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International Journal of Control
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Linear quadratic output tracking and disturbance rejection
Masoud Karimi-Ghartemani , S. Ali Khajehoddin , Praveen Jain & Alireza Bakhshai
a a a a a

Department of Electrical and Computer Engineering, Queen's University, Kingston, ON K7L 3N6, Canada Version of record first published: 11 Aug 2011

To cite this article: Masoud Karimi-Ghartemani, S. Ali Khajehoddin, Praveen Jain & Alireza Bakhshai (2011): Linear quadratic output tracking and disturbance rejection, International Journal of Control, 84:8, 1442-1449 To link to this article:

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The solution is formulated based on converting the LQT problem to a standard linear quadratic regulation problem. S.1080/00207179. The solution to finitetime LQR is also available (Anderson and Moore 1989) and is obtained from a differential Riccati equation (DRE). Introduction Linear quadratic regulation (LQR) is a well-known and highly useful concept in optimal control theory. Kingston.2005-2009 For Evaluation Only. B) being stabilisable and *Corresponding author. A review of existing treatments of the LQT problem is presented in Section 2. August 2011. q is a positive scalar and v is a transformed input. No. The optimal tracking index is not. we select a closed-loop structure based on the internal model (IM) principle in order to ensure that the actual value of the reference is achieved in the steady state and the disturbance is completely rejected. and Lin 2009). Tan. ON K7L ISSN 0020–7179 print/ISSN 1366–5820 online ß 2011 Taylor & Francis DOI: 10. and their simulation results are presented and discussed. a first-order plant and a third-order plant. These two are indeed sufficient and necessary conditions. final version received 13 July 2011) This article introduces the problem of linear quadratic tracking (LQT) where the objective is to design a closed-loop control scheme such that the output signal of the system optimally tracks a given reference signal and rejects a given disturbance. ð1Þ J¼ 0 where e ¼ r À y is the tracking error. Linear quadratic output tracking and disturbance rejection Masoud Karimi-Ghartemani*. We then introduce a function in the form of Z1 ðqe2 þ v2 Þdt. Closely related to the regulation problem is the concept of tracking problem where it is desired that the output signal of the closed-loop system y track a desired reference r. Queen’s University. There is a close relationship between robust and LQR designs (Lin 2000. Such robustness properties can be frequently achieved even when state estimation is required (Anderson and Moore 1989). 8. Praveen Jain and Alireza Bakhshai Department of Electrical and Computer Engineering. linear quadratic disturbance rejection. p. 48).1which minimises the quadratic functional JðuÞ ¼ 0 ðxT Qx þ uT RuÞdt: In the above. Keywords: LQR. 2007. It will then be proved that a solution to the above problem exists under mild conditions of stabilisability and detectability of the plant. In this article. however. . Shu. This article is organised as follows. The transformed input is appropriately defined to reflect the transient behaviours of the control signal and to approach zero as time tends to infinity. It is shown that a solution to the proposed optimality index exists under very mild conditions of stabilisability and detectability of the plant state-space equations.2011.informaworld. straightforward to define because direct extensions of the LQR index will either become unbounded or suffer from nonexistence of a stabilising solution. The LQR design provides high robustness with respect to system parameters uncertainties which translate into 60 of phase margin and infinite gain margin (Safonov and Athans 1977). when the plant states are measurable (Anderson and Moore 1989). T stands for vector transposition.605908 http://www. The LQR design offers good gain margin and phase margin. 1442–1449 Edited by Foxit Reader Copyright(C) by Foxit Corporation. For the linear system with the state-space equation _ ¼ Ax þ Bu. Ali Khajehoddin. u is the control. Canada (Received 28 February 2011. Email: karimig@queensu. Existence of the LQR solution and asymptotic stability of the closed-loop system are ensured under very mild conditions of (i) (A. Anderson and Moore 1989. A) being detectable where Q ¼ CTC (Kalman 1960. and the problem is formulated in Section 3. optimal tracking Downloaded by [INASP . 84. The solution is K ¼ RÀ1BTF where F is obtained from the algebraic Riccati equation (ARE) ATF þ FA þ Q À FBRÀ1BTF ¼ 0. x is the system’s state vector. linear quadratic output tracking. the LQR offers the feedback gains K in x the control law of u ¼ À Kx R.International Journal of Control Vol. and good tolerance of (ii) (C. Different performance indices that have been used to address the tracking problem are discussed and an appropriate new form is introduced. Q is a positive semi-definite matrix and R is a positive definite matrix. Such a solution is formulated using the LQR technique. The method is applied to two examples.Pakistan (PERI)] at 04:02 16 July 2012 1.

