I

THIRD EDITION

Digital Control
of Dynamic Systems
Gene F. Franklin
Stanford Univers ity
]. David Powell
Stanford Univers ity
Michael L Workman
IBM Corpcrntion

,!
,

..,...., ADD ISON-WESLEY

An imprirlt of Addison We sley Longman. 11C.

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Modem Control SUlems.
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Digital cl)nTrol of dynamic system! I Gene F. Fran),:! in . J. David
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 . Contents
_----._- --._--_. - - - - - - - . _ - ---._ - - - -

Preface .xLx

1 Introduction
I I Problem Definillon
1.2 Q\-en-icw of Design ApprlX\ch 5
I :;. Comp\ll er-Alded Design 7
\..,. SuggeSlions fo r Fu nher Reading i
1. 5 Su mmary 8
1.6 Problems to

2 Review of Conlinuous Con trol 11

2.1 ~"Ilamit Response !I
2. L I Differe nt ial Equa tions 12
2. 1. 2 La place Transforms and Tra ns fer Func tions 12
2. LJ OUtput Time Histoms 14
2. IA The Fmn! Value Theorem 15
2. 1. 5 Iilock Diagrams 15
2.\.6 Respon:.e HrsuS Pole locations 16
2. 1 7 Time-Domain Specificat ions 20
2.2 BasIC Properties of Feeciback 22
ix

....------------------~+------
 -
x Coments eonlents xi

22. 1 Stability 22 4 .2.1 The ~ -TI"".lOsfonll 79

22.2 Steady. Slate ErrOT5 23 4 .2.2 The Transfer Funcllon 80
22.3 PID Conuol 24 4.2.3 Bloc k Diagrams and State-Vanabk Descnpnons e2
2.3 Roollocus 24 4.2 .... Relallon of Tran sfer Fu nction to Pulse Response 90
23.1 Problem Definit ion 25 U.5 External Stabilit y 93
2.3 .2 ROOllocus C'T3wmg Rules 4 .3 Discrtle ~t odels of Sampled . D~ ta S~"5te ms 96
2.:U Computer-Ai:!ed l oci 28 4.3.1 Usi ng the tTransfonn 96
2,4 Frequency Respony- Design JI 4.].2 'Conl1nuous Time Delay 99
2.4.1 Speclfic.1tiOns 32 4.3.3 State -S pace Form 10 1
2.4 2 Bode PIOI Techniq ues H 4.].4 'Statr:-Space Models for S}"stems with Delay 110
2.43 Steady-Stale Errors l5 4,3.5 't\'umencal Considerations in Computing 4> and r I"
2 ,4 .4 S!abi!it}" Margins )fi
4,3.6 't'onlinear Models 117
2.4 ,5 Bodes Gai n Fh~se Rela tionshi p l7 4 .4 Slgnal Ana!ySlS and Dyna mic Response 119
2';.6 Design Jtl of :4. 1 ihel,;nitPu lse 120
2. j Compens..1tion 39
of .4 .2 The L"nil Step 120
2.6 Slate-S pace Design 41
4 .4 .3 Exponential 121
2 ,6. 1 Control U W 42
of .4 .4 General Smusoid \22
2.6.2 Estimator Design 46
4.4.5 Correspon dence \\ilh ContmuoU! Signals 125
2.03 Compensation: Combined ConlTol and Estimation
4 .4 .6 Step Response 128
2 .6'; Reference Inpm 48
" .5 Frequ~ncy Response IJI
2.0.5 Imegral Control 't9
4 .5. 1 ' The DISCrete Fou ner Transform (OFT) 13<1
2.; Summary 50
" .6 Propenlcs of the :;:.Transform 137
2.S Proble ms ~2
4 .6 .1 Esse nlla\ Prope rties 1)7
4 .6 .2 ' Convergence of z- Transfonn 142
3 Introductory Digi tal Control 57 4 .6 .3 ' Anot her Den\":i.1I0n of the Transfu Function 14{l
3 I Dlglllzauon 58 4.7 SummaT)' 1..8
3! Effect of Sampli ng OJ 4.8 Problems 149
33 PID Control 66
H Summary 68
5 Sampled -Data Systems 155
3.5 Problems 69
5. 1 Ana lysis of the Sa:lIple and Hold 1 5~
5,2 Spectrum of a Sampled Sig n ~l 160
+ Discrete Systems Analysis 73 5.3 D at~ Extrapola ti on 164
4. 1 lmear Di fferencr: Equat ions 73 5," BlockDiagram Analysis of SampledData Syslems 170
4.2 Thr: Discrete Tra ns fer Funct ion 78 5, 5 Calcu l~ling the Srstem Ou tpu t Between Samples: The Ripple 180

b
 ...
xii. Caments C<lnlemS xlii

5.6 Summar)" 182

8. 1 I Pole Placeme nt 282
5.i Proble ms 1BJ
8. 1.2 ControlbbililY 285
5.8 Append ix 136
8. 1.3 Pok Placeme nt Usmg CACSD 2A(i
8.2 Estimator Design 289
6 Discre Te Eq uivalents 187 8 .2.1 Prediction Estim3lors 290
82 .2 Observabilil}" 293
6. 1 Design of Discrete Equ ivalents \'ia Nu merical Integration
18' 8.2.3 Pole Placement L"si ng CACSD 294
6.2 Ze ro Pole t-,'lmc hi ng Equivalents 200
8.2. 4 Current Es timato rs 295
6 .3 Hold Equh'a lents 202
8 .2.5 ReducedO rder Estimators 29~
6.3. 1 Ze ro-Orde r Hold Equivale nt 203
8.3 Regulator Design: Co mbined Contro! 12'...- and Estima tor 302
6 .3.2 A Non-Causal First-Order-Ho ld Equ!vale nt:
8.3.1 The Se parat ion Principle 302
The Triangle-Hold Equivalent 2e4
8.3.2 Guidelines for Pole Placement 308
6.4 Su mma r), 20S
8.4 Introduction of the Reference Input 310
6.5 Proble ms 209
8 .... 1 Reference Inputs [or Full-Stale Feed back 310
8 .... 2 Reference Inputs wl1 h Estimators:
7 Design Us ing Trans rorm Tech niques 211 The State-Command Structu re 3i-i-

7. 1 Srstem Specifica ti ons 212 8 ... .3 Outp ut Error Com mand 31i
7.2 Design br Emulauon 214 S." .4 . . . Co mpariso n of lhe Estima tor 5uucture
md Cb ssical Met hods 319
i.2. l Discrete Equh'a\ent Controllers 2lj
8.5 Integral Co:mo l and Disturbance Estimation m
7.2.2 E' "3!uation of the Design 218
8.5.1 Integral Contro l by State Augmentation 323
7.3 Direct DeSign by Root Locus in the .t-Plane 222
8.').2 DIsturbance Estim ation 328
7.1 1 z-Plane SpecirlCations 222
8 .6 EfTect of Dela)'s Hi
7.3.2 The Disc rete Roo t Locus 221
8.6.1 Sensor Delays 338
7. 4 Freq uenc y Response Met hods 2H
8.6.2 AClllatorDclays 341
7 ... . 1 Nyquis t Stab ilil)' Cnt erion 238
8.7 Controllability an d Ob.se rvabi lity 345
i .4.2 Design Specificati ons in the Frequency Domain 243
8.8 Summl t)' 351
i .4.3 Low Freq uency Gains and Error Coefficients 259
8.9 Probler.ls 352
7... .4 Compens~tOrDesign 26(1
7.5 Di rect Design Method of Raganini 264
7.6 Summa ry 26'-) 9 Mulliva ri<lble <lnd Optima l Control 359
7.7 Problems 270 9. 1 Dccoupli ng 360
9 .2 Time-\"ll)'ing Op ti mal Co nt rol 36-1
9.3 LQR Steady-State Op timal Co nt rol 371
8 Design Us ing State-S pace Methods 279
9}! Recip rocal Root Prope rt ies JiZ
8.1 Control 12w Design 280
9 .3.2 Symmetric Root l ocus 3iJ
xiv Contents COn! nts xv

9.3.3 Eigcn\'eC10 r Decomposltion 374 12 System Identification 479

9 .3.4 Cost Equi\"alcn,s 379 12 .1 Defi mr,g the " lode! Set for linear Systems 481
9 .35 Emula tion by Equh'alem CoSt 380 L2 .2 IdenlifiC:llion of :-.!onparameuic l>!odels -IB4
9 .4 Optima l Estimation 382 12.3 Models and Criteria fo r Paramet ric ldenllficJtion 495
9,4. 1 leastSqulfl'sEstimation Ja) 12.1 1 Paramete r Selection 496
9.4.2 The Kalman F:lter JS9 12 .3.2 Error [)cfi nition 4%
9.4.] Steadr-State Cptimal Estimation 394 12.4 Dete rmim stic Estim~Ho n
9 .4.4 Noise 1'.'latrices and Discrete Eq UIvalents 396 11.4 , [ Leasl Squares SO)
9.5 ;\,-lulti\"ariable Control Design ..00 12 ,"U RecurSIvE." Lea5t Squares 506
9.5. I Selection of \\~igh ling \ latrices Q 1 and Q, ..00 12.5 Stoch as tic Leas! Squares 510
9.:5. 2 Pince r Proced ure ..0 1 12.6 Ma.':lmum likeli hood 521
9.5.3 Papn-Machinf Design Example ..OJ 12.7 l\ume ncal Search for the /l.laximum-Ukeli hood Estimate 526
9.5 .. Magnetic-Tape-Drh"e Design Example -+07 12 .8 Subspace Ide nti lka non l\.!ethods 535
9.6 Summary .. 19 12.9 Summar;. 538
9.7 Problems 420 12.10 Problems 539

10 Quantization Effects 41 5 13 Nonlinear C ontrol 543

10.1 Ana lysis of Round- OIT Error n.1 :\nalysis Techniques 5H
10.2 Effects of Parameter Round-Off 13.1 I 5imuIJt ion 54S
10.) limit Cycles and Dither -+40 Il l .2 linearization ';50
10.4 Summary 445 13. 1.3 Desl ribing Fu nCllons ')')9

10.5 Problems 445 13.1 04 EqUivale nt Gains ')7)

13. 1.5 Circle Criterion 577

13 .1.6 Lyap unovs Second Method 579
11 Sample Rale Selection 449 13.1 No nllnear Co nt rol Structures. Design j82
11. 1 The Sampling Theore ms Limit " 5(1 \ 3.2.1 Large Signal Linearizat ion: I nve~e I'o n!:nea rities 582
11.2 Time Response and Smoothness .. 51 13.2.2 Time-Optimal Servomecha nis ms 599
11.3 Erro rs Due to Random Plant Disturbances 13.2.3 Ex\ended PTOS fo r Flexible Structures 0"
11.4 SenSiti\it)" to Parameter Variations 461 ]) .2.4 Introductio n wA daptive Cont rol 615
11.5 ~1easure ment Noise and Antia hasing Filters D.] Design with Nonlinear COS t Fum;tion s oJ5
11.6 Mu lt irate Sampling -169 '" 13.3 .1 Rand o m Neighbor hood. Search 635
1l. 7 Sum mary -H-I 1304 Summa ry 6-+2
11.8 Problems -176 13.5 Problems 64}
m Contents (on tent5 xvii

14 Design of a Disk Drive Servo: A Case Study 649 (,3 Similarity Transfo rma tions 709
14,1 (h-e rdew of Disk Drin's 650 c.-I The Ca;'ley-Hamllton Theorem ill
14. 1 1 High Perfotm~nce Disk Drive SC!....o Profil e 652 Summary of Facts from the Theory of Probability
Appendix D
141.2 The Dis k-Dth-; Seryo 65-1 and Stochastic Processes 713
14 2 Co mponents and ~lcdeJs 655 D. J Rando m Ya ri ahles 713
14.2.1 Voice Co:l ).lotors 655 0 .2 Expectat ion 715
14.2.2 5homd Turn 658 D,'::' More Than One R:lndom Vanable i ll
14 .2.3 Power A m pl i11 ~r Salurauon 659 0.4 Stocha.stic Processes 7 19
14 ,2,-\ AClUatorand HD.I. Dynamics
].+ .2 .5 Posiao ll :'leaSl. remem Sensor Appendix E MATL.I,.S Funct ions 725
663
14.2.6 Runout 66-+ 727
Appcndb.: F DilTe rences Between MATl AB \'5 and \'4
14.3 Design Specifica tions 665
f. 1 System Specificauon 727
14.3. 1 Plant Parameters fo r Case Study Design 667 F.2 Cominuous to Discrete Con\"ersion 729
14 ).2 Goals and Objectil'cs 669 F_3 Op t irn~l Estimat10ll 730
14. 4 Disk Ser,'O Design 670
H. 4 . l DeSlgn of the Li near Response 671
14,-f ,2 Design br Random Numerical Search 674 References 731
14, 4.3 Ti me-Do main Respol15c of XPTOS Structure 676
144,4 lrn plemem auo n Considerat ions 683 Index 737
14.5 Summary 586
14.6 Problems 687

Appendix A Examples 689

A 1 Single-Axis Satellite Atwude Comrol 6S9
A,2 A Servomechan ism for Anten na Az imuth Control 691
:\,) Tempe rat u re Co nt rol of Fluid in a Ta nk 694
..\.4 Co ntrol Thro ugh a Flexible StPJcture 69i"
A5 Control of a Pressuriud Flow Box 699

ApPII.'"lldix B Tables 70 1
Bl P rop enie50fz-Tra ns~onns 7(11
B_2 Ta ble of z -Transfonns 7(12

Appendix C A Few Results from Matrix Analysis 705

C. l Dete rmina nts anri the i>latrix Inverse 705
C.2 Eigenvalues and EigemeclOrs 707
 Preface

This book is about the U!rC of digital com puters in Ihc real-time control of dynamic
systems such as servomechanisms. chemical processes, and vehicles that move
over water. land, air. or space. The material requires some understanding of
the Laplace transform and assumes that Ihc reader has studied linear feedback
controls. The special topics of discrete and sam pled-data system analys is are
introduced. and considerable emphasis is given to the .:-transform and th e dor.c
c<lI1I1cciions betw~en the ::-lransfoITn and the Laplace transfoml.
The book' s empha;;.is is on designing digital controls to achieve good dy-
namic response and small errors while using signals thai arc sam pled in time
and quantized in amplitUde. Both transform (classical con trol) and state-space
(modem control) methods are described and applied to illustnl1i~'e examples. l1H':
transfonn methods emphasized are the root -locus method of Evans and frequency
response. The root locus method can be used virtually unchanged for the discrete
case; howel't':r. Bode's frequency responsc melhods require modification for use
with discrete systems. The state-space methods developed are the tec hnique of
pole as~ignment augmented by an estimator \obsel"'er) and optimal quadratic-
loss controL The optimal control problems use the steady-state constant-gain
solution: the results of the separation theorem in the presence of noise are stated
but not pfOl'ed,
Each ofthe>e: design methods--<:Iassical and modem alike-has advantages
and disaduntages. strengths and limitations. It is our philosophy that a designer
must understand all of them to develo p a satisfactory design with the least elTon.
Closely relaTed to the mainstream of ideas for designing linear systems that
result in satisfactory dynamic response arc the iss ues of !>.1.mplerate selection.
model identification. and consideration of nonlinear phenomena. Sample-rate
selection is discussed in the context of evaluating th e incTl"!i.Se in a least-squares
periormanct measure as the sample rate is reduced. The topic of model making is
treated as measurement of frequency response. as well as least-squares parameter
estimation. Finally. every designer should be aware thaI all models are nonlinear
xix
,
:0: Prd.u
-
and be ram i l iar wi~ the CO~~cplsof thedescrib i ng funcTions of non.incar ~y5tems.
method s of studYing stablh ty of nonlinear systems, a nd thc basic concepts of
non linear design.
. MaT~ria.J thaT may be new to the student is the treatmem of signals which are
di screte In (!Ole and ampli:u dc aoo ""hieh must coexist wilh those th at are con.
tinuous in both dimo;nsions. 111e philosophy of presentation is Iha! new material
sh~\lld ~c closely re l ~t ed 10 material aJn:o:ad)' fam iliar. and ~I . by the end. indicate
a directIOn IOwruU wIder horiulns. This apprO<l(h leads us. for cllample. to relate
the :.trans~orm to the Laplace ltansfonn and to describe the implicltions of poles
and zeros In the .:plane to the kn(W,'H meanings atlached to poles and zeros in
the !-plane. Also. in dc,-clopi n! the design methods, we relate lhe digi tall;onlrol
de.~ lgn methods 10 those of cominuous systems. For more sophisticated methods.
we present .the eleme~ tary pans of quadratic-loss Gaussian desig n with minimal
proofs to gIve some Ide3 cr hO\\" thi s po ..... crful method is used nnd to motivate
fu rther swdy of its theory.
. "!"he use ofc~mputer.a ideddesig n (CAD) is univen;al for practicing e ng in eers
In thI S fi eld. as 111 most other fi elds. We have recognized this fact an d provided
~ulclance to .the read.e r so that learning the contro ls analysis materia l can be
In~egrated wnh leanllng how to compute the answers with M,\TU, O. the most
WIde ly ~sed CAD software package in uni versities. In many cases. especially in
the earher chaplcrs. a~tua l M"TU.B sCript S 3te inc luded in the text tae.'(p la in hO\l'
to carJ)' out a calcu lation. Ir. other cues. the M A~ rou tine is simply named for
refererM;e. A!I the routines ! ;"'e n are tabu lated in Appe nd ix E for euy reference:
~refore. tht s boo.k ean be used 8S 3 reference for Ir aming hO\\" te usc MAl1.AS
m. oontrol calculations as well as for control systems analysis. In short ......e have
tne~ !O de scri be the entire process. from leaming the conce pts to computing the
de~l.re11 resu lts. But we hasten to add that it is mandatory thaI the student retain the
ablllt ) t.o com pute sim ple ans wers by hand so that Ihe comp uters reasonable ness
ca n be Judged. The First Law of Computers for enginecls remai ns "Ga rbage In
Garbage Out." ' digital ~rvo fo r a disk drive head. Table P.I shows the differences betwct;n the
MoS! of the gra ph ical figures in thi s third edition were generaled U5i ng
M....l1.A8 su pplied by The .\ialhl'o'orks. Inc. The files thaI crealed the fi gures are
3\"3ilable from Addison We sl ey Longman a t ftp.a"~com Of from Tht Math....'Ori.:s.
Inc. at /tp.mafh ....,or!.:s.colt/lpublborJb/froIlHill. The reader is enoountged 10 use
these MATlAR fi gure fi les a; an 3ddilional guide in leaming hl)\\' 10 perform the
\'arious calcul3tio ns.
To re\'iew the cha pters brieHy: C hapler I cont3ins int:rod uc tOty commen ts.
Cha~ers 2 a~d 3 are new to the third edition. Chapter 2 is a re"iew of the pre-
teqUl sJle con~ lnuous control: C hapter 3 introd uces the key effects of sampling in
Ofder to el.uc tdate many of the topics that foUow. Methods of linear analys is are
~resented m Cha~ters 4 .through 6. Chapter 4 presents Ih e ! transfonn . Chapter 5
mtroduces comb med dIscrete and contin uous syste ms. the samplin g theorem.
Qnd the phenomenon of aliasing. Chapler 6 shows methods by " 'h jch 10 gen-
~ rate discrete equations that will a pproxima te conti nuous dynamic s. The bas ic
de termin is tic design methods are pre~en ted in Cllapters 7 and S- the root l ocu~
and frequenl;}' response methods in Chapter 7 ami po le pl ~ce ment a~d ~st imat~rs
in Chapte r 8. The stat e-space maleri al assumes no prevlOus acqua Inta nce WIth
the phase plane o r State space, and the nece s~ analysis i ~ cleveloped f~om the
ground up. Some familiarity wi th ~im u lta neo[l ~ linear equ.atlons and ~atn~ nota-
tion is u~ed. and a few unus ual or mo~ ad\'a nc~cl lolJlcs such. il~ c tgen\"ll.lucs.
eigen\ec tor,;. and the Cayley.Ham ilton theorem are presented 10 Appendtx C.
Olaptcr 9 im.roduces optimal quadratic loss control: First the control by s tate
feedback is presented and Ihe n the estimatio n of the state in the prese nce of
syStem and measurement noise is de.e]oped. based on a recu r,;il"e leasl squ3res
estim ation deriva tion.
In Chapler 10 the nonlioear phenomenon of amplitude quan t i~31ion and
its effects OIl system error 3nd s)'stem d)'namic response are studIed. ~hap
ter II prese nts methods of analysis and design gu ide l~m~s for the .selecliOO of
the sa mpling period in a dig ital control ~ystt;m. It utJhzes the de stgn methods
d iSC'usse cl in Chapters 7. 8. and 9. in examples illuslrJting the em:cts of sample
rate. Cha pter 12 introdu ces both nonp.1ramctric and parametric i{\c.nti/kalio n.
No np3f.lmetric method s are based on spc.'Ctral estimation. ~ar.lmet ~c methods
are introduced by Slart ing with deterministic least squares. lIIt~uclll.g ~ndom
errors. a nd w mpietini! the solution "" itll an al~ri th m for max Imum likelihood.
Sub-space methods are also introduced for estimating the State m3triccs dif"t('tly.
Non li near control is the subject of Chapte r 13. includ ing e;>;am ple~ of pla nt non-
li nearilies and methods for the analy sis and desig n of contro llers for nonlilM:ar
model s. Sirnulatioo. ~t abi l ity analy sis. and performance e nhance ment by non
linear controllers and by ada pth'c designs are also included in Chapte r 13. The
c hapter end, with a nonlinear design optimi zation a1te~ati \"e t.o lhe techn iques
presented in Chapter 9. The fin al c hapter. 14. is a detaIled de SIgn example of a
second and th ird edition~ of the book.
For pu rpose:s of organizi ng a course. Fig. P.I sho~'s the de~n~e llce of
material in each r;h apter on previou s c h3pt ers. By fol1ow1IIg the solid lI~es .. the
reader will ha\"e all tho.: background required 10 untJerstand the mtuenal In a
pankular chapter. e\"e n if the path omits some dtapters. Funhe~~ . sections
with a star (. ) 3te optional and m3Ybe s kipped wi th 00 loss of coounul ty. Chapters
may also be skipped. 3." sugge. ted by the dashed li nes. if the reader is w illi ~g 10
take some delai ls on faith: howe ver. the basic ideas of the later chapters WIll be
underslOod along these paths. .
The fi r~ SC\'e n chapters j ,ki ppinS or qu ickl y reviewin g Cha pter 2) COn SI1IUh.'"
a comfortabl e onequart er co urse Ihat would follow a course in continuous li llear
control usi~g a t e ~t such as Frankli n. PO\\"ell. and Emami.Naeini r 1994). For a
o ne-semester course. lhe first eight c haptc rs represent a comfortable load. The
 JOdi P!'I'face Prefac( xxiii

Table P: 1 Comparison of IheTJlb le ofCOI'1tents

this thi rd edition i ~ that the optimal control material no longer depends on the
:Ird Edition lndEditiofl \cast-square$ de\'elopmenl in the system identification chapter. thus allowing for
Chapter Chapter more ilex.ibility in the sequence of teaching.
Number Number It has been found at Stanford thaI it is very 'J ;eful to su pplemen t the lectures
Im roduct;on with laboratory work to enhance learning. A I'Cry satisfactory complement of
R~iew of Continuous Control ,, laboratory equipment is a digita l computer havm g an ND and a D/A conver1er,
tntroductory Digitil Control l an analog co mputer (or equivalent) with tcn operational amplifiers. a digital
Discrete Anal)'\is and the z.Tr~n$form ,
Sampled Data Sl"t"ml storage scope. and a CAD package capable of performing the basic computations
,,
l and plouing graphs. A description of the laboratory equipment and ex.periments
Di..::r"t" <,!uivatems
Design Using Tr~nsform Me thods ,, at Stanford is described in Franklin and Powcll. Con lrot Syslem Maga:ille (1989).
De<ign Uling St;II,,Sp.o(e Method, ,, There ate many impor1ant topicS in control that we have not been able 10
Multivariable and Optimal Control 9 include in this book. There is. for cx.ample. no discussion of mu analys is or
9
Quantization Effects ,
Sample-Rate Selection design . linear matri~ inequalities. or convex. optimiza tion. [t is our expectation.
S)"te m tdentific.ltion
"" howe~er. that careful study of this book will provide the student engineer with a
Non li nea r Co ntrot
", sound basis for design of sam pled-data controls and a foundation for the study
A~pti(ation of Digiti l Contro l of thc!rC and many othi."r ad\'~nced topics in this most ex.ei tin g field.
As doa11 authors oftcchnical works. we wish to acknow ledge the vast array of
""" "" contribut ors on whose work ou r own presentatiOn is based. The list of references
fi9u~ P: l gives some indication of thosc to whom we are in debt. On 11 more personal level.
we wish to express our appreciation to Profs. S. Boyd. A . Bryson. R. Cannon.
S. Ci tron. J, HolI., and S. Roc k for their valua'Jle suggestions for the book and
especially to our long-time !':olleaguc, Prof. Dan DeBra. for hi s careful readin g
and many spiri ted suggestions. We also wish toexp!'l'ss our appreciation formany
valuable suggestions to the curre nt and fonn er students of E201 and E2M. for
whom this book was wrillen.
In add it ion. we want to thank the followi ng people for their he lpful reviews
of the man uscri pt: Fred Bui[ey. University of Minnesota: lohn Fleming. Texas
l\&M Uni\'Crsity : 1.B . Pearson. Rice University: William Perkins. Uni"ersity
of Illinois: J a m~ s Carroll. Clarkson University: Walter Higgins. Jr.. Arizona
State Un iversity: Stanley Johnson. Lehigh Uni';ersi ty: lltomas Kurfcss. Georgia
institute of Technology: Stephen Phillips. Clse Western Reserw University:
Chris Rah n. Ckmson Unil'ersi\y: T. Sri nivasan. Wilkes Unh'crsity: Ha[ Tharp.
}---r----r--------., Unh'ersity of Arizona: Russell Trahan. Jr.. University of New Orleans: and Gar}'
, Young. Oklah oma State University.
r-r-------1-r------l,------- : Wl' also wish 10 exp ress our apprecia tion to Laura Cheu. Emilie Ballcr. and
all the 5tafT at Addison-We,ley for their quality production of the book.

Sra ,rjord. California G. F. F

" " ~ 1.D .P
M .L.W.
content ofasecond course has ' b'[" "-- . . .
Chaplers 8 nd 9 . h Cha many POSSI 1ll1es. VIr<:" posSibility ii to combine
. a . wit ptcr IO,II.or [2. As can Ix'-seen from th e fi
;:'Yc::nsaJ~x.~st for incl~din8 the material in the last five chapters. For /f~~~
. Ourtcen c ~plers ca n be covered. One of the changes made in
 Introduction
-- _ ._ -- -- - - -- - -- - - -- -

A Perspective on Digital Control

The control of physical systems with a di gital computer or microcontrOller is
becoming more and more commol.l. Examples of electromechankal servome\:h-
anisms e)list in ain:rnfl. automobiles. mass-transit \"chicles. oil refineries. and
paper-making machines. Furthermore. many new digital control applicatiOns are
being stimubted by micropnx:cssor tec hnology including con trol of various as-
peds of automobiles and household appliances. Among the advantages of digital
3pproa<.:h~~ f()TconU'()l are the increased flexibility afthe control programs and the
decision-mak.ing or logic capability of digi tal systems. which can be combined
\"lith th e dynamic control function to meet oth~r system requirements. In addition.
one hardware design can be used with many dJferent software variations on a
broad ran ge of products, thus simplifying and reducing the design time.

Chapter Overview
In Section 1.1. you will learn about what a digital control system is, what the
typical stroClurt is, and what the basic elements are. The key issues are discussed
and an oven'ie w of whert those issues are di scussed in the book is gi,-en. Section
\.2 discussc, the design approaches used for digital control systems and provides
an o\-crview of where the different design approache s appear in the book. Com-
puter Aided Control System Design {CACSD) issues and how the book.'s autho~
have chosen to handle those issues are di scussed in Section 1.3.

1.1 Problem Defin ition

The digital controls studied in this book. are for closed-loop (feedback) systcms
in which the dynamic response of the process being controlled is a major con-
~ideration in the design. A typical structure of the elementary type of system
1

s

I ChaPlef I Introd uC!lcn I I Problem Defininon 3

Ihat will occupy most of ou r anen tion is sketched sc hematica lly in Fig. 1. 1. This
figure will he lp 10 define OUf basic notatio n and to introduce sevcral features that
di stinguish digi lal COI1t"oIs from those im plemented with an310g de\ices. The
process to be contfolled.(sometimes refen-ed to as the pla nt l r.tay be any of the
ph ySical processes mentioned above whose satisfaclory re sponse require s <:ontrol
a~tion.
By satisfaaory response' W(" mean llut the pianl ou tput, )"1/) . is to be forced
~o follow or (rack the rtfen:nce input. r(O. despite the presclll."'t of disturbance
Inputs to the plant [w(1l in Fig. 1. 11 and despite errors in the sc nsor [v(l) in
Fig. 1.1 ). It is al$O esstntial that the tracking succeed even if the dynamics of
the plant should change somew hat during the operatio n. The process of holding
)"(t) close 10 r ( I), including the ~ase- where r _ O. is referre:l to gcnerall y as
Ihe process of rtgulalh-.n. A s)"Stcm thai has good regulalion in the: presence of
dislurbance signals is Slid 10 ha'e good dis turbance reject kin. A syStem lhat
has good reg ulat ion in the face of changes in the plant parameters is $aid to ha\'e
low sensiti vity to thest parameters. A sys tem that has both ~ood disturoance
rejection and low sensitivity we ca ll robu st.
Figure t.'
Block diag .}J"'! 01 a casic
digit.}1 control s~Iem
r(tn 0+-
, PIA
Notalioft:
,. .dCRlloo o. COftII\1.i!ld .. puiS
~ - """ trot o. K1ull'" lfIp<lt..".,1
- """Irollod o. output oipol
- Ins!nana.. o. HnSOl output, wwJ!y"" """rull.im~lioa 10 "~Ie
of y. (f", ..y . ariable, Sly', the DOt.ltion' ill ROW.............Jy Welt
flUm .... tlIIicI to ntUIl all euimlle o f , .)
I _ , - ; - ..d.ca""der""
~ ,. , -y -1)'RmI emu
I .. ,. diJlutbInR inPUllO lhe plUI
~ - di$t..ro:anoe o. noise in the JttIJC.
AID - ltta!OJto-diaitoi con.ener
0 1A - diajla>-I .......1o& co,...,n e'
The means by which roOu SI Jegulalion is 10 be accompiisht.'<I is through (he
conlrol inpn s to the pla nt IU {I) in Fig. 1.1 ). II was d iscovered long ago l Ihat
a sc heme (If feedback wherein the planl ompul is measured (or sensed) and
compared directly with the refereoce input has many advantages in the elTon to
design robl.l.st controls o\'er systems Ihal do not use such feedback. Mu ch of our
elTon in later pans or th is book will be dc\'oted 10 illustrating Ihis di scovery and
demonSlI1lling how 10 exploillhe advantages of feedback. H(l\o\C'oer. the problem
of con lfol as discussed thus far is in no way restricled 10 digital conuol. For llul
we must consider the unique feature s of Fig. 1.1 introduced by thc use of a di gital
device to gencnlte [he control action.
We consider first th e action of the analogto-<iigilal ( AID) convener o n a
signal. This deYice acts on a physical variable. most com monl)' an elcctrical
voltage. and convens it into a stream of nu mbers. In Fig. 1.1. the NO convener
aclS on (he se nsor outpul and suppl ies numbeno to the digital COmp"l1cr. It is
commoo for the sensor OUlpUI. )'. 10 be sampled and to have the error fonned in
thc co mputer. Wc need to know [he: times at wltich these numbeno arrive if we are
to analyre the dynamics of th is s)'stem.
in this book we will make the assumption Ihat all the numbers arrive with [he
same hed period T. called the: sampk period. In praclice. digital cOiltrol sys
terns someti mes ha\e varying samplc periods and/or different periods in dilTe rent
feedback ~nhs. Usual ly lhere is a clock 315 pat! of lhe computer logic which sop-
plies a pulse or interrupt e"cry T seconds. and the AID convener St'nds a number
to the computer each time the interrupt nrrive~. An al[cmathc implemcntation is
simpl)' to access the AID upon completion of each c)'cle of th c code execution.
".) a scheme oftcn refcrred to as rrH running. A further altemathe is to use some
o ther device 10 delennine a sample. such as an c ncoder on an engine c rankshaft
thai supplies a pulse 10 trigger a compulcr cyclc. This scheme is refcned 10 as
en ntbased sampling. In [he first case the: l:un ple period is precisely fixed: in
thc second case the sa mple period is esse nliall)' fixed by the length of the code,
providing no logic branches are present tha t could vary thc amount of code ex-
ec uted; in the third case. the sample period ,"aries with the e ng ine speed. Thus
in Fig. 1. 1 we ident ify lhe sequence of numbers into the compUlc r as e(kT J. Wc
eondude from the periodic sampling action of the AID convener that somc of
the sig nals in the digital control systcm. like r(A: n. are variablc only at discrete
time s. Wc ca ll these Yariables discrete signals 10 dis tinguish them from variables
like wand y, which change con tinuou sly in ume. A system hllyin g both discretc
and contin uous signals is called a sampled.data system.
in addi tion 10 gene rating a discrele sign al. however. the AiD converter also
quantiution provides I qURntiud signal. By thi s we ~n thai the OUtput of the AID
cOilvener must be ~toJed in digital logic corr posed of a fi nite number of digi ls.
Most commonly, of COUfsc. the logic is based on binary digits (i.c .. bilS) composed
I Seetspc<ial lylll< booItbyllode(I<J.IS).

.. Chapte r I Introduction
r oro's and I"s. but the esse ntial feature is (hal the rcp ~senlati oo h;r; a ti ni te number
of d ig its. A commo n situa tio n is Ih:l1 the conH:rsion o f \' to \' is done so that i'
can be thought o f as a number with a fixed nUlllber of pi ace ~' of acc uracy. If ",:e
plollhe. \al.ues of y versuS the resu lting \'alues of.r we can obtain a plOllike that
shown L? ~lg . 1.2. ,We would say that.\' has been truncal ~"{! \0 o ne decima l place.
~ Ihat Y IS q ila/III:M wih a q of 0.1. s ince .j. c hanges on ly in /hcd quanta of.
In th iS case. 0.1 un its. (We will use q for quantum si ~ . in IlcncraU Notr thlll
~uami7.ation is a nonlinear func tion. A sis nal thai is boI h di sc re te and quanli lcd
lS, c~ lIed. a d lglra l signa l. Not su rprising ly. digital rompulers in _his book process
dig ita l Signa ls.
In a rea l se nse the problems o f analysis and des ign o f diX'I(I/ ('Qlllmis are
conce.me~ wi~ taking account of the effects of the sa mpling period T and the
quan uzahon .~lzc q . If both T and q are extreme ly s ll"lal l (sall~ ling frequency
30 or mon,: IInt ~S the sys:e m ban.dwidth with a 16 -bit word s iZe), dig ital sign als
are neady COIlh nuOUS. alld contmuous melhod~ of analysi s and des ig n ca n be
used. The n.:s uhing dc ~ign could then be co nw rted to the d ig ital format for
Implemcntati? rt in a COmputer b.y us i ~g the s impl e method s de scri bed irt Chapler 3
emuiltion ?r lhe emu lall on method dc scnbed In Ch:lpter' . We will be interested in thi s tex t
m ga ining an unders ta nding of the effects o f a!l .~ ample rate s. fas t l!nd slow. and the
effect ~ of qu~ nti7.at io n for large and small word sizes. Many systems are Origina)) ),
~OnCel \~ wllh fast sam~e roues. and the compUitt is specified J.nd frozen earl y
m the deSign cycle: ~'C\e r. as the designs evol\e. more demands are placed on
the system . and the only ....ay 10 accommodate the inc n:ased computer load is to
slo\\. down the sample l'3.e. Furthermore. for cost-sens itive dig ia l syste ms. the
best design is t ~e one ~' i th the lowest cost computer tMt will do the fC"(juired job.
That Ir~nsla tes mtl) helnf the computer with the slowe~t speed and the small est
;rd siz e. W~ will, however. Ireat the prob lems o f vary ing T and q separately.
,",:e firsl con~lder. q to bo.: zero and study disc rete and sampled -lima (com bined
dlscft'"te and eOlllmu ous) sys tem s that are linear. In Chapler 10 ...e will :malyze
Figure 1.2
Pkll 01 outp.!t vers~
;
0.'
inPVI ch'lrilCl etlsti'".s 01
the AID COIWMel 0.'
OJ
0.'
0.'
, more than one continuous s igna l can resl,I lt in ell:actly the same n mple values. If
IZ O\,(I'''i~' of Dfslg,n A pp~h 5
in more detail the SOUKe and the effeclS of quanti~at ion. and ..... e Will discuss in
Chaplers 7 and 11 spec ific effects of sample-rate selecl ion.
Our approach to the design of d ig ital controls is to assume a backg rou nd
in continu ou5 system s and to relate the tom parable di gital problem 10 its con-
tinuou s co unterpart. We will develop the esSCntial results. from the beg inn in g,
in the domain o f discrete s)~te ms, oot we ..... ill call upon previous experience
in con t i nuou~ sySiem analysis and in design to gi" e al!emati\'e vie wpoi ntS and
deeper understanding of the results. In order \0 make meaningful these refe re tK'es
10 a bac kgroond in continuous-s),stem de sign. ""e will review Ihe concepts a nd
define ou r n(JIatioo in Chapter 2.
1.2 Overview or Design Approach
An overvie'" of the path we plllll to take loward the design of digita l controls
will be u!i.Cfu l before we begin Ihe specific details. As mentioned above. we
place sys terr.s of inten:st in three catq;o ri e~ according to the nature of the Signal s
pre1.C"nl. Th ese are discrete sys tem s. sampled -data s)stems. and di gital systems.
In disc ~te systems all signal;; vaty at discrete times on l),. We ..... iII analyze
these in Chapter 4 and develop the :-transform of d iscrete signal s and "pu lsc-
transfer f unctions fO li~ar constant d iscrete syste ms. We also deve lop discrete
transfer funC1io ns of continuous system s that arc sampl ed. systems that are called
samplcd-dacl systems. We d evelop the equations and gin: examples using both
transform n:ethods and state-space d escriptions. Hav ing the discrete transfer
functions . ... e consider the issue of the dynamir response o f di scre te systems.
A sampl ed-data syStem has bot h disc rete and continuous signals. and often
it is imponant 10 bo! able to compute the co ntinuous time re sportse. For exam ple.
with a slow !.3mpling rate. there can be significamn pple between sample instants.
Such sitU:l1ions 3re studied in Chapler 5 . Here .... e are concerned Wilh the que stio n
o f data extrapolation to convert discre te signals as they might emerge from a
digital computer into the cOrttinoou s s ignals ne~ssary for pro\'iding the input 10
one o f the plant s described above. This aclion t>'pically occurs in conj un clion
with the OIA conversion. In addit ion to dltu extrapolation. we cons ider the
analysis o f sampled signals (rom the \;ewpoim of co rttinoous ana lysis. For this
purpose "'"t! introduce impulse modu latio n as J. model o r sampling. and we use
Fourier analysis 10 gi ve a clear picture for the ambiguity that can arise bet",,'C"Cn
cont in uous and d isc rete signals. also known as a liasing. The plai n (act is th at
a sinusoidal signal. .\", . at frequency II has the same samp les as a si nusoid)'l of a
dijJeN!f11 freque ncy i" .", is said to be art a li as of Y1. A corollary of aliasing is the
sampli ng tbem1' m. which specifies th e conditions necessary if thi s am bigu ity is
to be removed and o nly one cOl11inuous sign al allowed to correspond 10 a gi\'en
set of !>amples.

6 Chaple r I lnlToduCllOn
As a special case of discrete systems and as the basis fo r the emu lati on
~ sign method. we consider d iscrete equi,'alems to continuou! systems. which
dig ital filters IS ~ne aspect of the field of digital fillers. Digital fillers are discreTe syste ms
d~STgned to process di screte s ignals in suc h a fa~hion that the digital de\'ice (a
digI tal computer, fOf ex~mple ) can be used to replace a continuous filler. Our
treatment in Cha pter 6 " ill concentrme on the use of discrete filtering techniques
to find di screte equivale!V.S of contin uous-co ntrol compensa tor Innsfer functi ons.
Aga in. bot~ transform meThods and statespace methods are developed to help
understaTTdl~g and computation of particular cases of intere st.
Once we have de\"el~d the tools of analys is for discrete and sampled
modern control s~sl ems we can begin the desi gn o f feedback controls. Here we dh'ide our tec h-
mques into two categori es: trallliform l and slate_space J methods. In Chapte r 7
we study the tTanSfOml methods o f the root locus and the frequency res]Xlnse
as they can be us~d t? design digital control systems. The use of state-space
tec hmqu es fo r desTgn IS mtroduced m Chapter 8. For purposes of understanding
the design method, we re.ly ma in ly on pole placement. a schem~ for forc ing the
c losed-loop poles to be In de Sirable locali ons , We discuss the selecti on o f the
desired ]Xlle location s and point out the advantages of using the optimal control
methods covered in Chapter 9. Chapte r 8 indudes control desigr, using feedback
of all the "state variable.!" as well as methods for estimatin g the Slate variables
that ~o.not ha\'e sensors directly on them. In Chapte r 9 the Topic of optimal co n-
trol IS Introd uced, with emphasis on the steadystate so lution for linear constant
discrete s~ste n:s with q~adrati c loss functio ns. lbe resul ts are a valuab le part
of the deSigner s repcl10lre and are the only techni qu es presen t!d here sui table
for handli ng m~1t i\'ariab1e designs. A srudy of quantization effects in Chapter 10
mtroducc s the Idea of random signals in order to describe a method for treating
the "average" effects of thi s importan t non lin eari ty.
The last four chapt ers cover mo re advanced topics that are e!sential for most
~ompl ete desig ns. The first of these topics is sample rate selection, contained
HI Chap ter I I. In our e3rJi er analysis we develop methods for e:um ining the
e ffects o f differe nt sample rates. but in thi s dapter we consider for the first time
the questi on o f sample fiue as a design parame te r. In Chapter 12, we introduce
identifkation system identification. Here the maner o f mode l maldng is ell tended to the use
of ell~riment~l ~ata to '{erify and correct a theoretical model or 10 supply a
dynamIC de scnptlOn based only on input--output data. Only the mo st elementary
of the concepts tn thi s enormous field c an be covered, of course. We present the
mcthod o f least squares and some of the concepts of m311.imum like li hood.
[n Chapte r 13. an ineoduction to the most important iss ues and tec hniques
for the analysis and design of nonlinear sam plcd-data systems is g iven. The
2 Nlm<d booca . .. IN)" . ", the LipI."" or Foo " e, Iran,form lO,epre~"' .}"em .
3 The "at< ,....,. is "" "'.n.>oo of IN 'P""" of dio.pl"".rnent and ,.. loci.y usN in ;>hJ';'; ' . />.loeb <!>at
'$ coi led modf.m t'Olurollh~' " " di fftretl u;\l e<jua<ion, in .ta,e-. p'''' form.
n:presemation In Olapte, 4 and u.. it <"e""iv.ly aft ....... aro.J_
,. e\Jl"Ciai ly In Chopten 8 Md 9.
Sl-
1.4 Suggestions for FU::lne. Reading 7
analysis methods treated are the describing functio n. equ ivalent linearization. and
Lyapunov's s..."'rond method of stability analysis, Desig n tec hniques dt! scribed are
the use of in\'eTSC nonlinearity. optim al co ntrol (especiall y time-optimal control),
and adapli ve 'Ontrol. Chaple r 14 includes a ca:>e study of a di ,k-drin: de,i gn. and
treatme nl of both implementation and manufacturing iss ues is disc ussed.
1.3 Computer~Aided Design
As with an)' engi!k.'('ring de sign method, des ign of control systems requires many
computations that are greatly fac ilitated by a good library of well-doc umented
computer programs. In desig ning practical di gital control systems, :md especiall y
in iteraTing through the methods many times to meet essential specifi cations, an
int eracti "e compute r-aided control system de sign (CACSD) p~ckag e with si mpl e
access to plotti ng graphks is cmcial. Man)' com mercia l con trol system CACSD
packages arc a\'ailable which sati sfy that need, M A11.AB ~ and Matri:\, being
M ...ruo. s twO very popul ar ones. Mu ch of the di sc us si on in the book as sumes that a de-
signer has acce ~s to one o f the CACSD products. Specific MATU8 routines that
can be used for performi ng calculatio ns are indicated throughout the text and
in some cas.es the full ,\oiA11.,\8 command sequen ce is shown. All the grap hi -
cal fig ures were de ve loped usi ng MATU B and the file s that created them are
contained in the Digital Control Tool box which is availab le on th e Web at no
Diq ital Control Toolbox charge. Files based on MATLAB ,-4 wi th Control System Toolbox \ '3, as well
as files based on MATLAB \"5 with COlitrol Syste m Toolbox \'4 are a"ailable at
Itpmathworks.(omlpublboo'( s/fran klin /d igi tal. These fig ure file s should Ix:
he lpful in un ders tand ing the specifics on how to do a calculatio n a nd are an
important augme ntati on to the book's examples. Th e MATLAB stateme nts in the
tellt are valid for MATLA B \'5 a nd the Co ntrol System Toolbox \'4. For those with
olMr versions of MA11.AB. Appendill F describes the adj ustment s that ne~d to be
made.
CACSD SUpp OI1 for a designer is univ ersa l: however. it is esse nti al that the
de signer is abl e to work OUI \'el)' si mple problems by hand in order to have some
idea about the reason ableness of the computer's answe rs. Ha\ing th e koowledge
of doin g the cakular io ns by hand is al so crit ica l for identifying trends that g ui de
th e designe r: the computer ca~ ide ntify probltms but the dc ~i gner must make
intellige nt choices in guidin g the refinemen t of '. he compu ter des ign.
104 Suggestions for Further Reading
Several historie s of feedb.ack control are readi ly avai lable, inc ludi ng a Sciemijic
American Book (1 955). and the study o f Mayr (1970). A good di sc ussion of
w. intro<\uce <h i'
the hi storical developments of contro l i~ g i"en by Dorf (J 980) and by Fortmann
and Hitl (1977). and many other referen~es arc cited by these authors for the

8 Chapter I inl rod!J.Clion l ,(\ Problems 9

interc,tcd reader. One ur,he earlieS I published sludic~ of cont rol systems operat-
ing on discrete time data (sampled-dala systems in our tcrm i noJo~y) is given by
Hurewicz in Chapter 5 o: the book by James. Nichols. and Phillips ( 1947).
The ideas of traclting and robuslncSSembody many elements oh he objectives
of control system de sign. The COncept of tracking contains the requirements of
systcm stability, good Iransient response , and good sleady-state accuracy. all
concepts fundam ental 10 every control systcm. Robustne ss is a property essential
to good perfonnance in practical de signs !}e(;aur.c real parameters are subject to
change arK! because e"tcmaL unwanted signals invade c"ery system. Discussion
of perfonnance specifications of con trol systcms is given in mOS t books on
introduc tory control, inckJding Franklin, Powell. and Emami -Naeini ( 1994). We
will study these matters in later chapters with panicular reference to digital
control design.
To obtain a tinn understanding of dynami cs. we sugges t a compn:hensi" e
te"l by Cannon (1967 J. It is conce rned I>."ilh writinglh e equalions of mOlion of
physical syStems in a form suitable for co ntrol studies.
1.5 Summary
In a digital contro l sy:;tcm. the analog electronics used for compensation in a
continuous system is repI3ccd \Iim a digita l compute r or microcOlllroller. an
analog-lo-digital (ND) converter, and a digital- In-a nalog (DlA) convener.
Design of a digital control system can be accomplished by transfonning a
continuous desi.g n. called emulation. or designing the digital system directly.
Either method can be carned ou t using trall sfonn or stale-space system
des cription .
The dl;"sign of a digital control sySte m includes delennining ,he effeci of the
sample nile and selecting a rate that is sufficiently fasll0 meet all specifica.
tions.
Most designs loday ao"e carried out using compu!er-ba~d methods: however
the designer needs to know the hand-based methods in order to intelligently
guide the computer design as well as to ha\'e a sani ty chee k on its results.
(al Wh~ i~ the >ampling rate. ;n ...con,1;. of tht r.m 8~ sign al pkll,. d on the radar
screen"
(bj Wh !tl is the sampling rate. in ~co nds. of the comrollds ; nwu<:tiQ/\ l~
(e) Idenlif>' the following .ignah as cQ/\linoou<. discrete. Of digital:
i. Ill< .i.emfl's r311ge from the airpoo-1.
ii. the range data as plotted on rh e radar ",,,,.n.
ii i. ,he controlle, s iOS1<\,.;1;005 to the pilot.
;". rile pilot 'l ~etiO/l~ on the aircraft control ;urfaces.
(d ) Is this a cominuou >. sampled-data. or digilal ,ontrol system "
(t) SI>o .. that it is ]X)S,iblo fOf Ih. pilot of flight lOS I to II)" a t igzagcourse w' hich
w'ould show up as a Sl.aighllin~ on lhe (ommlter 's sc~en 'What IS th e (lowe'll.
f 'l~ocy of a sinusoidal zigzag course which w,l1 he hIdden from the co ntroller 5
rad<r~
1.2 If a . igoal varies betwe("n 0 and 10 .-ell' (called ltle dy namic range) and it is :e'!uired
Ihat the lignal must he ",presented in the digital computer 10 the ne.,..,,1 5 m'lh~"O,hs.
that i. if ttlc rtloiwion mu!>! be 5 my. dctermit>e how man)" bit~ th e ana!og-1O-dlg1t~1
con,'enol mu~t ha,-c.
1..3 Oc;cri be fin digital rontrol .yst~mllhat yOlO are famili ar with. State w'h~1 )"ou think the
ad"ant_g<i of the di gital implernentatKm are o,'( r ao analog lmp[.,memat,on.
1.4 Hi!;\orkally. hou5e nearing system thel1l"lO>tat < w,,~ a himetalhc ,trip that woold .m.ake
Of break rhe contact depending on te mperature . Today. most thcm10Stats are dIgItal.
Describe he,,' VQu think the)' " 'ark aIld li st some of,Ile;! be""fits.
1.5 Use ~!.\TLA B j-oblain a copy of ,he: Student Edilion or use what',; " 'ailable to yOU ) and
plol J n_( for ~ = I to I() where .I" '" _t'. Label each axi~ and put a title on il.
1.6 U..e M ATLAII (obtain a copy of the: Student Edition OJ u:;o< ,,-hat ' s l\'u il able to }"Ou) an<!
make 1"''0 plots \\1_<. M ATL.\~. subplOt) of J ,s x for x '" 1 to 10. Put a plot of y = .t-
on the top of rhe pa ge and y '" -Ii on the bottom

1.6 Problems
1.1 Su~ a radar search ante n... at the San Franc i""o lIi'POrt rotates 31 6ft,/min. aDd da,"
point! rorrespoJlding to '.he position of flight 1081 ar~ plolted un the (onlroller s >Cfttn
OOC(! p<" antenna fe,"Olu:io n. Flight 1081 i! tla"eliDg dire<:11}' tow;u-d In., ai'POrt at S40
rnihlr. A feedback cO Dl",1 system is el!3.bli\hed through IN: rontroller who gives co urs<'
cOJTtt1ion~ to the pilot. He wishes to do 't) eac h 9 mi of tl<l,'el of the IlilCraf! . and h i~
instructions ron~ist of (C Urr.t'" headings in inlegral degree val"" .
 $I

Review of Continuous Control

A Perspective on the Review of Continuous Control

The purpose of Ihis chapte r is to provide a read~' reference source c rlhe material
that you h~\'e alr~ady taken in a prerequisite course. The presentlli on is nOl
sufficient to Jearn the material for the first time: rathe r. it is designed to state
concisely the key relationships for your rcfcren c~ as you move to the new material
in the ('nsui ng chaplcrs. For a more in-depth treatment of any of the topics. sec
an introducto ry con\rol lc:t1 such as Feedback COlUrol (>f Drllamle Sysums. b)'
Franklin. PQ\\.'cll. and Emami-Naeini ( 1 99~)

Chapter Overview
I The chapter reviews the topics nonnall)' covered in an introductory controls
course: dynamic response. feedback properties. roolloc u ~ desi gn. frequenc ) re-
.!.ponse design. and stale-spacc de~ i!!n.

2 .1 Dynamic Res ponse

[n control system design. it is impor1ant to be able to predict how well a trial
design matches the desired pcrfonnan~e . We do th is by analyzing the cqu:nions
of the system model. The equation, can be soh-cd usin g linear url31ysis ap prox i-
matiorls or simulated via numerical methods. Linear analysis a llow~ the desig ner
10 eJl3mine quickly man}' candidate solutions in the coutre of de ~ig n iteratio ns
and is. the refore. a valuable tool. Numerical simulation allows the designer 10
check Ihe fiD al design more precisely includin g all known charactcristics and i,
discussed in Section 13.2. The discussion below focuses on linear anal ys is.
II
12 Chapter 2 Re\1CW of Continuous Co nt rol 2,1 D)llamic Response 13

2.l.l Differential Equati ons Thi, relation enables us to lind easily the transfer function. G(s), of a linear
Linear dynamic sy~tems can be de.~cribed by thei r differential equations. Many continuous system. given the differential equation of that system. So we see that
SyStems invoh'e ,oupling between one part of a system and another. Any set of EQ. (2.3) ha. the l1ansfoml
differential equations of any order ,an be transformed into a coupled sct of first- (s: + 2~w" s + w ,: )Y(s) = K. U(s).
.t~tevui~ble form order equations called the state-l'ariable form, So a general .... ay of expressing
the dynamics of a lineu system is and, thercfIXC. the tmnsfer fUnction. G(s). is
Y(J) K.
i=Fx + Gu (2,1 ) G(s)=--= ,.
U(s) r + 2{w"s +w:
y= ",, + J u. (2.2)
CACSD software typically ac,epl5 the spedfication of a s)'stem in either the
where the ,0Iu111n vedor :II: is called the state of the systenl and contains n state-variab le form or the transfer function ronn. The quamitie. ~pec i fying the
elements for an IIth-orc.er system. u is the /II x 1 input "ector:o tht> system, ). is state-variable fann (EQ5. 2. 1 and 2.2) are F. G. H. and J. Thi s is rderred to
the p x I output vector. F is an II x II system matn.\:. G is an n x III inpul matrix, as the SS' fonn in MATL"B. The transfer function is spedfied in a polynomial
H is a p x n output mnrix, and J is p x m . ' Unt il Chapter 9. all systems will (ann ( .. tf') or a factored zero-pole-gain form ("zpl("). The transfer fU nClion in
have a scalar input. u. <od a scalar output y: in this case. G is II X I. II is I X II. polynomial fonn is
and J is a scalar.
b s" + b,S~ ~1 + ... + b.. ~1
Using this ~ystcm deSCri ption. we s(:e that the sccondo()rder differential G (s) =' - (2.6)
equation a, s' + a~s" - I + ... + a._,
.}'+2';w._i'+w;.\' "" KQu. where the MATL"a quantity specifying the numerator is a I x (m + \) matrix of
(2.3)
the ,oefficie nts. for example
can be wrinen in t~ st1e-variablc fonn as
num = [b , b; " ..... ,1
(2.4) and Ihe qumtity specifying the den ominator is a 1 x (n + I) matrix. for example
den == [a, el] a"~, ] .
In MAnA!;. v5 with Control SyStem Toolbox \'4: the numerator and denominator
where the state are combined into one system specification with the statement
sys = tf(nurn.den).
,=[::]=[;] In the zcro.pole-gain fonn . the Iransfer functio n is wrillen as the ratio of two
is the vector of variable. necessary to descri be the future Ixha\'ior of the system. factored polynomials.
gh"en the initial conditions of those variables.
G(s) = K n;:.,,(s - <,J . (2.7)
n:., (5 p,)
2.1.2 Laplace Transforms and Transfer Functions and the quanti ties specifying the transfer function arc an In x I matrix of th e
The analysis of linear systems is facilitated by use ohile laplace transform. The zeros. an II x I matrix of the poles. and a scalar gain. for example
most imponant propcny of the Laplace transfonn (\I.'ith zero bitial conditions)
is the transfonn of the d~rivative of a signal.
(j(r)1 = sF(s). (2.5)

I It i,so C(l",,,,,,,, 10 u.. A . I . C . D in pi"". of .'. G, H. J a< .\t ~n..l! d(W;$ ilItw~hoo'. W. prof.r ]0
~ .. . .. G {Of C""Iin , "", pla-tt dc ..., ri pli O<l. A. R .. {or "'OO1pt"""tlOn. iIId <1> . r. fer ,,,. di",,,]. 2 ,\JI.\tMl.U ,,""omen", in tho~"' .""me ,be lISot of \I ...l t... ~ \'",..". 5 .. i,h ConI",1 S)'''m Toolbrn.
pi..,] dt>crip'ioo ,n order 10 (.linc,,~ 'he >"3rioo )''>fem .qua'ion u~ , ,-,,,,;"'n -l. 5' "l'fI<""Idi . F if )'W loa,. I"to< ,-en;"",.

1.. Chapter ~ RC\ 1 CW o f Contmuous Control 2 I ~TlamlC Response 15

and can be combi ned into a syslem deSCription by Using Laplace tmnsforms. the OUtput Y{ s ) from Eq. '2.S) j, expanded into its
sys = zpk(z,p,k). el~me nl ary
terms using partial fraction expansion. the n the lime function assocI-
ated with each term is found by lookin g it up in the table. The total time functioo.
For the eq uation s of motion o f a system with second -orde r or hig her equa. 1'( 1). is the sum of thes.e 1erIDS. In order to do the partial fraction exp~nsion.
tions. th e easiest way to fi nd the tra nsfer func tion is to use Eq. (2.5 ) and do th e it is ncce.sary 10 factor the denominator. Typicull y. only the simplest cases arc
math by han d. If the eq'Ja tio ns of motion arc in the state' \'ari abIc fonn and th e analyzed thi, way. Usually. system output time histories are solved numericall y
transfer func ti on is de~ired. the L:ip lac e tran sform of Eqs. (2. 1) and 12.2) yields using com puter based methods such a, ,,"iATlAs's step .m for a .tep input or
r(s) Isim.m for an arbitmry inpul time history. However. useful infoon;llion about
G':n = u_.ls-) = H(s l - F )- IG + 1. syste m beha"ior can be obtained by fi nd ing the individual factors without ever
so lving for the time history. a topic to be discus\ed later. The.-.e will be important
In MATLAS. given F . G, II. and 1. one ca n find the polynomia l transfe r fun ctio n be,a u ~ ~pcc ific ation , for a con trol >ystem are freq uentl y givell in lenns o f these
form by the MATUB script
time responses.
sys = tf(ss(F,G,H,J))
or the zero-pole-gain fonn by 2 _1.4 The Final Value Theorem
sys = zpk(sS{F,G,H,J)). A ke\' theo rtm involving the Lapl3ce tr.msform that is o ften u~d in control
Like wi se. o ne can find a state-space rea lizat ion of a transfer fu oction by
s)'S le~ anal)'si, is the fi n al va lu e th eorem . It states th at. if the sySte m is stable
and ha s a final. CO nStant value
sys = ss(tf(num.den)).
limx(l} = .r =limf X(s ). (2.9)
_'" " )_ 0

2_1 .3 Output Tim e Hi stories llle theorem allows us to solw for that final value without solving forthe system',
en tire response. This will be very useful when exam ining st eady- statc errors of
Ghen the transfe r fun ction and the input. 11 (1 ). I'o'ith the transfonn U( s ). the
output is the product. contro l systems.

Y(.O = G(s)U (s}. (2.8)

The transform of a tim e fun ction ('a n be fou nd by use o f a table (Sce Ap-
2.1.5 Block Diagrams
pendix B.l); how e ~'er. typic al inputs conside red in control syStem de sign are Manipulating bloc k d iagr ams is usefu l in th e , tudy of feedback con tro l system s.
steps llle most com mon and usefu l re sult is that ttle tmnsfer function of ttle feedback
systcm sho\,\ll in Fig . 2,I reduces to
R
u(t) = R)(I). U(s ) =.....t .
ramps
= , - ~C ..,-:G~('O';,'= (2. 10)
R( s) 1 + H (s) G(s )'
V
11(11 = ~,1l{t), V(s ) = -f .
= ,.
parabolas
Fig ure 2,'
A ,~
An eIfT"en\ilry IN'dback R(,< I
11(1 )= T I l l). V(s) =A
= ,;, system
and s inusoids

I/ (t) = B S; Il(wt l l (I) . V (.i) = -,-Bw-,

= .i"+W
 $
16 ChaP t~r 2 Review of Continuous Control 2. 1 Dp\amic Response 17

2.1.6 Response versus Pole Locations Figure 2.2

Firstorder system
Given the transfe r func:ion of a linear SyStem. ,:E==E
f\---'
""'''~ $..
b(s)
H (s) = -.
a(s)
the values of s such thm a(s) = 0 will be places where H(s) is infinity. and these " ~. . -~-~.
values of s are called poles of H(s) . On the othe r hand. values of s such that OA _ . """\......... I
bfs) = 0 are places where H(s) is ze ro.and the corresponding I locations are
.0.6 ~r
zera. called zeros. Since the Lap lace transform of an impul se is lflity. the impulse , , I
imp~ l !e re"Pon.! rnponse is given by the time function correS-JX.lnd ing to th e tran sfer fUnction . o.'!E~
' . I '
Each pole location in the Jplaae can be identified with a panicular type of 00 1.0 20 .0 40
response. In other words. the poles identify the classes of signals contain ed in the
Ti""'t .... '
impul se response. as may be seen by a panial fracti on expansion o f H(J). For a 1
firs t o rder pole
1
H(s)= - -.
HU By expanding the form g iven by Eq. (2. 12) and compari ng wi th the coefficient s
Table B.2. Entry 8, indicates that the impulse respo nse will be an expone ntial of the denominator of H(s) in Eq. (2.13). we fi nd the correspondence between
fun ction; that is th e parameters to be
h(t)=I'- C1 1(r).
(J'=(,w. and w. =w.JI - (. (2 .14)
.tilb<lily When (J' > O. th e p()le is located at J < 0, the expo nential decays. and the system damping ratio whc re the PlIamcte r (' is called. the damping ratio. and w. is called the un-
is said to be ~lB bJe. Likew ise, if (1 < O. the pole is to the right of the origi n. the damped natura l frequency. Th e poles of this transfer function are loca ted at
exponential grows with time an d is referred to as un stable. Figure 2.2 shows a a radius w in the J .plane and at an ang le 0 = sin- II;. as shown in Fig. 2.3.
l ime (OnSl a nl typ ical response and the time cons tant Therefore."the damping ratio re fl ectS the level of dantping as a fraction of the
1 critical damping val ue where the poles becomc re al. In rectangu lar coordinates,
r = - 12. 1 I) the po les art at s = - 0 jwJ When (" = 0 we ha\'e n() damping. B = O. and
wd ' the damped natural freqllency. equal s w.' the Ul1damped natural frequency.
as the tim e when the response is 1 times Ihe initial va lue.
Complex poks can be described in term s of their real and im aginary pans,
trad il iooally referred to as
Figure 2.3
5pl~ne plot for a pair of
s= - (J' jw.
comolex poles
This means that a pole has a negative real pan if (J' is positive . Sincc complcx po les
always comc in comple~ conj ugate pairs for real polynomials. the denominator
correspond ing to a complex pair will be

a{s) = (s +0 - jw~)(s +0 + jw. ) = (s +0/ + w;. 12 .1 2)

I
I When finding the transfer funct i()n from differcntial equati ons, we typically write
the result in the poly norrjaJ form

I ~ w'
H (s) = , " ,. (2.13)
I S" + 2{w.s + w~
 4
18 Chapler 2 Review of C('Jn li n~ous Concrol 2 \ D}"I1amic Rc,pons.: 19

For the pliTpOS<.' of find ing the time response comsponding 10 a complex Fig ure 2.4
transfer functiO!1 from Table B. 2, it is easiesllo man iplliate the H {s) so that the Step responses of
second-order systems
complex po les fit th~ form of Eq. (2.1 2). bceau!>e th en the tilTH' respo!1S{' ca n be
found direc tl y from the tabl e. Th e H(I) from &j. (2.13) tan be written as ""'"' ,
w-
H(I) = , '. , .
(J + (w. J + w:(] - ( -)
therefore. from Entry 21 in Table B.2 and the definitions in E.:j. (2 ,14). We sec
that the impu lse re sponse is
h(l) =w"e - " '~ in (wdnl(t).

Fo r w. = 3 rad/sec and ( = 0.2. the impulse response time hi story could be

obtained and ploued by the MATLAB stat eme nt s:
Wn = 3
Ze = 0.2
num = Wrt 2
den = [ 1 2*Ze"Wn Wn'2J
sys = tf(num,den)
Im pulse(sys) Fi gu re 2.5 'mO'
Time fUllcti ons
It is also interestin g 10 exam ine the step response of H( s). that is, the ~ssociated with ~nts in
rcsponse of the system I/( s) to a unit ~lep input II = l (t) wher~ V(.I) = l The t~ s-plaoe
step response transfoml gil'en by Y(s) = IJ (s)U(s). contained in the tables in
Entry 22. is
m
y{r) = l _ e- ( COSWd l + :J Si nw,/) . (2, 15)
LHP RHP
where Wd = w"~ an d u = (w. , This coul d also be obtaire d by modifying
the la~t li ne in th e MATlAB description above for the impu lse response to
ste p(sys)
Fig ure 2.4 is a plot of .1'(1) for several values of ( ploued with time nor-
m3liwd to th ~ un damped natural frequenc)' w, ' Note that the oct ual frequt:n~y.
w,,. decreases sli ghtly al the damping ratio increa'>Cs. Also note that for \'ery
low damping the respon~ is oscillatory_ whil e for large damping (~ near I) the
re,ponse shows no oscillation. A few step responses are s kelch~d in Fig. 2.5 to
show the effect ofpolc l()Cation s in the s -plane on the step reSf,Onses, It is very
useful for control desi gners to have the mental image of Fig. 25 committed to
memory so that there is an instant understanding of how changes in pole loca ti ons is neeative. the pok is in the righ t-half pla ne. the response will grow wilh time.
influence the time response. The ll cgali\'e real pan of the pole. (J. determine s the and (he syste m is said to be unstab le. If (T "" O. the response neither grows nor
decay rate of an e~pon e nti a l en\'clope that multiplies the sinusoid. Note that if (J decay" so ,lability is a matter of defi nition. If r. is po, itivt':. the nalural response
 &I
20 Chaptn Z Re\iew of ContinuoU.\ Con~rol 2.1 Dynamlt: Response 11

decays and the system is said \0 be stable. NOIe that. as long as the damping is For a ~o nd-ordc r svstcm. the time responses of Fig. 2.4 ) ield informat ion
stri ctly pos itive. the S)"! tcm will e\emuall y convcrge to the commanded va lue. about the specification s that is too complex 10 be remembered unkss ap~roxi
All the r.e no tions OOout the correspon dence be tween pole location, and the mated. The -commonly use d approx imations for the set:ond-order case WIth no
time response penained to the case of the step response of the systemofEq. (2. 13). ze ros are
that is. a second-order system with no ~c ros . If th ere had lx-en a ~ero. th e effCi:t 1.8
would genenlly be an increased overshoot: the presence of m addi tional pole I,~ (2. 16)
W.
wou ld ge nerall y cause ,he response!O be slower. If there had bee n a ~ero in the
right-half plane. the OYct5hOOt would be repressed and the response would likely 4.6 4.6
, ~- ~ (2. \ 7)
go initially in the opposite direction to its fina l value. Nevenheless. the second- , I;w. (I"

order syste m response is useful in gu id ing the designer during the itera tion s
toward th e final design. no matter how co mpl ex the system is. M ~t:' - . ,.p (2. 18)

The overshoot M is plott ed in Fig. 2.7. Two freq uently use d values from thi s
, curyeare M :: 16'1 forI; = 0.5 and M :< 5'i forI; =0.1.
,I 2.1.7 Ti me~Domain Specifications E quati o~s (2. 16H2.18) charac teriz; the transient re sponse o f a sys tem hav-
I ing no finite zeros and IWO comp lex poles with undamped natural frC(lue ncy w o'
Specificati ons for a control system desig n often involve certain req uirement s
,i damping ralio 1;. and negat ile real part (J. [n analysis and des ign. th ey are used
assoc ialed with the time response of th e system. Th e requirements for a step
10 obtain a rou gh estimate of ri>e time. o,ershOOl.. and settling time for just.abo ut
!. response are expressed in terms of the standard quantities illustratcd in Fig. 2.6 :
any system. It is imponam 10 keep in mind. however. thai the)' are qua litat.JVc
The r ise lime t, is t:,c time it take s the system 10 reach the vicin ity of its new guides and nOI precise design fonnulas. Th ey are meant to prOVIde a startIng
" sel point. point for lh~ de5ign iteration and th.e ti me res.ponse .~ h ou ld alway s be chec ked
after the contro l design is complete by an exact calculation. usuall y by numerical
The settlI ng time I, is the time it takes the sys tem transien:s to deca y. simulation. to verify whether the time specificalio ns are actua lly mel. If they have
not been mel. another iteration of Ihe design is required. For e~ample. if the rise
The on'rshoot M. is the maximum amount that the system ove rshoots ils
final valu~ divided by its final valu e (and often expressed as a percentage).
Figure 2.7
P10t of the pea~
o~elsh oot Mr vers~ the
damOIr.g ratIo ~ for the
sc<o~d-order system
Figure 2 .6
Delir'litioo 01 lise time [f . " ... ~,
settling time and
t,. .,.
o~elsh oot !.AD , I 1
T .j() ~- ----

,
3 0~ ----- ----_ .. --- --j
- ---;.-- ---:
"'10 - -
----.. - -.- --. - - - -
, 0.0 0.1 o .~
, ---_ .. _- ._--_. ,.. 0.6
"
1n:::::)
" (
 4Sl
22 Chap t~r 2 Re,iew of Conll n uO\l~ Com rol

time of the system l UI1IS out to Ix" longer tha n the specificatiOD, the target natu ra l 2.2.2 Steady-State Errors .
frequency would be iocreased and the design repeated.
e differt:nce betwee n the command input r (sec Fig. 2.8) and the ~tpu t y \,
1> ~1ng Eq ,_
c:llleJ the system error. e , U. r' , 10) for the case where the dt"med output
i ~ e. we find lh;11
2.2 Basic Properties of Feedback
EIS ) = SIS!. \2.21 )
An open loop system described by the transfer fun ction G($) can be imprOl'ed RI.<l 1 + D( s) GI.I)
by the addition of feedbac k including the dynamic compensaTion D (s) as shown someli ml'S re fem:d to as the sensili,ily. For the Clse where r(l) is a step inpul
in Fig. 2.8. The fccd~k can be used to improve the stability. speed up the tran- ~nd lhe ,yst~m i~ ~table . the Final Value Theore m te ll ~ us th~t
sient response. impml'C thl' sTeady-slale error characteristics. p:o\' ide disturbance
rejection. and decrease th e sensiti" ity to parameter variations.

2.2.1 Stability where

The dynamir characte riS lirs of the opt""n-loop system are determ ined by the poles K = lim D\s IGCq
p ,-~

of G(.f) lmd D (s), that i~, the roots of the denomi nators of G(s ) and D{s ). Using
and is called the position-error constant. It" DI.qG (l) ha s a de nominato; th~
Eq. \2 .1 0). we can see tha t the trans fer fu nction of the dosed.loop system in
Fig. 2.8 is does 'not ha"e 5 a, a farlOr. K ~ and e are fi nite . This kIn d of s)'stem IS re err
to as t\" pc fl . . .' F ' R In oruer
n~., _ --:~D~(~.'~)G~(~'~)_ = T (I). These resu!! s can also be seen quali tatl\'ely ?y exa mining Il!. -.. . ' f
R {s) 1 + D(s)G(s ) (2.l 9) for \' 10 be at some desired I'a lue ( = r ). the hIgher the forw.ard loop gam 0
someTimes referred to IS the complementary ~nsitil'itr. tn this ease. the dy_ DC' l d , tin~d 10 be K I. the lower the va!!le of lhe error. I'. An mtegrator ~as the
namic charaCTerisTics and ~tabi1i t y are deTennined by the poles of [he closed-loop ro rt~ lh31 a ze ro :lead)' input can prod uct" a finite outpu t. thus prodUCIng ~n
transfer fu n ~ l i on. [hat i~. lhe roots of p fi~
m nHe .gam.. Th'ere fore , ,'f there is an integrator in D or C. the Meady-state gam
will be x' ancl the error will be zero.
t + D(s lC (.I) = O. (2.20) Contlnuing. we detine the n ' locily constant as
This eq uation is called the characleristic equation and is '>C!)' important in K = IimsDI.I)C(s)
character ist;c equa tio n , ,., .
feedback control analys is and desig n. The moes of the charac teristic eq uation
rep resent the typc" of motion Th at will be ex hib ited by the feedback syste m. It and the acceleration constant as
is clear from Eq. (2.20) that they can be alte red at wi ll by [he designer via Th e K = lim J~ D[ !) G (s).
selection of D (f). ~ ,- ~

When K is fini te. we call the ~yst em tnw I : likew!sc. when K. is fin ite. we
Figure 2.8 call th e S~'S!e111 II'pe- 2, Fo r the un ity feedback ca;;e. ' ~ I ~ con,'emcm. to cate-gofl~
A unity fe~ dba cl: sy-slem the error' charac'teristies for t'omma nd inputs consiSlIng of step'. ramp s. an
parabola,. Tab le 2.1 ~ulmnarize, the result , .
==,...;{0
cC.,mm,,,,d ~
in"", Errors versullYltem ty pe fo r un ity feed back._ _ ..
Table 2.1
Step /lamp Parabola

Typo! 0
, , ,
IT7<:I
Type 1 0 i- ,
Typo:> 2 0 0

2+ ChapteT 2 R~"tw o f Conri nuous Ulntrol 2,} RoO! l <'C llS 25

Syste",1 type can aliO be defined with respeCt to the disturb . or G(J ). In faeL the method ca n !)e used to study the TOOtS of any polynom ial
'The same Ideas hold. but in th is ca ' , ance mputs w.
inte rat . D . se the type IS detennmed by the number o f \'ersus parameters in that polynomial.
wh"~h ors In (s) only. Thus, tfa system had a di sturbance as shown in Fig 28 A key auribute of the technique is that it allows you to Hud~' the closed-loop
~ was Constant Ihe stead tal f .. roolS while only knowing th e fa~tor:<; l!X>les and zeros) of th~ openloop S}'stc m .
if D(,) ,....m'.:" d '. . y-s e error e" 0 the sys tem wc-uld only be zero
~""L..-",e an mtegrator.

2.2.3 PID Contro l 2.3.1 Problem Definition

ProponiofHlI. integral. and derivative (PID) control contains tl:ree The first ~t ep in n eJ ting a root locus is to putl~.e polyno mi ah in the roollocus
are proponlonal control . [enns. They
form
u{t) '=' K e(1) D (s) '=' K. (2.22) (2.26)
inTeg ral control

Typically, K &( I )/a (s) i~ the open loop trans fer fun ctio n D(s)G(J) of a feedback
11(1) '=' - e(liJdl/ =:>
Ki'
T, 0
(2.23) s)"~lem: how~yer, this need not be Ihe case. The root locus is the sel of value s
and derivative control of s fo r which Eq. (2.161 hold .. for some real ,allie of K. For the typical ca;;e,
Eq. a.26) represenls the characteristic equation of the closed-loop system.
T . . U(I) = KTDe(t) =:> D(s ):. KTDf, (2.24) The purpose of the root locus is to show in a graphical form the general trend
of the rootS of a closed-loop system as we , 'af), >ome parameter. Be ing able to do
, IS called the Integral (or re sel) time T the deri t". e .
feedback ga in. Thus. the combined Tr~nsfer functi: li: 11mI', and K the position thi s by hand (I) gives tho: de signer the ability to design simple syMems ""ithout a
computer. (2) helps the designer I'erify :md unckrstand computer-generated root
u(s) I loci. and (3) gives insight to the design process.
D(s) '=' - :- K{\ +- +T s) (2.25)
. f(S) T,s D ' Equation (1,26) shows Ihm, if K is rea l and pos iti ve, nls) / (I(s) mu~t be real
and negative. In other words. if we arrange b(s ) ((/(.~) in !X>lar fonn as magnitude
~ponronal feedback con trol can lead to redu ced e .
Mill has a small steady-s-ate erro It I ' rrors to d.srurbances but and pha:>e_ then the phase o f b (s )/a(s ) mU St be 180 ' We thu s de llne the fOOl
but tical! . . r. can a so Increase the speed of response locus in lerrr.s of the phase condition as follows.
inc1u~~s a t~n:rt pt!e~~~r,a~ ~o \~~~:g n~ie~t ho,ershoot. If the controller also
eliminated w . . ra 0 t e errOT, the error to a Mep can be root I O(,,~ defi n ition lBO' Ions d".tin;lion : Til<' root locu~ of b (.<)/lIfH ;s til<' :;et of point S in the
deteriof'lltio~ Ofet~~Wdtnn~he .prevlous seeti?n. Howe\~~. there tends to be a further .I- plane \I,here the phase of bts )/ "(J ) is IRO'
to the error de' . Y mlc respon~. Fma1ly_ addition of a term proportional
. nvat1Ye car. add dampmg to the dynamic re s nse Th Since the phase is unchange d if an int egral muhipk of 360' is added, we can
;~::(~:~~~~:~:~~a~l:~~~~~il~!~;:~roller. 11 is in widely~sed th~;~~~ express the definition as'
on ly need "tune" t " - ' L-. are can be purchased where Ih ~ user
It<: gainS on til'" three teml $, b(.l)
L - '=' ISO + /360.
(d.n
2.3 Root Locus where I is any integer. The sign ificam:e of thc definition is thm, while it is vcry
difficult to ~I\"e a high-order polynomial. com putation of phase is rdati\'ely
Th e root locus is a technique wh' h h h easy. When K is positi ve. we ca ll thi. the Pffl ith'e or ISO locus , When K is
characteristics influence the tC sows 0'" changes in the system's open-loop real and negat ive. b (s )/o1( sl mmt be rcal and posi!i\'c for J to be on the locus,
allows us to plot the locus of~~~1~~~1 dynamrc ~haracteristics. This lechnique 'Therefore, the phase o f b(j' )/ <1(5) must be 0 This case is called the 0' or negative
parameter varies, thu s producing a root~P roo~n the .i-plane as an open-loop locus.

~::em:e~: ~:;~~:r~:~~~ ~r: ~:~te~~~~,~~;:~~~a~n"e~?, 1~~~2~~~)~h!~'~~~ :fn - - '- ' -

_ ....... 0 any parameter 10 D( r) .> L rdH, 10 It.. ph" .... <>f , 1,
 S!
26 Chaptu 2 Re.iew of Continuous Control 2. 3 Roo: Locu ~ 27

2.3.2 Root Locus Drawing Rules "

STEP 8 Select the desired point on the locu~ that mec~s the ~pedfications {,'"K
o to lind th at the value 0
The steps in dmwin~ a 180' rOOI [OCU .. follow from the basic pha>e definiti on. then use the magnitude condltlon from Eq. ("6,
_.-
"They are associated with that point is

STEP I On the s-plaru.". mark po les (roots of (1 ( , )) by an x and zeros I rootS of K- .

- Ib(I..l/ (I (I,.1I
0(5) by a o. There wi!! be a branch of th e locus departi ng from el'ery pole and a
branch arrivi ng at every zero. When K is negative. the definitiOn of the root locus in trrms of the phase
STEP 2 Draw the locus on lhe real axis to the ldt of a ll c<ld number of Tl'al relationShip i.~
pole; plus zcro~ ,
o locul definition : The root locus,..,f b($ ~/(IIJ ) i, the >et of point.- in the .f-plane
STEP 3 Draw th e as~mpl0tes . centered at a and kal'ing UI angles 41" whl."re " 'here th~ phase of b( s )/ a (sJ I~ 0' .

,I - In = number of asymplotcs For this casco Ihe Steps above arc modified as follows
11 = order of (I(S ) STEP 2 Draw the locus on the T\""al a~ is to Ire left of ~ n e l 'e ll number of rcal
III = order of bt l) poles plus zero,.
Ol' = L P, - L ~; = - (J, + h, STEP 3 The asy mptotes depan at
II m 11 - "1 (1 - 1)J60
.... _ 180' + (f - 1)360' / = I. 2 ... II -II!.
tPl == II - Ill
'1
1 '- - II III . /==1.2"'/I - m .
STEP4 The locus dcpat1ure and anival angles are modified to
For II - m > O. there will be a branch of the locus approachir.g each as ymp wTe
and depan ing TO infinily. f or /I - II! -< O. there wi ll be a br~nch of the locus q'"'~" ~ "L.. ,p.. - ""
L.. . -/360'
arri ving from infin ity a ong each asym ptotc.
q1/!." = L , - L 'f,+ 136(f .
STEP 4 Compute locus dcpanure ang les from the polcs and arril'al an g le~ at
the zeros where Note thai th e I RO ' tcml has been remOI'cd.
,
"

qr/J.", = L if!, - LtP; - 180 - /360

i q'lt.., = L ,- L J/I ,+ ISO' + /360
1\' Example 2.1 R.~ t Locus S!t~I,h
where q is the order of the pole or zero and I ta kes on q integer '..alues so Ihat the
" angles are between ISO' . 1/t, is the angle of the li ne going from the i" pole to Sketch tile .ool loclI.' "'1"$11< K t po~iti ... and neg'l1i'CI for then ... whe re the openloop sy ~tcm
the pok or zero whose 3f1gle of dep anure or arriva l is being computed. Similarly.
I 4J, is the angle of th e lin~ fro m the I,. zero.
STEP 5 If fun her refir_ement is required at the stability boundar)'. a~~U1ne $.-, =
jw(} and tom pute the point(sj whe re the locus crosses The imag in~ r: a.l is for
!MJlul;on. Fi r!;t let's do the ISO locu~.
positive K.
STEP 6 For the case of mul tiple rOOIS. two loci N)me toget her IT 180 and break STEP I: Tn.,. is a un; at , ;: 0 an d pole, ~t .' = jw,
away at 90' Three loci segments approach each other 3t angles of 120 and STEP 2: Th:re i, a !<xu, on the enti re negalin: reat l~i_"
depan at angles rotat<'!d by 60 . .
. "ep
--_ .. 11 ~ It < ~t 180 . that is. along
STEP J : " _ '" = I. \hcrefOfe. there i<{me a~ y mpt<;(e allU
the negat;,,, real uis
STEP 7 CompleTe the locus. using the faclS devcloped in Ihe pn;:I'ious sleps aod
making reference to the illustrative loci for guidance. The loci bronchcs stan at STEP~: lk dep':lT"Iurcc angle at the upper pole i~ c at<1I1at~d . ,
pok s and end at u ros or in fi nity. <>, == 90- - 90 - t80 = - Hill .
 .; . ,4 41
28 Chapler 2 Re..w:w of Continuous Cont rol
.U Root locus 29
Figure 2.9
udmple fOOl locus
sketch its II roots by any of many a"ailable numerical methods. A dis.ad vantage of this
method is Ihat the re,ulting root locati ons are very unevenl y diSlributed in the
s-plane. For example. near a point of multiple rOOlS. the sensi!h'it)' of the roo t
locations to the parameter val ue is \"ery great. and Ihe roO's just l1y through such
points. the plots appear to be irregular. and sometimes imponant feat ures arc
missed. As a result. it is uscful\o han' the roo t locus plotting ru les in mind when
interpreting computer plots. The polynomial is gene rall y solved by transforming
O,S
the problem 10 stalevariable fonn and using the QR algorithm which solves for
the eigenvalues of the closed-loop system matrix.
o
..
Example 2.2
1. Plot tlle:oot locu, using M.m. u for the open-lOOp Iy'tem ,ho""o in Fig:. 2.8 with
., s 3
G( ) ; - - " - . and Df,)=K + ,
,(J + 21 r + IO
2. Find the g~in K a ~oci alcd Wi lh the: pci ot ofrlWtim~mdampin g 3I1<! plOt the Ste p ",$pOn!oe
u
wi lh Ih31 of K,
,31""
J. Reroncile tile roo! 'oc~s plol Wi lh tho: hand ploni nl rules and com!""" Ihe compuler- ba5l'd
. Ie p re'pon", wilh Ille rules o f thumb in Eqs, (2. 16H2. 18),

Solution.

I. The MAnAR scrip! follo" ing wi ll g:<'nerale lho: dcsiml locu~ plol which is "OO"'n in
thu s. Ihe locus 6epart s from the upper pole hori I Fig. 2.IO:a).
lilt- tower pole aJo;Q lum. Om 10 be _I SO a d zOflta Iy 10 lho: left . The <!epartu~ anSI<: fro m
I 10 lhe lefr. n that branCh of lhl' tocus a lsodepan . OOrilon l3l1}' numD " [1 31. de nO" [1 101
! nllmG=10. denG=[1 2 OJ
We ).no", Ihat lhere ;, a locus .Iegllle!!t aloo . , .
al,o .. no",' Ih.allhere' ","_ . g lhe .nnre ne~au"e ~~l axl~: 00...'",,'" we 5)'S" tf( nllm O.denO)tf\numG,denGl
IS a oeUI "'4nch mo"lng 10 th . h d ., .
there is a Oranch depani ng 10 in tinily at Ihe f If , ~fl g 1 an am","" at the zero. and that
",usljoin the real axj~ al SOWle fIO;nt and > ~ . I ",fo~. lWO brarches from Ihe PQles
tn.: ~ =0:0. 1:4
complex branches form. .. l P In OPPOS'te dlrecllOns. It tum s oot th aI Ihe IW(l
.' Crn-me e as they apprlCh be I ' rkxus(s)'S);)
shoo.<' the sl etch ofilli. ISO locu s. I ~a UIS. TIle "'l id lines in Fig, 2.9
FortheO ' locus.lherei'a s.egmen l al II ,. 2. The .~Ial.mcnr
are both 0 The Fe.ull is ~'n in tile ti ong, 1 e POS'tl". re~l u ;s and lh eanglts of depanu",
~ure }' Ille dolled lines. [K.p] = rlocfind(sys)
-------- will pl ace acros~hair on the plol which can be moved wilh tho: mouse 10 Ihe d<:!; ~d P'Jin l
on the l(Xus in order to lind the associated ~ain K ~nd P'J1e localiO!l~ p, Gi,'c~ lhi, ".tu.e
of K, (iii 3.71tM s.:ripl
2.3.3 Comput er-Aided Loci K = 3.7

The most COmmon apprO.1C h to machine eo ' sysCL = feedba< kll( ~ys_l)
thoc problem as:l polynomial in th e form ( ~putahon of the root locus is to cast
of val ues of K varying from near lerQ I + KiI (s) = O. 31!d, for a sequence
a: step(sysCL)
o a arge value. soh'e the polynomial for prodocc. th e desired 5~ response shown in Fig. 2. 1o..b).
 2
30 Chapter 2 R~\-1ew o f Continuous ContrQI 2.4 Frequency Response Design 31

Figure 2.10
Example of CA(SD lor , 11>< ",lcoOf-thumb '':lluc' based on the secor..t orner sySlem .... ith
!IO zeros pdict a t,

(a) root kl~us aild (0) 0, and " th>.t ar.. a linie slow duc to the pre$Cnc~ of the extra pole. The predicted M ~ is
~tep le:sponse
,, suMta.nti:oll y too sm311 due to the prese~ of the uro al J '" 3.
~o
, -, "-'7-'
..': 1 ------------------------------------ +
,0'
~

, 'W ,5 ,
Rtil At;1 2.4 Frequency Response Design
u '" The response of a linear system to a sinusoidal input is rcfl'm:d 10 as the system's
frequenq' response. A system described by

Y( n = G(s).
Ues )
where the input u(r) is a sine wave with an amplitude of UD and frequency w
u(l) = U. sinw,r.

which has a Laplace transform

U(s ) = -,--"
v.w,
," r +w,
has a respons.c with the transfonn.
J. The rt)()I
locus in Fig. 2.1 0{a) h.as locus 'egmenlllQ the left of odd n'Jmllers of poles and
zero. (Step 2): has ""0 asymptOle~ depani~g at 90' and cemm:d al U. (2.27)
y(s) = G(s) ....,.----L--l- .
- :!+3 10 s ' +Wj
C<=o 2 = - 4.5,
A partial fraction expansion of Eq. (2.27) wi ll resu lt in terms that repres.cnt the
<Step J); ,and, has bra,,<lw,. dep.arting tilt: real axi. al lilt: mulriple rOOl!; ixt"'Un the two natural behavior Qf G(s) and terms repres.cnting the sinusoidal inpul. PrO\liding
I pole~ ~t = .IIO /5 rep 6). The ram ;l5!oci.ted ...ith tile desired roO! at f = -35 J I . thaI all the natural behaviQr is stable. those term. will die out and the Qnly teons
be dc1errmroed fro m SI{P 8 by . . ) . can
left in the steady state are those d ue to the sinusoidal excitation. that is
K = (4.7)(3.51(7.2 ) J ,'
a a'
(3 .2)(10) ls) =, +--"-+--'- (2.28)
.I+jw 1 .s-jw t
:be~ ~~ ~~7t~ di'lana: from tile root to the pole a1. = 0: 3.5 is thoe dis r~nce 10 tilt: pole
, - I rnl' '
IS thI' d.staoc~ to til e pole at s = - 10; 3.2 is tile dis:~ncc !O the !ero at where a and a; would be found by pcrfonning the panial fraction e)!pansion.
s = - .;a 101. fromlhegai n ofG('J. q
After the natural transients have died Qut. the time response is
II)<;;, The step ",spons. shown in FiS 2.IO( b l has I. i: 0 .4 Sec . f, ;;;; 1.4 ....,. and M i:
. The c~dloop IOOlS With K = 3.7 are 01 I = - 5,1 . - 3.5 ;"3 I' thus (o/tlle
compk~ fOOl! ( - 0 74 w 47 ad! " . ,
5e.t;00' , ,,' - :..... ' = . r i I:C. an a 0 "" J.5 . Tile rules of thumb 8i,0" in
.. ' s uggest u .. t where
L.
I, "" -- =0.38= A = IG(jwt) 1= IG(SH i . . (2.29)
w. 'W," ,
t , "" u4.6 = I.J J.ec
IjJ = tan - 1 Im[ GUwllJ = LG( w) . (2.30)
M~ "" ~-,,:, ~ = 4 <;( (Fig. 2.7). Re[GUw, )l J ,
 2
32 ChapiH 2 Re''ie ..... of Contin uous Control 2.-1 Frequency Respo:15e De:s'gn 33

So. a stable linear system G(s) excited by a sinusoid will e~entuallJl exhibit a Figure 2.11
sin usoidal outpl.ll y witb the sa me frequen.::y as the input Ii . The mag nitude. II (W ,) (a) Mag nit~ (lnd (b )
of y with respect to the input, '" IG(jw, )1 and the phase. (w, ). is L G(jw , ): that phase of a se::ondOI'der
is. [he magnitude and phase of G(.I) is evaluated by ielling 5 take on values along syste m
[he imag inary (jw ) axis. In addition to the re sp:Jnse to a si nusoid. the analysis of 2 _ ...
the frequency response of a sys tem is very useful in the dctcrm:nation of stability
of a closed. loop system given its open-loop transfe r fun ctio n.
A key reason [hat the frequency resJXlnse is so valuable is that the deSigner
,.. :::::==::~~~~~
06-
,
can determine the frequency resp:Jnse c)[perimcnlally with no pior knowledge of , . _ __ __ . . . '-~ ~.c_
(he system'S model or transfer function, The sy~tem is elici ted by a sinusoid with
varying frequency and the magnitude A(w) is obtained by a m~asuremCnl of the o,~ .. ----- ._-
ratio of the OUtput sinusllid to input sin usoid in the steady statc ~t each frequency.
The phase (w ) is the measured difference in phase between input and output
0.00 -. - ------ - - - .- - - .
~ ignals. A s an example. frequency reSp:Jnses of the second--()rder system 0.'"
0, 1 - . .- ...- - - - -
-------~~~=.~~~~~~~~S2~T:-. _.
ON - - - ----,-- ---- - - - _ .. - -
G(s ) = ,-,----".-,-,,,
, ;-C---'-c-c , I
(s / w.)- + 2{(s /w. ) + 1 0_02 f . _ - -1 --
are plolted for various I'alues of? in Fig. 2. 11 which is done by MAnAS with
bode(sys). 0,01 - -
0,1 0.2 0, 4 (],6 (/,g I
2.4.1 Specificati ons ,.,
A natural .~pecification io r system performance in terms of frequency response
bandwidth is the bandwId th. defined 10 be the maximum frequcnC)' at which the output of "
, ( - o _o~

.,' a system will track an i"put sinusoid in a satisfactory manner. By con":ntion.

for the sys tem shown in Fig. 2.! 2 with a si nusoidal input r . the bandwidth is the - "," - --c-'
frequency of r at which the OUtput), is auenuated to a factor of 0.707 times the
I input (or down 3 dB). Figure 2.13 depicts the idea graphically {or the frequ ency I
response of th e c1oud.loop tran sfer function (defined to be 7(5) in Eq. (2.19 . - - -..--: ..-'--
Yes) :- T(s) = KG(s ) .
RC\) 1+ KG (s)
The plot is typical of mOSl closed-loop system.~ in that I) the OUtput follows the
input. 17 1;;;;: I, at the !o'.... er excitation frequencie s. and 2) the output ceases to
foiiow the input. 171 < i, at the higher e~citalion frequende~. - 120" - ------.--.-t....;.
The bandwidth w 8 W' is a measure of the speed of respon$./! and is therefore
'I similar 10 the limedomain measure of rise tim e I. or the sp:allc measure of
natura l frequen cy OJ". In fact, it can be seen from Fig. 2.1 I that the bandwidth - " .- -- - - t -.. ~\-\~~""' ----
will be equal 10 the natul1!l frequency when,: = 0.7. Forotherdamping rati(>S, the
bandwidth is approximately eq ual to the natural freq uency with ao error typically
less than a factor of 2, - ,... ~--.-.,-;-....-;;.,.- -;c;c-~, 7,-- .~
The resonant peak .41, is a measure of the damping. as evideoced by Fi,g. 2.1 I 0.'
where the peak is appro)[ imately the \'lIlue at w:: w. , which i~ :i for .; < 0.5.

'"
 21
3.. Ch~pler 2 Re,-,ew of Continuous Control 2.4 Frequency Respon5e DeSIgn 3S

Figure 2.12
STEP 5 Plot the low frequency asymptolc of the phase curve. ifJ ::: n x 90'
Simpl,fied systl!m
definition STEP 6 As a guide. skctch in the approximate ph~ curve by changing the
phase gradually over two decades by 90' or 180' at each break pomt 10
ascending order. For firsl order tenns in the numerator. the gradual change of
phase is +90': in the denominator. the change is -90'. For second order tenns.
Figure 2.13
~- ----,--.--j
the change i~ 180' .
Defini!ionsof bano::r.vidth
and re-sanant peak '" STEP 7 Locate thc asy mptotes for each indi vidual phase cur..-e ~ that their
5 1"
, " phase change cOlTesponds to the steps in the phase from t~e a'ppro:(lmat~ curve
'! , , i indicated by Step 6. Sketch in each indi vidual phase curw ilS mdlcatcd by Fig. 2. 14
~ ., or Fig. 2. 11(b).
~ " STEP 8 Graphically add each phase cur-e. Use dividers if.an accuracy of ~bout
< 5 is desired. If lessor accuracy is acceptable. the CompoSlte curve can be donc
,,,
! " - - - '--1'- . ",
" , by eyc. keeping in mind that the CUr\"l~ will stan at the lowest frequcn~y a~ymp:ote
Bandwidth... "~. ---I and end on the highest frequency asymptote. and will a?p~ach the mte~ed~ate
asymptotes to an ex tent that is dctcnnined by the proximity of the break POints
j ,
to each otlter.

2.4.3 Steady-State Errors

2.4.2 Bode Plot Techniques
Section 2.2.2 showed that tfte steadystate error of a feedback systcm decreas:es
It is useful to be able to plot the frequency response of a system by hand in order as the gain of the open loop transf<,"I function i~reascs. In ploning a composite
to (a) design simple systcms without the aid of a computer, (b) check computer- magnitude cU"ve. the low frequenc)' asymptote IS given by
based results, and tc) uJderstand the effect of compensation changes in design
\2 .31)
iterations. H. W. Bode de,'Cloped plotting techniques in the 1930s that enabled
quick hand plotting of the frequency rcsponsc. His rules are: Therefore. we see thai the larger the value of the magnitude on the IO\>.'-frequency
STEP I Manipulatc the transfer function into the Bode (onn asymptote. tfte lowcr the steady-state tlTors will be for the closed loop system.
' Thi$ idea is l"try us.cful in designing compensatIOn.
KG(jo. ) -'= K (jw)' (~Wfl + l){~wrl + I)
~ (}lJJTa + I)(JWTj, + I)
STEP 2 Delennine thc value of n for the K/jw }" term. Plot the low-frequency Figure 2.14
magnitude asymptote th:-oogh the point Ko at w = I radlsec witft a slope ofn (or f>t1ase ptot 101 iwr + 1:
II x 20 dB per decade).
r=O.I, _ _ _
STEP 3 Determine the break points where lJJ = I I f;. Complete the composite '"
magnitude asymptotes by extending the low frequency asympt:>te umil the first - - , - ---;;>""--- '
frequency break point. then stepping the slope by I or 2. depending on = '"
whether the break poim is from a first or second order term in :he numerator or
0 ~>
".
1
" ,,
denominator. and eominJing through all break points in ascend:ng order.
//-As)"mploot
STEP 4 Sketch in the approximate magnitude curve by ineleasing from the W
asymptote by a factor of 1.4 (+3 dB) at first order numerator breaks and decreaSing
" f
it by a factor of 0.707 (-3 dB ) at first order deoominator breaks. At second order . ",
0.01 O.O:! 0.1 0.2 0.4
break points, sketch in the resonant peak (or "alley) accordinJl to Fig. 2.11(a)
.. I ' ~O )
using the relation that IG(j ru)1::: I /(ZS ) at tlte break.

.,
)6 Chapler 2 RC\1CW of ConUnuous Control
For a system ..... iTh n = 0, (a type 0 system) the Jow frequency asym ptoTe is
a COnStanT and the goin K. of the open loop syStem is eq u~ 1 to tOe position error
constant. K,. For a SYSTe m where" "" - 1. (a type I system) the low freq uency
asy mptOle has a slcpe of -I and K,. = K~.
The easiest wa~ of derenn ining the val ue o f K. in a type I SYSTem is to read
the magnitude of the low frequeocy 3.Symptote at a frequeocy low enough to be
well below the an)' of the break points because ~ equal ~ the magn itude atthesc
frequencies. In some cases. the Iw.esl freque ncy bre ak. poirf will be below w = I
rad/sec. therefo re til: asympTOIe can be extended to w = I radls~c in order 10 read
K, directly.
2.4.4 Stability Margins
If the closed-loop Iransfer function of a system is kno..... n. the stability of the
system can be detcnnined by simply inspecting the den(lminator in faclOred
form TO observe whether the rea! parts are POSiTive or negative. HO\>o-e\er. the
closcd-loo p tmnsfer func ti on is not usua lly known; therefore. we wou ld like
to de termi ne closed-loop stability by C\~oIl uati ng the frcqu~ ncy response of the
OfHn-loop trans fer function K G (jlJ!) and then perfonning a simple test on that
responsc. This can b: done without a math model of the syStem by experimentally
detennining the open-loop frequency response.
W~ saw in S~ction 2.3.1 that all point ~ on the rool lorus I!a,'( th~ prope rt y
that
IK G(s)1 = I L ( K G(!) = ISO' .
'"'
AI the point of neutra l stability we see thalthesc root-locus conditions hol d for
s =jw, so
IKGljw )1 = I L( K G(jlJ!)J = ISO' .
Thus a Bode plOi of a system that is neu tmUy stable (t hat i$. with the \'alue of
K such that the closed-loop roots fall on the imaginary u ;s) wi ll satisfy the
conditions ofEq. 12.32). That means that the magnitude plot must eq ua l I at The
same frequency that The phase plOi equals 180' . Typically. a ;.ystem becomes less
stable as the gain increases: there fore. we have the condition for stabiliTy
IKG (jw)1 < I at L ( K G(jlJ!) = - 180' . (2.33)
This stability criterion holch for all systems where increasing gain leads 10 insta-
bilityand IK G(jwli crosses the magnitude '" 1 once. the most common situation.
However. there are systems where an increasing gain can leu! from instabil it y to
stability and in thi s case. the stability condition is
)K G(jlJ!)I > 1 at '-.(KG(jlJ! = -ISO' .
2.4 Frcq\lCOC~' RNponM" DesIJlfo. 37
One way that will frequent I)' resolve the ambiguity is TOperform a rough sketch of
the rool loc"lls to resolve the question of whether increasing gain leads to stability
or instabi lity. The ri gorous way to resol\'e the ambiguity is to usc the NyquiM
stabili ty criterion, which is reviewed in Section 7.5.1 for continuous systems.
T....o ~anlilies that measure the ~tabi li t)' tllaJl:in of a s),stem are directly
related TO the stabilit), cri terion of Eq . (2.331: gain margin and phase margin.
gain D'IoI rgin The gain margin (G~t) is the factor by which the gain is less than the neutral
phllof! margin stability val ue when the phasc '" 180 The phase margin (PM) is the amount by
which the phase of G(s) exceeds - 180 when IK G(jw) 1= I . The TWO margins
are alternate ways of mea,uring the degree to which the stability conditions of
Eq. (2.33) are met.
The plt~ margin is generally related to the d.'1mping of a s)'!item. For a
second-order syst(m. the approx iltliltion that
PM
~ i: 100
is commonl )' lIscd. Therefore. if it \I.ere known that a system was to be desi ned
u,ing freque ncy responsc methods. it wou ld make sense to specify the speed of
response of the SyMem in tenns of a required bandwidth and the stability of the
system in tenns of a requi red phase If"IllI"lJ;in.
2.4.5 Bode's Gain-Phase Relationship
One of Bode's importan t contri butions is his Theorem tb at stales
For an)' minimum phase sy:;tem (that is. onc with no time dcI3}'~, KHP zeros Or
pol~5). the phase of GUw) is un iquel>' related to the integral of The magnitude
of Glj ",).
When the slope of IG(jw)1 "ersus eel on a log-log scale persists at a const:lDt
~-aluefor nearly a decade of frequenc)'. the relationship is particularl)' simple
LGljw} ;; n )( 90' . (2.3.:1)
where II is the slopt of IG(jw)i in unils of de.:ade of ampli tude per decade of
frequency.
Equation (2 .34) is used a guide to infer stability from IG(jw)1 alone.
a.
When !KG(jw)l "" I. the crOSSO\'er rrequ~ncy . the phase
L G{jw) ;: -90' if n =- 1.
L G(jw) : - 180 if" = - 2.
Rlr $lability we ,,'ant L G(jwJ > -ISO' for a PM > O. Therefore we adjust thc
IKG (jw)1 curve so that it ha.~ a slope of - I at the crossover frequency. If the
slope is - I for a decade above and below the crossove r freque ncy. Inc PM would
be approxir.lately 9(Y: however. to ensure a reasonable PM. it is usually only
 $I
38 Chap!~r 2 Re"lew of Cont inuo us Control 25 Compen;alion 39

necessary to insist on a - I slope (-20 dB per decade) persis:ing for a decade in figure 2 .15 !
. :!O
frequency that is centered at the crossover frequency. Magnitude and chase
plots with PM ,md G\.~
for 1lID + ~ _ _
2.4.6 Design -J'
-
One of the very useful aspects of frequency.response design is the ease with
which we can eval uate the effects of gain ch ange~. tn fact, wt can determine the
PM for any value of K without redrawing the magnitude or phase in formation. 05
We need on ly indicate on the figure where IK G(jw)1 = 1 for sel~ red tnal values
of K since varying K has the effect of sli ding the magnitude plot up or down. u .~

"
Exam pl e 2.3 f'{qlltn~y. R,,;ptm.,," Dt'>ig~

For a p l~nt gi"en by

Gi s)= K-- - "

, -'" ,,
St. + 1)- _l..J ..
,, ,,
d<tennine Ihe PM and G!\.1 for 1m, system "ith unit}, feedba<;k and (;I.) K = I, (b) detennine if
the sy'tem i. <mbl~ if K "" 5, and Ie) find whal 'ialu( of K il required 10 ochieve a PM of (i ) H-
.j.j ' . andtiit 10'
,
~ - 100' rl__c'C'"'~-C'"'c'''~____________
&>Iul lon.
US;!\l': the ha/ld plo4ti.g rult . " 'e sec: th~tlh ~ I()I>.' freqll(nc}' asymplC!e h~s a slope of-I
and ~o." thru magnitude "" I ot W = I radi5.e<;. TlIe slOJl<' cru.n.ges to -3 at tl\( brtru.: paint
('" : 1), We cao t""n \ket~b in It>. a.:tual magnitude cU,",'e, nming (STEP 4 in So::<;tion 2.4.2)
that it will go ~I()I>. t~~ a,ympMe interSoo::<;fion by - 6 dB because lhort is a slope chang( of - !71t
-2 at that breal. point. Ttl. curYe is s};ctched in Fi.g. 2. 15. The pha,., Cur"~ MartS OUt at -90"
and dropS to - 270' along "'e I 'mptotc a, sketched in ttl/: figure ac.:oro;ng to STEP 7.
"
L\ing MAn.AS'. the !tatements
num .. 1. cen: 11 2 0)
5)'S = tf(nvm. den)
2.5 Compensation
bode(sys).
If the plant dynamics are of such Ii natUre that a satisfactory design can~o t be
will also ",.. ate tho: plots rI tTL3.gnilUd< and phase for Ihi, e umple. The OU,",'1:S are drawn in achieved by adjustment of the feedback g ain a lon,e, then ,o~c modl~catton ~r
Fig. 1,15 showing tilt: PM3r>d GM for K '" 1 an d the Same cu,",'es af( drawn in Fig. 2,16 compen.,ation lllust be made in tht feed back to achl~vc the destred spec lficatto ns,
showing tt>.I'!>!". for K : 5. OS . & 0.2,
Typi..:a!!y. it takes th e form
(a) We Ca n rcad the PM from Fig, 2.15 to be 22 '. s +~
Ib) Fig, 2.16 sho\\,s that ttlc system is unstable for K =S. D( s) = K - --
Hp
ie) Ii) PM:"S wl\(n K =0 0.5. and nil P!>! : 70' "'hen K : 0.2
Iud ~om pensation where it is called lead compensation if ~ < p and lag compensa lion if;: > p.
lag wmpe nsatktn Lead compensation approximat~s the addition of a derivative.control t~~ and
tends to increa<;e the bandwidth and the spee d of response while dI.'Crea,smg the
~ All ~1An.AB .t .. ' .... nts in,.. .. ,t 11;",,,,. the u~ of ."1 ...TUB "~fSj"" S "" nh C,."",l Systom Toolbo. o\'ershool. Lag r;ompensut ion apprcxim mes inte~ra l control and tends to Improve
vm.ion 4. s.. A;lp<ndi' F ii ) 'OIJ h.,. prior vers,on, the steadystate error.
 - -- -_ .

.. 0 Chap\~r 2 Review of Conti nuous Control

f igure 2. 16 Fig u re 2.17

PM ven~ /( iOf - -- . ,--, M~~imum phase
._-- --.-.---... -. =-~
, /(s + 1)' " . 11K ..,.,. ,; ~ 0.2 " irKre~se for lead
comper.satlon ~ (,(1'
."4
;g i
, -+,- - - IKG!) .. , .,
fnrK _ Ij. ~
0 i ~-
0.2
"
0.'

frcqUCIKY in onkr to pre\en1 1he compcns~lion from degradin g the PM and the
system stabili t)'_ The primary role of lag compensation is to increase lhe gain
Imag nitude of the frcljuem;y re~ponse) n1 the low freq ul' nc ies. A~ we ~aw in
Section 2.-1.3. th i, will decrease the Sleady -state error.

2.6 State-Space Design

'i w~ saw in S~ct i()n 2. 1.1 thm equa tiens o f !ll() ti un cou ld be wri tten in the stm~
,I \"ari:lbl e form o f E.qs. (l.l) and I :!.2 l. The sUi te-s pace design approach utilizes
I Ihis ..... ay of d e~c rib j ng lhe plant and arri ves din:Cll y wilh fel'd bad con trollers
ICOll1pensllticn) withoutlhe need to detenni ne tnms fonlls. Adv~ntages of state
-270' space de sign are e.lpec iall y appaf\!nt v,hen the \y~t em to be controlled has more
th an one (()[IINI inpu t er mo re th an one scl1 >c d output. called mu hil'ariable
or multi inp:Jt- multi OUlp ut (M 1MOl. However. we will rev iew only the sing le
in put sing le output (5 150) cas~ here. F(l r readers nO( fami li ar wil h .<;tm e-space
desi,!!n. the mater ial in this section is no t required [D r compre hen sion o f the
The desig~ of l ~ad compensation typically e ntails placing the zero :: :l.1 a remai mk r Df the book. The bas ic ideas o f state-'pa<.:e desig n are co\ered in detail
f~equency lhm Hi lowe: than the magni tude'" I crossover frequency and th~ pole in Chapter 8 for the discrete case and that chapta does not re qu ire lha! the reader
hi gher than the croswver freq uency. Lead compensatio n pfO\'ides an increased be knowledge able about conlinuom; ,tat ~-~pace desig: n. Chapter 9 eXlends state
m~ ,I!nltude .llope and an increa,ed phase in the inte rva l betwe~n th ese two break space de~ign for d i~reh~ system .. 10 optimal COnlrol de,ign fe r the llluhil'ariable
polms: the maximuill being ha lfway between Ihe twObreak points on a logari thmi c case.
sca le. The ma;';, mum phase increase is One of the attrac ti ve fe J IUres of lhe Stale-space design method is that it
con. ists of a sequen<.:e of independent step~. T he fir~l .tep. discussed in Section
or/! = sin- r _I - _ a where ()' = .::. 2.6.1 . is to ddenni ne th e cont rol . T he pu rpme of the contro l hl.'" is to allow us to
1+" p desig n a set of po le IOCJtioilS for the closed-loop system th at will ~orrespond to
and is plotted versus a in Fig. 2. 17, snt isfactory dyn a mit respon se in term s of rise-lime. overshoot. or other measures
The design of lag compensation typica ll y entaih placing bolh bre ak poi nt s of transienl reSpOfl'iie.
,,:c~J ?elow the C!'(lssover frequ ency. Lag compe nsation decn,:3$t'S Ihe phase in the "<lima!", The SC<:Dnd step-necessary if tlt~ fu ll state i .~ not ava il able - is to design an
ob!e~' est imator Homelim es called an obsefl'er ). which co mpl.u es an e~timat e o f tile
vlc lmty of the two break points: therefore. ~ should be wdJ ~ I ow Ih e crossover
 ..2 Chap t~ r 2 R"ie\\" of Continuous Control 2_6 State Spil~e Desigll .. 3

entire state vector whe n provided with the measurements of tt\( system indicated Substituting the feed bacK law. Eq. (2J5) into the system described by
by Eq. \2.2). We rcvie .... estimator de sign in Section 1.6.2. Eq. (2. 1) yields
The third step consi sts o f combining the control law ~nd the estimator. x = Fx - G K x. (2.36)
Figure 2. 18 shows how the controlla ..... and the estimator fit togcther and how
the combination takes the place o f what we ha,-e been previously referri ng to as The c haracteristic equation of th is closed-loop system is
compensatiOIl. de l[s l - (F - GKl ) '" O. 12.37)
The fourth and fiul ~te p is to introd ucc the reference inpu t in suc h a way
that the plan! ou tpu t .... ill track ex tema l commands with acceptable ri ~e time. When evaluated. thi , yie lds an nthorder po lynomial in .~ contain ing the gains
?~'ershoot and settling time ~alue ~. Fig ure 2. 18 sholl.'s the command inpu t r K , .. ,K, . Th e co ntrol law des ign then consistS of pickirlg the gains K so that
mtroduced in the same rel ative position as was done with the tran sfornt des ign the roots of Eq. (2.37) are in de~i rab1e locations. Sele';lion of deslfablc locat ions
methods: however. in x-ction 2,6.4 we will show how to in troduce the refe rence for the foots is an inclll ct science and may require some iteration by the designer.
input in a different way th at results in a be tter system response , For now. we ....'ill assurrn: that th e desired locations afC Known. say
s = .i " S~ ..... So'
2.6.1 Control law Then the corresponding desired (control ) characteri stic equation is
The first step is 10 lind the contrallaw as feedba<:k of a linear comb ination of a ll aJn = (.1 - s, )(s - s~ )" . ($ - .I. ) = O. (2.38)
the state va riablc>-that is.
He nce the requ ired elements of K are obtai ncd by mat.;h in g coefficie nts in
Eq. (2.37) and Eq. (2.38 ). This forces the s),stem chamcteristiC eqllation to be
ident ical with the desired ~ h aractcrist ic equation and the closedloop pole_~ to be
Ii= - K ,, = - ( K , K l (2.35 1 placed at the desired locations.
K{J control labil ity The calculation of K can be d one provid ing the system is controllable.
Syste ms that are OOt ,ontrolbble have ,ertain modes or su bsystems thai are unaf
We a$S/lme for design ~llXlses thut a ll the e lem~ nts of thc state vecto r are at o ur fected by th e cont roL This usually mcans that parts of the syste m are phYSically
"
I" d isposal. an infreq uen t si tuation for an actua l syste m. but an expc:dient assumptio n disconnected fro m Ihe input. Although there is a mathematical test fO f eontrolla
pole pla,eme nt for the time being. bilit v it is good pract ice to insist on the stro ngcr condition that the comrol input
. For an nthorder system then: will be /1 feedback gains KI .... K and be a~ 's trongl )' coupled to the mode s o f interest a, possible.
sin ce there are n roots (or pales) of the system, it is possible tha: then: arc c nough It is th eoretically possiblc 10 solve for K by hand with Eq. (2.]7) and
d~grees of freedoln to select (lrbirrarih any des ired root loca ti on by choosing the Eq (238) In prac lice thi s is a lmos t never done Ackermann's formu la for this
proper values o f K;. calculation has been imp lemented in M ATl AB as the function acker.m and ra n
I
be used forthc design o f SISO systems with a small (:::; 10) number of state ,'ari
abies. For more complex ca~es a more reliable formu la is a\a ilab lc. imjJlememed
Figu re 2.18 in MATLAB as the funct ion place. A modest limitation on place.m is thaI none
S-chematr{ d'agram oi ",. of the desired closedloop poles :lre repeated: i.e .. that the poles are di.nirrcl. a
m r'espace design " i - F,, -GM , requircmen t that does not apply 10 ac'<.er. Both acker and pla ce requ ire inputs
elements
-'-<@ consist ing of the system descri ption matrice~. F and G. and a ,ectoT. p. o f II
,,,- -- -------- ----- ----,,, desired pole locati ons. Their output is the fe-edba<:k gain K. Thu, the (\." ATLAB
, Cootrol l> ....
,, statementS
,,, l ,, K = acke r(F. G. p ) K = piace(F. G. P)
,, -K Y E";m.",, , ,- -
, "
,, ,, will provi&:: the desired value o f K. When selecting the des ired root locations. it
\Ia<ri, of \~IOI"
Stalre
,, ,, is always usefu l to keep in mind that the contmleffon n:qu ired is related to how
<""' ia"' 5
__ _ _ _ - ___ - - __ _ - .~;fII3'.
- __ __ - - - ____ I far the openloop poles are movcd by the feedbac k. Funherntore. when a zero is
,
Compro ratim near a pole. rhe system may be nearly uncon trollab le and moving such a pok may
,

,
.
 44 Chapler 2 Re_"kw of Continuous Control 2.6 State-Space o.:srgn 4S

requi re large control erTon, 1l1l.'refore. a pole placement philosoph y that aims to Solution, n.. stat~- ,ariab l< de!<;riprion of G(.) i_' (Eq (2 _-1) wilh "'~ = O. ~ = O. aoo
fi x onl y the undesimtle aspects of th e open-loop response an:! avoids eithe r l(lrge K,. = 1)
incre ases in b(lndwid:h or e1Tons to mo\'e poles that are near zeros will typically
allow smaller gains and thus smaller control actuators,
co, A method callee the linear qua dra ti c regulator (LQR) specifically ad-
F = [~ ~l G = [~ J
11 =[ 1 OJ. J=O
dresses the issue of ac hie\'ing a balance between good syste m response and
the contro l effort required. The method ("Qnsi.~ts of calculating the gain K thm (iI) The dt,i",d chJrac r~ri Mic equation is
optimal tontH)1 minimizes a cost fu nction
0',(:1) = l ' + 2(W,J t it>; = O.
,J = In'" lx r Qx + u ' Ru ] rIl (2.39) Therefore. the ),I "Tl "R >cripI
where Q is an n x n Siale weighting matrix . R i~ an III x III control weighting F " (0 1;00)
matrix. and III is the num ber of control input~ in a multi-in;JUt system, For the G = 10; 11
SISO systems that weare primarily("on ~emed with here, 11/ = I and R is a s.calar
R. l1lc weights Q and R are picked by th e designer by tria l-and-error in order to Wn =J
arrive at the desired bllance between state errors x I x and control usage 1/ 1. thus Ze = 0.8
avoiding the necessit) of picking des ired pole locations that cu not use excessive
p=roo:s~l 2 ' Wn ' Ze Wn'2 J)
control. Generall y. Q is a diagonal matrix with a \\'eighting fac tor on one or
roore of tnc state-veclOr elements while R = I. It is perfectly acce ptable to only K "<K ker{f.G ,p)
weight one element, in fac\. the element representing Ihe syStem output is often
the onl}' element weigh ted. Rules of thumb that help in picki ng the weights are
that ( I) the bandwidth of the system increases as overall values in Q increa,e,
(2 ) the d:unpin g increases as the term in Q that weights the ,'clocit)' type state
(bl The .cripl.
elements increase, and (.1) a portion of a system can be made iaster by increasing
the weights on the Stlte elements represent ing thm ponion (I f the system. l1lc 0= 110;0 01. [100 0;0 01, [1000;0 S!
M ARAIl Statement
fI.=!
K = Iqr{F.G,Q, R) .'( = IqrlF,G.Q,fI.)
solves for the K that minimizes the cost. .J. p=~tg{f-G K)

[W r.,Zel = d.Jmplp)
- - -- - - -- - - - -- -- -- - compute fee..1bac k Saini 01
Example 2.4 Staff-Space Cumm.' DoiJ"
K = [I I.~ J. 110 ~.5). and [ 10 5],
F"" a plan! givcn by
which produ= natur~1 f",qu.nc ic<; of
1
Gh)= , . w, '" 1. 3,2 . :md },2 ra<i/"'c
,-
and damping of
(a) Find The fc.:dbad gan m",ri~ K thm )'ields dosed1oop 1"1)1)1, ,,;tll w, " 3 radJsec and i
= 0.8 ( = 0. 71. 0,71 md 0,79.
(b) In" c ";gale thc rootS obtaincd by ",;ng LQR wi rh For Ihis limple U3 mp/e. u.e of <l( ker is the calier "'ay to;> find K: h",,-ewr. in !!lore
,omple~ ly~ tcnlS " ith hightr order rOOIS. it is ea\i~r 10 U)e Iqr ralhellhan iteratc 00 the
Q= [~ ~l [ I~ ~]. ~OO [I: ~J bf" r ,'at"" for alltht roots,
and!?=!.
---------------------------------- +
 i6 Chapter 2 Re,; ew 0 1 ContLrlUOUS CO:ll rQl
2.6 St Jte-Sp",e Des~gn 47

2.6.2 Estimator Design

where F' is in dica\ed in MARAIl a~ F'.etc.
~o r a syste m descri:,ed by &js. (2.1) a nd (2.2), an estimate, i , of the fu ll s tate Then! wi ll be a uniq ue solutio n for L for a SISO system prov ided that the
c(; tor, x , (;an be obtained based on measuremen ts of the OlItput, v, from system is ob~ n'abl~. Roughly ~peak ing . obseryability rtfers to our ability to
deduce information about a ll th e modes o f th e s)'stem by monitori ng o nl y th e
.~ = I'i + Gu + L/y - Hi). (2.40) sensed ou tpUl S. Unobservability resu lts when some mode o r s\lbsy~tem has no
Here L is a proporti onal gain defined as elTeet on the out put.
The select ion of the estimator po le~ that determ ine L are ge nerally chosen
I . = !I, . I: ..... I,]'. (2.41) to be a factor of l to 6 faSler than the con trolle r poles. This ensures a faster
and is c hosen t? achieve sati sfa~!Ory error charac teristi cs. Th: dynamics ofthc er- decay or the est imator errors compared with the desired dynamics. thus (;ausing
TOr can be obta1ned by subtracting toc estimate (Eq. 2.40) from the state (~n 2 I) the controller poles to dominate the total syStem response. Ii senso r noise is
to get the error rqualion '"""I . . . part ic ularly i:J.rge. it sometimes make. sense for the estimator poles to be ~Iower
than twO time s Ihe contro ll er poles. whic h " ould yield a syste m with lower
i = {t' - LH)i. (2.42) bandwidth and more noise s moothing. On the ot her hand. the penalty in making
The characteristic equation of the elTOr is now give n by the estimator poles too fas t is that Ihe system becomes more noise sensitive.
The tradeotr~t,,'een faM and slow estimator root ~ can also be made using
dell s l - (F - LH)I = o. (2.43) optimal estirn.n ion results from o ptimal es tima ti on theo ry. Firsl.l et's consider that there is a random
input afft!cting the plan\. calle d process noise. u. thnt ent ers Eq. (2.1) as
We c hoo~ L so that f LH has s lable an d reasonably fast eigenvalues. so i deca s
"h 7-e TO
A
, ') l~ependem of th e eo mrol u(t) and the initial condi tions. This mea~s ~ = FX + G(I + G ]1t', /2.46)
[ at x I WIll conve rge to x(t) .
. Errors in the meed o f the plant ( F, G, 11) ca use addition~1 errors to lhe slate and a randonl sensor noise. I' em eri ng Eq. (2. J) as
esmn alC from tho se predicted by Eq. (2.42). Howe\er. l can typicaUy be choscn
so that Ihe elTOr 1S kept a(;,eptably s mall. It is importam 10 emphasize that the (2.47)
y= Ih: +l'.
nature of the plant a m the esti malor are quite different. The plant is a physical
i, system such as a c he mical process or sen:omechanism wher~a s the estimator is The eStimatClf e-lTOr equation ""jth these additiona l inputs is
, ; usually an electrom(; M~i t computing the estimated stale accClrding to Eq. (2AO).
. The se le(;110n of L IS approached in eKactly the same fashion as K is sel~cted i = (F - LH ) ~ + G 1tt.' - L t. (l A 8)
c control law des ign. If llie spec ify the desired location of the est imat or error
''',h
po es a~
In Eq. (2A8) the sensor noise is multiplied b) L and the process noi.se is not.
S, = 131. iJ l ..... P, . If L is Yer)" small. thenlhe effect of senso r noise is remoyt!d but the estimators
dy namic relopOnsc will be "slow'. so the elTOr wi!! nOI rej ec t effects o f u: very
then the de.~ i red esrimltor characleristi(; eq uation is we ll. The sll te of a low -gain estimator will not track uncertain plam inputs very
we ll or plant' with mode ling errors. On the other han d. ir L is "large. then
(1,/5) ~ (.I" - iJ1}(s - {J~). (J - iJ"). (2 .44)
the es timator respon><: will be fast and the dislurbance o r pror;ess noise wi ll be
We can .solve for L by comparing coefficie nt s in Eq. (2.43) and Eq. (2.44) rejected. but th e sensor noise. mu ltiplied by L. results in large errors. Clearly. a
. A~ 111 th e control case. thi s is almost never done by hand Rather th . f balance between thes e twO effects is required.
~~ns a(ke~.m a nd pla~em are used. but wi th a s light twi st. The ~ns~~n~f It tu rns out th at the optimal so lution 10 this balance ca n be fou nd as a
'"""I . (2.43) IS fu ncti nn of the process no ise intensity. R" and the sensor noise intens ity. R,.
be th of which are scalars for th e 5[50 ,a<;e under consi deratio n. Since the- on ly
(2.45 ) quantity aff~tin g the resu lt is the ratio R,,/ R,. it makes se nse to let R, = I
and we now sec that this is iden ti ca l in form to &j. (2.37) where K and L ' la ~nd vary R. only. An important advantage of using the optimal sol ution is that
:he ~ role. The~fo.re. we compute L to achieve estimator poles at the de~re~ on ly one parameter. ROc . need s to be Iaried by the designer rath er than pkki ng II
oca tlOn. p. by typmg In M ATLAB e,timator poles fo r an ,,,\ order ~y~tem . The >e lu tion is calcu lated by M .'\T1.AB as

L = ac<e r(F. H". Pl or L = place(F'. H". p)" L = ka l fT\ an(sys, Rw. R~)
 "8 Croaptcr 2 RCli( w of COntinUOUS Co;m ol

2.6.3 Compensarion: Combined Conrrol

and Estimation FIgure 2.10
Possible ~ati~ for
iotroducing the
We now put aillhis togethe r. ignoring for the time being ,:he effect of :l command
reference input:
input. r . If we Wke the conlrol law fEq . 2.35). combine it with the es tim ator (a) a>mpensa tion in the --------
(Eq. 2.40). and implement the control law usi ng the estim:ued stale elements, th e feedbad path.
design is complete and the equations describing th e resuit are (b) compensation in the
f@edforward path
i :. (F - GK - LH)i + Ly.
u = - Ki.
(2A9) ' -- -- - - ~~~~~~:.. - -- ---'
These equations [ escri be what we prev io usly caUed COr:1 pensa tion: that is. the
ConlroL II . iscalc ujatcd gi\'en th c meas ured OUtp ut. y . Fig ure 2.19 shows schemal. '"
ically how the pieces fit together. The roots of thi s new dosed-loop systcm ca n --- -------------- ----- --- -, ---~

be shown 10 consis t of th e chose n roots of [he controller plus [he chosen roots E:.I im. tr.or : I_--'"~'C"''----I
of the estimator fhlt have been de signed in separafe procedures in Sec tio ns 2.6. 1 ,
and 2.6.2. The poles and ze ros of the compensator alone could be obtained by
c;o;ami ni ng the system descri bed by Eq. (2.49); hOwe\er. fh at step need not be car- '----c=---:=-.J :
ried out unless the ::Ie~igner is curio us how the compensation from this approac h
Compeftsaror
co mpares with cOmpe nsati on Obtai ned using a tran sfonn based deSig n method. -------------- -- ----- -:
2.6. 4 Reference Input ",
One Obl'ious way to imrod uce a command input is to Subtmct y from ~ in exactly
the sa me way it has been done for the tran sform design methods di scussed pTe\'i_
ously. This scheme is shown sche matica lly in Fig. 2.20(b), Using this approach. command crea tes a step in u thaI affects the plant and es ~ i malor in an. identical
a step COmmand in r ente rs directl y into the estimator, thu s causing an esti mat ion fash on both re spond identica lly. and no e stim~tor elTOr I S mduccd. 1 herefore ,
error that de<:ays with (he estima tor dynamic characteris tics in add ition to th e the~ a~ no estimator error characteristics in .the re,ponse and the toml n:spo nse
respon.'ie corresponCi ng to the control poles. consists of con troller cha racteristics onl y. ThlS approach IS usuall ydwpe nor.
An altem~ti\"e a?proac h consists of entering the command r direc tly into th e .The feed forward ga in. if. can be computed so that no stc a y-state r lTOr
pJam and es timator in an identica l fashion as shown in Fig. 2. 20(a ). Since th e ex ists Its value is bas ed on co mputing the steady-state \'alue of the comrol. " " '
and the steady-state valllCs of the state. ~", tha t result in no steady-~Iate error. e.
The re sult is
Fig ure 1.19
fstlmatOf and (o~!IO.'ler N = N.+ Ki'l",
mecha ~ l l<lt~n -, _I
"~, ~"W where
~ i - h + Gu ~
"
- -------- --- ---- ------ ---,,
,
Control Ja'" '" sli m..", ,,, 2. 6.5 Integral Control . .
'-- -, G~
,, ~ i+"y f'i) -- Hil H-,, In many cases it is diffic ul t 10 obtain an accurate value for the p l ~m 8.aln., m
, c"""pe'.>aI'" , M'" becaU5e plants are typ ically nonlinear am! the plant model is a llneanlat~o~
'- ----- -- -------- ----- - -- -- -' e -" ., . lllcrefore. [he value of N will no t. beacc )_
at a p a",. c~ Iar pam I uTate and
( fostea
r good
statc "lTOn will result even tho u~h th e model is suffiCient y aecura ~
 .-~
50 Chapter 1 Re\iew of Continuous Control 2.7 Su:n mar)' 51

feedback control design. The ~o l lltion is to incorpor.!!e an integral comrol tenn The key property of the Laplace transform tlat allows solution of differenti al
in the feedback similu 10 the integral comrol discllssed in Section 2.2.3 . equatior,s is Eq. CU)
Integral control i~ accomplished using STale-Space design by augmenting the
SlaH:' ' :e\:IOf wit h the ccsired integ ral .l,. It obeys the differential equati on Cli (I) } = s F ($).

