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MIMO robustness

MIMO analysis: loop-at-a-time

� +❥
y1 r1
✛ ✛ ✛ ✛

� +❥
P (s) ✻
− K2 (s)
✛ ✛ ✛ ✛
y2 ✻
− r2


K1 (s)

Plant:
� �
1 s−α 2
α(s + 1)
P (s) = 2 . (take α = 10 in the following numerical analysis)
s + α2 −α(s + 1) s − α2

Controller:
� � � �
1 0 1 1 −α
K1 = , K2 =
0 1 1 + α2 α 1

Control Systems II 11: 1

MIMO robustness

MIMO analysis: loop-at-a-time

� +❥
y1 r1
✛ ✛ ✛ ✛

� +❥
P (s) ✻
− K2 (s)
✛ ✛ ✛ ✛
y2 ✻
− r2


K1 (s)

Closed-loop transfer function:

� � � �
y1 −1 r1
= P (s) (I + P (s)K1 (s)) K2 (s)
y2 r2
� �� �
1 1 0 r1
= .
s+1 0 1 r 2

Control Systems II 11: 2

MIMO robustness MIMO analysis: loop-at-a-time u1 e1 ✻ � +❥ y1 r1 ✛ ✛ ✛ ✛ � +❥ P (s) ✻ − K2 (s) ✛ ✛ ✛ ✛ y2 ✻ − r2 ✲ K1 (s) ✲ 1 Loop transfer function: e1 = u1 . s Control Systems II 11: 3 .

0 δ2 Control Systems II 11: 4 . u2 = (1 + δ2 ) e2 ∆ ✛ � +❥ � +❥ ❄ ✛ P (s) ✛ ✛ ✛ K2 (s) ✛ � � ✻− � � y1 r1 y2 r2 ✲ K1 (s) � � δ1 0 ∆= . MIMO robustness MIMO analysis More general input perturbation analysis: Perturbations at the plant input (actuator uncertainty) u1 = (1 + δ1 ) e1 .

05 0 ∆= .05) 1.4 y2 (δ1 = 0. δ2 = −0.05) 0.2 � � 0. 0 −0.05. Take �∆� ≤ 0.6 0. MIMO robustness MIMO analysis � � δ1 0 ∆= .4 y1 (δ1 = 0.05 (5% uncertainty in each actuator) 0 δ2 Step response for y1 channel 1.05. δ2 = −0.05 1 y1 (nominal) 0.2 0 2 4 6 8 10 Time: seconds Control Systems II 11: 5 .8 0.

0 −0.11 0 The closed-loop system becomes unstable with ∆= . 2 2 If δ2 = 0 the smallest destabilizing perturbation is δ1 = −1 1 Choose instead: δ1 = √ ≈ 0.1 and δ2 = −δ1 α2 +1 Control Systems II 11: 6 .11 Closed-loop characteristic polynomial: � � s + (2 + δ1 + δ2 ) s + 1 + δ1 + δ2 + (α + 1)δ1 δ2 = 0. MIMO robustness MIMO analysis � � 0.

5 UNSTABLE -2 -2 -1 0 1 δ1 Control Systems II 11: 7 . MIMO robustness MIMO analysis 2 1.5 STABLE -1 UNSTABLE -1.5 δ2 0 -0.5 Stability regions: 1 UNSTABLE STABLE 0.

MIMO robustness Singular value analysis 2 10 σ ¯ (L) Magnitude 1 10 σ ¯ (G) 0 10 σ(L) σ(G) !1 10 !2 0 2 10 10 10 Frequency [rad/s] σ(L) ≤ 1 for all ω. Very sensitive to errors in direction. Performance(a) Spinning poor in satellite low gain direction. Figure 60: Typical plo Control Systems II 11: 8 .44) κ(L) � 1. in (6.