The solution is expressed as u ¼ À Kx À Krxr. Moreover. as shown in Figure 1. 3. xT r Š . The proposed method is described in Section 4. Problem formulation Consider a linear single-input single-output (SISO) system with the representation _ p ¼ Ap xp þ Bp u þ Bpd d. We will show in this article that this cost function is not a desirable function. (iii) the closed-loop system does not offer disturbance rejection and (iv) the reference trajectory may or may not be achieved in the steady state. and even if some solution is obtained for large Tf. u is a one-dimensional control and d is the disturbance signal. The objective is to design a closed-loop controller such that: (i) the reference signal r is exactly achieved by the output in the steady state. The steadystate solution (Ã. It is often required in practice that a reference signal is exactly achieved in the steady state by the output (not the states). apply to the methods discussed above: (i) the reference state trajectory xr must be available (or estimated). 73). the control obtained for large time intervals overtakes that obtained for small time intervals. Based on this concept. e(t) ¼ r(t) À y(t) is the tracking error. Artestein and Leizarowits 1985). where K and Kr are obtained from DREs (Anderson and Moore 1989. where the subscript ss refers to steady state. (ii) the disturbance signal is perfectly rejected from the output in the steady state. that the reference is generated by x ~ ¼ Lr ¼ LCr xr and the problem can r ¼ Cr xr . It is shown in Artestein and Leizarowits (1985) and Bernstein and Haddad (1987) that the same structure of Figure 1 is optimal in the overtaking sense. and an estimator is required to estimate the reference state variables from the reference output signal. x y ¼ Cp xp ð2Þ where the over-dot shows time-derivative. (ii) the dependence of feed-forward term (Kr in Figure 1) on the plant parameters can cause robustness problems. In (1). the problem is resolved into two subproblems that address steady-state and transient stages separately. In Willems and Mareels (2004). p. One way to overcome the unboundedness of the above performance index for infinite time is the concept of overtaking criterion (Gale 1967. The following statements where some of them reflect serious drawbacks. the index p is used to denote the plant. An IM controller is used in Krikelis and Papadopoulos (1982) to ensure zero steady-state error and uses R1 the functional JðuÞ ¼ 0 ½ðx À xss ÞT Q2 ðx À xss Þ þ ðu À uss Þ2 Šdt. The complete solution to minimise this cost function is formulated in Willems and Mareels (2004). Rigorous definition of v is given below. Literature review An index for finite-time optimal tracking is RT JðuÞ ¼ 0 f ½ð y À rÞT Q1 ð y À rÞ þ uT RuŠdt where Tf is the final time (Anderson and Moore 1989). uÃ) is obtained by minimising TQ þ uTRu where  ¼ x À xd and xd is the desired state. ‘the label optimal is a misnomer’ (Anderson and Moore 1989.International Journal of Control 1443 Figure 1. No discussion is presented regarding conditions for the existence of a stabilising solution. Matrix Ap is n  n. and that robust properties including disturbance rejection are obtained.Pakistan (PERI)] at 04:02 16 July 2012 that is a well-defined function. A solution to the infinite time interval LQ problem with constant state tracking is presented in Willems and Mareels (2004). The optimal tracking problem addressed in Anderson and Moore (1989). the gain vectors Kp and Kr are obtained as Kp ¼ RÀ1BTF and Kr ¼ RÀ1BT(A À BRÀ1BTF )ÀTQ where F is the solution of the ARE. Assuming u RuŠdt where x _ r ¼ Ar xr . This formulation cannot be extended to infinite-time because the index itself becomes infinite. a fact that is also confirmed in Willems and Mareels (2004). p. L ¼ C ðCC ÞÀ1 . and that these robust properties are obtained in an optimal way. It can be RT ~ ÞT Q2 ðx À x ~Þ þ transformed into JðuÞ ¼ 0 f ½ðx À x T T T ~ ¼ Lr. and v is a pseudo-input properly defined to convey transient properties of u without causing the cost index to become unlimited. and avoids excessive energy consumption at v. xp is the n-dimensional state vector. q is a positive scalar. . then x be converted to a finitetime regulation problem by T defining the augmented state vector z ¼ ½xT . 85). In other words. and numerical examples are presented in Section 5. 2. and Bp and Bpd are n  1 and Cp is 1  n dimensional vectors. the overtaking method states that the optimal gains for the infinite-time case can be obtained from the ARE associated with the DRE of finite-time solution. The index (1) combines optimal tracking of the command signal r by the output y and optimal rejection of the disturbance d from the output y. This steady-state to refine the cost R 1 solution is usedT Qà À uT function to  ¼ 0 ðT Q þ uT Ru À à à Ruà Þdt Downloaded by [INASP . and (iii) the performance index (1) is minimised. It shows that the controller gains can be obtained from an ARE. while in practice only the output trajectory may be known.