(=: el. A system"s output can be determined by the invel"'le Laplace transform for
Thus vet')' simpl e cases or, more often the case. by numerical methods ~uch as
impulse m, step.m. or Isim .m in MATLAn.
X, "" e d,.
I' If a system's OUtput is described by X Csl and is stable. the Final Valuc
1beorem states that
This equation is augrrented to the state equations (Eq. 2.1) and they become
lim x(t):= l = linsX(s) .
_ -.: " ,_n
(l.SI )
One can a~sociate cet1ain time response bt'havior with pole locations in the
The feedback law ir; s plane 1S sum marized in Fig. 2.5.
ConlIol systcm specifications are usually defined in terms of the rise time I, .
senling time '., and o~'e~hoot M, which are defined by Eqs. (2.16 H 2.18).
For an open loop systcm given by D (s) G(.I). the closed loop s),stem as
or simply
defined by Fig. 2.8 is given by Eq. (2.19)
Yes) D(s)G(s) T
-- = I + D(s) G(s):= I s).
With thi s revised definition of th e syS!i'm. the de~ign te'hniques from Section
2.6,! can be app lied in a similar fashion . llle dements of K obtained are impl e- The basic types of feedback are proportional. integral, and derivative. and
mented as shown in Fig. 2.21 . arc defi ned by Eqs. (2.22H2.24).
Th e root locus is a method to sketch the location of the cloSt:dloop r()(){s
of a sys;em vs. some parameter of imcrest. usually the feedback gain It is
2.7 Summary based on phMe considerations which can easily be determined graphica ll y
by hand. and are therefore very useful in checking computer based result s.
I System dynamic s can be represented by a slate-space description. Eq. (2.t). The frequency response: of the open loop transfer function of a system can
orby a transfer function. Eqs. (2.6) or a. 7). be easily analyzed to determine the stability of the related closed loop S)'S-
tem. The open loop mmsfer function can be detennined e;o;perimentally or
analytically.
Figure 2,21
Design of control systems using the state ~pace approach is carried out by
Integral control SlI uctu'C
specifying the desired closed loop rOO( location. call~d pole-placement. or
by selecting weighting matrices in a cost iunction, called Oplimal or LQR
COntrol. Either method tend s to reduce the design iterations required o\'er
root locus or frequency respons.<: design. especially for hi~her orde r s)'stems
and those with multiple inputs andlor outputs.
State space design requires that all elements of the Slate veClor are availab le
for the ca ru rel: there fore. they must be measured directly or estimated using
measurements of a portion of Ihe ,tate vector. Pole placement or o pt ima l
method~ can also be used to arrive at the btst estimmor for Ihis pu rpose.
52 Chapter 1 Rt,iew of Conunuous Comrol
28 Problems 53

2.8 Problems 2.7 C()ll~id ", a. pendulum with rontmltorgue I;. and dist urbance tOf'lV<' To ",00,.., differentia.l
,., e'lu~tion i~
Design fecdback "ith lead compe n,ation for tM open- loop system
~+ -lIi=T,"'TJ
GCIl ,. ~.
,. Assume I ~re i, poIen ti ome1cr a.t the pin th~t mea>lul'S the nutI'm an~le e. that is_
,. = (1_
TIle rise time ~hou ld ~ I scc or less and tfle o"ershoo! should be Ic,s than J~.
,., (I I Design ~ lead rompeosatioo u-, inS a rt>OI IOC"' thai pn)'lidn for an M~ <: 100:;. and
Do:,ign fdb",,!; "'ith lead co mpensarioo for th. open -loop <y~t.-rl
~ ri!e time. I, <: I ..e<:.

G(H= ..;., (b ) Add an int~gml temt to rOOf controller SQ th:iltherc is no .tead~"'I1M error in the
,. pmen.,.. of a ccm taOI di ,turtJar..... _ T". :md modif) lhe co rnpen"lioo SO that the
-;;; bandwidlh shoold be fasler than I radlloC'C and 1M pha ... margin ~ houl d be benellhan specifi,-ation s are Mill met,
2.8 Cons idel a pendulum with control torque T, and disturtJ.oo:e torque Td who!.edifferentia]
2,3 F1X Ihe open-loop ",Slem ~ualion is
, ii-i--W=T,+ TJ ,
G(s . = ..;.
,. A ume there i, a potent iometer alt"e pi " tha t me.sures ttle OUlput ~n sJe (J, tll:l.I is,
(a) de, ign f""dbad aosuming you ha~e acce~s ro alllhe .I,te dem~m . Elliure Ihat y=b.
t"ere are ,k>sc:d -Ioop system poles al S = - 3 J j,
(a] Design a lead compensa tion u., ing fr~ueflCyr.'ponse that pf(wid"" for 3 PM '" 50-
(b) Design.an estinator for the system '0 th, t it hlls poles al J = -6 6j and a bandwidth. w u - > ] rad.'se<:
(tl Find the lI.n sf.r fUflCtion ofille .:ompletc comro ller ronsisling of the cOOtlO] fmm Ib) Add an inl~graltemlto !'OUr controller"" In..t there i, 00 _'IC,){\y_,t ate effi)!' in the
p.u1 \~j and tt.. esti m;l tor from pan (hI. pre>eflCe of a con'>l:ult disturbancc _ TJ . and modify the compensation so that ille
2,4 FOrlhe open-loop sy'lern ' pe .;ncations arc still mel .
2.9 Ccn,idera pendulum with ,onlrol torque T,- and diS turb:.....:. lorque T" whose differential
G'J' l eo - -'_ equu t,cn"
Jis ... 4)
(a ) design feedbact assum ing )'OU ha'e acces. to .11 the , tate e lemenlS. Ensure that 8 + -W=T, + T.
ther. are do-.:d-loop ~y.tem poles that pro,itk a ""tural frequenc y of", = 3 A,"ume lhere i~ 0 pot.ntiomet~r at tile pin thai mea, urei the OUlput angI~ O. that i.
radl." ", w11h I; = 0.5,
,, =1/ ,
(b) D<:sign an e~ti malor for tllc sYStem '0 that it ha.~ pole. Ihal pro"ide a natula] (I ) Tiokng the '\late 'CClor 10 be
{~ueocy (If",, = 6 radiStC with I; '" 0.5
(e) Find lhe tlan~fe;f~m:tiM of lhe comp lete controller consi,t ing of tho. control from
pan I.j and Ihe :S llInatof from part Ib)_
",ri[O.' lhe s)'S!~m c'4uat ions in _,mte form, Gi," ,'a lue~ for the matr;C<"l F. G.II,
2.5 Can you stabilize tile ,ystem
( b) She"" u;ing i-I" te-,-ar;able methods. ihattne chafact~ri s tic equ. tioo of the model is
,~ _ ~= O.
2~ )
Grs. "" s-(. s-,I...
(c) Writ.e the eqimalU r ~uatioos for
",ith a si ngle lead compon'ation'.' Jh." , . , ..a " . d, ." . If Y(lU <'n't_ show why not
'.6 For the open-loop sy5tem

GI,) = , . ' Pid eStimator gains IL , . L;lT to pl",~ rolh fOOl' oi the ~'\;mator-error
r'r + 25 )
.har""leri>lic equation at J = - 10.
fa) <!fsisn feedback .s~um i ng you ha"e acce,~ 10 all the sta te elements Place the
dosed -loop .y~l.m poles at = - 1 Ij_ - 0.5 5j . . (dl l',in~ state ft:<"dbock of the eSlimatcd Mate variable, f) and e. deriH' ~ coDtrolla'"
to ria"" the clC&"d- loop ~'On "o) poles at j = -2 21-
(hI D<:~ign an estim't{)f for tile Sfll.", so thaI it h" poles 01 J = - 2 2J. - 2 Bj.
(f) Dr,,,' a block di~grJm ofttle S~'Slf m , th:W is. e;tin"'tor. plant. and rontrollaw.
(e) Ftnd [he transf.. function of Ih. comple", con troller coo\i,..inEof the control from
(f) Dc:lllOnstrate the p"rform3n~ of the sys tem b~' pMting the ste p respon .... [0 a
part (a ) iI1d the e.umator from part (b),
rrf...~nc. command 00 (I I fl. aIld (ii) T.
51 Chapt n 2 Review of Conti nuous Centrol 2.8 Pro hlems 55

(Il ) DMi~~ a controller " ith an inlel'ml term and demon strate ~s jlCrformance!O the 2. 18 Skrtoh a BOOt plOl for the: openloop ,}"s tem
.Itep input, as ,n (f).
2. 10 For ~ openloop .,)stcm
'J+ 0. 1)
G(l ):O f( .... 1)ul + 2.1 + 100 ,
J Afterro:nplctin~ the hand ~k(tch. '.rif}" ~'oUf .. , cil u,; ng /.hTLAB. With unity ftedblCk.
G(J) = "~"-_"
r+2s-J wwld the ~)">tem be .I ab l(~
determine 2. 19 Sketch. Bode plot for In. open-l oop ,yS lern
(a l thefiMI \alu~t{)aunitst~pinpul. 100(., + II
G(S) =: s~(J + 10)'
Ib) Anl ..... r la ) fOrlho Co", wh e!"C
AfltrCQlIlplcling the hand ske tc h. verif y )'ourresull u.ing M ATl..MI. Wilh unilY f~OOboc~.
GIJ ) "", 3 . woo ld III< 'ystem k s\ablc~ What is Ihc p.\t?
, ' +2J+l
2.20 S~etl'h i Bode plot for the openloop sy't~m
2.11 F", the open loop I~' tcm
~OOOI ' + 11
GI.) = ~"~3,-~ G(~) = .. : (s + lO~ iJ + ~O)
+2, - 3 Aftercompkiing lhe haoo !~elc h. verify )'001 ~,uh u, ing .MA"":a Wilh unity fccd""" k .
as,ume thore i.\ a fecdback w ith a pruf"K\Kma l p. in. K. and Shtch a Ie"," ; o f the clo~. ,,-oold the ,Y iltm!:>e '1abjc~ If oot. ho'" would you ,11~, he '1.
loop fOOlS n _K. What j , the minimum , -aloe of K 10 achieve a ~ub lc system'
2. 12 For the openloop .'}st~m

I
Gt.- ) = "","" __ ic-,"",,,,,
$ (r + 1.1 + 1(0)
u~ a sing le lead oompen.ation in 1he feedback to ad';.\"e as fast a response a. po$,ible.
1-; ping the dam pini of the reWrulnt mode !:>encr than.;- = 0.05.
1 . 13 Sketch the IOCU5 Qf r;lOts vs. the par. meIer b for

s:+b.l+b + I=O.
2. 14 S\;e1ch the root I<x'u! with ~.-;pe<:1 to K for lhe open -loop syslem

Kh + l)
G(S) = ,.
5(,' + 2H. + 11-
Atler completing the hand 'ketch. 'enr)" )'o~r rl!"iUlt usin!; 1'I IATLo\ 8.
2. 13 Skelch tile root loc us w; lh re.l peel HI K fo r the open1oop ,;y,l~m

K (> + 2)
Gis) = -',',_ "
,\ftcr comp let ing ttle hand sketch. verif~' your resuit usi ng MATLAB ,
2.16 Sketch the f()()I\O('u, " 'ilh respect to K for the openloop ., )",tcm
K(s + 1)
G U ) = - -,_ " ,
After co mpleting the~:md ske1ch. " cn fy your ""ull usi ng MATl.AB.
2. 17 Sk~lCh the rootlocu! .. itll respect to K for lhe open-loop sys te m

GI.) = Kb+. I) .
s{s + 11(r+ 25)
After oornp lct ing the hand sket~h. "enr), }'our res ull using MATL.OJ!,
Introductory Digital Control
A Perspective on Introductory Digital Control
The continuous controllers you h:lw studied so far are built using analog t"lec-
tronic~ suc h as resistors. capacitors, and operational amplifier<;, HO\O.'c\"cr, mOSt
co ntrol ~)'~k I1lS today use digital computer<; (u$uall)' microprocessors or
rnicroco ntrol!ersl with the lll.'\:essary input/output hardware to implcm~nt the
(ontrol!ers. The intent uf this chapter i~ tu show the \"cry basic ideas of design-
ing control I~ws that wi ll be implemented in a digital computer. Unlike analog
el('(;!ronics. digital computers cannOI integr:l1c. The refore. in order 10 solve a dif-
ferential equati un in a computer. the equation m:lst be appru:..immcd by reducing
it 10 ~n algebraic equation involving ,urns and products only. These approJli-
mation techniqu es are often rderreUlo as numerical intl'gration. This cha pler
shows a simple way to make these approximations as an introduction to di gital
control. Laler chaplers expand on variou s imprO"ements to these appmx:imations.
show hov.' to analyze them. and show that digita l com~n~ation may also be car-
ried ou t direct l~' withou t resorting to these approximatio ns. In th e final analys is.
we will se~ that direct digital design provides the de"ig ner with the most acc urate
method and dIe InOSI nexibilily in selretion of6e sample rote.
From the materia! in lhh chapler. you ~ houl d be able 10 design and imple-
ment a digita l control system, The sy~tem wou ld be e.\ pec ted to give adequate
performance if the ,ample Tme is at least 30 times faster than the bandwidth of
the sy~ lem.

Chapter Ovcn' icw

In Section 3.1. you will ieam how to :Jpproximate a continuous Oi l' ) with a se t
of differenc( equation,. a design melhod someli mes re ferred 10 as emulat io n.
Se.:lion J.l is sufficient 10 l"nable you to appioximate a continuous feedback
controller in a digital control s)'Slem. Section 3.2 show s the basic effect of
57
 58 Chapler 3 Introd tK!O r~' Dignal Conlrol
3, 1 DigitlUltl on 59

~mpling O? the performance of th e ~ystcm and a simple way TO analyze That

SlImp,,", period apan. T is called the sample period and 1/ r is the sample rate in cycles per
e ffect. Section ).) shows how 10 convert a continuous PiD COntrol law to lhe
digital fonn. sample rate seco nd or Hz (also someTimes given in radians/second or 2-:rJ T). The ~ampled
signal is J(kT) where k can take on any intege: valu e. It is often written simply
as y(k). We call this type of variable a disc rete sig nal TO distinguish it from a
3 .1 Digitization continuous variable like vet), which chang~s continuou sly in tim!', Wc make the
assumption here that the sample period is fixed: however. it may vary de pending
Figu~ J.! (a) ."001' the topology of the Typical continuous sy~tem. 'The com- on the implementation as discllssed in Section 1. 1
puta tIOn .of the, errOl si gnal. e. an d The dynamic compensmion, 0(5), cnn all be There also may be a sam pler and AID converter for the input command. r( / ).
accomplished JO a digital computer as s hown in Fig. 3. i(l). The fundamental producing the discrete r(kT) from which the s~nsed y(k T) .... 'O llid be subtracted
differences between the t"-O implementations afC that the digital system operates to arrive at the discrete error signal. I'(kT ). Thc differential equation of the
o n samples of ~ sensed plant ou tput ralh er than on the cv ntinuolls signnl and (Ontinuous compe nsation is appro){imated by a difference equation which is the
that the dynamICS.represe nted by D (s) are implemented by algebrai c TCl:"unive discrcte approx imation to The differentia l equation and can be made 10 dupli ca te
equatlOns called dlfTerenc(' eq uat ions. the dynamic behavior of a Drs) if lhe sam ple period is short enough_ The resull
. We conside~ tim the action of the analog -to-di gital (AID) OOfll'e rter o n a of the difference eq uation is a discrete u(k T) at each sample instant. Th is sign al
signal. This devtce lCIS on a physical variable. most commonly :m electrical is com'erted to a continuous u (1) by the D/A lnd hold. The D/A converts the
v~!tage. and converts it into a binary number that u.. uall)' comist~ of 10 or 12 mH binary number to an analog voltage. and a zero-order hold (lQH ) maintains that
blls. A blfl~1)' num be r with 10 bits ca n take on 2 '~ == 1024 \'alues; therefore, same V{lltage throu ghoUl th e _,ample period. The resulting utI) is then applied to
an AID conve ner With 10 bits has a resollJ(ion of 0.1%_1he conve rsion from the actuator :n precisely the same manner as the continuous implementation.
the analog signal y(t) occurs repet iti vel)' at inst:mts of time that are T seconds One panicularly simple way to make a digital .;:omputer approximate the re al
Euler's method time so lu tion of difkrentia l equatio ns is 10 usc Euler's method. It follows from
the definition of a derivative that
Figure 3. 1
Basic control-\yste:fl
'---Coo,;"
---u,,"",--,,,,,,,,,,ie,
-------: h
i:= lim - (3. 1)
bkx~ diagrams' ,: , "~, . ~ _u 6/
(ii) cominoo u! system. u{rl :
cr.,) when: ~x is the change in x o ver a time interval St. E\'cn if ~ I is not qui t ~ ('qual
[b) wit h a digi:al to zero. this relati onship will be appro){imately true. and
computer
x(k + 1) - .T(k )
.r(k);;;;: T (3 ,2)
L _ ____ _ ___ _ _ _ __ J
where

", T == t, .. , - t, (the sample interval in scronCsl.

Ij == kT (for a constant sample interval).
~----- - - - - -- - - --- - - - -
, Di~i'" to", rorle,
FI.n , k is an integer.
x(k) is the valu e of _t at I,. and
CUI ,~ "
x/k + I ) is the value of .f at /, .1 '
This appro){imation ' can be used in place of all derivative s that appear in the
controll er differential eq uations 10 arrive at a SCt of equations that can be soll'ed
difference equations by a digital computer. These equations are called differen ce equation s anel are
solved repetitively with time steps of length T. For system s havin g bandw idths
,,, t 11I i. parti""tar ' -ersion;, o.J la1 lhe for ..~rd ...<t' '''Jylor tIll<. 5 PrOOl.m 1.2 for tr.. bac ......ard
roc:t:a ngular ... "ion.
 60 C h~p:er 3 11".1lOdunmy Di gital Control 3,1 Olgili:auOll 61

r.. ble 3.1 Real Time Controller Implementation

of a few Hertz. samJle rates are often on the order of 100 Hz. so that sa mple
periods are on the o;dcr of 10 msec and errors from the approxim::uion can be :=~"-------~.~_- ~ (jnj!j~fj;z~tfon of pal! V/I!Ueo. fo, first loop ''',augn)
quite small. Defj,.,. comt~nu '
tt, ..1 - bT
1)
"', = 1(,,(aT -
READ AID te obt,jn y arid,
Example 3.1 eo _ , - y
Dljf<"01(( E(!UClIWrl S t;~in.r; E!<kr~ )It,;th,>d
U = .. ... I(a~
U1ing Euler.1~ttn.t.Ii[d the differeoce eq u11 ions to be pr()llrammed if,lo the c()ntrol compuler OUTPUT U to D,A /lncf l OM
in Fi g l _lib) fo.- Ih~ cast ,,-here tht !JiI' i~ Fig. 1.Ila) is no wcompule .. for the flt'xt loop 1111"009"
" =o,u +cr," ) READ
Dl s)= _Un) _ 0 K s+a__ . go back to READ w"en T ,e(onds ";t ve e)/lp~ sine.. r
(3,3 )
El l) "_.+b

So lution. Fif$t 5<>dlhe:!iffereotial equarion thar co=.pond, 10 Drs l, Afrercro,. multiplyinj!

Eq. (3,)1 10 obtain
The sample rate required depends on the closed-loop bandwidth of ~he ~ys
(5 + b )(.! i<) = K).<+ (1)(5 ) . tem. Generally. sample rates should be faster than 30 times the bandwidth 1n o rder
"'c (an .<ee by illspcc!ioo rh"1 the cl)fIe~ponding differential . qu"lio n is to assure that lhc digital controller can be made to closely m~lch the perfonnance
of the contin uous wntroller. Discrete de sig n methods descnbcd 10 later chapt.crs
,i+ b" "" K)~+ al),
will show hffi',.' to achieve Ihis performance and the consequences of samplin g
Csi ns Eu le,'~ ml.'thod 10 ;wroximale E.j . (3.4) aCCOJding to Eq. I3.2). WI s:e l the ' ppro.\ imati n.!l even slower if that is required for the comp uter b~ing used. Howeve r,.whcn usmg
dirTerencc "'1u"lioo the techn iques presented in th is chapter. a good match to Ihe .conllnuous co~~
"IA: + I) - ,,(1) [ ~(J: + l) - ~\t) ] troller is obtained when the sanlple rate is greater Ihan approximately ]0 tIme s
T + bu (lJ = K" T + al rk) (3 _ ~ J
the bandwidlh .
R.amm~ing Eq_13.5) pu~ the diff~r.oc<: equat>o n in Ihe drs ired form

uO; +I )="(i r + T - bwfk ) +K.. l] 136)

------ ---
[ ( ," + "T -,(k) + ,u(~).
Example 3.l L:ad GJIllP<'r. ~l1!iort L'sing a Digtl<ll CO'llpI,rer
Equation . 3,6) ~hows 00-.:,. 10 compute the nC"\'>' \'alue of the: co ntrol. ull; + t ) , gi\'en rhe paSt
,'alll(" of lhe ~o nlrol. u rk ), and Ih. ne"- md past value, of the Ufo.- . i.!lul , t It + I ) and f (k) . Fioo. digilJl cODtro llus to impl ernc:nt th. lud compcn~aliOJl
Fll' compu!.niunal efficielCy. il is coovenient ro ~-arrangc Eq, (3.6) to .<+ 2
Db/=70 ,+ 1O OS)
13.7)
- - - - -- - for lhe plan!
L
G( J)= sV + I )

In principle. lh e tiifTere nce equation is e\-'alualcd initially with k = O. then u, .mgSarnpe ) riC
, iOf '0 .'
- "n , .-,.~ ..w.liz Implement It..:,
.
co nltul cqualiom
'
on. an npcriru
' ental
f
/.: = I. 2. 3. . Hov.cver. there is usu ally no requirement that va lu es for all l~boral ory fae i:;!) lilt thaI depicted in Fig, 3. 1. rhal IS. one rhatln"looes ~ ancropIOtt .wr. or

limes be sa\'ed in me:nory. Therefore. the computer need on ly have va riabl es the con rrol equa!ioo,. a ZOH. and analog el ectronks for rho: plant Co~pule lhe lheoxc~u' al
srep re..pon~ of the cominuou sySlem and compare thl! with the e.,penmentally dcremu ned
defined for lhe current and past valu es for th is first-orde r di fference equation,
Sle p tespon!oC of the di~it.lly (on1tolled ,y<tem_
The inStru Clions to th~ compu ter 10 implement the feedbac k loop in F ig. 3. l(b)
with the difference equation from &j, (3.7) wou ld ca ll for a C(lntinuall00ping
Solution. Companng rhe compen,allon Iran.fe, ful1C!JOO 10 Eq (1.8) with F.q. (33) , how.
through the code in Twle 3.1. Note in the table that the calculations ha ve been
Ih.t the valu". of!he parameters m Eq ( 1 6) are" = 2. b = 10 and K. = 70. For a .<ample
atTaItged so as 10 mi nim ize the computations requirt'd between the reading of
rale oi 20 Hz T = 0 1)5 ~ aad Eq 136) em he "mpl'hcd!O
the NO and the wrili ~ g \0 the D/A. thus kee ping the computation de lay to a
minimum. u(k + 1) = O_5u ( ~r + 70 [t l< + I ) - 0 _9f(i)l .
 62 Chapler 3 InuoduclOry Digital Control },2 Eff~t ofSa rnplrng 6]

For a ,ample rale of 4Q li z. T '" 0.015 Stt 000 Cq. (3. 6) ' implifit, to III Chapter 6. you will see Ihal tltere are ~\"eral wa}'s to approximate a
conti nuous transfer function. each with different me rits. and most with bener
uik + )) "" 0.75... (k ) + 70!<'lk + I) - 0 .9St (k rj,
qualilies than the ElIler meth od presented he re. In fact. MATLA8 provides a
The sr"tement~ in M ATUB' to compute lhe conti nuou s .<rep r"rom:. i, function (c2d.m) that computes these ap proximations. HCM'C \'er. before those
methods can be examined. il will be necessary to understand discrete tram.fer
rl\JmO " 70'(1 2], der.O = [1 10J fllnctions. a topic CO\'ered in Chaplcr 4.
rlu"llG = l. derG= (l 0]

sys 1 "tf(numD.denD) ' l f(nu rrG.denGI 3,2 Effect of Sampling

SysCL " feedbackt<; )'Sl. 1)
(t is worthy to note that rite single mosr imporUlI1l impact of implementing a
mp (s)'SCL), control system digitall y is the de lay associatcd with the hold. A delay in an y
feedbac k system degrades thc stabili ty and damping of the system. Becallse each
Fi gu,"" 3.2 ,00.....,tlx- step r.spon,. of tlx- two digital controll ers cO"l'ared to th~ continuous value of u(kT) in Fig. 3.J(b) is held constam unti1 tbe ned value is a\"ailable
:::: rer'~n ~. N01~ thal:hc: 40 II I s ample rate ta boo! .J.O " bMdwidlhfbeh.\"e, .".ntially like from the computcr. the eominuolls value of U( I) consists of sle ps (S<.'C Fig , 3.3)
. conlrmM.m s case. ~h-:reas t/)o> 20 Hz sample rate (aoout IS " baocwidrh ) has a <kte<:tablc that. on the average. lag u(kTJ by T / 2. as shown by the dashed li ne in Ihe figllre.
' f1C"'''ed o\"ersh()Qr slgrufYlng some degradation in the damping. TI!c ~amping wmld degr~ By incorporating a continuous appro~imal ion of th is T/2 delay in a cominuOlls
further ,fth. sample ral~ were made any ,Iovo'er,
analys is of the system. ~n assessment can be made of the effect of the delay in
The .\.1ATLAB tile tha, c~at.d Fi g, 3,2 (fig32 .m) compuled the <fgital "' ~potl~s as well
as lhe conhnuou, respo nse. You ....il1leam ho,,"' to compute the re.'pon~ of a digital sys tem in
the digitally conl1ol1ed system. The de lay can be approximale<! by the method of
Chapter 4. Pade, 'The simp1e5t first-order approximation is
2/ T
G~ (J) = -------:;--/T' (3.9)
,+-
Figllre 3.4 compares the respons.es from Fig, 3.2 with a continuoll~ analy,is
F;glll"(' 3.2 that includes a delay approxi mation according to Eq. (3.9).
Cont, nuous ar.d dig itals:ep r1?SpOnse us.ng E lI 'e ,'~ method for discretizat ion' I This linear approx imation of the sampling de lay (Eq. 0 .9) could also be
sample rdte. Ib) 40 Hz :;amp'e rate .la 20 Hz ur.ed 10 detenninc the effect of a panicular sample rate on the rools of a system
,ia linear analysis. perhaps a locus of roolS "~so T. Alternatively. the effect of a
de lay can be analyu~d lIsing freq uency response te~ h niques becallse a time de lay
" - -~ - I- ~ - ---
of T /2 lranslates into a phar.e dccrear.e of
" t~- - -.-- - -, (3,10)

-- -T-- &. 1,0 -:/-~::::lb""...__

,1 Figure 3,3
5: O,!; 1--.1" The d!!liy due to the
" ~- An.alog cootrol
ho'd operation
- Dil i1-01 coo rrol
,..
Time (r.c<1
,., co,

, , 6 , . "
 3.2 Elf~;:t of Sampltng 65

f igu re ] .4
J I.H" Sioce If><: PM i~ apj)f'Q., i matel~ lOll x (. Ihi, "n .I~, i , ,00"', Ih~t Ih~ i; de,r~as~. from
Com IlUOuSJ"d ogllal
~ . -.- ........ aPPf,,~i mat~I~' 0,5 for the ,'onlLmM"', ,y'teln to O.3~ tor the di&i ta! 'y;tcm.
step rl?$pOn>E' al 20 Hz
~mp~ r.lte show ng
-. BOIh a"" lv,i.' "",th,,,1> i ndi~ .I ' a . imilar r.:d u~ti"n in Ihe dam pi ng of In. '<~',Ie m, Ot1e
, hould. (herefo'ft. e~pcci Ihal tlk> o"er; hOOl of the qep '-'<>pon", ,hoold incl\'~"', re>r Ihe cast
'estJlt s with a Ti 2 d-Iay
- - conlm""", cOOIrol
" 11 h no l.o:ro,. Fig . ~ . 7 inJic~I~, ch atthi, <>e,rea'<' in ~ .<hou ld rt,d l;n I h~ > I ~p re>pon~
Jpproxi'TlOTi:m
<>'Cl">Iloo! . Mr ' ~"i ng fmm 16~ 10.'-5<:< for;' 1nJ,,,,tkr 'y'lem " ,tn no l~ro'. T hc acmal SlCp
-------- dip. 1<""tn~ u'n~ E~Ic" m<thoo
. ....... ,000in<lt"""OIltml ",Ir. dcl~ "1'",0' '~>I"""'" m Fil .1.6 h~\"e aboo l ~(l':~ .. tm IOC (om imoo"s s~ >l em ~rnJ .boo! JO'J for
"."h<>o!
Ih. digil~l ,'"CSu. ,,~~ . th~1 lhe npp.o~imalc an , i) ,;is ,,';l' 'omcwhal co n"",,aUve on Ihe
03 o.~ II~ 0.(> 0 .7 0 .8 prediction of tl:~ dttrca<.cd d~mpi ng and il1n~~~d Ol'CfSOOot In Ille d i~i lal ~ a \e. The tn!oo
"' th.1 dcc'rc~,inf sample rnle CaII'f' d e('rf;l'in~ d3mpin~ mtl Sl~bi!it~ will ho: ar.al) I.ed on.......,
rompk tdy cnrwgho ut th~ hook

Thus. we s.e-e Ih at the los, o f pha ,e margi n due (() sampling Cln be estimated
by invoking Eq (], 10) with w equal to the frelj uency .... here Ihe magn itude equa ls
(lne. that b. the "gain cro,son:r freque ncy: ' figure ] .5
f req LJenCY r~!lSe fOf
--- -- -- - - - - - --- - - EJca mp:
' ,~)~)_ _ __

Example 3.3 "/'/",(Wt,I!c .-I~~ly,'i> (If r~, Erfal ''.I s.:: "ll,linS
,~ 10"

Fo. llle 'y't~m in h amplc <X INm ine tl>,;, d~,,, '-I."" in dampin g Iha t wou ld rc,u lt from
.'.J. ,
.'<Impling at 10 H" U~, hoIh lifICa! ;rnaly~ i ' and the frcqucnc~ l"C'fOI1'" "",mod. Camp. ",
IIIe time re!"".. ,~ of Ihe ","'l inllO u.' '~" tem ,",'iln Ih. di'Hele impl~"""m aljon 10 ,'atid) IC llie
a Tl.ll y,i.~,

Solution, T h~ d"mpil\!' of Ille ' rcm in e..ample 3,2 can be oo l3i ncd fm m Ihe ~lAn.AB
..tal<mem

.. , 110
,
wnc", sysCL i, thai "Offiilln . d in lam p\( 3.2, The ,,,ult i~ C =0 .56.
T1>e dampi n~ of llx ' )'>I ~rn w;l h the simple de l ~, appro,~ lm ~r io)f) a~~d IEq. (3,9)1 i,
obf,ilkd f,om

T" 1110
numDL" M , denDL,,!l 2n]
sys2 " tfl'1lJmDL.d~nDi)s)'S I
sySC l " feedbitd:/1)'S2,ll Figure ] ,6
(ontlflO(}lJ'; and o.gllal
damp(Sy~Cl) reljX)rlse<; for harr pl ~
3.3 (.It 10 Hz sample
"lien: sysl i< Ih, t compued in E'lrnpk .l~ . The ff.u ll oi thi, <'" k ul a'ion is ( ~ .33
ra te)
The f'<"'lueocy "'.'p<:fl'" of Ih~ ,M lin""", Iy.lcm is Ihown b)' tile ",lid hrle in Fig" , 3.5 .00
o. ~
."""',~ thaI tl>;-,',O''''I\'", fr~qu",J(;)' i< aOOuI6rl<il,;cc and Ille P:>OI is ahoUI 5&. TIle Ii "C of.'mall
circles ,ho ... , IIIe p/l"'" ,",-,",--.;-t~<l hy Eq. \3 .t nl aoo, t!>erefore. Ihal the PM dce",a<;c~ 10 aboot
,W' For " IOn: pro"i ,ion.I!> _ u'" oi ma rgln.m in ~!ATL~~ ,OOw., that the co n li nlK>ll~ sy.lem
11' 03 Il. ~ 11.:\ 0 .(> 0,' ([,~ O,Q
hil., ~ P.'o ! or 49..'1" ~t J crc.,.",w, fI"'l uency<>f6.11 Eq ualion 111011lie n indica le> Ih JI
"'di' . . ..
Ihe CQfTtXtion d "" 10 '.mpling <hould he 17 ,7". thu~ the PM of tlu: d gilal sy M ~m I' ool d boe "' Tin'" ,""' I
66 Chapter 3 Introductory Digital Control 3.3 r ID Corll rol 67

3.3 PID Control

Example 3. 4 Tr'ln.ljonmllg a C(lItrimH.>Us PID [Q a Digiwl Compl<Ur
The notion of proportional. integra l. and derivative (PID) control is reviewed in A micrtHer\"o malor h.>$ II lransfer function from l~ inpJ! applied ,"Ol!a ~e to the OOtpu! speed
Section 2.2.3. Reviewing again briefly. the three teons are proportional control (radI~ ).

J6OOO)
r/(I) = Kc{lJ. (3.1I) (.l.18)
Gls) = (J + 60)(s+~)'
integral control
Ithas ~ndcte!Tlli nWthatPID~ontrol wilh K = 5. Tp '" 0.0008 =. and T, = O.(X"13 ""'"' give<
\.ati~fmor}" performam:e for tbe rom inuoos cue. Pic~ an appropriate ).ample rate. determine
1/(1) = - Kl' e('1)d'l. (3, 12) too corresponding disital controlla",. and impl emem OD II digiul sj"stcm. Comp:iJ~ II>< digit.t
T, ,
~ep re.'po n ~ with the calculated resp<mse of a cominUOlls sy.~te m. A lso. separately in"esliga te
and derivative control the err,...,t af a higher sample rate and f.-tuning rhe PID paramelers on the abilily of the digital
.~ys tem to match the romimmus <ponse,
(3. 13)
where K is called tbe proportional gain. T, the integral time. and TD the deri vat ive Solution. The sample rate nds to be .elected lim. BYt bef~ we can do Ihat. we need 10
tilTH,: , These three co nstants defin e the control. kno"" how fast 111. sy,t ~m i, orwhat iu bandwidlh is. "The solid Ii,., in Fig , 3.7 sho",.., lhe stCp
The approx imati on ~ of the se individual control tern}, toan ~ J gebraic equation respome of the OOOtinUOIlS system :md indicat., that tho rise time i. about I m= . Based on
that can be impleme nted in a digi tal computer are proponional co ntro l Eq_(2_ 16). this ,uuesl. that "". ;;;: l SOO ..~<ilsec. and ;0 rho baoo""idth .'o uld be 00 the order
Df 2O.Xl radI$eC or 320 Hz. Therefore. lite sample nte ,,"OUld be about 3.2 kH z if 10 time!
u(k) = K e(K). (3. 14) b.and",idlit. So I.e! pick T = O,j mste. Use of Eq, ~3.17~ results in the diff.renc.: equal ion
in tegral co nt rol u (kl = .. (k - I) +5(3.7667~(k~ - 6 .33J3tlk - I) + 2.666"ltlk - 2)1
K
u (t) = lI (k - 1) + - Te (k), 0. 15) whi ch ..... hen implemente d in the digital oomputer results in tile: lin e with Slars in Fig. 3.1.
T, This imp lement3tion sh0"1 a considerably increased oVHshoot o"(r the eontin uoo<n, . The
and deri vat ivc control line ,,ilh eirele\ in the figure sho ,,' s t'-: improvcl ptrfonnance olllained b )' increasing tile:
~ample rat. to 10 kHz; i ... a 5lI mpie rate abo ut 30Iimes band",idth. while using the 'ame PID
KT parame ters as before. It .hov," thai thoe digital petfomt:rnce has improved t" be ~semia ll )' the
lI(k ) = T " [e(k)- dk - I) ]. (3.16)
, ame as lhe ron in"o"s case.
&juation (3.11) is already algebraic. therefore Eq, /3.14 ) follows directl\' whi le Increasing the sample rate. however. will incr.ali' the COSI of t ~ compute r and Ihe
Eqs. (3.15) and (3.1 6) re sult from an application of Euler's method (Eq. (3.2) to AID com'ener: therefore. t~ '" ill be " COSt benefi t t) impro-.'i ng th e performance whi le
maintain ing. the .1.Z kH z ~mpl e r.lIe. A look at Fig. 3,7 Uto"", lhat the digitl l ",span""
Eqs. (3 , 12) and (3 .1 3). However. normally these term s are used together and. in
f T = 0.3 msec) has a f.ster ri"" lime 300 Icss damping tharlthe rominu,," . ca!oe. lltis wg ..ests
thi s case. the com bination needs to be done carefully. The combined con tinuou s lllat the proport ional gain. 1(. should be reduced 10 slow the system down and t~ deli va
transfer fu ncti on (Eq. 2.24) is ti,c li n..,. TD. !.hould be inc~3 ~d 10 increa~ the dalr.ping , Some !.ria l and error, kee ping
II(S) 1 these ideas in tlind. produces the results in Fig, 3,8. Th e revised PID paramot"" thaI pro-
0(.1) = - = K (I +-+TDs). duced the!oe results are K '" 3,2 300 T" = 0 ,0011 sec. 11><: in:8,"1 fese t time , T,. was lefl
e(s) Til
unclwlged.
The refore. the differenti al equati on relating 11(1) and e(l) is
. 1
u = K k+- e+ TDe)
r,
and the use of Eu!cr's meth<Jd (twice for ti) n:sults in
This cllample once again showed the characteristic s of a di gital conlrol
sys tem. The damping was degraded an i'l<!reasi ng amou nt as the sample rate
lI(k)=I/(k - I)+ K [(1 +; + ; )t't k) -(1 +2; ) e(k -l) + ;e(k-2)] wa s reduced, Funherm ore. it was possible to restore the damping with suitable
0 .17) adjustments 10 the controL
68 Chapter 3 Introduclory Digital Control 3.5 Prob lerr,5 69

Figure 3.7
The" delay can be analyzed more accur3tely using freque ncy response where
Step respome of a
rr;(JO-lI'lOtor, E~am ple the phase from the continuous analysis should be decreased by
3,4. S<lme PID wT
p3filf"1e ter5 ~ = - (3.10)
- - <"<>",inLJ '
2
......... dit il> 1. T: 0.3 m;o'~ A continmJUs PID control law whose lronsfer function is
_ 0 di!i lJI. T~O. t m" t 11(5) 1
0 (.1)= - = K (l + TD.l1
",f---,--,c--t--C_C.-'-c,"-,.,--~,--:--cC--!"o e(s)
+ -T,s
can be imple mented digitally u.ing Eq. (3, I I)

I/(kl = fllk - IH K [(I + f + ; )e(k) - (1 +l; )e(k - 1) + ;e(k - 2)].

Figure 3.8
Effect of pm tun ng en The digital control system will behave reasonably close to the continuous
the digit.J1response. sys tem providing the ,ample rotc is fasler than 30 tilTleS th e bandwidt h.
Exampif! 3.4
- - Wlll i" LOCU;
In order to analyze the system accurotely for any sample rate. but especially
for sample rotes below about 30 times bandw idth, you will have to proceed
on 10 the ne"t chapters to learn about ztransfonns and how 10 apply them to
th e study of dis.crete sy~tcms.
, For digital control systems with sample ratcs less than 30 times bandwidth.
Ti""" m,,<!
. design is often carried out directl y in th e dis.crete domain. elim inating ap-
proximation errors.

3 .4 Summary 3.5 Problems

Digitization methods allow the des ign e'r to convcn a con tinuous compe nsa- J.l Do the foll owing:
tion, D(s). into a set of differe'nce eq uati ons that can be programmed directly ra) De sigll a comin\J("" lead compcn'ialiO<\ far the satellile at1i\~ dc connot eumple
into a control computer. (Gil t"" Lis: . described in Appendix A. I S(l that the compln ' OOI.S arc 31
Eu lers method can be used for the digit ization app'ID.imate ly J = --1.4 j-l.4 ,ad/.ec,
(b) Assuming lhe compensallort ;< to be implemented digitally. appro~imale Ihe eff~
. k -... x(k -I- 1) - .T(k) of til<: digita l implemoemation 10 be deja} of r /2 as gi,en b)'
x( ) = T . (J.2)
2JT
G, (s I <= -----;--T
As long as the Sim ple rate is on [he order of 30 x band""id[h or (aStllr. the . + -/
d igirall y control led system will behave close to it~ ~ontin uous counterpart and determine Ihe <"e\'i>e<t root I(l<;ations for sample OIle., of "'. '" 5 Hz. to Hz. and
and the continuous analysis that has been the s ubje<:t of your continuous 20 Hz where T = L/ "" ,ec
control systems >ludy will suffice. 3.2 Repeal E< l mple 3.1. but use Ih. appro.imalion Ihat
For sample rates on the order of 10 10 3{) time s [he bandwidth. a first order .f(kJ - f {k - II
ilk) ,," T
analysis can be carried out by introdUCing a delay of T/2 in the continuous
analys is to see how well the digital implementation matr:hcs the continuous lbe back ..-ard rec\.anguJar '.... rs;on of Euler".' me1hod. Compa,ctbc fe.ulting difference
analysis. A zero-pole appro" ima tion for thi s delay is equations ,..it~ Ihe fo......'ani rttlanEul. , Eule, methoo. Also compllt e the nl\nxri~al "atu e
of the coefficients for both ca;es >"S. sample r~te fOf w, ,. 1 - 100 H ~ . AlSllm. Ih~
21 r cOMinuoo! ", (....,s ffQfll !:<t. 13.8). !'/Ole th31 Ihe coefficien t, of ;nte"f(~! are B i'~n in
G. {s) = 5+2I T ' 0 .9) Eq. j3.7) f(lf the f"",art! ,ectangular case a< j t - bTl and (o T - 1)
70 Chap~er 3 Im roouclo!'y Digital Control 3.5 Prob!err.s 71

J.3 F OI ~Ile compo!nsation lksign a o;>nlin nous lead compemation so that the close<l_loop 'ystem has a ri:;.e time
I, < 0.3 ~ and o,..,,,hoot M, < 11Y.t-. Modify the ~1ATI.AB file fig32.m so tl\31 J'ou can
D(,)=2j ~. .,a luat. the digital ve"iOll of J'our lead compens3t:on usi ng Eule!',; fOI ",'ard retangular
5 + 13 m~thod. Try different :;ample rat.s. and lind the sioweSl one .... here the n,. r;hoot done~
lISe Eylers f"",ar . ... tangular m~ to determine ~he di ffe ... noe equations fOf a digital nOl exc."d 2M
impkn>en1ation wl.h a sample rate of SO Hz. Repea~ the calcyla~bns using th e NcKward
3.10 The Ilntenra tra,ke. has thoe I.onsfer function
.etan!!u lar me~hod (> I'roblem 3.2) and compare the difference equati on rocfficiems.
J.4 For the coml"' nsat.OI1 G(l)= . (. + 21' "
1 +2 !)c:-<.ign a ronl i nuou~ lead compensation so th at tl\( c!oselHoop )~ stem ha5 a rise lime
D(.!' 1=3--.
1+20 I, < 0.3 """ .nd o" cflhoot M~ <; IW. Appro~im ate the effecl of a J igit:ll imple ment.
usc Eu le,' s fo.v.aa . etangular me~hod to de termine the differenoe e\lu~tions for _ di!!i[.lll tiOnlO~
implement.ali"" with ~ s.ample nlle of 80 Hz. Repeal the calc ulations using the back.... ard 2/ T
rela!1 gular method (I Problem 3.2) and compare the di fferenc e equation coeffici ent s. 0 . (.1) "' . + ~ / T'
3..s TIle read arm OIl acompu ter di>k drive ~as tbe trans fer function and "llim3l.e Mp for a digital implementation "iTh a >ample late of 10 Hz.
' 000
G(3)=-.- .
"
De~ign a digital PID controller lbat lias a bandwidth of 100 Hz. a phaI-C margin of ~ (t'.
and h.as no OUtput ern>f for a (O nS~an t bias torque from the drir. motor. UI-C a sample
rate 01"6 kHz.
J.6 The read iIITIl on a computer disk dri,.., h ~!IIe transf.r function
' 000
G(s) = - .

De . ign a diS il.a1 comrollcr that has .. band ... idth

" ()f 100 Hz and a pha~ margin of S()' .
US<' a sample rate Qf6 kHz.
3.7 FDr

G(s) = ,.
,
,.
(a) de.i!!n a continuou s comP<"\sation so tha~ the closed loop lystem has a ri se time
I, < I Joe. ane o,..,rslxxK Mp < 154 t<) a ~ep input comma:ld.
(b) ~l'is<: the compensation so the specification ..... ou ld still be ;net if the feedback was
implemented .jig il ally .... ith a sample rate of ~ Hz. and
(c) find diff.,ene. eq uations thaI ..ill impkmcm t~ co mptu ;ation in the digital
computer.
J.8 Thr,..,ad arm on a : omputer diSK d.i,e has the Il'ansfer funr;;tion
500
G(rl = --;-.
"
Design a cOIltinuol.S lead compensaTion so t~.t the ck>sedloop system has a baodwidtb
of 100 Ih and a phase margin of SCI' Modify tile MATLAB tile f 932.m so that you C~
.,alu ate the di!!iT~l .-ersion of }'o u, load compensation us ing Eu"" . fo......ard retan!!ular
method. Try diffe,..,nt sa mpl e rates. and find the slo ..... st one .... teTe the o"ersllooc ~s
001 excttd~.

3.9 Th e antenna tl1lc ker ha s the tran,fer function

G(J) = 0_
.r{
_'_+2)
 Discrete Systems Analysis
- -- -
A Perspective on Discrete Systems Analysis
Tne unique elcmcm in the struc ture of Fig. 3. 1 is the digi tal computer. The
fundamenta l characler of the digital CompUler is that it takes a finite time \0
compute an s.... ers. and it does so at di>CfCte st~ps in time. The purpose of this
chapter is to dc\"clo p l00ls of analysis nettss.uy 10 understand and 10 gu ide the
design of programs for a compliler sampling ill discrete li mes and acting as a
linear. dynamic (amrol compo nem. Needless 1;) say. digi tal complllcrs can do
many (hing, othe r than control linear dynamic ,ystems; it is our purpose in this
chapter to c);amine the ir , haraClcristics when doing th is elementary control lask
and to de\ei(lp the basic analysis 1001s needed 10 write programs for real-time
com puter control.

Chapter Over\'iew
Section 4.1 restates th e diftcrerKc cqu~lions used by a computer to re present a
dynamic system. a topic covered very briefl y in Secti on 3.1. The tool for ana lyzing
this sort of system. the :-transfonn. is im roducoo and de\ eloped in Section 4.2.
Use of the ~ -:ransform is oc\'eloped further in Section 4.3 to show how it applies
10 the combined system in Fig. 3. 1. Funhemlore, state-space models of discre te
systems are de\'eloped in this section. Section 4.4 shows the corresponde nce
between fOOlS in the :-plane and time response characteristics while Section 4.5
di SC ll ~se-, chr.r.. ctcristics of the discrete frequency response. The last secti on. 4.6.
deri ves properties of the :-Iransfonn.

4 .1 Linear Diffe rence Equations

We assume that the analogto-digita l convcner (A/D) in Fig. 1 I takes samples
of the signal y at discrete limes and passes them to the computer so that y(l,~ T ) =
73
74 Chapter of Discrete Systems Analysis 4.1 lmearDl!T~rence Equ31ions 7S

y(kT). The job of the computer is to tal.:e these sample values and com pure in
S(lme fashion the s:gnals to be put out through the di g ital-to- analog converter
(DIAl. The characleristics of the NO a nd DIA conveners"..ill be d iscussed later.
Here we cons ider tt e treatment of the data inside lhe computer. Suppose we ca ll
the input sig nals up to lhe kth sample f"o' f" er .... e. , and lhe output signals
prior to thaI time 11( . U , .U l ... Then. to gel the neXl OUtput. we ha" C the
u,_,.
machine co mpute some function. which we can express in symbolic form as
Beca use we plan to emph asi~e the elementary and the dynam ic possibiliti es.
we assume that the : unction f in Eq. (4.1) is linear and depends on only afinill!
number of past e's and u' s. Thus we write
u, = - O, JI I _ 1 -o!U t_ ~ - ... -o.u._.
+boe, + b,f". _, +. + b.. e. _...
Equation (4.2) is called a linear rec urrence equati on cr difference equatio n
and. as we shall see, has many simi larities with a linear differential equation. The
name ""difference equation" derives from the fact that we could write Eq. (4.2)
using u, plus the differences in III' which are defined as
'Vu, = u, - 1.1 ,_.
'V~u. = Vu, - VU 1_ 1
V' u, = V" - ' ", - V"- III. _1
If we solve Eq. (4 .3 ) for the va lu es of II. ". _,. and 11'-1 in terms of differ.
ences. we find
To solve a specific CCD E is an e lementary matter. We need a stani ng time
(k-value) and some initial condition s to characteriu the content s of the comput er
memory at thi s time. r-or example. s uppose we tale the case
(4.4)
and stan at k = 2. Here there are no input value s. and to compute 11 1 we need
10 know the (initial ) values for u () and u Let us take them to be lie = II , = l.
t
The first nine values are I. I 2. 3. S. 8. 13. 21. 34 .... A plot o f the values of u,
(4 .1)
vcrsus k is shown in Fig. 4.1.
The results, the Fi bonacci num bers. are named after the thineenth-ce ntu ry
mathematician ' who studied them. For e ~amp le. Eq. (4.4) has been used to
model the growth of rahbilS in a protected environm en tl . Howc,'cr that may be,
the output of the systc m represented by Eq. (4.4 ) would seem to be growi ng. to
(4.2) say the least. If the response of a dy nami c system to any finite initial conditions
can grow withou t bound. we c all the system unstable. We would like to be ablc
10 e~amine e:.J.uations like Eq. (4. 2) and. without having to solve them explicitly.
see if thcy arc stable or unstable and even unders tand the general shape of the
solu tion.
fig ure 4.1
,,~-----------~--~-,
The FiboNcci numbers
(4.3) c- .

II, =u,.
U" _ I = II. - Vu ,
II t _ l = U, - 2VII. + V'11l .
Thus. for a second-order equation with coefficients a , . a . and ho (we let "
b, = b1 = 0 for si mplicity). we find the cqllh'alent di fferencc equation to be
a1V' u, - (a, + 2a,)V'II, + (a, +l1 + j
l)u. = boe,.
Although the two forms are equi valent. th e recu rren ce fonn of Eq. (4.2) , ;
is more convenien t for computer implementation: we will drop the fonn using i
differences. We will continue. however. to refer to our equations as "diffe rence I
equations:' If the a'sand b's in Eq. (4.2) are cons tan t. th en the computer i ~ so lvin g
, , 6
constant (oefficients a eonstll n t-coefficient difference eq ua tion (CC DE). We pl an to demonstrate
later that with s uch tquations the comp uter can control linear constant dynamic
systems and approximate IT\Qst of the other tasks of linear. wnstant. dynam ic Lcoo.ardo Fibon.oo;ci of ?iSll. wbo irllrodu,<tl A,ab;(: IIOI.alior I<> lilt L... in ~ orl d aboul tM AD.
systems, including p:rfonning the functions of electronic filters. To do so. it is 2 Wilde ( 1%4 ). M'~mc lhat " , ,epre>ml'l"'i"ofrnbbi" ODd ,hlot hob;", art born in p.ai". "",,,,me 111M
necessary first to examine methods of obtaining solutions to Eq. (4.2 ) and to rIO rallbi15 di. 0I"Id 111.1 ~ ne .. ~;I be~in ,..prodac1ioo. .r", (U prriood. ThU\ .. 1;"", t. -.:e ha,.. 1I1111t

study lhe general pro pcnies of the se solutions. old ,abbi". a 1' plu, lhe .. wOOtn pai" !>om 10 lilt mIIlure :abbilS. ..,hi<h art " , _,.
 4.1 linn r o.lfclcncc Equallons 77

One approach 10 solving Ihis problem is 10 assume a form for lhe solul ion the corresponding difference equation is unstable in the specific sense that for
wilh unkn own ~onSla1llS and 10 sol\'e for Ihe ~onSlanls to mat~h the given initial some finite initial conditions the soluti on will grow without bound as tim e goes
~ond ition s. For continuous. ord inary. differ"("mi al equations Ih at are constant and 10 infinity. If (III the root s of the characteristic equmion are i"side the unil circle.
lin ear. e~ponential sJl ution s oflhe form e" arc used. In the CIst: o f linear, conS lant. the correspondi ng difference equation is stable.
differen~e equalions. it turn s ou t that solutions of the form ~~ will do where ~ has
the role of land k is the discrele independent variable replacing lime. 1. Consider
Eq. (4.4 ). If",eassume that j, ( I.:) = A:'. we get the equation
Example 4.1 D,s.:rm 5[abi~[.\
A:' = A~' - ' + A~t - ~.
Is the !uat; un
Now if we a~sume ~ =I 0 and A =I O. \I'e cao divide by A and multiply by t-t,
ulkJ "" O.9u(k - tl - O.2~[k - 21
with th e result
I = :-' + : -:
Sotution. The ch"':lCleri"ic eqw.tic n i,
~'-09~+ O.2=Q.
:~=: + I.
and Ihe charloClC, i'li,' rOOIS are ~ = 0.5 and: '" OA. S; ~ boIh these roolS are ;n ,idt the unil
This polynomial of seco nd degree ha s two solutions. =u = 1/2 ../5/2. Let's cird e . t~ equ>tion i.<,';lJble.
cal l these <, and :,. Since our equation is linear. a SLIm of th e individual solutions
will also be a SOlution. Thus. we have found that a solution to Eq. (4.4) is of the - -- -- +
fo~

u(k) = A,~,' + A::/. As an example of the origins of a difference equation with an eXICrna l
We can SOh' f for the unknown conslants by requiring Ihat this general solution input. we consider the discrete approximation to integration. Suppose we have a
s::ltisfy the spcdfk initial conditions given. If we substitute k = 0 and k = I. we cont inuous signal. e(l). of which a segment is sketched in Fig. 4.2. and we Wish
oblain th e simultaneou s equations to compote ~n approximation to the integral

I =A , + A ~ , :J = L e(tJdl. (4.5 )
I = A,:, + A:~.
using only the discrete values e{O) . ... , ,.(I t _,) . efr,). We assume that w.e have
These equa ti ons are easily solved to give an approximation for the integral from zero to the ti~e rt _ 1 a~d we call.1I j" _I'
../5 + I The problem is to obtain II, from this in fonllm ion. Taktn g the "Ie"" of the I~tegral
A, = 2../5 . as the area under the curve e(r), we see that this problem reduces to findwg an
approximation to the area under the curve betw~en 1, _, .and I. Thn:c allernatives
../5 - I are sketched in Fig. 4.2 . We can use the rectangle of heIght el _ , . or the rectangle
..1'1 = 2../5 .
And now we h),'c [he complete solution of Eq. (4 .4) in a c losed form. Figure 4.2
Funhcnnore, we can s.cc Ihat since : , = (I + ./5)/2 is greater !han I, the term Plot of a tuncti Ol1 ana
in :,' will grow ..... it'tou t bound as k grows. which COnfimlS o ur suspicion thaI allematrl'e
the cqllution represc::nts an unstable sy~tcm. We can gencrllile this re sult. The approximations to th~
area under the curve
chara<:teri!!i. eq uat ion
equation in : that we obtain after we substilute u =:" i; a polynomial in :
known as the characteristic equa tiun of the difference equltion. If any solutio n OIIef s single t,me
'l-:( k-tk
't::L .~
k -t ~ k-tk
of this equation is outside the ullit circle (has a magnitude greater than one), ~terval
78 Cnapler " Discrete S}'Slems Anal ~'5is 4.2 The Discwe Tr:msft TFuncaon 79

of height 01" Of the lrapezoid formed by connectin.!! ej _ , kI e, by a straight line.

If we take the th ire choice. the area of the trapezoid is
4.2.1 The z-Transform
If a signal has diM:rt:te values eu' f " ',. we dctinc the- :: -transform of the
t. - 1 _
1 1 signal as the function ).
A ~ - -,-eel +01, _,). (4.6)
( ;: , :; Z {to(kJ l
Finally. if we assume that the sampling peri od, '. _ 1,_" is a COnstant. T. we are
Trap"zoid ru le led to a simple fOfTllUla for di>crete integration called the trapezoId rule (4.8 )
'. < 1: 1 -<: R".

(4.7 ) nnd we assume we ,an find values of ' n and R~ as bounds 0 11 the m.agnitudc of
the complex variable :: for which the scrie~ Eq. (4.8) converges. A d'Scusslon of
If e(t) = I. then e. =:: kT and substitution of u.:; (T~ /2)k.~ sati sfies Eq. (4.7) convcrgence is deferred until Section 4.6.
and i ~ exactly the integral of (It should be. because if
e. is a straight line,
ee,)
the trapezoid is the exact area.) If we approximate the arta under the curve by
the rectangle of height 01, _ 1' the result is calJed the rorward rectangular rule
Example 4.2 TIl!" ~ - T'''1r.sfcrm
(sometimes called Euler's method, as discussed in Chapter 3 fo r an approximaTion
to di fferentiation) and is described by TIle data f ar. ,ake n a, ...amples from lhe li me >'gnal ,-"' 1(11 at , ampli~g period Twhere 111 )
is the unit ,'Iep function. lero for r < 0. ~<l< , one ror I:!.0 Then ~, --~--Ht(kn . Fioo the
~ 'lfan ; ronn 011~i' ,i~n"l.

The other possibiliTy is the backward recta ngula r rule. given by Solution. Applying Eq. (:l.g ). w.fi nd I~al

Each of these iluegration rules is a special case of oor gcner~ 1 difference eqllation
Eq. (4.2). We will elaminc the properties of these rules later. in Chapler 6. while
discussing means to obtain a di/feren,e equation that wi ll be equivalcnt to a given
differential eq uation.
I _ e ':
Thus we see tlu.t diffcrence C\luations can be c~'a lu at ed dirc,tly by a digital
computer and That they can represent models of physical processes and approxi- =~_,_.T 1:1 > f-
mations to inTegrati lln. It turns OUI that if the difference equJtions are linear with
cocflicjent~ that are ~onstan t. we can describe the relation betwecn u and e by a
transfer function. and thcreby gain a great aid to analysis a.~d also to the design
of li near, ,onstant, discrete controls.
We will return to the analysis of ~i gnals and deve lopment of a table of useful
: -transforms in Section 4.4 : wc fi rst examine the U!>C of the transfonn to reduce

4.2 The Discrete Transfer Function

We will obtain the tra nsfer funCTion of linear, constant, discrete systems by the
method of z-transform analysis. A logical alternative viewpoint that requires a
bit more mathematics but has some appeal is given in Section 4.6.2. ll1e results
are the same. Wc also show how these same resu lts ,an be e~pressed in the state
space fonn in Section 4.2.3.
80 Chapter of Dl.SC rele 5r5tcI!l5 AI1~ly5I S 1.2 TM Discrete Tran;;fH Fun,lIon 81

difference equalions to algebraic equations and tcchniques for representing these and if n ::: m. we can wrile this as a rati o of polynomials in: as
3. block diagmms.
b"+b -- I + . + b . '-"
H(: ) = o~ ,~ , "~ (4.15)
~~+al: " +IJ~:' -- + <l .
4.2.2 The Transfer Function
The :transfOffil has the same ro le in discrete systems that tile Laplace transform
be:)
has. in ~nalysis of txnti nuous systems. For example. the :transforms for e, and H (:)=-.
11,111 the differenc e ~quation (4.2) or III the trapelOid integration (4.7) are re lated a(:)

in a simple way that pennits Ihe rapid so lution of linear, conSIant. difference This transfer fu nction is represented in MAnAS in the tf fonn similarly to the
equations of th is kind. To find the relalion. we proceed bi" direct ~ub stitution . continuous case as discussed after Eq. (2.6). The numerator of Eq. (4.15) would
We take the definilion given by Eq. (4. 8) and. in the same way. we define the be specified;n MAn.AU as a I x (n + 1) matrix of Ihe coefficient s. for exanlple.
:-transfoffil of the s~quence (u, j as whenm =n

U(:) = L 11,:-1. (4.9) num = JOG h, b.

and when n ;., >II. there would be II - //I zeros after b" . The quantity specifying
the denom inator would be s]J<.'Citied as a I x (n + I) matri~. for example

den = !l u 1
tl ~ a).
(4. 10)
Note that H(:) ",as assumed to be in the fo nn givcn by Eq. (4.15). thai is. with
From EI::j. (4.9). we recog ni ze the ldthand side as U(z) . In the first lenn on the posit ive powers of : . The discrete system is specified as '
right, we It:t k - 1 = j to obtain
~~ = tf( nu m. den. TJ

L...
" " ,~,-<,-1. -__~ - IU( ~" I (4.11) where T is the sample period.
llle general input-output relation between trunsform s with linear, constant,
By similar operatiOn> on the thi rd and fourth tenn s we can reduce EI::j. (4.10) to difference equations is
T (4.16 )
l.!( z) = z-I U(: ) + "2['(:) + : - 1E(zl]. (4 .1 2)
Although we have developed the tran~fer function with the z tram fonn. it is also
Equation (4.12> is nCM simply an a lgebraic equation in z and the function s U and
true that the tran sfer fun ction is the ratio of the output to the input when both
E. Solving it we obtlin
.... ary a~~.
Be~au se I/( z) is a rational fun~tion of a comple ... variable. we use the ter
(4.13)
minolog) of that subje.;-t. SUPIX/se we call the numerator polynomial bl: ) and
We dtjille the ratio vf the transfonn of the output to the tnnsform of the input the denomillllto r at:). The places in : where biz) = 0 are zeros of the transfer
as the transfer funct ion. H( : ). Thus. in thi s case. the transfer function for function. and the places in z where a(z) = 0 are the poles of H It). If ;, is a pole
trapezoidru le iotegration is and I: - ;)~ Ht:) has neither pole nor lero at ; . we say that H{ :) has a pole of
order p at ;. If p = I, the po le is simple. The transfer fun~tion Eq. (4.14) has
(4. 14) a s imple pole at z = I and a simple lero at z = -1. When completely factored.
the tran sfer function would be
For the more gcncralre latiOIl given by Eq. (4.2), it is readi ly verified by the sa me
techniques that (4.17)
82 Chapter'" Olscrete Srstems Ana!}'s~s ... 2 The Discrete Transfu Function 83

and the quantities specifying the transfer function in the MATLAB zpk fonn are Fig ure 4 .4
an >II x I matri,;: of the zeros. an /I )( I matri ,;: of the po les. and a Scalar gain, fo r A bloc~ diag ram of
trapezoid integra tion as
eumpk
represented by Eq. (4 .7) ".
:,
" ] [ P,
p, ]
.:-. . p= .. - . k = K.
[
~'" p.
The system is then

sys = zpk(z. p. k. n.
We can now give a physical mea nin g to the variable : . Suppose we let
all coefficie nt s in Eq. (4.15) be lero e,;:ce pt b, and we tak e b, to be I. Then
1/( z} = : " . But H (:) re pre,ents the transform of Eq. (4.2). and with th ese
coefficiem values the difference equati on red uces to
The present value of the o utput. lip equals the input delayed by one pe riod. Thus
we see that 3 transfer function of z-' is a delay of o ne time unit. We can picture
the situatio n as in Eg. 4.3. where both time and transform relat ions are shown.
Si nce the relalion s of Eqs. (4.7). (4. 14), (4 . 15) are all compo5ed o f delays.
they can be e:<pres~d in terms of: _I. Consider Eq. (4.7). In Fig. 4.4 we illustrate
the differenc e equation (4.7) using the tran sfe r fu nction : . , as the symbol for a
unit delay.
We can follow the operations of the discrete integrator by trac in g the signals
through Fig. 4 .4. Fot e:<ample. the prest""nt value o f (', is passed to the first su mmer,
where it is ad ded tothe pre\'iou~ "alue and the su m is multiplied by T / 2 to
e,.,.
compute the area of the trapezoid betwcen el ., and (' . Thi ~ is [he s ignal marked
a, in Fig. 4 .4. Aftenhis, [here is another sum. wht""rt; the {:revioos output.
way as for continuou s system transfer functions. To use block-diagram analy sis
to manipul ate these di sc rete-transfer-function re lati onships. there are only four
primitive casts:
I. The transfer func tion of paths in parallel is the sum of the s ingle-path transfer
fun ction , (Fig. 4.5).
2. The transfer function of paths in series is the product of the path transfer
(4.18) fun ctio n, (Fig. 4.6).
3. The transfer fun ct ion o f a si ngle loop of path s is [he transfer func tio n of the
forward path divided by o ne minus the loop transfer fu nctio n (Fig. 4 .7).
4. The- transfer function of an arbitrary multipath diagram is given by comb i-
nation s of these cases. Mason's role can aho be used.
For the general diffcrcnc~ equat ion of (4.2). w~ already have the tran~fer
function in Eq. (4.15). It is interestin g to connect thi s case with a bl ock diagram
Figu re 4. 5
Bl oc~ diag'am 01 patanel
II,.,. bl oc~s

is added 10 the new area to form the ne.'[ value of the intep-al estimate. u" . The
discrete intc gration occ urs in the loop 11Iith one delay. z" , and unity gain.

4.2.3 Block Diagrams and State-Variabl e Descrip tions

Because Eq. (4.16) is a linear a lgebraic re lationship , a syslCm of such relations
is described by a ~yslem of linear equations. These can be solved by the method s
of linear algebra or by the graphical meth ods of block diagrams in th e same Figu re 4 .6
Bl oc~ diagram of
.. r.:I _1:1 ,
cascade blocks ~
H(z) - Ht(:)H1(:)
Figure 4.3 _
The un t del~ --.:''C::-~"-'-'oC'~ I -1 Ito~~"~'~-~'~'-i-~'",""
(:) U(z). r ' (zj
84 Chapte r -/ Discrete S,'Mems Analys!s -/, 2 The OiSCTne Transfa Funcllon 85

Fi gull! 4.1
Feedback transfer Now assume we have ::J~ , which is 10 say that we have ~(k + 3) txcause : '
function is an ad l'anct operator of three steps. If we operat~ o n thi s wilh : - ' th ree times
in a row. wcwill get back 10 ~(k ) . as shown in Fig 4.8{a). From Eq. (4. 2 1). we
can nO\>,' compute : )~ fro m (' and the lower powers of: and ~ given in the block
diagram: the picture is now as gi\'cn in Fig. 4.8(b). To complete the represcntation
of Eq~ . (4.19) and (~,20). we need onl)' add the formmion of the outpUt u as a
weigh ted sum of the I'ariables :J(. ::f. :~, and ~ uo;o;ording to Eq. (4.20), The
completed pio;turc i~ ~ h []wn in Fig. 4.8(c).
In Fig. 4, 8(c). the internal variables have been named .t ,. Xl' and .\'J' lllese
variables comprise the Hale of this dynam ic system in thi s form . Having the
block diagram shown in Fig. 4.8 (c). we can write down. olmo<;t by inspection. the
using olZly simple delay forms for:: in order TO see s~vera l "canonica l" block differ~ n ce equalions Ihat describe th e el'olution of the S131e. again using the fael
diagram s and to introdu<:e the descrip tion of discrete systems using equations of that the lransfer function : - 1 corresponds to a one unit delay. For example. we
state. scc that x,{k + I ) = .f ,(k) and .l.(k + I ) = .r l l~). Finally. e!o.press ing the s um at
the far left of the figure. we ha\'e'
*Canonicat Forms .l ,(k + 1) = ~ (II.l ,( /;) ~ (ll.rl(k) ~ ay , )(k ) + elk).
There are many w~ys to reduce the difference equation (4 ,2) to a block diagrnm We o;ol1ecl these three equaTions together in proper order. and we ha\'e
involving: only as the delay operator. :: - 1. The first one ...e will consider le ads
(entrel caoorliul form to the "con trol" ca nonical rorm. We begin wilh the tramfer fu nction as a ratio XI (k + I) =: - a ,x,(kl ~ al .f l lk) ~ u.. x,( k) + 1'(/;) . (4.22)
of polynomials x;(1- + 1) = .ll l k).
-'",(k + 1) =: .l~ (J: ).
Using ,~ctor- matrix notation. 7 we can write thi s in the compao;t form
where
xlk + I) =: A,x(k) + B, e(k) ,
E(~)
I ~ where
at::)
and thus
,
a(z)~ = E(:). [q x.' (4.23 )
AI Ihis poinl we Iced 10 get specific: and rather th~n ~arry through wilh a
system of arbitrary order. we will .... ork Olll the details fO{ the third-order o;ase. A ~

In the de"elopment thai follows. we will consid er the "iariables u. e. and ~ [T TT]
as rime I'anables and: as an ad\"aTK:e operator suo;h that ::1I(k) = u(k + I) or
:-'rl(k) = IItk ~ 1.1. With this o;onvemion (which is simpl}' using the property of and
z derived earlier). cons ider the equations
~ (4.24)
(z "+ a l :: l + a;z + u ; )~ = 1'. (4. 19)
B,
(boz" + b,::~ + b;z + b , )~ = II. (4.20)
We can write Eq. (4.1 9) as
Ul
The output equa tion i, abo immediate except that we must wil1o; h to cale h "II
path~ by which the state variables comb ine in 6e output. The problem is o;auSo!d
z '~ = e ~a,z!~ ~ a;2 ~ ~ aJ~'
7 W ",u~ ,.., "'~"", r..., SOCIl< k""",l<d"" l>l mJ<ric." Tk ,..",1" wo ''''Iui:.oo ..f".oc(\ '0 ' Ioor
Hk + 3) = elk) ~ a,~(k + 2) ~ al~(k + I) - u}Hk). (4.21) """"0;01 orr p.'. n in Al'f"rldi, C
86 C hapte~ .. Disc!ele S~'5 te ms Analysi5 ... 2 lhe Discrete Tran5fer Function 87

Figure 4.8
by th e bn (Urn, If be = O. then 11 ::= b,.r, + b,x! + b., x) . and the corresponding
81o<:k diagram
deveklprl1('l1l of conlrol
matrix fonn is immed iate. However. if bo is not O. x, for example not only reades
canon iul torm: th e ou tput throu gh b, but also by the parallel path with gain ~ b~a, . Th e complete
{.I equation is
(a l SoIv I)<j for ~(k);
{b) SOl\o<n~ for W: + 3)
II = (b, ~ a, bo) f, + (b, ~ a,bo )x : + (bJ ~ a , bo)_f ) + bnt',
from t'(k) ~nd p.:r..t ~s:
(e) ,::>iv'fIg for U{k ) from
In vcctorJmatrix notation. we have

"
where
(4.25)

(4.26)

We can combine the equation s for the state el'olution and the output to give the
vcry useful and mor.! compact equations for th e dynamic s)'stem.

x (k + I) = A,x(k ) + 8,e(I:).

where A, and B, for this co ntrol canon ical foml are given by Eq, (4.23). and C,
and D, are given by Eq. (4.25),
" l1le other canonical form we want to illustrate is called the "observer"
obsI:'rver cano nical form canoniclll ro rm and is found by starting with Ihe difference equations in ope ra-
tor/transfonn form as
" : " 14 + II, Z' I' + 11 ,:14 + alu ::= be:le + h ,;;:!e + b,:e + b.,e.
In Ihis equation. the external input is ((k ) . and the re sponse is 1411.:). which is
the so luli on of th is equation. The terms with factors of z are time -shifted toward
the future wi th re spect to k and must be eliminated in some way. To do this, we
aSsume at lhe stan that we have the u(I.:). and of course Ihe ( (1.: ). and we rewrite
the equat ion as
'-----j -', 1+-----' b.,e - a J I4 = : "11 + 0,:1 11 + 11::11 ~ bQ~" e - bl:!e ~ b~:e.
Here. t" ~ry' lenn on the right i. multiplied by al least one power of:. and thus
'-------1 ~, I-----...J we can operate on the lot by : - . as shown in the partial block diagram drawn in
(,I Fig. 4 .9(a).
Now in this internal result there appear iI , II and - b,e. which ,an be canceled
by add ing proper multiples of 1/ and e. as shown in Fig. 4.9(b). and once Ihey
ha\'e been ro:moved. the remainder can again be operated on by : - 1.
If we contin ue thi s process of su btracting out the It!rms at k and operating o n
the rest by : - ' . we finally arrive at the place where all that is left is rl alone! But
that is j ust what we assumed we had in the fi rst place. so con necting th is te rm
bac k \0 the stan fin ishes the block diagram. ""hich is drawn in fig . 4,9(c).
88 Cha pter -+ Discrete Syste:ns .... nalrsis -+.2 The DiS(Tetf Transfer Fu nction 89

Figu re 4.9
. (k) A preferred ~'hoice of numbering for the 5t..le components is also shown in
Block diilg ram
develop rT1('~t of o~r\'t'r the figure. Following the tec hn ique used for the control fonn. we find that the
(~nonica l for 'Tl: (a) thE! matrix equations are given by
first p.lrtlal sum afld
dPlay: (b) the second ,,(I; + I J = A .dk) + B./(I;)
p.;rtial SL'm an d delay; rdkl = C,.x(kl + D"e<kJ. (.U71
(e) the co mole~i Oll with
the so iIJtion lor u(k) wher~

A" [=:; : ~ ]
- a) 0 0

.(k )
(., 8" = [Z;=:::,]
b, - h~(I,

C" [( 0 0]
D [b.]
The block dia grams of Figs. 4.8 1nd 4.9 are c~l1ed direct canonica l form
reali ~at ions of the trans fer function H( : I beca!.lse the gains of the realization s
are coeftkieDts in thc tnmsfer function poly nomials.
Anoth er useful form i, obtai ned if we realiu a transfer fun ction by placing
scveral first .. or lecondorder direct fomls in series with each other. a cascade
<.ascade (anonical form c~ nonical form, In this case. the H (~) is repre!>Cnted a ~ a product of factors.
and the pole:- and ze ro, of the tr.m sfer function are clearly represented in the
('l
coefficients.
For example . suppo<;e we ha ve a transfer function
H (_J _ ~'+ 0 .5:~ O. 2 S~+0.25
~ -~' 2 . 6~! + 2.4~~ 0.8:
( ~ + I H:' 0.5.: + 0.25)
(~ ! :H.:" - 1.6.:: + 0.8) .
TIle zero factor: + I ca n be a.~\oci3ted wi th the pole factor : ' - .: to form
one sceond-()rder ~ystem. and the zero facwr :' - 0.5: + 0.25 can be associated
with the SC<."1Jnd .. ortie r pole fac tor:' - 1.6: + 0.8 10 form anOther. The cascade
faclOrs. "'hich could be reali~ed in a direct fonn such as control or obr.er... er fonn.
make a cascade fonn as shown in Fig. -1.10

Figure 4.10
Block diagram of a
c.JSl:aae real 'zat,en
 4.2 Tr.c DIScrete Tr~n5fer Funct ion 91

4.2.4 Relation of Transfer Function 10 If we add T / 2 to the : o_terTn an d subtrnct T / 2 from the whole se rie s.. we ha\'e a
Pulse Response simpler sum. n follows

We ha\"e shown th:l a transfe r furw:t ion o f ;;: - 1 is a unit d elay in the time do main.
We can a lso !!i\'e a lime-doma in meanin!! to a n arbi tra l)' tlllnsfe r functi on. RecaU
that ~ ;;::tran~forTJi. is d efi ned by Eq. (4 .8 ) to be (: ) = I:I", : -' , a nd the transfer
func tion IS lk fined ,rom Eq. 14.1 6) as I/ t: ) when the inpul Dnd o utput are re lated T T
(l < 1: 1)
by VI: ) = 11(;;:) :: ) . NO'A' suppose we dtlibenuely '>C lect t"{k , to be the unit = 1_ :-' -"2
di screte p ulse defined by 21 - 1( 1 - : - ' )
= 2( 1 : -' )
L Ik = 01.
1', =
O. (k 40 ). T + T: -'
(4.28 ) ::::: 2() - : - 1)
T:+l (1 < I:]) (4,30)
Thc n it follO\lo's thal E ~ :) = I and the re fore th ai 2: _1

V(;; ) = H( z).
(4.29)
Thu~ the Iral.\~ re r fu nct ion HI: ) is seen to be the lrans/orm o f th e response to
a ~n l t-puls.e Inpu t. For e xa mp le, let us loo k at the ~ys tcm of Fig. 4,4 a nd put a
umt pulse III a t the t, -node (w ith 0 0 s igna ls in the system ~forehand '. - W e c an
readil y fo llow the pu lse throug h the bloc k and build Tabl e ~ , I .
Th us the un it-pulse I't$ponse is lero fo r nega tive k. is T / 2 at k = O. and
e'l uals T lhereafter. The : .trans fonn o f th is seque nce is
O f COUr5C. thi s is the tral'lsfcr functi on we obtained in Eq. (4.1 3) from d irect
anal)'sis o f the differen ce equ ati on.
A fi nal point of view useful in the interpretation o f the di sc rete tra nsfer
func tion is obtai ned by multipl yin g the in ti nite polynomial s o f E (: ) and H (: )
as suggested in Eq. (4. 16), For purposes of i llu~trat io n , we wi ll assume that the
un it. pulse response, hl is zero for k < O. Ukcwi sc. we wi1ltake k = 0 to ~
the stani ng time for t . Then the product that produce s U(~) IS the polynomial
prod UCt gi\'en in Fig. 4.1 1.

H ( --) = L
~ JI l--;;: L~h ,--' .
- 0< _ '<

Rgure 4.11
Rep~tation of the product E(z)H(l ) ~ , product of polynomials

Table 4. 1 StepbyJte p con~truction o f the unit pu lse response for Fig. 4 .4

+ ...
_'_ ~f~~ u._h.
,, ,, ,, +" .
, Tn,
'" toho+elhoz- 1 +e1ho.z:-1 +e3hoz- 3
2
, + e2h l.z:- 3
,, ,, '",, '/',, ,,
+e Ohl:- 1 +e 1ht.z:- 1
----.----- +eOh2.z:- 2 + e 1h 2.z:- 3
+eo h3.z:- 3
,h.:ot Eq. /4.71" j",. ndNi W be U>N "-, (""" "Ia ('" <""'Plll i", ' '''''' 01
-_. ------. "---
urnr
~ In ,hI~ do:vrk>pm< n' ... e
of ", .., I i"..,~a,~, . T1'<l0 i_' 1'1<) "'. "'" " 'hi uo ,....., Id IIOl ,ho ,01,'~ ( Of ', '" A II"". on "",,,;'.
n.t"",. Tht d"c~'"", ~f lm>< "'mrS (,"'" ,flo opphuc io: and 001 from ,110 ~ ""._ rqwlllon ,

91 Chapll:r 4 Discrete 5yS!~ ms Ana lYSI S
4.2 Tne D.screte Tr:ulSfer Functicm 93

... . -' . h
~ll
Since this product. has been shown 10 be V( ~) -_ .. ut _ , ltmus[!erefore We can a lso derive the con'olution sum from the propenies of lin~arity and
o ~h Iha/the coefficIent of ~ -j in lhe product is Ii " Listing these coefficients s!ationarit y. First we need more formal definitions of "linear" and stati onary:
we ave the reJa:!Ons .

110 =- e/l u I. Li neari ty: A s>'S1em with input t and out put /I is liT/eM if superposi tion
II, = e~ ll , + f',h o applies. which is to sa)". if (' , (k) is the response to 1',(1e) and u , (Ie} is the
respon.\C to (,(k). then the system is linear if and only if. for every scalar a
u~ =eoh~+e ,hl +e~h~ and /3. the response to ae, + I3t, is au, + /311,.
J
If,= f'oh + tlh: + 1'/1 , + f',hn' 2. Stati onarity: A system is stationary. or time invaria nt. if a time shift in the
The txtrapoJatioD of thi s s impk pa ttern gives the reS~11 input resultS in only a time shift in the output. For examplr. if we take the
, system at rest (no internal energy in the s>'steml and apply a cenain signal
e(Ic). suppose we observe a response lI(h If we repeat this experiment at
111 = '""'
L t I.1l I - i"
,~
any later time when th e syStem is again at n:~t and we apply the shi fted input.
t(k - NJ. if we see u(k - N). then the system is ~'a'ionary. A constant
!~illenSion . ....c leI the lower limit of the sum be - ::x; and the upper limit be coeffici~nt difference equation is stationary and lypically referred to as 11
constant system.

(4.31) These properties can be used to derive the convolution in Eq. i4.31J as
,--"" follows. If response to a unit pulse at k = 0 is h(Ic) . then resp onse to a pulse
Negat~.~ val~es ~ j in the sum correspond 10 inputs apFlied before lime equals of intensity eo is e,/ I(IcJ if the s)'stem is linear. Funhennore. if the system is
zero .. a ues or J grealer than k occur if the unit-pulse response is nOnzero for station ary then a delay of the input will delay the response . Thus. if
negal1ve argume~s. By definition. soch a syste m. which re sponds befare the
con....,IUI;on t=er k=1
mput thaI. ca use s II. occurs. is called noncausa l. This is I~.e discre te com "olutJon
~sm and IS Ihe ana~og .of the convolution imegral that re lates input and impulse =0. kif!.
ponsc t~ OUtput 1fl hnear. constant. Continuous system!. Finally. by linearity again. the total respon>e at lime k 10 a sequence of these
To venfy Eq. (4.31) we can take the ~ -tr.lnsform of ooth sides pulses is the sum of the responses. namely.
, "
II, = e.p 1 + t,II,_, + ... + e,h, _,4o . + tlhw
L II.~- '= L ~-. j L e.h ..
l m_ ", h_x _ _ :>.. J . - ,

Interchanging the !Urn on j with the ~um on Ie leads to ,

, . 1<1 = L e,Il, _,.
,~
V(,) "
~ L.. "
, / ...... ~. ' " !_ I"
I - -X ' R _X ~ow not~ that if the input sequence began in the distant pasl. we must incl ude
Now let Ie - j = I in the second su m terms for I < O. perhaps back 10 I = - x. Similarly. if the syste m should be
noncausal. future values of e where I > k may also come in. The general case is
f-. II . _'/+/1 thus (again)
L.. I~ .

II. = L" f(Il , _,. (4.)2)

(-- ><

VI,) L.,
~ , .f-- .f-- h .'
__ e< ,~
, ., 1L..
__ :< I ~ 4.2.5 Ex ternal Stability
and we recognize t~ese two separate sums as A vcry imjX)rtant qualitative property o f a dynamic system is stability. and we
can consider internal or external stabili ty. Internal swbilily is concerned with
U(.;:) = E(:::)H(:). the responses at a ll the internal variables mch as those that appear at the delil)'
9.,. Cha ple ' -I Dis(; rft e Systems Anal/.sis
-u The Discre te Tunsfer Function 95

dements in ;I canQn ical block d iagra m as in Fi g. 4.8 or Fig. 4.9 (Th e Slate). Thus. unlcss the condition g iven by Eq. (4.35) is true. the system is not SlBO
Otherw ise .... e cln be satisfied to con~ider o nly the e." tcrnal stability as given by stable.
the .. tudy of the input-outp ut re lati o n described for the !inear s tatio nary case by
the convoluti on EG. (4 .32 ). 1bese differ in that .<;om e int ernal modes might not be
connected to both the inpu t an d Ihe Output of a given syStem.
For eXternal stability. the m ost common defin ition of r.Jpprop ri(ll e rtlsponse E1'ample 4.3 lnl rgmr t<m 5~abilll)"
is that for every Bounded Input. we should ha'e a Bounded Output. If this is true
I. the discrete appro~imalion 10 iJll~gr.u1on (Eq . ~ . 7 ) BIB O stable?
.... e say th e system is BIBO stable. A lest for BIBO stability ca n be ghen directly
in tenns of the unit-pul~e response. hI First we consid~r a suffic ient cond ition.
......J >ed 10 Ihe unil
Solution. Th< lest gi,-ell by Eq. (~. 35) can be. a....... pIl l ~ ""POO'" u,e<.l to
Suppol.C the in put e, is bounded. Ihal is. there is a n M s uch Ih at
cornpult lht ~. column in Table ~. J . The re,uJt IS
it'rl 5 M < 00 for all I . (4.3.1 ) hD=T/ 2
If we con sider the mag nitude of the Tl': sponse given by Eq. (4.32 ). it is easy 10 see h, = T. 0
that ,
L 1".1= T/1 + LT = unOOundN . (~.37 )

l/j~ f !" IE I'/ h l _/) .

,-,
Th~",f=. .
Ihis di sc rete applc".imallOn .
to .In tegrallon . r\OI
IS BlBO .<Iabl e'
which is sure ly less than the sum of the magnitudes as g iven by

:5 L Jeri 1II,_rf.
Bu!. because .... e assu me Eq. (4 .33). this res ult is in turn bounded by General Difjmnct Eqllalion Slabi!il)"
hamp le"'.4
C idc - all coe ffi cccnlS e.>;e<: pt U, and bV equal 10 zero
tnc- diffew'Ke ~uat i on (~.2) ....lIh
(4.34 ) on, r 1 ~.38)
-x "t : 11,",_, + b,tl
Thus the OU tput w ill be bounded for every bound~d input if Is Ihi s equarioo ,;tabl"~

(4 .35) . 1.1<\
Solution. Thfo unil-puls" re spon se is eaSily ~-. " "'1"
l~d f rom th, firsl
. fe .... lenn i to be

" . : "" 0 ",= ",b._ "_= uibu

Thh condition is also necessary. for if .... e consi der the bounded (by I!) input
u, : /1, :bnu'. l 2: 0. 14 ..19)
Ir _r
, ~ --
(fr _I -;t"O) Applying lhe Itsr. "'e have
! Ih _ll
1
=0 (h _1 = 0) I.
)It,I :'
L>vlil,1= b~ ~
,~

and apply it to Eq. (4.32). [he OUtpu t at k === 0 is

-. : unboond!:d

Th u., .... e condude thai 1h <ptern described b) lhis equation ;3 HIBO . table if lu i < I. aoo
unSlable OIh.rwise.

Fo r a more general rati o~al tran ~fer functi on wilh l~anIn~i~::e~r:::~~ed~~;
(4. 36}
expand th e function in pamal fractI ons .a bout ti S ~ s ~e sa.... earlier. if a pole
puls~ response will be a sum of respectIVe terms.
 96 Cmpter'; Disc~te Systems Ana l)<$IS '; _3 Discrete Models of Sampled-Data Systems 97

is inside the unit circle. the correspondin g pulse resp)nse decay s wit h time find G (z) we need o nly observe that the y(kT J are sample, of the plant output
geOmetri cally anc is stablc. Thus. if all poles are inside the unit circle, the sys tem when the input is from the O/A converter. As for the DfA comcrt cr. we assume
with rational tran;fer function is stable: if at leas t one pole is on or outside thl" that this device. commonly called a zero-order I'lold or ZOH. accept s a sample
unit circle. th e correspond ing system is nOl BI80 smble. With modem compu ter ,,(kTI at f = k T and holds it ~ output constant at th is yalue until the nex t sample
programs available. finding th e poles of a panicular traufer function is no big is sent at I = kT + T. The piecewise constant output of the J)/A is the ~ignaL
deal. Sometimes. however. we ""ish 10 lest for s1ability of an enti re cla~s of ,,(I). that is applied \0 the plant.
systems: or. as in an adapti~'e cont rol syste m, the potential po les are constantl" Our problem is now really quite simple because we have JUSt see n that the
changin g and WI;: wish to haye a quick test for stability in ternl, of the 1iter~1 discrete tran sfer function is th c .::-transform of th e sa mple s of the output when the
polynomial coefficients. In the continuous casco such it test was pro\lided by input samples are the unit pulse 31 k = O. If u(kl) = I for k = 0 and u(k T ) = 0
Routh: in the dlSCretc case. the most cOIlvcni ent such lest was worked out b)' Jury for k 7' 0. the.:tutpot of the D/A con\'en~ris a pulse of width T seconds and height
and Blanchard(I961 ).' 1. as sketched in Fig. 4.13. Mathematically. thi s pul se is gi\'en by I (r) - 1(I - 7).
Let us call th~ particular output in respon:\.C to the pu lse show n in Fig. 4.13 )',(1) .
This respons.t is the difference between the step response (to 1(1 ) J and the
4.3 Discrele Models or Sampled-Data Systems delayed step responr.c [to [ (I - 7)). The Laplace transform of the step response
is G (s)/s. Thus in the transform domain the unit pul se response of the plant is
The systems and signals we have ~tudied thus far have been defined in discrete G
time only, Most of the dynamic system s to be controlled. oowevcr, are continuous Y,(s)=(I _ e- r ' J (.I'). (4.40)
,
systems and. if lin car. are described by continuous transfer functions in the
and the required transfer fu nction is the ! -transfonn of the sa mples of the in\'erse
Laplace \'Uriable J. The interface between the continuous and discrete domains
of Y, (s). which can be expressed as
are the AID and Ihe Df" converters as shown in Fig. !. l. In this :\.Cetion we
develop the analysi s needed to compute the dir.crele tran sfer function between G(:) = ZIY, (kT))
the samples that come from the digi tal co mputer to the O/A convener and the = ZIC - '{Y,h))}=Z{Y,(s ) }
sam ples that are picked up by the AID convener.l ~ Th e si tu ati on is drawn in
Fig. 4.12. = ZI(1 _ e- T' I Gl j \
,
This is the sum of two parts. The first pan is Z{";" ). and the second is
4.3.1 Using the z-Transform
We .wish to find the disc retc transfer function from the input s.amples II (k T) Z{e - f. G(s) 1= : - .Z{Gt S)
(whll;h probably come from a computer of ~ome kind) to the ou tpul samples
, .,
y(k T) picked up by the AID convener. Although it is possibly confus ing at becaus.e e-T. is exactly a delay of one period. Thus the transfer function is
first. we fo llow convention and call the disc rete transfe~ fun cti on G(z ) when
thc co ntinu ous transfer function is G(.I). Although G(~) and G(s) arc entirely G(zl=(I - ~ - )Z - ,-
, [Gb' l . (4.4 1)
di fferen t functions, they do describe th e same plam. and the usc of s for the
continuous transfo:m and ~ for the discrete transfonn is alwa~ maintained. To
Figure 4.13
Figure 4.12 DlA OIltp ut for
,
The PlOto type unitpul;e input
sall'ple-d-d~td sy,tem

9 ~ F"'nklin. P"".. Il, ,nd Wm l.1mn. 200 ed illOn. 1m. for I di SClOhKl" oflh.l~,, ' ell
10 In an;. .. 5" <Om~",M""i,'. freq """"y on.I ),,;;, of..ample<! dat . J)'!I'm J ;' p~o;.en;"",Hor. "'.
"n""rukc 001)' 'he 'ru;.1 p,<>hIem of fin<linA tI>e .. mplc'>-SlmI'If di",,,,,,, 'ran.fo, full<'l;'" of.
",n lin" ","" ,}'''om 1>eI,,'. o 0/..1, .nd on AlD , -T T2T)T4T
 4,} Dis.crete Models 01Sampled-Data Systems 99
\
98 Ctupl n 4 Discrtte S)'SlemS A:l.iIlys is

and therefore Eq. t4A I) &hov>-, lhal

,4,4 3)
Wh al is llIe di...,relC 1TID1,fer func tion of

G(J ) =a l fs + a)
precroed by a ZOIl"

SolutlO<l. We wiU lJIply the fonnula (4 .4 1) The MATLAS function. c2d_m computes Eq. (4.4 1) (the ZOIl method is the
G (s) ~ defau lt) as well as other discrete equivale nts discu ssed in Chapler6. II is able to
-, -= ~ =; - . + ~ ' accept the system in any of the forms.
and the corresponding rime fum-li on is

C' {G:')}= 1(0 _ ,, -"' I (F).

Example 4.7 Dis.: fffr Tm"sJ~r FlI nC!iMl q ~ I l r.l P!flnl !hi n~ MA7LA B
n.. sample s of t/U. !ignal arc I (*n - ,,- "I (kT I. and the : -lrllllsform oft~ s ample. is U s<: MATl.).B IQ find lhe d;>(;~te transfer fllncliOll o f
I
Z GI.<) - G II ~ =
J : -1 ,.-;
I I; --'-- --:_ ',,_.T
:(I _ ,, _~ r) p",,,eclcd by a ZOH. I ,!uming tile 'ampk period is T = I sec
(: _ I){; ,,_. r )
SoIUlion. The M ...n.... B >cript
We could h.,," ~lI<'to the tables in Appendi~ Band fouRd thi! r~s ult directly a . Entry 12.
No'" we can romPUI< th e desired lr~nsfonn as T= 1

G(: ) = _._., """C-,-,'_-_'~IT

- I _ numC =t , o'e nC = ll 0 01
: (: 11(:_,,-01 )
1 _ , -. 1 ,ysC = tn - umC.o'enC)
= ~ _,_T' lUll ,ysO = c2d(sysC ,1 )
[n Ur10. o'ffiO,TI '" tfo'at<l\sysD)
produces the r"I' ;ultll1at
- .~~--~------~--
r.umO = Ie 0.5 0,51 ,"" den O = [1 - 2 II
Examp le 4.6 Di ~"(I( T"mljer F~ 1't ion r{ fl lIsl P!an/ whi~h means Ihal
What i$ the discrete t-ansfer fUrlCIion of O:~+ O.5~ + O.~ 05 ~ + I
GI~ )=, = , - --.
I : . 2:+ 1 ( ~ - I )-
G(s) = -;
r whic h ;i; llle .am e as Eq. \4.43 ) wilh T '" J

Solution. We hoI'"

G":I "" (1- :-' )2' { ~ }. ....3.2 *Continuous Time Delay
Thi . time ""C n:fn to tm, ' abies in Appendi. B and find that the : tra",f(M'T!l associated " ith We now con sider computing the dis.crete tran sfer function of a continuou~ system
lIs ) is preceded by a ZOH with pure lime delay, The response~ of many chemical
T' : (: + 1) process-contro l plants exhib it pure lime delay ':>ecause there is a fini te time of
T 1<:-])"
transport of /luids or m aterials between the process and the controls andlor the
100 Cha pter of Discret e SJ~tem s Analysis 4.3 Oi5<:l'I'l" :>.lodels o f Sa:npled -Da lu Systems 101

Figure 04.14
sensors. Al so, v..-c must o ften consider finite Imputatio n time in 1he digita l 2
Skl!tth of th ~ shifted
controller, and this is e){actly the same as if the process had a pure time delay. sigl'l<!is ~ng sample
With the techniques we have developed here, it is possib:e to obtain the di sc rete points
tran sfer function Df such processes e xactly. as E:I(amplc 4.8 illustrates.

- 21 - 1 0 1 21 31 "1 S1 61

Fi nd tt-... di scret e tr-.., f. r fOllCtion of the mi~~r in Appendi x A .J "" ith " = 1. T = l. aoo
}. = 1.5,

S(llotIOlI. The Hoid mi~ er problffll in Appendix "',J i. ~scribed b}'

G j J) = t- " H (~ ).

T1>e term ~ - ... rcprt:smt <the .rIa)' of 1 secon ds. "'hich illC lude, 00" the proces , dela)' a nd the
co mpul ~ li o n delay. if any, We a ssome th. 1 11 \,.) i5 a F.llional tr~nsfcr f~nction. To prepare thi,
function for cDmputa:ion of the ~ - tran \form. " 'C Al'S t <!cA lle an int.~er i' and" positive n~mber
- 21 - T 0 1 2T 31 41 S1 6T
m I." than I.O ~u ch (hal J. = t T - In T, With these deAnitioos "' e ean ,,-rile
d ' II (J )
_
G lf_l = r - H , t_ __ .
, ,
B~a~se t' is an integer, thi~ lenn redlJC ~' tO~ -' ",'hen We take the : :ran ,fonn, Bec ause m < 1. In M ATLAlI , Ihe 1rlIn$ler funclion for this s>' r.l em ","" uld be computed by
the lrdllSf orm of the \>;hertenn is quite direct. We selcct II IJ) = ~ /( I + Q ) "" d. aftert~ partial Td= 1.5, a= l, T= l
fraction "-' pan.ion of HI S )/S . We hnve
sysC = tl(~. ll ~l :td ',Td)
G(: I = -
~ _- 2 I (1""
- ~ _r'
- - -l.
~ ' .' ~ 5+ " sysO = a d(sysc.T)
To co mplete the trarMer funC\;on. we need Ihe ~-transforms of tte i nv~r ... of th e leTIllS in
the b~~. The ti rstt :nn is a unit .tep !.hilled lefl by m T sc>oos. and the second term i. ~n
e~ potlt ntiaJ Shifted left by the $.aIJIe amou nt. Because In < 1. the se , hi ft, ale less than on~ fu ll
period . aoo no sample; s pi cked up in negali'~ time. The sis naJ., art sketched in Fig . .\, 14,
The samples are given by !IkT) and r... r,' .... ' 1(kT!. The corre'p<:mding ~ 'lrans fofm s 4.3.3 State-Space Form
are :J I ~ - I) and ~ , _ _ r ' (: - e.... '). Conse-q"emly the tinaltTun skr function i,
Computing the ~ -transform using the Laplace transform a s in Eq. (4.41 ) is a
GI:) ; :- 1 ~ ( ~_ :~_'" I ~' ery tedious ousiness thai is unnece ssary with the availability of compUiers. We
: : :_ 1 ~ _~_" T
will next o:ie1-'e lop a formul a using state descriplions Ihat moves lhe tedium to
= ~- I ( d:-e "" - (:- I)e ... ~ r l l the computer. A continuous, linear, constant -coefficient system of differential
:' I: 1)1: _ " ') equations wa.~ expre ssed in Eq. (2.1) as a sel of first order matri:l( differcnlial
= (1 - f-'''') . : + 0 equations. For a scalar input. it becomes
:' 11 , ,,r )
x = Fx + Gu+G,W. (4.45 )
,,-here the zero po. it;;)!l is .l -a = - (~-- ' -e-"' )/{ I -t"''' ' ). Noti ce thallrus ~ero i,
near the orig in of the ; -plane wh en", is near I and moves outside fie unit c ircl e to near - o;: wh ere II is the scalar COnl101 input to the system and It' is OJ ~ cala! disturbance
when m approac hes tl. For specihc I'aloe! of the mhe r, " 'e tal.:e n = I. T = I. and ;. = J,5 , input. The output was expressed in Eq. (2.2) as a linear combinmion of the state.
T1>en we con compot e thut t '" 2 and", = 0.5. For these I'a )"" . we llet
x. and the input. u, which become s for scalar output
: + O.('()25
GI ~) = : :1: _ 0.3679) t-l.,u) )"= H)( +)I1 . (4.46 )
 102 Chapter 4 Disc rete Systems ..... nal)"sis .. 3 Dlscrtte Jo.lodels of Sar.lpled-Da t ~ Systems 103

Often the sampiell-llata system being described is the plant of a control problem. where
and the parameteT J in Eq. (4.46) is Iero and will frequ ently be omiucd.
A = TF'r- ' . B = TG . 8 , = TG I . C = T-l . D = J.

Example 4.9 5wlc i"presm!ali01 of 0 /1,1 Plan!

Example 4.l0 5(,1/, r..mHJJr>lloll l,.... )(lr J/51 P1(U11
Apply Eq s. (4.4S) a:><j \4.46) to \J"I e double integrator plant of the salellile (omrol prob~m ill
Appendix A.l Find tile s_ ~tc !"epre;<' nTalion for lhoe ~:I.<e "'ith lhe ,tale deliniliQlls of the prt",ioo.Ls exampl ~
, interch;mgcd.
GIS) ",~.
SolUlion. lA E, '" .r: and (: "' .t, in Eq. (...471: Of, in m atri~ r>OI~lioo. lhe tramfonna[;oo!O
Solution. The salellile auil\ldcoontrol cumple iJ shown in bled; dias:ram form in Fig. 4.IS interchange tho: "~I. ! i5
and the aui1u<k (0) _lid aui1ude r:lle IIi) an: dc~ned 10 be "'1 and Xl' respectively. Therefore .
!he e<juati011 s of l11Ol ion can be wriuen u T_[O- , 0 '1
[ :: J In [his ,a~ r-' '" r. and 3pplicalion of If><: Irm,f01"lll$ion ~u'il ion! 10 1 h~ 'ymm
---, ---G (447 ) IMtrkc_,of Eq. (.. 4 7) gi,-e,

~J;: J A "'[~ ~] B =[ ~J C~ (O II
",hieh . in 1his casco rums (lUt to be a rather in~"(lh'ed way of writing
9", W
Most ofren. a change of stale i~ made 10 bring the description matrices into a
useful cano ni cal form. We saw earlier hov,' a ~ ingll" high-o rder difference equation
The represcn:ations given by Eqs. (4.45) and (4.46) are nO! unique. Given could be represe nted by a ~ t ate descrip tion in control or in obser\'er canonical
one ,Itate representation, any nonsingular linear transformation of thaI state such form. Also. there is a ,'ery useful stale descript ion corresponlling to the panial-
as Bx = Tx is also an allowable alternative realization of th e same system. fraction el<pansion of a traflsfer function. State transformations can take a general
If we let ~ = Tx in Eqs. (4.45) and (4.46). we find desc ription for either a conti nu ou~ or a di sc rete system and. subject 10 !;Ome
~ = TIl = T(Fx + Gu + G I w ) te<:hnical reslri, lions. con,'eI1 it into a descriptio n in one or the other of these
forms. as nded,
= TFx + TG u + TG I W. We wish to use the state descripti on to establish a general method for oblain-
~ = TFF ' ~+ TGu + TG 1 w. ing the difference equations that represent the :xha\"ior of the cont inuous p13m.
J = r '+ Ju. Fig. 4. 16 ag ain depicts the port ion of our system under consideration. LTltimatdy.
the digital controller wi ll take the !'-ample, y( k ). operate on that sequence by
Lf we designate th~ system matrices for the new state ~ as A. B. C. and D. then means of a di fference equati on. and put out a sequence of numbe rs. u(k ) . whkh
)' = q+Du. are the inputs to the plant. The loop will. the re fore. be closed. To analYle th e
result. we must be able to relate th e ,amples of th e ou tput )'(k) 10 the samples of
the control u(k) . To do thi s. we mu~t r,olve Eq. (4 ....5 ).
Fig ure 4.15 We will >oIYC the general equation in two ~Ieps . We begin by solving the eq ua
Satellite attitude (ontrol ti on with only initial conditions and no external input. This is th e homogeneous
in dassicai equation
representation
(4048 )
10.. Chapte r .. Disc rete Syste ms Anal)"!is
.; ,} D,s..' rete I.loods of Sampled.Om" Systems ] OJ
Figure 4.16
System definitIOn wIth
s.amp"ng operat'D{ls We now have t .....1) separate e)[pres~ion s for x (t. ). and. if the solut ion is un ique.
,,- th('se must be the same, Hence we con<:lude tholt

(4.52)
for alii,. It. lo.l\"ote especially thaI if I, == t~ . t hen
To solve this. weassume the sol ution i ~ sufficiently ~mOOl h that a series ex pansi on
of the soluti on is possible
Thus we coo obta in the inve r>e of e~' by mere ly changing th e sign o f t! We will
x~ (t J = Ao + A,(r - l~ ) + A;(I - 1,/ + . (4.49) use Ihis resu lt in comput ing the panicular so luti on 10 Eq. r4.45 ),
If we let r = we find immediate ls
'0 tha t A~ = "0. If we di ffere ntia te Eq , (4,49) The partic ular solution when 1/ is not zero is obtained by using the method
and su bs titute into Eq. (4 48). we h:lI"e o f \arillt ion of pa rameters ," We guess the solution to be in the form

1\ + 2A,(1 - luI + 3A,(I - 1,/ + ... = Fx" (4.53 )

arid. at I = 10. A, "" Fxo. :\"0\\-' we co ntinue to differentiute the series and tht where I'(t) i, a vectorof\'ariable parameters to be rlctenni ned [as contrasted to the
d itTe rential equation and eql.latr them a l l u 10 arri\e at the se ri es con,ta nt parameters x(r~ ; in Eq. (4.50)). SUbstituting Eq. 14.53) into Eq. (4.45).
we obtain
x (1) '''' l~ I+F(I-I) + F '(I- tn )' + F '(I -/o)J
\ 0 2 6 +
This series is defined as the matrix exponent ial and written and. usi ng the fact that the inverse is found by changi ng the sig n o f th e exponent ,
we can s.oln for i as
1,(1) == e r "-'" I(lo) . (4.50)
i'V) = I' - F"-'. 'G II( I ).
where. by de fi nition. the matrix exponenti al i,
Ass uming that the oontrolltU ) is zero for I < I~ . we c an integrate Ii from I~ to I
(
D
- F" -,, = 1 + ' "(1 - "
,& ' -:- I-
'~ _ I,,)
__ to obtain
' + F,(I
" ___
- I... )' + "
2~ 3~
t' (t) = i' r- f' '-'. 'GII (r)dr.
(4.51 I
Hence. fro m Eq. (4.53), we get
'.
" can be s~wn that the solll1 ion give n by Eq. (4.50) i, uniq ue. which leads
10 vel)' lIlterestLng prope rti~ s of the matri x expone ntial. For ex ample. co nsider x p{t) '= e f ,, - ... , i' e- fI T-"'Gu (r)dr.
two values of I . I, and I~ . We hal'e
"
X(I, ) == e f!!,-t.' Xf t ) and , implif)'in g. using the res ults of Eq. (4.52). we obtai n Ih e panicular soluti on
o
(convolution)

X (I~ ) = I' f"'''' X(I,,). x,(1) = i''. efl<-JGII (r)d r . (4.54 )

Becaus e I" is arbitral)' a ls.o, we ca n expres.< X(I,) as if the equation so luti o n began
at I,. for wh ich . The total solUlion for w = 0 and II 'i 0 is the sum of Eqs, (4.50) and (4.54):
X( I, ) '= I'r": - "' X(I,). ~(' ) = t'F""'oIX(t~) + i''. .l"-" G u(r )dr. (4.55)
Substill.lting for X(I,) gives

XU, ) "" e"",-','eT" , -''' 'XII(, ), I I Doe 10 )""'>t> Lou;. Lavan!<. F",n"h nlalhcmaoi< i"" IliJ6- 1 ~ 1 3~ we ~ ...."'" o '"' u. oot bo"'"st
<h< <q\lotioo, .... It".." 1~<fffCl of ~' ,an bo od<lt<t 1.>,..,
106 Cm pl cr i Di5Cre te Sy~!err.s Analysis ,,".J Dis.crete " !odds of Sampled-Da ta Systems 107

Wc wi sh 10 use thi s solution ovcr one sample period 10 obtain a diffcrence can al so be wriuen
equalion: henc e we juggle th e nolali on a b it (leI I kr = +T and tTl and
'I) = $ = [+FTlII" . (4 .60)
alTive at a particula version of Eq. (4.55):
where FT 1'"T l
]I (kT + T) = e H x(k T) + /'T_r em r~ I - "GIi (T )dr. (4.56) "' = 1+ - + - - + .
2! J!
" The r integril in Eq. (4.58) can be e~'alua(ed term by lenn to give
'Inis result is not depende nt on th e type of hold bcrausc u is specified in
terms of its contin uo us time history. /1(1 ). over the sampl! interval. A common "" F" r l+ l
and typical ly \'alid 35S11mplion is th at o f 3 zero-order hold (ZOH) with no delay. ~ _g
f =L -(k + - " l) ~
that is.
'" F'T'
u(r) = u (kT). kT~T<kT + T.
= L - - TG
I_g (k + I)!
If some other hold is implemented o r if there is a delay between the application = "' TC . (4.6\ )
of the control from the ZOH and the sample point. this fact can be accounted for We evaluat e '" by a series in the fonn
in the evaluation o f the integral in Eq. (4.56). Th e equa tioo s for a delayed ZOH
will be g;\'e n in the next 5ubse<:tion. To facilitate the solorion of Eq. (4.56) for a (4.62 )
ZOH with rK) deJay. we change variables in the integral from r to '1 soch thm
~(I
N - I
+ FT))
N

~ = kT+T - T.
which has better numerical properties than the direct series of powers. We then
find r from Eq. (4.61) and > from Eq. (4.60 ). A di scuss ion of the se lecti on of N
Then we have and a technique to compute XV for comparatively large T is gh'en by Kall strom
(1973). and a review of \'3Jious method s is found in a c lassic paper by Moler
(4.5 7) and Van Loan ( 1918). The program logic for compu tat ion o f > and r for simple
cases is given in Fig. 4.17. MAT!..ABS c2d .m and all control design packages that
!fwe de fin c we know of compute > and r f rom the continuo", matrices F. C . and the sample
period T.
$ =eH To compare this method of reprtscnting the plant with the discrete transfer
iT ef OdllC. function s. we can lake the ':; Iransform ofEq. (4.59) with w "" 0 and obtain
r= (4.58)
[=I - >JX = r u(:).
Eqs. (4.51) and (4.~6 ) reduce to difference equati ons in st~ndard form YW "" HX (:) (4.63)
JI (k + I ) = >x(k) + r uCk) + r ,w( k).
-,,(/r.) = H1I: (kl. (4.59)
Figure 4.17
I. Select sampling period T and description matrices F and G.
where we inc lude the effect of an impulsive or piecewise constant di sturbance. Program kl gi( to
compute > and r fro m 2. Matrix I +- Identity
w. and a.~ sume Iha! J = 0 in this case. If w is a constam. Ihcn r, is iven by 3. Matri.\ ~ _ 1
F, G, and T for simple
Eq. (4 .58) wilh G replaced by C 1. If 10 is an impulse. then = G ,.I. The (J) r, 4. k _ I I [We an: osing N "" II in Eq. (4.62 ).]
cas.es. (The left am:m ....
se ries expansion is re ad a'i -is replaced 5. If k=Lgo toslep9.
by.") 6. MatrixV_ T+ ....
> =efl= I + FT+ 7. k ..... .i: + I
8. Go to Slep 5.
9. Matrix r ..... T "'G
12 If""11 ,...;." .;~";ii.:' ntl~ """"'~n its s. mple,at"", . tl"IcI "" i nt<'lfall i~ 'h"of Eq. ( 4.~J i, flU""~ 10. Matri .. 41 _ I +FT'~
.0 d(l<ribc ~ , inftLlt""<' On ~ I k - I ). Random d:i,!urbanot-> >rt u-eated in Cha)lle!" 9.
108 Chapler.. Discl?lr S)'Slems Analysis -; .3 Discrete ~Iood; of Sampled. Data Sys:ems 109

thcrefore
We can explore further the queStion of poles and ~cros and the state -space
description by considering again the transfonn equations (4.63). An interpretation
(4.64)
of transfer-function poles from the pe rspecti,'c of the corresponding diffcrence
equation is l.'1 at a pole is a value of .: such that the equation has a nontrivial
solution when the fon:ing input is zero. From Eq. (4.63a). thi s implies that lhe
E...:ampie +.11 $ and r Cakuiill101 linear eigenvalue equations

By hand. calc~llt. tt. 4> :md r mnlri~ e, for Ihe '~t~lIite anitude-rontrol s)"~ero of Example [: l - cJ)jX (:) = (OJ
4.9.
ha,'e a nontrivial sol ution. From mat rix algebra the well-known requiremen t
for this i~ that del(: 1 - $ ) = O. Using the cJ) from the previou;; exa mple, we
Solulion. U>e Etj, . 14.60) and (4.6 11 ~nd the ,alw;" for F anti G delinw in EQ. (4 .~ 7 ). Si"~
have
F' = 0 m this ca<e. "'. hO\"

,,,lo r- <H[[; ~ ] -[ 6 ill

0- 1 -T ]
=det [ 0 : - 1

which is the (hara<:tcri~ti c equaTion. as we have see n. To compute the pole~

numeri call y when the matrices are given. onc ""ould use an eigenvalue routine.
In M ATLAS . the statement
la m=eig(phl)
~:~: =11OII~U n-[~ ;Jr[T/J wi ll produce a ve( tor, la m, of the poles of $.
T' I~ + I)
Along the same line of reasoning. a system ~ero is a va lue of z such that the
= T (~ _ I)"
sys tem outP\lt is zero e,'e n with a nonzero state-and-input combination. Thus if
whicll i~ th e 'lime SIlll Ih31 " "O\J1d be OOlained ",.ing Eq. 1-1.4 1) an d the : transfor", table ,. we are able to find a nontrivial solution for X C;,) and U(;,) such that Y(;,) is
NO(c Ihat the values for 4> and r CClIJld have been obtainw for a 'pccific ,alue of T Iw the zero. then;. is a zero of the syste m. Combining the two pans of Eq. (4.59), we
M'>'T1..I\B S!lIt. men!<
must satisfy the requirement
sysC '"' Ss( F. G.H .. )
H 0 U(z) - .
(4.65)
sysD '" (2c1(~y>C . n [or-<I> -r] [X(o']_lOl
[p hi.ga m, h)] '" IsdatajsysD) Once more the condition for the existence of nomri"ial solutions is that the
dctenninant of the ~quare coefficient system matrix be zero.'! f or the sate llite
ex3mple. we ha,'e

-- , -T
NOle that to compute YI U we find Ihat the denom:nato r is the delcnni - de t ~ :-1 - T
-To'/2 ] =Id~t
[-T
z-
-T '/2 ]
- T I
nanl del(d - 4. which comes from the matrix inverse in Eq. (4.64). This
[ o
detenninant is the characteristic polynomial of the tran!fer fun ction. and the
= + T~ + (;: -1 )
7.ero~ of the deteI"lllinant are thc poles of th e plant. We hal"e two poles at .: = I ("2T')
in t~is case. corresponding to the two intel! rali on~ in thh plant's equations of
motion.
1J We d~ TI<)I. c'<lsi(ltr here !he "."" of ditTere nt numtK" of ;'p<l<.' and (>\Ilput .
11 0 Cbpter 4 Discrete Systcms Ana lySIS 4 .:> Di sc rete Moc1e:s of 53.mplfdDa:a SySlemS III

Tl Tl
=+-~+- If we now Sl': p~rate the syslem delay). into an integral number of ~ampIing periods
~ 2 2 plu~ ~ fraClion. we can detine an integer t and a positive number m Ie,s than one
T' such that
= + 2<:+1).
;.:= (1 - mT. (4.67)
Thus we have a si ngle zero at z = - 1. as we have .';Cen from the transfer func
tion. These zeros are called transmission zeros and are ~asilv compUlcd using
MATUS'S tzero.m.I' Using the discrete model sysD fourd in 'Example 4.1 1 the
f > O.
statement
o S 1/1 < I.
zer=tzero(sysD)
With this substitution. we find that the discrete system is described by
produces the transmission zeros in the quantit), zer.
,,(k T +n = eFT x(kT) + l' " fo Gu (kT + T - tT + lilT - I'I~ d/) . (4.68)

4.3.4 *StateSpace Models for Systems with Delay "

Thus far we have discussed the calculation of discrete state models from con'
tillu?Us, o~dinary.d iffcrential equations of motion. Now we present the fonnu las
for.l1lcli.ldmg a ume delay In the model and also a time pred iction up to one
pen.od ~'hlch corresponds to the modified ~tnUls fonn as defined by Jury. We
begin With a statevariable model that includes a delay in control action. The state
equations arc
lfwe sk.etch a segment of the time axis near r =" kT - iT (Fig. 4 .1 8). the nature
of the integrdl in Eq. (4 .68) with respect 10 the I'ariable I) will become clear. The
integral runs for I) from 0 to T. which corresponds \0 I from k T - tT + T + II! T
ba,kward to kT - i T + mT. Over this period. the control. which we assume is
piecewise c()nStanl. [ake~ on first the value lI (k T - i T + 1) and then th e value
u(kT - tTl . Therefore. we can break the integral in (2.66) into two pans as
follow~

~(I )= Fx (t) + Gu(r - A) . (4.66) x(kT + T) = eFT x (k 1) + 1"" eJ"~G dl) lI(k1" - iT + T)
Y = Hx.
The general solution to Eq. (4.66) is given by Eq. (4.55): it is +J.'., eroGd l'll/(kT - iT)

= ctlx (kT) + r l u(kT - tn + r : u{kT - er + TJ . (4 .69)

x (l) = ef""'x(l~) + I' eFU " Gu (r - A)dr.
In Eq. (4.69) we defined
If lO'e let 10 = kT and r = kT + T . then
'.
(4.70)
x (kT + T) = eFT x(kT l + J.lf-r eF'''+T' 'Gu (r _ A)d r .

If we substitute 1'1 = kT +
"
T - r fOf r in the integral. we find a modification of
Eq. (4.57) Fig ure 4.18 u(l)
Sketch 01 a p ecewi~
input and time ax,s for a
"rkT + T) = e f Tx (kT) + !,~ ehGu (kT + T - .~ - 1)( -d~) system with tim~ delay T

= efT,,(kT) + iTef'Gu(kT+T_l.._I'I)d~. _ _ _1-;;-;'1

14 In ~'~ '" tbi . fO" CIK>n. on. muS! be """,rul to ""COO'" l""I""r for IPI< l<ros that .... JI infi ";ty; tht
r"";;!,,,,, ,.m ght felom 1I"11:m U wr;' I"". nombe rl lhall~ w",r muS! lett.".,.. '0 '"\IJIro'''r'' II>!: finil '
kT - fT kT - tT+T kT - ~T+1T
lOro" Ih.at is. to ",ok tho fi ni numbe,.,. '" l1"li:1 don ' , apptill I<l be """ t) tht C<) mp'''''',
 4.3 Dlscrel~ Mood s of SJmpled.!hla S)'stems III

x F' a'
To complete our analysis it is necessary to eltpress Eq . (4.69 ) in standard Slate- (4 .7 4)
$pace fonn. To do this we musl consider sc paralel), the cases of t = 0, l = I.
' L: -
h.ll
fk+l)
.!
and! > \. But now we note thatthc series for 4'\a ) can be written as
For t = O. A = - mT acco rding to Eq. (4,67). which implies not delay bul
prediction. Because mT is restricted to be less than T, ho'....'ever. lhe Outpul wi!! ... P a'
not ~how a sample bfofore k = O. and Ihe discrete s),stem wi.! be causal. The result l (a ) =1 + L To
is Ih,u the discrele ;y,tem computed with l = O. In ;;f 0 \\'ill show the response
at r = O. wh ic h the same syStem " 'ilh t = O. III = 0 wool:l sho\\' at I = lilT . In If we Ict k = j + ! in the sum. then. as in Eq. (4.60). we ha\'c
OIhcr " 'ords. by laking l = 0 and m ;;f 0 we pick up the response values berwun
the nonn al sampling instants. In ;;-tr.msfonn theory. the: tfllnsform of the system
with l = O. III -=I 0 is called the modifitd t _lra nsfurm. ls 1be Slate-variable form
requires lhat " '1." evaluate the integrals in Eq. (4.70). To do so we first con\'en r l
to a form similar to the integral for r r From Eq. (4 .70 ) we factor out the ronstant
matrix G to obta in
(4,75)

The point of Eq. (4.75) is that onl y the seri e.s for \V(a) needs 10 be computed and
If we set (] ., r) - 1,1 T in this intc1! ral. we h;t,l'e from th is single Sum we can compute <11 1100 r .
If we return to the casc f "" O. m -=I O. the disc rete ~tate equat ions are
x (k + I} = <IIx(.I: ) +r ll/(k) + r :u (k + I ).

(4.7 1) " 'here r, and 1', are gi"en by Eq. (4 .13). In order to put thesc equations in
state-variable fo~. we must eliminate the tenn in u(k + I), To do this. we define
For notational pUrplSCS we will defi ne. for an y posili\'C nonzeTO .Calar number. a new state. t (k ) = xCk) - r~ u(k ). Then lhe equations are
(). the two matrices
t lk + I) = x(k + I) - r~u (k + I)
(4.72) = -Px(k ) + r lu{.!:) + r 1u{k + I ) - r~u(k + I ).
~(k + I) = <II1 ~(k ) + r ;II Ck l ] + r lll (k)
In tenns of thcs.: matrices. we ha~e
= l~ (k ) + (CflT'l + 1', )10
rl = (T - mT) ~ { mT) 'I' . = ~~ (k ) + !" u (kJ. (4.76)
r~ = mT"' . (4. 73)
The output eq uat ion is
The definitions in Eqs. (4 .72) are also useful from a computational point of view.
If we recall the series defin ition of the matrix exponential y (,l:) ,.. H !tlk)

x
F' a' = Hl ~(k ) + r :u(k>]
.pCa ) = f' F~ = L --. = IItlk) + Hfl u(k )
I ...
k!
then ....'C get = H~ Ii {.I: ) + J. " (k). (4 ,77)
1 /.. "" (0"0'
\V(a) = - L: -- do Th us for ( == O. the statc eq uat ion ~ are given by Eqs. (4.73). (4.76). and (4.77 ),
a 0 l aOIr!
Note especially that if In = O. then r l = O. and these equations reduce 10 the
I X F' ai -I
previous mOOel wi th no delay,
~ - L: - -
a ' ..(I k ! k +I Our neu case is t = I. From Eq. \4.69). the equations are given by

15 s..J"'Yrl96-1 ) orOc. uo(1 9n~

x (k + 1) = llt(kl + r ,l/ (k - I) + r l u(k).
II.. Chaplfr -+ D1SCrtte Sj'Stem5 :\n~I)"Sls 4J O'5(;l'ele Models of Sampled-Data SySle ms 11 5

In Ihis case, we mll~1 eliminate u(k - I) from lhe right-hand side. which .....e do re4
Block ."
fl9U diagram of s~lem wil'" delay of mort tNn one perIOd. Double hne ind Il~
by defin ing a new SUle x._ 1 (k) = u ( k - I). We have th us Ir, il'lCt"cbed dimension
of the .!llle. and lhe equations are veaor valued "artab'e~

r,][ "k) ] +[ r,] ,,(k)

X~.I(,I; )
" ] ~ [<I>0
(,I; + I)
[ x._, (l.. 0 I

Y(.C:I=[ H O] [ xJo: , ] . (4.78)

..
For OUf fi nal t a,<;/;. we t Oliside r ( > I . In this case. the :quat ions ~rt

and we must eli mi r.ate the past comrols up to 11 ( ,1;). To do thh we introd uc e e
new I'ariabl rs .uch that

,\,. , (k)
which has been foun d cft'ecti ve by Moler and Van Loan (1 978). The basic idea
= u (k - f). x" . ~(,I; ) "" lI (k - t + I). .t,.,(kI = li Ck - I ).
comes from Eq. (4.52) with 11 - /~ 2T and I, - '0 T. namely
= =
The siructu re of Ihe equ ations is (4 .80)
$ r, 1' , 0 0 .1'1.1: : 0 Thus. if T is too large. we t an compule the ~ri es for T / 2 and square the result.
0 0 I 0 0 x I(t) 0 If T / 2 is 100 large. we compu te the seri es for T/ 4. an d so on. unti l we find a ,I;
[ .1' II(k
H "I) + 1 0 0 0 0 XHl( r) 0 such that T /2' i~ nQ/ tOO large. We need a (cst for dec iding on the value of k . We
.I ~ .~(~+ I) = + u(,I; )
X. H(11 0 propose 10 approximate the series for 'iT. \\'hich can be wri llen
.T. . , U: + I) 0 0 0 0 0 I ' IF( T/ 2') ]i "'lFT/ 2')i -
0 0 0 0 0 0 x. ... (I) +L ~ " + R.
J~ <i+ I ) ~ , _" (j + I I!
" (-2'T) ~ 'L
(t ) ]
x , (k) We wi ll scleel k. the faclor that decides hO'" much the sample period is divided
y {k ) = [ H 0 ... 0] : . (4.79) do..... n. to yidd a small re mainder lerm R, Ka' lstrO~ Su!gesL~ that we estimate
[ Ihe size of R by the size of the fi rst term ignored in '1'. namely.
x ,(k )
R;;;: (H )'/( N + 1 } !2~1 .
This fi nal solu tion is easily visualized in lenos of a block diagram. a~ ~ hown
in Fig. 4.19. A simple r method i... 10 seltel k such thallhe ~ize of FT divided by 2' is less
than I . In this case:. lhe serie ... for FT / 2' will surely conl'erge. n,e rule is 10 sck.--C\
J:. such thai
4.3.5 Numerical Considerations in Computing <b
2' > IIFT II = ma~ L
and r , ..., I F;, I T.
The numrrical ton ~ idcmt i on s of these computations are centered in lhe appro ~i Taking the lo~ of both sides. we fi nd
malion to the infi nite sum for II' gil'cn by Eq. (4.74) Of'. fOfil = T . by Eq. (4.62).
The problem is that if F T is lar.'! c. thell (FT)"" / N ! becomes e.ltremcly large be- k > 101i1 1l f T Ii.
fore il bcroTll CS ~m aJ) . and before acceptable acc uracy is re alized mos t rom puter from which \I<e selec t
num be r re presentations will ol'erfiow. des troyi ng the valut of the computation.
Kall Mr<im (1973) hu analyzed a tech nique used b)' Ka lman and Englar 11 966). l.: = m a~Hl og: II FT II . 0). (4.81)
116 Chapter'" Discrete S)'Slcms Ar.alys15 -+ 3 Dlscre1.(~ t odd\of s..mpled.Da ' aSystems 117

whcn: the symbol r.r means the smallest integer greater :han ,t , The maximum For th at. we must impleme nt the logic shown in Fig. -1.19. In the Contro l Toolbox.
of this integer and zero is taken because it is poss ibl e th,;:! II FT II is a lre ady so the function c2d .m execu tes the logic with a dela~ if o ne: is specified.
sma ll that its log il negative. in which case we want to select k = O.
Havi ng selected Ii:. we now have the problem of compuring W (T) from
,p (T/2'). Our o rigina l conCe pt was based on th e serie s for "'. wh ich >3.ti sfied
Eq. (4.80). To obta in the su itable formula for ""'. I'-e usc the re lation betwC(!n '" 4.3.6 "' Nonlinear Models
and '" given by Eq. (4,60) as follows to obtai n the "doubling" form ula for 1jr Contmry to the predominam deve lopmen tS in thi s book. models of dynamic sys-
tems are ge nera ll y nonlinear. However. it is more di fficu lt to apply analysis to
$ (2T) "" $ (T) I1 T).
nonli near models and, thus. less insig ht is gain ed if mod e ls are left in thei r nonlin-
I + 2TF'V (2T) = [I + TF'I' (TlJ1I + TF\(T(Tl] ear foml througho ut the emire design process. Controls engineers commonly u,e
= I + 2TF'VITl + T: F:"'\ T): numeri ca l s imulati on o f nonli near models 10 e~'alu a [ e the periormance of control
syslem ~. a tech nique that shou ld always be a part of any control syste m des ign_
therefore
To ai d in the design sy nthe sis of control1e rs and to gain insight into approximat e
behavior. it is often advan ta geous to linearize the system so the methods in this
tex t can be utilized ,
This is eq ui valent to
We begin with the assumption that our plant dynami cs are adequatel~ de
sc ribed by a set of o rdi nary differential eq uations in state variable form as
'l' f2 Tl = (I+ ~F "' fTJ) 'I1 (T).
x, = I,(I, .... ..(, . 11 ,. .11"' .1).
which is the form ,0 be used. The program logic fo r conllu ti ng '" is shown in
x:=/l\x ,. ..t II ,' '. 11 .. f),
Fig. 4.20,'6 This algori thm docs nOl include the delay discussed in Section 4.3.4.

