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You are on page 1of 12

1987

Printed in Great Britain.

0005 1098/87 $3.00+0.00

Pergamon Journals Ltd.

1987 International Federation of Automatic Control

Generalized Predictive Control Part II.

Extensi ons and Interpretations*

D. W. CLARKFt, C. MOHTADIt and P. S. TUFFS~

By relating a novel predictive controller to LQ designs stability theorems are deduced,

and extensions to Generalized Predictive Control give model following, state-dead-beat

and pole-placement control objectives.

Key Words--Sel f-t uni ng control; predictive control; model-reference control; LQ control; dead-beat

control; nonmi ni mum-phase plant; variable dead-time.

Abs t r act - - The original GMV self-tuner was later extended

to provide a general framework which included feedforward

compensat i on and user-chosen polynomials with det uned mod-

el-reference, opt i mal Smith predictor and load-disturbance tail-

oring objectives. This paper adds similar refinements to the

GPC al gori t hm which are illustrated by a set of simulations.

The relationship between GPC and LQ designs is investigated

to show the comput at i onal advant age of the new approach. The

roles of the out put and cont rol horizons are explored for

processes with nonmi ni mum-phase, unstable and variable dead-

time models. The robustness of the GPC approach to model

over- and under-paramet eri zat i on and to fast sampling rates is

demonst rat ed by further simulations. An appendix derives

stability results showing t hat certain choices of control and

out put horizons in GPC lead to cheap LQ, "mean-lever' , state-

dead-beat and pole-placement controllers.

1. I N T R ODUC T I ON

THE BASIC GPC method developed in Part I is a

natural successor to the GMV algorithm of Clarke

and Gawt hrop (1975) in which a cost-function of

the form:

JoMv = E{(y(t + k) -- w(t)) 2 + 2uZ(t)[t} (1)

was first defined and minimized. The cost of (1) is

single-stage and so it is found that effective control

depends on knowledge of the dead-time k of the

plant and for nonminimum-phase plant stability

requires a nonzero value of 2. The use of long-

range prediction and a multi-stage cost in GPC

overcomes the problem of stabilizing a nonmini-

mum-phase plant with unknown or variable dead-

time.

The relative importance of controller perfor-

mance criteria varies with the application area. For

* Received 2 March 1985; revised 7 July 1985; revised 3 March

1986; revised 22 September 1986. The original version of this

paper was not presented at any IFAC meeting. This paper was

recommended for publication in revised form by Associate

Edi t or M. Gevers under the direction of Edi t or P. C. Parks.

"t Depart ment of Engineering Science, Parks Road, Oxford

OX1 3PJ, U.K.

:~ Al umi num Company of America, Alcoa Technical Center,

Pittsburgh, PA 15069, U.S.A.

149

example, in process control it is generally found

that energetic control signals are undesirable, a

slowly responding loop being prefered, and plant

models are poorly specified in terms of dead-

time and order as well as their transfer function

parameters. Emphasis is therefore placed on robust

and consistent performance despite variations in

quantities such as dead-time and despite sustained

load-disturbances. High-performance electromech-

anical systems tend to have well-understood models

though often with lightly-damped poles, and the

control requirement is for fast response, accepting

the fact that the actuation might saturate. It is

doubtful whether a single criterion as in (1) can

deal with such a wide range of problems, so to

create an effective general-purpose self-tuner it is

essential to be able to adapt the basic approach by

the incorporation of "tuning-knobs".

The GMV design was developed into a useful

self-tuning algorithm by the addition of user-chosen

transfer functions P(q-1), Q(q-1) and an observer

polynomial T(q-1). These time-domain perfor-

mance-oriented "knobs" allow the engineer to tac-

kle different control problems within the same

overall scheme. For example, Gawt hrop (1977) and

Clarke and Gawt hrop (1979) showed that model-

following, detuned model-following, and optimal

Smith prediction were interpretations which could

be invoked as well as the original control weighting

concept of (1). Clarke (1982) and Tufts (1984) give

further examples of the use of these polynomials in

practice.

This paper introduces similar polynomials to

GPC for specifying a desired closed-loop model

and for tailoring the controlled responses to load

disturbances, and the derivation of GPC is

expanded to include the more general CARIMA

model. The properties of these extensions are ver-

ified by simulations, which also show the robustness

of the met hod to a range of practical problems such

150 D. W. CLARKE et al.

as model over- and under-paramet eri zat i on. An

appendix relates GPC with a state-space LQ con-

trol law and derives stability results for two uses

of GPC: large out put and control horizons N 2 and

N U leading to a cheap LQ controller, and N U = 1

giving a "mean-level" controller for stable plants

which need not be mi ni mum-phase. Moreover,

the relations between state-dead-beat control and

deterministic pole-assignment with GPC are exam-

ined.

2. EXTENSIONS TO GENERALIZED PREDICTIVE

CONTROL

2.1. Mode l - f ol l owi ng: P(q- x)

Generalized Predicitive Cont rol as described in

Part I is based on mi ni mi zat i on of a set of predicted

system errors based on available i nput - out put

data, with some constraints placed on the projected

cont rol signals. It is possible to use an a u x i l i a r y

function of the out put as in the GMV devel opment

and consider the predicted system errors associated

with this pseudo-out put and the projected set-

points.

Consi der the auxiliary output:

t~(t) = P ( q- 1) y( t) where

p(q- 1 ) = P n ( q - 1 ) / Pd ( q - 1).

p(q-1) is a transfer-function given by pol ynomi al s

Pn and P d in the backward shift operat or q- 1 with

P(1) set to unity to ensure offset-free control. The

cost t hat the controller minimizes is the expectation

subject to dat a available at time t of:

t J = N 1

}

+ ~ 2(j)[Au(t + j -- 1)] 2

where:

O (t)

N1

N2

; ~ ( j )

is P ( q - 1).~t);

is the mi ni mum costing horizon;

is the maxi mum costing horizon, and

is a control-weighting sequence.

The prediction equat i ons given in Part I must

therefore be modified to forecast @(t + j) instead of

3~t +j ) .

The locally-linearized plant model to be consid-

ered is based on an ARI MA representation of the

disturbances:

A( q - 1 ) y ( t ) = B( q - 1 ) u ( t - 1) + C( q - 1 ) ~ ( t ) / A (2b)

and again for simplicity of deri vat i on it is assumed

t hat C(q-~) = 1.

Consi der the Di ophant i ne identity:

_~_ = i F:

Pn Es AA + q j = 1, 2, (3)

Pd Y d . . . .

Mul t i pl yi ng (2b) by qJEj A and following the same

route as in Part I, we obtain:

~( t + j l t ) = Gj Au( t + j - 1)

+ F y ( t ) / P d ( q - x)

where Gj = Ej B.

