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You are on page 1of 31

Time Invariant Systems

Dr. Radhakant Padhi

Asst. Professor

Dept. of Aerospace Engineering

Indian Institute of Science - Bangalore

Asst. Professor

Dept. of Aerospace Engineering

Indian Institute of Science - Bangalore

Method 1: Power-series

2 2

3 3

A

t

A

t

At

+

+"

e = I + At +

2!

3!

series truncates naturally. Otherwise, series

truncation introduces approximation error.

computationally inefficient as well.

ADVANCED CONTROL SYSTEM DESIGN

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

Method 2:

Using Laplace Transform

1

e = L ( sI A )

At

eAt, can be quite useful for small matrices.

1

ADVANCED CONTROL SYSTEM DESIGN

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

Method 3:

Using Similarity Transform

2 2

3 3

A

t

A

t

At

+

+"

e = I + At +

Similarity

2!

3!

Transformation:

1

1

2

PDP

PDP

t

(

)(

)

1

1

1

= PP + PDP t +

+ " A = PDP

2!

1

D 2 t 2 D 3t 3

= P I + Dt +

+

+ " P

2!

3!

e1t 0

0

1

= P 0 % 0 P

0 0 ent

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

Case 1: Distinct Eigenvalues

1 1

1 2

#

1 n

I A

i.e.

12 " 1n 1

22 " 2n 1

#

n2 " nn 1

A2 " An 1

e1t

e2t

#

ent

At

eN

=0

Ultimate aim

e At = 0 ( t ) I + 1 ( t ) A + 2 ( t ) A2 + " + n 1 ( t ) An 1

ADVANCED CONTROL SYSTEM DESIGN

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

Case 1: Distinct Eigenvalues

can be determined from the following set

of equations:

0 ( t ) + 1 ( t ) 1 + 2 ( t ) 12 + " + n 1 ( t ) 1n 1 = e t

0 ( t ) + 1 ( t ) 2 + 2 ( t ) 22 + " + n 1 ( t ) 2n 1 = e t

1

0 ( t ) + 1 ( t ) n + 2 ( t ) + " + n 1 ( t )

2

n

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

n 1

n

=e

n t

Case 2: Repeated Eigenvalues

0

1 1

31

"

21 312 "

2

( n 1) 1n2

1t

"

"

1 n

n2

n3

"

nn 1

ent

A2

A3

"

An 1

e At

2

1

2

4

"

t 2 1t Eigenvalues:

e

2

1 , 1 , 1 , 4 ," , n

1t

te

3

1

3

4

1 4

i.e.

( n 1)( n 2 ) n3

n 1

1

n 1

4

e

e

4t

3 times

=0

e At = 0 ( t ) I + 1 ( t ) A + 2 ( t ) A2 + " + n 1 ( t ) An 1

ADVANCED CONTROL SYSTEM DESIGN

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

Case 2: Repeated Eigenvalues

can be determined from:

2

n 1)( n 2 )

(

t

2 ( t ) + 3 3 ( t ) 1 + " +

n 1 ( t ) 1n 3 = e t

1

2

2

1 ( t ) + 2 2 ( t ) 1 + 3 3 ( t ) 12 + " + ( n 1) n 1 ( t ) 1n 2 = te1t

0 ( t ) + 1 ( t ) 1 + 2 ( t ) 12 + " + n 1 ( t ) 1n 1 = e t

1

0 ( t ) + 1 ( t ) 4 + 2 ( t ) 42 + " + n 1 ( t ) 4n 1 = e t

4

0 ( t ) + 1 ( t ) n + 2 ( t ) n2 + " + n 1 ( t ) nn 1 = e t

1

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

Example

0 1

A=

1,2 = 0, 2

,

0 2

To compute e At using Sylvester's formula, we have

1 1

e1t

1 2

I A

e2t = 1 2 e 2t = 0

e At

I A e At

2e At + A + 2 I Ae 2t = 0

1

1

At

2 t

e = ( A + 2 I Ae ) =

2

0

1

2 t

e

1

(

)

2

2 t

e

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

10

Asst. Professor

Dept. of Aerospace Engineering

Indian Institute of Science - Bangalore

Controllability

if

control vector to transfer the system from any

initial state X 0 to any other state in a finite

interval of time

A and the control influence matrix B

ADVANCED CONTROL SYSTEM DESIGN

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

12

Graphical Meaning

Xf

X0

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

13

(single input case)

System:

X = AX + Bu

t

Solution:

X (t ) = e At X (0) + e A( t ) Bu ( ) d

0

Assuming X (t1 ) = 0,

t1

0 = eAt1 X (0) + eA(t1 ) Bu( ) d

0

t1

X (0) = e A Bu ( ) d

0

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

14

(single input case)

n 1

e A = k ( ) Ak

(Sylvester's formula )

k =0

t1

n 1

t1

k =0

X (0) = e A Bu ( ) d = Ak B k ( ) u ( ) d

n 1

= Ak B k

t1

where

k k ( ) u ( ) d

0

k =0

= B

AB " A B [ 0

n 1

1 " n 1 ]

[ 0

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

1 " n 1 ]

15

Controllability

If the rank of CB B AB " An 1 B is n,

then the system is controllable.