Cp(I À Ap)À1Bp6¼0. Case 2:  is an eigenvalue of Ap. we obtain T vT 1 ðI À Ap Þ þ v2 Bc Cp ¼ 0. It will be shown shortly that. where K is the overall controller gain vector. v2 Þ. Substituting this into the second equation of (10) results in À1 vT 2 Bc ½Cp ðI À Ap Þ Bp Š ¼ 0. and I is the identity matrix. Now. The optimal solution is obtained among the stabilising set of gains. Bp) has full rank for all  2 Cþ. the control law will be   x u ¼ ÀKp xp À Kc xc ¼ ÀðKp . C ¼ T ð 6Þ CT p 0  . BÞ ¼ : ð9Þ Bc Cp I À Ac 0 Based on Assumption I. vT 2 Bc 6¼ 0. where xc is the m-dimensional state vector. Then the first equation in (10) results in vT 1 ¼ À1 T Àv2 Bc Cp ðI À Ap Þ . Bd ¼ : Bc 0 Ap 0  . ð 5Þ and to satisfy the IM principle. Partitioning v into vT ¼ ðvT 1 . d ¼ Cd xd : ð 3Þ Assumption I: The state-space representation of (2) is stabilisable and detectable. the matrix (I À Ap. x ð 4Þ ð10Þ Now. Assumption III: None of the poles of OFC (eigenvalues of Ac) is equal to a zero of the plant. Cpv3 ¼ 0. xd ð0Þ ¼ xd0 . Assumption II. Two more assumptions are made as follows. Assuming that the SFC and the OFC gain vectors are Kp and Kc. r ¼ Cr xr . B) is stabilisable. Assumption II: The pair (Ac. Then there exist a non-zero vector v3 such that (I À Ap)v3 ¼ 0. Therefore vT 2 Bc ¼ 0. The characteristic polynomial of the OFC is Dc ðsÞ ¼ detðsI À Ac Þ. Dc(s) must (at least) contain Dr(s) ¼ det(sI À Ar) and Dd(s) ¼ det(sI À Ad). Proof of Theorem 1: It is sufficient to prove that the following matrix is full rank for all  2 Cþ (where Cþ is the closed right half of the complex plane. Proposed method 4. B) ¼ 0. It consists of a state-feedback controller (SFC) plus an output feedback controller (OFC). x _ d ¼ Ad xd . given the stated assumptions. Assume that the OFC representation is _ c ¼ Ac xc þ Bc e. Bc Þ ¼ 0. assume that for a  2 Cþbelonging to the set of eigenvalues of Ac. xc Š .)   I À Ap 0 Bp ðI À A. x xr ð0Þ ¼ xr0 . based on Assumption III. then the closed-loop system is _ ¼ Ax þ Bu þ Br r þ Bd d. B) is not full rank. This implies that there exists a non-zero vector v such that T vT(I À A. T T If we define x ¼ ½xT p . Structure of the OFC is specified based on the IM principle to ensure that the reference signal r is tracked and the disturbance d is rejected (Francis and Wonham 1976). y ¼ Cx. Bc) in (4) is controllable. This fact together with the specific block structure of matrix (9) means that (I À A.Pakistan (PERI)] at 04:02 16 July 2012 4. there exists a set of solutions for OFC and SFC gains to make the closed-loop stable. . B) has full rank for all  2 Cþexcept possibly for eigenvalues of Ac. . Now. Kc Þ p ¼ ÀKx ð8Þ xc Figure 2. ð 7Þ  4. because v2 Bc ¼ 0 with the third equation in (10). this will contradict Assumption II. we consider the proof in the two following cases. T T v1 Bp ¼ 0. The proposed closed-loop structure. . We assume that r and d are generated from finite-dimensional linear models given by _ r ¼ Ar xr . Case 1:  is not an eigenvalue of Ap. the matrix (I À A. Therefore.  Bp 0  . Theorem 1: The pair (A. This fact together with the third equation of (10) results in But this contradicts vT 2 ðI À Ac .1 Proposed closed-loop structure The proposed closed-loop structure is shown in Figure 2. v2 ðI À Ac Þ ¼ 0: Downloaded by [INASP .2 Proposed solution Define the operator Dc(D) ¼ det(DI À Ac) ¼ Dm þ a1DmÀ1 þ Á Á Á þ amÀ1D þ am where D is the differentiating operator. x  A¼  Br ¼ B¼ ÀBc Cp Ac    0 Bpd . contradicting the detectability condition in Assumption I. This equation and the first equation of (10) results in that vT 2 Bc Cp v3 ¼ 0: T Now. Karimi-Ghartemani et al.1444 M.