(4)

The Di ophant i ne recursion equations developed

earlier are identical to those involved here but

simply the starting point is different:

Pn(O)

E1 - Pd(O)' F1 = q( Pn - E1A) , andA = A A P d .

The transfer function P ( q - 1 ) has two distinct inter-

pretations dependi ng on the particular application

and on the control strategy envisaged. For process

control, when dealing with a "simple" plant the

pri mary design "knobs" are N 2 and N U . If the

process out put has a large overshoot to set-point

and l oad changes, P ( q - 1 ) can be used to penalize

this overshoot. In high-performance applications

N U is chosen larger t han unity by an amount

dependi ng on the complexity of the plant. P ( q - 1)

can t hen be interpreted as the "approxi mat e inverse

closed-loop model " and when 2 = 0 and N 2

= N U >~ k the relationship is exact. For the noise-

free case this implies t hat the closed-loop response

to changes in w(t ) is given by:

1

y( t ) ~- -pW(t - k) = M ( q - 1)w(t - k)

where M ( q - 1 ) is the user-chosen closed-loop model.

The model-following properties are det uned in

cases where N U < N 2 , but for large N U the change

in performance is slight wi t hout the associated

problem of nonmi ni mum- phase zeros in the esti-

mat ed plant which destabilize the usual model-

reference controllers. It is possible to achieve model-

following (as in many MRAC approaches) by using

a prefilter M ( q - 1), giving an intermediate set-point

w' ( t ) = M( q - 1 ) w( t ) , and with a mi ni mum-vari ance

control regulating 3~t) about w'(t). However, the

di st urbance rejection properties and the overall

robustness are not t hen affected by the model as it

simply operates on the set-point which is independ-

ent of variations within the loop. GPC in effect has

an inverse series model whose out put is affected by

bot h w(t ) and the disturbances and so is a more

practical approach.

Generalized predictive c ont r ol - - Pa r t II 151

2.2. C o l o u r e d n o i s e C(q-1) a n d t h e d e s i g n

p o l y n o m i a l T(q - 1)

Most practical processes have more t han one

di st urbance or noise source acting on t hem to give

an effective plant model:

B

C1 C.

y ( t ) = u ( t - k ) + ~ - A ~ l ( t ) + . . . + ~--~. (t ).

The noise component s can be combi ned into a

C

single r andom sequence-~-A(t ) where the noise-

col ouri ng pol ynomi al C(q -1) has all of its roots

within the unit circle provi ded t hat at least one

noise element has nonzero-mean and is persistently

exciting. Not e t hat C ( q - 1) is a t i me-i nvari ant poly-

nomi al onl y if the individual noise variances tr 2

remain const ant . However, with a typical industrial

process this will rarely hold in practice, so successful

identification of C ( q - 1) is unlikely. If the structure

of the variations cannot be est i mat ed on-line, a

design pol ynomi al T ( q - 1) can be used to represent

prior knowl edge about the process noise.

One i nt erpret at i on of T ( q - 1) is as a fixed observer

for the prediction of future (pseudo-) out put s

(Astr6m and Wi t t enmark, 1984). In particular, if

T ( q - 1 ) = C ( q - 1 ) and the stochastic model of (2b)

is valid, then the predictions are asympt ot i cal l y

opt i mal (minimum-variance) and the cont rol l er will

minimize the variance of the out put subject to the

prespecified const rai nt s on the i nput and out put

sequences. The following demonst rat es the inclu-

sion of T ( q - 1) or C ( q - i ) in the GPC cont rol scheme

with the full CARI MA model.

As before, defining a Di ophant i ne identity:

T ( q - 1 ) = E j A A + q - J F j ( 5 )

and proceeding in the usual manner we obtain:

recursion equat i on out l i ned in Appendix A. Combi -

ning (6) and (7) gives:

j)(t +j l t ) = G j A u ( t + j - 1) + F j A u Y ( t - 1) (8)

+ F y f ( t ) .

The mi ni mi zat i on procedure to provide the opt i mal

cont rol sequence is t hen as given in Part I.

The choice of T ( q - 1 ) follows the procedure

adopt ed in GMV designs (Clarke, 1982; Tufts,

1984). If a const rai ned mi ni mum-vari ance solution

is required C ( q - 1 ) must be estimated and T put

equal to C, but for most practical applications T

can be t aken as a fixed first-order pol ynomi al where

1/ Ti s a low-pass filter.

3. RELATION OF GPC WITH STATE-SPACE LQ

DESIGN

Any linear cont rol l er may be i mpl ement ed in a

state-space framework by the appropri at e state

t ransformat i ons and if the cont rol scheme mini-

mizes a quadrat i c cost Riccati iteration may be

employed. Details of such a cont rol l er based on a

CARI MA model representation are given elsewhere

(Clarke e t al . , 1985). In order to consider stability

and numerical properties, however, inclusion of

di st urbances is not necessary, but the insights based

on well-known state-space cont rol l er design can be

applied to the GPC met hod. This is explored in

detail in Appendix B, where in part i cul ar it is shown

how various choices of cont rol and out put horizons

lead to cheap L Q, "mean-l evel ' , state-dead-beat

and pole-placement controllers.

Consi der the plant:

A A y ( t ) = B A u ( t - 1).

Its state-space represent at i on in observable canon-

ical form may be written as:

T ( q - 1 ) P ( t +j l t ) = G j A u ( t + j - I) + F y ( t )

or:

~ ( t + j [ t ) = G i A u f ( t + j - 1) + F y Y ( t ) (6)

where "Y" denotes a quant i t y filtered by 1 / T ( q - 1 ) .

The const rai nt s and the cost are in terms of

A u ( t + j ) for j = 0, 1 .... rat her t han A u y and there-

fore the prediction equat i on must be modified.

Consi der the following:

G~(q - ~ ) = G ' j ~ q - ' ) T ( q - ' ) + q - ~ F ~ ( q - ' ) . (7)

The coefficients of G' are those of G where the

initial i dent i t y of (5) has T= 1. These coefficients

t oget her with those of Fj can be found by the

x(t + 1) = Ax(t) + bAu(t) + if(t)

y ( t ) = e T x ( t ) + W ( t ) .

