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EQUIVALENT MODELS

By

FAHAD MUMTAZ MALIK

A DISSERTATION

Submitted to

National University of Sciences and Technology

in partial fulfillment of the requirements for the degree of

DOCTOR OF PHILOSOPHY

Supervised by

DR MOHAMMAD BILAL MALIK

National University of Sciences and Technology, Pakistan

2009

In the name of Allah, the most Merciful and the most Beneficent

ii

ABSTRACT

SAMPLED-DATA CONTROL BASED ON DISCRETE-TIME

EQUIVALENT MODELS

By

FAHAD MUMTAZ MALIK

This thesis focuses on the design and performance of sampled-data control of

continuous-time systems. The philosophy of the control law design is based on

stabilization of discrete-time equivalent models of the continuous-time system. The

development in the thesis can be broadly classified into sampled-data stabilization of a

class of underactuated linear systems and sampled-data stabilization of locally Lipschitz

nonlinear systems.

The class of underactuated linear systems considered in the thesis has time

varying actuation characteristics. The system can be actuated with a short duration pulse

during a fixed interval of time. The system is unactuated otherwise in the interval. Based

on these actuation characteristics, a discrete-time equivalent model can be developed by

integrating the continuous-time model. The equivalent model is time invariant and fully

actuated thus discrete-time control law design for sampled-data control is facilitated.

The closed form exact discrete-time equivalent model (obtained by integrating the

continuous-time model over the sampling interval) cannot be obtained for nonlinear

systems in general. As an alternative, the continuous-time model is discretized using the

Euler method. Discretization using the Euler method has an associated discretization

iii

error. This error may become unbounded in certain cases for nonlinear systems. This

provides the motivation for analysis of discretization error bounds for nonlinear systems.

Analyses show that locally Lipschitz nonlinear systems discretized using the Euler

method have bounded discretization error for sampling time less than the guaranteed

interval of existence. The error bound is a function of Lipschitz constant and sampling

time.

The discrete-time control law is designed on the basis of system model discretized

using the Euler method. The sampled-data closed loop performance of locally Lipschitz

nonlinear systems is analyzed using discretization error bounds and Lyapunov method.

Locally Lipschitz nonlinear systems with state feedback control are analyzed in general

whereas performance of output feedback control using discrete-time observers is

investigated

for

sub-class

of

locally

Lipschitz

nonlinear

systems.

arbitrarily small sampling time; moreover it is shown that asymptotic/exponential

stability can be achieved for nonzero sampling time under some additional conditions.

The results are demonstrated by sampled-data control of nonlinear systems.

iv

To my beloved

Islamic Republic of Pakistan

ACKNOWLEDGEMENTS

All praises and thanks are due to, Allah Almighty, the Lord of the Universe, for

His merciful and divine direction throughout my study. Afterwards, I would like to

acknowledge the guidance and cooperation of all my teachers whose earnest efforts have

made possible the successful completion of this work. In particular, my MS and PhD

supervisor Dr Mohammad Bilal Malik, who not only extensively guided me throughout

the course of my postgraduate studies but also provided tremendous moral support and

inspiration.

I would like to express my sincere gratitude to my GEC member Dr Mohammad

Ali Maud, Dr Ejaz Muhammad and Dr Khalid Munawar for their precious time and

guidance that I have received from them. In particular Dr. Khalid Munawar who always

gave me his gentle and kind attention whenever I desired so. I would address special

thanks to Dr Muhammad Salman Masaud who as a senior always selflessly helped and

supported me. I would also thank my colleagues Muhammad Asim Ajaz, Aamir Hussain,

Usman Ali and Saqib Mehmood for their cooperation and beneficial academic

discussions I have had with them.

I am grateful to my father Muhammad Mumtaz Khan, my mother and my elder

brother Shahid Mumtaz Malik who always supported and encouraged me throughout my

life. I would also like to thank my dear friends Syed Khurram Mehmood and Anees

Mumtaz Abbasi for motivating me and keeping me in a positive state of mind. I am

vi

indebted to my wife who has been very supportive and has shown extraordinary patience

towards the later half of this work.

I would also like to gratefully acknowledge National University of Sciences and

Technology, Pakistan for the financial support it provided for my studies and research.

vii

TABLE OF CONTENTS

CHAPTER 1

INTRODUCTION ................................................................................... 1

1.1

1.2

1.3

1.4

1.5

1.6

1.7

CHAPTER 2

LINEAR SYSTEMS.............................................................................. 16

2.1

2.2

2.3

2.4

2.5

2.6

Summary.. .......................................................................................38

CHAPTER 3

................................................................................................................ 39

viii

3.1

3.2

3.3

3.4

3.5

Examples.........................................................................................62

3.6

Summary.. .......................................................................................68

CHAPTER 4

NONLINEAR SYSTEMS ..................................................................... 69

4.1

4.2

4.3

4.4

4.5

Examples.........................................................................................99

4.6

Summary.. .....................................................................................104

CHAPTER 5

NONLINEAR SYSTEMS ................................................................... 105

5.1

5.2

5.3

Convergence Analyses......................................................................................112

5.4

Examples.......................................................................................140

5.5

Summary.. .....................................................................................145

CHAPTER 6

6.1

Conclusions.......................................................................................146

ix

6.2

Future Suggestions............................................................................148

References............................................................................................................... 150

LIST OF FIGURES

Figure 2-1. Single Actuation Cycle of Period L ............................................................... 18

Figure 2-2. Construction of the Underactuated Drill Machine ......................................... 28

Figure 2-3. Position of Actuation...................................................................................... 30

Figure 2-4. Stabilization of the Drill Bit without Input Delay.......................................... 36

Figure 2-5. Stabilization of the Drill Bit with Input Delay of a Single Sample ............... 37

Figure 3-1. Discretization Error and its Bounds for T=0.03s ........................................... 64

Figure 3-2. Discretization Error and its Specified Bound for Variable Sampling Time .. 66

Figure 3-3. Discretization Error and its Bounds for Saturation Function........................ 67

Figure 4-1. Illustration of Ultimate Boundedness............................................................. 75

Figure 4-2. Geometrical Representation of Sets for Illustration of Ultimate Boundedness

................................................................................................................................... 76

Figure 4-3. Illustration of Trajectory Convergence .......................................................... 78

Figure 4-4. Exponential Stabilization of Inverted Pendulum ......................................... 101

Figure 4-5. Exponential Stabilization of Manipulator with Flexible Joints.................... 103

Figure 5-1. Geometrical Representation of Sets for Illustration of Boundedness .......... 114

Figure 5-2. Stabilization of Inverted Pendulum.............................................................. 141

Figure 5-3. Estimated States of Pendulum Using Discrete-Time Observer .................. 142

Figure 5-4. Stabilization of Manipulator with Flexible Joints........................................ 143

xi

Figure 5-5. Estimated States of Manipulator with Flexible Joints Using Discrete-Time

Observer.................................................................................................................. 144

xii

LIST OF TABLES

xiii

CHAPTER 1

INTRODUCTION

1.1

Sampled-Data Control

Control of a continuous-time system by a digital controller is termed as sampled-

data control [13], [21], [32], [34], [38]. The digital controller (typically a microcontroller)

is fed with discretized states or output of the continuous-time system. The states or output

is discretized using a sample and hold circuit. The controller determines the input for the

continuous-time system using the states/output according to a discrete-time control law.

This discrete control input is then applied to the continuous-time system via a zero-orderhold circuit [33]. The concept of sampled-data control is illustrated in Figure 1-1 ([60],

[61]).

Discrete-time

control input

Discrete

Reference

Digital

Controller

D/A

Converter

Continuous-time

System

States

/Output

A/D

Converter

1

control of continuous-time systems. The popularity of microcontrollers is attributed to

their computational power and convenience of use. More recently, faster sampling rates

and enhanced computational power of DSP microcontrollers has enabled the

implementation of sophisticated control schemes related to control systems.

The qualitative properties of sampled-data systems have been studied by many

researchers. A few noteworthy contributions include the study of quantization effects on

the stability of closed loop sampled-data system by L. Hou, A. N. Michel and H. Ye in

[41] and by R. K. Miller, A. N. Michel and coworkers in [65], [66] . Robustness of

sampled data systems to measurement noise, computational delays and fast actuator

dynamics is established by C. Kellet, M. Shim and A. R. Teel using Lyapunov analysis in

[48]. Some other important contributions are [42] and [78].

1.2

Control law for any system is designed on the basis of mathematical model of the

system that describes its dynamical behavior. The mathematical model for a continuoustime system is typically a set of differential equations. A large class of physical systems

can be modeled using state space representation, which is a set of first order differential

equations. The emphasis of modern development in the area of control systems is on state

space representation.

The mathematical model of a continuous-time system written in state space is

x = f ( x, u ) ,

(1.2.1)

input and x represents the derivative of the state vector with respect to time. The

function f represents the map of states and input to the derivatives of the states.

Consider that (1.2.1) is to be controlled in sampled-data form with sampling time

T . In order to design a discrete-time control law for this purpose, a discrete-time model

of (1.2.1) with sampling time T is required. An exact discrete-time equivalent model will

be the solution of set of differential equations (1.2.1) over the interval t [kT , (k + 1)T ] ,

where k is an arbitrary integer. Let the state of (1.2.1) at time t = kT be x(kT ) , then the

state at time t = (k + 1)T using fundamental theorem of calculus [35] is

( k +1)T

f ( x( ), u ( ))d .

(1.2.2)

kT

u (t ) = u (kT ) t [kT , (k + 1) T ] .

(1.2.3)

( k +1)T

f ( x( ), u (kT ))d .

(1.2.4)

kT

The discrete-time model (1.2.4) is termed as exact discrete-time model ([3], [12]) for the

system (1.2.1) with zero-order-held input. The discrete-time control law for the sampleddata control of continuous-time system (1.2.1) is designed on the basis of exact discretetime model (1.2.4).

1.2.1

The closed form exact discrete-time model with zero-order-held input can be

easily obtained for linear time invariant systems using integration. To illustrate this

concept consider the following LTI system

x = Ax + Bu ,

(1.2.5)

where A and B are time invariant matrices that represent the map of states and input

respectively to the derivative of states. The exact discrete-time model for (1.2.5) with

sampling time T is given by

kT +T

x ( kT + T ) = exp( A( kT + T kT )) x ( kT ) +

exp ( A( kT + T ) ) Bu( kT )d

kT

kT +T

= exp( AT ) x ( kT ) +

(1.2.6)

exp ( A( kT + T ) ) d Bu( kT )

kT

T

(1.2.7)

x(kT + T ) = Ad x(kT ) + Bd u (kT ) ,

(1.2.8)

0

The discrete-time control law that stabilizes (1.2.8) can be easily designed.

In this thesis a discrete-time control scheme is proposed for a class of

underactuated linear systems based on the corresponding exact discrete-time model.

1.2.2

Nonlinear Systems

In the case of nonlinear systems, the closed form exact discrete-time model

(1.2.4) cannot be obtained in general. To overcome this problem the following two

logical approaches have been adopted by researchers to design discrete-time control law

for the stabilization of nonlinear systems in sampled-data form.

1. Continuous-time control law is designed that stabilizes the continuous-time nonlinear

system model. This control law is then discretized according to the sampling time and

implemented in sampled-data form.

2. The continuous-time system model is discretized according to the sampling time

using numerical techniques. The resulting discrete-time model is termed as

approximate discrete-time model. Discrete-time control law is then designed that

stabilizes the approximate discrete-time model.

The first approach for control law design is well established and is widely

practiced by control engineers [56], [79], [83]. Many researchers have investigated the

performance of closed loop sampled-data nonlinear systems with control law designed

using this approach. A few pertinent contributions are [19], [22], [25] and [82].

The second approach for control law design is relatively new and less recognized.

However this approach has certain advantages over the first one, for example, the

resulting closed loop system has a larger region of attraction with this design approach as

compared with the first one for equal sampling time. The superiority of this approach is

attributed to the fact that the approximate discrete-time model is better at approximating

the exact discrete-time model as compared to the continuous-time system [70].

In this thesis, the performance of state and output feedback discrete-time control

law designed for a class of nonlinear systems using the second approach is analyzed.

1.3

underactuated systems. Underactuated systems have more degrees of freedom than the

number of control inputs. The significance of underactuated systems is attributed to the

fact that many sophisticated engineering systems ranging from robotic manipulators to

hovercrafts and spacecrafts are underactuated. The dynamics of underactuated system are

usually subject to nonholonomic constraints; wherein these constraints are time invariant

In the vast literature on underactuated systems, many contributions can be found

on the control law design and closed loop analysis of systems with nonholonomic

constraints. Stabilization of systems with first order nonholonomic constraints is

discussed in [15], [53] and that of systems with second order nonholonomic constraints is

presented in [75], while their tracking problem is addressed in [2]. On the other hand, the

performance of internally stabilizing feedback controllers for linear time invariant MIMO

underactuated systems is investigated in [84].

In this thesis a class of underactuated linear systems is considered. The

underactuation of this class of systems is different from the underactuation of systems

generally discussed in literature. Certain electromagnetically actuated mechanical

systems belong to this class. The system can be periodically actuated with a short

duration pulse during a fixed interval of time known as actuation cycle. The system is

unactuated for the remaining time during the cycle. The phase of pulse depends upon the

desired reference for stabilization and has to be determined online by the controller. In

6

simple words the actuation characteristics are time varying, i.e the system is fully

actuated for a short duration and unactuated otherwise. The special underactuation of the

class of systems longs for the development of a novel control scheme.

1.4

approximate discrete-time model of nonlinear systems is analyzed. The continuous-time

system is assumed to be locally Lipschitz over the domain of interest. Moreover

discretization of the nonlinear system is carried out using the famous Forward difference

or Euler method.

Consider that (1.2.1) is a nonlinear system. A nonlinear system is locally

Lipschitz in state x at x = xo if it satisfies the following condition [49]

f ( x, u ) f ( y, u ) L1 x y

x, y Bx ,

(1.4.1)

where

Bx = {x

x xo rx }

(1.4.2)

The discretization of the nonlinear system (1.2.1) is carried out using the forward

difference or Euler method, since it is a well suited discretization tool from the

perspective of control law design as it preserves the structure of the continuous-time

system [72]. The performance of various control techniques based on the Euler

discretized system model has been explored in the past in adaptive control [29], [64], [77]

and backstepping control [71].

models using the Euler method depends tremendously on the characteristics of the

discretization error. The discretization error is the difference between the states of exact

and approximate discrete-time models. Discretization using forward difference method

may result in large discretization error (which may even become unbounded in certain

cases [58]). This can be attributed to phenomena like finite escape time which are

specific to nonlinear systems. Therefore it is imperative to investigate the difference in

the dynamical behavior of the actual nonlinear system and its discrete-time

approximation.

An important concept that needs to be explained before proceeding to the

historical developments for the analysis of the discretization error is that the

discretization of a system is a two step procedure. In the first step, the input to the system

is considered to be held constant during the sampling interval (zero-order-held). In the

second step the continuous-time system model with zero-order-held input is discretized.

The errors associated with both of these steps are referred to in this thesis as input

discretization error and model discretization error respectively. In the case of sampleddata control, the input is applied to the system via a zero order hold thus input

discretization error has no role and the net discretization error reduces to the model

discretization error alone. The input discretization error bound analysis is useful for

comparing the performance of nonlinear system with zero-order-held inputs and

continuous inputs.

The conventional discretization error bound analyses can be classified into two

categories based on Lipschitz properties of nonlinear systems. For globally Lipschitz

nonlinear systems having bounded second order derivative over the interval of interest,

the discretization error bound is derived using the Taylor series expansion. These

analyses can be found in numerous numerical analysis text books such as [7], [11], [17],

[40], [54], [68] and references therein. However the global Lipschitz condition and

bounded second order derivative requirements restrict the application of these analyses.

Discretization error bounds for locally Lipschitz nonlinear systems can be found

in [37] (section 1.7). The same has also been discussed by Nesic, Teel and Kokotovic in

[70] as single and multi-step modeling consistency and included locally Lipschitz

systems as a special case. The analyses presented in these contributions are based on

certain system properties which results in loose discretization error bounds. For instance,

discretization error bound derived in [37] requires a bound on the nonlinear function in a

neighborhood of the solution.

The stability analysis of discrete-time nonlinear systems has been discussed in

[46], [85] and [86]. The performance of the control law designed on the basis of

approximate discrete-time model for nonlinear systems in general has been analyzed by

Nesic and Teel in their contributions [69], [70], [73] and [74]. In these papers, they have

established that if the discrete-time control law asymptotically stabilizes (states tend to

zero as time tends to infinity) the approximate discrete-time model, then under sufficient

conditions, the exact discrete-time model is practically asymptotically stabilized. The

concept of practical stability is that the states of exact discrete-time model remain

9

bounded, where they decreases asymptotically but remains nonzero even as time tends to

infinity. The sufficient conditions are

sampling time approaches zero).

model.

The analyses of Nesic and Teel provide a broad framework for stabilization of

design and in-depth analysis of control laws for various classes of nonlinear systems

using this approach was left as an open area of significant research.

In this thesis the, performance of output feedback control law for the following

sub-class of locally Lipschitz single input, single output (SISO) nonlinear systems based

on approximate discrete-time model is also analyzed.

x = Ac x + Bc ( x, u )

y = Cc x

(1.4.3)

where x R n is the state u R is the input and y R is the output. The function (.,.)

is nonlinear and locally Lipschitz in its arguments. The canonical matrices Ac , Bc and

Cc are defined as follows

10

0

0

Ac =

#

0

Cc = [1

0 %

# "

0 "

0 ...

0

0

0

#

, Bc =

#

1

0

1

... 0]

(1.4.4)

nonlinear systems are modeled by (1.4.3) ([4], [31], [43], [51]). The control law and

observer both are designed on the basis of approximate discrete-time model.

In case of output feedback control, observers are used for state estimation [14],

[44], [57]. Design and performance analysis of observers for discrete-time nonlinear

systems in general, can be found in [18], [50], [88] and [90]. The design of a discretetime observer based on the approximate discrete-time model of a continuous-time

nonlinear system has been explored in [8], [9], and [72]. In [72], Nesic and Teel analyzed

the performance of dynamic feedback control law designed on the basis of the

approximate discrete-time model of a continuous-time nonlinear system. The dynamic

control law incorporates the observer as a special case. Here again the framework of

analysis is general for nonlinear systems and practical asymptotic stability is established.

In the recent past, Abbaszadeh and Marquez presented a robust observer design approach

for locally Lipschitz nonlinear systems discretized using numerical methods [1]. In their

work, the observer is designed using the LMI approach. Practical asymptotic stability of

the closed loop exact discrete-time model is established using the suggested observer for

output feedback control.

On the other hand Dabroom and Khalil in their work [25], following the first

approach discussed in section 1.2.2 presented discrete-time observer design for (1.4.3). A

11

high gain observer is designed for the continuous-time model (1.4.3) to achieve

disturbance rejection caused by modeling uncertainty. This high gain observer is then

discretized using numerical techniques. The closed loop performance is analyzed using

discrete-time, two time scale analyses for singularity perturbed systems.