49) 75s(time + 1 is108.3.2] 2: Distillation Process [3.2 example no. " ! " 1 87.8 −86.3.50)Control Systems II 11: 9 s s 0.3149 s s 0.5 y2 y2 0 0 y2 0 10 20 300 10 40 20 50 30 60 40 50 60 Time [min] Time [min] 10 20 30 40 50 60 Time [min] Figure 62:controller Figure 62: Response with decoupling Responsetowithfil.3200 s) = G (s) = (6.6 G(s) = (6.6 in minutes).3943 −0.3994 −0.7) ! " ! " k1 −1 k1 (1 + 75s) 0.5 plant: y1 y1 1 1 y1 0.uncertainty 20% gain The perturbed given20% bygain uncertainty as given by (6. Inverse-based Inverse-based controller or equivalently controller or equivalently steady-state steady-state se-based controller or equivalently decoupler decoupler steady-state with a PI controller (k1 = 0.3149 k 1 (1 + 75s) 0.52).3994 −0.8 75s + −86.2 −109. The perturbed 1). The perturbed reference input plantr1has = 1/(5s plantashas + 1). 2. dynamic model of a distillation column.3200 (6.7)with a PI controller (k1 = 0. (time is in minutes).4 !G(s) = " G(s) = (6.4 1 87.3994 k 1 −1 −0. MIMO robustness 6. input r1 = 1/(5s + 1).7.3149 K (s) = G (s) = ! K inv (s) = " G (s) = k1 −1 inv k1 (1 + s 75s) 0.49) (6.4 1 108. robustness Motivating 2: example no.2 Motivating robustness6.5 Nominal plant: Nominal plant: 2 2 Perturbed plant: Perturbed plant: Nominal plant: 1.3943 −0.2 −109.2 −109.49) 1 87.52).7.2] Distillation Process [3.5 0. has 20% gain uncertainty as given by (6.decoupling controller to fil- e 62: Response teredwith decoupling reference tered inputcontroller r1 = 1/(5s reference to+fil. [3.7) upler with a PI controller (k1 = 0.6 75s + 1 108.5 2.8 −86.2] Idealized dynamic model of Idealized a distillation column.52).7. 2: Distillation Motivating robustness Process example no.50) .3200 s 0. (6.5 Perturbed 1. ized dynamic model of a distillation ! column. is in minutes).3943 −0.

GM=∞.53) s 0 u"1 =1 1.7 controller.43s + 1 Nominal performance (NP) achieved with decoupling In each channel: GM=∞. T = TI = I (6.2: ! " 0. s 1 S = SI = I. (6.52) ! " " " 1 + !1 0 LI (s) Input = Kgain inv G uncertainty = Kinv G (6. Inverse-based controller or equivalently steady-state 0.8u2 (6. Input gain uncertainty (6.2u1 .43s + 1 u"1 channel: In each u"2 = 0. PM=90◦ .51) s + 0.7) s ! " k1 −1 k1 (1 + 75s) 0.2 and s 1 !2 = −0.7 1 + !1 0 (6.3943 −0.48) with !1 = 0.52).3994 −0. (6. The perturbed MIMO robustness plant has 20% gain uncertainty as given by (6. Nominal performance (NP).52) Control Systems II 11: 10 Perturbed closed-loop poles are ! " .8u = 1. controller.2 and 0 1 + !2 !2 = −0.2: S = SI = I. u"2 = 0. T = TI = I (6. PM=90 2 ◦ .2u + !21 . 0.48) with !1 ==0.7 decoupler with a PI controller GKinv = Kinv G = I (k1 = 0. response with time constant 1.7 1.43 (Fig.3200 62).7 1. Nominal performance (NP) achieved with decoupling 6-24 0. tered reference input r1 = 1/(5s + 1).3149 first orderKresponse inv (s) = with G (s) = s time constants 1. 62).50) Nominal performance (NP). GKinv = Kinv G = I s Robust stability first order (RS).43 (Fig. Robust stability (RS).51) s + 0.

PM=90◦ .51) s + 0.53) s 0 1 + !2 Perturbed closed-loop poles are s1 = −0.52) ! " 1 + !1 0 L"I (s) = Kinv G" = Kinv G = 0 1 + !2 ! " 0.54) 6-25 Closed-loop stability as long as the input gains 1 + !1 and 1 + !2 remain positive ⇒ Robust stability (RS) achieved with respect to input gain errors for the decoupling controller. Robust stability (RS). s2 = −0. Input gain uncertainty (6.7 1 + !1 0 (6.7(1 + !2 ) (6. s 1 S = SI = I.2 and !2 = −0.Nominal performance (NP) achieved with decoupling MIMO robustness controller. . T = TI = I (6.2: u"1 = 1.2u1 .48) with !1 = 0. u"2 = 0.7 1.43s + 1 In each channel: GM=∞. Control Systems II 11: 11 Robust performance (RP).7(1 + !1 ).8u2 (6.