Result:

Example:

x1 1 0 x1 2

x = 0 2 x + 1 u

2

2

2 1 0 2 2 2

CB =

=

1

0

2

1

1

2

rank ( CB ) = 2 The system is controllable.

ADVANCED CONTROL SYSTEM DESIGN

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

16

Output Controllability

Result:

X = AX + BU

Y = CX + DU

X Rn , U Rm , Y R p

then the system is output controllable.

Note: The presence of DU term in the output equation

always helps to establish output controllability.

ADVANCED CONTROL SYSTEM DESIGN

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

17

Asst. Professor

Dept. of Aerospace Engineering

Indian Institute of Science - Bangalore

Observability

time

possible to determine this state from the

observation of the output over a finite

interval of time

Observability

ADVANCED CONTROL SYSTEM DESIGN

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

19

Observability

If the rank of OB C T AT C T

Result:

"

(A )

T

n 1

C T is n,

Example:

x 1 1 0 x1 2

x = 0 2 x + 1 u

2

2

x1

y = [1 0]

x2

1 1 0 1 1 1

OB =

=

0

0

2

0

0

0

rank ( OB ) = 1 2 The system is NOT observable.

ADVANCED CONTROL SYSTEM DESIGN

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

20

in Transfer Function Domain

z

observable if there is no Pole-Zero

cancellation.

suppresses part of the information about

the system

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

21

Principle of Duality

System S1: X = AX + BU

Y1 = CX

System S2: Z = AT Z + C T V

Y2 = BT Z

CB = B

OB = C T

AB

T

AC

A2 B " An 1 B

T

T2

A C

T n1

" A

CT

CB = C T AT C T AT C T " AT C T

OB = B AB A2 B " An 1 B

2

n1

and only if system S2 is observable; and vice-versa!

Hence, the problem of observer design for a system is actually a

problem of control design for its dual system.

ADVANCED CONTROL SYSTEM DESIGN

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

22

z

system in which uncontrollable part is

stable

system in which the unobservable

subsystem is stable

ADVANCED CONTROL SYSTEM DESIGN

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

23

Example

System Dynamics

x1 2 3 2 1 x1 1

x 2 3 0 0 x 2

2 =

2 + u

x3 2 2 4 0 x3 2

x4 2 2 2 5 x4 1

N

N N

X

Output Equation

y = [ 7 6 4 2] X

C

ADVANCED CONTROL SYSTEM DESIGN

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

24

Example

Transfer Function:

y (s)

s + 2 )( s + 3)( s + 4 )

(

1

1

= C ( sI A ) B =

=

u (s)

s + 1)( s + 2 )( s + 3)( s + 4 ) ( s + 1)

(

pole-zero cancellation

actually a first-order system! Hence, there is

either loss of controllability or observability

(or both).

Question: Is this system stabilizable?

ADVANCED CONTROL SYSTEM DESIGN

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

25

Example

Define X = TX . Then

X = TX = T ( AX + Bu )

X = TAT 1 X + TB u

( )

Let

4

3

T =

2

3 2 1

1 0 0 0

1

0 2 0 0

0

3 2 1

, TB =

TAT 1 =

0 0 3 0

1

2 2 1

1 1 1

0 0 0 4

0

ADVANCED CONTROL SYSTEM DESIGN

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

26

Example

x1 x1 + u

x

x

2

2 =

,

x3 3 x3 + u

x4 4 x4

y = CX = CT 1 X = x1 + x2

Implications:

x1 : Affected by the input; visible in the output

x2 : Unaffected by the input; visible in the output

x3 : Affected by the input; Invisible in the output

x4 : Unaffected by the input; Invisible in the output

ADVANCED CONTROL SYSTEM DESIGN

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

27

Block Diagram:

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

28

Where do uncontrollable or

unobservable systems arise?

z

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

29

References

z

3rd Ed., Prentice Hall, 1999.

McGraw Hill, 1986.

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

30

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore

31

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