 0.732
s
1.732
1 0
0.732
2 1
0.542 0
0
0
0.542
1
0, s 2 2.542s 1.732 0, s1, 2 1.271 j 0.341
s 2.542

Generally, for 2nd order systems if Q is diagonal and R is
scalar then the elements for Riccati matrix are given as:
b22
p11
p12 p22 p22 a21 p12 a22
r
2
r
q
b
2
p12 p21 2 a21 a21
11 2
b2
r
r
2 p12 q22
2
p22 2 a22 a22
b2
r

Tracking Problem:
Control effort to drive the plant state vector x(t) to follow a
desired trajectory r(t) in optimal manner
Continuous Form
Performance index to be minimized:
t1
J (r x)T Q(r x) u T Ru dt
t0
State tracking equation:

s ( A BR 1BT P)T s Qr
(vi)
Boundary conditions for tracking vector s:

s(t1 ) 0

Tracking Problem:
Optimal control law:
uopt R 1 B T Px R 1 B T s
Let
v R 1BT s
(vii)
and
K R 1 BT P
Then
uopt v Kx
If r(t) is known then the system can be designed to follow the

command v(t) from eqn. (vi) and (vii)

Optimal Controller for Tracking System
r
s ( A BR B P) s Qr
T
Tracking vector
R B
uopt
Command vector
x Ax Bu
Discrete Form
Discrete quadratic performance index
N 1
J r (k ) x(k ) Qr (k ) x(k ) u T (k ) Ru (k ) T
k 0

Discrete Form
Discrete state tracking equation:
sN (k 1) F (T ) s( N k ) G(T )r ( N k )
where F(T) and G(T) are control and transition matrices

Boundary condition:
s( N ) 0
Command vector v:
vN k R 1BT s( N k )
Optimal control at time (kT):

Thus,
uopt (kT ) v(kT ) K (kT ) x(kT )

x(k 1)T A(T ) x(kT ) B(T )uopt (kT )
Robust Control System Design

Deals with finding the control law which maintains system
response and error signals within prescribed tolerances despite
the effect of uncertainties on the system
Form of uncertainties:
Disturbance effect on the plant
Measurement noise
Modeling error due to nonlinearity
Model uncertainties due to time varying parameter
Generally, physical system are nonlinear

Linearized for small perturbation about an operating point
Controller design for that operating point

If we consider a family of operating points the uncertainty in
the nominal model is taken into account by considering all
possible variations in the family of models
Controller is said to have robust stability if it can stabilize all
plants within the family
Controller is said to have robust performance if all the plants
within the family meet a given performance specification
Trade-off between conflicting requirements is also taken into account

Consider a feedback control system bellow
N(s) and D(s) are disturbance and measurement noise

Y ( s ) G ( s )U ( s ) D( s )
B( s) Y ( s) N ( s)
U ( s ) C ( s )[ R( s ) B( s )]
(viii)
Substituting U(s) and B(s) in Y(s)

G( s)C ( s) R( s)
D( s )
G ( s)C ( s) N ( s)
Y ( s)
1 G ( s)C ( s) 1 G ( s)C ( s) 1 G ( s)C ( s)
(ix)

Introduce sensitivity function S(s) relates Y(s) and D(s) when
R(s) = N(s) = 0
Y ( s)
1
S ( s)
D( s )
1 G( s)C ( s)
Complementary sensitivity function:

T ( s) 1 S ( s)
G ( s )C ( s)
1 G ( s )C ( s )
If N = 0 eqn. (viii) becomes:

Y (s) T (s) R(s) S (s) D(s)
If T(s) = 1 and S(s) = 0, then perfect set point for tracking and
disturbance rejection
If N(s) 0 then
Y (s) T (s) R(s) S (s) D(s) T (s) N (s)
Therefore, T ( j) 1, Tracking, T ( j) 0, Noise rejection


Model Uncertainties
Unstructured model uncertainties relates to the unmodelled
effects such as plant disturbance and are related to the nominal
plant as either additive or multiplicative
Additive uncertainties, (a):
G(s) Gn (s) la (s)
(x)
Multiplicative uncertainties, (b):

G(s) 1 lm (s) Gn (s)
la (s)
Gn (s)
(a)
(xi)
lm (s)
+
Gn (s)
(b)