1.5

necessary as discussed below:

underactuated linear systems. The said class has time varying actuation

characteristics which require a novel control scheme as opposed to conventional

controllers for underactuated systems with time invariant actuation characteristics.

The control law is designed on the basis of the exact discrete-time equivalent

model.

nonlinear systems discretized using the Euler method. The error bounds play a

pivotal role in the analysis of control law designed using the Euler method. The

error bounds should depend upon the value of nonlinear function at the sampling

instant(s) as opposed to the bound on nonlinear function in the domain of

interest/neighborhood of solution which is the case for error bounds derived in

literature.

Analyses of the performance of the state feedback control law designed on the

basis of the Euler discretized system model for locally Lipschitz nonlinear

12

that superior closed loop performance as compared to practical asymptotic

stability could be established.

nonlinear systems based on discretized system model. The available analyses are

for nonlinear systems in general as in case of state feedback. Moreover the high

gain observer design using the conventional approach is quite complicated and the

closed loop system becomes singularity perturbed thus requiring two time scale

analyses.

1.6

systems, that has time varying actuation characteristics. The control signal is

designed to be active only for a fraction of time during a complete actuation

cycle. An elaborate example of automated drilling is provided to validate the

proposed control approach.

nonlinear systems discretized using the Euler method. The tighter bounds are

beneficial in the development of less conservative control approaches.

Lipschitz nonlinear systems. The design of the stabilizing control law is based on

a model of the plant discretized using the Euler method. Properties of the resulting

closed loop system are analyzed using Lyapunov analysis tools.

13

output feedback stabilization by introducing observers in the controller design.

The properties of the closed loop system are analyzed using Lyapunov analysis

tools.

1.7

control scheme for the stabilization of a class of underactuated linear systems is

developed in CHAPTER 2. Systems belonging to this class can be actuated with a single

fixed width pulse during a time period known as actuation cycle. The system is

unactuated otherwise in the actuation cycle. The phase of the pulse in the actuation cycle

depends upon the desired reference for stabilization and sampled state feedback. The

amplitude of the pulse is determined by the controller according to a state feedback

control law. The control law is designed on the basis of a fully actuated time invariant

discrete-time equivalent model of the system. In case of system with delayed input, a

transformation is presented that facilitates control law design. Example of an

underactuated drill machine is presented at the end of the chapter.

In CHAPTER 3, discrete-time equivalent of locally Lipschitz continuous-time

nonlinear systems is investigated. The discretization of the input is done using a zeroorder-hold, whereas the system model is discretized using the Euler method. The analyses

are carried out for single and multiple sampling intervals. It is shown that the

discretization error for locally Lipschitz systems is bounded if the sampling time is

sufficiently small. Results derived in the chapter are illustrated by examples.

14

nonlinear systems is discussed. The control law design is based on approximate discretetime model of the continuous-time system obtained using the Euler method. The closed

loop analyses prove trajectory convergence which implies asymptotic/exponential

convergence for arbitrarily small sampling time. The more significant results of the

analyses are that asymptotic/exponential convergence of the exact discrete-time model is

proved for sufficiently small but nonzero sampling time under some additional conditions

on the Lyapunov function for the closed loop approximate model. Stabilization of the

typical control problem of Inverted pendulum and a Single-link robotic manipulator with

flexible joints are presented as examples

In CHAPTER 5, performance of output feedback control of the sub-class of

locally Lipschitz nonlinear systems that can be modeled by equation (1.4.3) is analyzed.

The control law and observer are designed on the basis of a discretized system model

obtained using the Euler method. It is shown that the observer design using a pole

placement procedure achieves disturbance rejection caused by modeling uncertainty for

arbitrarily small sampling time. The closed loop analyses of the exact discrete-time

model establish trajectory convergence for arbitrarily small sampling time and

exponential stability for sufficiently small sampling time and some additional conditions.

As in case of CHAPTER 4 stabilization of Inverted pendulum and Single-link robotic

manipulator is used for illustration.

The last chapter on conclusions and a few suggestions for future considerations

concludes the thesis.

15

CHAPTER 2

SAMPLED-DATA STABILIZATION OF UNDERACTUATED

LINEAR SYSTEMS

of a class of underactuated linear systems. The class of systems has time-varying

actuation characteristics. The continuous-time system can be actuated with a single, short

duration pulse during a fixed interval of time known as actuation cycle. The system

remains unactuated otherwise during the actuation cycle.

The discrete-time controller determines the phase and amplitude of the actuation

pulse during the actuation cycle using sampled state feedback. The amplitude of actuation

pulse is determined from a state feedback control law. The state feedback control law is

designed on the basis of a fully actuated, time invariant discrete-time equivalent model of

the continuous-time system. The equivalent model is developed by considering a

complete actuation cycle as a single discrete step.

Feedback control systems are adversely affected in case the system has delayed

input. In this chapter, the said class of underactuated systems with input delay is also

considered. A transformation presented in literature is modified for the class of

underactuated systems with delayed input that results in an equivalent model without

input delay.

A special purpose drill machine that belongs to this class of underactuated

systems is presented as an example. The control of drill machine additionally requires

16

model based predicted states for the determination of phase of actuation pulse.

Stabilization of the machine is established by simulations.

2.1

with time varying actuation characteristics is described. Consider the following linear

system represented in state space form as

x = Ax + B(t )u

y = Cx

(2.1.1)

where x R n is the state, u R p is the input and y R q is the output. x(0) = xo is the

initial state of the system.

The time varying input matrix B (t ) defines the underactuation of (2.1.1). The

mathematical definition of B (t ) follows from the actuation topology of (2.1.1) which is

illustrated in Figure 2-1. The system can be actuated once, with a pulse of duration T

seconds in a fixed interval of time L. The interval L is termed as actuation cycle. The

system remains unactuated for the remaining time L-T during the actuation cycle.

Furthermore the actuation cycle is periodic. The actuation pulse starts after a time delay

of length (termed as actuation delay) in the actuation cycle shown in Figure 2-1.

17

Input

u(t)

kL

(k + 1) L

time t

The phase (starting point) of the actuation pulse depends upon r R q , which is

the desired reference for stabilization of the output y (t ) . The amplitude of actuation

pulse is fixed in a given actuation cycle, i.e it is zero-order-held. In light of the above

discussion, the input matrix B (t ) is defined as

B kL + t kL + + T

B (t ) =

otherwise

0

(2.1.2)

assumed to be controllable [45], [76].

2.2

The actuation characteristics of the system (2.1.1) discussed in section 2.1 provide

basis for the development of a discrete-time equivalent model for this system. The

resultant model facilitates discrete-time control law design.

The discrete-time equivalent model is developed for a complete actuation cycle

from t = kL + to t = kL + + L .The equivalent model is developed in two stages. In

18

the first stage, the time interval [kL + , kL + + T ] is considered during which the

system (2.1.1) is actuated with zero-order-held input. In the second stage, the interval

[kL + + T , kL + + L] is considered, for which system (2.1.1) is unactuated.

The state of (2.1.1) at t = kL + is x(kL + ) . The state of this system at

t = kL + + T in terms of x(kL + ) is given by

kL ++T

x ( kL + + T ) = exp( AT ) x (kL + ) +

kL+

Using change of variables for the integrand, the equation (2.2.1) can be written as

T

0

(2.2.2)

= Ad 1 x (kL + ) + Bd 1u(kL + )

T

0

t = kL + + L in terms of x(kL + + T ) is given by

= Ad 2 x(kL + + T )

(2.2.3)

by substituting (2.2.2) in (2.2.3)

x(kL + + L) = Ad x(kL + ) + Bd u (kL + ) ,

(2.2.4)

where Ad = Ad 2 Ad 1 and Bd = Ad 2 Bd 1 . The equation (2.2.4) is transformed into discretetime domain by replacing kL + by m, and kL + + L by m + 1 ,

19

(2.2.5)

The conventional bracket notation is adopted for discrete-time representation. The model

(2.2.5) is the discrete-time equivalent model of (2.1.1) for a single actuation cycle.

2.3

Discrete-time Controller

controller to determine the magnitude of the actuation pulse. The magnitude of actuation

pulse is determined from a state feedback control law designed on the basis of discretetime equivalent model (2.2.5).

The remarkable feature of the discrete-time equivalent model (2.2.5) is that it is

time invariant and fully actuated. Control law design for fully actuated linear time

invariant systems using pole placement is a well known procedure [20]. Consequently the

discrete-time state feedback control law for the stabilization of (2.2.5) is given by

u[m] = Kx[m] + Gr .

(2.3.1)

where the matrix K is chosen so that the eigenvalues of ( Ad Bd K ) are inside the unit

circle. The factor G is known as pre-scalar in control system literature and is given by

the following expression ([30], [76])

G=

1

.

C ( Ad Bd K I ) 1 Bd

(2.3.2)

An important point that should be noted here is that the discrete-time controller

has to determine the phase of actuation pulse ( t = kL + ) as well. The phase of actuation

pulse depends upon the reference for stabilization r and the system state. The discrete-

20

time controller decides about the point of actuation during the actuation cycle on the basis

of sampled state x[i ] , sampled after every T seconds.

Remark 2.1: The discrete-time equivalent model considers a complete actuation cycle of

duration L seconds as a single discrete step, represented by discrete index m, whereas the

sampling time for the discrete-time controller is T seconds represented by discrete index

i . The controller sampling rate is usually a fraction of L . Alternately speaking, the

system is two time scale: one scale for the model and the other for the controller.

The controllability (reachability) of ( Ad , Bd ) pair is guaranteed by the following

Lemma

Lemma 2.1

Proof

gramian M is of rank n , i.e

(2.3.3)

M d = [ Bd , Ad Bd , Ad 2 Bd ............ Ad n1Bd ]

T

0

21

(2.3.4)

Since Ad = exp( AL) , all its powers are full rank because of exponential function being

T

nonsingular, Similar argument is valid for the term exp( AT ). exp ( A(T ) ) d .

0

Consequently

T

Thus ( Ad , Bd ) is controllable.

,,,

2.4

In this section a control law design procedure is presented for the stabilization of

the underactuated system under discussion, with input delay. In the case of input delay,

the dynamics of the system respond to the applied input after certain interval of time. In

recent past, a transformation was presented in [89], termed as linear predictor, that

transforms a discrete-time system with input delay into an equivalent discrete-time

system without input delay. This process facilitates control law design.

The analyses in [89] are for a single time scale discrete-time system, however as

already mentioned, the underactuated systems discussed in this thesis become two time

scale when controlled by a discrete-time controller. Thus modifications have to be done

in the transformation presented in [89] to make it applicable for two time scale systems.

The transformation of [89] is briefly presented here for the convenience of readers.

22

samples

x[k + 1] = Ax[k ] + Bu[k N ] .

(2.4.1)

To transform the system into an equivalent model with no input delay, the following

change of variables is performed

z[k ] = x[k ] + A1Bu[k N ] + A2 Bu[ k N + 1] + .... + A N Bu[k 1]

= x[k ] +

k 1

A( j k + N +1) Bu[ j ]

(2.4.2)

j =k N

z[k + 1] = x[k + 1] +

k 1

A( j k + N +1) Bu[ j + 1] .

(2.4.3)

j =k N

z[k + 1] = Az[k ] + A N Bu[k ] .

(2.4.4)

The discrete-time model (2.4.4) has no input delay. Thus the transformation (2.4.2)

converts a discrete-time system with input delays into an equivalent system without any

input delay.

2.4.1

Consider that the class of underactuated linear systems under discussion has input

delay of NT seconds. It is assumed that NT < L . The continuous-time model then

becomes

x (t ) = Ax(t ) + B(t )u (t NT )

y (t ) = Cx(t )

23

(2.4.5)

(2.4.5) are the same as discussed in section 2.1.

The discrete-time equivalent model for (2.4.5) is developed in two stages, as for

the system without input delay. In the first stage, dynamics of the system for time interval

[kL + , kL + + T ] are considered. Following a procedure similar to the one discussed in

section 2.2, it can be shown that the state of the system (2.4.5) at time t = kL + + T in

terms of the state x(kL + ) is given by the following expression

x(kL + + T ) = Ad 1 x(kL + ) + Bd 1u (kL + NT ) .

(2.4.6)

bracket notation for discrete-time representation, (2.4.6) can be written as

x[i + 1] = Ad 1 x[i ] + Bd 1u[i N ]

(2.4.7)

The discrete-time system (2.4.7) can be transformed into an equivalent system without

input delay by the following change of variables

z[i ] = x[i ] +

i 1

j =i N

(2.4.8)

z[i + 1] = x[i + 1] +

i 1

j =i N

(2.4.9)

z[i + 1] = Ad1z[i ] + Ad1N Bd1u[i ] .

24

(2.4.10)

t [kL + + T , kL + + L] is now developed. Let i + M = kL + + L , where M = L ,

then,

z[i + M ] = AdM1 1 z[i + 1] .

(2.4.11)

The complete discrete-time equivalent model without input delay for the

continuous-time system (2.4.5) considering the interval t [kL + , kL + + L] as a single

discrete step is

z[m + 1] = Ad 2 Ad1z[m] + Ad 2 Ad1N Bd 1u[m]

=

(2.4.12)

2.4.2

by a discrete-time control law designed on the basis of discrete-time fully actuated, time

invariant equivalent model without input delay (2.4.12). The matrix K is chosen so that

the eigenvalues of Ad' Bd' K are inside the unit circle. The feedback control input is

calculated in terms of the original coordinates as

u[m ] = Kz[m] + Gr

(2.4.13)

25

(2.4.14)

Since u[i N 1] = 0 ,

u[i N ] = Kx[i N ] + Gr .

2.5

(2.4.15)

surfaces requires precise orientation control of the drill bit so that the axis of the bit is

preferably normal to the surface at the point of drilling. This orientation adjustment

requires two independent actuators for pitch and yaw that make the drill machine quite a

complex system. In a special application of drilling the soft materials, negligible lateral

resistance is experienced by the drill bit. Consequently, once the bit is oriented in the

desired direction, negligible change in control effort is experienced. Therefore, for

precise drilling, only orientation control instead of a complete compliance control of the

bit is required.

A special drill machine whose orientation control mechanism is specifically

designed for drilling soft materials only is considered here. The remarkable feature of the

actuation mechanism is that the orientation control of the drill bit is achieved using a

single pair of electromagnetic poles. The magnetic field of these poles interacts with the

field of the rotor which is a permanent magnet to produce a torque that changes the

orientation of the drill bit. The electromagnetic poles are excited for a short duration at

specific roll phase to orient the bit in the desired direction. The special actuation

mechanism reduces the number of actuators to one as opposed to the two actuators

generally required for the control of two degrees of freedom; hence a simpler system is

achieved.

26

2.5.1

The underactuated drill machine used for multi-axis drilling of soft nonmagnetic

materials has customized construction. This special construction enables the use of a

single pair of electromagnetic poles to control two degrees of freedom, i.e pitch and yaw,

of the bit. For clarity of presentation, construction of the orientation control mechanism is

explained only.

The rotor of the machine is a ring shaped permanent magnet as shown in Figure

2-2. The rotor is connected to the base of the machine by a universal joint which provides

the roll, pitch and yaw freedoms. It may be noted here that the base of the machine may

be mounted on a manipulator for enhancement of the workspace as desired. The stator of

the machine has a single coil wound over it as shown in Figure 2-2. Excitation of this coil

produces the orientation control field which is always aligned with the z axis of the fixed

frame of reference (x,y,z). Interaction of the orientation control magnetic field with the

field of the rotor permanent magnet results in torque that changes the orientation of the

bit.

It is assumed that the drill bit is rotating about the z ' axis of the rotating frame of

reference ( x ' , y ' , z ' ) at constant rpm . In Figure 2-2, only z ' axis is shown for simplicity

which is aligned with the z axis. This is also the reference position for measurement of

the angular displacement of the bit about x and y axes. The roll actuation and speed

stabilization are handled separately. However the roll actuation mechanism can also be

integrated on the same stator.

27

Stator Winding

x

N

z

z'

2.5.2

Actuation Mechanism

Consider that the bit is spinning about z ' axis at constant rpm thus the

dynamical behavior of the bit is that of spinning gyroscope. To explain the actuation

mechanism suppose that the bit is at the reference position ( z and z ' axes aligned) and it

is to be rotated by 1 and 2 radians about x and y axes of the fixed reference frame

respectively. P is the unit vector of the projection of the final position of the bit in the xy

plane as indicated in Figure 2-3. To achieve the desired orientation, the stator

electromagnet is energized when the field of the permanent rotor magnet is perpendicular

to the vector P as shown in Figure 2-3. Similar poles experience repulsive force while

opposite poles experience attractive force in the z axis direction. This results in torque

aligned to the vector P . Since the bit is spinning about z ' axis, it rotates about the axis

perpendicular to the axis of spin and applied torque according to law of conservation of

28

precession in gyroscopes. The magnitude of depends upon the magnitude of applied

current in the stator coil. The torque vector can be resolved into two rectangular

components x and y .

The important aspects of the actuation mechanism are summarized in following

three points

1. A single actuation signal (current through the stator coil) controls two degrees of

freedom: the pitch and yaw of the bit, thus explaining the underactuation of the

drill machine.

2. The actuation pulse is applied for a short duration when the field of the permanent

rotor magnet and the unit vector of the projection of the desired position of the bit

are considered approximately perpendicular. This duration is usually a fraction of

the time period for a complete rotation of the drill bit.

3. The actuation pulse can be applied once in a complete revolution of the bit. The

system remains unactuated during the remaining time of a revolution.

29

spinning at rpm

2.5.3

Continuous-time Model

As it has been mentioned in section 2.5.2 that the drill bit can be treated as a

spinning gyroscope, the dynamical model of a gyroscope is used here for representing the

bit. The simplified dynamical model of a spinning gyroscope is given by the following

equations

Jx + bx + Hy = Ki x

Jy + by Hx = Ki y

(2.5.1)

where x and y represent the angular positions of the bit in radians about x and y

axes respectively, x and y are the torques applied about x and y axes respectively, J is

the moment of inertia, b is the coefficient of friction, Ki is the torque constant. H is

30

frequency of the bit about z ' axis) and J z is the moment of inertia of the bit about z '

axis.