(9)

The mat ri x A and the vectors b, e are defined in

Appendix B. The vector ff is associated with the

set-point (see Cl arke e t al . , 1985). For this model

the multi-stage cost of GPC becomes:

J = x(t + N2)Tx(t + N2)

N2+t - 1

+ ~ [x(i)rQx(i) + 2 ( i ) A u ( i ) 2 ] .

i =t

( l O )

The cont rol giving mi ni mum cost is therefore:

Au(t) = kT~(t[t)

k T = (2(0 + bTp(t)b) - ~bTp(t)A

152 [). w. CLARKF e t a l .

where P(t) is given by the backwards iteration of

the following Riccati equat i on st art i ng from the

t ermi nal covari ance Q:

P * ( i ) = P ( i + 1 ) - P ( i + 1 ) b ( ) . ( i )

+ b T P ( i + 1 ) b ) l b T P ( i + 1 ) ( 1 1 )

P(i) = ATP*(i)A + Q

Q = [ 1, 0, 0 . . . . . 0] T[ 1, 0, 0 . . . . . o]. (12)

For the cases where N U < N 2 (i.e. when some

of the cont r ol i ncrement s in the fut ure are assumed

to be zero), the value of 2 ( i ) is time-varying, as

fixing t he cont r ol signal is equi val ent to empl oyi ng

a very large penal t y on the part i cul ar cont r ol

i ncrement . In this way all combi nat i ons of GPC

may be i mpl ement ed in a state-space framework.

Recall, however, t hat because the states are not

accessible a st at e-observer or st at e-reconst ruct i on

scheme must be empl oyed. Lai n (1980) uses a

t r ansmi t t ance mat ri x and his appr oach was

empl oyed by Cl arke e t a l . (1985) in t hei r LQ self-

tuner. Thr ee poi nt s are of relevance.

(i) The stability propert i es of GPC and the

det ermi ni st i c LQ met hod with a finite hor i zon of

predi ct i ons are identical. Appendi x B examines the

stability propert i es for special cases of the GPC

settings.

(ii) It is known t hat numeri cal propert i es of LQ

in t he state-space f or mul at i on are good t hough its

dr awback is in execut i on time. The GPC appr oach

requires the i nversi on of (GTG + 21) which can be

done using UDU fact ori zat i on. Vectors f and w

need never be formed since the mul t i pl i cat i on of

GT(w -- f) can also be i mpl ement ed recursively at

the same time as t hat of the G and F paramet ers.

In the LQ case the measur ement - updat e equat i on

(11) can be done using UDU and (12) can be done

via a modi fi ed weighted Gr a m- Sc h mi d t algorithm.

For large N U bot h met hods requi red N U i t erat i ons

of a UDU algorithm. Assuming the t i me-updat es

of (12) are equi val ent t o calculating Gs and Fs in

the GP C appr oach, the bur den of comput i ng the

feedback gains will be appr oxi mat el y equal. How-

ever, with GPC the t op row of (GVG + 21) ~ is

simply multiplied by the vect or GT(w - fl. In the

LQ case typically t hree calls to t he t ransmi t t ance

mat ri x rout i nes are requi red to obt ai n state esti-

mat es which are avoi ded by GPC. For N U = 1

i nversi on is a scalar cal cul at i on whilst for LQ

mat ri x oper at i ons in addi t i on to state est i mat i on

are required. Hence the "one shot " al gori t hm of

GPC is comput at i onal l y less demandi ng.

(iii) The Riccati equat i on i mpl ement at i on implic-

itly assumes t hat there are no rate or ampl i t ude

limits on the cont r ol signal. With GPC it is possible

to perform a const rai ned opt i mi zat i on which

includes these limits.

4. SI MULATI ON EXAMPLES

Si mul at i ons were performed to demonst r at e the

effect of the design features of GPC using a self-

t uni ng cont r ol package FAUST (Tufts and Clarke,

1985). Two principal types were undert aken: in one

case the plant was const ant and the exercise was

i nt ended to show the effect of changi ng one of the

design "knobs" on the t ransi ent response, whilst

the second set involved a t i me-varyi ng plant and

the objective was to show the robust ness of the

adapt i ve use of GPC. Some si mul at i ons used con-

t i nuous-t i me models to illustrate the effect of sam-

pling, t hough in all cases the est i mat ed model

used in the self-tuned version of GPC was in the

equi val ent discrete-time form.

The paramet ers of the A and B pol ynomi al s were

est i mat ed by a st andar d UDU version of RLS

(Bierman, 1977) using the i ncrement al model:

y : ( t ) = yY(t - 1) + q(1 - A ( q - ~ ) ) A y : ( t )

+ B ( q - ~ ) A u f ( t ) + D ( q 1)AvY(t) + e,(t)

where "f " denot es signals filtered by 1 / T ( q - ~ ) , if

used. For simplicity of exposi t i on a fixed forgetting-

fact or was adopt ed whose value was nor mal l y one

(no forgetting), unless ot herwi se stated. The signal

v(t) is a measur ed di st urbance signal (feedforward)

which, as with GMV, can readily be added to GPC.

The par amet er estimates were initialized in the

si mul at i ons with 6o equal t o one and the rest equal

to zero and with the covari ance mat ri x set to

diag{10}.

The figures consist of t wo sets of graphs coveri ng

the behavi our over 400 or 800 samples, one showing

the set -poi nt w ( t ) t oget her with the pl ant out put

}~t), and the ot her showing the cont r ol signal u ( t )

and possibly a feedforward signal v(t). The scales

for each graph are shown on the axes; in all

examples the cont r ol was limited to lie in the

range [ - 100,100]. Load- di st ur bances were of two

pri nci pal types, one (called " d c u " ) consisted of steps

in d ( t ) for the model:

d ( q - l ) . ~ ( t ) = B ( q - l ) u ( t - 1) + d ( t )

and the ot her ( " d c y ' ) of steps in d ( t ) in the model:

A ( q 1 ) y ( t ) - - B ( q 1 ) u ( t - 1) + A ( q ~ ) d ( t ) .

The d c y di st urbance, equi val ent t o an additive step

on the pl ant out put , is a part i cul arl y severe test of

an adapt i ve algorithm.

4 . 1 . T h e e f f e c t o f P( q- 1)

These si mul at i ons were designed t o demonst r at e

the uses of P: penalizing over shoot (process cont rol )

and model -fol l owi ng (hi gh-performance role).

General i zed predi ct i ve c o n t r o l - - Pa r t II 153

I OO %

0 / *

Set - poi nt ( W )

L_A . . . . .

~ ~ n " v ' - V v - - -

I

0

O u t p u t ( Y )

L , , / ' L

P c h a n g i n g

! !

4 0 0

I 0 0 *A

05

O *A

Control s i g n a l a n d feed-forward

F e e d - f o r w a r d s i g n o r

I I I I . , I I

4 0 0

FIG. 1. The effect of the P transfer-function on closed-loop performance.