5 Nominal plant: 2 Perturbed plant: 1.49) 75s + 1 108.3.4 uncertainty (in this case input uncertainty) G(s) =which is (6.8 −86.2 −109. (time is in minutes). Multivariable plants can display a sensitivity to ! " 1 87.3.5 y2 0 0 10 20 6-26 30 40 50 60 Time [min] Control Systems II 11: 12 .2 Motivating robustness example no. 2: Distillation Process [3.6 fundamentally different from what is possible in SISO systems.7.3 Robustness conclusions [3.3] Idealized dynamic model of a distillation column. 2. 62) • SISO: NP+RS ⇒ RP (within a factor of 2) • MIMO: NP+RS "⇒ RP (arbitrarily large violation) RP is not achieved by the decoupling controller.2] 6.5 y1 1 0. Robust performance (RP).⇒ Robust stability (RS) achieved with respect to MIMO robustness input gain errors for the decoupling controller. 6.7. Performance with model error poor (Fig.

4 General control problem formulation [3.8] General control problem formulation (3. the H∞ norm. generates a control signal u which counteracts the influence of w on z. Control Systems II 11: 13 . The controller design problem is then: Find a controller K which based on the information in v. for example. thereby minimizing the closed-loop norm from w to z. MIMO systems 6.8 in S&P) (weighted) (weighted) exogenous inputs exogenous outputs w " "z " P u v control signals sensed outputs K! Figure 63: General control configuration for the case with no model uncertainty The overall control objective is to minimize some norm of the transfer function from w to z.

formulation [3.8. MIMO systems 6.8] tion (weighted) (weighted) exogenous inputs exogenous outputs w " "z " P u v control signals sensed outputs K! Control Systems II 11: 14 . + ! +#!" 6.4 ym + n General control problem Figure 64: One degree-of-freedom control configura. d r $+ ! $ K u$ G $ !# + " $y .4.1 Obtaining the generalized plant P Calculating the generalized plant [3.1] The routines in MATLAB for synthesizing H∞ and H2 optimal controllers assume that the problem is in the general form of Figure 63 Example: One degree-of-freedom feedback control configuration.

Calculating the generalized plant d r $+ ! $ K u$ G $ !# + " $y . + ! +#!" n ym + Figure 64: One degree-of-freedom control configura- tion Equivalent representation of Figure 64 where the error signal to be minimized is z = y − r and the input to the controller is v = r − ym ! d P !+ ! !z - w r # " n ! G !"!+ " ! " !+! " !+ + + - u v 6-28 K $ Figure 65: General control configuration equivalent to Figure 64 Control Systems II 11: 15 . Example: One degree-of-freedom feedbackMIMO systems control configuration.

z = e = y−r.55) z = y − r = Gu + d − r = Iw1 − Iw2 + 0w3 + Gu v = r − ym = r − Gu − d − n = = −Iw1 + Iw2 − Iw3 − Gu and P which represents the transfer function matrix from [ w u ]T to [ z v ]T is % & I −I 0 G P = (6. Control Systems II 11: 16 .56) −I I −I −G Note that P does not contain the controller. Alternatively. v = r−ym = r−y−n w3 n (6. MIMO systems Calculating the generalized plant     w1 d w =  w2  =  r  . P can be obtained from Figure 65.

% Consists of vectors w and u. MIMO systems Calculating the generalized plant Remark. inputvar = ’[d(1). % G is the SISO plant. sysoutname = ’P’. The code in Table 2 generates the generalized plant P in (6. outputvar = ’[G+d-r. or we may use the sysic program in the Robust Control toolbox. Control Systems II 11: 17 . Table 2: Matlab program to generate P % Uses the Robust Control toolbox systemnames = ’G’.n(1).u(1)]’. % Consists of vectors z and v.r(1).56) for Figure 64. sysic. input to G = ’[u]’. r-G-d-n]’. In MATLAB we may obtain P via simulink.