Model Uncertainties
Structured model uncertainties relates to parametric variation
in the plant dynamic
Uncertain variation in coefficients of the differential equation
Normalized System Input:

All inputs to the control loop are normalized
Inputs , i.e., changes in set-point or disturbance, are represented by V(s)
V ( s ) V 1 ( s )W ( s ) W ( s )
Impulse : V 1 ( s ) 1 W ( s ) 1
1
Step :
V 1 ( s) 1 W ( s)
s
where V1(s) and W(s) are bounded input and input transfer function, .i.e.,
the input weight, respectively

Normalized System Input:
Set of bounded input : 2-norm of the input signals
v1 (t )
2
2
v1 (t ) 2 dt 1
0
Transformation to frequency domain Parsevals Theorem

v1 (t )
2
2
1
2
V ( j )
W ( j ) d 1

Linear Quadratic H2 Optimal Control
Consider the performance index of the linear quadratic
tracking problem
t1
J (r x)T Q(r x) u T Ru dt
t0
In scalar for with u not constrained = Integral Square Error

t1
ISE e 2 (t )dt
t0
H2 - Optimal control problem:

Find a controller c(t) such that the 2-norm of ISE is minimized for a
specific input
Transformation using Parsevals Theorem:

min c e(t )
2
2
1
min c
2
E ( j )

Linear Quadratic H2 Optimal Control
H2 - Optimal control problem:
From set of eqn. (viii)
If B(s) and Y(s) are substituted and U(s) be written as C(s)E(s), then
1
R( s) D( s) N ( s)
1 G ( s )C ( s )
S ( s )R( s ) D( s ) N ( s )
E ( s)
Since, V(s) = W(s) for specific input

Thus,
min c e(t )
2
2
1
min c
2
S ( j )W ( j ) d
2
Therefore, H2 optimal controller minimizes the average

magnitude of sensitivity function S(j) weighted by W(j)

Linear Quadratic H Optimal Control
Assumption: The input V(j) belong to a set of bounded
function with weight W(j)
2
2
1
V ( j )
v1 (t )
d 1
2
2 W ( j )
Each input V(j) in a set will result in a corresponding error, E(j)
H - Optimal control problem:

Minimize the worst error that can arise from any input in the set, i.e.,
the final result will have the least upper bound
min c e(t )
min c sup S ( j )W ( j )
Therefore, H optimal controller minimizes the maximum

magnitude of weighted sensitivity function S(j) over a
frequency range .

Robust Stability
Let Gm(j) be a nominal model belong to a family of plants
If G(j) is modelled exactly, i.e., disturbance D(s) and
noise N(s) are zero, G(j) = Gm(j)
If la() is the bound of additive uncertainties, then G(j) belonging in the
family is given as
G : G ( j ) Gm ( j ) la ( )
Multiplicative uncertainties bound: from eqn. (x) and (xi)
lm ( )
la ( )
Gm ( j )C ( j )
la ( ) Gm ( j )C ( j ) lm ( )
Note: G(j)C(j) is the open-loop forward transfer function


Robust Stability
Closed-loop uncertainty bound:
or
Gm ( j )C ( j )
lm ( ) 1
1 Gm ( j )C ( j )
T ( j ) lm ( ) 1
Robust stability:
If all plants G(s) in the family have same number of RHP poles then
controller C(s) stabilizes the nominal plant iff the complementary
sensitivity function satisfy the following condition
T ( j )lm ( )
sup T ( j )lm ( ) 1
lm() is referred as the weighted function for T(j)
Note: Robust stability provides minimum requirements, .i.e., stability


Robust Performance
Control system is said to have robust performance if the
controller can minimize the worst plant error in the family
Recall:
S ( j )W ( j )
sup S ( j )W ( j )
If a bound is placed on the sensitivity function S(j) such that:

S ( j ) W ( j )
Then,
sup S ( j )W ( j ) 1 for all G ( j )

Example: Given the following control system
(a) Plot the bode magnitude for sensitivity function S(j) and
complementary sensitivity function T(j), for k = 10 and
comment on their values
(b) For step input, let W(s) = 1/s and produce a bode magnitude
plot for S ( j )W ( j ) for k = 10, 50, and 100 and identify the
optimal value for using both H2 and H criteria

