Chap4 Student PDF

Chapter 4.
The Design of State Feedback Control

Modern Control Theory (Course Code: 10213403)
Professor Jun WANG (
Department of Control Science & Engineering School of Electronic & Information Engineering Tongji University
Spring semester, 2012
Outline
1
4.1 Introduction 4.2 State feedback 4.3 Pole placement using state feedback 4.4 Design of state observers 4.5 Feedback from estimated states 4.6 Simulations with MATLAB
Outline
1
4.1 Introduction
Introduction
What is the fundamental idea of control theory?
Feedback!!! Classical control: Cascade compensator, output feedback controller, ... State space control: State feedback State feedback State feedback + state observer = output feedback
How to achieve feedback control?
How to achieve state feedback control

Prof J Wang (Tongji Uni)
Chap 4. State feedback control
Spring 2012
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Outline
1
4.2 State feedback
State feedback scheme

Consider an nth-order SISO system x (t) = Ax(t) + bu(t) y(t) = cx(t) In state feedback, the input u(t) is given by x ( t ) 1 x2 (t) u(t) = r(t) kx(t) = r(t) [k1 k2 kn ] . . . xn (t) Such a scheme is called state feedback and the vector k is called the state feedback gain matrix.
Prof J Wang (Tongji Uni) Chap 4. State feedback control Spring 2012 6 / 42
4.2 State feedback
b
+
A k The system with the state feedback is x (t) = (A bk)x(t) + bu(t) y(t) = cx(t) What can we observe from the above model?
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4.2 State feedback
Will the state feedback change controllability?

Lets rst study a 4-th order system, i.e. n = 4. The controllability matrices of the open-loop and closed-loop systems are respectively Qc = b Ab A2 b A3 b Qck = b (A bk)b (A bk)2 b (A bk)3 b 1 kb k(A bk)b k(A bk)2 b 0 1 kb k ( A bk ) b = b Ab A2 b A3 b 0 0 1 kb 0 0 0 1 rank Qc = rank Qck
Controllability is NOT changed.

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We can conclude that the closed-loop system is controllable via state feedback if and only in the open-loop system is controllable. In other words, the state feedback does NOT change the controllability of the system. How to understand this feature of the state feedback? Lets go back to the denition of state controllability. + u y Denote the open-loop and c r b
+
A k
closed-loop systems by and cl . Lets prove in two steps:

u1 (t)
controllable cl controllable
Suppose for there exists an input u1 (t): x(t0 ) x(t1 ). Then, for cl , we have r1 (t) = u1 (t) + kx(t): x(t0 ) x(t1 ). cl controllable controllable If is not controllable, that is u(t) cannot control x(t), then r(t) cannot control it.
r1 (t)
4.2 State feedback
Will the state feedback change observability?

Lets study it by an example! Given a system described by 0 x 1 1 x 1 + u 1 = 2 1 x2 0 1 x x1 y= 1 1 x2 the observability of the system can be veried by 1 1 c =2 rank Qo = rank = rank 1 0 cA
4.2 State feedback
Suppose the state feedback gain is k = k1 k2 . Then the closed-loop system matrix is 1 1 0 1 1 k1 k2 = A bk = k1 1 k2 1 0 1 and the observability matrix is changed into 1 1 Qocl = rank 1 k1 k2 It is clear that rank Qocl depends on the value of k1 and k2 . 1, k k = 1; 2 1 rank Qocl = 2, otherwise.
Prof J Wang (Tongji Uni) Chap 4. State feedback control
Yes, the state feedback can change the observability of the system!
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4.2 State feedback
Will the state feedback change stability?

The stability of an LTI system depends completely on its eigenvalues. The state feedback control can change the controllable eigenvalues of the open-loop system. If an open-loop system is completely state controllable, the state feedback can denitely change the stability of the system.
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Outline
1
4.3 Pole placement using state feedback
Pole placement by state feedback

Denition Given an nth-order open-loop system x (t) = Ax(t) + bu(t) y(t) = cx(t) design an appropriate state feedback gain k such that the closed-loop system constructed by u(t) = r kx(t) x (t) = (A bk)x(t) + bu(t) y(t) = cx(t)
has the expected poles 1 , 2 , , n .
Necessary and sucient conditions for pole placement