Figure 4.2" x. = I,(x ,. ... _t ,. I1, . . . 11 ... 1),

logic fo r a program to 1. Selcct f andT.
\', = II /f" "to' jo', .' '. II ... I).
compute '" USing 2. Comment: Compute II FT II.
automati c time scaling 3. V - max/ I:, I F;, II x 7
4. Ii: ..- smalles t nonnega tive integer greatcrthan log. V. (4.82)
5. Comme nt: compute 7)2').
'It, -
6, T,_7 / 2' or. more compactly in ma tri x notation. we assu me that our plant dy namic s are
7, I _Identity described by
8, '" - I
9. j..- 11 x= (x. u , I).
10. If j = 1. go to step 14.
xflu) = xo'
I I. '" <- 1+ ~ '" Y = h(x, u . I). (4.83)
12. j _j _ 1
13. Go to step 10. One proc~d . as follows with the process of li ne:ari zation and ~mall.si gn al
14. Comme nt: Now doub le '" k times. approximations. We assu me stati onarity by the approxi mati on that f and h do not
15. If k = O. stop. change sign ifican tly from th eir in iti al values al r&. Thus we can set
16. W <--- (I + .-r >Jr) >Jr
17. k <--- k - 1 .
18, Go to step 15.
or. simply
Ib Similltloti<: i, u><d b)' M"TL>J! in (20 10.1, ). = h{x. u) . (4.84)
,;; = f (x, u ).
11 8 Chaplel4 Di5Cl'1'te Systems Anal)~is 4.4 Signal Anal~'Sis and D)'lllImic Response 119

The assumption of small signals can be reflected by Taking x and u to be always But now the notation is overly clumsy. so we drop the ~ x , ~ u and 5,- notation and
close to Their reference values ",:., u~ , and these values, furthennore. to be an simpl y cal! them x. u and y and defi ne the constant matrices
equi librium point of &I. (4.82). where
F = f., (x.." U o)' G =(,. 11I~. uo)'
f(~ , Uo ) = O. (4.85) H = h ., (Xg . Uo)' J = b. (i\f. u,, ).
;"'01'1',
if 11 and u ate "close" to Xu and u~. they can be wrille n as x = x,., + Sx: u = This resu lts in the fonn we used earlier in Section 2, I , I
uo + Su. and these can be substituted imo Eq. (4,84). The fact that.lx and Su an:
y = Hx + Ju. (4.91)
small is now used to motivate an expansion of Eq. (4.84) about Xo and un and \0
suggest that the only tenns in the first power of the slmII quantities lix and 5u We go e\'en fUr1hcr and restrict ourselves to the case of single input and single
need to be retained. We thus have a vector equation and need the expansion of a output and discrete time, We then write the model as
vector-\'a)ued fun~lion of a vector variable.
lI(k + I) = ~x(k) + ru Ck),
d
di (Xc. + h ) = r (Xg + .Ix. IIu + 5u ;,. (4.86) y (k) = Hx(k ) + Ju(k). (4.92)

If we go back to Eq. (4.82) and do the e~pansion of the componenl5 It one at a from which the transfer function is
time. it is Tedious but simple to verify that Eq. (4.86) can be wrinen as l ; (4.93 )
(4,87) Thus we see That nonlinear models can be appro~imated as linear stale-space
where we define the par1ial deri\'ative of a scalar f. with respect to the vector 11 modcls or as transfer fUllCtion models. The ae<:uracy of th e approx imation varies
by a subscript notation: with the problem, but is generally useful in designing the control system. The final
design of the control system should always be checked via numerical simulation
(4.88) of the nonlinear equati ons.
I. ,
, ~ (aax,f ,
'The row vector in &I. (4.88) is called the gradient of the scalar I I with respect
to the vector x. If r is a vector, we define itS partial derh'a[jvcs with respect to the 4.4 Signal Analysis and DynamiC Response
vec tor 11 as th e m~tri~ (called the Jacobean ) composed of rows of gradie nts. In
the Subscript nClation. if we mean to take the partial of all components. we omit In $e<:tion4 ,2 we demo nstrated that if two variables are related by a linear conS tan t
the specific subscript such as I or 2 but hold its place by the use of a comma difference equation, th en the ratio of the ;:transfonn of the output signal to that
of the input is a function of the system equat:on alone. and the ratio is called
'f, the transfer function. A method for study of linear constant diserete systems is
all thereby indicated. consisting of the following steps:
r., =
"
a, (4.89 )
I. Compute th e transfer function of the ~ystem H( '! )
2. Compme th e transfonn of the input signal. (.;:).
af.
a, 3. Fonn the product. (:.) H( ~ ). which is the :ransform of the out pu t signal. U .
Now. to return to Eq. (4.87). ""'C note th at by Eq. (4.85) we c hose~, 110 to be an 4. inver1thc trnnsfonn to obtain !l(kT).
equilibrium poi nt. so the first tenn on the right of Eq. (4.87) is zero. and because
the tenns beyond those sho ..... n depend on higher powers of the small signals 6x If the s\'stem description is available in difference-equation fonn. and if the
and Eu. we are led to the approximation input signai is ckmentary. then the !i~! three >lcps of this process requi re \'ery
1iule effOr1 or computation. The fina l St~p. however. is te dIOUS if done by hand.
~'x "" r,. (Xc.. uo)Sx + r, o(x..,. 1Iu ) ~u . and, because we will later be preoccupied with design of transfer functions to
6y = h ,. 6x+ h ,"Eu. (4.90) give desirab le responses, we attach great benefit 10 gai ning intuition for the ki nd
of response to be expected from a transfonn v;ithout actuall y im'er1i ng it or nu-
merically evaluating the response. Our approa::h to this problem is to present a
120 Chapter + Discl~te S~'~u ms Aru lysis

re~n~ire of elemell.3ry signals wit h known features and to learn thei r represen-
Here the tra nsfonn is eh:mlCteriz ed by a zero aI .: = 0 and a pole at : = I. TIle
tallOn, In the tra nsform or .:-domain. Thus. when give n lm un ~ nou'n transfonn, significance of [Ile con\'ergence bei ng restricted to 1:1 > I will be t xploO!d later
we wi ll be 1I~le. by ref~rence to these known sol utiOrt.~. to mfer the major fea- when we con~ide r the inverse tra nsform operation The Laplace uansform of the
tures of the ttme-domaln Signal and thus to delennine whcther the unk no ..... n is uni t step is I/J: we rna )' thus keep in mind that a pole at 5 = 0 for a continuous
of suffi.e ien~ inlere~t 10 warrant the effon of delailed time.response comput.:lIion. ~ ignal corresponds in ~omc: way to a pole at .: = 1 for discrete signals. We ",,:iIJ
To begin thl~ processor lIur hing a eonne<: tion bet ....een the ti me domain and the ex plore Ih i~ funlw:r later. In any e,ent. we record that a pole at ~ = I WIth
:transfonn domain .....e compute the trans fonns of a few eknw:ntllr}' signals. C'Ortverge nC'e outside the uni t drck. I~I "" L will correspond to a cnnstant for
po5>iti\'e lime anti ze ro for negative ti me .
To emphasize the counection betwee n the lime domain and Ihe :-plane, we
4.4. 1 The Unit Pulse sketch in Fig . .Ut tho: :-pt:me with the unit circle shown and tho: pole of , (:)
We ha\'e already seell thaI the uni t pulse is defined by " mar ked >( and the "o/.eTO marked e, Beside tlx' .:_pilne. we sket.ch the time plot of
... tt).
t',(k) = I It =0)
= 0 I t ::;iO)
= &,: figure 4.21
(,) Pole and wo of / (1)
th erefore we have in the l-piane. The uM
, cifde is ~hO\Ml for
E , (~J = L J, ~ - ' "" ~~ = I. (4.94) refell?!"l(e. (b) Plot of
-, 'l{k)

This r~s~lt is much like the eontin uoo. case. wherein the Laplace tra nsform of
the untl LmplllSC' is the constam 1.0. ,.
Tne'luamity E,(:) gives us an in'>l:lmancotLs method to re late signals to
,.) ~)
sy~ te ms: To characterize the system H( ~). consider the signal ,,( AI , . ""'hich is the
unit pulse response: then UI: ) = H (:) .

4.4.2 The Unit Slep 4.4.3 Exponenlial

Consider the unit Stcp func tion defi ned by ll\e Orte.:.ideC e.lponentia l in timt' is

t'! (.I: ) = I tk .:: 0) e,t.!:) "",' (.I: =: 0 )

,t <: 0) (4 .96)
=0 Ik < 0) =0
:;: I(k ). ""hleb i ~ the ~mr: as , ' I(t \. u~i n !l the S) mbol 1(t) for lhe unit Mep fu nction.
In this case. the ~- trans fonn is r'\O\II' we gel
,
,1: ) = L ,-i:-'
0

= 1-.:- '
0: 1> I).
:- t = - r: - I
= - - 0:1 > Irl) . H.97)
: - ,
 4.4 Signal Anal)'sis and >:.-na rmc ~s ponS( 123

. The po le of E/<: J is at : = r. From Eq. (4.96) we know that ",(1:) grow~

wIthout bound If Irl > I. From Eq. 14.97) we c(lncl ude that a z- tran sfoml tha t 1- re' ": -'
con\'('rge~ fe r ~ar~c : and has a real pole vl/nide the c ir:le 1:1== I correspond., (I!I > rl. (4.99)
to a growing st,!!nal. If slich a signal were the unit"pul se :esponse of o ur system.
such as our digiral con1rol program. we would say the program was IIfwabfe as
The s ignall'j(k) grows without bound as k gets large if and o nly if r > 1. an d
Yo:;: saw m Eq. (4,39). Wc plot in Fig. 4.22 rhe : -plane andthewrrespondin.!! lime
a system with this pulse re sponse is BI80 stable if and only if Ir l < 1. The
htstor}' of !(:) !IS e,(k) for the s table value. ,. = 0.6
boundary of stability is the unit ci rcle. To complete the argument given before
for e.(k ) = r' coste l(k), we see immediatel) that the other hal f is found by
replacing B by -B in Eq. (4 .99)
Figure 4.22
(a) Pole and zero of f/J)
(1:1 > r) . (4. 100)
In the ..plane. lll) Plot of
J{1:1
and thus that



(I ~ I > r). (4. 101 )
,. , 2r(cos B): +,'
The z-pl ane pole-zero pallcm of E.(:) and the tim e plot of t.(k) arc shown in
Fig. 4.Z3 for r = 0.7 and B = 45'.
We note in passing that if B = O. the n e~ reduces to t } and. with r = 1. to e~ . so
4.4.4 General Sinusoid that three of our signals are special ca....:s of e.j' By exploiting the features of E,,(:).
~ur ne~.t e~ample considers the modulated sinusoid t.j(k) = [r' cos(k8)1 1(k ) . we can draw a number of conclusions about the relation betwee n pole locations
II here v.e as sume r > O. Actually. we can dec()mpor.e e (k, into the sum of two in the z-plane and the timedomain s ignals to which the poles correspond. We
romplex exponentials as .. collect theo;e for later rcferen\:e.

t i l. + I"-)~" )
e.(l: ) == r' ( 2 1(k ).

and because the :-transfonn is linear. 19 we need only compute the transform of Figure 4.23
each , mgle complex exponential and ood the re sults laler. We thus take first (a) Poles and zeros of E.'..z) for (I - 45' . r - 0.7 OIl the z-plane. (b) Plot of e.{k)

(4.98)
and compute
,
E~(z) 0: L r\e)~(: -'
~
.
,
= L frl"i O ; - ')'

, ~
~J
OJ
124 Chapter 4 Di5Cn:te Srstt" l1'.s Analys l! ~ .-t Si!1,nal Anal)";;; am.I ~ n~.mic Rt'I"K"In>e 125

1. The settling tim e of a tran sicn t, defin ed as the time' requi re cl for the signal to figUre 4..24 Ie
, 0 f t"" "nit
Sket(n " ( ,( Ie_wilh
_ . angle (I ma rked
__ numbef5
in_ ___ of 5amp~
_ _ _ per
_ <yC
_ _ _ __
decay 10 one perCcnt of its maximum va lue, is set mai nly by the value of the
r~dius , r. of the poles.
_ _ ,---- - -- -- ~- c
, -----,------~----,
,.... . . ,,,, ..,, I
(a) r > I correspo nds to a grow in g sig nal that will !lot decay at al l.
(b) r = I corresPO!lrl s to a signal with consta nt amplitude (which is 11()( f---- -- -- :-c::o~-ti~'-"C!l' j
BIRO stable as a pulse response).
(e) For r < 1. the closer r is to 0 the shoner the settli ng time. The co rre-
spond ing system is 81BO Ita ble. We can compute the scttl ing time in
sampl es..~' . in t crm ~ oflh e pole radius. r.

Pole Rad ius Res po nse DUf.tion

r N
0.9 43
0.8 21
0.6 9
0.4 5

(d, A po le at r = 0 correspo nds to a transient of finite du ration.

_ pi .... loci (>( toO" or ''''''''ft' t ",d "'
- --t ..... t<.o.,..tr="fT
2. The number r:L samples per oscilla tio n of a sin usoidal signa l is dete rm ined .-."
bye. If we requi re cos (O k ) = cos(e(.I: + N )). we find th at a period of 2Jf
rad cont ai ns"" sa mples. where

4.4.5 Correspondence with Continuous Signals

B ... , samp les/cyc le .
N -_ "e I,.oJ __ 360
For 0 = 45" . we have N = 8. and the plot of e. (.I: ) given in Fig. 4.23(b)
shows the eight samp les in the fi rs t cycle very clearly. A s ketch of the unit
ci rcle with scveral poi nt s correspondi ng to various num bers of sampl ~s pe r
cycle marked is drawn in Fig. 4.24 al ong with other cont ours th at will be
ex.plained in tl:e next section. The s~ mpling frequency in Hcnz is l I T , and
the signal frequency is 1 = I; NT so thai N = 1,/1 a nd II N is a l1omwli::.ed
sij!na l freq ue",y. Since 8 = (2JfJ / N. (I is th e nomlalize d signal freq uency
in radianslsam?le. (1/ r is the frequency in radians/second.
From the calculation of the!iC rew : -transfo rm s. we have established th at the
duratio n of l tim e signal is related (0 the radi us of the po le locations and th e
nu mber ofSlm pl es per cycle is related to the angle. Another sct o r Ye ry useful
e.
re lati onshi p!> can be estab lishe d by consideri ng the signals 10 be s~m~l es from a
c()ntinuou ~ ~i gna l. (/). "" ilh Lap lace tran sfonn EI.I). With thi s deV1C.e we can
exp loit o ur know ledge of s -plane features by tfansfe~ ng l ~em to e:tu \\'alent,,~
plane propen ies. For the spee ific nu mbe rs represented In the Illustmtl on of e". e
lake the continuou s ~i gn a l
yV) = e .~, cosbl 1{t)

with
A compil ation of sig nal responses vers us their po le location in th e :-plane is (IT = 0.3567.
sh O\O.'n in Fig. 4.25 . It demonstrates visuall y fe atu res just summ ~rized for the
me
ge neral sinusoid. I-'nic h encompasses all possible si gnals. bT = ff / 4
126 Chapter .f Dlsne ll- Systems Analrsls 4 .4 SIgnal At1al)''!;is and O)"IlJ"'K Response 127

Figure 4.2 5
From Eq. (4.10 1). the ~transfonn of E.. (:1 has po les at
nTe sequences assO(I(l\ed with pole oo tOO\ n tilt z-pl~ne _ _ _ _ ____ _

Im ! ~)
but because .1'(kT) equals e)k). it (ol1ov.s that

'\iV [f fez ) is a lOUio of polynomials in:. which will be the case if elk) is generated
.-- - - - - by a li near difference equa ti on with conStant coefficients. then by partial fraction
- - - -r--+__ CJl pans io n. E (:) can be e~pre ss~d as a sum of eleme ntary term s like " and E/;(J
In aU such cases. the discrete ~ignal can be generated by samples from continuous
sig n ~ls where- the relation betwcen the j planc poles and thc cont spond in g :-
A_~'y/ '---- _ _ _
-c v plane po les i, give n by
: = e" (4.103)

- ------ If we know what it means to have a pole in a certain place in the .i-plane. then
Eq. (4103) shows us where to look in the ::-plane to find a representation of
1-- discrete sa mples hal'ing the .lame lime !ealllre,. It is useful to sk ~tch sel'cral
major featUre:> from the $ planc to the z-plane according to Eq. (4. )03) to he lp
fix these ideas. Soch a sketch is shown in Fill . 4.26.
Eadl fealure should be traced in the mi nd 10 obtain a good Ilra~ p of the
-, -05 R.. :) relation. These featu res are given in Table 4.2 . We note in passi ng tha t the map

~ F''9ure 4 .26
- Correspond inglil1(!S in
the splal1e and the
iplane <Kcord,ng to
- . r. = e,r
.. "t
-I

And. lakin g sarnp l ~ ) one Sttond apart ( T = I). we have

y(kT) = (t>-o.J:;O' ), cos .TIi.I(t)

4
= (O .1 )lWS rr' 1(t)
4 (., .,
=t',(t).

The pole .. oflhe L~place tran sform of ylt ) lin the J planeJ !U"C al :!(l Unlel pol t of EI,.;,repe"'.~. w< h.a,< rO\ 1"<XI"'I"'IOllx di"" .... \~''' .... of.,if'''' .~pood; ng
[Q
h;p.eH,,>kr pnI<. Tbe """tl i, ",lIdily ;t" ,.o;n '0 b< a I'll) """nill in t m,hipt} lnl .' , ." .
Sl.2 = -a + jb. - (/ - j".
128 C h~ rJte r of Discrete S)'SI~m s An alysl;

Table 4.2 Description of corrf'lponding linel in s-p l;!n! and z-plane Figure 4.27
-- Definition of the Y(z)
.-p!ane Symbol z ;;I~ne
parameters of the
s - j", 111_ 1 system whore step
ReallreQuell<)'a . i. Unit ci,cle re-spomes are to b~
. .. ..,- ~ 0 ceo z .. , ~ 1 <,atalog ued
$",,, ~ 0 000 z = '.0 .:: , .:: 1
' ''' -(""~j,,,"~ N>. M6 z", reP' where r '" up( - C","n
= - a + jb = t( ' .
Constant damping 'atio Note that if : , = Pro the members of th f one IXiI~-uro pair: cancel out:
~"'wn T\.' l - {' _ bT
~a~i~,fi~ed and """ Logarithmic spira l and ifat the same time ;:~ = r co<;(/:I) . (/ 1 = - 2~cos(fI). and ll~ = r-. the syslem
s "'jh ! n +~. Z '" _ ,
response. Y(.:) . to the input with tTaMform U(.:) = I (a unit p!l h~) is
" .:: 0
(4.10-1)
: = p.r of Eq. 1.1. 103) is many -to--one. There are many \-a lues of s for each value
of ~ . In fact. if This tTan;fonn. " 'hen co mpared wit h the tTalhform E... (;:) pil'en in Eq.
(4. 101). is seen to be
2JT
s, = .~,+j- N.
- T Y(;: ) = : - 'E ,(':) .
then ,,' , = e', T The (great) ~ i gnifi cance of this fact will I:e explored in Chapter 5. and we conclude th at under the se circ umstance~ th e system pulse re~pon se is a
Lines of con;tant da mping in the s-plane are rn:lppcd into the ;:.plane ac- de layed vers ion of e.(k). a ty pical second-order ~ystem pul se respon<;e.
cording to Eq. (4.103) for seve ro l value, of ~ in Fig. 4.24. W~ often refer to the For our ri r~t study we con;;ider the effect of zero location. We le t ~ , = P I
damping of a pole in lh~ ;:-plan e in tcnns of this equh'alf'nl s- plane damping. or and explo re the effect oflhe (remaining) zero location. ~! ' OI l the step- re~pc nse
sometimes we sinpl )' refer to the damping ofa ;:-plane pole. l. ike\\'ise. lines of o ve rshoot for three sets of values of (I I and (/;. We select <I and,, ~ .~o that the
constant natura l frequency. w. ' in the spln ne (se mi -circles centered at the origirl) poks of the sySte m correspond to a response with an equi vaknt s- pl:lne d3mping
are al!;() mapped imo the :-plane accord ing to Eq. (4.103) for se~ era l va lues of w. ratio t; = 0.5 and con s id~r \ alu es of Ii of 18. -15. and 72 degrees. In every case.
in Fig. 4.24. It's jntere~ ting to note that in the immediate vicinity of: = + I. the we wi1l tak e the !liiin K to b.: suc h that the ,teady-, tate o utput \":llue equals the
map of ~ and (t>" loo ks ex;)Ctly like th e Jplane in the vicin ity of s = O. Because step size. The ~ ituat ion in the .;:plane j,; skelched in Fig. -1.28 for 11 = 18 ' The
of the usefulness of this mappin g. the Control System Too lbox has th e function curve for { = 0.5 is also shown for reference. In addi tinn to th e two pule, and
zgrid.m that allows one to superimpose this mapping on vari ous plots to hel p itt one ~ero of Ht ~ ). we sholl' the pole at ~ = I and the ze ro at;: = O. w hich come
the inlcrpre t<lt ion of the results. You will sec it!; usc in the ligure tile s of d iscrel~ fro m the tran ,fonn of the inpu t ~tep. U(:). gi\'en by : / 1.: - I ).
root loci in Chapter 7.

4.4.6 Step Response figure 4.28

Poie-IEf"(l paltl'fn of Y(z)
Our e\"entual purpose. of course. is to design digital con trols. and our interes t in the f~r the s\"i tem of Fig.
relat ion between ~-plan e poles and zeros an d time -domain respon se comes from 4.27. with I t '"
o urneed to kn ow how a proposed desipn wi ll re spo nd in a given dynamic situation. P, . U(z) = z/(z- 1). a,
The generic dynamic test for controls is the step re sponse. and we will CQnc1udc and iJ, ~lccted for
,,'
6- 1 8 ,3 nd ~-O . 5
thi s discussion of di5Cret e syStem dynamiC respon se \\.ith an examination of
the relution ships between the pole-zero pattern s of elementary system s and the
corresponding ste p re sponses for a discre te tran sfer function from I. to y of a
hypotheti cal plant Our anemion will be restricted to the step responses of the
disc rete sys tem shown in Fig. -1 .27 for a selected set of values of lhe parameters.
 "

130 Chap l~r '" Dl5<.:rele SySlcms Ana lysis

fl9Ure 4.30
The major effect of the zero .;:~ on the step response y(k ) is to change the Effects of an extra zt'fO
perce nt o\"er.ihoot. a. can beseen from the four step responses forthis case plotted on.J discfete
"'"
in fiB . 4.29. To SUlUmaril!e all thes.e da ta. we plot lhe percenl Ol"ershoot \'crsus '5e)fId.()rdcr systeM, ""
;rero loealion in FiB. 4.30 for { = 0.5 and in Fig. 4.31. for { "" 0.707. The major f .. 0.5;8 = 18' . 45<,
_ 200
'"
future of thesc plots is thal lhe;rero has very lillie influence \\.hen on lhe ne!alive ;IOd 72' 1I
aillis. but its inHue nc~ is dramal ic as it comes near + I. Also included on the plOb
of Fig. 4.30 are overshoot figures for a zero in the unstable legion on tilt: positive ~ IOO
real axis. These response~ go in the lIegm;I'e direct ion at fil~l . and for the zero
,,'
l'ery no.:ar + J, the negath'e peak is larger than I !!I '
. ..........
Our second cliI$ of slep re~ponses corresponds 10 a SluJy of the inHueoce of
a third pole on a basically second-order response. For this ca~e we again consider
i, "" '---
the system of Fig. 4.27. but this lime we Ii:>. : , = ; = - I and lei P, vary from !
<
'"..
near - I to neat + I In this case. the major influeoce of the moving singUlarity
is on th e rise time cf the step response. We plot this effect for 0 = 18. 45, and
12 degrees and ( = 0.5 on Fig. 4.32. In the ligUle we defined the rise time as the
time required for th ~ response to riSt': to 0.95. which is to 5% of ils final value. ,
We see hl.'re that th e e.lIra pole causes the rise lime 10 get very muc h longer as
the location of PI mO\'es toward z = + I and comes to dominate the response.
O~r cOnc l ~sio n s from these plots are that the aclditiCtll of a pole or lero to a - } ,O -0.'
given system hasonl), a small etft.'Ct if the added singularities are in the runge from
o to - I. I-Io....e\'er. l zero m(r";ng toward : = + I greatly increases the S),Stem
olersnoot. A pole plat;ed to....ard : = + I causes the re sponse to slow do.... n and
thus primarily affect'; the rise time, which i ~ progressively increased.
desig n process ;lnd helps the designer understand why a response is the .... ay il
The understanding of how poles and zeros affecl the llffit' responSt': is "ery
is. Ulti malel),. ~D"'''C\'er, Ihe test of a design is typically the octual time response.
useful for the control system designer. The knowledge hel ps guide the ilerutive
either by numerical simulafion or an e:tperi mental e\alualion. Today. lra n;;;fonn
in\'ersion would ncwr be camed out. In M..tTlAB. the nume rical simulation of
the impulse w..ponse for a dbcn'le sr~lem. sysD i~ accomplishc-d by
Figure 4.29
Plot 01 Sttp resp~ ' U) 0: 1 - 0.9
y = impulse(sysD)
for a olSCl'et~ plant 0:1 -0.'
and the di sc~le )tep respon.'iC b)'

ctSUlbed by the " '1- 0 .7
poIe-Zl!ro p.lItern of . '1- 0.6 y::: slep(sysD)
fie). 4.2810fY.JrtOlh
v.JlutS of 11 Invoked without 1\ left hand arguttll.'n t Iy =). both functions re.~ult in a plot of the
respon~ on the scre~ n.

o

: . 4.5 Frequency Response
,. A very imponJnt concept in li near ~yste m~ analy;is is the freque ncy re s pon ~ .
If a ,inusoid at frequenc)' w~ i ~ applied to a stab le. linear. t;on ~ t am. conlin uoos
1t .~" c h ')'Icm. &r1' (oll od ~o"m<";m um pba<e by B.cd< I><.ou,," ,he pm IlIifl'''''y imparl 10 g
s),stem. the response is a tr(lnsient plus a sinu.oidal steady state at the J Ill/It!
liflll>Oi cbl i"l'UI i l ""'""'.ha" ,"" pt. ... or I I~" "" ..-1Ios< J"",~.i',,<h re,I""'''' i. ,h. >Un(' boI, llul frequrncy. w~ . as Iht inpu/. If th~ lrunsfer (unction is wrillen in. ga in - ~ha~e
h;u a zeRl iIIllw! . rabtefalho, til ... ,ho " ",Uble "'1:'0<1. form as H (jwl = A (ItI)eN'~' . then Ihe ead)state res poll>C to a unit-amplitude
 132 Chapler '; D.sem e Systems Anal}'s15 i.5 f requ ency Res ponse 133

Figure 4.31 1000

.1""0.107 we define its magnitude and phase for z taking on values around the unit circle
Effects cf an extr~ zero
00 a d.w ete
by !f (t'''') = A(wTje l ';',.,TI If a unit-amp litude sinusoid is applied. then in the
>ecc n(jo;def sys tem. steady slate. the response samples will be on a si nusoid of the same freq uency
~ = 0.70 7; (J = 18 . 45 .
"" with amplitude A(wJ) and phase 1jr (wJ). 1t is worthwhil e going through the
an d 72 : perCe rll ""
]" 200 calculations to fix ideas on this poin!.
ovefShoo! versus zero From Eq. (4.16). the di screte respon!>t Iransfonn is
iocatKl n l )00
U(~ ) = H (z )(:) . (4.1051

" (f t'(k) == co~(wJk)l(k ). thell. from Eq. (4.10 1) wim r = I and 9 = IJJ" T. we
have
" (4.106)
" (~) = 2"I : - r /~ + : - ,,-j,....
I' ' )
" If we substitut e Eq. (4.J 06) inlO Eq. (4.105 J. we oblain
, U{~ }= -
1 I -+ : H( ~ ) ) . (4. 107)
t , ....
2
-: ~_H-tJW-c" :
,
1be steady state of II (10: T) corresponds to the lenns in the expansion ofEq. (4. 107)
-1 .0 0.0
associated with the two polcs on the unit circlc. )fwe expand U (: )/ ~ into partial
1.0
fractions and multiply back by:. the ~leady StaU par1 ca n be found as
Zerokation
I H(eJ.._r) : 1 !/(,, - i ... r ):
U (~)= - +- .
" 2: el"'. r 2 : _ f!-,~"T
f igure 4.12 100
Elioos of an extr a pole If H (e i ....T) = A(w. Tj", ... .. r '. th en we have
Of) rio;e t~e fOf a It e! ~ : A e -j ~ :
d isc'ete ~h;rd' Ofdl'f U (~) = - -- - . . (4.108)
" 2:_eJ",~
+ -2 : -,, ''''.''
system. two ZelOS a l - 1.
one zero at x : ( '= and the invcr:;e transfoml of U,,(:) is
0 .5; (J '= IS". 4 5'. 72 A
U (10:7) = _ "J~ tJ~. 1t + _A e- ' ~ t-,,,, T/:
" 2 2
= Acos(w,.Tk + </I). (4.109)
wh ich. of course. arc samples at /.: 7 instan1s on a sinusoid of amplitude A . phase
0/1. and frequency w~.
We will defer the plaiting of panicular frequency responses until later chap-
- 1.0 0.0 '.0 ters (see. for example. Figs. 6.3. 6.8. 7.16. and 7.28 ). However. il should be
Pole locatioon noticed here that although a sinusoid of frequ ency w~ could be passed through
the samples of Eq. (4.109). there are olhe r continuous sinusoids of frequency
w" + l 2:r / T for integer l which also pass th ro ugh Ihese points. Thi s is th e phe-
nomenon of aliasing. to which we will return in Chapter 5. Here. we define th e
s ~nusoidal si.g nal ha, ampli tude A (w) and phase 1jrlw,) relat ive to the input
discrete frequency response of a transfer func tion III :) to si nusoids of frequency
sIgnal.
w as H(e1" .r ) so that the am plitude A and phase 1jr are
Q
Wecan say al:uost exactly the same respec tin g the frequenc), response of a
slablc. hnear. constan t. discrete sy,teffi. If the ~y ste m has a :r:ursfer function H(~). A= l lf (ei .... r )t and 1jr= L ( H (ej ,..r t4.l l0)
134 Chapter + Di\(rete S)'Stems An~ly5i5 -{ ") i'rc<\uen t }" Rtsponst 13 5

which can be evahated and ploned by MARAS'S bode.m with the scriptS Tim e Frequenc y

sysD = tf(num,den,n Fuurier Srrie s p!:riodic di..""r"ele

~-l !11n,f()rm di ~.~:rele peri od ic
bode(sysD)

where amplitude il planed in decibel~ (dB), or Suppose we now h;l\"e a time function that is both pe riodic and discrete.
Based on whal we have seen. we ""ould expect the tr.msform of this functi on ab o
[mag,phase,w] = bode(sysD)
to be both per.odic and di screte . And this is the ClSC . w~ic h leads .us t.o the fi~lIe
subplot(2, 1, , I, loglog(w,mag) di screte Fourier transform and its finite invef1;e. leI the lime functlOn In quesllon
be i rk!) = I( k T + NT I. Bet:ause the funct ion is periodic. the transform can
subplot(2,1 ,21. semilogl((w,phase) be defined as the finite sum

where amplitUde i! plO(ted as a ratio as in the figures in this tex!. If tbe sySt~ m is F (2irn) = f: f (k TIe-j~'H .. ,,,,,.
described by the state-space matrices. the scripts abovc c~ be invoked with NT ' ..0

sysD = ss(F,G,H,J,n . This is the same as the ~ -transform oyer o ne period evaluated at the di screte
frequenc ies of a Fourier series w = 2iTn / NT. It i, standard practi~e to suppre ss
all the argumentS except the indices of time a nd frequency and wme
,'-,
-
F._ ~
" I, f' _,l......~ . (,],,1 t I )
4.5.1 "' The Discre te f ou rie r Transform (OFT) ,~

The analysis developed above bascd on the z-transform is adequate for con- To complete the DFT. we need the inverse tran sfonn. which. by analog y with the
Sidering the theoretical frequency response of a linear, constant sys tem or the standard Fourier transform. we guess to be the sum
corresponding differenc e equation. but it is nO( the best fCO!" the analysis of real-
time signals as they occur in the laboratory or in othe r e.'CpCrirnental situations.
For the analysis of real data. we need a transform defined over a finite data record.
which can be computed quickly and accurately. The required formula is that of """
the Discrete Fourier l h lnsform . the DFT, and its numerical cousin, the Fas t If we- substitute Eq. (4.1 11) with summin g index t into this. we find
F~\t Fourier Tra nsform Fourie r Transronn. the FFT. Implementation of a version of the FFT algo-
rithm is contained in all signal-processing software and in most computer-aided
control-design soft .... are.
To understand the DFT, it is us eful to consider two propenies of a signal and
its Fourier transform that are compkmeots of each other: the propeny of being lnterc hanging the order of the summations gives
periodiC and the pHopeny of being discrete. In ordinary Fourier analysis, we have
Ii signal that is neither periodic nor discrete and its Fourier transform is also
neither diSl;rete nor periodic. If. however. the time funct ion i(tl is periodic with
period To' then the appropriate form of the transform is the Fourier series. and 'The ,urn in the braces is a fini te geometric series. which we cun ~yaluale as
the trans form is defined only for the discrete frequeocies w = 2tr n/ To' In other
follow s
words, if the fUncli;m in time is periodic, th e function in frequency is discrete.
The case where the properties are reverse<! is the ztransform we have just been
studying. In this case, the time fUn<:tions are discrete. be:ng sampled, and the
:-transform is periodic in w: fo r if : = ej ..r . corresponding to real frequencies.
_f N k - t' : 0
then rep lacing w = w + 2trk/ T leaves ~ unchanged. We can summarize these
results with the following table: - \ 0 k - i = I.2 ..... N-1
136 Ch ap l~r" D~5 C rel~ ::ir 5lem, Analp is 4.6 PrJ penics of the lTrnTl!.form 137

The sum is periodic with period N. \Vith Ihis eval uatiun, ,,-c: scc: that thf ,urn we
ha'-f bI:en considering is Nf" . and Ihu ) we have the inverse _~ um == { ~:el., !~~.
1 ."- 1 Oh'iding these results. we see th at with sin usoidal input and output. the frequency
F e l :.~ "" ,'- (U I2 ) respo nse atlhe frequency w = (2;ri) / NT is gh'en by
J(
(' = -N ""
L..
.~
U
II (.>1').' '''' '') == ....! .
Eqll3tions (4.11 1) and (4.1 12) com prise the OFf ,
"-1 where .II = F FT(II, ) and , = fFT(e.). cach cyal uated at n = We will e.
F. = L f (e -' ;"' .\' . di sc uss in C1aptCr ! 2 the general problem of estimation of the tOTal frequency
response from e~perimental dala using the DFTIFFT as well as Other tools .
1 ' , ..,.
!, = - L FeJ ;~'"
i N . ... .
4-_6 Properties of the z-Transform
BecauM' there are N terms in the sum in Eq. (4.1) I ). il wou ld appcotr that to
compute the OFT for one frequency il will take on the order o f N mu lti ply and We have used the :;:-tr.lnsfollTl to show that lin ear. constant. discrete systems
add operations; and to compute the OFf for all N frequencies. it v.ould take o n can be described by a transfer function that is the :-wd.nsfonn of th e system'S
the order of N ; mL1tiply and add operations. However. seve ral authors. e,;pceially unit-pu lse response. and we have studioo the relationship between the pole-zero
Cooley and Tukey ( 1965). ha ve showed how to take ad-;antage of th e ci rcul ar pauem~ o f transfer functions in the :plane and the corresponding time responses.
nature of the ex~nent ial so that all N value, of F~ ea n be computc."d with the We began a table o f ;;:-transforms. and a more extensive table is given in Appendi:'i
order 01' N logIN ) operatio ns if N is a power of 2. For N = 1024. this is a saving B , In Senior. 4.6.1 we tum to cOn5ideration of some of the propenies of the ~.
01' a factor of 100, a very large value, Their algorithm and related schemes are transform that are essential to the effective and correct use of this imponant tool.
called the Fast Fourier Transfonn or FFr. In Section 4.6.2 com'ergenc e issues concerning the ztransfonn are discussed and
To use the DFTfFFT in eva luating frequency re~po.sc. consider a system in Section 4.6.3 an alternate derivat ion of Ihe transfer function is given.
dc;.cribcd by Eq . .:4.105 ) and where the input is a s inusoid at frequency W I =
2rr tf N T so that I'lk T) = A sin(2.T lkT I Nn. We apply this input to the sys.tem
and ....(.Iil umi! alllronJil'lIII !I/ll't died OK'O.\'. Atlhis lime, Ihe output is gi\'en by 4.6.1 Esse ntial Properties
u{kT) = B sin(2Trkf N + 1fr). The OFf (If e(k) is
In order to make muimum usc of a table of ,;.tran sforms, one must be ab le to
use a few simple propcnies of the ~-t rans fonn which follow directly from the
definition, Some of these. such as linearity. we have already used without making
a fonnal state ment of it. and others. such as the transfonn of the eonvolution.
we ha\'c prc\'ious!y de ri~cd. For reference. we will demonstrate a few propenies
here and collect them inlo Appendix B for future reference. In a!1t he propenies
listed below. we assume that f:C::) = ZU:(kT) l.
t = II
( =11. 1. Lirleariry: A function fIx) is linear if f(ax , + I'x. ) = a/(x,) + fJf(x l ).
Applying this result to the definifi on of the :-transform, we find immediately
The OFT of the outpul is
that

u, = I: Bsin (2.'Tik +") t'-J'~Toi " Z{a/,(H ) + f3!l (H)) = L" (a/,(k) + tlf/ k )J:- '
,~ N
\'-' = aZ(f, (k)1 + flZ(f~(k)1
== '\"' !!.. [t'~ 1'" ~~I< , .\' - 1' - J~ (,-1';'' '' ''-'']1:'-).~.t .' " ."
f:t 2j =aF,(:)+fJF)W .
138 Chapter 4 Discrete Systems Anal)'sls 4.6 Prope:llCS of the z- Traflsfonn 139

Thus the z-trallsform is a linear function . It is the linearity of the transfonn As an illustrati on of th is propc ny. we com ider th~ :transfonn of the unit
that makes th~ partial.fraction tec hnique work. step. I (k ). which we ha\e com puTed before
2. COmo llilion o(Time Seqllences:
Z { l(k)) ~ t ,-, ~ =
. -0 : - 1
z I __ x
(t I I(I )IP -1)1 = F,(Z)F! (:).
By propeny 4 we ha\'e immediately that
We have already deve loped thi s result in con nection ",ith Eq. (4.32).lt is thi~
,-
Zlr-' ! (kJ) = - - - ~ ::--;;-;cc
result with linearity th at makes the transfonn so u5-eful in li near-con stant- r:- l : (I / r]
system analysiS because the analys is of a combination o f such dynamic
As a mOTC general example. if we ha\'e a polynomia l at:) = i.~ 0,: + a, +
syst~m s can be done by linear algebra on the transfer functio ns.
with TOOts reJ~ . then th e scaled polynomial CI ~:: + a,a-: + a! has TOOtS
3. Time Shift: ( r / a)t i'. This is an exampl e of radial projection whereby the roots of a
polynom ial ca n be projected radially simply by ch anging the c;"ocffidems
Z(fO: + n)1 = :~. F(:). (4.11 3)
of the polynomial. The techniq ue is sometimes used in pole-placement de-
We demonstrate thi s re sult also by direct calculation: signs as described in Chapt er 8. and sometimes used in adaptin' control as
derocriberl in Chapler 13.
Z[j(k+n)} = L" f(k+n): -' . 5. Fi/u.l/-Vmue Th eQrem: If F (:) co nverges for 1: 1 > I and a ll poles of (: -
I _ _x I) rez) are inside the un it circle. then

Ifweletk+n =j, then lim /(k) = li me: - I) F(:). (4.115}

I_ x : _1
x
The co ndi tions o n F( : ) assure that the on ly possible pole of F(:) not strictly
Z(f(k +IIJT= L I(J):-' j-o
inside the unit ci rc le is a si mpl e pole at : = I . whi ch is removed in (: -
I)F(:). Funhermore. the fact that F ( :) converges as the magnitude of:
= t' F (:) . QED
gets arbitraril} large e nsure, tha t I(k) is zero for negative k Therefore. all
This property is the essential tool in solving linear constant...;:ocfficient di f- C"omponents o f /(k) tend to zero as k gets large. with the possib le exce pti on
ference equations by trans form s. We should note her.: tha t the transform of of th e COllSlant tenn due TO the po le at : = I. The size of this constant is
the time shift is not the same for the onesided Irar.sform beC:lUse a shift given by the coeffici~nl of 1/ (: - I) in the part ialfraction expan sion o f
can introduce terms with negative arg ument which ue oot included in th e F (:). namely
one-sided tran.form and must be treated separately. This effect causes initial
C = lim(: - I )F{:).
conditions forthe diffe rence eq uation to be introduced wh.cn solution is done :- 1
with the one-sided ITansform. See Problem 4.13. Howeve r. bccau~c all other tcnn s in /(k) teJd to zero. the conStant C is the
4. Scaling in the :.Pian e: fi nal value of I (k ). and Eq. (4 . 115 ) re sults. QED
As an illustralion of th is prope ny. WI:'! CQns id erthe sig nal whose transfo nn
Zlr - l/(k) = F (r: ). (4.114) i ~ given by

By direct subSlitution, we obtain : T.:+ I

U(:)=----. 1: 1 > 1.
x :-0.52: - 1
t
2 Ir- /(k) = L ' -'/ (k):-- Because U(.:) s alisfies the renditions of Eq. (4. 115). we ha\ ~

x " T - + I
" -
lim I/(k) = lim t: - 1) - "- - -
= L I(k)(rz) -~ 1- ", ,_ , :-0.5 2:-1
_ T
= F (r: ). QED =Iim - - - (:+ IJ
, ~1.: - 0 .5 :1
] 40 Cholpter ~ D1S<:rete SyStems Analysis -\ ,6 ProFntie 50ft he :t-Trans[o nn .4'
] T
= - - - ( 1 +1) SoIuli<ln. The : -tnnsf<lOl1 of th e ()Ul put is
1-0.5 2
= 2T, VI: ) "" E,I:) H (:)
T :+ l (4.1 18)
This resu lt c an be chec ked aga inst the closed form for 11(.4.: ) given b~ I~ I > 1.
"" ~- 0.~2 : - 1 '
Eq. (4. 121 ) beluw.
&J uation (4 ,118 1 1'l'pn:~rus the tran~form of the system ()UtP"!. u (k) . Keeping ()U t tho f,.;tor
6. fm 'er.ion : A.I with the Laplace trat"l>funn. the ~- t ransf(lnn is actu ally one of J
of T /2 . We write U (~) as . ral iGGf pol)'oornials in : - '
pair of trans fOiTIlS th at co nnect funct io ns of ti me 10 fU.1Ctions o f Ihe comp l e .~
variable~. The ~-trnnsf()nn compu les a function of .: from a se quence in k. (4.1191
(We idemify the seque nce number k wil h lim e in o\..r analysis of dynamic
sys tems. but lbere is nOlhing in the transform per St' Ihat requi res Ihis.) The and di"ide as follow<
inverse z-tra n\foml is a means to compute a seque nce in /.: from a given
fun cti on o f :. We firsl examine twO e lement ary schemes for inversion of a f ! I + 2.5; -' + 325:-: + 3.625;- 1 + .
g iven F(:) whic h can be u>ed if we know beforeha nd l ~a t FI:) is rational in.: I _ 1,5:-1 + 115;-' )T 1 + : - 1
and con\'crges as.: approache s infinily. For a ..equencr I(k), the : - Iransfonn t U ; -' + 0.5:- 1
has been de fi n~d as .,S_-l OS- - !
2.S;-' 3:75:-' + 1.2F'
F]" = t [(kk -'. 14. 116) 3.2S; - ! 1.25; - )
3.25;- ' 4 . 87~:- 1 + 1.625: - '
3.62~:! 1.625: ->
If any value of i (k) for negative k is non ze ro. then Ihere will be a tenn in
J.6~5:-'
Eq. (4.11 6) with a posi til'e power of: . This (enn wi.] be unbounded if the
magnitude of.: is unbounded: and thus if H z) convCJges as 1:1 approaches By dimel comparison ,,"'jl h VI: ) "" E:- <11*1:-'. We conclude thai
inflUily. we h .ow th al j(k) is zero for k < O. In this case. Eq. (4. 110) is
o ne-sided. and we c an write u~ = TI2 .
, " , = (T/2)2.5,
F(~J = :L jlk): -' . (4. 117) u, = i T/ 2)3.25.
,~

~4, t 20)
Th e ri g ht-hand side of Eq . (4. 117) is a -;eries expansion of F ( ~ ) aboul
infi nity or abolt : -1 = 0, Such an expansion is especiall y casy if F(:l is the Clearly, the "I.e nf a rompUI., will 8real1y aid lhe , peed oflhi s process in all bul lhe ,implest
ratio of two polynomials in :-1 We need only divide the nwneralOr by the of cases. Son><: nay prefer to U"",, sy ntltclic di~'i, ioo and On,il copy ing o"e' all the eXll"a~u,
den omi nator in the corre<: l way. and when the d i\'i~ion is done. til<: coefficient ~' s in the di"i Sicn. TItc f"OC ess is id.entkal H) co.,.."ni ~g F(~) to the ~ui\'alent differenoe
of :-' is automatically th e sequence va lue j(I:). An eum pl e we h ave worked equation aoo $Oh'ing for the unit-puis . I'l'sponsc.
ou! before will illustrate lhc process .

Example: 4 .12 l r"<jr. ~f().rm Jm'o-sio1 by Lmg D:.i\i('11 The second special method for the in\'mion of :-trans forms is to decompose
The sy.tcm fo r lrapetoid-ruk inl egralion has the Iransf.r f~ "'I;on giwn b)' Eq, 14. 1.11 F(:) by paniaJ-fraction exp ans ion and look up the components of the sequence
I(k) in a pre \~ ously prepared table.
T~+-l
H ( ~) ""2~_I ' I~ ( > l

Do:lcrmi ne the (IlJtpul for an ; ~pU1 whicll is troc gC<ln1l:1ric ""riu ",prc!~nted b)' <") Ik ) ...; th
r = 0,5. That is
Example 4.13 z- Transjorm /nWf sion by ParliQ/ Fraclior, Expamiort
1: 1> 0.5.
Repeat Example 4, 12 ~sing the p;inial froctioo u~ s;on method.
142 Chapter.. Disc rete S)'Slems Analysis </ .6 ProFcnifsoftitet-Transrorm 143

Solu tion. Con$oM. lIpin f.q. (4 .118) ... d Qpand U (z) as I (unchon of Z ' as follQWS is obviously e~scnl ial [0 the proper inversion of the tr.lnsform to obtain the time
seque nce. The: in l'er;;e :tran sform is lhe clo!ied. complex integral:.'.l

I
ftk) = ~ f d-
F (: I:I....::.. (4 .122)
We multip ly both ~id:~ by I - ~ '. l e1 : .1 _ 1. and comp<llc _ :1") :
T ,
A "'Io., ", 2T. where lhe: cootour is a circle in the region of converge nce of F(:) . To demonS/rate
the COl"l"efi ness of the integral and to use it to compute in' eNes. it is useful 10
Simi13r))" ~- I _ 2 "~C"all1atc
apply C3och)"s re sidue calcu lus [see C hu rchill and Brown (1984)]. Cauchy"~
B =
T 1+ 2
- -_~
IT
__ result is that a closed integral of a function of : "hil:h is anal ytic on and inside a
2 1- 2 2. c10Y>ed cOmOtH C exce pt at a fini te number of iso!att..-d singu b rities :, is given by
Lookin8 back. now :II r 1 and r,. which C<l n, liIUIC our '1ablc" f/)l" the mome nt. we can copy
dQv.n that (4. 123)
. , = Ar!(t ) + Br,<t)
3T In Eq. (4. 123). Resf.;) me.3nS the resid ue of F(:l at the s ingul ari ty.a~ z,' We. ~' il l
=2Tt1{.)- Tt)(k)
be conSidering onl y ration.:ai runcl i on~. and thc<;e have only poles as stngulantleS.
If FI =) ha s a pole of order /I al : " then (::: - F(:) is regu lar at ~, and can be
=, )'
= (2T - 3: Gf) l it)
expanded in a Tay l()C scrie.\ ncar:, as
J. {4.U I, - ,' F{-,
=f["-?}(k (= - ~, ~ = A -. + A.. ~, (.~-~ , ) + . .. + A _ ,(: - :,J~- '
E'lIluMion of Eq. (" .12 1) (/)I" *. . O. I. 2. ... will . Il'Ullrally. aiw: !he wnc .....IUQ f/)l" ~r *) 10$ +A n(: - :,)" +.... (4. 124)
.,.c found in Eq. (4 .120).
The residue of F (:) at ~ , i~ A. , .
Fi rst we will use Cauch ~'s formula to verify Eq. (4.123). If PI:) is the
: -transform of f( k ). then we wri te

4.6.2 Convergence of z-Transform

We now examine more c1rn;ely the role of the region of convergence of the
:-transform and prescnt the inve rse -transfo rm intcgrnl. We begin with another We ass ume thut the seri es for F<:) converges uniform I)' on the con tour of inte-
example. T he sccp encc gration. so tnc series can be in tegrated term by I~rm. Thus we have
_ J - l k <O
f(k,
- 1 0k ;::O
has the transform
The argume nl of [ll<: illlel!Tal has no po l ~ insid~ the contour if k - / ;:: l. and it
has zero residue at the pole at ;: = 0 if k - / < O. Onl y jf k = I does the integra!
have a residue. and that is I. By Eq. (4.1231, the in[egrnl is zero if J; =/-1 and is
2Jr j if J; = I . Thus I = f(.I;). which demOnStr.l!eS Eq. (4. 122).
1:::1 < I.

This tran sform is cx3ctly the same as the 1r3nsform ofihe mil step I(k). Eq. (4.95). 21 If ~ i>~'~d\loI f ltl ;' <1IU~l.'No i>. I IAI ~ 0 forA < 1).1"'" ,I>< "1"'" nt(OJl'<"'I""" ii 00l1>,.,t<
excepttha[ this transform converges inside the unit ci rcle l/ld the trnnsform of the ,be ,mall." circle oIl>l ronI~ lft, all ,I>< ""I .. of r( ;l for ' >lioool'r.>n:If",m'. 11'1 Ill ;' propeny ,hal
I (k) converges oltside the uni t circle. Knowledge of the re gion of convergence "",mltl ;",,,,,ioo. by "".:ti.,frao,\1011 ~,p "h,on and IonI ~~'i'"",
144 Chapter 4 DIS(rete 5)'s \ ~m<; Analys,s 4.6 Pro;xmes of til;: z TransfOlTI. I4S

To ill ustrate ,he use of Eq. (4.123) to compute me bvcrse of a ~tran sfonn. Although. as we have just seen. the inverse integral can be used to com pute an
we will use the fu ncti on ~ /(.::: - I ) and consider first the case of convergence for expression for 3 sequence to which a transfOffil corresponds. a more effective U.>t:
1.:::1 :> I and r.econd the case of convergence for 1.::1 < 1. For the first case of the integral is in mo re ge neral manipul ations. We consider one such case that
will be of some interest later. First. we consider an expression for the transform
I, (kJ = -1. f . d
-"-.::'....:::.. (4.125) of a product of two seque nces. Suppose we have
2TfJ :1m b ' Z - I ~
where the contour is a ci rcl e of radius greater than I. Suppose k < O. In this case,
the argument of the integral has two poles inside the contour: one at Z = I with
residue and I I and I~ arc such that the transform of the product exists. An expression for
.' F/z ) in terms of FI(z) and F~(z) can be OCI'eloped as follows. By defini tion
lim (.: - 1) - " - = l.
:- , z- I
and one pole at.: == 0 wi th residue found liS in (2. 109)lif k < 0, then .:::-1removes ~,(.: ) = L I ,(kll/kk -'.
th e pole) '.-Q;.
z" - I From the inl'tfSion integral. Eq. (4.122). we can replace I:(k) by an integral
,~ -- ~-
: - I .: - I
= -( I +Z -' + .: : -1+. +.:::-j + ... ).
!be res idue is th us - I for all k. and the sum of the residues is zero. and
tl (k) =0. k < O. (4.126) We ass ume that we can find a regio n where we can exchange the summation with
FQr k ?: O. the argument of the integral in Eq. (4.125) has only the pole at the integrati oo. !be contou r will be called C} in this case
.: = I wit h residue I. Thus
II(k) = l. k ?: O. (4. 127)
Equations (4.1 23) and (4.124) correspond lothe unit-step function, as they should.
We would wrile tbe in"CM transfonn symbolically Z-'(.) as. in this case The sum can now be recognized as FI (.:/{) and. when we subst itu te this.

Z ', ( .~ I = l (k) (4.128)

- 1 FJ ( : ) = -1. i F,(O F, - - .
(' )d! (4. 129)
whe n .:/(.: - 1) converges for Izi :> I 21fJ c, ' {{
If, on the other hand. convergence is inside the unit drcle, then for k ?: 0,
therc are no poles of the integrand contained in the contour. and the contour C1 must be in the overl ap of the convergence regions of F~() and
FI(z/{). Then Fl(z) will conn~rge for tile ran ge of values of = for which Cl can
J: ?: O. be fou nd.
At k < 0, there is a pole lit the origin of:. and as before, the residue is eq ual to If we let II = II and.: = I in Eq. (4.129). we have the disnete version of
- I there. so Parseval's theo rem, where con"ergence is on the unit circle

k < O.
(4.130)
In symbols. corresponding to Eq. (4.128). we have

Z" ! .~ I= l(k)- l This particular theorem shows how we can com pute the sum of sq uares of
- 1 a time sequence by e ~'aluatin g a com plex integral in the :~domain. The resu lt is
when z /(: - I) converges for 1.;: 1 < I. useful in me des ign of systems by least squares.
 4.6 Prcptllies of [he :z:. Transform 1+7

4.6.3 * Another Derivation of Ihe Transfer Fun ction Can wc represent a general signal as a lin en' fUlil lintegral) o f such elemen ts?
We can. by tt.e inverse integml derived abovc. a.\ follows
Le t V be a discrele sy~tc m which mups an input sequence. k(k)l. into an output
seq uen ce (lj ( k) l .~' Then. ex pre;s ing thi s ru; an opcralOr Cf\ elk). we hav e
(4. 135)
tI (k) = V/e<kll.
where
ffV is linear. then ,
(4.13 1) E (d '" L e(k): ..... . r < 1: 1 < R. (4. 136)

If th e system is time invariant. a shift in elk) to el ir: + j) must resu lt in no other for signa ls .... ith ,< R for whic h Eq. (4. 136i con~erges. We call E(: ) the
effec ts but a shift in the re sponse. It . we write
:transform of e(k) . and thc (dosed) path o f integrati on is in th e annu lar reo
Vle (k + jll = u(k +j ) for all j (4.132) gion of convergence of Eq. (4. [36). If el k) = O. k < O. then R - 00. and this
region is the whole zp lane oU/side a circle o f fi ni te radiu s.
;r The consequences of lin earit y are that the respon,e to a sum of sig nals is the
V(f(k)) = u(k). sum ofthc responses as given in Eq. (4.13 1). Allhaugh Eq. (4.135) is the limit of
a sum, th e rcsult sti11 holds. and we can wri te
dz
Theorem u(k) = _'_. 1. EWLrespome lo:' J .
h) r :
If V is li near and time inva riant and is given an input :,' fOf a value of: for which
the output is finite at time k. Then the o utput w ill be of the fom l H{.: ): ' but. by the theorem. the response to :' is H ( ~ ):'. Therefore we can write
[n general. if el k) = :' . then an arbitrary fin ite re;;pOIlse can be written
,.(k) = _ I . f d-
(:)(H(:):] ....2:.
u(k ) = H(:.k):'. 2:r) :

- I.
~ , f d-
H (~ ) E(:):z'''''::. (4. 137)
Consider e. (/.:) = ~' - j = : /:1 for some fued j From Eq. (4.13 1), if we let
;rJ z
Cl
= : 1. it mu st foJ ow th at
We can define U(t) '" H (:) (: ) by compari son with Eq. (4.135) and nOlI' thaI
u, = :i U(/.: )
x
= :i Hr:. /.: ):( U(!) '" L u (k).: - ' = 1i (:) E (d. (4. 138)
= fl( : . k): (' . (4.133) ' ''- :0<
From Eq. (4.132). we mu st ha"c Thus H (z) is the rmrujer jrmClioll . which is the ratio of the tran sforms o f e( k)
and u (k) as well as the amplitude response to inputs of the form : '.
u/-O = u(k + j ) This derivation beg ins with linearity and stationarit)' and dcrivc. the :-
= Il (:. j + /.:) :'+i forall j . (4.134) transform as the natural tool uf analysis from the fact th at input sig na ls in the foml
z' produce an output that has the ~amc shape.: It is somcw hat more sati sfying
From a compariwn ofEqs. (4.133) and (4.134). it follows that to derive the necessary transform than to start "'ith the transform and see what
H(:. k) = HI:. k + j) systems it is good for. Better to start with the problem and find a tool than start
for aU " wilh a 1001 and look for a problem. Unfortunately. the direct approach requires
that is, H does Mt depend on the second af.ument and can be writte n H (: ). extensive use of the invers ion integra l and mo re sophiSlicated analysis to deve lop
Thus for the elerrent al signal elk) = :1: . we have a so l ~tion 11(/.:) of the same the main result. which is Eq. (4. 138). Chacull it SOlt gout.
(cxpone ntia[) sha~ but modul ated by a ra tio 11(:. ). 1' (0 =: H (: ): ~.
~4 80"",,",,~' i,u""'..,god in~"9" b) po..<..go 'bNugh ,"" tin<ll' """,,ani >~, t<m."'e .a, !hot ,' "3I1
e;~.n function of "",n '..r..." .
liS Chaptcl 4 DiscrCIC S},slems Analpi. 4.8 Proble ms .49

4.7 Summary The e ha:acteristic beha\'ior a.~o;oc iated wi th poles in the :-plane j~ sho",'o in
Figs,.(2 I lh rough -I.23:1nd summarized in Fig. 4.25. Respon.es are typically
The :-transronn (ao be used 10 soh'e discrcte diflc,eoc~ equations in Ihe dc-tenn ir.ed I'ia MATlAO'S impulse.m or step.m.
same .... ay thaI the Laplace transfonn is used to sol\"e eontiollOus differential A ~yste c represcnled by H (:) has a discre te freq ue nc), response to si nusoids
equations. at w~ . gil'en by an amphtude. A. and phase. ",. as
The key property of the :-tnmsfonn that allows $Ok tion of difference equa-
lions is A. '" 1I/ (~" r ~ I and l$r '" L( Hi ~~- ' (4 .1101

(4.113 ) which cun be evalua ted by M.ULABs bode.m.

The discrele Final Va lue Theorem. for an F (:) that cooverges and has a fi na l
A system ....ill be stable in the sense that a Bounded '''Put will yield a Boundru
val ue. iSEive n by
OU/PUI (8180 Slability) if
lim J(I:} = lim(: - l ) F (:) . (-I.J 151
1 _ ,.. :_1
L Ih, _, 1 < Xl. (4.35)
I -~ ,.,

A discrete system can be defined by its lransfer fun<:lion (in z) or ils Slale- 4.8 Problems
space differe nce equation.
The z-transform of the samples of a cominuous system G(.!') preceded by a .4.1 Ch,:,c~ the: (ulic"'IRS for ~I~bilit)' :
l.ero-order-hold (ZOH) is 'I' ~ (( I ",O.5~{j' - I )-u .311It - 2 )
(b l ~(( I _ ).6lo1J - I ) - ,,(t - 2)
G (=) := (] _ .:- 1)2 I G:S) } (4.41)
(f) ~(J' I _ O.lI~ (k - I) + OA,. l t - ~)

4.2 (I' Oeme Ih e: di ffcren~ eqUOlioo ccrrespondjo~ 10 1M awro~;mal ;oo of illl~gntiO<1

..... hi ch is ty pi: aJly e"alualed usi ng MATLAB's c2d.m,
fOllrod b) ' finin, a p~r:lbol. 10 Ihe p<l;ms t . _!. e,_I' t. and !al:.ing Ihe area under Ihi!
For the contiluous state-space model par..bola ~N"Cen I '"' i T - T and I '" iT os !he al'l'fO~ima1ion 10 lhe inlcl:n.l ol
~V) O>'el lhis ran,c:.
i := Fx + Gu. (4.45 )
(h) Find lht uansfer fUnc1ion of the rc.<ulling discr<:ll sy~ltm MId I'loI lhe pok. ;and
.l':= Hx + JII. (4 ,46) 1.eros In I~ ~-pliWlt.
preceded by 1 zero-order-hold. the discrele stale,spliCe difference eq uations 4J Vmf)' INI lhe 1r:I.IIsfe. function of Ihe systrm of Fig. -'.8(ci is gi"en by .he same II (~ )
:as tile syllt'" of Fi. 4.91,(1.
= -4.4 I.) COOI'I"e and pIoIthe UOI1'PU'~ rcspon~ of lhe ~))trm drm"i in Problem J .2,
)j(k + I) = Ch(k) + r uCk). (b ) [s t.i~ i)1lcm BIBO >Uble?
y (l) = 1b:{.I:) + Ju (k) . (4.59)
4..S Considrt lM d ifftn:ncc C\juation
lili + 2) _ O. 2~(t) .

Fr
4> "" e fa) A.... me .. sol ut io" ~ (' ) _ !I , ~l and find the clw:tClmllic equalion '" ~
r= 11 er~d,/G. (4.58) eb) Find Ille chiltOOcO>l k I'OOcs:1 :lJ1d ~ and dc.ide if !be equ ation ,OMLOO' ~ $f :lb~
or u~.'able.
which can beevaluated by MATI..A1l"s c2d.m. 1(1 A~".II"t I geMral...,tu lion uf Ihe fonn
The di screte mmsfer function in lerms of the s t~te-space matrices is ,,(k) = A. ' ~I' + A:~:'
and ilrKl A I a rid A! ~o
,"atch IIIe initial r<lllditions ,,(0) = O. u( I ) _ 1.
rw :; H[ - I - 4>[ -1 1" (4.64)
VI:) ~ . fd) R~ful pan. la ). (b~. and Ie) for the equa tion
which can be evalualed in MATLAB by the tf functien. u\k + 2) '" -O.2~u(k)
150 Chaplcr ~ Disc re te S)"r.lr ms Ana l)"sIS 4.8 Problems 151

(el R ~", p.11b I~ '. Ibl. ~noJ lei for me e'lll:l1ion (b) Write G(s ' in pl1I1 ial (radions and oJn ... .Ilt COJTe,ponding parallel block diaSJam
",tb each rontponent pari in coPlrol <;at1Onical form. Define Ihe st3lC t and r'e the
.. (k + 2 1" " It + 11- 0.5.'(h u,ne~pondi"3 . ta.c dtscriplion rruttrio:es A. B. C. [).
" .6 Silo.... thaltht' dwacteri ~. H.- equation (c) By finding lite t"'n~fer func. ions )( ,IU and X ,IV of pan. (a) in paroll frac:tion
fom. up!CS$ " t and~: on lenn. of f, and E; . Write IIle<.;e n.11.ioJIs II!> the
: 1_ 1r~osUI I~ + ,:
.....'O--b).-....."O uulfomwiort T such that " = TE.
(d) Verif)' tltll lite INtri~ ) '001 Iu"e found are ,et_ed by the fOl'T1-.Jl iIS
:,.:_rr' '' , A ::: r -' FT.
" .7 UII! L:~ .~ .... mod of ~t-<l~ ...n ~uchon . appJ~in, Fig~. 4.5. .1.6. and 4.7 to B ,., T ' e.
compule the \r.Io'fer fut\Ction orR! . 4.8(c ). C ", HT.
( hi Rcpt31 par: ( ~I for 1M diagram ofFi! . 4.9('1. [) .. J.
!J oe ~1 "TL\8 to <k1enniroe It()lo, man)" TOOlS o (.he fol lowin,""I: OutSide lh e uni. c ircle.
U2 The firSHlf<.kr s)'~eon (: - O',{(I - 1:1 ): hiS a zero ~t : : ...
(I) :1 + 0, 25 = 0
1M, PIa: lhe ~tcp response for this ~y>lem for 0' ,. 0.8. 0.9. 1.1 . 1,2. 2.
(b! :' - I I : : ... Om :+ OA05= O
lb l 1'10: tile O"CI1 I1OO1 of Ihi~ ~)'SICm on the ....:'Ie coordinates ~, those appearin~ in
(c) : "- 3,6:! + J: - J,6 : 0 l'i&.4.30 for _ I < a < l.
4.' Cnmputeb} hard and tablelool<-up tlte di"'~te trar\sferfuncticn iflhc aU) in FII. 4 .12 i, (~) In " 'hal "'I)' is tilt step .espOltse of this s),stem unusual f{)l"" > I?
III + 4.1J The oocsio:kd :_Ifan sform;s defined as
Ib)
, F(:) .. t 1(1 )= - 1
(c. ".,.,.1,
td ) ~ (II) Shol/o tlt!1llhe one- ~ided trall$form of I lk + I) is
Ie) t::.: Z!JI1 + II} '"' =f l ~) ~ :./(0).
"
10 (b) Uiit the on(-s ided 1r.lI'Isform to soh 'e f{)l" the tnlllsSonns of the Fibonacci n~mhcrl;
(,) ~
,,o=.T by '~'riting Eq. (...... as .... J _ ".~! + " . Let " 0 = I. (You ", ill nero 10
=:",
compute the tnnSform of lit + 2)1
l b . Rt::'ptalthctalcul~lion of.llt~ di.~e 1I",,~ferfuDCI,on' \lSin, M"'T~e . Computc
fm the <amplin8 pt. iod T = O.OS and T _ O.S and plol thc local K)Ol of the poles (c) Compu.e the Ioc:Mtion oh lle poles oh lle IlUliform of the Fibonacci numhen.
an.d!eros in the : .pJane. td l Compute ,he '1I\"tfse U1Insform oflhe nllmbcn.
" . It \,;"" ~1 "'TUo 8 to .:ompute the diSCll'te m.n~er function if the G(s) in Fil. U 2 '$ Ie) Shott tltaI if ... is thc hh RlJonKci number. then the rario ... . , ' ". WIll ,0 10
(I) the .....n- maI5 ~ystcm ,,; ch the non ..:o!cx_nI :octu~tor IIIdKn<;or o fEq. (A. 2 1) ...~th (I - .J;)/2. mc ,oiden r;\Iio of the Gn.eb.
Ilmpli n! ""riod s T = 0.02 -'" T = 0.1 . PIot.he lCros IJId pole~ of the rr\ lIh , in (0 SItt,w. mat if \Io-e add I forc;n, 1erfII (t ). to Eq. (4 .4) v;e nn general( the Fibooacci
tile :.pl~. LeI <V~ =; S. (, : 0-01. nunben b)' I sy uem lhItt can be analyud by 1100 1"'o-sidnllJ'an>form : i.e . I",
tb , til.: I.... o-mll' sy.krn " 'ich 1M colocakd a.:ruat(:O' and ' enMll" 1i\-eR b)' Eq. (A.B ). ", ..... , + ",_: +', md lei t, :eo ' QU I (<\,<11 = I at k : 0 and Uri) else"'herr J.
t;$( T .. o,n ill\d T "" 0.1 . Plot tile uros and poles of !)e !elolil!~ ;n lite !pI:lIIe. T!llt. lite t ....n-sided .ransSorm IIItd illO'\lo' the.arne UI:) res~III" in pan (b).
U-tGJ~ : 5.w. _ 3. ( p ""(, : O. 4.14 S~bst itwe N _ A:t and , _ 8:' into Eqs. ( 4.2 i and (4 .7. aJld shQ<oO. chat the lran~fer
(,,) ,hc t ....o-input_two-output paper machine dn.cribrd in r"l (A .241. Let T _ 1). 1 IIId fun~'Iom;. Eqs. ( 4.15)and (4 . L4). can be foun d in thi ..... a)'.
T .. 0.5. 4.1S Con!KX' the tr.ll'lsfer function
.1.11 Coo. ide.- llle sY'lem d.",ribeoi b)' ,lie t.""s(.. fuOClion (: + I )(:l _ \.3: + 0.8 L)
n$) 3
-.-:G($)= .
Ut., u+l)(J+3J Onw . c<IJCf<J, rra lizal io n. u, inS obsef'\'(' canonical fo nm fot ~,ood-on.leJ blocks and
(Ii) Dn .... 1M bb:k dinliTam COfTe~pO<lding to this ')'Mtm in CQll1ro1 unonie.J form. in IlICh ......ay Ihllthc cocfftcien15 i. !oho\1.'n in H (:) abo"e IlT'C thf pararrtelel'!o of the
dennc ,he st;).le ,crlO!. and !ive 1M corrc~pOItdinE descripioo malrices F . G . H . J. bloc k diagram .
152 Chapter... Disc!l:[e Systems Analysis
4.8 ? roblnr.s 153

4.16 (a) Write the II(~ ) Qf Probkm -t.I~ in pania] fract ion, in [,,'0 term5 of ~cOl\d order
4.25 For lbe diff.n:: n ~ equalion ie Prob lem ~ J ~. 5.01"0 u<in~ MATLAH .
each. and dIu... a i'<"Gliti realizalioo, u'ing the ob~ner canonical ((lOll for
eac~ bloc]. and sho .... ing [he cOl:ffic~m.' of the pani.l.fraction eXp;lnsiOIl a!. the J .26 Conlputeby h""d OlI1dtabk 1Q<\~ 'UPlbeJiliCn::!e tramferf"ncTion ift"" G(. ) in Fig. ". I.2 il
paramc:te~ of the reaJizaliOf1.
11.1($ '" l)
(b) Suppose t~e two factors in the ""nomina[or of II (~) .... ert identical (,.,.>. "t d,anj!c GI.n = ,'I.. + 10 1
the I.J [0 1.1 and the 0,81 to 0.5). Wh " would lhe partlleJ reali ll[iOf1 he in Ihi s and Ihe S3mpl" f"'riod is r = 10 m\eC. Verif)" [he calctJlalion using hlATl,~ B.
case?
4.27 Find the di sc ",!e $t~te 'pace model for tbe ~}'.t..,m in Problem .. ,26
4.17 SIKIw that the obet"VcrC:a/lO!l iul fOll1'l of Ihe sys lem equation< sho .... n in Fig. -l,9 can be
written in lhe s['[e . pace form as ,!li'.n by Ell. (4,271. 4.28 CQ!"PUt~ by llaJtd _""[able l ook~pl"" discretetransferfuoctioo if the GI ' ) il\ Fig, 4.12 i~

4.18 Draw OUI each block of Fig. 4 , 10 in (a) 0011[.01 and (b ) 00sel"\'~ canOllical form. Wril~ IOu + 1)
OOt tile statede",riplion malrice' in each ca~, G(~ ) = .I~+ ' _ 10
4..19 For a secoodonle r 'y~tem wilh dampin g ralio 0.5 and pOle . atan angle in [he ~.pl ane of and lhe ",o,ple 1"";00 il T = 10 m<;e<: . Verify Ihe calcu lation u.ing .\I ATU.H and lind the
{J = 30". what p:tCent o,'C",floot 10 a step wou ld yOll eApe<:[ if the ~yslem had a zero at
OC ~"in ofbo lillh e G L' ) and [he G!~ f ,
~, = O.6? 4.2'.1 Find the di>crc[e !tale. ,~ model for Ihe sys lem in Problem 4.28 . Then compule Ihe
4.20 Coosider a si~nal with Ihe traMform (which converges f"" 1=1 > 21 e;gen\alue.< of <l> and tho.- tran,miion ~ero. ofth~ <l ale spa~ model.
4.30 Find the Sl<Ilespoce model for Fig. 4, 12 ""ith
VI: ) = (: Ill: .2) ' ,
G(l) = ,-
, "
(a) Whal \"3lue is gi\-en by the fonnu la (Fina l Valli<: Theorem) of (.2100) applied to
this U(: )~ .... here tbere i~ a one cre k delar af!... Ire AID <o n" ener
(b) F"ind the fi~ll \a1"" of u\kl by taking the in\\"TSe tun!ifonn of VI ~I. using
pattialfraclon expansion and the tables.
(f) hp lain ""n~ [fte t .... o T'C., uhs of (aj and Ib ) differ,
4.2 1 (a) Find [ne ~ 1tansform ilI1d be .\ure [0 gil-e the region Qf con;'lgc~ for [h ignal
r <; I.
[Him: ""rue k as thoe sum of 1,,"0 (UrlCUonS on. ror ( "" 0 and one for t <; O.
5nd Ihe in d;"idua llrans(orms. and determine value! of ~ for .... hich both lerm.
COfl\'e rge.j
(b) If a 131;ooal funclion U(~) i. known 10 converge on thoe u1it circle J~I = I. sho'"
"""", pania lfraC1ion eXpaz1 siOfl can be u~d 10 compule t!!c <n"''''se lr.lns(orm. Appl)'
your le,alt [0 !he tran.form yOll found in par1 (a).
4..22 Compute the im-e:sc transform. Il k I. for each of tfte foJlo....-ing tl3llsforms;
(I) FI~I=o:? 1: 1> 1.

(h) F(:) = " };~O l" 1:1"" I;

(e) F(~ ) = __ '_h_,' ):1"" I:
(d) F (:) = ,: _ , ~, _ !" I jl <; 1:1 < 2.
4.U U... MATlA8 to plot I"" time !'Cquence as..:xiated with each ruthe Iran,fOll1'l.' in Prolr
Iem 422 ,
4.24 Us.e tile ~'lrafi!(om 10 wl\"e the difference equalion

,I'\k l - 3ylk - I) ... 2) (* - 11 = 2,,(t _ I ) _ 2.. (.10 - 1).

k f == ()
"It)= 0 *<0
y(k) =0,
I *<0.
Sampled-Data Systems

A Perspective on Sampled-Data Systems

The use of digital logic or digital co mputers to calcuJm~ a co ntrol action for
a continuou>. dynamic system introduces the fundamental operation of sam-
pling. Samples arc taken from the continuous physical signals such as po-
sition. velocity. or temperature and these samples are used in the computer
[0 calculate the controls to be applied. Systems where discrete signals ap-
pear in some ploces and continuoos signals occur in other parts art called
samp/ed-dara Snll"lfIs because continuous data are sampled befo re being used.
In many ways the analysis of a purely continuo us system or of a purely dis-
crete system is simpler than is that of sampled-data sys tems. The analysis of
linear. time-i nvariant continuous systems can be done with the Laplace lrans-
form and the analysis of linear time-invariant discrete systems can be done
with the z - traT/sform alone. If one is willing to restnct attention 10 only
the samples of all the signals in II digital control one can do much useful
analysis and design on the system as a pu rdy discrete syste m using the :-
transfonn. However the physical reality is that the computer operations are
on discrete signals while the plant signals are in the continuous world and in
oroer to consider the behavior of the plant between sampling instants. it is
necessary to consider both the discrete actions of the computer an d th e con-
tinuous response of the plan!. Thus the role of sampling and the convers ion
from continuous to discrete and back from discrete to con tinuous are very
im portant to the understanding of the complete response of digital control,
and we must study the process of sampling and how to make mathematical
models of analog-to-digilal conversion and digi tal-to-analog con\"ersion. Th is
analysis requi res careful treatment usi ng tht- Fourier transform but the effort is
well rewarded with the understanding it provides of sampled-data syste ms.

'"
156 ChaPler ~ 5.1mpled Pata SyStems
Chapltr Oven-iew
In this chapter. \\C introd uce the anal ys is of the sampli ng ~ss and describe
both a ti me-domai n and a frequency-domai n representation. We also describe the
compani on process of data extrapolati on ordala holding t~construct a con tinuou"
time signal from samplrs. As pan of this analysis we shel\Oo' that a sampled..:lata
!'>ySlcm is made time \a.rying by the in troduction of sampli ng, and thus il b
nO{ possible to ascribe such sys te ms (l[3Ctly by a conti nuous time tran~fer
function. However. a continuous signal is recovered hy lhe hold process and
we eDn approxirr.ate the sinusoidal response of a sample r and ho ld by fillin);
anOlher sinusoid of the same frequency to the complete response. We ~\Oo' ho",
to compule this be~t-fi l sinusoidal response analyticall) and use it to obtD in a
good approx imation to a transfer functio n. For th ose: fami liar with the idea. th i,
3pproach is equiva len l 10 the use of the "desc ri bing function'" that is used to
3ppro.\ imale a transfer fu nction for simple non linear syste ms. In Section :5. 1 lhe
ana lysis of th~ sample and hold operation is considered and in Sc<:tion :5.2 the
freque nc y analy sis of a sampled signal is gi\cn. Here the imponant phenomc non
of signal aliaSing :auscd by sampling is introd uced. [n Section :5.3 Ihc leroorde r
hold and some of its ge neraliza!ions are considered. Analysis of sampled.dam
sys tems in !he frequency domain is in troduced in Se<-tion 5.4 includ ing block
diagram analysis of these combined systems. Finall y in Section 5.5 computati on
of intcrs.ample rilllie is discussed.
5.1 Analysis of the Sample and Hold
To get samples of a physical signal such as a poSi tion 01' a velocity into digiml
form, .....e I)'pically ha\'e a sensor that produces a voltage propon ional to the
ph)'sical variable and an analog-to-digital con\erter . cemman ly called a n All>
com'e rter or ADC. that transforms me \'Ollage intoa digiul nUlnber. lhe phYSical
converl'ion always takes a non~ero time. and in man) instances thi s time is
signifK8nt with respect to the sample period of lhe control or with re sprc1to
the rale of change of 1he sig na] being sampled. In o rder to gh'e the compu ter
an accurate representation of the signal exac tly 31 the sampl ing inSlants kT. Ihe
AID convener is typically preceded by a !Wmple a ndhctld cin:uit lSHC). A
si mple elcctronic schc-matic is sketc hed in Fig. 5.1. w~re the swi1eh. S. is an
electronic device :lriven by simple logic from a cloc k. Its ope ration is desc ribed
in the following paragraph.
With the swit;;h. S. in positi on I . the amplifierou lpu! 1.'.... ( , ) tracks the inpu t
vol tagr l.'.. (t) throogh the tran sfer function l / ( ReI + I). The circuit bandwidth
of the SHe. II RC. is selccted to be high compared to the input signal bandwidth.
Typica l values art R = 1000 ohms. C = 30 x IO- I ! fal1lds for a bandwidtll of
/ = 1/2lr Re = 5.3 MH z. During this "tracking time," th e ADC is turned off
and igno res t'.... When a sample is to be taken at r _ tT tht' switch S is se t
'.l Analysis or [he Sample 300 Hold 157
Figure 5.1 R
Al1alog-to-digitat
conYef1er with ~mple
.... hoId
R
.-
-- - "n
.,, ,,, ,-
., ..
,, ,, I
H: , '
,H,, , I I ,
'HI
H - Hold : Sift PO$illo n 2.
T-Tflg; : SlnP<nillon l.
to position 2 and the capaci tor C holds the o~tpU\ of the operational ampli ficr
frOle n from that time at v... (kTl = to" (kT). 'The ADC is now signaled to begin
conversion of the cons tant input from the SHe into a digital number whiCh
will be a lrue represen tation of the input vo luge at the sam ple instant. When
the eOfl\'ersion is completed. the diptal number is presented to the computer
at which ti me the calcul3tions based on this sample va lue can begin. The S HC
switch is 1\OIl-' mO\'ed to position I. 3nd the circuil is again tracking. waiting for
the nex t command to fltele a sample. The SHC needs onl y to hold the voltage
for a shoo lime o n the order of microsc:conds in order fOl' the conversion to be
com pleted before it s tarts tracking again. The va lue convened is held inside the
com puter for the en tite sam pli ng period of the syste m, so the combination of
the electronic SHC plus the ADC operate as a sample-and hold for the sampling
period. T , which may be many milliseconds klDg. 'The number obtained by the
ADC is a qUBnti1.cd \'ersion of the signal represe nled in a finite number of bits, 12
being a typical nu mber. As a result. the device is non linear. How ever. the sig na l.
arc typicall y large with respect to the small~t quanTUm and the effect of thi s
nonlinearity can be ignore d in a first analysis. A detai led study of quantiza lion is
included in Chapter 10.
For the purpose of the ana lysis. we separate the sample and hold into two
mathemll1ical opemtio ns: a sampling operation represe nted by impulse modula
ti on and a hold ope r3ti on represented as a lin ear filter. The symbol or schema!ic of
th e ideal samplcr is shown in Fig. 5.2; its role is to give a mathemat ical represen-
tation of lhe process of taking periodic sample, from r(f ) 10 produce , (kT) and
158 Chapter 5 Sampled-Data Srstems $.1 ).!1.1I)'li~ of the 5<I!':Iple and Hold 159

Figure 5.2
The sampler ~ , ' (t) - I
- I'(t)Ht - kl)
The nolation R'(s) is used to symbolize the (Laplace) tran sfomt of r'(t ). the
T - t _ oo sampl ed or impulse-mod ul ated r(tl .~ Notice that if the sign al ref) in Irq. ( 5. 1) i,
s hifted a s mall amo unt then different samples will be selec ted by the sampli ng
process for the output proving that sampling is not a tim e, i n~' a rian t process.
Consequen tly o ne mu st be very carefu l in using transfonn ana lysis in thi s conte,,!.
to d~ this in s uch a way thaI we can include the sampled signal s in the analysis of Ha" ing a model o f the sampling opcrmion as impulse modulation. we need
cont inuous signab using the Laplace transform . ' The technique is to use impulu 10 model the hold opentlio n to complete Ih e de!cription of the phys ical sample-
":od~larion as the mathematical representation of sampling. Thus, from Fig. 5.2, a nd-ho ld which .... 'ill take the imp ulses that are produced by the mmhemat ical
\O>e pIcture the output of the sampler as a stri ng o f impuls.::s sampler an d produce the piecewise constan t ou tput of the de vice.1'ypical signals
are ske tched in Fi g. 5,3 . O nce the sa mples are lake n. as represented by ,'(I) in
,.' (t) = L ,.(t)6(l- kTl. (5 ,I J
. ~
figure 5,) ,
The i:npulse ean ~ vi~ua!ized ~ the Umit of a pulse of un:t area that has growing .,:r~ The samole- alld hold,
, (\
a.m~lnude and shri nkmg duralJon. The essential pro~ of the impulse is the shoWing typ~ sign~~ ,/\
, ,
,I
'
, ',
slftmg propeny that - (a) Input sigrl<ll r: I ,
fb) sampll'd lignal r': ,. , \
!
J
1(1)5(r - a ld/ = /(0) (5.2) (e) ootpul signal 'n; \ i
L: ,f ,2~
(d) samp le and hold \; \I v
for a ll functions ftha t are continuous ato. Th e integral of th e impu lse is th e unit 4 4
step , ~
,
" " " , "
L~ S(rjdr = l(1). (5 .3)
'"
and the Laplace t""'"sfonn of the unit impulse is 1, because :lr'c J 't
"
'c15(r)J = S( rj e-"dr = I. (5.4 ) ----;~-
, -"-= '. l'
'::r
L: ,-I 1 f
.2 : ' .. ;.
1,'
J
U~ing these prope rties we can see that ,.'(Il. defined in Eq. (5.1 l. depends only f
on the discrete sa mple values r(kTl. The Laplace tran!fonn of ,' (I ) can be
'-'
computed as foJlO\O's .', " ,., " " ",
'c{r' (t) = ' (r)e -" dr .
2 11 ",ill to;: rrom lime to ti", . I<> """"ilk. :<ampIirt> Ioign, t
1>'.,,..,'. Th. OIII ~
,ha, ;, "'" <"OII,i"""""
If we su bstitute Eq. (5.1) for ,.' (rl. we obtain
1: <"" .,. wil! ",.>iIIer ,"'i!! b< """i"'kf" '0 appi)'ing a ilep f_" 'bon, Iii'. '0 a """pi... r",.,~ pu""",,'
01 ,~i, book ~. "itt <l<f .... tllt ""i ."<p '0 b< >nI.inooY$ from ,h. right .."" o."me ,11,,,,he ;mp.ll...
6U '. pk ~, "I' II>c full ,al ... of "nit)" B) ,hi . <o",~..ci"" aoc Eq, .~ , t f ".~ COOlpult
= 1"" t r(rM (r -J: Tje-" dr. ( ( .... t !U- tT).
- >0 I .. -x
,~

and nOVo', excha ngir.g integration and summat ion and usi ng EG. (5.2), we have Md , USin g Eq. 05 .2). ",," """.in
tl t"" l" tilt _~-rf . ,..
R' (s) = L r(kT)e -,/T. (5.5) TIl< .. >de,- .<t ... ld be ",.o.t'JIe<l ,!\o., ,o. Foorirr In,ev"' (OO=-g<' \0 'he (!'H(J~' "III<>< of. fuoctiQll,
' __ x
" . d'i<Co..ci!01l i.y and 001 til<- " tue l'I'I'fC>aChed fmm!llt rigtIC '" "'e assu""', Ik<'..... OIl, " \o< Ql
the ,,,,",I,",", tbto<). ;. .tomeJll3f) lI"IlI>c C<l",'~"i.oc. ~f "'I"""ivn Ib) ;oIxr.', ;, "Jb>t>n'w. ",,', ha'-.
.. I<".d ,t.< CC<lt i""",u,.f'OOI I~ ri~hl C!K"~"t""', In ciI-<C of dout.. " t.< di.;<'O n,inu",,, ,ell'll r.boI>ld t.<
~,'od a4d 're>1ed try' .peci:l1 ~oal}'>is, porn.1" in tb< tiff.' domain.
160 Chapter ' Sam pled.D:l tli Systems H Spt rum of a Sampled Signal 161

Eq. (5.1). the hold is defined as the means whereby these impulses are ~Irapolatcd The only tenn in the sum of impulses that is in the range of the integl1l1 is
10the piecewise CQnstant signal ,.(1). defined as the .&(/ ) al til: origin. so the inlegr.d reduces to
,
t5 .6) C. _ -I 1 "~ S{t)~-,.'lJoo'/ ndl :

A generaltcchniqae of data exuapolation from .samples IS to use a polynomial T _r,:

fit to the past samples. If the txuapolation is done by a constant. which is a 001 the sifting propcny from Eq. ('.2) makes thi ~easy to integrale. wi th the result
zero-der polynon ial. then the extrapolator is called a ztrtH'trder hold. and its . I
rransfer function is designated as ZOH (:s). We can compute ZOH(s) as the C. = T'
uansfOlTTl of its iIT.pulse response.' If r' (1) "'" 6(t), then ',(t). which is now the
impulse response of the Z OH. is a pulse of heighl I and duration T seconds. Thus we hal"C de rived the representati on for the sum of impulses as a Fourier
The mathematical rep resentation of the impulse response is simply seri es
I
p(l)= l it) - J(I - T). Lli(t - .tT) :: T e,l:!"'''" .
L (5.8)
.~
The re quired trans:er fUllCtion is the Laplace transfoml of p(l J as
,--'" .--:>:
We define w, _ 21t I T as the sampling frequency (in radians per second) and
ZOIl{s) = e{p(t)) now substitute Eq. (5.8) into Eq. (5.1) using w, ' We take the Laplace transform
of the output of the mathematical sampler.
"'" l ""[ I(t ) - l(t - T* -"dt

"'" (l_~-'T)/S, Cjr"{r )) "'" 1: r et) { ~ .t"" ~j''',/ } [" dt

Thus the linearbehaviorof an NO(.:onvenerwirn sample and holdcan be modeled
and integrate the sum. teml by tenn to obtain
by Fig. ' .3. We must emphasize rnat the impulsive signal , ' (t) in Fig. 5.3 is not
ellpe<:ted to represent a physical signal in the NO COn\'erter circuit~ rather it is
a hypothetical signal introduced to allow us to obtain a ltllnsfer-function model
of the hold operation and to give an input-outpu t model of the sampJe-and-hold
suitable for uansf(flll and other li near systems analysis. If ......e combine the exponentials in the integral. ....e get

R." {s) "'" -I L- 1" r(t)e-I' -I-,"dl .

T __ >< _'"
5.2 Spectrum of a Sampled Signal
1bc integral here is the Laplace tunsform of r(l) with only II c;hange of variable
We can get funher insigt. into the process of sampling bl' an al ternative repre- wheTe the frequency goes. The resu!! can therefore be written as
sentation of the tra:lS(OITTl of , "(t) using Fourier analysis. From Eq. <'.1) we see I
thaI r ' (I ) is a pt"oWct of ret) and the !nIin of impulses. I6(t _ IT). The laller R' (s ) :::: T R(s - jnw, ),
L (5. 9)
series, being periodic. can be represented by a Fourier series 0.-""
where R(s) is the t~ foml of r (/ ). In communication or radio engineering
L 6(1 - .tT) = t C.~'~IT", lenos. Eq. (5.8) upress.es the fact Ihat the impulse !rain corresponds to an infinile
j _ _ x _"'-'
sequence of eamer freq ue ncies at integral values of 211" / T , and Eq. (5.9 ) shows
where the Fuurier coefficients. C.' are given by the integnl ov~r one period as that when 'If) modulates all lhese tamers. it produces a never.ending tIain of
sidebands. A sketch of the clements in (he sum gi~'en in Eq. (5.9) is shown in
C. "'" TI 1"! L c!i (r _kT)e- i.,b/i T dt . Fig. 5.4,
- rtz t _ _ oo: An important fealllre of sampling. shown in Fig . 5.4. is illustrated at the
frequency marked w" Twu curves are drawn represeming two of the e1emenls
3 "!be ho ld fil,.,;n ~ill. Hld) .... itt ~;\"~OII< uru.siu; imj)lJtK ifth. inplll liinal il ro .....,), wnple that enter intn the sum given in Eq. (5.9). The value of the larger amplitude
.hnt .. ccpI I ., 0 addi! ~ .. l lo t ,n.... Thill i . if Flk T) _ O. I >I O ...J 110) _ I. componen t localed at the frequen cy w, is the value of R (jw,). The smaller
162 Chaptc r:; s.. mp!ed-Data Systems '>.2 5~~trum o r a Sampkd Sigr:al 163

Figure 5,4 figure 5.5

(a) Sketd1 of a spe<:tr(;m Plot of two sinusoids
, , 1
ampli!ud~ and (b) the that have I(\entkal i ,
.S
components of the va lues at unit Silmpling
f V
spectrum alter Sil mpling. interv~ls--an e:\olmple of
showing aI~sin9 aliasing
\I f
:; I
,,
,
~ I 1\
s !I IU
., \ /\ ,
~ I 1\ IJ
s
'"

component shown at w, come~ from the spectrum cent ered at 2:1"/ T and is
R(!wo) ' where % is suc h that Wo) = wI - 27f } T. This signal at frequency Wu
whIch produces iicomponent at frequcn,y w, after sampl:ng is called in the trade
~lia5ing an "ahas" of w,; ttle phenomenon is called a liasing.
The phenomenon of aliasing has a clear meaning if. time. Two continuous
sinusoids of di fferen t frequencies appear at the same freq uency when sampled.
We cannot. therefore. distinguish between them based on their samp les alone.
Figure 5.5 show~ a plot of a sinusoid at Hz and of a $inusoid at ~ Hz, If we
i is introduced by sampling and the signal specuum is not distorted. even though it
sample these waves:ll 1 Hz. as indicated by the dots. th en we get the same sample
val ues from both ,ignals and would continue 10 get the ~amt' sample values for
all time. Note thaI the sampling frequency is I. and. if I, = ~ . then
sampling
1 7
10 =8 - 1 =-8'
The sign ifi c~nce cfthe negative frequency is thallhe l Hz sinusoid in Fig. 5.5 i,
a negative sine fu~ction , ' and the Original spectru m can be re<:overed exactly from R' . th e spec trum of the
Thus. as a direct result of t11e sampling operation, when data are sampled at
frequency 2lf} T. the total harmonic cont ent at a given frec;,ue ncy w is to be found
nOt only from the original signal at WI but also from all those frequ~ncies that are
aliases of w,, namely. components from all frequ encies w + 112:r / T = W + IlW
as shown in the fOlTIlUla ofEq. (5.9) an d sketched in Fig.5.4, The errors ca~~d
by
aliasing ca n be very ~e"ere if a substantial qUOO1tity of hi gh. frequency components
is contained in the signal to be sampled. 10 minimize the error caused by this
effect, it is standard practice to precede the 5ampling operation (such as the
sample-and-hold circuit discussed earlier) by a low-pass antialias filter that will
remove substanti ally all spectral content above the half-sampling frequency, i.e ..
above 11' I T. A sketch suggesting the result of an anti-aliasing filter is drawn in
Fig. 5.6.
If all speclroil content above the frequency 11' / T is removed, the n no aliasing
is repeated endlessly. centered at 112"./ T. The critical frequency. "'1 T, was first
reponed by H. Nyquist and is called the NyquiSt frequency. Band-limited signals
t11at have no components above the Nyquist frequency are represented unambi gu-
theorem ously by their samples. A corollary to the aliasing issue is the sampling theore m.
We have seen that if R(jw) has components above the Nyquist frequency w,/2 or
lf I T. t11cnoverlap and aliasing will occur, Conversely, we noticed that if R(jIJ)) is
lero for Iwl ~ 0' / T. then sampling at intervals of T sec. will produce no aliasing
sam ples. Once the spectrum is recovered by inve rse tmnsfom, we can calculate
the original i\.ignal itself. This is the sampling theorem: One ca n recover a sig nal
from its samples if the sampling frequency (w, = 2.T / T) is at least tv.'ice the
highest frequency (If / T) in the signal. Notice that the sampling theorem requires
that R(jw) is exactly zero for all freq uencies abovc ~ / T.
A phenomenon somewhat related to aliasi~g is that of hid den oscillations.
There is the possibility that a ~ignal could contain some frequenCies t11at the
I Chapter '; Sampled-Data Sy5tcms 5.3 Data Elitropolallon 1 65

f ig ure 5.6 response can be computed by using the definition of L(jw ) from whic h the
(a) Sketcn 01 a spectrum
~ inverse transform gives
amplltudl! ilnd (b) t~:e
components o f the
s.pec1rvm alter samp li ~ , 1\/\ let) =.2... r ' Te''' dw
':[ 2::r J_.IT
showing removal of 1
aliasing With an o.~ - T ei'" .' i T
al'ltialiaf.ing fi lt er ) 1 = 2::r --;t I_'IT
,- , \,
., .r
= ~(~. ," . r, _ ( _''''' 'r,)
" 2:rjt
."'.1
, sin (:rt/ Tl
= tet f T
rrR"j
" - Tr l (5,11)
',' = smc T'
"I, tv'. I
I
0J\\ ! '"
' I'V\
,I \ Usi ng Eq. (5. 1) for ,'(t) and Eq. (5.11) for ((I), we find that th eir convolution is
t o< x n(l- r )
", /' ~ ., , \1,) r(l) = i _x r eT) t~'" J ( r - kT)Sin c --T- - h
." ,
.r " Using the siftin g propeny of the impulse, we ha,'e
'"
'" ,T(t -k TI
r( f) = L r (kTjsinc T . (5 ,121
b _ >c
sam ples do not s ~.ow at all. Such signals. when they oc:ur in a digital control
system. arc called "hidden oscillations:' an example of wbich is shown in a EquaTion (5.12) is a constructive ~ t ateme nt of the sampling theorem. It shows
de sign problem in Fig. 7.29. Hidden oscillations can only occur al multiples of explicitly how to construct a ban d-li mit ed fu nct ion r et) from ils sam ples. T.he
the Nyquist frequenc y (;r/TJ . sine functions arc the interpola tors that fill in the time gaps between sam ples wtth
a signal that has no freq ue nd cs above rr I T. A plot of the impulr.c res!Xl nse of
thi s "ideal" hold fil ter is drawn in Fig. 5 ,7 from the formula of Eq . (5. 11).
The re is one serious drawbKk to the e,;.trapolating signal given by Eq. (5.11).
5.3 Data Extrapolation Because t(r ) is the impulse response oflhe ideal low-pass filter L{jw ), it fo llows
that thi s filter is rlQnCGlIsal because i(t) is nonzero for I < O. i(1) Mans at
The sampling theorem states thaI under the right conditions it is plmible to 1 = - 00 while the impulse that tri gge rs it does no t OIXur until I = O! In many
recover a signal from its samples: we now consider a formula for doing so. conununications prob lems the interpolated signal is not needed until well after the
From Fig. 5.6 we can see that the spectrum of R(jw) is contained in the 10w- ~amples are acquired , and the noncau sali ty can be overcome by adding a phase
frequency part of R' (jw). Therefore. 10 recover R(jw ) we need only process lag. e- J.... , to L (jw ). which adds a delayto the fi lter and. to thc signa.ls processed
R'(jw) through a lOW -pass filter and multiply by T. As a matter of fact. if R(jw) through it. In feedback control systems, a iarg( delay IS usually disastrous .for
has zero energy fer freque ncies in the bands above 1r f T (such an R is said to be stability, so II.'e avoid such approximation> to thi s function and use some.th lll g
band-limited), then an ideal low-pass filter with gain T fnr -Tr / T :5 w :5 ::r I T else,like the !Xllynomial holds. of which the zero-order hold al ready menllOned
and zero elsewhere wo uld recover R(jw) from R'(jw:' exactly. Suppose we in co nnC1:ti on with the ADC is the most elementary and the most common.
define thi s ideal low-pass filter characteristic as L(jw). Then we have the res ult In Section 5.2 we introduced the zero-order hold as a model for the storage I
R(jw) = Ujw)R'(jw). (5.10)
. regi ster in an AID convener that main1ains a constant s ignal value between!
samples. We showed in Eq. (5.7) that it ha s the transfer function
The signal r (r) is the inverse transfonn of R(jw). and because by Eq . (5.10)
I _ e- I ..T
R(jw) is the product of two transfonn s. its inverse tTan~form ret ) must be the ZO If (jw) = ' -;-,-- (5 .13)
convolution of the lime functions e(l) and ,'(t). The form of the filter impulse j.
166 Chapter 5 Sampled-Data Systems 5.3 Data EXlI"lIpolation 167

Figure 5.7 figure 5.8

P10t of the impulse (al Magnirude ar.d (b)
respo.1$e of the ideal T' ph.ilse of polynomi al 1.'1-
low-pass filter 1 hold f.tters .,/ -. - FOH
I
'~
' ~~ ~ -' ..-.'.
o.j _ . - -' " _ .-.-....
I \ .. ..
/\- \
o
o 2
-
,
- ~.,
6 8 10
--:-:.--....12 J
r "
, (II wT "
I '.
I
"[~~. ~ - -~
,
.., , :f' 'IH [ !l FOH- .. I I
~ ' -
. e ----"c- --o--;----::----,----;----;,----c
-41 -2 1 0 4
iff ""0 ' 1' 0 1 " 14
(b) wT

We can discol'er lhe frequenc)' properties of ZOHC;w) by expressing EG. which slO\\'ly gel~ smaller a~ w ge ts larger um il il is zero for th e first tim e at
(5.13) in magnitude and phase form. To do this. we factor rut e- 1wT/l and multiply w = w, = 2;r / T. The phase is
and divide by 2j to write the transfer function in the form -wT
LZO H (jw ) =~. [5.16)
ej.. Til _ e- ,.. T/2 ) 2j
ZOH(jw) "" e-!",m . -:-
2} )w plus the 180- shifts where the sine function chiUlges sign.
!
The term in brackm is recognized as the sine. so this can be written
We can now give a complete analysis of the sample.and.hold circuit of
Fig. 5,)(d) for a sinusoidal input rtf) in both the tlmc and the freque ncy doma ins.
We consider first the time domain. which is simpler. being j ust an C;I;ercise in
ZOH(jw) = Te_i " T/! sin( w T / 2) co nstruc tion. For purposes of illustration. we will use ,(I) :::: 3 5in(501 + :: / 6)
wT/2 as plotted in Fig. 5.9. If we samplc 1'(1) at the i~ stants kT where the sampling
and. usi ng the definition of the sinc function, frequt'ncy is "-', = 2:.-r/ T = 20(h and T = 0.01, the n the plot of the resulting
r rkT) is as shOwn in Fig. 5.9. Notice that although the input is a single sin usoid.
Z OH(j w) = e-,..r.'7.Ts inc (w T/2). (5. 14) the output is clearly 1101 sinusoidal . Thus it is no! possible 10 de~crib.! this system
by a transfer function, b.!eause the fundamental ~perty of linear. limeinvariant
Thus the effect of the zero-order hold is to introduce a phase shift of w T /2, which sys tems is that a si nU >oid input produces an output that is a sinuS<Jid of the
corresponds to a time delay of T /2 seconds. and to mul\iply the gain by a function sa me frequeocy and the re lative amplitudes anc. phases determine !ht' transfer
with the magnitude ofsinc(wT / 2). A plot of the magnituce is shown in Fig. 5.8, function. The sampleand hold system is li near bullime va!")ing. In the frequency
which illustrates tbe fact that although the zero-order hold is a lowpass filter,
domai n. it is clear that the output '. (I) COntains more than one frequency. and a
it has a CutofT frequency well beyond th e Nyquist frequ ency. The magnitude complete analysis requi res that we compute the am plitudes and phases of them
funct ion is
all. However. in the applicalion to control systems. thc output of th e hold will
typ ically b.! applied to a dynamical syste m that is of low-pass character: Ihus
IZOH(}w) l :::: T smcT
. I' I wT . (5. 15) the most irnportanl component in ' ,,(1) is Ihe fundamental harmo nic. at w~ = 50
168 Chapter 5 Sampled-Data Systems 5,) Daw Extrlpolalloo 169

Fig ure 5.9 Fi gure 5.10

~t oj 3slfl(SOr +:1 /6) Plot of the spectra of
and the output 01 a ! 't o (al~: (b) If': and leI ~,
,..
sarrp le<W1d~dWith ,
sample period T = 0.01 r
?V i \1 l
I! \, ,s', , , . ; I"
-:~ ~
';p- +-"'"- .. '- I
'I \, if \j
:i
0 "
.',,, ",r 10
"
" I ,. -,
.," 10 .. tS

: I, \ ,
A~!
\ .
.,. \ r " f '
L. "
, '
'. /1 \1 fJ j "
,
ol l
\
,
::,--~,;-_\lA-,,-~/~~'o~---c,~,___l~,,~lLLI_'- - !" "
,, S 1, ",T to "
," 1 "- '"
,0, "
\
rod/sec in th is ca!e. The Olhe r haITllonics are impoJ/ors. Ippearing a, pan of The ,
ou tp ut signal whtn they are really unwanted consequences of the sampleand ~. Thus the spe~ tru m of R~ is al.w II. sum of an infinite number of terms. but now
hold process. In any e\en t. we can proceed to analyze r~(l) fOf' all ilS haITllon i c~ with inten~ ili e .. modified by the sine function and phases shifted by the de lay
and select out the fundamental compone nt. either by analysis or by a low-pas, ,, function w T(2. These in tens it ies are ploned in Fig. j.l()(c), Naturally. when all
smootlJing fi lter, the hamlOnics included in R. are convened 10 their time function, and added.
First. we need the spec trum of r(r). Because a sinus ~ id can be decomposed th ey sum to the pie<:ewise-constant staircase fur.ction plotted earliu in Fig. 5.9.
into two e;o;ponelJ(ials. the spectrum of r(t) = t\ cos(W} + ) is given by tWO ]( we want a best approximation to r~ using onl)' one si nusoid. we need
.~
impulse functions at w. and -w. ofinlen"itY:T A and phlse Ii> and - I/J as only take out the first or fundamental harmonic from the components of R'. This
component has phase shift rp and amp litude A si nc(wT / 2). In the time domain.
R(jw) = it' Ale J0 8(w - w) + e -J~Ii(w + w.) ], the com:~pondi ng sinu.wid is given by
A sketc h of this spectrum is shown in Fig 5. I ()(a) for A '= I /Jr , We represent t
the impulses by arrows whose heights are proponional :0 the intensities of the 1.'1(1) = A[sinc(wTI 2J)sin[w,,(t - "2)). (5. 17)
impulses.
Aftcrsamplin g. as we saw in Eq. (j,9). the specTrum of R' is di rectly derived " plot of th is appro~ im ation for Th e signal from Fig 5.9 is gh'en in Fig. 5.11
from that of R as th e sum of mulTipl e copies of that of R shifted by n2;r / T (or all along with both the original input and the sampledand-held outp ut to show
im egers n and multiplied by 1I T. A plot of the resul t nonnali~ed by T is .shown the nature of the approximation. In control design. we can frequently ach ie"c a
in Fig. j, IO(b) , Finally. to find the spectrum of R io' we need on l)' multiply the sutisfactory design for II. sampled-data system by approximating the sample and
spectru m of N' by the transfer function Z OHUw). which is hold with a c{) ntinuous transfer function com:spond ing to the delay of T 12. The
controller design is then done in the conti nuous domain but is implemented by
ZOHUw) = r,,-Jy r:1sine(w T /2). computing a di scre te eq ui valent. More discussion of this technique. MJmct imes
called emu/mioll. will be givcn in Chapter 6. where M)mc examplcs illilstrate the
n' sult .
170 Chapter 5 Sampled-Data Systems s. of Block-Diagra:n Analy;is of Sampled-Data S)!oIcms 171

Fig .. re 5.11
Plot o/t he output 01 tilt> Impulse modulation of continuous-time signals lik e e( r) and 11 (1) produces a
~mp!e and hold and the ~rics of sidebands as given in Eq. (5.9) and pl!Xted in Fig. 5.4. whic h result in
fi rst harm cni< -, penodic functions of frequency. If the transform of the sign:;!l [0 be samp led is a
approximation prod uct of a transform that is already periodic of period 2"./ T. and one that is
nol. as in U(l) = [' (s) G {s) , where " (s ) is periodic and G(.~) is not, we can
show that ' (s) comes out as a factor of the remit. This is the most important
relation for t ~ block-<liagrom analysis of sam pled-data systems. nameJy~
I" ,
, U" (s) =(E' (s)G (J lI' = E"(s )C'(.t) . (5.19)
II
',I
- tiJ We Can prove Eq. (5. 19) either in the frequency domain. using Eq. (S.9). or
'"I in the time domain. using Eq. (5. 1) and convolu ti on. We will use Eq. (S.9) here.
// If V( s) = ' (s )Gf;) . then by definition we have
;
,~"
,1I' U'( s) = TI L' E" (s - j ni<J) G(s - jlrw) : (S .20 )
.a_x

but ' ($)is

'ff
I '
" ($) = T L Eis - jl:w, l .
...-".

5.4 Block-Diagram Analysis of SampledData so that

Systems I
' (s - j Il W,) = T L' [( .f - jkw, - jIlW, ). (5.2 1)
We have thus far talked mainly about discrete, continuou!. and sam pled signals. 1. -"
To analYle a feedbJCk syslem that contains a digital compute r. we need to be ab le
Now in Eq . (S2 1) we can let k = e- II to gel
10 compute th e tr"<.Jlsfonns of output signals of systems that contain sam pling
operation s in various places, incl uding feedback loops, io the block diagram. I
The technique for ;loing this is a simple ex te nsion of the ideas of block.-diagram '\5 - jnw.l = T L' [( s - j t w, )
an alysis of systel1\'; that arc all co ntinuous or all discret e. but one or IWO roles , --'"
need to be carefully observed to assure suc cess. First, we should re,iew the facts = E ' (s ). (5.22 )
of sampled-signal analysis.
We represent the process of sampling a continuous signal and holding it by In other word" because " is :llready pe riodic, s:'ifling it an integral nu mber of
impulse modulaticn followed by low-pass filtering . For example. the system of penods leayes il un changed. Substit uting Eq. (5.22) into Eq. (5.20) yields
Fig. 5. 12 leads to I '
V ' (s ) = E' (I) - " C (s - jll W)
E(s) = R"( s) H (s }, T~ ,
U (s ) = E " (s}G (s). (5 .1 8 ) = "(sIC (s ). QED 15.23)

Note e ~peciaJly what is/lOt true. If U (s) = [ (.rl G(;), th en V ' IS) =I E'(s) G'( s)
butrather U " Is) = (EGn s ). The periodic characlerof E' in Eq. (S.19) is crucial.
Figure 5.12
A cascadE' 01 ~mplers -- 0 0'
arid filters
~~ H~) p;~'
, Otl) S Wr of <~ 1S,"me t~ njl"OC' {)( (I' I> ~. ",h><h; , , ,u",difCUI .. /I<h IO /~ro "H lO ' ofin")
,.noJs
R(J) R (JI EC') E"~) U(J I !rl.) :>lie"" ... fa" '" I.... W. mu" be C>Nful t<> "'0>.1 'mp"l..- modul .. ioo of iml"' lsc<. fo< J"la lr l js
u"""~""d
1 72 Chapter 5 Sar.Jpl.,dDa ta Syslems 5.~ Block-Diagra m Ar.alysis of Sampkd-Dat.a Syslerru; 1 73

figure S,13 and eff..,!iH nnkl oi t~ processes 1C) which Lapl~Nmn~form m<:1hods can be ~pplicd.
B~ocl: diagram of digit')l control as iI samp'ed-dalil sys.em From lhe resul!! ~i,en Ihus far. ,'"" c~n ",rile Rlatioo< among Laplace tran~form~ as
(11 '" R - r. (Il )
Model of Nodelof ,W(.I" E" D . WI
~,..w
AID
".." (5.25 1
wnplin, .'. U" '" , - -- - . (e l
[' ,"']
, ,)-:'-t-~' """"" , Y" Gel . (d)
..,
The usu al ide. is 10 relal. Ih~ di screet" OUtput. Y'. to the discrele inp ut. R" . Suppose we
,ample each of lt>e,e equalions by usi ng the ree sult . ofEq. (5 .J ~) to srar each tran,form. The
equalioos are

' " R" -Y-. Ill:'

"""E'D'. (b ,
(5.26)
The final result we require is thai, gi\en a sampled-signaltrnnsfoml su(,:h as U"M '.
U O($), we can fioo the corresponding : -Irnnsform ,imply by letting e" = Z Of Y = IGUr
(5.241
",'"
Now Eq. (5.U;(dJ) indioale, that we need U . tlOI U - 10 compute y ' . SO we must back up 10
U ( :) = U O(J) I ... ,. , .
, ,ubstilute Eq. (~. :!5(C II into Eq. (5.16(dll
There is an imponam time -domain reflection of EQ. (5.2.:.). The inverse Laplace
transform of U"(s) is the sequence of implllu5 with in1<'1sities given by u(1; T I: Y = G'\! ,-,- ) , (5.271
the invcrse ~-tran ! form of U(: ) is the sequence of ,alues rl(kT). Conceptually.
[ (-'-'''']'
sequences of values and the correspond ing :;;-transforms are ~asy 10 think about Taking o ut Ih. periodic parts..... hich are lho!.e in '~ hich.> app;:n~ o"ly as ( , r l,,hich
as being processed by a compu ter program. whereas the model of samp ling a~ a ioclude ,W I. flo we have
sequence of impu lses is what allows us 10 analyze a discrete system embedded
in a continuous world (see Fig. 5.13). Of course. the impu lse modulator must Y' = 11 - . - r,).W ()". (5. 2SI
a/;I"/(H be eventually followed by a low-pas, circuit (hold circuit) in the physical
world. Note that Eq. (5.24) can also be use d in Ihe other di:eclioll to obtain U'(s), SUbsl;(Uting froll Eq . (S. 26(b)) for M' gi,es
the Laplace Imns(onn of the lrain ofimpu\ses, from aghen U(~).
I'" = ( l - t - ")E- D' (e / .)" (5.291

And .ubslitut;n ~ Eq. (5.26!11I for C yields

Y- = tl - t - ") DO (G /s nt' - Y). (5.30)

Exam p le 5.1 Bloch /)a.gram .o\MaiY.lis
Compule the traMfonm of Y and Y for Ih~ ~y.t.m bloc k diagr.,." nf Fig. 5.13
If ....e call

(5.31 1
Soluti on. In FiE . 5 13 .... e ha'e rnodded the tVD COl1>"""<r plus computer program plus Dh\
ron,en,,, as an impulse modu lator (,,ruch I!lkcs the samples from ,Ir I). a cornplltor prD&r~m then .... " CJI1 ", Iyo &j. 15.301 for Y- obtaining
that processc> these samples describf,d by VO (s) . and a UnHlTder hold that coostlUCt tM
piece.... ise-con'lant rutput of the D/A con,cncrfrom the impulses or ",- [n the actual compute r r " = ~R".
I + If'
" e anumc that the >ample.\ of ' H) "'" manipulated by a differee""ICe C<Ju3tion .... hose input-
outplll effe.:t isdescri>ed by the ~ -tr.msform D(: ). Tl\eseopcrationl are repre<emoo in Fi g. 5. 1_,
ll i/they ,,ere p"rlcrmed On implll:;c,;.. and hence the tran sfer fun:tion is V'I.5 ) accordin@.lo
Eq (5 .24) . Finally. !", manipllialoo impulses. "'III. are applied 10 1M zer(H}r(jer hold from

6 In w-n pling f4 (S. 2S.o)1 ... , o>tcain~ . /5.26< , )1 bl u" of ,... """linU<lU\. fromlhc ,iOlh! ro",'eMicn
.... hich the picwi se-cons\;lJIt,coolIoJ signal "II ) .on.., . In rea lil. of course. the compuler far ~. (~.5 ! f ... ;"'1"'1" nl<>Ju1~lioo of di"'''''linuou> fuoc'iorl . Fron ...... un -<Ioonain operalion of
oper.lttS 00 the salll'le values of 'VI and the pi."cwiseconstarl OU lpIJl is genenuoo "ia a 'M .. f<)oQrdtr M id. it is clnr Ih'" 1110 ,","'pie, of .. ami '" I.f( ,II< umc. at>d ,II<"f'''''',PlO. Eq. (~.26(c,.
storage reg i,ter and a DlA oo,,,"""e,. 1l!e impu l:;cs pro"ide uS ""ilh a con,enien'. c<.>nsiSlelll. fot IQ..,.
 5.4 Block-DIagram Analysis of Sampled-Data SySlems 175
17'" Chapter 5 Sampled-Data 5)'Slems

Equlllion (5.38) shows how to com pute the response of this system in between
Exa mple 5.2 Analysi' of a Spwji{ mod! Diagram sampling instants. For a given r(t ). the starTed terms in Eq. (5.38) and th e
,\ppl)' Ihe re~u1l5 of bam pie 1 10 compule Y" and Y for II\( calC ... hero U - ( - T')_term correspond to a train of impulses whose indi vidual I'alues can be
, computed hy expanding in powers of e- T , . These impulses arc applied to G($)/s .
G I 1 I = -- , (5.BI which is the slcp response of the plant. Thus. between sam pling instants. we will
,+,
sec segments (If the plant Mep response.
alld lilt: \o8 mpling period T is sud thai ~-,' = !. The romputer P"'>gram COITe'POOOl tOa With the exception of the odd-looking forward transfer funttion . Eq. 15.32)
dilO;mc intc grator
looks like the familiar feedback formula: forward-over-one-plusfeedbaek, Un-
15. 3.$1 fOr1unately. the sequence of equations by whic h Eq. (5.32) was computed was
alld the: C()IYIpll1er Do'.... ho lds the OUlput COnllam M) that the zero-or<ier hQld is the Olfr.CI a bit haphazard. and sudl an effort might not always succeed. Another example
will further illustrate the problem.
""""
Solution" We w i., h[() compule llle com~nls of H" given in~. ( 5.3 1), For Ihe rom puter
pro gr am we have the l"lmsfet function of Eq. ( 5 . ~~). which in term; of ~ i!
Ul ~l K. K"~ Example 5.3 Ar.~h(r 8!.xk Diagram Anll/Y5'5
D(~) = fl:l = 1 _ :-' '" ;-::---I Compute Y-o",; Y For the block diagram of Fig. 5.14.
Using Eq. (S.H ). we gel lhe Laplace.lraIlsfonn form
K e, r Solut;un. The equations describing the 'yslcm au (aU symbols are Laplace trnnd orms)
D' I~ I =-"--
~,' - J
f = R -Y. (II)
Fo r the plant and zeo'<lT<ierhold we requite U= HE . (b) ( 5.39 )
Y ",U'G : (ct
11 - ,, - r')lGln t J)" = (I - , _r, J ( - -"-,) '
rls + 0 ar>d afler sampling. 1M: equations are
= (1_ . - r, ) _ _ _ _ ,
')' E' = R" - Y". \0 ;'
(' j +0 U' = ( HE)'. (b ) l 5.40)
U5i n~ Eq. IS.S). we u\"c Y' = V'G '. (el
Hollo' do we sot-..'t the~1 IQ Eq. (5 .4O(b " 'e nud E. <lOt E' So we must go bad 10 Eq.
11 - e- r' )IG " ' / SI" = (1 _ e-" ) (~_" -
, 1- . ' 1-.-"' .-'" ) (S.3~a))

Becau,,-, ._or '" ! , Ilis Teduces 10 U' = ( H(R - Y)'

1 IIr)," = ( HR )' - I HY )'.
11_ . ')IG(rl/., )' = I (~t2)t - "
Using Eq. (3.J9(c- for Y. we ha.'e
1/ 2 15.36)
=."_ 1/ 2 U ' '" ( H R) ' - IH U "G)".

CQlnbining EQ, (:\.)6 1 aoo Eq. (S.lSlthen. mIhis C:1."<. we oblain Takin g wilhe periodic U' in the ~co nd term on Ihe right gi"e ~
" U .. IHR)" - U"WG )".
H "ls) ", K2" (... r 1)(," In)' 15.37 ,
Equation 15,37 ) can I\()Y,' be used in Eq. 15,321 10 lind the d~dklop tf1lIlsfer fuoction from
..hich the dynamic and ~ ali, ~,pon>e~ can to<: ~ udied, a! a F~n ct i(ll\ of Ko' 1M program gain .
Figure 5.14
We OOIe also that to<:~inning with Eq (5251, we ca n ~adily calculate that
A simple syste'T1 thaI
D" (I_ .. - r, ) cIoes not have a tra ns.fer
YeSI = R" I + f/" G'~ ) , (5.38)
function

176 Chapttr 5 Sam pled-Data Sl'sttm> J_-+ Block.Diagram Analysis of S~ mplC'd ' D:ua SrStem~ 177

Ne~t we ~ample Ihe se ~;g nat, . nd u>" tM "if periodic. t~n out"' rule from q, 15. t 9)'

(5Al, F.= H" - ""G ;

M' = rUIG ,r . C5, -l-\ )

We !.OI,-. the'l! equatiutls hy .ub>lituling for .1f' in Eq. (5A41 ffQm Eq. j5..tJ~
yo = tHR,. C'
1 + (IIG )" " = R' _ 'IIIC,r C;
R"
+ 15 .45t

To obwin r "'e u ~ It>e equation

Equation (5.421 displays a cu riou, fac t, The transform of the input is bound
up with H (S) l nd Call1Iot be divided out to give a tTansfer function! Thi$ syStem
displays an important fact that wit h the man ipulations)f stars for sampJing might
be overlooked A sampled,data system i~ lillll' m"yi~g, lbe response depend,
on the lime re/(UiI'e 10 lire sOlllp/;'lg ins/(/Ills at which the signal is applied, Only
when lhe inplll sam ples alone ~ required to generate the ou tput ,;amples c:tn
we obtain a disc rete transfer function. The ti llle variation occurs on the taking
of samples, In genera l. as in Fig, 5.14. th e en tire input signal r(r) is involved in
the system response. and the transfer-function concep: fails. Even in the ab,enc<.'
of a transfer function . hO\O:e\'er. the tech ni ques de\'ebped here permit study of
stab ili ty and rt:!;!xmse to ,p-ific inpu ts suc h as ste p, fim p. or sinusoidal signals.
We need 10 know the general ru les of block-diagram analysis. In soh<ing
Fig. 5.14 we fou nd ourselves work ing wilh U. the ,ig~al lhat was sampled. This
is in fact the key to the proble m. Given a block diagram with sntral sampl ~r> ,
1I1\\'1I)'s U{f'O filt' "(Hit/bles CII flle inplllJ 10 the samp/en liS !h~ w ltnQWns. Bcing
sampled. Ihese variables ha\'e pe riodic tmn ~ foml~ that will always factor Olll
after the )ampling process and reSlli1 in a sct of eq uat ians ill the sampled (s\:llTI'd ,
variable, that call be solved.
Exam ple 5.4 A.nod,,,,-IJlu,:h DiagralU AIl<lI.\;is
Comf"lle the transforms of Y' and Y fu, Ihe blocl dia.gram dr",,'n in Fig. 5.15.
J" '" E' fI
H"Jl
1 +1 HG, loG;'
, ",
In tb i_, .a<;<: "'~ h~ve a ltalh fer funClioo. Why' Ikcau~ <IIl ly !t>e sa mpl es o f tho ~xt(mal inpllI
an: U!ed to ~ause lhe W !PUI . To obtain the Z'IT~n~fll<T11o f tho' _>:Imp! .... of the W lpu!. ".~ w(luld
let ~ ,' = ~ in E<j, ,5.47), From Eq. 15.46, we can wIn for- the continuo"_, OU!PUI. wh ich
con si o;!, of impul~' appl ied 10 /1 /.<) in thi, ,'a,.,.
- - -- - - - _ ._ - - - -
- +
As u final e:\:amplc of ana ly~ i s of ~amp1ed-data SYSlems we consider u problem
of experimental trans(er funClion measureme nl in a sampled,data system.
.. -.
_ - - ._-
Examp le 5.5 Mc~; ~ri~g !ht TfI:m:;J.-r fUnai<l" oj" s..r"'p!cd, Dm<l 5.\Iw "
It h.u bI:en p.-opo~d to "'"' an ~xperimcm to IlI('llUre Ihe loop gain of. lrial samp led-data
design on the octual phySic al s) "~m usin g the selup d Fig u/e 5,16, The JlfOPO\al i, to h.a,'c
zero referell<e input bu, 10 inj ec t 3 sinusoi d into It>e s~->Iem at \1' and 10 llI('a,utC the . .... pon""

S<oI Ullono >,\'e ~le<;t E and M as independent' ariable~ aJ1d " ri le

Figure 5.16
Cis) = R - ,wC l , A block d ia~ram 101' exper,mef'tal meaSUfe Me<".t of a sampled,dat.l tr,J(l~fel fUrKlion
Mtr) = 'IIC,.
.
Figure 5,15
C"""oIltr Hold Plant
A lina' example 10'
:r<lnsfef,functl~n ~nalys ,~ .' , Ct.~
01 sampled-d~la sys tems "
1 78 Chapler:) Sampled-Data Systems 5 '! B!ock . DiJgram Anal)"'I. o f Sam p!ed - Dala Syslems 179

at thaI fnq uellC)' at loc'li o ~ s E, and E, . It is Ihoughl that the (CO!'lple ~) , atio ofthc~ si 8~al> If ...c nov.' lubstiwte this "" ull inTO Eq . j~.-I8 1 and Eq. 15.49 ) .... e h:l,'c th c w lution or thi.
"ill gi.c tile loop gun from which lhi gain at'ld phase margins on Ile de\tm1iroed and ".. ith p.rt a;
"'hich a fnquem')' f( lpon~ design can he "-orked 001. D"{lI'G)"
1 + O"tHG) ' H
I. Compute lne lrl\.form~ of E; and E; for. general signal input at u' ,
Z. Sup~ Ihat tM signal ,,"' is lSinuSQid offrc<jueocy w~ 1e,1 than:r I T (no a li as ing). Plot
the ~lra of G W and (GW)" .nd show thaI (G'V)' = tGW at lne frc<juency w" Clearl~ we do 1101 M" c a tran sfer fuoct;on si nC1: tht tr~l\\fon!\ of tM lignal is imboedded
in the ~ig n l l t r:rn !fon ns,
3. U~ t!le results of 2) 10 get an expressioo for tile complex ratio of the siinal~ , and E,
2. For the s~nd pan . .... e can """ider the ~inu>oid O.'le e.~ponenT i.J at a time 300 consider
"nen "'0 < ""r,
,,"' = 2:r8 fw ~ "" ," TIlen
4. Repeal m..,e cak: ulatiOfl s for Ihe SetUp of Fig ~ . 1 7 wne'e the input signa l i, first sampled
:rnd held Defore boeing applied 10 m.. s y~tem. , 1 ~ . 2;1" ~.d
IG WI =- L- G {Jw-jk-)!,,.~\,,,-W,, --'
T ,. _x T T
SoIUlion. The 'pe<"lf~ ;n" oh'ed are u,ily skeld ed. Since w,. < .,. / T thl're is no ow,lap and al "'''
the signal is
1. Following the lXOCedure j u" @i,. n ....~ exprels tile ~ignals Or ~nlere$t in terms of sampled ,
signal. as foll"",', (G If), = ,GljwoI2.TO(W - <0,.)