The first pl ant si mul at ed was t he t hi r d- or der

oscillator:

(1 + sX1 + s2)Xt) = u(t) + d(t) + v(t),

d

where s is the differential oper at or ~-, sampl ed at

1 s intervals. Also, 3 A ( q - 1), 3 B( q - 1) and 3 D( q - 1)

(feed-forward) par amet er s were estimated, with an

assumed del ay of unity. The hor i zon N2 was chosen

as 10 samples and N U = 1. The cont r ol signal was

fixed at 20 units for the first 30 samples while t he

est i mat or was enabled. Two set -poi nt changes of

20 units each were appl i ed at intervals of 30 samples.

Unmeasur abl e step l oad-di st urbances dcu of + 10

units were added at t = 150, 180 and t = 210, 240.

Measur abl e step l oad-di st urbances v(t) of the same

size were added at t = 90, 120 and t = 280, 310.

P( q- ~) was initially set to unity. As seen in Fig. 1,

the set -poi nt response and t he l oad- di st ur bance

rej ect i on al t hough stable, had excessive overshoot ,

but once t he feed-forward par amet er s were t uned

the feed-forward di st urbance rej ect i on was al most

exact. Not e t hat in or der to include feed-forward

in the predi ct i on equat i ons a model of the form:

A ( q - 1)Ay(t) = B ( q - l)Au(t - 1)

+ D( q- 1) Av( t - I) + ~(t)

is assumed where Av(t + j) = 0 for N2 > j > 0.

For t he second hal f of the si mul at i on P( q- 1)

was set to ( 1 - 0. 8q-1)/ 0. 2 at t = 190. Bot h t he

di st urbance rej ect i on and t he set -poi nt responses

were t hereby det uned and t he over shoot r emoved

al t oget her. Feed- f or war d rejection, on t he ot her

AUT 23/ 2 - S

hand, was unaffected by the change made in P.

For the second exampl e shown in Fig. 2, consi der

the doubl e-osci l l at or pl ant whose t ransfer funct i on

is given by:

(1 + s2X1 + 1.5s2)~(t)= u(t).

The model chosen had Pn(q -1) = ( 1 - 0. 5q- l ) 2,

and Pd(q -1) set t o 0.2778(1 - 0 . 1 q - 1 ) . A const ant

cont r ol signal of one unit was appl i ed for the first

10 samples after which it was set to zero for

70 samples. The est i mat or was enabl ed f r om the

begining of t he run, whereas the cont r ol l er was

switched in the l oop at t he 80th sample and t he

set -poi nt was also changed t o 20 units at t hat

instant. N U was set to t wo at t he st art of t he

si mul at i on and as seen this choi ce di d not give

good model -fol l owi ng charact eri st i cs al t hough t he

cl osed-l oop was stable. N U was set to four at the

downwar d set -poi nt change t o 20 units and at each

subsequent downwar d set -poi nt change to 20 units

N U was i ncrement ed by two. Cl earl y the cont r ol

ringing increased with the increase in N U but t he

designed model -fol l owi ng cl osed-l oop per f or mance

remai ned al most the same for N U > 4 (the number

of pl ant poles). If desired, t he cont r ol modes can

be damped using a nonzer o value of 2 to give "fine-

t uni ng" as in GMV.

4.2. The effect of T(q -1)

A second- or der pl ant with t i me-del ay was simu-

l at ed where:

(1 + 15s + 50s2)3~t) = e-2Su(t) + lOd(t)

+ (1 + 15s + 50s2)dc~t) + (1 + 15s + 50s2)~(t)

154 D. W. CLARKE et al.

6 0 /*

- 1 0 %

S e t - p o i n t ( W)

~ A A ^ . , A A ^ . ~

, O v " v , V V ' w . . . .

l I

400

Cont r ot si gnor

io o o /. ,,.ill

0 * I

I

J

/

_100/o ] I

0 4 0 0

FIG. 2. (Detuned) model-following using P(q J).

in which ~(t) was an uncor r el at ed r andom sequence

with zero mean and RMS value of t wo units for

210 < t < 240. A st ep-di st urbance dcy of t hree units

was added t o t he out put at 150 < t < 180. Anot her

st ep-di st urbance dcu, exciting all of the modes of

the plant, of + 10 units was added at 120 < t < 150

and 270 < t < 300. Two step changes in set -poi nt

at the end of a peri od of regul at i on were empl oyed

t o see the effect of di st urbances on the servo

per f or mance of the cont rol l er, and t hree A and four

B par amet er s were est i mat ed with an assumed del ay

of unity.

The initial set -poi nt response and subsequent

l oad- di st ur bance rej ect i on were good, as seen in

Fig. 3. The rej ect i on of dey, on t he ot her hand, was

very active initially and i nconsi st ent in the second

change of load. Thi s was due t o dynami c par amet er

changes caused by not est i mat i ng par amet er s asso-

ciated with the noise structure. Subsequent behavi-

our based on t he poor model was not very good

as t he cont r ol was far t oo active.

In the second si mul at i on shown in Fig. 4, T(q - 1)

was chosen t o be (1 - 0.8q-1). Not e t hat al t hough

T i mpr oved t he di st urbance rejection of t he closed-

l oop it had no effect on the set -poi nt response. In

addi t i on, since t he par amet er est i mat or was bet t er

condi t i oned in t he second case, the final set -poi nt

responses were al most identical t o the initial ones.

4.3. The effect o f N2 and the sampling period

One of t he maj or criticisms of digital cont rol l ers

is t hat most designs onl y wor k well if t he sampling

peri od is chosen carefully (approxi mat el y 1/4 to

1/10 of t he settling-time of the plant). A slow pl ant

with t hree real poles was chosen to investigate

whet her GPC suffers from this problem:

(1 + 10s)3j~t) = u(t).

Five A and five B paramet ers were estimated; N1

was chosen to be 1 and N 2 wa s initially set to 10

but doubl ed at every upward-goi ng step in w(t) to

50. A sampling time of 1 s was chosen; not e t hat

the settling time of the pl ant is about 160s. Fi gure

5 shows t hat the initial cont r ol was stable but had

a small ringing mode and at t ai ned the i mposed

sat ur at i on limits. When an out put hor i zon of 20

samples was chosen this mode was removed. At

N 2 = 40 (the rise-time of the plant) the cont r ol was

much smoot her. Increasing the hor i zon of out put

predi ct i on to the settling time of the pl ant

(N2 = 160) caused the speed of the cl osed-l oop

under this condi t i on to be al most the same as t hat

of the open-l oop, verifying the "mean-l evel " t heor y

of Appendi x B. In all cases, then, the responses

were smoot h despite t he rapi d sampling.

4.4. Over-parameterization

One of t he probl ems with many adapt i ve cont r ol

schemes is t hat an exact knowl edge of the model

or der is required; of part i cul ar interest is the ability

t o over - par amet er i ze the pl ant par amet er est i mat or

in or der to model the pl ant well in case of dynami c

changes.