If a system is not completely controllable, it can be decomposed according to controllability as follows
c x = Ac nc x 0 c y= C 12 A x c + Bc u nc A x nc 0 x nc c C x nc
k1
c + B +
c C c A 12 A
y1 +
y
y2 +
k2
+
nc C
Suppose the feedback gain k
nc A can be partition as [k1 , k2 ]. It is clear that the state feedback cannot aect the uncontrollable modal. The state controllability is the necessary condition for the pole placement by state feedback.
If the system is completely controllable, we can transform it into the following controllable canonical form (Ac , bc , cc ), where Ac =
1 P c APc 0 1 . .. . , . . 0 1 a0 a1 an1 0 0 1
bc =
1 P c b
. = .. , cc = cPc
The characteristic equation of the open-loop system is det(sI A) = sn + an1 sn1 + + a1 s + a0 = 0 = kPc = k 1 k 2 k n . Then we have Let k = Ac b c k =
0 1 . .. . .. 0 1 1 a1 k 2 an1 k n a0 k
0 1 . .. . . . 0 1 a0 a1 an1
. 1 .. [ k 0 1
2 k n k
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The characteristic equation of the closed-loop system is n )sn1 + + (a1 + k 2 )s + (a0 + k 1) = 0 ) = sn + (an1 + k det(sI Ac + bc K Provided that the expected poles of the closed-loop system are
= 1 , 2 , , n
one can obtain the related characteristic equation is

n1 + + a (s) = sn + a 1 s + a0 = 0 n1 s
Comparing the above two characteristic equations, we have 1 = a a0 k 0 2 = a a1 k 1 . . . n = a an1 k n1

Therefore, we have = kPc = a a0 a a1 a an1 k 0 n1 1 The state feedback gain k for the original system is
1 1 k = kP c = a0 a0 a1 a1 an1 an1 Pc
It is clear that the eigenvalues of the completely-controllable open-loop system can be arbitrarily placed to expected positions by using the state feedback. In other words, controllability of an open-loop system is a sucient condition for arbitrarily pole placement. Conclusion The state controllability is a necessary and sucient condition for pole placement.
4.3.1 Feedback gain by canonical transformation
Determine k by canonical transformation

The proof of the sucient condition also provides an approach to designing the state feedback gain k, as summarized in the following
1 2
Check whether the open-loop system is completely controllable. Determine the characteristic polynomial (s) for matrix A and the expected characteristic polynomial (s) (s) = det(sI A) = sn + an1 sn1 + + a1 s + a0
n1 n + + a (s) = (s 1 s + a0 1 )(s 2 ) (s n ) = s + an1 s
3 4
1 Calculate the transformation matrix P c .
Calculate the required state feedback gain

1 k = a 0 a0 a1 a1 an1 an1 Pc
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Example Consider an open-loop system dened by 1 1 x 1 0 x 1 + u = 2 2 1 2 x2 x x1 y= 0 1 x2 Try to nd the state feedback gain matrix k such that the closed-loop system poles are located at s = 1 j Solutions (1) Verify the controllability condition. As rank(Qc ) = rank[b Ab] = rank controllable.
1 1 2 3
= 2, the system is completely
4.3.1 Feedback gain by canonical transformation
(2) Determine the characteristic polynomials. (s) = det(sI A) = det

s +1 0 1 s+2
= s2 + 3s + 2
(s) = (s + 1 + j)(s + 1 j) = s2 + 2s + 2
1 (3) Determine the transformation matrix P c . 1 pc1 = [ 0 1 ] Q c = [0 1] 1 P c = pc1 pc1 A 1 1 2 3 1
= [2 1]
2 1 3 2
(4) The required state feedback gain matrix is k = [ a 0 a0

a 1 a1 1 ] P c = [ 0 1 ] 2 1 3 2
= [ 3 2 ]
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4.3.2 Feedback gain by direct substitution method
Determine k by direct substitution method

If a system is of low order (n 3), direct substitution of the feedback
gain k into the desired characteristic polynomial may be simpler. For example, if n = 3, then write the state feedback gain as k = [k1 k2 k3 ]
Suppose the expected eigenvalues are 1 , 2 and 3 .
Hence, we have
det(sI A + bK) = (s 1 )(s 2 )(s 3 )
By equating the coecients of the powers of s on both sides, we can determine the values of k1 , k2 and k3 .
4.3.3 Feedback gain by Ackermanns formula
Determine k by Ackermanns formula

Given an nth-order open-loop system x (t) = Ax(t) + bu(t) y(t) = cx(t) one can calculate a state feedback gain k
1 k = [0 0 1]Q c (A)
such that the closed-loop system x (t) = (A bk)x(t) + bu(t) y(t) = cx(t)
places its poles in 1 , 2 , , n .
4.3.3 Feedback gain by Ackermanns formula
Example Consider the previous example (A, b, c), where A = B=

1 2 1 0 1 2
, c = [ 0 1 ].
Try to nd the state feedback gain k by the Ackermanns formula such that the closed-loop system poles are 1 j. Solutions
1 (1) Q c = 1 1 2 3 1
=
2
3 1 2 1
. +2
10 01 1 0 1 2
(2) (s) = (s + 1 + j)(s + 1 j) = s2 + 2s + 2. (3) (A) =