MIMO systems Equivalent representation of Figure 64 where the Calculating the generalized plant error signal to be minimized is z = y − r and the input to the controller is v = r − ym ! d P !+ ! !z - w r # " n ! G !"!+ " ! " !+! " !+ + + - u v K $ Figure 65: General control configuration equivalent to Figure 64 Control Systems II 11: 18 .

B.C.D] = linmod(‘P_diagram’).B. >> P = minreal(P).C. Control Systems II 11: 19 .D). >> P = ss(A. MIMO systems Equivalent representation of Figure 64 where the Calculating the generalized plant error signal to be minimized is z = y − r and the input to the controller is v = r − ym ! d P !+ ! !z - w r # " n ! G !"!+ " ! " !+! " !+ + + - u v K $ Figure 65: General control configuration equivalent to Figure 64 >> [A.

and the weighted or normalized controlled outputs z = Wz z". P w ! W w " ! z" ! !z w Wz ! ! P K " Figure 66: General control configuration for the case with no model uncertainty That is.8. 6. for Including weights example. The weighting matrices are usually frequency dependent and typically selected such that weighted signals w and z are of magnitude 1. see Figure 66.4. the norm from w to z should be less than 1. in terms of the H∞ or H2 norms. we generally have to include weights Wz and Ww in the generalized plant P . we consider the weighted or normalized exogenous inputs w. that is. Control Systems II 11: 20 6-32 .2] MIMO systems To get a meaningful controller synthesis problem.2 Including weights in P [3.

These requirements may be combined into a stacked H∞ problem   Wu KS min !N (K)!∞ . Consider an H∞ problem where we want to bound σ ¯ (S) (for performance). In other words. we have z = N w and the objective is to minimize the H∞ norm from w to z. MIMO systems Example: Stacked S/T /KS problem. Control Systems II 11: 21 . σ ¯ (T ) (for robustness and to avoid sensitivity to noise) and σ ¯ (KS) (to penalize large inputs).57) K WP S where K is a stabilizing controller. N =  WT T  (6.

58)  WP I WP G    −I −G Control Systems II 11: 22 .57) z1 = Wu u z2 = WT Gu z3 = WP w + WP Gu v = −w − Gu T T so the generalized plant P from [ w u ] to [ z v]   is 0 Wu I    0 WT G    P =  (6. + # N Figure 67: Block diagram corresponding to general- ized plant in (6. MIMO systems  " Wu "     w   " WT " z      " v" K !" u G ! ! " "+" ! WP "  .

63) Note that P22 has dimensions compatible with the controller K in Figure 66 Control Systems II 11: 23 . P22 = −G (6.8.59) P21 P22 so that z = P11 w + P12 u (6. MIMO systems 6.4. P12 = WT G (6.61) In Example “Stacked S/T /KS problem” we get from (6.60) v = P21 w + P22 u (6.62) WP I WP G P21 = −I.3] We often partition P as ! " P11 P12 P = (6.3 Partitioning the generalized plant P [3.58) # $ # $ 0 Wu I P11 = 0 .

63) Note that P22 has dimensions compatible with the controller K in Figure 66 Control Systems II 11: 24 .3] We often partition P as ! " P11 P12 P = (6.59) P21 P22 so that z = P11 w + P12 u (6. P12 = WT G (6.4.58) # $ # $ 0 Wu I P11 = 0 .3 Partitioning the generalized plant P [3.60) v = P21 w + P22 u (6. P22 = −G (6. MIMO systems 6.62) WP I WP G P21 = −I.61) In Example “Stacked S/T /KS problem” we get from (6.8.

8.61). To find N . first partition the generalized plant P as given in (6. K) (6. 6.4 Analysis: Closing the loop to get N MIMO systems [3. combine this with the controller equation u = Kv (6. (6.59)-(6.64) where N is a function of K.66) Control Systems II 11: 25 .65) to yield z = N w where N is given by ∆ N = P11 + P12 K(I − P22 K)−1 P21 = Fl (P.4.65) and eliminate u and v from equations (6.4] Calculating the closed-loop: w ! N !z Figure 68: General block diagram for analysis with no uncertainty For analysis of closed-loop performance we may absorb K into the interconnection structure and obtain the system N as shown in Figure 68 where z = Nw (6.60).61) and (6.