A fi rst -order pl ant was si mul at ed in discrete time:

( 1 - 0 . 9 q 1 ) 3 4 t ) = u ( t - 1 ) .

Est i mat i on was disabled and t he par amet er s were

fixed a priori to the requi red values given below.

Ge n e r a l i z e d pr e di c t i ve c o n t r o l - - P a r t II 155

i O 0 * A

!50 /

0 O/ o I

0

S e t - p o i n t ( W I

Output ( Y )

i I i I

4 0 O

i o o ' A

_ , o o i i 1

0

Control signal

i , -

- t

I P i

! I I I I I

4 0 0

FIG. 3. The control of a plant with additive disturbances (without the Tpolynomial).

I 0 0 * / .

5 0 "/

0 / o

Se t - p o i n t ( W )

\ /k_

W- ' v =

f , - ! !

O u t p u t ( Y )

I i I I I

4 0 0

Control signal

0

FIG, 4. The control of a plant with additive disturbances (with the Tpolynomial).

4 0 0

I ni t i al l y a c o m m o n f a c t o r o f (1 + 2 q - 1 ) wa s set

b e t we e n t he e s t i ma t e d A a nd B p o l y n o mi a l s , gi vi ng:

. ~( q- 1 ) = 1 + 1.1q - 1 - - 1.8q - 2

/~(q - 1) = 1 + 2q - 1.

NU wa s set t o o n e at t he s e t - po i nt c h a n g e f r o m 0

t o 20, t o t wo f or t he c h a n g e 2 0 - 4 0 , f o ur f or t he

c h a n g e 4 0 - 2 0 a nd f i nal l y NU = 10 f or t he c h a n g e

2 0 - 0 . Th e c o m m o n r o o t wa s t he n mo v e d t o - 0 . 5 ,

0. 5 a n d 2 i n s u c c e s s i o n a nd t he t r ans i e nt t es t

repeat ed. Fi gur e 6 s h o ws t hat i n al l c a s e s t he c o n t r o l

p e r f o r ma n c e o f G P C wa s unaf f e c t e d by t he c o m m o n

f act or.

4. 5. Under-parameterization

Mo s t i ndus t r i al pr o c e s s e s are n o n l i n e a r a n d

t he r e f or e ma y o n l y be a p p r o x i ma t e d by hi g h- o r de r

l i near mo de l s . A g o o d c h o i c e o f s a mpl e - r a t e , o n t he

o t h e r ha nd, e na bl e s t he de s i gne r t o us e l o w- o r d e r

mo d e l s f or c ont r ol : s l o w s a mp l i n g ma s k s t he hi gh-

or de r f ast dy na mi c s .

156 D. W. CLARKE et al,

I 0 0 , ~

50 */

0 */*

Set -poi nt (W) O u t p u t ( Y }

| I I I I I I , I |

8 0 0

I 0 0

- I O 0

Control signal

I[I ,II. , Y.

~-]r F L__/---I_

I I I

8 0 0

FIG. 5. The effect of fast sampling and the prediction horizon.

50 *A

0 */,

J L t p u l

J

l I ,

I

I

40C

2 5 */*

0 */

- 25*/ .

Control signal

J ,. ;

i i 1 1 I I - I I

I t I I I !

0

I

4 0 0

FIG. 6. The effect of common factors in the estimated parameters.

Consi der the f our t h- or der plant:

(1 + s)2(1 + 3S)2)~t) = u(t) + d(t).

A second- or der model was assumed and the pl ant

was sampl ed at 1 s intervals; not e t hat the sampl i ng

process was not mas ki ng t he slightly fast er poles.

In this case t wo A and t hree B par amet er s were

est i mat ed and the assumed t i me- del ay was unity.

N2 was set to 10 and N U was set to one. The set-

poi nt sequence was a squar e wave wi t h a per i od of

40 sampl es. Load- di st ur bances of 10 and 20 units

were added at the mar ked t i mes and as shown in

Fig. 7, offset-free cont r ol was achieved. The overal l

per f or mance was good despi t e the wr ong par ame-

t eri zat i on; the over s hoot coul d have been reduced

using P ( q - 1 ) as shown in t he previ ous sections.

4.6. Un k n o wn or vari abl e t i me - de l ay

The GMV desi gn is sensitive to choi ce of dead-

time; GP C is however r obust pr ovi ded t hat 6 B is

chosen to abs or b any change in the t i me-del ay.

Consi der t he plant:

( 1 - 1 . 1 q - 1 ) ) ~ t ) = - ( 0 . 1 + 0 . 2 q - l ) u ( t - k )

where k = 1, 2, 3, 4, 5 at different stages in the trial.

Generalized predictive cont r ol - - Par t II 157

I O0%

5OO/

0 "/o

S e t - p o i n t ( W ) O u t p u t { Y )

O 4o0

Control signal

0 % " I L . _ . . _ _

I 0 0 / I I I I I I

FIG. 7. The effect of under-parameterization.

The value of k was changed at the downward-

going steps in set-point increasing initially from

one to five and then decreasing from five back to

one again. The adaptive controller estimated two

A and six B parameters and a scalar forgetting-

factor of 0.9 was employed to enable tracking of

variations in the dead-time. N 2 wa s set to 10 and

NU to one. The performance of GPC shown in

Fig. 8 is good; note that the plant was both

nonminimum-phase and open-loop unstable with

variable dead-time, yet stable control was achieved

with the default settings of this algorithm.

5. CONCLUSIONS

This paper has shown that GPC can be equipped

with the design features of the well-known GMV

approach and given a wide range of possible

control objectives, which can be interpreted by its

relationship with LQ algorithms based on state-

space models. These results are summarized in

Table 1. It might seem that there are many possible

choices of design parameters in GPC, but the

table shows that many combinations lead to well-

understood control laws. In practice not all this

flexibility would be required and many processes

can be effectively controlled using default settings.

Closer inspection of Table 1 shows that a "large"

value of N 2 is generally recommended and that

NU and P can then be chosen according to the

control philosophy appropriate for the plant and

the computing power available. Hence the "knobs"

can be used to tailor an adaptive controller to

precise specifications, which is of great value in the

high-performance role. In particular, the met hod

no longer needs to employ control weighting when

applied to a varying dead-time plant which is a

requirement of GMV designs.

The simulations show that GPC can cope with

the control of complex processes under realistic

conditions. As it is relatively insensitive to basic

assumptions (model order, etc.) about the process,

GPC can be easily applied in practice without a

prolonged design phase. These features ensure that

the method provides an effective approach to the

adaptive control of an industrial plant.