The model (2.5.1) is represented in state space form by defining x and y as

states x1 and x3 respectively. The derivates of angular positions i.e x and y are

represented by states x2 and x4 respectively and the applied torques x and y are

considered as inputs u1 and u2 respectively. The state space representation of (2.5.1) is

given by

x1 = x2

x2 =

K

b

H

x2 x4 + i u1

J

J

J

x3 = x4

x4 =

(2.5.2)

K

b

H

x3 + x2 + i u2

J

J

J

The states x1 and x3 are considered as output y of the system since these states have to

be stabilized at desired reference r . The model (2.5.2) can be written in the convenient

matrix form as

x = Ax + Bu

y = Cx

31

(2.5.3)

where

0

0

0

K / J

0 H / J

,B = i

0

0

1

0 b / J

0

1 0 0 0

C=

0 0 1 0

1

0

0 b / J

A=

0

0

0 H / J

0

0

0

Ki / J

(2.5.4)

The drill bit can be actuated for a short duration when the desired projection

vector and permanent magnet are approximately perpendicular. The bit is unactuated

otherwise during the roll. The underactuation of the bit is introduced in the model (2.5.3)

as

x = Ax + B(t )u

y = Cx

(2.5.5)

where B(t ) is as defined in (2.1.2) with B given in (2.5.4), L is equal to the time period

of roll and T is the duration during which the desired projection vector and permanent

magnet are considered approximately perpendicular.

2.5.4

Discrete-time Controller

The control objective is the stabilization of the drill bit at the desired reference

using a discrete-time controller. For this purpose, it is assumed that feedback of all the

system states is available to the controller. Moreover, feedback of the position of the rotor

is also available. The discrete-time controller has the following two objectives

A:

control law.

32

B:

Determination of the point of actuation during the roll of the bit. The point of

The state feedback control law is designed on the basis of discrete-time equivalent

model of the drill bit developed according to the procedure presented in section 2.2 using

pole placement procedure. The matrix K is chosen so that the eigenvalues of

( Ad Bd K ) are inside the unit circle. The control input is given by

u[m] = Kx[m] + Gr .

(2.5.6)

The second task of the discrete-time controller is the determination of the point of

actuation t = kL + during roll of the bit. To determine the phase of actuation pulse it is

assumed that state feedback x[i ] and angular position feedback of the permanent rotor

magnet [i ] is available to the controller after every T seconds which is indicated by

discrete index i .

It should be noted here that the feedback control input (2.5.6) gives the required

torque vector whose phase will always by perpendicular to the desired projection unit

vector P described in section 2.5.2. In order to determine the centre of actuation pulse,

the controller computes a feedback control input u[i ] after every T seconds on the basis

of the sampled state feedback x[i ] . The center of actuation pulse is at the discrete index i

at which the following condition is satisfied

u2 [i ]

+ ,

u1[i ] 2

[i ] = tan 1

33

(2.5.7)

The condition (2.5.7) marks the centre of actuation pulse for the system as shown

in Figure 2-1. The actuation of the system has to start T / 2 seconds prior to the point in

time when this condition is satisfied. This makes the system actuation non-causal. To

overcome this non-causality, model prediction based determination of point of actuation

is suggested in which case the system states at the next discrete step are estimated. Based

on these estimates a decision is taken whether or not the next discrete index would be the

centre of actuation pulse. In case the next sample marks the centre of actuation pulse,

actuation starts T / 2 seconds after the current sample.

The states of the system at the next discrete step can be estimated using the

following expression

x[i + 1] = Ad1 x[i ] + Bd1u[i ] .

(2.5.8)

The estimated state x[i + 1] is then used by the controller in deciding about actuation or

otherwise at t = iT +

T

. Mathematically,

2

1 u2 [i + 1]

Kx[i + 1] + Gr if [i ] = tan

+

u (t ) =

u1[i + 1] 2

otherwise

0

t [iT + T / 2, (i + 1)T + T / 2]

(2.5.9)

2.5.5

Simulations

section 2.2 is presented in this section. A case of drill machine having delayed input is

34

also considered for simulation [62]. The input delay is assumed to be of a single sampling

interval. The control law is designed using the procedure presented in section 2.4.

The various parameters of the drill machine used for simulation are J = 4 Kg-m 2 ,

J z = 5 Kg-m 2 , = 400 rad/sec, Ki = 1 and b=100 . The drill machine is assumed to be

at rest initially and the desired reference for stabilization is r = [0.4, 0.3]T . The time

duration of a single revolution about z ' -axis is L = 0.05s . The sampling time and

duration of actuation is T = L / 16 . The matrices Ad and Bd of the discrete-time

equivalent model as described in section 2.2 are

1

0

Ad =

0

0.0036

0.4289

0.0014

0.4289

0 -0.0014

0.0028 -0.0010

0.3486 -0.3318

0 -0.4289

104

, Bd =

0.0010 0.0028

1 0.0036

0 0.4289

0.3318 0.3486

(2.5.10)

The matrix K is chosen for the control law (2.3.1) so that the eigenvalues of

Ad Bd K are inside the unit circle. The results of simulation are presented in Figure 2-4,

which shows that the continuous-time system is stabilized at the desired reference.

Stabilization of the drill bit at the desired reference with delayed input of a single

sample is shown in Figure 2-5 . In case of delayed system Ad' = Ad and

0.0026 -0.0009

0.3760 -0.3243

'

104 .

Bd =

0.0009 0.0026

0.3243 0.3760

(2.5.11)

The matrix K is chosen for the control law (2.4.13) so that the eigenvalues of Ad' Bd' K

are inside the unit circle.

35

36

Figure 2-5. Stabilization of the Drill Bit with Input Delay of a Single Sample

37

2.6

Summary

of underactuated linear systems. The said class of systems has time varying actuation

characteristics. The system can be actuated with a short duration pulse whose period is a

fraction of the complete actuation cycle. To design the control law, a time invariant, fully

actuated discrete-time equivalent model of the continuous-time system is developed.

Systems having actuation delays are also considered in the development of the control

algorithm. The application of the algorithm is illustrated by the orientation control of an

underactuated drill machine whose two degrees of freedom can be controlled by a single

actuator. Simulation of the closed loop system shows that the drill machine is stabilized

at the desired reference.

38

CHAPTER 3

DISCRETIZATION ERROR BOUNDS FOR NONLINEAR SYSTEMS

In this chapter discretization error bounds are determined for locally Lipschitz

nonlinear systems discretized using the Euler method. Characteristics of the discretization

error effect the performance of the control law designed on the basis of the discretized

system model. The need for new development arises from the fact that the discretization

error bounds derived for locally Lipschitz nonlinear systems in literature are quite

abstract and loose.

The discussion starts with the revisit of the Lipschitz condition followed by the

review of local existence and uniqueness theorem for locally Lipschitz nonlinear systems.

This theorem guarantees that a unique solution exists for a specific time interval. It is

shown that the discretization error remains bounded for a single sampling interval with

sampling time less than the time interval of guaranteed existence of solution. Afterwards,

discretization error bounds are established for more than one sampling interval.

The analyses are illustrated by two examples. In the first example a locally

Lipschitz nonlinear system with finite escape time is considered. For a specified sampling

time, discretization error bound is calculated and it is shown that the actual error remains

within calculated bounds. The alternate application of the error bound analysis is the

determination of variable step-size for specified error bounds in numerical solvers. In the

second example a nonlinear system which is not continuously differentiable, is

considered. In this case also, the actual discretization error remains within bounds.

39

3.1

x = f ( x, u ), x(0) = xo ,

(3.1.1)

x(0) = xo is the initial condition of the system.

3.1.1

Assumption 1

and Bu respectively. Mathematically,

f ( x, u ) f ( y, u ) L1 x y

x, y Bx ,

(3.1.2)

where

Bx = {x

x xo rx } ,

(3.1.3)

and

f ( x, u ) f ( x, v ) L2 u v

u , v Bu ,

(3.1.4)

where

Bu = {u u ru } .

(3.1.5)

,,,

Remark 3.1: Definition (3.1.5) also specifies the bound on input u (t ) . It should be noted

here that the ball defined in (3.1.5) is independent of uo which is the initial value of the

input. The reason is that the signal u (t ) is not evolving as a result of solution of a

differential equation as opposed to x(t ) . Thus u (t ) can be assumed independent of uo .

40

Remark 3.2: The notation . indicates vector norm. The choice of norm in the analyses

Theorem 3.1 (Local Existence and Uniqueness) [49]

Under Assumption 1, there exists > 0 such that the state equation (3.1.1) has a

unique solution over the time interval

[0, ] .

follows [49].

rx

, ,

L1rx + h1 L1

min

(3.1.6)

where

h1 = max f ( xo , u ) ,

uBu

(3.1.7)

and is a positive number satisfying < 1 . It may also be noted that under the stated

conditions, the state x(t ) remains inside the ball of radius rx for all t [0, ] ,[49].

,,,

3.1.2

Consider an approximation of the system (3.1.1) when the input is held constant

for time t [ 0, T ] , where T . This new system can be expressed as follows

z = f ( z , uo ),

z (0) = xo ,

u (0) = uo

(3.1.8)

where z is the state and uo is the held input. Existence and uniqueness of (3.1.8) is

guaranteed by Theorem 2.1, where (3.1.7) simplifies into

41

h = f ( xo , uo ) .

(3.1.9)

The difference between the states of (3.1.1) and (3.1.8) is defined as input

discretization error. Mathematically,

eu (t ) = x(t ) z (t ), t [0, T ] ,

(3.1.10)

which gives

eu (t ) = f ( x, u ) f ( z , uo ),

e(to ) = 0

.

u (to ) = uo

(3.1.11)

Theorem 3.2

Under the stated conditions of Theorem 3.1, the norm of the input discretization

error (3.1.10) at time T * satisfies the following inequality

eu (T ) 2TL1r ' + 2TL2 ru' ,

(3.1.12)

(3.1.13)

rx' = max x( ) xo ,

(3.1.14)

(3.1.15)

ru' = max u ( ) ,

(3.1.16)

* = min( , 1 ) ,

(3.1.17)

where

[0,T ]

[0,T ]

[0,T ]

and

42

with 1 <

1

.

L1

,,,

Proof

t

eu (t ) = f ( x( ), u ( ) ) f ( z ( ), uo ) d

t [ 0, T ] .

(3.1.18)

t

f ( x( ), u( ) ) f ( z ( ), u ) d

eu (t ) =

t [ 0, T ]

(3.1.19)

f ( x( ), u ( ) ) f ( z ( ), uo ) d

t [ 0, T ]

Adding and subtracting f ( z ( ), u ( )) inside the integrand and subsequently using the

triangle inequality of vector norms

( a+b

a + b

) results in

eu (t ) f ( x( ), u ( ) ) f ( z ( ), u ( )) + f ( z ( ), u ( )) f ( z ( ), uo ) d

0

(3.1.20)

f ( x( ), u ( ) ) f ( z ( ), u ( )) + f ( z ( ), u ( )) f ( z ( ), uo ) d

0

t

eu (t ) L1 x( ) z ( ) d + L2 u ( ) uo d .

(3.1.21)

Adding and subtracting xo inside the vector norm of the first integrand of (3.1.21)

43

eu (t ) L1 x( ) xo z ( ) + xo d + L2 u ( ) + uo d

t

(3.1.22)

L1 ( x( ) xo ) ( z ( ) xo ) d + L2 u ( ) + uo d

Using triangular inequality of vector norms again gives

t

eu (t ) L1 x( ) xo + z ( ) xo d + L2 u ( ) + uo d .

(3.1.23)

Using definitions of rx' , rz' and ru' as given in (3.1.14)-(3.1.16), the inequality (3.1.19)

transforms into

t

0

0

'

'

'

L1rxt + L1rz t + 2 L2 ru t

eu (t ) L1 x( ) xo d + L1 z ( ) xo d + L2 u ( ) d + L2 uo d

(3.1.24)

eu (t ) 2 L1r 't + 2 L2 ru' t .

(3.1.25)

Thus the norm of a single-step input discretization error satisfies the following inequality

eu (T ) 2TL1r ' + 2TL2 ru' .

(3.1.26)

Remark 3.3: The existence and uniqueness of solutions of (3.1.1) and (3.1.8) (as

guaranteed by Theorem 2.1), ensures validity of (3.1.14) and (3.1.15) which are bounds

for the trajectories of nonlinear systems (3.1.1) and (3.1.8) respectively for time interval

44

3.1.3

t

x ( t ) = xo + f ( x( ), u ( ) ) d t [0, T ] .

(3.1.27)

Rearranging (3.1.27)

t

x ( t ) xo = f ( x( ), u ( ) ) d t [0, T ] .

(3.1.28)

t

x ( t ) xo f ( x( ), u ( ) d .

(3.1.29)

t

x ( t ) xo f ( x( ), u ( ) ) f ( xo , u ( ) ) + f ( xo , u ( ) ) d

0

t

(3.1.30)

f ( x( ), u ( ) ) f ( xo , u ( ) ) + f ( xo , u ( ) ) d

0

t

x ( t ) xo [ L1 x( ) xo + h1 ]d

t [0, T ] .

(3.1.31)

Since the inequality (3.1.31) holds for all t [0, T ] , then it holds for the time instant

where the maximum value x ( t ) xo occurs. Thus the following expression can be

written

rx' L1rx' + h1 T .

45

(3.1.32)

h1T

1 L1T

x(t ) xo rx'

The condition that 1 <

3.1.4

t [0, T ] .

(3.1.33)

1

ensures that (3.1.33) is positive semi definite.

L1

Bound for equation (3.1.15) can be obtained in a manner similar to which the

bound for rx' is obtained. Integrating (3.1.8)

t

z ( t ) = z (0) + f ( z ( ), u0 ) d t [0, T ] .

(3.1.34)

t

z ( t ) xo f ( z ( ), uo ) d

t [0, T ] .

(3.1.35)

t

z ( t ) xo f ( z ( ), uo ) f ( xo , uo ) + f ( xo , uo ) d .

(3.1.36)

t

z ( t ) xo [ L1 z ( ) xo + h]d

t [0, T ] .

(3.1.37)

As in case of (3.1.31), the inequality (3.1.37) holds for all t [0, T ] , therefore

rz' L1rz' + h T .

46

(3.1.38)

z (t ) xo rz'

hT

. t [0, T ] .

1 L1T

(3.1.39)

,,,

3.2

3.2.1

Discretized System Model

difference [54] i.e.

x (kT )

x[k + 1] x[k ]

,

T

(3.2.1)

where T is the sampling time and x[k ] = x(kT ) is the sampled state at time t = kT . The

conventional bracket notation and discrete indexing is used for discrete entities

throughout the Thesis. Input to the system is discretized by holding it constant during the

sampling interval, (zero-order-hold [33]). Since the same has already been treated in

Section 3.1.2, only the Euler method needs to be applied here to get a discrete system as

follows

xa [k + 1] = xa [k ] + Tf ( xa [k ], u[k ]) xa [0] = xo .

(3.2.2)

Remark 3.4: Throughout this thesis, the subscript a with state x indicates that xa [k ] is

System (3.2.2) can be considered as an approximation of (3.1.8) which in turn is

itself an approximation of (3.1.1). Alternately speaking, discretization is a two-step

procedure.

47

ed [k ] = z (kT ) xa [k ] ed [0] = 0 .

(3.2.3)

3.2.2

As a first step, the difference between the state of the nonlinear system (3.1.8) at

time t = T that is z (T ) , and the state xa [1] of the approximate system (3.2.2) is

considered, when z (0) = xa [0] = xo . The input u (t ) = uo remains constant in the interval

[0, T ] . Mathematically the single-step model discretization error is defined as

ed [1] = z (T ) xa [1] .

(3.2.4)

In this section, it shown that the single-step model discretization error (3.2.4)

is

Theorem.3.3

Under the stated conditions of Theorem 3.1, there exists a sampling time T *

such that the norm of the discretization error satisfies the following inequality

ed [1]

T 2 L1h

,

1 L1T

,,,

48

(3.2.5)

Proof

Taking T * ensures that the system remains inside the ball of radius rx as

defined in (3.1.3). The state of the nonlinear system with zero-order-held input at time T

is obtained by integrating (3.1.8) over [ 0,T ]

T

z (T ) = z (0) + f ( z ( ), u0 ) d ,

(3.2.6)

The discrete-time approximation using the Euler method at time T is given by the

following equation

xa [1] = xo + Tf ( xo , uo ) .

(3.2.7)

T

ed [1] = f ( z ( ), uo ) d Tf ( xo , uo ) .

(3.2.8)

T

ed [1] f ( z ( ), uo ) f ( xo , uo ) d .

(3.2.9)

T

ed [1] L1 z ( ) xo d .

(3.2.10)

Since

z (t ) xo rz'

the inequality (3.2.10) can be written as

49

t [0, T ] ,

(3.2.11)

ed [1] TL1rz' .

(3.2.12)

Using the bound on rz' determined in section 3.1.4 and given by inequality (3.1.39), the

inequality (3.2.12) can be alternatively written as

T 2 L1h

ed [1]

.

1 L1T

(3.2.13)

,,,

3.2.3

e[k ] = eu (kT ) + ed [k ]

(3.2.14)

= x(kT ) xa [k ]

e[1] = eu [T ] + ed [1] .

(3.2.15)

The bound on (3.2.15) is obtained by replacing rz' by r in (3.2.12) and using it along

with (3.1.26) in (3.2.15)

3.3

(3.2.16)

discretization error for a single sampling interval T which is shown in (3.2.16). At this

point, the idea of discretization is extended beyond a single sampling interval, and

discretization process carried out for a number of time samples is considered. In this case,

50

it is quite natural to imagine that as the number of steps increase, the corresponding

discretization error increases accordingly.

As for the case of a single-step discretization error, the multi-step input

discretization error is investigated first, which is the difference between the state of

nonlinear plant (3.1.1) and its approximation with zero-order-held input for sampling

interval T (3.1.8), after N sampling intervals. Mathematically the multi-step input

discretization error is defined as

eu ( NT ) = x( NT ) z ( NT ) .

(3.3.1)

Theorem 3.3

Under the stated conditions of Theorem 3.1, the norm of input discretization error

after N sampling intervals ( NT * ) satisfies the following inequality

eu ( NT ) 2TL1r '' + 2TL2 ru'' + (1 + TL1 ) eu (( N 1)T ) ,

where

r '' = max[rx'' , rz'' ] ,

rx'' =

rz'' =

max

x( ) x(kT )

k [0, N 1] ,

max

z ( ) z (kT )

k [0, N 1] ,

[ kT ,( k +1)T ]

[ kT ,( k +1)T ]

ru'' = max

[0, NT ]

u ( ) .

51

(3.3.2)

e NTL1 1

''

''

eu ( NT )

2 L1r + 2 L2 ru .

L1

(3.3.3)

,,,

Proof

The discretization error at time t = (k + 1)T with reference to state x(kT ) of the

nonlinear system (3.1.1) and z (kT ) of the approximate nonlinear system (with zeroorder-held input for the sampling interval) (3.1.8) is explored. The index k is any positive

integer and belongs to the interval [0, N 1] . The state x of the nonlinear system (3.1.1)

in the interval t [kT , (k + 1)T ] is given by

t

x ( t ) = x(kT ) +

f ( x( ), u ( ) ) d

t [kT , (k + 1)T ] .

(3.3.4)

kT

The state z of the approximate nonlinear system with zero-order-held input in the

interval t [kT , (k + 1)T ] is given by

z ( t ) = z (kT ) +

f ( z ( ), u(kT ) ) d

t [kT , (k + 1)T ] .

