Contents:
State space representation
Pole placement by state feedback
LQR (Linear Quadratic Regulator)
Observer design
Kalman Filter LQG
Separation Principle
Spillover
Frequency Shaped LQG
HACLAC strategy
Transfer function approach:
State variable form:
State space
Equation:
Feedthrough
Plant noise
Measurement noise
(Ch.7, p.138)
The choice of state variable is not unique
Example: s.d.o.f. oscillator:
Acceleration
Output:
C
1.
D (feedthrough)
A
B
2.
A is dimensionally
homogene
Inverted Pendulum
Equation of motion:
Linearization:
Change of variable:
with
(natural frequency
Of the pendulum)
State variable form:
Output equation:
C D
System transfer function
s.d.o.f. oscillator:
Inverted Pendulum:
For SISO systems, one can write:
poles
Zeros
1. Poles:
such that, for some initial condition, the free response is
Free response:
are the eigenvalues of A, solution of
An input
applied from appropriate initial conditions
produces no output:
2.Zeros:
The state vector has the form:
If:
That is if:
Then:
Y = 0 if
(1)
(2)
(1) And (2)
dtm [ ] = 0
Pole placement by state feedback
State
feedback
If the system is controllable, the closedloop poles
can be placed arbitrarily in the complex plane.
The gain G can be chosen such that
Closedloop characteristic
equation
Selected arbitrarily
Example: s.d.o.f. oscillator (1)
Relocating the poles
Deeper in le lefthalf plane
Statespace equation:
State feedback:
Closedloop characteristic equation:
Desired behaviour:
Example: s.d.o.f. oscillator (2)
Linear Quadratic Regulator (SISO)
u such that the performance index J is minimized
Controlled variable:
Control force: u
Weighing coefficient
Solution: The closedloop poles are the stable roots of:
where
Characteristic equation:

Identical to that of:
Symmetric with respect to the imaginary axis
As well as the real axis
Only the roots in the left half plane have to be
considered
Symmetric root locus
Weighing
On the control
Example: Inverted pendulum (1)
Controlled
Variable:
Selected poles
1. Select the poles on the left side of the
Symmetric root locus
2. Compute the gains so as to match the desired poles:
Example: Inverted pendulum (2)
Observer design
Full stat observer (Luenberger observer):
Duplicates
the system
(perfect modeling !!)
Innovation
Error: Error equation:
If the system is observable, the poles of the
Error equation can be assigneg arbitrarily by
Appropriate choice of ki
In practice, the poles of the observer should
Be taken 2 to 6 times faster than the regulator
poles
In practice, there are modeling errors and measurement noise;
These should be taken into account in selecting the observer gains
One way to assign the observer poles: KALMAN filter
(minimum variance observer)
The optimal poles location minimizing the variance of the
Measurement error are the stable roots of the
symmetric root locus:
Scalar
White noise
processes
Where is the T.F. between w and y and
Plant noise intensity (w) a
Measurement noise intensity (v)
Example: Inverted pendulum (1)
1. Assume that the noise enters the system at the input (E = B)
proportional to
The same root locus can be
used for the regulator and
the observer design
Example: Inverted pendulum (2)
2. Assume
Observer poles
Note (SISO design)
LQR
Controlled variable z
Input u
=
Output measurement y
Plant noise w
=
Kalman filter
Assuming that z = y (H = C) and that the noise enters the plant at the input (E = B)
The design of the regulator and the observer can be completed with the same
Symmetric root locus corresponding to the openloop transfer function G(s)
Separation Principle
Compensator
Reconstructed state
Closedloop
equations:
2n state variables
With
Block triangular the eigenvalues are decoupled
Transfer function of the compensator
The poles of the compensator H(s) are solutions of the characteristic equation:
They have not been specified anywhere in the design
They may be unstable
H(s) is always of the same order as the system
u
X1 = y
X3
The twomass problem (1)
u
Statespace equation:
LQG design with symmetric root locus based on
Twomass problem (2): Symmetric rootlocus
Openloop
poles
Design procedure:
Select the regulator poles on the locus
Compute the corresponding gains G
Select the observer poles (2 to 6 times faster)
Compute the corresponding gains K
Compute the compensator H(s)
One finds:
Notch filter !
Twomass problem (3)
Twomass problem (4): Root locus of the LQG controller
Optimum design for g= 1
Compensator
Notch
filter
Twomass problem (5): robustness analysis
Effect of doubling the natural frequency
The notch filter
becomes useless
This frequency
has been doubled
Unstable loop !
Twomass problem (6): Robustness analysis
Effect of lowering the natural frequency by 20%
Pole/zero Flipping !
The notch is unchanged
Spillover (1)
Crossover
Phase
stabilized
Bandwidth
Gain stabilized
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