REFERENCES

/~strrm, K. J. and B. Wittenmark, (1984). Computer Controlled

Systems--Theory and Design. Prentice-Hall, Englewood

Cliffs, NJ.

Bierman, G. J. (1977). F actorization Methods for Discrete System

Estimation. Academic Press, New York.

Clarke, D. W. (1982). The application of self-tuning control.

Trans. Inst. M.C., 5, 59-69.

Clarke, D. W. and P. J. Gawthrop, (1975). Self-tuning controller.

Proc. IEE, 122, 929-934.

Clarke, D. W. and P. J. Gawthrop, (1979). Self-tuning control.

Proc. IEE, 126, 633-640.

Clarke, D. W., P. P. Kanjilal and C. Mohtadi, (1985). A

generalised LQG approach to self-tuning control. Int. J.

Control, 41, 1509-1544.

Gawthrop, P. J. (1977). Some interpretations of the self-tuning

controller. Proc. lEE, 124, 889-894.

Kwakernaak, H. and R. Sivan, (1972). Linear Optimal Control

Systems. Wiley, New York.

Lam, K. P. (1980). Implicit and explicit self-tuning controllers.

D. Phil Thesis, Oxford University.

Peterka, V. (1984). Predictor-based self-tuning control. Automa-

tica, 20, 39-50.

Tufts, P. S. 0984). Self-tuning control: algorithms and applica-

tions. D. Phil. Thesis, Oxford University.

Tufts, P. S. and D. W. Clarke, (1985). FAUST: a software

package for self-tuning control. I EE Conf. "'Control 85",

Cambridge.

Wellstead, P. E., D. Prager, and P. Zanker, (1979). Pole

assignment self-tuning regulator. Proc. IEE, 126, 781-787.

158 D. W. CLARKE e t a l .

ioo */o 7 ~ -

5 0 *A

O */*

0 800

too

-io

Control signoL

' I t I I I ,

8 0 0

FIG. 8. The cont r ol of a var i abl e dead- t i me pl ant .

TABLE 1. SPECIAL CASES OF GP C SETTlNGS

N U N~ N 2 P 2 Pl ant Cont r ol l er

1 1 10 1 0 s,d " Def aul t "

1 1 ---, oc 1 0 s,d "Mean- l evel "

N2 1 />k P 0 mp Exact model -

fol l owi ng P = I / M

< N 2 1 ~>k P 0,2 " De t une d" model -

fol l owi ng

N2 1 - , oe 1 > 0 s,d LQ i nf i ni t e- st age

N 2 -- n + 1 1 - , o~ 1 0 s,d Ch e a p LQ

n n >~2n - 1 1 0 o,c St at e- dead- beat

n n />2n - 1 P 0 o,c Pol e - a s s i gnme nt

2 s,d " De t une d" pol e-

a s s i gnme nt

s: st abi l i zabl e; d: det ect abl e; o: obser vabl e; c: cont r ol l abl e; mp:

mi ni mum- pha s e .

AP P E NDI X A. RE CURS I ON OF THE P OL YNOMI AL

G ' ( q - l )

Cons i de r t he successi ve Di opha nt i ne identities:

Gj = G j T + q - J F j (A.1)

Gj + l = G ' j + I T + q - J - l F j r (A.2)

Not e t hat Gj = E j B , where:

Ej ( q l ) = e o + e l q l + . . . + e i _ l q - J + l .

Subt r act i ng e qua t i ons (A. I) f r om (A.2) we obt ai n:

q - J e j B = q - J g j + l T + q - J ( q - l F j + l - Fj). (A.3)

Hence t he upda t e e qua t i ons become:

g j t = 1/ t o( ej bo + ?O~o) (A.4)

and, for i = 1 t o max( f B, fTJ:

?o+ 1~i = Y o i + e~bi + gj + l t l ( A. 5)

wher e ?u~ denot es t he i t h coefficient of t he pol ynomi a l F~

as s oci at ed wi t h q - 1 Not e t ha t t he coefficients of B or T wi t h

i ndi ces gr eat er t ha n t hei r respect i ve degr ees ar e zero.

AP P E NDI X B. S OME STABI LI TY RESULTS F OR

L I MI T I NG CASES OF GP C

Cons i de r t he pl ant gi ven in s hi f t - oper at or f or m by:

A ( q - l)Ay(t) = B( q - l)Au(t -- 1). (B.I)

A s t at e- s pace model of t hi s pl ant can be wr i t t en as:

x(t + 1) = Ax(t) + hAu(t) (B.2)

y(t) = erx(t ) (B.3)

wher e A is t he s t at e t r ans i t i on mat r i x whi ch we t ake t o be in

obser vabl e canoni cal form, b is t he vect or of B pa r a me t e r s a nd

AA pol ynomi al s ( Cl ar ke e t al . , 1985). Si nce di s t ur bances do not

affect t he st abi l i t y pr oper t i es of t he cont rol l er, onl y det er mi ni st i c

el ement s ar e consi der ed in t he fol l owi ng sect i on. Def i ni ng t he

a u g me n t e d pol ynomi a l ,~ to be:

~(q t) = AA = 1 + t]lq I + ~2q- 2 q_ ....4_ t i , q- "

t hen t he mat r i ces and vect or s in t he st at e- space f or m are:

A = - - a l 1 0

- a 2 0 1

- - t ~ n

b = [ bo, b l . . . . . b. 1 ] T

. . . 0

. . . 0

0

wher e ai = 0 for i > deg( ~) and

b i ~ 0 for i > deg(B).

Generalized predictive c ont r ol - - Par t II 159

The cos t - f unct i on in t he s t at e- s pace f or mul at i on can be

wr i t t en as:

N2

J = 3-'~ [x(t + i - 1)TQx(t + i - 1)

+ 2(t + i -- l)Au(t + i - 1) 2 ] (B.4)

wher e Q = [ 1, 0, 0 . . . . . o]T[1,O,O . . . . . 0]. The s et - poi nt ha s been

omi t t ed for si mpl i ci t y becaus e t he st abi l i t y pr oper t i es ar e i nde-

pe nde nt of i nput s.

The s ol ut i on is obt a i ne d by i t er at i ng t he e qua t i ons below.