, = W + U'H (5 .4~ J
= ~ GII'j .
, ",
~ = IP H 15.-191
J, If " " .<ubllitute Eq. (S .55) imo Eq. (5.5-1) and take the ratio. \\c find the dc:<:crib ing
1' = IVG+ U' IIG (3.101
futKlion
Y' = (WG )' + V ' (IIG)' (~.S I)
U ' = -O ' Y' (5.52 1

Soh'ing Eq. (5.521 for U'

V'tWG)" N cx~ Iha: if IGI = 0 for 1",1 "" ;f' T M> that G" = G fOf (rNtu.ncie~ les. than ,T,T .
V'(I) = - I + O' (IIG )' then Eq. (5 ,56 t reduce < 10
E,
E, = -D" (G II(.
....hich il It.. lran,f.! functio~ , Thus lne propoSN! metOOd ....orks well if there ;$ a good
anti~lia., fiher in the loop.
Figure 5,17 4. With th~inpl.l(~ppl ;cd Ihrouy. a .~ mpleand hold asdra\\ n in Fi g, 5.17the h~' nP"'"ion,
A block di <lgram for are gi len by
experimental , =V' H+W'!J
nl'asurement of a
sampled4lla transfer : = U' H
fu nction with sampled {!' = -D'y'
input Y=UflG+!V' f/ G. ( ~57 1

Conrolkr lbeo;c equ>lliOfls ~an De readily mlYCd. after laking 11>0: "$Iar"' of r to gi..e
. "0. "
lJ' G W' f/
, = t
1"-----",-.J~" , " + D ' (IIG )'
D' ( HG)"
, '"
~ "
180 Chapter 5 Sam pled-Data S~'5le m.s 5.5 u lcu lating the 5)'stem Output & \WCl'Il 5;\mples, The Ripple l SI

figure 5.18
From thcl(_ the ratio gi,'cs the true d;~rete tn.nl f.". function
Three meth od~ USEd to eval uate ripp~ . tal Partial tfaction ('xp.lrtsion; (b) Moditie1
~ '" - Do I HG )" ztr,)llStorm; (c) Mu ltirat:'C~:"",
:::_,"g,---_____ __ _ _ _ _ _ _ _ _ __
E,

,
5.5 Calculating the System Output Between
Samples: The Ripple
In re sponse to a panicular input. the output of a sampled-data syste m al sam-
pling insla nlS can be computed by lhe : -transfonn. e;:en in thost casts wher~ (.)
there is no lransfer fu nction, However. in ma ny prob:ems it is imponant to
e)lamine the re~ponst between sampling insmnts_ a res?Onse that is call ed the
"ripple" in the respon!i.C. Often. for eumple. the ma)linum overshoot wi ll OOt
occ ur at a sampling instant but at some intermediate point. In other cm;es. hid- .)
den osc illations uc present. oscillations th at may or may not deca y with time.
The ripplc is generated by the continuous-time part of the system at the out-
put. For c)lamplt. in the case drawn in Fig _ 5. I 3. the ripple is given by th e
response of G(s ).'s between samplin g instants . Three techniques have been sug-
("
gested to compute ripple. The fi rst . suggested by J. SJ..:1 ansky, is based on the
panial-fraction e ~pan sion of G(s )/s . The second, sug ges te d by E, Ju ry. is based
o n introduci ng a time shin in the sampler at the outpLl o f th e system. If th b
s hift is less th an a sam pl e period. the new sa mpl es are taken between the sys-
tem samples. The modified lransfonn from input samples to shifted sampl es i.~ and represents sam ples taken at the times k T + m T. The modified lTansform of
call ed the modifird ~ - rrOlr.~fQrm o f G (s)/s. Th e thid technique. introduced the ou tput of thc syste m shown in Fig. 5.18(b) is given by
by G. Krane. is based on sam pli ng the output at a faster rate than the feedbac ~ D(:)G(:.m)
loop is updated. Block dia gram s reprc semin g the three methods are gi~'e n in Y(: . m ) = R(:). (5.58)
1 + D(~) G (: )
Fig. 5.18.
In the panial-fraction method. shown in Fig. 5.18(a). the outputs of the se\'" and its inverse will give sa mples at k T + m T. The mod ifi ed operation is noncausal
eral fract ions are sampled and the values of ,v, (kTJ. Jl(kTJ .... 3rC computed in but is on ly being used as a computational device to obtain inter-sample ripple.
the regular way ..... ith ~ - I ransf orm s or MATLAB staTetn.'nts. These values at the For examp le. if m = 0.5 then use of Eq, (5.58) will find S3mplc values ha lfw ay
instant kT repre se nt ini tial conditions for the several parrillI fraction conti nuous between sample updates o f th e con trol. MATL.. a onl y pcnnilS de lays (causal
dyn amic s at tirTlC! K T and fw m them the tran sient over the period from k T to models) an d ca n be used 10 find the OUtput of t h~ modified plant delayed by one
(k + I) r can be ~omput ed. Th e total system output is the sum of thes.e compo- sample show~ in the figure as : - . Y(:. /If ). If the plant is givcn in ~'tatc form with
nen ts, llJc method is somewhat tedious but gives an exact e)l pression for the ripple description matri ces [F'. G. H . 1], then the repre!en tati on of the dc layed mod ified
duri ng any given sam pl e period from which. for example. the peak o vcrshoot can transfonn caD be co mputed in M,\TI.AB using
be exactly complied. SYS := ss( F. G. H. Jl
The modilioo z - transform of the plan t with zero -order hold is de fi ned as
The delay for sa mple period T and shi ft m is set by the- command
O::;m<1.
set(SYS.'td'. (1 - rr )T),
182 Chapler 5 Sam pled.DJta Systems 5.7 Problems 183

and finally. lhe dherele n:presentation of the system which has a delayed modified 5.2 Show h"'" lCl construct a signa t of hidden o"illalicln\ thar gTO"'i in an unslable fashioo.
: - r~IUJ$/oml i, given by the siandard convers io n Wh<re io th e J-pla~ Il'" thl': p"t~ of the Ir.In,fonns of your sip'al(~ )?
5..3 A firsH,n.!<r hold is a de" itt that emJfOlalCSa li .... o'er the int.:,,-al fromkT ro II: + I)T
SYSD = c2d(SYS, T;. with slope gi\"cn by til<" samples r ei T - TI and , (kT) 51.11rti ng from r (l:1) a, . hown in
The method ofm ulti-r.:lte sampling is shov.n in Fig 5.18(c). The outPUt 0\ Fig , 5. 19, Compute the rfl'q~e""l' respon!le of tl1e timorder ho ld.
Ihe controller i, held for Ihl'" full T seco nds but this signal is again samp led J ( S.J Con side! the ,i reyi, of Fig . S,2D. By plotting tlx 1l"p<>n!.e t() a signal tl1at is zern fOf aJl
the rate T / II for some small 1/. such as 5. The plant output is also sa mpled at tt\.: <;ampte instants e~cepll '" 0 IlIld thaI is 1.0., t = O. , h" ",' rhatthi , ci",uil implements a
rate T / 11 . The fe~db~ ck loop is unchanged by these add.tional samplers but tlk' nrst-order hold,
o utput ripple is now availab le alII points in betwccn tht regul3/" sample time~, 5.5 Sketch tile step res~sc ."(11 orthe 'I'Slem ~hown in Fig. 5,2. for K = !. I. and 2.
This teehnique is readily programmed in M AnAS and is regularly used in thi> 5.6 Sketch tho: fl'sponlc "faucondoro erhold circ ui llO' step unit. What nlight be the major
book 10 compute the ripple, An intere sti ng case is gi\'en in Fig, 7.14 whe~ it can disadvarnage of thi~ dar > ClI.Ir.lp"tator~
be secn that the maximum o vershoot occurs in the rippk 5.7 A mangl e hold ;s II de->';"" lhat has an output, as ,](elc hcd in Fig . 5. 22 that connects the
samptes of an input with Straight liroes.
(a) Sk~.ch the impulse =pons.e of ttle lriangte bold, NOIkc lhal it i, ooocausai.
5.6 Summary (h) COIIlputc th e transfer funct ion of lire hold.
(c) L'sc MATl..o.JI1O ptollhc frequeno::y r pmtsoe ofthi': triangl e hold.
In thi s chapter we hUI"C conside~d the analysis of milled systems that a~ panh
di screte an d partl} cominuous. taking the continuous poinl of view. These sys te m~
ari se from digital control ~ystcm s that include AID and D/:\ w n"cners. ~ Rgure 5.19
imponant points of the chapler a~ Impulse rcsponse of a
"---'-,---,,----'-,----,
firstorder tdd filter , ___ ~ ----J----~-_-_
The large-signal behavior of an AID co nvener can be modeled as a linear I L __ L
impulse modul ator followed by a lcro-ordcr-hold, ,, ___ J,I ____ l,I ___ _
D/A convener ca n be modeled as a l ero- order-hold.
The transform of a sampled sig nal is periodic with j:eriod 21T / T fo r sampk o ---~-:----: ---
period T.
_I - -- ~ - -~ --- ..... - - -
Sampling intmdu~es ali as ing. which may be imerprcttd in both the frequcnc~ ,' I
,
and the time domains.
I
- '~--7---~---+--~
,. .
The sampling theorem s hows how a band-limited signal can be re~on s truct~ d
from its samples.
Interco nn t'{:tiono; of systems th ai include sampling can be analyzed by block-
Figure 5.20
diagram anal ysis.
Block diagra'Tl of a
If the input signal to a sa mpled-data sySte m is nO! sJmpled, it is impossi ble sample ~n d iirst.()rder
to detine a tnrt sfer functi on.
The output of a sa mpled-data system between ,ampli'g instants can be com- """
puted llsing ~rtial fraction e.\ pansion. using the modified : - Irmr s/arlll .
or by multi~rate sa mpling. With a computer. multi-rate sa mpling is the most
practic al me thod.

figure 5.21
A samp led-ddta system
5.7 Problems
S.l S~~lCh 3 signa t that rCp"""ni' booll<k-d hid(lcn OM; ittoriOl1s.
18i ClUpl(r 5 Sa mpledOm. S)'SICmS

Figure 5.U
Rl'SP(lI'rSe 0/ <l S<lmple
<VKI tI&iJnglt hold

fd ) H ooo " 'ould lilt fKqUt ocy m.ponse be ctu~ aed if the triulale hold i. m:>1k to be
cau"",] by ~ del ay of ut1(' ..ampic pc1ioo'?
"'''''Ii
5.H Ste lcll t~ OUlPU: of a!<;mlp1c and lc:nJ-Ofdc. huld 10
{Ill! A ,te l' input .
( b ) A .amp inplll.
(C) A ,;ooroi;.! of frrquenc~' w,/ lO. H
S.9 Ste lch 1M Qutpu: of a <ample and tim-<lroc. hold 10
ro,
(Ill) ,\ '.ep inplli.
(h ) ,\ ramp inpl'l.
( f) A ,in~soid of (req\JCnc~' w,/IO.
S.IO SkclCh the OIItpu: o f a :;.ample and tr';lIl gle hold to
'" 1(.;
G.IJ! _ ~-' I ,
I I. + II
'"ob, ",II'
(Ill) A Step inplll.
G,hl_l fJII + I .
(b ) A ramp inpo t. '">d, ",(,I=r 1.' l f (.l _ 11
{el A ~i nu$Oi" of (req..,nc~ w, / IO.
(j'~I .. _I ' CJ: _ 11
S. I I 5 ~~ lhe 0\1111": of a ,;.ample and ('oulilltriangle OOId 10 '"
S. 17 On.: Ihniquc fOl"t,UtniniltJ! lhe rt,...,., .... of a <.lIl1pled d~l >~>I.m '-', ... n samplin,
(1111 A stcp input. in~UI1I~ i . t" ~h, ft!lw rt'p<ln,. " r,lI<;tk!n of ~ .,..ril to the left and to..:.mpk the .."uit.
(b l A ramp iopo l. T he: dfect ;, ~> .oo..n in the hl""k d,ap1ilm o f Fig. S.:!-' and dc""ri~ b~' lll(' ( qU:tlioo
((I A )ioowid of frequeoc~ wJIO. . "U . 'II ) " RU1 I Gu~"T.
S.12 A si nu~oid
of f~ucncy I I rad/-.ec. is sampled Itlhe frequent;' "'. _ j ",dl .....:. .... full('uoo of~ . 1'-' cquh-:lkn, equali",. i,
(a) In"ic the component f.:qu.",,;', up 10", : .20 ",til sc<:.
l'l~, .. RI ~ IGI~ . "')_
(b l In",CM. the ..,l,..i,e am pl itud<"i "f thc<:'Ol1l~nIS up to:!O ruti/ !>U'. if the "ampk.
i~ follo;..."Cd,~ a l em. OOId. Tb: fUncl:<>n GI=. m ) j. callN the modi6cd =- lr(Jn,/orm of Gl, '. In the ti,llT('. leI
I I
5. IJ A >i, nal rlt) _ ,;n(2,) + , in( ) jj, ;,. ,ampled at rhoc r..,qutfICYw, _ 16 GI., ' = -- . NI'I "" -."nti T "" I.
1,-11
(Ill) Ind ,cM. rhe rrcqltClK1 of the oomf'Ol""nt. in thI.' ~ m pled ; i~ .... ] up mb) " J2 .
(b ) I"dinte the .., Iali'l'( amplitU<k-,i "f the .' igl)~ )s in lhe outplll if the ,jgnal i. p",:;c d III ) Comp utt .. (I ' h~ c.Jculalin~ .ltT I from the ",din,"-")' lum!/",," and=-
oblOr.'II\l! th.t bel"c"" 5olImpk<. the QUIPUl "HI i, an e~poncnt i ~1 ok;;a~' wilh
Ihroullh the ;lIIti alia.inlllihc, ..;tll lJ'aJId. r funclion * bdo sampling. y.,.,
can u""' MAn.AB 10 compute the tilt., sain.
S.1 4 Den,. EI:!. (5.38, Figllfe 5. 24
R /~
:.;."""./ . G(, I Y t"" ~ y _. ( .... )
5.15 Filld lhe lI~n>forn "flhe OUtput YU .! and il ~ ,ample. Y '(~) fOl'lhe block di~Mrums . h,," n BlocIc diagrams mowIng
in Fl@.. 5.2J . Indi~nl . .. helher a tran, f. r fun elion .~ iSI~ in ~ach case. th~ modi'ied z-trilns!QfM
, ,
.1' (1) y(, + ",n
5.16 A "~tncc the foll cwi nf transfer funclions .n: preceded b)' a !o:I.:tpler and n',,,,oHler hold
""d foll",,'C d by I !'ampler. Compute the n:~u l ling di"':rclc tJar.. rcr fun.:lion ~. 0 :0: ", < 1
186 Chapler ' Sampled-oala S)'Sle m s

.. nil li ~ oon~III. Sk<'lch Ih~ ~<pOII>C for he , ample .~ le,,"llI,. ~'OIK:e d\.31 lhui
I hniqlle IS lhe e-ssen::e of 1M pmial-fraction m~lhod 0( obta.ning l~ riWk.
l b) Compute ~ modi6n1 ~ - 'rtJII,lo"" for ... _ t .ond coOlp.lle 1M loIImpl<'S
...-.:.:.dini' m lJoe ~lIalion for YI ~ . "' ). P\o( the.., On lhe..arne plol: 1$ thai o f y O)
and uri fy lhal ~ ou ha"e found Ihe ,,,Iursallht m,dpo.r.IS of lhe samp ling p.1llern

5 .S AppendiX"
To compute lhe t nn.~ form of a sinusoid. we consider tirs1 the Fourier transform
of u{r) "" ~"-'-! ~ . For th is we haw

V{jw; = t 'J ..,-j , ~ -j"" dl.

Discrete Equivalents
(5.59) --
f-,'
This integral docs DOl con,e rge in any obvious wa y. bu t 'W e can approach it from
Ihe back door. as it were. Consider aga in the impulse. .5(/1. The directlransform A Perspecti ve on Com puting Discrete Equivalents
of th is object is ea.;)". conside ring the sifting property. as fo llow! One of the ~xdling fieltis of app licmion of di gital systems ' is in signal process-
ing and di gital fi \t~ring. A fil ter is a device des igned to pa~~ desirable signal
H r)e- '''dr = l.
f-,"'" componenlSand to reject undesirable o n e~: in signal processing it is common to
n:pn::.em si"nals as a sum of sinusoitb and to d~fine the "desirable components"
t\"ov.' the genera] fO/1l1 of [he il1vers.e Fouriu t ra n~form is gin ' n by
as those ~i gna ls who.IIe freq uencies are in a spedfied band. Thus a radio recei\'Cr
is designcd to pa~s the band of frequ;: ncies tr.msm iued by lhe !itation \\"e ..... ant
/el) == ...:..
2:1"
f_"".... F<jwJ ei- dw . to hear and reject all ulhtrs. We \\"Ould call a f,lter ..... hich does this a bandpass
If we apply the ilwers.e transform inlcgro.l to the impulse and its trllnsfonn . we filter. In electrocardiogmphy it oflen happens Ihal power-line freq uency ~ignab
take /(t) = .i( l) and F(jw, = I ""ith !he result are strong and unwanted. so a mter is designed 10 pass sig.nals belw~ n 1 :md 500
Hz but to eliminate those at 60 Hl.. The magnitude of the transfer function fOf
.5 It I = --.!.. f'" t J"' dw. this purpose may look like Fig. 6.1 on 3 log:- frequenc~' scak. whe re the ampli tude
2:1" _'" response bel ..... een 59.5 and 60.5 Hz might reach 10- '. Here we ha\"e a b:lnd-rejeet
Ilov.c\"er. excepl for n()(;ltion and a simple change of ,uiables. Ihis is exoctl), filter with a 6().dB rejt:<:"tion ralio in a I- Hz band cenlered 3t 60 Hz.
the integral we n<.'Cded to e\'alua te !he spe<"tru m of the siql le ex ponential. If we In long-distance te lephony some fihe~ playa conceptually different rol e.
exchange I with w the integral reads There the is,ue is that ideal lnll1sm ission requires Ihal all desired frequenc ies be

Slwl = - t !-A d , .
2rr _.... ' f' Figure 6.1 20\o&I HIt
Eq. (5.59) is of th i~ fono M(tgnilUde of ..
Jow.freqU('(l(y bolndp.lss
V( jwl = t " ,,_'-i 't -"" dl fil ter \lVith a f\oiIrrow
f: rejection b<Iod 0-
-,-
= ,,'. f: e'''''-'dl /
= 2:1"c Hw - w. LJ4
II
\
500
At the lasl step in thi ~ development. the sign of the argume nl in the della '*
function was changed. which is legal b"ause 51tl i~ an even funclion and.5(I) =
Sf - t)o The argumen t is more natural a~ (w - w) rother than the opposite.
,.7
188 Chapte r 6 D,screte Equwa lems 6.1 DeSign of Disnelc Equi'"3lc ms yill Kume rical lmcgr.1l11.m 189

treated equally but tran sm ission media- wires or microw~\'es-i l1lroduce di;;tor- 6.1 Design of Discrete EqUivalents via Numerical
lion in the ampliu.de and phase of the si nusoids that comprise th e desired sign31 Integration
and this distortion must bt'! removed. Filters to correct ttl' di slonion are , alled
equalizers. Finally. the dynamic respo nse of control ~ystems requires modifica_ The topic of n umerical integration of differential equations is quite complex.
tion in order for the ,omplete system to ha\'e !illtisfactory dynam ic re spo nse. We and o nl y the most elemen tary tcchniques are presented here. For example. we
call the devices that make these changes compens.ators. on ly com;ider fonnulas of low compl exity aild fi;ted stcp-Sil.e. The fun dame nm l
Whatel'c r the name-tilter. equalizer. or compensator-many tields have use concept is \0 repre se nt the given filter tran~fer function N (5) a differentia l
a,
for linear dynamic syste m. havi ng a transfe r function Illith specified character- equatio n and to deri\'c a difference equation whose r.oluti on is an approximation
istics of am plitude and phase. In creasin gly the power ar.d Hcxib ility of digital of the differential equation. for exa mple. the system
processors makes it attractive to perform these functions by digital mean s. The
u(s) (I.
design of continuClls electronic filters is a well-establishd subj ect that incl udes - - = f/( s) .:= - - (6.1)
not only ve ry so ph isti cated tec hnique s but also well-tested computer program, E(s) I+"
to carry out the de signs [Van Valkcnburg ( 1982)1. Consequcntly. an imporwm is eq uivalent to the di fTere ntial equation
approach to dig ita l filtcr design is to s tart with a good ana log de sign and con- (6.2)
U+a u =ae.
struct a filter hav ing II discre[e freq ue ncy re sponse that approximates that c f the
sa ti sfactory des ign For digital control systems we ha\'e much the same motiva- Now. if we write Eq. (6. 2) in integral fonn. we have a de"e lopmenl muc h like
tio n: Continuous-~Jmrol designs are well establis hed and one can take advantage that described in Chapter 4. exce pt tnat the integral is more com plex here
of a good continuous design by finding a di screte eq ui\'alent to the ronti nuou ~
emulation compens.ator. This method of des ign is called emulat ion. Altho ugh much of our u(t)= l '[ - md TJ+aetf) 1dr.
prese ntatio n in thi! book is ori ented toward direc t digital design and away from
emulation of continuo us des igns with digital equivale nts. it is important to un- ' 1'_ 7 [ "
'1(1:1"1 = 1 [ - cw+l1e)dr+ [-l1fc +Cle ldr
derstand the techniques of discrete equivalents bo th for purposes of compariso n (I or _T
and because it is lIo; lk ly used by practicing engineers. area of - CIIC + (I.e
= It(kT - TJ + o"edT _ T ~ T < kT . (6.3)
Chapter Overview
1
Many rules have been developed based on how the incre ment al area tenn is
The specific problem of thi s chapter is to flnd a di scretc tran sfer function that approximate\!. Three possibilities are ~ketched in Fig. 6.2 . The fi rst approximati on
will ha"e approxiMately the sa me c harocteri sti cs O\'er the frequency ran ge of le ads to the forv.ard r..etangular ru le~ wherein we appTox i m~t e the area by th e
importa nce a~ a gi~ en transfer function. H ($). Three approachcs to thi s task are rectang le loo king forward from J; T - T and take th e amplitude of the rectangle
pres.e Dt ed. The first mcthod is based on numerical inttgrariml of the di fferential to be the value of the in tegnnd at k T - T. The width of the rectangle IS T. Th e
eq uation s that describe the g iven design. Whil e there ar~ many techn iques for re sult is an equat ion in (he ti rst approximation. II ,
numerical integration. o nl y si mple formulas based on rectang ul ar and trapezoid u , ~ kTJ = II I (k T - TJ + TI - (II/ ,(kT - TJ + ae(k T - TJI
rule s are presented. 'il1e second approach is based on compari sons of the f and
: domain s. Note that the natu ral response of a continuous filter with a pole al = O-aT) I/ ,(k T - TJ+aTe(kT - T). t6.4)
somc point!i = s~ .... ill. when sam plc d with period T. represent the response of a Th e transfer fun c(ion correspond ing to the forward rectangular rule in thi s case
discrete filter with ~ po le at: = e' T. This fonnula ,an be used to map the poles
and l!cros of the gi'len design int o poles and zeros of an approximating discrete "
flIter. This is called pole mId :ero mapping. The third and fina l approach is based
on taking th e sa mp:cs of the input sig nal. extrapolating bct\',een samples to fonn
an approximation to the signal. and paSS in!! thi s approximatioilthrough the given ~-~"=~ (forward rec tan gular Tule). (6.5 )
filter transfCT funct ion. This technique is called hold equi;-alellct. The methods :: (.: - I) j T + a
are compared wi lh n'spect to the quality of the approximation in the frequc-ncy
domain as well as the ea!lC of com putation of the designs.
190 Chaple! 6 Discre ' ~ Equ;,'alems
6 _1 Design of Discrete Equil'alents ,'ia NumerICal Int egration 19 1

Fi gu re 6.2
Sk tches of (h re\! ways Again we take the ~transform and compute the trnn sferfunction o f the bac k ward
the area under the (urve rec tangul a r ru le
from /l: r to kT + r (3.'
b app roximated:
fa) forward loca ngu l(ll aT aT:
rule, (bl backward H~ (z) = -, -+-,-T 7,-"0.-',"('''-+:-:''T", = ;; (] + a T)
re<tangula r rule.
Ie) trapezoid ruie (backward rectan gular ru le ). (6.7)
= ~(~-~I)~"('T~'~+-'

Our tinal ve rsion of integration ru les is the trapezoid r ule fou nd by taking th c
arca appro~imatc d in Eq. (6.3) to tx- that of the Irapezoid fonned by the average
of the prc\,jously selected rectangles. The approximating differe nce equation is

T
II / H ) = u)(k T - T) + 2'(-a ,, / kT - T )
+ar(kT - T) - a" ..<':T) +ae(kTl] (6.8)
1 - (aT/ 2) (I T/2
= 1I )(kT - T) + [Fl(k T - T) + e, (k T) ).
1 + (aT/ 2) 1 + ioT/ 2) .

The corre spondi ng tran sfe r function from the trapezoid ro le is

H (z)= a T/;;+ I)
r (2+ a T) : + aT 2
Ie} Tr"P<''''l id R ~1e
(trapezoid ru le). (6.9)
=~'2~(~T)~[,~,-c,~")(~(-,7+~,~~+-"

Suppose we tabul ate our results o bt aint:d thus far.

A :second ro le follows from taking the amp litude of th e a pprox imating

rcnan gle to be th~ value looking backward from kT to'Nard k T - 1'. namel y. H (s) Method Tra llSrer rU1Icti01l
- au (/I: T) + aeikT), Thc eq uation fOf" u ~. the second approximatio n. -' is ,
Forward role H,. = "
H , I )/ T +a
1I , (kT ) = lI / kT - T) + T [ - a ll )( kT) + ru( kT)]
" , (6. 10)
1I ,(kT - T) aT Backward rul e H =
,+" " ~ (z I )/ T~+ a
-1 + a T + 1 + a T t(kT). (6. 6)
a a
Trapezoid rul e H=
, +, (2 / T ){ (z I)/(z + I ) +a
3 I~ ,. wl'ltl! ~' "' ,1Ia< ift or"'" ro ;01,. 10< Eq, 16,M ,,-, had 10 , limi..." ~(tT ~ from ,he ri~l_h.nd
sid< wh o... ,t ""'crt'd rrum!be in"""nd. Hod Eq, (6_ 2 ~ t>tm ".,., linear. 1'Ir tnlI~ .. "" Id ha' -. bull ""
i"",heM cquMi.,., roq , iring an '''' Mi,'' ..,Iu ,;""_Th;' topOo il tho . ubjecl of pr.-dictO<<OrTeclo< "' .... From di rec t compariso n of H ($) with the three approximations in this tabu-
,,-hic h "'. bc)"<l nd "" ..cope o( inl...... , A oti,.",s>ioo i, fo und , . ...... , bed.! un numc:ric>l ... Iy.+<' Stt latio n, we em see that the e ffec t of each of our methods is to pre ~ m a discrete
Golub and Van lOIlI1 , 19831
tran sfer function that c an be o btained from the give n Laplace trans fe r fun ction
192 Cbapter 6 Disc re te Equh-al ent s 6,1 Des ign of Dis;;rete Equll -a.lcms I'la :-I umt:riCiI Im egT~ti ()n 193

figu re 6 ,3
H(s) by substitutio n of an appro)[ima tion for the: frequC1lcy variable a~ show n Maps of th e Ieft-h.J 1I of the s-plane by thE- >nteg ra:,Of! rules of Eq (6 10) onto tiw
below z-p lane. Stable s-p la ne poles m iip into the shaded regIO ns In the z'plane, The unrt ( Ilele
Method App roximation is shown fOI refe rence. (~ ) Forward lectaTt~ular rule. (b) BarkW.Jrd rectangular rde,
(d Traoemid or bili near rufe
: - 1
Forward rule H- - -
T
: -1 (6,1 1)
Backward Rule ,- - - T-
2: - I
Trapezoid Ru le .~ - -T:-+-I
The trapezoidrule substituti on is also known. especially in digi tal and
sampled-data control circles. as Tustin's m~thod (Tustin (l947)} after the British
engi neer who.~ work on nonlinear circuits stimulated a great deal of interest in
thi s approach. The transformation is aL~o called the bili ntar transfo r mation
from consideration of its mathematical form. The design method can be summ a-
rized by stating the ru le: Given a conti nuous transfer fu.c tio n (filter). H (s ). a 1.1 "1
di,crete equivalent ca n be found by the substitution Now it is eas), to see that wit h I = jw. the magnitud e of ~ - t is consrant
(6 12) 1 1
1 ~ - 2 '= 2'
Each of the appro)[imatiom gh-cn in Eq. (6. 1 I) can be viewed a,; a map from
the s-plane to the :-planc. A fun her understanding of the maps can be obtained and the CUf"\.'e is thu s a circle as drawn in Fig, 6.3( b). Beca use the unit circle
by ronsidering ttJe:n graphically. For example. because t~ h = jw) -axis is the is the stability bou ndaT\' in th e ~-p la rte. it is apparent from Fig. 6.3 that the
bouOOal)' between poles of stable syste ms and poles of ummble systems. it would forward recta~gular rule' could cause a stable continuous filter to be mapped into
be interesting to kn ow how the jwaxis is mapped by the three ru les and where an un stabk digital filter.
the left (stable) ha:f of the J -plane appears in the :-p l an~ . For Ihis purpose we [t is especially interesting to notice that the bilinear rul e maps the stable
must solve th e re la:ions in Eq. 16. 11 ) for z in terms of s. We find region of the s -plane e)[actly into the stable region of the ~-plallC alt~ug.h me
entire jw-axis of the s plane i ~ compressed intolhe :!Jf-Iength of the unu cl~ le~
iI , = 1+ TI. (forward rectaflgu lar roie). Ob"ioush' a great deal of dislOnion takes place in the mappmg 111 spr te of the
1 congruen~~ of th e ~tability regions. As our final ru le deriv ing from numerical
ii) , (backward rectangu lar rule).
1 - Ts (6. 13) integration ideas. we discuss a fommla th at extends Tustin's r:ule one step in an
1+ T$/2 attempt to correct for the inevi tabl e distortion of real frequem; res mapped by the
iii) = (bilinear rule).
1 Ts/2 ru le. We begin with our ekmentary transfer function Eq. (6.1) and consider the
bilinear ru le appro)[imation
If we let s = j w in the~e equations. we obtain the boun dari es of the regi on~ ,
in the ~plane wh ic.l origi nate from the stable portion of the ,)-plane. The shaded
fil l:) "" (217)[(: 1)/ (:+ I )] + n'
areas sketched in the ~ plane in Fig. 6.3 are these stable regions fOf" each casc.
To show th;11 rule (ii ) results in a circle. ~ is added to and subtracted from the The ori ginal J/(.~ ) had a pole at ~ = - u. and for real frequencies. J = jw. the
right-hand side to }ield - magnitude of fI {jw) is given by

~= i+L _I T s - it
I 1 1 + Ts
= - - - -- - (6 14) w'/n: + I'
2 2 I - TJ
194 Chapter 4) Discrete Equi"aknls 6. 1 Design of Discrete Equi" alents ' 1a Numeri::al Integrat lon 195

Thus our reference filter has a half-power point, I/l il = ~ . at", = o. It will be and in place of f((s/w , ), conside rthe prewarped fun ction H (s/a) . Fo r more
interesting to know where fI, ( ~) has a half-power point. - complicat ed shapes. such as bandpass fi ll ers. the spec ific ation frequencies,
As we saw in Chapter 4, signals with pole s on the ima gi nary axi s in the $ - such a s band edge s and ce nter freque ncy, should be prewarped before the
plane (sinu soids) map int o signals on Ihe unit drde o f the :plane. A sinusoid of cont inuous d es ign is done: and then the bilinear transformatio n will bring all
frequency "', corresponds to:, = e'''''' . and the respon se of Il r (:) to a si nu so id these points to their correct freque nc ies in the dig ital filt er.
offrequency "', is IIr (~ , )' We consider now Eq. (6.8) for H,(z,) and manipulate
J . Substitule
it into a more con\"~ nient form for our present purposes
2 ;:-1
J=---
T .:+ I
in H (s/(l) to obtain the pre-warped equivalent Hp (: )'

As a fre quen cy substituti on the result can be expressed as

= o / (~jtan"'{ +0) (6.15) " p(:) = If( ~, {!. ___,_ i.::.! . (6 . 171
,.., - ....' ...,1/:. ,~ I
The magnitude squared of Hr wi ll he ~ when
It is clear from F.q. (6.17) that when w = "'" H,(z ,) = H( j l ) and the di screle
2 w,T filter ha s exoctl y the same transmission at w, as the continuous filter has al
- Ian-- = a this frequency. This is the co nsequence of prewarp ing. We a lso note that as the
T 2
sa mpling period gets sm all. H, (~) approache s H(j w/w,l.

"'IT aT
tafl T=T' (6.16)
Example 6. 1 Compuring {I Dllcrm Eq~i \"aknJ
Equation (6.16) is a m easure of the freq uen cy d istonion or warping causOO by
Tustin's rule. Whereas we I'>'anted to have a half-power pointat '" = a. we realized T11e lrander f~ocl ion uf a Ihird order low-pa,s Bul1."....rth filler dCOligncd 10 hay. unity pass
a half-power poin t at w, = (2/ T) tan - I ta T / 2) . "', will be l pproximately correct b:md"idth (w~ = 1) is
only if aT / 2 J S() that tan - l (aT / 2) :;;; 0 T / 2, that is. if c.t,(= 2;r / T)
a and
the sample rate is much faster than t he hal f-power frequency. v.'c can turn our H ls)= ~ ) +2.r: + 2s+ 1 '
inte nti ons around and suppose that we really want the hal f-power point to be at
A sim ple frequency scali ng "'"OI,ld of COIlr:;( rranslate tM design'o ha,'C an)' de,ired passband
"'" Equation (6 . 16) e an be made into an equation of prewarping: If we se lect frequency. Compute the di s.e.ete eQui " a lent~ and plQlthe fre.qllenc~ n:spo~ses ~sing the fo.wanl
a according to Eq. (6 .16), then. using 1\I$l in' s bilinear n:le for the design, the roctall guiar rule. the bac kward rcclan~~lar rule. the Tu>tin bi linear rule an<! tM bilinear ru le
hal f-power point will be at w,. A stalement of a complete SCI of rule s for filter with prewarping at w = I. 1'!tC sampli ng periods T = 0. 1. T = I . and T = l.
des ign via bilinear :ransfonnation with prewarping is
Solution. Compuutioo "f tl><- di"'relee qui.-alem , i, numerically tediou. md the "ale-space
1. Write the desired filler characteristi c with tran sform vari able sand n"itical algori thms described ~IO\>. " .re ~s ed in MATL.UltO geDerale tl>r transfer functions and the
freque ncy w, in the form lI (s/w l ) .' fespolls.: ~ur"e. pl OllN in Fig. 6.4. Fig 6.4( a) ,hows that at a high sample rate t T = O. I).
... her. th e ralio of sampling fn:ql.lellC) 10 ]XIssb and frcq. ell9 is w, I'~ "" 63, an th . ru les do
2, Re place w, by :l such th at reaso nably w.IIOOlthe rectangular rules are al r.ady showing ';Orne dc:,fation . From Fig. 6.-I(b )
2 w T " 'e see that at (j))wp = 2:T lbe rtangular ruk s are use less (Ih e fOl"ward rule is ~n't abl e).
a = T tan -t-. Finally. ill Fig 6.4(, ) at "ery slo'" sampli ng freQaency ,,'ilh w,Iwr =;"/ correspo ooing to a
samp li ng period of7 = 2 ~ .only with prewarp inBdo \\ e h,,'e a design ,hal comes "'.11 cl~
to the cont in~o~s response. In each case allhe Nyqu ist frequency. w '" .'-1 r ,the mag nitude
~ Tbt cri'i<.u rreq"'''''l I e! no< bt ,he b>.nd Nge. w. COlI " " tb< bond <..... , of. bandp;w til .. ror l!!<
Cf<l l!(l' .r frequc'IC)' or. Bode plot oompe ..... "'. 11"""',""...." ", "'" h.. "'I "" ,.I T ifa ,table fill. , is 5 A dtsrnl'llM ci l,," propt""s of BUI!''''ClIth fitton i~ ghu in molt books 00 ri l.. rdcsi ~n and bricfty
'0""'I/Ii n stable;dtor ...arping. in F"'nklin, Poo,..,1\ lI!d Emami Noel. i i (986)
 6. I D~stgn o r Discrel~ Equi"alents 11a :'\'umeri cal j,Hegralio n 197
196 Chapte r (', Discr.:te Equil'alenls

figure 6." ~ o.

(a) Respon>e of
r'::'
0.8 - ,. -
~hirdorder iov.'pass tiller 1
0.6-
and digllJ eqUIValents .'''-:>'
.. 1
for 'o),fw~ = 20". " IU - .
(bt R~9Cns.e of
... -' '
thl,dorder IoI.vpass li:tef
aM dig tat eQu.valents
"c'- ---,,;c----.~..~..~."c c.~:".. """01 ;,,
~~;;~~~:;:.;.
0';':' :'=-==~' .
00 0-' U 1 H
fOf w,lw~ = 2.T.
Ie) R~5pome of
lh;-d()Ide- lowpils~ f It",r
. ,'
and digital equivalents ~.
fer w,lw~ = :r ;r--==~ , ". ",
,
:::t
.... t:'" ' .
.
'" :r ~ . ,.,
.... '. ' ." ..
,oo~ ': ::;:~ .. -.. .---.,~ '. ' .'.'..' .
1SOoI , " , .,
"" "~--
as 1-' u
'" "
'"
re_'pem_1("!; of t~.-e
di lcret( filtel> lIart to repeat 1l(:wrding to the period;' natu re Qf di S<.:r<:I(.
lra1l~fer-fu nC1ionfr<:q uency re,pons . It "an be ",e n that the magnil00e and pha~ of the
prewarp.!'d designs match thosf Qfthe continoous ~lter exactly at the band edge. w = I. for all
theS<' caStS_Thi. is no surpri!;e. bctau.~ , ucl! m,1<:hing " ... , thoe \.,bole i<k3 uf prewarping

w, "
"r The fonnulas for discrete equivalents are panicularly simple and convenie nt

"r '. '
..... "";"'"""j when e.'{ presscd in state-variable foml and used with a computeraided design
O.l ~ . - . . . ~! j;. I ' .
"H~HI ' "'' pac ka ge. For cJtamplc. suppose wc havc a \'cclOr-matrix description of II contin-
,~ U ! .......
' -
d2.!
, uous design In the fonn of the equations
" x = Ax + Bt.
It = Cx + De. (6. 18)
.~. ............. ..... j The Laplace transform of this equation is
100.-
~ ! s X = AX + B E.
U= CX+D E. (6.19)
:'
.,'~o ItL-----,:,-------;-~'''''u~~~. I I , . . '.0 . . . Wc can now subslitutc for $ in Eq. (6. 19) any of thc fomls in : corresponding to
.= o ~ ! 1. 5 1-' an integrati on rule. For example. the forward rectangular rule is to replace ;,- wit h
Ib) Normalized ~y ""w., (z - I)I T fmm Eq.(6.ll)

-''-1
- x= AX + HE.
T
(6.20)
198 C ~..ap\er 6 Di$c!'("\c Equwalerus 6.1 Design of Disc rete EquIH lents n a :-Iumcficalln:egration 199

In the time' dornak. the operator-: corresponds to for-""ard shift: that is. ~x{.l: l "" Ooce more. collec t all the k + I termS onto the \eft and define these ID. " '(1; + I)
.r (A:
+ I ). Thus the corresponding discrete equations in the time domain m a~ foll ow.,

l[(.\: + I) - );(.\:) "" T AlI:(A:) + T BI'(.\: ). AT HT AT or

x(k + I)- T X( k + I) - Te( k + I) = ~ (k ) + T lI: tk ) + Tt(k)
x(.\: + I) = (I + TA)x\.\:] + TIk CA:].
~ ../Tw(1.: + I). (6.29)
u = ClI: + Dt . (6.21,
Equat iOfl (6.21 ) is a state-space formu la for the forward ru le equi\alcm. Writ ing the ddi nit ion of w Ilt tiTllC" 1; . ~h'e for x as before
r'Or the backwmlrole. subst it ute .~ - I.: - I I/ .:T ..... ith the rriul{
:- 1 ( 1_ A"1T)x==. ../Tw+ B; e
~ X = AX + H E.

.... hich corresponds to Ihe lime domain equation~ 'x '" 1- - "1 - BT
2:1: .
( AT)" fl w + (1 - AT)" -I' (6.30)
);( + 1) - ); (.1:) = TAx (k + I) + T8t' (k + I). t6.22 1
Substituti ng Eq. (6.30J into Eq. (6.19). we obta in
In Ihi ~ equation. there are tenn~ in k + I on both the right - and left-hand .~ ide~.
In order to gel an ~qumion with such term~ unly on the left. lunspme all k + I - e
./Tw(k+l )= I+ AT)" I.JTW(I;)+T
BT I+ KT Te(k)
tenns to the left and define them as a new statc vcctor ( TA7')( ' -""2
);(k + II - TA lI:(.I:+ I) - T Hc(k+ I ) = x:kj wlk + I)=
,;;: " [1.: + I). (6.131
(I + TAT) (I - TAT)" wal
From th is equalion. solving for x in temls of "" and t! + 1+ T AT) ( 1 - T B-IT
AT'",) + I "'""2'ett) I
(I - A T;lI:= w +TBe
I(
x = II - A T) 'I W+ II - A T) ' 8Te. (6.141 := AT)" w(i) + ( 1 - 2' T) ~ Ov're(k ).
Wit h thi .. expressicn fOfl[. Eq. (6.23) 1;3n be pu t in standard form as
(I + TAT)(' -""2
(6.31)
w [k + I ) = {I - A T) -' " '(k] + (1 - A T},I BTI'(kJ.
In follo..... ing this algebra. it is useful to know that in deri\ing the last part or
and the output equation is now Eq. (6.3 1). we expre)scd the iden tity I as 11 - I(I - .!,IT I and factored oul
(1 - r ' on the ri ght.
lI (k) = C(I - A n ' I " . + [0 + CIl - A T,- 10 Tlt'. (6.261 Toobtail) the output eq uation for the bilinear equi~alent. we substitute Eq.
Equat ion (6.15) plu; Eq. l6.16) are a slate-~e descri ption of the back....ard roh.- (6.30) inlo the second pan of Eq. (6.17):
equi\1l1em to Eq. (6. (8).
Final ly. for the Itapezoid or bili near ro le. the : ,"ansrorm eq ui\'alc nt is ob-
!I(k ) =.fTc 1 - I D +C 1- ( TAT)" 2BTl dk).
tained from ( TAT)" wt k) +
!(: - 1)
- - - X = AX + 8 E These resu1t~ cun be labulateu for conve nient reference. Suppose we have a
T(: + I )
continuous S) Sle m desc ri bed by
AT 8T
(: -1) X = 2 1 ~ + I )X + (: + I )E X(I) = Axl n + Bd r) .
T
U = CX + DE . (6.27) u{1} = CxlT) + De(r).
and the ti me domain eq uation for the State is
AT DT 6 "The " ... 1. fae,lW 01 ~/f ., i""'Ml ...:<~ >Q 'hOI <'" goin nr,h. ~ i"""," "'I"i,. I'<>1 "ill "" b.\1"""od ... ,......"
x (k + I) - It{k ) = T (lt (1; + I ) + x(l;)) + T(dk + I) + elk )). (6.28) input aod 00'l1\li . . ......... ..""n;"'1 .oondi,iooI . s.... ,\1s..Uaf ""d F"ftlltn 11 ~86) f ..... /Il""~ PIIM"" do"il.
200 Cha;llc I 6 Dis.: l't:l~ EqUll"alents 6_2 ZnoPole Matd ling EqUl\"alems 20 1

Then J di,crNe equ i ~:l!em al <;ampling period T will be d~~cribed by the equatilll], increasing w is omo the unit circle at .: = el'J = I until == e ' ~ = -1. Thus
th e point ~ = - 1 represents. in a real way. the highest frequency possible
w (/; + 1.1 = iPw(k) T f ell;).
in the di screte transfer fUncti on. so it is appropriate that if H (s) is zero at
II (/;) = II w(/;1 + J dk). Ihe h igh c~'1 (con ti nuous) freqllency. IH,r(:): shou ld be zero at .: = - I. the
where .p. r. H . and J a~ gin'n re,pect ive l}, as follow!>: high ~ st frequency th at can Ix' proces,ed by the di gital filter.

- ---~-

Fo n.m-,/ B{I('L.".drti (a) If no delay in the di <oerel e re,pense i s~es ired . all ze ros at J = Xl are
8i/i" "",
map~dTo~ =- I .
~ [+ .-\T (J - An -'T:l T 11 + ~ j( I -~t -'
(b ) [f one sample period dela y is desired to gi\'c the computer time to com-
r RT (l- .-' n -I 11 - T,"' B./f plete the output ~alcu i lltion. the n one oi the zeros at s = ::00 is mapped
H CII - A n - I ,/ r C!I - I- I to: = x and the others mapped to === - I . With this choi~e . H. (:)
is left with 3 number of fi ni te zeros one fewer than the number of finite
J D D + CI I - ,\ T. -1 lI T I) +CtI - T ' B T/~
poles.

The MATLAIl Control Toolbox provide~ fer the compu tation of Tu,tin bI- 4. The ga in of the di gital (ilter is selec ted to match the gain of H(s) at the band
linear equivaknls with the funclion ad . The symax of computing the bili n~ "r cen ter or a si mil ar cri ti cal poi nt. In most control applicati ons. the critical
equi'a lem SYSD of a continuou ~ ~~'stcm SYS at sampli rg perioo Ts i, frequency i s .~ = O. and hence we typically !>elec t the gain so that
SYSD c2d( SYS,Ts, 'tustin' ) (6 ..1~)
H(s )I,ooQ = H",(~)L_l '
I f tustin is replaced wi th prewa rp . the bilinear equil'ulent with prewarping i,
computed.

Example 6.2
6. 2 Zero-Pole Matching Equivalents
He.) ==~
,
A ver)" simple oot effectil'e method of obtaining a discrete equil'alent to a contin- . +a
uou~ tmn~ fer funct ion is to be fou nd by extrapolation of th e relat ion derived ill
b~ ~ro.polr m.rching
Chapter .. betwem the s- ~nd .:-planes. If we take the ~ -trJnsform of sam ple ~ llf
a continuous signal e(r J. then the poles of the di screk trlnsform E(.:) are re l.lI e" SoiUlion. The flQlr of fl i. ) aU == - a ",iU map to a pol.! of II (~I at t - T n.. l~ro au == X
to the poles of [is ) accord in~ to: = e T We must go th rough the ~-tra ns fonll "'ill map to a zero at ~ == - 1. 'The gain of Jl jS ) al J = ~ i, 1 To match this ga.i n in H (;) al
process 10 loc~te the zeros of E ( ~). howe\"l~r. The ide~ of the zero-pole match ins
tec hnique is that the map : = ~, r ,oul d rea sonably be applied to the zero~ al"-,, ~ = 1 TequiT~1 gai n of \ - ;-' , . The final fuoctioo is i'i"~n by
The technique consists of a set of heuristic rules for locating the zero~ and pole_
and ~en ing th e ~ai n of a ~-tramfon n Ihat wi ll de>eribe a discrete. equi\'alenr (6 ..
m
transfer funct ion that approximates the given H~ _, I- The rule, are as follows:
Of. using ro le 3(b,.tr.c !'Clult il
1. All poles of H ( J ) are ma pped accord ing to ~ = e" . If fI (l - ) has a pole at (6.3ol)
j = -,I. then H:rf ~) has a pole at .: = e-"T. If !li s) has a pole al - ( j - jh,
then H,r (.: ) has a pole at n' )". where r = e-~ T 3m.1 'J = hT.
2. Alljillil" zeros are also map ped by.: = (" T . If !I(, ) has a zero at .\ = - u ,
then If,r(': ; has a zero at .: = e- r . and so on.
3. The .leros of H (n at ,~ = oc arc mapped in H,r (~) 10 th e point; = - L The As with llJe rules based on numerical analy!is. an algorithm to generate the
rationa le behind this rule is thai the map of real frequ encies from jw = 0 to matched zeropole eq uh'alent is 31>1) readil)' construc ted. In ~ ATlA R. a matched
101 ChapleT 6 Discrele Equivalenls 6.3 Hold EquII.a!enls 203

zcro-pole eq uivalent. SYSD. al sample period T$ 10 the NllIin uous system. SYS. Rg~U
is given by A si9nal.. il~ sampl!'S. and ".)
its aplJfQximatlon t>y a
SYSD == c2d(SYS. Ts:matched') rero-<lrder hold

The frequem..1' response of the matched zero- pole equi\'.lent for the th i rd -Of(l~ r
Butterw orth I\l ter of Example 6.\ is plolted in Fig. 6.9 along with thai of OIl"K:r
equivalents for pLrposeS of comparison.

6.3 Hold Equivalents
Forthis IeChnique, we conSlroct the situation sketched in Fig. 6.5. The sampler.; in
Fig. 6 .S(b ) ptO"idc the samples at the inputof H (;:) and take samples at itsoutpul
insurin g thai H /tfJ(!) can be realized as ad iscrele transfer funelion.lllc ph i losoph~
of Ill/!: design is the foll owing. We are asked to design a disc rete syslerr: Ihlll. Wilh
an input coosisting of samples of e(t ). hu an output Iha t t pproximates the output
of the continuous fi lter II (s) whose input is the cOllli mWl1i e( I) . The discrete hold
equivalent is conS/.ructed by first approximating e(r) from the samples elk ) with
a hold fi ller and then puning this t~(1) Ihrough the give n /I (s). There are man ~
techniques for taking a sequence of samples and extralX'iati ng or hclding them tu
produce a continUOUS signa1.' Suppose we ha,'e the e(/) as skeu;hed in Fig_ 6.tl.
This figure also shows a sketch of a piecewise constant approximation to " I/)
o , , ,
obtai ned by the opt'ralion of holdi ng ~~( r) conSllUlt al elk ) o\"er Ihe inle-rvaJ from
k T 10 (t + I ) T. This operalion is the =tro-Ql-du h()/d (o r Z O H) we've d iscu~scd
before. If I'..e.se a fi rsl-order polynomial for ('x trapo lation. W(' have afirJI-Ordu
hold (or FO HJ. and so on for highe r-order holds.
6.3.1 Zero-Order Hold Equivalent
U the approxim:lIing hold is the zero-order hold. lhe n we hiwe for our approximll-
tion e~actly the same situa tion that in Chapter.5 was analyzcd as a sampled-dam
system.l Therefore. the- zcTO-<lrdcr-hold equivalent 10 H I.!" ) is gi,'en b)'

H.~{=)= (I -;: I .... -,-

-. ' 11I'.!")1 . (6.3.51
f"Igule 60S
System constructIOn for hold equivalents. ,.) A (ontlnuou~ transf('"1 fun(1lO11. (b) Biod;
IUgliJm of dI1 eQuiva lent ~Iem . - -- -------- ---- -----
Exam ple 6. 3 ." lI&d Eq~l\ak'1!
Fin~ troc ZCnH)I~er hold c'lui\a1~ nl to the fi rst-order trim ~f~r fu"" ,ion
H(.' . --" .0

Solul ioo. TIw- ;<mial fraclM;.n c~P"'l.ion uf ,he: ,-plane II'nns of Eq. (b.}!;, is
lib ) _ _ _
,_ = ~ _ _ _
$om",. ",. )
:y .fU+ .. I +a
~ """ H I ~')'I "".... ~

H,J.l)
' b)

7 Some booIo on di,US>ilnai prOO:e>,;", ,""ueOj ~ Ij lli no hold Mall. u,;"g the .....;.al , 8 R.nl l th .t ,,._ked I~ 0."",", ~ ,h .. ,Ite <lrnal; I. "" tl"lr """'Ec. dcl.)od (rum ~~. t / : .'it> . Tho

H(:. I .. Z I 11 1. )1. Tho ct. oic~ i'called lite ~ .tr... ,form "Iu;-', Iont. ,;lC o(t n;, dot. ) I. "". l)lCa'~", uf It.. ~u.' i l) ,,(the 'ppfQlIma!too atld.3lI I>/" u",a.," ~... H1. ,,,,,..,
<c 1...~looo(t.
20+ Chapler 6 Disc rete Equ:nlems 6 .3 Hold E'l u;n,]cms 205

and. by <kfinitioo o;" [M opcrnrion gi'"n in Eq. (6J6) hold. The effect of the triang le hold is to c:malX'Iate the samples so as to connect
<;.amp le to sample in ~ ~traigh t line. A lthough 1he continuous system that does
Z j!!.}!l )= t~-, -t ~ . . . -.. !
this is noncausal. th e resul ti ng discrete eq uivale n: i ~ cau~al.
, " " I
The Laplace tran sform of the extrapolation filter that follows the impulse
=l _ ~ - ' - I_~ -' T : - ' sampling is
rl ....... '~- ' ) (1 - : -') e" _ 2 + e- r,
I t - ~ - ' )(t - ~ - ' ~ - ' ) 1
T5
Sub\riruting Eq. (6J7) in Eq. (6.35). the :teft\Olderhol d equinlenl of H (s) i~ found it'; Therefore the discrcte c<[uivalent that corresponds to Eq. (6.3S) is

( 6.3 ~ ) (z - I ):
If,.,.f:) :: - T:- 2 1-H(SII
, . (6.39)
r

Example 6.4 A Tnangk- Ho!ti Eqt''''(Iiell!
We n(){e that for the trivial example given. the zero-orderhold equivalent {li
Comp ute the uiUl~lc oold cqui\~ lenl for lI ( s ) = I/ s:.
Eq. (6.38) is identical to the matched zeropole equivalent given by Eq. (6.3h
Hov.. ever. rhis is r.ot generally true as is evident in the ~ompruison with frequenc y
Solu tion. In this ,a'C'. from ,lie table. or ~tra nsfonn s
reSlXlnsc, of oth~r equivalenl~ for the third-order Butlerv.o rth filler eX3m pl~
plotted in Fig. 6.9. Because a sample and zeroorder ho:d is an exact model for z jl!,~' ) = z l ;')
the sample and he>ld with AID convener used in the majaity of discrete system ;.
we have already l-t'en the computation of this equivalent in MATLAR as T J(~ :+ 'k + ll~
(6.40)
6 I~ I)"
SYSD '= c2dCSYS. Ts: zoh')
and dire,r ,l ub'li/lltion intu Eq. (6 .39 t resu lt. in
where the contin u ou ~ syStem is described by SYS and th~ sample period is TI. 11 (~ - Il' T! I~ : +4~ + 1I~
"' ( ~ ) = ---::;:;:- 6 (~ IJ '

6.3.2 A Non-Causal Firsl-Order-Hold Equivalent: The T: :: .... 4~ + 1

(6.4 1)
="6 (~ -1I '
Triangle-Hold Equi valent
An interesting held equi"alem can be constn.lctC"d by imagining that we have a
noncausal first-oIder-h{lld impulse response. as sketched in Fig. 6.7. The result
is called the trianglehold equivalem to distinguish it from the causal firSI-<lrder
An alternative. con~'enient way to compute th e triangle-hold equi"alent is
again 10 wn~lder the \ t ~tc-space formul ation. The block diagram is , hown in
figure 6.7 FiB. 6.8. The continuous eqU!l ti{l n. are
Impu'se (!"Spanse of the 1.1)
extrapa!ati<m f i~ef for
x = Fx + Gl'.
the triangle hold ti :: IJ./ T.
Ii, = 1.1(1 + n.H r + T) - 2u(l ).I(1) + u(l - T)rS(I - n. (6.42)

Figure 6.8
Bl oc~ o ,<gram of the
-IT -T T triangle-hokl et;Ulva!ent
206 Ch~ pte r 6 Discrete Eqtl' \'~lents 6.3 Hold Equi"alcn15 207

figu re 6.51
and. in matrix fO:TII.
comparison of digital
equivalents for sampling
po!riod (a) T = 1 and M
(6.4.'1 )
oJ,lwp = 21f and 'H'
(I)) T = 2 and w,/wo ="
where represents the input impulse functions. We define the larg~ matrix in E4.
u wherE' ZOH = 0, ..,
(6.43 ) as Fr ' and the one-step solution to this equation is le ro-poli! = +. and
triangle .. " "
,
because i; consis:s onl), of impulses at the sampling instJnts. If we define
'00

(6.44 ) .H .""
m l
then the equntion in x bt.-.:omcs
..", 2.5
x(k +]) = <J:>x (k) - f l~ (kJ + f~w(k) . Nmmal ;z.d F"GIJr:><~
" """'1

With care. the last tWO equations of Eq. (6.42) can be integrated to show thaI '"
l '( k ) = u (k ) and (hal u;(k) = u (k + I) _ u(k) . If a new S\:ate is defined as ~(k) =
'.
!l (k) - f ,II(/:l.lhen the stare equation for the triangle ec.ui\"alent is

9:k + I J = <J:> (~(J;)+ r )u(k) + ( r, - r ~ )[j (k) ,."

= (J:>~(k ) + (f, + <J:>f~ - f ; )[, (k). 'H'
The OU tput eljuat'on is
"
"
y (l,:) = Hx(k) + Ju(k) "
= H I ~(I;)
+ f ,[I (k) + J [, (k)
" "
0
"" H ~(.I:) + (J + Hf, ltj (k). (6.46 1

Thus Ihe triangle ~qui\'alcnt of:J cominuous s ),s tem oo.cribed by IF. G . H. JI .""
with sample period T is g h-en by .H
,\ = <1:>.
"'"
....
B= f , + 4,r ~ - r l' .000 ,
C= H .
,.,
"""""hlt<! FreqJen'l" "'/OJ,
(b)
D= J + H r~. (6.47 )
where <1:>. f l . and r'~ are defined by Eq. (6.44 ). In the '''1.~TL\1I Con trol Toolbo);. In Fig. 6.9 the frequ e ncy responses of the zero-pole. the ~ero-order hold,
the funcrion c2d will compute the triang le-h old equivalent (referenced there a, a and the triani!le-ho[d equivalents are compared again for the third-order Bune r-
tirst-order-hold equivalent) of continuous ~ystem SYS by worth lowpass filter. Notice in panicular that the triangle ho ld has ell.cellcn t phase
responses. even with the re lati vel), long sampli ng period of T = 2. which corre
SYSD = c2d(SYS. Ts."foh\
sponds to a sampli ng frequency to passband frequency rati o of on ly w,/w, = :r.
208 Crn.pter 6 Dt5Crete Equi-'alent, 6.5 Problems 209

6.4 Summary 6_5 Problems

In this chapter \\'e have presented several tec hniques for the construction of di ~ . 6_1 Skeleh lho: lQ!le in the ~ - pia"" where poles ....".,.~;ixmding to tM lc ftl!alf nf tl!~ .' _piaM
crele cqui\'alellts to COnTinuous trans fer functions so that known design methods ..... ill be m<.pf"d hy tbe zero ""I. mappin~ techni que and th. zero-or(\(r-hold t("Cl!n ique.
for continuous systems can be used as a basis far the delign o f discrete system, . 6_2 Sl!ow thatEq. (6.J5) is true.
The me thods presented we~ 6.3 "!be following tramfe, fu tlC t;Qn is a lead Il('t""Ofk (\(,igned to IIdd ab<xn 61)' pl!aSf' I.ad
at ... , = 3~

I. Numerical imegroriol1
,+,
H (s)= 0. 11 +1
(It For oach of th~ fullolO.ing d~si&n n1Ctoo,h compul(" alld ptol in Ih~ :.plane the pole
(a) Rll"\\'ard rectangular ru le and l : 1Q 'ocalion, and comp'ue the amoont of ph .. ~ lead gi"en by the equi'-al~nl
( b) Bockward rectangu lar ru Je netwo"" at: , = (J~, l if T = 0.25;e{; and the de_'ign i< ,-ia
i . F...".-ard ,ectangu]..,. rule
(el Trapc:w:d. bilinear. or Tu,tin's ruk
n Bac],; ...ard rectangu lar rul.
(d ) Bilineartransformation with prcwarping
iii. Eilincar rule
il'. Bllinear .... ith prewarping (u>t w, as the w~rping fr.-quo""yl
2. liro-pole malching
Y. Ztro-polc mappins
3, Hold eql,il'(lien(S ,i. Zero-order-hold e<!uil'aicnt
,ii. Triangu lar-h okl"'lui ,"~ le m

(a) Zero-arder-hold equiva lem (b) PIN o,'or the f''''Iueocy range w. '" 0.1 _ "'. = 100 the amplitude and phase Bode
plots for eac h of tM ab<we e<!uivalenK
( bJ Nancau!altirst-order- or triangle-hold equivalent
6.4 The follo,,'ing trrutsfer fuoct ioo ;5 a lag network d ... igned to itICrca,( K, b)" a factor of
10 and ha,'e nC8ligibi e phaSf' lag at w, = 3 ,ad.
All me thods e~cept the forward r tangul ar ruk gUlrantee a stable discrete 10..- + I
S}'slem from a stable continuous protOlype with th e provision that the warping 1((.) = 10 100. + 1-
frequency of the bilinear transfonnation with prewarping must be less than the
(a ) For e3ch of tile following de.lign methods. compute and plot o n the :_pl. ". the
Nyquist frequency of ~ rad/ sec. Zero -pole matchi ng is the si mples t method zcro"jXll~ patterns of the re.ulting di5Crel~ e<pJi,.. lems and giw the phar.e lag at
to app ly computJ.ti onalJy if the zeros and poles of the desired ti lter arc kn own ~, ~'M, r ~sponding to w, = 3_ Let T
= 0.25 loeC .
=
and takes advan lage of the Iillown relations betwee n response and pok s and i. F......ard ~aoguiar rule
zeros. This is or.e of the most effect ive tnc!thods in the conte)!;t of an overa ll
ii. BJ.C],; .... ard rtCtangulnl" role
design problem and in laterchaplers the zero-po le mateh:ng method is frequently
iii. Bi lill("ar ru le
selected. With a ;ea;;onabk computer-a ided-design tool, the designer can se Jert
the method thai best meets the requiremen ts of the de sigD. The MA11.AB function i~. Eilineat' .... ith plew.. rp;n~ (U,. w, == 3 rad.an! a.' Ihe .... arping frequency)
c2d computes the discrete description for most of these di sc rete equivalents from I' . w o-pole nwching
a continuous syslem de'icribcd b)' SYS with sample period Ts as follows, vi. ZtlQ-ordc r-hold e~uj\alent

I'iL Triangle_hold e<!uin.lent

5Y5D (b) For each CaM' computed. 1'101 the Bode amplitud. 3M phase CUfWS ",'er the rllIlge
c2d(5Y5, T5, method) lL'hu"
"',=O_Ol ..... "'.= IOrad.
method 'wh' zero-order ho ld
method .joo. fir, rmder hold ttrilngle hold)
method 'tustir)" TU>l in's bilinear method
method = 'prewarp' bi li ~ar with ~'rrping
meth od 'matched' zerQ-pok: matchin~
Design Using Transform
Techniques
----

A Perspective on Design Using Transfonn Techniques

The id~a of controlling processes that cI'olvc in lime is ubiquitous. Systems
from airplanes 10 the nmional raIl'. of unemploymem. from unmanned space ~'e
hicles 10 humln blood pressure. are considered fair targets for control. Ol er a
period of thre e d~C3dc s from about 1930 until 1960. a bod)' of conlrollheory was
del'cloped baloed on electronic feedback am plifierdesign modified for servomech-
anism problcr:lS. Thi s the ory was coupled with electronic technology suitable foc
implementing the re-quired dynamic compensators to give a set of approaches
to solve control problcm~ no ..... often called classical It'Chniques to distinguish
tho::se rnethod$ from designs bast"d on a sliite-space fonnulation which came 10 be
called modern techniques. The landmark contributors to this classical" theory
art: E~an~ (1950) [root loc us) and Nyquist (193 2) and Bode (1945) [frequency
response). For random inputs. the work of Wiener (1948) should be 3dded. The
unifying theme of these methods is the u ~e of Fourier an d Laplace transforms to
represent signals and system dynamics and to describe thi: cootrol spedfic3tion~.
Controller design is then carried out in thi: ~elected transform domain. From the
pe r~pe.::tive of the 90, the lenns classical" and modem"' seem a bit pejorathe
and we prefer to classify the methods as transform techniques and state-space
techniqu es.
The methods based on transfofTTls were de-eloped before computeTli were
avai lable and Ihe engineer had 10 depend on hand cak ulaliuns and carefu l hand
plotting to achie'c lht' design . The JVJibbilil)" of ~ompu(~rs and SQI(\\arc .uch as
MATL>.B Ita,e made calcl.Ilations and plotting simple. fa st and accurate: and now
Ihe hand -plotting guidelines ~re used as verification of thi: automatic calculntions
and as a gu ide 10 des ign decision~. In thi~ ro lt'. the understanding of lhe design
process gained by the experience of doing a 5imple design by hand is well
2ll
212 (hapler 7 Design Using Tmnsform Tn:hmqU<"S 7I System 5p!!cdkatlon.s 213

.....onh the effon spent in del'eloping the requ ired skills. lbe introduction of 1be require ment on natural frequency is
dig ital control and sampled data adds new eonSlra ints Ind ne "" IX'ssibil ilits to
the transfonn de!ign methtXIs. The :-transfonn is :'ldded to the: Laplace and tl1.: w. :: 1.8/ 1,. (7. 1)
Fou rie r Ifllnsforms and IX'les and zeros ha"e meaning rclati\'C to the uni t do:le The requirement on the magn itude of the real part of the pole is
nlthe! than to the imaginary axis. The meani ngful pan o hhe frequency respon<.:
is rest ricted to half the sampl~ frequency. Each of these dC\'clopments must be IReIs,ll := u := {w~ <! 4.6/ 1,. (7.2)
understood in orec r to apply transform methods to digil::.i con troL
The fract ional O\crshOOl. Mr' is gi\'en in lenllS of tht damping ratio. 1;. by
the plOt of Fig. 4.7 which can be very crudely approx imated by
Chapter Overview
(7.3)
Building on previous understanding oflhe design of contin uous .~y~tcms. the fir;.t
design bv ~m~t"ion method for digitll des ign is bas~d on emu latio n of a w ntinuous deSign, T h~ The spetifitati ons o n steady-slale error to polynomial inpllts is determined
continllou5 controller is simply replaced "" ith a digital equil'alent comp Ul ~d b~ by the error const~nl appropriate for the case at hand as de scribed in Secti on 4.2.2.
using one of thc lechniques described in Chapter 6. The res ult may be evaluated Thc most COllllllon C"aSt is for sys tems of Type I . which is to say, systems that
in terms of poles and zeros in the :-planc. magn itude and phase in the frcquenc., havc uro ~teady-state error to a Slep inpm and finite error to a ramp input of slope
reslX'nsc. or tramient response to step. impulsc or Other input. " 0 of size f ll - '01 K, where K, is the velocity conStan t. For a single- loop system
d".ign bj' root to(~S The ~econd method introdUl;ed is the roo l locus ""h~rc it is denlOn strated with 'Illiry feedback ga in and forward Iran~fer function Dc.)G(s) as shown in
that the roles of the root loc us are unchanged from the ;ontinuous case but t h~ Fig, 7,1. the system is ~'pe J if DG has a si mple pole at I = O.
relations between pole location and time response must rder to the .:-plane rath-.>r
than the s-plane, ..,Iocity (onsunt The "elodl}' consta nt is th"n given by
Fi na lly. Ihe N)'quisl scabiliTY criterion for discrete systems is deve lo ped and ,
Bode's design method~ for ga in and phasc margins ax extended 10 di s.c retc K = ....!!. = limsD{s)G(sl.
t" ,_G
systems. In addition to The usual results. the concept of ~ystcm sensitiv it y i)
d~lign by freq u"ncr developed to show how rrequ ency res pOR..e can be used 10 cause the system 1< '
r""pons" be robu st wilh TC5pcct to both siability and perfonll ance when the plant tran.~fC' r The facl that in discrete sy~e mS the cont rol is applied as a piecewise coostant
runclion is su bjected to botlnded bm unknown penurbations. signal causes a rough ness in the respon se that is directly n: lated 10 the sample
frequency. A specificatio n on roughncss leads to a specification on um ple pe-
riod , T. Thili parntneter is so imponant to the design of discrete cootrois tM t
Chapter 11 is de\~ted to the decision. At thi s point. let it suffice 10 point Oll t
7_1 System Specifications that the smaller the T. the bener the approximation to continllOus con trol and the
smaller lhe roughness.
We first consider the de sign specifications that Ihe con troller is expeeu:d ttl
ac hieve. As rel'kwed in Chapter 2. the central coocems of controller desil!n A reasonable choice of T is one that results in at least 6 samples in the
are ror good transient and steady-state responSt and for suflicjcn t robustncss. closed-loop rise tim e and better. smoother control results if there are more
Rcquirementson lime response and rotu\tncss nccd tobe ~.~prcssed aseon51raint~ than 10 samples in the rise time.
on s-plane pole and zcro locations or on the shape of the frequcncy response in
order \0 permit lks ign in the tran sform domains. Dynamic performance in th e
time domain is de fined in terms of parameters of system response to a step in Figure 7.1
command inp ut. The most freq uent ly uscd parameters are the ri se tim~. I,: the A unity feedback system
scttlin g li me, I,: 6e pen:em overshoot. M : and the steacy-stnte error. '", These + ~ w y
r
parameters, which apply equally .....ellto dl!>Crete control ls 10 ..:o ntinuous control.
are di scussed in Section 4.1 .7. 1lle s.pla ne expressions of these requirements arc ' -~
summarized by the fo11o..... ing gu idelines: ~
21t Chapin 7 Design Usi ng Tr~n5form T~dmi ques 7_2 D;>sign by Emula tio n 215

mainly a combination of these two ideas. A controller design is done as if the

system is to be continuous and. after a >ample period is selected, a discrete
Whal il ll!.; I'dat i"" ""'w~~ n <ampling (req~enc)" and ~~,tem nJtural (~u . nC)' if tho.>re:tr~ II, equivalent is co mputed and used in place of the continuous design. This discrete
s ample. in ~ ri~ ti mo~ cont roller rna)' then be simulated and tested in the disc rete control loop and
modifications made. if necessary.
StJIUlion. The ,amp ling f~""noy in radiansl~c i , gilen b)' "', = 2;I' / T and ",,'e a~su~ t h~t
ri>e time ~ nd natural r~lI<'!l<:~ arC re lated by E~. (7 . I) "" tit"t
7.2.1 Discrete Equivalent Controllers
"'. '" 1.S/ I,
Techn iques 10 compute di screte equivalents rue described in ge neral terms in
L'
lO T Ch3pter 6, and their performance is illustrated on the bas is of filter frequency
SulJ'>t ituting fOf T. ""~ find that response s. In this c hapter. we are interested in controllcrs for feed back control
and in perfonnance comparisons on the basis of time responses. Any of the
techn iq ue s from Chapler 6 can be used for the purpose: here we illustrate the
use of the po le-zero mapping equivalent and ex.plore the choice of sample period
by example. An alternative approach that considers directly the performance for
"'. '" "',/35. the discrete controller in the feedback context has been described by Anderson
In othl,-r word., the ,~ unplt rat t, "'" should tJe J5 times f~_<te, than ihe n~rural frequen9', "'., ' ( 1992). The method described in that reference leads to a muhirate sa mpling
---------- + problem of the sort which will be considered in Chaptcr II.

From this e~ampl e . we conclude that typically the sam ple frequency should Example 7.2 [kj,s:n oj Ammnaxr,o COIlrrolln
be chosen to be 2Oto 35 times the dosed loop nalUra l freq uen cy. Slower sampling
A block diagram of the plan! for an antenna anglt-tncker is drawn in Fig. 7.2. The transfer
can be used but one would ex.pect the res ulting tran sient s t) be ex.cessi'ely rough.
funclion is gi\O" b~'
Robustness i. the proper1y that the dynam ic response (including stabilit:
1
of course) is s ~tisfac t ory not on ly for the nominal plant transfer function used G (s ) = .'
s(lOs + tt
for the design bUI also for the en tire class of tran sfer functions that ex.pre'i~
the uncer1ainty of the designer about th e dynamic env ironment in which the real Tho: sptti!icatoo, for !his system arc
controller is expected to operate. A more comprehensi,-e discussion of robu,tness
1. Ovm hoot to a step inpu1 less than t6<;t-
will be gil'en when desi gn u~ing frequen,y response is ,onsidcred. For root l ocu~
design. the natur31 measure of robustness is, in effect. gain margin. One can 2. Settling time to 1% to be kl> than 10!;ec
readily compare Ihc s),slcm gain at the desired openlling point and at the poin tb> 3. Track.ing error 10 a ramp input of . lope om radls.tt 10 be less tlt.an 0.01 rad
of nnSCt of instabi lity to detcrmine how much gain chang! is acceptable. 4. S~mplin~ time 10 give atlea!;l to samples in a rise-time

Design a ~ontroller for thi. syslem using the method of e mulation.

A typical roOCMness requirement is that one should hlvc gain marg in of t\\o
so that the loo p gain must double from the design va 'uc before reaching the
Solution, From th e specificatio n_' one oan estima1e the acceptable region in the s-pl ane for
stabil ity boundary. the closed loop poles_ From lhe o,,,rsl>oor rj uircmen:, we conclude that !he damping ratio

7.2 Design by Emulation Figure 7.2

Bloc. dl<lgram of the
The elements of design by emulation have bun covered alread y. Continuous pla nt t ransfer tuncl on
contro l de sign is rel'iewed in C lulptcr 2, and in Chapter 6 the tech nique s of
computing discrelC equi valents are de scribed. Control des ign by emulation is
216 Chapter 7 Design Usmg Transform T.dmiqu~ ~.2 De sign by Emulatio n 217

Fig ure 7.4

mu,t Ix I: ~ 0.5. Fro", the senlinS lillie .. qu; rement "'e conclude that the root< mu.>t hale a
Root 1o<:\lS :01
~al pan of (f ~ 4.6/ 10 = 0.46. fin ally. from the steady,tate err",~u;""Mnl. w. ~oocluJc
c()mD~ns.aled a n tenna I ~
lhat the ,.locit)" ,omtanl is comtra;ned 10 Ix K, ~ ~;,: = 1.0. Ea.s.ed on tl><'" limils on lho:
damp;ns ratio and 11lt re~l.piI" of the pole ...... con sketch 1he ac<eplabk reg ion fOf d<>;eJ
loop pole~ ;n th e ,plolM as done in fi~ 7.3. UI;ng I.ad COmpemllilln to caoceJ a pJant pol~ """'"
a firn ,ho,ce for cont'olle r might be
lOr + 1
DUl = - - - .
,+ , "
~
Th( root locus for thi, choi ~ i\ drawn in fig:. 7.4 u~ing '\\An.AB cw\!na nd~ to c nle, tile pl am I
"
a, a 5)stem. a nt. the ( ompen,alioo as leiKIl and 1M product II the open 100" system . sysol. ..
" !
.o. ~
np., I , I
d p=pO I 0): .,
ant", tf(nJ.dp): i
.1.5
nc" 110 II:
u ., o .~ 0'>
1
d< '" II 1];
Rool ,h" "
!"
Jeadl" tf(nc,dc.O.2);

sywl = JeiKI l alit

The I""awn; of the rI)O(' with K = I rorr-e'llOn ding to a "docit)" "onmlnl of K. = 1 ....
r!ocus(sysol) murked t>:. 1h~ dot. m mpule<l b~
p = rlixuslsysol.I.()).
The natunl freq"" nty fnr the g;"en pole lOCalion.' ;s esrentially (to, = !. "hi.1I .orr6ponds 10
Figure 7.3 r;,e lime of J, = 1.8s The indicated ."mpling period i, th~, T = !.l 1O = 0. 18. A "a lue
Acceptab:~ po le of T = 0.2 "i~1 be u..:d fOf this e."m ple and a "a lue of T = 1.0 illu.m-aled later to d"m:lli~.
100atioos for the the df<cts of the ~hoice of T. The compen'" lion. D l.'). g:iH o b) Eq. 47.4 '. ha, t" o firstorde,
arller,na cont/ol f.clors: lhe zero is ac s = - 0.1. and the pole ;~ :lI f = - I. The pole...,ro map ping 1echnique
"''lui,.> Iha l exll siniul.rily i, mappe<l according to ~ = . T: lh.r~for . we t3k. DI:) o f tile
r"~
I)( ~ , = K -- _ ._' .
" : - I',
and pi"". a zero "1

and a pole .1
1', =, - 1"' ; , = 0.81Wl .
. ,
Tn rn.' . the d; g. in of 1)(: 1 and mSI be idem'ca!. w. lequire tll\

d;: ~;n = lim Dl:I = lim m" = I

,- , <-"
., =-~0798~0~'
= K -;-
j) . ~ l g7
2 18 Chaple r 7 DeSign Us ing TrJnsform Tech niques 7.2 DeSign by Emulatton 219

Agiure7.5
6kxk di.Jgram of 'KImp lE'd-d.lta system
K = 9 ,15,
aOO Ihe de>i~ n of the discrote equi,-a!ent corTtpt'n>",ion has Ihe lfan sf~r fUmCl Hm Go;.

Dr~ ) = 9,)5 : - O, 9SO~

,---- ----- --------- ----1
: 0,8 187
To computC l~is re~lIh ;n M,\n..... s. the command 1< T 'I lOll I 'I l~:' 8'-Ef1 Of' l : 11> 1 T
~ __ _____ _____ ___ _______ J
~dld '" c2d(leadl ,0.2. '<Taldwdl
- _ . _- - - - - _ . _ - --_.-. wh ich is
- ---- - - -- - - - - - - -- - -
Example 7.3 11'1j1km"llll"g (hrC.'>I1 /1 ,>/il'! G(~)= -
-- Z
--, I' -:-
.: r
Gi,'c lhe differ"l!llCe equation lh~: cQfTe.ponds 10 the [)(ZI given by Eq. (,.6/. Us ing the tables in ApI'Cndix B. we fi nd

Solution. Tlte Ir:m!fer fun"ion is (om'C rtcd into a di ffe'~oce e'Pl. tion for impltmcll'3,ion ,-'1 T, , "I
u. inS th~ Kk.\ d.,..~d in C~lpo:~r.j . Spiti<:a ll ~. we fi!>t omllip ly lop alld \>ottom by ; ' G{:I=-,- (.::_ I ) l - a{:- IJ + ;;-:_ .. _.r
10 obcain

1
-c_A~':,+",8-,,;"-
Df :) = F(:I = 9.15 I _0.9801:- . = tI{ : 1)(: .. . r )
1:) 1 0.81 57:.- 1 where
A=(! -~T+ tl T - 1

For th is ella mple. with T = 0.2 and a " 0. 1. this ev.alu3tcs to

The ~ t'~m,rorm (~rres~Hm alxwe is con"crted to the d;ffc .. n ~. e<jJation foml by OOIi n8 tl!~, .: + 0.9934
: - 1 repres-: nB a I-cyd e delay. Thu. G(:) = 0.00 199 (.: _ I H: _ 0,9802) ' n.s)
" I ~) = 0,81 87 ,,(t - I) + 9.1 51 e rA) _ 0.9802 ~ (k - 1)), Of course. this can be computed in MA11.AS as the di sc rete model of the antenn a
Thi' eq uation C~n he directl y ,,alu.:ued hy a compUltr.
- - -- - - -- - - -- dntd " c2d(a nt,O 2).
With the tran sfer fundion of the plant-plus-hold and the di screte contro ller.
we can obtai!l the sys tem difference eq uati on and ,ompule the Slep rcspc)(Jse.
obviously most fas ily usi ng a Compu ! ~r aided desig!l p3c kage. The steps are
7.2.2 Evaluation of the Design sysold = leadl d '" antd
A de SC ription of a dis;i tal controlle r that is ellI'C'ted to s3 ti sfy the _pedfication.<
syscld = connectisyrold. l J - I])
for the allle nn a Cont roller i.~ now complete, A block diagram of the sampled-data ste p(s~c ld ).
system with dbcrele controller is gh'e n in Fig. 7.5, To analyze the behavior of [n thi s case. the step response of the system with the discrete cont ro ller is shown
thi s compensation. we first detenn inc the .::-transfonn of the w ntinllOOS plam ill Fig, 7.6. The figu re ,on finn~ th at the discrete control,ler win perform ~t i sfac .
(Fig. 72) preceded by a ze ro-order ho ld (ZOH ). tori l\'. nlbeit with Mllllel< hat incre ased Ol'trshoot Th i, Sim ulation was ' 3med out
u"ing the linear. discrete model of the sy, tem. As menti oned earl!e r. ~ imulati o.n s
G (-) = ,
- --I 2 1l'\S+(j
' )I' 0 .7; ca n be- embellished with the important nonlin earities such as fncnon and w1!h
~ ~
220 Chapter 7 0e51gn Usi":1g Tra llsform Tt chm ques 1. 2. DesIgn b) Emulation 22 1

Fig ure 7.6 Figure 7.7

Step respoo ns e of the 5 5t!'? responSE! of :he
Hz contro'ler l _HzcOll troiler

' .0 \
o "
\ .. ,o"nnuoo! 000,,01
1i 0.8
,
~ 0.6
~ 0.4

~"/~~------I
" 0'
o.~ o!--C,C--7---;,--.c--",",--;"~-,c,~~".---!",-~,, , ..
Ti rnc l!Cc) " " " T irn< I""'" " "
computation delays in order to assess their effects in addition to the effect of th e Fi g ure 1.8 ",
di sc reti zati on appro ;o;.imations. Bode plot of Ine
contin uous design for
the a n tenna cOl"wo l
,, ,,- 1
5,
Example 7.4 .-l."lennQ 5<"r\"o "'1th ~I(l" 5amplir.g ~ 10 ' 1
Repeat the ante nna de,ign with a sample late of 1 Hz ( T = I se-c): i1 th is case the sample Me
il 3ppro~imately t..-o tampln pet n!le time. 10"
10 " 00" ,,'
Solut ion. Repeating the calculations as in Eq. (77) ... ith T "" 1 SC-CTeSll1t ~ in .>0

GI;, = O.
"",'' (;c-'c'I ;+, 0.90(8)
J(~0"96~7~2~c O .9 t ,. .,,,,
FurthcrmGre. "'pealing the calculatiOfls that led to Eq . (7 .6) but ""i th T "" I sec. we otlta in
;-().9048
DI ;)= 6.(i4 ~ 0 .3679.
70
( .1 I
> I~

,\ plot of the Step ''''ponsc of the Tes ultlrtg sl~te m i$ $hown in Fig. 7. 7 ilfld sl\(w,s sub \t;;lJ\tial
J,w r ==~~
~
'- 'M ~
deg'adation of the re~~ 3, a "" ult oft~ e slow s:o.mplin g. A partial explanation oflb<: extra. .100
10" ~ 10 0 10'
o..-crshool can b<: obIai1ed b~' look ing at thr Bode ploc oftlte cooli nucu s design. compuled ,,'ith .. "..v>o1
bode(sy\.Ol) and piQue;! in Fi g. 7.B. The designe d pha<;e margin in lh ec{l ntinuoos sys tem i. Sn
to he ~ l .B ' . As " ..., ;n.l.ical.d in Chapler 4. the sample and hold can he rwg hly awro~imated ratio is abo ut 0.19;mJ the o,e", hooc i, e~pected to b<: about OA ,alhe' Ihan 0. 16 a.~ de,i~ 'JCd.
by a de lay of T 12 Stt . At the crosso..-"r f"'q1.le ncy of w< ~ = 0.8 nd. and ... ith ... mp~ng 3t The ~e p ,""spoo>c .VK1><1' the actual .\10 '" 0 .5. so mo:<t of the nu-. o"c rshool ;, explain <->d by
T '" 0.2. lh.is c<>m,pooos on ly to = w<p T = 4 . ~ . IIow"..-. ,. at r = 1.0. tile samplehold th. wrtplehd d detar.
dela~' Cl)I'Tcsponds to -; = 2)'. Thu s the effccti,e phase margin wi th a .anlplc and IlOld is
",dueed to Pm "" 51.8' - 23 = 28.8' With this small phase ml,~in. the eff.,.-,ti,e dampin~ - +
 ,

222 C hap\~r 7 D~sign Using Transform Techni ques 7.3 Oire<:t Design by Root locus in the t Plane 213

The examples presented here illUMrate only ~ sma ll selection of the altema" ratio. Unde r the .\" toz mapping. lines of constant damping map into logarith-
ti\'es for de~ign by em ulation, An imm ediate impro\'emen t """Qu ld be expected if mic spirals in the r-plane, With these guidelines. one ~an read il y estimate th e
the continuous design were to inc lude at the outset the characteri stic T /2 delay of dynamic response parameters based on the polezero patte rn for simple transfer
the sample and zero order ho ld. Other than this modifica tion, the other algorithm~ getting 1K(~pt able po le fun~tions and can derive usef\ll guidelines for design of more complex systems.
for discrete cquiva:ent desi ~n can be tried. 1llcse include the \el)' simple Eu ler Io<ati on in th~ Lp la ne In summary. to get the specifications on acceptab le pole locatio ns in the : -plane
rectangu lar ru les, the bilinear transformations. and the seve ral hold-equivalelll
methods. The triangle hold equivalent appears to be especially promisi ng.' There
does net ~em to bt a dominant te<:hnique that is best for every case, The designe r Estimate the desired w. ( . and Mp fr(lm the continuous-lime re ~ponse spec-
needs to explore al:erna til'es bas.t:d on the particular syMcm. tfle required perfor- ificati ons. Compute u = ~w .
mance specifications and th~ prac ti cal constrai ms introd uced by th e tr:1:h nology Compute th e radius r c=: e-" r.
to be used for im!-= Iemcn tatio n to guide the final choice. Here we now turn 10
cons ider the direct discrete design me thods. begi nning ....im design by use of the Obtai n a plot of the zplane showing lines of fixed damping and w. TIlC
root locus in the ,:?lane. MflTLAB ~om man d zgrid will do thi s. ploui ng { in steps of 0.1 from 0.1 to
0.9 and w = N;r/IOT for in tel;er N from I to 10. An example is shown in
Fig. 7.9. The com mand a _is equal will cause the unit cirt:le to be plollcd as
7 .3 Di rect Design by ROOl Locus in th e z-Plane a circ le and the ~omman d axis([- l 1 0 , Dwill cause only the upper hal f of
the d rcl e to be: ploned .
TI!c root loc\ls introduced by W. E'ans is based on graphical rules fa r plolting Mark the region of acccptable closedloop pole locations on the plane,
Ihe roots of a polyno mial as a paramete r is varied. T he most co mmon root Jocu~
is a plot of the rOO I; of a closed loop ,haracteristic polynom ial in the s plane a~
the loop gain is \'aried from 0 to 00. In li near di~rete syste ms also the dynam ic
performance is large ly determined by the roots of the closedloop characteristic
poly nomial. in th is case a polynomial in ;: with stability represen ted by ha\'ing
all roots inside the unit circle, The consequ ences for dir::cl digilal de sign arc
that one can \lse E\ans root loc us rules unchanscd. but that the performance Figure 7.9 3m3T
~pecificatians must first be translated in to the ;:plane. li n~ of constant
damping and n~tur~ 1 7<rlIOT )",.10T
frequenC)' in the zpi.Jne 0.' "
7.3. 1 z-Plane SpedficaHons 4....5r "
0.'
Figure 4.26 is a map of the unit disk in the :-planc on which is superimposed .,
di screte system tiITe re sponses that correspond to se'cral typical :plane pole :u
%/10r , Q,;"
locations. TlJcse can be used to make the translation of d; nam ic re-spanse per- "' . .1'.1 .'., . .
0.2 1 \ .... :
formance specifications to a region of acceptable poh: locations. For example.
we have seen thaI ri se time of a contin uous ,econd-order system is found to be : ( w .9
0
ime rsely proportio nal to nawral frequency as given by Eq, (7.1 J. Since poles in
the s-plane are mapped 10: = e,r. the natural freq uency in f map s to t~ ang le of
the pole in polar coordinates in the :-planc as (J = Wd T where w~ = '" 1 - (w.
.,
<.
Settling time is fou nd to be inverscly proportional to the magnitude of the rea l .'..
part of a pole in the s- plane (0") which maps to the radiuJ of the pole in the ;:_ <.
plane a~ r = e - r . The step response overshoot ''aries inl"crsely with the damping
<.
1 In tho ).,hll...\U C~nt",tTooIbo~ ful\Cl'o" c2d.l~ InU gt, Mld i,calted . fi"' -ord<rholdi~m:"I!nirio"
of 11>< I...' lhat it ;, fi"" Qr~" bold .Itt.oo g~ il i. """"a~l(!/,
.,., o,s o 0.'
22-+ :::hapter 7 IXsign Using Transform Techmques 7,J Dtrect Design by Rool Locus in the Z-P laIX 22.S

combined as before according to Fig. 7.5. where it i ~ now understood tha t the
Example 7.5 Z- Pl"nt5~'ifkm.vm reference r and the disturbance III are sampled versions of their continuous
Indicate vn a.~ plarte map the region of accopuble closedloop pole. for the antenna design of counterparts. Proceeding as we did for the continuous syste m. suppose the in put
Example 7.2, r is a step. r{k) = I(kl. and the disturbance w is 7.ero. The transform of th e
error is computed using the same block-diagram reduction tools that app ly for
Solntlon. The gi'en ~pecifical;On\ Ir. Ihallhe ,y,len! i. to ha\'( a damping ratio of { :: 0.5, contin uous systems represented by th eir Laplace transfonns, eXCept tha t now we
nalUral fl'e{]l.lenq' of "', :: I . and lhe real-parts of [he roo" are 10 toe g[ealn than (U. The use D (z) and G(,) , Doing this yields the tran~form of the error
standard ~ oflht ~ pla.ne ,how. lhe curve corresponding [0 .. = 0.5. With 1M 'oquiremem
thai the I"00I; co~pond to a n~ tu",1 freql.leOCY greaTer than "', '" I. ...e rleCd a plot On tM H( :]
!oIandard grid corresponding 10 N '" lOT "',/.7 '" 2/:r :::: 0.64. The last requirement mea", Ef~) = I + D(z)G(~)
that the roms in tbe ~ -plan e mu~, be insidoe a ci ,,;le of rediu! r ::; ~ ---1!.Jr '" 1).9O-l8. The enn:e.' ,
corres ponding to lhc!ol: cri teria= mar ked in Fig. 7.11). =
~ - I I + D(:)C(~)
discrete time final .alue "The final ~'a l ue of e{k). if the closed loop system i~ stable with all rOOI S of
1 + DG = a inside the uni t circle. is. by Eq. (4.115)
The ~pedfication of steady-state error also follows the continuous ca'll: but
transferred 10 the z-pl~ n e when the controller is implemented in a computer and
e(x) = !t ru(: - 1) - - ,
. , --,,,,'
=0:;
re presented by ill) discrete transfer func tiOn D(:). The discrete transfer function : _1 : - + II D( z)C (z)
of the plant is given by ,
1 + O(1 ) C(1)
Gfl) = (] _ ;:-')Z {G;S) }. (7.11) , (7. 12)
1be closed.loop system can now be represented in a purely discrete manner. I + K~
The disc rete transfer functions of the controller. D (z) . and the plant, G(z), are diKrete sy.tem type Thus. O (I)G( I) is the position error constant. K~ . of the Type 0 system in
discrete time if the limit in Eq. (7. 12) is fin ite, If DC has a pole al ~ = I. th en the
Figure 7. 10
error give n by Eq. (7 .12) is zero. Suppose there is a single pole at ~ = 1 Then
Plot Of a((o~ptable poi> we have a Type 1 sy~e m and we can compute the error to a unit ramp inpu t.
locatiOl1~ .n the zplan-e 0.8 r(kTJ=kTI(kT)as
T' ,
E(z) = - - . - , .
(~- J) - I + D(zlG(:)
.,: .--
. Now the steady state error is
s 0,2
.... ::: .
< . T: 1
eeoc) = ltm (~ - 1) - - - , - --
! 0 ,-I (z - 1)- I + DC
..
T,
, 0,2
\ = li m ;,-~,,"i'-:-;o=
,-I (: 1)(1 + DG)
.,
=
K,
(7 . 13)
(/,6

-(/,g
Th us the wlocity co n~tan t of a Type I discrete system with unity feedback (as
shown in Fig. 7.5) is
., .l,- --c.;,;,::::;;;;::~o;::::::::::::::;o~,;---~ . (z - DO + D(.:)C (z))
R l A<is K = , 1m ,
':_1 T~
116 Chapler 7 Design Usi ng Tr;msform Techniques 7.3 Oireu Ot:Slgn b~ Root LQ(u~ In ,he z-Plane 227

which simplifies 10 Because of Eq. (7.16). the limit in Eq. (7 . 17) is indeterminate. and so W~ can use
L Hopital"s rule
K = lim (: - I)DWG(z).
' ,- , Tt _ ,_ = lim (d l d z)( 1 - I{(d)
TK, : -1 (d ld:)(: I)
Although it appears from F..q. (7.14) that K. is inversely proportional to
the sample period. this is nOl the case if comparing for the same G(s). Th~ = li m!_dH (::J ! .
reason is that the transfer function of G(z) computed from Eq. (1. 11) is typically ;- 1 dz
proportional to the sample period. This proportionality is exact for the very
However, nOl.c thaI by using Eq. (1. 101 agai n. at ~ = 1. we have
simple case where O(s) = I/s. as can be seen by using q. (7 .11) and inspecting
Entry 4.in Appendix B.2. For systems with a finite K. and fast sample rates. th is d Id d
- In H( ~) = --HI:) = -HI:).
proportIonality will be approximately correct. The result of this proportionalit~ dz H d~ d:
is that the de gain of a continuous plant alone preceded by a ZOH is essentiall\ so th;;lt
the same as thaI c{ the continuous plant. -
I . rJ
--=hm--lnl/ (: )
TK, ,- I d:
"Truxal's Rule, Discrete Case =lim _~ ! lnKn (: - :;l !
;- 1 d= n (: - Pi )
Because systems of Type I oo;:cur frequently. it is usefu l to observe that the value
of K. is fixed by the closed-loop poles and zeros by a relation given. for the = ,_
tim, ~ [""'In(:
- II: - :) ''"'In(= - p,l + ln "I
continuous case, by Truxal (1955). Suppose the overall uansfer function Y/ R i, L , - L
H{ =), and that Hi t ) has poles p; and zeros z;_ Then we can write
~
H (z)= K (Z - Z,)(Z-,<) (z - ; )
= -''.~ I L:-~- ..,
. - L~!
(7. 15; , I I
(z - p ,)(z - p) ... (z - P.)
={; I -P, -~ I - =,
Now suppose thaI H(z ) is the closed-loop transfer fu nction that resu lts from a
Type I system, which implies that the steady-state error of this system to a $tep We note especially that the farther the po/n of the closed-loop system are from
is zero and requires that :: = I. the larger the velocity comtaIll ;;lnd the smaller the errors. Similarly. K ,
can be inerea,ed and the errors decreased by ~ r(J j d(Jst to :: = 1. From the resu lts
H(1) = I. (7.16) of Chapter 4 on dynamic response. we recall that a zero close to :: = 1 usually
yiC"lds large Q,crshoot and poor dynamic response. Thus is expressed one of the
Furthermore. by definition we can e.o;press the error to a ramp as classic trade-off silUations: We must balance small steady-state errors against
good tran s i~nt respollse.
(= J R (z)(l - H(z)
T,
= (z _ 1) 1 0 - H(z.
7.3_2 The Discrete Root Locus
and the final value of thi s error is given by The root loo;:us is the locu~ of points where r(JOts of a characteristic equation can be
found as some real paramcter varies from ze ro to lafc \alues. From Fig. 1.5 and
. Tz ~ 1
e(oc ) = hm( ~ - 1) - - . ( 1 - H (=JJ = - ; bloo;:k.diagmm anal ysis. the characteristic equation of the single-loop system is
:-1 (: - 1)- K,
I + D (~)G (:) := O. (7. 18)
therefore (omi"in, a factor of ::: in the numcrator. which makes no difference in
the res ult) The significant thing abou t Eg. (7. 18) is that this is exactly the same equation
as that found for the s-plane TOOl loo;:us. The implicatioo is that the mcchrmics
I . 1- H(z) of drawing t~e TOOt loci are e.o;actl y the same in the :plane as in the s-plane:
(1.11)
TK. =~~": z I' the rules for the loo;:us 10 be on the real axis. for asymptote construction. and
228 Chap:er 7 DrSlg:l Using Tr.ms Foml Techniq ues 7.3 Direct De~ign br Root LOCU5 ln Ih e .::Pia:'.e 229

for arrival/departure ang les are all unchanged from those developed for the s. radiu~ofllM: rOOIS nc'"Cr "eTS Ie,;, than 0.95. pre'enting the r, ;~ifica lion from being me!. The
plane and reviewed in Chapter 2. As mentioned earlier. the difference lies in system goe~ umtable al K ~ 191 ..here K, = 0.92. as can b-e \"eri6ed b~ usin~ Eq. I 7.14JI .
".. hieh mean, thaT lhere is no stable ,al~ of gain thaI mem t~ steaody ~tat e error ,pecification
the interpretation (f the results because the pole location" in the ~.p lanc mean
with thi. tompensalioo.
different things than pole locations in the spJane when we come to interprel
If we canoe lt))e plant pole al 09()..lS ..i!h a '1"0 ud add a pole al 0.3679. We arc using
system sta bility and dynamic re5pon~e .
lhe lead compen~lion of B] . 17 .10\. 1lte rooc locu s for thi, control ,ersus the g.in K lK was
.qualm 6.6-1 in bj. 17.10)1 computed "i lh rfocus(sysolcl) is abo sketched in Fig. 7.11 as t~
- - - --- solid CUf"\"C (b). T~ poinl> . p, ",hen K = 6.6-1 are computed .... ilh p = riocu5(sysok:t6641
and mark.:d by dot,. We can ~ thai a damping ralio 0f aboul 0 .2 is to b-e expe.:led. al ",e
Example 7.6 DiS<:lrlC RllOr Lilcu. DrJign
have pre,ioosIJ =n from rhe Slep respollst of Fig . 7."/ . This gain.llowt"\er. does result in the
))",i!!" tho.> nntenna '),ilem for the .Iow s~ onpling cas.e- ",ilh T = I sec using t~ di,n.,te rOOt speri5ed \-;uut of K,. = 1 because Ib.is crilerion w~, used in am,ing al Eq . (7.10). The locu~
locus. sho"'s Ihat inc reasing tl>e p in. K. woold LO\\"er the damping ralio ,{ill fu nher. Bener damping
could be achie'td by docrea>ing tl>e gain. bll1ll>en lhe criterion of sleady,sllllC error ,.o uld be
SoIUlion. The e"Kt di>ereLe modd of the plant plu, huld i< gi\-.:n by the GI~' in Eq.I7 .9 J. ,iol:uw. II is 1be,eforc clear lhatlhi~ chui.., of compensation pole and zero canllOl meet t~
If the controller c"OO,i>led <imply ofa p",ponionll ~.in r O~~ \ = KI. rhell)("tl~ of r()()l5 ,e .'I.I, specificatiOn> .
K con b-e foond by sohing the charncl~ri\lic e'lualion A bc1ter choke of oompensat ion can be e~~led If we transfonn Lhe specifications inm
The ~.plane and seleet I~ compensation 10 lal l the closed loop fOOlS meet those ,,,lues. The
originalspeci tkalions ",ere K,. ~ I. I, ~ lOs. and , ::: 0.5.lf .... e tran.lfonnthe ,pecilkations
to I~ ~plane \Ie COnl pute that 1~ 1, specification require, Ihal the roots be inside Il>e .adius
for man)' ,alue , of K. The .esult co mpmed b~ rlocuS(3ntd) is lOOWO in Fig. 7.1 I a, lhe da,~d r = e-o! = 0.61. and lhe o'CfShoo Trequires Ihat tl>e r<.>JlS arc inside the { = 0.5 lpiral. Thc
ar~ marhd (a). From , tudy of tIM: TIIOI. locus ,,~ shou ld remember that this locu., . with t"o f"e([uiremc:n! lhl.! K, ==: I "ppliC'5 in e ither pllll"1e b>JI i, computed by Eq. 0.1 .1) for the :p lan e.
pole M! ooe 2~rQ. i., . ci"le cenLered allhe lero (: '" - 0.9612) 3M br~:1l:ing ~wa)" from th~ It is typic . l1y adYan!>gcou. 10 u >c the design ohta.irlCd using enlulatiOil and to modi(~ it
. eal ..~i, b<:twcc~ lhe 1"0 real pole,. uling discrete desi&ll melh OOs!oQ that it is at:ceptable "The problem with Ib: emulationl>alld
From the roor: loocus of lhe uncornpen.'kIted s}stcm IFig. 7.III~U it is de .... IMt >om. design is that Ih: damping il too Jow at the mandaLed gain. a situation that is Iypically remedied
d)n3mic ~omp"'n\.ation i.\ . equired if we are 10 gel ",ti,f""to.)" .espon~ from this s)'~em. The by adding more lead in the compensalion. "lore lead is ob:lined in the J plane by increasing the
~paralion beI,,~en lhe compcnsal ioo ' pole and el"O: aDd t~ Sa!l"K' Ilolds troe in the :.plane.
Therefore. fOf a first try. lefs kttp the 'ro ",here it is Icanceling me plml pole ) and <l"IO'e the
Fi9u re7. 11 rompensaLion ,ole to tl>e left unt il the 1000S and K , arc ileXeptable. After a few lrial.l. we find
ROO! kXi lor antenn3 f~ " . , that There is no f"'le locat ion thal sali,fies all the requirement s ' ,'\though mming the pole 10
desig n: i3) I the left of ~ :;; 0 wi ll produce acceptable ~.plane pole locltion . the ~a.in K .. is not sufficiently
Uncompensa ted system; high to meet t~ce criterion (Of steadystale error. The only ...ay to raise K,. and to mtt l lhe
[b) Locus w lh D(~) -1 require ments fer damping a tld s.e1t lin~ lime is to mo,. lhe zero 10 the left also.
having the ~el and ". After SOme lrial and elTor. "'"C see lhat
ZNOS of Ec . (7 . 10)
; - 0.80
(1. 19)
DI ~) = 6 ~ _ 0 .05

meets the requi:"ed ~pla11(" constrainli fOf Ih. comple .. roots and has a K, = 1.26. T he root
locu~ fOf Eq. (1 191 i, ,ho ..n in Fig. 1.12(a). and tile ~I corrc.pondiog 10 K = 6 are marked
by square . The fXI thaI all requ irement, >e<:m to be met i, erw:ouraging. bullh.", is an
,,' additional real root at ~ = 0 .74 and a tero ~t ~ = 0.8. which may degnde lhe actual respons.e-
from tim e:<l)(X'lW if it wen a second-order ~yS\em . The aclual time history is ,h o,,n in
Fig. 7.12(b). II sho"'s thai lhe o,"el1hooo. is 29';< aod the sellling time i.1 I ~ ,oc. Therefore.
further ileration is re'luirw to improv( the damping ;lIId to p,.nent lhe real rOOl flom slowi ng
do.... n the re5~.
A compensation Ihat ad,ie\"(! lhe desired resull is
, - ';''' '.,dof_, o(,,,,,, ''t ..... ,
, . -j" ... , .... ,~
... ~ : - 0.88
r . ......... ,.... D(z)= I } - - . (1.20)
~ + o.~
 7.3 Dlr~ct DeSIgn by Root Locus in lhr <:-Plant"" 231

Fig ure 7.12 T he d,mpinl', a:>d radill' of lh . ~"mpl~~ ro01, slIt...r,nli..lI) c~,ecd th~ 'P<'cifi(d limirs . (lfH.!
Anten....a Ce50grl with K. = I.. AlI:IOIJgh Ih( re.:ll 1"001 i~ .to....., Ih.n the rf~'i"u . <k\ig~. it i, wf) olQ$e 10 a
DI.J) g iven by Eq . (7. 19): zero Ihat altenu , tes iI' comribo.lli on to In., "'.-;porI"'. The <00I 10<"u, fOf all K's is ,OO"n in
(a) root kxus.1b) step Fig . 1 I J(~)and t!>c lime ",.>'On,., f/)f K = D in Fig. 7 .1 3<b ~.
re<..pDI1 Se NOte Ih a1 6. pok- ofEq. 0.20 ) is on the negali" e re11 ~-plJlIC axi" In g~O>eral. pl:k:ement
of poles <m the >lCl!'ll i~e real a~ is , hould be- dotIC .... ith .,ome <:lIl1ion, In thi. else , how.,'er. no
ad,uS( cff....:t. rUl/lted I:><'.alls. alll"{lOl' were in ,,d l-damp.'d local ion~. A' .:In u ample of
" 'hal coold haJl?" n. co n,i der the "omP<'n.ation

Df~ J =9(:-O,8~ (7 .11)

(: + 0,8 )
n.. root 1;>;11\ ,'sus K and Iii<- "ep rosjX>nse ar~ shown in Fig . 7.14. A ll rooI.' are
real " 'ith one root al ~ = - 0.59. BUI 1his no: gatiw real " i, mol h~, ( = 0 .1 and repre,..ms
a damP<'d sinusoid wi th fJ e<:jllellC)' of "'.12. The ourplll has , 'ery 10"," oHr-<IJOOI. rome< "cl)'
<1.,... 10 meetin~ th~ ""!t ling lim< s!,<,cilkltion. and has K, '= I . ho"'c, 'cr. 1he: ~Ont rol. 1< _ hal
large osc illaliOM " 'ilh a damping and fr-rqvcI>C)' l"OO,i"ent "ilh the negat,w real rOOI. Tn i,
indiclt c~ 1h11here arc -'h idden o""il1ut ioo~" Of '-i ntn>:>mpl< ripple" in the outpu l 1hat are
onl)" apparen t by compu ting th ~ continuou, pl ""t ou tpu1 boe1w~en !oarllple poi ml as i~ doni.'" in
Fig. ;. 14, Th~ compu tation of1he intc.,..mple heha" ior """., CarriN oo t by computing it at
, much highc:r """pte f"~1c than the digi1.:11 controller. !;;i:ing , are that the comro l "a lvc ,,'a!
CO"llam throoghoo\ the wnlrol lo;,r ""n' pte p<"riod , The ~1 ,~R..-\A fuoctioll ripole , 'oc luded in
the: Di git al Conro! Too lbo,\. ha, boeen ,,rill..-O 10 do Ihe;c calculat ion . :-; Ol( th ai if only the
RUI, ootpu l allM ~pk jX>im; had been <ktermincd. the s."Hem wou ld appear 10 ha,'c ,'cry good
,,, re~pon'c . Thi ' dc,ig" u",:, mu ch Il"IOf\'C <'OO t101 cffon Iha. rhat ,hol"n in Fig, 7. 1.; . l fact thaI i,
usua ll y '"<"I)' urlde, irable , So ","e l ee thai ' ,omp<"n",tioo pole in a lightl)' damped loca tion on
lhe negali"c n:a1 a~;, could tead 10 a i""",ly dam.po!'d s),stem pole and ur,de,if"dh lc p<"rformaocc .

In Ihe des ign examples to this point. [he computed OUlput tim e hbtories
have assumed that the control. u(k). was available fro m the computer at the
.. : '';
sample instant. Howrvn. in a real system thi s i~ not always true. In the contro l
implemenTaTion example in Table 3.1. we set Thal sc me time mu st pass between
the sample of y( k) an d the output of II (k) for the compUTer TO calculate The \'alue
of u(l ). Thi s ti me de lay i ~ called latency and u ~ uall y can be kept 10 a small
fraction of the sample period \I'ith good program min g and compuler des ign. Its
effoct on pcrfo nnance C:11\ be e~a l uat(d precisel)' using the transform analys is of
i .+ Section -1.4.2. th e state-space analysis of Stt'lion -l-. 3.4. or the frequency response.
The designer can usually determine the expected dela~' and ~CCOUni for it in Ihe
f---..., ._, des ign. However. if nOltaken into ilCcou nl. the re ~ u l t s can be seriolls as can be
"t seen by ~n anJlysis us in g the roOl lucus.
Because a one-cycle delay has ~ : -tran sform of .;: -' . the effoct o f a full -
" '" " " " cycle de lay can be analyzed by adding : - ' 10 the numerator of the comroll er
representatior.. Th is will resu lt in an additi onal pol e ~t the o rigin of the :-plane.
'b> If there is a delay of two cycles. two poles wi ll bc add~d 10 th e :-pla ne origin.
and so on,
232 Chlpltr 1 De 51 ~ L'sln g Tra nsfo rm TC\:hniques 7) DIrl~C:1 ~sign br Roo: Locus In the z:Plane 233

Figure 7.11 F'tgure7.14

AntEflna design wltn Antenna design 'Mtn
f),l) 9M!fl by Eq. (7 20): O(z)gwen by [ q 0 .2 0 :
(a) roo! Iocu~. fb) Step (a) root locus. (b) step

"'''''~
"""""'

, R..t .
Ro. I. ,.,

, 1 , .. .
, , .) " "
" " " " "
'bi
234 Chapler 7 Design Using Transform Tuhniqlll5 I, ~ Freql.loOncy Rcsp:m~ :>.lct::oos 235

Figure 1.15
Example 7.7 fjfl oj l..'ncxpmtd Dt/<l.v ~de-deli!y antenna lm'F "
) -'--'-" --'-" -"
Add ooe cycle delay 10 lhe compensa l'on ()fEq 0.21) and pi!)! lbe , e.u lt ing root locus anJ d>si9n With Dlz) gov cn
! Iep respool-<'. try Eq. (7.22): (a ) loot
locus. (b) step respon>e
50IuIIOl1. Thc: 1lC"o" IXInlrnl le, repre>ematioo is
~ -0,88
D(~ )= 13 -( 0' . (7,22 1
~
z+ I
The rOOl locus and lime respoo>e are shown in Fig. 7, 15. which are wrll subsumially chanted
f'(Im the sam<: COOlrnl.e. ,,""thout the dela)' as sho""",, in Fig. 7. 13. lhc: on ly differeno;e j, th.
new p<Jle at ! = O. The \e"ent)' ofth!: on~-cycle ""lay is dlJC to the f.,:1 thaI lhis controller ;,
operating at a , 'ef)' sl",, sample IlIte ,.ix time. lhe closed loop band ... idth ), Thi, sensil'''i!), to
tkla)'s is one of many reason s .... hy one ,,"WId prefer to a\'Oid sampling a!!his slow a ",Ie,

7.4 Frequency Response Methods
The frequency response methods for co ntinu ous control S)'stem design were de
veloped from the original work. of Bode (1945) on feedbackamplifier techniques.
llJci r attrolCtiveness for design of continuous linear feedback systems depends on la)
several ideas.

l. The gai n and phase CUITes for a rational transfer function can be easi ly plotted
by hand. ,
1. [fa ph ysical realization of the syste m is available. the frequency response can \
be measured eApcrimentally without the necessity of ha\'ing a mathema ti cal \-
model at aiL o
3. Nyqu ist' s stabili ty cri terion can be applied, and dynarr:i c res ponse specifica-
, \.
tions can be reld ily interpreted in term s of gain and phase margins. which
are easily seen on the plot of log gain and phasc-versus-Iog frequency.
4. The system err"," constants. mainl y Kp or K" can be read directly from the
low-frequency asymptote of the gain plot.
S. 'Ille corrections to the ga in and phase curves (and thus the corrections in the
gain and phase margins) introd uced by a trial pole or ~ero of a compensator
can be quickly and easily computed, using Ihe gain , un'l' (I/Oll f!.
6. The cffect of role. zero. or gain changes of a comper.S3tor on the speed of
response (whi d! is proportional to the crossove r freq uency) can be quic kl y
and easil y determined [/.Sing rhl' gain ellrvl' alone. , '" " " "
Tim< (lee)
.
Use of the frequency re sponse in the design of continuous systems has
been revi ewed in Chapler '2 and the idea of di screte frequency re sponses has <b,
236 Chapler 7 o.:sign l 'sing Transform T~c h m ql.:cs i.'I Frequenq Rl spmse ~! et hods 237

been introduced in Chapter 4. [n order to apply these concepts to the de~ig n of figUl'I! 7.16
>"
digi tal controls. the basic result., o n stability and performance must be translated Frequency respon,cs Oof
continuous and discrete >"
to the dis<:rete domain. The conCeptS are the same as for continuous system ~.
transfer funo ons i ,.
but plots of the magnitude and phase of a discrete transfer function. H{ ::;). are
.'r'
accomplished by letting ~ take on val ue s around thc unit circle. ~ = ~j,., r that i.~. .~ 10'

magnillldc = I H (: ) I,,~J .

phase = _lh::) I . '~f ' ,.

Plot tho dis.crete freq oerocy res.pons. rorre'ponding \(l tho plam trarsJer function

G(fl = --' -
J.( J' + I)
samplin with a zero order hold at T = 0.2. I. soW 2 !tcond.' at>d compare " 'ith IIlI- rol1finu ou,
rc:'ponse.

Soluti,,IIl. The disc rete tran,fer functions (Of the spttified !iamp~ng periods arc computed
,,ith e2d.m as

sysc"ti([t j.(tt O))

5yIod 1:t2d(sysc.Q,2}
a log-log plot does nOt apply, The prima!)' effe<:t of sampling is to cause an
~ysd2 '" c2d(s)'S(.I) additional phase Jag. Fig. 7.17 shows thi s additional phase lag by plotting the
s~d3= (2d(sysc,2)
phase diffen:ru::e. !lIP. between the continuous case and the discrete cases. The
approximat ion to the discrete phase lag given by
with tran~fer functioo ,
wT
: - 0.9355 (7.25)
G ,(:) = 0,0187 i: 11(: 0.11 187) for T = ~ .2~c !lIP "" '"2
is abo shown and demonstrates the accuracy of this approximation for sa mple
G.(: )
= OJM:---'0' ,+~OC '"';"=, fOf T= IloI:c
. I.~ 11(: 0.3681 rates up to wT = if / 2. which com:sponds to frequencies up to 1/4 the sample
G(:I = I !35 : + 0.52) rate. Crossover frequencies (w here magnitude = I) for designs will almost always
for T=2stc. (7.21,
J (~ - I J t : 0.13 5) be lower th:ln 114 the sample rate: therefore. o ne can obtain a good estimate of
The frequ<n,}' responses of Eq. (7,23) aoW Eq. (7 ,24 1 are plOolled ia Fig. 7.16 usiTlll (he the phase margin if a S:lmpk and hold is introduced into a continuous desi gn by
statement simply subtra~ling the factor wT / 2 from the phase of the continuous de sign!.
bodet5ysc. ' - ' sysdl ' -,'.sysd2,' :' ,'i)"idJ:- 'J. pha.~ marg in.
The inability to use the standard plotting guidelines de tract s from the ease
with which a designer can predict the effect of pole and zero changes on the
frequency re~ponse. Therdore. points I . S. and 6 above are less tn.lt."' for dis<:rete
frequency-respon se design using the ~-transfonn than they are for continuou s
It is clear that the cur.. es for the di scre te systems arc nearly ,oincident with sys tems and we are more depend~nt on computcr aids in the dis<:rete ea5C.
the continuous plot for low frequencies b ut de viate substantially as the frequent)' With so me care in the interpretations howeller. points 2. 3. and 4 arc essentially
approaches if / T ir. e:lCh case. In particular. the ~mplitude plo ts do not approach unchanged. All these point~ will bediscussed further in thi s c hapter as they pcrtain
(he simple asymptotes us ed in the hand-plotting procedures developed by Bode. to design using the discrfle frequency response. We begin with the discrete form
and hi s theorem rcl:lling the phase to the derivatil'e of th~ magnillldc curve on N~quist l1~bility criterion of the Nyquist stability criterion and follow wi th a discussion of specifklllions
238 Cha pler 7 Desi gn t.:sing Tr3ns:o rm Techniques 7 '+ Freo.uency Rtsponse :\!ethods 239

Figure 7.17 Figure 7. 18

~
l't1i1se lag c ue to Contours used fOf
samp ling w -; ... Nyqui st stal:ility crite rion :
(a) In the s-plane; (b) 11'\
... , ., thl'z-plane
if-- ,
/ :. t- O.2 "'"
" 0<.</..
(porli<ln ~std fe,
~.
epen loop f!Oq"<ncy
T.1S: ,.. pense ~viILLO!iQn )
! 30 ~
:; i
~. RuJ .
~ 1
", .
h la ..
~ ._ L

"
" " NonnaJiud frequency. fi>T (ad)"

of performance a i d Slabilil)' robustness as expre-ssed in the frequency domain
before we introduce the design techniques directl)'. "
0.'

7.4.1 Nyquist Stability Criterion " .....

Fo rcontinuom; S)'$\t.'ms. the Kyqu ist stabi lity criterion seeks to dctennine whether
there are any zeros of the closed-loop characTcrist ic equation
"
I + K DIs ) G(s ) = 0 17.26)
'" .
0.2
in the right half-plane. The method e.~tn bli s hes stabilit y by dctcnnin ing the excess ,
0.4
of zeros o\'erpolesofth e c haraCTeri sti c equation in the right -half pl a~ by ploning
K D Is)G(s) for s along the 1) comour that encloses lhe emire right-ha nd side ~.
(unstabk reg ion ) of the .I-plane as sketched in Fig. 7. 18(a).
It is 3ss umed that the des igner knoh'.~ the number d (unstable) poles th ut 0.8
are inside the conlOu r and from the plO( can then determi ne lhe number of ,
zero~ of Eq. 17.26) in the un stable regio n that is the same as the number o f ~, o 0.5
., .,
clo~ed- l oop system un stable po les. Th e entire con tour ~I'a l ua l ion is fixe d by , b)
examining K Dl S )G(5) over.f = jw for 0:::: W < 00......-hic h is the frequency-
re sponse evaluation of The open-loop sys tem. For experimental data. the plot is
to be made for w,,., :::: W :::: w~, ~ . where w,... is small ePQug h to allow the low. fre quencies. Fig . 7.18(a) shows the full 1) como~r and the portion of th e contour
frequen cy heha\'ior to be dcridcd (usually the gain is vely high at w,",. and the for w < w < w . The indentatio n near w = 0 excludes the (know n) poles of
phase is appro ill;hbg a fixed multiple of90 ) . and where ~ i~ taken to be high
w". K DG~t~ = f~~~ the unstahle region~ the map of thi s small semicircle is done
a
enoug h th~t it is lnown th at the magnitude i.~ muc h less t~an 1 for all higher analytically by letting s = r! for r I . - ~ :::: tP :::: 3
240 C,a p:er 7 D~ sigr. l;;ing TransfOlm Tech niques 7.+ Fre<;uency Re>p(>nse ~leth ods 2 41

The specific s t~tcment of the Nyq ui st stab ilit), criter.on for co ntinuous ~)',. Fro m all of this. Eq. 0.27) fo ll ow~ immediatel y.
term is

z= p + N.
where
Z = the number of unstabl e zeros of Eq. (7.26)(thal are unstuble closed loop
poles, . For mbili ty. Z = O.
P = the number of unstabl e (open loop) poles o f K D(s) G(s).
,II = the net ru mbe r of cncirdcments o f the - I po iI t for the con tour eval.
uatio n of K D(.f)G(s ) in the .llIme direction as thaI tak.en by s along D~,
shown in Fig 7. 18(a). Usually s is taken cloc kwi se a-ound D and there fore
clockwise encircle ments afe taken as posith'e.
For the eomm>n case o f a Slab le opt"'nloop !iystcm (? = 0) lhe closed-loop
sys tem is st able ir and only if the contour e\'a luation of K D()') G (s) does not
encircle the - I poin\. For unstab le open- loop systems. !he clo~ loop system
For the discrete case. the ideas are identical: the only diffe rence is that the
un stable reg ion of the :;,-pla ne is the Quu ide of the unit c ircle and it is aw kward to
vi suali ze acoow ur thaI enc!o~, th i, region. The problem can be avoided by the
simpl e device of CQns iderin g the enc ircleme nt of th e $/(lMe reg ion and ca lculating
the ~t abilit y re sult from that. The c haracteri stic et]uatio n o f the di r.crete system is
written as
1+ K D(:IC(: ) =0. (7.28)
and . as in Ih c wnl inuous case. it i ~ a~sumcd that the numbe r. J'. of un stab le poles
o f K D(~)C(:). which are al so un stable pole s of I + K D(~)G(:L is ~nown and
we wi sh to determin e the num be r. Z. of un smble zeros of Eq. (7.28). which
are the un,table cJor.e d. loop poles. Examinatior. of Eq . (7 .28) reveal, 1hat the
(poss ibly un known) tota l number of stable plus un stab le poles. 11. is the same
as th e total nu mber of lCroS of Eq. (7.28). Thu> the number of SiaMI' zeros is
II - Z and the number of ;'wbif: poles is II - P. Fo ll owing the mapping result

i~ stable jf and on ly if the contour evaluation end rcles the -I po int Counter to used by Nyquist. the map of I + K Dl:;,)C(:) for the : con tour of Fig. 7 . 18\b)
thc s di rec ti on as many time s a, there arc un stable open loop poles (N = _ P will e ncircl e the ori/!in N times where
in Eq. 0,27. TIE proof of this criterion relies on Cat:c hy's principle of the N = {number of s1ab le zerm;) - lnu mber of stabl e poles)
argume nt and is give n in most in troductO ry textbooks on continuous control
s)'stem.~, The e le rn:ntary interpretat ion is based on the foll owing points:
= {Il - l) - {'l - PI
= P- z.
If we take va lues of s on a contour in the .v-plane tha: encloses the unstabl~ There fore . the Nyqui st stability cri terion for di screte s)'stem~ i~
region, we can p lot lhe correspond ing values of the fur.et ion I + K D( s)C(, .
in an image plane. z= P - N. (7.2 9)
If the s-plane contour encircles a :;,uo of I + K DC in a cenain direction, the In sum mary. ttle discrete Nyq ui st stability criterion i.~
image con to ur will encircle the orig in in lhe some direction. In th e lp lan ...
lhe ~ngle of the vector from the zero to S on the contGur goes 1hrough 360' Detcnnine the number. P. of un s1able poles af K DC,
If the I plane contour encircles a pole of I + K DC. the image contour will Plot K Di:;,)C (:) for the unit c irc le. <: = e'''' and O :"S w T ~ 211'. T his is
encircle the ori gin in the opposite direction. In thi s case. the ,.plane vec tor a eounter..;-lockwise path around the unit ci rcle. Po ims for the plot can be
angle also goes through 36(}" but the contri buti on to tbe im age angle is a convenienlly taken from a di screte Bode plot of K DC.
negath'c 360:.
Set N equal to the ne t number of rou merciockwi, e (s ame direct ion) e ncir-
Thus the 1If~1 number of same-dircct ion encircl eme nt!. N. equals the differ.
cleme nts of the poin t - I o n the plot.
e nce N = l _ P."
Com pute Z = P - N. The ~rstem i, ~table ir and o nly if Z = O.
The origin of Ih e I K DC p lane i~ the same as the point K D C = -I so
+
we can plot K D C and COUnt /II as the encirc le me nt s of the - I point just as
we ll :'
Example 7.9 ,\1',/11151 Slabl!ir....
~ tl h mllCn <ali la rt""""bor ' '''''c-direCliQ" and "Jl1lO'ilo dirccliOIl .... irclemtnl1 lh"" '(> 1:<0 , 1'
do,hi ,.. 3nd ,..O.JnI"""I,x k.... i .. d;"i"g~i>hl. Evalu ale the Mability of (~ unity feedback di >c.~!c s~<re<n Wilh tru, plaIlt tr;1mf.. fUn<'lion
,I Wb<. obt d :I/l'''I<ri"i< "'l""'ioo ;., "1i<lona" i _ K DC. "'ccanpIolQni y DO l nd ro~menrud.menb I
of DO _ - ;!. .n~ lnu, .aSlt)"WII>id<, th' of K On """;thy lIId ,""ilily m"'l'''''
.ff,." Ghl= 1(. + 0' (7.30 )
242 Chapler 7 o., s'gn lis ing Trans form Txhniques

...i,h sampling a be nl1e of 1/2 Hz or T = 2 a ~dzeroOfder hold.ll,erontrollc. i~ proport;Ofl~1 7.4.2 Design Specifi cations in the Fre quency Domain
d i;.crele feedback [KDI ~I = Kl_
Gain and Phase Margins
Solut ion. The dicle' e lran sfer fUlKlion allM spi tkd sampling rate and ZOH i. given b, The Nyqu ist p lot ,hows the number o f cocirdemenl. an d lhus Ih e stabi lity of
sysd3 of E~ample 7.1 ...itn tra nsfer function . th e c1osed loop sys tem . Gain and pha,e marg ins arc de fined .~ a<; to p ro,-ide a
I.JJS(: + 0.523) twopoi m mea.ure of how c lose (he Nyqui~t plot is 10 encircling the - I po int.
v(: ) = . P.31 ,
(: 1Hz 0.135) gain "",rg in and the)' ~re identical to the definitions developed for cominu ou ~ ~yslem,. Gain
and Ihe plot of maglillldt and pha$e of G(:) for: '" ( i" T i$ inc:uded in Fig. 7.16 fDr I} :!i
margin (GM i is lhe factor by \\"hich the gain can be increased before causing the
w T :!i ;r. U~i ng the da ta from Fig. 7. 16 for T '" 2. !he plOi of K D(:)G(:) can be dra ...n a, system 10 go unstab le. and is usually the in\"ene of the magni tude of m=,G(: )
shown in Fig. 7, 19. The rlOi j. marked ...ith correspoftding po in!> from Fig. 7.1 8(b) 10 faeilital. phase m.rgin " 'ben its phase is I X() . The phase margin (PM) is the di fference beTween - [80
und<"tanding the re!u l~_ Note .hat the: f'OI'Iion from a __ b __ c i~ di r~tly from Fig. 7.16. and the phase of D (:) G (:l when il~ amplilude is 1. Th e PM is ~ mea~ure of
and !he S(ctiOfl from c __ d __ ~ il the same in formation n:fIe<.: ted about lhc: real uis, The how much add itional phase lag or t ime delay can be to1emled in thc loop before
large !;emicirde frorn~ _ a is the analyticall )' drawn map of the ~mall.emicirc1e about ~ = I in ~tabi[it y results,
drawn by lening(: - II = rt '~ in Eq_ (7_31 lforr I and - ~ :!i " !:: 'j-. Btt-ausethi . 'y'tem
is open1oop s!lIbl. and th.re are 00 - I point enci""lement~. we rondo.u.k that the closedloor
system will be stable as ploned fOf K = I, Note that all thc neceslar',>' informatiOfl todeterminr
"ability is rontai ned in the Bode plOl in fonnat iOfl from Fig, 7.1 6....-~ich determiJ\Cs the pot'tio n
Exam ple 7. 10 S1i!blli!.'",~Ja'!(in~
from a _ C in fig.. 7, 19, Usi~g M ...n ... lI. the plOi can be made by lhe ltli.1emenlS
Consi<.ler lae opo:n1o<Jp tran.fer fU,""liQ~
nyquist(sysd))
G I.H= - - -_
,
al<.is ~ual
., 4.< + n
grid ",illl lOB ~ nd \.l mpl~ tale of 5 Hz . ne dir.<:~c tran,ferfu!l<t'oo is gi'en by
The: al<.i-s 51 atement sas the x and \. :u.s to ha"c equal i~t"l'mc!llS, i~ - .U8)1~ -0.2'2)
G, z) = O.OO l~ t~ I )(~ C'.8 1$71: '
+ \\'hat are the gJi ~ and ph~sc margin' ... h<-" in a loop ,,i ,n proponio nal d i ~1\'tc foo:l bx ~
ID ( ~ I = K = lr'
Figur.7 .19
Nyqu,st pklt of Solut ion. The di ...re te Bode plot i, I!i"~n in Fig. 72ft al'k.l tl", pon icm of the K~qui" plot
Example 7,g repre<.enl;ng thefrC<lllency rc'pon,e in the ' iein't) o f - I i,plotted in Fig, 7,21, I.: nl ikc E. "mplc:
13.5 "hieh had a HI'}' ,In" ~mple rete. the hig h.r .ampl. rate hert <'au>t', lhe magnitude
to 1.10: e;.sent ially iCrQ at wT = ". and hence the :-lyqui>l plot see, al mc>'t to the orig in. n.c
plot i~ "cry ~ i ffi\la r to "hot would re.u ll for a NM1 tinllol ' cootroller. Furthe"n",,,,_ ju, 1 a, in
the conlinllOOs ca,e. there are '10 - 1 point ell"in'lt "", n" if K = 1 as plOlted ( , ,. = 0) . and
, ioce then: are fi'" "n<table pol .. I P '" 0). the .Iy>te rn lI'ill be , Iabl e al thi s ~ai n (l = 0 1, [f
the N~qui.t plot is multiplied b~ 1.8. lhen the r lOi ",i ll f,o Ih rw;:h Ihe - I point. nu, the gain
~ ='t'in is OM = 1,11, For ' a li.lCsnf J( ,. 1.8. lhe - 1 poi nt lie) ",ith'n the <wllounh", c"'"tin g
-, 1"'(1 e ""irclemeNS I N = 2.) ~n<.l unlIable clo_",d1oop pole. IZ = 2), ,\. indi,'aled on the
,,,,<)
i ", plot. Ihe anSle <i the pk>t whcn the gain i, I i, 18 froot l'1t n ~8ulin a' ;~ , \0 the pha", m~rg i n
i. 18
., -- +
, For continuo us syslems. it has bee n observed that the p hase margin. PAl.
pn8W mar!l;n . nd
damping r~ l io i~ related to the damping rati o . .;. for a second -orde r system by the approximate
4 ., , o 2
Real A~i l
244 Chapter 7 Design Using Trans:orm Tedmiquc s 74 Frtquency Response Method;; 24'5

Fi gllre 7.20 Fig ll re 7.22

Gam ar"ld phase marg ns Damping ralK) of a . /
on a Bode plot for seco:"ld-0fder system .)
O.g -
Exa-nple7.10 versus phase marg in
/J'MJ - <CdW>O<lI
"- _.- T_0.11CC ("", . 3(h~)
_'. T_1OK (..,,.6,,,,,,)
0.7-

w" ':;----------c;;--~-----_C
llr ' lOG 1(1'

0.4,

"' J
: .~ "'
"'"~f,,~...~~~-~-~~~~-~~
o 10 m ~ ~ ~ W ~ W
,,",,-----------c,'''''----..:oo~--~'''
... ,roJi ..CI

Fi gllre 7.21 " ,-~-~-,--~-~----,

Gain ar"ld ohase marg ns
on a ~qL.ist p~01 for thaI res ulled when discrete proportional feedback was u~ with the ope n-loop
Exa 'nP1e7.10 sy~tem

I
G(s)= - - - .
s(s II +
" A ,,-tramfonn analysis of this sys tem resulted in :-plane roots that were the n
transformed bock to the .~-plane via the inverse of: = e, r. The ~ or the resul ting .\-
plane roots are ploHed in the figure . As Ihe feedback gain was varied. the damping
rati o and ph ase margin were related as shown in Fig. 7.22. The actual sampl e rates
used in the figure are I Hz and 5 Hz. which represe nt 6 and 30 times the opt:n-loop
system po le at I rad/sec. The co nc lusion to be drawn from Fig. 7.22 is that the
PM from a discrete :-plane frequency response m13ly,is carri es essentially the
same implicl tion, aoout the damping ratio of the closed-loop system as it doe s
for continuous systems. For second-order systcm~ without zeros. the relations hip
between { and PM in the fi gure show s that the approximation of { ;:::;: PM / 100 is
!. S .':;---.--=----,..,----:-~
equally valid for continuous and discrete- systrrns with reasonably fast sampling.
1.' 1 ~ 0 ~ IS Fer hi gher-order systems. the damping of the indh'idua l mode s need s 10 be
Rea l A, i.,
determined using other methods.

relat io n. {:: PM/IOO. This relationship is examined in Fig. 7.22 for the con Tracking Error in Te rms of the Sensitivity fu nct ion
linllous case and fO!" discrete systems with tWO values of the samp le rate. Figure The gain and phase margins gi,'e useful information aoout the relatil'e stability of
7.22 was ge nerated by evaluating the damping ratio of Ihe closed-loop I)'stcm nominal systems but can be very misleading as guides to the design of realistic
2 46 ChJpter J Des ign L:smg Trans:orm Ttchn;q<Jes 7. 4 FRq~ncy Response /l.le[hods 24 7

sensitivity funct;" "
control problem, _A mo re accurate margin can b ~ giv~n in t enn ~ of the sensiti " it: Figu re 1.23
f un clio n. For th~ unity feedback system dr3wn in Fig. 7.1. the e rror is given by A NjlqUI5t plot shewing
th e vector ga in marg ....
1 .
EUw J = 1+ DG R ,: SUw) R.
where we ha\'e de fined the sells ithi ty funl"1io n S. In addi:ion to being a factor of
the sy~te m error. thl.' sensitivi ty functi on is al so the rec iproca l of the distance or
Ihe ~'yq uist curve. DG. from the critica l pcint - I. ,\ lal};e value for S indie:!tc,
a Ny qu ist pl ot Ihat come s dose to the point of inst~bilit)'. The maximum vai li<'
of lS I i~ o ft en a more acc urate measure of stabil it y mollS in than either ga in or
phase margin alor.::. For ellample. in Fig. 7.23 a Nyquis t plot is sketche d t!wl i ~
much do.er to instability than either ga in o r ph ase m;,rg in would indicate. The
vector gai n ma rgin ~VG.\I) is defined a_~ the gain margi n in th e d irection o f the
wor,t possible phase. For el(ample. if the ~yqui~t plor: come, clo.o;est 10 - I on
lhe negati"e real ~){is, the n the vec tor marg in is thr ~amt"' as the standard gain
marg in. From the geometry o f the Nyq uis t plot, thr distancr from the curve to
- j j, I + DG = 10 and wi th lhr de fi nitionl hut
Figu re 1.24 ,,' ,-------------------------------.----------,
S" =n~x I S I . Sketch of typical
$pecikalioro of
il follows tha t the diqance of th e clo~cst point on the l"yquist cu rve fro m - I is f- freq uency con ten t for
If the N"yquiS! CUT\"t' came thi , close to the -I point on the real axis. it would pa~, reference inpul trac\:.ing
10'
throu gh I - f- and by definition. the prod uct \I G M x (I - r-) = I . The refore
we have lhal ... ...