(3.3.5)

kT

The input discretization error in the interval t [kT , (k + 1)T ] can be written as

eu (t ) = x(kT ) z (kT ) +

kT

kT

f ( x( ), u ( ) ) d f ( z ( ), u(kT ) ) d

t

eu (t ) = eu (kT ) +

f ( x( ), u ( ) ) f ( z( ), u(kT ) ) d

kT

52

eu (t ) = eu (kT ) +

f ( x( ), u ( ) ) f ( z ( ), u( ) ) + f ( z ( ), u( ) ) f ( z( ), u(kT ) ) d

kT

t [kT , (k + 1)T ]

(3.3.8)

Taking norm of both sides and applying Lipschitz conditions results in

t

eu (t ) eu (kT ) + L1 x( ) z ( ) d + L2

kT

kT

u ( ) u (kT ) d

Now adding and subtracting x(kT ) and z ( kT ) in the second term on the right hand side

of (3.3.9)

t

kT

t

+ L2

kT

u ( ) d + L2

(3.3.10)

u (kT ) d

t [kT , (k + 1)T ]

kT

kT

t

eu (kT ) + L1

T

t [T , 2T ]

(3.3.11)

Using definition of eu (kT ) , r '' , rx'' , and rz'' , transforms (3.3.11) into

53

(3.3.12)

eu ( NT ) 2TL1r '' + 2TL2 ru'' + (1 + TL1 ) eu (( N 1)T ) .

(3.3.13)

The bound (3.3.13) shows that multi-step input discretization error is a function of

sampling time, Lipschitz constants L1 , L2 and input discretization error at the previous

stage.

Recursive application of (3.3.13) results in ([11])

}(

(3.3.14)

(1 + TL1 ) N 1

''

''

eu ( NT )

2TL1r + 2TL2 ru

1

+

TL

(1 + TL1 ) N 1

''

''

2 L1r + 2 L2 ru

L1

)

(3.3.15)

[11] as

e NTL1 1

''

''

eu ( NT )

2 L1r + 2 L2 ru .

L1

(3.3.16)

Remark 3.5: The existence of rx'' and rz'' is guaranteed from the fact that a unique

solution of (3.1.1) and (3.1.8) exists for NT * . The bounds for rx'' and rz'' can be

derived in a manner analogous to the one used for the derivation of bounds for rx' and rz' .

54

3.3.1

t

x ( t ) x(kT ) =

f ( x( ), u( ) ) d

t [kT , (k + 1)T ] .

(3.3.17)

kT

t

x ( t ) x(kT )

f ( x( ), u( ) ) d

t [kT , (k + 1)T ] .

(3.3.18)

kT

t

0

t

(3.3.19)

f ( x( ), u ( ) ) f ( x(kT ), u ( ) ) + f ( x(kT ), u ( ) ) d

0

t

(3.3.20)

Since the right hand side holds for all t [kT , (k + 1)T ] , then it would also hold for the

time instant corresponding to the maximum of the difference

x(t ) x(kT ) rx' ,k

where rx' ,k =

max

t[ kT ,( k +1)T ]

h1,k T

1 L1T

t [kT , (k + 1)T ] ,

(3.3.21)

uBu

55

rx''

h1'T

,

1 L1T

(3.3.22)

k[0, N 1]

3.3.2

The bound for rz'' is derived by proceeding in a similar manner to the one in

section 3.3.1, Rearranging (3.3.5)

z ( t ) z (kT ) =

f ( z ( ), u(kT ) ) d

t [kT , (k + 1)T ] .

(3.3.23)

kT

Taking norm of both sides, applying Gram Schmidt inequality and adding and

subtracting f ( z (kT ), u (kT ) ) results in

t

0

t

(3.3.24)

0

t

(3.3.25)

Since the right hand side holds for all t [kT , (k + 1)T ] , it would also hold for the time

instant corresponding to the maximum of the difference z (t ) z (kT ) . The inequality

(3.3.25) can be written as

z (t ) z (kT ) rz' ,k

hk T

1 L1T

56

t [kT , (k + 1)T ] ,

(3.3.26)

where rz' ,k =

max

t[ kT ,( k +1)T ]

rz''

where h' = max

k[0, N 1]

h'T

,

1 L1T

(3.3.27)

f ( z (kT ), u (kT )) .

,,,

3.4

After determining the multi-step input discretization error bound, the second stage

of the multi-step discretization error is considered, that is, multi-step model discretization

error. The multi-step model discretization error is defined as the difference between the

state of continuous nonlinear system with zero-order-held input (3.1.8) and the state of

approximate system obtained using Euler method (3.2.2) after N sampling intervals

( NT * ). Mathematically,

ed [ N ] = z ( NT ) xa [ N ] .

(3.4.1)

(3.2.2) remains inside the ball of radius rx for all k [0, N ] , where NT * . Sufficient

condition which ensures that (3.2.2) remains inside this ball has been derived in the

following Lemma.

57

Lemma 3.1

If NT * , then the system (3.2.2) remains inside the ball of radius rx provided

the following condition holds

f max

where f max =

max

i[0,( N 1)]

rx

,

NT

(3.4.2)

f ( xa [i ], u[i ]) .

,,,

Proof

xa [ N ] = xa [ N 1] + Tf ( xa [ N 1], u[ N 1]) .

(3.4.3)

xa [ N ] = xa [ N 2] + Tf ( xa [ N 2], u[ N 2]) + Tf ( xa [ N 1], u[ N 1]) .

(3.4.4)

xa [ N ] = xa [0] + T [ f ( xa [0], u[0]) + f ( xa [1], u[1]) + ...... + f ( xa [ N 1], u[ N 1])] .(3.4.5)

Rearranging and taking norm transforms (3.4.5) into

xa [ N ] xa [0] = T [ f ( xa [0], u[0]) + f ( xa [1], u[1]) + ...... + f ( xa [ N 1], u[ N 1])] .(3.4.6)

rx xa [ N ] xa [0] .

(3.4.7)

(3.4.8)

Alternatively,

58

rx NTf max ,

(3.4.9)

Remark 3.6: A condition similar to (3.4.2) has been derived in the past in Lemma 7.1 of

[37]. In that case a bound on the nonlinear function over the entire domain (ball) is

required whereas in (3.4.2) the maximum value of the nonlinear function at the sampling

instants is required, thus Lemma 7.1 of [37] presents comparatively more abstract

analysis.

,,,

Theorem 3.5

Under the stated conditions of Theorem 3.1, and Lemma 3.1, the norm of the

discretization error after N sampling intervals is bounded as follows

ed [ N ] TL1rz'' + (1 + TL1 ) ed [ N 1] ,

(3.4.10)

ed [ N ] e NTL1 1 rz'' ,

(3.4.11)

rz'' =

max

[ kT ,( k +1)T ]

,,,

59

k [0, N 1] .

(3.4.12)

Proof

As in case of section 3.3, the proof starts with the determination of the

discretization error at sampling index k + 1 with reference to sampling index k , where

k is any arbitrary positive integer and belongs to the set [0, N 1] .

At time t = (k + 1)T , the state of the nonlinear system (3.1.8) (system with zeroorder-held input for sampling interval) using z ( kT ) as the initial condition is;

z (( k + 1) T ) = z (kT ) +

( k +1)T

f ( z ( ), u (kT ) ) d .

(3.4.13)

kT

The approximate state of this nonlinear system obtained using Euler method at sampling

instant k + 1 is given by (3.2.2). Using (3.4.13) and (3.2.2), discretization error at k + 1

becomes

( k +1)T

ed [k + 1] = z (kT ) xa [k ] +

f ( z ( ), u (kT ) ) d Tf ( xa [k ], u[k ]) .

(3.4.14)

kT

kT +T

ed [k + 1] = ed [k ] +

kT

(3.4.15)

Taking norm of both sides and using Gram-Schmidt Inequality leads to

( k +1)T

ed [k + 1] ed [k ] +

f ( z ( ), u( kT )) f ( z ( kT ), u ( kT )) d

kT

+ T f ( z ( kT ), u (kT )) f ( xa [k ], u[k ])

60

(3.4.16)

Under the conditions of Lemma 3.1, the system (3.2.2) remains inside the ball of radius

rx . Consequently the Lipschitz condition (3.1.2) holds for the third term on the right side

of inequality (3.4.16), thus (3.4.16) can be written as

( k +1)T

ed [k + 1] ed [k ] +

L1 z ( ) z (kT ) d

kT

(3.4.17)

+ TL1 z (kT ) xa [k ] .

The system (3.1.8) remains inside the ball of radius rz'' defined in (3.4.12) for sampling

interval. Using definition of rz'' and ed [k ] results in the following inequality

ed [k + 1] TL1rz'' + (1 + TL1 ) ed [k ] .

(3.4.18)

ed [ N ] TL1rz'' + (1 + TL1 ) ed [ N 1] .

(3.4.19)

Error bounds derived in (3.4.19) show that the error at the Nth step of

discretization is a function of sampling time T, Lipschitz constant L1 and the

discretization error at the previous stage.

Proceeding in a manner similar to section 3.3, (3.4.19) can be written as

(1 + TL1 ) N 1

''

ed [ N ]

TL1rz

1 + TL1 1

(3.4.20)

(1 + TL1 ) N 1 rz''

Alternatively

ed [ N ] e NTL1 1 rz'' .

,,,

61

(3.4.21)

3.5

3.5.1

Examples

Example 1

x = x 2 ,

x(0) = 1 .

(3.5.1)

x(t ) =

1

.

t 1

(3.5.2)

It is evident from (3.5.2) that the system has an escape time tesp = 1sec .The discrete

equivalent of the system obtained using the Euler method is

xa [k + 1] = xa [k ] Tx 2 [k ]

xa [0] = 1 .

(3.5.3)

Using various sampling times, a series of simulations was performed and the following

estimates of escape times were obtained

Table 3-1. Escape Time Corresponding to Different Sampling Times

0.1

22

2.2

0.025

53

1.325

0.01

114

1.14

0.001

1017

1.017

The results in Table 3.1 clearly show the discrepancy between the actual escape

time of the continuous system and that of its Euler discrete equivalent. As the sampling

62

approaches 1sec.

lim ed [k ] .

t 1

It is also noted here that ed [k ] is bounded over t [0, t f ] with t f < 1 . Thus for any t f

sampling time can be selected that ensures ed [k ] is less than the bound given by (3.4.20)

3.5.1.1

f

=2x. As L1 increases

x

x = 2 which is the boundary of this ball) is selected. The Lipschitz condition (3.1.2) is

satisfied for any x inside this ball with L1 = 4 . h (as mentioned in (3.3.27)) is obtained

at the boundary of this ball and becomes h = 4 . The sampling time is specified as

T = 0.03 . For these values of L1 , h and T , the corresponding bound on rz'' calculated

from (3.3.27) is 0.136. Using the conditions of Lemma 5.1, the maximum value of N for

which the approximate discrete time system (3.2.2) remains inside the ball of unit radius

is obtained using N

rx

which turns out to be N = 8 .

Tf max

For the above mentioned specifications, simulation of the system was performed.

The discretization error and its calculated bound using (3.4.18) is plotted in Figure 3-1.

63

It can be seen that for T = 0.03 , the actual discretization error is less than its

bound derived in section 4 for the above mentioned specifications when N = 8 , which

corresponds to t = 0.24 sec. But as the number of samples increase, the actual

discretization error approaches the error bound and exceeds it after N = 32 which

corresponds to t = 0.96 sec. The reason for this phenomenon is that the system leaves the

ball of unit radius at t = 0.5 and thus the Lipschitz constant L1 and h become invalid.

3.5.1.2

An alternative application of the error bounds derived in section 3.2 and section

3.4 is the calculation of the sampling time for a specified discretization error bound. This

64

is a typical case of a numerical solver which adapts its step size (sampling time) to ensure

that the discretization error remains within specified bounds.

Consider the nonlinear system (3.5.1), discretization error bounds are specified by

ed [k ] (0.01)k .

(3.5.4)

The objective is to calculate sampling time at each step using (3.4.18) so that the

discretization error bound (3.5.4) is satisfied. Since the upper bound for rz'' is specified by

(3.3.27), using this upper bound in (3.4.18) and L1 = h = 4 , at each step the sampling time

is calculated by rearranging (3.4.18) which results in

h'T

TL1

+ (1 + TL1 ) ed [k 1] ed [k ] 0 .

1 L1T

(3.5.5)

T 2 L1h' + (1 L12T 2 ) ed [k 1] (1 L1T ) ed [k ] 0 .

(3.5.6)

Further rearrangement results in the following quadratic inequality. The solution of this

quadratic inequality gives the required sampling time

L1h L12 ed [k 1] T 2 + L1 ed [k ] T + ed [k 1] ed [k ] 0 .

(3.5.7)

Solution of (3.5.7) gives the sampling time which ensures that the discretization error

remains within its specified bounds. The actual discretization error for the calculated

variable sampling times is plotted in comparison with the specified bound in Figure 3-2.

Figure 3-2 shows that the actual discretization error is within its specified bounds

for variable sampling time calculated using (3.5.7) which represents the utility of the

analysis for numerical solvers of locally Lipschitz nonlinear differential equations.

65

Figure 3-2. Discretization Error and its Specified Bound for Variable Sampling

Time

3.5.2

Example 2

x = sat ( x) x(0) = 1.2,

(3.5.8)

1 if x > 1

sat ( x) = x if x 1 .

1 if x < 1

(3.5.9)

where

The system is not differentiable at x = 1 and thus Taylor series expansion cannot be

used to calculate error bounds. On the other hand the system is globally Lipschitz with

66

L1 = 1 and since the system is asymptotically stable (approaches the origin), the value

of h = 1.2 . The continuous-time solution of the system is

x(t ) = t

if x(t ) > 1

x(t ) = e t

if x(t ) 1

(3.5.10)

For sampling time T = 0.1 the actual discretization error and its bounds are shown in

Figure 3-3.

Figure 3-3. Discretization Error and its Bounds for Saturation Function

67

3.6

Summary

been shown that for sufficiently small sampling time, nonlinear systems satisfying certain

Lipschitz conditions have bounded discretization error. Discretization is a two-step

process, in the first step, the continuous input is held constant for the sampling interval,

the bound on error due to discretization of the input is proportional to the sampling time

and depends on other factors like Lipschitz constants. In the second step, the continuoustime nonlinear system model is discretized using forward difference method (Euler

method). The error bound for this step is similar to the one as obtained in the first step

except that it does not depend on the properties of the input. Subsequently, the analysis is

extended for multiple sampling intervals. The results obtained are tested for two

nonlinear systems. In the first example a system with finite escape time is considered, the

application of analysis in numerical solvers is also illustrated. In the second example a

nonlinear system which is not continuously differentiable, is considered. Simulations

illustrate the validity of the results.

68

CHAPTER 4

SAMPLED-DATA STATE FEEDBACK STABILIZATION OF

NONLINEAR SYSTEMS

In this chapter, the performance of discrete-time control laws for locally Lipschitz

nonlinear systems is analyzed. The control laws are designed on the basis of discretized

system model. The discretization of the continuous-time nonlinear system is carried out

using the Euler method. The discrete-time state feedback control law is designed so that

the approximate discrete-time model is asymptotically (in certain cases exponentially)

stable. The performance of exact discrete-time model is analyzed on the basis of

discretization error bounds derived in CHAPTER 3 using Lyapunov function for the

closed loop approximate discrete-time model.

It is shown that the difference between the states of closed loop exact and

approximate discrete-time models can be reduced arbitrarily by reducing the sampling

time. It is further shown that if the Lyapunov function for the approximate model satisfies

certain conditions, the exact discrete-time model can be asymptotically (exponentially)

stabilized with nonzero sampling time. An elaborate analysis of feedback linearizable

systems is also carried.

The mathematical analyses are illustrated by the exponential stabilization of

Inverted pendulum and a Single link manipulator with flexible joints.

69

4.1

4.1.1

Continuous-time Model

x = f ( x, u ), x(0) = xo ,

(4.1.1)

where x(t ) R n is the state and u (t ) R m is the input, which is assumed to be bounded.

x(0) = xo is the initial state of the system. .The input u (t ) is assumed to be applied to

(4.1.1) via zero-order-hold [33]. Mathematically,

u (t ) = u (kT ) t [ kT , (k + 1)T ) .

4.1.2

(4.1.2)

Assumption 2

of interest and f (0, 0) = 0 .

,,,

Remark 4.1: A function is locally Lipschitz on a domain (open and connected set) D , if

each point of D has a neighborhood Do such that the function satisfies the Lipschitz

condition (3.1.2) for all points in Do with some Lipschitz constant Lo .

4.1.3

As it has already been stated in section 1.2.2, the exact discrete-time model of the

continuous-time nonlinear system (4.1.1) with zero-order-held input (4.1.2) is obtained

by integrating (4.1.1) as follows

70

( k +1)T

x[k + 1] = x[k ] +

f ( x( ), u (kT ))d ,

(4.1.3)

kT

where T is the sampling time, x[k ] and x[k + 1] are the states of nonlinear system (4.1.1)

at time kT and (k + 1)T respectively. The conventional bracket notation is adopted here

to show that (4.1.3) is discrete-time model.

The closed form exact discrete-time model (4.1.3) for nonlinear systems is

difficult to obtain in general [72]. Therefore the continuous-time system (4.1.1) is

discretized using the Euler method as follow

xa [k + 1] = xa [k ] + Tf ( xa [k ], u[k ]) .

(4.1.4).

approximate discrete-time model (4.1.4) can be obtained by adding and subtracting

Tf ( x(kT ), u (kT )) on the right hand side of (4.1.3) as

( k +1)T

x[k + 1] = x[k ] +

kT

( k +1)T

= x[k ] +

(4.1.5)

kT

( k +1)T

ed [k + 1] =

(4.1.6)

kT

x[k + 1] = x[k ] + Tf ( x[k ], u[k ]) + ed [k + 1] ,

71

(4.1.7)

where ed [k + 1] is the single step model discretization error as discussed in section 3.2.2.

The performance of control law designed on the basis of approximate discrete-time

model (4.1.4) is analyzed using the alternate representation of exact discrete-time model

(4.1.7) on the basis of single step model discretization error bound analysis.

The local existence and uniqueness theorem [49] guarantees that the nonlinear

system (4.1.1) remains inside the ball Bx (with the centre of ball at x(kT ) ) for time

t [kT , kT + ] , where

rx

.

L0 rx + f ( x(kT ), u (kT ))

(4.1.8)

Following the analysis in section 3.2, it can be shown that for sampling

time T * and zero order held input; the norm of single-step discretization error is

bounded. The bound is expressed as

ed [k + 1]

T 2 L0 f ( x[k ], u[k ])

.

1 L0T

(4.1.9)

The equivalent model (4.1.7) shows that the exact discrete-time model of the

continuous-time nonlinear system is a perturbed version of the approximate discrete-time

model, with discretization error appearing as perturbation [39].