Me a s u r e me n t updat e:

P * ( i ) = P ( i + 1 ) - P(i + l)b(2(i)

+ hr p( i + 1)h)-1hTp(i + 1). (B.5)

Ti me updat e:

P(i) = Q + ArP*(i )A (B.6)

Au(t) = - ( 2 ( 0 + bTp(t)b) - thTP(t)Ax(t). (B.7)

P is cal l ed t he " covar i ance mat r i x" (from dual i t y wi t h t he

e s t i ma t i on equat i ons) . N2 i t er at i ons ar e per f or med ba c kwa r ds

s t ar t i ng f r om Q, t he t er mi nal covar i ance mat r i x. Not e t ha t si nce

bot h t he " one - s hot " ( GPC) me t h o d of cost mi ni mi z a t i on and

t he d y n a mi c p r o g r a mmi n g a ppr oa c h of st at e- space ( LQ) succeed

in mi ni mi z i ng t he s a me cost unde r cer t ai n condi t i ons (i.e. l i near

pl a nt a n d no c ons t r a i nt s on t he cont r ol signal), t he r esul t i ng

cont r ol l aw mu s t be t he s a me because t her e is onl y one mi n i mu m

a nd so t hei r st abi l i t y char act er i st i cs mu s t be i dent i cal .

Not e t ha t fi xi ng t he pr oj ect ed cont r ol si gnal in t he f ut ur e is

equi val ent t o e mpl oyi ng a l arge penal t y on t he appr opr i at e

i nc r e me nt (i.e. 2(0---, oo). Thi s me a n s t hat t he me a s u r e me n t

upda t e need not be per f or med for t he par t i cul ar val ue of i. Thr ee

speci al cases of GP C ar e cons i der ed below.

T h e o r e m 1. The cl os ed- l oop s ys t em is

is st abi l i zabl e a n d det ect abl e and if:

(i) N 2 --* or3, N U = N 2 and 2(0

st abl e if t he s ys t e m (A, b, )

> 0 o r

(ii) N 2 --* ~ , N U --* o o wher e N U ~< N 2 - n + 1 a nd

2(0 = O.

P r o o f . Pa r t (i) is easi l y pr oven f r om t he st abi l i t y condi t i ons of

t he s t at e- s pace LQ cont rol l er. The cost of (B.4) t ends to t he

i nfi ni t e s t age cost a nd for conver gence t o t he al gebr ai c Ri ccat i

e qua t i on (ARE) sol ut i on. Q can be posi t i ve semi - def i ni t e if 2 is

posi t i ve defi ni t e for all t er mi nal covar i ances ( Kwa ke r na a k a nd

Si van, 1972). For par t OiL not e t ha t for t he first n - 1 i t er at i ons

of t he Ri ccat i e qua t i on onl y t he t i me- updat es (B.6) ar e necessar y

(2(0 -~ ~) . Not e, mor eover , t hat t he t er mi nal covar i ance Q is

of r a nk one. Ea c h of t he t i me - upda t e s i ncr eases t he r a nk of

t he ma t r i x P by one a nd aft er n - 1 i t er at i ons t he mat r i x

P(N2 - n + 1) is of full r ank. It is seen t hat P(N2 - n + 1) is

ZA~r eer A~- - t he obser vabi l i t y Gr a mmi a n whi ch is gua r a nt e e d

posi t i ve defi ni t e for t he s t r uct ur e a s s ume d. Th e n as N U ~ o o

t he i t er at i ons (B.5, B.6) conver ge t o t he ARE s ol ut i on for all

val ues 2(0 = 2/ > 0.

R e m a r k 1. Pa r t (ii) is a speci al case of t he st abi l i zi ng cont r ol l er

of Pet er ka (1984), us i ng 2(0 = tos wher e 0 < ~os < oo.

R e m a r k 2. For 2 --* 0 t he GP C l aws above ar e equi val ent t o t he

c ons t r a i ne d mi n i mu m- v a r i a n c e r egul at or der i ved by spect r al

f act or i zat i on for noi se mode l s of r egr essi on type.

T h e o r e m 2. For ope n- l oop st abl e pr ocesses t he cl osed- l oop is

st abl e a nd t he cont r ol t ends t o a mean- l evel l aw for N U = 1

a nd 2(i) = 0 as N~ - , oo.

P r o o f . For si mpl i ci t y a s s u me t ha t t he mat r i x A ha s di st i nct

ei genval ues a nd can t her ef or e be wr i t t en as:

A = ~ . 2 i q i r ~ (B. 8)

wher e 2 i ar e t he ei genval ues a nd I A i l < 1 for all i # ! a nd 2~ = 1

a nd ql a nd ri ar e r i ght a nd left ei genvect or s as s oci at ed wi t h t he

par t i cul ar ei genval ue of A.

The r i ght a n d left ei genvect or s as s oci at ed wi t h t he ei genval ue

at 1 ar e gi ven by:

q l r = [ l , 1 + f i t , I + a I + ' ~ 2 , . . . ]

r~ = I-l, 1, 1, 1 . . . . . 1].

Hence, t he mat r i x

A = - - , q t r ~ a s m- ~ o o .

Not e, however , t ha t t he choi ce N U = 1 i mpl i es t ha t t her e will

be N2 - 1 t i me- updat es fol l owed by a si ngl e full upda t e at t he

l ast i t er at i on, giving:

P(t + 1) = Q + ATQA + A2TQA 2 + AaTQA 3 + . . . .

In t he l i mi t as N2 ~ ~ t he mat r i x P(t + 1) will satisfy:

P(t + l ) / m ~ q l r r Qq , r Xa s m -~ o,

i.e. P(t + 1 ) / m --* r l qt r [ l , 0 . . . . . 0]TEl , 0, ... , 0 ] q l r t T

or:

P(t + 1 ) / m --* r l r ~ . ( B . 9 )

Thi s i mpl i es t hat :

hXP(t + 1)h/m ~ (Zbl) 2

a nd fi nal l y s ubs t i t ut i ng t he a s ympt ot i c val ue of P(t + 1) f r om

(B.9) i nt o (B.7) gi ves for 2 = 0:

Au(t) = - ( Ebb) - 111, 1, 1 . . . . . 1Ix(t). (B.10)

Recall t he f or mul at i on is t ha t of t he obs er vabl e canoni cal f or m

so t hat in a det er mi ni st i c e nvi r onme nt t he st at es ma y be wr i t t en

as follows:

x . ( t ) = - ~ . y ( t - 1) + b . _ l A u ( t - 1)

x. _ 1 = - t i n _ ly(t - 1) - ti.y{t - 2)

+ b. _ tAu(t - 2) + b . _ 2 A u ( t - 1)

x d t ) = - 8 l y ( t - 1) - ... + b o A u ( t - 1) + ... (B. I1)

a nd

~ t ) = x d t ) .