i. where adj(Á) denotes the matrix adjugate satisfying adj(X )X ¼ det(X ). Remark 4: When the OFC is a simple first-order integrator (I). . Dc(D)r ¼ Dc (D) d ¼ 0. But such a system has no zero because its transfer function is Cc ðsI À Ac ÞÀ1 Bc ¼ Dc1ðsÞ (given the controllable form). . z v ¼ ÀKz. . Proof of Theorem 2: The OFC state vector xc satisfies (DI À Ac)xc ¼ Bce. ð14Þ J¼ 0 0 This index can be used to reduce undesired oscillations (Example 2 in Section 5). zc(m) will be equal to the (m. Considering the controllable canonical form for Ac and Bc. . then the index can only contain the tracking error and higher order derivatives of error are excluded. . . qmþ1. Moreover. . 1) element of the adjugate matrix multiplied by e. zc ¼ Dc(D)xc ¼ adj(DI À Ac)Bce. . B) is stabilisable. . 0. i. for any Q ¼ HTH that makes (H. zc(m À 1) ¼ _ . . (16) further extends to Z1 2 _2 þ Á Á Á þ qm eðmÀ1Þ ðq1 e2 þ q2 e J¼ 0 þ qmþ1 zp ðnÞ2 þ Á Á Á þ qmþn zp ð1Þ2 þ v2 Þdt: ð17Þ The transformed state zp ¼ Dc(D)xc reflects the transient of the original state xc. the pair (A. ð11Þ 1445 where the transformed (or pseudo) state vector z and the transformed (or pseudo) input v are z ¼ Dc ðDÞx. q1}. zc(1) ¼ e(m À 1).International Journal of Control Obviously. . zc Š . . . . zp ¼ Dc(D)xp and zc ¼ Dc(D)xc. yc ¼ Cc xc . Therefore. Apply the operator to both sides of (6) and (8) to arrive at _ ¼ Az þ Bv. . Bc). zc(m) ¼ e. 0. e qm. q1}. 0. 1) element of the adjugate matrix will be equal to the determinant of the submatrix that is obtained by removing (1. q}. for the selection of Q ¼ diag{0. Therefore. 0. . the cost index will be extended to Z1 2 _2 þ Á Á Á þ qm eðmÀ1Þ þ v2 Þdt: ð16Þ J¼ ðq1 e2 þ q2 e 0 T T And z ¼ ½zT p . The OFC can be extended to a PI structure to include the first-order derivative of the . Theorem 2: The matrices Ac and Bc can be properly selected to ensure that z(m þ n) ¼ zc(m) ¼ e. v ¼ Dc ðDÞu: ð12Þ If Cpv1 ¼ 0.e. By selecting Q ¼ diag{0. Therefore. Therefore. On the other hand. The last element of zc. Downloaded by [INASP . it can be shown that zc(m) ¼ e. . m) element.e. Remark 2: The proposed method also offers the possibility of including time-derivatives of the tracking error up to order m À 1 in the cost function. qmÀ1. where z(m þ n) is the last element of z. . Remark 3: For Q ¼ diag{qmþn. Dc(s) ¼ s. and it is equal to (À1)(mÀ1)(À1)(mþ1) ¼ 1. The result of Theorem 2 is that. . this extended functional can be used to improve those transient behaviours (Example 2 in Section 5). Now consider the controllable canonical form representation of (Ac. . then this along with the first equation of (15) contradicts the detectability in Assumption I. . there exists a solution to the following LQR problem: Z1 ðzT Qz þ v2 Þdt ð13Þ J¼ 0 that makes the closed-loop asymptotically stable. Cpv1 6¼ 0 with the second equation _ c ¼ Ac xc þ of (15) mean that  is a zero of the system x Bc e.Pakistan (PERI)] at 04:02 16 July 2012 Remark 1: The equations in (11) show a standard state-feedback law with no reference signal. . qm. . (13) becomes Z1 Z1 ðzT Qz þ v2 Þdt ¼ ðqe2 þ v2 Þdt. A) detectable. The (m. .

