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Robust Multivariable Control
O s c a r R. Gonzfilez
Department of Electrical and Computer Engineering, Old Dominion University, Norfolk, Virginia, USA
3.1 3.2 3.3 3.4 3.5 3.6 3.7 3.8
Introduction ....................................................................................... Modeling ............................................................................................ Performance Analysis ........................................................................... 3.3.1 MIMO Frequency Response and System Gains • 3.3.2 Performance Measures Stability Theorems ...............................................................................
3.4.1 Nyquist Criteria • 3.4.2 Small Gain Criteria
1037 1037 1039 1042 1042 1043 1044 1045
Atul G. Kelkar
Department of Mechanical Engineering, Iowa State
Robust Stability ................................................................................... Linear Quadratic Regulator and Gaussian Control Problems .......................
3.6.1 Linear Quadratic Regulator Formulation • 3.6.2 Linear Quadratic Gaussian Formulation
University, Ames, Iowa, USA
H ~ Control ........................................................................................ PassivityBased Control ........................................................................
3.8.1 Passivity of Linear Systems • 3.8.2 StateSpace Characterization of PR Systems • 3.8.3 Stability of PR Systems • 3.8.4 Passification Methods
3.9
Conclusion ......................................................................................... References ..........................................................................................
1047 1047
3.1 Introduction
A mathematical model of the physical process that needs to be controlled is needed for control system design and analysis. This model could be derived from first principles, obtained via system identification, or created by one engineer and then given to another. Regardless of the origin of the model, the control engineer needs to completely understand it and its limitations. In some processes, it is possible to consider models with a single input and output (SISO) for which a vast amount of literature is available. In many other cases, it is necessary to consider models with multiple inputs and/or outputs (MIMO). This chapter presents a selection of modeling, analysis, and design topics for multivariable, finitedimensional, causal, linear, timeinvariant systems that generalize the results for SISO systems. The reader is encouraged to consult the references at the end of this chapter for additional topics in multivariable control systems and for the proofs to the lemmas and theorems presented.
tions relating the inputs to a standard set of variables, such as loop currents and the configuration variables (e.g., displacements and velocities). In the time domain, the differential equations can be written as follows:
P(79)~(t) = Q(79)u(t),
(3.1)
where 79 a__d / d t is a differential operator, u(t) E T4m is a vector of inputs, ~(t) E 74l is a vector of the standard variables called the partial state variables, and P(79) and Q(79) are differential operator matrices of compatible dimensions. The vector of output variables is, in general, represented by a linear, differential combination of the partial state variables and the inputs:
y(t) = R(79)~(t) + W ( D ) u ( t ) ,
(3.2)
3.2 Modeling
The derivation of a mathematical model for a linear, timeinvariant system typically starts by writing differential equaCopyright© 2005 by AcademicPress. All rights of reproductionin any form reserved.
where y(t) E RP is the vector of outputs and where R(79) and W ( D ) are differential operator matrices of compatible dimensions. The system representation introduced in equations 3.1 and 3.2 is c o m m o n l y referred to as the polynomial matrix description (PMD) and is the most natural representation for many engineering processes. For analysis and design, a statespace representation that is an equivalent representation of 1037
1038 proper I PMDs is more appropriate. The statespace representation of a system with input u(t) and output y(t) is as follows:
Oscar R. Gonzdlez and Atul G. Kelkar
The transmission zero definition states that s = Sz is a zero if the rank of NL(sz) is less than the rank of NL(s). An important difference between SISO and transmission zeros is that a transmission zero does not have to be a zero of any SISO transfer function entry of G(s). Another difference is that it is possible for G(s) to have a pole equal to a zero. To understand other properties of poles and transmission zeros, such as multiplicities, the SmithMcMillan form of G(s) can be used. To understand the effect of the poles of G(s) on a particular output, consider y/(s), the ith response given by:
ic(t)
=
Ax(t) + Bu(t), y(t) = Cx(t) + Du(t),
(3.3)
where x(t) C ~ is a vector of state variables, any minimal set of variables at time to that together with the input u(t), t > to completely characterizes the response of the system for t > to. The statespace representation as defined in equation 3.3 will be represented by the fourtuple (A, B, C, D). The study of the fundamental properties of the statespace representation is covered, for example, in a first graduate course in linear systems (Antsaklis and Michel, 1997.) Because any statespace and PMD representation of a given system are equivalent, they have similar properties. For example, the eigenvalues of A are the roots of [P(k) I, where P(M is the polynomial matrix in ~ found by replacing D with k. Furthermore, the statespace representation is state controllable (observable) if and only if the equivalent PMD is controllable (observable). The generalization of an SISO transfer function is a transfer function matrix, which is found by taking the Laplace transform of equation 3.3 with zero initial conditions. This operation yields:
yi(s) = ~ Gq(s)uj(s),
)1
(3.6)
G(s) = C(sI  A)lB + D,
(3.4)
where GO(s) is the ijth entry of G(s) and where uj(s) is the Laplace transform of the jth input. Equation 3.6 shows that in MIMO systems, the outputs are linear combinations of the inputs where the weights are rational transfer functions. Only the poles of the entries in the ith row of G(s) can affect yi(s), depending on which inputs are nonzero. More insight can be gained by solving for yi(s) in a statespace representation of the system. Because the poles correspond only to the controllable and observable eigenvalues of A, let equation 3.3 be a minimal, that is, a controllable and observable realization of G(s) with n states. The Laplace transform of the ith output is given by: yi(s) = ( Ci(sI  A)I B + Di)u(s), (3.7)
where G(s) E ~(s) p×m is a proper rational transfer function matrix consisting o f p x rn SISO transfer function entries. The transfer function matrix can also be written in terms of an equivalent PMD. Because a transfer function matrix as in the SISO case represents only the controllable and observable dynamics of a system, consider the following controllable and observable PMD:
where Ci and Di are the ith rows of C and D, respectively. If A has distinct eigenvalues, the partial fraction expansion of the response is given by:
D~(s)t;(s)
=
NL(s)u(s), v(s)
=
t2(s),
(3.5)
yi(s) = (~~. ~
~
1
Cit)twHB + Di u(s),
)
(3.8)
where DL(s) C T~[s]/'xp and NL(s) E 7"~[S] pxm are left coprime polynomial matrices in s. The PMD in equation 3.5 is controllable since DL(s) and NL(s) and NL(s) are left coprime; otherwise, it would only be observable. The PMD is a realization of the transfer function matrix in equation 3.4 since G(s) = DL(s) 1NL(s). The poles of a transfer function matrix G(s) are the roots of the pole polynomial of G(s) where the pole polynomial is given by the least common denominator of all nonzero minors of G(s). So, every pole appears as the pole of at least one SISO transfer function entry of G(s). The MIMO poles can also be found as the roots of [DL(s)[. As in SISO systems, the set of poles is a subset of the set of eigenvalues of A irA and G(s) satisfy equation 3.4. There are several definitions of multivariable zeros (Schrader and Sain, 1989).