Co mb i n i n g (B.11) wi t h t he expr es s i on for t he cont r ol si gnal

(B.10) yi el ds t he pa r a me t r i c r epr es ent at i on of t he cont rol l er:

( Y , b 3 A u ( t ) = - y ( t ) - (1 + f i t ) y ( t - 1) ... ( E b , - b o )

Au(t - 1) - (Xbl - bo - bt )Au(t - 2) - ... (B.12)

or:

G ( q - l)Au(t) = - A ( q - 1 ) / B ( I ) y ( t )

wher e G is t he s ol ut i on of t he Di opha nt i ne i dent i t y

G ( q - 1 ) A ( q - ' ) A + q - l A ( q - l ) B ( q - t ) / B ( l ) = A ( q - l ) . (B.13)

Thi s can be verified si mpl y by c ompa r i ng t he coeffi ci ent s of G

wi t h t hos e der i ved in (B.12). Thes e ar e t he e qua t i ons of pol e-

a s s i gnme nt pl aci ng t he cl os ed- l oop pol es at t he ope n- l oop

posi t i ons. Hence for ope n- l oop st abl e pr ocesses t he cl osed- l oop

is st abl e as N 2 ~ oo, a n d becaus e t he cl osed- l oop pol es ar e

pl aced in exact l y t he s a me l ocat i ons as t hos e of t he ope n- l oop

poles, t hi s cont r ol l er is a mean- l evel cont rol l er.

160 D. W. CLARKE e t al .

Remar k 1. A mean-l evel cont r ol l er provi des a st ep in cont r ol

following a st ep in t he set - poi nt whi ch will dri ve t he pl ant

out put exactly to t he set -poi nt and hence provi de t he same

cl osed- l oop dynami cs as of t he open- l oop. Not e t hat st eps in

l oad- di st ur bance are, however, rej ect ed since t he cont r ol l er

i ncl udes an i nt egrat or.

Remar k 2. The spect ral decompos i t i on of t he mat ri x A shows

t hat a value of N2 equal t o t he set t l i ng t i me of t he pl ant is

equi val ent for cont r ol pur pos es t o N2 - , oo.

Remar k 3. For cases wher e t her e are mul t i pl e ei genval ues t he

spect ral fact ori zat i on (B.8) is not valid and t he J or dan canoni cal

form must be empl oyed. However, because all pl ant ei genval ues

are assumed to lie i nsi de t he uni t circle t he value of A" as m -+

oo r emai ns t he same as for t he di st i nct ei genval ue case and t he

rest of t he ar gument follows.

Theorem 3. The cl osed- l oop syst em is equi val ent to a st abl e

st at e- dead- beat cont r ol l er if

(1) t he syst em (A, h,e) is obser vabl e and cont r ol l abl e and

(2) N 1 = n, N 2 >i 2n - 1, N U = n and 2 = 0, where n is t he

number of st at es of t he plant.

Proof. Initially t he case of N 2 = 2n - I is consi dered. The cost

mi ni mi zed by the- cont r ol l er pr opos ed above is

N2 +t

d = j~=t x(i)rQ(i)x(i) (B.14)

wher e Q( i ) = 0 for i < t + N1 and Q( i ) = e c T for i > / t + N v

The Ka l ma n cont r ol gai ns can t herefore be cal cul at ed usi ng t he

i t er at i ons (B.5, B.6, B.7). For t he first n - 1 i t er at i ons of t he

Riccati equat i on onl y (B.6) is used wi t h Q = c C, hence obt ai ni ng

t he observabi l i t y Gr a mmi a n in Theor em (1). For t he next n

i t er at i ons (B.5, B.6) are used empl oyi ng Q = 0. Not e t hat t hese

i t er at i ons yield a uni que Ka l ma n cont r ol gai n wi t h

P(t + N2) = c c T.

Fr om t he predi ct i ve poi nt of view, cal cul at i on of t he cont r ol

signal Au(t) is t a nt a mount t o sol vi ng t he set of si mul t aneous

equat i ons:

g, g, - 1 ... g 1

g2. 2 g2. - 1 ..- g. 1

A u ( t + l ) = w- J ( t + n + l ) .

Au(t + n - I) [ w - J ~t + 2n - I ) ]

Clearly if t he mat ri x G is of full r ank t hen Au(t) is unique.

By assumpt i on 1 t he cont r ol l er mi ni mi zi ng t he cost above is

uni que because G is full rank.

As t he syst em is assumed cont r ol l abl e t her e exists a uni que

feedback gai n k such t hat ( A- bkr ) "x( t ) = 0, i ndependent of

x(t). Such a cont r ol l er is t he st at e- dead- beat cont r ol l er and is

stable, i ndependent of t he pol e-zero l ocat i ons of t he system.

Not e t hat t he cost i ncur r ed by choosi ng k as t he dead-

beat cont r ol l er is exactly zero (in t he det ermi ni st i c c a s e ) - - t he

mi ni mum achi evabl e cost. Recall however, t hat t he cont r ol l er

mi ni mi zi ng t he cost was shown t o be unique. Therefore, t he

cont r ol l er deri ved f r om i t erat i ons of t he Riccati equat i on or

sol vi ng t he set of si mul t aneous equat i ons is t he dead- beat

cont r ol l er and hence stable. Not e t hat since t he cost i ncurred is

zero, i ncreasi ng t he hor i zon N 2 does not affect t he mi ni mum

nor t he sol ut i on of t he opt i mi zat i on pr obl em.

Re mar k 1. Not e t hat t he st at e- dead- beat cont r ol is equi val ent

t o pl aci ng all of t he cl osed- l oop pol es at t he origin.

Re mar k 2. As seen in t he assumpt i on (1), t he condi t i on of

mi ni mal real i zat i on is necessary for t he cont r ol cal cul at i on and

t herefore t he choi ce of hor i zons above must in pract i ce be used

wi t h caut i on. Thi s is t he same condi t i on requi red when sol vi ng

t he Di ophant i ne i dent i t y for a pol e- assi gnment cont rol l er. Not e

t hat 2 may be used t o i mpr ove t he condi t i on of t he G mat ri x.

Remar k 3. If i nst ead of (B.1) t he augment ed plant:

A ( q - ' ) AP( q- 1)y(t) = B(q ' ) AP( q- l)u(t - I )

is consi der ed and dead- beat cont r ol is per f or med on ip(t) = P~(t)

i nst ead of ~(t), t he cl osed- l oop pol es will be l ocat ed at t he zer os

of P( q- 1). Thi s is because t he cl osed- l oop pol es of t he augment ed

pl ant (w --, ~(t)) are all at t he ori gi n and t herefore t he cl osed-

l oop pol es of t he act ual pl ant are at t he zeros of P( q - t). The

pr edi ct i ons f i t + j ) can be obt ai ned from (6) repl aci ng /(t) for

3~t) and t he G- par amet er s f r om t he al gor i t hm given in Appendi x

A. The si gnal PAu(t ) and subsequent l y u(t) ar e cal cul at ed from

t he equat i ons given above. Thi s is t hen equi val ent to t he

s t andar d pol e- pl acement cont rol l er.

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