VG M= ~. 0.3;'[
,
5" - I ,, '0'
The VG ~ ~nd re l~ted geometry are marke d on the ..... yqui, t plot in Fig. 7.23. i
We can e;>;press more co mplet e frequency domain design specificat ion-; than
any of these m ar~ins if we first give frequency d escription s for the e xternal
reference and di sturbance sig na ls. For exampl e. we ha~'e described so fardyna mir ,,'
perfonnan ce by Ihe Imnsient re~po n se to sim ple steps and romps. A more reali st ic
description PI' tm: ~ctual complex in put signa ls is to repr~sen! them a$ random
proce~ses with correspondi ng frequ ency ,pectra, A less sophi stica ted de s.:-ript ion
which is ~deq uate fo( ou r purposes i> to assume thm the ~igla l s can be represe ntCil !I)-' V
L.-------1c:;--------:~";;_------_;~"------_;;
' "'
10-1 JO" ' tO 10 v
as a ,urn o f ~ inU .lOids wilh frequel1cie~ in a ; pccitied ra nge, For e.um p1e. we can ",,,.<II~o

u~ually de ,;cribt- tht freque ncy cont ent o f the refe rence inpt:t as asum of sinusoids
with re b th'c amp lil ud es give n by a magnitude function Ii i such as that pl olted
in Fig , 7.2-1. which re prc_~ent s a ,ig nal with sinusoidal compone nts e ach havin g:
about the same a mpli tude o f 150 up to some value w , and vcry small amplitudes accuracy) for any si nu so id of frequency w" and of amplitude given by ,IR (jw.l l"
for frequencies utx)\"c thm. With thi, 3%umpt ion the respunse specificati on can We can now de fine the size of the error in terms of the se ns\tlvlty fUllchon and the
be c-"pressed by a Itatcment such as "the magnit ude o f (ht systcm error is to b<: amplitude of the input. Using Eq. (7.32 ). the frequcncy-b~d error specification
le~s than the bound ..~ (a ~' a l uc such as 0.01 (hat defines the required trac kin g (an be clIpressed as IEI = ISII RI :: e~ . In order to normalize the problem without
248 Chapter 7 Design Using Transform Techniq ues

defin in g both the spec trum R and the error bound eac h time. we define the real thar over the freq uency range Whetl eITon; are small the loop gai n is large. In tha t
func ti (ln of frequency LVI(w) = IRi le ~ and the requirement can be written a~ I
case lSI "'" -- an d th e requi reme nt i ~ approx imate! )
IDCI
O.3-H
II'
- -'- < I
IDGI -
DC I ?: 11'1 (7.351
Ex ample 7. 11 Pn.tormar.u B,,~ ~ J f~ " aWfI
A Unil)' f~e-dback i~51em i, 10 h~I'e an error I.", lh,n 0 .005 for fi l unit y ampl itude ,j~lJsoid >
ha,j~g freqUoi.'ocy below 100 Hz, Dr.,, tile performam'" f=Ju, "c~' fUllClioo !I',\w) for lhi, Stability Robustness in Terms or the
OO;ig~.
Sensit iVity Function
Solution_ The 'p<Clrum_ from lhe problem de",lil)\ion. i~ un ity for 0 ~ w ~ 2OO.T, Sin",
In addi tio n to th e requi rernenls on dynami c pc'rfonnan ce. the designer i ~ usuall y
' . = 0.005. Ihc reql ired {unCl ion is g:il'en by a rec!ang.ie of ampl ilJdc 110 ,005 == 2<Xl o\"('r the req uire d to desig n for stabili ty robuslncs~. Th~ model;; u>cd for des ign are alrno<;!
gi'en r""~ . The {uoction is ploned in Fig. 7.25. always only appro.\ im ~lions to the real system , ;\'Iany small effects are omi tt ed.
such as slight flex ibi lit y in stru.:tural mclllb~~ or pamsi!ic e l('('trica l cle ments
in an ele': llOnk d rcu it, Usually thc>t' e!fec\.1 influence the tranlfer function at
fret:jue ncies above Ihe comlOl bandwidth and a nom in altran~ fer (unction. G".
is used for the design. Howeve r. whil e the design is done for th e nom inal plam
The express ion in Eq , (7.3 4 1can be translated to the more fami liar Bode plot H:msfer fllll("!ion. t h~ actual system is expected to be s tab le for an e!1lir~ class
coordi nates and ~h'en as a requiremen t on the open-loop gai n. DC. by observing of lransfer functions th at repre <.e n! the range o f c hanges that are ex~ted to be
faced as all el e ments arc included and as ch ange s due to temperature. age. and
other environmt'nla l fadoT>; vary the plant dynamks from the nomina l c a ~e. A
re al istic way to exprr s<; plant unce n aint y is to deSl ri be the plant t ra n ~fer function
Figure 7.25 as having a multiplicative uncrrtainty as
Ploto! prlorrrance
freq uency Il.lna ion for
(7.36)
hamp le 7. 11 ;f-l--,--,---~ 1, In Eq. n ,}6). C ,. ljW) i ~ th~ no min al plant transfer t"uncti on_and the rea l fun<: tion .
w.(w l. i~ a mag nitude fu nc ti on thm exprrso;e, th e ~i7.e of cha nges a~ a fuoction
of" freq ue ncy that 1he transfe r function io; ('".\pel-ted to experirnce and is kllo,, "1
w' /0 be /t'H IlIOn ,"Ollli' IIPI"''' b"unt! IV. (w) . The va luc of the bound II" is almost
w, alw ays \'et}' s ma ll f() r low frequenc ies (we kno ..... the mOlle l vrry well -therel and
in creases , ubstan tially as we go 1() high freq~e ncics whe re parasi tic p arameters
corne into play and un modeled StruC1l1rai tl ex ibility is com mon.

to"
25 0 Chapter 7 Design l)si ng Transfonn Techmques 7,-+ Frequenc)' Respon~ Me\hcxls 25 1

Figure 7.26 10: , - - -- -- - -- - - -- ----,

How,",,'er. the rum s~in~ tn., readl ....rit. h~ad has ,Q rn~ liBht :~' damp<d ftexi biht> with P10t oj mode>!
uocem.in """nant frcquc1Ky. With s.:al ing !O plac~ the r~ ~nant f'"'!uencl' at w,,' arid dampin~ uncertainty tun c:.on tOf
8. tn., more aCcm" t~ model i~ Ttpre5Cn t.:ci a. disl dr,VE! re<Kilwme
heiid assE'mbly
w'

Sol ution. Th. modrl transfer functi on gi'~n by &t. (7 38) ca.n bewri tten as

J'
GI"'~ ~[' " (~J-.W
+ B~ + l
1
Comparing Eq_(7 _39 , with Eq, 17.36). ttlc model uncenaim)' fuoction is gi,en by t01
10- ' 10" 10'
",,,.<li,-<")

(; _-10,
Figure 7.27 w' ,
A plot of a typoca l plant ,
,\ pl ot of thi s fuoctiOi is Jiven in Fi g, 7.26 for "-', = ) and B = ,OJ. uncel1a ln ty l requ-enq
fUrlctiOl1
---------- . ,.[
.:" 10 '
,
i' ~
In ge neral. a model tmcenainty bound is small for low frequ encies and large
for higher frequencies. A typic al shape is sketched in Fig. 7,27. The complex
:i to"
function. n( jw ). represents the un cel1ainty in phase and ;; restricted only by ttl<.'
constraint
101- '
(7.41 )

Stabi lity rotJI.Istne ss requ ires that we construct a control ~s ign for G ,,(J) which
wi ll result in a stable syMem for any transfer func tion desc ribed by Eq. (7.36 ) 10-'
To deri\-e the fe{ju ire ment. we begin with the a$sumpti on t~ at the nomi nal design IO ~ 10-' W' ", to:
.. (.-..d/>tc '
has been done and is stabl e so mat the Nyqui,t plot of DC .. satisfi es thc Nyquist
stability crit eri on. In thi s case. the equation 1+ D (jw )Gu(jW) =0 is ne\'er
sati sfied for any real fre{j uency. If the system is to ha \"~ ,tability robustne ss.
the charac teristic equatio n using the u!'l(;cl1ain plant as described by Eq, (7.36)
1 51 Ctla pter 7 Design L:sing Transform Techniques

Rgure1.28 to' !,--------------------------__--------,

must not EO to leJO for any real frequency for any value of e ither W, or t:.. Th~
Plot of the s t a~ 'ty
requirement can bI.> wri tten as a function o f jw in th e fornl - robustr.fSS frequency
I+DG=lO. functio n for dls~ to-'
re.ldlwrite head
1+ DC.!l + w:t:.J ::# 0. assembly
to'
(1 + DC ) ( I + DC" !.I."Ll) ",0.
~ I+DG c '
(I + DG)( I + T u:t:.i ",0. L,~
(omplemtotary whe re the oomplr mentary sens ilil'ity fu nctio n is de fi ned as T(jw) ~ DG,)
seositivityfun(tion (1 + DC) = I - S. Because the nominal sys tem is stable. the first term in ~ t O~ t
Eq. (7.42 ). (I + D(j w) G)jw)). is nOt ura for any w. TluS. ifEq. (7.42) i~ not
to be zero for any frequency. any 11), :5 IV, . or for any pr,ase functi on t:., then it
is nece ssary and SJfficient that . - ", (
ITwl t:.1 < I ,
ITl lw11 1t:.1 < I. 1)L,-----~.,____----~
10' 100 H) '
whkh reduce s to ... " "d.'> 1

(7.45.
making use of Eq. 0.4 1) and the fact that U', is bounded by W. As with the In pract ice. the magn itude o f the loop ga in is plotted on log- log coordinat ~s.
perfo rmance specification. fo r singJe-input-sing le-o utput unity feedback system~ and the cor_mai ms of Eq. 0 .35) and Eq. (7.46) are in cludt'd on thc ~ am('. plot. A
this requirement can be ap proximated by a more convenient form. Ove r the
range of hi gh freqJ cnc ies where there i ~ signilkant model uncertaint), and W2 i~
non -neg li gible. D C" is small , Therefore \10'1' c an approximate T :::: DG q and the Figu re 7.29
constrai nt becomes Typica l dellgf"l lirrita tio ns
as displayed 0fI a Bode
ID GblW1 < I magnitude plo t
I -'------
I DG~t < W (7.461 w'

Enmpie 7.13 Srability RoPlistnoS Fh ~.(lion ~ ~

,~ 100 I--------------:::-~c__r_--:;c;_-,
,. "" '"--
Tile urocemi nl}, in It.. ITIOdo I of" di., k ,ead/write head aHembly is ghn in E>.ampl~ 7.12 :l
Suwose il is kOO'>< n Ihal ille p~ter 8 il ~m>C I~d!O tile range .03 ~ 8 :'0 ,3 aDd thai the
resonant f'Cq""flCY "'. is kno.... n 10 be no less than 1.0. Plot the !tabil i~' robuSll\C'SS bound .
I I I+', fo, 1hi. prot>len

Soillt iuu. The func:ion I / w,(w~ i, plotled for B = .()3 and w = I aoo w = 6 in Fig. 7.2::1
usi n!,: bode. It is d e" lhal if ille rewnanl frequ ency un take 00 an}' "alue g"'~l e' lhan 1.0.
then the bound I I I\', need. !O he e~ lendoed al th. n,lue .OJ fOJ" al l f"'Guenc;"s gn:lter than 1.0.
Th . boundary line ii ;narked ...ith hatching in f ig, 7.28. w '!O: L-c---ec---,-----J==:;:::=::J.
10 ' tOO to ' tu : 10.' 10'
...,r.>d/"""

254 Chapte r" DeSign Usi ng Transform Tdon iques 7.4 Frequency RtSponse Methods 255

typical ske tch is draw n in Fig. 7.29, The designer is expected toconstrucl a loop line at a slope of - lover a frequency rang e of about one dec ade around the
gai n thai wi ll slay above \II, for frequencies below w,. cross over the magnitmk . cross-ol'e r frequ<:ncy.
of-I line (log (J DCI) = 0) in th e range w, ::ill :: ill~ and stay below 1/ W~ for
frequencil's abo\'e w, . We have developed Ihc design comt raint s Eq. (7.3 5} and
Eq. 17 .46~ in term s of jw as for continuous sys tem s. The alg~bra and theequation, Modificati ons to this rule need of course te be m3de in panicular cases. but
are the samc for the dicrete case: one need o nly substitute the discrete transfe r the lim itation expressed by Eq. (1,41) is a hard limitlhat cannot be avoided ..
functions for the ccntinuous one s and use the \'ana ble ,''''. In Freudenberg and Locze (1985) an ex tension to anotherofBodes relatlOn s
~sit ivity i nl~gr~1 was derived. Th is is a ~onstraint on the integral of the sensitiv ity function depen -
de nt on the prese nce of open-loop right-half plane poles. Suppose the loop gain
Limilation~ on Design: Continuous Case DG. has n ~ pole" p.' in the right-half pla,ne and .'rolls off' at hi gh ~requencies
8ode's 9 ainph.a~ One of the m~j or contributions of Bode wa s 10 deri\'e im?Or1anl lim itations 0 1) at a slope faster than -I. For rali onal fun ctIons. this means thai there IS an excess
formu la tran sfer fun cli ons tbt setlimi tl; on achieva ble de sig n specifcations. Fo r example. of at least two more total poles than zeros. Then it can be shown that
we wou ld like 10 have Ihe system error kept small for the wid est possible range uf
frequ<:ncies and yet 10 have a system that is stable in the presence ofuncenainty ' "
In(lS l)dw = ;r L Re\p) . (7.48)
in the plant tran sfer function. In tcrmsofthe plot in Fi g. 7.29. we want W, and W, ~
/. ,.,
to be large in their r.:spectil'e freque ncy ranges and for w, \0 be close to w: ' Thus
the loop gain is expected to plunge with a large negat ive slq>e from being great ~ r If there are no right -half plane poles. then Ihe integral is zero. This mean s thai if we
make the log of the se nsitivity functio n veT)' negative over some freque ncy band
Ihan W, to being I ~ ss than I / W~ in a soon span. whil e maintaining stabilit ~
which can be expre$scd as hilI'ing a good phase margin. Bode showed that thi s i~ to reduc e errors in that band, then ojl1ecf!SSily In lS I will be positive over another
imp05sible with a linear controller by showi ng thai the mir.imum possible pha~e pan of the band and errors will be ampl ified there. If th:',C .are un sta,bJe poles. the
8ode's gainphue is determined by an integral depending on the slope of the magnitude curve, A sit uati on is wors e because the posi til'e area where senSItI vIty magmfles the error
integral common form of th~ formu la for phase is must exceed the ne gative area where the error is reduced by the feedback. There
are also comequences if DC ~ has any ~ems in the righi -half plane. If the ,open-
loop system has no zeros in the right-half plane, Ihen il is in princi.p.le. po~slble to
(w~} = -'1-' (dM) - In (c oth - )du.
1"1 (7.47 )
!T _ "< dll 2 k(.'Cp the ma~nitlJde of the .ensiti\,ity small by spreadmg the se~s l1lVI\Y mcre~se
O\'er all posilil'e frequencies to infinit y but such a deS Ign requ Ires an excess Ive
where ,It1 = In r)DG I) and II = In ( .; ' l. and thu s ~~ is the rnagnitude slo~ o n the
bandwidth and i, mrely practica l. If a specific bandwidth is imposed. then the
log- log (Bode ) plot. The weig hting function in Eq. (7.47) b concentrated near sensitivity function is constrained to take o n a finite, possibly large, positi ve val ue
w~ . and if the slope is conSlant for a substantial range around w~. then the fonn ul a
al some poiJt below the bandwidth and a large value of 1St" leads to a s mall
can be approx imate\l by
VGM and ge nerally an un satisfactol)' design. . ..
:'( dMI An altemalj'e to Eq, (7 ,48) is also true If there IS a (non-mln,mumph ase)
IP(W)~1- .
_ du ...... (onltrllinton zero of DC in the ri ght-half plane. Suppose th ~ zero is located at z. = u~ + jw d

non_minim~m phalof> where (1 >" D. Again we ass ume there are 11 right-half plane poles at locations
If. for example, the phase is to be kepI above -150' to maintain a 30' phase systems ' -'-d
p. with conj
ugate v31 ue ~ p;. Nov.' the conditlO r n can be expressed as a tWO-Slue
margin, the nlhe magnitude slo pe is estimated to be
weightcd integral
dM 2 ,7
-::::,; - ( - 150- ) , a
dll!T 180 In{lS I) , " (7.49)
~ - 1.667 _~ u;+(w
in Ihe neighborhood of crossovu. If we tl)' to make the a~'erage slope Sleeper
I
In thi s case, we do oot ha~'c Ihe 'roll-off' res trictio n and there is no possibility
(more negath'e) thal thi s ncar crosso,er. we will lose the phase maf!in. From of sp reading the po,iti\ e a rea over all high freq uencies becausc the weighting
th is cond it ion there ,;kve loped the de sign nile: fun ction goes to zero with freq uenc)', The important point about this inte gral IS
that if the non-mini mum phase zero is close to a right-half plane pole, the nght
The asympto te s of the Bode plot magnitude. whi ch are re stric ted to be intcgml side of the integral ~an be I'ery large and the excess of positive area is reqUIred
val ue s fOl' mtioul functions. s hould be made 10 crossove r the magnitude I to be correspondingly large , Based on this resu lt. o ne e.lpeclJ espe('i(llly g"ilf
 256 Cnapler 7 Design Using Transform Tfchniques i .4 Frequenq Respo~ Mc(hcO(is l S7

difficulty muting sfHci/imfions O Il .JelISilil'ir:> with a sys"m hal"ilts right.h(,lf sens iti,ity is small (neg~t ive log l o,er a g iven range of frequencies. the re: i ~ onl)'
plant po/I'.f clIId :trof clast fagt/hl'r. a finite frequency range o'l'r whic h .....1' can ~pread the re<[uired sens itivity gain
or "positilt log" area. Ag ai n. un stabJl' poles make the s ituati on ""1JI"SI' and the
limitations on Design: Discrete Case effcci increases if the poles are locmed far from Ihe un it circle. We can ill ustrate
the implic lllions of Eq. (7.50) by t..... o s imple cumplcs. Consider a stable generic
In the discrete case. the relalion Ixtwee n gain slope and phase does nOt hold al. model o f a chemica l proce ~s and an un~tabl~ model o f a magne tic levita tion
though it is appro.:c imately t~ for fre-quendes well below the Nyquist fr<."<j uency. syStem. The twO Iransfcr functions are
The situ ation is il kJS(rated b y the Bode plot in Fi~ . 7.30 ror the plant G :: l I s:.
.
Ni;!tice that the p hase is always s lightl y more: negative than the - ISO one wou ld G ,Is, '" -, ---,-
, 1 che mi cal process.
g.et for th is plant in the cont inoous case and deviales more as we approac h the >+ ,
Nyquist limi t al If .' T. 1lJe effcct is approximated by the delay of T / 2 d ue to th<:-
,
G , (S) '" - ,- - magnc:ic levi lat ion.
sample and ZOH. From this example. one suspecu that the resuiclion on phas.: S" - I
due to gai n slope is mort Sfl"e" in the discre: te case than i'l the conti nuous case.
In eac h C3!e ....1' will inchlde a zero-order hold and sample with T::: 0.2 and
In Sung and Han (1 988) the di scrl'te versions of lhes e des ig n limitation s
c! im e te IBI!iliv'ty in clic h Ca.\.e the co ntroller transfer fu nctioo is D = 15 ~ . ~Iccted to gi ' e
arc dl'ri\"cd. We c~ n s i der the sing leloop unit y feedback Slructure a nd defi ne the
inug,,,1 approJl imatd y th e same rise time a nd bandwidth. The step responses are show n
sensi th'ity fu nct ion as S = I"' ~ as before. We also assume that the ope n-loop
in Fig. 7.3 1(a ) and the sens iti vity plOts are sh{)\\.n in Fig. 7.3 I(b). Notice the
lransfe r func ti on D(:)G(:) has n p po les outside the uni t c irc le at =/ '" r,eJ.. sub sta nt ia lly larger va lue of the sensi tivit y fo r tll' unstable plant compared to that
r/ > I. It can be shown thaI
of the staple one. Th e ' ec tor ga in margin for G, is 5.4 ..... hile that for G ~ is 2.25.
less than half as much. To plOt the )ens it ivity mag ni tude. it is necessary to obtain
. In(!S(ti")!Jd = 11" t In(r,l. (7 .50 ) a system having the transfer fu nc tion of S. 'r1Ii s can Ix done using the feedback,
/.o ,~I funClion if a represen tation of the open loop syne m DG is give n a.~. for exampJc.
l1le implica tions cfEq. (7.50) are the same as in the continuous c ase e~cePi for the open loopd isc rcle system ~ysold . The eJl pression syscl '" feedback,(sys 1,sys2 )
the f:let that the ir tegral in Eq. 0.50) is over a finile limi l. If ..... e require that generates the loop with fOfV,'ard system sys I and feedback system ~ys2 . For
scnsit i,'it y, DG is the feedback system. and we need 10 consuuct the dummy
gain o f I for the forv.an:J system. Th is c an be done with the statement sysf '"
figu re 7.30 SS(O,O.O, U s). Finally, the se nsitivity is gi,en by sens = feedbdck(sysf,syso ldl.
Discrete Bode plot of ,,' l lie plOt is gi' e n by the statements
I /r pIoln!Wlth 00 '
Zl!'ro-ord('f hold (rnag,ph,w]"'oodeCsens):

,1 ,,' sernilogy(w,mag)
tal
g rid .
10 :
10.1 ,,,. The .....e18hted inlegral o f the discre le .sensilivity fu nct ion is similar to that of
", Wl'ight~d inUg,,1 o j the the contin uou.~ case. We ass ume again that Ihe sp.lem ~s li p po les ou tside the
d iscet e >en,;tivity
I !O) unit eircle :r. ("I; . .
'iI" . ' > I. and conjugate a,. and a lso has a zero outside
ful>Cl icn
.,,, the unil eirc l<: :lt P" '"' r"e JJ '. > I. Then
" 00
~ 1 I " I - I
r,,- ~("t,f3". (7. 51;
J_~
1.,,, r InIISle'. )!Jr;. -2r. cos(-tlJo, + 1dtl>= 2lf L,.1 ln l f3~- ai
The main conseq ue nce o f thi s COIl . trai nt is that it expresses a lim itati on impo.<.ed
. )00 by the non-mini mum ph ase lero on the se nsiti vity func tion. The co nstrai nt is
1(1 1
,~-------------------c,o~.--------C.O''--------:'O ' especially se~'ere: if there is a non-m inimum phase zero near an unm ble pole
"" r>d/"",,)
(f3. "'" 0).
258 Chaptet 7 Des'gn Usmg Transform Te~hmqucs 7."; Fl"fquency Response ~ltt hods 259

Figure 7.3 1
Co mparisOilS of a stable 7.4.3 low frequency Gains and Error Codficiems
process (ootrol with an
The steady-slate error constants fo r polynomial inputs for discrete systems were
ui"\Stable r'13Qnet l(
es lablished b Section 7.2 and are given by
lellitation: 1a) slep If " .. ,'
res porl5es (h) sen5iti.ity K = lim D (z) G t:)
:~ ,
plots
,. r; I'ro< ... ,..,",,01 ,
for a Type 0 system. and by
,~ ,. K = lim f: - I) Df: )G( :).
" :~, T:
~ "
< I).~
>
for a Type I ~)'stem . In the frequency doma in. fora Type 0 system, Ihe procedure
, is identical to tht- continuous case. Since : = e J " ' . : ..... I implies that wT __ O.
and the magnitude frequency- re sponse plot will show a constan t value on the 10110'-
-0.1
frequ ency aSj'mptolc which is equal to K . For a Type I 5)" Tem. the procedure
... is again identical to th e continu ous case fn that the manitude of D (:)G (:) at
w = I on th e low-frequ ency asy mptote is eq ual to K ,. This can be seen from
-0.6 () , Eq. (7.52) if we note that for wT ---+ O. e'"" ;:;;: 1 + jwT . The refore
Ti me
' (: - I; .
(0) (" " ----- = Ilin w,
,~ , T~ J"- ~

thus establi s.iing the fact th at evaluat ion of the low.frequ ency a~ymptote of
'0' r-c---.-----.-----.----------------------------, D(:)G(~) at w = I yields K,. Th is fact is most ea~il)' used if the frequenc),-
response magnitude is plotted versus <u in units of rad/sec so thm w = I rad/sec
is readi ly found. If th e magnitude is plol1ed versus tv in uni ts of Hz or ver,us
w T. o ne woul d need to pe rfonn a calculaT ion 10 find the w = I Tad/sec point.
However. the error con ~l3nt s cou ld be calculated di rectly with good software
tools: therefore the issues in their calculat ioo are of pu%ing interest only. Bul no
mailer how the constanll are found. the facr rem~ins for di,~cr{'/I' mid comillUOUii
frequency rl'!poIISI' alike. rhe higher fh e magllimdl" cun'e aJ /QII" freq uem::.... IIII'
lo ..... er Ihe stead.\",~I(lte errors .

Example 7.14 FinJi':g lto1ow.1 Gm,IWl! ,lD ~ Bo.:k Pim

US<' Ihe di saete Bode pl o<: 10 determ ine the K. for the antenna .' Y'le m of Eumpl. 7,6 with
lhe cll mpen,arioo given by E<j . /7.19),
lO' ,!-----;2----~.,-----,,-----.c----c,',----o,e,----c,.,----!,.
... , ,>dI:e1 Solulion. 1lIeope:nloop d i."'rcl~ rra~~f.r fUOCIioo i
(b) : +o.%n ~-0,80
G(~ ) D(~} = (0.{'''84, 1)1: O.~a..B~ (6) ~ _ OM '
"
"hich ~' ie lds lh, magnitude verliU. frequcncy in fig. 7.-'2. E,'a!uali"n Of lhe magnitllde of Ih e
10,", fJ"CGlIencyny mplOie at W "' t indicalC, lhal K, = J .lb. At'-O DOle in /he figure that 1he
260 Cho.pl~r 7 Design l si ng Transform Ta:hn iq ucs 7.-1 Frqumcy Response Melhods 26 1

Figure 7.32 necessary to determine Ixlth magnitude and pha~e for discrete .:-plane systems
DE'termlrJa:ion of /( and not depend on magnit ude alone for an accu rale assessmt"m of the stability. In
from frequerKy re,paflse ._. ; carrying out direct digital designs. some intuition from continuous design can be
". used if the z-plane poles and zeros on the real axis are measured b)' their distanc~
from + 1. FOJ example. the ~quival~nt idea in the :-plane for th e "breakpoinf' in
K,.'" 1.26 BOOr's hand-plaiting rule~ is that the magnitude will change slope at 3 frequency
". when wT. the angrllar po,ition on th~ unit cin;:le in radians. has the same 1'lIlue as
the fractional distance of the si ngularity on the real allis to z = + I. For e.s:ample.
,.~

,t
,. a pole at ~ = 0.9 wiU produce a slope change atwT = 0.1 rad. This equivalence
is I'er), accurate for low angular values (cuT .:5 0.1 rad. i.e .. sampling at more
,"' , " than 60 time, the frequency) and is a reasonable approllimation for angular
"'fT I'alues less than 0.8 rad (i.e .. sampling a! more than 8 times thc frequency ).
~';.X;:, '4 In order to urive at trial COl11pensarions wit h poten ti al for bener PM. GM.
r "- -,
':1j.;,i i,~ steady-state errors. or crossover frequency. it is useful to understand how a pole
10"' E :::'~; "' ~j<r:~!, ':," 'J:, .'l '.':~~ t~: "~ . ",,:;::
;oj or zero placerlll:nt will affect the magniwde and phase cu r.... es. Because of the
equivalence of the break-point concept between the continuous and discrC"le cases.
this is accomplimed for discrete syStemS using th e ideas from the continuous
Bode hand-p:olling techniques. keeping in mind that their fidelity degrades as
frequency approaches th~ Nyquist frequcncy. It is easiest to select compen~ator
break poing if the frequency-response magnitude and phase is ploned versu,
w T so that the correspondence between those curves and the location of the
e'tcmioo of the Iow-freql><ncy usymploce reaches cr~<O"er:>t w .o 1.2.6. thus indicating ~I ,,)
compensation parameters is retained.
thai K, = I ,26 ~in,,, Ihis Type I <ystcm h" a low-f",quen~y >Iop:- of - I

7.4.4 Compensator Design

--------.
The amplitude and phase curves can be used to determine the stability margins
based on the ~ yqu .sr .tability criterion for either continuOlis or diM:rett': sys tem ~,
In lhe continuous Clse \\lith minimum-phase transfer functions. Bode showed that
the phase is uniqu ely determined by an integral of the slope of the magnitudt"
curve on a log-log plot as ellprcssed by Eq. (7.47), If the function is rJtional. the,e
slopts are readily and adequately appro)l;imated by conslants ~ As a consequence
the amplitude curve must cross unity gain Izcro on a log scale) at a slope of - l
for a reasonable phase margin, The ability to predict stability from the amplitudo:-
run'e alone in minimum phase systems is an important ,omributor tu the ease
with which design~rs can evaluate change~ in compensator parameters in those
cases,
Bodc's relationship bctwren the amplitude and phasecur\"e is losl ror dis.crete
systems becauM:th! I'mable : takeson value, around the unit circle in contrast to 5
Iraver,ing the ima~inary axis as in continuous systems. Figure 7.16 illustrates the
degree to which the relationship is lost and indicates thaI tl:~ error wou ld be small
for frequencies lo",er than lI20th of the sample frequency. ;.Jowelcr. it is typically
De,ign a discrete coo(rol1cr for the al1lenna )"slCm with T == I u~ing ttle frequency relpon~,
The spec ificaticfl i are as boron: ' o"'c,.,booIlc~~ than 16\i. !oeuling timf le>s llllln 10 >cc and
K. ~ I
$olurion. The >ysl~m (ramfer funcrion is
T1Jc magnimde and ph.a>e of (he uncompensated sy~Tem [ G\~)l ,llQ\\n in Fig. i ..~~ i!ldical~ rhal
with a cornpen'iltor gai n of K = 1 the syStem has a PM of g. and a gain coms.c,,,r frequency
(a; ) of 0.3 radl>cc. T11c 16'l O\'~r!hoot requirement tr.... slate' into ( ~ O. ~. ,,hich trlUlsllte$
in tum imo th<. rcq uiro:-mcnl that th e PM be ~ ~O from Flg. 7,24, The lopttificatiOl' for><lIling
rime translates into the Injuirem ent thul w. ~ 0 .92.
Bccouse the gain of (~ - I IG(~) 1t ~ = I is I. and T = I. (hoe ~ompen .. ted system will
alw have K . = I pro~ i<kd the DC gain of D(~) '" 1. In tenns of the freq~ncy response.
thi, m~ans that th~ exten sion ofthoe Iow.frequenc)'magnilude asymptote should pa;s rhroogh
(hoe >"alue I ot '" = 1 for the uTlCOffi!"'n sattX! case (in Fig. 7.33). and the f ain "f thi s I" w'.
frequency asy~\()(e should nac be dcrreascd with any candidare lmpen,atiOfl. To maintain
an Icr"]ltable K,. " " win (~aluate ooly D( ~ )" s " 'ith a DC gain of I The uncom)Xnsated
262 Chapter 7 Design Using Transfo m. Techni q u~ s 7 -+ Frequency Ikspons.e Melhods 263

Figure 7.33 figure 7.34

Freql.leflCy resp{)r1~s '" Bode plotS of designs
wth 0,.1 , and OJ for
with cor,troHers OJ. 0.
-' - ':1"";.: and D~ fOf hamp1e 7.1 S
Exa mple 7.1 5 i .. '"-.
OJ"
I
>
,.'" 10-'
i.
,. '~'i::' ..,,'
'.\ .. 'H'~120
e'
10"
", 10" W'

' 00 -._- " ,,'

..... .. IOO ~ -.-. __....... ... ~
...:., ., .- ..~
., I$() L _ _ 1
f 'UO o,., \ "'~
[},el_ ""~
-- r ~+
[}'!'l t~
."" 0,(:)" 10 &=,2.i 'f!!1 ,
l ."" -- - <>,:'1 _"-' ,-PtP \',
l"~ - '~
.,,, ;,it
,,
m-
~
10-' Ill- ' ,. Ill-' "10-' ,.
F"'GlIrn<Y (1'001/5'1 '" rnq""9' (r.od/se:;) '"
FIgu re 7.35
.y.tern -s PM Qf 8' iDdi~3te, poor damping. and the "-" '$ Q{ 0.3 r<dl,~c i~di(ate' lhal it will be Stl'P r'!5p()()J.e of the 1. 5
100 ,low, Jll~t a, fc-r continuous 'y't~m., "'c! OCc ul.' approximal<'ly ~t tf>e ,ys{em hand"' idl h system with (Ofltrol!er D~
3M oominam n ~tu;aJ f""qu~",y: the""forc. W~ 500uld tl)' tQ ch~nge the dcsij,m SQ thllt it h3< ,- .. "-...
~ "-'" of about 0:9 tad f sec in Qn l", tQ m~l the I, ::: 10 1'. On,'c ",.'e ij,\d a ro<npcn.~t iofl
thaI meet, th gUltkl incs of PM", 50 ~nd w" '" 0,9 radlsec. we w,ll need \Q ched WhClh(r
{h. se ttling li~ am onrshoot "P'ilicatious arc actuall }' met bc"au,~ III(: design gu idelin~, ,= r O,S -
followcd ~rc 001)' itppm~imatc,
0
Fisure 7.33 5hJw5 s<: '~r.J alt~mpb (0 proouce a design_ The bre3kpoin( (If the nn;t attempt I
(0 ,(:) in Fig. 7.33) wa~ at 0 .15 rad/,ec' and dtd not incr"aoe lhe Ilope of the magnitu<k c~rw ! ,~.

3t a kroo-' cnoo~h frequency tn \>ring aboLl1th~ desired "', . ' Thi, "'" remedied in D, (:" "')-.er~ 1,
the breakpoint " a. lo ....'.r"" tQ 0 _1 radi.<ec (lero at : = O,!fl cau!ing a w, . Qf 0,9 lad/,c.: . bot !
tl>c re 5ult ing PM Q -10 "'3, ,' ti ll lo ....~r Ihan desired . By mo. ing the C(lmpcn >lltor pole out I" -O.l -
~ = -0.5 in D.' I~I wc had very-lilll~ effect Qn tl>c w. 001 achit:,,,d an im:rea,., in the PM !
10 ~O . Bel'au<e botl go al< are ~(. 0 ,(:) has a r.ason~bl~ chJn<e to meet the spccific .... ron"
in facl , If>e calcu latlOll of a lim. hi<;(ory of the s)",\ t.rn re lpons<: I,) a stcp input _,l1000i"1 t~t tho ,-
" is 7 s<:<:. bm, alas.ti>c Q\'.r,hoot i, n ,", . lbe guideline . "-"ro rOt $U cr~ "flll in n~i~g {n..:
sp"cificaliQDs because the , y,( cm is third ordor wi th a lem. wh:rea, thc rul ....... ere dl-ri"-"tl I .J
i
assumiog a _'KOOd-ordc r ~ySlern .... itOOut a z;oro.
Ls, ,
The ~.~'sarl' rev; s;o", lOoorde'ign guidelitles are dear; we Woot more (han a 50- P1>1
" " " " " "
,."d do not Tequ ;"" . 0 .\1 rudlsec "',,' Figure 7.34 ,hOWl ,he system f""ll" ""'Y re,poo"'" u,ins limo (... "
D,{:) along with 1"'0 rt\,j,ioo ,Qf VI :) thalSltoli lfy oor"""io;l: d gQ)ls. n, {:) ha, a 60 PM a nd
a 6.6 rad/sec "'.,' a rd D,(; ) tw a 58 ' PM and aO,S radls<X'w,, _The time: hi'tory(li lh~ s~'~lem
re,poo se tn a , Iep u~ing 0,(:) in Fig. 7.35 ~oows thai il cxactl)' mect., the .. qujrem~m s fOf
4 "Tho ",ro '" ~ ., tl85 ' m",lalc, intQ' 0 I~ f3d1,.~ brc.l;poifH gnJ)' bee, "", Ihe _<ampk pmod. T_ ii J 1M;- o,"~f$hoc< and I, = 10 s<:~. Funhermore , the de>i gn Qfth~ ' I's tem impo>etl {he .on,munt
_,<c_fur T ,, 0.1 >." UfO .. : _ O,gS I<'OIlld lS>lIsl.,< inIQ, 1_5 t"IIdI<a: ~t<.kpoi"l , <T<. thaI K, = I "lid the: de'ign il cQmplete,
 7,5 Oir.::: \ lXsign ,l,tethod o f Rag:n:ini 265

Fig IJre 7,36 ,.' C,- ----r----__--_,_____.----__----__--_,

SenSI" vity plots 01 lCchn'11ogy has been fo und to be useful in adapt i\'ecomrols, Suppooie we are given
deSJg ns wl ~h controllers ! a discrete transf~r function G( ~ ) of the plant (plus hold) and a de,ired !ran~fer
Dj' D. , and D~ for funct ion H( ~} belween reference R and output y, Thc structurc is ll,sum ed to be
hamp'e 7,IS D, a unity fcedbac k system and the design is to ,ele<:tthe computer transfer function
- - --~ D,-- ~- D (:) to rea li ze H (:). The m-erall tran sfer function is given by the fonnul a
-- DG
H (:)= I+DG"

fmm which we get the dimt design fonnula

47.54)
1(,-' I
I From Eq. 0.54) we can ~ee that thi, design calls fOr;l D(: ) that will cancel
the plant e/T('Cts and add whate,-cr is nccessal)' to gh e the de~ired result. The
problem is to di.\.Cover an d impkmcnt constraint> 011 H (:) so that we do not ask
for the imposs:ble.
11'-'oL--".,--~---~--...,--~7_--7---,J First. the design mu st be cau~a L From ~-tran sfonn (heory we know that if
~ I~ ~ ]3 Df t } i~ to be causa l. th en as ~ _ x ib transfer function i, bounded and doe s nOl
wiT "lid) have a pole at infinity. Look in g at Eq. (7.54 ). we see th3t if G( ~I were 10 ha"e
a zero at in fin it >,. then D(:) would ha\'c a pole there un less we require an H(~)
Ihat cance l, it. Thus we have (I'k: constraint that for D(~} to be ca usa l
I: i, mlN~~ling tl)l,,01< at ,he -.:n~iti\ ity functiun, forth .", dc:,il n~ , plO1 tcd in fiS' 1.31'> a.
log of tf!.: .' ell"t;' it)' ' "t'rw> 3 Ii""ar r"'<jue", )' ",ale to illustrate th e balan-::e bclw~en plniti'" HI:) must have a zero at infini ty o r the ~ame orde r
and ncgat;"e :m:u> rOI .<uc~ pl ot' for <ta ble ,)" tems, On this pkl(. on,- can ",c Ihat ronlrollc, as the zero o f G(:) at intinity. 17.55)
D, I'<,ult, in the hi~he,t bio nJ" i<llh and ~l>o lh~ hi g!>e >l m..\im~m cf tt.. ,;en_i!i,-ity Of [owc"
v"" I('of gain m",in. C..,lmlkr D, ha, im~(/\~d IOO'W1C<S (lower m.... imum of t~ e .wmi li \ iI ' , This requirement has an elementa ry interpretation in the tim~ domain: A zero
bul ahu [",... cr oonJ"idln , Finally. In.. ,bign given b~' D. splil' the dif!e",N.~ al,J meel' ('" II o f o rder /.; ~t infini ty in G (:) corresponds to a delay of /.; samples in the pulse
_'jl\'<"ilicati{)fl respomr of the pl ant. T he ca usali ty requirement on H (~) is that the dosed-loop
sy <;\em musl h ~ve at least a, long a delay as the plant.
Co n~ideration, of , lability add a s.t'co nd eon,;raint. The roots of the eharac-
teri.\tic equ ation o f the dosed-loop system are the rOO! s of the c4uation

7 _5 Direct Design Method of Ragazzini I + D( : ,G (:) = O. (7 .56 )

Wi'; can expres, Eq , 17.56) as a polynomial if D arw C are rationa l and ".-e iden tify
Much of the style of th e 1r.msform desi gn techniques \I'e hare been discussin<:! D = c(:)/d(:l and G = b(: )/o(:) where a , b. c. and d are polynomials. Then
in thi ~ chapter grew out o f 1he Iimitatiofls of (e~hnology that was a'"ai Jabk the charaetcri slic polynom ial is
for realizatiofl or CQfl tinuou~-tirne compensators wi th pne umatic componen ts or
electric networks a nd am plifier,. In particu lar. many constr.lint~ were impoCd in od + bc =O. 17.57)
o rder to <ls s ure thc realizatio n of e lectric compen~a1or nC1V;orks D($) cons isting
Now suppose there is a common factor in DC_ a~ wou ld result if DI~) ...... ere
o nly of resistors arxl eapac ilU~. 1 With controllers realized by digi t:!l compu ter.
cal led upon to cance l apole or zero of C( : ). Let this factorbc: - Cf and suppose
such lirnitmion s on reuliz<lti on are. of course. not rele\'unt amo nc can ig nore these
it is a pole of C( :). so we can writ e at: I = (: - a )a(:)_ ilnd to cance l it we have
panicular con,;trairts. An aitemati\'c Ue sign method that ignores constraints or
d:) = ( ~- a )C(:) . Then Eq, 0.57) becomes
~ In t~, boo!.. h~ Tru,. llt'i5h ..- ~ .... mud,,,fllli, 1110:0') ;, coIle..... e.1 >I obrulth< ~;gt" ""MS ~' Sl <la. < (: - Cf) il (~ )d (:) + b(:)(~ - a )E( :) == O.
"f &." '~ . ~ chal"<' i, do l ",.d t" lie ....1..'(lI"~ '! n,"", ;"
.Iufl'.... (7.58)
(~ - u-)t iid + be) O.
266 Chapter 7 Design Using Tral'\Sform Techn:ques

In Other word~aps it was ob,ious from thl' stan -a common factor re/lw;,u
Sollliion. The di 5C~'e ch~I:oct.nloli<: . qua!lfI!l iltt'O("JinllO . he 'pedtk;oTion, i.
a jaclnT oj 'hI" charactuistic poI.'nI'>tI.ial. If Illis faclor is outside Ihe un it circle.
Ihl' system is UQ~tabk~ How do we avoid such cancellation? Considering again ~! - 0_1859~ ... 0 .36"11:18 = 0 _
Eq. (7.54). we see that if D t: ) is not 10 cancel a pole oj G (:). then thaI faclor of Lrt u< therefore as~ for ~ oks.ign lh:K ;1 Mabl . has K. '" I. and h~5 pole. ~t Ihc root~ o f
a(:) mUSI also be a faclor of I - H( : ). Likewise. if D ::) is nOllO cancel a UfO Eq, f7.661 p:us. if 'lCus':lr'). odd;l ional poles at : '" rio ... here the "am i. 1II ;, ~ .lohor1 ~,
of Gt:), such uros must be faClofS of 11 (:). Thus we ..,ritt the constraints e ,. pos~iblt. l"ho: form of 1It ~ 1 i. lh u_<

I- H (:) must contain as leros allthePQ/1I"$ of " 11' - 11: II , +h,:- ' + 11;: ,; + b .. : - J ...
G (:) that are outside the unit circle. 17.67)
t -O.1859~ ' +0.3619:-'
n... cau,aJl1~' <k<ign COfI".ainl. u,in~ Eq_ t7.5~1 ~'res th.a l
If (:, must contain as zero~ all the :(f0$ of
(7 .60) HI: )I:. ... _ 0
G(:) Ihat are outside Ihe unit circle.
Con sid ~r finall y lhe constrai nt of steady-state aecu ra~y. Becau~e H( :) is thc "
o\'crall transfer funct ion. tile crmr U1)nsform is given by 11 .681
E {: ) = H(:) ( I - H (:)!. (7.6 1) E.jU;>tio<t~ (7.59, and . 7.601add no oons'f1I.inh bec3Ulo< Gi: 1 ha~ all poIC\ and zeros in,idr lhe
uni,d,d., ctpl for'he Jin81c ~croa{ X . ,," hich " lakcn I.".. reofb~ Eq. 17.68 1. T .... ,{~ad\'.s. lt~
TtIUS if the system is to be Type I wilh \'elocil), constant K,., we must have zero (rmt rt:quircmcn{ ie Jdllo .
steady.state eITor to 8 step and 1/ K, error to a uni t ramp. The first requiremenl is
. I h, + ",+ h, + ' "
rlool = hm(: - I ) - - [ I - 11(:1 1 ::: O. (7.62)
;_1 : _ \ .. 1-0.7H~~0.3b19" J.
Th.refore
which implies
H<l) =!. (7.63)
1be velocit)' constant requirement is that
I - T dlfl .. ~K .
1'(00) 1) -
= lime: -
r--"-. ( 1 - 1i(: )1 = - . J:' : - 1
;_1 f: - I )' K.
8ec"u>c in lhi u :a..: both T and K an- I ....c Ulo< Eq. 17.69 1 ood (he" dcrh1.O Iiw " 'j,h re<p{ lQ
From Eq, 0.63) we know that I - H (:) is zero at : ::: I. liO that to evaluate the ~ - 'loobl:ain '
limit in Eq, (7.6-+). it is neeessaJ)"o U ~ L'Hi)pitul"s mk WilM. the result
1 ""..!...=~ 1
K, d~ - ' I,. ,
(7.65 ) _ 10.5i!10))h, - 2/>; -+- 3b,.,.. .. ' 1- 10.5)(2011-0.710:59+ 0.36791211
T~: I:., = K; , O .S8~){\).5S2/h

h, .,. 2b. + 3/), + ... - 1- 0.05Ot 41

E1O:3mpie 7.16 Onlg" J;.:.' flit DJrc.cr Mtrhod . . - I 17,701
O.SR20 -
Coo.ider a@linthe plant tkocribed by the 1 1~,,~fcr fU" .-lion or ~. 0 ..13) and M'Ppm;I: ,,"' t L.k Ikcu~ se ...e ha\'~ "nl~' Iv.-I) equation, I" ,....i ,fy. ,,~ rwcd only I"' U un~no ..n' ~nd ... c (au
fOf ~ di,ital dc:.ijl r IIIaI hal .he c!urocteris. i<: equal;"n thai ;s I:W discrete .quinlenl of thc tru"'''I( I/ (: I:JI b!. The " ",ul!;nl! eqoal ion,:ore
roftlinoou. charac[(rislic rqIlMi<,m
h, _ b; .. 0.511:0.
'! + J + I = O. h, + 21>, _ O.DIS.
.... i'h I umplin~ peiQd T .. 1 sec .

~ ROOt> (1ft ,lot ~nil dITI ..., 01<0 ".:IUIlI. \oy """e dtfillOlion'>. .... d ,,,,,,I pn<'ic. II" Ii,,,,,, ,'''' ,,-. b, ", O,fon l , 17,71 1
oJ>oo.olcll'1O'1 ,;oncel ""ru11f'iIioh ""1<;<1< !he nod .., of d<oj,d ... ttlinl lino:. b; '" - O.IISOt ... a.721
268 Ch.:IJKer 7 DC5ign Using Tran~form Techmques i 6 Summal)' 269

control that cauS( 3 IMge ripple in the syste m ~ponse bctv.ee n sam p1e~. Uow
Cl .63~J ~ O.05IJ14 C3n lhis be fo: a system ~SpOllse Ira nskr fu ncticn_
Ht~ ) "" . 11.7.1,
:. -O.7lIS9~+O. 3679 Y( :) - H - _~
R{: ) - k ) - I + DG-
that is d .... signcd to h3\'e only t\l-O well-damped roms? The an~ ..... er lies in the fact
Ihal the ~'"Omrol re~ponse is dc lerm ined from
We h o," 11m HI I J '" 1 .O lrot I - HI : . muq ru,,'': I ~cro at : = I. No.'. 1urn,ng 10 1M N , ... iN : ) D II f: }
<k.ign formula. Eq . 75h ".~ (ompu~ R(: ) "" I +DG "" G(:,"
01:1 = I: - I I!; - O.9n.18)(O.61~ 1 1 (; -0.07932 ) ..... hich for Ihi s e~ ample is
IO.().I8J7 11 ~ + 0.%721 I: 1,1; O.U801 U(;) = 13.06 , : - 0.0793 (: - 1)(: - 0.90-'8 )
= 1~.07I: - O.9M81 (: - O.Oi9)~) . HI : ) : - - U.7859: + 0.3619 : + 0 .9672
(: + O .967~ ) I; 0.4 1801
The pole at : = - 0.%72. very 1"IC3r to the un it circle. is the source of the oscil-
[3tion in the control response. Th ~ poor transient due to the pole d id not s how
up in the outpu t response beca use it was exacl!y canceled by a c ro in lh e plant
transfer functi on. Th e large comro! osc ill at ion ;n turn caus.es the ripple in the
output rt"".lpt.Jl1se. This pole was brou~ht about be\:au>e we allowed the controll er
A plOI of lhe Slep response oflhe re sull in g design for this exam ple is provided to h31'e 3 pole to cancel a pl ant lero at this position. The poor re spe nS\: th at
in Fi g. 7.37 ~nd \"trifies that the response ~ampl es beha\"C as specified b~' II I:). resulted cou ld have bc.:n 31'oidcd if th is lIearly un stable zero had been incl uded
HO\le\'er. as ca n be seen a lso from lhe figure . large oscillations occur in the in tne .~tab il itr con~lra; nt list. In that case we "''Qu[d introdoce a nOt her term in
1ft :). bl : -" _ and requi re th31 I/I ~) be zero at : = -0.%72_ so this zero uf G(:)
is nOI canceled by D (:). The re~u l t .... m be a si mpler D (:) wit h a sl ight ly more
com plica ted HI : ).
Figure 737 u - - - - : - - - - - - - -_ _ _ __
Step resporn.e of
an:enna !)'Slem (,0M f\ 7.6 Summary
c irectd~ ,. ' v' vr\ ./'V'\/ 'Vr\/\/ ,V --'. In th is chaplet we have renewed Ihe philosophy and specific-alions of Ihe design
-, o f control s)s:ems by lransform teCh niques and discussed Ihrec s uch melhods.
0.$ - _
~
.. l Discrele contro llers c an be dt.- si, ned by e mul:uion. roOilocus_ or frequency
! ,,; I : re sponloC methods.
1,
I iiI Succe~~ful dc~ign by emu lation typically requires a sampli ng fl"fijuency at
lea.>;! 30 times lhe e.\ ptcled closed-loop bandll.'idth.
i .(I,s - Expres~ioos fOf slead)'-Mme error con~lant s for d iscrete s~' stem s have bee n
!
~ JJL - 8i~'e n in Eq . (7. 12) and Eq. (7. 14) in term~ of open- loop transfc r functions
and in Eq. (7. 18) in le nllS of closed -loop pol ~s 0.00 zeros.
Root locus rules for d b.crete sys tem characleri Mic equ:nions arc shown to be
j the ,a me IS the rul es for continuous sys te m characteri ~t ic equation~.
-I,S
'r Step rc~ponsc characteristics ~uch as rise ti me and overshoot can be corre -
" '" " " " " lat ed with reg ions of acce ptable po le loc ation s in the :-p la n~ 3S sketched in
T irno ( IK)
Fig. 7.)0.
270 Chapter 7 Des~gn Csing Trar.sf..,rm Ttthm'lu(~ 7.7 Problems 171

Asymptotes as used in continuous system frequency re~ponse plots do 1101 (bl TI>e ~ u~ for
apply for diSCre te frequency response.
1
j\"yquist's stability criterion and gain and phase margins were developed for 1+ K , = 0
.<IS + 1. (ls + ". .- +-')
discrete syster:ls,
is a wpical locu. thar ;n ciu(\e, compk~ pole, and shw.. the ,".Iue of (\ep.1.rrurc
The sensitivit y function was shown 10 be useful to de,'clop specifications on
angles . PIO! the locI!_ for" = O. I aM 2 . De >lire 10 nofe fh e deparrurc angles froon
performam;:e r.)bl.lStneSS as expressed in Eq, 0.34). lhe compl.... poles in ea,h ".
Stability mbus1lles~ in t~nn.~ of\he o\' ~rall trar.sfer furrtion. the complemen-
(el The foell' for
tary sensilivi t~' function. is expres~d in Eq, (7.47).
LimiTations on the frequt'ncy response of closed-lcqJ discrete designs arc
made more (,Cwre by poks and zeros outside the unit circle as expressed by
Eq. (7.50) and Eq. 0.5 1I.
illus!:llt~ !
the use of comple .. zeros to compt'nsa fe for IIIe preseoc< of ~omple..
Lead and lag compensation can be used to imp row the steady-slate ami poles due (0 structural Huibilit~,. Be SUre (0 e5( ima(( t~ :mgle. of .le panurc aoo
transient resjX,nse of di!;Cre le systems. :mi"a!. SketCh ttle loci fOf we = I alld w~ = ) Whi<'h c..-<e is uocoildificnally
stab'" (subk for all po>iti"e Ii: les' llun the design "alue)~
The direct de";gn method of Ragallini can be used to realize iI closed-loop
transfer function limited only by causality and stabililYconstra ints, (d) For

7 .7 Proble ms Sh"" Ihal Ihe locus is a cirde LOf radius ,fl';l; (entered .tlhe origin (locali"" of
!he L.rc). Can thi.; re., ull bt tran,lawj to ttx- ::a", of Iwo JXlI<s Jnd a zero on the
7.1 U$<' lh~ ~ = ~,r mapping function and prow (hal (h~ ,UTI"\'" of CO/l>!~nl :; in 5 i, J tlCgati,'c real axis?
l{)~";(hrnic 'ri nl in ~.

7_2 A .,,-,,",'omhan;,m >)" .\l~m ;>~\r<c(Od!O hal 'e a "se-- (i"", Ilfnomo,e than )0 mil l isccOl~.' 7..1 The tla,ic tr.,hfe. fu n,tion of a "'tdlile attil ude c(lrllrol ;, Gisl = ,.~ .
and an o"e"hoa 0{ nil more Ihan 5'l-,
lal Dcsi~n a conti nuous lead nel"'on.: co mpem.aliQrl >0 as to gi'''' closed-lOOp po les
(aj Plm in the ,- plan~ the comlpon.!ing ~gion of oc,epllb l ~ closed loop pole (crresponding (0" = 0.5 and nalural frequerlC y "'. == 1.0, The rltic of pole to .. ro
locations, of (he lead is to he nOmllre than 10.
Ib) What i, th. " timated Bode gain trO<~O"'1 fl'l'<luenc~' (rajJ,""c l~ Pi ol the ,;Iep rron'" of fhe dt,\ign aI1d "Qte r~ ,is( (in.. "lid Ih e per,ent
(cl Whal is lhe .s timated pha.'" rna!')!:in in d.gr'''~'' o'... 'hooI
(d ) Whal i, th e "'mplc p< riod. T, if the eSlirnated ph,.,., shifl d"" til the =rte atxl ii, What is Ihe ,}"Stem type and ccrre$pondin~ errOl ronslanl?
hold i~ It> Ix' no more than 10 althe gain c!"O$IO"er~
Ib) Sele<1 a samplin g perioo 10 10 samples in a rise time and compute the di ocre rc
gi'''''
(el What i. the sa mple period T if Ih en: lrc 10 he g ,;a mpl e, pcr rise- lime? cqui.-a]ent to 'he Itud using the Tu.lin bili.... arU'3",fllffiWlioo, PIO! the steprcsponsc
7.3 Rom locm ",,'i...,. The following roo( loci ill us Irate impor1anl futures of Ihe roo! )o..:u' Qf tho: diocrCle .'r.t~m and com?"", the ,is/: lime and overshoot TO tllme of Ihe
tednique All ale capabk ofheing ,'kelched b~' hand. aild it is ~rommeOOed Ihal the y b.- continuou.' delisn
111m. thaI ",a~' ir orlk.lo d....,1op skill' in "'rifying Con'rultr" ~ ()IllpU!. Ooce S~clch cd
(t) Select a ,ampling period Ih at "'ill ~i" " S samples pc r ri S/: ti me. rompule tt.. di\<."TC le
rooghl\' by hand. il is u,..,fullo fill in lhe detail, ", ilh a comrul .
o!qui'alem Ilsin~ Tu'lin', meiliod. and co mp",e ri .e time and o"en.hooi Ilf this
laJ Thc locus to.- des ign ... ith the ronlinoous ca.,""

1 +1i: , .< +1 =0 Repea t II>r d ..ign for thoe sa tellite alTitude control of Problem -' . i.... ludin" mettlo<i of
'-IS + p,) eM.,in,\! !ampling period!. 001using the matched pIllezero method to obtain tho: discrele
compensa;iQrlS
i.' typical of t~ heha,; ~ ar j = II of a doobk in legralO( "ilh lead (ompe",atioll
Cl J ,inJ:!le in le,\!rati Qrl with a 13~ ""tll.'flrk and """ add ili ..... al n:al pok. Shtrh the 7.6 Repe~ t 1M deli ~ n of the ....tdllte luituJe control of Problem .. indudin, method of "hoi~e
lo,:u, ,-e,,~ K for ,.lues of 1', of 5. ~. and 20. p~y clo<e attent ion to t~ !l'al a.~;' of sampling pcriod oot y.' ; n! thoe triangle twld equi,. lent ( nllm:au,alli" tordC'r hold) 10
ilfeaJ,:-ill 3m brcak,.,,ay point>. design the di,\Cre' e compen!.ll; o~~.
272 Chapter T Design lI smg Trans form Tedmiques .. 7 Pr..,bkms 273

7.7 R ~pcnt th e de~;!,1 for the ,.~Il;te au;t...oe l'QrltfQI of Problem..j but augment the pbm 7.12 The p lan t tran'fer function
with a Pad<: appr~ ximat iQn to the delay of T I~ " 'hidl i~ II} Iny. nultiply the plant n ansfcf ,
fUfk:tioo by G(, I = CO-,-,,'c-C'C
IJ + O.I~u+Jl
is to be cItrolled ,,;th a J ;g ;1a! CO<Itroller u~; n g a 'a mple pt riotJ of T ,., I) , I ~~,

(II) DeSigncon'pen.ation u.ing Ihe ~ .planc ro01I""u, that w;lI r"';fIOnd to" "op ,,-ith a
r; s~ lime of ~ 1 ;.e,:: and ,n o.'~rsl>oOl ~ 5((. j>lotthe Ilep respollse"OO "<fif), Ihal
~f()l"" do ;n!, the ~"OntinllOu.' do, ign. One: t!lot d( ;ign of th~ le-'" compen~tion is ~Oll\
the "" pun '" meel, Ih. 'peciti"al;o n,.
plet~d. l'OOl;nu c wilh the di ",rete eq u;"a1em, h in Ptoble m 4. indudin~ the meth Dd of
d~in! \.IIl"npl; l~ perk.:!s. U ~ tke ma lch<'d poI~lero rntl bOO to obtai n tho: d iscrete (hi Whal is the .y~tem t)']l"< Jud .om:>p<l{lding error ("OII'tlm!".' What can be dnn" to

.um]l"<n.utlom. Comp J'" ttle do<i~n ,,;In the , ont ;nuou5 c~ . reduC<" tke stead y-Mate. 1TO< In" 'te p inpul'!
(e) Iksi~n' di >crete IJ~ c"O"'P"Il .....tiotl thai will Cut tit< <t ["adv ~latc clTO< ;n ha lf.
7.11 o." ,ign ~ discrete eo mp..>n<atioo f()l" the lntenna ,'OI\lfOI ,y >!cm as 'pe<.""ilied in E:o:amplc
Plot tho ".p rpnn'" and cnmP"'"" the complele rt,pon",,' to Ih~ Ir311S;.m :md
7.2 " ' ilh a sampl(pclioo or T = 0.1 using a matchw po!e.,ero oqu;vale nt fortlle disc!'("t<
slcady_.tate efT(lI' 'pec;ficatinn',
conlf"'n",-lion. Pk>l lhc ,tep !'("'JlOO'" and compare rise time an-J o"ellh""t " 'ith t~ of
the cominuous d.~ign. 7. 13 It i ~ pos. ible to .".pend a .leel b~lI l:>.:"" ing by me"". of an eleclromagnct ".' ~ CUfTent
7.9 De.<ig'l the anten , a coot",1 s)'stem "' 'f""'; ~ed in E \ampk 7.~ ."ith a .<amp!e period of i, c0<l1roll<d by tit< po~i 'ion Of 1h< IWood"", and Melcher 11%t!!I, A .I cht-matic of
m",.,
T= O . ~ _= _ a J>(>'i.,ihl e ,""up i_' shown in Fig _7.38_ T he equation, of mot;,m are

Ill) U,e the zeropole mapping equivale nl emulation method, III X= -/Il ,~ + /t,'!. I I.
I b I Augment tile plan l mood with ." ~ppr\l.il1lal ion of t~ ,arr.p1ehold (\ei a)" consisti ng w lll' re tn., fo rce on tM b all dlle [j)the d"'lromagnrt i, giwn by / 1X. I). h ;, found that
,C the magrlt1 fo,,. balance, llle gra .-ily f()fe. wilen me ntJllne1 CUfTcnt j~ 10 and tile b:<11 al
X .. ' !f we ,...-;te l = J,. +i .ndX = X" ~_raode,pand / about X = X , . nd I = l.,.and
li T
I'IS ) = - - - . t!>e 'l ncg lc\::1 h,gfto::rorder t trm~. ".( otJl.,n a h'lCar .p"ro~' mal;uo
s + 2f T
Ill.;: = t ,x + t,i.
tocn ,cde~iPl D b f aM fi.,.] tbe discrel( e<tui"alem "im the matchcd poic-lero
equ;"akn l cmul~ l io n mcl OOtl . PIOI the <Iep respome .... d CQrnpare with the \",Iues m, asurc d for a pan im larde, i<:~ in ttlc Stan fordCootrol, Labor atory arelll = 1),02
COIltinllOOS do:_<ig n do,... on the unaugmcnted plant. kg. ~' , = :!O .'1lm. k~ = O.-l t';'1A.
(e) Compare tt.. dtgrodatiorl of the equi"alcm damping rat;/} { doc: \0 sampling for (ll) Compule th e tra nsfer function from i [Q . . and dra" It>e tcont;nuoo rooI l ocu~ for
bo th M~ign metltod., pf()JXlflic>na l fecdhac" i = - K_r .

7.W For th~ satellite ~'i lh tran ,fer funt: tioo lI s'. oks;gn a lead corrlX'll$at;oo to ~i "e c~ (h) ut lht ",mple P<'rioo be T = 0_02 "'" ""d wmput~ th~ pl ant di "r~t~ tran,fer
looppole-!' " itn (bmpin g. = O.~ ~ nd na1ural fre<jucnc)" w. '" 1_0 . The po!e_to.lerotal, n fUncli()O when used with a i'J.mplc.od zero -",dtr hold,
of the rompcn ,aI;oo shooW nOl be "",re than HI. Piol the ~t.p r. spon;e of the closed (el Design a digital conlT ol f()l" tile mJsnet;c le";m; un 10 ffi<'.1 th~ ,pe,-itic ations
loop ",,01 noIe th. rise t; me "M o",,,hoot " ~ 0_1 s<'C . ', ~ 0 .-4 >eC- and QHro;hon! ~ ~()<N.
III ) Le t sampling period Ix 7. = O.5se.: an d CQmpute ttlc jiscrct. model of tile
plant with ~ '!antple."d zeroorder hold , Us ing this mudd . oksig n " discrete Iud
co mpens Jt ioo wilh pol~ at ; '" - 0 _5 and a u ro SO as to gi,'. clO.Ied loop poles at Figure 7,38
lhe mapped place ff urn the CQlltinuou, poles . = 0 .5 an:! w. '" 1,0 . Wllat i\ ttlc A steej ball balanced by
ratio of "'./"', for th ;, problem~ How mall) sample_' do)ou upe..1 to 1100 per ri.e an ~ectromagnet
lime" PI<.H the 'tep resp""'" 300 CQml'<lrc R: IU]( with e:<ptatiQrl. Compare the
discrete de!'ign ,,-ith IIx c()Otinuoos do: sign_
(b) Repeat ttlc di,crete M';gn "i lh sampling period TJ = Ilsec. plot the slep
reponse. aid "omp= r;", ti fO e and o . e"hot:>! ,,';,h the oom inYou~ casoe.
7.11 Sketch th o rcgioo in tile > pl""e of di!.L"TeIC pole Iocatinn . c()ffi'spunding to,: :! O.~ and
{ lI) "'. ~ w.l30_
(b l "'. ~ w j lO,
(e) w. ~ w.l5.
274 Chapter 7 DeSIgn U,irog Transform Te.:hniqucs 7,- Pmh lems 275

figUf1! 7 ,40
(d ) PIO! 11.rom Iox u> of >'our des,s!! versuS m a~d di >cu" the poss;b;l;t)' of balan~l!\g A disk drive re~dlwlt(e
ball . of ,'amu.maS!.!:S.
Ie) Plot a j tep r!~ponse of ) o urde!isn IOaIl ;n;t ;ol distu~c. di~ pl~me:m O!I tM !>:Ill
"'_od_'_"_''''':'c'___ I
,.
and soc...' boAh ,r:md tne control CUTTent i If the >Cn!OC" c~~ mea,Uf. x o,'cr 11. ran g(
of o nl\' ~ cm , and it 1M alnplif,e. can pro, ide a maximum current of \ A. what i.
tne m';',im"i.." inil; .l di splace"" nt . "W) ... , that w ill keep Ih e ,'anables w';thin the,. Senso.
limit,. u.i n! '~ = 0. 02 k g ~
7.14 A di,;cme t~ sf:, [uocti"" for app'o~ iflUle den,'ali>"e control is
,
-- ,
DI: I'"' K,.Tr>- T~ .

where the pole at ~ = 0 add. ro me: d<'tabilizing phase lag. It therefore J.ms that it
",,,uld be ad"ontlgeoo, to re rno'e it and to us. de,i, at;'. (o n.-ol of the f()tTl1 I ~) Do, : -pI 3ne de.ig n tn. lho.: .am.: 'p<'CiIXatio" and pi(\( il < sttp ,e spon.e . Cnmpare
the<e I h,...~ d.,igns with fe!.jX,.-tlO mee ting the tr.lll.ien, pcrformanc~.
(~ - 1)
0 (:)"' K, T,, - ,- _ 7.17 Th e lclhere<i ' "tell i t~ '~.1em >110" n in Fi ~ . 7,JI hI< 3 movcable t~th., allochment point
'" lhal .t()f~Ue! cln be produced for al titude ,"()ntrol, The bloc k <liagram oft"" sy'l~m i,
Can this be J OhC'? Suppon )our an!".er w'i' h the differeoc. equation that would be 'ih(m'n In FIJ:. 7.42, NOI~ thaI the integrator ;n tho.: ""maw r bloc~ indi<;3tes ~h ~l a ~O",l;mt_
re<juiR<l and dio;.;u" the re quirement ' co impl ement it. "olt .g~ command 10 the ""'omot<.>l" will pmduce 3 COO Stant "~l"';t' of lhe on :..chmc nt
po int. .
7.1 5 Fort~ aut omot ,"t cl\li.e-<:<l ntrol ~~'SI~ln Shown in fig . 7.39. t~ ~m pl~ period is T =
0.5 sec. (a l I< it l'05, ible to , t~bi liz~ this 'r'lem with 11 fdb""" to a PI D commll~'" SIIPJ>On
ta) ~j g n a PO cOI1 troller \(l achie,. a" <I f 5 5CC with no o,u-slloot. you, an " ',er with a TOOl Io.: ~ ; urgum<nr.

lb) Determine the ~peM error 00 a 3<,0, grade \i.e .. G, = 3 in Fig, 7.39).
(cl De.ign a PID rom roller \[) mett the ~me spo:ci~cali<l<ts IS in part (a) and lhat ha,
zero ' te iffi~SIllle error on ronstant srades. What is t~ ,,<,Joci t)" con~tant of your
des illo ','
Ib ) Supf'O'e it is po;t>\b lc to "'ca, ~,.., ~ . and !] a, well "-' e, Sclttt the , 'anablel') nn
which you \\oold like to p l.:K"~ a "..n sor(~) 10 t ugmen! tlk: Ii feedbock.
Ie) Dc' i~n compe ns ation for. the ')'!;t<m u s in~ the .",n""rl\) that ~"" ",Iected in pan
1M so that II ha~ a 2-St1: n., " ri me and equ i\,aJ. m closed loop damping of <; = OS

7.\ 6 For the dir.k dri, e ~adI\\'file head assembly <kscribed in FiJ . 7 .40. you are to !ksig"
a C<lmpensation tlLat " 'ill rC'S ult in a cl{)sedloop settling time r, == 20 m~ and w';lh
o,'Cr.hoot CO a step injXIt M. :::: 20% .
Figure 7.41
(a) A.,,;umo PC s.ampli ng arKl use 1\ continuous co mpensatirn. Plol the S1ep respan'"
A tethered sat e'lite
and eri f)" '.hal y"",r ~ s ign meelS the \po:c i~catioos.
system
1M Assume a sampling period T = I m~ and use matchej pole-zero emulation. If
)'00 wish, I"'" tun include" Fatk IIpprm.irnation to th e delay and do II rroc sign
of the continuou s compen sation before computing tlie disc"'te equivalent. Plot th e
, tep , espon;c: and compare it wi,h the C<){1t inuous d~,ign's n 'JXlnsc.

Figure 7.39 Gnrdc. G, _ _ _ T.ther

An automotive
cru; ~-(O<'lt(o l system

Se n..".

,
276 Chapter 7 De>i gn Csi ng Trilns:,,,m Techniques 77 Problcms 277

F j g~re 7.42 f igure 7.44

Bloc~ liiagl3'1l fOf the Schem atic d~9[am for
tethl'rli"d so lei .Ie system , the CO<1 uol ~Y!>tem of the ~
excavator
" - ~~I
T-O.02 .. "
L---'-------JI-;:,,":J,
(" 1----- ?
6 diipliccmenl of lethel iU Khmcnt poim (al Sh",, lhat the Ste adYMal ~crror. (= il, - ttl. i,
To_ mher ! . n $lo~
,\I _ rnorno,,! on <.l101I;1' 1....1
~ <.la tlit . a11itoo. ,rxl = T
,,hen/!. is a unit ramp .
Ibl /)elermi"" the higt>o.t K ~si ble ( i. ~ .. at Ih' siabil; ty b<Jun.dat)) for proponional
Figure 7.43 <"QIIl rol I K, '" K, '" 0 ).
An I?Xca " HOf wi th an Ie) Det , rmi ne th~ high~, t K pv"ibk ' ;.c .. at the >t ah; li t~ ~ ounJary! for PO I K, '" 0)
automatic COniro! syslem com rol . -
Id) Detmn inc thc hishest K po~;;.i b l e ( i. e .. 31 Ike slab ilil Y OOu 'Kbr)"! for PD plm
.lCC<' leraliQll I K: -=I- 0 I conlrol.-
7.19 For th e . , Ca,amt descrilx'd io Probj~m 7,18 wi th tr4 n,f~r func tion

GI')=
'''''' .
J i5 + JOII '- + 1.1, + 1..14)
plo! the Bodt plot and lI"I<'a\ ure 11K- ~";n and phH;.e margin' wilh juS! Unil) feetlboc~

la ) Design a roml"'n ,ation that " ill gi" c a pita", margin of 50 . a 8ain m3rg in <u
m(mu r~d at lire rr.lt>flGIIU "..,,~ of al leaSI 2 a nd cn)'\.>o,'er of at lea'i w" 2: 1.0
Plot Ihc ' Iep rt ! pon;e o f the .. ~u lling d.sign and lIOIe Ihe riS<" lime and tho:>
o,ershool
I b) Wilh .<a ,npk ffl'q~ncy f. = 5OfI ~ , d. ' ign ' di'iCrete control!cr lO meet Ihe same
<peClfi calion , gi, 'en fur Ihe contin uOlJ' c ... .. PIOl lhe Bode plol o f tile- de,iS" an d
verify that the sl"'ci licat ioll.' are mel.
7.20 ,\ s imple model Or" .~aldlite ~ltilude ~ontrol has tx transfel fu nction 1/.1: .
(aJ Pi ol ,I><: Bode plOl for this . p t em and d".i~ n a lead ~OInl"'n\.ation to hal" a phl ~
mar,i ~ of 50 ano.! a cros .. " cr "', ,. of 1.0 radl.,",c. flOl the SICp response and ,\Ol e
the Il~ ti me ano.! o\ershool .
1.111 lbe ewa,.tOf SMwn in Fig. 7.H ha~ a seno.or m~a\llfing th e ,"",~Ie of th e ., tick "" pm of (b ) With >;<mple perind of T '" O.~ 5. d~'i ~ n l di<a~te compe n.,alion 10 gil' 50
a comml ')"'temlo cont rol automatically the mmioo {J ft hc- ooeket ttuough the earth. The pha~ m~in and CloHOWr w,. = 1.0 . Plot tl><: >I ep rcspon'" and comp;ot"<' Ii~e
"'n<ed 'lic k angle i, t{J be u-oo to d.tcrmino Ihe co ntrol , jgnal to Ih~ hydrau lic OCtu aTOr time and mershoot with Ihe continuou s d.~i,!!ll.
mo-. ing the , tid. The schematic d i a~r.l m fOf thi, ~(Jntrol ~)',:em i, shown in F;~ 1A.l.
I ~! \\" ;thsample p:riod T '" 0 .3 =. design a o.!isnctc compenlOlt;on to g;I" 50 pha ,;e
Gi l) i , tre system tram,fer fUOCM n ~ i 'en by
"''""-'f. Inat&in and "r'-""io,",,, '" = 1.0. PlOI lhe ' '"P re,pon~ and cQrnpare Ii,e ' ime and
(J\mtt<:M "irh lite e()l!ti'~OO\IS desi~ n .
Gil ' "" ' e< + 10)4.<' + 1.2. + 1.l.I )
"'" 7.21 Rlr a ,y""' m g i'.n by
The co mpe",....inn i., implem. meo.! in J CQlltrQI computer !-IIm,ting al " "" 50 Hz _Old i'
G I. ) = - -'-' - .
of lhe form DI: ) '" K it + Ii. , I I - ~- ' ) + K,II - 2:- ' + ~ . :)J. The ""'ill llO')' 100" .1< + '"
in Gi ll .ri~ fro m the compressibilil Y of the hydraulic fluid ("j th s.omc- enlraincd ai"
aOld i , onen ",feruu to a, th~ o;r-mu ....... .>0',,""-...
278 Chapin i Design L;"ing Tran.sf('lrm Techniques

.x,l e"~ i"" 1"- cOidiliuns uoo., "'hi,h Ih~ K., of In.. conlinUOO~S)'lcm i. ;lppmslm~ld\
equal 10 I h~ K. o l lhe ')Sl ~," p~nkd b)" a ZOH and ,cpre.. n~d b~' i" di,cretC ,r,,,,I-":,
fUfI<;l ion,
7.22 Ot-.itn ~ dig ital (ontroller f(l,

C'-'I: - -'- -
, .. + 0.41
pre~dcd by a. ZOH ,u Ihaul>e rMpono;,: ha. a ri", tim.. uf appr.uimntel) 0.5 'ICC , ow,.,ho"t
< 15<:1. , nd 7.em . ,~ad)"- >I a, ~ e",,,, to , ~lep cummand, [111m." C~ llcd tho! plant p(l ie al
J = 0,'- " ith a Cl)!llpen' alor Lew; a [roll\l-dt. dosed-loop .' !'tem "'ill result . mOll.: i"J;
the tf~n,knt "".poo", c(lmp-.ui>on belween e,'pcrim.:m and th "~' m",h eaIOe'.1
tal [)(:t~rm ine
a V(~I ".,ing ~mulati"n with Ihe mmcl'k'd pol~-zero 'rlapfl ing 'e'hn i",,~ .
[)Q 1\'"0 d~,ip,,_
0",," for T = 100 msa' and ()tle for T = 2S1 t m""", Design Using State-Space Methods
Ib) Repeal jXil1 tal u ,i~ lhe ~-plane root loc us tn~lhlKl fo, lhe l" (} sam!'l. penIx!'
te) Simulate III<. dosed_)oop >}'~Icm relp<lm,e 10, un it . Iep " itll Ihc O(~r , obIainc d
i ~ pan, la) md d. ). l :so: Ihe discre te "'jui,'oknt of the pi",,! in Y(lUI calculalion<
Compare tt\( fOUl Jigi tally contm lkd r,-,p<l<lS<:. "ilh Ihe original spe.:if",.. ion.
E~plain ~ny differences lhat yoo finJ.

7_2.3 .-\ get>eric mechar ical co ntrol prnblem is that of lwo !l"".<"'~ coup led b)' , li gh tl ydampeJ
fie~ible SII\lClure. Witll amplitude;md time seating. tile nxxie l Carl be reduced to
8,< _ I
Gh/ = K , . ' .
nr + Bs + 1)
For lhe p.lfamcte." K = 0.05 and B '" 0, J pl"t the Bode 1'1 ,'1 arid indicale I"" p in
aM pha~ m'lrin <. For performance tr;Kkin~_ t"- "P"n lOOfl gain fot freq uen<.;", b"k.>-.,
'" = 0.005 mu." \I( aoo\'e :Kt arid Ihe gain for frequen cie, abc'e <II '" I mllSI be
O.S. The pIl.~"" margin mu<1 be 311eht 15 '
(a) De,ign 3 continuoos compensation to metlth e specificatic-ns. Ifposlibl . uep II",
pll"r.e aoo-'e - ISO ,0 tile '~'Slem ",i ll not be <'on d iliona ll~ $tabk.
(b) Oesip\ " dis,rele compen~atioo fort"- .YSlem with lh. lo.:"t'<ampling: freqClCn"~
p!, i\)le. A ~riu will be ~i\'en 10 the 't\ldcnl who obtain; lho! lo"est !amplin~
freq uency with. design th'" meets tm: 'f"Xitkatioos.
I(I Ploc the ~n<i ti\' il) of tho: digital dt5i~ n arid CO"'pll IC ,II<. \eclOr gain "'''gin.
A Perspective on Stat e-Space Design Methods
In Chapter I_ we d iscussed how to des ign digita l con trollrn; using tran sform
techniques, meillods nol'o' commonly des ig nated as "classical design. " The go al
of thi s chapter is to solve the identical problem using the state -space fonnulation .
The difference in the two approache, is e ntirely in th e des ign method; the e nd
result. a M"t of difference equat ions providi ng I:cntroJ. is ident ical.
bel<)\\
Adva nt ages of th e state-space formulation are especially apparent when de-
signing contw llen; for multi-input. multi-(}Ulpul (~-IIMO) syste-ms. that is. those
with more than one control inp ut andlor se nsed output. However. state-space
methods are also an ai d in the design o f controll.n for single-input. singlt-output
(S ISO) syStems bccau>c of the widespread use of computer-aided con trol system
design (CAC5D) too ls. which often re ly heavily o n thi s system repres entati on_
Chaplers 4 Oltd 5 hOlve already demonstrated the ;;dvOlntages o f lhe StOlle-space for-
mula tion in using CACSD packages for the computati on of di~ret~ equ iva lents.
State-space me thods also offer advOlntages in the stru ctu re for co mmand inputs
and disturbance e stimation. In thi s chapter_ we will limi t our state-space design
e lTorts to S I50 controll ers. similar to those found in Chapfer 1 with classical
methods. Tedl11iques for MIMO des ign are discuss ed in Chapte r 9 .
In Chapter 7. two basic methods were described: emu/arion and direct digira[
design , The ~ame two methods apply to the state-.' pace fonn ulat io n as well. Using
e mul ation, or.e would design a contin uous controller using state-space methods.
then transform the controller to a discrete form by using one of the discrete
equivalents h om Chapter 6. The discussion of the method and its accuracy in
Chapt er 7 applies equally well here. Funhermore. the deve lopment in Chapter 6
used both classical and st ate-space system descriptions in the comput atio n of the
eq ui valents. There fore _ no fu rther discussion of emulation is TC<juired, and we
will concentrate so le ly o n the di rect digi tal design method.
279
 Chapl er Overview where sysC contain~ F. G. H. 1. Provided the continuous sy,tem i> preceded by
As for the continuous case review ed in Section 1.6. desig n using stale-spac~ a ZO H. wr can tran~fonn to th e discre te mOOe!. (f) . r . lI. 1. lur sysDJ with a
inl'olves separate d;>~ign of the conl rol assumi ng all stat e elements arr a\'ailabk. sa mple penod T. using the 1-1ATLA8 .'\Cript
the n de sign of an estimator to reconsttuct the ~tale g i,en a partial me as urem ent sysD = c2dfSysC T)
of it. Section 8.1 co,cr.; the di~cret c control design while Section 8.2 cover~
th e discrete estimator design. Section 8.3 puts it together into II hat is called the One of the attractive fealUr~ s of state-s plice design methods is that the pro-
regulator and Section 8.4 di scusses the re lative mcrit~ of the various ways of cedure consists of two independent steps. The firsl ste p </nu"It'j that we hale all
introducing the reference input command. Section l!.5 prc!i.tnTS how a designer the state ele ment l at our dispo~~l for feedbac~ purposes. In genera l. of C() Urs<!.
builds an integrdl control fe:l1ure or di sturbance estimation. and how the) nccom- thi s would nOt be a good assumplion: a prac tical ~ngi neer would nol. a.~ a rul e.
plish similar goals. SCI; Tion 8.6 discusse, the limitations impo.' ed by delays in the find it nece;sary to purc hase such a large numbe r uf ~ensol> . especially becau~
system nnd how to minimi ze the ir effect. The chapter concludes in Sectiun 8.7 he or ~ he kn ows !hatlhev .....uuld not be needed u ~i n (! c1a.-,.ical design melhod~.
with a discussion of obsenability and controllability. the required cond itiOn<; fot The assumption that all stat es are :w<lilable merelY-Jllows us [0 p;oceed with
the design to be pc-ssible. the first de~ign step. namely. the comrol law. The remai nin g ., tcp is to design
estimator an c.timator" lor obserler'~l. which esti rl'lat es the entire s t at~ vec tor. give n
measurements of the pon ion of the )tate prolided by Eq. \11.11. The fi nal control
algo rithm will con~ i ,t of a combination of the control law and the estima tor with
8 .1 Contro l Law Design the contro l-law calculations based on the estimated stat~s rather than on the actual
~ tates. In S~cti(ln 8.:' we show tha t th is subl:.tilUlion is reasonab le ;jnd that the
In Chapler 1. we saw Ihat the state-spac.> description of a con tinuou s system i.. combined c~ntrol law and estimat or can give closed-loop dynam ic c hnr<K:teri~tics
ghen by Eq. 12. 1) lhat arc unc hanged from those a~~lIme d in design in g the control law and estimator
separatel y. The dynamic system we obtain from the combined (unlrol law Jnd
~ = F,, + GII. (8.1 )
estimator is the s~mc thai ha, been previously referred 10 as compensation.
and Eq. (1 ..2 ~ As for the c011linuous c~'iC. !he control la\\" is simply the feedback uf a lincar
combinatiun of all the stale e1emenb. that is
y = Hx + lu. (811
We assume the cor.lml is applied from the computer through a ZOH a~ ~hown in '., (8.5 )
) ' .
Fig. 1.1. Therefore. Eqs. (8 .1. and (8.2 ) have an exact dis~rete representation a~ []
Bi,en by Eq. (~.591
Note that Ih i.~ struc ture does not allow for a reference input 10 th e sy ~lem . The
x(k+ 1) $,, (k) + r ulk).
18.:'1 topology th3t we used all through Chapter 7 (Fi~ . 7.5 ) always included a reference
y(k) = Jhlk l + luCk). input. y. The cont rallaw. Eq. (8.5). ass umes that r = 0 and is. therefore. usually
where referred to 3~ a regu lato r . Secti on 8.4 will discus. how one introduces rderence
input s.
(/'. Substitut ing Eq. 18.5) in Eq.IS.JI. we ha'c
'r" 18.-"1
= f~' ,l"d~G .
x(k + IJ = $,, ( ~) - rKx lkl . (8.6)
We can easily tran,fonn between the classical transfer fUlction of a cominuou<;
system. G(l) (repre sen ted by sysTF in MATL\8). to the state-space continuous Therefore the ~-transform of Eq. \8.6) is
descript ion by the M ATLAB script I
(: I - $ + rK1X (:J = O.
sysC == ss(sysTf)
2 no. t "~r",,"'" I L" , .N,r~r 119bOil ,"''''''''''I ~ nob,1O rh,,,, d,,k.;~, ..ut>;.,,, .. .<"" . ...,.... ,<r .....
fo~ttiL", be ",rm Nim,,,,, "much 1110", J~.crirl"c of (II<" iu .... ;.", ~,~" .."",,,, ... imrl .~'
In ~ tAn ~6 4. GIS ' ... ",Id be "'p"~",.d b~ I num.d~nl an~ ,be t !2~ fu ... ion ~ ""IJ b< \"\,,~.d. S... di"" ""'""rt""'"'. In {hi. ""'k 'n< ll""rnl ,... im.u"' ,. "",J but lh' .. oder o~n 'hin' of 'be "' nth
App"ndi~ F.
"" ... ""'~ ..bI)
 8, I Cu ntwl Law Dcsi,l!1l 283

and the characteri~lI(" equation of th e ,y,tem wi lh Ihe hypo/heli.:al control law i, 5<;olullon. ""mplc 4. 11 . oowcd Ih ~l lhe d i".;r~l~ mo6<-1 for Ih i' <),(~nl i,

U - l + 1"KI =O. (8 7)
",'
L'~ itlg ; ,. r' " 'ilh a ;" mpl~ pe.io.l of T '" (l, I >(,'. '" li nd ' hal J = - 1.8 } 3.12 radl<~c
8.1.1 Pole Placement .r:m ~)3\e' 10: '" I). ~ jO. ~.5. a.< soo"n in Fig . 8. 1 The OC.' ; r~d characteri' lic ",!uatiu n i, lhen

The appro ach we wis h 10 take allhis point i~ pole placement: Ihal is. havi ng picked ~ '-1 .6~ + O . iO ,. O. 18.9)
a controlla", with m ough parameters 10 influence all the closed-loop poles. \\~
and the e\"lu~l iu " or Eq IS.71 for any cnntmllaw K 1...1> I~
will arbilr.lrily SClcC1 \hc des i~d pole location s of the closed-loop sySte m and "Ce
if the approach will work, Although this approach can often lead 10 trouble in the T'I2 ](K
de sign of complex ,ys tcms l,;ee the discuss ion in SC{;tions 2.6 and 8.3). we UM: it , '
here to illustrate Ihe power of full slate feedbuck. In Chapt~r 9. we ""ill bui ld o n
this idea to arrive at a more practical design meThodology.
18.10)
The control-law design. then. cons ists of fin di ng the elements of K so Ihat
the roots o f Eq. (8,7). that is. the poles o f th e d osed-loo p system. are in the
d e;;i red locatio ns. Un li ke class ical desig n. where "'c iterE ted on paramelcn; in
Ihe compen,ator IDJping) to find acceptable c1o.s.cdloop DOl IOC31ions. the fu ll Figut(' 8.1
state feedback. pokplacement approach guarantee s success and a llows li S 10 Des fee foot Iocat oos to( sate:lite altJlude-cootroi system of Eocampl es 8.1 and 8.4
arb itrarily pic k an} po le locati o n. providing that II pole! are specifi ed fo r an
II lh-order s)'ste m.
Given desired pole location <;.' say
,,"
Ihe des ired conlrol-: hamcterist ic equation is

Equali ons (8.7) and (8.8) are both lhe c haracterisli ~ equa:ion of the controll ed
system: th erefore. Ihey mu~t be idenl ica l. term by term. Thu ~ we see that the
required elements cf K are obtained by matching lhe coefficien ts of each power
of: in Eq. (8.7) and Eq, (8.8). and there will be f! e\ju miom; for an II1h-order
syste m .

Example 8. 1 Pc'],' p!a,:..,"r~!}"r 5~:dji l" :\tI ;W,j,- 0 ",/",/

Doi:sign. rofltrollaw' for It.. -"lI eni", alli mde_co nlrol '~' I em d.:s..'ribod by Eq. (447). Pid lhe
~ 'r'ane ~ ! of (he cb~d-Ioop chara=(~l i" ti<: equaliOll 0.0 Ihal Ihe ~~i"alenl $-plallC TOOl'
ha", a d""'pi~!l ratio of ~ ,. (). ~ and real pan of 1 ,. - I .S r:ldI )e( (i,e . .f , . -I .S j J.1 ~
radl~c ,. UI<' a I .mpl~ p<'rio<l of T" 0. 1 =.
, - pl. o< 1o< 1~' tooU of ,.,... ... , ~ ..,d w. ... <011".1 .0<10
, - --1".... 0 i .... vT"=""F 11 ..,;nwor ""'''
.1 Di\(:~I'wn ~f h"" ~ .. '01<-1:1> pole I<>..... ic "" ,,'. ,' "" ,,,"W ifI SeelOOlI ~.6 (<or ,tic ,""",in""", "'" aooJ : .o,n
" 'ill OC<"\lf It.oooh It.. roll"" in! <A.", plo. ,00 in Semon 8..' fcor to. di <.cK1< co.,.. Th<- 'e'u\:' of ill< T - ."., llnI I>OfiOOl
, prcificatio" di>C""'011 '" C~ ap!" 1 can . 100 "" u,..c '" ,!>"cify P'~"
284 Chapter B De~i gn Usmg Stal e-Space Methods

Equali ng cnefficiems in Eq s, (8.9 ) and 18.(0) with Ilke plwe" of:. ".,.obtain two,imultane-w, then the necessary values for conl ro l ga ins arl:
"'l ualion~in lhc IWO ynKnOwn elemcm.' of K
K , = CI , - II I ' K., = 0' , - II, (lUJ ~
T K,
+ (T ' ( 1 )10. , - 2. = - 1,6.
IT '{l)K , - T K: + 1 =0.70 , Conce ptuall y. then. we have th e canonical-foml desig n m~thod : Given an ar-
which au easil)' ~h'f~ for th ~ c"",fficiem, and enluatoxl for T = 0 I "''" bitrary ($. n and a desired chara ,t~ ri stic equation (it .:: 1 = o. we COn\'crt (by
redefinit ion of the state) (<P. n to c ..m trol fo rm (4),.. r ,) and ~ol\"C for the ga in
0 . 10 K, = 0.35 = 3,5.
K,= fT =10. by Eq. (S , IJ) , Because Ihi s ga in is for the stale in the co ntrollorm. we mu ,t.
. T
finally. expl"l.'s,; the re sult bnc k in tenns of the original st:l1e e le ments. Thi., method
is som~time, used by CACSD packages becau'>C of the nume rical ad\'antage~:
however, the tran )fOnTIation is transpa rent Il) th ~ d~ ';gn er. who ge nerall y prefers
to lise a state defin ition that i~ re l ~ted to 1he ph y s i~al ~y.,te!tls dtaracteri sti rs ,
Th e cakulatio~ of the g ain s u,ing lhe method i11u ~ t raled in the pre\' io\."
exa mp le become s rath er led ious when th ~ order of the system (and the rc for~
the order of the determinant 10 be eva luated ) is greater than 2. A compu ter doe.,
not solve the tedi um unless it is used to penorm the algebraic manipulati on.'
8. 1.2 Cont rollability
necessary in eJlp anding the determinant in Eq. \8.7) to obtain the characteristi c Th~ fi r.;t que,t ion thi s proc~s., mi se <; i<; existence: Is it a lways possib le 10 find an
equatio n. Thercfon:. other approaches have been devcloped to provide convenient equ iva lent (efl, . r ,) for arbitr:lry ~ , r ) ~ The answer is a lmost alway s ''Ye,:' T he
computer-based solut ions to this problem. exception occur.; in ce rta in path ological systems. dubbed uncontro llab le: for
The algebra fOJ fi ndin g the specific va lu e of K is especially simple if the which no cootrol will give arb itrary pole loca lions. Th ese sys tem.s have certai n
system matrices happe n to be in the fonn assoc iated with the block diag ram of modes or subsy,tems that are unaffected by the co ntrol. Uncontro llabih ty is
control unoniul form Fig. 4.S(c). This structure is called control canonical f)ml" because it is so beSt exh ibited by a realization (rel<X"tion of Slate e leme nts) where enc h Slate
useful in co nt rol la"" d ~sign, Referring to thaI figure and taking the stat e elements elem~nt represe ntS a natural mode of the system. If nll the root.'; of the open-loop
as the outputs of lhedelays (:- ' blocks). numbered from the left, we get (ass uming charactrristic e<..juation
bu = 0 for thi s case)
1: 1 - <P l =O

r, = [i l H< = [b , are d istinct. the n Eq. (8.3 ) writte n in th is way (normal mode o r JorJan canonical
fonn") bcco m~s
(8.1 1)
Note that fro m Eq. (4,15). the characteristic polynomial of this syste m is at::) =
~ ) + a l ~ ! + a~.z + uj . The key idea here is that the elemc ~tS of the fi n;t row of
$ , are exact ly the coefficien ts of the c haracteristic polynomial of the system. If (S.1 4)
we now fonn the cklsed-loop system matrix~, - r, K. we fin d

(S. 12) and explicitly exhibits the cri terio n for controllability: No e lelll~nt in 1" can be
zero. If any r c lcment was 7ero, Ihe contro l '.\"OIlIJ not influence thm normal
By inspection. we find that the characteri stic eq uation of [-q , (S.12) is mode. and the associa led , t ~ tc would remain unco!\!rolkJ. A good phy.~ical
understanding of th e , yStem being co ntrolleu usually prel'ent s any attempt to
~ J + (a , + K I )~~+(lIl + K): + ta, + K;Y =0. desig n aconl roller for all uncontrollable ~ys1 e m: however, there i, u mathematical
te st for ctlntrollabi1ity applicubl ... to any sys t ~m de scri ption. which ma}' be an
Thus, if the desired pole locations resu lt in the characteri stic equation additional aid in di scoveri ng this condition: a di SC1.lssion of Ih i, test is cont ained
: J + O'I : ~ +O'~: +0' ) = O. in Section 8,7.
286 Chapter 8 [k~lgn Usmg Stale-Spa ce Methods 8 .1 Com rol Law Design 287

8.1.3 Pole Placement Using CACSD result in K = (1O.2S J A875J . The di(fe~nce beN'em tlx: .... "31"" s arod tho >e Mlown in
EJ.ample 8.1 ate due to round-{)(f error in the hand calculation. place wQU ld b.a\'e gi'''" tho
MATLAIl has two func ti ons Ihm perform the calculation of K : place.m and
same an ~ " .. er.
A(kerman n', formul" ad:.er.m. Acker is ba~cd on Ac kermann's formula IA cke!mann ( 1972)J and j,
~atisfa('tory fo r SISO sy$lem.~ of order I~s s than 10 and can handle system~ with --- +
repeated rOUl'. The relation is

A mo re complex system demonstrates the kind of difficulty you might e-n

(o ntrollilbility matr;x
counter in using the JXI1e pl acemen t approach, The specific difficulty is brought
where C = [r 4lf ... 1iscaUed the controllability matrb , n is the o rde r of the abou t by the nece ssity to pick II des ired pole hxations. Where should the higher
sy~tem o r number eX stale ekm ell\S. and we substitute <t for z in il', (: ) to fonn
frequency pole s be picked? The system spec ifications typically help the de signer
pi ck onl)' two o f the desired poles, As discussed in Sec ti on 2.6. it is he lpful
(8,16 )
to move pole.> as lillie as possible in order to rr.inimize th e requ ired amount of
where the il', 's are tbe coefficient~ o f the desired charactcri~tic equa tion. that is. control effort and to uvoid exciting the system an y more than ncteS \.(lry. The
following ~xampl e ~pecifically illustrates how a poor choice of desired poles
(lUi ) can cause an undesirable response. and how a wise choice of de sired poles can
drastically improve the situation.
The controllability matrix, C, mus t be full rank forihe malnl( to be in\'cn ibl e and
for the system 10 be c ontrollable.
p lace IKautsky, Nichols. and Van Dooren (1985)] is bes t for hi gherord~ r
sys tem s and can handle MIM O s ystems. but will not handl e systems where the Exampl e 8.3 Pole P!<1,:('m .. r'{Ior(l " r~O, dcr S-"it<'111 with ~t'\n.'l!I
de si red rOQ{s are repeated.
D.!sisn a cootrol lalli for tM dou bt~ mas.-spring spkm in Appendix A.-I usin):; d as the
Note thalthcr.c fu nctions are used for both the conti nu ous and discre te car.c~ n~a.u",men'- Thi s syS tem is rep<e$enlal iv. of man)' 1)'Stem' whe", tlterl' ~ SOOl{' Hnihilit}'
because they sol\'e the same mathematica l problems give:! by &is. (2.37) and between tlx: meal~red OIltl"" and eomro) input. AI,ume tbe "'Ionan l mode lial a f"'q""nc),
(8.7). The on ly diff~rence is th at the desired root loc3tion~ arc in substantiall y w = 1 rldi.l . oo damping' = 0,02 and ""lecI a 10: I "rio of tho 1"<) masses. T "eparametef~
diffcr~nt locati ons fJr lhe- jplane and :,plane und thm F. G have been replaced Ib'at pro"iok these charocl~ri.'ilk. are: .w = I kg. m = ('.1 kg. l> = 0.0036 N.\eelm. and k =
by <II and r , 0 .09 1 fo;lm. I'kk Ibe s:lmple u te to be lS time~ faller than the "'.1 0""""" and sl'Krol' tite free
""ponlot 10 an initial cood il ion of d = I m for tw... n!;e"

fa ) Pi<:kallthepole,at: =0, 9,
(b) Pk:k the pole! at: = 0,9 jO.OS. 0.8 JOA.

Design" coom, ] la" fur Ibe \alellile at1 itllde-c,mtroi '}' tem as in Exampl ~ 8.1. PI""e tho
~.pl arte cwdloop PO~$ at ~ = 0.8 )0.25.
Solution. From Eq . (A 171" 'e can "'rite the stale,spllCe descriplioo 3'
; [
Sotutl on. Tbe ~I.~nn S"1tement~ .t = IJ J l' ]' ,0 o 0 J
" "
, 0
T" . 1 0,036
-0.036 0.91 ;
r ; G J = 0,
0 0 o 1
Phi " [ 1 T:O 1)
0 .091 0 ,0036 - 0.091 -O.~36
Gam ", [T1f2: TJ The sampl~
[+ m
fate Shou ld be 15 rddl.cc " 'hich tramb., 10 appro~irnalely T = 0.-1 .eel.

p" I. B-+-i ~ . 2S; . B' .25J

(a) All poles 11 Z = 0.9 . tlx: ~l AnAB ..: rip'
K" D{~erl P hl, Gam ,: sysC " ss(f,G,H. J)
288 C h~pler B Design Using Slate-Space ~Ie! hods 8,2 ESlim."Itor Design 289

S'fiD" c2(!{:.ysCT,'zoh',

p" [.9; .9;,9;.91 K = 1-0,458 - O,;!49 Q,56R 0.9(8). <8.191

which prr duce! lhe rcspons.e to an iniria l coodi rion. d = I m. .nown in FiS . 8.2(bj. II
[phi. gam.H.J[ = ssd ata(s'fiO)
exllibiIS ",,,,ir le<.S rc.pon-e 0( d ""ilh !lO iocrea\(' i~ m lllfO] elTon. al lhou~h Ill.: n::wnJnl
"=ac~e((phisam.p) mode os< il1atioo~ did infl""",~ (he n::'pon,e .... ith damping cOn>isten\ " 'illl lhe pol es
~lcCled. ! be pri mary f~a)On for the , up:rior re'JlIst' il Ihar the m.: illamry mode "'"'
,~sull \ in Ih~ fe~dback p in nOI chan~cd sub"o"tially by It!<: cOO lro!, Th'o ofthoe st'kctcd pol", (: "" 0 .8:1:- JOA I ha"e
a nJrural frequency .... .. I r..uts<:c with a dampinX ( ~ 0,2. Therefore. Ihe ,'omrol i,' nO{
K= (O,6W -O.6~ 1 - M .-I5 O.1Bj ,
atlcmptin~ 10 chan~e the natur~l f!'O!<jllellq' of lhoe re"",ant "'ode al all : fatt!<:r. rh ~ ollly
pla<e C.mKll he IUd for ca..e (a) because of ,he repeal ed rootl. For the n::.'ponse to ~n ta.,k for til: conlrol in moJifying thi< pol~ i, 10 in:;reas.e il> damp ing from (' = 0,02 10
initial condition. ( ~script ( ;: 0 .2. Sir.;. the mode rema ins hgblj~' damped, its oHill~lion' :lfC >lill "isible 00 thoe
OllipUt. 'The selected poles aI : = O.g jO.O~ aFree: the 0\'C!~11 lflOIion " frhe .\J.l ltm "I1 d
=
$'fiCL" feecwcl::(" " sysD, I ) their placement i\ Ie .., critical G.!nerall)', pole seltions ",j rh a damping <; ;: 0.7 gi'. a
bencr balance belwun ~)'.'lcm fC' pons~ :md coo ilol ~.<agc. The control i, dearly milch
Xo,,(1:0:0:0J more cfl'ccti,"(: ....ilb lhoe de.ired pole locations,
y " in tial(s~CL,XOI

productl (h. dos ~l00p fespons~ fOf d(m = 1 m. sho ..... n in Fig. B.2Ia), It exhibits a
respOns.e th~( i . m:lrk large r thall Ihat of the in irial condirion. bo;r thoe rim~ .haracteri,tic,
arc consistent ",il~ lhe s..-1e<:led peM s,
So we see ,ha t the mec hanic s o f computin ~ the control law arc eas y. o nce
1M For the desired poles ~t: = 09 jO.OS. O.~ j OA . ...... modif:.' Ih. !-Cripr aoo'"(: with controller pole selection the de~ired pole locations arc known. The tric k is to pick a good set of poles! 'llle
p " [.9+r' ,05;.9; ' ,05;,8+i' .4;,8; ' ,4 ) de signer should itemte between pole selections and ,orne other system eval uat ion
to de termin e when Ihe dcs ign is w mplete. SySte m e\'al uatio n might consi5t of an
inilial-condi li on ti me response a, ~ h own in th e examp le. a step response. steady"
513 te errors. gain and phase margins. or the en tire frequency.response shape. Pole
Figure 8.2
placement by itself leaves something 10 be de si red, Bu t it is usefu l as a desig n tool
Ini lial condition rl.";pom~
to be used in ~onjunetion with th e other design methods discu~sed in Chapter 7
for b:ample 8.3;
,c::============= or as a part of an optimal design process that will be discussed in Chaptcr9.
(al desired poles all at
1 = 0 9. and (bl desired
poles all =
0.9 jO,OS, 0,8 {J,4 8 .2 Estimator Design
The eomrol law designed in the last section assumed thm all state cit-ments were
'" a~a il ab le for feedback. Typie311y. not all e le ments arc measured: th erefore. the
missing portion of the Stale needs to be reconstructed for usc in the control law.
, We will first disc uss methods to obtain an estimate of the e ntir~ state given a
, measurement of one of the Stal e elements. This will provide the missing c le ments
as well a;; prO"ide a smoothed value of the measure ment. which is o ften COtltam-
~ - - - control, u inat ed with mndom errors or "noise." There are IWO basic k inds of est imates of
" ,l "'.{lIJ1. y the state. x (I.-): We ca ll it the current estimate. ~o.:). if based on measurements
10 I .1'(1.-) up to and in cluding the kth instant: and we ca ll it the predictor es timate.
, tS 20 x(k). if based on me as urements up to "(1.- - 1). 'The idea eve ntually will be to let
,b( Tim<-I ..-c, II = - Ki o r" == - Ki. repla cing the'tnr e Statc used in Eq. (8.5) by it. est imate.
290 ChaPle r 8 Dt~I&n ~i ns Slate-S; ~lethods
62 Eillm:1I0T DtS lgil 291

Figure 8.4
8 _2.1 Prediction ESlimalOrs C~loop estimator PI. nl
One me thod of at imating Ihe state "eCIOl'" which mig~l come to mind is 10
construct a model of the plant dynam ics.
""
i lk + Il = eJli tk) + r uCk). (&.20) Model

Wr: "nov.' c". r. and u(k). and Ilence this eitimator should ':"'ork i~ ca n obtai ~ w.: .,
tile correct )1;(0) and set i tO) equal to it. Fig ure S.3 dePIcts thi S ope n-loop
estimatOl'". If we define the ttrol' in the estimate a~

i = )( - i . (8.2 11

and substi tute Eqs. (8.3) and (8.20) into Eq ..(S.2 1).....e find tha.t lhe dyna mi cs of
the res ulti ng i)'ste:n are d esc ribed by the estl mator-c rror equation

i lk + I) == eJlx(k) . (8.22) where l , is the f:db~ck blli n mat ri x. We call ,hi, a prediclion estimat or beC8llSt:
a mell.~ Ufe me nt at time k re sult s in lin e~ timate of the state vector that is ~'alid a t
Thus. if the init ial \'ulue of x is off. the d ynamic s o f the tsli mate error are those
ti me k + I ; that is. the es tinml C ha~ bee n pred icted one C)tle in I ~ future.
of th ~ uncompensated plant. ell. For a marginally sta ble or un s13b!e pla nt. the
A di fference eq uat ion lkscri bing the beha\'ior of the estimatiun errors is
error will ne\'cr dec rea5C from th e initi al \alue. For an asy m~o llcall y stable
obta ined by sublr.ICtins Eq. \8 .23) from Eq. (8.3 ). The result is
pl ant, un initial ellor will decreas.e only because the plant and esu male wl ~ l .~)\h
apflfoach ze ro. Basically. the estimator is running ~n loop an d nm ut lll zmg (8. 24)
any continu ing m~asure mems of the system 'S ~hal"lor. and we wou l ~ e ltpeci
that it wou ld d iverge from the tnuh , Howe\;u. If we fe !d the difference
hac" This is a homogeneou s equmion. bu tl hc dynamic s are gi" e n by [~ - lp ll J ; and
between the measured ou tput and the estimated output and conSiantl y correc~ the if this sYSte m ma tri x represents an asy mpwtically stable system. X ..... ill cOllVcrge
modd ..... ith this error signal. the dh'crgcncc shoul d be minimi 7.~d . The id~ a IS 10 to zero for Uly I'alue o f .~!O ). ]n ()(her wOI'"ds. XO.:) ..... ill con\'erge toward x{k )
COflStruct a feedback system around the open-loop ~timltOr WIth the est ~ m 3ted regardless of the \"3.lue ofi {O) and cou ld do .w faste r than the normal (open- loop )
OUtpu t error as the feedback. This sc heme is sho ..... n m RI. S.4; tilt equalton for mo tion o f .1[11.:) if the est imator- gain. l~ . \l'ere la r1Je e nough so Ihat the footS o f
il is <11 - l H are ~ufficient ly fast. In lin actulI] implementatio n. i rk) \l'il] IIOt equ.1 l
)((k) be'::-aus.e Ihe llIodel is not po.T1i.:ct. there :ln'" unmodelled d istu rbances. and the
x{k + I) = <Pi(k) + r ll ('!;) + l , l.r (k) - Hi (k ). (8.23) se nsor has ~me e rror.. and added noise. Howel~r. typically the sensed quantit)'
and L can be chosen so that the syste m is ~t ab]e and the error is acceptably small.
Th li nd the \'alueof l . we lake the same approach that we did ..... hen desig ning
the controll:;w. Fi rst. s~fy the de~ired ~timator pole Ioc-at ions in the :-plane
Figure 8.3 to obtain the deSi red estimator characteristic equati on.
Opl>nloop ~I malor ."
(S.25)
PI ~ ftl
"Ill where the f3's are the de sired estilll.J lo r pole loca tiOlls' and represen t ho\l' foS!
0.' the eSlimator sta te \'eclOr converges 10\<'ard the pla nt state vector. Then fonn the
characteri stic equal io n from the estimator-error eq uation (8.14).
Model
(8.26)
U

.. 1l>c roll""'in ll .....'ion' di",~" 00..' on.. >I>o old ... Ie<-IIIot~ ;1Ot .. i . .. Iation 10 Ir..: <O.MtOi ,"",Ie:< alld
===--
ho-.< ba,h ,.." POI< " al'\l<" in llot ...."IIi...-d .plen. The it"', ..., alw di ,cu_d (ot ,he rorMin"",,,
itO ) ~;IS< '" !>llcoo2.6.l.
 8.2 E:<.tI:T.ator ~sign 293

Figure 8.S
Equation~ (8.25) and (8.261 mu~t be id~nticaL Therefore. tile coeffic ient of eac h Time h ~ tory of the
power o f : must be t'1~ same. and. just a.'; in the control case. .... e obtain" eqlliil ion;, prediction eltimatcr
in II unknown clemCIllS o f L, for an 'l1h -Qnkr ~y~tem . erro r

Examp le 8 .... L.<{l m,l/or D."SIJ; II )or ~'I! dlll<" .~rll iHd..
( OO, lruet 3n ell;"" IIO ' f(lf the ,~me ,'a,c '" ;n Eurnple 8. (. ".. he't the m. asu,"me ~t ;.; III.!
~ o,; t; "" >lme d ement. "" '" Ih~t I I = ( I 01 as g;--.o ~y Eq . (-'A 71. l'id the M,iml pol~ "I
tile c,l;mator to he ;lC : '" 0.4 jO.-' ~ that the ,.plone po ~ \ h"". 0.6 and w. " . bout
< ;;:
three t; mo.', faSl. r thao ihe ~de~ \eJ c(lnl rol pok' 1.= F;$. 11.1).
-,
Soluti<Jn. Th e de, i.-d characte';'I;' cqual;"n i, tlle n fa~pro~ ;'nat . -- x,
1.5
~: - O. 8~ ... O.3J = 0.
------- i,
o 0'
Time (Soc ) "
It is imponam to note that an initial estimator transient or. eq uivalently. the
~'+( Lc ,- 2 1~+ TL,,: + I - Lr l=0 . f 8 .~81 occurrence o f:m unmodelled input to the plan t. can be a rare even1. If the problem
is one of regul ation. the initial transient might be unimponant compared 10 [he
Equating ccd fick m, i t Eqs. ,8.:::71and 11:1.281 wi ~h h~e power> of :. we ob tain two simul13-
long-term perfonnance o f thc estimator in the presence of noisy measurement s.
nroll' equ atio", in the two unx ntM'n d ement> of L"
In the regulalDr case with very small plant distur':lances, \-ery s low poles (maybe
L" - ! '" - 0.8 e~'e n slower than the cont rol poles) and their a ssocia ted low estimator gai n$ would

TL. ; + I - L . , = O.n . gi\'e smaller ~ sti mate errorc;. Optimal se lection of estimator ga ins based on the
system 's noi se characteristic s will be discus sed in Chapter 9.
which are ea,i ly .Ol,ed fo, the coeflici. nl~ and c"alualro for T '" 0.1 ""c

L~I = ) .2. L ,-, =~=5.2 . 18.29 1 B.2.2 Observability

,
Thu. Ihe eMirnal'" ~ ll!'orithm wou ld be Eq. 18. 231 wnh Lr gi\'e n b)' Eq . 18.291. and the Given a desired set o f est im ator poles, is Lr un ique ly determined~ It is. provided
equations to he cO<kd;n the complMr arc .I' is a sc alar and the sy ~tem is "observab le:- We might have an unobservab le
. ystem if some of its mode s do nOt appear at the gi\'t'"n measurement. ForeJ(ampie.
f ,(k + 11 "" .t,lkl + O.lf: ll ) ;- O.OOSI k) + I . 2(.'"( ~ 1 - . , Il li
if on ly derivatives of ceMain states are measured and these states do not affec t
' :Ik -'- I) = .t, (kl + 0. 1"'.\ ) ->- 5.~( ,' (k) - i ,lt)]. th e dynamics. a constant of integration is obscured. This situation occurc; with
Figure 8.S ,,,,,,," , th~ time hi.tOl) of the e"imator ..TO, from Eq . IH .2.~) for 'he p illS in a l / s~ p lan t if only ,'cl oc ity is measured. for then it is imposs ible to deduce
Eq (829 1arxl II.ith an inil i~l erTm of 0 for lhoc po.it ioo ~<t;male alld I r.odl.,>, f(ll" Ihc ' .loc;t~ the ini ti al conditi on o f the poSi ti on. For an o sc illat or. a ve locity measurement
. "imale. is sufficien t to estimate positio n because the acceleralio n, and consequently the
The Iran.iem .ettlmg in i , could ~ ha,t. n,d by hi~~r ,-a lues o:A lh~ ga;n,. l.r ' thai M)U ld velocity, observed are affected b)' posi tion. A system with cycle delays can
result ~y .. 1,""lin~ b ,rer es timalor pol ~.< . bm thi, ", wid ottur :1.1 ,he e. pe nse of !l,ore ,e~pon'" also be unob>ervable bec ause the ,tate elemen(s represe nting the delays hal'e
of both " anti ., 10 Irl'JsurellX'nl "";"". no influence on the measurement and c:;ln there fore nO{ be reconstructed by the
---- - - -- - + measurements. A malhematicallest for obser\'ability is stated in the next section
294 Chapter 8 Des:gn Csing Stat~ Sp;atC ~b r.vd& S2 ESllmatoT Dc'"si,!!," 29 5

a~ a necessary COnCi li on for the soluti on of Ackennann' s fonnula: its proof i~ Lp", iK~ ei P hi . H ,:::.)'
gin~n in Section 8.7. result in

8.2.3 Pole Placement Using CACSD 5,2'

Lr ~ ["l
If we take Ihe tr"nspose of the crrorcqumion system matril from Eq. (S,24 )
LI - L Ht = <117 _ H r LT.
" ,
we sec Ihal the re~J h is the satn(' fonn as the ~)'slem m~trix $ - rK of thE-
control problem fro:n Eq. (8.6). and the mlithematks of the solution is the sam..:,
Therefore . to so lve Ihc problcm. we sub~tit ul e I T for ct>. H' for f and L; for K . 8.2.4 Current EstimalOrs
--.
and use the contml.Je~ign re~ult s. Making the substitutio ns in Eq. (S. I 5) resu lt,
in Ackermann's e stimator fomluia As was al rea dy noted. the previous fo rm o f the e.<; timator equation (~ .13) arrives
at the state yoctor e 'tim~ te i af!er TITeiviog mea,; tlrements up through y{ k _ I).
Th is mean s that thl." current \olue of co ntmf does nl){ depend on th e mo~t current
value ofthc obse rviltion and thus might not be as ~CCllrm~ as it cou ld be, For high-
observabitity matri~
order systems controlkd with iI s low computer or any tim~ the samp le periods are
com parab le to the computati on tim e. this delay ltetwccn the obserntion instant
and the vali dity ti me of the control output can be a bless in g bcca u5e it allows
time for the compu ter to complete the c ak ulationl, In many systems. ho",<;:\cr. the
where
computation time required to evaluate' Eq. (8.231 is qui te short compared to thc
(8.3 11 samp le peria<!. and the delay of almost a cycle betwee n th e measuremen t and the
proper time to apply the res ult ing control calculatio n repre f>C nt s an unnece ss uT)'
and the a ; \ are the coefficients of the de sired eharucteristir equation, Ihm is
" aste. Therefore. it is useful to const!1Jc t an alternati--e e~t imator fonmdation thaI
a,(: ) = (: - t,1(: - /3~I'" I.;: - /3.) = :" + a ,:"-' _ ... + a. _ (8.3 1 ) pro\"ide.~ 3 ~urrcnt esti mate based on the cu rrent meO$urement y(O, Modifyin g
x
Eq. (8.231 to yie ld this ieature. we obtain
The coefficient mmr;;": with rows H<I>I is ca lled the o bsen'abitity matrix amI
mu sl be fu ll rank forthe matrix to be invenible .. nd for the system to beobSCf\'able, i (O = ilk; + L, [.I(k) - Hi {k)J. (8.33)
For calculat ion of L ",ith ~An..."B . d ther acker or place can be used h~
iO\'oking the s l.lbstitution ~ above. The same restrictions apply that existed for th~ where _T(O i, the predicted estimate based on a model pred iction from the
co ntrol problem, p re l'iOtls time es tim~t<. that is

i lk ) = >i(t ~ I) + f llit - I) , (S,)4)

- - - -- -
Cont rol from thi s estimator c annot be implemented ~xactly because it is impossi -
Exam ple 8.:5 P,,;J,,!,'r E'lima!.'!" P"lc P!tl[<'Ilt<~ ! lI'l1.~ .\!.-ITlAE
b le to sample, perform ca lcu lations. a nd output with aboo lu tely no time elapscd .
De<ign an e.<lim",o< fot the .wl.lIit~ attiwde<O;lntml 'y,t~m a' in E u IIpl' 3 ,~, I'l""e the : .pbll< Howeve r. the caku13tio n o f lI (k) based on Eq, (8,33) can be arranged to minimize
r<>k' at: = 0.4 jO.~ compUlationaldelays by pt'rfonni ng all calculation s before the sample instant thaI
do not directly depend on Ihe -'"ttl me as urement. In Chapter 3. we also had a
Solution. The )'l ,\n.~B <tatem.nt, lI(k) that was dependent o n yet) (see Table 3_ lt: and here. too. we organ ized the
T" 1 calcu lations to minimize the delay. If thi s lat cnq in the imp leme ntat ion cau~s
significant err.;) rs in Ih e perronnancc of the syMe m compared to the anal:ysis.
Phi=d l T,O 1]
Gam" [T1!2;n 5 We pi .... to.s< .11- >_ - IU in pL.'-~ 0( utt , = _ Kx
p = [.4+i".4;.4i',4] 6 Th;, f""" of It.. equ.1'ion., i< u ~ d In the K.I""", ~I'e ' . ~ h .-" i, di<-<:"",d ;., C~""t<r 0)_
296 Chapter fI Destgn Li~mg 51J1~-Sp:KC ",i~lh <lds 8 .2 ESlimator De5ign 297

figure 8.6
il cou ld be modc led and accounted for in the c>tima!Or equalion, by usin:; tl~ Estirr.ator bl oc~ o'a9[<Hl1
re su lls of Section 4. 3...1.
To help understand th e difference be tween the prediction ::md current form
of e.- ;limalion-Ihar is. Equations (B.:!3) 31"1<1 (B.J3)-il i'i useful 10 sub~ti lUh::
Eq. (8.1J) in to Eq. (8.34). Thi , re~ul t ~ in
(8.3." 1

Fun hermorc. Ihe tMimalion - ~ rror equation fOl" i(kl. o b:ained by sublr~ct i ng
Eq. (8.3) fmm Eq. 1.8.351. i,
(8.301
substituti ons <t>r for ot> and <lITH ' for r yield L, instead o f K. Altcmmi\ely.....e
By compar ing Eq" (8 .35) with (8.23) ::md (1.;.36 ) wilh (8.24). we can concl uJ~
cou ld compute L, usi ng Eq. (8.30) and then COt:1pUle L, using Eq.(8.37) : th at is
tlult j in II!;:> curren! e, limator equati on. (8.33). is the ~arre quant ity as j in th~
predi ctor est imator equation. (8.23). and that th e c,ti m:ltor ga in malrice, ~r~ L =
. IJ)- I L
,. (840)
rel;lIed by

Example 8.6 0,,",,",>( E$lim.lt'r P,.>ie PI..tc.:mml I-\it" H UL-IB

The rclation~ hip betw~e n Ih~ t wO est i mat~s is funher ill uminated by Writlll~ D>i~~ J {"UfTem (, Iimato!" for the "'l~llite ati it udecorm~1 5 y \tern ., in Exa mples. S.J"oo oS.5.
Eq>. (S.33) and (8.141 as a blox-k d iagram. as in Fig. B.6. II shows th at :\: anJ .~ Pla.;e the : plaoe JlQl ~ , .1 ~ = 0.4 JOA and CQrnpare the errOr ~IPO ~ '" tt> an initial error in
rep re>enl different output. of the same estimator sys tem. Ihe ~docit} ...i th Ihat obtaint"d in E~atnpk SA.
We can a lso detenlline the estimator-error eq uat ion for:\: by s ub tractin~
Eq. (8J~) from (83 I. The result is'
(8.3,s 1 T" 1

The tll"O error ~quat i ons. 18.36) and (8.38). can be .h(lwn to have the same f>hi =(IW l ]
root~. as should be lhe ca...e because lhey simply represe nt the dyna mi c.' of G.lm " (T~n: TJ
di fferent Output s of the same system. Therefore. we CQuld use ei th er form:h the
p" [. 4+1" 4:.4-i".4]
b~sis for com puting the e~limalor gain. L,.. Us ing Eq. (8.38). we nOle th at it i,
similar to Eq. (8.24) except that H$ appears instead of H. To use Ad,ermann.' lc" ack el[Phi.Phi H.p)"
fomlUla for Le' we use Eq. (8.30) wi th II replaced by Hot> ~nd find

5.2'
I.. =[M' ]
(8.J91 Theref<.>rc. t~ e,timator implementation usin g Eq. j 8.33 ' in a wa~' that reduce, the {"Qfllp'-'Mioo
<lela) BS ntL><.;h::., possible i<. before samplin~
.l,(t) = ", IL - n + O.iXY.\ "a - t \ 1" O. I .i,l k - 11.
", It) = i: lk - I) 1"0.1 III} - 1).
where r.t () is ba>ed o n the desired root locations and i! given by Eqs. (8..11'
.T; '" I t - Q.6Il1.(, ' h.
and (B.32). To use Ihe cont rol form of Ackermann's fo,mula to perform th e
calculations. we take the transpose of <J) - L,H<t> and get 4>' - <t>r1e L: . whkh ~.; '" u - 5.2 ).i"(L)+.'~'

is the same form as [he sys tem main., <t> - rK of th e co nt rol problem. Therefore a~d after .an'pli n~ .' IL )
",\0 '" ., ; .,. O.6$J -,"I t) .
J r.,""'io n .l(. 2 1) ct<""", i", "" ,. _i : tww-''''f. "'. ~><e ' h,,~ ,(> 1>< ~ _ X. tn b<>I h ~a"" . i ,<I..,; w the
.i":I A) ", .. ; + 5.2."11)
e."im:o, or .."".
298 Ch ~p!er 8 DcSlgn Usi]",g Sowte-Spa,e Methods
at "hi<:h lime the _" Jte '-ector estimate ii a,'ailable for the calculallon of the controll1(k ).
Figure g.7 shows 'he lime hi.cDf)" of the .'Iim:llo.- e!TO!" equation from ~q, \ 8:381_aBam
",ilh an initial ermr of 0 f (lt 1110= ~ilion e!>timat. and 1 rad/,ec for tre velocuy eS ltmlte, Tt.<
,.",.-
figure .I>o..,.. ~ very' s imilar r._Iult ; comparetl to the pr. dK"tl()ll es_' .... in f"," 8 5'- hcw.C'~
r
1~. cur.. nt estimalor i,,-p1e mcn tatoon .xhibit' a relJ'O" '" " hlCh" about (]. "~de flsle .
--- +
If 4> is singular. a~ can happen with systems having tim~ de lays, neither
Eq s. (8.39 ) flOf (8 .40) can be used. Howe\'er. estimators can be deSigned for the ;;e
S\'stem s as discussed in Section 8.6.
- Note that we 00-.... have twOestimates that could be used fur control purpose~.
the predicted estimate Ix(k) from~. (8.23) J _and the currert e,tim~te. [:..: (k) froo~
Eq. (8.33) J. The CUiTtnt est imate IS the otl\'JOUS chOIc e because. It IS b~~
the most current va:ue of the measurement, y. It s di sad" .:l1tage IS that IttS Ollt
of date before the co mputer can complele Ihe complltatioo of Eqs. (8,33) ~nd
(8.S), thll' crealing a de lay that is not accounted for in the ~es.tgn process, w~ ! ~h
will calise Jcss damping in Ih e imp lemen ted system than speC ified by the deSIred
lc ~ , Th~ use of the predicted estimate for control eliminates the modehng error
km th e latcncy becau>e it can be calclllatcd using the measurement. .'"(k --: I ) ,
thus pro"idin" an entire sample period to comp lete the n<x:essary calculation,
of u (k) befo~ ils ~alue is require d. Generally, however. o ne should llSC the
figure 8.7
TimE' histOf)' of (urrent
est,matOf eHOf
"
.,
-- 'I
."
-20l--------------"~~,--------------._------------~,!.,
Tim""""
82 EStl m~I O r lksi.>:n 299
c urre nt e!;tim~te because it prOI'ides th e fas test response to unknown di sturbances
or measu re ment c rron; and thus bener regulati on Of the desired QUlpU1. Any
1
deficienci es in the system response due 10 the latcncy from th e co mput ation lag
that is found by si mulati on or e:..:perimen! can be patched up with addilional
iterations o n the de sired pole loc mions or accounted for eXllctly by including
computation delay in th e plant mode l.
8.2.5 Reduced-Order Estimators
The estimators disc ussetl so far are des ig ned to reconstruct the entire st::ttc "ectoT.
given m ea~urement s of somc of the stale e l emt nts. ~ One might therefore ask:
Why bother to recon ~truct the ,llllte e le ments Ihat ure mea~llI'~d di rectly'! The
:mswer is: You oon't hUl'e to, although. when therc i ~ sill nifiC:lnt noi se on the
mea.lurement;, the estimator for the fuJI state ve{:tor provides s moolhing (J f the
meas ured e lement s as well as reconstruction of th~ umnea,ured SMe elements.
To pursue an estinmtor for only lhe unmea sured par1 o f the ~t ate vector, let
us pa r1itiun the state vec tor into 1\\'0 pam,: -'". is the portion d irect ly measured,
whic h is .1. and :'(~ is the remaining portion to be estimated. Thc complele system
desc ription, like Eq. (8.3). bccom~s
18.4 1)
yO.:) = [I (8.42 )
and the ponion describin g the dy nam ics of the unmeas ured s tate e lemen ts is
(8.43)
where the right-hand tll'O leons are known and can be conside red as an in put into
the :..:~ dy namics. I f we reord er the _I'~ portion of Eq, (8.41 ), we obTa in
(8,44)
Note that this is a re lationship between a measured qu anti ty on the left and the
unknown , late "ector on the right. TIle re fore, Eqs. (8.43) and (8.44 ) have the
same re lll1 ionsb.ip to th e Mate "cclur Xb that the o rigina l eq uation, (8.31. ha d to the
RtJuc",h>r<J,or ",i.,.,.",,, (or o~"< r" weI< "'"igi...... ') propo><~ ~) t....,.,t>t"o, I J~,. TIIi,
o!<\.lupm' . t rolO,,,. Gop i ~h' t971,
300 Chapler 8 Design L.sin!', State-5p;1ce Method ,
8 .2 Es tlmalor DeSign 301

emire state vector x. Fo llowi ng this reasoni ng. we arrive at the desi red estimato r
whe'. "'.. , and "0 00. arc a ll ,c~ laH . There fore L , i. a .'-Calar 31",. and Ih ere i~ o~ly Onl'
by ma ki ng the t"o:lowing sub stituti ons
.'Ii malor pok 10 pick. the pole correspond in g 10 the 'pd ;w "'~ ic h Ihr . 'timat. of S<:31:u-
x x.,. velocity <"Of1\~cs. From Eq. (S A 7/ ... pick L, from
$ $ . ~ - I +L, T "' O.
r l.(k) ~...,x~ ( k) + r~u(k ) .
rt-'n x"O.: + I ) - > ., r~ {k) - r . u(kl. For !hi, c.<lim!lOl" to he aboot the same speed u the 1',0 pn\<io u\ e~li mal"'" examples. wh ic h
had 1... '0 pole$ It ~ '" OA:t: JOA ..... e will yick Ihe pole ar ; = 0.5: lh erefore L, T _ I = - 0 .5
II -0- ct:l.~ .
and L , = 5. The e<li marQr cqU 31iOfl. 18 . 4~ ). i.
imo the pred i ctio~ estimator equations (8.23 J. Thus the redllced-order estimator f~U ) =i, lt - 11 + 0. 1 u(k - I I
equations are
+ S.Ofy (k) - .\ ( k - I I - O.U05 111k - I ) - (0. 1).r. (k - Il J (8.5()1
x. (/.: + IJ "" (P..".i'o(.i; ) + $ """ ,,(k) + r buo:) _
TIl(: implcme",ation in 3 conlrol co m PUler ...ootd. hefo'e .<:tmpling. look .o mcl hing: like
+ L,!x,,(k +]) - cP . r) k) - r. u (k ) - $ . , xb(k)l
x' = OS .i.l t - Il+ 0.075 1t1t -1I - 5 ylk - 11.
SUbtracting Eq. (8.-l-5 J from (8.43) yie lds the erro r eq uat;on
and .fter r.amp li ng
i . (k + 1) "" !ctl.. - l , $.~ l~(k).
.i~ lkI =.f + 5 .l"(t ).
and therefore L, is selected exactl y as before. that is. (aJ by pic king roo ts of
Fi gure RH , hooo" til(, time hiMOI)' of!hc ~'ti m al orerrorl"quat ion 1~ ~ 61 ... ilh an in itial {"eloc il> I
1:1 - IPM + L,ctl.... 1 = Q):) = 0 (8.-17 1 e~ l imale eJTOf of ( radlo;ec. The fi gure vel)' , imi tar resulls compared 10 the: ,elocit)
,00....
elemem .slim.tes in Fil"s. 8.5 and 8.7. Of eXi urse. lhere i . nO posilio n e.<lima!. he<:ausc Ihis
to be in de sirable locatio ns. or ( b) using Ackemlann'S formu la formul atio n a! $ume, thaI tile n",alaremen! j ~ u-,eo:! dirccl ly " 'ilhout .\ moorhin ~.
-- -_._- -_._-._ - .

Figu re 8.8
Tim e hillory 01
We 1101e here that Gopinath ( 1971) proved that if a fu ll-order esti mator as g ive n led llCed-{))e: e5l1mator
b v Eq. HI.23 ) exi,ts. then the reduc ed-order estimator gil'en by E-q. (8.45) al so .rr~
e~isls: th~ t i.~. we can place the root s of Eq. t 8.41) anywh ere we choose by choi c~ "
ofL , .

Example 8.7 R.J~I (t"d O/{k r E,lim<lt",-j,,, S~It"a; h' :\ llIi~df

Determ.i!lC: u reduced-onkr ~" i malor for \00 ,am.: ca", a, in umpl es SA and 8.5.