A PMD is proper if lim (R(k)P 1 (MQ(k) + W(M) exists and is finite. In fact, if the PMD in eq~ua't~ons 3.1 and 3.2 is equivalent to the statespace in equation 3.3, then klim (R(k)P l(k)Q(k) + W(k)) = D. ~:x?
1
where re, we E C ~ are right and left eigenvectors of A, respectively, and m denotes complexconjugate transpose. The effect of the gth pole on the ith output is determined by the 1 x n residue matrix Ciotw[tB and the product of this residue times the vector of inputs u(s). If each entry in the residue matrix is small, then this pole will have little effect on Yi (t). It is also possible for some entries of the residue matrix not to be small but the product of a residue with the vector of inputs to still be small. This indicates that for some directions of the input vector, a pole may have a more significant effect than in other directions. The concept of input directions is unique to MIMO systems, and it will be discussed again in the next subsection. Stability is an important system property. This section is mostly interested in two types: asymptotic and boundedinput and boundedoutput (BIBO) stability. Asymptotic stability is a property of an internal representation, such as a statespace. The representation in 3.3 is said to be asymptotically stable if the solutions of 2(t) = Ax(t) approach the origin
3 Robust Multivariable Control
I d'
1039
I do
trivial example, the classical unity feedback is represented in the general block diagram with the following transfer function matrices:
uK(s) J
FIGURE 3.1 ClassicalUnity Feedback Configuration for all initial conditions x(0). The test for asymptotic stability is that the eigenvalues of A have negative real parts. Asymptotic stability implies BIBO stability, which is a property of an external representation. For BIBO stability, only the poles of a transfer function matrix need to have negative real parts. Consider now the classical unity feedback configuration in Figure 3.1, where r(t) E ~/' denotes a vector of reference inputs and where di(t) E T¢m and do(t) E T~p denote vectors of disturbance inputs at the input and output of the plant, respectively. Assume that the statespace representations (transfer function matrices) of the plant and controller are given by (A;, B;, Cp, Dp)(Gp(s)) and (Ao Bo Co Dc)(Gc(s)), respectively. The representation of the closed system will be wellformed if the dimensions (@(s)E ~;(s) ;×m and Gc(s) ~ 7Ep(s)re×p) are compatible and if fl + DpD~[ ~ O. The state representation of the closedloop system is of the form: where:
[I
P(s) = =/0
I I
@(s) :@(s)
0 .... i...:
. . . .
.... 0 ......
Le2'(s) i P22(s)]
LI
Gp(s) :Gp(s)
In this example, K(s) = Gc(s), the exogenous inputs vector is w(t) = [r(t), do(t), di(t)] r, the vector of performance variables has been taken to be z(t)= J r ( t )  y(t), y1((t)] T, and the vector of controller's inputs and outputs is simply given by uK(t) = uc(t) and yK(t) = yc(t), respectively. The first per. , A formance variable xs the tracking error, e(s)=r(s) y(s). A statespace representation of the twoinput and twooutput plant is the following:
•
ke(t) = Apxv(t) + [0
0
Bp:BP] LyK(t) j
(3.10)
2d(t) = Aclxd(t) + Bdw(t),
y(t) = Cclxd(t) + Ddw(t), (3.9)
[z('t)l Lu :(t)J =
.
.... 0
.
.
.
.
.
.
where xd(t) = [xp(t), &(t)] T and w(t) = [r(t), do(t), di(t)] T. The properties of the dosedloop system are determined by analyzing (Acl(t), Bcl(t), Cd(t), Dd(t)). For example, the closedloop system is asymptotically stable if the eigenvalues ofAd (t) have negative real parts. The dosedloop system is then said to be internally stable. The analysis and design of complex feedback configurations is simplified by using the general dosedloop block diagram in Figure 3.2, where w(t) is the vector of all exogenous inputs, y~c(t) is the vector of controller outputs, z(t) is the vector of performance variables, and u/((t) is the vector of inputs to the controller. The top block is called the twoinput and twooutput plant, P, and the bottom one corresponds to the matrix of controllers denoted by K that is formed after all the controllers have been pulled out of the closedloop system. As a
LCpj
L1 0 Dp! D~J
Ly/dt)]
(3.11)
The closedloop transfer function matrix from the exogenous inputs to the performance variables is as follows:
z(s) = Tzw(S)W(S).
