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Automatica. Vol. 23, No. 2, pp. 149 160.

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.