Soln:
(a) Sensitivity function:
S ( s)
1 G ( s )C ( s ) 1
1
K
(1 s )(1 2 s )
2 s 2 3s 1
2
2 s 3s (1 K )
Complementary sensitivity function:

2 s 2 3s 1
T ( s) 1 S ( s) 1 2
2
s
3
s
(
1
K
)
K
2
2 s 3s (1 K )

Soln:
(a) Bode plot:
The system has approximately set-point tracking error of -0.8dB and

disturbance rejection of -20dB for up to 1 rad/s

Soln:
(b) Weighted sensitivity function for step input:
2 s 2 3s 1
S ( s )W ( s )
s{2 s 2 3s (1 K )}
The H2-norm reduces as k increases, thus k = 100 is the be value

H-norm: Maximum magnitude of the weighted sensitivity function occurs
at the lowest frequency. Thus, the least upper bound is is 0dB at 0.01rad/s
where k = 100

Example: The nominal forward path transfer function for a
closed-loop system is given as follows
K
Gm ( s )C ( s )
s ( s 2 2 s 4)
Let the bound for multiplicative model uncertainty be

lm ( s )
0.5(1 s )
(1 0.25s )
What is the maximum value of K for a robust stability?

Soln:
T ( j )lm ( ) sup T ( j )lm ( ) 1
T ( s)
Gm ( s )C ( s )
1 Gm ( s )C ( s )
T ( s)
K
s 3 2s 2 4s K

Soln:
T ( s )lm
0.5 K (1 s )
(1 0.25s )( s 3 2 s 2 4 s K )
Marginal stability occurs at k = 3.5, thus maximum value for

robust stability

If N(s) 0 then
Therefore,
Y (s) T (s) R(s) S (s) D(s)
Y (s) T (s) R(s) S (s) D(s) T (s) N (s)

T ( j) 1, Tracking, T ( j) 0, Noise rejection

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MODERN CONTROL

Date: October 25th, 2013

Optimal Control System Design

The system can be represented in a general form:

Dr. Richard H. Mgaya

Optimal Control System Design

Optimal Control System Design

Tracking control problem: Cause the state of the system to track as

Dr. Richard H. Mgaya

Optimal Control System Design

Optimal Control System Design

J q11 x1 q22 x2 q33 x3 r1u dt

Optimal Control System Design

J q11 x12 q22 x 22 q33 x 32 r1u 2 dt

Q and R are control and weight matrix respectively, J is a scalar quantity

Optimal Control System Design

If (A, C) is detectable, then the unobservable eigen values are of A have

Optimal Control System Design

Dr. Richard H. Mgaya

Optimal Control System Design

Introduce the relationship of the form:

where P is square and symmetric, Riccati matrix

Optimal Control System Design

In order to minimize u then

Optimal Control System Design

Substitution: eqn. (iv) to eqn. (iii)

2xT PAx xT ( AT P PA) x

Equation (v) belong to a class known as matrix Riccati equations

Optimal Control System Design

x(k 1)T A(T ) x(kT ) B(T )u (kT )

x(k 1) A(T ) x(k ) B(T )u(k )

Discrete quadratic performance index:

Solution of matrix Riccati is solved recursively for P and K

Dr. Richard H. Mgaya

Optimal Control System Design

A(T ) B(T ) K ( N (k 1)T P( N k )A(T ) B(T ) K ( N (k 1)

Optimal Control System Design

Determine Riccati matrix P, state feedback matrix K and the

Optimal Control System Design

p22 p11 2 p21

Dr. Richard H. Mgaya

Optimal Control System Design

Four Simultaneous Equations:

p11 2 p12 p22 p12 p22 0

Dr. Richard H. Mgaya

Optimal Control System Design

p12 = p21 = 0.732

p22 0.542 and 4.542

p11 (2 0.732) 0.542 (0.732 0.542) 0

Optimal Control System Design

Closed-loop eigen values: sI A BK 0

Optimal Control System Design

Dr. Richard H. Mgaya

Optimal Control System Design

State tracking equation:

Boundary conditions for tracking vector s:

Optimal Control System Design

If r(t) is known then the system can be designed to follow the

Optimal Control System Design

Dr. Richard H. Mgaya

Optimal Control System Design

where F(T) and G(T) are control and transition matrices

Optimal control at time (kT):