The closedloop transfer function matrix is in fact a lower linear fractional transformation (LFT) of P(s) with respect to K(s) as given by:
Tzw(S) =Srg(P(s), K(s)) =Pll(S) +P12(s)K(s)(IP22(s)K(s))1p21(s).
(3.12)
W
b
Z
YK
P(s)


UK
Based on this LFT, the general closedloop system is wellformed if ]I  P22(oc)K(oc)] ~ O. In the trivial example of a classical unity feedback system, this reduces to [ I  P22(0c) K ( ~ ) I = ]i + D~DcL ~ o. 3.3 Performance Analysis
K(s)
1
FIGURE 3.2 GeneralClosedLoop Block Diagram
The purpose of the controller is to make the closedloop system meet the desired specifications regardless of the uncertainty present. Examples of specifications are that the closedloop system should be asymptotically stable, the steadystate error
1040 for each output channel should be small, and these stability and performance specifications should be maintained not only for the nominal plant model but also for all models in a specified uncertainty set. In this case, the closedloop system will be said to have the properties of robust stability and robust performance. Consider the classical unity feedback configuration in Figure 3.1 with an additional sensor noise vector rl(s) so that Uc(S) = r(s)  (rl(S) + y(s)). The performance analysis is dependent on the following three types of transfer function matrices:
Oscar R. Gonz~lez and Atul G. Kelkar
• Return ratio: • Sensitivity: • Complementary sensitivity:
Lo(s) = Gp(s)Gc(s).
So(s) = (I + Lo(s)) 1. To(s) = Lo(s)(I + Lo(s)) 1.
These transfer function matrices are defined when the loop is broken at the output to the plant. Similar definitions follow when the loop is broken at the plant's input. The input/output and input/error relations can be written as shown next:
y(s) = So(s)do(s) + So(s)Gp(s)di(s) + To(s)r(s)  To(s)rl(S).
(3.13)
Zero steadystate error is possible for step inputs by appropriately including an exogenous model of the exosystem in the feedback loop (Gonzalez and Antsaklis, 1991). If zero steadystate error is not needed, then it will be necessary to make the mappings from the four exogenous inputs to the tracking error in equation 3.14 small. Three ways to determine the size of a transfer function matrix are presented in the following subsection. To simplify the presentation, assume from now on that the plant is square with p = m. In addition, since the physical units used for input and output signals may lead to errors of different orders of magnitude, it is useful to normalize or scale the magnitudes of the plant's inputs and outputs. Procedures to perform scaling of MIMO systems are presented in, for example, Skogestad and Postlethwaite (1996). One approach is to normalize the plant's inputs and outputs so that the magnitude of each error is less than one. An alternative and common choice is to include the normalization in the frequencydependent weights to be introduced for control system design.
e(s) = So(s)do(s)  So(s)Gp(s)di(s) + (I  To(s))r(s) + To(s)~l(S).
(3.14) Notice that the mapping from the reference inputs, r(s), to the errors contributed by them, er(S), is given by I  To(s). In this case, if the closedloop system is internally stable, the steadystate tracking error contributed by a vector of step reference inputs r( s) = Ro ~ , Ro E 74p is found using Laplace's final value theorem to be er(cxD) = ( 1  To(O))Ro. Thus, the error contributions to each output channel will be zero if in addition to internal stability, To(O) = I. Because the sensitivity and complementary sensitivity transfer function matrices satisfy:
So(s) + To(s) = I,
3.3.1 MIMO Frequency Response and System Gains
To determine the frequency response ofa BIBO stable transfer function matrix, G(s), let its input be the vector of complex exponentials u(t)=u_eJ°~t,u_E CP; then, the steadystate response is a complex exponential vector of the same frequency with amplitudes and phases changed by G(S)ls~j~o. Let the steadystate response be given by y s / t ) : y ' e J~°t, y E CP, then the complex vectors _u and y are related by:
y = G(jto)u.
(3.16)
(3.15) The complex matrix G(jto) E C p×p is called the frequency response matrix, and it can be used to determine the size of G(s) at a particular frequency to. In general, the size of G(s) is defined as the gain from an input to its corresponding output. If the input is u(t) = _ue TM, the gain of G(s) at to can be defined at steadystate to be the ratio of the Euclidean vector norms [[y[[/][_u[[.This concept of gain is bounded as follows:
then So(O) = Op×p results in e~(oo) = 0. A sufficient condition for the dc gain of the sensitivity matrix to vanish is that every entry of Lo(s) must have at least one pole at the origin. This is the generalization of system type to MIMO systems. Furthermore, if So(O) = 0 p x p , the steadystate error contributed by a vector of step functions at the output disturbances, do(s), will also be zero. An additional condition is needed for zero steadystate error contributed by a vector of step functions at the input disturbances, di(s). A sufficient condition is that the plant has no entries with poles at the origin. Making T ( 0 ) = I results in the desired zero steadystate errors to vectors of step functions at the reference inputs and at the input and output disturbances. This choice, however, has the undesirable effect of making the error contributed by the dc component of the sensor noise not to be attenuated. This is a common tradeoff in control systems, which does not affect the desired performance as long as the signaltonoise ratio for low frequencies is made sufficiently high.
if(to)
=
rain IIG(jto)ull ~ IIG(jto)_ull ~
max
IIG(jto)_ull _ ~(to),
(3.17)
Jr_~ll~0 I1_~11
tl~,It
II_~ll~0 I1~11
where 6(to) and ¢(to) are the largest and smallest singular values of G(jto). These bounds are used to define the size of a TFM as follows: • Large G(s) is said to be large at co ifff(G(jto)) is large. • Small G(s) is said to be small at to if 6"(G(jto)) is small.