Soluti on. We su n OUt by partitioning Ihc planl eq ualion~ 10 til Ih . mol d of fAJ'. 18. ~ II artd
/ 8.-121. Thi.1 re,u lts i. ,
[ _
0 ,..,
] ~[ 0' T]
I . t.s
,
..- [ ~: ]=[ T~' H 00":' ]
" ] _ [ the m<a\~red position 'Iat" y. 18.J9 .
[ .\ : - the: "eloci l)" 10 be t MimalN
,}o------o,",------c------~"
1 Ti me h "' l
302 Ch;lJxer 8 DeSIgn Usin g Stale-Sp:oct' /I.'.elhods 83 Regulato r Design: Co mbined ('ntro! Law an d Estir.JJIOr JO J

Figure 8.9
8.3 Regulator Design: Combined Control Law ::stimator and (oo troner mechamzotion
and Estimator
[f I.\"C lake Ihe conlrol [aw (Section 8.l) and implement it. using an estimated ~-,
"~) ",,"
state vector (Sect ion 8.2). the control S)'STcm can be completed. A schematic of 1{k+ 1) .,,(t) +r~(t) ~ H ~
such a sys ttm i ~ ~t.own in Fig. 8.9. However. becaus..: we dc~igned the contro l
law assuminJ! that the True state. x. was fed back instead ofx or X. it is of intere'l -,
to examinc whal effcct this has on Ihe system dynamics. We will see that it h~ s
r ------------------------------
I ..(k) I
no effect~ The pole'\ of the comp lete sys tem consisting o f the esti mator feeding I "'","b I
CQ1It:ollaw
the contro l law will have the same poles as Ihe two cases ~alyzt:d s..:para tcly I X(t) i(Ht) - .i(t) +r~(l)
I
~
I -K I+-'=- +L, [y( k) - Hi(l)] I
I I
Of Eq. (S.H) or (8.45)
~ ~

8.3.1 The SeparaLion Principle IL _______ _ ______ _____ _______ _ _ __ _ I

Co. "",tOl"

The control is now

Il(k) = - Ki (k)
estimator alute is a special case of the separatio n principle by which comrol and
and the controlled plant equation (8.6) becomes estimation can be designed separately yet used together.
x(k + l) = $ x(k) - rKilk ). (8.511 To compare thi~ method of d.sign to the mel~ods discussed in Chapter 7. we
note from Fig. 8.9 th at the portion within the dashed liae corresponds to classical
which can al~o be "'rillen in tenns o f th e ",stimator error ming Eq. 1.8.2 1) compematcr compensation. The difference equation for thi s !ystcm or "Statl"- space designed
(8.52 1 comp~nsator"' i ~ obtained by including th e control feedback (because it is part
x( k + I ) = <l>x(k) - fK (x(k) - xlkl).
of the compensation) in the eSlimatur equations. U~ ing Eq. (8.23) y ields for the
Combining this with Ihe est imator-error eq uation (8. 24 )" \\'e obtain two coup led prediction estimator
equation~ that describe the behavior of the complet"' syste:n,n
x(k) = [40 - rK - Lr H l~(k - II + Lr.,(k - I).
(8.531 lI(k) = - fli Ck). (8.56)
41 - fK
0][""] JI;{k) '
and UShlg Eq. (8.33) yields for the current estimHor
The c haracterisli.: equation is
ilk) = [40 - fK - L,Hl + L,.IlfK]i (k - [J+ L,..l'(k) .
::1 - 4) + L,.H o 18.541 11ft) = - K i(k). (8.57)
1 rK : 1 - l + fK 1=0 The poles of the compensators above are obtained from. for Eq. (8.56).
which. becausc of the zero matrix in the upper right. ea:! bt" written as
(8.58 )
!: l - <I> + LcH! 1:1- <I> + rKI := cr, t:)O'.(~) = O. (8.55 )
and. for Eq. (8.57).
In other words. th ~ characteristic poles of the complete syst~m consist o f the (8.59)
1::1 - 41 + r"K + L)Il - L,lIfK I = o.
combination of Ih~ estimator poles and the control pol~ s thaI are unchanged
from those obtained a;;suming aclua l slate feedback. The fact thaI the combined and are neillz .. nhe camral law poles. Eq. (8.8). nor the estimator poles. Eq. (8.25).
comrol-estimator sy~tem has the same poles as those of th~ conlrol alone and the These poles need not be detennined during a Shtespace de sign effort. but can
be of imeres t for comparison with compensators designed using the tr.msfonn
9 We ,oo" Q<ll y ,"" prediclioo ~,'im ....... co.... Th' OlhN" .,hm.,,,,, lew '" id ..ruic.1 c""d~.ioo,. methods of Chapter 7
to Th i> dc-",ril"iom vi' ,he ("tll itt ')'>I<m 00., II<t1 "PIl '} i f "" ~.";",,,!OI ....okl ;, imptrf~, .... Se<tioo If desired, Eq. (8.56) can be converted to transfer function-fann using the
I t.~ (Of un ~ ...Il " '..r Ilw """'. ~me steps that were used in arriving at Eq. (4.64). Thi~ resulg in what was called
 S,3 Re~ulalor De,i!;n : Comil,ned Con lrol bw rend EStllllJtof 305

compo;:ns~tion in Chapter 7 ~nd usu~ll y referred to as Dl z). For the prediction

estima tor, we find
B= ~I>/O - r~ K. -L, <ll'.~
VI:) = D (:) = - KJ : I _ 4> + rK + L H )- ' L ",
Y(:) " , and where K. and K~ are partitions of K accord ing to the dimens ion, of _(. and x.'
The 0(:) could al~o be found fro m Eq , 18.56) by u ~ing If.m in M,\TlAB or. for
the current es ti mator. from Eq, 11:1.57). Likewise, the tr~nsfer function for th~
n'ducedorder oomfen~ator is found by using the measured pan of th e state. f
J Example 8.8
directly in the controlla"" and the estimated pan ..~Jl:). forthe remainder, Thu.' .
the coniroJ gain K rlC't:<is to be pnrti tioned. so lhnl Pul I ~~th~r the futl feedtmc\.; C(><1trol S}Slctl\ b3scd o n t~ calrulJlLons a l ~adrdone in E~"m.
pi n S.1 and 8A, Ihat i,. using the p,e<licli(>n e<l ima t...... L ,~ I h~ con trol gain, K = 110 _15).
(8 .61 1
a~d l!>c e<I;n-.al<Y. gai~. L~ = 1I ,2 5. 21. tXlcrmine the J)I~ ' for compari,nn wilh a d .s" ical
IIfk/=IK. K~ J[:: ] I ~ad compen,aliOil . Plot Ihe ~'pon,e or dle 'y,tem ,ari.ble, for at! iMiil plant ,..Iocity of
- t rad/""c and ieTO r...... 11 ot!>cr initial oondjlion~, C.:.mnl<m Of! "helhcr the rI."!'JlOn"'" arc
In the pre\<iou~ sections. we de.'eloped techniques to compu te K and L l'Qflsi_" enl " 'ilh l om ~'pI"t j()rlS.
(w hic h define th.' compemation). given the desired localio~s of th e root~ of the
ch~racteris tic equatbn ~ of the (Xlnlrol and the estimator. We now kno'w thaI the,?
Sotution. Th~ ~ornpen_,ation etj ~al ion; con,i,1 of eq_ 1~ , 5M " -Jib I~C "alue, of K and L,
desired root locations will be the closed-loop system poles. The same meIer ~tick> plugge<l in wd. t.e;ng ind ifferen<:eequalion form. can be rQded d LI"<'" ly in ~ ""nITo! compuler,
that applied 10 Ihe clas~ical design and were discussed in Section 7,2 also app ly To tind lhe Iramrer runcl,em form. we u<,e zp m (or Eq, (g,W II. II) lind Iha,"
to picking these poles. In practice. when measurement noise is not an issue. it is
J;onvenientto pick the control poles to satisfy the performance specifications and (8.115)
actuator limitatiOnS, and then to pick the estimmor poles somewhat faster (by a
faclO r of 2 to 4) so that the total response is dominated by the re .. ponsedue to tlK> There i., a compell,alor 7Cro ntM the N "O plam pule, at: = + I and tllo~ a,e !woCQmpe"~tor
poles con.iderabty 10 t!>c I~fl. This i. 'crl' .<;milar 10 a d~ ;,io: all.ad compen>3w r cepl thai
est imalor pole .el&tiOf1 slowe r control pole!, It docs nOt t'o,t anything in terms of actuator ha rd ware to
it ha, rwo pOle~ in<lcad of OOe, StaI.'_'p"ce de>i~n u<iol' a full""I r<limalor wilf al"'3)'$
incrca~ the estjlllat~r gains land hence speed of responsc) because they appt"ar
produce C<Jmpc nllli(Xl tlla l i. tk~ Sa"", order as Iix' plant, I'OIc that the diffe ..... n<:e equalion
only in the computer, The upper li mit to estimator speed ofrespon~e is based 011 thai ..... ' uIIS from Ihi s 01:1 "ill na,. a ot\<.' cycle dela)" !>ell'o'<'(n the ;npul and OOlpUi.
the behavior of .s.ens[lr-noise rejection. which is the subject of Chapter 9, Figure 8, IOsho",~ Ille ,espOt!'" oflhe s)" lem arKi~"Of.lroll.f 10 the injli~1 CCOOi lioo_I, Th;;
In order to evaluate the fu ll systcm response with the es tima tor in the loop, could be lhoughl (lf~, a condilion Ihat ""(}\lId ""uh from a sudden di'-lu,txmce QIl lhc 5} "~m.
il is necessary to simulate both the real s)'stcm and the estimator system as II a, NOlo the estimatorerrnr allMe bo!ginning "hi"h ~ay' in aboul 0.7.....,. con;;,tenl wilh In.e
formulated in Eq. (8.5J). However. it is cask-r 10 see what is going on by using x e!limalor polc~ , TIl<.' o" er~n Iystcm ":'Ixm>e;< !kn,.., aoo ha, a '-Cliling lime of al>O<Jt ~,5 "'~.
or in place of i. The n:~ult for the predictor case using Eq. (8.56) is
x con.iS1cm wi lh tlte control pote"

= (8.6! J
[~~;: ::J [L~I ~ - '-;-~~L~H ][~i:iJ
the result for the current estimator using Eq. (8.57) is
Exa m ple 8.9 COmp'''S<llior. &:t.~J ,m I~.' C~'mll f;lm1<lhlr
(8,63)
['<'+I'J
xU; + I) = L, H~ ~
[ '" - -rK J[""J rK - L)lcJ:I i(k)' Put togelher tlK- full fCf'db:loCk mnlml _'y,lem b:\""d on tt.e ,aleulaliuM alrcad)' <k:one in E, .
amples 8, 1 and S_5.lhat is. using Ihe ~1I!T.nl e<limator, U"" Ihccoolrol gl in. K = (10 },5) .
.1Jld the result for the reducedorder estimator using Eq. (8,45) is
aDd I!>c .. timato, g.in. L.r '" 10.68 5.~1. Delermine l!>c Dr:.) forl'Olnp.ari;.on wilh a cl assical
lead corn ... n~li cn , Plot the re~pon", 0( til<: s),tem "ari""Ie_, for un initial pbm "elocily <.If
:.:(k+ l) =
J [<P-r[ 01 J[ ~ (k) J. K4 - rK" (8,64 )
[ XI>(k
+ J) A B :':h(k ) - I mdiSC( and l1'ftl for all Qlher initial condit ion,. Commem On I>ilelhcr Ihe ~.pon""s are
ronl;slem ,,"'Llh your e~p"cl:uioos.
where
I J E.qu>ti"" 18,601 i""lu<k s ~ mim>.> ,i, n b<'<"",~ ;1 " IIx U>,,<"O" ("""1'00 from t" h , '" 1,: 1') wile< ,h.n
from (, 1, a- ;, ,tor DOn",,1 cOIII'.mion ~,..,.,[ in 00"""" 7
306 Chapter 8 De,lgn Using Stale,Sp:Ke \lc lhods

Fig ure 8.10 Figu re 8. 11

Time his:o'il?S 01 Time histories of
(ontroll E>d system with controHed syltem w t il
1:1
prediction est'n~tor. current estimilto r,
Example a,8 Example 8,9

o,~

~ ""<, I, S -- ,"
,r:
':
-- '1
1.5
0.,
-- ""' 1..1
Ti,,,,, ,"-""
" .'

Solution. TI>< c<l mpenlal;on c'luationl cons;'t o f Eq. (8,51) and. w; lh the \"~ Iue, of K anJ
SoIUlioll. The com l"' "'kl tion equtll;o n. co n.i" of Eq' , (8,501 and 18,611, With the \"alue.' nf
L, plugged in. w. li n:ilhal
II: and I,. plugp'd in. we Moo alief mud ' algcbra IhaT
:(: - 0,792)
18M, _ _ _ "77~-O, 8 1 82
DJ: ) '" -15. 1 : 0.~ ~ 5jO.39J 0,1.) - ~. _ 0,2n5 ,'H.6'l)
Thi, compen, mioo i, n~I)" much like tllal fro m the pred iCIKm ~'til"latOr: hOI', ever. ~a u ~ " I
FiBur. 8, 11 . how.' Ih e I~Spon'" of the ,}'sl~m 10 Ih e init ial ,ond itions, It i. "~r:-' 'imi la,
II>< e, lra : in th e nu ll1C'~ 'or. thtre i~ no;> 1 cl'c1e delay bf,' ",,,,, n mpu t and outpu' . Thi s fa'l. r
10 Iha l of h ampk 8.9: lhe only !lOI~bl< diff~",oce ;s thc fi r;! -Qrdt', re\pon '~ of Ihe e.<ti mat Q1"
cycle .espotlSf requi red le,5lead from the compcnsal io;> n, as exhib; led b) the ,.ro bei nj! funh
~rr/)l" ..... hich slight ly 'Iuced II>< conlrol ",age.
from: "" . Tkj, <om>'!nsutioo !'IOU' lool s e"ucdy like The da~~ic ko.d compcn,'lion that wn, ,,<oe d
Figure S.t I ,ho"', Ill<! ~po n '" of Ihe cQmrolkd s)',tern to j". ;n;,t;al COfl dnions. ~ Ol.
ofte n m Chapte, 7 a<>d .... oul d l}'pKJlIy be u.cd f01 a 1(. : plallt. A sketch of . root l(X"u,, ; . K
Ih. "om ....h"1 faSl., r.spon~e "-, compared 10 I'ij!, 8.1 0 due to the Dore ,mmed,ate uSC or Ih,'
i, given ill F;g. 8.13. For Ihis d"sign a gJin of 27.7 i~ " '"'' lh<' ,ari.ble K
mClsu ~d signal. 11le d osn!- toop rollt Iocal ion< cortt'poooing 10 K '" ~ 7,1 are indi.::aTed h)' the lri"n~lc\
+ and I;'" on the 1'0 " COfltrol ,001; al ~ = 0.8 jO.2~ and Oft lhe on<: t<limalor root al ~ '" 0,5,
"" they ,hould.
- _.. _ - . _ +
Exam ple 8. 10 COn~j1f1ll0!i('~ &1l"';OlII~ Rc<ii,ccdOrd.: r ESl il'lc,w.
Put togclher Ih e full le<:dback co ntrol system based on the calc ulation, already done ;n EJ\am-
The highe r orde r c()mpcnsut ors that re~ul ted in Exa mples 8. 8 and 8,9 h a" ~ the
pb 8.1 and 8,6. lhal i5, u, ;ng lhe r~ducedonkreSl i matQr. Us.( lhecont rol Bain, K. '" (10 3.5 1,
and the ~\ima tor ~;n. L ~ '" 5. D.lermine the 0 (: 1 for "ompariSOI w;lh a clasma l k arl COl'" be ne fi t o f more atte nuation at high fn:quenci es. th u, n:d uci ng the sens iti vity to
pe n, "t;Oll. Plot Ihe respon.t of the S~'Stem ,'ar;.blh for an in;l; al planl veloc ity of ~l rad/"'.' meas urement noise. T hi s a lso follows from the fac t that they provided a sm oothed
:.w d Z<'TO for all OI her inili l l CQ<1d iT;ons. Commenl on ... helh er , he ~po n>e> a, .oIlS,STt '" "li n val ue of th e mea~ured outp ut as well U~ recon.<tfUCl in g Ihe "e locity slate \ari able.
you r ~xper:1allo n s Full o rder est ima tors are al so cu;ie r to imp leme lll because o f the sim pler mat ri )!;
A I~o, u>e The O(~ J 10 comlruci a mol locus for Ihis .yslem and sho'" where lhe desire<l equa tions th at resu lt usi ng /I = - K ii ra the r th an th e pa rtiti uned Eq. (8 ,6 1), As a
,001 Joe . lion" for lheco ntrol 100 estimation lie on The locus, res ult, reducedorder e,ti mation is nOt () flen usee. in prac tice.
308 Ch.'pler 8 Design t;sing Sl ~:e- Space Methods 8 .3 Regu lator Design: Combined Contr(>l UW Jild Esumaw r 309

Fig!.He 8.12 as Frank li n. Powe ll. :md Emami- Naeini ( 1994). Section ~ 7.4 and 7.5 .3. The key
Ttme hl s tOf ~ of sys:em
with rech.oce'.lOfde r idea for CQnt rol-pole selection is that one needs 10 pick the poles so that the design
specific3\ion ~ are met while the use of control is kept to a level th at is no more
es timator. b ample 8 .t O
than needed to m~et the specifications. T h i ~ pole-se lect ion criterion will keep
'1\ the actuator sizes to a minimum. ,,hich he lps to mi nimi ze the cost and weight
o f the contrc-! syste m. The relationships between ,'arious sy~t e rn spec ifkations
" \ dcvelopo!d in Sect ion 7,1 ca n be used 3, ~n aid b the po le-selec ti on process. For
hi gh.order s~stems. it is so metimes he lpful to use the ITAE Of Besse l protOtype
des ig n [(Jot locat ions as discuss ed in Section 7.4 in Frank lin. P\Jwell. and Emami_
.., Naeini ( 199--1 ). For the case where there is a lightly da mped open-loop mode. a
technique that minimizes co ntrol usag~ is si mpl~ I\J add damp in g with li nk o r nO
., change in freq ue ncy. a technique ca lled r adial proj ~ lion that was demonstrated
- - "' in Example U.
.1. ~
--.", Th e optimal des ign methods di scusse d in Chapter 9 can also be used to selec t
--
_ _ .i',, pole location . They are based on minimizing a cost funct ion that consists o f the
.~ 0 o.~
weighted sum of Mjuares of the state eITon; and control. The relali\'e weig htings
nrn< ' ~ 1
" between the state errors and control afe \'aried by the designer in order to meet
all the system spec ifications with the minimum cuntrol. Optimal methods can be
applied to lhe SISO sY 'lems. wh irh arc the subject of ch is c hapt er. Of to MJ,'.1 0
Fig ure 8.13 systems.
Sketch of the root locus Estim ator-eITor pole , election is a simi lar kind of design proce ss to the
fOf Example 8, 10 control-pole se lect ion process; however. the des ign tmde-off is somew hat di ffe r-
" ent. Fast poles in an estimator do not caIT)' thc penalt~ of a large actuatuf li ke
they do in t~ control case because the large signal., e"ist only in the computer.
Th e penalty assoc iated wi th fas t estim ator poles is that they create an increased
serlSi til'ity betll'cen se nsor erro n; and est im ation errors.
The key idea for est ima tor-e rror pole selcctio n is tha t th e estimati on CITors
shou ld be min imized with respect to the pre'-~iling ~ys tem disturbances and
\oe nsor noio;e. It is also conven ient to keep the estimator JX>le s fa.~ler th an tnc
control poles in order that the total system respen se is dom in ated by the con trol
po les, Typically. we se lect wc ll -damped estimator pe les that are two to six time s
fas ter than th~ contro l po les in order to provide a n:spo nse dominated by the
contro l po les. For cases where this criterion produces estimation e rrurs due to
., sensor noise that are un acceptabl y large. the poles can be slowed d own to be less
than two times the control po les : however. in thi s case the total response co uld
.'.l,~___".,::::~-C,,,,"-",,::C"",,---~ be strongly in fluenced by the l oc~tio n of the estimator poles. thu, coupling thc
Ro.l Ax;' e stimator dc ~ign with th e control de sig n and l"QlUpli c3ting the proccss,
In thc optimal e~timat i on di scussion in Chapter 9 we will >cc that the optim al
estimator eITor poles are proportiona l to the ratio between the p lant mlXk l eITOI">
and the sen,or e rror s. For an accu rat e plant model with small disturbances but
8.3.2 Guidelines for Pole Placement large se nso r ~rrors. the opt imal estimatio n i ~ ac:1ie'.. ed with ve ry low estimmor
The se lection criteria of the c losed-l oo p control and estimator poles (or root, 1 gains (slow re spo nse) becau ~c th e estimator is beS t served by rely ing p rim ari ly
have been e ncount m~d throughout Ihe eJlam ple~ in Chapter 8 to this poin!. Also on th e plant mode l. On th e othe r ha nd. a >yltCm wi th a plant mode l that inc lu des
see the review o f st ate-space design for co ntinuous syStems in Sec tion 2 .6 as well th ~ poss ibilit) o f large dis turbances blll ,,ith an a~cu rat e sensor ac hi e\'es th e best
) 10 Chapter 8 D<:~lgn UsIO,I\ SW.IC-SpKt ~ I e\hc>ds
estimation by U SIn~ a large e!.timator gai n (fast respon)(') in order \0 use tl!,.'
sensed informatk>fl 10 comet the mode l error; as quickly as pos~ible.
8.4 Introdu cti on of the Reference [nput
The cumJX'nsalion obtained by combinin1the conl ro l law studied in Sectil.'1 t
8.1 with any of the estimators of StctiQn 8.2 i ~ a fegullllOT design in Ihm till'
goal wa~ to drive :III states to zero, We designed the eharJeterhl ic equOllil)Jl,
of the control and the IStimalor to give S:ltisfaclOry nD Ur.l1 mode nan ~ic nt~ 10
initial conditions or disturbances. bu t no rncOIion w:lS made of how to MNCtUr\"
a reference II1put or of the considerations ~ary te ob4:ain good tr.lnsient
respon)e to refell'lK'e inputs. To siudy Ihest matters we wilt eon~ider fiT'i1 hO\,
one introdllCe~ a reference input to the full~tn te feedbacJ.. case, and lhen we will
proceed tu the ca~e wi th estimators. We then tum to a diloCu<;sion of out put errur
command. a structure that occurs when the St'n!Wr is capab le of providing onl.1
an error s i g n~l. for C"'~lI1ple. an altitude error from a gyro or lhe pointing crror
from a radar ~i!!nll. The output error ~ truclUre is also tht one that resu1t~ if one
is desi~ning the compens.alion u~ in~ U'llOsferfunction methods and the rcferelll:,'
input i ~ structu re<! accord ing tu Fig. 7.5, the typical nse. It is. there fore. of
inlercSt lO srudy this structure in order to understand the Impact of its use on ttJ.:o
dynamic response of the system. In conclusion. we 1'0111 disc uS!; the implication.
of this $CClion's resu lts aOO compare the rdat i\";: /Id\'an lagcs of the structurt
made p<b~ible by the stmespace control/estimation approac h with the ciassic:..J
approac h.
8.4.1 Reference Inputs for Full-State Feedback
Let us nrst co nside r a referen ce inpUI for a full state ieedback system as in
Eq. 18.51. Thc SlrllCIUn." is shown in Fig. !:i. I ~ and consi~l s of a state l'omm~nd
matrix N , Ihal derints the des ired value of the stale, x,. We ... ish 10 li nd N, :.u
that some s)'~tem output. Y, = " , " . is al a desi red reference \'alue. This desired
OUlput. ~.,. might (Ot be the same quanTiTY thai we sense and feed 10 an esTimator
tha i has been culled y and detenn incd b)' II in the prc\'IOOS two !iCCtions.
Ahhough 0;0 h I' in th is book we ha" e onl~' considered systems wi th a single
control input and single ou tput (SI50). Chapter 9 cOnSidl'rs the case of mOl\.'
Fi9urI!8.1 4
BIoc~ dl3gram for
fu'lstale feedOa<::~ \'.lith
refe'ErlC" I)out
8" IntroductiOI) of the RcfenmCf Input 11 1
than one input and ou tpu t (MIMO). and. therefore. we will allow (or that in the
dele lopm~n l here and in the follo"','i ng subsect ion. We will. howe~'e r, require
that the number of inputs in u and des ired OUlp uts in )', Ix the same.'~ The
basic idea in determining N, is that it should transform the re ference input. r.
10 a referenc e state tha t is an eq uilibriulll on~ for that f . For exam ple. for a step
command to Example 8.1, ( J OJ; Iha t is, we wish to command the position
N; ""
state element. but the velocit), stale elemem will be zero in steady ~ate. For the
double mass-spring system of Example 8.3. jf we desire that d r-thal is. =
that II, = II 0 0 OJ- then we should set N: = I I 0 I D) beealiSC thai
provides ;;tstate reference, !Ii" lhat. if matched b)' the actual stale. is at equilibrium
for the des ired OUtpu t.
More specifically.....-e h.we defined N , so that
N, r = x, and u == - K(x - x,l. (8.68)
If the s}'~tcm is Type I or hi gher and r is a step, the re will be no s teady.s t~!c
error. and lhe fi nal state
X(X)= X,, == X, .
For Type [) systems- there will be an error rec ause some control is n-quired to
mai nlain the system :ttlhe desired x, .
Often the designer has sufficiem knowledge of the plant to know whal the
equilibrium slate is for tIM: desired output. in which case the detennination of N
is complete. For complex plant>., hOYo'e~'er, this can Ix di fficult. In these ca!>e$, {t
b u~fu l to soh'e for the equilibrium condition thai s:l1i.dies y, == r.'"
tn ordrr f~ the solution to be I'alid for all system types, whether they requ ire:
a steady-state CQnt rol in pu t or nOl, we ..... iII include the pos.~ ibility of a $ tead y-~ tate
control !elm thai is proportional 10 the reference input step. that is.
II ,,, = N.r. (8.69)
as sho ..... n in Fig. 8. 15(a). Thc proportionali ty constant. ..... . wi!) be solvcd for in
lhe form ulation.
If the resulting II" is actu al ly computed and implemented in the ref~rence
input SlIUCturt'\ we refer 10 it :l.~ 'feedfofwaro." bul the fttdforv,nrd componcnt
of t ~ input is oflen not used, Instead. the pre ferred melhod of prol'iding for zero
steady.state enol' is through integral control Q:' bias estimation ...... hic h esse:ntiall)'
rel,laces the II .. in Fig. 8. IS(a) with an integnl tha t is an estimate of the steady.
Slate co ntrol. a topic that is the subject of Section 8.5. In some cases. it is di fficult
10 achiele a hi.g h enough bandwidth when replacing feedforward \\ ith inte!!r.l l
cOlllrol: therefore, feed forward is !iOmelimes uSl'd to re duce (he demands on the
intcg ral so that it need only pro\'ide Ihe error in Ihc feedforward COnt rol. Thus
t ~ TIIi' i, th ' ""I._ <.u Ib;w h'" a oo ioj ... ao.d
",,<I""""cr .1I1>oo@h olh<r , il ~;w..,.,~ h.,. be~" ,,"~;'d
13 S~ Tr ..,l~~ :>r.d B","", t 1978) f",,, ~ <o:nple1~ d,,,uo.>.ion ond ~".~>ioo, 0;0( Ih. idt;b '" i"" .. ,
(O~ IhoI> ~.p:>. M.n CMlIed "'n>o::Xkl {<!limo In,:
3 12 Chaptcr 6 Design t,;smg Sta:e.Space Mel hod~
8"" ln m-..:h;c u<Jn "f tll( Rde rcl'lcc lr;p m 3 13

Figure 8,15
fa) Bloc!: df39'a'Tl and ". Collecting Eq,. 18.71) and (8.72 1 into one rnatri .~ l'llu3tion
(b) modifle':l block.
doagram fer fl..l rllale .. - I r] [ N, ] _ [ 0 ]
[ H, II 1'0. - I
feedback. ':lIth refrrM(e
rnptJt and feoedforw.lfd yields the de~ired resull "

[ ~: ]=[ ,.~i ~ nn (8.B l

It is ah C) p\h~ib le to enter th ~ ref<' rence input after the gain llIultiplic,u ion
according 10 Fig. 8. 15(b) by combining N, and :'ll. accnrding In
K= N.+ KN,.
Caku l<ltKm of N, and N. can be carried out by the MATlA8 function refi.m
contained ill the Digi tal Control Toolbox.

,OJ - - . - - -- - - - - -- - - - --- ---- -- - - - - - - - -

Example 8. 11 R4~'l'nd Itll'l. , J.'r Ib, .\fUS>,Srnn): 5~<hm
C"""",I~ Ihe ,d"n:D':" inpul quaDlilie> rno 1M i ) , tern of E.>.arnpk 8 ..\ "bere II Ij dc<.,rN 10
speeding up the s)'Slcm response. On the other hand. if the system is Type 1 or rommand tf toa D('\O' '~h",. Co:nnp ...... ,he I"" >lnlCtu, c la ) and (h) ' n RH. 8. 15
higher. the steadys:ate val ue of wntrol for:l Slep will be ~ero. and Ihe r.ollllioo
will simpl)" gi\c u~ N. = 0 :lnd N,. which defines the desired value of lhe Solul iOtl. n..~ ~"~, dt fincdlob.: ~ _r,/ it ,. ,-(. T11erefon:: .lOwmm!tnd aOOiKd
Slate. x, . ,1[Il1Cof d. iI ,=l t 0 () OI.and ,l>ee,a1 ull;,;..,OfEq.18.73,lead,.o N; _ \1 0 t 0 ]
COllli nuing on then. the stcildy state requirements for '1C syS tem arc thai a<l d N. _ 0, lIS c \ poecrro h) m.'f"X1;ng the phpical ~)~re m <h()v.'n in Fi g. A8. The fael .hat
N. = 0 m.. kc, >( n'C bau ~ Ihi. 'ySicm i , in ~"ilibrium ,,illm"ll1'1< ,.. cd of w,)' control as
Jong J' d "'.' ",h;';h is en.un:d by lbe n-sul lin, ,"~Iue of N, . In fOCI. ;\,. ",II bo.' ~cro for an)'
II'X" = .\', '" r. 18.70) '} <t~m ufT)P<' I 04' rughe r. a< ~[read) di..:us<.ed. n.., ekmenl.' of :" , OO~ depend 011 .poeci~c
,a)""" of an)" p;uamclrr< rn 1t1i' plan! and:ue therefore r\OI .e~ili'e IQ modeling t'lfors .:.fmc
which reduce to plant.
L'.e <>f Eq. (I .U ) k;ul~ 10 N =< O.tXl5 usr n, Ilk- K from Eq.18.181 and N '" '1.01 1 u";nl
H, N, T =r and II, N, = I. (8.11 1 , .... K from Eq (8. 19). f lo" ~,cr. 1lQI" I h;ott~i ' inplJl <tnJl."lun: can be wry ."n"li\~ IO Crr<lr) in
K In Ihi, p.mic~lor "~ Dmple. :v i. til( re<~l l of a diffc ~oce oft lAo nu,nh(o~ 0:, and K) ) Ih1.
Fun hcnnore. we are ass um ing the system is nl steady Slate: therefore. ~redm.e ,,,cad, OI~ in :Ib....tule ,';).1"". c> I",,,,clyclme(or the n",. ~:J<.e'" hich ~\jo nh ibi l cd
poor ""pon<.e, c h~ ; prod",; ng an ( ,<creme sen, ili, il),. Spo:cift"'lly. if one: c f lile (~J1'k' n" of K
i ~ Eq. 18.IS llA c'T( in CfTI.)r b~ t <; , Ih~ ~u llin ~ CrtOf j~ li! ,,"'OOld Ix 12O'''! To ~"o!d I"" high
sen";ti,'il)" (or c~<.e' l i~e 1hi . ;1 is ;rd,i!-ablc 10 j.lnrCIUfl: the ",feTell<.~ rnpUl11o:< III f ill. 8. 151 3 1.
" - - - - ._ - - ------------- +
(<J) - JIX.. + ru" ;or: 0:
aoo. from Eqs. fS.69) and (S.70)
This example shows thatlher.: ~re some ~y"'ems where it is Ix'tter to use the
(41 - I)N, r + rN, r = O.
Structure of Fig, S. I 5{a). Howew r. m OS t ca.'iC~ do not t"xhib il thi s sen~i t i\'i ty and
\I,'hich reduces to Fig. 8.15(b) is prefelTl"!d due to its .~jmplicil)'.

(<J) - l IN. + rN. = 0. (8.72 1 I~ n" camoo "" .",,'1 ,j rt.. pl""I Il:. "'" or ... 1
 8,.. !ntrodlll'llOn of Ih( Rdcrrnce inpu l 3 1:;

If the syMen in the c~arnplc had been Type O. we v. ould have round Ih:u Ih u~ mini mizi ng esti mation errors. There fore. lhe fonn o f the estimator g i\'e n by
N. was nonzero and Ihat its \'aloe .... as in\'e rsely proponional to the p lam ~ai n Eq. (8.231 ~hould be used \\ith u fk) as )OOwn b)' Fi g. 8. 16 . thai is
However. the phint ga in can vary considerably in practice: there fore. design.r.
usually choose not 10 U.'\C any feedfor....ard for Type 0 syste ms. re lyi ng instead (Ill u (k , = - K (x(k) - x,l + N"r = - Ki rk ) + Nr. (8,75)
the feedback 10 keep errors acceptably small or by im plementing integral contr,,1
as d isc ussed in S ~c l ion 8.5. If this is the desi red action ror a con lrol design u~m~ or. with the curren t e stimm or. Eq.(8.33, is u~d with
stalt" space . the lksigllcr can simpl}' ignore the computed \'alue of N an d .~k l\
rt" lyon N, for gu idance on hov. to comm:md the stale \eaor to the ~ired \'3 lu(~. u (k ) .. - t\ (i ft) - ~) + N. r = - Kilt) + ~r . 18.76)

or. for the reduced-order e SlimalOr. Eq . (8,45 , shou ld be used with

8.4.2 Reference Inputs with Estimators; The
State-Command Structure U(!')=- (K~ K.J[ [i:] - Jl . ] + ~.r =-[K. K.J [ i:]+Nr.
11'11:' sanlt" ideas can be appl ied to the C'as.e where thC' est m:llor is used to ~uppJ~ /8.771
a state estimate tOT control in ploce of thC' actual state feedback. Ho wever. it I~ Undet idea! ('Qndil ion~ where the mode! in the est imator is ~rfecl and the
importa nt 10 structure the sys te m so thutthe control u thIt is applied to the pl nn l inpul It applied to p lan t and c);ti malor i~ identical. no e)t imator error w ill be
is also applied to the estima tor as shown in Fi g. 8. 16, This Oleam that Eqs. 18.:'i6 t exci ted, We use the feedback to the est im:~or Ihrou!;h ,I' onl y to correC I for
and (8.57) shou ld '10' be used in the e sti mator box in Fig. 8. 16 because they \l e r\,' imperfections in tilt' e~l i malOr model. in put scale faclor errors. and unKn own
based on contro l feedback that d id 001 incl ude the reference input. The ba ~;" plant disturbances.
idea of the esti mt tOf that resulted in the s lruclUre of Fig. 8,4 h to d ri' "c the pla nt To a nalyze the re~p(mse of a sy~t e m . we must ('Qmbine the estima tor C'l.]ua tions
model in lhe est im ator wit h the .'ilIIII~ inpu ts that arc applied to the aClual pl ant. with the mode l of the ~)'~t em to be controlled. It is ofte n useful to anal yze tho!
e ffect of d i;"lUrbances. so the ~ystem eq ua tions 18.3) are augmented 10 include the
disturb.:!nC'e. u'. as

figure 8,16 lO: tk + 1,:: If)xt k) + r ill!' ) + r , u:.t).

Block doagram~ for the .rl t ) :: Hx(k) + ),, (t ). ( 8.71!)
best reference Input :------0 ------1
SlroctUlewlth
I ' Fur the predictor estimator. Eq. (8.62) is a'Jgmented \\ ith the input command
est imators: the Siale
mtd d i ~lUrbance
as fullow s:
command Slructure.
(a) as eer'Ied,
(b) smplof>ed
[~ L, '" [ L~H cp - I~~~ LpH ] [ ~ JI + [ ~k ] r.kl+ [ I~, ] utk) .
(8.19)
(., NOte thai :hc term o n the right with r int roduces tho! command input in an
ident ic a! \lay to both the pla nt nnd estimator equati ons. The I~ml o n the ri gh1
\I'i th w in1roduce~ the di ... lur bi! nce int o the pia nt only: th e eMimUlor is unall'are
of it.
" .. It ma~' be usefu l to i n~pectt he ~rfonnanC'e u f lhe ~yst('fll in tenos of Ihe de
sired OO lput .1' the coo trol II . a nd the eSlimatorerror i . Th is can be accomplis hed
\\ ith the OUlput equa tion

Esl " <>:KO< 1-----'

, 0] [xOd 1 k) 18.80,
,",
~ __~
[H
 316 C hapter 8 Design USing Sta te -Space \fethoo.
M.-I lmnx!U( !lon o f the Ref~r~n cc Inpu! 3 17

For the cu rrent es tima tor. the system equati ons are found b)' co mbini ng II i, wllnhwh il e to re fl ect on the fact that the co mbined s},s!em has pole, that
Eq s . (8.57) and (8.78). which yields consist of me cont rol (lnd the e.q imator poles. as gi\'en by Eq. (8.551. The fact
that the sy!tem response to an input ~tnJct ured a~ in Fig. 8.1 611:1) did not e_\ d te
[z L, = [ Lc:~ ~ - rtt~L,H$ ] [~ l the estimator response me-ans thll! th e transfe r func tion of this sys tem had Zl'ros
th at ca nceled th~ estimator pole ~. Th' detcrm in.:lt ion of Ih e st ruc ture in w hich
the re Fer'tK'c command i, e-nie-red in to a ~ystem can be \"icwe-d a~ one of "1.ero
]W(.I; l. (8.811 p lacement" and. in fact. it has been sho,," n that it is poss ible to p lace the z('ro~ o f
< < I
+[ ~~. + LHrN] '(k)+ [L~r
the clo~ !oop transfer fun'tion at ~ny arbitrary locati on [(Ernarni-Naeini and
Frank [i n ( 19I;2I J.
Example 8. 12 RcjnrnCt" Input Command ", Sardtilt" .A.!tiwdc
Del ennine tile $tate-tmmaoo 5!ru,tmc for tht system whme regukcor "'3 ' found ;n E.~amr!c 8.4.3 Output Error Command
8.8 and ' erif)' chal ;If,Step rr~pon.se doe, not tAc ile all esti mator emr,
Another approac h 10 the reference- input structure i ~ 10 introduce the commnnd
Solution. E\'aluat ioo Q( Eq . (8.73) yield, S , = [I O) r and N. '" (I, 1berefor~ . ....' "" K . only at the mea;;lI red estim ator input. as shQl.\.'n in Fi,!;. IUS. Th is ~olution is
I
The dt.li r. d respon >e of tile s)'stem is oblai""d from Eqs. (8.7'1) ,nd (8_80 1. U~ing st ep m sometime s forced on the control des igner because the sensor me 3~ ures only (he
MAn.AB yield . th~ uni t step "'_'pollses slK>\'o'n in FiB. 8_ 17. Not< Ihat the eSlimator cr:or error. Forexampl e. many the rmostat~ have an output that is the difference betwee n
r~mains Z([,,; thu s th. r~spon.se is exactly the 11)( as if 00 e,rimal0 t "'r,e prnc nt :\'01.- al > th e te mpe ratu re to be controlled and th e re ference. o r ~t-po inL tem peratu re. No
lh althe Stfm'1W1: sho"'n in Fig_ 8.16( b) doc s 'lOt allow ~s to rep", ... nl1 hc s),.tem in a ,Ii mpk ab~olute in:l ic at ion o f the reference temperatu re is a~'ailabJ e to the con troll er.
classical manner with tht D,(~) from EAamplc 8.8 placed in the upper palh a. in Fig. 7.5. nOr Likewise. some radar !racking sy,tc llls have a reildi ng that is propor!iona ll o lhe
docs il al low us to pl",e Dp( :1 in the I"",er fudbxk path . Ratiler. it is beSt to stay "'ilh tm- pointing error. and thi s sign al a lone m us t be 'J _o;ed for control. In thi s case. the
Slalr" p""" dr~criplio" and enler the equation< in the control cwn putt r ba.<ed o n Fig. 8.16. Tho est imator eq uilt ion (8. 56) \)e{:omes
=pon~ in Fig _8 .1 7 'Nould also have le l U!ted if using IlO estimal or. a cu""nl e>l imalor. Or ~
reduced-<:lfde, .s timatill_ x(1.: + IJ = ( ~ - rK - L~ lIli + L ee)' - r) .
------------------------------------ . ancllh e system respo n.-.e c an be oe!ermined by soh'ing

Figure 8.17 - rK
(J)-fK - L}1 ] It'(h
' r-- - - - -- - - - -- ---; ] [,;;: , +
Stepresponse time
1 [ - oL, ] rOd + [ ~I
histo nes fO( Example nU:c)
8 .12

Figure 8.18
Referen ce input as an
"
,
outp utellOi' command
r - - - - - - - - - - - -,
I I
I I
I I
I I
., - - "' I I
-- .', I ' !::,',ma'e r I I ,
- - - Y;
___ i,

.5 0 05 t_____________ ...J~ OJ IP"I error

,., 2.3
(om",,"'. t"". D(.)
T'"", ,,.,,,
3 18 Chapter 8 Design Using Stm~-Space ~!ethods I:l ~ IntroduwOrl of the R<::ference Inp'J I 319

8.20
Notl" that the wrrmand input r only enten; the est imator: therefore. th e plant and
eS timaTor do not !ee the same comma nd and an estimator error wi ll be e:>.cited !~~~;;j~::~tllitcnes fer

Examp le 8 . 13 O~rp"{ C<"nmmla ~rnrur<' " ,[il II Prcd:aor fSlimmor

Analyze the performance of Eumple 8.12 ..... ~n u.;ng lhe OUlpuH:ommaoo 0.1",,,'11>1'1:. sp..'<.' ;t'.
ical!~' 10000;n& 01 lhe .rep ""POO"" of Ihe estimator error.

S ... lution. The sy;.ttm i, anal)-led using Eq, (8.g2~ and Ih. OU1Ful Eq. jS,go). The rtl'uli i, .,
., I'O'lm in Fig . 8. 19, !,-'oc e the e"im"OT em)I' 1'1:,'1"'"'" and Ihat il (lase' a ,ub>l:lnti~1 inerta",
in o".rshooi as rom,,,,,,,d 10 thai of Fig, 8,17 (JbooJ l 7O'K rad,er Ihan 2O'l) and an iocr~a'~,1 .,
U~ of (onlrol, Al lhough this degradation could Ix .edu""d " 'ilh raSter eMimalorerror ">O! ; ,
.;
""0
Ihtl'l: "'" limits du.. '" Ih e ad,..,,,,. effeci on lhe ' Slima!lx'~ "," <il;"'ily 10 measurement "<li,~,
- - ,Y,
Some of the degradaliOfl can !J., reduced by uo;ing a cu rrrnl orrc:ducro or(ier.'l imaIOf bc:<:lU'. _,l,
of their 4uickc r "'poose frum the immediale uSC of the measured .igna l.

, !,---o"C'~--""---c",----;----,.,,--
Tim:: ' 5<0'

["ample 8 .14 O~rpul Cllm l'wlI(l ~l'll(ftu'f wirh u RcdlludO.-der El'/i m;l!or
Solution. Th< ea.ie ~t \\'~y 10 anllyz. this sy,lem ii bytran~f"",, method . The plartllran,fer
AnaJ y~.the pe rformance of ... mpl~ 8. J3 wh~n "'i ng th e QutplI:.co.nmand ,trocture and fun,l ion ,,- analyzed in Seclion 4.3. 1 and found to be
.edocedorder eS-limllOf. r : (~ + I I
Gt:) '" - - - -,.
2 (: - It
Figure 8,19 and the Ir ~n>rerfunclion Ih.ll aro>e from the reduced-order e<timatO! is g"'cn b~ Eq. j8.6h
O\Jtput time hislOfies for Th eootput time hillori es " , jng these l"'lfIs f~r (uncl;on\ IrC shown in Fi S' B.20. ~ote again lhat
predictiOll e~timator ~ there il more O"ersOOot I OOo Ut 50'i<:) lban shown in Fig . 8 ,17 but 001 as much :os lhe prediclion
wit .... ou tpu t comma~d. e"imalor, The conl.ol usage for Ihis ca"" is a\r.o les~ th~n in Fi l: , 8, 19 . ."d ;1 starti at lhe
hampl,CC"C'C'_ __ first cycle raT!>:r t1T~n being delay.d hy Ofl. cycle. ll'; was Ihe ca~ in Fii' 8.19. Th is .e,u ll
produced a seltling lime forth ...ooredorder Cllse' thaI is abooJt on.: sample period fasler than
the prediction b limulo,. A 'IlITe nt f .' l ima1or would produce resu ll' .imilar tn thi, Cale bo!<:ausc
il. 100. ,hares me fealure of an immed iate responr.e It> Ihe mea.med output

t ~.
! ",
., 8.4.4 A Comparison of the Estimator Structure and
Classical Methods
., Th is sec tio n has demonstrated a key resull: The cO lllrolier structure based on
., I state-space Jesign of th e cOlllrol an d estimator exposes a ml"lhodology for th e
introducti on o f the reference input in a way that produces a beHer respon se
., 0 than that typically us.ed with transfer-function design. The state-comman d input
(I~ 2..1
Timr(>cc,
" ~hown in Fig. 8. 16 provides a faster re sponse with less contro l usage than the
320 Chapter 8 De sI gn L:sing $tateSpacc ~tethods 8... IntrodUClton of the "" re rence In llU l 32 1

output-error-command <;cherne shown in Fig. 8.18. wh id is the typical tran sfer (e) do a classical de sign .... ith a lead 'OIllp"n.~lor.

function s trocturc. The reason for the advantage is th at t~ St aleI;ommand SUlK

tun.' provides an immediate input to the plant and does not t'Acite any mode s of lh~ Jtmne on wbal",er de.iE" par_meters are appmprialC for ( 3) and Ie ) tf"l meet Ihe desi~ n
~pec;ficatio n '.
compensator th at degradc the response. Although thi s resllt has been specificall~
shown on ly for a s imple second-order syMe m. it appliei to more comp licated
501u110n. Eq.at;OIl \2. 1(1) ioo;cal~s (ha l a" < 10 m!.t<: ...ould be mel if "'. :> IRO ....;dI_
systems as well. h fact. for higher-order plant!;. higher-o rder compensators aT...
and tile M. < IS~ would he mel if ~ :> 0.5.
often required with more mode s for poten ti al eAcilation.
It is not mandltory that the state-space representation and th e s tate-estimat or
(il Fort~ .1ar(; .pace de~ign. a good 'ilarting point wovld b.' ",,illl lWO OFlOO iles irtd pole~ at
design appma<:h be used in order to determine a stro cture Ihal docs not eAcit ... "'. = 200 f3d1~c ~1I<l ~ = 0.6. Two more p<>lcs allo need 10 be "dccled for thi , ~, . order
compensator modes. Howe\er. the detennination is d ifficult us ing the transfer- spt.m; '" le!"< pick Ihem al w = I kH z and ~ = 0.06. As dis<:uss.:d in Seclio" ~ . 6. il is
function approach. especiall)" in the MIMO case. no! .... ise to nxwe pole. ""~. more than ~O" hn 10. b Ihi, c .."'. vee h;tw relained the same
The advantages of using the transfer-function representation are that high- nalural f""luenc)" and iocrl:ased the dampi ng slight ly. For the estimator. a good start;ng
order sy,te ms arc easier to trol.lble shoot. the desil!ns are made robust wiTh II'.'~ point is 10 pick II>c nalural f""tuen,i., twicc Iho'" dlhe ffiIllmllcr. Ihat if>. al-lOOr~dI.ec
efforl. and CApc rimental frequency-responSl: daTa can be used to do~ a loop aM 2 k H1_ Th~ damping "3....let:te d 10 be 0.7 fN both ,,,Is of poles in the ~.'timaIOr.
qui c kly without a time-consuming modeling e rTort. These ad,antages might not The .elecled pole, .... cre: coo,crted to th eir di<e<elc equi\'alenl~ and u,ed ,,ith a(\:er!()
alwa ys warrant transforming to the state- space form in o rder to achieve easil~ find K:wd L. Evaluatiou of Ill< rc:sponse fQf Ihe st~le (onun . nd ~tnK:Me i< found using.
the better referenc ~ input muctUTe. Eq. t8.791 in step a,,.j is soov,n in Fig. 8.11 We ICC Ih:>llhc ri~ lime 300 o.-"r>hool
spec ification. we~ me l fur thi, ca,. and that !he s)~I.m >en!., to iIS fi.",,] ,""J.tue at al>oul
Although not di sc ussed in lhi s sec ti on u~ing linen sy~lems. the ~Iate
JSm=.
command struCTure allowsforsuperiorrespon>cof system! with nonlincarconlrnl
(b) L:<ing Eq. i8.82f show~ tho! re spon.~e of tho! >yslem wi lh lhe same K and L for the ootput
characteristics. for e Aample. S-aturolion or on- o ff actuators. Whatever nonlinear
errorco nlmand ~a,c and ;I ;S ,hown in the figure: a!!.o. l\"~c that the e >limal(){ ellcil31ion
ity is p resent in the plant can usua ll y be modeled to some degree in the eSlimal(lr
for Ibis case causeJ an <)\crs hOOl of 130'* rather ill:rn Ihe desired IS'I and the ,y.tem
as well. thus reducing errors that would otherwise be excited by the nonlinearil~ ~ppears !() be lith tly damped e'cn though il< poll.1 are in prec;>cly Ihe s.ame plac. 3,
cal<' II). It is interc:' lin,g that the large o\"el>hUOl " .. s. in part. <a u>ed by u~ing <k.lired
pole. that 'ncreased the resonanl mode damping (1"001 ~ '" 0.05 100.06. Had tile doornping

A computer disk dri,~ h., a contro t systcm that .ommand, the rca:! held to moVe to'il,ti. Figure 8.21 ,>
Disk read beaG fesp<lrlse.
tnoch Ofl the d i~1.:. One such s)"51em is described in Chapler 14. Although the dynarr.,(,
between the xquernd the: head mOlioD are primarily CI.'! = I/ s' .lhel"l' are t~-pi"al l )" ",,c ral uample 8.15
l"I'>OI1a""., dm 10 the arn'-s fle.\ ibihly Ihat limil lhe: perfonnance oflhe ",r..o .ystem. He,.. ,,< j'"
wi,b to limit til< fk~ibilily 10;1 one rl:SQn'r><.:e mooe fox si mplicil ~. The mmsfer futlCtiOll is tho:
same as lilt m:>s~spr,n8 sy"em sho"n in App"<>di~ AA. al illouv II>c dcriva liQfl of il "ould
i",'O hc rot alional dyoamics rather th 311 11l< Ii"".,. d)namic\ in Appendix A.-1. I See Fr~nkhn.

1.5
Powell. Md Emami:>;...,ini I t99-l). Ch~pter 2. for more detail . )
"The .y>1e,n tramfl'f fUrllt;OIl i,
}
I x Iff
Gl s l = , . _
1"1.- + :!(,"',' + w;)
wh~rI: lilt reSOfla!IC~ frequency"" = I U!~ and the dampin~ t;, = 0.05. 1.1~ a ;ampl~ r:m o ( (\ !
~H l aoo design contr.>1 'ystems thaI haH a ri~ limc of to n1O ,,ilh an o\'crohoot It lh;t" 1I.~
IS':<,.

,,/
'.
"i
(a) Do the de'i~n u)ing a ~I"IC CSl in1otOf and the: Sla le comm""d " ruc{Ure. ,
(b) c\aluale Ihe K am L from la) uling til< outpul elTO' SIr1,lcture ...hclh cr or nOl they m~ 1 .:0 ~~ .10
.' " " Ti_'m~l "
Ihe ~p"c;fi~aliQn,. and
311 Ch~pter 8 IXSlgrl t.:sing State-Space Methods
bun kepi at 0,05. the O\'cr.hoot woold have t>e~n a!>wl 50,., \"hich j, Ilill exct>s;n btu
significamly Ie.. Thi s i llu~lnleS the $Cn<;ilivi l ~' of dll! SYltern Ie 1M pole plucemen t when
u.ing Jh<o Qutpul = command .tmcture.
(el For tl>e da,.ical drsign. we nOIe thaI tl>e s.a mple rate of 6 kH.l is o,'eT 100 ti ~~ fa'I~.
than tM deSired (Iosed loop natUI.l f.eque"", (200 .adI>eC 2= 3) HI.). TheTefore. tM TTK1
e. podi em de l ign IIICtl>OO i~ 10 use the t _planc and ronVert Ihe result tQ the discrt'te cas.:
when through. ful'1 he11Tl<)re. ,ince tlK' re500anCe frequc'KY i, ~i~nificilTllly fa,te, Ih~n
lhe desired hand".. id\h (2= 200 radlsecl. we can ignQn: tho: .<-,"""anee for lhe fi~l em.t
the del ign and .imply find a cnmpcn~ alioo fw a I f~: 5)'>lcm, L"~ing frequenc} re ,poIl'""
ideas. we !rno,,"' that a lead romp"nS3tion ,.:ilh a ralio of 2.~ tel ween the zerO and pok
"ill "icld a maximum in erea... in phase of a!>wt 60 ' (F ig. 2.1 7), We .1;0 kr>OW th >! a
6(l PM (S<:etiQf 2.4, 4) " 'ill translate J[t a dampins '~lio of about 0.6 which wilt rrrcC l
the o'crlilmol 'pificalioo. FoI" a II,' plant, the phase: is 180' t'-eT)''' h~re: the.efOl\' , th..-
desired PM " 'ill be obta i""d if \Ie place the I t~ co mpen>atiOfl so that the n,a~ imu'n
ph".", le~ i, at tt.. de,;ired cros,O''ef point i= 200 lad/_I. Thi, is ac<:omplilhM b"
placi~g It.. zero a facIO. of 5 belo'" 100 (at 4Q radlsec) a~d the pole fac lor of !I 300'(
200 (a\ 1000 rad'scCI. Ihu. prOO1,lf;ing
Dt n ; K - -- .
5 + 1000
.. "'
L:sing th;, w;lh '.he G(~) abon in a Bode plOl shows lhat lho: re>ooant rnode does not
affOCl the design significantl,,'. the PM i~ met.. amI the de!;ir\XI crOIW,'tr is achieved whcII
K = 8001. To COO,'en to the disilal fonn. we in'"<lke c2d u'''S' the matched pole ' z~J"
approach and fill:! that
DI:) = 73'}4 ~ +0,9934 .
: + 0.8-165
The clOstd loop <1ep respon~ with DI:) in the fOr""'ard pat~ is foond using step "r.d
sllown in Fig , 821. II al,Q m~I' lhe specifications. bul a s l o~' compons.alor mode "J-
e~dted and lhe o;,:ltling ti me of lhis sYStem is cn"sitkrably looger than Ih e Siale command
structure. The """Ullage of this apprOIKh i, Ihat the compen.\aIOr is fiTSI (ltde, while I~ e
estimator approoch (al requ ired a 4" order CQrnpc:nsalion.
figure 8.22
8.5 Inlegral Control and Disturbance Estimation
lntegra l control is useful in e liminating t he steady- state errors due to constan t
disturbances or reference input .::ommands. FUr1hemlOre. most actual control
system;; an: nonlilear and the input gain r and the stalC matrix I vary wit h
time andJor the set point. The line ar analysis which is tr.e su bject of this book
pertains to per1urbations about a set point o f the non linear plant and Ihe contro l I,
is a perturbation from a nomi nal value. The use of integral contro l eli minates Ih~
need to eata log nomina l va lu es or to rese t Ihe control. Rather. the in tegral term
.::an be though t of f.S .::onstan tl y ca lculating Ihe \'alue oflhe control required atlhe
85 Inl egral Contrvl 3nd Dt:itmba nce Estimuuoo 323
set point to ca use the error to go to zero. For t hese reaso ns. some form of integral
control is typically included in most control symms. More generally. the ex lernal
signals frequ:ntly indude perliistem deterministic .::ompo ncnt s an d lhe cont rol
eng inee r is required to design a controll er which wi ll force the stead ystate error
to be zero in the presence of such signals. A pa ni cul ar case is that oft~ di. k drive
se1"\"O required to follow a data tra.::k that is slightly off center so the referenee
signal is sinusoida l.
In the slate-space design methods discusse d so far. no mention has been made
of integ ral control: nor have any of the design examples produced a compensation
with an integral kind of behavior, In facl. state-space designs wi ll nOI produce an
integral act ion un l es~ special steps are taken. There are two basic met hods to for.::e
zero steady-state error i n the prese nce of pe rsistent signals: state augmen tation
a lso ca lled iDtema l signal model control and disturbance estimation . The idea
of st ate au gme ntation for const ant com mands or disturbaoce. was diseus>ed for
rontinuous systems in Section 2.6.5 and is essentially t~ same as Ihe <Iddition
of an in tegra l term that was d iocussed for transform design in Seeti on 2.2.3 , The
generali latio~ augment s Ihe state in a " 'ay that ach ic\'es ze ro ,tcady-state error
for a general class of reference a nd distu rba nce sig nals, Dimlrbance estimation
provides the same effect based o n estimati on of lhe stat e o f a model whiCh could
generate th e external sig nals. We begin with th e heuri stk introdu.:: tion o f integral
control.
8 _5 .1 Integral Control by Slate Augmentation
T he idca is to add an integrator so as to obtain an integral of the error signal. This
intcgrator will be physically implemented as part of Ihc .::ontroller eq uat ions. We
then fecd bac k thai integra l along with the esti mated or measured state as shown
in Figs , 8.22 and 8.23 in a simi lar manne r a, before. To accompli sh the design of
the feedback gains for both the int egral and the original sta te I'CClor. we augme nt
Block dlil9.am fOI
ilteq.~1 control w'tll
fu n.sta le feWback
 8 .5 I:!tegra l Control and Disturoo.nce Estimation 325

Fig(Jt"e 8.23
!lloc~ di<lgla'Jl 101
[ KJ K J requires the a ugment ~d system matrices (Eq. 8.S4j: there fore, there will
Integral control wIth be /I + [ poles to be >elec ted for thi s porti on of the des ign.
state estim,;tion If implemented as in Fig. 8.23, th e addition of the extra po le for the integrator
state ele ment will typically lead to a deteriorated co mmand input response com-
pared to th at obtained without integral control. While it is possible to iterate on
the l\ + I selected control poles until a sati sfactory response is obtained. il is also
possible to retai n the reference response obtained fro m a non-integral-control
integralm pole design by pl ac ing a zero in th e con troller as shown in Fig. 8.24 so that it cance ls
uncellation
the eXIra pol e rrom the integrator. Note !hal the feedforward N, Imn in Fig. 8.22
has bee n repJaced by N whi ch int roduces a zero at = [- I'. Us ing the zero
=, -t,
10 cance l th e closed-l oop pole that was added fo r lhe in tegra l state element cancels
the exci tat ion of that po le by command inputs. Note that this does not cancel the
imegralactioo, it mere ly eliminates the excitation of the ex tra root by command
inputs. A change in the disturbance. w. will also e~cite the integra l dyoamics and
the modd of the plant with an integratOr. thu $ adding an error integral o utput to
the Me~ dystate errors due to either cons tam dist urbances or constant command
the e:dst in g plant ,Wte output. Th is augme nted mode l is '_he n used as tx: fore h)
inputs arc elimioated. As always. the integrator OUtpUt changes until its input.
ca lculate the fredl:uck contro l gains for th e augmented sllIe . Moll." specJficall~'.
which is cOos tructed to be the system error. is zero. The config uration of Fig.
to the staod ard sy"em
8.24 ca n be changed to replace the feedforv.'ard of r to add itiooal feedforward of
x l/!. + I) = >xl k) + ru Ck) + 1', wlkl. t' and mod ifi ed feedback of y.

y(k) = II x(k),
we augment the state with .1",. the integral of the error. e = _I' - r. The di scrc t ~
inl egnil i ~ ~imply a sum mat ion of all past values of e(k) IEq. 3. 15). which result~ Example 8. 16 IlIt0lral CO'lI,..,1 for Ih, SQldlire Arrir~de Cruf
in the di fference equation
Delermine lhe intcgrat lXlntro! m\lctule and ga ins for tll~ salellite auitudc contro t problem
.l,(k + 11 = x,(k) + e(t) = .f,lk) + Ih; (k) - flk). 18_831 usi ng full Siale ferobac~_ Pl~ the <;:Oft lro! poleo; al : = 0.8 )0_25. 0,9 and use a =ple

therefore arrivi ng a the augmented plant mode l

Figure 8.24
[ '~(~:l\) ]=[6 : ]['~(~~I)] + [~] I/(k)- [ ~] r(k ). <8.841 ~Ic diag ram for ' n t~ral control wi th fu l', ta;e feec'oack and an added zero

The control 1aw. followiog Eq. (8.75). is

'ilk ) = - [ K , K[ [ x .. l k ) 1+ KN r'k) .
x(k) '
c
With thi s revised de finitio n oflhe system. th e de sign tec hni~ues already de vcloped
can be u:;cd direc!ly for the contro l law design. Following: Figs. S.1 5(a) an ti
8.16(a). it wou ld be implemel11ed as show n io Fig, 8.22 forthe full-statc rcedb~ck
C3se and a s shown in Fig. 8.23 for the case where an estimator is use d !O pro\'lJe
x. The integml is f1'placing the feedforward term, N . a nd has th e additio na l role ",. r . H , t. 1-- - - - - - - '
of eli minating errors duc to U'.
The est imator is based 00 the uo augmented model and is used to recoostru~t
the una ugmemcti state. It will be rlth -order. where II is th~ OrUer of th e 0~gin31_ 15 10 ["'I, ,be 'Y",rn of Fi~ , a,22 h.... Z<fOaI t - * >0 .h ..1.",iotI of m. ,ero lorarioo COI"ITospon(h
system 3nd requ ires the pl aceme nt o f n poles. On the otrer hand. the de$lg n ot "'. p,VIkul.. I<'lectmn of N. . '
326 Chapter 8 Dc: Slgn Using StlttSpxe Ml'lhod~ 11.5 Int ~gra l Control and O ls turb.:mce Estimation 327

Fig ure 8.26

p:riod of T ,. 0 . ~C. Cttnputc m. li_ re<opoo>otS ('" ~ ~ nil ' tep in r at r 0 ~ ~ nd ~ Jiesponse of satef'l le
\.I ep dllolurbance of 5 dtg.!," al t = 2 !Ott fOI 1.' no illl"iral ~'OIt trol .( b ) i m~' ~1 <'OIItrol a, ,n attitude to a tiM step
; ------_ ... . _- - ----- ..
FI, . 8.22. and ( ~ ) in lCJ~1 canuot:J:I in Fig. 8.:!-I ... ulu he id<k'd .cro lll ~ "' + 0.9. input <II f = 0 and oil step
ciisturb.loce a! I ., 2 sec
wilh ontegral control.
ElIdmp e 8. 16. (a) As on
t.) Thi,c~ i~ the..,me ~onuol lcr as u~ in hampk: 8.12. n.. ol'ly d ifTfll:lICf .S thaI tht r. Fig. 8 .22. ib ) with an
IS a ~I( P in 1M tl i,tLll'ha",< at .2 !Ott . Th~fOle. Isom mU>l be ....cd ,n onler to alkwo til.; added ze<() as In
mull ipl. input~ . the ~ICp i ~ r Ill / = 0 and the- distu/b;uK'c MCP h \I' ~~n i nJ at ~ 5'. The Fig. 8.24
r~.uh i,.ttov.n in Fig. 8.1'. We >IfI.' that tile 'y,t.m re>pond~ icc",,,,. Uy 10 Fi... 8.17 fl'.
tile: fiN :2 'te. t.... l llle:le is a steo.d} ,Iat. eITOI in the Ol-Olp!J I. .0'1 aft., tb. Inln,~nt. (rum .,
t!ll' di llu,b,u" c die out. n.. OIII"ut ~TTOI' .-an to.: ,.bO\lo'n ,'i. I.... ril\~1 ,'al..e t~m Ill .....
" '! K, _ lJ.~. Ibu , the ~nal ,al"" of . , is 1.5 in , lead Gf the COlI'fnano.led ,'aluc o( I.
Ib ) A l>kady >late error ",s ulting from a di,nnballCf i. a d aS\H:- Imh"alien for the :ldd ,w" ,
of in~lral ~Qf1 tr<.1. The .<)Slem model from . ..rnpl e S. I is augllll;:nlt d KroNin~ III - ,.
fuj . 1&.8..., and ~se.l" ilh acker loobl~in tile aLlgmented feedl>:lo;l. gain maHh. [K, K1 =
[1.02~ ]J,7.t 4 )1)1 \' a, ung (or romro) root. at : _ 0,8 :1: j O.l~ . 0 .9. We , a... fr'-'Ill ~
-J oI- ------t------t-------c-~::'=,~'c----_c----~"
IOU llIple R.12 rh:t l.; = II vI' : IMff(Of . 1M .)'".m<ks, ~. is compl.;'1 e and c ~o "" Ti "" I ~""
impl ~mcnt ed a.ccord i ~g to Fig. S.22 . L;sc of 151m prod..ee~ 1M r~ s ponse;o Fig. ft , !N~,. ("
~ethat Ih. dc, h d rc,~lt ha~ bcc nobt ained in th.at IlIc re is no longer a "'.:ld) '>I.tc~ n\ll
in IIIC OU lput. x " fio,>.'~wr. ~I.<o 004e tha t it hl.< COll ie with 3 prioe: tM t>eM' ior bdOll' Ih,'
disl ~rbl l>l'C ' 1. 1' M, to.:.n tlel r;ojed.. M~ COI1trol .... :1.< u><:d. and Ih. in;li.1 ,-," c,,11001 t... ' r---------------------------------------
inc.u<ed frum tlf! ori~ in al 20"'<- to aboUl -4O':" b 1IlI~ of the .MitLon.1 root at : _11.<1 .
(f] Thf im picmcnlatioo is sU\II:tLlrcd a> .>hown in Fi~. S.! J .... hieb prod~ ,,,,rc:ll ; = 0.'1
All Other paramel el'i arc lhe ...."'" a, (bl. N",. Ihat the Ic.ull, n: re>pOn'" in Fill. 8.y",.. ,

Figu re 8 .2S
I
Response of satell te
a ample to a un t -----;
.eferente Input at I _ 0
and ill Sl~ d l5l u/Oaf'l(e .,
at t "" 2 sec With no
integral ( 0111101 a(\joo.
Example ':~16=---_ __ .,-"
~ ~"
0
! .'"}------:------c,c------:--::::~,""'-----.------1.
T_ . ~,'
., ' hi

.,
l)e fon: 2 .. .c i, no.... i!lent;caltO th~ ca in Example 8.12 with 00 imc,ral control: yet. tile
integr.1 ac-lion sU<....,(..fu!l} eliminate ' (~C .'IICOO}''IUIC (nor.
" 0
1 ,.... '-.. ._ - +
 R.5 Integra l C.lIl lnll and Oi:s.wrb':IIl\;~ Esnmm k"ln 329

It should be c ear from lhe discu,~ion an d the uample that the pr.:rCCT~d A ~inu-oidal di.<;( urbafl(:e wou ld ha\e tn.: model
im plemCllllllion o f integral control is g i\~n by FiS. 8. 2-1 \lhere the zero c ~ncc l ,
the in tcgrator cl ~- Ioop root. Ii = - w,: u"
or. in ge nera l ..... e cnu ld say th3 t the ui ,turb3nce obeys
8 .5.2 Disturbance Eslimalion :i;~ = FJxJ

,\n a lternate a ppro;lCh to state au!,!menlafion is to estimate the d is turbance si,l;n,,1 u = " .,)(J'
in the estimator 3r.d the n 10 use thai eSlimate in the con lrol la ...' so as 10 fOI\:~ and the di"c rete mode l is g iven by
Ihe error 10 zero at- shown in Fig _ 8.27. Th i~ is called d isturba nce .....jttliun.
d iil u, blll(~ ,~je-nion Th is approach y)eld~ re~ult~ that are equi\'aknt to int elr.:ll control " hen the XJ I.t + I,= q,J )() ~1 (8.85 1
d h lurbance is a con,lanl. Aft er the t'stimate. u'. cO lwerg(~. the feedback O! it, ut kl = H~ x", d':l rK. 86)
valu e as , OO,,n in Fig. 8.27 \\ ill cance l the :!CllI al disturbance. u. and the sy,tem whcre <fl~ -- t . r , I ." Fo ( PUrpose ....
- ~ 0 f ,'uIM . .
U, uance estl m::m on. we uugllle ntlhc .')'~IC Ill
will be have in the steady ~tate as if no dis turba nce were presenl. Therefore . I h~
modd 1\lIh t~..: d l ~turbarn:e mode l. 'I{) Eq' _18.85) and (8.S6) bc.'come
,y, tem will have no steady-stale error. aS~lIl1l i ng. of course. that the $teadY 'Mal~
error was due 10 a disturba nce describc.'d by Ihe ass umed equation used in lhe
esti mator. It h impof1antto nuti ce thaI whi le a di st urbance mlly. in genera l. app.~~r [ ~::t+I :J] '" [ ~ ~JIIJ ] [ =:~}J] + [ ~ ]U(LI. IS.H7)
al an)' point in the plant equations. the contro l ca n apply a signal to ca ncel it Oll l ~
.ltlhe control input. To reconcile these facts. we introdu ce the input equi \"al,' nC Y= [1I0 J[:,] 111.881
di sturbance. Thi s b a \'inu31 signal applied at the (o ntrol input .... hkh \l oulu
produce the S(lIIIi' Head... SI(llt (wrpUl at )' a~ the aelUal dbturbance doe~. TIlen . \\!tie h ~an be wrille ll a ,
.... Ile n the cO!1trQI ~plil.'"s the negative of the \' inual dist urbanc e , the e ffect (If th.,.
real di.~ t urbanee at the o utput iscaneelled and the e rror is d;\"en to zero. To obtain [:,:~t+l:, ] = I~. [ :~~;)] + r .lI(k.
an estimate of the virtua l disturbance. wc build the: estimator with the equ~lLun'
of the \'irtual d isturbance incl uded. Q kl= n [ Xf/,; i ]
. .- X., ltl
d in urba nte modell"'il Disturbances ather Ihan (;onstant biases can be m():leled . included in the
e~timator equat io~ s. eSlimated along wi th the plant stale. and their cfft"t"1 un In the panicular e a~ whe n.' the d h tll rbance i$ a con~ant . the~e etju.:ltions
eno~ eli minated in s teady-, tate. If we assume- the di stu rba.nce is a COOSl3nt. the- reduce to
continuous mode l is qu ite simple:
,,'tk
+
[ XII:+II] = II 0
['" r,] [ 'I"] + [r] I u'rk l 0 "U I. (8.89)

.'"Ik l
= [ II 18.90)
01 [" "] "'Ik} .
. All. the ilka~ of Slall,' esti n13tion in S",rtion S.:! st ill appl v. .:l nd an}' of the
Fig ure 8.27
B'ock d'(I~fam ' or nput e~lm~~ "on IIl\'ihods can be used to ft!COn~lruel tte Slate cnnsi;,ing o f x /IIld )(J'
d ,stllfbafl(e (ejection , prt)\'ld.ed the ~~ ~tem is oiY.<en'3ble. ' The computation of the requi red eMima[or
4>. T". " gains I.~ exucII) as gil'e n in Se~ tioll S.2. the on l~ ch;mge bc.' ing Ihat the system
mo de l IS [he au gmented one g iven aoon' by <tJ .:lnd H . :-"Ot..: from Fig. 8.27.
howe lcr. lhal I~e. cOlllr?J gai n 1I13tri .... K. b 'WI obtained u~ing the a ugm en lc-d
mod el. R 3 Ihe~. I tl~ Obt31ned u ~ i ng the <ll a nd r a $.ocialed wit h the un augme med
F anu G . J III~I. ,l he augmented sy~ t cm dl,'~cri bed by !<fl .. U .. l will al\\uys be
1I1K"ontroJl able \\ . h~\c nu mflue nce o\er th e ,allie of 11 by mean,; of the co ntrol
330 Ch Jpcff 8 De,ign L:5ing Swte-S?"c,: ~k(hods
B.5 blcgl"al Control Jnu DisHl rb;lnC(" ESlinl.lliun 331

input. II . and must live with whatever va lue nature deals us; hence. the aug me nt~J
s yste m is uncon tro nable. Our plan is nO( to con.tt"01 U. 00'. I~ U'iC the eShmmcJ
\'alue o f w in a feedfol"Vl'ard control S(;h~ me 10 eillmn ate liS efl ee t o n stca dy-,(:!t~
errors . This basic idea wo rks if w is a con~ tant . a s inmo id. or an y co mbi nat ion of
functi ons that c an oc c:encratcd by a linear model. It work.~ regardless of ... he r~
the actual d hturba~ ce-ac ts s in ce the des ign is ba>ed o n the "inual di sturb:m,"'~
The only constraint i~ thm the di stu rba nce ~tat e. " J' be ob>~f\ a b l e.
Examp le 8.17 Bfa.1 Eslimm i<!l1 iillJ lI.:l<"f!l(Jf1 f," Ih,' Smdlilt" .-1 I ' l wd~ C<l~"
Delermi~e Ih e bi as rejc-;liQfl control ~l n.t<.1 U'" and S ~; n, for 1h" >'l1~ lIi l( alt itude control proM,"'"
f'lac~ the control po)", :It : = 0.8 jO.2S arK! u,"" a s lm pi< poerioo of T '" 0. 1 ~~. L", .,
pr.di~ tor e, lim:uoraM ploce th" wimato , pole, at ~ = O..! jO A. 11.9. C:0mputc II!.: "m"
responses for a ~n;1 >lep;n r 311 = Oio<'C aoo a SItp d i,wro ~m:c of S Deg/'~c- J t l = : ,.,.: a:JJ
compare ,,," results wi lh the integral conlrol in E ~ Jtnp l~ 8. 16.
inpu t; T here i, no inc ....... "'d owrshOO1 "' in Fig . S.26-rJI:; n f",t. 1)....- ,e,roo'" j, ide ntical ' 0
Fig. 8.26(b l U? umi l thoc di.m,oo...-t cnl~r . :II r "'! >Ce. NOle funl\cr tn:>! Ihe di,turb;,,><:e
e, ri matc . Ii'. ~pproad"l"s the ....:n' ll di;t u";'unc, "a!u~ J'ymptO!icnlly. :-iOlice tllat in lhi.; ,'~",
the l1eady ,tate error dUo! to th e refer"...-t in p~1 is maok 10 b<: zero tw the~ a lcul.t ion of N .rK!
i, Dol robU:l11O 'm~n p.ranwl~r chane, ;n the way pro" ided hy int~8ral control.
-- - - - - - - - - - ---- -- - - - - - - - -
E)l ampl e 8. 17 shuws th at dist urbanc e esti mmion ca n be used to e ~ti mmc a
constant di s t urbanc~ input and th~n to use th at tstimatc , 0 ,h to rej~ct the c ifcei
of the disturbance o n .~ tcad y-s tJte efTOr~. When th e o:list urbance is a constant. ihis
approach eSSl: miully o:lup lic ates the functio n o f integra l con trol. Th e folJo wing
eJl amplc shows how dis turbance " sti mali on can be used 10 est ima te the value of
th e di sturbanc e "'he n it is a si nusoid. The t'~t im a te is u:.cd to ca ncel the e ffect of
th e di Sturban ce. th us c rea ti ng o:l isturbance rcje.;-tio n .

Sol ution. Fo r PU!pO..e ~ of findinS the '~ ntro l g~ in. w~ u'"" Ihe un:-.ugmcnted mudd " . in
Eu ml'le S. L ' 00. tl>crdorc . finJ ttle same \'al"" of K = (10.23 3A9] . Fo r p~~<":
cksigning Ihe cnim3tor. we augme nt th" plant model a~cofd in~ to Eq'. t1l.89) and tM.()OI ., ~
find that th e desi red poles )' ield L:. = ( t ..\ 6.1.. 5. !] . Su ocmn ng lhoc control". on Fit . S~.
and applyi ng the in",,:. a~ specifie d abo,c. Is"" )ie\d. th. re,pon>. a. -,how n ,n FIS: ~,._:-'.
NOle the similari1Y to Eumple ~.16 . ho,, n in Fig!. 8 . 26(~) and Ibl. The J l>l urbln~~ reje,;,." n
approach al'<l) elim;,.., lc> Ihe , teadY_'>l 3t O"m>f. But ai M! !\OCe the ."'I~ ,e~I"'''-.c: to \he ref~"" ,'"
- - - - - - ------- - - -
Example 8. 18 Vi,II,,""''';' r'"lfu< R(i<"d i<" : ) ", ,\ Sp;nn;".>: 5.:ld ll/'
For a ,<f'inning :>!d lite. a di.lurb;u\ce lorque from wl.r pres"ure :>Ct, on Ih~ " ~>1em a< ~
,i nu.' oid 3t th" <pin f~uen('y. The alli lOOe dyn~ "'iC"> 1;-..'0)(,....- Jt h orde, as the IWO ax", are
no,,' c"C>Ilpled ; t..: .... e' c r. r"l , ."',. 'pin rale, . th~ d)"n~mic, mu~ be upproll.im;)led 10 be I ;.,' as
In EX3 mpie S.I)

Fi gure 8.28 De t ermine ,~ Ji,lurhan~c rei<'clion <olUm l ' t"",t ure and gain.< for Ih~ atti tude <"OOlrol
Response of \.<l Ie/lite " ilh a d"tym an'."e IQrtjue fmm .>(lIar p!"Curr o f ~ d~gI~': " he,.., Ihe satdl ; l~ i, !pir>ning a!
.t". ~.
e~3mple to a unit
----_.- ----_.----.;.:.;. ;... 15 rpm. Pla~~ II>:.- ,'o num pok' at :. '" 0 .8 ) 0 .:5 ~n d u." , a "" ",p l. period of T = 0. 1 .,ce. a,
+-
refelence mput at t = 0 . .' be fore. Uoe J p"di~l or ~'Iim~ t..,.. all<! [}lac. th e .,timat,.,.. pole' at ; '" OA jO .... 0.9 )0. l.
~rnl ~ step disl;'oIlbance Th. locution 0 1" th~ e,ti"' lt()/" polc~ {o",-"po ndin!; to Ih~ di, turbaoc. can be ~!cclod at "
at r = 1 5-ec with bias rel~li\~I )" ,j"". f~ ucn9' a; abuw if loc , inu'-Oid "1 di. lu ooncc j, k _ n 10 be relat;"" h' .l Iable
e-5"t1 maIKJn as in in ma~ niludc and phu .... B~' pic~i ng those e,1im~lor pok'a t a slow irt><juc ....' . th<c dj <t~rbJlI<"<."
f ig. 8.27 . Exarr ple 8.17 ";limalC witi llO! ...... ';W~ J much 10 o lh ~1 higha fn."<lo"nc} di~l u rhanc"C1\. .
Plo! I~ lime htl10ry of lhe di<lum JIl<.-.:. t ~., c ' lim:orc or the dislu,ban(."<:. and lh' 'y.<lem
output to ,-.:rif, th at. in '1clOd)' tat . there;, no CIT...,. remaining from the di~turhan,e. Pul in "
5tep commaf\d 01 1 at r '" 5 ... c to ' clif..- iIlatthe inpu l " ill nnt e ,cit~ "ny un ....ant~d e.' I; m~tor
enOl . Examine ,he mol, oft~ 81h order .;..Iem anJ c.'piai n ",h'l coch of th em repr.:~m.

SOlution. "Ill< f~edb~~k f..... the unaugmor.ted ,y.<tem i, ,ompo.,t N as in Eump ~ 8. 17 10 Ill'

K = I to.~~ H9t
- - ' 1
Th" d i<lurh.flCc :1<:1< al It "OI1 lrol inPO I .>0 lhocre i. no need for Ihe <""''''<! pl of ,~ ,jrtual
"
;;'I~ d'.,lUroo ""o . It is ,' \odoted by choo' i n~
..' ol----~--~c---~,-...:._C,"''---,,---~,
r ,,,, r and H I "" ( J nl
3}2 Ch J[lter 8 Design Usmg Slate-Spact \lcthods fl, i lnt cgr~ 1 ComnJl and Disturoo no:( EsI ;m ati01l 333

m &j~ , (~ . 87 ' and (8 .88 f. U>,<, Qf a.cl:e r ""ith 4>. "lid II . and tn~ <le~ircd roles re,,,h, on CO~ t ml system , The wk of the estimat or in thi., case is 10 u~e the contaminated
L~ "" ( I.ns 6.801 g,Wl - 6.);..\). rneas urt"ll1 enl to reconstruct the erro r-free ,tate ior use in the con trol. The esti mate
of the sensor error IS ignored by the controller.
~ time re,pooso: of the sy'tem dco.:ribe<! by Fig. S,lI is fOllnd by u>e nf lsim "tJef~ It...'
,[.11(> of Ih. complote I~ 'tem comi~t' of tho: augrn~nl.J state a\ ... <11 a, the e,l imme of tt..,
au~monted !lol". an 81h 01" ),.tem. The feedback of" Ii' ~.n be a:compli,hed by ~,in:; an
augmenled fewboc l; g:lin K" '" \1\ 1 01 . Figure 8.~ ,ho,,, 'he .",ul l<. ).:01" in the n~" .. Exampl e 8.1 9
thallhe e,limatt tlk~ lbout ~ ",c 10 com'ergo to the ,orr(,(:1 "alue ""~ Ihatthe.< i" !\OIic~"hk
error in Ihe outpYI due \Q the di., turban,,, unt il thaI lime, Tho: 'Iep at S,eo; ho, no eff.:.:t M Ihe
.,l;ma le qualil)' and Ih;refore Ihe f. spon,. to It.. 'lop j< Pfeci,el~' ~s it ,,'a., urigina ll)' Je >i~l\c<J
W;lhoot the dil turN oce 1"C"~ti"n. there would naw oc t n a <1e.ul~ ,inu:;oiJ.l CIT()I" c f ON1ut
O.~ superimpose<! on Ihe ompul.
The rooO:S of the , I<>sed loop 8th order sy.t(m are:
; =O .8 ::!:O. 25j. 0 ,-10-1)'. 0.9O. lj. 0.988 O. 156j.

Thr t'n.1 6 roolS rep'(ni lhi>se 1(jN'led in It.. ( I)ntrol .:too e\lim,c iofl ,k< ign The lJ'1 t''''
repre>enl the dis(T<:t( ,qui"aknt oflhe pIIre cs(illal ion 31 15 rpm. whi<-h aT<: unchanged hy Ik,'
fee.n--I;.
--- - --- --- - --- - - ---
SolutiulI" A~ in Eumple 8.IS. lhe t'eedbad forthcunaJgmemw ~~'.'le ... ;, " = llO,~5 3, ~9].
. The OOlput <l,,,wrban"c" nloode<.l by augmenting I"" rnnli nuou, plant "Ilk lbe malri,c!
The previous example had a ~inusoid:ll di stu rbance torque acti ng on the input ,.,=[ 0, 'J . =[OJ
" -N~ 0
r' ()
to the SI'Stem , It is also possible 10 have a me asure ment or !.ensor erro r thai i,
sinusoidal in nature that one would like to eliminate as a sc urcc of error to t h~ and t h~ au~m"nted romi n~"u, ,)Sl(m i,

i = F~ - (;"
Figu re 8.19 ~J = t"JxJ ,K 91f
Resp()(1~ of sate:lile to a \. = I" II.,].
sm\..'Wioa l lnp..l1
From 1"-'", mattie'",". u,;e of c2d "ill compule Ih~ di,.:r::IC malrices 4> and H. from h' h
d 6turwoce with with l~ d<:,t1"C"~ pol"~ the c,timator gamlS complll. d 3' ". " Ie .
cisturbaoce reject on as
In Fig , 8,n. h3rllple l ~ "" 10 ..1899 O .1 6~~ O.0(!~5 0 ,7.178 1,
8.18
Th. lime respoo'" of the '~'S lem ck ~ri~ b} Fig, 8..1() j , fou...:l bJ use of k, .... " 'hen: tlx
.":Il~ of In.: ~owpl'le ' ~'''em con si,I.' of the augmenteJ .<Ul. 'is ",(II a, lhe .,ti"~le of the

0
I Figu re 8.30
BIoc~ diagram fOf sen SQ(
., di51urtarKl! rejection
. '
'.'
, _ _ l'"out""t
,, ', d;,lurbon"",
.... dbturb.:oo"", <>1i""'l<
.; , , ,
" '"
 8' lnteg:.ll Contr>Jland OtslUrh~t)(f E!illm:ni<>n 335

~u'lI'lI'llIed ~131".:lII SIt onIer >~. <.tm1_ T he c<limalC or. i~ i~noud, Fi~ u '" 8.3 ' ...,.,., ,II.-
using the ull3UgIl"I('mcd plam described by ~ and r . but the feedback ~i ' 1 '
""~tJl"'. Note in tlk fig ...~ [h31 !he .,>lim:.c lale~ ab<1Ut 3 sec to CO<t,~.,~ 10 tho! ( OITI \& ..... lhe system error t'. gna IS
and 111m: h. 1IOI~"blc.m-or in the OU'plll d~ 10 !he mo:;wJrclmni error- unli' thaI un ..
thlll
~ ~ep ~t S s Ig~ no dfcC1 on the es';..... ,C quality;uld tlKrcforc lhe rtSpon,.c 10 I.... . tC!) ~Y. est ~mlll ing p and feeding that esti ma te into the planl ",'ilh the ronlrol as
i~ pn:<;~ly 1OS;1 ...-n Orlir>3l1~ <k!-igned. V,'ithou"hc disturbance ,..,,imion. there 1l"Ollld h3\t ~o", n In FIg. 8.32(al. Ihe elTccl of p is eliminated in t hi~ \'in ua l model and t' !!!i: 0
b n SIC~y .;ousoid.:lt error Q/" about 0.2 3~ the CO<ttrolkr al l.,mplW to folio... the <illll-.Jicbt t ~ steady stale. The- ~t ua l ~i l ua l ion that is implemented is shown in Fig. 8.32(bJ
lI'lI':t'>u' ell'll'nt . "'here the reference tS subtrac ted from the OUlput 10 form the error. t'. and IhI:
- - - -- ._- - - - -- - - - - - - - - - - .
figure 8.]2
B loc~ d iagram lor S('flS()(
j i~lulba lXe fol lOWing.
A fi nal example of Inc- use of the estimator to achie-'e :tero ~teady ~t;j, ~ (il) The pretffid model.
error a ri se~ when it is dc~ i rnb1e to t.-ad; a refereoce signal wi th liS linle error ~. i!Ild (0) the
pos~ible and it i~ knO\-l'n that the ~ignal follows some persi,t!.' nt pallcm. Since it ifnple mentct.on model
wo uld usua lly talte some contro! I.'flot1 to follow such a signal. Ihe system \\'ould
normally ex hibit a following error of suffi cient m:lgnitudc to proom."c the requirl.'t.l "
contro l elTon. This followi ng error can be eliminated if ,h., ~ys tet11l11i c pa U ~rn
can be modeled and eMimated. then used in a f..:cdforward manner to prodtlcc the.' 0.'
,eferefl(~ fellow;"'} desired control eITon, This is called reference followin g. Tt"le idea is the S~II1C a,
I'lith dis turban ~e rejec tion except that the CITOf is now not the OUtput only bu l the.-
difference between the reference and the outpuT. The idea agai n is to construe! a ,
I"inual reference. p. at the control input whic h would pmdUl'e the s)'~tem error
at Inc- plant output. u shown in Figure 8.32(a). The feedback gai n K is desi!n..:d
..... r . II . t.,.

Figure 8.11 '"

ResponSl' ol !oiItelli:e to a
~~,
sinuwidal SI'Il~or
... fer~ mOOtl
dISturbance wuh
disturbance rejectlOll CIS
' -' .
4>... _VO I
In fl~ 8.30. Ex.Jmp:e
8.19 ....

',,",
, 4>. r
.,
.' , + ,.,,,,,.,,,rN""'puo
, ,
"_""'1"' ' - E,,;t1UItor
,.><_",jh,wli>orl,'"
". ><n)'(>r di "urb_'~ ."i",,",.
"',. r ., II,. Lr
-, .l--7-...,-~:--"'::..:::,;:':::':".='-';::=::"---o.--i""
Ti""."""
",
 ------------------..
figure 8.33 u c._ _ _ _ _ _- _ __ _ _- _ _ _ __
estimale of the vi nua l rderomee. -p. I, . lTherefore
' - subIrJet ct.I I'ro m the control. ' h t 'i.~r
ResOOf'\5.e of cI,st dr,'~ (0
will be h aw~; if p was (~nee l ed. so that in steady slate. t' "" O. IIll P ymg t a .l I
5i.' ... ~cf<tl ff'fe rence
folio" ing ,. follo \\'; '19 as In Fig. 832, 1

Examp le 8 20
-~ -- - - - -- ' I '\ /\ /\
Example 8.20 1/\ /\ /\
o,~ l l \ / \ I \
~ rl ~ \ / I i l.I
ItI 1 J \1
I
~- I\ ~<>o~~_ I1 I :
- o, lO Y0 ,I I ~
0c
I 'I ~
I I I
' I
1000
GI.')= ~,~ ) ~ ., I / \ ! I
_. ~ d- ~
- _
. _ IQII(M
15{(X) rvnl , o...' ;go a c ()nl"-,I r_'~'I,,m In.,1 .,. Ir~ck>
. Ofl the di,~ "ilh ~I.~ ~ ., \ / \ / 1
0
~nu tHe "'P'~< ~ _ he IT 'nl r b\ """"" >m~ll amount, Pkk lhe C3"" "" Ihat I~~
no ~rwr "\'0 " though 11><:.' "OJ) 0 Cc e . III I a IjC o.-c rshoot. u,~ a sampk
'y,l~m h~, a ri.e lin .. bt-tlcr Ihan 3 m,;ec ,00 no mor. ru . . , : 00 \ / \ /
rll< vf 2 11k
o fO) IS :!II ~.

marked by ,,~al l ";rdcs in Fig _8..lj, .~ O l~~t. on,,, Ii ha, ,o.wer~ed _ thor. j, no nOl;c. able
foIIO\<-;"Cen.....,

-- - -- -- --- - ---- - -- - - - -- - ---~ - ---- .

8.6 Effecr of Delays
Many !(-cdbad; control syslems ha\'e ;] pure l~rne deby, , .. imbedded in some
paMoflhe loop, A une cycle del~y was analyzed in Section 7.3.2 by add ing a ~ '. I
to the syStem model and llsing the roo t IOCllS melhod 10 Show that Ihe stability
of th e system was decreased wh~n no ~hange to Ihe "ornpen~ation "-a~ made.
RUI w. ,,;,h .o ir.,:lu3c the ,-in ual rcf<... oc~ in the comrol a. We can also anal}'~e the effecl uf dela}'~ "jIll frequency re._pons e mt:t hods as in
Secti on 7.4 by reducin g the phase by "',-. This analysis easily shows lha t. if no
"= IU - p
changes ~re made to lhe compen'al ion. the phas~ m~rg in ~nd h~ncc _"ability will
be reduced, Either design method can be used 10 modify the Co mpensati on so the
reSponse is impro\'("d
For ,tate~pace de., ign. \, e saw in Section .1.3 .4 that, for an ac tllaror del ay,
OIl<' stutC clement mu st be ~dd ed to rhe model fOf eac h C)cte o f del ay or fracti on
[hereof, In otherwonls. a dt:layofO < ), :: T will reqllil'e an inc rease in the orde r
of Ihe system model by I. a dday of T <: ;.. :: !T will in cTe a:.e th e Order by 2.
and _'\0 on. !;sing the pole placement approach. we cun assig n an y de"i red pole
loca ti ons to the ~ystem. Therefore. we arc ablt' fO ae hic,'e lhe ';am~ closed. toop
poles in a sy,!em with detar~ as nne withoul delays: howe'-cr. the re ~re eXIra
338 Ch~pler 8 Design Usmg SI J:e-Space I>.!<thods 8_li Effw of DdJ~ ~ 339

poles in the system with delay s, Those extra po les can slo .... oown the respon se The rno& l of a one cycle delay of a quantity .I is
even if they are se lected as fast as possible. that IS. al : = 0 The re sponse o f th~
system to commnnd input ~ and disturbances is also affened by the locati on ~ r th e '\'1.1 0.: + I) = .\'(.\: ). (8.92)
delavs, that is. whetber they are part of the control actuator or th e sensor, Figure
8.34' show s systems with the delay s in the two locations, where .r'd is the dclayed , 'ersiou of _, Jnd is ~n addi tiona l .~tat e element thai is
added 10 the system model. The model lor more than o ne lYclc can he obtained
by adding mere s imilar equations and state elt-m~n t s , So, for two cycle~ of delay.
we would add
8.6.1 Sensor Delays
For the sensor dela~. Fig. 8,3~(a). an est imator can be used 10 reconstruct th.' _" :~{ I.: + I) = _" IJ( A'), (8.93)
entire state: therefore . the undelayed state is a"ailable forcontrei. The system can
to Eq, (8.9:! ) where .I':,.t is one more ~ tat~ elem~n t ~nd i, the value o f y Ihat i.~
be made \0 respond to command inputs. r. in exactly the same way tha t a syStem
de layrd b)' tw'o cycles. The refore. fo r a system given by
would re spond without a sensor de lay because th e est imator sees the command
through the feedfOf'>"ard o f I, and does nO{ depend on the delayed output 1.0 dete~t x(1.: + II = <IIX(/;) + rH (I.: )
it Therefore. no est im ator error is e;t;;cited and the undclaycd state estimate I-
.I' ll.:) = H x(.i:).
accurate On lhe other hand. a disturbance input. w. will not usually be seen b:
thl' esti~ator unt il the ou tput. Yr re~ponds: therefore. the estimator error will be the system model including a tl\'o-cycle .I cnsor drlay is
df!lay model incr~a<;cd by the delly.

] ~ [ ~ g ~] [.\:~~il)] + [~]U(I.:)'
I) 0 I 0 0
Fi9ure 8,34
[_\~;~:I:)
y;,,(k
+ Y:ik )
System wilh del~ys,
(~) sensor :jela~, Y//;) = ( 0 () I 1[ _\~~~) ] . (8.95)
(b) actuator delay Y:i k )
",,'here _" J is the OUl put y delayed by 111.'0 cycle.~. Any number of cycles o f delay
can be ac hie\"fd easily by u;;ing this scheme _
Jf a scnStt had de la)' that was no! an intt'ge r numrer of cycles. it would not
inHucnce the ,ampled value until the next sample ins tance_ Therefore. sensor
delays must be an integer number nf sam ples ,
Note that. due to the column o f zeros, the aug mented ~ystem malrix. <II.
in Eq. (8_9~ ) will alway~ be singu lar. a f1l(:t that wi ll cause difficulties wht'n
calcu lating gains for a curren t e,timator u~ing a c~e r in M ...TlAfI. "

- -- -- --- -- - - - --- -- --- --- ._- - - - - --- -- -- -

Exam;"e the ,< tcr rhpon~ 10" (om,nand inpul r of the s;l"llit< "liitud~ "ontrol ..... ith nne c)""le
of M ia)' at the ><no;or, Ptace t ..... o nfthe l'QlllrGl pol<, at.- = 0 .5 O_ 2~ j . '" \la, the C3<e fOf
Examples 8.2:md 8.11. and II><: OOdiliooal pole for Ihe de-Il)' ,talc al ~ = () Plac~ Iflc rok.< roo
a I''di~liOl1 ~,;Iimator at ~ = OA O,~j. ~, the n ... for E\~mpk, 5.5 "1"1(\ 8 .1 ~. af1d Ihe
w",
addi riOl1al p<)ic for l!>e del~y <lale al Z = 0, Compar< Ihe ,esults ..... ith hamp le 8.12. ttHo same
'Y"em >tcp " .pon '~ without ~ delay_

17 W. ,,:ill ><e;~ Chp' 9 lbal. ," "~ u) ... o mo,';., will ~J"", coo", ,1If!i<"I,) " :111 alqr.
340 Ch~P' f 8 Deslg:.n L'smg $l3 ICSICt M<'I.hocls
8.6 EITw of IXla)"s 34 '

501,11100. ~ ,1:.I"- >fXICC' r<;j uallon. (or ,hi, 'y"lcm are (f ...." Eq" !!.9J ~nd 8.9~ , figu"" 8.15
Step resp:!OSe 10 1 Input ' r-------------__-,
coml'lldnd for f JlilfTlple-
[;;:;:::]_[~ ~ ~ ] [ ;;:~: ] + [T~'~ ] /Ilt). 8.2 1
1 0 - -- - -
.'"101('" - ..
~I, tl '" I0 0 J 1 [ ~;:r:ltl' . 0

" ,~ I tt
r .... or OK ker in ~1'\1U8 "nh the aU~fTIO'nl~d 41 and r Tn:lln.:es 3~ dtlin..-..! 31'10\"1' Iornh t~" .
lk' i~d ......lI ro1 pok l<xuiOfl> ~i(lds

K '" I m.1.~ .1.-l1\7j OJ.

Tilo.' Iil~ '''oficmenl':.n: tile C~Xt ' ~n ... ,'al"", Ih:>l wne oblJ;nro ;n E~ :lmplr. 8. ~ al>ll 8.1:
and lho> uro (hild d.mm, mCan, I!.;,' ,he Llcla}ed ,'"Ie clc:"",nl i, ;~nor-.:d. Thu. Ihe 'n''''
lk)~} ""~ 00 eff..... on tl (onlmllc r, . ..'
1:--.:: of iK~er m ~1.\Tl.AB "';Ih lhe Jugm"nlcd <l> ,,,,J II Il1JI ""el~' IkhnN aho,c ",1M
lhe dt,i,...J .,timator p" e k>cJtion~ yidd.
'"
' 1 '
1.1
In cV3 l uatin~ Ilk' .ttp ""poo.... ac~ord;n8 to E~ , 18.191. ~ ....-.:ds 10 be C\"lI iuat<"d " jIll
"'" . ,'ahlc> 0( S . ~nd N. , In Ihi, c:t'e. Eq. t8.7." ~how, tIL:1I
.V. '" O. .., N_ lo. ~.'i .
N,= [ n ratio in the eMau st i~ de layed by lhe pi ston molion an d ttl<: lim e for !he ex hau.<;t
Tnt u~ of~ tl'P "j ll! lhe >y.... tn dd..ro h~ Eq. t ~. N ) prod ......,s l he .tcp .-..spoo1~ 'l1()11, n III
fiji. 8..'5 It includes tlor output _" alld the cklay.ro output .1'.' Note tbllh. ""pan"" ..... . ,_
pctt,>c I~ thr .ame 3' 'h._~ for E>.amp'" lI.1 ~ ,n Fi, . 8.17"'...., lhou,h 'ho: onl~ qu:an""
fnl OOc-k "-:I~ thr dtla..-d OUlptll. Thi' re;utl rol..,..', b:au". IIk' Curr~nl _al ow o/"Ihe Sll'~ .. ~_
t"'timaled cOrTC'C, ly d~c :o the (ttdfo.,urd from It..: command inpul aold Ihe c'umnt "allW ".
Ihr "'-l ~tt "'-:H u~d b~ the c'Orurotln.
- +
It is remarbble lha l a syste m with a se n.'<OI" dela~ can rer.pond to a comma n.d
inpul in pr~i!<tly the sam e way Ihat ttl<: unde layed sys tem "'01,1 11.1 respond. Th"
iTl1plie~ that the S~ Sltm closed loop trans fer function ....3) luch that. the pol e at
: "" 0 was nOt e xcilc,J. The ability 10 des ign soch a co nt rol syslem IS enhan",'!
by Ihe state'pace con1To l1er/e,~ l imator approach. It i,~ im~mntlO n~t"" hu~'e \ .'r.
that if Ih e sYSI~m had a disturbaoc .... U', that wa s nut fed Into Ihe eSlJrnator 10 tht
feedforward path, the dehtyed o utpul rneasure!lH: nt wou ld cau~e a delayed e~tl'
mawr re ~pon ~e and. :hus. a degmdcd response o f the syslem to that di sturban ce
I .,"
' 1'Y'
";
" ,<"I."J'
..' () o..~
,
11>"
Au ex~mp le of 11 ~y,' ! em in (.'()mmon use \\';lh a ;.c nMX delay b the fue l
apptk,lIiO<1 to <mg;"" injection control for an automobil e engi nC'. Here. lhe sensed l":tlue of the fuel-air
controt
stream !CI rtlKh the sensor. 1be primary d i ~t urballCt' i.<; lhe moti on of the Ih ron lC'
by lhe drjl"l!r's foot; howe"er,lhi s motion ("an be sensed and used as feedfor.....a rd
tQ the esti rlUtur. Thu~ the e"Sl imato r slruclUre is ("a pabk o f inst3ntaneou ~ rejection
of the throllie dhlUrbancc in sp ite of the sig nifica nt delay o f lhe exhausl !.I' I!.<;OT.
(See Fe l;.ele. 1995.)
8.6.2 ACluaLOr Delays
The mode l fOT an lIC!U3tOr ,Ielay is derived in $ei;tion 4.3.4. TIt!: result is Eq.
(':.79). \\'hkh allows for any lel1~ ! h de lay. fract ional or whole r.'ycles. The po l~
ofa sy~lem ..... ilh lICtU:HoflJe lays can be p laced arbitrari ly. j usll ike the se nsor deJ ay
ea.'>e. and il makes se n!.l' toadd a pole;n ~ = 0 for eaeh added de lay Slate elemen t.
Howel'er. for i.pu t commands or di.~lurbat1Ce inpuls. lhe eXlr.l poles at : = 0 will
~ eAc ited and the sYMem reSpon.'\C will be de lOly~d by Ihr aCluator de la)". This
foct can be un derstood by c.\3 mining Fig . S.34(b' ,lnere is no way thm the input
'call influence the plan! wi thOU t pa.~s in g through Ihe delay. A di slurb nnc<' 11' wi ll
inilueoce th e pbnt withOu t de IOlY: howel'e r, the feedback lhrou gh the e~t itnmur
..... ill be delayed before it can co unt crdclthe dist ur b~nce, thus causing an increased
se ns itil'i ty to di , tu rbance~,
 8.6 Effect 01 Delays 343

Figu re S.36
Eng ne speed (001101 I" ~
Examplf B.22 ..,+\ . a
b lock diagram,. ~a) the
An ..:n~;nc " P<'~ d go"~mur ~(IIl, i,,' of an rpm ~n,OI". y>u all) "d.,K( th. t ~ounh ttl< l i tlt~ ideal feedback ,ystem c_'_O_"_ r 0 -- s -a
h;:tw~~n the p"-"ag~ of '''''th O~ " ge~'. and ~ic to dC1:ermine the in put to the Iud inj~,wr ...~Ihovt a delay and
1dl~ 'c1 e n~i"." , or u' 11~ lhrottic "cWator or ,p"k .d,'ance ll! cL",lill<' ~n~;rl<:p. Fi~u", S.1f> ...Mhovt ,In e5timator.
, ho"" Ihe blo.:l.. diagrm" in cluding the <ogin< m<>Je1. \\ hi,'M i< a ~i.'ple 1;",1 "nl., lag "uh (0) t;"le claSSICal feedback
a ti llle "on~,ant of arotnd ;I ....- sn tMl " == 0..0, Fi~ . 8 .36I ~1 -'hOW, Ihe 'y,tem " 'il h''''l a".1 WIth an actuator oe lay,
deb) . the ideal ~"-"" . Tile aClu.tor Jda) 'hm\l' in Fig . l! . ~b) ,ari ., fro m eOi i"" 10 eng i"". lei 'he estimator
For a ~ J,nlo r>( cn~ ; n . with a lhrottl ~ ""tualor. it ;, typi,ally ar(RInd half e"~i .... ,ydc dur tn structure with an
the piitUl\ ,nocion 1100 m-."c " t b()) rpm l. F<>r dic.el cng",e, tn., oct.am, [ "" l>r ma<k 10 .1<'1 actuater ~Iay
moo: quic ~ly' """'~"e r, ,orne manufX lu",n. U~ in~o rs that ha,e. ful l engine c)de dola ,'
( ~I~)",>" al 600 rpm). For thi> exampl . In' ..-ill u,"" ~ <am ple time of T ,. WO rn"'~ anJ "
one ")de acluator dd a~
Ime.tiplc th~ ...... ,por.>C or the .~'l,'m for 'Iep input c'(llnmand.<. r, and impu l!;"e di"",.
bane. " '. Com l"l'c tf>t re,ull, for contm l ",tern, <trocillred in thr th ...... e Cl'es in Fi ~, 8._'t>.
Pi,~ the conlwl p in -.(,t hat th<: poles ",e at ~ ,. I~A for Ih. ideal.-.>e ~nd In., <<ti '''''t <>r ~ai ~
lif Ihere i. One).o lhal '" polt i, ~t : = O. ~, Sd...1 N ~Q thai t""r. i< nn 'tead~ - '~'te errol

&>luI ion. The ,tcp re<pon~s are ,hOI..,' in Fig. lU7, For lhe ide. ! ca>c . fig . ~ . .l~"I. the
)!aim were round to he ,b)
K ,. 9,.103 N,. l O.30~ .

T~ >lCP r ~~pon~ fOf r '" I is soo.." in Fi g. 837(a) and " ." obI.ur>o::d using step,
Th~ mOOoI of Ihe 'j'l~m with lhe dela)' in Fi!,-, 8.361b) con he ","compli.;ho: d " ilh th. "ill ' I~~
o fEq, 1~ . 191 For thi~ 'slem it reduc", to ,-;;;c f, ~ I
.-=-c-
L__r:"""~""""- ,I s,~~ I
0.1" _ pt"",
,10 =( I ~!uJ< 1

...- lIt re <l> and r Can be fou nd u,;ng M AILA!I ' ~ c2d. hUl can ab o bccomputfd ea,il ) ror ,I", '"
lil.,1 u<del case 10 h<

r = I - ~ --<' ~.
Tilt ""pon,,, "-:lS oblained u.ing Eq, ,8.79/:.md is id enticJl to t~ ideal ca ....: howe,cr. it i,
I'i.'! urc 8.)7ID~,ruw,',
'"'
Ill<: respon.e 01 Ihis 'y,wn ", ilh lhe d a"",(al fecdbacl "' , he>" " dd"~'~ d D~ one ~)"~ Ie. As I"""" io~.' ly d i ,cu,~d. Ihi' dday camilli ~ Iffiuccd if its source is

in Fi g, 8 ..'61 h! using the , arne- gain' a, in la~. :oIot onl~ i, Ihe re<!"' n,e dela)nl b~ a eyek. due 10 the a.ctu:nor.
hur it ha, be,:oolC o><:illoIO,). A :- pbn. an:dys;~ of thi. >:,",cm explains wmoo I h~ , 001.> arc al The oocill,Of)' respons<: sl\o-.>.n in Fig. g,J7ID) alsocan Dc elim inated by redu,'in~ Ihe u rn
; ,. OA7 0,5, j, whi,-h yidJ an equi ", lenl .,-pla.... damping of:: ., 0 ..\3. in th ~c!a:;sio::al >trlKlUrc of Fig. g,361Di. an eas;e, ,olulioo 'han ooJi ng an c; t; m. lllf. Red;:i ng
Fi gure 8.37' I .,hcw< !~o ""'po<I>I' of the >~'I trn" ith th~ eSl imaor >\OJ ct~ r~ as soo" o i" tile g.in. K . from 9 ,) to 4 .1l produced Ihe re'l"'lI,e i ~ Fi~. g,37(d ), While t~e oscitiJti om han
Fig. 8.36tcl u, ing. Ihc (~~i...,<l eo,m ol flOIc loulioo. of ~ = 0 ..1 . O. Thi.' rielded f!.,jlls of t.een rerTkJ,.ed. l h~ "" p,m,., 1wI< , lowed dO,,'lI , The,e i , f.O "aluc of pi n in this si mpl ~ .\ lrucIU.t
Ihat U'ill dupll(alc Ihe qUl !it ycft he ",spon<.e ootai~d from the e;limator sy;t~ m. although the
K = 18.76 U,j.ll '00 N= 10"l(lJ d iff. renc. is n(>llarg~ for th i' ~~arnp l c
Th,ee of6eca",\ " ...... analy(ed f()r ~ impul si >e diStllfb.:lr>c-.:. U' and 'ho" " in Fig. 8.J8(a.
T~ e.t imulor polc~ w..e pIa"." at; == il.~. O. "hieh }icl<lcd an .'liolatu< gain M b, aoo 0, Q",Jil~ t i\"dy. til< sa ",,,' krnd of ,-."pon'>C!' \/;ere obtamrd : howe,'c", the predit!{),
e<l itn:ltor hoo ~n e.\lra C)'cle of .kla~' comp;;r~d to Ihe cla i, .1 f~edba,,1.. ~ysl~ m: Ih crdorc.
L~== [ 0'~4~] (h.re is lil tl~ J illere",e t.el "'~n til< r~<pooS(' in Fig, . X J8(b) and ~ ..'H(c). A curre nt e<lim'-lol
344 ChJ.pI~r R [)(~grl Usm~ St3t~-S p act' :- l~\h(>(!s

, for m~bl iO(l ~ 1 ;nH ~Ulc, Ill< c~l r~ Jda~ "III) imrr""'" tI,~ ,~,p.",,, . " I",'to Wa, ,"""i",,~ b,
c"alu ,, ' i n~ E'l.,~,Io:I' anJ ;, ,~.<)\'n in Fi~ ~. ~g.d.,

~
", ~Q "p
~

E,u mple ll,~:: ,hows Ihn! ao aClunlOr ddn:.' will .:11"''('t lhe' re,poo'oi: 10 a
, ., cOlll ll1 ~nd inp ut or a di~lu rbanc~ r... g~rd k~~ of It.e comrul impkmell1at i{)o , This
T,"", ,_ , ,",
" i ~ an i n hcrenH: harac'!e ri.~!ic of 'lI1 ll1.: lllnlOr tkby f(IT any ~ystem H ow~wr. us.: of
Tim , ' ''''' '
, ~n e~timalOr including the dd:lY minimize< it, etlec t lis..' of J curre nt eqimalo[
pnl\'ides Ihe }x!.>1 re~pon~e 10 a dis!urbanre,

i
]
:,p 8,7 *Co ntrollability and Observabilil y
.: ,
C{)ntro!l~bilit~ and obs ... [\abili t ~ ar~ pf'OjX' n. i ~,~ that de~cribt' , lrue'lUrJ I fealurr-s
., ,7---;---;,~-" ), of a dyn ~mic ,~ ~ !e!ll," These concepts were explici t l~ identi lkd and ~Tud i ed hy
,~, Kallll~l1l l 960J and Ka im;ln. Ho. and Narend ra I 1961~ , W~ wil l di \cu" onl~ J
( C! Tim< Il' "
few of the known r,;,~uh~ for li[}t'~r. (on,wn! ~~ q~I11 " thaI l1 a\ e on~ illpu! an d one
ootp ut.
We h""o: e ncounte'rcd lheSC com:cpts alr.:::ldy in COflIlCCl ion II i!h de~ign ()f
, comro l loll-Sand cstim ato r ga i n~. We ~ugg <" 't ed in S~l' t i\l!l 8.1.3 th~! if Ihe matrix
Figu re 8.38 ,~------,
R.esponses!O IrP:1u1sive C gil'cn by
disturbiln<e, w. for
Example 821 _[;I) Ideal
G!5e, flO deloY (,I( '" 9,3),
i
i~ nonsingulal, then by a tnn~rQrm~t ion of the , l ~te we can ,",on\ert th~ gil'en
[bl clas~I<a1 ff'edbiKk "I~
wit h delay (K" 4).
.," description imo th~ -.-o n!f'l l ca n,lIli<:al i,lrm and l'olh tnK! a nJntrol law ,och that
~(I piec IC101 esllmalm
" -- " the clo_,cd-Ioop char:Jc\erist ic equa tion ran he gil'e n arb itrary Irc:JI) coeftidcnl~.
wldela~ 1,( " 9.3),
.,,\---,-- - -,. --- {, We beg in our dbeu~sion of c,mtroll abililY b) making th ... dc tin it ion Ilho:: tinl oj
Id ) CO,:(fl'nt I'Stima TOf ta ' Time,,,,,, , ," Ti...""" , co nt rollabi li Ty definition. ! h r~~ ):
w/dela~)I( " 9.3)
- - --- , I. The s),s!em l 'l) . n i~ c'tmtroJbhk if for e"of: mhordO:f pol)'oomia! (1, I:).
Ih~n: c,i~t,,, (,(lIllml , ~" Ir = - K~ ,ud \ Ih,1t ~he c h ~ racleri' l ic- pol)'''OIuial of
, $ - r Ki , o) ,~:' _

, And. from th< re,u lt~ of Section S. I ,3 , 11-' hale' the t~~t'
~ ,
Th~ pa i' (<b. r l ;scolllJoliable- ihnd ollly ;fth~ r:m k o! C = [r :<.i>r :
.', i~ "

'" Time,,,," , ,., Th~ idea of pole pbcement thn t i ~ u'd abnl'e ~o deti ne controJl,10ili,y b cs.;e lll inll y
a ~-t r:m~1'0rm conc~pl. A li me doma in <.k li ni li ol1 i~ the fo llowing:
 Figu re 8.39
II . The system ( 4) . n is ~'onlrol1abl e if for e,'ery \ , and XI there is a tinit~ N and Bkx~ di;tgrarn for a
a , eq uenc e of cumrol, ,,( 0) . U ( 1 1, . 1'(:'1 ) ~ u ch that if I~ e ~~'te m ha< , tate \ . system 'M th a d,;tgonal
at I: = O. it is fOl,: ed to , Ime " , 3t k = IV , "'-matrix
---
III th is dt"rinilion we ",rc considering the direct action of the ,'o ntrol " on the st;\te
X an d are not con":Cl'11ed ex plic itl y with modes or c har~c t eri~tic cquJl ions. Let II- "
den-:lop a te.t for co ntrollabili ty for ddi.n ilion II . The ~ y~te;n eq ua\ ion~ are
I
xl k +I)= <1lX(k) + I'Ij(k). I
1 !
amI. sol ving for a few s t ~ ps. we find Ih",\ if x lO ) = \ ,.then '~. n ! _)",

xl I ) = fPx" + fll (O) ,

x (2 ) = fPxll ) + f ll ( 1)

= $ \1 + ,pfl/ (Ol
+ f /l ll )
corresponding input matTi" f , wi th elements Y;' Then the struc ture is as show n
111 FIll: 11.39. By the definition. th e input must bo! cQ nncrle d 10 !;'ach mode so [hat
no 1:'. IS l ero. ~owe.\'er. this is nOt enoug h if \he roo ts i>.; are not distinct , Suppose.
for mstance. ", = "~ . The n tire eq uat lon.s In the h rst twO . tate, arc

U'llk + ]) = ;' , "', (1') + Y,It.

if; t k + 1) = i" 11': 0,:) + 1';11 .
If we now de lin e ~ "" ('lit' , - 1',u';. the equatio n in ~ is
If x(N) is to equal x,, then we must bo! ab le 10 soln' the c(jU;:l.1 ions
Y; 'I'j (k + 11 - Y,w/ k + 1) = ;:"Y~II' I (k l - iJyl u,':O;) + r ,Y;!! -)' Y: lI.
whic h is the ,.;arne as
(... ' f)
~ [ ::;:~ := ~: ] = XI - ,p ' x"
W.: + I J = ;' I ~I/:)'
,.(0)
We have assumed t:lat the dimen~ion of the .~ tat e . and henu! the number of n)" , The po int is that if two c haracteri stic root s arc equal il/ a diagollal c.... .H,n~ /IJ ,rilli
of the coefficient matri x of th ese equations. is II: th e nUlr lX"r o f colum n~ b .\'. onlY 011 .. ;'lp"l, we e ffec ti" ely ha,'e a hidden mooe that is not con~~l ed to the
If N is less than ' 1. \\"~ ca nnot possib ly find a solu ti on for every 1l , If. o n [h~ COnt ro l. and the ~y,tel1l is not controllable. Therefore. even in thi s simple 1.:1I5e,
olh!;'f hand, N is gn'aler than II. we wi ll add a column <1l'T. and so on, SUI. h~ we have tl.\O co nd itions for controllability:
the C~yley-Hamilt(ln th eorem. (~ee Append ix Cl. I' is a li near (omb in:llioll 011
lowe r powef<' of (I>. nnd th~ n!;'w columns add no ne" ran k There fore we hare " I. All characterh tlc \'alue~ of 4>,. are d istinct. and
soluti on. anJ our ~r ste11l is co ntrollable by definition II if and on ly illhe r:tIl~ of 2. No eielnc:n t of r , is zero.
C i ~ II . exac tl y the .<ame conditio n a, we fo und fOf po le assignrnent~
Our fina l d efinition is closest to the struc tural c hard('Kr o f .;ont ro llabi li ly
:\ow let as I.:on~ide r the cont rollabi li ty matrix of lh i~ diagonal system, By
II I. Th e WSlelr, ( I , n is contro llabl e if ever\' mode in 4> i ~ L"tmn~ c ted 10 thl' direc t computa1ion. we obtain
comro l in put .
Beca use of the gene ra li ty of modes. we will treat on ly the case of sy slem ~ f~' I ' 1'/, Y, '"
..-, 1
[ Y,
which <ll ca n be transfo rmed to diagona l form , (The double-integrator modd C =
1':" : ..-,
for the sate llite d oe, " 0/ qualify.) Suppose we have a di ~gonal $ , matri x ami y. y,/ . Y.'. j
348 ChlPl cr 8 Design J;si ng State-Space Me liwd, R 7 'ConlTfOllabililY ami Ohs.: n3bIIIlY 349

Figure 8.40
o B l oc~ diagram 01 a
Y, simpJe lIncOfi\follable
o ['0 system
()

T he controllabili ty m:ltri :o: i~ a prodUCI uf two term~. a nd C i, nonsingular if ar.\!

only if each faClor i\ nonsin gular. The li!>t tenn has a ri:termi n<lnt that is the
produc t of the y.. J l1d the second ternt is n(ln <;ingu lnr if and on ly if the " , "r~
d istin ct! So once aga in we find Ih,l t ou r deti nition (If Clll1\:o lJabilily kads 10 Ih",
sami:': tes t: The rnouix C mUM be nons in gular. If C i~ nonsi ngu13r. then "I' can
assign the ~y~te !ll poles by Slat~ feedback, we can d ri\"(~ t:Je state to nny p;m I,f
the space in tinite time:. and we know that eve ry modc is coonertcd to the in pu t.'
As ollr final rema rk on the top ic of co ntro llabi lity " e present a te~t thaI i,
an altemati-e 1U te sti ng the rank (or dClermina nt ) of C. Thi s is th e Rl.I~enbr"d.. th is all egation by computing the dl'te:mlillant of the controllabilit y matrix. The
Halll us, Popo\' (RHP ) test lsee RO!;enbroc'k 11910). Ka ilath (1 979)]. Th e S~' WIl1 syst~'m m:urk-es are
(41. r ) is con tro llable if the system of eqllati on~
[ 1 1
ami
h;}s only the trivial o;o luli on ," = cr. Of. eq ui va lently
C = [f 41r ] = [ ;
rank[: I-"' : rj = ll. 1
which is c le~rly ~i ng u l ar, If we compule the m nsfe r funclioo from II 10.1', . we
o r there is nn nonzero v ' .w eh thaI
fiod
(iii IT =O.
, - ~ ;
f{ (~ 1 = - - - - -, (8.96)
This lest is equiva:ent to the f'"J nk-of-C lest. It is e:ls}" to ~how that if ~ ueh a I : - 1: -~
e ~i $I S. then C is sing ular. For if a nonze ro I e.\i~ t ~ s uch t h~t IT = 0 by Ii). th~n.
0 __
multipl yi ng (i) by r on the right. IW find 18,91)
: - 1
,..... r = : I'T = o. BcrauS<' the naluml mcxle at : = ~ di,.;,tpp ean;. it i) not con nCCled to the inpul .
Then. multiplying oy ,pr. we fi nd Fin~ll y. if we coth ider the RHP test.

I' 41: r = : ,'" 411' = O.

- ,
,-~ - I
1: 1 - 41 r] -- [ 0
and ,0 on. Thu~ wt derive ,'"C= 0' h a~ J nontriv ial soJUl ion. C is singlll~r. an oJ
the system is nut conlrollab le. To show tha t a nontrh ial ," eJ\ i, t ~ if C is singular and let : = 1. the n we ffi Lh l te st the rank of
fI.'( juires a oit mo re wurk and is omitted , See Kailmh ( 197\1).
() - I
We ha\e given two piClUres of an oncomrcll3bl(" system. Eit her lhe input [ o -~
is not connected to a dynamic part ph ysically or e),e two pamllel pans h'.I~ 1
identical characterist ic J"OO!S , The engine er ~hou l d be aware of the e:o:i~lence of a whi ch is clearly less than two. which means. again. unco ntrollable, In conclu,ion.
th ird simple situali,1n. illo.m m ed in Fig. 1\.40. Here t.h~ problem is that the moJo we ha ve three defi ni ti ons of controll abil ity: pole assig nm ent. ~tale rea~h;}b ili ty,
a[ : = ~ appears to be conn~'Ct etl to [he input but i~ masked by the zero in til\. and mode coupli ng to the input. The defini ti on, ~ r~ equi'alem. and the l est~ for
precediilg me mber. thc result j, an unco ntro ll ab le syltem. Fi~t " e lI'ill confi rm Jny of the~ propenies are fuund in the ran k of the ~O n1mllabil it ~ matriJ\ or in
IhI! ran k of the input splem matrix 1: 1 - 41 n.
ob ",rv~U;lity We have thus far di ,cu.~>ed on ly con troll ability, Th ~ co n~ cpt of obse n abili ty
350 Chapltr 8 D~5 ign U5I0i: StatcSpaa \Il'lhodi 8.8 Sumrr.ary 351

is parallel to that of contrullability, and most of the result;; .thus far d;~~us>l'"d.
can be tran~ferTl"d to statemcnts about ob~r\'abilit) by th ~ ,tmple C)(pcrllem oj
substituting the tran\po~e, ~ ' for ~ and II r for f . T~ result of the ~ ~U~~!1'
tution>; is a "dual"' s}stem. We have already seen an apphcallon of dua hty "hen
we n01;ced that the condi li on~ for the ability to selec t an oblt'rwr gam L ~o gl~e
the state-error dvnamio an arbitrary characteristic equallon were that (.... H )
mu st be eontroll~ble--and we were able to use the ~ame Ackemlann formula lor
~s ti'mator !!ain that v.e used fur comrol gain. The othe r pmpertie~ that arc dualt!.)
obleN~bility ~Iinitiom cont rollability are
01. The sYstem (.... H ) is ob,ervable if for any n th-order polynomial ", ( ~ t .
there ~)(iS1S an estimator gain L such th at the charac teristic equauon of th e'
state error of the estimator is 0'/:).
011. The system (<fl. H ) is observabk if for any X(O) . there is a linite N su(:h
that x(O) can be comp uted from obsernlion of .1'(01 . .I"( I! .... , yiN - I I.
Dill llle system ( . . HI is obser..able if eyery dynamic mode in <l> is conne( tl'd
to the outpllt y via H.
We "'ill consider th e development of a test for observability a(Cording '"
definition 011 . The system is de scribed by~
XII.: + I) = <l>xlk).
y(/.:) = Hx(k):
ami sueees~ i \"t': outputs from k = 0 are
.1"(0) = nx.."
As we saw in the discussion of state comrollabililY. new rews in lhe~
equations cannOt be indcpt"'ndent of previous rows if N > II beca u~ of the
Cayley-Hamilton theorem. Thus the test for oo;en'ability is that the matrix
mUSt be no nsinguJar. Ifwe take the transpo>t: ef 0 and let H I = r and I T = ob.
th en we find the conlrollability matri)( of (eI>. fl. ;mother manifestation of duality.
8.8 Summary
For atly co nlrollable system ('''.f) of order II. there exists a discrete full statc
feedback control law 1K ) that wiII place the n closed-loop poles at arbitrary
locations. acl::e r.m or place.m using ob.r perform this funct io n.
C = Ir <])1' ... ]. the co nt rollability matrix. must be ofrank,[, the order of
the system. forthe system to becontrollable.ctrb.m perfonns this calculation .
The generJI role in selecting the desired pole locutions is 10 move existing
opt"'n-loop pole~ as little as possi ble in oroerlo mcctthe syste m specifications.
For any observable sy,tcm ( 4) ." ) of order II. Ihere exists a di screte estimator
with gai~ L that will place the n estimator error e-quation poles at arbitrary
locat iOn>. acker.m or place.m using ... r.II ' calculates L
o := IH 11 4> .. . ]. the obsernlbility matrix, mu st be of ra nk II, tnc order of

,(1) = Ib(1) = H<l>x..,. the s)"Mem, for the system to be obser\able. obsf.m perfomls th is calculation.
\'(2) = "x(2) = H"'x(1) = 1I1\,. Fe.."'(!bnck ~ i a K lI"ing the estimated ~tate elements results in system poles
that comist of th e II control poles plu, the II estimator poles.
Estimator poles are lI~uully selected 10 b<' appro~imately twice as fast as til!.""
.It N - I) = II I" - 'x". controll er poles in orde r for the response 10 be domi~atcd by the control
de~ig~. However. in orde r to smooth the effttl, of measurement noise. it is
In matrix form. thesc equations are sometimes useful to select es timator poles >IS slow or slower than the control
poles.
CalculutiQn of 1\', and N. via refi.m and their usage wi th the strucrure in
Figs. 8.15 or 8.16. the slate command structur~. provides the best response
to com mlnd inputs.
Integral conlrol is [tChie"ed by im pl emen t i~g the desired error integral and
including thh as part of an augmcnte<! pla~t model in calculating K. The
estirnatOI is ba~d on the non-augmented model. Integral control eliminntes
stcady state errONi due to co mmand inputs a.~d input disturbances.
 DiSlurballCC esli m:l1ion is llCl;omplishOO b) augme nt ing Ihe mod el used in .5 FQr I.... 'y'~m in ProbIen. 11..1.
the eSlimalOr 10 include: the unknown dislumancr as a Siale elcllicm. I n..' t.l f'ir.d 111.: prW K'lor a-lIOl.1t<Jr e(jualiun ~:.n.J I....' ,al"" or 1m i"!;n l ..., Ihal lhe
d i~l urbance l;ou ld be an unknown conSlanl or a sir.usoid wilh un known "'I .l'II3.t""', <O.~>. ~
magn il ude and phase. The disturbance eSlimme can lhen be used in the
lb ) ''tnf)" ilull, Ij 'ati,tkd b~ plon'nj! the r""poIl"'" of .f, (= ,;) 1O:m inillal , ,,,Ioc.
l'On lrol la\\' 10 reject ils effect. called disturba nce rejection ur 10 cause lhe .., Fur Iii<: <>pen. loop '~'ICI1'
~ple m 10 lI3ck Ihe d i ~turbaocc ", ilh no error, called dtsturbanct' following.
Delays in Ihe ac luator or sen<;.Or can be modeled in IhI!: esti m:llor SO Iha l 00 G( , ",~=..!.
estimation CIT\.1fS occu r. St'nsor del a~'S will cauS(' 3 delay in Ihe re~pon'~ " ' sl "
10 a diSturbance bul lhere need nOi be an~' delay in Ih-c response to com procNc:d h~ a ZO H ~nd a <OImpk 1;IIe vf !II lit.
mand inputs. Eowl;:'er. actuator dela~'S will c au!'oe a eela)ed m;ponse frOIll ",I Find lhe fecdtoa<:t IJin K '" thai the Cl)ntlOl po:ob h", .. an cqu i'-:o ic nt s . p/an.......
command i npa~ and disturbances. lO radl.....c arl<l, . 0.7.