Assume that the OFC’s structure is 1þ s where .s error function.

(1) changes to Z1 _Þ2 þ v2 Šdt: ½qðe þ . is a known positive scalar. Thus.

¼ 0: C p v1 Cc 0 ð15Þ _ ¼ r À Cp xp À . v2 Š such that    v2 I À Ac Bc ðI À Ap Þv1 ¼ 0. A) is detectable. Cc). Proof of Theorem 3: If (H. . . The following Theorem proves that for such a selection of matrix Q. a solution exists such that the closed-loop system is asymptotically stable. then there exists a scalar  2 Cþ and a non-zero vector T T v ¼ ½ vT 1 .e ð18Þ J¼ 0 that is. 1) and the n þ m dimensional row vector H ¼ (0. Then. the pair (H. . 0. A) is not detectable. exactly equal to the desired cost function (1). Theorem 3: Define the m-dimensional row vector Cc ¼ (0. .

Cp ðAp xp þ _ c ¼ e þ .

B¼ : ð19Þ ÀCp À .e If we define x Bp u þ Bpd d Þ. then A and B in (7) change to ! ! Ap 0 Bp A¼ .

Cp Ap 0 À.

Cp Bp It is straightforward to prove that the associated LQR problem has a stabilising solution for all .

The same procedure that has been previously formulated can then be followed to obtain the solution. .40.

Karimi-Ghartemani et al. however. the minimal solution does not depend on the value of this term and we can remove it. minimum cost function value is Jmin ¼ x which is independent of the disturbance signal.1446 M. Such a solution makes the closed-loop stable as long as (Q. qg. C ¼ ðCp . Theorem 4: The solution of (1) and the solution of (20) are both derived from the same ARE with the following two different Q matrices: Qð1Þ ¼ diagf0. In order to examine the index (20). . 0. Such a term acts as a second disturbance signal if we consider the modified control law as u ¼ À Kx. With such selection for Q. . . The control law (25) comprises the term Kxà þ uà that is generally unknown as it depends on the disturbance signal. It is. Qð20Þ ¼ qCT C. the tracking error is equal to e ¼ Ày ~ ÞT ðCx ~Þ ¼ x ~ T CT Cx ~ : Therefore. 0. the index (24) coincides with (20). Thus. Therefore. 0Þ: ð26Þ Increasing . The most significant question now is whether the closed-loop system becomes asymptotically stable with such a selection. A) is detectable. qe2 ¼ x ~ T Qx ~ e2 ¼ ðCx T where Q ¼ qC C. noticed that the ~ ð0ÞT Fx ~ ð0Þ. we notice that ~ . .

