Chapter 2 Selecting the Level of Actuator Saturation for Small Performance Degradation of Linear Designs

Y. Eun, C. Gokgek, P.T. Kabamba, and S.M. Meerkov University of Michigan, Ann Arbor, Michigan



In practice, control systems are often designed using linear techniques. In reality, control systems often (or, perhaps, always) include saturating actuators. The question arises: How large should the level of saturation be so that the performance, predicted by linear design, does not degrade too much? In this paper this problem is addressed in the framework of the disturbance rejection problem. The scenario considered is as follows: • The disturbance is a Gaussian random process and the performance is measured by the standard deviation (SD) of the output.

• The linear design (i.e., the design under the assumption that no saturation takes place) results in the output SD, denoted by az.

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The saturation is described by (see Figure 1)

= a sat - , .a.


where a represents the level of saturation.

Figure 1: Saturating actuator. • The tolerable performance degradation is characterized by a number e > 0, i.e.,
a~ < (\1- 4- e}(TZ1 Z — VI ^JU

(2 1} V /

where aj is the SD of the output, z, of the closed loop system with the controller obtained by the above-mentioned linear design and with saturating actuator (2.1). Within this scenario, this paper shows that (2.2) is satisfied if the level of actuator saturation is selected according to a >/3(e,rK, (2.3)

where au is the SD of the signal at the output of the controller in the linear design (which can be calculated using a standard Lyapunov equation), r is a positive real number (which depends on the linear part of the system and can be evaluated using its Nyquist plot), and (3 is a function given by

Moreover, it turns out that (3 is relatively insensitive to r and for a wide range of r's, 0(0.1, r ) « 2. (2.5) Thus, the following rule-of-thumb can be formulated: // a > 2<ju, the performance degradation of the linear design due to actuator saturation will be less then 10%.

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Figure 2: Linear system. To derive these results, Section 2.2 below provides the problem formulation and describes the approach to its solution. This approach is based on the method of stochastic linearization, which is an approximate method for analysis of nonlinear systems with random inputs, [4], and which is similar to the method of describing functions [1]. Section 2.3 presents the main results. Section 2.4 describes examples, and in Section 2.5 conclusions are formulated. The proofs are given in the Appendix.


Problem Formulation

Consider the SISO linear system shown in Figure 2, where P^, i = 1,2,3, is the plant, C the controller, F the coloring filter, and «;, w, y, and z, are standard white noise, control signal, feedback signal, and controlled output, respectively. Suppose that C is designed using a linear design technique so that the system of Figure 2 is asymptotically stable and transfer functions j 1+p p c and 1 fp^p c are strictly proper. Assume also that the goal of control is disturbance rejection, quantified by the standard deviation (SD) of z. Under these assumptions, it is easy to see that
CT-, =

FP3 l +L

FP2C l+L


where L = PiP2C. Assume now that the above controller is used for the same plant but with a saturating actuator. The resulting nonlinear system is shown in Figure 3, where all signals are denoted by the same symbols as in Figure 2 but with " ~ ". Assume further that this system remains globally asymptotically stable. One would like to compare the SD of z with that of z. Unfortunately, direct calculation of GZ is a formidable task. Therefore, a simplification is necessary. In [3] such a simplification has been developed, based on the

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r = l^i

Figure 3: System with saturating actuator. method of stochastic linearization [1,4]. According to this method, the nonlinear system of Figure 3 is replaced by a system, shown in Figure 4, where all signals are denoted by the same symbol as in Figure 2 and 3 but with """. The quasi-linear gain, N*, of Figure 4, is calculated according to [3] a FP2C (2.7) I + N*L where the error function is defined by
erf (or) = -7=

The SD of z of Figure 4 is given by


Remark 2.1. It is reported in [1] and [2] that (2.7) may have multiple solutions. In such situations, stochastic linearization is not applicable.




p3 p2

Figure 4: Stochastically linearized system.

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Figure 5: Disk D(r). Therefore, it is assumed throughout this paper that (2.7) has a unique solution. It has been indicated in [3] and elsewhere (see, for instance [1,2,4,5], that the accuracy with which erg approximates o~z is good (typically, within 10%); however, no rigorous results in this regard are available. In this paper, we use &% in order to evaluate the degradation of <jz due to actuator saturation. Assume that the acceptable level of performance degradation is defined by o-z < (l + e)a z , (2.10) where e > 0. The problem considered in this paper is as follows: Given e > 0, find the level of saturation of the actuator, a, so that &z < (1 + e)crz.