1 0 1 2
+2
1 0 1 2
1 0 1 2
1 (4) k = [ 0 1 ] Q c (A) = [ 0 1 ]
3 1 2 1
= [ 3 2 ].
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Outline
1
4.4 Design of state observers
Introduction to state observers

What is a state observer?
A state observer estimates the state variables of a system based on the measurements of the systems output and control variables.
Why use?
In pole placement design, we assumed that ALL state variables are available for feedback. In practice, not all state variables are measurable. Sometimes, even if some states are measurable by sensors, it may be too expensive to implement in engineering. Full-order observer: Observe all the state variables of the system, regardless of whether some state variables are measurable or not. Minimum-order observer: Observe only the minimum number of the state variables.
Chap 4. State feedback control Spring 2012 26 / 42
What types?
How to construct a state observer

Given an SISO system x (t) = Ax(t) + bu(t) y(t) = cx(t) the state observer can be (t) = Ax x (t)+ bu(t)+ f y(t) cx (t) where x is an estimation of x. Dene e(t) = x(t) x (t). We have e =x x = [Ax + bu] Ax + bu + f (cx cx ) = Ae fce = (A fc)e
x
+
c
+
A f
+
c x A
What can we observe from the observer equation e (t) = (A fc)e(t) If the eigenvalues of (A fc) can be assigned arbitrarily, the behavior of the error e(t) can be controlled. The design of a full-order state observer is to determine the feedback gain f such that (A fc) has the expected eigenvalues. Matrices (A fc) and (A fc)T = (AT cT fT ) have the same eigenvalues. The design of a full-order state observer is to determine the feedback gain fT such that (AT cT fT ) has the expected eigenvalues. The design of a full-order state observer is to equivalent to the state-feedback pole placement problem for the system d (AT , cT , bT ), which is the dual system of (A, b, c).
Procedures for designing a state observer

Given an SISO system (A, b, c), design a full-order state observer (t) = (A fc)x x (t) + bu(t) + fy(t) such that the poles of the observer, i.e. eig(A fc), are in the desired = 1, 2, , n . position
1 2
Transform the system (A, b, c) into its dual system d (AT , cT , bT ). Design a state feedback gain k so that the closed-loop system d (AT cT k, cT , bT ) has the expected poles. Obtain the gain f for state observer, i.e. f = kT .
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Example Consider the system (A, b, c), where A=

0 1 2 1
B=
0 1
c = [2 0]
Assuming that the desired eigenvalues of the observer are s1,2 = 8, design a full-order state observer. Solutions (1) Verify the observability condition. As rank(Qo ) = rank observable. (2) Transform the full-order observer design problem for (A, b, c) into ,c (A ,b the pole placement problem for ), where = A
c cA
= rank
20 02
= 2, the system is completely
0 2 1 1
= B
2 0
c = [0 1]
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(3) Determine the characteristic polynomials. ) = det s 2 = s2 + s + 2 (s) = det(sI A

1 s+1
(s) = (s + 8)2 = s2 + 16s + 64

1 (4) Determine the transformation matrix P c . 1 1 p c1 = [ 0 1 ] Q c = [ 0 1 ] Qo = [ 0 1 ] 1 P c = p c1 p c1 A 2 0 1 02
= [ 0 0.5 ]
0 0.5 0.5 0.5
(5) The required state feedback gain matrix is = [ a k 0 a0 T = Hence, f = k

a 1 a1 7.5 23.5 1 ]P c = [ 62 15 ] 0 0.5 0.5 0.5
= [ 7.5 23.5 ]
(6) The full-order state observer is given by (t) = (A fc)x x (t) + bu(t) + fy(t) (t) = x
15 1 49 1 0 1 7.5 23.5
x (t) +
u(t) +
y(t)
Outline
1
4.5 Feedback from estimated states
How about feedback from estimated states?

We know how to design state feedback gain and how to design a state observer? What will happen if we combine they together? x + u r b
c
+
+ u
A b c
+
y
+
A k b
c x A
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Consider a completely controllable and observable system x (t) = Ax(t) + bu(t) y(t) = cx(t) r + u
x
+
c
+
y The control input u(t) is u(t) = r(t) kx (t) x
A f
+
A k
x = Ax(t) bkx (t) + br(t)
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r + u
x
+
c
+
A f
+
c x A
x = Ax(t) bkx (t) + br(t)
k The state equation of the state observer can be written as (t) = (A fc)x x (t) + bu(t) + fy(t) = (A fc)x (t) + b r(t) kx (t) + fcx(t) = Ax (t) + fc x(t) x (t) bkx (t) + br(t) = Ax (t) + fce(t) bkx (t) + br(t) (dene e(t) = x(t) x (t)) e (t) = (A fc)e(t)
We have the following dierential equations x (t) = Ax(t) bkx (t) + br(t) e (t) = (A fc)e(t) Therefore, we can build up the state-space model for the whole system consisting of the state observer and state feedback control: b x(t) A bk bk x (t) + r(t) = 0 e(t) 0 A fc e (t) x(t) y(t) = c 0 e(t)
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or
The characteristic equation of the whole system is A bk bk sI A + bk bk = =0 (s) = sI 0 A fc 0 sI A + fc (s) = (sI A + bk) (sI A + fc) = 0 Remarks The closed-loop poles of the whole system consists of two parts