4.2

u[k ] = T ( xa [k ]) .

72

(4.2.1)

The control law (4.2.1) is considered parametrically dependent on the sampling timeT .

However, the overall structure of the control law remains the same. The parametric

changes in control law (4.2.1) are represented by subscript ' T ' [72].

4.2.1

Assumption 3

T (.) is locally Lipschitz in its arguments over the domain of interest and

T (0) = 0 .

,,,

The closed loop approximate discrete-time model with the control law (4.2.1) is

represented by

xa [k + 1] = xa [k ] + Tf ( xa [k ], T ( xa [k ])) fT ,a ( xa [k ]) .

(4.2.2)

It is assumed that (4.2.2) is asymptotically stable with region of attraction RT. For some

of the results, exponential stability of (4.2.2) will be assumed.

The discrete-time control law (4.2.1) is applied to the continuous-time system

(4.1.1) via zero-order-hold. The closed loop exact DT model is represented by

( k +1)T

x[k + 1] = x[k ] +

f ( x( ), T ( x(kT )))d .

(4.2.3)

kT

x[k + 1] = x[k ] + Tf ( x[k ], T ( x[k ])) + ed [k + 1] .

73

(4.2.4)

4.3

Convergence Analyses

In this section the performance of the closed loop exact discrete-time equivalent

model (4.2.4) is analyzed. In the introduction of the thesis it was discussed that the

stability analysis of exact discrete-time model of nonlinear systems with control law

designed on the basis of approximate DT model was carried out by Nesic and Teel in the

series of their research papers [69]-[72]. In these results practical asymptotic stability of

the exact discrete-time model was established. The notion of practical asymptotic

stability establishes bounds on the states of exact discrete-time model.

The mathematical analyses carried out in this chapter are aimed at establishing

superior closed loop performance of the closed loop exact discrete-time model (4.2.4) as

compared to practical asymptotic stability. Superior closed loop performance is achieved

if trajectory convergence with arbitrarily small sampling time and asymptotic/exponential

stability with nonzero sampling time of the closed loop exact discrete-time model (4.2.4)

can be proved.

Asymptotic and exponential stability are quite well known concepts in control

system literature. However, trajectory convergence is a slightly unfamiliar concept and

needs to be elaborated. It is important to note here that trajectory convergence is closely

linked with ultimate boundedness therefore, prior to proceeding for the illustration of

trajectory convergence; time domain and set theoretic concept of ultimate boundedness

are explained.

74

4.3.1

The philosophy of ultimate boundedness is that the system states enter a nonzero

bound after certain time and remain inside thereafter. The time taken by the system

trajectories to enter the bound is generally inversely proportional to the size of the bound.

The time domain concept of ultimate boundedness is illustrated in Figure 4-1. The

ultimate bound of 0.1 for the system is indicated with the dashed line. It is shown that the

system enters this bound after 2.9 seconds and remains inside thereafter.

compact set (closed and bounded) . The initial state of the system is assumed to

can be defined which is a subset of . The set

contains

belongs to . Another set

75

the origin and is much smaller in size as compared to as shown in Figure 4-2. Another

and contains

.

set is defined that is slightly larger than

, enters

in finite time and remains inside the set for all future

inside the set

times. In other words, is the ultimate bound for the system trajectories. The sets are

geometrically illustrated in Figure 4-2.

Boundedness

76

of ultimate boundedness of discrete-time systems. In case of continuous-time systems,

, the set

becomes the bound and the system

once the system trajectories enter the set

trajectories cannot leave it. To understand this phenomenon, consider that system

because of attraction towards the origin in the set

trajectories have reached inside

provided by the control law. Inside the set

, behavior of systems varies from

case to case. Suppose the system trajectories are inside

. This approach will be a continuous process and the moment system

boundary of

states reach the boundary, the attraction towards the origin becomes guaranteed and thus

.

trajectories become trapped inside

near its boundary might cross it in a single step since the states are not

inside

. After leaving

, the

continuous and there is no guaranteed attractive force inside

.

attractive force becomes active and the system trajectories again start moving towards

in a discrete-step, the set

To account for this possibility of the system leaving the set

in a single step but

is defined which ensures that the system trajectories might leave

4.3.2

The idea of trajectory convergence is that the difference between the states of

closed loop approximate discrete-time model (4.2.2) and the states of closed loop exact

discrete-time model (4.2.4) can be reduced arbitrarily by reducing the sampling time. The

77

asymptotically/exponentially stable. This control law is then applied to the nonlinear

system which is represented by the exact discrete-time model. If the difference between

the states of the closed loop exact and approximate models remains inside a bound for all

the times and this bound can be reduced by reducing sampling time, then trajectory

convergence is achieved. Trajectory convergence is illustrated in Figure 4-3. The

maximum difference between the states is at t = 2.5 sec. For all times the difference

between the states is less than 0.05 which is considered as the bound for the difference.

If this bound is directly proportional to sampling time, then the trajectories are

convergent

discrete-time model in case the closed loop approximate discrete-time model is

asymptotically stable. Asymptotic stability implies that the states of approximate model

78

approach zero as time tends to infinity. As a consequence, if the bound for the difference

of states of the two models is considered the ultimate bound for the exact model, then the

states of approximate model would be inside this bound before the states of exact model

enter it, thus implying trajectory convergence.

This link between trajectory convergence and ultimate boundedness facilitates

mathematical analysis in the sense that once ultimate boundedness is established, then

trajectory convergence is required to be proved in a finite interval of time only up to the

instant the states of exact discrete-time model become ultimately bounded.

4.3.3

Ultimate Boundedness

The first part of closed loop analyses is aimed at proving ultimate boundedness of

the states of the exact discrete-time model as discussed in section 4.3.1. It is shown that if

the initial state of the exact discrete-time model x[0] belongs to a compact set which

is a subset of the region of attraction RT, then its trajectories are ultimately bounded for

sufficiently small sampling time. Mathematically stating,

Theorem 4.1

Under the stated Assumptions 2 and 3, if the origin of closed loop approximate

discrete-time model (4.2.2) is asymptotically stable, then for any given > 0 there exists

T1* > 0 such that for sampling time 0 < T T1*

x[k ]

where k is dependent on .

,,,

79

k k ,

(4.3.1)

Proof

the asymptotically stable approximate discrete-time model (4.2.2). Under Assumptions 2

and 3, the converse Lyapunov theorem [23], [24], [39], [47], [55], [63], [87] guarantees

the existence of a smooth positive definite function VT (.) and a continuous positive

definite function UT (.) (both defined on RT) so that the following inequality holds

VT ( xa [k + 1]) VT ( xa [k ]) UT ( xa [k ]) .

(4.3.2)

defining a compact set RT as

= {VT ( x) m} ,

(4.3.3)

guaranteed if

A:

trajectories starting inside = {1 VT ( x) m} , reach

= {V ( x[k ]) } ,

T

1

in finite number of steps k = k * , where 1 is an arbitrarily small positive constant.

B:

T 0

trajectories lying in

= {VT ( x[k ]) 2 (T )} ,

for all k k * + 1 .

The difference of map of Lyapunov function for the states of (4.2.4) at indices k and

k + 1 is defined as

80

(4.3.4)

Consider that x[k ] , then the following inequality holds for all x[k ] since (4.3.2)

holds for arbitrary xa [k ] in the region of attraction RT.

VT ( x[k ] + Tf ( x[k ], T ( x[k ]))) VT ( x[k ]) UT ( x[k ]) .

(4.3.5)

VT ( x[k ] + Tf ( x[k ], T ( x[k ]))) VT ( x[k ]) UT ( x[k ]) + VT ( x[k + 1]) VT ( x[k + 1]) (4.3.6)

By definition (4.3.4), the inequality (4.3.6) can be written as

VT ( x[k ]) UT ( x[k ]) + VT ( x[k + 1])

VT ( x[k ] + Tf ( x[k ], T ( x[k ])))

(4.3.7)

VT ( x[k ]) UT ( x[k ])

+VT ( x[k ] + T ( f ( x[k ], T ( x[k ])) + ed [k + 1])

(4.3.8)

Since VT ( x) is smooth, i.e all of its higher order derivatives exist, it would satisfy the

following Lipschitz condition

VT (a ) VT (b) LT a b ,

(4.3.9)

Considering the Lipschitz condition (4.3.9), the inequality (4.3.8) can be written as

VT ( x[k ]) UT ( x[k ])

+ LT ,V x[k ] + T ( f ( x[k ], T ( x[k ])) + ed [k + 1] x[ k ] T ( f ( x[ k ], T ( x[ k ]))

(4.3.10)

where LT ,V is the Lipschitz constant for VT ( x) in . From (4.3.10) the following result

is obtained

81

VT ( x[k ]) UT ( x[k ]) + LT ,V ed [k + 1] .

(4.3.11)

The discretization error bound given in (4.1.9) when used in inequality (4.3.11) gives

VT ( x[k ]) UT ( x[k ]) +

1 L1T

(4.3.12)

Remark 4.2: A locally Lipschitz function on a domain is Lipschitz on every compact

Since the nonlinear system f (.,.) and the control law T (.) are locally Lipschitz

in their arguments under Assumptions 2 and 3, there exists a constant KT exists such that

f ( x, T ( x)) KT

x ,

(4.3.13)

Remark 4.3: The constant KT can be defined using Lipschitz condition with respect to

the origin.

Defining KT ,2 = L1LT ,V KT and T ,1 =

min

1 VT ( x ) m

into

VT ( x[k + 1]) VT ( x[k ]) T ,1 +

Remark 4.4: The minimum T ,1 =

min

1 VT ( x ) m

T2

KT ,2 .

1 L1T

(4.3.14)

The inequality (4.3.14) can be further written as

VT ( x[k + 1]) VT ( x[k ]) 1' +

82

T2

K 2' ,

1 L1T

(4.3.15)

0<T <T

0<T <T

(T1* ) 2

1 L1T1*

1

. Thus for sampling time

L1

<

1'

K 2'

be written as

VT ( x[k + 1]) VT ( x[k ]) K3 (T ) ,

where K3 (T ) = 1'

(4.3.16)

T2

K 2' . and K3 (T ) > 0 for 0 < T T1* .

1 L1T

remains

Remark 4.5: The inequality (4.3.16) ensures that any trajectory starting in

for sampling time 0 < T T * .

inside

1

Recursive application of (4.3.16) up to V ( x[0]) gives

k

l =0

VT ( x[0]) K3 (T )(1 + k )

(4.3.17)

< m K3 (T )(1 + k )

The right hand side of inequality (4.3.17) is decreasing linearly, thus there exists a finite

discrete index k * so that VT ( x[k * 1]) > 1 and VT ( x[k * ]) VT ( x[k * 1]) K3 (T ) 1 .

Remark 4.6: The bound that VT ( x[k * ]) 0 follows from the fact that

VT ( xa [k ]) UT ( xa [k ]) 0 ,

(4.3.18)

inside since RT, and VT (.) is positive definite in . The attractive force 1' is

hence the bound on V ( x[k * ]) cannot become negative.

minimum in the set

T

83

(4.2.4) enter the set

Now k * is used as the starting point and the following scenarios are considered:

If WT ( x[k * ]) <

T2

K 2'

1 L1T

VT ( x[k * + 1]) 1 +

T2

K 2' 2 (T ) ,

1 L1T

(4.3.19)

T2

K 2'

Else if WT ( x[k ])

1 L1T

*

VT ( x[k * + 1]) 1 .

(4.3.20)

Remark 4.7: The expression (4.3.19) shows that x[k * + 1] belongs to , as a result

after finite

inequality (4.3.16) becomes valid and the trajectories re-enter the set

discrete steps, hence it is concluded that trajectories remain in the set for all k k * .

The ultimate boundedness of (4.2.4) with ultimate bound 2 (T ) (where

lim 2 (T ) = 1 for arbitrarily small 1 ) is guaranteed for sampling time 0 < T T1 from

T 0

the above discussion. Consequently, for arbitrarily small , there exists T1* so that

condition (4.3.22) is satisfied for sampling time 0 < T T1* .

,,,

84

4.3.4

Trajectory Convergence

The analysis for ultimate boundedness is followed by the analysis for trajectory

convergence of the closed loop exact discrete-time model. The proof of ultimate

boundedness facilitates the trajectory convergence analysis as discussed in section 4.3.1.

The results are mathematically formulated in the following Theorem,

Theorem 4.2

Under the stated Assumptions 2 and 3, if the closed loop approximate discretetime model (4.2.2) is asymptotically stable, then for any given > 0 there exists T2* > 0

such that for sampling time 0 < T T2* the following inequality holds

x[k ] xa [ k ]

k 0 .

(4.3.21)

,,,

Proof

The asymptotic stability of the closed loop approximate discrete-time model and

the ultimate boundedness of the trajectories of the exact discrete-time system guarantees

trajectory convergence defined in section 4.3.2 for all k k , where k is dependent on .

Mathematically stating,

x[k ] xa [k ]

k k .

(4.3.22)

trajectory convergence needs to be proved in the interval k [0, K1 / T ] only (where K1 is

independent of T ), since K1 / T k for sufficiently small sampling time.

85

Defining the difference between the states of the approximate and the exact

discrete-time model as

x[k ] xa [k ] = [k ] .

(4.3.23)

Taking norm of both sides leads

Since ed [k + 1]

T2

K 2' , the discretization error bound can be written in compact

1 L1T

where K 4 =

K 2'

1 L1T *

1

as

L1

ed [k + 1] < K 4T 2 ,

(4.3.26)

[k + 1] (1 + TLT ,2 ) [k ] + K 4T 2 ,

(4.3.27)

inequality (4.3.27) gives

k 1

(

l =0

[k ] 1 + TL'2

k l 1

K 4T 2 .

(4.3.28)

Extending the limits of summation from 0 to and introducing L'2 = max * LT ,2 results

o<T <T

in

86

[k ]

'

r =0 1 + TL2

K1 / T K T

4

1 + TL'2

'

L2

k

1 + TL'2

T

K1 / T

=e

r +1

K 4T

(4.3.29)

K1 / L'T ,2

x[k ] xa [ k ]

k [0, K1 / T ] ,

(4.3.30)

for sampling time 0 < T T2 . Based on (4.3.19) and (4.3.30), it is concluded that for any

given , there exists T2* = min(T1* , T2 ) such that (4.3.1) is valid for sampling time

0 < T T2* .

,,,

4.3.5

Asymptotic Stability

The analyses of the closed loop exact discrete-time model are extended to show

that the exact discrete-time model can be asymptotically stabilized with non-zero

sampling time if the closed loop approximate discrete-time model (4.2.2) is

asymptotically stable and admits a Lyapunov function that satisfies certain conditions.

Mathematically,

87

Theorem 4.3

stable and there exists a smooth positive definite function VT ( x ) and a continuous

positive definite function UT ( x) so that the inequality (4.3.2) holds. Moreover,

UT ( x)

> 0,

x{0}

x

T ,2 = min

(4.3.31)

then there exists T3* , such that for sampling time 0 < T T3* , the origin of closed loop

exact discrete-time model (4.2.4) is asymptotically stable if x[0] .

,,,

Proof

vanishing perturbation ([39], [49]) and can be expressed as follows

ed [k + 1]

1 L1T

1 L1T

x ,

(4.3.32)

VT ( x[k ]) UT ( x[k ]) + T x[k ] ,

where T =

T 2 L1LT ,2 LT ,V

1 L1T

(4.3.33)

T T ,2 ,

88

(4.3.34)

Remark 4.8: The relation (4.3.34) can be interpreted as the magnitude of perturbation

term which is positive definite should be less than the magnitude of the minimum

attractive force T ,2 which is negative definite. In that case the Lyapunov function will

become decreasing for all x {0} .

Hence it is inferred that for sampling time 0 < T T3* T * such that T3* is a valid

solution of

T3*2

1 L1T3*

2'

K3'

0<T T

0<T T

,,,

4.3.6

Exponential Stability

The final part of closed loop analyses deals with exponential stability of the exact

discrete-time model with nonzero sampling time. For this section, exponentially stability

of the closed loop approximate discrete-time model (4.2.2) is assumed. The analysis also

requires the existence of a quadratic Lyapunov function for the closed loop approximate

model that satisfies certain conditions [49]. The results are summarized in the following

Theorem.

Theorem 4.4

Under the stated Assumptions 2 and 3, if the origin of closed loop approximate

discrete-time model (4.2.2) is exponentially stable and there exist a quadratic Lyapunov

function VT ( x) = xT PT x (where PT is a positive definite matrix) that satisfies the

following condition

89

VT ( xa [k + 1]) VT ( xa [k ]) T xa [k ] ,

(4.3.35)

where T is a positive constant, then there exists T4* , such that for sampling time

0 < T T4* the origin of (4.2.4) is exponentially if x[0] .

,,,

Proof

Following the procedure of previous theorems, the closed loop exact discrete-time

model is analyzed using the Lyapunov function for the approximate model VT ( x) .

Rearranging inequality (4.3.35) as in case of (4.3.7) leads to

2

VT ( x[k ] + Tf ( x[k ], ( x[k ])))

(4.3.36)

2

VT ( x[k ] + Tf ( x[k ], ( x[k ])))

(4.3.37)

2

T

and vector multiplications inside (4.3.38) gives

2

+edT [k + 1]PT x '[k + 1] + edT [k + 1]PT ed [k + 1]

( x '[k + 1])T PT x '[k + 1]

90

(4.3.39)

2

+edT [k + 1]PT ed [k + 1]

(4.3.40)

2

in

2

(4.3.42)

0<T T

0<T T

2

2 '

T 3 L1 ( L'2 ) 2 T 2 L1L'2

T L1L2

+2

+

(T ) = P 2

.

L

T

L

T

L

T

1

1

1

1

1

1

'

Thus for sampling time 0 < T T4* where T4* is the solution of c ' (T4* ) > 0 , the exact

discrete-time model is exponentially stabilized.

,,,

4.3.6.1

A pre-condition for the exponential stability of the closed loop exact discrete-time

model is that the closed loop approximate discrete-time model admits a quadratic

Lyapunov function as discussed in Theorem 4.3. The existence of a quadratic Lyapunov

function for the exponentially stable approximate discrete-time model is guaranteed

under certain conditions. These conditions are presented in the following theorem which

91

function V ( x) = xT Px for an exponentially stable nonlinear discrete-time system in

general.

Theorem 4.5 (Existence of Quadratic Lyapunov Function)

Let the origin be an exponentially stable equilibrium point for the following

discrete-time nonlinear system

x[k + 1] = f d ( x[k ]) ,

(4.3.43)

f

where f d : R n R n is continuously differentiable and the Jacobian matrix d is

x

bounded and Lipschitz over the region of attraction R, then there exists a quadratic

Lyapunov function V ( x) = xT Px which satisfies

2

(4.3.44)

and

2

(4.3.45)

,,,

Proof

that the linearized discrete-time system

x[k + 1] = Ax[k ] ,

with A =

f d

x

(4.3.46)

x =0

92

Exponential stability of (4.3.46) implies that all the eigenvalues of matrix A will

be inside the unit circle. Moreover, the matrix A will satisfy the following discrete

algebraic Lyapunov equation [76]

AT PA P = Q ,

(4.3.47)

where P and Q are positive definite matrices. The linearized system (4.3.46) admits the

quadratic Lyapunov function V ( x) = xT Px that satisfies inequalities (4.3.44) and (4.3.45)

with 1 = min ( P) , 2 = max ( P) and 3 = min (Q) .