3 Robust Multivariable Control
The application and the scaling of the model determine what is meant by large or small singular values. In general, (r(G(jto)) >> 1 indicates that G(s) is large at co. Similarly, #(G(jto)) << 1 indicates that G(s) is small at co. A graphical representation of the frequency response consists of plotting the maximum and minimum singular values of G(jto) versus log (co). This is the generalization of Bode's magnitude plot to MIMO systems. To get a better understanding of the role of singular values, substitute the singular value decomposition (SVD) of G(jto) in equation 3.16: y = Y(e0)E(to) U(to)Hu_, (3.18)
1041 where Ijull2 is the norm of the vector signal and Ilu(~)ll is the Euclidean norm of a vector in T4;. To pose and solve optimal control problems, it is useful to consider the most general set of energy signals. The desired set is the Lebesgue space of all square integrable functions. This set is denoted by A . . . . £2+ =£2[0, 00). For convenience, the spatial dxmenslon of vectors with entries in £2+ will not be included. A useful measure of the size of the transfer function matrix is the induced system gain. If the system is represented by the mapping G: £2 "+ £2, then the induced system gain is as follows: sup IlCull2 _ sup Ilull2 ,<<
jIGull2
=
IIGIt ,
(3.21)
where E(to) E Cp×p is diag {ff(to)=ol(to), ¢r2(to). . . . . Crp(to) = ~(to)} and where Y(to) and U(to) C C/'×p are unitary where II C;lloo is the induced system norm. This is the 7/oo norm matrices (see Section 9, Chapter 1). The diagonal entries of of the system that gives the maximum gain of the system to E(to) are called the singular values of G(s), and they depend on a vector of sinusoids in the worst possible direction and frequency. They are ordered from the largest to the smallest. worst possible frequency. If G(s) is proper and stable, then Now, rewrite (equation 3.18 in terms of the columns of []G]]o~ = sup 6{G(jo~)} is finite. Another popular measure of (o Y(to) and U(to), and let Y(to)= [Yl(to)'"Yp(to)] and a system is the ~/2 n o r m . One interpretation of the ~{2 n o r m is U(to) = [ u l ( t o )  ' . up(to)]. Since the columns of U(to) form as the gain from a white noise input with unit variance to the an orthonormal basis of C p, let ~ be the representation of _u power of the output. The power is defined as: with respect to {Ul (to) . . . . . up(to) }. Substituting _u = U(to)a_ in equation 3.18 gives the following: p ___= Y(to)E(to)ot = Z¢i(to)oLi(to)yi(to),
i=1
(3.19)
Ilyllpow =
(lim ' Jr Ily('r)n2 dT \ r+oo 2T i
where ~ = [Otl(to).. e~p(to)]T. This equation shows that the representation of y in terms of the columns of Y(to) (also an orthonormal basis) is as written here:
~(to)Ot = [ff(to)Otl(to), O'2(to)Ot2(to)"".
where UyUpo,,is only a seminorm.
o(to)(to)ccp(to)] r.
3.3.2 Performance Measures
Consider again the classical unity feedback configuration in Figure 3.1 with an additional sensor noise vector r/(s) so that Uc(S) = r(s)  (rl(s) + y(s)). If r(t), di(t), and do(t) are vectors of sinusoids up to a frequency tolow, then adequate steadystate performance to these inputs requires that ~(So(jto)) << 1 and ~(So(jto)Gp(jto)) << 1 for co < tolow. The former requirement is met if and only if ~(Lo(jto)) >> 1 for co < totow. If Gc(s) is invertible, the second requirement is met if ~(Gc(jto)) >~ 1 for co < tolow. If the signaltonoise ratio becomes poor for co > tohigh, then acceptable performance at steadystate requires attenuating the highfrequency components of the noise by making ~(To(jto)) << 1 for co > tohigh. This is accomplished by making ff(Lo(jto)) << 1 for to > tohigh. These are just some of the design guidelines that will lead to acceptable designs. There are additional tradeoffs and performance limitations that need to be taken into account, including guidelines for rolloffs during the midfrequencies. A convenient way to combine the low, mid, and highfrequency requirements is to introduce frequencydependent weights. These weights are included in P(s) when the general block diagram in Figure 3.2 is formed. The weights are
The columns of U(to) can be called the principal input directions, and the columns of Y(to) are the principal output directions. If the input is parallel to a principal input direction, then the steadystate response will be along the corresponding principal output direction scaled by the corresponding singular value. In this sense, the singular values quantify the size of the effect of a transfer function matrix on particular input directions. This characterization of size of a TFM will be used to develop quantitative measures of performance when the inputs are sinusoids in a specified frequency band. Two other measures will also be useful, and they can be defined as induced gains when the inputs and outputs belong to specified signal spaces. Consider first the set of energy signals that are vectors of functions u that map 74 into 74 The signal u is said to have p. finite energy if:
[lull2 =
Ilu(~')ll2dr
< oo,
(3.20)
1042 typically added on the exogenous input channels and the performance output channels. The former weights serve to include in the model spectral information about the inputs. The latter weights are important in design to emphasize the frequency bands where the performance outputs need to be minimized. A possible design problem that results is to find a proper compensator Gc(s) so that IITz,o[l~ < 1. This and other control problems will be discussed in the following sections.