yà ¼ r ¼ Cp xà p: ð21Þ ~ p ¼ xp À xà ~ c ¼ xc À xà ~ ¼ yÀ ~ ¼ u À uà . This is in the sense that it avoids being unbounded and it offers a feedback solution that makes the loop asymptotically stable. will improve the behaviour of the tracking error derivative at the expense of degrading the behaviour of the tracking error itself. the following are given in (7). à _à x c ¼ Ac xc . 4. Assuming that d LQR index seems to be well-defined and can be minimised 5. (C. Proof of Theorem 4: A proof for the first part of the statement is already given above. Assume that the steady-state variables are denoted à à à by xà p . ~ p ¼ Ap x ~ þ Bpd d x _ ~ c þ Bc e ~ ¼ Ac x ~ c À Bc Cp x ~p: ~ c ¼ Ac x x It can thus be concluded that _ ~. However. Thus. the OFC _ c ¼ Ac xc þ Bc e structure is also a simple integrator x where Ac ¼ 0. x Define u p. of x Bp ¼ 1. then _ ~. q}.x c Š and the matrices A. The closed-loop response to a Z J¼ 0 1 ~ T Qx ~þu ~ 2 Þdt: ðx ð24Þ ~ where K ~ ¼ ÀKx The solution to (24) will be equal to u is obtained from the associated ARE. Examples 5. d and xc . And finally ~ þ uà ¼ ÀKx þ Kxà þ uà : u¼u ð25Þ . we show that there is some  2 Cþ such that the matrix [(I À A)T CT] is not full rank. Now. B. the solution to (20) does not stabilise the closed-loop system. Cp ¼ 1. One may think of other forms for a cost function such as Downloaded by [INASP . Therefore. we choose Q ¼ diag{0. A) is not detectable. ð20Þ where uà is the steady-state value of the control signal in Figure 2 in the presence of the reference r and the disturbance d. y ~ ¼ Cp x ~ p þ Bp u ~p. C and Bd ~ ¼ 0. This means that there exists a non-zero vector v such that 0 1     I À Ap 0 v1 I À A @ A Bc Cp I À Ac v¼ ¼ 0: ð27Þ C v2 Cp 0 Equation (27) is satisfied for v1 ¼ 0 and v2 equals any eigenvectors of Ac.1 Example 1 Consider the plant GðsÞ ¼ 1 s with the minimal realisation _ p ¼ Ap xp þ Bp u þ Bp d. The plant and the OFC equations in the steady-state are à à à _à x p ¼ Ap xp þ Bp u þ Bpd d . y ¼ Cp xp where Ap ¼ 0. we show that the pair (C. For the second part of the theorem. y à à ~ y ¼ y À r and d ¼ d À d . Bc ¼ 1. ~ ¼ Ax ~ þ Bu ~ þ Bd d x ~.3 Importance of pseudo-input variable v The above derivations show that the cost function of (1) has a well-defined form for the proposed control structure of Figure 2. x c. Notice that (at least some or all) eigenvalues of Ac are located on the imaginary axis. Here it is already assumed that a stabilising control exists and converges to uà as time tends to infinity.Pakistan (PERI)] at 04:02 16 July 2012 Z J¼ 0 1 ½qe2 þ ðu À uà Þ2 Šdt. e ¼ ÀCx ð23Þ ð22Þ T ~ ¼ ½x ~T ~T where x p. A) is not detectable. The objective is to optimally track step commands and reject step disturbances. To minimise the cost function (1). This manifests itself mainly in terms of slower transient response as shown by an example in Section 5. u . We show in this section that a stabilising solution to this optimal problem does not exist.