Since the region of attraction R contains the origin, a set ' can be defined as

follows

' = {x R x m*} ,

(4.3.48)

where m* > 0 .

The discrete-time nonlinear system (4.3.43) can be written as (Theorem 4.13 of

[49])

f d ( x) = Ax + g ( x) ,

(4.3.49)

f d ,i

f d ,i

( zi )

(0) x , and zi is a point on the line connecting x to the origin.

gi ( x ) =

x

x

f

Since the Jacobian d is Lipschitz, the norm of g ( x ) satisfies the following

x

inequality

2

g ( x) Lg x .

93

(4.3.50)

criteria of exponential stability for the discrete-time nonlinear system (4.3.43) for region

of attraction * .

V ( x[k + 1]) V ( x[k ]) = xT [k + 1]Px[k + 1] xT [ k ]Px[ k ].

(4.3.51)

= xT [k ] AT + g T ( x[k ]) P [ Ax[k ] + g ( x[k ]) ] xT [k ]Px[k ]

(4.3.52)

T

T

= x [k ] A PA P x[k ] + 2 xT [k ]Pg ( x[k ]) + g T ( x[k ]) g ( x[k ])

3 x + 1 x + 2 x

The expression (4.3.52) can be written as

V ( x[k + 1]) V ( x[k ]) 3 1 2 2 x ,

(4.3.53)

guarantees exponential stability for the discrete-time nonlinear system (4.3.43) x *

where = x = min m , n

*

)} , where n

<

1 + 12 + 4 2c3

2 2

Theorem 4.4 and Theorem 4.5 are combined to formulate the following Corollary

that establishes exponential stability of the exact discrete-time model (4.2.4) with

nonzero sampling time. The following assumption explicitly states the conditions of

Theorem 4.5.

,,,

94

4.3.7

Assumption 4

f

differentiable and has bounded and Lipschitz Jacobian matrix a over the domain of

x

interest.

,,,

Corollary 4.1 (of Theorem 4.4)

Under the stated Assumption 4, if the origin of the closed loop approximate

discrete-time model (4.2.2) is exponentially stable, then there exists T5* > 0 , such that for

a sampling time 0 < T T5* the origin of (4.2.4) is exponentially stable if x[0] * .

,,,

Proof

fT ,a ( xa [k ])

(4.3.44) and (4.3.45) inside the set * via Theorem 4.4. Consequently, the condition

(4.3.35) holds for arbitrary xa [k ] * , Based on this argument, the following inequality

holds for every x[k ] *

2

(4.3.54)

2

VT ( x[k ] + Tf ( x[k ], ( x[k ])))

95

(4.3.55)

Proceeding in a similar manner to the proof of Theorem 4.3, the following result can be

obtained

2

Analogous to expression (4.3.32), the norm of discretization error for x[k ] * can be

expressed as

ed [k + 1]

1 L '1T

1 L '1T

x[k ] * ,

(4.3.57)

where L '1 is the Lipschitz constant for f ( x, u ) in x for all x ' and LT , ' 2 is the

Lipschitz constant for f ( x, T ( x)) in x for all x ' ( ' is defined in (4.3.48) and is a

subset of RT).

Remark 4.8: Continuous differentiability of the closed loop approximate DT model

Using (4.3.57), the inequality (4.3.41) can be written as

2

(4.3.58)

0<T T

'

0<T T

'

2

2

'

3

'

2 2

'

T

L

T

L

T

L

'L

'

' (L

' )

'L

'

1,

2,

1,

2,

1,

2,

.

+2

+

(T ) = P ' 2

1 L1,' T

1 L1, ' T

1 L1,' T

Thus for sampling time 0 < T T5* where T5* = min(T5' , T*' ) , T*' <

1

and T5' is the

L1 '

solution of 5' (T5' ) > 0 , the exact discrete-time model is exponentially stabilized.

96

Remark 4.9: The ultimate boundedness of the closed loop exact discrete-time model

guarantees that any trajectory starting inside , enters * for sufficiently small sampling

time. Thus the region of attraction for the exponentially stable exact discrete-time model

is for sufficiently small sampling time.

,,,

4.4

In this section, the closed loop performance of the exact discrete-time model with

control law design based on the approximate discrete-time model for a class of

continuous-time nonlinear systems is studied. The class of continuous-time systems can

be linearized using state feedback.

Consider the following nth order, single input, single output, full state feedback

linearizable system expressed in normal form [49]

x = Ac x + Bc

[ u ( x ) ] ,

( x)

(4.4.1)

where Ac and Bc are canonical matrices [49] ( x) and ( x) are scalar functions of x

such that ( x) 0 in the domain of interest. It is assumed that ( x) and ( x) are

locally Lipschitz in their arguments over the domain of interest.

The approximate discrete-time model for (4.4.1) using forward difference method

is given by

1

xa [k + 1] = AT ,d xa [k ] + BT ,d

[u[k ] ( xa [k ])] ,

( xa [k ])

where AT ,d = I + TAc and BT ,d = TBc . The exact discrete-time model for (4.4.1) is

97

(4.4.2)

x[k + 1] = AT ,d x[k ] + BT ,d

[u[k ] ( x[k ])] + ed [k + 1] .

( x[k ])

(4.4.3)

u[k ] = ( xa [k ]) + ( xa [k ]){ KT xa [ k ]} ,

(4.4.4)

where vector KT is chosen so that the eigenvalues of AT ,d BT ,d KT are inside the unit

circle. The control law (4.4.4) exponentially stabilizes (4.4.2).

Corollary 4.2 (of Theorem 4.4)

with control law (4.4.4), then there exists T6* such that for sampling time 0 < T T6* , the

exact discrete-time model (4.4.3) is exponentially stable.

,,,

Proof

Lyapunov function

VT ( x) = xT PT x ,

(4.4.5)

( AT ,d BT ,d KT )T PT ( AT ,d BT ,d KT ) PT = QT .

(4.4.6)

2

VT ( xa [k + 1]) VT ( xa [k ]) T xa [k ] ,

98

(4.4.7)

Since all the conditions of Theorem 3 are satisfied, it is concluded that there exists

T6* > 0 such that for sampling time 0 < T T6* the exact discrete-time model of feedback

linearizable is exponentially stabilized by discrete-time linearizing control law that

exponentially stabilizes the approximate discrete-time model.

,,,

4.5

Examples

The performance of control law designed on the basis of the approximate discrete

time model is illustrated by the sampled-data control of two nonlinear systems. In the

first example stabilization of Inverted pendulum is presented and in the second example,

a Single-link manipulator with flexible joints is stabilized.

4.5.1

+ a sin + b = cu ,

where is the angle of the pendulum with the vertical axis in radians, a =

c=

(4.5.1)

g

j

,b =

and

l

m

1

, g being the acceleration due to gravity, l and m are the length and mass of the

ml 2

The objective is to design a state feedback control law so that the pendulum

stabilizes at = .Transforming (4.5.1) into state space representation with x1 =

and x2 = results in

99

x1 = x2

x2 = a sin( x1 + ) bx2 + cu

(4.5.2)

Rearranging (4.5.2)

x1 = x2

b

a

x2 = c u sin( x1 + ) x2

c

c

(4.5.3)

a

b

xa [k + 1] = AT ,d xa [k ] + BT ,d c{u[k ] sin( x1a [k ] + ) x2a [k ]} ,

c

c

(4.5.4)

where AT ,d = I + TAc and BT ,d = TBc . The discrete-time linearizing control law designed

on the basis of (4.5.4) is

a

b

1

u[k ] = { sin( x1[k ] + ) + x2 [k ]} + { KT x[k ]} ,

c

c

c

(4.5.5)

where KT is designed such that the eigenvalues of AT ,d BT ,d KT are inside the unit

circle. The control law (4.5.5) exponentially stabilizes the origin of the approximate

discrete-time model (4.5.4).

Simulation of the inverted pendulum is performed by choosing parameters

a = c = 10 , and b = 2 . The sampling time for the controller is T = 10ms . The initial

conditions for the pendulum are [1, 0]T . The vector KT is [90;19]T which corresponds to

eigenvalues location [0.91, 0.9]T for AT ,d BT ,d KT . The results of simulation are shown

in Figure 4-4, which show that the inverted pendulum is exponentially stabilized with

nonzero sampling time.

100

4.5.2

design based on approximate discrete-time model is presented as the second example.

The dynamical equations of a Single-link robotic manipulator with flexible joints is given

by [49]

Iq1 + MgL sin q1 + k (q1 q2 ) = 0

Jq2 k (q1 q2 ) =

(4.5.6)

where q1 and q2 are angular positions, I and J are momenta of inertia, k is the spring

constant, M is the total mass, L is a distance and is the applied torque. The state space

model of (4.5.1) represented in normal form [49] is given by

101

x1 = x2

x2 = x3

(4.5.7)

x3 = x4

x4 = (a cos x1 + b + c) x3 + a( x22 c) sin x1 + bdu

where a =

MgL

k

k

1

, b = , c = , d = and u = .

I

I

J

J

The control objective is the stabilization of the origin of (4.5.7) with discrete-time

state feedback linearizing control law designed on the basis of discretized system model.

The discrete-time approximate model of the continuous-time system (4.5.7) obtained

using Euler method is

1

a 2

xa [k + 1] = AT ,d xa [k ] + BT ,d bd u[k ]

(a cos x1a [k ] + b + c) x3a [k ] +

( x2a [k ] c) sin x1a [k ]

bd

bd

(4.5.8)

where the matrices AT ,d and BT ,d are

AT ,d

1

0

=

0

T 0 0

0

0

1 T 0

, BT ,d = .

0

0 1 T

0 0 1

T

(4.5.9)

linearizing control law

u[k ] =

1

a 2

1

(a cos xa1[k ] + b + c) x3a

( x2 [k ] c) sin x1a [k ] + { Kx[k ]} (4.5.10)

bd

bd

bd

the vector KT is chosen so that the eigenvalues of AT ,d BT ,d KT are inside the unit

circle.

102

The simulation of manipulator with flexible joints was performed with system

parameters [a, b, c, d ]T = [2,1.4, 0.2, 0.5]T . The sampling time is taken as T = 10ms . The

initial state of the system is assumed to be [1, 0, 1.9, 0]T .The location for eigenvalues of

AT ,d BT ,d KT

is

chosen

as

which

results

in

exponential stability of the system.

103

4.6

Summary

design based on approximate discrete-time model is analyzed. The continuous-time

system is assumed to be locally Lipschitz and discretization of system model is carried

out using Euler method. Based on discretization error bounds analyses, it is shown that

discretization error appears as vanishing perturbation for the exact discrete-time model.

Consequently, analyses of closed loop exact discrete-time model show that arbitrarily

small difference between the states of the exact and the approximate discrete-time models

is guaranteed for sufficiently small sampling time. Moreover, if Lyapunov function for

the closed loop approximate discrete-time model satisfies certain conditions, the

controller asymptotically stabilizes the exact discrete-time model as well with nonzero

sampling time. Furthermore, the exact discrete-time model can be exponentially

stabilized as well under certain conditions. The performance of the discrete-time

linearizing controller for feedback linearizable systems is also analyzed and it is shown

that the closed loop exact discrete-time model is exponentially stabilized with nonzero

sampling time. Simulation of stabilization of an inverted pendulum and a single-link

robotic manipulator with flexible joints verifies the analyses.

104

CHAPTER 5

SAMPLED-DATA OUTPUT FEEDBACK STABILIZATION OF

NONLINEAR SYSTEMS

Lipschitz nonlinear systems. The control law and state observer are designed on the basis

of a discretized system model obtained using the Euler method. The observer is designed

using pole placement. It is shown that this observer is robust to disturbances caused by

modeling uncertainty for small sampling time.

The closed loop analysis of the system is carried out using the discretization error

bounds derived in CHAPTER 3. It is shown that the performance of state feedback

control law designed for the approximate model is recovered using the discrete-time

observer for arbitrarily small sampling time. Moreover exponential stability of the exact

discrete-time model is established for nonzero sampling time under some additional

conditions.

The results are demonstrated by the sampled-data control of Inverted pendulum

and Single-link robotic manipulator with flexible joints.

5.1

5.1.1

Continuous-time model

In this chapter, the sub-class of continuous-time single input, single output locally

Lipschitz nonlinear systems discussed in section 1.4 is considered. Systems belonging to

105

the said class are modeled by equation (1.4.3). The modeling equation is presented here

again for convenience of readers

x = Ac x + Bc ( x, u ) f ( x, u )

y = Cc x

(5.1.1)

where x R n is the state u R is the input and y R is the output, The canonical

matrices Ac , Bc and Cc are defined as follows

0

0

Ac =

#

0

Cc = [1

0 %

# "

0 "

0 ...

0

0

0

#

, Bc =

#

1

0

1

... 0]

(5.1.2)

The input u is applied to the continuous-time system (5.1.1) via zero-order-hold (4.1.2).

5.1.2

Assumption 5

interest and (0, 0) = 0 .

,,,

5.1.3

The approximate discrete-time model for nonlinear system (5.1.1) obtained using

Euler method is given by

xa [k + 1] = xa [k ] + TAc xa [k ] + TBc ( xa [k ], u[k ]) xa [k ] + Tf ( xa [k ], u[k ])) . (5.1.3)

The approximate discrete-time model (5.1.3) can be written compactly as

xa [k + 1] = AT ,d xa [k ] + BT ,d ( xa [k ], u[k ]) ,

106

(5.1.4)

where AT ,d = I + TAc and BT ,d = TBc The subscript T denotes that the matrices are

parametrically dependent upon sampling time.

5.1.4

model for the continuous-time system (5.1.2) is given by

x[k + 1] = x[k ] + Tf ( x[k ], u[k ]) + ed [k + 1]

= AT ,d x[k ] + BT ,d ( x[k ], u[k ]) + ed [k + 1]

(5.1.5)

As already discussed in section 4.1.3, the discretization error satisfies the following

bound under Assumption 4 for the nonlinear system (5.1.1) with zero order held input

ed [k + 1]

T 2 L0 f ( x[k ], u[k ])

1 L0T

(5.1.6)

5.2

stabilization of the continuous-time nonlinear system (5.1.1) is carried out on the basis of

approximate discrete-time model (5.1.4). A two step approach is adopted for this purpose

1

approximate discrete-time model (5.1.4).

for state estimation. The discrete-time observer estimates the states of the

model. The estimated states are used in the control law to compute the

desired control input.

107

The first step of the two stage design procedure is presented as follows

5.2.1

u[k ] = T ( xa [k ]) .

(5.2.1)

The state feedback control law (5.2.1) is considered to satisfy Assumption 3 presented in

section 4.2.1, that is T (.) is locally Lipschitz in its arguments over the domain of

interest and T (0) = 0 . The closed loop approximate discrete-time model (5.2.3) is

assumed to be asymptotically stable with region of attraction RT. For certain results, the

condition of asymptotic stability is strengthened to exponential stability.

The subscript T here again indicates that the control law and the region of

attraction depend parametrically on the sampling time however the overall structure of

the control law remains unchanged [72].

The closed loop approximate DT model can be written as

xa [k + 1] = xa [k ] + Tf ( xa [k ], T ( xa [k ])) .

(5.2.2)

xa [k + 1] = AT ,d xa [k ] + BT ,d ( xa [k ], T ( xa [k ])) fT ,a ( xa [k ]) .

(5.2.3)

Alternately,

5.2.2

Discrete-time Observer

In the second stage, the following discrete-time observer is designed. The design

is based on the approximate discrete-time model for state estimation.

x[k + 1] = AT ,d x[k ] + BT ,d o ( x[k ], u[k ]) + HT (Cc xa [k ] Cc x[k ]) ,

108

(5.2.4)

where o (.,.) is the nominal model for (.,.) . The vector HT is chosen so that the

eigenvalues of AT ,d HT Cc are inside the unit circle.

5.2.3

Assumption 6

of interest and o (0, 0) = 0 .

,,,

5.2.4

The difference between the approximate states of (5.1.4) and the estimated states

of (5.2.4) is termed as approximate state estimation error. The approximate state

estimation error is mathematically defined as

ea [k ] = xa [ k ] x[k ] .

(5.2.5)

The dynamics of approximate state estimation error (5.2.5) are obtained by subtracting

(5.2.4) from (5.1.4)

ea [k + 1] = AT ,d ( xa [k ] x[k ]) + BT ,d { ( xa [k ], T ( xa [k ])) o ( x[k ], u[k ])}

HT Cc ( xa [k ] x[ x])

(5.2.6)

ea [k + 1] = ( AT ,d HT Cc )ea [k ] + BT ,d { ( xa [k ], u[k ]) o ( x[k ], u[k ])}

= AT , f ea [k ] + BT ,d (e[k ].u[k ])

(5.2.7)

defined as (e[k ].u[k ]) .

109

investigated by considering (.,.) as a perturbation and determining the transfer function

from (.,.) to the approximate state estimation error. The transfer function is determined

by considering each of the n components of estimation error vector ea as output and the

perturbation (.,.) as input. The transfer function from (.,.) to ea is obtained by the

following expression

H ( z ) = C ' ( zI A' ) 1 B ' ,

(5.2.8)

H ( z ) = ( zI ( AT ,d HT CC )) 1 Bd

=

adj( zI ( AT ,d HT CC ))

det( zI ( AT ,d HT CC ))

.TBC

(5.2.9)

The remarkable feature of (5.2.9) is that the perturbation term (.,.) is mapped to

approximate state estimation error ea [k ] via sampling time T . Consequently,

H ( z ) 0 as T 0 .

(5.2.10)

estimation of approximate state can be reduced arbitrarily by reducing sampling time.

5.2.5

designed in section 5.2.2 is to estimate the exact discrete-time state x[k ] of the nonlinear

system (5.1.1) using the sampled output y[k ] = Cc x[k ] . The closed loop performance of

the output feedback controller depends upon the difference between the exact state x[k ]

110

and the estimated state x[k ] . The dynamics of this difference are thus of paramount

importance. This difference is defined as exact state estimation error. For convenience of

presentation the exact state estimation error will be shortly termed as estimation error for

the rest of the thesis. Before expressing the dynamics of the estimation error it should be

noted here that there is a slight difference between the dynamics of observer (5.2.4) and

the observer that is used for state estimation using actual output feedback. The dynamics

of observer using sampled output are modeled by the following equation

x[k + 1] = AT ,d x[k ] + BT ,d o ( x[k ], u[k ]) + HT ( y[k ] Cc x[ x])

= AT ,d x[k ] + BT ,d o ( x[k ], u[k ]) + HT (Cc x[k ] Cc x[ x])

(5.2.11)

The closed loop exact discrete-time model using control law (5.2.1) with

estimated states can be written as

x[k + 1] = x[k ] + Tf ( x[k ], ( x[k ])) + ed [k + 1] .