Oscar R. Gonzfilez and Atul G. Kelkar
performance of the closedloop system with the real plant as discussed in the following section.
3.5 Robust Stability
Controller design uses a nominal plant model. The error between the nominal model and the real plant arises primarily from two sources: unmodeled dynamics and parametric uncertainties. If the controller design does not take these errors into account, it cannot guarantee the performance of the closedloop system with the real plant nor guarantee that the closedloop system will be stable. Therefore, it is important to design controllers that will maintain closedloop stability in spite of erroneous design models and uncertainties in parameter values. Controllers so designed are said to impart stability robustness to the closedloop system. To analyze stability robustness, consider the unity feedback system in Figure 3.1. A basic plant uncertainty representation is G;(s) = Gpo(S) + A~(s), where G;o(S) is the nominal plant model and where Aa(s) is the additive uncertainty. Other uncertainty representations include the output multiplicative uncertainty, Gp(s) = (I + Ao(s))Gpo(S), and the input multiplicative one, Gp(s) = Gpo(S)( I + Ai(s) ). For design purposes, it helps to normalize the uncertainty representations. For example, consider that the real plant is represented with an output multiplicative uncertainty, and let Ao(s) = Wo(s)Ao(s), where Ao(s) and Wo(s) are proper and stable with [I/~o(s)[[~ < 1 and where Wo(s) is a frequencydependent scaling matrix. In this case, the unity feedback system in Figure 3.1 will be robustly stable if and only if IIToWo[I~ <_ 1. A more general result is possible that is independent of the particular types of uncertainties needed to represent the real plant. Consider the general block diagram in Figure 3.2: if all the normalized uncertainty blocks are pulled out, it results in a new general block diagram shown in Figure 3.3 that is
3.4 Stability Theorems
In this section, a brief introduction will be given to various stability criteria that can be used to determine the stability of a closedloop control system.
3.4.1 Nyquist Criteria
Consider a negative feedback interconnection of a plant Gp(s) and controller Go(s) in Figure 3.1. Let nLo+ denote the number of unstable pole s of the return ratio Lo(s). Then the Nyquist stability criteria is given by the following theorem: Stability Theorem: The closedloop system consisting of the negative feedback interconnection of Gt,(s) and G,(s) is internally stable if and only if nLo+ = ncp+ + nGc+ and the Nyquist plot of 1I + Lo(s) I encircles the origin nLo+ times in the anticlockwise direction and does not pass through the origin. The first condition guarantees that the closedloop system has no unstable hidden modes. The second condition gives a MIMO generalization of the Nyquist plot in terms of the determinant of I + Lo(s). Because of the determinant, the Nyquist plot of a scalar times I + Lo(s) is not simply a scaled version of the Nyquist plot of [I + Lo(s)[.
3.4.2 Small Gain Criteria
Another criteria that is often used to determine internal stability of the feedback interconnection is the small gain theorem, which is based on limiting the loop gain of the system. This theorem is central to the analysis of robust stability. The small gain theorem states that if the feedback interconnection of two proper and stable systems has a loopgain product less than unity, then the closedloop system is internally stable. There exist several versions of this theorem. One version is given next. Theorem: Consider the feedback system in Figure 3.1, where systems Gp and Gc are proper and stable. Then, the feedback system is internally stable if:
;~(s)
YK
!
Po(S)
I,,
Z
UK
IIG/l llGcll
<
1
K(s) The stability theorems already given can be used in the analysis and synthesis of control systems. These theorems are also useful to determine conditions for robust stability and
FIGURE3.3 ClosedLoop System with Uncertainties Pulled Out
3 Robust Multivariable Control
1043
X(s)
I~
~(t)] [p(t)J
with initial conditions:
Q

Lp(t)]
x(O) = Xo; p(tf) = Sx(tf). (3.24)
The optimal controller uses fullstate feedback and is given by:
W
[I
M(s)
b Z
u(t) =  R
1BTp(t)x(t)=K(t)x(t),
where P(t) is the solution of the matrix Riccati equation:
FIGURE 3.4 Simplified ClosedLoop System with Uncertainties
Pulled Out
P(t) =  P ( t ) A  ATP(t) + P(t)BRIBTp(t)  Q,
which is solved backward in time starting at P(tf) = S. The optimal feedback gain matrix K(t) is given by:
useful for robustness analysis. In Figure 3.3, /~(s) is the block diagonal matrix of all the normalized uncertainty blocks ([IA(s)]]oo _< 1), and Po(s) is the augmented nominal plant, including the uncertainty frequency weights. Po(s) is assumed to be stabilized by K(s). Using a lower LFT, the bottom loop in Figure 3.3 can be closed resulting in Figure 3.4, where M(s) is proper and stable. If M(s) is partitioned corresponding to the two vector inputs and outputs and if ][MH]Ix < 1, then the closedloop system is robustly stable. These results that make use of the unstructured uncertainties lead to very conservative results. One way to reduce the conservativeness is to take advantage of the structure in the block diagonal matrix /~(s) as done with the structured singular values.
K = R1BrP(t),
and the optimal cost is as follows:
Jopt ~
xT(o)P(O)x(O).
3.6.2 Linear Quadratic Gaussian Formulation
The linear quadratic Gaussian (LQG) control problem is an optimal control problem where a quadratic cost function is minimized when the plant has random initial conditions, white noise disturbance input, and white measurement noise. The typical implementation of the LQR solution requires that the plant states be estimated, which can be posed as an LQG problem. The plant is described by the following state and output equations:
3.6 Linear Quadratic Regulator and Gaussian Control Problems 3.6.1 Linear Quadratic Regulator Formulation
The linear quadratic regulator (LQR) is a classical optimal control problem used by many control engineers. Solutions to LQR are easy to compute and can typically be used to compute a baseline design useful for comparison. A formulation of the LQR problem considers the state equation of the plant:
2(t) = Ax(t) + B.u(t) + Bww(t). ym(t) = Crux(t) + v(t) (measurement output). yp( t ) = Cpx( t ) (performance output).