82 10.96 10.000 0.5 −1 0 1 Time (s) 2 q =1000 q = 10. Table 1 shows the numerical values of tracking error and control signal energies.002 1 5. Table 1. Performance of the closed-loop system in rejecting the step disturbances is shown in Figure 4.000. Response of system of Example 1 to unit step disturbance: (a) output signal and (b) control signal. q R1 2 e dt R01 2 u dt R01 2 0 v dt 100 0.536 352. Table 2.6 unit step command is shown in Figure 3(a) for three different values of q equal to 100.335 1.5 Â 10À4 1 10. Table 2 shows the numerical values for the tracking error and control signal energies for the disturbance response.18 1000 0.000 (a) q = 100 0. which indicates stronger rejection of the disturbance for larger values of q. 1000 and 10.7 Figure 4. The impact of .000 2 3 (b) 0 q =100 −0.000 Response to unit step disturbance 1447 3 Downloaded by [INASP .000 0 0 1 Control signal (b) 4 2 0 q =100 q =1000 q = 10. Response of system of Example 1 to unit step command: (a) output signal and (b) control signal. The control signal is also shown in Figure 3(b). q R1 2 e dt R01 2 u dt R01 2 0 v dt 100 0.106 3.Pakistan (PERI)] at 04:02 16 July 2012 0 1 Time (s) 2 3 3 Figure 3.35 1000 0.1 1 q = 100 q = 1000 q = 10.988 62. Increasing q results in better tracking at the cost of larger control signals.1 0. Index data for Example 1 (step command). Index data for Example 1 (step disturbance).05 0 0 1 Control signal 2 q = 1000 q = 10.000 3.International Journal of Control Response to step command (a) 1.189 1.011 1 3.118 11.

In this figure. q is selected at 1000 and three values of . in functional (18) is shown in Figure 5.

¼0.3 and 0.7 are examined. 0. Larger .

7 3 1 2 3 1 Time (s) 2 3 5.3 2 b =0. results in smoother but slower responses. Effect of . Bpd ¼ @ 0 A 0 a 0 0 Àa Figure 5. Bp ¼ @ 0 A.1 0. (a) 1 0.5 −1 0 1 2 3 (b) b =0 1 b =0.5 0 0 2 1 0 0 (c) 0.2 Example 2 Consider a third-order plant described by the following state-space matrices: 0 1 0 1 0 1 0 Àa 0 a 0 Ap ¼ @ a 0 Àa A.05 0 0 (d) 0 −0.

1). and Cp ¼ (0. 0. (b) control signal. on the transient response of Example 1: (a) closed-loop response to unit step command. (c) response to unit step disturbance and (d) control signal. The plant transfer function has a pole at origin and two others on the imaginary axis (at Æj1414 for a ¼ 1000). This system is of the type occurring in many practical applications such as grid-connection of voltage source power electronic .

2 0.000. as shown in Remark 3. q2 ¼ 1000 and (a) q3 ¼ 0 (b) q3 ¼ 0. It is possible to make the output signal behave more smoothly by considering the extended cost (a) (b) (c) Figure 8. 1000.5 0 −0. Cobreces. 10.1 0. To this end. By increasing q2 from 0 to 100 and then to 1000. This behaviour originates from the two undamped poles of the plant on the imaginary axis.000.000. Figure 7(b) and (c) show the tracking error to unit sinusoidal disturbance. Huerta.2 0.000 and (a) q2 ¼ 0.5 0 (b) 1 0.4 0. The closed-loop response to the unit sinusoidal reference is shown in Figure 6(a) for all three values of q. This shows that undesired resonances can greatly be reduced by q3. It is observed that the tracking features improve by increasing q. Figure 6(b) shows the tracking error when the unit sinusoidal reference is applied. 6. (b) q2 ¼ 100 and (c) q2 ¼ 1000. q2 ¼ 0. Figure 7. the OFC matrices are selected as     1 0 À!2 o .5 Figure 6. the undesired oscillations on the tracking error are reduced. R converters (Wu and Lehn 2006. The response to the disturbance has some oscillations with very low damping.5 0. Equation (16). Rodriguez. The objective is to design an optimal controller for tracking sinusoidal references and rejecting sinusoidal disturbances both at frequency !o ¼ 20.3 0. Tracking error to unit sinusoidal reference (q2 = 0) q1 =100 q1 =1000 q1 =10.000 and 1000 respectively.1 and 1 when q1 and q2 are fixed at 10. Bueno. and Giron 2008).5 0 −0. Tracking error in Example 2 to a unit sinusoidal reference when (a) q1 ¼ 100. function of (17). Figure 8 shows the impact of three values of q3 ¼ 0. q2 ¼ 0. The cost function is based on .4 M. Bc ¼ : Ac ¼ 0 1 0 The overall closed-loop system matrices A and B are calculated from (7) and the LQR problem is solved for three different values of q ¼ 100. Increasing q3 thus improves the transient behaviour of the output. Conclusion The LQT problem over infinite-time interval was addressed in this note.000 (a) (b) 0.000. Such behaviour can be improved by incorporating the time-derivative of the tracking error in the cost function.1 0.1 and (c)q3 ¼ 1. 0.000. Karimi-Ghartemani et al. and when (b) q1 ¼ 10.Pakistan (PERI)] at 04:02 16 July 2012 0 0. 1000. Response of the system to a unit sinusoidal disturbance is shown in Figure 7(a) for q ¼ 10. 1000 and 10. Notice that q3 is the weight applied to zp(3) that is the transformed output. 100.1448 (a) 1 0.000) q2 =100 q2 =0 q2 = 1000 (c) Downloaded by [INASP . Response of system of Example 2 to unit sinusoidal disturbance when q1 ¼ 10.3 Time (s) 0.5 Tracking error to unit sinusoidal reference (q1= 10. Response of system of Example 2 to unit sinusoidal disturbance when q1 ¼ 10.