(5.2.12)

The model (5.2.12) will be shortly referred to as closed loop exact discrete-time model

for convenience of presentation. This model can also be written as

x[k + 1] = AT ,d x[k ] + BT ,d ( x[ k ], T ( x[k ])) + ed [k + 1] ,

(5.2.13)

e[k + 1] = ( AT ,d HT Cc )e[k ] + BT ,d ( ( x[k ], u[k ]) o ( x[k ], u[k ])) + ed [k + 1] (5.2.14)

The complete discrete-time closed loop system with output feedback control is modeled

by the set of equations (5.2.13) and (5.2.14).

111

5.3

Convergence Analyses

approximate discrete-time model differs slightly from the analysis of state feedback

control presented in section 4.3. The difference is due to the presence of estimation error

and its dynamics. In case of output feedback control, the initial estimation error is

generally considered quite large. This large initial estimation error decays very rapidly.

During the decay of estimation error, it is natural to imagine that the exact discrete-time

model show divergent behavior, but as the estimation error decays, the states of exact

discrete-time model start converging slowly after an initial divergent behavior. The initial

divergent behavior in certain cases might result in the escape of states form the region of

attraction of the control law and become unbounded, a phenomena known as peaking.

Considering this general behavior of the nonlinear systems controlled using

output feedback, H. K. Khalil and co-workers in their contributions [4], [5], [6], [25],

[26], [27], [49] and [52], prescribed a procedure for analyses of nonlinear dynamical

systems controlled using high gain observers. In this thesis, the same line of analyses is

adopted to show convergence of system and observer dynamics. In addition to ultimate

boundedness and trajectory convergence, it is important to first establish the boundedness

of system states and estimation error for sufficiently small sampling time to prove

performance recovery.

112

5.3.1

Concept of Boundedness

dynamics) has different connotation. The system trajectories are considered bounded, if

the initial state of the system belongs to a compact (closed and bounded) set S then

system trajectories remain inside the set S for all discrete steps k 0 . The set S is

larger in size as compared to the set S because the system trajectories initially diverge in

case of large initial estimation error. Thus generally S S .

The estimation error dynamics are said to be bounded, if the initial state of the

observer belongs to a compact set Q , then estimation error enters the set O in finite

number of discrete steps and remain inside thereafter. The set O is arbitrarily small.

The choice of

O is based on the fact that observer dynamics are very fast and

estimation error decreases very rapidly to an arbitrarily small value. The concept of

boundedness is pictorially represented in Figure 5-1.

113

System Dynamics

system starts with the establishment of boundedness. The analysis of boundedness is

followed by the analysis for ultimate boundedness, trajectory convergence and

exponential stability for sufficiently small sampling time.

5.3.2

Boundedness

model and observer is established. It is shown that if the initial state of the closed loop

exact discrete-time model (5.2.13) belong to a compact set S in the interior of RT and the

114

initial state of the discrete-time observer belongs to Q R n , then the states of exact

discrete-time model and the observer remain bounded for sufficiently small sampling

time. Mathematically stating,

Theorem 5.1

Under the stated Assumptions 3, 5 and 6, if the origin of closed loop approximate

discrete-time model (5.2.3) is asymptotically stable, then there exists a T1* > 0 , such that

for sampling time 0 < T T1* the trajectories of closed loop exact discrete-time model

(5.2.13) and the estimation error (5.2.14), with ( x[0], x[0]) starting inside S Q , remain

bounded for all k 0 .

,,,

Proof

asymptotically stable, then under Assumptions 3 and 5, the converse Lyapunov theorem

[39], [87] guarantees the existence of a smooth positive definite function VT (.) and a

continuous positive definite function UT (.) both defined on RT, such that the following

condition holds

VT ( xa [k + 1]) VT ( xa [k ]) UT ( xa [k ]) .

(5.3.1)

Analysis of the closed loop exact discrete-time model (5.2.13) is carried out using VT (.)

and UT (.) .

The convergence of the estimation error e[k ] , is established using the following

Lyapunov function

115

WT (e) = eT PT e ,

(5.3.2)

Lyapunov equation

( AT ,d HT Cc )T PT ( AT ,d HT Cc ) PT = I .

(5.3.3)

( AT ,d HT Cc )T PT ( AT ,d HT Cc ) + I = PT .

(5.3.4)

also be positive definite. Moreover, all the eigenvalues of AT ,d HT Cc have been placed

inside the unit circle, thus the following condition is guaranteed,

PT > 1 > max ( AT ,d HT Cc ) .

(5.3.5)

is defined which is arbitrarily small in the direction of estimation error,

mathematically

(5.3.6)

where m1 and c1 are positive constants, furthermore, S {VT ( x) m1} RT. . The reason

for choosing S larger than S has been explained in section 5.3.1. Boundedness of the

states of exact discrete-time model and estimation error is guaranteed if it is shown that

any trajectory starting in S Q enters in finite discrete steps for sufficiently small

sampling time and remains inside thereafter. Mathematically speaking is positively

invariant. The first step is thus the establishment of positive invariance of .

116

Consider the state of closed loop exact discrete-time model (5.2.13). Define

VT ( x[k + 1]) VT ( x[k ]) VT ( x[k ]) .

(5.3.7)

VT ( x[k ]) VT ( x[k + 1]) VT ( x[k ]) + VT ( xa [k + 1]) VT ( xa [k + 1]) .

(5.3.8)

VT ( x[k ]) = VT ( x[k ] + Tf ( x[k ], T ( x[k ])) + ed [k + 1]) VT ( x[k ])

(5.3.9)

Using (5.3.1) that describes the difference of Lyapunov function for the dynamics of

approximate discrete-time model, the inequality (5.3.9) can be written as

VT ( x[k ]) UT ( x[k ]) + VT ( x[k ] + Tf ( x[k ], T ( x[k ])) + ed [k + 1])

VT ( x[k ] + Tf ( x[k ], T ( x[k ])))

(5.3.10)

Since VT (.) is smooth, i.e all of its higher order derivatives exist, it satisfies the following

Lipschitz condition,

VT (a ) VT (b) LT a b ,

(5.3.11)

VT ( x[k ]) UT ( x[k ]) +

LT ,V x[k ] + Tf ( x[k ], T ( x[k ])) + ed [k + 1] x[k ] Tf ( x[k ], T ( x[k ]))

(5.3.12)

Using triangular inequality a + b a + b for vector norms, the inequality (5.3.12) can

be written as

VT ( x[k ]) UT ( x[k ]) + TLT ,V f ( x[k ], T ( x[k ])) f ( x[k ], T ( x[k ])) + LT ,V ed [k + 1] (5.3.13)

117

By Assumptions 5 the nonlinear function f (.,.) is locally Lipschitz in its argument. Thus

the following condition holds

f ( x[k ], T ( x[k ])) f ( x[ k ], T ( x[ k ])) L2 T ( x[ k ])) T ( x[k ])) ,

(5.3.14)

where L2 is the local Lipschitz constant for f ( x, u ) is u. Since the control law is also

locally Lipschitz by Assumption 3, (5.3.14) can be written as

f ( x[k ], T ( x[k ])) f ( x[k ], T ( x[k ])) L2 LT , x[k ] x[k ]

LT ,e e[k ]

(5.3.15)

The inequality (5.3.13) in the light of (5.3.15) and (5.1.6) can be written as

VT ( x[k ]) UT ( x[k ]) + TLT ,V LT ,e e[k ] +

T 2 LT ,V L1

1 L1T

Before proceeding further, a bound on the norm of e[k ] in the set is derived.

2

2

(5.3.17)

thus

e[k ]

c1

T.

min ( PT )

118

(5.3.18)

+

T 2 LT ,V L1

1 L1T

c1

min ( PT )

(5.3.19)

f ( x[k ], T ( x[k ])

f ( x[k ], T ( x[k ] + e[k ]) KT ,1 ,

(5.3.20)

for all ( x, e) .

The inequality (5.3.19) can be transformed into

VT ( x[k + 1]) VT ( x[k ]) UT ( x[k ]) + T 2 KT ,2 +

where KT ,2 = LT ,V LT ,e

T2

KT ,3 ,

1 L1T

(5.3.21)

c1

and KT ,3 = L1LT ,V KT ,1 . Furthermore (5.3.21) can be

min ( PT )

written as

VT ( x[k + 1]) VT ( x[k ]) UT ( x[k ]) + T

o<T T

o<T T

{V ( x) mo } ,

K 2'

T2

+

K3' ,

1 L1T

(5.3.22)

1

.

L1

VT ( x[k + 1]) mo + T 2 K 2' +

119

T2

K3' m1 .

1 L1T

(5.3.23)

and =

1

1 LT *

{VT ( x) mo }

m1 mo

'

KT ,2 + KT' ,3

{VT ( x) m1} .

Next consider a trajectory starting outside the set

{V ( x) mo }

but inside

VT ( x[k + 1]) m1 T ,1 + T 2 K 2' +

where T ,1 =

{VT ( x) m1}

min

mo VT ( x ) m1

T2

K3' ,

1 L1T

(5.3.24)

remain inside {VT ( x) m1} for sampling time 0 < T < T2 where T2 is a

1'

, where 1' = min T ,1 .

valid solution of T2 =

'

'

0<T <T

KT ,2 + KT ,3

*

Remark 5.1: The reason for carrying out positive invariance analyses of the exact DT

model in two stages is because if the set {V ( x) m1} is considered, then the minimum

attractive force 1' = min * T ,1 will be zero since origin is contained in the set. In that

0<T <T

case it becomes impossible to show that any trajectory starting inside remains inside. As

an alternative, the set {VT ( x) mo } is introduced. Any trajectory inside {VT ( x) mo }

will have to cover the distance of m1 mo and inside this distance it can be trapped even

when there is no attractive force since {VT ( x) mo } contains the origin. On the other

120

hand any trajectory outside {VT ( x) mo } will have a nonzero minimum attractive force

that will be used to contain the trajectories inside {VT ( x) m1} .

Now the positive invariance of is established for estimation error dynamics. For

simplicity of presentation, the estimation error dynamics (5.2.14) is written as

e[k + 1] = AT , f e[k ] + TBcT ( x[k ], e[k ]) + ed [k + 1] ,

(5.3.25)

where AT , f = ( AT ,d HT Cc ) and

T ( x[k ], e[k ]) = ( x[k ], T ( x[k ] + e[k ]) o ( x[k ] + e[ k ], T ( x[k ] + e[k ])) . (5.3.26)

The subscript T is introduced in because of T (.) . Equation (5.3.25) can be further

simplified as

e[k + 1] = AT , f e[k ] + T ( x[k ], e[k ], T ) ,

(5.3.27)

Since

WT (e[k ]) = eT [k + 1]PT e[k + 1] eT [k ]PT e[k ] ,

(5.3.28)

PT AT , f e[k ] + T ( x[k ], e[ k ], T )

eT [k ]PT e[k ]

= AT , f e[k ]

PT AT , f e[k ] + AT , f e[k ]

PT T ( x[k ], e[k ], T )

(5.3.29)

T

T

Using the inequality ( xT y x y ) for the second and third term of the second part of

equation (5.3.29) results in the following inequality

121

+ PT T ( x[k ], e[k ], T )

PT T ( x[k ], e[k ], T )

(5.3.30)

TLT ,V L1

f ( x[k ], T ( x[ k ] + e[ k ]) .

1 L1T

a constant K 4' can be defined so that

Bc T ( x, e) +

TLT ,V L1

1 L1T

f ( x, T ( x + e) K 4' ,

(5.3.31)

Since AT , f T PT AT , f PT = I , using (5.3.31), the inequality (5.3.29) can be written as

WT (e[k ]) e[k ] + T 2 e[k ] AT , f

PT K 4' + T P K 4' 2 .

2

e[k ]

(5.3.32)

which implies

WT (e[k ])

W (e[k ])

,

> WT (e[k ]) > T

max ( PT )

PT

(5.3.33)

WT (e[k + 1]) WT (e[k ])

WT (e[k ])

+ T 2 e[k ] AT , f

PT

WT (e[k + 1]) c1T

2

c1T 2

+ T 2 e[k ] A'f

P

'

122

(5.3.35)

0<T T

0<T T

that negative definite second term would dominate the positive definite third term and

then WT (e[k + 1]) c1T 2 . This completes the positive invariance of the set for both the

system trajectories and estimation error trajectories.

After establishing positive invariance of , it is shown that every trajectory

starting in the set S Q enters in finite time. Since S {VT ( x) m1} , it has to be

shown for estimation error dynamics only that any trajectory inside Q enters .

As the initial states { x[0], x[0]} S Q , a bound l can be established for the initial

estimation error so that e[0] l , where l depends upon S Q . Before proceeding further,

the expression for closed loop exact discrete-time model (5.2.12) is simplified for clarity

of presentation .The equation (5.2.12) is written as

x[k + 1] = x[k ] + T T ( x[k ], e[k ], T ) ,

(5.3.36)

where

T ( x[k ], e[k ], T ) = f ( x[k ], T ( x[k ] + e[k ]) +

1

ed [k + 1] .

T

(5.3.37)

1

ed [k + 1]

T

(5.3.38)

TL1

f ( x[k ], T ( x[k ] + e[k ]) +

f ( x[k ], T ( x[k ] + e[k ])

1 L1T

Under Assumption 3, 5 and 6, (5.3.38) can be bounded by a positive constant K5' so that

the following inequality holds

123

(5.3.39)

Recursive application of (5.3.36) and using (5.3.39) results in

x[k ] x[0] TkK5' ,

(5.3.40)

that x[k ] k

K6

.

T

Remark 5.2: Starting inside S, there is some distance for the system trajectories to cover

Let ko be the first time e[k ] enters the set

{W (e) c1T 2 } .

Defining

(5.3.41)

Revisiting inequality (5.3.34) and splitting the negative definite term into two part results

in the following expression

1

W (e[k + 1])

2 P '

1

+ 1

2 P'

f

W (e[k ])

'

K 4'

+T

'

K 4' 2

(5.3.42)

During the interval [0, ko ] the estimation error trajectories satisfy the condition

WT (e[k ]) > c1T 2 . The least possible value of the negative definite term in this interval

124

1

would be

2 P'

T

1

1

1

WT (e[k + 1]) 1

2 P'

1

Let = 1

2 P'

W (e[k ]) .

T

(5.3.43)

(5.3.43) results in W (e[k + 1]) kW (e[0]) . Since W (e[k ]) < P ' e[k ] , the inequality

(5.3.43) can be written as

WT (e[k + 1]) k P ' l 2 .

From

(5.3.44),

lim k W (e[k ]) = 0 ,

consequently

(5.3.44)

e[k ]

must

enter

the

set

k PT' l 2 c1T 2 .

The estimation error trajectories e[k ] will be inside WT (e) c1T 2 for k satisfying

k P l 2 c1T 2 .

(5.3.45)

Manipulating (5.3.45)

c1T 2

P' l 2

T2

K7

125

(5.3.46)

where K 7 =

c1

P' l 2

K7

T

T2

K7

(5.3.47)

K

1

ln 27 k ln

T

K

ln 27

k T

1

ln

(5.3.48)

The estimation error e[k ] enters before x[k ] leaves provided the following

condition is satisfied

ln(k7 / T 2 ) K 6

<

1.

ln(1/ )

T

(5.3.49)

ln(k7 / T 2 ) + ln(1/ ) K 6

.

<

ln(1/ )

T

(5.3.50)

(5.3.51)

Alternatively

The term T ln(k7 / T 2 ) + T ln(1/ ) can be reduced arbitrarily by reducing sampling time.

Remark 5.3: The term ln(k7 / T 2 ) will increase logarithmically and not linearly with

126

It can thus be concluded that there exists T3 such that for sampling time

0 < T T3 , estimation error e[k ] enters before the states of exact discrete-time model

x[k ] leave .

Choosing T1* = min(T1 , T2 , T3 , T * ) ensures that for sampling time 0 < T T1* ,

trajectories

staring

inside

S Q

enter

in

finite

number

of

steps

ln(k7 / T 2 )

K

2 (T )

+ 1 < 6 and remain inside for all k > 2 (T ) .

T

ln(1/ )

,,,

5.3.3

Ultimate Boundedness

The output feedback closed loop system (5.2.13) and (5.2.14) is ultimately bounded if the

trajectories of closed loop exact DT model and estimation error enter an arbitrarily small,

nonzero ultimate bound in finite discrete steps for sufficiently small sampling time. The

result is mathematically formulated in the following Theorem.

127

Theorem 5.2

Under the stated Assumptions 3, 5 and 6, if the origin of closed loop approximate

discrete-time model (5.2.3) is asymptotically stable and ( x[0], x[0]) start inside S Q ,

then there exists a T2* > 0 such that for any given > 0 and sampling time 0 < T T2* the

following inequality holds

x[k ]

k k1

e[k ]

k k2

(5.3.52)

,,,

Proof

The proof of Theorem 5.1 shows that the trajectories of closed loop exact

discrete-time model and estimation error are bounded in for sufficiently small

sampling time. The set is arbitrarily small in the direction of estimation error therefore

ultimate boundedness of states of exact discrete-time model for sufficiently small

sampling time needs to be established only.

Ultimate boundedness of the discrete-time output feedback closed loop system is

guaranteed if:

= { V ( x[k ]) m } {W (e[k ]) c T 2 } reach

A: trajectories starting inside

1

1

1

T

T

= {V ( x[k ]) } {W (e[k ]) c T 2 } ,

1

1

T

T

128

T 0

trajectories lying in

= {VT ( x[k ]) 2 (T )} {WT (e[k ]) c1T 2 } ,

for all k k * + 1 .

Considering the inequality (5.3.21) and the facts that the function UT (.) is

continuous

T ,2 =

and

min

VT ( x ) m1

the

set

is

compact,

there

exist

positive

constant

UT ( x) such that

T2

VT ( x[k + 1]) VT ( x[k ]) T ,2 + T KT ,2 +

KT ,3 .

1 L1T

2

(5.3.53)

T2

V ( x[k + 1]) V ( x[k ]) 2' + T 2 K 2' +

K3' ,

1 L1T

(5.3.54)

where 2' = min * T ,2 . It is implied from (5.3.54) that for sampling time 0 < T < T2* ,

0<T <T

where

T2* is

a valid solution of

T2*

2'

<

, the inequality (5.3.54) can be written as

K 2' + K3'

where K8 (T ) =

2'

K 2'

(5.3.55)

T2

1 L1T

129

l =0

(5.3.56)

VT ( x[0]) K8 (T )(1 + k )

,

Since x[0] belongs to

VT ( x[k + 1]) m1 K8 (T )(1 + k ) .