(3.25)
2(t) = Ax(t) + Bu(t).
(3.22)
The v(t) and w(t) are uncorrelated zeromean Gaussian noise processes; that is, w(t) and v(t) are white noise processes with covariances satisfying:
The formulation also considers the following quadratic cost function of the states and control input: ts
[ v(t) ] [wr(t + "r),
[0
] =
xT(tf)Sx(tf) + ~
0
xr(t)Qx(t) + uT(t)Ru(t)dt,
(3.23)
The quadratic cost function that is to be minimized is given by:
where S = Sr _> 0, Q = Qr > 0 and R R T > O. To minimize the cost function, consider the Hamiltonian system with state and costate (p(t)) dynamics given by:
=
] = E
xT(tf)Sx(tf) + ~
0
i
xT(t)Qx(t) + ur(t)Ru(t)dt ,
(3.26)
]
1044 where S = ST ~ 0, Q = Qr _> 0 and R = R T > 0. The optimal controller is a fullstate feedback controller and is given by:
Oscar R. Gonzdlez and Atul G. Kelkar
The integral LQG can be used both for disturbance rejection and tracking. Similar modifications are possible to handle tracking of timevarying reference inputs.
u(t) = K(t)2(t),
where 2(0 is the Kalman state estimate. The closedloop state equation can then be given by:
3.7 H~ Control
The LQR and LQG can also be posed as twonorm optimization problems (referred to as H2 control problems). If the optimization problem is posed using the Hoo norm as the cost function, the H~ formulation results. The H~ control problem can be defined in terms of the general closedloop block diagram in Figure 3.2 where the exogenous signals are included in the vector co(s) and an appropriate choice of performance variables is given by the vector z(s). The TFM P(s) includes frequencydependent weights and appropriate normalization as described previously. Consider the following realization of P(s):
Ix(t)] =Ad(t)[e(t)J +Bc'(t)[wl:l]'
where:
Ac,
0
AG(t)Cm
Bu ,t,] ' B d =
Bw G(t)
0]
"
The closedloop state covariance matrix is as follows:
~~(t) =Acl(t) Z ~ (t)+ Z ~ (t)A~(t)+Bcl(t)[ W
where ~(t) = [x(t), e(t)] r, and:
O]BT(t),
2p(t)=Axp(t)+[Bl!B2]
[.w.! t.).] IrK(t)]
(3.27)
[x(O)xr(o) y]~(O) = ELe(O)xr(O)
x(O)er(o) 1 e(O)eT(O)j.
.Z.(.t).]
where:
UK(t)j=
{.C12.]Xp(t)_}_[ 0 i a,2 1
(/:52; • i • .6..j [~Ki:~],
(3.28)
The performance output covariance is given by:
D21BT = 0. D21DT = I.
and the input covariance is given by:
(3.29) (3.30)
DTc1 = 0.
T T D12D12 = I.
(3.31)
(3.32)
Zu(t)
,, [KT(t)] = [  K(t) K(t)] Z ~ ( U [ KT(t) J.
The cost is as follows:
The control objective is to design a feedback controller that internally stabilizes the closedloop system such that the ocnorm of the mapping Tz~ is bounded:
,=~Tr [~ 00]K" 't'+ f[Q+KT(t)RK(t) KT(t)RK(t)I Z~ tf' J[ KT"(t)RK(') KT(t)RK(,)J Zs, (')dt•
Remarks For convenience of implementation, the steadystate solution obtained in the limit as tf* oo is used. The LQG control design is optimized to reject white noise disturbances; however, it can be modified to handle constant disturbances via feedforward and integral control. The selection of gains in the feedforward case can be done in a similar way as in the case of tracking system design. Prior to implementation, the robustness of LQG designs needs to be evaluated since there is no guarantee that any useful robustness will be obtained. For constant disturbance rejection via integral control, one needs to use integral Kalman filter and also integral state feedback.
(ITzwil~ =
sup I)z(t)ll~ < Y. I]w(t)[12~0 II w(t) 112
(3.33)
A suboptimal controller satisfying the above mentioned objective exists if positive semidefinite solutions to the following two Riccati equations are possible:
P(t) = P(t)A + ATp(t)  P(t)(B2B T  y2B1SW)p(t) + Crl C1.
(3.34) 0(t) = AQ(t) + Q(t)A T  Q(t)( cT c2  ,I2CT C1)Q(t) + B1BT. (3.35) Moreover, the solutions P(t) and Q(t) satisfy the following:
p(P(t)Q(t)) < y2.
(3.36)
3
Robust Multivariable Control
1045 function (Newcomb, 1966; Desoer and Vidyasagar, 1975). The concept of strict positive realness has also been defined in the literature and is closely related to strict passivity. Let G(s) denote a p x p matrix whose elements are proper rational functions of the complex variable s. The G(s) is said to be stable if all its elements are analytic in Re(s) >_ O. Let the conjugatetranspose of a complex matrix H be denoted by H H.
The Hamiltonian systems corresponding to the two Riccati equations can be obtained similarly to how they were obtained for the LQG case. The Hoo controller, which satisfies the mentioned bound, is given by:
kc = Ac(t)xc(t) + Bc(t)uK(t).
yK(t) = Cc(t)&(t).