Main Result

Let D(r] denote the closed disk in C with radius r, centered at (-r-1, jO) (see Figure 5). Let /3(e, r) be denned by (2.11) Introduce the following assumptions:

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2.8 2.6

-r 2.4
JlT ^ 2.2


2 1.8


Figure 6: Function (3(e,r). (Al) The closed loop system of Figure 3 with w = 0 is globally asymptotically stable. (A2) Transfer functions £g and ±ffi., proper. where L = PiF2C, are strictly

(A3) Equation (2.7) has a unique solution TV*. Theorem 2.1. Let (A1)-(A3) hold, e be the tolerable level of performance degradation, and r be such that the Nyquist plot of the loop gain L lies entirely outside of D ( r ) . Then, 0 < a* < (1 + e)cr 2


a > /3(e,r)u u . Proof. See the Appendix.


Figure 6 illustrates the behavior of /3(e, r) with e = 0.1 and e = 0.05, for a wide range of r. Obviously, /3(e, r) is not very sensitive with respect to r for r > 1. In particular, it is close to 2 for all r > 1, if e — 0.1. This justifies the rule-of-thumb given in the Introduction.



Example 2.1. Consider the feedback system with P-controller shown in Figure 7. Using the Popov criterion, one can easily check that this

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r = C|| i



K u^l+ ^Q * 71





Figure 7: System of Example 2.1. system is asymptotically stable. If no saturation takes place. az = 1.1238 and (T.u = 1.4142. To select a level of saturation, a. that results in less than 10% performance degradation, we draw the Nyquist plot of L = s / s . +2 t wg +10 \ and determine the largest disk -D(r) such that L(ju] lies entirely in its exterior. It turns out that r = 4.2, as shown in Figure 8. Thus, according to Theorem 2.1. a > /3(0.1,4.2)oru = 1.9 x 1.4142 = 2.687 (2.13)

guarantees that the degradation of performance is at most 10%. With





Figure 8: Nyquist plot arid D(r) for Example 2.1.

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Table 1: System performance and accuracy for Example 2.1. (TJ— <rz Simulation conditions 0-2 ff i <y* 6 t. = 0.01s, ti = 50s, t-2 = 10 s, odeS 1.2252 9.02 % 2.13 % £,• =, ti = 104s, t 2 = 10°s, ode5 1.2120 7.85 % 1.03% a = 2.687, the SD of the output is a^ = 1.1996, which is larger than az by 6.74%. To obtain 05, we simulated the system of Figure 7 using MATLAB Simulink and evaluated a? as follows:


The results are summarized in Table 1. where ts is the simulation sampling time in seconds and "odeo" is the differential equation solving method. Since, the open loop poles are 0, —2 and —10, and the closed loop poles are — 10.65, and —0.674± J2.276, the sampling time ts = is small enough to obtain reliable simulation results. Two cases with ts = and t,K = 0.01s are provided. Results in Table 1 show that the level of a selected indeed ensures not more than 10% of performance degradation. Also note that the accuracy of a~ as an approximation of a~ is about 2%. Example 2.2. Consider the feedback control system with P/-controller shown in Figure 9. Here again, using the Popov criterion, one can easily check that this system is asymptotically stable. Without the saturation. az — 0.0211 and au = 0.4432. Again, assume that 10% degradation of &z from a~ is acceptable. The Nyquist plot of L = /J,^.^_6) lies entirely outside of D(80). Therefore, a > /?(().!, 80)au = 1.86 x 0.4432 = 0.8244 achieves the desired guarantee. With a = 0.8244, a$, = 0.0224. which is



r =0 I



<V6 .









a: sat(-:)

Figure 9: System of Example 2.2.

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Table 2: System performance and accuracy in Example 2.2. ffi— az C T j — (j£ Simulation conditions <*z Oi GZ b ta =, ti = 300s, t2 = 10 s, ode5 0.0231 9.48 % 3.12% ta = 0.01s, ti = 300s, t2 = 6 x 105s, ode5 0.0232 9.95 % 3.57% larger than crz by 6.16%. The results of MATLAB simulations to evaluate (Jz are given in Table 2. Since, the open loop poles are —2, —0.5 and — 1 ± j'2.2360, and the closed loop poles are —2, —0.5, —0.366, and —0.82 ± j'3.967, again, ts = is small enough to obtain reliable simulation results. Two cases with ts = and ts = 0.01s are provided. Thus, both examples illustrate the effectiveness of the proposed method for selecting an actuator saturation level.