,"
8.9 Problems Ie) IXI(IInirle' 11'1<: di""...",c lIa",fer fUn<:tion of 1M compcn" uiun,
1X"~n load \."""flenoalio n \0$;\1 '; t'an. fonn t(chn i~ .... > !;n I~all ilc e<juha"' nl
'" , p ane nalUul fl'( ue,,,,,y "'. ... IOrad/"", ~n d ,;:;; 0. 7. Ii", eithn rO\)llo;:u5 or
"U) I fn:c,.u~lIcy le;'l'On ~ ,
01.1 ) = - - -
" I. ) , . + o. ~ ., '" I Irl C.(ltnp;1n' Ih . co mp.:n'~ t; on InUl . f.... fUlIC livn, fl()l[1 ~ \. I ~~d Id l ~ nd <l l" ~ " til.'
dlrr~",llCt'!o,
(Il) Find IMdi..:mo 'Ia l e<~~ rq>r<' ~nl:llion a.su min, Iller!" a ZO Ii aflol1ll'1<: " "mplt.'
""riod T s (1.5 .-.. I~~IM ':~Ifm in Problem 8.6. docsig n I.... c"Onlloilcr and <'S 1;n'lalor "'th~! Ihe do......d..toop
(b l l'i n<J 11'1<: (ull ~Ialc di~ilal fe.:dbact 1""1 pro" id~" ~i'~kn l ,. pbl1~ p<l1c>:M "'" . : lln,l .Iep rt"pun~e 10 a I;(Ntl mand mp... h3~ 3 ri -e li me " < 100 nl>'X' ~nd ~n o"Cf>hooi
rOO/""" '" il~ <; : O.~. "', < I~'l"-hen u, ing;

(f) E.amim- lhe ""'f'o,,,e ofille d,,",w (Qop '} SI<'1l1 10 an in.li.1 "alue 0/'" lIIl\I w, f) (IJ Iii<: ,Iale <'umI'll3.Ild Sl ruCIU,.,.
1....1 1M ""'pon~ i. ronii>lrnl "",Ih 1M de.in:<! poIe~. {bl IhI: OU II'UI CmJI' ('flInmand SlruCtu.., _
11.2 For Ih~ OfICn locp ~y<leUl FQr boih('....e-~. ~hed Ibllhl: 'pt'l.i fie,I<<Jn.:.rr:. ~I b) pIotli,,: lit.- ." Cf' rbp<m<e .
For Ihe tlf>\'n .1oop ))''Iern
,-r ..
I;(Ntlpu,," K b, I~nd,;o llul tM poi.,,; ofthc c!o.e-dloop ~~':\I"1I .. nh full '1~1e f .. nIb;,.:l flu) - _.- : "';C.~",
11111 "b + .11)(11
an. aI: .. 0.9 JO.1.
df.i~ n . l h. COOI!rollH , nd. e>litnlllor ,;0 rhallhe cWtllonp um! ' Ii"p ""'pon~ to a rom.
8.J For II... 0~1oc1" ~)",,,"m ..und ,nflUl h;>< a n~ "I'M', < 1(10 O'be..' and I n (T'-f f>hooi M < IS'i .. hen U,,"'
I~ "" Ie ~om mand <UUo;{Ule. Chc"k ' Ila! Ihe ,pt'I.-:fic3l;on. "'" /l1e'~ b, ploui", ,.... 'Iep
Ou, .. _.'-Is
- ' : -.-- I -.
""JWln.e-
,,\s. s'ls + 2)
(al Find II", .Ji.crele ,1;l1"."P"'" """"' I. ;o,;,umin, Ihelt 1<' ZOII and 1M ""mpl<' I~I~ ComplM GI~I from Eq. ( .J.~)fnr
"T ", l00 m.<'C.
I bl Pic1.pob '-O lhallll<' .e-tlli;,~ time ', '" I =:&Itd find lhe K Ihat ""ill pmduo:~ t~ O"" ~- If = ["I h, h,l.
polc, ", ith rull .t~IC f~bxJ;:. [-",, o r-[n
(c) Verify th:n " i> .al1>ocd b~ plot! in~ t"" response: 10 ~n initial "alllC of ., ._ Wh~' ;, th!. form f()f '" 011(\ r e ~lIed wn1101 nooruc~ 1 fOlm?
IIA f or the 'p.len, w. l'robkm 8.2. lind til<' c, l;m3101' CljUalion' ond IhI: ,. Iue of Ill<' lr'l1n I. 11.\0 I~I For
by h;ond so Ihat :.... "" O.b:l: jO,~ for
la) u pr.:<ticlor em nlllOl. I .
(b l a (,,,,.(I,t ~'Iim;olor. "oJ
"~ or o' T]
find J tran,form matri. 'r SU Ihac ;1' ~ ~ T ..'_tll<'n tho! ",!uacions <n ..' "ill be- in
Ie) 3 ",dU<:nI'oHkr ~im"lor I:Jo = 0.6), eonlt,,1 eanonlul form .
 8.9 P.oblems 35'5

Cb l O''''IMe 1\, . !he r"; n. ~uch .hat if" ,., - K . ... thC' ,h~rK .. ri$tic Ctj.lllfion .... ill hoc (pI lnlrooJOC'f: ~ comtn:&nd ",(.",nu ...ilh fdf""ard >0 thaI the e~imate of .T is 1101
" , . :1-;: - 1.6: + 0 .7. fon:td b~' r. :o.lca",rc or ("'''PUte Ilk- frcq~oc)" rc.'fX'Il.e (rom r '" 'Y<lCm enor
r - ~ and g"'c the h18 ...... frcqurncy for ... hich 11x- ....m. ampli t"de: i~ Ies.!han 2()<;\
(tl ll ~ T frum pan ca , co(oml'," e I\, . he pin in the lH,t:lleS. lOf the command amplt"I<k .
8.1 1 Ca l Show . h31 Ihcctl""tion, f...- the t1ItR1l' c;lim3l 0r ( an he .... rin en m stand:lr'd , \;1.1<:
8. 15 o.-n 'cEq .8.63 ) fmmBj. IS.57J.
fnnn
8. 16 F..,.. lheupen,loop.y'.em
E'_L ;='''~ L + B '', u "" C(,+D.,,.
G r:) _ .~';l = ~ _ O.II!I5\; + 0.9fl691
.. hne t, ;= i, - l.. .,',. A eo (I - L, H). <&> - 1'1\). B = AI.... C 05 _ K. lind ,, (;1 u!:, 1.67 )S: 0.9(l.I1I
LJ = - KL., . lal Find the COOl roJ ftlb.x:t 1\ and c.'!;maI~ gaoll l. thai wil! pbce cOOI rul poleS :ll
Ibl Uw the", ... llSof Eq. c.f ,(5 )ln ,11001' th:n the COftlrolle . b~ 00 a ~...,...n. e.<l im:>! n. : ,., O.S :r jO. ~ and C,I"nalQr pole. ~l : "" O.6 [ 0.3.
al"'lI~" h;r, a ,em ~I : = 0 f~ 1Il~' dtoi~ <:If C\)fIlrQI 1:1... K X c).lima.Of la .... L., '
(b) Pin! tlk.- rc.p<ms.: oi ! (kl rOTa unit 'I~p Inpul lMl romm:tnd u<ing the .13 lt rommand
8.12 FCilhe orcnloop 'y,",em -<trueIUI . WCII>ld lhe!\' he a I IC:ody~al~ error ifN '" (1.'
It I ~!.rm ;TlC .... hill !he .< I('a\I)' " ~t( laJ ue of l'tA) lI'ou kl hc if . tIc. c was an inpul
] r = [ ] dl ~tulb~~tc. U' .

tiled lhe oo""n'a~i llty fOf: ~ d ) ~eTcrmine 1111 i ~ k'glal cOl1lro1 g~i1\ atld silo'" IIIe ")MCm l>1oc~ d;agr~m ..... il~ Ihe
,nlegral ,'nm ' oll" " " includol. Scllhc e,m a cOll1roi pole 31: = 0,9.
(a l 11 "' 11) 1].
(rl Dcmcnstral c 1M ! 'he <y~lem \\ i)) ~I~ "" , Ieady 11lI" e lTQT for a di llurbanc~. 11.'. or
(h) 1\ = [ 1 0). an In""t co mmand, " . p , .Pr\ when N" O.
(el Ralional ize )'OtIr .esull.< 10 ' J ! ar>d , bl. ,CaliRI "" Ily Ille lIt.,.:-r';abil ity (1 .1:1<:1;: of It H. ' 7 For Ihc optnloop ~l~lcm
.....-cumd,
8.U ()c$ia n lhe anlenlll in AWndi~ A.2 b~ sllIc,ariablt pole a.si,inmenl . ~ . [ 0,88 15 0,4562 ] 1' = r = [ 0.1185]
-O,J561 0 .7903' ' O.J5fi2 H = II OJ.
la ) Write Ihe cqnlinns in Slate form " ' ilh .t, "" ," and x, _ }'. Gi,., .he IN.lri('C~ }'. G .
(a ) Fitld the con trol fdt>;lCt K otld Q.i01" 'or pin l. I"'" wilt ploc~ (otwrol pole a.
I\I\d II . LeI ... O. L .
: '" 0.6 j O.J atld nti nt:olor poles al; = 0 .3 fo.3.
I b l Le. T _ I :In:I dc,ign K for cqui,-alcm p.lles aI t = - 1/ 2 :i j( ./1/ 21.1'1ot llie 'Iq
( b I PIo! .he "'l'ponw. ill I(t I fot .. unit <tep of the d;"lurhan..~ \ '.-).
"""""w oftk rew'l ing dc:,ign.
leI ~mnioc an i nt~I'3t control p in . nd ,00.., Il!C 'l>tem block d 'aifl'lm ...illl the
(e l ()csilln a prdiClion ~imalOr ..... ith L irk-ned so lhal " .:; 1 ,., ::: Ihat i., both
In.~ ..1conlrol lCnn incl uded. xt the utra co:llm l pole II ~ = 0.9 ,
pole' !R aI tk miin. ~
( d) IkmonMr.t. lhal the '~'~lem "'111 hal'e no Meuystalccnor for a di<turbmcc. lI'.
(d l UK 'IieCQillllded wu.,.. fOfcompulinll the control and inm:d utc Ihc rcfc.~ inpul
so IS '" k a'" Ihe SIIIC e.timate undi>!urbed Plot the unil lioep "'\fIOIISoe h om Ihi . 8. 18 For lhe "flI"!.1oop .)~m from Problem 8. 17
n:femK'C '"put wtd from a ..... ind ,u~t (step ! di\lurbance lhal actIon the amrnnaJuoI la, ~l1Iina U I:.I<CS oa StIII~ Unbl(l,"'n bul CQI"I>.unt \~[U~. """"!1'\It:1 an ~i ""lor ' hll
li ke . he COfttroi f(lf~ Cbul "III "n Il!C eSlt m:uOf), . ...Iudn an e.li .... l( of lhal d ;"lurbal1('C. Pl ..., pole of d~ ")'~lCm :IS in Problem
Ie) PIIII the IOOIIocu~ or Ih. closed-loop S~'>l fflL ... ~ h rc~. I" .he planl gain ~ntl S.17. e!tCC'pt place the eJ trl estimator pole al : 0.11. Dncrmi .... ,,,Iues of K and
TruLlk Ihe 1oo.~lil"" o r. he d lO>Cd1oop p>les. l., ar.J .l~,h doc bloc k diagram ' howin, h_ ~ I~OUS quanlitin an: u~d in
lhe co.uml. . Delude . ..... command inpul r in lhe diagram u.in,lhc :Stat" C<>Ill mand
8. 14 In Pmbkm 7.11 we ~scribcd an upmmcnt in ~ne. ic le,ilal;"'" de!;o;ribcd b~ Ihe $t ruet.....
c'luat;on ~
(b ) Plot the "'.'pOIl"" of \' and ,i..., ~ uniT Me:p in u ..... ith r .. O. SIBIC wllelhcr Ih"
.\ "" IlXXlx + 2Ow. '~p<.!r...," meel yao.o. e.pctMI,Dn .
I.~ Ihe sampling lime. T. be JO mso:. (t l Plot lhe "' Ipon.., I'll' ." and ii, to a unit Mep in r .... ,ith U' .. 0, Sm" "helhcr lhe
'eS(1011,e< IIIe'CI your t ,' pc<.:laliolli.
(II) U>c p>I ~ pla;c n~m 10 dc~i gn I!li S sy'lem 10 ...... , the ~;ific3I ioo~ that >cnlins
tilm is less Iha" 0 ,15 sec ant.! ,,"cl>I>ooI1<.I an ini1ial offWI in .t is les. !han 20'0-, 8. 19 A di.k dri" .ead hud~' ~as Illt opc- n-luop lJ>ln,fcr fuoc t;"n
( b) Dc.ign a red"~ed~, e,l imalor for .f for this .~s.c m \U( h Ihat lhe efl(lr-se l1 l "'~ C,.! .. y( u = ~ _ 1000w;
tIIn" " ill be Ie," than O(~ ""c, "P ) u' ln - ' !(J~ ... 2(, w,J+w;)
(C , Ploc sle p "';.ponse' "f ., . ,t oand" for 1Il ini tial x displ ,.....,'~e nt.
(d 1 1'101 the root h.>cu, for chan gc~ in Ihe pi on, gain and m:lf~ I'IC desi, n pole IQc:ot K)O,. ~I Sc< f,.n~" lt, ~"~ Em~( l m). E",mpl< ~,~.
 R~ Pmbk ms 357

( b J Fi nd K to ob.. in <"qui, ate-fli spJ~r>< <"Drurol poles aJ ( 0=0 n. S :ond '" == ~ radls.:t
,.hore c.o. _ 6tlOO ndl~:md{. = O.O~.
(c) Find I., Iu nbtain <"<I,",,\,alcm "'plar>< ( >l nr.31Olpok. 31 <'" n..'i~.J.... _ S ra:...~.
hl1 l:I<-'i, 1I ~ dig''''' "olJ' pcn>;lllion 100 Ihal (t.., i, no >I'''.:I! ' I.1lC crroo: to :on inpul
......111ITIa1ld no. to ~ CO<N..anl d,>lUIOOn<.", h . Tile pI~nlla,n of ICOJ 1~ l1l)I Lnll"'" (d l DeltrmiM N. ..1d S ,. Ihen ,k ....... h a blocl. <iatrarn o.pecif"in.!; lhe"rumrolle
pr.,.,i;;(ly. <Q i is II<JII ;w;cepl:abk 10 a....~ume Ihe $lc;wl! >1:11: cr'TOf .Jut l(I .'np~l <"q\J~lIon.' in.:' udini the ",fere~ ;"i'"' .
co' """,lids c:on b.: cI"nin;llcd ,i a f.,.,dfono~rd ,."h an N. IUTTI. TIle 'pc"<"'Ilo.'~I1"n.
It! Do yllU nreC1 ll1= .... ')11 be a '1~:ul) " 'J'" enor for llii, S!'lern for a <I,,;! or.pU I?
;oJ. lh~1111e ri~ lime I, mu~ be k", than ~ nl> ~nd Ih.,' 1" .... ~ ,\I, < I()'"; l ...
In PI", Itc .tCp t"PVI1>C and ~unfinn you. ails ...... ro ( C) .
~ -<;lInpl~ 1~IC .>f J kHz.
The d ... k ' !liM ~1 3OUO rpm. Thcu ,. lypioc31l~ ~ . mall off!o<"l l>elw~cn tho: ~c"'Cf "I
8.!J Rc,....:ot Iht ~~i!!n nflhe ':0lIl1011.... (control anJ.sl i m~I..1 fOf E.~pI".. 8 ... and UI. bul
Ib ' plxe ~JI four tk>.ircd pule< ~t; _ Q. !Thi> i> ofl~n refm.....d 10 ai aji!lilr ltl/lil" liNl,' Of
lh cin:ul3r Ir..,~. 00 lhe: d i.k ~...J III.: cellt.'T nr fOlatioo. thJ' ... wucin~ J ,. vbbk
in Ihe )o..:al''''- of lhe I......J.:> lh'" >ho,",ld bI' fnllu",~d by Iht I"(.td II.~. o..lermi"" o1roulbto.'l.Jc.igo becauo,(" tllt~) >I~m will .""11k: 'n a nnite number of ,""mple pcrio;h. )
Ihe I I"~ fnlk.... "" error d"" 10 thi ..... obbk. E~p-<' the ~""".' a. a pc""<nl~,,.... ,'I IMJ ~.io, >?"r K and L ... del tnlli nc the lim. t""~ of the .pl~m Iv a unil. <Up
lho .... obbk m ~nill11k . '''PI'' u.,ng lhe ,t~lc...:-o'''m~nd mpul >lruc'Uf"(.
Eno bclll<h ,'001 de.ign f.oon 1 ~ 1 -.0 thai the e,ror due to lit.: ~.,!bbk;' ("I"n;natw ". ( b. I:I<-tcI Clint Ihe compr nS3t;Cln in I",nlkt fUOCll{Jf1 form. D"!~ I. alld C1>n,lrucl a . 001
'"~ k'l)"oo ?I.,. Ille frequo: ,)o;! re;J'OO>o! oflb.: I..... ~in~ cm)tit" in F;SILI~) .... II~I\.
c:m. lox". I '), Ihe de ~"III [If D" ' ~). :-"3Jl the root, where lho! ' ~ a: n ,"t)ITc'J'OOds 10 lhe
Ih. ;npUlIQ ltt '!'>lCIII ;.1)0,: 1..:k " .,>bble. 'I;d. Ihe fl\"<l"cn.:! Ih :\! ",pre...:nl' II I< \al ~ ...,.nruIN for K and L, .
pin rpm. 8.2~ TIm (xmhk ma,~-sp rill d ....; Ilcs..rib<:d in Al'P"ndi, A... is "'p"'!..mI31;\,c of "'an),
~.20 A p.;ndulu m "" i1 b I lurquet al iI, hin~ e;" d.::.,.;; rib<:d b! dC\'l~e, Ih31 ha\'~ <omc sUucl ulal n:<onJ,:1~c.-. Plaling t h~ sen....... >IJ Ih31 ;1 n"' :"ur~~
." is c.tkd lhe <1,1n<'mfd ,~,c. "h.'Te as ptnci n ~ it '" Ihat il m.3.<u ...' " i , . 'alled tfle
lUm,'uIiX<IIu/ ' DI., O ften, 110.;, tte. ig>IC ' i, ~ .....'lff ini lian, lhal a rc'onaotc: C';' I~ on
[ ::)- [ llIe '~" cm. ~ ~it"" lion th~1 i< ado.!rc,>c:d b)' t h i~ prob:em. .
,. == I I F<)I" .II _ 2O ~i. m I ~g . k _ JS :>JIm. and h 0.2 :'I!>c:clm. w~obta'n ar~ancc
= =
f..-qu~ru:y c f S "JdI~ "lib J damp;"i' r:llio., _ 0 .02 .

.... Ioere ~ ' = I'" e l. " = an~l. of tlo.;, pendulum from ,,<1;':al. . = 10f\IUI'. u . lOI\jU C ,.) To '~p!"(..,nlthe ~~,~ "he lhe dr . ig"'" did 001 knaw aOOulthe rcwnanCt . .lS.,un",
bib. and II _ mu,Uf\'m.m bia,. A n.' ....... Ifle '1uest", n' I>clow ;o...' ~l n ifl~ the oc, ~ I' ,"" ,rn;pli n~ is ri~ioJ. thaI ;~. t h inlinil~ . llII- lr.lII,f f~ro::l ion i. IIt"n
~~mpkd ....iln T I : 100 III"";: and 1",-"" o;"DI'HJ()lt u + ... ) i~ ~ppll<d thfO~~h 1I ZOH.
"/'1
111 1 With no 10rQIX bia,' ,I' '' 0). :ou~men( ~ho ') .1(111 JIlOIkI ..:0 Ih:IC 1~. m.:m... ' cll .......l ,-,,-,-) = ',-.-C+-",,"'),-,.
bi:K i. ~ ,I;o(td.m~nt. Is Ihi' '~-';Itrn ~m1bk!
Desi," 3 d" i l~1 cunlmller ! K ~nd L I ,,ith T = 2110 m>o!c. control poIe-s :II
Ib) Wilh no mn"Uf"(IlIC1I1 b~' Cb " 0). lIu!:"""nt tilt 'l.,.~n' rru.k l ...o tMt lhe 101"" : .. 0 ~S::l:
jO.2. and ~lin ...!or POIe:-:,: == 0.1 j O.J. Vair. I.... , imubl,on Ihal
b,,," i . a ~lalC ~kmtl1l. "' lhi~ s)-,;Icm ~"3bk? II P'Q'1!k, Mre'ponse 10 a uniHOIep o;ommand using Iht .O;O:3~-<:~mm3nd inpul
IC ) AUl!Jncnl lh( ~)<tem modd '0 Ih~1 boIh bia<C"S:ore . I:i1C C.efllC'''So. h Ih), <)'~lC'1I1 " .u,1on Ibat'~ 11h (he ~kC1.d poles.
.-00",..,,,, ,,
ob><:1"'-:lbk '! I b) U"<C the co.nlroller ,Ii: ""d L, I obtalflM in pw1 ca') i., a ",,"ulalion o f lbe ~y<tem
ILl I ~,n a ~"OIllroll:l .conlrol plu, "'1"'Ulon for tho , ame ,,'Itrn ~ 111 E.,~mplc K 11. ~'htrcc thr rntinl1t . pnns '.' replaced with the tk~ible (IOC and Ihe OUlput i, d . Ihal
U.-epl add 1I dehy ,;( IWO sample po.-riot!s bd"ccn llIi.> ~! ,I.m "U1P'" and " 'hcn I~~ 1>. a (run h .............,. pJanl ...."11 !<I.wldorder ronlroll ..... Eumint Ih~ rn~ and
111C;"urenll'nl ;.lI'lI;l~ble 10 Ill<: ro'npol ..... rurnpane' il qualilal"'c:y \1.1111 an 30l11 1!,i~ of ,100.> du ..... toop fQfIIS of lhi, combined
~)' I ''1II.
lal Compulc K fo r ;".. '" 0 .8 =jO.1'. o. O.
Ib l I. lhe <pleTT oI),;c1"".1bIo!'~ Cho-d for p!"(1.\i\.1"" aTld C" lTCnl e<t i'1i~lor- . (el Rcpeal 1Kl" IhJ. but rccpl:o(c Ihe pllInl OUIPilt. 01. "';111 " .

te) Comput. L~ ,"'ilh : ... . = OA jO.~ . o. O. Id) AIIJ I )" ~ W~(1l: the rt.IlJIS or llk.- ,plein " 'ookl be if }'ou _~urcd land ;. directh
("" e-l,m",o' ) and red Ilk.-m bod ... i n~ JOu. K fWIII part la ). . . ,
Cd ) Compl>le L, wilh:"" :k< in p<Ill ICI lind ,, ;lh : .., '" [IA ::I: .'O .~ . 0 . 1. O.
If ) ["'~ign, A founh-orokl comrolk, .... ilh control po'~s al ~ '" (l.7~::1: jO.2. O.~ jO.b.
If) Pkll lho! un;1 ~Iep "'>pon", to an inpul . omlll"'1Il. u<i nt thc Jlf\"d'~lor e>l """IOI"
and .S!'m~~'" pole. ~I ~ _ 0..1 jO,.1. 0 jO.-l ..... ilh" a, 110.- mca'-Utemenl . Again,
=
,h()"'in~ 11>0.: ptant out put a, ".11 oS tile deb!oo ,en."" <lUtpUl.
" en f)' 1. "mut~"oo th l it pro, ido;< the tOrre,', ""por!-e 10 a un;Htcp com nund
8.2~ I)( ICm )me Ihe ,In:cwtHmand inpul 'Inx:lule 1"0. a fdba" ~ ,)~:c n ' "i thtIoeT)pf I)pl~m U,II'll lk >l alc ....-o'""n3T1d inpuT .tmclu' e.
Ct) PI", II\( fre~ "C'1C) " 'PO" " of Ih. o:ompensal;or, t,'onlroi ptu, e't""~lOr! from P""
G IJ I = -~~'""--,
.,' +0. 1l1 .1 +9 (e ). Slate wit ) you Ilt onl (hi. kind o f "ompcnsalion i, usua ll v .eferred 10 a' ~ 'IO/C/o
lal Con\,clIllo.;, ')"Mem to d i'':'''l( slmc .p:l:'C furm "ilh T '" 0 .1 "':0: .
fi"t' .
358 Chapttr 8 D<>sig:J Using SI 3h>-SpJCe \lethod.

19l Plot lho" :.plan~ rOOlIoc~. of Ih~ '~' \tem Iplnn l pi\!' l'OnU1}II~rl and ~"<Jmmem on
Ihe ",",iti"il)' of Ih i. design 10 rn:mges in I~ OI-."al i loop gain,
8.25 A heat e~ch.:ln~ .r: has 11\0:> l ran~fer fUIlCI ion

GU/ = 110J+ I U6ili+ I/ '

"be.. the del.~ i, <.lue 10
the sense "
(al Wrile sure oqualioo, for thi , .,'l~m.
(b ) Compul. lhe Lero..:.rotr-hold model ...ith a mple period of 5 ~'.
(e ) De sign I"" COffipo"",lioI , indL><l ing tOO c~ ar.d ;"I'"-t " 'ith Ihe romrol pok. :I!
0.8 jO.l5 and the estimator p<lk. aTOA lO A. O.
9
(d ) Cnmpulr The , tcp r.spon..e 10 J ref.ren,. inpul 'tep and 10 a di sturb.,,,;. inp..t al
the COOlro!. Vcnf)' lha tthe .. i.' !l<) delay for 1M ({lmmcnd lnpul.
Multivariable and Optimal Control
.- --- - -- - - -- --.-- -- - -- - -- - - - -
~, Sec Franklin, /\)",dl, .nd E'!'Wl1 i , 199h &.mplc ~,J6,
A Perspective on Muhivariable and Optimal COnlrol
Thc con trol-design procedures described in Chup ter s 1 and 8 we re applied to
~yst cms with a .lingle input and ~ in g le output ,5IS0). The tIan.' fe r-functi on
approKh in Ch~pte r 1 is best sui ted to 5150 ~y~t~m s : the st at e-,p~ ce method ~
of Chapler 8 were limi ted to 5150 in order!Q si mp lify the p!"OL'edures, In fact.
i f we tl)' to apply the po le-p lacemen t ~pproarh of Chapter l': to a mu lt il'ariable
(multi -i nput. m ulti -oUTPUt. or MI.\10f syste m. wc fin d th at the gai n~. K or L. an:
not uniquel), deterlJlill ~d by the reSu lti ng eqUillion . Therefon:. a de sign appro ach
is requi red w hich intelligent ly uses thi., extra freedo m for MI~10 sys tem s. In
additi on. IH saw in Example 8.3 lhat tilt! .election uf desired pole l ocat i on~ for
SISO syste ms ca n be tric ky busines,. Some SOIl of sys te m ati c gu idance for the
se lect io n of co ntrol and e . timato r po le loc at ions sce m.~ h ighly des irabl e. The
ma!eri~l in ,his Chapte r provide , a tool thm meet, both the se nred s.
The subject oflhis chapler is the use o f optimal control teChni ques a~ a 1001
in the des ig n o f comrol.'ystems , It i ~ impoIlant th at the desig ner hal-e no illusio ns
tl1 m .so m ~ true 'optima l"' de s ign is being achieved: rat her. Th e idea is to transfer
the de.o,igners iTel'J ti on on polc loc ati ons a.s u ...t'd ill C hapter 8. or compe nsat ion
pardme ter<; as used in Chapter 1. to i1 erotion< 011 e le ments in a co.t fUllction.
3 . The method will de temline th e cont rol la\\' that minimize, 3 . bu t becallse
the parameTen. in .J are arbitrarily , el ected. the design i~ :It best only partiall!'
optimal. Ho,,cver. these designs will achieve <;Q lll ~ compromise between the usc
of nmtrol 1'11"011 and the s~ed of re)pon~e ~nd will guarnmee a sTnbJe 'iystem. no
~mallli:at . lh~rc fore. each iterati on on the para;nete r.; in.J produce'i a ~~ndidate
desig n that ~hou ld be t".al u:lTed in the lig ht of the <!esiEn .~peC' ifiC'ation s.

Chapler Overview
111(' chapt er ;tans OUI ill Sect ion 9. I by di scussi ng )ome o f the )teps thai migh t be
take n in o rder to com'en a ~1E\-10 sy~terTi illlo a 51S0 one. Although this ca nnot
359
 9. 1 Decoupltng 361

alw~y~ ~ Jon~, it ~UIl h~lp (0 ~larif~ th~ k.:~ co nt rol is)u",s in )(:ompk' ';)' .'I~1ll 'I'
th~t th ~ lal.:r op timiJ;ut ion of th ... whole "y_,t em wil l be b<-tte r understood, S~, t i')n
9.~ dcriy~' 11K- l im'::-\';IT;.ing optimal cun tml ..olulion thul le,ul t,; d i r"'CI I ~ fh)m
th e up timal control proo l... m sl:ncment Sl'elinn l).3 ~ h ow~ how \() li nd Ih~ ~t e~d:
stute \'alu~ or th ... fl pfimal fced ha~k goin Ihut h signitkilnll y I."'~~ i cr tu imp lell"'111
control surfaces affect longitudinal motion: the aileron and rudder primarily af-
fect latera l mOlion . Although t nere is a sma ll amount of coupJing of la\crol motion
inl O long itud ina l motion. this is ig nored with no serious con~ucnce s II hen the
contro l. or " stability-a ugmentation." syste ms are dc;igncd independcllIl y for the
1\\"0 fou nh-ordc r systems,

and;~ 11K- one lyp i c a , l~ u, ... d in contro l im plem ... m~li o!l~. SecTi un 9A tI ... ri,..:' T h~ Further decou pli ng o f Ihe equations is also pos~ible.
co mpa niun oplimul ..." li lllat ion prob km, A~ for the ..:ontrol ~a,<,. The ti m e - >ary;n~
lOuin '>(l lutil1 n i~ found hr:,\. t h ~n \\~ find the ~t~ud: -.,t~l~ gainc~>c th~t i, t~pican:
tIl<' 011~ lI\lpl em~nt~d, Tne fi nal secti on, 9.5. ,h()\\, how to It!e ( h~ ,e re,u h~ in Ilk'
ok., ig n of :\111\10 \:(l!\\ r'Ol sy~t~nb ,

Decoople Ihe lal.ral ~ j rcrafl Founhordc r iuatjO<1 ~ ;ntQ(WO $<'C Oll!]order equation , and ,hmo,
hQ..\ tu de' ;go tt.! COntrol.
9 .1 Dccou pling
5<l1I.I;on. The aircr..fl la leral equ3tiorls .,.., Illulij\'ariabte and of the Form
Th~ tiN ,t ... p in ~ny rnu lt il'ariuble d~ ,ign shDuhJ bt.: Jil alt c-n pT ~i\her to lind ,I n
appf(Hima1 ~ mod el ('Qn~i~t ill g OJ two or lllore ~ingk inpli t- uuIPU\ modcl~ or eb .. ~ I~ + 1~ = <1>:< lk ) + ruth 19, 11
10 decoupk Ih" l'Ontru ] gai n maui\ K nnd th ... cMil1l~tor ga in maln ,\ L T hi, '(q' wh.:re
"ill gil"e bt.:1t~r phylic:Jl imight im o I h~ impor1an t fetdback I'lnlble ... and c nn
k~d to ~ plam de,niplion th J ( is ~ubs lmui~lIy s impler for d~~ign purpo.;es an .! ~ ~ t
yields 1\0 s i,g ni licanl degradotion from a n <lnalysi,; ba~ d on lh~ full ntulti l':lri"hk
Sl ' ~ t c m,
. For ..:.xample , th~ 1in ~arized cquatioll~ o f m<'1 ion of on l iro;raft (Fi g. 9, J) "r,;
of d ghth onk r bu t l~ almost <lI\\' ~ y~ -,eparJ t... d im o tl'O t::ntnh orMr .~et, r~I"
resemin!! longitud inal m(){ion (I" . I. ,/1 and late r.!l mn1ion I,). r. 1') . The c le\'a!(ll

(9,1)

Figure 9.1 >1\0,,"' lhatt~re:lre eighl .kments in !he gain mal ri~ to 0.: .;elccled. 300 IIII' ip" ";fj,,... ;on of
Schema1ic 01 an ai'craft sho\\~n g v~ " ab 'e de'in~ions
four do>cd loop roo!> clearly cau,"" tho probkm to be umkrde tenn ined . nd ,,-i lllea'e m.1n}"
poss ibl. ,atue. of K lh(l1 will meet the ~pe<"ifjc3Iion>. Thi_, ,oo\\" th~l tM pokpla<:<:mc nt
app<oach!O mu l:inriable sySl(nl de,;ign po1oC5 difficu lties and :i<ldilion.al criteria need to be
imroduced.
A dewuptir_s that remo~ .. the ambiguity is 10 re,lri<tlhe (ont rol la,," 10