2] to close a lower feedback loop around P .2 Including weights in P [3.4 Analysis: Closing the loop to get N generalized plant P . Since positive To get feedbackcontroller a meaningful is used insynthesis the general configuration problem.4. we sign. the case II 11: 26 obtain the system N as shown inControl Systems Figure 68 where with no model uncertainty .60).66) Here Fl (P. K) denotes a lower linear fractional 6-36 transformation (LFT) of P with K as the parameter. In words. N is obtained from Figure 63 by using K 6. [3. for −1 in Figure example.65)the Calculating to closed-loop: yield z = N w where N is given by ∆ N = P11 + P12 K(I − P22 K)−1 P21 = Fl (P.61) MIMO systems and (6.8. see Figure 66.62) w" ! using the LFT-formula ! Wand (6.63) z" ! Wz in ! z We (6.8. (6. control T = GKSconfiguration and I − T =forS.66). 63 the in terms the H(I∞−orP22 of term HK) has a negative 2 norms.4] P Example: We want to derive N for the partitioned P w in (6. have to include weights W and W in the generally z w 6.4. K) (6. w ! N !z w get !   ! P   0 Wu I −Wu KS N =  0 + WT G  K(I+GK)−1 (−I) =  −WTFigure T  68: General block diagram for analysis with no WP I WP G WP uncertainty S K " For analysis of closed-loop performance we may where we have made use of the identities absorb K into the interconnection structure and −1 Figure S =66: (I +General GK) . and eliminate u and v from equations (6.

uncertainty. Here the model is in error because MIMO systems of missing dynamics. Here the uncertainty matrix ∆ is a block-diagonal matrix that includes all description represents one or several sources of possible perturbations (representing uncertainty) to parametric and/or unmodelled dynamics the system. Lumped uncertainty.8] lack of understanding of the physical process. Any model of a real system will contain this The general control configuration in Figure 63 maysource of uncertainty.4. It is normalized such that !∆!∞ ≤ 1. uncertainty combined into a single lumped SISO example: perturbation of a choseninput multiplicative structure. Robustness: 6. usually at high frequencies.8. Here the 3.8 A generala more general control control structure configuration either through deliberate neglect or because of a including model uncertainty [3. ∆ " Gp ! wI ! ∆I u∆ y∆ ! " !"!+ ! G ! w ! !z + ! P u v K " Figure 33: Plant with multiplicative uncertainty 4-3 Figure 70: General control configuration for the case with model uncertainty Control Systems II 11: 27 . be extended to include model uncertainty.

Sensors !4 and Controller > w N z !3 !4 (a) (b) Control Systems II 11: 28 . MIMO systems Robustness: a more general control structure ∆ " u∆ y∆ ! w ! N ! z Figure 71: General block diagram for analysis with uncertainty included !1 !2 Outputs Inputs z !1 w !2 System with !3 Actuators.

66) applies. ∆) = N22 + N21 ∆(I − N11 ∆)−1 N12 (6.71) To evaluate the perturbed (uncertain) transfer function from external inputs w to external outputs z. and N = Fl (P. which is normalized such that !∆i ! ≤ 1. we use ∆ to close the upper loop around N (see Figure 71). resulting in an upper LFT: z = Fu (N. First represent each source of uncertainty by a perturbation block. K) = P11 + P12 K(I − P22 K)−1 P21 (6. MIMO systems Robustness: a more general control structure The block diagram in Figure 70 in terms of P (for synthesis) may be transformed into the block diagram in Figure 71 in terms of N (for analysis) by using K to close a lower loop around P . ∆i . (6. ∆)w. Then “pull out” each Control Systems II 11: 29 of these blocks from the system so that an input and an .72) ∆ Fu (N. The same lower LFT as found in (6.73) Remark 1 Almost any control problem with uncertainty can be represented by Figure 70.