(5.3.57)

The right hand side of inequality (5.3.56) is decreasing linearly, thus there exists a finite

discrete index k * so that VT ( x[k * 1]) > 1 and VT ( x[k * ]) VT ( x[k * 1]) K8 (T ) 1 .

in a

Thus trajectories of closed loop exact discrete-time model (5.2.12) enter the set

Remark 5.4: The bound that VT ( x[k * ]) 0 here again follows from the fact that

VT ( xa [k ]) UT ( xa [k ]) 0 ,

(5.3.58)

inside , since RT, and VT (.) is positive definite in . The attractive force 2' is

hence the bound on V ( x[k * ]) cannot become negative.

minimum in the set

T

Now the discrete index k * is used as the starting point. Consider the following

possible scenarios

2 '

T2

K3'

If UT ( x[k ]) < T K 2 +

1 L1T

T2

V ( x[k * + 1]) 1 + T 2 K 2' +

K3' 2 .

1 L1T

T2

K3'

Else if UT ( x[k * ]) T 2 K 2' +

1 L1T

130

(5.3.59)

V ( x[k * + 1]) 1 .

(5.3.60)

Remark 5.5; The expression (5.3.59) shows that x[k * + 1] belongs to , as a result

after finite

inequality (5.3.55) becomes valid and the trajectories re-enter the set

discrete steps, thus trajectories remain in the set for all k k * . Consequently, ultimate

boundedness of (5.2.12) with ultimate bound 2 (T ) (where lim 2 (T ) = 1 for arbitrarily

T 0

small 1 ) is guaranteed for sampling time 0 < T < T2* . It can be concluded that for

arbitrarily small , there exists T2* so that condition (5.3.52) is satisfied for sampling

time 0 < T T2* .

,,,

5.3.4

Trajectory Convergence

As in case of section 4.3, after the proof of ultimate boundedness, it is shown that

the difference between the trajectories of closed loop exact discrete-time model (5.2.13)

and the closed loop approximate discrete-time model (5.2.3) can be reduced arbitrarily by

reducing sampling time arbitrarily. Mathematically stating,

131

Theorem 5.3

Under the stated Assumptions 3, 5 and 6, if the origin of closed loop approximate

discrete-time model (5.2.3) is asymptotically stable and ( x[0], x[0]) start inside S Q ,

then there exists a T3* > 0 such that for any given > 0 and sampling time 0 < T T3* the

following inequality holds

x[k ] xa [ k ]

k 0 ,

(5.3.61)

where xa [k ] represents the state of closed loop approximate discrete-time model (5.2.3).

,,,

Proof

Following the discussion in section 4.3.2, the ultimate boundedness of the states

of the exact discrete-time model and the asymptotic convergence of states of the

approximate discrete-time model guarantees the existence of kt = kt ( ) so that

x[k ] xa [k ] <

k kt .

(5.3.62)

only, where K is a positive constant independent of T and K / T can be made larger

than kt for sufficiently small sampling time.

For convenience of analysis the interval [0, K / T ] is split into two subintervals,

ln(k7 / T 2 )

K

[0, 2 (T )] and [ 2 (T ), K / T ] , (where 2 (T )

+ 1 < 6 ). The reason for this

T

ln(1/ )

split is attributed to the fact that x[k ] can be replaced by x[k ] after 2 (T ) since e[k ] can

be considered arbitrarily small after 2 (T ) . Over the interval [0, 2 (T )]

132

(5.3.63)

from (5.3.40). Since the nonlinear function f (., T (.)) is bounded by KT ,1 for all x .

Recursive application of (5.2.2) results in

xa [k ] x[0] TkK1' .

(5.3.64)

where K1' = max KT ,1 . From (5.3.63) and (5.3.64), the norm of difference between the

0<T <T *

x[k ] xa [k ] [k ] = x[k ] x[0] xa [k ] + x[0]

= ( x[k ] x[0]) ( xa [k ] x[0])

x[k ] x[0] + xa [k ] x[0]

(5.3.65)

Tk ( K1' + K5' )

(k ) = O(T 2 (T ))

The next step is the determination of trajectory error in the interval

[ 2 (T ), K / T ] , when the estimation error has reduced arbitrarily. The trajectory error

dynamics are defined using (5.2.2) and (5.2.12) as,

x[k + 1] xa [k + 1] = x[k ] + Tf ( x[k ], ( x[ k ])) + ed [ k + 1] xa [ k ] Tf ( xa [k ], ( xa [k ])) (5.3.66)

(5.3.67)

[k + 1] [k ] + T

[k ] + TLT ,2 x[k ] xa [k ] + ed [k + 1]

[k + 1] [k ] + TLT ,2 [k ] + O(T 2 ) ,

133

+ ed [k + 1]

(5.3.68)

(5.3.69)

where LT ,2 is the Lipschitz constant for f (., T (.)) in . The inequality (5.3.69) can be

written as

[k + 1] 1 + TL'2 [k ] + O(T 2 ) ,

(5.3.70)

0<T <T *

ed [k + 1]

T2

K3'

1 LT

T2

1 LT

K3'

1 LT

K3'

(5.3.71)

(T 2 )

[k ]

k 2 (T )

1 + TL'2

O(T 2 (T )) +

l = 2 (T )

(1 + TL )

' k l 1

O(T 2 ) .

2

(5.3.72)

[k ]

k 2 (T )

1 + TL'2

O

T

T

(

(

)

r =0 1 + TL'

134

O(T ) .

r +1

(5.3.73)

O(T 2 (T ) + 1

[k ]

1 + TL'2

k 2 (T )

1

1 + TL'2

O(T 2 (T ) +

1 + TL'2

1

2

1 + TL' O(T )

r =0

2

1 + TL'2

2

O

T

(

)

'

TL2

k 2 (T )

1 + TL'2

1 + TL'2

K / T

(5.3.74)

[O(T 2 (T ) + O(T )]

Since

lim T 2 (T ) = 0

T 0

'

lim (1 + TL'2 ) K / T = e L2 K ,

T 0

(5.3.75)

for any given , there exists a T3* , such that for sampling time 0 < T T3* trajectory

convergence is guaranteed.

,,,

5.3.5

Exponential Stability

The following part of the closed loop analyses shows the closed loop exact

discrete-time model (5.2.12) can be exponentially stabilized with nonzero sampling time

if the state feedback closed loop exact discrete-time model is exponentially stabilized by

control law (5.2.1).

135

Under the stated Assumptions 3, 4 and 6, if the origin of closed loop approximate

discrete-time model (5.2.3) is exponentially stable and there exist a quadratic Lyapunov

function VT ( x) = xT PT x (where PT is a positive definite matrix) that satisfies the

following condition

2

VT ( xa [k + 1]) VT ( xa [k ]) T ,3 xa [k ] ,

(5.3.76)

where T ,3 is a positive constant, then there exists a T4* > 0 such that for sampling time

0 < T T4* , the closed loop output feedback system (5.2.13), (5.2.14) is exponentially

stable with ( x[0], x[0]) starting inside S Q .

,,,

Proof

2

(5.3.77)

2

Using (5.3.36)

2

+T 2 PT ( x[k ], e[k ], T ) 2 2TPT x[k ] f ( x[k ], T ( x[k ] + e[k ])) (5.3.79)

T 2 PT f ( x[k ], T ( x[k ] + e[k ])) 2

136

+T 2 PT ( x[k ], e[k ], T )

(5.3.80)

Since (.,.,.) is locally Lipschitz in its arguments, L3 and L4 can be defined so that

( x[k ], e[k ], T ) L3 x[k ] + L4 e[k ] ,

(5.3.81)

}{

' = x m* e r * ,

(5.3.82)

where m* and r * are positive constants.. ' is a subset of region of attraction Using

(5.3.81), the inequality (5.3.80) can be written as

VT ( x[k + 1]) VT ( x[k ]) VT ( x[k ]) T ,3 x[k ]

(5.3.83)

where L'3 = max * L3 and L'4 = max * L4 . The inequality (5.3.83) can be written as

0<T T

0<T T

2

+T 2 4 e[k ]

(5.3.84)

0<T T

2

The result (5.3.85) has been obtained by using the following relation

137

(5.3.86)

composite form as

T T ,

' + T 1 + T 2 2 + T 2 8

where = 3

T 7

(5.3.87)

x[k ]

and [k ] =

.

[

]

e

k

1 + T 5 + T 2 6 + T 2 4

T 3

The matrix becomes negative definite for sufficiently small sampling time. Thus the

discrete-time output feedback closed loop system is exponentially stable for sufficiently

small nonzero sampling time in the neighborhood of the origin ' . Ultimate boundedness

of the closed loop exact discrete-time model guarantees that any trajectory starting inside

S Q shall enter ' for sufficiently small sampling time. Thus S Q becomes the region

of attraction.

,,,

5.3.5.1

function were derived if the closed loop approximate discrete-time model is continuously

differentiable and has a bounded and Lipschitz Jacobian matrix. This quadratic Lyapunov

function guarantees exponential stability of the closed loop exact discrete-time model

(5.2.12) with sufficiently small but nonzero sampling time. The results are formulated in

the following Corollary.

138

Under the stated Assumptions 4 and 5, if the origin of closed loop approximate

discrete-time model (5.2.3) is exponentially stable, then there exists a T5* such that for

sampling time 0 < T T5* , the output feedback closed loop system (5.2.13), (5.2.14) is

exponentially stable if trajectories start inside S Q .

,,,

Proof

guarantees the existence of a quadratic Lyapunov function VT ( x) = xT Px for the closed

loop approximate DT model that satisfies (5.3.76). The Lyapunov function is guaranteed

by Theorem 4.4.for all x * . Proceeding in a similar manner to the proof of Theorem

5.4, the following expression can be obtained

VT ( x[k + 1]) VT ( x[k ]) VT ( x[k ]) 3T x[k ]

+T 2 P ' { L3 ' x[k ] + L4 ' e[k ] }

(5.3.88)

where L3 ' and L4 ' are the Lipschitz constants for (.,.,.) in ( x, e) for the compact set

' which defines a neighborhood of origin. The set ' is defined as

}{

' = x m* e r * ,

(5.3.89)

)} {

* = x = min m* , n* e r * .

139

(5.3.90)

where n* is a positive constant. Following from the proof of Theorem 5.4, it is concluded

that there exist T5* such that for sampling time 0 < T T5* , the discrete-time output

feedback closed loop system is exponentially stable for all ( x, e) starting inside ' . The

ultimate boundedness of the closed loop system guarantees that any trajectory inside

S Q shall enter * for sufficiently small sampling time.

,,,

5.4

5.4.1

Examples

Stabilization of Inverted Pendulum

Consider the pendulum model (4.5.1). This model is written in state space form as

(4.5.3) where x1 = and x2 = since the control objective is the stabilization of the

pendulum at = . The approximate discrete-time model of the pendulum is given by

(4.5.4) which is rewritten here for the convenience of readers

a

b

xa [k + 1] = AT ,d xa [k ] + BT ,d c{u[k ] sin( x1a [k ] + ) x2a [k ]} .

c

c

(5.4.1)

x[k + 1] = AT ,d x[k ] + BT ,d c{u[k ]

ao

b

sin( x1[k ] + ) o x2 [k ]} HT (Cc x[k ] Cc x[k ]) (5.4.2)

co

co

where ao , bo and co are the nominal values for system parameters. The vector HT is

chosen so that the eigenvalues of AT ,d HT Cc are inside the unit circle. The discrete-time

linearizing control law with estimated states is

u[k ] = {

ao

b

1

sin( x1[k ] + ) + o x2 [k ]} + { KT x[k ]} ,

co

co

co

140

(5.4.3)

Simulation of pendulum model is carried out by choosing system parameters as

a = c = 10 , b = 2 and nominal parameters as ao = 8 , bo = 2.5 and co = 10.4 . The

sampling time for simulation is T = 10ms . The initial states of the pendulum are

[1, 0]T whereas the observer is initially at rest. The vector KT = [90,19]T places the

eigenvalues of AT ,d HT Cc at [0.95, 0.92] Pendulum states are shown in Figure 5-2

whereas the estimated states are shown in Figure 5-3. These results show exponential

stabilization of the pendulum with nonzero sampling time.

141

5.4.2

(4.5.8). The discrete-time observer for the system designed on the basis of approximate

discrete-time model is given by

1

a 2

(a cos x1[k ] + b + c) x3[k ] +

( x2 [k ] c) sin x1[k ]

bd

bd

(5.4.4)

HT (Cc x[k ] Cc xa [k ])

where [ao , bo , co , do ]T are the nominal system parameters and the vector HT is chosen so

that the eigenvalues of AT ,d HT Cc are inside the unit circle. The discrete-time

linearizing control law using estimated states is

142

u[k ] =

a

1

1

(ao cos x1[k ] + bo + co ) x3[k ] o ( x22 [k ] co ) sin x1[k ] +

{ Kx[k ]} (5.4.5)

bo do

bo do

bo do

The manipulator is simulated with parameters [a, b, c, d ]T = [2,1.4, 0.2, 0.5]T and nominal

parameters [ao , bo , co , do ]T = [2.1,1.45, 0.19, 0.48]T . The eigenvalues location for the

controller and observer are respectively chosen as [0.96, 0.98, 0.975, 0.985]T and

[0.97, 0.975, 0.98, 0.94]T

which

correspond

to

KT = [30,54.5,35.75,10]T

and

[1, 0, 1.9, 0]T whereas that of observer is [0.5, 0, 1, 0]T . The sampling time for

simulation is 10ms . The system and observer states are shown in Figure 5-4 and Figure

5-5 respectively.

143

Figure 5-5. Estimated States of Manipulator with Flexible Joints Using DiscreteTime Observer

144

5.5

Summary

of discretized system model for a class of nonlinear systems is analyzed. Discretization of

the system model is carried out using the Euler method. The observer is designed for the

discretized model using pole placement. The observer exhibits robustness of estimation

error to modeling uncertainty for small sampling time. The closed loop analysis of the

exact discrete-time model is carried out on the basis of discretization error analyses in

CHAPTER 3. The closed loop analyses guarantee trajectory convergence for sufficiently

small sampling time. It is also shown that if a quadratic Lyapunov function is admitted by

exponentially stable closed loop approximate discrete-time model, then the exact

discrete-time model with output feedback control can also be exponentially stabilized for

sufficiently small but nonzero sampling time. Exponential stabilization of inverted

pendulum and a single-link robotic manipulator with flexible joints are presented as

examples.

145

CHAPTER 6

CONCLUSIONS AND FUTURE SUGGESTIONS

6.1

Conclusions

systems and locally Lipschitz nonlinear systems. The control laws for theses systems are

designed on the basis of their discrete-time equivalent models.

The class of underactuated linear systems considered in the thesis has time

varying actuation characteristics. The continuous-time system can be actuated with short

duration fixed width actuation pulse during an actuation cycle. A discrete-time equivalent

model of the continuous-time system is developed for the actuation cycle. The equivalent

model is time invariant and fully actuated. This facilitates standard control law design for

sampled-data control. The class of underactuated systems with input delays is also

considered. A transformation of the two-time scale system is presented that results in a

fully actuated discrete-time equivalent model without input delay. The control algorithm

is applied to a special purpose underactuated drill machine.

Sampled-data control of underactuated linear systems is followed by the analyses

of sampled-data locally Lipschitz nonlinear systems. The control law is designed on the

basis of discretized system model obtained using the Euler method. The first part of the

analyses deals with discretization error bounds. It has been shown locally Lipschitz

nonlinear systems have bounded discretization error whenever the sampling time is less

than the maximal interval of existence of solution. The error bound depends upon the

146

sampling time, Lipschitz constant and the value of nonlinear function at the sampling

instants. The standard analyses establish error bound that depend upon the maximum

value of nonlinear function over the entire domain of interest. Thus the analyses in the

thesis result in less conservative. The analyses are illustrated by two examples. In the first

example a system with finite escape time is considered. In the second example a

nonlinear system which is not continuously differentiable, is considered. The validity of

error bounds is illustrated through simulations.

Based on the discretization error bounds analyses, the performance of sampleddata nonlinear systems with control law design based on discretized system model is

analyzed. It is shown that the discretization error appears as vanishing perturbation for

the exact discrete-time model. Consequently, analyses of the closed loop exact discretetime model show that arbitrarily small difference between the states of the exact and the

approximate discrete-time models is guaranteed for sufficiently small sampling time.

Moreover, if Lyapunov function for the closed loop approximate discrete-time model

satisfies certain conditions, the control law asymptotically/exponentially stabilizes the

exact discrete-time model as well with nonzero sampling time. The performance of

discrete-time linearizing controller for feedback linearizable systems is also investigated.

Analyses show that the closed loop exact discrete-time model is exponentially stabilized

with nonzero sampling time. Simulation of Inverted pendulum and Single-link robotic

manipulator with flexible joints verifies the analyses.

Following the analyses of state feedback control law, output feedback control for

a sub-class of locally Lipschitz nonlinear systems is analyzed. The control law and

observer are designed on the basis of discretized system model. Discretization of the

147

system model is again carried out using the Euler method. The observer is designed for

the discretized model by pole placement procedure. The observer exhibits robustness of

estimation error to modeling uncertainty for small sampling time. The closed loop

analysis of the exact discrete-time model is carried out on the basis of discretization error

analyses. The discretization error appears as a vanishing perturbation for the exact

discrete-time model. The analyses show that by reducing the sampling time, the

difference between the states of the approximate and the exact discrete-time model can be

made arbitrarily small. Exponentially stability of the closed loop exact discrete-time

model with output feedback control and a sufficiently small nonzero sampling time is

also established. Exponential stabilization of an Inverted pendulum and a Single-link

robotic manipulator with flexible joints using output feedback control is presented as

examples.

6.2

Future Suggestions

The developments in this thesis give rise to a number of new ideas, thus setting

future directions. The sampled-data output feedback and tracking control of the class of

underactuated linear systems discussed in CHAPTER 2 is a very important area of future

research. The investigation of the performance of the control law suggested in

CHAPTER 2 with states replaced by their estimates is an interesting proposition. The

sampled-data tracking problem for these systems appears to be very challenging. In case

of tracking the phase of actuation pulse would become time varying according to the

reference trajectory. In this case the control law becomes nontrivial thus making it an

interesting research problem.

148

nonlinear systems based on approximate discrete-time model that come to light because

of this thesis. The most primary headway provided by this thesis, is the discretization

error bounds for nonlinear systems that depend upon the nonlinear function map at the

sampling instant. This error can be treated as perturbation appearing in the discrete-time

dynamical model. On the basis of these error bounds, discrete-time robust nonlinear

control techniques like Lyapunov redesign can be used to improve the closed loop

performance of the exact discrete-time model.

The design and analyses of tracking control based on discretized system model for

feedback linearizable system is an important topic of research. Moreover sampled-data

control of underactuated locally Lipschitz nonlinear systems with control law designed

on the basis of approximate discrete-time model is another open ended topic.

149

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