(3.37)
The matrices At(t), Bc(t), and C~(t) are given as follows:
Definition 1
Ac(t) = A + ~/2BIBTp(t)  B2BY2P(t)  [ I  y2Q(t)P(t)] 'Q(t)cTc2.
A p × p rational matrix G(s) is said to be positive real (PR) if." (3.38) • All elements of G(s) are analytic in Re(s) > 0 • G(s) + GH(s) > 0 in Re(s) > 0, or equivalently: • Poles on the imaginary axis are simple and have nonnegativedefinite residues • G(jto) + GH(jto) > 0 for to E (  oo, c~) Various definitions of strictly positive real (SPR) systems are found in the literature (Kelkar and Joshi, 1996). Given below is the definition of a class of SPR systems: marginally, strictly, and positivereal (MSPR) systems.
Sc(t) = [I  y  2 Q ( t ) n ( t ) ]  l Q ( t ) C T. Co(t) = BTp(t).
In practice, the steadystate solution of the Hoo control problem is often desired. The steadystate solution not only simplifies the controller implementation but also renders a closedloop system timeinvariant, simplifying the robustness and performance analysis. For the steadystate Ho~ control problem, a suboptimal solution exists if and only if the following conditions are satisfied. The first condition is that the algebraic Riccati equation:
0 = PA + A T p  P(B2BT2  "y2B1B~)P + cTc1,
Definition 2
A p × p rational matrix G(s) is said to be marginally strictly positive real (MSPR) if it is positive real and the following is true:
G(jto) + GH(jto) > 0 for to E (  o c , oc).
has a positive semidefinite solution P such that [A (B2BTyiB~BT)p] is stable. The second condition is that the algebraic Riccati equation:

0 = A Q + QA r  Q(c2Tc2

"y2cTC1)Q
+
B1BT,
has a positive semidefinite solution Q such that [A  Q(CeTC2  y  2 c T c 1 ) ] is stable. The third condition is p(PQ) < ,/2.
Definition 2 (Joshi and Gupta, 1996) gives the least restrictive class of SPR systems. If G(s) is MSPR, it can be expressed as G ( s ) = G l ( s ) + G2(s), where G2(s) is weak SPR (Kelkar and Joshi, 1996) and where all the poles of G1(s) are purely imaginary (Joshi and Gupta, 1996).
3.8.2 StateSpace Characterization of PR Systems 3.8 P a s s i v i t y  B a s e d C o n t r o l
Passivity is an important property of dynamic systems. A large class of physical systems, such as flexible space structures with collocated and compatible actuators and sensors, can be classified as being naturally passive. A passive system can be robustly stabilized by any strictly passive controller despite unmodeled dynamics and parametric uncertainties. This important stability characteristic has attracted much attention of researchers in the control of passive systems. This section presents selected definitions and stability theorems for passive linear systems. For LTI systems, the statespace characterization of positive real (PR) conditions results in the KalmanYakubovichPopov (KYP) lemma. In LozanoLeal and Joshi (1990), the KYP lemma was extended to WSPR systems, in Joshi and Gupta (1996), it was extended to MSPR systems. These extensions are given next. Let (A, B, C, D) denote an nthorder minimal realization of the p × p transfer function matrix G(s). The following lemma then gives the statespace characterization of WSPR system. The LozanoLeal and Joshi (1990) Lemma: The G(s) is WSPR if and only if there exist real matrices: P = p r > 0, P E R '~×n, L ~ R px'~, and W E R p×i', such that:
A T p + PA =  L T L . C = BTp + WTL. wTw = D + D T.
3.8.1 Passivity of Linear Systems
For finitedimensional linear, timeinvariant (LTI) systems, passivity is equivalent to positive realness of the transfer
(3.39)
1046 In these equations, (A, B, L, W) is controllable and observable or minimal, and F ( s ) = W + L ( s I  A )  I B is minimum phase. If G(s) is MSPR, it can be expressed as G(s) = Gl(s) + G2(s), where Gi(s) is WSPR and all the poles of Gl(s) are purely imaginary (Josh and Gupta, 1996). Let (A2, B2, C> D) denote an n2thorder minimal realization of G2(s), the stable part of G(s). The following lemma is an extension of the KYP lemma to the MSPR case. The Josh and Gupta (1996) Lemma: If G(s) is MSPR, there exist real matrices: P = P r > 0 , P E R ~ × n , g C R p×< and W E R p×p, such that equation 3.39 holds with:
Oscar R. Gonzdlez and Atul G. Kelkar P = P r > 0,
(3.42)
where U = 0, V = 0, and W =  I . This LMI condition is convenient to use in the case of checking PRness of MIMO systems. This LMI is a special case of dissipativity LMI (Kelkar and Joshi, 1996).
Stability Theorem
The closedloop system consisting of negative feedback interconnection of Gp(s) and Go(s) (Figure 3.1) is globally asymptotically stable if Gp(s) is PR, Gc(s) is MSPR, and none of the purely imaginary poles of Gc(s) is a transmission zero of Gp(s) (Joshi and Gupta, 1996). Note that in the theorem systems Gp(s) and Gc(s) can be interchanged. Some nonlinear extensions of these results are also obtained in Isidori et al. (1999). Passivitybased controllers based on these fundamental stability results have proven to be highly effective in robustly controlling inherently passive linear and nonlinear systems. Most physical systems, however, are not inherently passive, and passivitybased control methods cannot extend directly to such systems. For example, unstable systems and acoustic systems are not passive. One possible method of making these nonpassive systems amenable to passivitybased control is to passify them using suitable compensation. If the compensated system is ensured to be robustly passive despite plant uncertainties, it can be robustly stabilized by any MSPR controller. In Kelkar and Joshi (1997), various passification tech
L = [0p×nl, "~pxn2],
(3.40)
and
where (A2, B2, 9, W)
L(sI  A)IB = W + 58(si
is

minimal
F(s) = W +
A2)lB2 is minimum phase.