This paper provides a simple method for selecting a level of actuator saturation that leads to small performance degradation of linear design. It may be useful for control engineers who use linear techniques for designing controllers that are to be implemented with saturating actuators. Along with providing a formula based on the Nyquist plot of the linear part of the system, we give a simple rule-of-thumb, which states that if the level of actuator saturation is at least twice larger than the standard deviation of the controller output in the linear case, the performance under saturating actuator degrades not more than 10%.



To prove Theorem 2.1, the following Lemma is needed. Lemma A.I. Let assumptions (Al) and (A2) hold and r be such that the Nyquist plot of the loop gain L = P\P<iC lies entirely outside of D(r). Then i 2r FP < •>!]> •2r l + NL FP2C 2r l + NL •2r T


Proof. First, we prove the existence of 111F^L | [2, for all N € > !]• The first two norms exist if


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asymptotically stable and strictly proper for all N <E (^qrx> !]• The asymptotic stability follows from the fact that j^jr and ^n^- are asymptotically stable (due to (Al)) and the number of encirclement of —1 + jO by L(JUJ) and NL(jui) are the same (due to the fact that L(JUJ) is outside of D(r) i and 2r+l < N < 1). The strict properness of these two transfer functions follows from (A2). Thus, l FP3 and 1 2 exist for all N e (3^' 1 3+ NL Since, as it follows from the above, is also asymptotically stable l+L and, obviously, proper, l + NL exists for all N £ Next, we show that


l + NL FP2C l + NL

2 2 2

l +L l + NL l +L l + NL

(A.I) (A.2)

Indeed, (A.I) can be obtained as follows



*J' — 00

FP3 l + NL




FP3 1+L

l +L l + NL



~ 27T

r°° FI D.
14 Li


/^' •

o0 ^ '-oo

Inequality (A.2) is proved similarly. In turn,


l + ./VL

,, for each TV €

' ^s Bounded as follow:

l +L l + NL


1 + ReL(jw) + j I + NReL(juj) + jNlmL(ju}


l+x + jy I + NX + jNy
= c ? is a


For each positive c 7^ -^, the level set < (x, y] given by c2N(N -I) x+I I - c2N2

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i+x+jy I C ;s not It is possible to show that the level set < (x, y) 1+Nx+jNy I _ r l> 1S n0t entirely contained in D(r] for all c small enough, that there exists a unique c = c* such that the circle (A.5) is tangent to and contained in -D(r), and that for all c> c*, the level set is strictly contained in D(r}. This c* is an upper-bound for the right-hand side of (A.4), i.e.,

1 + x + jy <c*. I + NX + jNy


The condition of tangency is:
(A.7) i.e.,
c =

2 r + l ' '•





which, along with (A.I) and (A.2), completes the proof. Proof of Theorem 2.1. First, we show that a > 0(e, r)au implies FP2C NiL where



1 2r (l + e)(2r + l) ' 2r



Indeed, rewriting a > fi(e,r}au using (A.11) and (2.11) yields a > /3(e,r)au

(A.12) Then, from Lemma A.I, (A. 11) and (A. 12), we obtain FP2C

. (A.13)

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Next, we show that the quasi-linear gain TV* of the system of Figure 4 corresponding to a given a > /3(e.r)au exists and. moreover, N* > N\. Indeed TV* is defined by FP2C + TV*L_ For N = 1, due to the fact that erf - 1 (l) = oo, we can write: FP2C (A.14)


= 0.


is continuous in TV, from (A. 10) and (A.15), —75— l f we conclude that there exists N* > N± satisfying (A.14). Finally, using Lemma A.I. we show that cr? < (1 + e}az:



(A.16) This completes the proof.


[1] A. Gelb and W. Vander Velde. Multiple-input Describing Functions and Nonlinear System Design. New York: McGraw-Hill, (1968). [2] C. Gokgek. Disturbance Rejection and Reference Tracking in Control Systems with Saturating Actuators. PhD thesis. The University of Michigan, 2000. [3] C. Gokgek. P. Kabamba, and S. Meerkov. Disturbance Rejection in Control Systems with Saturating Actuators, Nonlinear Anal, 40 (2000) 213-226. [4] J. Roberts and P. Spanos. Random Variation and Statistical Linearization, New York: John Wiley and Sons, (1990).

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[5] W. Wonham and W. Cashman. A Computational Approach to Optimal Control of Stochastic Saturating Systems, Int. J. Contr., 10(1) (1969) 77-98.

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