Krikelis. Sot. and Wonham. (2009). Automatica. Matem.. and Giron. England: Wiley & Sons. pp. Huerta. However. (1982). D. IEEE Transactions on Automatic Control. R. West Sussex. 36. Our proposed method offers such an advantage. Kalman. Optimal Control. 30. 1123–1126. Bol. Wu. 1–19. Bueno. and Lehn. (1989). Mex. Lin... (2004). F. Review of Economic Studies. 52. 22. E. B. 82. It is also shown that the direct extension of the regulation functional (LQR) does not guarantee stability of the closed-loop system. the LQR formulation does not provide an adequate guideline as to how to choose matrix Q to obtain good tracking properties. International Journal of Control. Artestein. (2008). M. and Haddad. and Lin. S. Linear Quadratic Methods..Pakistan (PERI)] at 04:02 16 July 2012 References Anderson. and Athans. Francis. 73. IEEE Transactions on Automatic Control.. International Journal of Control. M. F. Results confirmed that the solution for the LQT problem (as formulated here) is actually obtained from the same Riccati equation associated with the LQR problem. (2006). P. Z. ‘An Optimal Control Approach to Robust Control Design’. 1449 Downloaded by [INASP . Gale. IEEE Power Electronics Specialists Conference PESC.. I. H. (2000). (1987).. 102–119. (1960).. Lin. E. S. ‘A Rigorous Solution of the Infinite Time Interval LQ Problem with Constant State Tracking’. 32. (2007). ‘Contributions to the Theory of Optimal Control’. W. ‘Tracking Periodic Signals with the Overtaking Criterion’.. F. Bernstein. (1967). J. This article derived necessary and sufficient conditions for existence of the solution. 1364–73. This is not unexpected due to the close relationship between the two problems.. Tan. and Papadopoulos. and Moore. (1985). Shu. 177–186. 289–296. .. 21. (1977). NJ: Prentice-Hall. and Mareels. Safonov. ‘An Optimal Control Approach to Robust Tracking of Linear Systems’. 457–465..International Journal of Control using a transformation on the state variables and control signal such that the steady-state response of the system is eliminated and components of the transient response penalised proportional to their ‘distance’ from the steady-state response. N. A. 249–265. 3794–3800. F. IEEE Transactions on Power Electronics. ‘On Optimal Development in Multi-sector Economy’. Englewood Cliffs. ‘An Optimal Approach for Tracking Problems and its Assessment Against Classical Controllers’. ‘The Internal Model Principle of Control Theory’. and Leizarowits.. J. Rodriguez.. E. IEEE Transactions on Automatic Control. F. Control of grid-connected voltage source converters with LCL filter using a Linear Quadratic servocontroller with state estimator. Systems and Control Letters. 5(2). C. W. 641–645. 37. D. (1976). Willems. Robust Control Design: an Optimal Control Approach. ‘Digital Current Control of a Voltage Source Converter with Active Damping of LCL Resonance’. ‘Optimal Output Feedback for Non-Zero Set Point Regulation’. ‘Gain and Phase Margin for Multiloop LQG Regulators’. B.. 525–540. 173–179. 12. International Journal of Control. Cobreces.

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