3.8.3 Stability of PR Systems
The stability theorem for a feedback interconnection of a PR and a MSPR system is given next. LMI form of PR Lemma: An alternate form of KYP Lemma can be given in terms of the following Linear Matrix Inequality (LMI). A system (A, B, C, D) is said to be PR if it satisfies:
Arp+PA
BrP
PB]+
C [0
7]r[W r
U
W](0C 7]
<0
(3.41)
G(s)
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
......................................................
G(s)
U
G(S)
~ym=y
G,(s) l ~ J
Gp(S)
Ym = Y Gfb(S)
(A)Series
G(s)
, . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . , .
....................................................
(B)Feedback
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a
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G(s)
. . . . . .
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GAs)
+f_~
Gp(S)
1
~y
4
Gn(s)
~ Ym
i
Gfb(S)
Gs(S)
,~Ym
(C) FeedForward FIGURE 3.5 Methods of Passification
(D)Hybrid
3
Robust Multivariable Control
1047 time, robust, multivariable control systems. The chapter starts with an introduction to modeling. The analysis tools include basic measures of performance, frequency response, and stability theorems. Linear quadratic, H~ and passivitybased control synthesis techniques were also introduced.
niques are presented, and some numerical examples are given, demonstrating the use of such techniques. A brief review of these methods is given next.
3.8.4 Passification Methods
The four passification methods in Figure 3.5 series, feedback, feedforward, and hybrid passification are given in Kelkar and Joshi (1997) for fnitedimensional linear timeinvariant nonpassive systems as shown. Once passified, the system can be controlled by any MSPR or weakly SPR (WSPR) Controller (Isidori et al., 1999). In Figure 3.5, the system with input u(t) and output ym(t) (G(s)) represents the passified system. The type of passification to be used depends on the dynamic characteristics of the unpassified plant. For example, the system having unstable poles will require feedback passification, whereas the system having nonminimum phase zeros (i.e., having unstable zero dynamics) will require feedforward passification. Some systems may require a combination of the basic passification methods. For SISO systems, the passification process is easier than for MIMO systems. The reason is that for SISO systems, only the phase plot needs to be checked to determine passivity, whereas in the case of MIMO systems, the KYP lemma conditions have to be checked. One numerical technique that can be used to check the KYP lemma is linear matrix inequality (LMI)based PR conditions. The solution of the LMI can be done using the LMI tool box in MATLAB or another semidefinite programming package. One important thing to be noted here is that, in the case of inherently passive systems, the use of an MSPR controller guarantees stability robustness to unmodeled dynamics and parametric uncertainties; however, in the case of nonpassive systems that are rendered passive using passifying compensation, stability robustness depends on the robustness of the passification. That is, the problem of robust stability is transformed into the problem of robust passification. In Kelkar and Joshi (1998) a number of sufficient conditions are derived to check the robustness of the passification.
References
Antsaklis, P.J., and Michel, A.N. (1997). Linear systems. New York: McGrawHill. Desoer, C.A., and Vidyasagar, M. (1975). Feedback systems: Input output properties. New York: Academic Press. Gonzalez, O.R., and Antsaldis, p.J. (1991). Internal models in regulation, stabilization, and tracking. International Journal of Control 53(2), 411430. Green, M., and Limebeer, D.J.N. (1995). Linear robust control. Englewood Cliffs, NJ: Prentice Hall. Isidori, A., loshi, S.M., and Kelkar, A.G. (1999). Asymptotic stability of interconnected passive nonlinear systems. International ]ournal of Robust and Nonlinear Control 9, 261273. loshi, S.M., and Gupta, S. (1996). On a class of marginally stable positivereal systems. IEEE Transactions on Automatic Control 41(1), 152155. Kelkar, A.G., and Joshi, S.M. (1996). Control of nonlinear multibody flexible space structures, Lecture notes in control and information sciences, Vol. 221. New York: SpringerVerlag. Kelkar, A.G., and loshi, S.M. (1997). Robust control of nonpassive systems via passification. Proceedings of the American Control Conference 5, 26572661. Kelkar, A.G., and Joshi, S.M. (1998). Robust passification and control of nonpassive systems. Proceedings of the American Control Conference, 31333137. LozanoLeal, R., and Joshi, S.M. (1990). Strictly positive real functions revisited. IEEE Transactions on Automatic Control 35(11), 12431245. LozanoLeal, R., and Joshi, S.M. (1990). On the design of dissipative LQGtype controllers. In P. Dorato and R.K. Yedavalli (Eds.) Recent advances in robust control. New York: IEEE Press. Maciejowski, J.M. (1989). Multivariable feedback design. Reading, MA: AddisonWesley. Newcomb, R.W. (1966). Linear multiport synthesis. New York: McGrawHill. Schrader, C.B., and Sain, M.K. (1966). Research on system zeros: A survey. International Journal of Control 50(4), 14071433. Skogestad, S., and Postlethwaite, I. (1996). Multivariable feedback control. West Sussex, England: John Wiley Sons.
3.9 C o n c l u s i o n
This chapter has presented some of the fundamental tools in the analysis and design of linear, timeinvariant, continuous
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