(sI A + bk) is associated with feedback pole placement. (sI A + fc) is associated with state observer.
The feedback controller and the state observer can be designed separately and combined together to construct the feedback controller with a state observer The Separation Principle.
We now discuss the transfer function of the whole system. From the state space model, we have 1 sI A + bk bk b Y(s) = c 0 R(s) 0 sI A + fc 0 = c(sI A + bk)1 b
Remarks This transfer function is exactly the same as the closed-loop feedback control system directly from the state. The observer is completely canceled and does not appear in the transfer function from r to y. The closed-loop control system with state observer is not completely observable.
Outline
1
4.6 Simulations with MATLAB
Matlab commands used in this chapter

Command acker place ctrb obsv eig initial Description Calculate the feedback gain matrix by Ackermanns formula Calculate the feedback gain matrix Compute the controllability matrix Compute the observability matrix Compute eigenvalues and eigenvectors Initial condition response of state-space models
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4.6 Simulations with MATLAB
A numerical example
MATLAB Programs 1
Example
Consider the system (A, B), where A=
0 1 0 0 0 1 1 5 6
B=
0 0 1
>> A = [0 1 0;0 0 1;-1 -5 -6]; >> B = [0;0;1]; >> J = [-2+j*4 -2-j*4 -10]; >> K = acker(A,B,J) K = 199 55 8 MATLAB Programs 2 >> A = [0 1 0;0 0 1;-1 -5 -6]; >> B = [0;0;1]; >> J = [-2+j*4 -2-j*4 -10]; >> K = place(A,B,J) K = 199.0000 55.0000 8.0000
Determine the state-feedback gain K such that the closed-loop poles are s1,2 = 2 j4, s3 = 10.
Solutions
MATLAB programs that generate the matrix K are shown right by using the commands acker and place.
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Chapter 4. The Design of State Feedback Control

Modern Control Theory (Course Code: 10213403)
Professor Jun WANG (
Department of Control Science & Engineering School of Electronic & Information Engineering Tongji University
Spring semester, 2012
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Chapter 4.

The Design of State Feedback Control

Professor Jun WANG (

Spring semester, 2012

How to achieve feedback control?

How to achieve state feedback control

Prof J Wang (Tongji Uni)

Chap 4. State feedback control

4.2 State feedback

State feedback scheme

4.2 State feedback

Prof J Wang (Tongji Uni)

Chap 4. State feedback control

4.2 State feedback

Will the state feedback change controllability?

Controllability is NOT changed.

Chap 4. State feedback control

closed-loop systems by and cl . Lets prove in two steps:

4.2 State feedback

Will the state feedback change observability?

4.2 State feedback

4.2 State feedback

Will the state feedback change stability?

Prof J Wang (Tongji Uni)

Chap 4. State feedback control

4.3 Pole placement using state feedback

Pole placement by state feedback

Necessary and sucient conditions for pole placement

Suppose the feedback gain k

4.3 Pole placement using state feedback

4.3 Pole placement using state feedback

one can obtain the related characteristic equation is

Comparing the above two characteristic equations, we have 1 = a a0 k 0 2 = a a1 k 1 . . . n = a an1 k n1

4.3 Pole placement using state feedback

4.3 Pole placement using state feedback

4.3.1 Feedback gain by canonical transformation

Determine k by canonical transformation

1 Calculate the transformation matrix P c .

Calculate the required state feedback gain

Prof J Wang (Tongji Uni)

Chap 4. State feedback control

= 2, the system is completely

4.3 Pole placement using state feedback

4.3.1 Feedback gain by canonical transformation

(2) Determine the characteristic polynomials. (s) = det(sI A) = det

(4) The required state feedback gain matrix is k = [ a 0 a0

Prof J Wang (Tongji Uni)

Chap 4. State feedback control

4.3 Pole placement using state feedback

4.3.2 Feedback gain by direct substitution method

Determine k by direct substitution method

4.3 Pole placement using state feedback

4.3.3 Feedback gain by Ackermanns formula

Determine k by Ackermanns formula

4.3 Pole placement using state feedback

4.3.3 Feedback gain by Ackermanns formula

Example Consider the previous example (A, b, c), where A = B=

(2) (s) = (s + 1 + j)(s + 1 j) = s2 + 2s + 2. (3) (A) =

Prof J Wang (Tongji Uni)

Chap 4. State feedback control

4.4 Design of state observers

Introduction to state observers

Prof J Wang (Tongji Uni)