(93)
~~~"'~"""~'~~i~~~~==. 2r
V.ladly <a:npo ~.nU :
u - rorward ",Ie
" - l id ..... l:p rale Thi s mal.e, goodph)'si<:al >Cn\C b:t.usc the t\Jdtlcrprimaril), yaw, tho ai"'f"~fl about a "en;cal
notera t lpeed) a.< ;'/r.nlOlioo).ihu, directl)' cau,ing ,ideshp ~ l). and the ailelOf\' primarily roll the .;",,,,fl
,.. - altitulk rat,
'- EIt.-.IO:-'. Ant;ulll v";ocity oompo<l,ntl: about an a i, through !he nos . Ihu s caming changes in the rolt ang\c, Q . and the roll rate. p.
L Rudd .r 6, p - ",],al. Ginn an achie\":I ~I ..,t of de_'i red pole loca\ions, th ... "'" uniqu e ,'atu:s of Ihe foo r r'0tl l ero
q - pil oh rale ~ompo!lent> ,,( K: Imw!"'\cr. the go\'ern in g equ ations eam Oi be caSI ill lhe '-lime ((\I"rn a, ;n
, " y~ .... nte Eq, /8,~) and therefore: C~n be diflicu h to sohc .
362 Cha?er 9 l\\uhh'ar,abk and Optimal Control 9.1 [kc<)Upitng 363

figull! 9.2
A furt her <kc{lUplin~ thai .... ""ld permit an easy ~ [n c.lculation i, 10 .." ume tnat Eq . (9.' t Hingeo s~id and
is of tr..form mO loflze<! cart

(9...1,
= I)
[:::::~ I)
d,
h ' I) I)
[~l P
and that [he controll a ... i\ ~iven by Eq . (9.3"1. '""" [ coupling \octw c~n the lwO a;rc",'[
This make s son'" ph},~ical _"'n~ but Ignore_, ,m"". n r 'h:tt the tn~th<>J,
ode [t<.lce> hov.""~r. decouplethe systcmintolecood.o.-&r\y;lems or ... Ie . "
m S. . , h . The result ing c~_[oopcharact."'t ',
of Chapter 8 can be apphd di,re<:~l~' 10~~I:u:~~:~~s~3ICU\ating the eigen,"al~, of !he clos..d
roots of the fu\! lateral cq uatK)tls " rn "" C
loop matrix: Isee elg.m in I-hTtAll 1

"" """""P=
4>" - r "K" 9" - r ,, ~ ,:
9:, - r"K" 9" - r: , ~ ,~
[ dI"- r" K,, <1:- r",: [;H,;::
'~ , - r" K" <P" - r" K12
.... hich lesults from cnrrbining Eq, (9,3}.OO (9..1) . . af i ' im p<.>nanl the r<JOI'
:J[H
If Ihe planl coupling thai "as ignored in lhe gam comput lor. > S (93I a~
The Stick pK-lur("(\ in Fig. 9.2 i, M11no131l1i ally l i g~' tt Ih:rn l~e ,'art. Thil m"an ~ Ihat 'lLek
" d ',-m "- (9 51""i1l differ from lOOse used to co mpute the gaml usmg Eq ', ~. ( mot ion has ~ , mall d~'nan'i c effed on cart motion . wh:ch in turn imp'ie~ Ihal '" ;:: O. Th i_.
ov ,. me u ...... - d ed look no UI~ , cr. n does !lOt impl)' thai " : 0: in fae!. c art !!lOtion;~ Ille 'Tl<'Cna ni"m fOf influencin g ~;ic ~ motioo
as<s the method will be accurat e enough an 0I"':>e
(9.4). In many c ' (', '-se Ihe "desired"" root [ontion, and [terale until lhe comet rOOl' and he nce OIabi[i,jng;!
OIhe r nsel .onccOlJ "'" . I mrol to be de....,.ibcd in An ~>tima:or for the <y~tcm de.<etibo.-d b) Eq. (9_61 aoo Eq. 19.7) requires the <kteroninalion
from Eq, (9.~ I ore sati,cfac lor)"OI" else tum to the ""'Ihods of opU1n ~ (0
o f e' ~ hl demeRI> of :ln e,Hmatn r g. in m"tti . , L. Hen". <p<"<:if)-ing the fou, estimator root,
the folw..ing sections.
and using Ihe metho d., of Chaplcr 8 ,,"OOld not delelmi ... thi> L uni"-!'J dY-'I!IOI~ r .,ample
of an und.-rdetermi ned sY'1 em uU>cd b}' II", mU[1inri"tle nalUre of 1M pmb[.m.
But bcc au,<= we can ""ume thai . , = O. Ih e carl equalioo in Eq. 19.(,) uncouple., ff<!lll
Ihe ~!ick equmion. and "'c >imply de.ign,n e,limAlor fIX
The sam e idea, apply eq uall y well to the dec oupli ng of th~ estimator iruo
\ It ... I) '= 9 " ",_( (1 ... r.". (9.8)
SISO parts.
.\ "' 11 Ol[ ~J.
which "an Ix- done wit h the method. "'""rilx-d in Chapler 8. T he,"" is "" e.wa~ <--oupling into
Exam ple 9.2 ES lintUlor D.-col<pJir.g the l ti<'k equ.tiJfl_ hut !hi~ j~;;1 Xh !ix\. an adtlilionaJ OOfltrol input and can be ig~orod in
the \.a kulal ion of IIx- _,cicl c<t;mator pin IT1.iIl ri ~. L, . using the !'O!e, p[ac.:-me nt '''<'thod, of
Decoup[ ~ 1M eS timalor for lilt in"ened j'C'ndutum on a motorized eaC! , F'g. 9,2),
Chapter 8. Ho"t '-.:r. Ihe ' coopting should ItOt Ix- ignored in (he .,ti malOr cqu "cions. a"d
the." is no roa",n I" igrt<)r'e~the ""a~ ~oupl ing. ,The linaltprediclOf I e_, .i m~lor "'OIlid be
Solution. of Ihe form "
19.6 , i , III + I) = <P" i,,ik l + 9" i J k ) + 1". " Itl + L , ('. (k) - J: (AI).
x,fI' - 11 = "'.. ii, IA I + 9,5.1')"" r ." ik, ... L,I"lk , - .:Ilk)).
"'here " 'h('''' L and L. an' both 2 )( I macrice,.

". = [~::_] can position IlI1d \'C\ocily. E'~n " 'i cho-JI t!>e "cry ....e(t].: one_way cou pling in . , thol "'"' obvious for this e xample.
one co uld ""u!T.c this.o Ix- Ih~ ~a~e. th en cllc:d: lhe rc, ull ing (u l[ " lem dtarOC leri~lic roOb
using a '~11lod !i milar tl) Ihe previous airplane ample . ,~~ Ihal ignoring the coo plin&onlr
". [ : ] Slid, angle . nd angular ralC. ~ au""s approximalion. in 1he g.in-malri ~ cuiculacion oM thu, 1M <OIJ/ [r.calions. The re i, 00
36... Chapter 9 M u~ tivariab le and Opt imal Control
9.2 Tl me.\'lI rying Opti ma l Con:rol 365

appro~imation in tile !Y'lem model ~ 5 ed in the ~'tim"lor: t!lo!refore. the ~,!i!Il3 1ion errors " ill
Mill appro och 7.er{) for stabl e estimator ,00l>. easHy accomplished by pickin g the Q's to be di agonal with all d iagonal elements
poSIII\'C or lero .

Another :\'ay of5lating th e problem gh'cn by Eq s. (9.10) and (9.11 ) is that

we WIsh to mini mIze

I ,\'
In short. it is often useful to apply your knowl edge of Ihe physical aspec ts of J = :;- L)x'( k)Q ,)[(k) + u TO: )Q . u (k)]
lhe system a\ hand to break the design into simp ler and more tra ct ab le subsets. - t ,.()
(9.1 1)
With lock. th e who!ejobcan be fin i<;hed thi s way. At worst. insight will be gained
subject to the constraim that
that will aid in the design proced ures to follow and in the implementa tion and
ch"kout of the eOD trol system.
- x(k + I) + ("'x(k) + rU Ck) =0. k =0. l. ., N . [9.101
Th is is a standard co ns trained minima prob le m which can be soh-cd usin
~r~nge multipli ers
9 .2 Time-Varying Optimal Control the rrn:the~ of L agra nge m u ltip li ers. There will be one Lagrange multiplie~
vector. wh ' ~ h we will call A(k + I). for e ach val ue of k The proc d .
Optimal control mnhods are attractive because they hand le MIMO sy~tems easily rewnte Eq s. (9. 10) and (9.1 1) as e ure IS 10

and aid in the selection of th e desired pok locations for SISO system s. They also
all ow the designe r to determine many good c andidate ~<Llue s of the feedbac k 1
J'= t [ -2 x r (k)Q ,x(l;. ) + ~ Ul (k) Ql u(k)
gain, K, usin g \"Crye flicient C(lmpmution tools. We will de'lelop the time'~'arying l "jl 2
optimal C(ln trol solut ion firs t and then reduce it to a steadystate solut ion in the
+ A r (k + I ){ - x(1;. + I) + <[)xl k) + fu (k))J. (9.12)
following Sttti on. The result amounts to another method of compUling K in !h~
contrellaw Eq. (8.5) and find the min im um o f J ' with respec t to x(k). u(k) . and A (k). Not~ that for an
u = - Kx (9.9) ?pl1mal ~ (k) th at o~ys Eq. (9.10). th e two cost fUnction s.':1" and J. are ident ical
In magm t~dc. ~ mdcx .on A is arbitrary conceptu ally. but we let it be k + I
thal was used in Cbapter 8 and illustrated by Eq. (9.2) in Exa mple 9. 1. because th iS chOICe W! 1l y t~l~ 3 .particularly easy form of th e equatio ns later on.
Given a discre:e plant Proceedi ng wah the nun ml1 la tion l ead~ to

x(1< + 1) = <[)x( k) + r u Ck ). (9. 10\ a:r

au(k) "= u' (k )Q l + AT(k + l)r = o. contro l equations. (9. 13)
we wish to pick u (l) so that a cost fu nction
I .'
'J
(J Ark + I) - x (I;. + I) + ot>x (k) + ru (k ) = O. s tate equations. and [9.10)
J = 1: l:)xr(k)Q,x(k) + u T (k )Q ! u(k) ) (9.11)
.~ ':1'
(J x (k ) = x'(k) Q, - A' (kl + Jt! U' + 1)$ = O. adjoint equations. (9. 14)
is minimi~erl. Q, and Q1 are symmetric weighti ng matrices to be se lected by (h e
designer. who basel the choice on (he re lative im portance of the vario us states and The "
controls. Some wei ght will almost alway s be selected for the control (IQ,I =i 0): . last
' set of tile equal" JOin t equall!)ns.
. mns. t he a d"" can be written a$ the back-
\\ard dl fferer.ce cqU3nOn
otherwise the f,Ol u:ion will indu de large components in th e control gains. and
the states would bt: drive n to ~ero at a very fast rme, whkh could satu rate th e Ark ) = <to ' A (k + I) + Q,x(k). (9. 15)
actu ator device. ' The Q's must also be n onnegath-e defi nite / wh ich is most
Restating the res ult s in more con"en ie nt fonu s. we h:l\"e from Eq. (9.1 0)
t t(,h. """,,piin g "" . r." Ion~. _ .... .,. control 1I1a1 """u the ... Ie ll ()O"" as mpidl~ IS pos.il:>l<
mitf>! b<- f,", i~l<. Sum "",," 01 . ... c. tl<J d'ad-b<-.. beu\!"," tho)' bealthe
'I.Ot. ' D. dead SlOp in.' x(k + I) = <tox(k) + ru Ck) . (9.16)
most~ st .,.. Th'~ coneir:!d ' 0 p1actmcn, of .11 pol.> O! ~ = O. See Probtem 8,23.
where, using Eq. (9.13)
2 Matrix ~i'.I.n' of. """fIOr"". number: i, .nS~ ~1aI . ' Q, 1 .n~ H' Q, ,, aN: " ",,"'pil" rOt >I I
J>05'ibl< s and u.
(9.11)
366 Chapter 9 ~ l uh'\'a,;ablf and Op umal Control
92 Time\'ar:n ng Opc imal Control 367

and from Eq. (9.15) 'J-'e can dex-riOe A(I: + I ) in the forv.'ard difference equa tion Now we use Eq. (9. 16) for x(1.: + 11
form
(9. 1~) S(I.:) x(l.:) = op TS (1.: + I .H41.~( k) + I'u (k)) + Q , x (I.:).

Equations (9. 16). (9. 17), and either 19. 15) or (9.18) are a sct Qf cou pl ed differenc~ Next we use Eq. (9.2 1) for u (k ) in the atx)\"e
equation s defining tlx- opt imal solution of x(k ). A(I:) . an d u(/:). provided the S(I.:)x(k) = .IlTS (k + n[o:J"Ix(k ) - rR - 1r 7 SI J.: + l)<I>x (I:J) + Q lxt k ).
init ial lOr final) condi tions are know n. The initia l condi tio ns on x (k) must Ix
given: howcIe r. usud ly A(O) woul d not be known. and we are Jed to the endpoint and collect al l tcnns on one s ide
\0 establhh a boundan' cond ition for ~ . From Eq. 19. 11 ) we sec that u(,\'. [S(.I:) - .p' S (.I: + !) ~ + $ TS (k + J lfR- 1rr S( k + 1)$ - Q , jx(k ) = O.
shou ld be lero in orde r'to minimize because u( N) has no effect on x (N) lM:e
:r (9.22)
Eq. (9.1 0)1 . Thus Eq. (9.1 3) suggests that A(N + 1)= O. OInd Eq. (9.14 1 lhu'i Because Eq. (9.22) must hold for any x(O. Ihe cacfficiem matri x must be iden-
~ how s that a suitable boundary condi tio n is
tically zero. from which follows a backward difference equation describing the
A.(N) = Q ,x(Nl. (9.19 t so luti on of S(k )
R i~ ti equiltion S(k) = ol>T1S(1.: + 1) - S(I.: + I )rR-' r ' s(1.: + I) J<I> + Q,. (9.23)
A set of ~qua!i(l[ls de ~ribing the sol ut ion to the opt imal control problem i~
now completely specified. It cOflsbts of th e two dilTerence equations (9. 16) anJ which is o ften rewritte n as
(9 .1 5) wit h u g iV~ll bv Eq. (9.1 7 J. the l1nal con ditio n on A gh-en by Eq. (9. J9). ~ nd
Ihe ini tial cond ition ~n .~ wou ld be given in the prob lem statement. The so lw ion S (I.:) = 4, TM (1.: + l)<fi + Q I' (9 .24)
to th is two-poim bo undarYInlue proble m is not ea~y. where
,weep method One method. ca ll ed the s weep method by Bryson and Ho (1975 ). b tu
assu me M (I: + I) = S(k + I) - S(k + Ilr(Q: + r r S(k + l)fl-' r ' S (1: + I). (9.25 J

A(I.:, = 5( I: )x(I:). Eq uati on (9.23) is ~alled ttl<: discre te Riccati equation. II is nO! easy to solve
blxause it is nonl ine ar in S. But notc that the m alrix to be i n~' ened in Eq . (9. 25)
This definit ion allows the tran sformalio n of the two -poinl boundary-I'alu e prob - R. ha.-; the same di memion as the number of controls. which is usually less than
lem in x and A to on<'" in 5 with a single-point bou ndary corKIi tio n. With th e the number of stales.
definition Eq. (9.20). the contr(ll Eq. (9.13) becamcs The boundary condition on the recursion rrlationshi p fo r S(I: + I) is obtai ned
Q: u(I.:J = - f ' S (1: + I Jx (k + 1) from Eq. (9. 19) and Eq. (9.20): thus
= - f ' S(1: + lJ(<I>x (l.:) + fu (l;). S{N) == Q,. (9.26 )
Solvi ng for u(1.: '. we obtain and we see 00", that the problem has been trar.5formed SO Ihm the so lution is
U(I.:) = -(Q : + r ' S(1: + n n -' f TS (1: + 1)$x(l.: ) described by the rec ursi on rela lions Eq. (9.24 ) and Eq. (9.25) w ith the sing le
boundary ,o ndition given by Eq. (9.26). The recurs ion equation s m ust be solved
= - R - lr ' St J.: + 1)<I>x(k) . (9. 2 1 , backwards becausc Ihe bou ndary ,ondi lion is gil'en at the e ndpoint. To solve fOT
In Eq. (9.2 1) we h3\e defined u(t). we u~e Eq. (9.21) to obtain

R = Q:+ f ' S(I:+l )f u(t) = - K (k)x{I.:). (9.27)

for conveni ence. If we nov. SUb,lilule Eq. (9 .20) into Eq. (9. 15) for Jt. (I.: ) and where
A(I: + I). we eliminate A.. The n we subSl illltc Eq. (9.21) inn Eq. (9.16) to elimi- K(k) -= [Q~ + (,1 S(k + 1Jrr' r TS (k + I )<fl (9.28)
nme xt l.: + I) as follow\. From Eq. (9.15). w<'" have
and is th e de sired "optimal" time'\'a!)'ing feedba~ k gain.
Alk) = <I> ' A(k + I) + O,x(l.:) . L~ I us no... summarize the entire procedure:

and substilUting Eq. (9.20). we ha .... e

J. Let SI N) = Q, and K( N) = O.
SO.. JX(,/;) = $ I S (I: + l}x(1: + I) + 0,:.:(1:). 2.l.et t =N.
368 Chap~er 9 ~I\l lth-ar ,able an d Op\i mal Control
9.1 Time-Varying Ophm al Con trol 369

Figure 9_3
3. LeI M(k ) = 5,:k) - S(k)f[Q , + r I S(kWr ' r T S(k).
Examp l@of(olll,otgair.s ,
4. Lei K (k - 1) = [Q~ + r ' S(k') r r ' r ' S(I::)<t>. verws lime, Example 9.3
S. Slre K(k - II.
6. LeI S{k - lj= <t>' :\lt kl+ Q, .
,
7. Letk = k -I. ."i, ,,
8. Go to step 3.
~
,
For ~ny given init ial condition for ". 10 apply the COnt ro l. ,,e use the slored gains 8 ,
Kl k) ~nd ,
Ql IO
,,(.I; + 1) = <t>,,(k) + r u (k). [9.16J
where o 20
"
u (O = - K (k) :k ). [9.27 J

Note that Ihe opti mal ga in. K lk). ch:;lnges at each time step but can be pre-
~Q,'c:
CO~.O~''-
..,'-__________ ______..
co mputed ~n d sto red for lal<!r use as long as the le ngth. N. of the problem i, 4.0
r
known. This is so beca use no knowledge of the initial stale xiO) is required for
co mputation of the (;ontrol gain K (k ). "
i.e'"' J 0
.!f .
:I. 2.5'' '"____~Q'!.,~::0~.'__~
2.0

Exampl e 9 .3 Tlm,- \'a'ying ,....uillr( of C."'H"OI Gu ins U ~Q'!.,~.~'~O:...

i ..,r-__________
0.0
So lH forth<: time history of K for the ,atoll ite attitude..control U3n1pU, de .. ri\>ed in A p iXndi.~
A. I. C""",,", tit<: ,tate w eight ing nu.l1i ~ to be 0,

(9.29, oo,lo----"'o0--1,~o--."'-c"Io-.::,,,,;,~o~---.
Q , = [~~J.
"'hich Imans th.t ttl<: angl e staw is w~ig.ht.d bu t not tht angular ,!:locit)'. Choose the control
weighting rnatrh. a I':al :ar in this ca,. be<:au\C tbere ;.~ a ~ingle con trol inpm. 10 tlllse thrl'C
chosen to be looger. Ihe end ch:U""leriMic~ " "OO ld haH heen ident ic al arK! the early COI1>tam
(9 .301 gain ponion woold ha, '. exi, te<;l for a longer time, .
0. 1, and 1.0.
- -- - -------- - ---- --- - -
and ptIX the resultingl irm historic> of K.

Solutiol1. Equation! (9.2-1) Ihrough 19.28 ~ ncoIlO be ~h'ed forthe ~ysttm tra~ >fer function
G( I) = I/ s:. The proolem I~ngth for purpose, o f detinin g 3 ",a, ci1 ),en to be ~ I ".ps. ,,"'hic h.
with the .ample iXriw of r '" 1).1 $<>C, "",an< that the tIXallirne "as ~,l so:. This time W3,
d~ n lo ng enough !O thaI it was "ppl"ent that lhe gainl we rt .,,,,,,tiall), o:o.." \.I ,,t o\'er the
initial li me period.
Fig ure 9.3 wntains the ""u tling gain time hi >lories plott ed by lhe co mp.,ll~r. W ..ee from
lhoe figure that tht pl"Oblem lenglh affect! only Iht "a l llC~ of K ot<J" thl: end, lI1d in foct. the
!lm portions of all ChroeS show COIl Sl ant ,'~ I uei o f the g:a in $. If lhe problem length had been
.
. lbc fact that the gai~ over the firs! por1ion of the exam ple was con,ta nt is
typ ical of the.opumaJ ,gains for all constant coeffi cient systems. prov ided thai
th e problem li me lS I.oug enoug h, Th is means that the optimal contrOller o\"er
~h e early_cODsta nl-ga m pofllon is idrntkal to the constant-ga in ca~s discussed
m Chap ter S and Se~tioll 9.1 e ~ ce pt that the \'alues of the consta nt gai n. K 2re
based o~ thr mll1! mlzation of a CO~ t function rather than a co mputation bas ~d
o n spec tfied rool location s. We could also vicw thi s result as a meth od to find
370 Chapter 9 MU~ l1\'an abl e and Opti mal Com rol
9.J LQR Steati )'-Sta tf Opuma l Cl"lfltr,)1 37]

a "good" set of pole locati ons be ca use the const ant. optimal K durin the earl~
portion o f the solu tion detennincs a !;Ct of dosed-loop roo~' . . 9.3 LQR Steady-State Optimal Control
For MIMO problems, the time-v31)' in g gams ac t exady as m the preced m.!;.
e~am ple. The next secti o n dl-Yelops a method to compote the consta~t value ot The pre\"i o~s section developed the optimal control gain that min im ized the COS t
the optimal gains 50 th at the)' can be used in place of the tlme -"aJ)' tng value,. in Eq. 19. 11). We saw Ihm the re~ult wa~ a time varyi ng gai n. K (k). but that
thus yielding a mu:h simpler implementation. l1ie o nly regIon wh ere the gaw , there would usua ll y be a port ion o f the , olut io n that produced a con~tant ga in.
are not optimal is Curing the transient reg ion near t.he end. In fact . many cont rol K ". which W(luld be much ea,ier to implem ent in a con trol syMem. In fact. for
regul ilt or
syste ms arc turned on and left to run for ,ery long limes: fur example. a sate IIne_ the infinite time probl em. called the regulator case. the con~ tant-gai n so lution
anirudc control s),.tem might ru n for years. This kind ,)f problem is treated is [he optimum. Wf call [hi ~ ~C luti on the linear quadratic reguialor. or LOR.
mathematically as if it run s for an infinite time. and there fore the constant- gJ ln CQ' because it applies to lilH?1Ir ~ystem.\. the cos t is qlwdrmic. and it appli es 10 th e
ponio n ofth~ time-\":lr)'ing optimal solution is the true optimal. . rrS lllaror n 'iC. This section will d iscuss how o ne fi nds the LQR soluti on ~n d
Before we lea\"~ the time-varying case it is infonnali\'e to e\'aluate the o pllrnal vari ous prope ni es of the soluti o n.
cost func tion 3 in term s o f A and S. I f we substitute Eqs. (9.1 3) and (9. 14 ) f<lr One obl-ious method t(l com pute Ille \'alue of K during the eurly. constam
ATO: + I)r and A'(k + IJ in Eq. W12 1, we find po rti on o f a proble m is 10 comp ute S backward in tim e until it re""hes a steady
val ue. So'\.' then u!;c Eq. (9.28) to compu te K". Th is has been done in .o;ome
I ." softw are paclmges and gives reliable answers. Its drawbac k is that it re qui re s
.:r = 2: L [x T( k)QIX1k ) + u T (k ) Q~ u (k) - A r (t + I )x{k + I) substanti all y more cumputation than the alternate melhods .
,~
Anoth er method is to look for steady-M at e o;o lutions of the Riccal i eq wll ion.
+{ A~ (k) - x, (k)Q )x (k ) + ( _ u T (k) Q !lu (J.ll In steady .~ tue . Sit ) becomes ~uaJ to Sik .;- 1"1 (we'll ca ll them bot h 5,,1 and
the Ricc3ti Eq. (9.23, redu ces 10
= ~ frAT (k)x(.l: ) - A' (k + l) x(k + 1))
- I _I
(9 ..I2 t
I I
= - ,\'(O )X(O) - - A' (N + l)x CN + I) . alg~b'.k Ricca(i equation
2 2 wh ich is usu ally refefTeU to as the a lgebraic Riocati equa tion. Because o f the
quadratic appearann'" of S" . the re is mure tba n ont" ~olut ion. and one needs to
Howevn. from Eq. (9. 19). A(N + 1) = O. and thus. u,ing Eq. (9.20). we fin d know that S musl be pos itive defin ite to selecl t~e correct one . The fact that S is
positive definite follow s by inspection o f Eq. (9.311 and that J mu st be pos itive.
3' = 3 = ~ A ' (O)X(O) For ex tremely simpl e probl e ms. one i, SOme times able to use Eq. t9.32) to fin d an
analytical solution for S". bu t in most C3!;cS th is is imp o.~sib l e. and a num eri cal
SOlution is l"eI.luired.
= ~XT (O) S(O) ,, (O). (9.3 1)
2 M()'; t software packages use \";triations on a me thod call ed eigenvector de-
composition due to its supe rior computatio nal effic iency compared to the meth -
Thus we <oCC th at hav ing computed S. we c an inunedia tely evaluate the C~.I
ods abow. It is based on the li near dcS("rip tio n of the combi ned statt' and :tdjoint
assoc iated with the control. Although the. ~ost could be used in evaluatmg d lt-
equat ions gh'~ n by Eqs. (9.16). t9. 17,. and (9. I 8,. which de ~c ribe the time-varying
feren t candidate designs, in fact. it is not very usefu l bec.a use the. weight ing
so lution. We ca n comb ine the se equatio ns into a se t of difference equation s in
matrices. Q, and Q.. are arbitrary quantitie, that change WIth the dIfferent de
standJrd foon in x and A if \Ie ass ume that Q , and $ are nons ingular. \ The!;C
s igns. Furt hermore.' the value of the discrete co>;t as defined by Eq. (~ . II) )~ EulerLi>grang e !!q uatio~.
eq Ua ti ons are called Hamilton's equations or the ..: ulcr-Lagrange equations
roughl y proporti onal 10 the )""1mple rate. th us e liminatm ~ an)' usefulnes s In el'al-
uating the petfonn~ nce for differem sample r:l.I.e ~. TypIcally a deSigner. " ould
evaluate diffe re nt designs by looking at the tradmonal measures th at ha\e been
di s~ussed in Chapter 7 or possibly by evaluating quadratic perfo~an ce me~l
sures th~t are indo;:pendent of the Q's an d the sample nte. We wtll show In
Section 9.3.4 how to re mO\'e the effect of sample rate o n the \ alue of the .1 F,,"," <)''''''''lS ~';1I " 1"' ''' lim.: d.'I "~ ' hat i, ~r~"' .... , b.~
"'" ",rnptin~ I"'~. T. 4> i, ' ir>guI3r aM 'Il<
cost. iol kw. mg d<""'Pnl<n t " "uIJ fa.1. Sfl'I~"",' p;o.b.o> ~, ... )I! fl , r,u,,,,",, in Ito." f<><mul.l.(j"", (h",
~irc" m'n( I~i'd l tli<uhy.
372 Chiiptu 9 )"lultivanable and Oplimll Cont rol
9.3 LQR Sleadr-State Optimal Cont rol 373

and their sys tem matrix is callcd the contro l Hamiltonian matri:o.: Now we factor the term : - '1 - 40' from lh e sccoml term to fin d
1
40 + fQ;' r ' 4o- Q, - rQ i"' r T<11 _ 1 ]. \9.34 ) det(: 1 - (J:I)detH: - 'I - 4> T)[ 1 + (;:-' 1 - /)-' Q , (;: I _ 4o )- 'rQi" ' r T)) = O.
1( = [ _ 40 - 1Q, 4o- T
To s implifj' th e notation. we note that dct{;:1 - 11:0) = a(.:) . the plan t charac teri stic
L _ . "bed by Eq matrix
Because t,,,,, system d esen . " (9 33) is linear and tre
[ Hamiltonian
fE (9 13 1) polynomial. and det(z - ' I - 40') = a (z- ' ) . Thus. using the fac t that d et AB =:=
is constant. we ca n )(JIve for the eIge nvalues o f Eq. (9.34) Jrroots 0 q. .. det A det B. we fi nd thm the Hamiltoni an (;harac teristic equation is
using standard te<:hniques (sec eig.m in MAT LAS) . For .an mh ord er. system. there
will be 211 e igenvalues. We will ~how in the next secllon lh a! II 01 the TOOts ar~ (9.38)
stable and the other II arc unstable. In fact. the 11 unstable roots are the rec lp~ al' r , T-T
of thc II stable roo ts. FunhemlOre, the II stable root ~ are th e roots of th e o pll ma l. where Q , == p H H and rQ;- r = rr . Now we use the result (Eq. C. 3 ) from
constant. gain. cl osed-loop system! If we we re tryin g to fir.d th e opumal K ~or a Appendix C for the de terminant of a Stllll of I an d a matrix prod uct AB. choosing
A == (;:- ' 1 - 4o r ) " H T to write
SISO s)stem. the prob lem would now be complete. because knowmg the opt im al
roots allows u.' to use Ackennann .s f onnu 1,"a 0 "nd K. But we want the .optimal K lJ (z) a(.: - ' )det [l + p H I: I - r' rr '{:- ' I - 4o rr ' n 'j = O. (9.39)
for M1MO system ~ . 100. so it's not lhat simple. We will o:tum to the cigenvco:tor
decompmit io n solution after establish ing the cha ractenstl~ of the root~ JUSI lewe replace: by : - ' in Eq. (9.39). the result is unchanged boxause detA ' ==
Slated. delA. Therefore. if :, is a characteristk root o f the optimal system. so is the
reciprocal :,- ' . and th e desi red relationshi p has been established.
These 2n roots are tho se o f the coupled x , ). sys tem de.<;cri bed by Eq. (9.33).
9.3.1 Reciprocal Root Properties which describes the solution of the tim e-varying gai n case. But thr time-varying
gain so luti on inc ludes the ponion wherE" the gains are (;onstan t. Funhennore.
Let us tum to Ih e (;ucs tion of the redprocal nature of the Toots of ~q . 19.33). Ii during the cO nStant ga in ponion. the systcm can be described by Eq. (9. 16) wilh
we take tbe z - tran5:orm~ of Eqs. (9.16). (9.17). and (9. 15 ). we obtam
u(k) = - K ", xlk ).
: X {:) = X(:} + rue:). (9.35 )
U (~ ) = _: Q ~' r r A I: ). (9.36) and the rOOlS of thi s simplified /JIh orde r de SCri ption mu st be 11 of the 211 roots
of Eq. (9.33). But whi c h ones are the y? The an swer mu st be the n stabl e ones,
A( :) = Q,X (: ) + : 4> ' A (:). (9.31 1
be(;ause i f any unstable roots wert inclUded. th e valu e of J wou ld be approaching
intinit y and would be fa, from optimal.
If we substitu te Eq (9.36) into Eq. (9.35) and writ~ the re~in ing two equation,
in terms oflhe vari ables X C:) and : A (:). we find.tn matrix form Therefore we see th at once the roots of Eq. (9.33) an: found. the 'I stable
o ne s are th e rool, of the optima l COI1.t fant-gllil1 (;a.e.
T
: 1 - 4> rQ;-' r ] [ X (.:) ] = (OJ.
[ _Q _- II_4o T u \ (.:)
, - 9.3.2 Symmetric Root Locus
Thus th e roots of tbe Hamiltonian sy,le m arc those values o f Z fOf wh ich
An interesting spedal case of Eg. (9.39 ) occur; for SISO systems. In thi s c ase_lhc
T
: 1- 40 rQ;- ' r ] -0 cost function J can be '-\-linen as J = PI" + u' where v "'= Hx and Q . was set
det [ _QI :-' 1 _ 40' - . equal to I. lberefo re. == r and we seE" ;hat H(: l - 4o ):"l r is the plani tran sfer
r
function G(: ). Eq. (9.39) reduce s to
If we now reduce lhe tenn - Q , to zero by addin g Q , (:1- <flr' times th e fir:sl
rows to the second rows. we have (9. 40)
and is the c haracteristic equati on for SISO opti mal control. It is an equation in
zI - <fl rQ;' r T ] =0.
det [ 0 z- ' I - 40' 4o )-' rQ ;-' r '
+ Q , (: 1 - root-loc us t"onn with respe(;t 10 p. thc param eterthat reflect s the re lat ive we ighting
on outpu t ClTOr .r a nd control I /, H" p is small. tht optimal roots are near the !XJles
Be(;au se this matri~ is blockwise triangu lar. we hs\'e of the pl ant (o r the stable reflections of the poles if G(:) is un stable ). and as p
gel, large. the roots go toward th e zeros of G (~- I )G(:) . wh ich arc insi de the un it
det(: I - 4o )det l: - ' I - 40T + Q ,(: I - 4>r 'rQi" l r ' j = O. cire lr.
374 Ciuplcr <I \luh i''3n3blr ami Oplimal (:>nt,,,1 9.3 LQR Steadr-Statc Opllm31 Co mlol 375

- -- - -- --- --- --- - - --- -- - - - Figure 9.4

SymmeHK rOOI locus of h aIr,p'e 9.4
Example 9.4 5.lI'lm,pr, R.~ >{ L ~'''~J'' 5<lh-JlI:, Allill lik C."'/I,>j = ""----- - -
0,.,, Ih~ ,,'mmt<{nc rOOl locu. for tho ,atellite " l1ituM-contro l problem in Eumple 4, II $",
r: I, ~ >e . CMlrt>C"t o~ 11K d,mping of 11K optimal <"Q]ltfolkr ,.~ , p.

Sul ution. Tile di":rclc tran,f.r funrtimr from E,"mple ~ , ll i,

(~-+ I)
G( ~) = --_
I ~ - 11-

Repl ""i n~ .lIl he ::' wilh ~ - I and multip lying top and bottom by~ ' ,.-ults in

GI; - I) = ~( ~.,. I ~ .
I~ - I) -
n..rcfore. the: loco, of optimal root localioo, ,'eI1'U, the p.rnTT"l(ter (l i, ,klcnniocd b)' _
,ullj _
lu tin~ the: IWQ G ',\ into Eq. 1 9 , ~I) 1 to mi.-e at
, . , ~(:
_ _- _I ):
, =0.
(; -11
Tbe k>c.1S i~ dr~wn io Fi g, 9 ,4. :-;oto how ,,,- stable I<xu, se~mc"I' ,tan from Ihe opo:n I""r
poles aad t(nninal~ at the let,.". , Also lIQIe thaI. for each .l.1.bl< root. there is on un<tabk [>1'"
that is it' reci procal.
T h.c opt imal d:lmping ratio for ~"... p i, ~ ~ 0.7. De<igner, h,c ahu) , KnOwn til ...
picking ~ ~ 0.7 prodr>eed a good compromi.>e belween 'p<'{:d ofr.:"pJnse. n,er<hoo!. ~nJ ",,'
of comrol: it al>Q tum, ,),n. for thi s example. 10 be th. ol' limol ""l otion, TIt;, reseh n"'~~ '
~n,< !xcae<c the opI imal tOnnel31ion is "11em pl in~ 10 do the so me ming that <ksi~n(r; hOI.
al,,-cy< tried 10 00. that is_ find the rool, that ""hie\'e a SOQd bal a",:': ':>etween the oo tput eflnr
aad th e u .~ of cOMroL
- -- - - - - -- -- .
9.3.3 Eigenvector Decomposition
N Q\O.' let m;
return to the optimal constant-gai n solut ion for the genen l case. \V~ whe re t: is a diagonal ma lri x of the unstable rootS (1: 1 > 1) and E- 1 is a diagonal
CUll solve Eq. 19.3]1 by trans fonning to a new StJtc thJt ha~ a diagonal >),Sleni matnx oft~ stable roo ts {I: I .:: 1) , 1-(; is obtained bythc si milarity tran sfonnation
maIn.' . and from tl'~ s solution we can o btain the stcady-!tatc oplimJI con trol.
1-(.,- = W - ' 1-f.c W
JUSI as before. the eigenvalues of this main ;.; are such that the reciprocal of e\'Cr~
cig~nvalue is also an eigcnl"aluc. The refore. ha lf the root~ of th~ charaClen,ti,'
equation must be inside the unit circle and h~lf mu st be outside. In this cas~. where W is the matrix of eigenvectors of r( and can be wri tten in block form 35
therefore. 1-f..- can be diagonalized to the fonn'
IV = [X X'l-
:\,' I\.
where
~ In r:If'< ,.. ""' .1( , will I"" e ftl""><<-<I rool. ""j c"""'" ~ mod< d~,"1 1>,' ch",,~< "f '~riahk" In
11>0 .... ,.,, _a ,,,,.11 <"""EO ill Q , N 0 , ",III "",.'" ,lit r,,*lem. ,....b~ ~.~ n--,~" CO"''''''~ In. J..,..J""
form for 'k: 1<" Smln: { 1 97~11.
376 (hap!cr 9 ~1ub\"anahk and Opurnal (0111101
9J LQR Stead}"Stat<'" Optimal Contml 377

is Ille m~ lril ofeigenveclors as..~oc i ated \\'ilh the eigen\'alues lrootS) oulside lh..-
unil cirde and is the Sleady,stal t scl1 ulion to 19.23). and thaI the control law for this s}'stem
cOIT~spor.d1t1, 10.7 \\;th N_ X is
[ ",~, J lilt) = - K ", x(t) . ,9.47)
is lhe m:urix of eig~ n'eclon. a~soc ialed wil h the e igenla h.lC'~ of1(that are in,uk where. from Eq ~. 19.46) and (9,28).
the unit I." irde.
This same transformation malrix. lV. can be used to uOllisform lI: aod ), 10 tho: K_... = (Q : + r ' s,. n ' tr Tsx'P. (9AS)
normal modes of tl:e system, that is. Funhemtore. from Eq. 19.3 1). lhe COSt associated with using Ihis control law is
I
[ ~: J~ w-' [ ~ 1 J-.: = lXT (0)5 ,- x (O).

where x ' and ), ' are the normal modes. Conversely. we alw have In summaI'}. the complele computational procedure is:

(9.111 L. Compute c:iEem'alues of the s)'stem matrix 1( defined by Eq. 19.]4).

[n ~ IV [ ~: H ~: ~; ][ n 2. Compute eigenvector); asso.::iate-d with the stable \ 1: 1 < I) eigenvalues of,(
The solution to the coupled set of difference equations Eq, (9,33) can be 3nd I."all them
sim ply Slated in temt, or the initial and final conditions and the normal mode~ .
becau.le the solutiO:! for the nomtal modes is ~d\'en by

0 3. Compule (O nfrol gain 11: .'" rrom Eq. (9.481 with S .... given by Eq. (9Ao).
E" n '
[ ~,' J.' = [ E-0 ' J[",oJ.
To oblain the stead y slate. we lei !Ii go to infinit),: therefOR: x'(N, goe~ t.o We hal'e alrcadr seen thm the stable eigcm-a.lues rrom Slep I abo\'e are the
lero and. in genel'lli. ),' (N) wou ld go to infinity be.::au~e each element of [ '$ re~ult in g s~'Stem closed,loop roolS "";Ih conslllnt gai n Kx rrom Step 3. We can
"realer than One' . So we see Ihat the onl y sensi ble sol ulim for I~e steady,state also ~h{)\\' ihatlhe matrix X, of Eq. (9"',) is the- malrix of eigenvectors of Ihe
(N - XI , ase is for '\'(0) = 0 and Iherefore )" (k ) = 0 ((If all k . optimal steadY'Slato! doso:dloop syslem.
From Eqs. {9.411 and (9.42, with ),' (k) __ O. we have Most ~ftwa~ packages (see \1 ATLAS'S dlqr. m for the discrete case as de\'CI .
oped here or IQr,m for Ihe conlinuOlls case, use algOrithms for lhese calC'U laiions
x{t) = X,,,' O;) = X, E ' ''x' (O). 19AJI
that are d n<;ely re lated 10 lhe procfilure abcl\"e. In !;Orne cases the SOftware g i\'~)
,\(k) = .\,x'(t) = A, E, I,,CO). (9.,w / the user II choice of (he pan icular melhod to re used in Ihe SOlulion. Although it
Therefore Eq. (9.43) leads 10 is possible to find the LQR !!ain K" for a SISO sy~ ~m by picking opti mal fOOlS
from a symnloCtric mol locus :lI1d then using Ackt"rmann's formula.. it is easier to
)1:'(0) = E' X,' x(k). 19...l;'i1 use the geflC'r.J1 IQr roul ines in M ATl..AS for either SISQ or MIMO systems. If a
Thus, from EqS.19A4 ) and (9A5) locus of the optimal TOOI~ is desired. dlQr.m 'U1 be used repeli ti\'ely for \'arying
\'lllues of elementS in Q , or Q;.
)'(k) = A,X,' l[lkl = S,. I[(t,.
which is the same fann as our assumption Eq. (9.20) for Ihe sweep melhod. 'o() - - - - - - - - --------------- - - - - - - - - - - -
we: conclude that Example 9.5 Drlflnal R,~~ L1.;a.l j,1l Ih( /Jt]hb!,' ,\I'l,-"S!,'-ing 5..-s"'111
5"" = A, Xi ' uminc Ih e q.1imall ....... us f(ll" Ihe doublr m:t1s-~prin2! I~ .lCm of ApJl<'ndi, A.'; ud comment
01\ the rd~li,! I"r'I("ti" Of,hiJ ~I'proa~h ,.~. the pOlr' pl:lt::"m<nI appt'lCh u,ed in E~a lnpk S.3
.1 FfQtII r.... ,9.4 1 ,,,~ .....' tho: if A' ;,. "'" z<m 'lltn \~ >1:11 . . .. ill ~"" i. II ..... . nd II>: "em ",I) for Ih i. "} stCIn
he y. ,WlIt H "".'~r. ,f tt>< ,)""m i, ,"Ofitn;lll,blt ....~ ~""'" Ihal 3 "...., 1101 ." .11 ,,-i'Hch ""II ~~ It\.
')'''em <tilblt ond , ,,. a finil< \01..., '" J. B",~",.. "e ""vo III< "pli~ ('<) ", rol ,n F.q. ,\1.3.11, .. ",". ,
ful)uv, lhal.he opllmol ,.""en, i. "",,10 and A' '"' a ifQ , ",""h th" .tll ~ "".. ' sff1 J. !WIUlion. U"ng II\(, ..am. model and !.ampic p"rux! a~ in E~ampl~ S.J. we fitxl '"IltUh for
ct>. r "hk h "'" 'hen u.se<l "'i,h dlqr.m 10 .-.o<,-~ (lr In., do>oed-Ioop tuOI~ for ":uiou; ,'lllllCS of
378 Cha.pltr 9 Mull tl"3r1ablt and Opcimal Control
<) J lQR Stead}-Statt Opt imal Cont rol 3 79

I~ ""tl,h lillt mJlri.. Q,. BttlIu>e the OUtput d i. the onl~' quami!)' oflntCfC>t. it malt!. ,~,~ ....'
10 use .. ci,htinj! on thai stale demclIl ooly. dUll is 9.3.f COS ( Equ ivalents
It is somelimh IfS('ful to bt.- able 10 fi nd the discrete COSt fU OCIion defi ned by
Eq. 19.1 1). \Io'hich i ~ the cquil'lIlenl 10 an analo~ COSt funClion of the form
Q,= [qf ~ ~ ~ l'
o 0 0 0
and Q: i. arbnrari ly SC']e<:{cd to be I , The]~ is dClnTninm by ,"'}.;"the , 'alII': of fI" " ,. (9,49)
M ,m.AB !Imp!
H:l\'in~ thb equiva lence relationship will allow us to compu te the 3. of two
Q .. logsPclCf(3.9,300). 02: 1
discrete deslgns implemented wilh differcm ~am pk periods and. Iherefore. will
IQ( i.l 100, pro\ide a (:lir basis for compllrison. II wi ll alw provide a mClhod for fi nd ing a
disc rete illlpicmelllation of an optimal . eOlllinuous design- an "optimal" ,'n sion
01.d,~ [q{i):O;O;OI);
of Ih..' emulation deSign method discussed in Section 7.2. In Ihis section. we will
Ik,s,l'l.dlqr(ph',gam,O I ,02); develo p the eost equh'aJence. and the u!\(' of il for an emulation design will be
disc u5sttl in Section 9.3.5.
,,'" The integration of the COSt in Eq. (9 ..19) can be broken imo sample periods
produced a '>erk< of ,.. Iue< of lhe do~ l oop !~'\Iem I"00I.< H' moll') whi, h "'~fe plou ed ur. according to
the: ~ plalle in Fi g. 9.S . 1'00C that the rOOI> ,c1ted in Eump~ 8.3 tbl ~a"e the be.1 r(;ul"
I ~ alth e poiml man.ed 'Y ~t an on the s tab le portio n oflhc locu s. So"e iCC th at lit(' opl"lI,t
.solution pm' ide. guidaOC( on whe,., to pic~ th coscill at'll")' poles. !II (act. [he re., ut" f~n Ihl> (9.50)
dc.ign led 1<> the 1(lt>oo of the po~ localion, for the SOnd C3'>C in E..mpl<' 8.3 that >,dlkd
the: superior rtspon!oC. and bcc:miit

xII: 1" + r) ::: ~:JI( r)x (t T) + nr )u(kTl. (9.5 1)

Figure9.S where
lOctJs of 01':'11.311 f{JOb 0 1
.... mple9.5 ,. r(r) = 1: eF'd"G

" as indicated b)' Eq. (.1.58), sub.>lilulion of Eq, (9.51) inlO (9.50) yields
,.,
(952)

where

Q :! Q!! u 1ft
[0" 0"J:1'[ "'r ;" ) 0J [O" 0J[ "" <) I 0 Q,! 0 I'fITJJ" <-
.,
,., (9.53)
Eq ulItion (9.53) h a relationship fo r the desi red equivalent. discrete weighting
malri ..."e~: howe.'er. \10'1' see that a comp lication has ari~n in that thefe are now
cross tcrms th at lI'eight the produl:I of x and u. This can be circu mve nted by
.,.~,---C.;;",::::""-",~""::,,",,--~ trans forming thc control to includ e a Iincar combination of the Slate. as \I'e will
Rtll "";, .~ how below: llowc\cr. it i ~ also possible 10 formu late the LQR Wlution so that it
can OCCOllnt for the eross !enI1S.
380 Chapter 9 Multi''a:iJble and Opllm~l Control
93 lQl StndY-Statc Optimll Control 38 1

A method for com puting the equh'3.lem gai ns in Eq. (9.53), due to Van Loan
( 1978), is 10 form the matri x expooential6 desired specifications are met. The discrete- appro.~ im~ tion is then obtained b)'
cakulming the discrete equi"alem or the 1;000tinuous COSt fu nction via &t. (9.5!5),
- t' , and the n using that rest in the disc-rete LQR eum putation of Table 9. 1. with
G' , Q" ' ] T
o Q,~ modifica:ion_~ to account for the cross tenns in the v.Yighting mauices. These
(9.54 )
u p[ ~ ~ f G ~~
[ ..o" ""j . steps are all accornpl i~hed by MAlLAH'S Iqrd_m.
, ,
It will tum OUt that -------
Example 9.6
- -----
LkUgn b) Eq~;'a!ol( COSI
CIJ" = [ : ~] Euminc: It.: 3CCUI1tl(~' of lbe equr.-atent CO>l emuiali;)f1 m.:thod for the salelille all ilude conlrol
q,~/ = ~~: : uampk.

howC'O'er, one netd! to calculate the matrix expone ntial Eq. (9.54; in order 10 find
Solution, The roIIli noous ' epK'f113 ticm of the ~)'5Iem i, Ipt'cified by F and G from
cz, 1!'
BecJust
Eq. (4 .47,.1.:se of a conlinuous LQR c~ kllialion tkr_m in '\1ATu.B ) ... ilh

Q,,- [~ n
we have I~ desired res ult
Q,: = ( toooo. t. 0.5 . 0.2 . O,!. 0,05. 0.Q2. O.Ot )
[g: g~] = q,:l~W re_.ults in , plane root . " ' IoC1 I}' 3t ( '" 0,7 I S sho;)-.n by ~he line in Fill'. 9.6. U~ of 1M
Routines 10 calculale the discrete equ ivalem of a continuous cost are availab le in iqrd m function compJ ln Ihe di:<cr<'1~ coocrolle. lilal minimize. the samt conlinuou. co.t,
some of the CA D control des ign packages (see jdequiv. m in the Digital Control tl\U~ ~rri~in , nl an emu latMlt1 uf the conlinuous de si~n. The njUiv"tenl I . plane rooI_ of IM oe
dill'il.1 C(l<)u()lk:n ~ , 10;0 plot!ell in MI:. 9,6. The tl,lU'( 5Jloo". s lhac ~ery till k: change in root
ToolbOlc). Furthermore, MAll.AB has an LQR romine (called Iqrd.m) that fi nd ~
tocariollS O(\,'ur b) thi~ cnu ra/ion "",lhod, In fact lite dtanllt in rooIiocatH;.ns ;s aboul 10:;, ... t..n
the disc rete contro ller for a continuous COSt and com putes the ntssary discrete
cost in the process.
In summary. ttl' 1;000tinuous I;ost function .1, in Eq. (~ .49) can be compUied Figure 9.6
from discrete samples of the state and I;ootrol by tr3nsroming the ron t inuoo ~ Degradiltioos of s-plan(o
root locatlOl'l for me
weighting matrices, Q, 's. 3(:coroing 10 Eq. (9.55). The resulting diSl:re te we i~~I
OPtimal MlUlal:(ln ,.
ing m:m ices include cross tenns that weight the product of x and u. The abli ll~
me1hod. x.ynp~ 9.6
to eumpute the continuous COSt from discrete samples of the Slate and conlfOl I)
useful for com paring digital controllers of a system with diffe rent sample rate._
and will also be use fu l in the emu lat ion desig n method in the nUl section. .- COI'Iti_. <lui",
<>00 Emulalioond..
o:- -____________________ i", ~

9.3.5 Emu lation by EqUivalent Cost 1 I ",/ell. ,"

lbe em ulation dcsim me thod discussed in Section 7.2 look the approac h that tlK'
design of the comp;nsalion be done in the contin uous domain and the resu ltlfl~ ,
I)(s) then be ap pro~ im al ed usin g the digita l filtering ideas of Chapter 6. This sam<"
approach I;an be applied when using optima! design melhod! [sec Par~n s (1982)]. , 1
Firsl. an optima! de;illn iteration is carried 001 in Inc l;onlinuQUS do mai n until the

~ 1':01< Ihlo I~~"<ri .. I .' drnOOtI 11.",1'0'< . ..-h...", <be ..,at ",atri~ ;.,; ,""I"p lied b)' the .ompl<
pori<l<l. T.
382 Cha;>m 9 Multivanab!( and Oplimal Cont rol 9.4 Optimal Esnmation 383

l ampling at si~ lime~ the cl~-Joop nawral frt:<ju~n<:y (w.fw. : 6) Md ;ncrea>e~ 10 aoout
IW furw, /"'. = \ Dr """'''''Y ufthe zem-polt mapping e mulJt;cn nJethod was ~'aluale<.l
in Exampl~ 7.3, ils cak~lat;OIl~ for ~ .lm;lar c.~ample ohol',e.llhat "-''/''-'. = 30 f~sulle<.l in "
IW change in fOQlIOCllion. and w) w. = fI 'c,u it( d in a ~ ,cduClion in <lamping.
we will extend that to the ti me -\'ary ing optimal eSTimation solut ion (commonlv
known as til e ""Kalman filter",. and finally show the correspondence between th~
Kalman filter and the Time-varying optimal contro l solut ion. f"'Oliowing the same
r?ute that we. did for lne optimal comrol solution . we will then develop the op-
Ilmal eSl1matlOn solutioo wi th a steady-state L -matri~ , (n the end_ thi.~ amou nt s
to ~no ther method of computing the L- matrix in th e equations for the current
est imator. Egs. (8.33) and (8.34)_ \\ hieh are

In general. use of the optimal emulati on method will result in a digital i lk) = x(k) + L (y (k) - 5:(k)). (9.56)
controller whose performance will match the oonttnuoi.ls delign much closer than where
any of the emulation design melhods di s ~us,ed in Section 7.2 and C hapter 6. A
requirement to U!'.e tbe method. hO\\-ever. is that the original con tinuous de,ign be x(k+ 1) = <Iti(k) +ru(k):
done w;ing optimal methods so thm the continuous weighlt ng matrices Q, I and
howev~r. no.... L will be basedon minimizing estimation errors ratherthan picking
Q,., are available for the conversion because they arc the parameters that define
dynarruc characteristics of the estimator error equalion.
the design.
em ulation adv~nTag e ~ As discussed in Chapter 7. emulati on design is attraeth'e because it a ll ows for
the desig n process to be canied out before specifying the sample rate. Sampling 9.4.1 LeastSquares Estimation
degr.ades the perfonnance of any system to \'al)'ing degree; . and il is satisfying
Suppose we Imve a linear static proc ess gi\'en by
to be able to ans wcr how good th e comrol sys lem can be in terms of disturbance
rejection. ste ady-stale errors. and so on. before the sam pliJg degradation is in y= lIx + \. (9.57)
troduced. Once the charac teri stics of a reasonable continu ous design are known.
the designer is betteT equipped to se lect a ~ample rate with full knuwledge ofhol\ where y is 3 P x 1 measurement vector. .Ii is an 11 x I unknown v~tor. \' is a p x I
thaI sel ~tion will affect performance. measurement error vector. and H is the matrix relating the measurements to The
We acknowled~e that the scenario just presented i ~ w\ the reality of the unknown s. We want to d~term ine the best estimate of .li given the meaSUrements
typical digital de sign process. Usually. du e to the pressure o f schedulcs. the y. Often, the syste m is ol'erdetennincd: that is. there are more measurements in
computer and sam ple rate are specified long before the control s engineers haw y than the l:nknown vec tor. .Ii . A good way 10 find the beSt estimate of.li is to
a firm grasp on the controller algoriThm. Given th at realit). the most expedient minimile the sum oflhe squares of \-. the fit error. This is ca lled the least squares
path is to perform the de sign directly in the discrete domain and obtain the be,1 so lution. ThiS is both oensible and vcry convenient analytica lly. Proceeding. the
possible wiTh that constraint. Fun hcnnorc. many de sign exercises are relatively sum of squares can be written as
minor modifications to previous designs. In the se cases. 100_ the mosl expedient 1 I I r
path is 10 work direct ly in the discrete domain. J = 2" v = 2(1 - "xl (y - Hx ) (958)
But we maintair. th at the most des irable design scenario is to gain kn owledge and. in order to minimize this expression. Ille lake th e derivati\e with respecl to
oflhe effects of sampling by first pcrfomung Th e de sig n in the continuous domain. the unknowlI. that is
then performing dis:rete design~. In this case. The emulation method described
hert:: is a usefu l tool to obtain quickly 3 co ntroller to be implemented digimlly or -' 3 = (\' - Hx)'( - H l = 0 (9.59)
to use as a basis for funher refinement in th e discrete domain. " .
which result; in

9.4 Optimal Estimation

so that
Optimal estimation met hods are attractil'e be<:auoe they haoole mu lTi- output sy."- least 'quare' e,timate (9.60)
terns easi ly and allow a designer quickly to determin e many good candidat~
designs of the est ima tor gain matrix, L. We wi!! firs l devdop the least square, where designates lhe best esti mate ofx. Note that the matrix to be inl'ened is
x
estima ti o n solution for the static caoe as it is the basis for optimal estimation, then II x /I and that p must be :: II for it to be full rank and the in\'crse to e.~isl. If lhere
384 Chapter 9 Multi ..ariablt and Optima! Control
9.4 Opt imal Estimation 38 5

arc fewer measurerr.ents th an unknow ns (p< n ), there are t~ few measurements

so th at. in ''''''or form
10 delenninc a uniqJe value of x ,
The difference between the estimate and the actual va lue of x is
'. 1 r. ,;
i - x = [H ' H ]- ' H ' (Hx + v) - x ,; =
,:l";
" " C] l-:;' J+ ["]
= [H ' Hr 'H'v, (9.61 )
[ "] [ ~'~r;
"'t;matf! acrura L)' Equation (9,61) shews thaI. if v has zero mean. the error in the estimate. i - x.
will also be l ero m~an . sometime) referred 10 as an u n b i~ estimale.
The rovarianc~ of the es timate error. P. is de fin ed to be
p = l(i - x)(i - X)T)
= !(H' U)- ' J( Tn TU (J( TI I )-']
= (H TH)-I H ' [! w r] H (H TH)- 1 (9.62)
If the elements in the noise vector. l '. are uncorreiaied with one another. (n-'l '
is a diagon al malri", ..... hich we shall call R. Funhennore. if all the ele me nts of \.
have th e same uncertainty. then a1l1he diagonal elements r:i R are identical. and E"alu4tion ofEq. (9,60) produces an e>l ima,e of Jl
.=[;:]
(9.63)
.f = 0.09-\3 J
where a is the nn, va lue of each element in ,. In this eaie. Eq (9.62) can Ix: [ - 0.""
0.0239
written a~ which is Use.:lIO pioo th.o "beSt fit" par:abola .iloog with rhe raw data in Fig , 9.7. TIle dot> used
m d.,erm llIC .I~ pMabola only occurred during the firs! II nlOfllhs, after that tile ""!abo! -
(9.64) an eUrapol'!Jo n. ,.- a IS
and is a measure of how well we can estimate the unknown x. The square root of
the diagonal eierner.!s of P represe nt the nns val]les of the errors in each element Fig ure 9.7
in x. Least-s.quares fit of "
parabo!a to o,J'.a in
Example 9 ,7
"
Enmpie 9.7 UaslSq~~r"'Fit
The monthly sales lin thoos.ands S) fOf 1f1e firs, year of 1f1e ~1""" isham Co, are given by ,"
0
y' '" [0. 2 0,5 1. 1 1.2 1.1 1_3 I I 1.22 .0 1.22_2 4_0). ~
_, '" O,7':'.~l - 0,(19.13, + 002J~,.'
Find tile kast>quare~ fit parotbo la to this da,a and use tlw m predict what lhe mon,hly ",Ie. will
,,
be during the: ~oond rear, Also Slate wha'the predic,ed """ur.><~' of 'he parabolic coeflicier>h J.
arc. assuming th 't the rm! lIC<:urac~' of the data i, $700. "'.
,
Solu lion. The ""Iutien;s obtained u~iog Eq. (9_60), wh= H C{)rltaN the parabolic fu ncri<:oo
to be fil. axh month's sal es obeys ,
" = 11" + 111+a,'
-, ,, ~ , + v.
,
" 10 l~
7 t;, cal led rN: nporto"'JI aod doc';,d)' "'nn, i.h< ." ~"re ofllle qu.n,;:y in I 1-
, [\1 00110<)
"
386 Cr..ptH I,l Multil'a riablc and Op:imal C(lnlrol 9.... Optimal Estmu tion 387

Equl ion (11.641. ,,i.h H as aOO"c and n 1 '" 0 . .111 (n ,,'U ,,,'cn 10 Ix 0.11. ~.~ Ihit, and Eq./9.67 J reduce~ to
o.~n.. - 0.1 670 omll 1
P= -0. 1670 0.0655 -o.QO..l1I . (9.70)
[ om II -OJ)(W8 0.00J.I
.. h,eh mullS tlAl the om accu~' of lhe- CodfiCIU IS ~
Rec urs ive l e3st S quare s

IJ., = JO.~23.l = 0.7235 The IWO ieasl-squ.1res algorith ms abO\-e E s [9 60

algorit hms in th at all Ihe data is obtained '::d'l~ and r9.6~J. are bot h balch
)
o ; JO.0b3S _ 0.2559 For an e.~imllti on blcm tha ". processed III one calcUlation .
., would becom . pro t nJns for a lon8 time. tRe measurement ~tor
o., = JO.OO).I .. 0.0192. . e \cry large:. and Ollt' would h:l\"e to wail unt il the " oblem
comp Iett III order to calculate the eSlimat Th ., . was
both these diflk:ult ies b rf ' e. e .rccu.rsl\e fo rmu lallon so h'cs
'd ' . . Y pc omll ng the calculatIon In small ri me 5t The
~:~~,r.~.~cBcl.l e IY the same. that i~. a weigh r: d tea, t sq uares ealcUlationeFsbei n,
,.- ..... ""'. ut 0011' .... c br~ ak lhe probl . ld .
found X, and new data. for which we W~~I Into 1.1 .data. f,!," which we already
Weighle d Leas t Squares ncw X. is adj USted for the ne~ l}' acq uired dla~a~orreellon (1.1 Ji . so that the O\'e rall
[n many cases. we knov. a priori that some measure ments arc more acc urate th an The prob lem is Slated as
ot hers so that all the diagona l elemcnts in R are 11(J1 th ~ saine. In thi s ca.r.e. it
makes >cosc to weight the measurement errors hi gher for those Il1 ca~\Jre nlcm~
kno"" n !O be more acc urate be~ auM: th at will cause tho se measure me nts to have U:H ~:J. + [::j (97 1i
a biggcr infl uence on the cost minimi u tion. In other words. the COSt fU nction in where the subscript 0 reprcsents old data and n re sent s new .
Eq. (9.58) needs \0 be modi fi ed to es ti mate o: JI gh'en all the data follows di re<: tI ,. from pre
Eq (9 69) _~ data.L.~ he best
a... . . :I' N can ..... wnnen
I
:r = -v" ,:"'. (9.65 1
2
where '" is a d:agona[ w'eighting matrix. w hoS(' elemenlS are in some "' II} <9.72'
in\'ersely related to the uncen aint y of the corres pondi ng element o h . Pe rforminl,:
the slime algebra as for the ullweighted case above. w'e fi ne mat the Ixsl wfighl td
.1 ~: n"i' R~' ][ ~: l' ~ [~J [Ri' R~' 1U:l
re JI IS the beSt C51nn:IlC o r x gi\'cn Ill! the d~"
" . old ,_" n~ ....
' .... ,,~ ~ LeI's deiine i as
If llSt ${JUlns solution is given by
i = x_+ .!ix. C9.73 )
(9.66 '
where .~_ iS~ the beSt esti",1lllt gi"en only Ihc old data. , . . Wc wllm to find
l
11tc co\'ariance of ih iseSlimate also directly follows the de" elopment ofEq . (9.621 e~I"eSslon or I.be C~CIIOO 10 this estimate. .!ii . gi\"en -ii.e ncw dll ia i an
... a~ the be~t esh mlltc gwc n the old data. it satis fi es . S nee x.
and results in
(9.6'1 (JI~ R;l H~Jx_ = U: R;'yo' C9.74)
A logical choice for '" is to Ie! il be inversely proponional to K. Ihus wcighlint! Exp:mdi ng out the tem l5 in Eq. (9.72) and us ir.g Eqs. C9.73J and /9.7_1) yields
the square of the r.leasure ment errors eu ctly in proporti on to !he in,'erse of their
n ; R; ' II. i n + fll: R; ' lla + H,; R; ' If. ].5x = H~N~'y. . (9.7S)
a priori mean sqUlJ"e error. th at is, le t
whic h can be solved for the desired re~u lt

~ x = [UTR- ' Il
" ""
Th is choice of weightin g matrix is proven in Section 12.7 to mi nimize the Iraa
+ H'K-

' H J ' II TN-n ' ,~ . -
I'"x,,}. (9.76)
of P and is calh.""d the best linear unbiased es timate. With th i~ choice. Eq. (9.6(.1
~~a~:~~1~9~O~~~t~~e! the C(Wariance of the zstimate. 3nd in ternt s of the old
becomes
(9.691
(9.77 )
388 Chapter 9 Muh,\'ariablc and Optimal Control 9.4 Optimal Estimation 389

so that Eq. (9.761 rOOLlces to 9,4,2 The Kalman Filter

<Ii = [P; ' + H: R; IH.r 'H; R; I(y. - H"x). (9.78 1 Now conside r a discrete dynam ic plant
and we see that the correction 10 the o ld eStimale can be determined if ..... e x (k + I ) = IPx(k) + fu(k) + f , w (k) (9.81)
simply know the old <-Slimate :md il~ cOI'arianc<-. Note thaI the correction to x is
with measurements
proportional to the difference between the new data y. ad the esti mate of the
new data H, i . based on the o ld x. y (k) = Hx (k) + v(k) ,
By analogy wi t~ the weighted !east squares. the covariance of the new eMi
(9.82 )
mate is where the procus noise .... (k) and measureme nt Mi~ ,'(.1:) 3re random se-
q uenees wlth zero mean. that is
(9,79)
( w (k)) = ( v(kil == O.
Note here that it is no longer necessary forthere 10 be more new measurementS
than the elements in x. The only TC{juirement i> that P, be full rank. which cou ld have no tir:le corre13tion or are "white"' noise. that is
be sat isfie d b)' virt ue of p. being fu ll ran k. In other word~. in Examp le 9.7 it
( W(i) WT(j ) = [ v (i)vr(j) ~ = 0 if; ~ j.
wou ld have been pu;sible (0 stan the process with the first th ree monlhs of saks.
then recursively update the parabo lic coefficients usi ng one month"s addition~l and hU\'e C\:Ivariances or mean square "'noise levels" defined by
S3leS al a ti me. In fxt. we wi!! see in Ihe Kalman filter tlnl it is typical ror th e
[ w (k) w T(k) == R". E [v(k)''' (k) = R,.
new y to have fewe r elements than x .
To summarize the procedure. we start by assum ing that ' " and p. are availab le We a llow L. in Eq . (9 .SO) ( 0 v~nt
-; w'" ("- . .
I~, ' 10,; u me step. and we WIsh to pick L (t) so
re<~r! ive le"t s.quar~ from previous ~a1cu!ations. that the estimate of xix). given all the data up 10 and including time k is opt'mal
ptooedure . Let us pre~~nd t~lltporarily that witlKlut us ing the curren t measur~mcnt ~'(k):
Compute the new covariance from Eq. (9.79) we alrtady h~l~ a pnor eS!lmate of the Slate at the time of a measurement. which
we WI ll call x (k). Th, problem at th is point is 10 update this old estimate based
p. = [P.: ' + H~ R ; ' H.l - ' . o n the currell! new measurement .
Compute the nev. \'alue ofj; u~ing Eqs. (9.73). (9.78). and (9.79) .Comparing this problem to the recursive least Stjuares. we see th at the esti-
matIOn measuremen t equat ion Eq. (9.82) relates the new measurements to x J'~st
x = x" + },. H ; R;;-'(y, - li.x) , (9,80 ) - .
.as the
. lower row in Eq '(971). U K,: ophmal state estimati on sol ution
doe s. hence ,"
T3ke new data and repeat the process. tS given by Eq. (9.80). where x takes the role of j(k) P = P(k) H - H d
R. = R ,. The solution equatio~s are . ' . - . an

This algorithm assigns re lative weig hting 10 the old i \s. new data based on their ilk) = x(k) + L (k)( y (k) _ H iCk. (9.83)
relative accuracies. si milarly to the weighted least square~. For example. if th ~
where,
o ld data produced in extremely accurate estimate so thaI }'~ was almost zero.
then Eq. (9.79) soo...s that p. is :: 0 and Eq. (9.80) shows that the new estimate L (k) = P (t) H ' R-, '. (9.&4)
will esse ntially ignore the new data. On the other hand. if the old estimate s ar~
very poor. that is. p" is very large. Eq. (9.79) shows that Equat ion (9.79) is used to find P(X). where we now call the old covariance M(k)
Instead of p . thus .
p. :: [ 1I: R ~ ' H "r ' .
P(k) = [M- 1 + UTR,-' H' - '. (9.85)
and Eq. (9,SO) show~ that
The
d' size
. of the matrix to be inverted in Eq ,.(985) . h
Isnxll.werenlsthe
i:: [ H : R;;-' II . rI H~ R;l y. . l ~enslOn of;\: . For the Kalman filte r. y usually has fewer e lemenlS than x . and
which ignores the ()ld data. Mosl cases are somewhere between these two ex- It IS more effiCIent to use the matrix inversion lemm a (See Eq. (C.6) in A ' d'
C) 10 con\'err Eq. (9.85) to ppen IX
tremes. but the facl remains th at thi s recursive-wcighted- Icast-sq uares algorithlll
weights th~ old and new data according to the associated oolmance. P(k) = M O:) - M (k) H T(lI.\l(k) H T + R ,)- 'HM(k). (9.86)
390 Chap te r 9 Multi v~ri~bk ~ nd Oruma! Comrul
9.4 Op,:r. ~ 1 Est im.llt On 391

M (k) i~ th e co\'ari~nce lor expected mean square eITQr) of the , tat e es ti mate. Eq. (9.89) redu.;;e s 10
i (I; ). before the measurement. The state e~li mat e after the mea surement, ~ (I;).
ha s an crro r co\ari a~ce P(k). ;\1 (k + 1) = lP(k)l T + r ,RJ:. 19.90)
The idea of conbi ni ng the previous est im ate with the current measure mem
based on the relative accuracy of the tw O quantities--the recursive l ea st-~quare<; . Thi.s comple tes the required rela ti on ~ for tlle optimal. time -va rying gain SI ~le
concept-wa~ the gencsis for the re lat ionships in Eq. (9.83) and Eq, 19.85 ) and
estl maI1 0~. commonly referred to as the Kalman filter. A su mm~ni of th ~ req' , d
relations IS : - , !.life
is o ne of th e basic ideas of th e Kalman filter. Th e other key idea h as 10 do wi th
us ing the known dynamks o f x to pn;dict its behavior betwcen samples. an idea
At l/i e mra.lUremtm rime Imeasurement update)
th at was diseus:<.ed in the deve lopment of the esti mator in Cha pter 8.
Use of dy nami cs in the propagation of th e esti mate of .\ be tween k - 1 and I; i lk ) = x(k) + Pl k) WR,- '(y( kJ _ Mi lk)) . (9.9))
d id not come up in the static leastsquares estimat ion. but h~re thi s issue needs to
be addressed. The Slate estimate at I; - I. given data up thro ugh I; - !. is call ed ..... here
~I k _ I ). wherea s '>ie defined itl; ) to be the esti mate 3\ I; given the ,arn e data up t
Po.: ) :: M (I;) - M (k)H (HM (k)H' + R, r' H .\ I (k ). (9.92)
through I; - 1 [n tbe static leas! squares, these twO quantites were ide ntical ;md
both called :11:. because it wa~ presumed to be a constant: but he re the es ti matc~ Behreen mea.wrtmems (time update )
diffe r due to the faa that the 5tale will change according to the syste m dynamic,
i lk + l) = (j)x (l;)+ ru (k) (9.93 )
as lime pa;ses. Specifically. lhe e~ti mate i lk) is found frum i lk - I ) by usin g
Eq . (9.8 1) with w ( ~ - 1) == O. becau~e we knuw thaI this is the expected val ul!
of x (l; ) since the e~led value o f th e plant noise. [( w(1; - I)) is zero. Thu s
M (k + I) = <f)P(J.:)$ ' + r ,R" r ; (9.94)
i (l;) == li (k - I ) + ru (k - 1). \9.871
where lhe initia l co nd itions for x (Q) anc M (O) = [( i (O) x r(Q)) mUM be
l"e change in estimate from i (1; - II to XI/;) i ~ called a time u pdale:' where~ ~ assumed !O be some valu e fo r in itializJ tio n.
the change i[lthe e stimatc from i l k ) toi (l;) a~ given by Eq. (9 .83) is a measure
ment updme: whi ch occurs at the fixed time k but ex pre sses the il1lpro\<em~nt Because ~f is time-Iary in g. so will be Ih e es timator gain. l.. given bv
in the estimate d ul:' to the measurement ~ (k ) . The same kind of time and mC J- ~ . (9.84) Fut1hermo~. we see th u.t the stn:c tu ~ of the estima tion proces~
s urement updates appl y to the esti mate cOIariances. P and <".I: I' represents the tS exactly the same a, th e curren t esllmator ,iIen bv Eq (956)" d'
'" '" L . . . . . . . te l"erence
est imate a.;;eu rdcy im med ime-ly after a measurement. wherelS i\"I is the propagatt'd 109

t t tS tIme

va ry lOg and determined so as tn
"
p IV ' ,
~" ,d, 'h' m mtmum ,
eSIl'
"alue o f P and is va lid just before measureme nt s. From Eq (9 .8 1) and Eq. (9 .l-\ 71 matlOn error;. gt ~en a prj?ri know ledge of the process lIoise magnitude. R . the
we see that measureml:'n1 nOI se magnl1ude, R, . and the CO I'llrimlce init ial cond itio n. M(Q ).

x (k + 1) - i (1; + !J = I(x( k) - i (/;))

+ f , w {k ). (9.881

which we will use 10 find lhe covarian ce of lhe state m time k + I before lak in Exa mpk 9.8 nrn~ . \.~I)itil: KaJ"1<ln Fi!uI Gal ~j
y(k + 1) into an:ou nt
~ol.e for ~~kt for ,he .\;I'elti t. ~ni\~de control prob lem :n Example 9.3 a."lImin g (he angle . Ii.
M {I; + 1)= [[( xlk + 1) - iU.: + 1))( x(1; + 1) - i (1; + 1)/). ,s sensed" nh ~ measurement 1lOI'. oonui:mce

If the measure menl noise. ' .. and th~ proce ss noise, w. are unco rrclated >0 that R, '" 0. 1 deg:.
:11: (1;) and w(l;) are also un correlat ed. lhe cross product temls van ish and w ,' filiJ n.oi~ is due .to di slUrn"~ torq"", ac, in~ on Ih e 'pacecraf, wil h the
that '''~r ~n(e- mpu, d,stnOOhon
d~ssll mbe 'ke.p<oce~.s maln~

~ I (I; + I) = E[ >(:II: (k) - x(k ))( x( k) - i 1k))' l1 + f ,wlk )WT1k W : I. 19.891

G," [ : ]
But because a nd a,s~ mc ~'er"l 'a lue~ for t ~ mt'an squ a~ magniw Oc: of th i~ di >l.ufban~.e:
P (O = [( :II: ();:) - x(kJ)( :II: (I; ) _ ~ (.\:))Tl and R. = [( w (k) w T(k)), Ru = O.CXll. om . 0. 1 (det!/>cc'~ .
392 Chapter 9 ,\lu.h\\-anabk and Opllmol\ C"rurol

SoIuti(MI. Bau>( onI} 1;1 is diu.:ll) ... nstd. "C ba,c from Ell. ~.! ..!1 , 3'''UlllptiOIl of \\hit<;: pro!':l:~~ noise is oflcn a m31 hematicill an ilice tha t is u)cd
H =-\ 1 01. because- of lhe ca~e of -.oh'ing t~ re~u lt illg olMimilation problem. Physically. R.
i, cOJdd~' accoun li ng for un knwn di5.(Uroancel>. whether they be steps. .... hi le
nobe. or some ....here in l:lCtw("('n. and for imperfections in the plam model.
If then: i\ a ra ndom disturbance thaI i5. time ~I ated- thal i\. colorttl
noise-it l U) be 3C"eUr:ll cl~ IllOIkled by augll1eruill.!! '" ..... ilh a coloring filler tbm
com.ms 3 \l hi te-noilo(' input into lill1c -correl:uoo noise. Ihus Elf. 19.11 I I C31l 3b.o
be Illa<k 10 deSCTibe 110n,,'hite dil> t urbance~. III praclice. hOwe\er. th i ~ i.i oflen lIot
dont due lu the c()lI1ple" ity. Insle3d. the dimlfoo.nce~ are :l~s llmed white. and lhe
nube imcnsily i~ ~djustcd 10 .t!he acceptable n:s uh~ in Ihe pres~ nce of e"peeled
di slurballC('~ whether lime ....-oITl' I~ I,~ or not.
H R_ \\~" ,'ho!>C II IU be zero due 10 a 13d: of kn owledge of a precise noi~
mod.::!. lhe h limalor 8~ in wou ld e\'emua lly go 10 zero. T hi~ i .<>0 bcca u s~ Ihe
Upf iln allh in~ 10 lIo in lhoc idcalh tic ~i1 uat iOJl of 110 di.'lu rbance~ aOO a /I""1i'(1 plant
model i. to e~\i J11a tc opcn loop afte r Ihc illiti al ~()ndilion error.' h:!\"e l'oJllpll'lt'/y
died uut: a f1 ~r all. the ,'cry best iilt.r fo n he noisy measuremelllSis lO!OI~JI )' i.goorc
lhem, 111 pra~ tke. l h i ~ win not work beo:au!'oe thtre afe always ~oll1e di.'Hlrbnnces
~lId Ille ]llmu nlOl.lcl j, nc\"er p..'rfe":l: [h u~ . lhe fih er \I'jlh urn gain \\"ill drift a\\"~y
-------- --- ------- divergent tjllers
from renli l)' and is referred tu as a dh'crge nt filler.~ If an eSlim:l\or mod~ \l illl
len) gaiJi W l~ aJ.-.o naturally Il n~l ~ble . the estimator errOl" \\ou lll di verge fro m
re31i lY \'cry qu ickly and likely re sult in ,murm ion of the ..:ompu ter. We therefore

GI\'cn "'
an a.c , u;u d,''"
~
problem . One can often as~i!n ~ tnea 'dgful
be nin f< R"3Iue
Thtu... are oft en fon::ed to pick "n l ue~ of R. and SOmetimes r out of a hJ(' in the
It, . lI'hieh i~ based on tnc sensor accuraq. The smne ca nnot sal or ~ . l
design IlfOCe,s in orde r to a..~su re (h31 no modes of the e"till13tur Jre " 'ithout
feedba"."k and Ihat Ihe estimator \\it! track all ~s of the actua l >)'~te m . n,.,
d isturban ce noise nlUdcJ ., hou ld be selected to appro.~ i ma !e that of Ihe actual
Figure 9.8 known d i~turb3nces "hen pr.lClicaL but Ihe desig ner oflen f.('ulC!; on lIC(:epfable
Example oj ~lImalor
0.' ,';lIues based 011 lhe qua li ty of the estjmat:ioo that fesult.~ in sub;;equelll simulatiQlls
g.J1m lI('rn.s lime
--------- including all kno\\ n di.'\Iuroooces. ""hile 3nd otherv.'isl.'" ,
0.'
, It i ~ po~$jble to ioclude a nonzero process noi~e illPUI in the plant model
R" _0.1
0.' and YCI ,till ( lit! up ..... ilh J divcrgem filler IH'l son ( 1978)/. This can arise \lhcn
---- --_. ~ __-__: ________ ~~ ~R~._.y~o1_ __ _
o,~ the proci.'S\ noi.... i\ modeled so Ihal it dOl'~ not ~ffeet some of the modes of Itle
Ic___, ,_ _ ;,____, ,_ "__",","-"--_,,;"c"c;~.c;;~~~"~jc_,
- ;,,----",,, ~yStem. Bry..on ~hoI\"ed Ihal ttle filTer will not be d i\'er~em j f you select 1', su that
.~
'0 ~ 10 I~ ::0 the sy~tem. jell. r ,l. i~ " wl/ml/aMt' and all diagooal ele me nt~ of R. arc non1.ero,
Fur 3n i mple ll1e Ol~ l iOIl of a t imc. \"a1y i n~ lilter. iniliul conditions for )1 3nd X
are 31so required. Physicall y. t hl~ n: prcse nT [he (I p rior; e ~ l jm3 le or the accuracy
of X(O). \l hid in tu m rep1~se nt s the (l p riori eSlimat.. uflile Sl~ l e. In ..ome l'3l>\'S.
t""re might be test data of some kind 10 ~ upport tIleir imclligem choice: nov.'c'er.
Ihul is l1ot t~ pi cn l. In lieu of any bene r informalion. one could logK:all)' as)lllne
Ihat tne COll1p()ne nt~ uf x!O) containetl in y are equal 10 the first measun:mem. aOO
the remain ing l'OO1ponC ll1s un: equal 10 l ern. Similarly. the cOTlljXlnenh in ) '1 that
--------
a A ~I' ~ i.~ ~ ... ..,.. "'".. ,,1<Jdr. ,0:1. " /\I nning Opt'n 1' ''p'5 ""~,~i",,, oJ"""''' ""bi Ll""'" '" "r...
<!<ImI>.,oo ~'f'I'!.,. b<\-.>u", ., i~ ......, , iI< ....,,~"' .n.:'" , I, ;., "'m , ~ n:.. J"":~I"""'~ 'h, PO""" .. ~ ....
m.nd;, m><k upMd 10M ,"' ..... :M.n rx, ..
39+ Ch~pta.;l )'ldm~ riJhle ~1ll1 Opti m~ l C,mlml Y. "", Opumal Esnmallon 3 95

rt"present a mt"a~un: d l'omponent could be logicall y SCt 10 R,. and the remaining ~~~~~~!rog~lt~m as t~ desired ~1<:adY-SI3IC solution to the estimation problem
component, set to J hi gh I'alue. .e equa tions ~re solved in opposite directions in tim c -
In ob tain ing lhe values of L in Fig 9.8 . it was necessary to soll't" for lhe Table 9: I lrs.ts lhe correspondences that res ult by direct comparis~n ofthe con-
timt" history of P. Because P is the covariance of the estimation errofl'. wt" c~n tr.:'l and eSUma tlOn recu rsron relations: Eq. (9.25) with 1': " (992) d'o
somel il1l e~ usc I' as;m indi cator o f esti mation accuracy. provided that the value, WIth Eq. (9.94), '-'-I' . an '-'-I' (9.24)
of R. and R_ art" based on some knowledge of the ac t u~l noise Char:lCleri~l i..:' . . By analog}, with the con tro l problem. F.qs. (9.92) and (994) must h .
and that \\' and \. all" appro)(imately while. ansen from two coup',d , quauoM . .h ' . 3H
Wl\ lhe same form as Eq (9 33) 1:' h
The intent of this section and example i~ to gh'e ,orne insig ht into tht" nature corresp~:l1Idences in Table 9.1. the con trol Hamiltonian in Ecz 34)'~ sm~ th'19
of the ,o!ution so as to motil'att" and prol"ide a basi ~ for the following section, eSl tm nllon Hamiltonian " comes t c
Readers interested in Ihe application of Kalman fi ltt"rs are etli;"Ouragcd to rel'iew
wor ks devo ted to that subject. ~uch as Bry~on and Ho :1975). Anderson anJ " = [4>' + II TR: 'HIJl-' r ,R_r : - II'R, ' HCP-' J
' - <p - ' r I R)" ~ 41- " 19.95)
Moore (1979). ~nd Stengel' 191\6).
l1lercfore. lhe ~teadysti!t e \~lue of 1\1 is deduced
Eq. (9 Ao) an d is by COmpJrison wi th
9.4.3 Steady-State Optimal Estimation M ::= ,\ X-' (9.% )
A, shown b)' Example 9.~. the estimator gains wi ll eve ntually reach a ' Ie;!uy- where
" "
stJte \ alue if enOllgh time pas>cs. Thb is so because the \,a!uel of :\, lnd P
reach ~ , teady \'a lJe . Be-cau,e of the substantial simpli fkation in the co1l1ro JJ ~r
afforded by a comtant estimmor gain fIlJlriX. it is often desirable to determine' D:J
the constant gain curing th e de,ign pfIX'ess and to implelT,ent that constant \'~ hl~
in the controller. As dis{'us~ed in Section 9.2. many control .~ystems ru n for 1'<:1)
~re I~ ~~gell\'ectors 01 7-i.,- a,sociated. with. its stable eigenval ue.I. Hern:e. from
"qs. ( " _)J~~.(9,S4) aft er som~ mampul:lIIon we lind Ihe ~te a d\' state Kahn""
lo ng ti mes and ,all be treated mathematically as if they run for an infmite t i m~ . fi ergall1 10 "" . _. -
In th is case the constalll gain i ~ tl~ opti ma l because the early transient period ha,
no significant ef'fcl't. Whateycr the motil'ation , a constJnt-gain Kalman tilter i, L ... = ,'I ' " H ' (lOI ... H f + R, )- '. 19.97)
iden ti cal in Stfuc t~rc to the estim<ltof discu~scd in Cha pter 8. the only differer,,,'
being that the gai n. L. is deu::nnined so thai the estimate ~iTors are rnin imi ud fN ~is is.~ standard ~akul Jli on in MMLAB's kalman.m. Sometimes thi s S()!uti on i~
COG re efreu to the hnear quadratic G:,lIIssian (LOO)
3, b' b .. .
th e a,sumed level of process and measurement noise. Thil approach replace~ tIle' a' d' h d ' . pro 1."111 ~cau se rt lsofteJ1
pole-placement method of finding the es ti mator ga in and bas the hig hly desir~h'" . :um,e r ~~t ~_ en\,a\lon that the noise has a Gau~ sian dist ri bution As ~an b,
....h"~ n r0111 UJ ~ uc,"elopme nt here. th'IS as ~umpt . . . ,
r on IS nOt necessarv However 1'''lh
feature that it can be applied to MIM O systems.
I IS assumpt,on. one can shuw that the estimate is flo t un I, ,"_ o~~ h ... , 1
H,; " '" t at m!tllmr~~ s
The eq uat ion, to be solved that determine l\-I and P are Eq. (9.92) ,lI1d
Eq, ( 9.~ ). Repealed. they arc
P (~I "" 1I.W:) - 1I.1LO H' (1I:\l lk) H T + R, )-' IDl(k). 19,')~'

I\I (k + I ) "" 1Jl1' (k )IJl' + r , R~ r ~ \'),'J~ ' Control Estimation

Compari ng Eqs. (9.92) and (9.94) to the oplim;Jl cOlI/lVi recursion re lation':lir'
M
EQ. (9.2 ~) and Eq (9,25) ,
M
.'
p) ,~51 Q, r, l\,r:
t\11J.:) "" S(t) - S(J;)f[Q; + r ' S(k) r r'), I"S(I.: >. ,
(9.~4 )
<'
SI t) =: <P rM (k + 1)41 + Q I' Q,
- - -'.
.... e see thai they are precbc\y of the samt fonn! The only c:lception il lh ~t
Eq. (9.94) goes forw ard instead of b.1.ckw:lrd as Eq. (9.24) does. Theref[}[).-'. ",:
can simply change variable, and directly u., e the steacy-;;t:lte lolutiun "I th,-
396 Ct>.... pICT 9 1I.luhi\"anable and Opamal (,mImi ~.;. OplimJi E S[l ma lion 39 7

the eTTor ~q uared . 't ut al so the one that is the statistically "most likely." In th i_
~'h ~re G , i" defined b) Eq. (.. .45). Repe ating the deri\'3tio n l" of Eq. (9.90) " ' Ih
derhat ion. th~ resul1 i. re ferred to JS the maxitn um likelih ood esti mate. r,
lte Integral above replaclOg w(l: ~ in Eq. (9.810. we find that Eq. 19.90) be.:'oT~es
Because Eq. (9.341 and Eq. (9.95) arc th ... same fonn. the eigenvalu ... s ha~'c
the same red proc al propenies in both ca;.es. Funhen norr. for sys tems wit h a
1\1(1: + 1) = "' PI I:J4I ' + LI
~
l'f' IP( r)) G, l (W ('1 1w' (r )]G ,' 41 ' (r)d rd>'>. / .
si ngle output and a single process noise input. the symmetric root locus follow~
by analog y with Eq. (9 .40) an d the U$e ofTable 9.1. Spedficall y. the charJcterhtic
BUlthe white noise modd for w mea ns th at (9.991
eq uati on becomes
(9.981 fl wl'1) W' H ) = R"r'I J(h' / - r ) '
whert'
f h R~~.iSl'allcdth
. "' power,
. ' pect ra Id en~ l1y
' . or me:ln-square spectml de nsil\'
where q = R,J R, lnd o t e COntIOUOU$ whIte !lOtse . Therd ore. Eq. t9.991 re duces to .'

G . {~ ) = H (:I - 41 )-lf , . M (I: + 1) '= cf) P (i; l>' + C

where "
Therefore. for ~ystcrm whe n;: the process noi se i, addit ive "ith the com rol input-
th at is. r = r l -Ih e control and estim:.lti on o ptimal roo t loci :.Ire identical. and the CJ == t r
41(f IG I R'f'-' G 4l ' (1)dr. (9. 100)
co nt rol an d estimation rootS could be .>elec ted from the same loci, For cxample. j"
the loci in Figs. 9 .-1 and 9.5 could be used to select estimator roots ~s well as the ~~~~t ion of th,is in tegm.1 lsee disrw.m in the Digital Control Too lbox) can
contro l roots. E 9 led OUt uS ing a ~I mllar exponential fo rm due to Van Loa n ( 1978 ) .
q. ( 5 4), If T i~ very ~hr>rt com pared to the ~yst<.!m lime' conSta!1lS. that i~ a~ In
41 = 1 and r , ;:: G,T.
9.4.4 Noise Matrices and Discrete EquivalenlS
then thl' in tegral is apprvximate ly
The quantitie. de fi ~ing lhe noi se mag nitude. the covar iance matrices R~ and R,.
were defined in Se:llon 9.4.2 as C" :: T G I II G'
.... r-J , .

Typ i c~ lly. if there i; mor<: ilian one process or mcasuremcn: noise compo nent. un,;
C.1 ;:: r I R~""'
T
r I' '
has no information on the eross-co mlation of the noise ~lemenls and therelnr~ Therefore, "
wh~re w 'cne Eq . (9.9 .. ) to the case
can appl y the di screte cO" ariallce updo'''~
R.. and R, are selec ted as dillgonal matrices. Tht magnitudes of the d iagonal IS contmuou s nOI;.e by u~ing the approx imation that
ele ments are the \'ariance~ of the noise components.
R =R.,....,
T' (9, I0 1}

Process Noise, ~ as lung. ~~T is much short er th an the SYSTe m ti me constant s. [I' thi~ ass umpti Dn
IS !lot va I, onr InU.lt re"ert tu {he in tegral in Eq.19. IOO ).
The process noise acts 011 the continuous ponion of the sys tem ~nd . assulnin~
' [n rea hty .. however. ther... is no such thin2 a, whi te continu'"'' , A p"
that it is a white continuou; process. va ri es widely througrout one sample period. w hlI~ - nOi s e dlsturb ' ld - . v .. , " v "'" ure
Its effect over the sample pe riod. therefore. ca nnot be determined as it was t,)r from 0 . T nnee wo u have equa l magmtl.lde content at all frequenci es
o
si n~l i: ~'" r.mslated. that me ans that th~ currelati on tim e of the randum
Eq . (9 .90): instead, it needs to be integrated. Fro m Eqs . (.l.55 ) and (4.561. we 'e,;
g pr~ t ,dy zero. TIl<; only reqUI re ment fo r our use of the white-noise
that lhe effect of oontinuous noise input oyer o ne sam ple period is
10) s.,"Sl<ntd' t 986~-;:J!-;--
,,(I: + 11 '" cf)" ll: l + ef'G 1",'(rpdrj . l t H) C<>f\,!, ulini rn ao;lI, :.:.t<>nJ i" S wq 4 58 III.-
mor< ",,, .. Ih.s."", . :" I. >pp<O.,i<TL''',"II'''' foJlo~'f'''C , i'''''tN.''' i.ll)
oc , :lp~r""m:~,on . ,'.~ G ,
f'"
398 Chapler i) t.lu it il;Hiable and Optimal Contlol
mode-l in discrete sySle ms is that the disturbance have a corre l ~lion tim~ that i.'
shor1 com p~red to the sample period. If the correlation time is on the- same- order
or longer Ihan Ihe ,ample period. the correci methodology entails adding the
colored-noise madello Ihe plant model and e-stimating the random disturbance
along wil h the original state. In fact, if the corn.. lation lime is C;I;tremely long. Ihe
disturbance aCIS mu;h li ke a bias. and we have already d iscu~sed its estimation in
Section 8.5 .2. In pnctiee. diSlurbances are often assumed I:> be eilher white or i.l
bias. because Ihe irl1Jro\'ed accuracy pos~ible by modeli ng a random disturbal)('<:
with 3 ti ~ constant on tile same order as the ,ample period i~ not de emed wOr1h
the e)(trJ comple);it~.
The detennination of the appropriate ,"aille uf R ~f'"'J thaI represents a physicll
process is aided by the re l li zation that pure wh il e noise dOo!s not exist in n<llur~.
Di~turbances all hal'e a nonlero correlation time. the onlyqllestion being: How
shor1'! Ass uming Ihll th e time correlnti on is c:r;ponen tial I>.;th a correlation timl."
T,. ' and that T, system lime constanh. the relalion belwe~n Ih e powe r spec{ rJl
den sity and Ih e meJn >quare of the signal is':
Typically. one can melsu re the mean square value. E{U"(I)). 3nd ean either
mtasure or eSlimme ils correlation lime. r, ' Ih u, allowin g the compulation I,f
each diagonal elen:ent of R. t,J ' However, the desired result for our PUl"J'O"c'
IS the dlscrele equivalenl noise. R~. _ It can be l"Ompuled from Eq. (9.101 ) anoJ
Eq. (9.102). where-each d iagonal ~lcmenl. [R.. J,. is related to the mean .q uar~
~nd correlation time of the ith di sturbance accoroJing 10
(9.10.' 1
:-.<ote frolll Ell. \9.103) that R" and [ tll~(t)) arc not the same quantities. Specifi.
cally. the diagonal e:emen ts of R" are Ihe m~an square va lu e;.ofthe dis.:;rNe noilc .
u(i;:). lhat produces a respon~ from the di screte model gi"en by Eq. (9.90) Ih~t
matches the responsc of the continuous system octed on by a w(l) with [(w' (/ I j
and T, . N{){e also that it has been assumed that the noise is while compared 10
lhe sample period. that is. T, r :lIld that T any s)stem ti me constant>.
Under the se condition~ th e di sc rete equivalent mean square \'~lue is less than Ih~
continuous signal mean square because the con tinuolls random signal a~ting on
the continuou~ system is averaged o\"er the sample period. If r, is not T. then
the noise is not while and Eq. 19.100) is nOl valid: Ihos calculation of R" is not
relevant.
~-! Opmna l ESlir: IJuon 399
Sensor Noise, R,
The pertinen: infonnation given by th~ m;lnufncturcr of a sen~or product would
be the nns " j ltt~ r"' error level (or .~omc other si mi lar n:lme ). whk:h call USO:ll1y be
interpreted a.1 the ra ndom component and a~~u rncd 10 be whil e. that i~ . uncOITe-
Imed from one ~ampk to the ne); t. The rms \"~)U~ is .,imply ."<!uared to arri\e at
the diagmlal element, of [( ~. : (I )). Unlike the proce~, noise ca:-.e these, alue, ~re
used di re<:tly. th at i~
(9.104)
The ;}I.l mpt!on of no time correlation i~ l'onsislent wilh the deve lop ment of the
optimal estimalor Ih;}t "as di,cus sed in SITtion 9.4. :>. If the l"orrel~tion tim e of
a se nsor is l(]nger than the sample period. the a.;surnption i~ not correct. and an
accurate treatment of the noise reql.lire ~ th:ll itl coloring modrl be included
wilh the plnm model and Ihl' measurement noi~e error es timated alo n!.: w ith the
re,t of Ihe staTe.'! One could also igno~ thi ~ comp li cation and proce<!d as if the
noise were white. with the know ledge that the effect of the meMiUre ment noise
h in elTOf arrlthat ,; keptidsm i ~ required in the interprel<ltioll of estimate error
predictions ba.l ed on P. FUr1he rmore. one co uld no long er claim that the fi l!er
was op timal.
Sensor m an uf~cture rs typica lly list bia~ errors also. This component should
at least be evaluated to detem]ine Ih e , en,i tiv ity of the _,,)'-,tell\ 10 the bias. and if
the df:t is ~ot neglig ible. the bias _.. Iwold bl' modeled. augmented to Ihe _~ t ate.
and eSlimated using the i d~as of Section !I.5.:>.
NOlI' th a! neither the S-ilrnple period nor tilt correlation time of the '>Cnscr
error has an impact o n R, if \. is white. Although the nns value of \. is nol affected
by the samp li ng. sampling at a higher rale will ca use more mc~ su relnCllts to be
a,"erag~d in ani ving at the sUM estimate. and the ~,t im a l ()r <IC<.:ur<ICY wi ll improve
with sample rate.
In :\(lme cases. the de~ igner \\'i~hes to kno\\' hol'. the ,ethOr nobe II il l affect
all e~limato r thaI is implementt'd wilh analog t' lectroni cs. !\ llhoug h Ihi~ (:an
be do n~ in principle. in practi.:e il is rarely done OCC.:luo;e of the low cost of
dig ital implenlemations. The I-alue of lnalyzing th~ co nlinooos ca:-.e is that the
kn ow ledge ca n be useful in selecti ng a sa mpl e rate _FOr1hemwre . th~ designer is
sometimes in.erested in ;;reating a digital implem~ntation woos.: rool.' match that
of a conl in uoJus des ign . and find ing the di.;;crcle eguivalcm noise is a method to
appr0.\im3te thill design goal. What~\cr the rca,o n. the CI)lltinliOus filter "an be
evalu.:ltcd digit.:llly. with the appro priate "aloe of R, being the one that provides
the discr~te eq uivalent to th.: continllous proce~s . the ~ame situltion thlt was
 o:xnmi n...-xI for IhI! pro.:e1>~ noi<;e. "f'herefort'. the proper re lalio n ill thiS ~pecial..:asc A -.at b fa..: tory ~Iution for e lemenl.< o f 0, is the n )~
is frum Eq. 19.101 ) or (9.10 ) )
, Q'_ II = 11m;. O l :~ = I /"'~. 0, _" = 1/ 111 ;. 19. 1(6)
R .::: R.,.., or IR,I, = 'j=lr,. I"!VlIJ, . (9.105) Similarly, r..'lr Q: we ~k"Ct a mmri.~ \1,-ilh dia~()nal e kmenh
. T
"ho:~ f) I': (I)1 is tl'r mean Mj uare value oflhe ~ensor noii\(" and f , is ihCorn::13Iion Q:... = 1/ 1/;...... Q:.:: = I J II ~ ... \. 19.107)
lime. Al!ernnli\ely. if one desire~ on lv the COnlinuou~ tiller performance for a T~re rcmaill) a .~..:u lar .... Iio !>e1\1,ccn the ~t ate and the con lrol lenlh. which \1,,,,
baseline. Oil<! can U~ a pure ('QllIinuo'us analys is of tho: f il er." which retjuire~ WIll call p . Thu~ the 100 ai CO~I b
unl ~ R ......
.:J = p 1i. ' H' Q,lh + u ' Q: u. (9. 1081
II ~lCr.c
0, and Q: arc ~hell by Eq. 19. 1(6). and Eq. (9.107 1. and p is to Ill." ~kcted
9.5 Muhivariable Control Design b) trial a~d crror, A compu terimefal'tile procedurl' Ih al aIlO\l'~ l'.u rninat iou of
rOOI
. locutions
. 3Jld' transient r-...~pon~ for :.e1ec t~d "~~ ol -Q , . Q
- ':J I ..... ,"OU
,.
.e~~( 1tC'
The elements of It.: design pruc e~, 01 ~ .'.HMO ~yS lcm ~\'l' !x'ell d i ~c u~sed in tht" proce.'i\cOfl' l d~fHbly. . .
the preced ing )'cclions. Thi~ secliu n di scu~.'..cs .<,(I m.: uf Ih~ h~u.:~ in des ign and
prol ides III'U exml1)les of l11e proce_,s. 9.5,2 Pincer Procedure
T,he .d.e'iignu can introduce anut her deg ree of fr... edo ll1 into Ihi, problem b,'
9,5.1 Selection of Weighting Matrices Q , and Ql req umn 8. thaI allthc clo~cd.IOop pole.~ be ill~ide:J c ircle of "ldiu, I/ a. where
,.\ s can be ~en from Ih... dbc us~ion in Sections 9.2 and 9,). the stleclion of Q , a .~ I. It w~ du this, tht' n Ih e ,!,agnitude of en::ry transient irt lho: c ltl-.ed 100
and Q . i~ on ly weuk l)' conne~ted to the perfo rmall..:e specificmi olls. and a ce rt ain 11'111 ~ecay at least ~., .fa~1 a~ 1/ 11", whi c h (Ilrm~ pine.."" around lhe tnm~ienl~ an~
amounl uf tri.d and enur i$ u ~uall y requ ired with an inter:ICllI'e (Ompulerprogram a llo" 5. a dc~ret 01 d lr\.'Ct control Olef the ..... ttling lime. W... can illfroduce thi ~
before:. ~lIl i,facIOl)' de1>i~n resull,.. There are, howe,eT. a few guiddincs that can effect In Ihe fol lO\1,ing way. '
be employed, Fur e"ample. Bryson alK! Ho ( 1975, and KII'akemnak an! Si\'B.ll ~uppoS(' Ihm a~ a luooifica tion to ttlC ~rfol111 aoce criterion of Eq, 19.1 1), "~
conSider
I IY72) ~ugi!e$t e'!Cll liaUy the ,;';lmt' approach, This i~ to take Q, = II ' Q,II so
that lhe ~Iale~ ente- the co~t \'ia Ihe important OUlpu ts ~which m~ Iud to H = I
if a ll states are to be kept under close re<~u l ation) aoo to ).CICCI Q , and Q; to be .:J~ = t l1i.' Q , ... + u' Q;U)u ':'>.
d '(lgonal "dlh ... ntnes so <.eleCled that a fhed pereelll!lge ci 3n~e of euh \-ariable ,."
makes an eq ua l ccntriootion 10 the 1.."."01 ,'< For e.taAlp le, 5-lIpposc w... have Ihree We can d j~t ribute Ihe ~olar t;;>nn" ~ III Eq. t9.1(9) as a'a' and ",rile il 3,
OUlputS with ma ... imum de\'iat ion~ III " III " and III " The o~t for d iagonal Q, i~ ,
:J = L\-- ila"1i. ) Q ,Iil" .XI + (il" Ul r Q ,Iil't u n
ij".'-; + q~: y; + q nY~ ' '
,,.. .
BryiOl'I'l . u le-! The ru le is that if .", = am " y: = am;. and .1', =alll ,. lilen
'" L lz' Q,z ... ,.f Q: 'I. 19.1 lUI
q"y; = q:;,1'~ = q"y; : .-"
II here
Ihus
7. (~) = il"xlkl. ' -lkl "'OI U(k, . (9. 11 11
The equ:lliolls in 7. and " a rc read i l ~ ruun d. CUll,ider

I~ S.... 8ry...... . :od It ~, '~i ~,. l fk + I ) = il' ;+I .I",.k + I,.

I ~ 1(~'"~~""""':mJ 5",,,,, , N i l f ,uiF" u<'ng. ""."'"t< ,1.:.,,8<' (m", ..~",,,,.1 101...,: I.,,~""" ..... - ---
II ~ "", I~"'''"'~' ,'11:1;'.' [ro", ' ~ n...,''''''''' , -0( . ., I ~ Sr."",;,,,,,, Cillo") 11",-<,.;:;;';1.:
;02 C hJ J>I~ r Y "luII W,ln~ble and Opllm.!1Cum rul

From Eq. 19.10) we ha\"t~ the state equatiuns for xlk + I). So) tnat J"e" iscd system (jIll ond a f for UloC in an LQR comp utation for the feedbac k ~il i n
z{k + II = (1'-' [<IlxO: 1+ [ u (l ll rnatril K . U~ o f K \lith the u riginal ~yslem. tlt. will prod ucc a n:spon~ of a ll
states that Mille wi lhin the pn:scribcd I ,.
If we mu ll iply Ihn;lllgh by Ihe u ' -'-teml."e can \\.rile Ihis IS
tit + II = u <trol u ' x(t)) + O' l" lo ' U\.(: )1. 9.5,3 Paper-Machine Des ign Example
but from the ddini l i()ll~ in Eq. t9.11 11. I hi ~ i~ the ~ame as
t\ ) a n ill ustr.ll lon of a lTlultivilri able contro l u~il!g optimal control t hniq uc). \I'e
zft +I)= (I<I.IZ(t ) ~ O r\,(t) . 19. 1l:! 1 \I'ill consider control of Ihe paper machi ne head box described in Appendix A.5.
The conti noous I.""q u~ t ion.~ or motion ilre gin.~n by
The perfunnance funclion Eq. 19.1 10 1 and the e'lual ion~ li mo lion Eq. {9. 11:! 1
detin~ a new problem in optimal comrol for which the sol u:ion iS:l control law -0.2 0.1
\' :: - Kz. ~= - 0.05 (9. 115 )
[ o
:]<+[ g0'7 ]".
0 - I I 0
which. if we work hldward. is
We a).' unlC the tk~ig ncr h... s the following spt....::itications on the respo nse.1 of Ihis
",' u On:: - K \U' .'l: I~)) s}''item:

I. Th t ma.\ jrnum ~ ampling freq uC tlC), is 5 Hz (T = O.:! sec.l.

uttl = - K x( k). (9. 113 \
2. T he 1'1 scttlin g lime tu dcmand s on .\ ,1= total head) shou ld be l e~s than 2.4
We conclude from all thi s that if we u!'\' the controlla\\" Eq. 19.1 13) in I~ SI31C )t'C 11 2 periods).

equminn.< (9. 101. then ~ trajeClory resu lts thai opl i m ~ l.f~ Ihe perfonnaO!."e 3.
!s
8i"en b.. Eq. (9.1091. Furthennore. the ~ tate Ir.IJectory sati sfies Eq. 1? lll ). "he rl.""
Zll ) is ~ stable ,tUf so thm xlt I must ()eeay (U l~aSI as f:tSl :ls I / o . o r else 7,(l )
coul d nol be guararlel.""d to be stable.
To appl)' Ihe pincers wo' need to relalC the settli ng lime. to Ihe ..a lue of (1.
Su ppose we defi ne ,;eltling time o f x as lhal timc I , such Ihll tf x (01 :: I and ~ II
Ot her statc~ are ero m J,; = O. Ihe n the tra nsients in XI a re less Ih!1Il 0.0.1 \ 1,:," of
the l1la>: imum l rOt" ::1I time:. greate r than I" If .....e approxi mate tht tra ns tent 11\ .t ,
3. The sett ling ti llle 10 demand s on .l .(= liquid le\'e l) should be leh Ihan fiI sec
140 periods}. .
4. The un its Oil ihe stat es have b..:en selected:>o thal lhe m3)ti mum pennissible
deviation o n total heall. x,. is 2.0 units and the ii'luid level. .I"~. is 1.0.
5. T he un it~ o n control ha\'e btt-n seleCied so Ih:a t the ma1(imu m penni ~sjble
de" i3Iionon" , (air control I ; ~ 5 uni ts :and Ihat o f I I . (stoc k control) b 10
units. .

" First [el us apply the pi nce r procedure to ensure th at the settling Il mes are
l , tk J :::: .f,(0)( I / ed. met. We ha\'e asktd Ih:at lhe st il li ng times be 2..1 -ec for .\"l and 8 set; for x . If. fl"
then \I hen 1. T = t, ' we must have purposes o f ilIUSlrat ion. we ~Iect i lle more string ent of thest and in Eq. -'9.1 1-1)
~elt, = 2.'" for whic h 1.1 T :: I:!. then
.1,(tTl::: 0.01",, (0).
(j > 100' l ~ = 1.47 .
..... hich '" ill be sati sfi td if " is such Ihat
No\\" let U!. So.' lcc t the COSt mat rices. B'lsed on the spec ifications and tile
Il i a l' ::;: 0.0 1 = - discussion in Section 9.5. 1. we can conclude Ihal III , =:! :lIld In : "" I. and thus
' 00
-Q , ~ [0." 0]
0 I .
,,> IOO, t = 100". 19. 11-l 1

[n ~um mn r}'. ~pplic Uli on (J f lhe pince r proced ure requ irc ) that Ih~ dCSi g nc~r Bcc nuse we are intereSlcd o nl y in .\ , and .\': . the output ma tri .~ H in Eq. i9.108) is
~ tecl Ihe sclli ing time. r. . wi th in wh 'l'h all state. sh ould .~l1t c 10 le~s Ih; n 1.(":
Eq u;J1 ion (9. I I" I i! lhen used 10 compute ()' an..!. accord ,ng to Eq. 19. 11 _ 1. t h~ 11 =[ 1 00]
o , 0
i04 Ch.:ai:ller \l ~Iu h\'i.riabl( amI OpurnaJ C('lllrol
9.5 Mullh"anabk (ontro.l! DI: >Isn i05

f igure 9.9
Re;ponse of
0.2500] pape!"miICh,1le
Q, = 0 I 0 . dosed-loop co ntrol t::l.
[ o 0 0 (a) inihal mte
. '{OJ = 11 0 0];
Fun hermore. becau se 11 ,_, = 5 and " : .." = 10 (b) 10;\1031 slate
. '(0)=[0 1 OJ
~ =
Q[ 0.040] 0 0.0 1 .
COIlI'Crliion oflte cont inuous sy~lem in Eq . 9. 115 . toa di..cretc on~ (T = O. ~
:.t.'C) yield~

0.960-;' 0 .0196 0. 1776 ] 0.0 185 O. I!}7-1]

(J) = -0.0098 0.9999 -0.0Cl09 arnl r= - 0.0001 0. 1J9(1 .
[ o a 0 .8187 [ 0.1813 0
The~e two matrices are the n mult ipli ed by the ..;clll ~r 1.-17 f = a) alltl uo;ed III
M ....1l... ... BSdlqr.m wilh th e prt'ceding Q , and QJ'
Th ~ LQR calc ulat ion gives II Lumro l gai n

__ [6.81 -9.79 3.79]

- 0.95 H-I 0. 10 'I
and dosed-loop poles "I
~ = 0.108. OA91 jO.068.
wh ich are we ll y"ilhin 1/1,47 = 0.68. Fig. 9.9(al sho\\; ~ the lra nsient rcs pon~<'
j
to unit- state initial conditions on x,.and Fig. 9.9 Jb) shows the ~ame for ini ti,1i
cOfld ition ~ o n .1" .. Exami na tion o r these results ~how~ th~t Ihe requ irement on
~ lIl i n1!- time' has- been substantially exceeded bccau<;C .1" ~Il les to \',llh io I q, h~
1.8 )C(.'. and .1", ~lIles within 1'k by 1,6 ~ec for both cases. 11(}\I'cIcr. the conlrol
e lTon o n " , is I ~rger th an ilS specitie3lion for both in itial condit ion ca~~. and
funher iteration ~n the design is requin.>d , To W lTect Ih.s ~i t u:ll ion . the des igJ'l('r 1- -~
' ,n
should IX' led by the f~1 res ponse 10 re la.~ lhe de mands on respon <;c limc in old."!" , -,-
10 IO\I CT the overa ll need for COntrol. Fig ure 9 .1 0 mOl'" tile re.<q:lOn 5e wil h I, in 1-' - '.
Eq. (9. 11-1) seleu cu to be 5 ~ec for the ca~c wilh x(O) "" [0 10 1', The cOImo l II , ","
"/ 10
is j u, t with in the spec ifi cati on, and tho: re~ponse lime of .1, b 2.3 sec and thai of .,, ., ,
.11 is 2.0 sc" All specifications are now me l. ,., " " "
It is po,sible to improve the de,ign sti ll fun he r by noting th~tthe rc ~po n S<'!lf n"'l_)
.1_ beats i t ~ ~pec iti ed maxim um va lue and .~el1l ing ti me by a subslilntial lll argifl.
To ca pi ta lize o ll ihis obse rvation. let us Iry relaxi ng lhe .:ost 011 .( .. After '-Olm'
ile ration (sec Prob lem 9.7 t, we ti nd lhat ,'" cost on .( " that i ~ -

025 0 0 ] n: ~u lt.~ in a de,ign that ., till meets a ll spec ifi cat io ns and su b~l a mia ll\' red uces
Q, = 0 0 0 ,
[ 0 0 0 the usc or both cn nlro ls, It s response 10 x(O) = [O IO)T is ~ ho\\'n in Fi su r~
9,] 1.
figure 9. 10
","""",0' 9.5.4 Magnelic-Tape-Drive Design Examp le
Doapt'f-m(!eh,ne
u A~ a funher iliuSlr.l!ion of ~IIM O de.~ign. lO't \l iII now apply the i dea~ [0 an
clo~-loop lontrol to
'",!loll sl ate e.t a mple thaI inc ludes integra] control a nd estima tion. The .~)'~I em i~ ".hOl\ n in
J( ' (O) - 10 1 0] WI th
,- Fig. 9.12. The n: lS:ln indcpenckntl) comro llable dri ,'!, motor- on each end of
r, ~ I heneo to S!oK the tape: lhcrd~. il h po:.sible In con trol the- tape JJOsilion o\'er the read head.
xJ a~ ""cit as the tensi on in the ta pe. We ha\"(' modeled the !.:Ipc [0 be a li near
} ~: ~;
.~. .;:."..""..n.=____._._._.____ spri ng " 'jlh a small amount of \' is\:ou~ dlmping. Although the fi~lIre shov. s the
tape head 10 the lefl of the spring. in facT. the springiness is di mi buu~d alon!!
..0." "
........- the full lenilh o f tile tape as shown by rh ... equarions be low. The Sool of the
conTrol ~y~lem is 10 enable ..:urnm:ondi ng lilt: tape ro specific posirions o"er tlx-
.,. .t,.'2 read head .... laile Illaimuining a ~pecilicd rension in rhe tape 3t all ti lllc~. We will
-,- .' .
-- ealT)' OUI the tiesig" u~ing MIMQ techni 4u ~ s applied to The fu ll )y;;tl' m cquation~
u ,," 3rlll conc lude the di scu~~ion by illuSlf'..Iting how o nc cou ld perfoml rhe de~i~n
" .110 u., ing a dccouplcd mooe) and SISQ tec hniques.
.,, ,., The ~pcc ification s are lh m we wi~ h to pro, ide a step change in position of
" " the ta pe head. x,. (If I mm wit h a I'N sett li ng time of 250 Ill.'i.ec wi th o'ws hoot
Tim se< 1
" le..;s than 2M . Initial and filml "c locity of .\'J is to be zero. The tap.! tension. Te'
~hould be controlled to 21\- lI"i th the co nstrain( thai 0 < T. < 4 ~. The curre nl is
li miTed 10 I A at each dd,'c mOlor.
TIle cl.JlIf.1 ions of mOfiOfI of the syslem are
Figure 9.11
R('Soonse of Jii, ==- T,r + K,';,.
papeo--mac/-..rc
closedloop control I::. J(i,:: - Tr + K" i,..
- ,
II'lII al slate r. :- k I.f: - .f ,) + bU': - i ', ).
. '101_10 1 O]Wlth
x, '" (x, + -':1/ 2. (9.116)
t, lengthened to 5 sec
..lid no \"""9"",\ on x_,_

l'~ , "= ,

.
,t, figure 9.12
MagnetIC -tape-cr,",
loS- dPsIgn exanplt>

";"'-'o".,,-,-,, <,--;-'~-i:,-,-,:;---,
Till>< ,>,

"
 i

\1.5 ~ !u hl\ ~ri abk C<lmn>1 Design ""09

wht!re where the- o., cillatof)- mots are from the .,pring-ma~~ ,;y.,te m cons isting o flhe tape
it ;, curre m imo driw motor~ I and 2. re ~pe-:ti\"ely (A). and the motorkapslan in ~r1ius. Th is open-loop re.w nancc has a hillher freque ncy
~. = tension in tape (N). than the Tl.'lju ire d d o.'O<' d-loop rO(l t, to meet the ,e ttlin g time spcc ificution s: Iht.>r;-
H,. H, angu lar position of mo:wr/ca~l an as~\.'mb l y tradians) . fore . it "'ould be w i s~ to "a mple at 15 x the op-;:n- loop re sonano:e at 8 radl~ . A
.[,. po~i ti on o f tupe:l.I c:tp ~tan ( mm, . ".Ilnpl~ rate of T = 0.05 ~~ c re,ults.
.f ~ =
.1" , = po )sition o f tape over read head (mnl) .
J 0006375 kg - m~ . motnf and capmm inel1 ia .
, = O.lm. cup,;mn radius. Full Stale Feedback
K O.54-l-N - m/ A. motor torque constant . A, a fin,t st<'p in the design . le t"s try ~t ate feedbad : {)f all four .'t a t ~s in Eq. (9 11 i ,.
"
,= 2113N/ m. tape "pring l"On<-w.nt. and W e lI'i li ad dre~s the ~tatl.' eq imntion in :i fell' page, .
h 3.75 N - sec/ m. t3f1<! damping cons tant. The outpu t qllJntitic, 10 be c~l!rn ll\.'d are x , and T.. so that it i ~ logicJI to
In order to be able !e> simulate a control sy~!em Je,ign on inexpensive eql.lipllll.'llt weight thO);c q u ~n t i!ies in the co:;t Q,. Acc ordi ng to the gu ideline, in Eq. (9. 1(6 ).
where the ~ys tem time constant..; much faster than 1 1.<'l". it is often useful
ms we ., hc uld pic k
[0 time-<cale the eqJuti on~ f;() that th e s im u l ~tion run s slo.\er in tm: laboral ... :;.

than it wou ld o n the 3ctual system.'; We have ch o>en to tiJre-scale the equati ('n '
:lbcwe so they run ~ factor of to slower than the ac tult l .'y~tl.'m. Therefore. Ih"
(I, = [~ n
~w ling time ~lX'cificati o ns become 2.5 ~c in ~ tcad o f 25(J m.o;e( for th e actual
and b.!\:au,1.' we <"":l.peCI eoc h contro l to be l.I ' l'"t.i equ all y
~y~tem . The nu merica l I.'qua tions below and all th e fu ll ol.\.i~g discus"iun pe n'l i ~
to the tirne->caled ~ys t em. In~'orpora tin g the parameter ,alues and writin g th~
time- sc aled equations in stale form re sults in
o -10 Althoug h th~w weighting ,; gO!\"e an O1Ccep(abl l.' result. n some"hat n}[lre de si .....lble
.r.
<,] [ 0 o o 10 .L
re"til t w;). , fuun d b~ modifying these weight ing, to
w~ = ()
3 .., 15 -.lJ15 -0.588~ - 0.588 2 ][''']w~
[ w~ 3.315 - 3.315 -0.5882 - 0.5 882 w.
I 00]
QI = 0 I 0
o ]
[ 00 1
o 1 (9.1 1~ )
o [ ;,i,
8.53.1 Ilhl.'re a thi rd o utput Ilas bt'en added to thm of Eq. t 9. I III t. which repr~~e nlS t
in cmler to obtain hwer damping of thl' ten siun. Thu~ we u bl ai n the weighting
where the de~ ired outplilS are 11I3Iri.\ frmn

0.5 0 o .<,
.\., 1 (9.1 19)
05 {9. I I S,
T,
[ ,', 1 [ = -2 .113 2.1 13 O.J75 0.375 ] [ (~', .
(tI~

0.5 ])
where
2. 1J.l O.."7~ O.~75 ] . t9.120)
'v,. (ti: = a ngu lilr ratcs of mo tor/ cap>tan a~<,e mb l ) . &, (rad/ st'"cI. o 0.5 0.5
The eigt'" n,alue s of the ~y~te m matri.\ in Eq. t9.117) are U~e of tJ:t: Q, and Q: with the di Kre te equhalr n! of Eq . (9.1 17 ) in M ATLASS
dl qr.m res ults in th e feedback .pill Il1ll ri.~
s 2: O. O. j8 rJd! ~ec.
K = [ -0.823 0.286 J.-I~I 0 .." II 1
-0.286 OK!3 O . ~ l l J..l-I I .
410 Chapt~r 9 ~lult i\-;lriable and Optimal Con l",l 9.5 :\lultiwriable Control Design 4 11

which can be used to ionn the dosed -loop sy~u:m for eva lu ation. C dculmion of which produces a c losed-loop sy~tem whose foots tra nsform to
the eigen\alu e~ of the j iscrete systcm and transformation ofthell1 to their u.i.~cret<.:
equ i\'alcnt by : = r.' r results in closed-loop roots at f = -3. 1 j3. 1 -45 j9 ,! sec -I .
s == - 5.5 j5 ,5.- IOA j1 2.4sec and produce:; the response shown in Fig. 9. 1~, The tlgure shows lhat x, has a
>Cllii ng time of about 2 sec with an ol'ershoot less than 20% while I~ control
To bring the ~ystem to the desired values of T, and we u..;e the ~ta:e !;om
x,. CUTTent s are within their limi ts: howner. the tension did not gD to the des ired
m.md structure described in Sedion 8.4.2. Let us ti ~t lry wi thout the fecdtorwnrc 2 N, The sleady-~late tension error o f the system is ~ ubstantial. and so we shall
val ue of steadv-slate control. II . Calculation of the referen:'e state. :1:, . can b ~ proceed to correct it.
carried out fro"m the phys ical ~iationships th:l.t must exbt al the desired \alues As d iscussed in Section 8.4.2. we can provide a feedforward of the required
Of _f~ = I mmand T, = 2K steady-sta te ~a lu e of the control inputthut eli minates steady-state erron;. Eval-
_I', +.f: = 2.l ) = 2. uation of Eq (8,73) (see refi,m in lh~ Digital Control Toolbox) using H from
Eq, (9. 11 8) and ([). r from Eq. (9.1 17) leads to
T 2
_t'.-_l =.....!:.== _ _ =O.~7m==0.941mm.
. I k 21 J3
Solving th ese two eqllations and adding the zero veloci lie.<; fl',u lts in '"' 0.1 839 ]
.:>r,' , -- [ :0 0
~~:;~: ] N, = [~ 0. 1839 .
o 0
0 1.47:'
."' ]
x, = 0 . wh ich can be used to command the system as in Fig . 8.15(a) wit h
[ o r = [lmm !Nl ' No tethatNr = x =[0.521 1.4130 OI J asal _
ready computed above. and we ndw h.:l\'~ the stea dy state comrol. u = N r =
Eval uation of th~ lime response using the struct ure In Fig, 9. 13 (from "
! 0.368 0.)68 )r , that ~hou ld eliminate the tension etTOr. The response of the
Fig. 8. 14 ) shows that the input curren! li mits are ,iolated and re~u l ts in a .\.C!t1iIl~ system with this mod ifi cmi on is shown in Fig. 9 ,15. h \'erilies the ehminmi on of
tim e of I ~ ec . which IS significantly fa.~ter than required. In :'Jrder t.2., ,low down the tens io n error and that all othe r spec ifications are mel.
the respon\.C and thus r~duce the cont ro l usage. we ,hould lower Q, Re"i,in~
the weightings to
Fig ure 9.14
0.' 0 0 1 Time resDOI15l:' lI!>,ng ,,---------------------------------
01 = 0 0,1 0 Eq. (9.12t)
[ o 0 0. 1
result~ in .... - .. .rlVttn)

- 0.2 10 0.D18 0.14-1 0,014] . T.(Nl

K = [ -0.018 0.210 0.014 O.7-l-4 . _ _ i,(A)

,,- _____ i:(A)

Fig ure 9.13

,I,
Referene", In~ut
structure US(!() for
F'g 9.14 _ _ __ 0.5- J
r',:
0',"-' ~./C
"".:..
::;::
...:::.. =
. .=..--:.======::=.:=:1
OOl u 2.5
"
4 12 Chapter 9 ~ Iul (j\"ari~ble anc. Optimal Control 9.5 M 'J ~ \lva:latlir Conlrol Design 413

Figure 9.15 n fourt h output con~i~tin g of the tension inte~ral. an d thut is used with lhe
x,.
Time resporl5e IJSirt9
" - ---:--- -- -
augmented , Iatc defined by Eq. (9 . 11~J. The r.: sult is
Eq, (9, 121 ) arid
teed'orward of u" 0 0.5 0.' fl 0
... ., Ii = () -2.1 JJ ~. I 13 0 ..'175 0.375
1
" (9.12JJ
. .. , "0\""'" " [ 0000.50.5'
I T.....'<'
l.h I 0 0
--','''' The rc"i ~ed weighting rnmriccs ar~ then obtained by the u;,e of Eq. t9 . 119 ) wit h
an additional diagonaltenn in 0, rorre,ponding 10 an equJI weight on xI" that is

01
o 0,10 0() 00 1
0, =
[ o 0 0. 1 0
o 0 0 0,1
Pe rforming the calcu latio ns reb ll lt.~ in an :wgmented feedback gain ma trix
o o,s K = [ (j,137 -0.926 0.134 J.26 O.51l5].
" 0,137 -0.734 0.926 0.51l5 l.16 19.125)

which Cim be pani ti oned into \\\'o ga ins, one for the int el1ral and one folr thr
olri gina ) state

K _ [0. ).'17] K ~ [ - 0.926 0.7.'14 1.2(, 0,585]

Normally. de~igneJ"5 prefer to avoid the use of fccdforward of u . alon<:
because its value dqends on accurate knowlcdl1c of the plalll gain . The preferrrd
me thod o f reducing steady~tate rrrorll is to usc illtcgml contro l or possib ly
to combi ne integral cont rol wi th feedforv.ard. In the I:.mer ca,e. the integra l" ,
function is simply 10 provide a correction fO.T a possibl e error in the fct'dforward
and thus ca n be des igned to have less of an Impact 1m the s~stem bandWidth. So
le t's de~ign an integla l co ntrol to replace the u" feedforwad. .
Beca llSt" the tenlion was the- only quant it)' wi lh the error. the mtegral con trol
need only correc t th;.t. Therefore. we will intcgr.:lIe a meas\l~ment of the t~n.li('>n
and u~e iT to au~me nt the feedbal'k. We sta n o ut by augm en ~n g the Slate with the
integ~aJ of 1. accordi ng to Eq, (8.83) so that
,- 0.137 (9. 1 ~6)
- 0.734 0.926 (J.S!! 5 1.26
Th ~se feedback gain matrices arc then u~d to conlfO] the sys tem a~ shown
in Fig. 9.16. whicb i ~ based on the ideas from Fig. 8,23. Essentially. the only
differenc~ between Ihi. impleme ntation and t~e prelioos o ne is thaI we ha l'e
rep laced the u" feedfol"\lIard wi th an ime,gral of the ten,ion elT(lr.
The rOOlS o f t11~ cloo~d-loop system Iransform ed to the x-p la ne are
s "" -9.3. -3.1 j3. 1. -5.8 j 11 .8 .,e('-'.
and the ti me response of the ~yste m is shown in Fig. 9 ,1 7. Aga in. lhe te nsio n
goes to the des ired:2 N. as il sholu ld. and all other specificalions are mel.

[: L~ [: '.:; ][.~ 1 +[ ~ ] ,, (k). (9. 1nJ Add the Estimator

The on ly unfini,he d bu~ine ss now is to replace th e full sIDte feedback wit h an
where. from Eq. (9,118) esti mated ,; Iate , We will a,~ume th~re are two mea~uremen t s. the te n~ i on. T.. and
tapr posi ti on , .l'.'. Althoul1h measurements of (II and fJ; wou ld possi bl)' be ealier
" ,"" 1- 2.1132 ,1 130.3750.3751 . to mak e. it is lypically bes ttol mea.' ure di rectly the quantilie~ that one is interested
in cont ro ll ing. The refore , for purposes of esti ma tioln. our mea,urement matri K is
We will use the augmented syslt'rn mat rices (Il>". r ) from Eq. (9. 122) in an L.QR
colmp utati on with a revised Q th at al so wdghts the in tegra l ;tate variable. Thl> b
11,.=[ -_.1~.5 13 ._,113
,0.5 0.375 0].
0 0..'175 (9.l~7t
most ea~ily accomplish~d by ronn ing a n..'Vi~d II, from Eq. (9 , 120) thai include,
i11 Chapl~ l 9 Mullll'anahl~ and Opti mal Com ral 95 ~ l u l nvanJhle Co nlrol Des'gn i .5

Figure 9. 16
Let us ~uppo r.e th at th e n ns accuracy of Ih e tap e position meas ureme nt i.~
Integral com'ol '.
implemE'nt a~ion with 0.02 mm. According to Eq, (9. 1(\4). the fi rst d,agonu l eleme nt of the R , matri.~
,elere nce in~ut and full is therefore 0.02: = O.()(X'I4. Let us al so ~uppose that th e mt> accuracy of the
slate fee<.Jtad: tcns io n me~Sllrement is 0.01 N. Th is res ult s in

0 1 (9.128)
0
R' = [ 0.0001 0.000 1 .

Dctwnining ' al ues for fhe proces~ noise matrix . R,. . is t )' p icall ~' not based
on the ,ame degree o f ce rtain ty as that pos.s ible for R,. We wi ll assume th.1t
'. ,~_--,-_...J th e p roccs~ noise enters the system ide nticall y 10 i , and , ;: there fore. = in r, r
Eq. 19.8 ! ). We could m~ke mea sure me nts o f tile magn itude and spectrum of the
inpUH:urrent noi lie to determin e R" via Eqs, (9.101 ) and (9, 102). How~\"er. mhe r
d isturbances an d mode lin g errors typ ically also affect the sys tt m and wou ld need
10 be quant ified in ordtr to arrive at a tru ly optimal estimator. Instead. ,",'I.' will
somewhat arbi traril y pic k

R ~ [ 0.000 1 0 1 (9.129 )
,. 0 0.000 1 .
Figure 9. 17
Time reS:l{)f'ls e us ng Eq. (9 116) and 'll1eg ral control a'5 III Fig. 9.16 compute the estimator ga ins and re,ulting roolS. thcn modify R .. base'{] o n the
estimator pc-rfon nance i!l ~ imll lJ li ons incl uding measure me m noise an d plaus ible
di sturhances. Proc~cdi ng. \\'e use th e tmau!"1l1entcd I and r, b<lsed on Eq. (9.1 17>
,, ,, in MATLAO'S ka lma n .m with n, from Eq. (9,127 >and th e no ise m!ltrices from
,, ,, Eq ~. (9. I 28) and 19. I 29 >to find th:n
,, ,, I I
, ,, I 0. ]21
, , --- I -0 120 ]
,,, , L_ 0.32 1 0. 120
I . 19. 130)
,, -- - [ -O. 12~ 0 .1 42
0 ,1 24 0. 14 2
- - ---- T, (,II)
, ,,
,, '
,
-N .... ,',. , , I J (A)
!, which re sulll in e~t im atorcrror roOfS Ih.1t lrJnsfonn 10
. , i ~ ---- / 2{A) I J = -3.0 I~ .5, - 4, I ) 15,4 :;-' , (9.131 )
,,,
, ,, , ',,,':- ... ,.. .. ,.. ''''''1 '
" If implemented us ing Ih e state com mand stniClure as in Fig. 9. 18. whi ch ha.~ the
,,r, '/
l', I ', sa me rd erence input struct ure as in Fig. 9. 16. the response will boo: ide nt ical to
F ig. 9. 17. Th is fo llO\\.'s because th e estimator mode l receivc, the su me cont ro l
o, / . I inpu t thut lhe plnnt does an d thu s no eSlimal or crrOf is excited, In ord~r to eva luate
; '_., ..
, f ," .-.- the estim.110r, WI.' need to add measureme nt no be and/or some pl am d i.qu rbance
I ; i
,..i I Ihat is IlO t see n by Ih e e~ti mutor. Figure 9 , 19 shows the syste m respom,e to the
, I I I s:lme re feren:e inpu t as Fig. 9. 17: but zero mean random noise "'ith an mls of
0 ,
o
~r ., 0.02 mm hasbet!n added [0 the x J measuremen t. noi se with an rm s o fO,OI N ha~
Tim," (se:) " been added to the T,. meas uremen t. and a ~Iep di stu rbance o f (J,O I A has been
added to the i, entering th'" plant ' at 1.5 sec, :-IutC in the fig ure [hat there is

[8 0..1)' ,,,., pi"" .,..,. ,hoe "" '"",,," ,

416 Ch 3)ller 9 ~!ul t i\';lri al:: k arid O pllmal :o ~trol

Figure 9. 18
In te91.t1(0[\:(01 ;TPlcment.ttIOfl with refcrffiCC
,n~ut.trW estimated ,late feedbilc~ some nois~ on Tc and th<' inpu t currenls. and It.ut lhe di.t llrb:m('c 0 11 i r caused a
steady-state error in xl"
Thi~ rtlu lt can be modifi ed by changing the estimator, Let us s uppo~ lh~t
we \\' i ~h to redU Ct the steady-slale <'fror o n ,r, and we cant01era te inCftased noi ~
ellecl.'>.'" $0 let us in crease the a,~um ption fbr the process noise Eq, (9. 129) to

0.00' 0 1
R. = [ 0 0.001 .

By increasing the pfoces. noi.o;e. we are esse ntiall y ,ayi ng that the knowledge
of the plant model is less preche: therefore. lhe optimal lilter will pay more
.l11 en tion lO the meas urements by inc re:lsing the estimat or gai n, and speeding up
the estimator. Hi gher ~ stjm ator ga ins should reduce the ,teadY-Mal e rsti mation
errors and their effeci on -'" ,. but at the cos t of inc leased sen~i ti\' i !y to mea,urement
nois.e. Carryi ng llUlt he calcula ti ons yie lds

0.497 -0. ' 43 1

L_ 0.497 0. 14:--
- -0.3]8 0_.129 - (9,132}
[
0.338 0,-'29

Figure 9.19 ,, which i ~ larger in cvery term than the pre\'io us gai n in Eq, (9.130). Using the
T;'TC response with ,, gain tu form the e.\t imawr elTOI" eq uatiun ~nd rram;forming it, root; to the .I'-plane
integr.tl (OIluol .tnC (111 resu lT s in
estirTl(l IOf with L from
,,, I
Eq . \9. 130) 'ncluding , ,,, s = - 4.0 j8. 2. - 2. 1 j 20. 6 sec- I
measurement r;oi<;e and
a disturb.lfIce at 1 5~
,, which are famr lh:lH the previous foots in Eq, (9.1.11 1. EI'aluat ion of th e s ~me
,, c~se as in Fig_ 9.19 wilh el-'el1' thing identical exce pt for Ihe cstimmor gain s
,, -,, . --+!- ---- -- I
-+I------1I'-:~_: :_"~);,;'-" l results in Fig. 9.20. Note th at the ~tual mag ni tude of the measure ment noise
and di stu rbance was /J OI changed in genera ting the figure. The .'alue (I f R .. wa<;
;,
~ , _h _'., yA' I 1
<3 , ,
,, changed in orde r 10 produce higher \'ulues in the gain matn x, The figu re shows the
I+-l-/-.--,,--=
/ / ..='.' ="-'.'",,+".~
. ---1,,=::::
.. .,=.... =
.. . . expected resd t: largersenSili\"ity 10 the measu rement noise but reduced sensitivit y
to the di.<;turb ance.
=1
Dccouplcd Design
O:~td!VL-'-: C_;-,,_.. -' -,-
' _+.----\-"_. -f;--
I -,] As a final comment. we nOle that the pla nt can be uncoup le d and de signed a~
twO indepc nde m second-orde r syste ms, one for x, and o ne for T. . lbe key ide a
o C.5 l~ =~
Tim. (>)
10 ~ccompli>h the uncoupling is to note that ~qu al comnumd_, o n the two current
inputs will caus<' all increase in te nsion with no change in .t _" whe reas equal and

19 W" """ Id at"" adJ J ><"COOO ;n "'fr~t ,,,,,,tm r I""" on " !O u (( Ih e .rr.... """ " " prd.,:tM" I ~..w..""
.""" " M'. " i1h <'Onlrol"00 ""im;\l'K pin, in roro.or IU ~."W" to"'''1 'j _'I<m for oiJ b r.,h of "",,", if
Ill< ~ n, <on "" 1Qt. .. ,,~,
.. 18 C~pte r 0} ~ l uhl'<l l lab!e and Optimal (<'n lrol 96 Sumflldl) 419

Fivu re 9.20
....here
Time r6pO~o;e with ontegral (on tra! and ilO es:,mator w,th L from Eq 19.132) '11(100'"9
mea!oUrE'ment noISe and a distlll'bal1(f! at 1 5 sec
...,,:: r d ,..,.; ' and G, = T"GT; '. (9. 136)
Performing these caJculation.~ yields
0 ,
o0 o o 0 0]
F, :: 0 0 o , ,"" ,-
G_[~~7 0
[
, .s f--,.,--+---+---t-
, '. o 0 -66.3 - L IS o
I , 19.137)
j \ ,
lllcrefore. ,,'e see th.1l there is a decoupling tha t re.>llits in t.....o separate ~yste m s.
~-r-o- .......--
f+f-\:;\,7/-----.--'--
[ .i,
.r~ ) "" 0 0
[0 ')[i;.',]+ [ 0 ]u,. 42.7 19.138)

------ :::::-: :; ::r'--------- ,"d

~~)
1" ::' (9. tJ9)
,I i ~,"~" '''"'''-'''' ..._."._..c.c
.~~~-~.. ... _....... ..._~ , __ =._.._. ~. .. [~J=[ -~.3 - / 18 J [~J+[1~625J!I,
~ k'
,. Thc lWO system equations. /9.1 38) and (9.139). can then he u.'>ed 10 design
,. two control systems using 51S0 met hoo~. The rcsulting controls. /. ! and 11,. can
the n be "unSCT~ mb l ed" vi u T. to arrivc at th e desi red i, and i:. that is.
0: I~ '1"_
o o.S , l .S , The perfect uncoupling was due to the perfect S) mnlCtry of the problem: mo-
tors and cap. un inc" i" idclltical. 1t1OI0I" con ~tant~ idl"ntical. and tape read head
exactl)" in the middle of thc capstans. In an actual system. there wou ld be differ_
ences Bnd somecoupling wou ld be preSCnt. Due [0 tbe simplieity of the uncoupled
<ksign and it. impleme ntat ion. however. it can be ""onhwhile to e\-:tluate the per.
opposite current commands .....iII cause a change in x , \\ ith no effect on tensiou. formance of a decou plf."d design to ~ if its errors "'arramed the full MIMO
We the refore transfonn the control accordingly desit; n,

u" II
~ ["", J~[- I' I
'J[ i'J= f.
T:[ -' '). I I
(9.U:;,
- 9.6 Summary
We al,;o detillC a m. ...' state
An optimal COn trol ler is one: that minimiu-s a quadra tic cost fUllCtion whe re
.r. H:r T wc:lghting ma tri~'es are selected by the designer \0 achie\'e a "goOO" design .
"J=
.',
~ Ity = :. = "x. 19.1~ )
Criteria for eval uation of the deSign are Ixlsed On all the same factors that
han been discussed th roughout the boo k .
[ ] ["'] Optimal control met hods are u~e rul in desig., ing 5150 ~yste m$ because they
where H and II arc the panitions of ll in Eq. (9.127) ami " is the s)st. . rn mat ri~
he lp the de.dgner place tile pole locations.
from Eq~ ~ 9, 1 d). F'J llowing the ~tate transform at ion idea, in Section 4,33. 'Wc
clln write that Optimal cont rol method.~ are . . ssentia l in designin g Ml.\10 systems as they
reduc e thc degrees of freedom in the deSig n iteration down [0 a manageable
(9. 13:'i1 fcw.
"20 Chap:er 9 Mult"'3nJbl~ and Oplima l Cuntrol 9.7 Problem; 42 1

Generally. fur lincar, stutiona0"' sy~tem." the ~leady-Slale op limal con lrol (dJ G."..: the cqui,"lcm ,c~l ar pla nt Ira".fer fllncti(lfl G , l:). if 'W ha"e Ihe ....... lli le
soluli o n is sat isfactory and far more pract ica l th an the truc Opl ima l time - "-,:ollol problem and u", Q, '" I. Ihf 1 x 2 iOCmily. Dr:lw Ihe 'mmelnC rWi loco<
fer thl> case
\'3ry ing gain solu tion.
'.J Co m.~e the IOC alio)<1 or lhe closed-100Jl pob of lhe optimal filter fo, the weHil~ problem
T he m Oo t acc urate di~rete emula tion m eth od is based on finding th e diKrete
for oxh of the 'alue\ of R., gwc n by Ih. steady tiMI vallie. or lhe Cu r- es of Fig . 9.8
cq uivaicni of a ~o ntinuou s cost function and sol"ing for the disnete optimul
9.' For 110 . antenna c.u mplc in API"'r>di~ A.~.
control sySte m with that co~1.
).1 I:ksi~n"nop!;malcor'1rolkr corre~poooi n~lo lhe cOSlfu <>Cl ioo "), .1 - ' ::.
An op tima l cstimator is based on achie\'i ng the min imum mean square e<.li- f - J . . - " .... 1'1
ur 0.01. 0 :1: Jnd I. U", T = 0 .2 'C>. Plot tM .<1~p IT'pon..: of the closed
p.':'
mation crror (oc a gi\cn Ie,e l of process and measurement noi~ acting Oil
Iwp . "Ie m for Ini tial (~in .\' and.i in each U~, Wh i~h \lIIlu~ of (f mosl n.e~rI,.
the system. ""01< the Sicprtl'pon"" 'P<'citic OIion gil-"n i~ Chapccr 7~
Ge ne rally for li ncJr, stationary ,ys tems. the st eady-~ta1t opti mal e~tim~tur ( b) Dr~"' the 'ymmctnc IooIloc u, corre.pond"" to tm, design of p.:lrl ' a),
is smisfKlory and far more practica l th.:m thc true o ptima l time-varying gai n (c) Design all optima l <\~ad~~ ! lal.e tiller fIX tm, "mrnn~ . Assume II\;t I Ih~ re::~i\"e, I\oise
>oiut;lln (Kalmlll tilte r). ha, a ,anaMe. R, . = 10 rnd' aOOlhallhe wind gust l1Oio;,:, '" . i, "hil . &<lCl we
Optimal estimitors are useful for SISO system de s.gn and essent ial h.lI "..,1 thr ca'e, COITe'poooin, I[} II . ~, J = 10-' . )0- ' m d )0" .
MIMO system design . (d ) Plollbe slep r~'pon'-l: of the (onlplel~ <,-stem wilh control law c'QiTespm,d in I[)
p '" 0.1 and fi l l~rcorre.<pondjRs to R~p-d = 10 " . g
The opt imizat ion procedures provide a lCchnique for wh ich many good d~
sign candid ates can be gt'nc f3tcd w hic h c~n the n be ~\'aluat ed to ascen aill 9.'
..... hether the y r.teet all the design goa ls. The procf'rlures do nOt c li minate
The !a l~ral[TliOO~"[' ~f.6:~ :~,:" ~:'f~ ~:f,:jlm.["'~ 1
trial-and -error mcthods: ralh!'r. tht'y trans fer ileration on cl a~s jcal eumpen>.;).
tion parameters to ilt ration on optim al cost- function parameter,; or as,umed
sy~tcm noi~ characleri~lics. " -~~I (U.l4 0 - 1 18 J (1

0.02"
+ ~I 16.'1
9.7 Problems [
1).5.. 9

II.! ()pI;ma! cuntrol de' ;\"Jtio~ ' (a) De,isn 1\1'0 s.:,ond~der controller; b)' ignoring Ih. cro",coopling le-!"nlS. Pid
1&) Dcrh'e Eq, 19..'.l) and h~oce .enfy 1M com rnl Hamiltonia" as ~'W" by EQ. 1 9:; ~ 1. ,O. H al .. '" - I J! ,S radl",c for the yaw modo: f,. and r) and = - 2. - 0. 1 for
lb l DeIllV!lWat~ that if \\' ;, a Irnnsfnmulion thai bring.' Ii. to diagO<1at form. the~ II>< II\(: roll fIl.O<k (r md p ). Uo;,: a sa mple period of r = O.D.'! se:,
fi l"!<l n colunns of W are eig<"n't"'" of 1-1, a,w;:i~ted "ilh liable c;gen"aluc_, Ib ) Dflenni~. Ihe roor l oc ~ti(lfls tJ\at rC$uli "he~ lhe ,rosi-coop\in~ rerrll< = included.
IU " e'g,m In M ....Tt.\B,)
It) D.!monSl ..~te Ihal if lhc opI im.1 ,t "~dy_~!Ote t()ntrol , K,; gi'en b ~' Eq, 1 9.~1 ) i,
u5<XI in lh . ,lam equcuion Eq. (9, 101. Ih "n 110. malri~ i" I~e uPl"" kfl com" of W. te) ~~u7'ing Ofte Can mea~u .... r "nd 4>, . design two S(lnd-or<ler e>li matOll< It,.
which i, X,. has column, thai arc cigen,ect,.,. uf Ihe do",d loop jy.!~m. l.!'oormg.lhe cr~<,cou phnlllcrm~. Placc all ?Ole' ~t .. '" - 2 radls.:c, -
9. 2 SyrnlIl<lrh: r("t(lt kxu. : ", ~elermi"" IIIe f\.IOI locations Ih,1 re~ul l from (c) when IhI' cfI",-cool'ling term s are
Ind.Hkd.
(a) ComPU1C ,he c!oo;,:d.loop pok locatio n' of the .;., d~l~ d,sign probkm. u,ing the
9.6
>lcad )'-sl.1< pin .!'i ,,,,n 1>.' Fi.!', 93.
(b ! T..... the di",rcI' lrln<kr fUtl<:l i(m from" to H :IX the ..., Itllite de,ign probkr.l
lAppendi ~ M and foml the w mmenic rOOI locu" PiOl. ftc JQl:U~ ""d locale L'K'
v~ltJes of I' corrc._p',mdi~g to the .e!ect;()l" of Q~ gi' on in Eq 19..\il,.
(f ) Show Ihat f(>f ~ .' y,tcm wilh (IOc: ~"O<llroJ II is a.h.. al'~ po"ihlc 10 eo,,,tn l':' ~ ,)m m.lo,'
root Iocll> <-orre'l'ondi ng 10 Ihe opIima\ st.ad."-slal~ cuntrQ1. [Hi, .... Sho'l thai if
Q, "" 11 11 ' and G( : l i., Ho lumn .tn "tri~ 1"lIIsfer fOI\<:liol1 g.i'~ n by H(: I - 'f> ~- ' r.
lhen the fOOlS of Ih~ optimal C<.Inlrol arf gi ..,," Ill' I _ f'G ' I: IJ G (~, : O. which
i. a !>Calli" ".'m melric rooI- locu . p,ob lem and "hich ".M Ix 1"'1 in lhc form
I + pC ,, : " )G , (:1 '" 0, Usc Eq. 19.)HI 1
i22 Chapler 9 l\lulnv.mable and Opu mal Comrol

Design m oo Sl'<:Qooordcr csr im.roo. one for the Ilic~ (8 , w) and OI>C' for the ,an (.T. t'J
Wrify Ihat thc o:le ...-ay ruupling (cart 10 stick on lJ) cau>es the f ull fou nhor(k,r eSlimator
to ha,'e the sarno: J'{)C}!S ,,-' !he separale sooo-order design"
9.7 Staning with Ifle paper machi ne d.si ~n in Sn:tion 9JJ ", ho"", QUtpll! is . hown in
Fig . 9, I I. perform desigo iterations on Q, . Q._. and " to find the IOWC':I1 possible '-~ Iu.
of w, that ,till "'nIl (he Slale 'poe<;ification. on m~> i mum "allC and senling lime. 1m",:
Th e routines rlG99 ,M. F1G91O,M ~nd FIG911 .M from the D~iL11 Con trol Tooloox "<1I
beu~ful!OyOlLI
9.8 For tho:: double ma s~->rring Sl'St~ m in Exampl~ 9,5 . imestigatr the rff""t of diffe.-ent Q ',
or, the. clQSl:d ll'llp poles of Ihe s},sle m, In p;ln icular. detcmine a Q th.t ",-ill yidd an
equi\'aknt dam~ing of lhe osc illalory Ixdc. thaI i.' gre. lc r Ihan I; ;, U.5. (Him: flG95 M
from the Diital C(mtrol Tooloox will be useful 10 you, )
9.9 For t"" doubk ru.sspring syslem in Example 9.5. design acoolIoIler and eSlimatQr I;,at
usa . mcasu,cro.ent of d. " ~hoo Ld respond 10 a command inpJI for d with a rise li~ of
2 .tC with an O'\.. !'Shoo( k.s (han 2lfl.
9. 10 Forthc double rus:s.,prin~ system in Example 9.5. d.'ign " c(,mrolle , and es timator mat
uses a rnea-.u,ell1cnt of d, It shou ld re'pond m a command inpJt for J with a ri_... time "i
J Soec " 'ith anov<!'l;OOoc less lhan 154. PIo! the frcqueocy relpGnse of your co mpensation
Ico ntrol plu~ estimator) and q ualiral ;"ely d.s.cribe features of lhe ,ompem ation.
t""
9.11 A simplified rno:xIe l ofa di.<k dri,'c i.<
",he,ew = 19.000radlsec ( ;;;: 3 KHzland < ;, 0 .05. Thi l is the transfe r functi Dn belwe<n
Ihe IOrq~c appli~d to the disk h e~d arm and the mOlioo of Ih ' read head 00 the end (If
Ihe arm, t'>ote tt.;, is at"" Ihe same g~neric m.:w:kl a. lhe dOY bk m' ' ' 'pring sj~tem In
Eq. (A. 20), The ,ystem ha. t"" capab ili l)' 10 me" SUre wr.c r. ,he head, ate .. -ilh re.pc,1
to th e d ~t. Irad~ Qf1 the disk_ T he tWt) bigge.<I diSlurbances are due 10 an :>clualO' bi~ ,
CU', ) and Hack "'obble (y~) from an off ce nter di s ~ mounting. A s.chernatic diagram ""
lhe iy,lem 10 be controlled i, ,hov.n in Fig, 9 ,2 1
Since the (b~ ij roc.ting at JH22 rpm (400 ndls). an offset cau "" a , inuSQi<iJI
)'~ to he a(\(\ed tJ Ih e o ulpUI of the transfer fU llCtKm aOOve . Tltc purpose of the s,,,,t) i,
10 fo lio",' the <.lata trach as clo>c ly as pm, ible. ,.t>c lt>c r 1h<: disk is . Iight ly off ",ntt r '"
nM becau..., Ihat allow. higher da ta dc m ities On the diSk. It is also de>irab l~ fOf tllc ...t''f'
10 >cttk 0<1 ~ new track .u quickly "-, I""si ble because 'he disk ac.: es s time i! ,JiloXll~
relaled to thi s se!lling lime aoo is ~ rrntjor >ellinS point for disk dri ,'e l,
Oesign a discrete cOn1pCmator ",-ilh a >ample r ate no fa~:er Ihan 8 kHz lhat h~ . a~
o'<e"hoot 10 a Slep I:<lmmand no grea l~r Iha~ 2W. d""s ~ Ol aLLo... st .ady .I at e tr",, ~ifl~
~rru " du~ I.., the a"tU"tor bi as , and ha. a settl ing time: (10 "'i thin 5<:1- Mlhe fina l "alue/
to a >1 ('1' input b s tho" 5 m",c, Th e 'y~tem , hoo ld he mbihl .... ilh "'>~1 1O "marion,
in th~ rt:SOIlJT)(:C fr"'luellC~ ., thi s ca n ~ hJng~ hi' 2'l duo 10 tempe rature <' hange'_ Plot
tho dosed . loop frequeucy respon ..... of Ih~ N """. ~. in order 10 enlJuOIe 110" "e ll "Our
'ystcm allenual", the di'lU rbaocc re>poo~ in til< "je in il}' of..au rad/""c 1 362~ rpm).
9.ll [k>i&na~-omI"'''SatOffor(he di,k dn' e ,e.w ,pcc ifie-d ;n ?robkm 9_ 1 J "'tha i il provides
I"" minimum pos.ibl ~ erTOrdue 10 the dt<turb:lfI:e.1 ~81~ rpm. Sln'~ II><- spin rale drift.,
some_ ~etin. Ih.: errOl tu ~ Ih~ a'''rd~e nf lhat from; Itle nomin.:. 1 spin , a le of 3822 rpm .
-r-l<:i ~th< nom inal. and - JW Ml he nominaL. Ilim : R"' i~'" S~Cliun 8,5.)
9. J3 fur
(it.. = ~.
,.
U_'" optimal ~ont rol and cM. ml lionlO desig n compen$alio ll that rro,-idc l a 10 m"", ri_,t
Ii""" wOI h k" Iha n a 1tY.< ove" hoot III a c~"mn.nd . o.l enninc the closed Loop .iy~ lem
band"'i1th and lhe S}'<lem pba'l: marg in.
9.14 Til.: /l.l.-'TL~B cook below ,,:ill ge ne rale ' Orne no;,}' dara from an ">ci l l~ lor driwn by a
S<i\ onr~ ",-ave
f=~O 1;.' O';GzjO; H;H=[1 O); J=O;hO.5.
5Yl C "- s~IF.G,H. J )
sy5 D=c2do.sysC.Ti
Urr-[O!'le5(I . 10) .mo>(l, 10) 0flE'S( 1, 10) zerosI1., 1)];
Uz Un . O,IIMldn(sizeIUn));
Yn=ls,mlsysO.U:;
Ym=Yn+O.2 (a nd"lIsiz~Yn))
Tn.: me.., urefTl<'nl noi", ;s C,,! me;m and nOl'lru1I:" <.li, lri buted with R = 0, 2' while the
pfI)(;ns ;tOi.t is 7ero me~n and IlOrmall y d i' lri bu~ wilh R = 0, I '. :"' s,,,me the initial
,~ I l.le of lhe >taTe h" a co," ia",,'e ma lri~ ..
)J;, [A ?].
and u .... . limc -" 'ry'ing K" hnan filt~r to /l:,,'On,lruct lhe ;I.1C. Cornp.m: lhe res ulling lime
hi Wl.) , ..,1 the opt imal Male ~timUk .... ith that from a COfl~tant ~ain Kalma n IiIt~r_ ( Hinr;
FIG98.JV front the Digilal Com rol Tno IOO.< "ill be: u,ef,,1 1O ~'oul
9.I S RCp.'ut Example 9,7, b~1 !lt the [x, ,1 strai ght line 10 Ihe data, (Hilil: F1G97 .M fro m the
Digital Conl",1 Toolbox w,l! ~ useful 10 )ou .]

Fig .. re 9 .2 1
Di;K d rive dosedloop
sys tem fOf Problems ~It-) ~,,-
9 ,11 alld 9,12 ...:::.:.:...J ZO Il !

--""::"_ /, _ - - --{ ,
 -10-
Quantization Effects
- -- - - - - _._ - --_._--_._--- - - - - - - - - - - -

A Pe rspecti\,e on Quan[izalion
In Chapter IJ we will consider [he analysis oh}'s!e!l1.~ hal'ing genera l non li near_
jli e); bu t fi r~[. in thi~ chapter. \\ e \\'ill cons ide r th e specia l non li neari ty uf digilnJ
coutrol: ~o ll1~r.~ in the cornpoler mu~t be foo:~'tJ to fi t in digital lI'OruS Ihm are
defined by a liuile number of bits. u'iually S. 16. 32. or (>'l bits. Thu. far we
hale considt'rC'd Ihl' USC' of the digital wmpl.ller a~ a linear. discrelt'-lime del'ice
Jor im plementing contml dc~ign~. -"low we lum to con ~iderulion of the facl thm
number. in the compuler are [:lken in. w)fcd. calcolatexl. and PUI OUI ";jlh fini le
accur3Cy. The techn ique of repm;e nr ing a real number II)' a digital 1'lI11IC' of tillite
accu rJC) !lffecl~ digi lal (0011"01 in tWO principal way_,. Fin.!. the '":Iriabl ~ '-alues
such as <'.11. and the interna l ~tat .. 'ariable~. x. used in tht- di rr.. rero.:eequation"are
nOl e:.:act. altd Ihu.~ errors arc: introd uced imo the OUlpu t of lhe ("ompUier. As '''~
shall ~ee. lhese CITOrli can oflen be anal)"led a~ if lhere w~re noise .'ourees in the
compuler. Second. the codlicienls ~uch as fl, and b, of Ilk' diff"re nce c-Q u:niOlls.
which mUM be ~tored in the computer. cannot be arbitrar) rc.:al numbers but musl
be realiluble by a linile number of bils. This can C".lU;.e the machi ne- 10 ~I \"e a
~Iig hlly diffen' lll eqUal ion tban il wasdesigne-d IV do and ha.~ the- potential 10 result
in inslability. Our purpose in this ctlapt~r is to o:plore methods thaI can be used
for tht' a nal~; i~ or ttlcse two effect~; quant ization of Inriables and quant ization
of coemden! Il:lrarllel(TS. The dfcct of quant izatio n when the microprocc" or
has 31 bit._ is typicall~ nOI noticeable. Ho\\enr. ~omc products are 'cr)' C~t
sensiti\'<' :IOLi it is Iksirablt' 10 usc an 8 bit compute- r. ifpo_~sible. Ttle mme-rial in
this (hap(e- r ;~ primarily d ir~'Clt'(j toward Ih .. cksill'n of such s)"stems.

Chapter O Ven'ie w
Tht' random error model for the rou nd-urf prccf"ss i~ 111":'\ t developed in Ser.
lion 10.1. This seclion also devc lups ~e\eral anal ysi~ lIk!tl}{.xls for su..:h random
processes tllat are 1I"'crul fOl' quantiza tion anq then applies the random proce.'is
m
426 Ch~PIt'l 10 Quami:<ltioo Effws I tJ.l .... naly5ls of RoundOff Error 427

f'l9u re 10.1
ana] ~'5is ffiI.>( hods from Chapter 9 to the qu~nt i7.atiun ra.~e. 5......""110n ]0.1 eX:lI n ill<!'"
lhe delenninis(i.: pnblem of par.ameler ~Ioral'e qll:LlI1i;ll ion error~ a nd oclllun- Plot of eHec~ af num~er u unc~ t on . loll PIa( of v~Tlabl@ verSO'S truncated valve-s (bl Plot
0 1 11ffOl' d!..'~ ,0 truncalon. Ie) PiOt ol ..... <abk! VE'rsus rounded VillIC'>. Id) Rou nd-off error
~Irales Ihe scnsilivi!y of the errors 10 Ihe s tructure of Ih... di llere nce: ellll;lI iun -- ------ -- -- - - - - ----.
me~h ani 7.a' ion. The l a~t seclion. 103. dcso.--ribes some of the con$cquenee~ III
round-off errors an c; "hat ~Iep!i can ~ take n to alle\'ialc the m.
/

10. 1 Ana lysis of RoundOff Error

[n our fir..! a nal~'s i~ of ti ni le acCUr.lcy we will ass.ume th ai the compuler reprc
>oen l&each number 'J-ilh a Ihed localion for Ihe cqu i\'n]ent uf the dec im al point.
' iut! point or fhed po int r~prcs.- ntation. A.lthoug h for an)' gil'e n nuni)er the point b 'i~e.r.
co n ~i tk:ntiun~ of amp litude ~al i ng amI dynamic range ofte n relju irc that diff..-r-
~nt numbers in the same program have their decima l point, in d iffe rent localiul1'
The co n seq uen~e ;, th at d iffere nt magn itOOes of errol'll art introcluced 31 dilTer.
e nl locatiuns as Ihe resu lts of lalc ul ati on.' being tin ed into the propt:r ~ompu l ~ r
numbt' r t'ommt. Fi:>.e d point repre<>entnt iu n is typ ica l in rtal-t ime contrul (.:UI1I- (.) <",
puler..: however. in ~cie nli t\c c alculations dune in h ighe r'[ C\'cll an guag~~ Sll ~ ~. ,I'
flo"ing point BASIC. MATLA B. aT C. fl oa tin g point represcn Huion.-; are mai nly used. 'I h~rcin
Ihc number "'pre!>Cnt (lli on has bot h a rnant bsa (mag nillidc and sig" informatlun'
a nd an eApoocnt Ih ~1 ('au>t~ lhe location of the d ~.: imal poi:lt w noO!. wilh Ii , cd-
point a rilhnlClie. add ition and subtr.action are dune wi thuUl e rror eM'ept Ihal1h~ ,
)um can o\ertl o,, the limils uf ,he ",presentat ion. O,c o1lo ..... t1lll,t be a\'oided by
prupe-r amplitude St:a1in g or a nalyud a.~ a major nun li neari l)'. For ('On tml - 1'1"

~igna l , pllx.-('ssinll a;tplications. the lugic is arra nged so Ihallhe n:-su lt o f o\'crll ()\\
is a saturalio n eftc-a. a non linearit}' tha t will be lrealed in Cha pter 13. In the ~a)l'
o f mU[ li plical ion. hQ..e,cr. a double-Ienglh product is produxd and the ,"achine (,)
('>
mu st reduce the number o f bi t~ in thc product tu lit it in to Ihe sta ndard wurd ~iu.
q.... nlil .. uon a process we geTICr.llly ca ll qu an tization. On.-- " 'ay 10 perfonn q ua rt tit:ltiOrt b b~
ignuring the le.ast Signifieam half of lhe product. a prllt.'~S ca ll ed truncation. If
we a..~su nJe thnl the nU ll1bcr~.a1l:' Il:'pres.emed wi lh ooS/: 2 a)d Ihal e binary d igit> 10.1td ): I ;';01lCC" Iha tlhc .ma.~ i mum eTTor wit h roundoff h half tha! resu lting from
IbilS) are lu lhe ri!! hl of lilt point (for ,he fr3('lional panl, the Ic~t ~ i g nitira n ' I ru~a Il On. The ~alu~ o r l In a part icu lar e31>t depend~ 011 Ihe word size o f Inc
bit kept re pre>tn t.~ lhe magnitude 2-' . The result of trune~t iort will be accu r.lt~ p..')n,eu l~ comp uter m use. For cont rul imple me n' ~ l ioo.-; the c ho ice is based on
10 Ih is va lue {Ihe ~n IhrO\\n awa}' could be 3lrnOl.I as large 3~ r l). Thu > a plO! I~e reqll1red ~~uroc}' :lud dynam ic range and is lim ited by lhe ex pemc. At this
of the "truc" va lue o f a va riable .t \'ersus the quanliud .-alue . .\ . " ou ld loo L tl:;r. ( .199?). mlcroproce~s ate readi ly a\'ailable wi th word sizes 01 8. 16. and
li ke Fig. 10.1(01). where the error (~ hown in (bJ \ is dI.'C ided by the quant um ~ il". ~- bl" .." '.lh a ~'OS I prem1U m on the larger si Zt'~. One uf ,Ito: goals o f Ihi, chalJh!r
IS 10 anal)].c lhe ~ ~(c ! o~ ( a?d Ihu.~ of word ~ize on lhe ~tabi1i I~' and un I h e
I} (which is r r un:;ler Ih e condi,ions mc ruio ned above). 11 is comlTlon prot1in'
round-off in con trol comput~rs 10 use round -off rJther Iha n I runc~lion. Wit h round-oft. e.~ors d~ to qu a.l1 UZ3 l1on s eftei,:L, so the de~ i gner can ~lec t Ihe ~ma llt's' word
~ t ze conStSleM wu h 1hc T'eljuired pt:rformanlc .
Ihe resu lt is lito: .~ l1e as troncal ioll if the fi r~t bi t lu,t i ~ II O. but lhe result i,
increa.;cd by r ' if the ti rst bi t lost is a I . Th~ process is the SlIme a'i is rumnll,'n We c<ln R pre-S~ l1t e ith er truncat ion or TIl und off b) the eq ulllion
with ord inary base 10 ntlmbers whe",. (or example. 5. [ ~ 5 , ~rou ndt-d 10 5. 13. but (10. 1)
5. 124 becomes 5. 12 10 IWO (dec imal) pl ace, uf accuracy. An inpu t-outpu t ph) 1
of rou nding i ~ s hU'''''n in Fig. 10.1(e ). and Ihe corresporliling error is shown ill
 10 I :\nal)"sis of RoundOrr Error 429

where ( b the errc-r caused by the u\ln<:ation or round-olf of .I' into the digi tal
repreJoentation .l~ . Bec3use the error due to truncalion Iuals a constlnt plu~ We ~fj te , as a fUl"ICtion of the ~Iate variable .\" to emp/lasi7.e lhal Eq. ( 10.2 ) i ~
round-olT error. wc will as~ume m..md-off in ou r analysis un lc!;." otherwise SlaIN nQl hnear becausc we do not kTI(W. how 10 cUr:lpute E, unli l \lIe hal'e the ,'a[ues
and as~ume thai ;naiysis of Ihe elTcc I ~ of the w.kI it ion~1 constant bias \o'hen of.T. H~"':~ef. 10.'': are rlQl luoId n8 for Ihe exact valuc of Y but an upper bound
truncation is uscd I\\'hieh is rare ) can be tre:lted sepal":lIely. Clearly the pruce~s of on the li me error. ,Ck).
analog-to-di!!ital coovcr<ion al!'() introd uce.' a ~iJl\il ar effect. although oft en \\'nh B.ecause we ~bh to find a bound on lhe time ~ignal SCi-). we Deed the time
still another value fOf q than those resulting from rou nd-olT during arit hmetic in donlalO equ.:\alen t of Eq. (10.2). which is the cunl'o]ution sum gil'en by
the: microprocessOT.
The analysis of the effects ()f round-off depends on the model \0,'1.' IIll::e fnr .v (,, ) =L 1I , (.t )~ , (11 -I.::.f ). 00.3)
~ . We " 'ill amll)"~e thn.'1' such mo<k!b. which we can dassify a~ (al woc.t ca~ .
for which \\'1' " ill bound the error due to round-off: tb, stea.J)"-stme wor~l C:i.e. If we cx~mine FI.g. 10: I(d)....e C1Jll see thm wha tever the exact ' ":llues of ~ ,
for wh ich we \o"i ll compute the largest out put pol>sibl~ if the ~yste m reache~ ~ may be. ' ~S mag ~lIude I~ bounded by li ,t !.. lI"ileTl! q , i ~ the qu an tum \'allle for
constam .tc~dy staTC: ~nd (el stochastic. for which we ...ill prt<;('"nl n model of tht ~he oper~lI o., whICh Introduces the quant ization being ana lyzed. We ca n use this
fOund-off crror as a random process and compute the foot-mean-<;Cjuare of th,- ~n forma.llon t? determine in ~hon ste ps Inc bound on y as we did in Chapter ~
ou tput error due to round-off. In Ihe.dl!>Cu!ston of BUIO {boUIiOed input. bounded output) stabili ty. Taking the
magni tudes of buth sides on Eq. 110.3). we get
The Worst-Ca se Er ro r Bound " I
lSI =
I1 4;>'~' I'
Bertrim bou"d The \\'O rlil-ca~c an llysi~ is due 10 Benram (1 958 ). liis :lllal)'sis t ake~ the ~, .
simistic vicw that the rou nd-off occurs in ~uch a way as t) cause the maximum
Bec.ause tl~ sum is bounded by the sum of the mag nit udes of each term. we h3\'C
bam}. and hi. analysis bounds the maxim um error thaI can pol'~ibly result Fro m the llIe<tuahty
roun d-off. Fir;;! we consid~r the case shO\l n in Fig. 10.2. in \\'hich a ~ i ng le c~~<.""
of qu ~nt izati<m is n~umcd to occllr ~mewhere in an ot h.~rw i.1,(' li near constant
S)StC11I.
There is a tran ifer fUl"ICt ioo from the point of roundoj to the OUtput. whkh
which is the same as
we will call 1f, f;;). and we can de.~ri be the ~i t u.1l ioo by the equations
y<;;) = fl(:IU[: ). .:!: L I" , I I~I I ;
h;;) = H ~;;IU ( ;; I - H ,/;; ),C:: ,n.
I I O.~,
bu t b~' Fig. 10. lCd). the error ma1n itude is alwa~"S less than q / 2. so the output
r - Y = jr = H , (;;) , C;;: x ). error tS bounded b)' I

-< L... , '

' " I" II.'!c
Figure 10.2
A ~ne,1r S'f.iten"l and IDe -
~. ,
Fin.aUy, the su m etln only get I3rge r if we illcre:r.e the nu mber of tenns
introduct on 01 ()(If H
soorce 01 r:IUnd-off ~ ~
-, l.i (IIJI ~ ( 10.4)
"'" "
t ,It,,~.-
~quation (10'7) i.~ D ~ nra tn 's wor~t-case bou nd. The function qwc.m l compu tes
11. Dr cotnpanson. With the cOlldll lon for DIBO stability. we can cnncl ude that if
the h~ear systellll ~ Bl BO s~ab le in response to input> applied at the poi nt of the
U(:) rc:)
~ q ua llt IZ~1I0n. then In lrodu~ t lon orthe quant izat ion will llot cause the system to be
--" ~
---------
430 Cha pt~r 10 QUJnllZ~l!on Effcc:s
J(I] .~.nal) SIS of RoundOfT Error 43 1

unstabl~ in the B[BO bense. J As we will ~e Imer. the system with quami~ati on
at wh ich time f is constant and in thc range - 1/ 12 :::: f .:: q / 2, Then Eq, ( 10.3)
c un have an output error that is nonzero either as a constant or as all OScillali on: reduces 10 ' .
so the system ma~ not be asymptotically Mable but t h~ outputcrror will not grow ,
beyond th~ bound gilcn by Eq. 00.4).
.\',, 1::>01 = Lh, lIlif"
"
The WOTS! s l~a dyMa!e error is the magn itud e of thi> ~ignal wilh f .. = CI / 2.
Exa mple I 0. 1 fk"II.-u~1 BpI.r.d .... /'/">Il,ai...11 which is

' I JlO.9 ]
." tl- II = .'"tt) ~ " j ~l . 11)5 , Li,J-x)I .:: II> ' (I1J I ~.
I ' -
COIn)l'J tc Iknram '$ bo<..~d. 3"uming 1hat tilt mund-off occurs in tile computation or the
produ,t "Y There is one nice thinp about Eq. f 10.9): The sum is the value of the tran,fer
funct ion H , (~) at ~ = I. and wccan writc'
Solution. Using E'I.1 IOA ). v;e ha'-.:
,'jk.,. Ij = a'lt,...,. ~( k l + "Ikl. (1 IU,'
II O.W)

""d thu~

."l' + l ) =" .v(kl - <'( ~! . ' 10.7, - ----- - -

For th~ error jY<lem. the unit pu l... re<poo<t' i<Ir , 1 ~1 = ,, ' .nd Etj. (!OAI is easily c'()m pUl~oJ E1I:il mpi e 10.2 \\ "mGls<"SI ... td\'.Si'lI, B..~lItd
~s fo llow,f""' I "'1 < 1
l ''-'' (he "onl n<.e .."al)'.i, 10 romp"(e tho: error 00"00 for tho: fif"t anl<r nS lem gil'en by
. q ~ q I Eq. 410.S I, .
1'1 < - L.. ra l < - - - . (t o. ~ ,
-2 ,""" -2 1 - 1"' 1
Solution. In lhi j ~ a'e. li>c tr~n.re r fun,lion i<
H, (~ ) o= J ;\~- ,,) .

For this exampl~. if (( > O. the error due to quantization at ::my panicul:!r From Eq, 11 0. 10,. we lind t~at lhe: bound i,
time is bounded b)' the DC gai n from the quantizer to the ootput times q/ '2 . Til;,
bound is only likel}' to be approached when a .y~1 em has ~ constan t inp ut ~nd 1..
i' . 1< '!. - '-
- 2 I -u dO,111
has ,etllcd to its stcooystate value.
Thj. i, the: s am~ "-' tho B.rt,..~", WO"'t~a", buur>d if > ~.

The Steady-State Worst Case

-_. _ - +
The steadystate wU"t Ci\<,e was analyzed by Siaughtcr ( ! ~64) in Ihe comext
of digita l control. ar,d by Blackman ( 1965) in the comcxt of di git al fi lters, For
thi s anal ysis. we "ie .... the roundoff tu cause >.Ome stable. tr~ns i e nt errors of no So we see thatlhis s t eady-st~te WONt case yie lds th~ 2~neraJ re~u l! that the
sp ~cia l concern. and w,; assum e that all variables e\'entuall~. in the stead)' Slat~. error is bounded by q / 2 x de gain from thc quantiZOltion s;uree to the output.
become constants. We ..... ish 10 kno ..... holl' large Ihis steadyslate error ca n be as ~ Equaltons ( 10.4) and (10.9) or 110.10) cxpress the eon~quences of round.
resu l! of roundoff. We con ~ider again the situation shCM'n in Fi!!. 10.2 and !hu< off from on~ soun:e. For multi ple sOurces. the ~c equations can toe ex t ~nded in an
Eq. (l0.3 ). fn this ca>e. hOll'e\"Cr. we assume that Eq. (! 0.3) reaches a sleady stat~.
.1 A fU rlf!>un r<> ,.(l.npuI< 'h, Gu,nt""' .... >.toad,."",o mor j, !iwn b) Q","" i~ , to.: [)i:~a) Co n,m!
Toolbo.,
ub,'iou, way. For ~~ a mple . if we ha l'e K r.ourc es (,If round-off. eac h with po,~i~ l : due to diston ion of the dat a should i.l ~ ig nal ol erflow. ami the ab~ol ule bound
,Jiffer~nt l.ju3nt iza ti J n je,-d, fJ, ' [hen E4. (!Q.4) b~c()me.~ c an b.> u.'\ed to s{'" )ect " so tha i no ol'erfiow i> pos~ i b le . An exampk o f the usc of
Be n mm' s IXlUnd in tlte de, i.!;n of J _pectrU1l1 analyzer is gi\e n in Sc hmi dt f 1978),
- q, ~ 'I, 1
1.1'1 ~ ~ Ih, l.l1 l i"2
[~ + f::: 11I ,(III !1' + ..
Stochast ic Analysis of Round-Orr Error
The third 1l1oJel for round-off error is th:l.l o f a ,tocha-'tic variable. The ana lys i.;
.' -' " ." will fol1o\\ \\l drow (1 9561 and has t"o p ~m : de '-e1opm~n t \.If" .~tocha~l ic mood
11 all the q\lanta ; hou ld he equal. the e rro r oou nd is for f(k) and amllys is of th e re_'pt:m,e of" linear ,ystelIllO a <;lOcha., tk proce~~
that h a~ the gil'en c har~t ~ ri,t ics. Because the de'dopIne-nt of the model require,
use of M1mewhat ~ophb tica t eil conn:!'t,; of ,tocha_~tic proce~,e" a nd be-calJ ~
Ii", :::: [ t 1fr,(JlII+ t lh;(IIJ I + 1, 'I th e modd can be gi\"en a wry rea:-<lnable heuri,tic justiiica tiOfl wi thout this
OE " ,,-'.I
mathe mat icu l apparatus. we dCI1:10p the mood heuns tica l1 }' and proce<'d with
an analysis of the re'ponse . A rCI ie\\ of the nece,<;,ary fad, from the themy o f
probabilit y and stochaS!k processe, is to Ix: four.1i in Appe nd;~ D.
First. theil. we g i ,~ a heu ri.<;t ic argu men t f()r a ~t QC ha~ti ~' mode l of ro und -
And li ke\1 i~ for mult iple ~urces. Eq. ( 10. 10) j, extended [0
o ff error, We b~g i n wilh exam inat ion of Fig. 10 I. whl're we ho\"e a plot of th e
1,'",, (0:>.::) 1 ~ I,H,(1 ) I ~ + IH; 1l II ~ + -t- 1H.o:( 1) 1q2~ I. flO _D . output \'er,us the inpm of the round-off IJperation and " sketch of e rror \'e rsu~
am plitude of the input signa l .\' If we im~!line th at l"! 'l) b a ra ndom \"oriablt'"
It i~ e3bily pos~ble 10 e.~prr s. Eq. ( IO.lIl l in terms of a state-vari able fonn o- that ta kes \'alue s at su cce>~ i\(' sam pling instant; in a ~call ered \loa)' i.lUOSS the
Imion of the eql"ubns o f Il1()lion. Suppose the <,qua[ ion~ [rom the poin! o f the seak of v:llue\. the n it ~e llls rea_<onab ic tu "uppose thm the sequence o f errors
Ijuantizat ion llJ the output are given by (\11 ) would Ix: scattered over the ent ire range of possib le val ues. which is to ,ay.
over the range from -q ( 2 to qj'1, Furt hermore. becau,e th e "teeth" ill the -"all'
"'(( + I ) = "''I(lk) + r ,( ,(k l. like plo t of ( \,cr.;u s x afC linear and contain no fla t place, that wou ld s ign:ll a
.1'0.;) = Iblt) + If ,lk). (10,1-11 preference for one \' alu~ of (O\'e[ an other. it 'iCems rca~onable that the 1'~ lue~ of
The a~sl.ll1lp[ ions tlf the _'I tady-state WUTS[ C:l >e error are thai ", (I.: + I I = ",(t, = E(I1) are equally li kel y to ~ <il\)'where in the rang~ 4/ 2 :: f :: 4 / '1. Funhennore.
-'(" and f , (k ) = (, n ' Th en if 1he ,ignal int o the quantizcr typically mo,",>~ several quanta d uring on~ samp le
period, it seems reasonabk to a~sume that lhe I'a luc, o f elTOr at o ne ~a[\\p l e time
x" = lx" + f, (I. '" ( 10. 15J will not be cu m: la1ed with errors at o ther liITlt'~: that is. it, 'pe<..'l rurn woul d be
Solving l"<J r .~. wc lin d ex!X"-'tl'"tl to be flat. which we charac terize as "white '- " The re fl ec ti on or thi ~
argu men t in tenns of stochastic proce~se s i, to alscrt that we can model fa t as
a whi te mndom process ha,-ing a uniform probabil it y densit y from - q j 21O '1 / 1,
which is OOunded b~' A plot of the un ifonn d~nsit)' is shol\n in f ig, 10.3.
From thi s dens ity we can im media tely com pu te tht' me an :lnd \";). riann of E
q u ~ n l i lal ion vor ian(e as follo\lo s
I.i-I :: 1[11 [1 - .p r '!', + JJI1' ~ 10.161

The majo r adl'antage of the steady-~tme result i ~ the I'a, lly s impler foom of t lU.17)
Eqs. ( 10. 13) and ( 10. 16) as eompJrC"1.l to ( 10. 12 ). Unfonu n.. eJ~. Eq . (10. 13 ) d oe,
not always hoJd bccau >e of the as~u m ption of 3 constant quantizati on error 01
q / '2. in the steady st~te. ! ~tld ye t the worst-ca'iC uppe r bound given by Eq. (10.1'2. I
~ If to.. ir>p'J1 t<,,~, q""""' i, J,>'" m;m" i, ,,~..<I ''''~ " , a "1""" ~.,,., a,..."",""" '" a ,j"" \\~\ ~
i.~ often exee.ssively pe~.~im i~ tic . H o\\"e~er. in .rome cases there is great expense
,hi , .~"""'n l ,. r" .. ' ~ ~f\lI>~ , I, <> al"" 'PI"'''''''''''' ,I' ll', : i.pu[ ;, ,.:Id"" 'ig~.t \\ ith ,1I\'"g
correl"k1n ,,,,,, " , ime c~~ .1 t(I ~ " 'P9I '"g p<"fhl , ,\ , . .... .-u, ,,,.1) ' .' i, ~ i'"" in C13,...;,. .;1 , ~ . f ~"1 . ,
~ .">vI" 1M! ~", 1Il,I"..,J ' IO.IM W~ n'" I>oon<], ,'" [he W''', n",y do, 1>0"",'.., ~;w > \'O[u""k lfto,. i~,,", "" ,,"< "" ",.'ho cm)r ""..." rum I,?j;. fi) I,", " ..... "t,.' r " I "'!" _pi...,,_ .., f",,,, ,la,<0'
. " imal < 00 ,m" , iA'. ~h'"h i, . ", '",c"'''''ptMt (,~ "",..~It, ,y_""m" " .~ II . ,
 JCI I -I. nal~~IS of Rou nd Ofi Erro r 435

figure 10.3
1'101 of l he unifQfm Equ ation 410.2.l ) can be used " ilh an ini lial \"illue Uypicalh' lero) of R 10
denHy fUIXllOr'I ~---1---, l compu le Ihe lran~ien l de\-elopmcnt of slate cO\'llriance loward" lhe ~'eady ~t~tc .
TypiclIlly, "~ are o nl)' imerested in lhe sleady ~Iale ..... h ich is oMa ined by len ing
j R, lk .... I I ;: R, Ck, "" R, Cx " In this cuse. Eq. 110.23 ) red uces 10 the eq uation
-1 Icalled the discrele LyapurKw eq uation (or il$ oxcuneflCe in Lyapunov'S s iabi lity
studies)
"d
410.241
(1} = [!if - jl f l =
- "< - of 5.::wral numerica l methods fOl" the ~ l lIt ion of Eq. 410.24) hn\'e ~n ([c\'e!oped.
j '" (( - O)~ f.(~)I1~ = j' ~ (( )~ q~ d~
some based 011 SOl rin~ Eq. (1 0.23) ullli l R, no longer cha nge.~. a nd OIhe~ based
_ on convenin.g Eq. (I O.lJ) in lO a ~t of linear t:1j uations in the coefti cie nt- of H,
_~ ~
- -qI -4~)JJ I,"; -- q~ [~3 " I'-" - ~3 '-'1'-1'] a nd wiving Ihese equat ions by numerkalli ncar lI)gebr.l a~ done by dlyap .m in
~1'\T l.A8 .
= 3~ ~ ~ + ~] = r; (II U R,
Thu~ we ass Ultle the followin g whi te noi,c modd fer f(111 for the cns.e <)1' - - - - -- - - - - - - - - - - - - - - - - - ---- -- - - - -
roun d off elTOr a~ ~kelch ed in Fig. 10. 1(d )
Examp le 10.3 R(m.!,"'1 QII<IIIII : <Uh'n E'm . ,r,,, II fU ,I O'lJ.or S.",.on
E(II) = U'(II). (10,191
o"lcnnir>e Ihe W tput 0( lh~ (jr<lo(>f<lcr .} 'IC IOI ofE(J .1 IO.~ ) {{'ft lh~ca<;c whl'", I~~ II1U lliplk3Ii()n.
whe re !I' ( lr) ha~ the aUlocorrei at iOll function (defined in Appendi~ 0 ) '''' 0... i,!'O\lrU4 with a 'll'3I11Um It,cl ~.
R (,rl = E'(I"ll;)ldk+ III )=q:/l2 (11=0)
Solution . Tho: ri~ onkr 5)"lcm uf EQ. (10.5,." ilh lhe roo.rndinJ; error ,cpre,~mcd ~r ( is
= 0 (II =i01. (lO.XlI
,nA' + I ~ =: ,,_, ( ( " + fltl.
a nd the rnea n value 11 is zero.
With tilt model gi\'en by Eqs. (10.1 9) und (10.20) ....e : an compu te the mean
and \'ariance of the sysle m e rror due 10 round off us ing stale-,pace melhod ~.
Allain, we ob!\en'e th at analysis o f !he response 10 anr eD~Slant .nonzero me~n ,,'"
11 can be computed separate ly from Ihe response (0 Ihe whuenOtse com ponent and fron, Eq . 110 1111. ..~ ~c Ih:tl
U; /I). . , ,
In order 10 a nal yze ttw:o e ffect of the random p3n o f the. qu~n ll lahon nOb <'.
let's re\'ic\\, (see a:so Section 9.5) lhe genera l problem of IIlId lll{: (he effect of
~ Ihat Eq. ( IO.!-Il ..
tero mea n noi,e, u'. on a lincar sySlem
.t tk + I) = 4t ,":(k) + r ,II,(k) R, _ OOR. ,, + (I.~ 'I ' .
.I'(A;) = H ,J((tJ + ) ,II(k l. 41 0 .11 , R, _ ,_. _I_
We define l hc cov.iance of Ihe Siale 3~ 1~ ] _ ,,"

H it) = E'{ ~ ( k ) ll r O,:) l. 110.11

---
n. =:
and . a l J: + I. I-R = q_ !' _ __1 .
\ . ~\' 31 1 - a' ,
(10,26,
R Ik + I) = [ ! Xlk + I l xrl J:+ I))
o
,\ plot of E~. 1'10.26) ~ Ior'~ ",ith the \':lluc of the WOhl -c.,e bound flU." Ell ', ( 10,11' ~,kl
= [ !($, .~(k) + r ,u '(k)J{tI>,lll k) + r ,ll (k ) I' ) ( 10,1 1) i., , hoI'o'n in Fif. lO,J.
= 1b,R, (k l<ll,, + " , R" ()
"" t. 110'1
,- , , - - - - - - -- - - - - - _ . _ - - - - - - - - - .
43 6 CNpter 10 Quan\i;aU(ln Erf"ts
10. 2 Effw5 ,,( PJrn mel ~r RoundOff 437

Figure 10 .4 figure 10.5

Error@itlll1oltesaoderror Error E'SllITldtE'S and error
bounds bound w ;\h quant lallon
H(z) - fa qx..t to d second'OIder
!!' WS!em, <M1e1"E' r = 0.9
DA - ...,..1-<&10 ba>nd 'If}.
IU " " "ont-<:l.. lIou>Id
""" - R.\tS $Ioo_i" "".;_ ;ih I - ooo_ RMS "r~

J. . . ...."-,,

,
! 1
", ~ M ~
,. ,~

" '" '"

In SOITlt" cases. the OUlput of :l sys tem is nO( one of the stale elcmems. [n Solullon. TII~ ~~i ll nft~, ")"Iem ha, hn set 10 l'C' unity ~t f.<"'-lucro.:~ O. .lr1d til<! pw--.meten.
other words. ~~ ."t.alnl rot "'" po1~ 1oc~lIon> :M:"JC"d;ngt"~ . '" -lrC1J"o(II) and" ., ,:. In ordcrlQStll<h 1M
role or,ll.- fl"<"q"Jeoc)" MIM JX'I<'. ,i"en in ~l;l.liled le,no, b~ [lie angk (I. ,,t hl 'l" <."OIt1Pur.M
s = n i l" + J,Il-. lhe ~t im;llCd (fTOf"S a~ron;lilij! 10 Eq , lOA).; 10. 161. ""d I IO.n I fOf" ~''''1";11 \":11""" of e and
and. therefore. plOl[e.:\ rhem In Fi W5 . 1'm the ... Itdom-lIOi<e<-" ",e. thf-sqllare root oflhe """ItofEq . I I O. ~ 7 1
b plou(-(\ f rol:lthc pi",. II I. cle;!! ..... 1do: "or<l-(".be bol.lnJ i, qui[e la.~ cotr'("'rN to lho:
lei}' J = & \(H,x + J,u:)(H,x + Jlu")' J . OlM. r,,"O <."OI'Ilpur~l ion. for moO" 01 [he .......,e of u~le.. E~~riment < in the labor.!rOf~ ... i!h
..... odom inpu., 10 rho:- '}<lem Ii...: re.ult. Ihat. ' ''''''fl:llre 'c,)- famr;)bl) " ';Ih the numbe,; ~i"en
"" hieh is to say by rn.- rondotn mOOd.
R,. = " IR. Hi + J, R. J,' . (l O. ~ 7 ) - - - - -- --- -- -- -- --- -- - - - - --- --- --- - .
Note thai we can use Eq. ([0.23) and (10.2-1)10 compote lhe cO\'ari:mce of Ill<'
Slate due \0 round off trror al SI'"\"I~rallocm ions simply by laking w 10 be a column
main.' and R. 10 be a square diagonal matrix of cO\'an:lIKe~ of lhe componenh 10.2 Effects of Parameter Round-Off
of,," . 10 the rnu llip l~source case. r , is a matrix ofdirm-nsion II )( p. where then:
are II Stall~S and p sources. We ha\'1: Ihus r~r analyzed )he effects of roundoff on the \'ariables ~uc h as \' and II
in Eq. (10.5). Howe,er. 10 do tile cakubtions for a eorurollcr. the computer m.... t
al,;o store the equation coeffi cienl~. and ifl he machine uses fixed point arithmctic.
Ihe paramcter \-alue~ must also be lrunrated or rounded off to lhe accuracy of the
Exa mp le lOA R(mJ"nl QU'Ullf~mi"K Envr"!')I" <l 5.\,md-O.;/a S.~I "'II
machine. Thi. 1I1cnns that although we mighl design the program 10 s.olve
Ikl.nninc lilI! quarll iz.lion error ofthc !;ecoodonk. S~>lem
y (k + I I::: 'I)"(k) + IIlk).
il will aClUa ll)' soh'c

.r(t + J) = ( 0' + {jO'I.~tt)+Ir(t)+f(k l. (10.281

...38 Chapler W Quami:O'lk'rl Eff~c'I S
10_1 Efkcls of Par:lnlet<"f R('IundOff 439

In Ihi~ section. we ~ i \"C.~ me thods for Ihe an.'1l y~i, o f t h ~ ~ fl"tCb o f the p;tr:lrllt.'ltr
where the dots reprc~nt t e rm~ o f higher order in 6;. and &0. By Eq. 110.lO) we
~rror 6u .
~ that the fif'lo>t term Oil the righ i-hand ~id~ of Eq. (l O.] I I is z~ro. I f &~. a nd &r,
llle principal metm with parameler ~~rial ions is Iltat lhe dyna mic r6PQI1<.c arc both ~nll tl . then the highcr-Qrder lerm \ 3ft al so negligi ble. Thus t h~ change
and e"fJ<:Cially the Ha bilil )' of the syste m will be alt<:red " 'be n the p:lra met t.'r~ ~ r.. . oot ... n. i t i" il~ in ;" is gh~n to lirst order b)
J hered. One wa y to<;tudy thi s problem is to loot al llle characterhtil' equation and
a"k .... hat e ffect a par:UlK"ter change has on the: c haracteristic root~. For c:o.::unplc. U l aa.
for the fi~t order ~~tem described b~' Eq. 110 .28). the ptn urbed chataCterh lic j 10.32)
il Pt ;):
- 'I '" " "
equation is
We can e"alu;'lIe the p;:on ia l dc ril'ali\'I:S in Eq. 1rO.32) from Eq. (10.2'1 ) and Ihe
: - Ia+ &r) =0: ~"q (j i\'ale nt
f:lrm
and il i~ im me diately ob\'iou~ that if we want a poll' at :. "" 0.995. it will b.:
"t :..a,) "" (: - i'I) I ~ - ;,,1 " 1 : - "' 0)' 110.33)
nel'e~sary to , tore cr to Ihree dedm al places and tha t I h~ li mit on &cr fOf 't abi l i l~
is 0.005 becau~e a "ari ation uf th is magn itude r~u l t , in a pole on the unit c ircle. First, u~ i n g Eq. (I D.:!? ). " I: c omputc
:-':ote. howeler. Ihal if we "/nJ('turc the a term a ~ a = I - fi and add the t tl'rm
.~ epa r;l t c l )' th en f1 = I - a "" 0.005, and the re lative acc uracy r<.'q uire mcntson II =J... 0-'
, . (1 0.3-1 )
are muc h I t~s th a n th ose on a. Th us we see that the d<.'1a ils oftne arc hitec tul\' o l' a
rt: a li latio n ca n have a maj or im pact on the robustn e~s o f the de~ i gn to parame ll'r
:lnd next. u ~l ng Eq. rIO B), .... ecompute
va lue qu anti zl.Iti on, It is also Ih,' c ;!S~ lhm d ifferent c ~n on ic ~ 1 fonns realized II ith
a l! iI'cn parame ter acc urncy (word s ize) will be able 10 realize a di fferent ~t nt'
pole location s. It is ofte n possible to ~ I ~ct tltc reajiruli on ~:ruc turc in such a w;" (10.35 )
thai the desired dy na mics are almost e xactl)' rea ti ~ed ",i:h th e ava ilab le worJ
length. T hu s Eq. nO.32) reduce~ to
To ,'>Iud ), the_"" ma tters. ,,;e cons ide r lhe ch aracte risti c equa tion and ask h'lI\
a particular root c h::nges when a pan icular p;}J'3met~r cha nges. TIle ge nend '>I ud, 6 ~" = ( 10.36J
o f root l";Jriation with parameter c hange h the roo1 lQc us; however, we can obtl.ll;'
result~ of .<.Ome "alue by a li TlCari lCd >et1si til'ity ana l)'~i~. We ca n compare th<" We can say Ih ings Ubotll root sen~itj\' i tr by exumining Eq. j 10.36). lll~
d irN"t and the cascl(]e real i~at ioos o f Chapter -I. for example. to see \\h ich is numerator term \"llrie~ wi th the index number of lhe: p;:ora meter whose: \'ari ation
to be preferred fro .... a se nsi th-i ly point o f view. In the direct realizat io n, Ihe \\ e are consideri ng. Becau~ we are deali ng \\ ith a s table s y",tem. the ""'gni tude
c haracteristic equ at on is of i., j~ t...~~ L"a n one. so tile la 'l!er the power o f the s mal1tr the varialion. We
I.;"
:"+0'1:, -1+"' +0. = 0. co nc lude that the mos.t !>Cnsiti\'e paramete r is a~. the constant te rm in Eq. t 10 .29).
110.:!91
Howe.er. for \'31 ue~ of ~" near the unit cin: le, the ret31i",' se ns it il'it}' deerea-.es
Th i~ equation ha.~ 1llOIS at "I' ;.,..... <, . . -here ;" = ",,/". w~ a~~u me that une s low ly a~ k gets ~ma ller, The de nominator o f Eq. ( 10 .]6) is the product of H~Cl ors
of the a 's, !lay at. is su bject 10 e rror 00" and \I t' " 'ish to compute tile effect 1111_ from the c h:r.lCten ~t ic fOOtS to i . . This nle a n~ that if all the roots are in a cJu~te r.
hoIs on ;'/ und espe::ia tty the e ffect on ", so that q abilit~ can be chec t ed. Fur lhen the :.en~i ti\'IIY is high. a nd iipossi ble, the TOOlS should be kepi far a tlan . For
t h i.~ purpu).!:. we <:all Con\'e nient ly .....rite Eq. t 10.29 ) as a po.ynorn ia l " ' :. a ) thaI e~ !lmp l e, i f \I'e I< iob to co nstruc t a d igita l low p.is~ fil ter with a narrow-p;ls.s band
dcp!! nd s on: ;!OO 0'1' At : == ;./. the po ly nomia l is zero, so we have and ~harp cumff. the n the ~p t e m will ha\'e many po les in a cl uster nea r : = l.
If we implc l:lCIlI .~ uch a tilte r Jntlie co ntro l canonica l fonn (Fig. 4.8c J. lhe n the
PP-,. a~) == O. t 10..'01
';en~ it h' it )' gi\e n by Eq. t 10.36) Il itt hal e mllOY factors in lhe dtnomi nato r, all
If 0 , is l' h;ln gcd to crt +;;q" then ;'1 also c ha ng cs. and the new poly nomi a l i~ ~ m u ll . Ii ow el'cl. if we impte men t th c J WII/' fi lt er in the cascade o r paral lel form s.
the n Ille .>CII si tilh y factor \\-itt hal'c only one term. Mantc) (1968) stud ies th ese
ill' i~~ues und q uole) un e~8m ple of a n a rro\\' - b a OO pa~s tilt er o f ~ix poles for \I'hic h
- +
iJO' I '

= 0. (10..11 ) 7 Th i. ,. !!~" if 1',,., 1\;0 , ool~ "0' "". '" " . ... , " m "~ irl<' Of'. ,h.i, d" "",,,;. l<m and 'ho~fEd.nl
0(&1, i~~q 11 (1, :ltl' ;.r~~IKooO<kd,
4 40 C h~p l Cf 10 Q\.Ianll~al tOn Effects

Figure 10 ,6
the pa roll ... 1 rea li ~llli r-n was less semiti,'c by ~ b,'lOr of IO~< In o ther words. il
Tr(ljectory 01 a f'rst order
would take 11 big of additio nal act"ur.Jcy to implemenl lhis example in d ire..:t system with t.uncat c n
form over Ihat required fo r the para ll e l or ca<oeade form~ p.1JX'rs collected b~
n"" quanltzal 0n
Rabi ner and Rader I ],}72) cOnlain many Olhtr imerest ing remits in th i .~ area.

$oluti<:m. If tho! ttao~f~r fUl\Ct ioo ;, ft"Jliut.! . , J ,,",,"oJ. of tlk- ri ....'.,..<k-r lerm,. \h~n ;t .,
clear that the p<l k ne~r~" ,,, 'ho: un't circ k ;, ~ , ~ "'" 0.9. and a eh~n~~ ;n the ~o<:flklCm b~
0. 1 ""'ill m",'e th i. pok '0 th e uni t , irde arK! le:od to i""tab ility. Th i ~ ;" p(f\Cent d\ang~ (If
111. 1/ 0, 91100 = J J 1'';- , 0., the ClIher hand. if the \.'O nl r<.>l k r i., reali~:" in on. of the di",,;1 thu, cono:: l l.ld~ that tilt" lrajec tory c an be found by ~t:lning Ili lh a point on (he
fOffils-..i ther (lntral or ~ .... 'er cano ni,- .I forln - Ih cn th c <;"OC1Ti,icnb u",d are Ib"., ~ !II (1/ Ct)-linc. dropping to the Q{'I sl ~ircas~. projecting lefl to the f ]/ ul- line again.
the p<lly nom;al form. In ,hi, (~;( . b.1 n~mtri "al e~pcrim.nt"ti"" il i. fo"n,J Ih"1 J ,"han..,< dropping ~gnin. and so on. a~ ,I hown by the d~-.hed ]ine.' a nd arrowheads, Note
o f ", from 0...159(1 h) 0 ."5RO. a mol " nmwd to lhe uni , ei rek . 11i' i, a ,h mg.e "r (\"I ~ Ihat tbe p:llh wi ll always end un the segment of 7Cro amp litude where a ," .:s q.
10.001 / 0, .. 590.11 .1 "" (J.~2 ,} . I hu.1 " . ",,. thai t~ C" ,,: Ji.k (orm i, In )"" rot-u, 1 10 pa,..~ It"' t~r
;.JOll. how~\~r. 'uppo;.e Ih e in itial va lue o f ." is n~gat i\"e, nx.- traje.:tory is pltl lted
change, II)' a (;tetor '" "1' \0,1 ~ ~ ""~r Ihe din',1 form,!
in Fig. 10.7 . '."h;:re proj"tion i.~ up to Q and to Ihe fight 10 the f Il a l- line. Kote
Iha l this lime the trajeclur), gets stuck at the pomt s. and th .. ll.'spon;;e doc~ OVI
go to ~c m . Toe poin t ,\' is an ~quilibrium o r s tation~y point 01' Ihe equation, ]f
the initial ,alue of." had a magnilude ~mallerlhan J. Ihen the motion wou ld have
10. 3 Limi t Cycles and Dither
figure 10.7 Y Slope. 1/<>
A, a fina l ~lUdy of th(" dfee\) of lioi to: word length in the rra ]i ~ation o f digi l ~] Trajoc!ory of a hr<;t..(J(der
tillep.\ ~ nd compensal,)p.\ we pre>-eol a ,jew of the q uanli~er as a sig na l-depcmku t IyStem w th trunca tio n
ga in and analyze mo re c l o~e ly Ihe motio ns pcnnilled by th.s non li nearity. On~ qlJarlt,zatton and
type of mOlion is an output Ihm pers ists in spile of Ihere being no in put and th~ t negative initial cont:ltiOf1
t:\'entually becomes ~eriodic: Suc h a mot ion is called a limit c~ c1c .
To ana l )'~e a oon lioear ~y~lem wc mUM devc lop new tools becaust: ~upc rpo
sit ion and tramfOmlS do not apply. One ~ uch tool is to use graphic mtlh oJs tv
,ol\'e the equations. For eump]e. suppeSt: wt: havt: thc fi f$t-ordcr equalion
.I'll' + I) = Qla.lll'l). (IOJil
]f we p]OI ,I' \'e r'\l~ 0'" as in Fig. ]0.6. we c OIn aho plot the fUIlcliun Q (O'," I and
tr.K:e the trajectory of [ht w luliu n beginning at the point Ii o:l the y-all is. Ac l\'l,:\
from (/ at poi[I1 b. we pJot the valuc uy from the lint wi lh s]opt" l /a. BeJow /)
at l i ~ Ihe qu anti zat ion of "'.\'. and I'k> nce the nellt va lue of y. shown as d. \h

mo,'~d down to the next ~q ui l i brium wh~re the t l/ O') -hne and Q(' I irul'r., e,:! It
i~ dear that ., reprrscnb th e large~t va lue of .\' that is at ec,ui hbrimn a nd thm thi,
val ue d~pend., on Q'. We ~h(l u ld be able to find ~ ~ l ati on octwe~n kq. th~ larg~.'t
value of.' at cl.luilibrium. and 0'. the ti me co nstant uf the lill e r. In fal'l. from
i n~pt"etion of Fig. I 0.7 we see thul the large.l! ,'alue (If .I" al a ~tati (lnary poi nt i ~ ~
,alue.r == -1'1 such thut
- ~'qO' < -hi + (/ I.:tl' > I.: - I. or
I I
,< - - .
I -a
1". 1< '1--
1 - 0'
The last re.~u lt is the ~mne a~ the \\on.t-ca~t' oounli th~t would be foun d fro m
Eq. 11 (l.8) with the nwxi mu m I'alu~ of r rror 'I for lnmc ation rather th an '1/2 u, j,
the ~asc for (OlIndofr. Thus we lind in the li rstorder sy~tem thm the WOf"!'t ca~e
is rather li ke ly to te re~ 1i zeu.
In order to extrapolate the~e fl' ~U It~ to a hig herordcr system WI' mu ~ t fi nd ,I
more subtl e way to look ut them, Such a I'iewpoint is provided by the ore.:er'l"mion
th at at the equili bri um poi nt ~ of Fig . 10.7 the gain of tt.e q uami lc r is exanly
I/ o:. If we con, iueI" the qllan(i7er as a I'ariabl ~ ga in. then ,he eq uil ibriu m occur,
atlho~t' po int- whtn:: the combined g ain of qua nti ler and parameter 0: are uni t~ .
which. for a linear ~yste ill . would ~'orrespond to a pole at : = I. Th e ex trnpolat ion
of this idea to hiJ!herorder sy.~t..::m, i ~ 10 examine the range ot" po,sihle equh'a lent
gai ns o fttlc l.lUan(i wfs and to mnjf"Cturc that the limit ing motion will be no largcr
lhan the largest ~itn al f()r which the li near ,y, t~ m wit h tbe resu lting cq l.li \"ale m
gain!s ) has a pole on the uni t circ k'.
We wi ll illu~ r rat e thc ..::onj~ctl1re by means of the <t'coTYJorder cont ro l canon
ical fu n n shown in Fig. IO,H!a) wilh tht' quanti~er l'haral" teristic shm\n in f ig.
10.Slb) correspomling to round -() ff rJther than tru ncat ion. ~Oll' from Fig. I08{bl
that the stairc J.O'C o f this qu ant izer b centered abou t the li ne of <lope 1.0 pa<~ing
through the o rigin. The characteristic ~quation fo r thi s ~y~t e m. if quami;wtiun b
ig nored, is
:: + (l ,~. +Il : =U.
:: - :!rcos II:. + ,: == U.
wh~re we ass ume thai U < II, < I and (/, corre,pon d ~ to a relll angle. Thus we ." ',.
Ih:ll lhe sys t<'m wil l hal'e wm pJc.~ rool> (,lIlth e uni t c irc le Qn ly if lhe action of tlt e
quam i ~cr i~ to mnke the effecti ve \'alu l' of 1/ , = r: = J.0. rhus the co nd iti on for
a n o...cillatio n is thai Q ld, .\' I ::: y Foll ow ing a n a n~ly., i ' ., imil~ r 1('1 Eq. (10.38). Ihe
propt"rty o f the quanti 7er i, that Q I.I - 'I f :!. I .:::: 'I I ~ . [f w: let II .'" == kq - '1 / 2.
then the o."cill ation cond itio n becomc~ - - - ---
]0.3 Limll Cycl(s and Dither "43
Figure 10.8
A s'nmd.arder system In control lncrica l lorm ld the quant<Zef chara ctClIs tlC.
correspond 09 to lo u01d-oft
(.)
'"
fro m wh ich the ~mplilude is predicted to he l es~ Th an
I q
I.:q < - - - - . ( 10.39)
2 I - Iii!!
The d!"eci o f quantization on the tI , -ten n influences on ly the frcl.l Uenl'Y of the
oscillations in thi s model. For thi s purpose. because th e equi"alent rad ius is l.
th e equation for the digital frequency is fl == WS - ' (ll ,/2L
Another benefit of the I'jew of l.luanti zaticn as a variable gai n is the id ea that
n seco nd signal of high freq uency a nd constant ampli1l1de ;jdded t('l the input of
dither the quanti2er can destroy the limit c)"clo:. Such a si gn~l is called a dithe r. and il.<
purpose i. to make th~ effec tive gnin of th e quantizer 1.0 rathe r than somethi ng
gre att' r than I. Consider again the si tu ation sketche d in Fig. 10.1 " 'ilh the signal
stuc k at .1.lfan ou t s id~ hi ghfreq ucnl)' sig na l o f ampli tude 3q is added to r. ;hen
one can e.'pecl that althoug h the output would conta in a fluctuat ing co mPonent.
the average value would dri ft to"'ard ;o;ero mther tha n remain stuck at s. If the
frequ ency of the dither is ou tside the de~ircd P3SS band o f th e dev ice. th~n the
resuit i, improved response: that is. a large comt ant hi 3s orel ... a hig h.amplitud e.
low-frtquency. ... I f-sust~inc d.limiH:yc1e osc illa tion cn n wmetime~ be removed
this. way at the cost o f a lo" -ampli t(!de. high.freq uency noise that c~uses Very
lo w amplitude errors at the SYSTem 0I.l1pm, .
--- --- - - - --- --- - - -
Example I 0.6 QH<.m(i.:::.!!~"'-G!!!5... d Limn ("I.-, .. nd E(f,YI rf V i/h"
FOf lhe ,~ ,tcm in Fig:. 10.8 "ilh " I = - 1.78 ,nd " : = 0.9.
444 Ci'la ptn 1(1 Qua n \iZaliOIl ElTec \;; 10 5 Problems 445

tal lkl~nnin" In" ",.p,m.., 10 lbe inili~1 I'OOd m " u of .. , = ! ~td " : = 0 "';Ih , =0 "00 ~ 1 'lI l ried. "'hi ch WJ, ('lU nd 10 be mu,~ le,~ effecti", Ih:trl the- !'i)'qui sl r'"'lu e!\(~' "IUJJC "'''"C.
q = n. 1 Ce>mpIfC , he ' t ", ll, 10 lhal prcd icl1 tty Eq, I IO ..W/ l ' nfon\tnatd). t!>c sel:lio<l of tl><- :trnr litu<le a nd sign al ., h ape of an effe<"tiw dither maiM
I h l Dt'~nninc" ditll.!' Sisn ol tlla, imprt"e, Ih. re,pO<l' . m"", a m. tlcr fQf e~pe,imcnt~li "n th~n llleor)"
--- - ~~ - - - - - - - - - - ---- --

So h.llon. A , i m~ lai"" of the" .,,'t~ tn of Fig, 10,8 " iI~ (",d without q u~nl i1alioll i, ,"""'n

in Fig. 1O.91~ " Tile li mil C}'c le i. dc~rly ,is;bl~ for tl;" 'I = 0 .1 ,::'Ie, The '~>l~m p;l!'",lt1XI.,.
corrc~pond 10 roOl' til ~ radiu, o f ().95 at 311 angle of ?O . Th. qu an I1 1-"liOll ln.l .... as ,et at 0. 1. 10.4 Summary
The r<SpOI1", ... ith qllJ.m i( :lIio<l rk:trl\' .I I\OWI th~ lim it crdc ,.. ith at amplim<leil rO.5. "lIie" i.
c~oc t ly the ""'ue giwn h) Eq, ( W }9 , \\ ith ", = 0,9, Tile po:riod " 't I>< li mil c}c kcan iJ,: '-C<"" :\Iuhiplication roundoff errors are bounded . in stead}'-s~te. accord ing 10
from the fi ~u,c to be: appru.imarcl)' 1 ~ ,.mple . If wc compute It.. freqwn ry \'()tl"C, p....l<.h ng
to the value of" = - I, 7~ ,"'ilh tile r~di".< mh"ll ll" I in of<l~ 10 rett.:ct Inc f:>.;t that the 'y<!e '" 1.i"",, (X )I.5 IH,(l) lt. (10.10)
i, o'~l lIatin~. \,;~ 1100" '" ,'0' - I~"I / l ) = ~ , . T ~i< ang.k corrc:,pu>d. 10 an o.,;lb lio n .... ith a
~riod of 13.2 ,amp l~>. an ~.Iimll ~ Ihat" q~it~ g.ood. ~o o, ide rin~ ,~at tl><-uU<" ~riod mU,1N ,,"hert H , is lhe trans fer funct ion between the qu antization error and the
d O iotegr"' n~ mbe:r o f s.o.mpl e p( riOO. output: and I H, (1) 1is th e dc gain of H,.
10 Fii. 10.911; are plotted ,~" re< r nn,e " 'irh q = O.oJ Ihe r? ,pon.'~ "ilh " '" 0.1 " 'i ,h
Mulli;Jlication rou nd -off errQl"l can be analyzed under most condit ions by
d it he , d<kled. In Ih i, :"".,. aft~, c~p"rim,'mltiorl. it was fntmd that a "Iu:.rc"'"\'c di lh er
.u'"" co nsidering them to be an additional mlldom in put at each multiplica tion.
at 1M r-'yq~i'l fIC4~rnC} \\ olhd quile \\ til at ~n anlp li!OOe of ~ ~ . I~ th JI c~"., lhe ' 1".ad),.'I""
""po<t" ha, """,,, rNuced in amplitude fwm 0 .5 100, I a~ d!~ fqu.:",y ha< t>cen ''''''':J~ The distribution of the random input is fl at. i1 , mea n is O. its varia nce is
from that ha'ing 1 ~riod <>f I.J \0 \hal having ~ period of 2. n.am:l:- Ihe "') qui'l rre4""n c~ . R, == ql / 12. and it ca n be ronside red 10 bt wh ite (no time corre lation).
The c~peri "'cnt' four><! ' hal diTher n f ks ' 4tnl" ihHle did !lOt feltl~"C \he nal urall imit c)'c k The dfcx t of the rando m mu lt ip li cation rou ndoff error is analyzed by usi ng
and dithu of higl><r I'''pi itude ga"e ~ l:.rger , !Cadystate em\( r<sl'Jfl~ . A random d"her ... ," the discrete Ly;lp uno\' equa ti on
R. (x) = 4>, R, IOC)<P; + r l RJ; . (7 .30)
Figure 10.9 which is evalualed via MATL.<\B using dlyap.m or qrmS ,m. F()r 16 and 32
(iI) Se<on<l-order bit computers. these errors are usua lly negligible. They could be significant
r~Dome '.Vlth and using a com plller with 8 bits or less. a, .... ill be shown in Fig. 11 .6.
~ .. O.l
\f\I1thoo \ qvantilat lon
showin<;; I r'llt cyc le I rO 11le effec t of par.uneter rou ndoff (or par.lrncter storage error) is s ~'stematic
(t) Secood()I'der and has the capability to re nd er an otherwise stable system unstable. It "'as
r~OOI1se IV'I " shown tha t a parallel or cascade implementation of the difference equati ons
quarlli za llOn q = 0, 1 sign ificantly reduce s the sensitivi ty to this type of error as does the use of a
clfld d ther" 4q ,~ large number of bits to repre~en t the parameters being stored.
&.. 21)": ~ I .. -1.783: ~2 a 0,9: q .. 0.1
"" Under cerw in conditions (usually Iighll y damped systcms ), uncoll11ll anded
osc ill~tion s will occllr duc 10 quanti zation called limit Q 'cles whic h can be
0--------------______ allevia ted by the addition of low amplitude o5cilblions called dither.

'{i Dithfted O.I aIoO, ~ ..

~
j 10.5 Problems
" , / \ .. .' . /.o <li'_""-
O-C'C"_ "'--_ _ _ __
0- \ I \/'~-
I 'I i 10. t For the \ystem f,om Eq. 110,~) " ilh a = 0.9 and q = .0 1. wha l i, rhe rm~ of the
1 quamization em" of ... IIw yoo e.pe<.'1 fOf rarxlom input. <I rk!','
. "~ ~~ _c!
.2 r __\/--,;;-__-.:;--________ __-=__
~. ~ ~ ro ~ 100 1m I~
11).1 Verify Fig, 10.4 by simul"t inglhe resp<m'" of!ht .~ ,tcm f,nm Eq . (10. 5) LOI'lln '" I " ';th
,OJ and wiLhou tquanti U lion ofl he ") ' multiplkatiOll.U", ,, = 0 .9. q = .02 , ~ndcomputc lhe
,espo<tse from k = 0 10 k = 100. fCpealing Ihe :.imulatio<l20 or mo<~ time . Comp ute <r
.... 6 Ch.'pltr 1\) Qu~.\U.z.nion EfTf;'\C\s
!t.l.5 Pmbk ms .... 7

" r lito: diffcre~~'C b.:1 ...~n Ihe ..-J'c ""h :HId ,, ;IIIOUI quanll~lli:KI al l: = .$ and ')I~ a~d
*_ fi9u re 10.10
com~ ... ilh 1'1 , _I O.~. COIO!llC"': 001 lilt ....u~h you 10000 aOOdi ...._, an} di",",fpan~l~' A $KOOd-ordef sysle-m
IOJ A "" ,n~llooo. p"'. IiIl .... IS Ik,..,ribed b~ I"" equa.i<.! with Quan tllat o n

yU" = Q,I"u k - 1,1 + Q, lll - u)II ' ,t - 0 1.

A,~ume t....1 " "" U an.J Ih:Itt tbe inpt.Jl. r, Lt ). i~ a , ......1)" \"iI} ing ,il:n~r that. for Ih.
pulJlO'f ..... I hi~ lIl:ll~~i,_ Cift be appro_, j""l.:d by " roMIJ"': . Thf .Mc nllude of tilt input
i. ~.Irkto:llo I>c Ie>. Ihan 0.99.
(II Jf both q U~l ilCr.. oper3l>" ...'i lh I bib to the: ",ht of IIt.c- i'OJnt . .. h:n ;, Ihe "31~ 0">1
lilt '1U.1nlll;Jl q f'" thi, C"""~
[b l Gh'f an ~,.P'\'s~ion in lerm~ of U for the mini mum vallie that f mll' t Iu~e IU
I"""'nt~ Ih:Itt qu~mi'_:IIion errorc anllOl cau~ the input :o Q: to f~cew 1.0.
Icl E"3I uatc ~-:)\Ir u pte<sion tn part Ibl and ~i \ e the n"'-'C~!lfy bil .()Unt if" ., 0.1,.
0 .98.0. 99.' .
Id) Suppo,c tho. input NO quantile, Q, i, ti 'cd ~t I~ bit, " 'ilh I I b.T> to lhe rrglll " ,
thc ti , cd poi n1. At ...-1I"t ,~r .... of " can the quanli ldltion m Of ~I o'lf cau~ lhe ' opl1l
10 Q, loe~ ual uni ly"
10.-1 A digital ~ llcr .... "h the " "KIUlC of Fig, 10, ij is p.et:cd ed b~ "" NO COIWCfler ha'\ R~ l~
hil 'O(a.:cu, oc~', \l"h II bit.to lherig.hlot(hc fi~td poi nl. Tkqu;mtilcI 0, iH It. .b,,
" ord kn~ tll " al N to haH 3 biB 10 lito: lefl o f Itl<: poi nt. The qu anlile' Q: i~ )C"akd W
h""tool)" I i ~l bil lO tilt leflOf thc po int in a 16-bJl <.l ord .( nll-th. Let " , - I.b.nd
": .0.8 1.
(a) G,,-c lhe <jllntu m , izc_' <t, (or Ilk- con,'N1Cr and ~:.c h inlUl\:I l roul\d.off quanHU'
(M Gi,-c lhe rclf\'am I"'mif' flltlClioo, ~"e>>U)' 10 CO" tPUII< Ih( output 'lo ~nfi lat;'., 10." Sohe fOtr the """ OU tput due to roun doff for iii" ')">lem of F,g.. 10.8 u., ;ng- compute r
<~ lool. if~, - - 1.6 nd ll: =0.8 1.

lei Compule the stcady't.:lte ...""', erTOr:t< lito: OUlfllll d ...... 1O qu;tllti 1.31inn.
Id ) U,e l>1ArU8 to OO<nput( Ihe ...on!-c:o'e bound o n o utputquanlll:llion c rror.
Ie, l;"" ~1""TU8 to compute th~ nos ...,.OI" due fO quantiutiJon u~ing lilt .. hIU'.noi,c
_I.
10.5 For lito: '..:ond-UOCT obsc-n-CTcaoc-..ical rornr s.ho<o n in FiJ. alO.
10.1 ~ fil (e' , ""..-" in fig. IU. IO l\a; inpUI (.om an iVD CORWn cr th:tt hal: 10 bit<. 9 bu~ 10
the nail of the th ai point. ~ i"",,1 mag-ni!~dc j. , .,.t""led to t. The four qLli1nt i ~"
a", basrd on 16-bit "Xtrd~ sc-akd 10 h~'e. ~~jwl}. 12. 12.9. alld IJ hil.' to the nghl
or lhe pa;nb {.e .. (] , 11:1, 9 bi l~ 10 (he "ahl l. Tbr 1"lf"4metCT5 3", u, = - IAII. _ O.ltl .
~6,_~ _ 1 . . -
(al Gilf the qua nla <I. for f och qUanl iWlion 1000001ion.

la, compule lhe IralbrCT funclions fron.!he q03n1izcrs \0 the noJlput . .'. Nou carcfL II~ (b, Gi>~ lilt ~>f'eCI"~ ""n, fer fOn<:1io"-~ froO' each qu:a ntiur 10 lhr OUlput.
ho" fl13ny 1t'Ct! 10 be c-omputw . leI L",. M ....lt.AB 10 roonpure tllf "' nN -ca", fno' bound"" tilt """puI q..:.nl i(:lI ion
m.
rb l If h , _ h: .. I. " , '" - 1.6. " ; .. O.SI. ,,'lI:It " 1he n'3~imum slead)-J,lalf <"f"'"
dlle lo .-qu.ll roundin~ quanLl uf ::i:.'I12~ Id ) 1;", M...n~lIlu ,ompule lhe m .s OutP1i1 enor for this .~.<lem ba>Cd ",. I~
""hilf not'".. ,""""I of ljU3lltll:llinn ~ITOI.
Ic) Shu\< Itl:.. I"" !:to,:ha>-lic .Mclr.t n,;tion model to U'C Ell, tlO. ~~, Oft Ih", 'y'tcm
1Ia~ 10.8 COft"'; do.'f 11\0, di.<O:'CI~ l'Umpt'"IISlition ..-h<><e !fan,fer f um'lIon j,

... , ]
1.6 O'
.... = [ -O.SI r I = [ 0' 0I ] . (_'
""........... _ !..,! . H "' I' 01.

,., If implrn>r:nted a ca,.-,I\lk of 1\. sto"k r ~ I~r< \l ith , ocftkkn{' ' I"""" to lin ;te
""c~ cy. " hal i ~ 1he \rTl.:l ll e:<t so in penurb.1,hOn Ihal rooM C~~"" in . tabilit)"! Wh k h
par.:meler wuu ld be mo<t '>en, ili, c"
",[;: :1 I b) O'a'~' 'Ill imp lemcMt, tion of D I: I in conlrol canonical fun n "i(b paratnet e..
-", h'c Eq, (1O.2~ , fOf th i~ ( 3~. and ( om)I'Jte N, (Ol from F.q , 110.27). " , . iJ! , "I" and ~, . CO tl1pulC the ~"I-ordtf 5<"fl~1\i 'ilic~ uf the '>C panmeler<
oc<:eordinC 10 Eq. t 10 .;\6). Whi,h par.lmele. i! mml scn~ilj\"f? Compa ", , ""
448 Ch~ ptn 1(1 Qtl Jm l~uon E ff~C1S

"'"fI>lli';Ii!:< of rO()( 10..;,1;"", for Ille c~...:lkk and lilt "!nlml (orm< fot Ih,,~
n()m;n~1 NOI po<;lion<.
1.:1 U<inIl1hc: root """u,. li nd Ih~ "'.nlln ~m ,Jr-. ;<tIiOM f"O<'lbk fur lhe' PJr:I,"",~n. '"
Itt.. e""lm1 canonical fQlTl1 mol Impare ".ith , he' n:""h~or p;olllb!.
Fnr 1ho: ~qu i'al.-nl :am h. pudw:"is of linJi'ryck ~ha,ior.
I'" h.. ShoYo lluoo th~ "",i,.,.knlgain uf 1i1c r(lUn<! ...,ff qtLUII;'fr ;' ,;'"'' II)
~
G < -- .
- ~I; - t
for ~ <i,naI of an-.p!; mdc k<..""" ()f
,-qual :v I;q - 'I i ~. . 11
<b, Wh;ol i< lhe 1~l"jIc>l:I1nplnoo., ).0\1 ,,,)VloJ (. pte l for a ~ood.oru.r
li mi' C} ''"
.vn1ro1 canon;""! fllll11 ,}<Icm " i, ~ ~"mpk~ root' at ~ 0.9 Will a
rad,,,,, ()(
t.l1"mt;l~ t;,n )"'~I of om~
10.10 Fort~t '~'lcm{)fFil. 10.8.
Sample Rate Selection
-- - - - - - - - - - - - - - - - - - _._ - - - - - - -
IIIU...: MMI.AB 10 ';mulate lhor rC 'jX>n>e 10 lho: ;n;,i.1 "orCilion, .' , .. ! and .,.: .. H
,, ;Ih (e.,,;np"!. US( " , = -/~n, olld ": = U. ~ . 0.9. u. ~~. anl.l 0.98. CU"'IXIK I....
a!llpli ludt. and frc q ... ",,;~. ofill.: hnUI cyd.. , ,f ally l ~;I h th, ,a ltlC ' prcd'Cl~d . A Perspcclhe on Sa mpl e Ra l e Selection
Ih) Atkl dll~ r ~llh( 1\")41,1 ;" frquency 'v th. 1juam ilel uf II: \ w;lh amplimole A a, 1Ll
rioo lh, d Iher amp litude tl>:11 min irn i1C' lhe I"'~~ uut pm in Ih c .I~.ldy . IJIC . The !K:lection of the bc ~ t ~amp lc I'J t ~ tor fa te. ) fOl" a digital control sys tem i... ~
10.] I Rep.:al E.~~ m~~ 10.6.001 a!'un", the de,i~n fu ll <cal.r it 20 1111;<, and 1 1!t.'.'Y' T ~nt j, tornpromi 'C. Ge nerall y. the performance of ~ digi lul contruH~r imprOles wit h
bc-;~g in>pk:mtmt'tl wilh an g bi l cpu. Fioo lhe amp.lllude anll f~l1Ct~l CIT lhe ""111 i ncre~s in g !;Impl e ra te . hut COSt m~}" a lso increa.<;e with fa'te r .~am plin~ . ,\ d e-
c~cl~. ~o"'P~ \\; Ih tile th<u~. ~r>d Gml ad"her Ihl l '"'PfU":_th.. .lIuallOn a~ much a. cre ns<: in samp!.! rate lI1e::UI ~ more time i.~ a\ai l<lble for the control c alcu lati ons;
JlO>.>ibl ~. Iffi,rr. f IGl09.M in lhe Di t; tal ConT rol Toolbo~ ,, 11 be- uS(u l.l hence ~IO\<er com po te~ al\"" possible for a g iven contro l func tion . Of more co ntro l
ID.ll R>r lho: *'lCmof E.>.amp ie 10.6. ~' unt ing Iho: dc';J" rull ,,a k is :I: ~) "n.'". fill<.i,ill: r:apabi lity is a\a il ab ic fl)l" a 1;ive n compu te r. Eit:lC: rresull lowers the COSt per ru ne-
II umilt. ofb'l> r~ircd in I"," cpo 10citmin:t1c the lim;t c~cll " " hoo.J Tany dllller. [If.", tion . For s)tems \\ilh AID r:onwnen. ..~ Iower sampli ng mea n ~ le s.<; C"On\.ers ion
nG109 M in lhe D 'lilal Conlrol TooI bo, ...il! be ",,"uti ~~d h rcqJired . \\ hich " iII also lower c osl. r-~nhermon::. we will see thaI faSle r
ID.iJ rva 'Y"Cnt .:roclured J, in E, ample 10.6 ... ilh lhe >-3mt milia! C"QIIdll 'o"'. 001 " " h !>;lmpling can some(i nlC:~ tt'q uire a larger word siu. which would alloO increa.~e
Ih~ COI.'" fr>.:",nt! ..llcd <o 1I1:l.llhe equ;"":I.I"nl damping i, ( .. O .(l~. a.,umt lilt ""' I; n COSI. A11 1he~ 31l1umems \ ugbOCq tha I thl: besl c hoice when con~ideri ng the uni t
full ><.1,1e- ;~ ;'() UnI\, and lind :he number ofbi" r~t.luircd '" lilt cpu IO d imiruut II!..' prodUC I COS! is the 510\\e \1 sample rille thai meelS all pe rfonnaocc ~pecilical i01l~.
hm;1 c~ck " ;t ~"UI:m~ di lher. IHim: f ~ 109 M in I h~ Dig'u] Conlm1 Tw tbo.\ ",II \>to
u,dul.1 On t~ OIher hlInd. d igi tal con trollers are- o ften de~igoOO and bu ill ror s~l't em~
I O. I~ Fnr 'h~ di!oCrt'1( ')." "'"
where- a l'ery ~ nlllll numbe r will be bui lt. In Ihis case. lilt! COSI or ,he de ... ign efTon
can bc more lhim the unit prodUCI COSIS. and the ~a \ ings in desig o lime that are
rea lized " 'illt l'ef)' f :1.(' (.::: -lO x band\\idth) sampling dicta tes Ih:..t u hig he r ralt is
Vt~) = _, _ 1..l000:' T ~.On50:: 2.2J~8: ... IUS90 the bc~t choice.
""",. m.m btt' an: ~irn.lfor par:tmtl.... Slor"it ,n OHle , 10 b "tp rrmf< in,ho. pole- Thi~ chapler \\ ill d L~cu.,s ,he inHuence o f lhe sample rate o n syste m petfor-
loc..t;o" ,:II) be Ie..., lOOn om ,n I.... : -pl:me in ci,horr lhe: ~I or ClJ"mplc~ d.=I,......, marn:e in order to g ile 1'Ome in,ight into hO\< to recooci le Ihe i ~sucs for a gil.en
A,wnll: m..- 'y~lem i> III be i'"I'k-_n1ed m It>..> di...,1 f"" n. deSign.

Chapter Oven'lew
S~'CliOrl 11. 1 e~a mine s the fu nd!L me nt ~ 1 limi t on the SlLmple rnte impo~ed by the
!.amplin g th eore m; Sl"Ction ! 1.2 (o,ers lhc efffXl o n the time re s pon~e . s mo01h-
n~ ss . und time l<lg~: Se(,io n 11.3 exam i ne~ the regulm ion effecti\"e n e~s n., mea-
.~ II n"d by the ~ spon St: error~ from random diSiumance~; Sec tion I I.~ looh !LI th e
effect of sumplc rate o n Ihe sc n~ iti \"ity to p lant p;lrameter variat ions; and SL"Clioll
1 I.S c .1!Lm ines huw sa mple fal e affec ls lhe e rror d tle 10 the measu re-men l noi.>e
<4.
4 50 Cllapt~ r 1 1 Sample Rate SeIeClivl1
and the influence of analog pretihcTh or ant ialia, in g filteTh on this error. Si nce
there are often conflicts in se lecting tile sample raTe for diffe rent func ti ons in a
cont roller. some des igners elect to have more than one sample !atc (a multirate
~ystem) and tlli s topic is di~cu~sed in Secti on 11.6.
11.1 The Sampling Theorems Limit
An absolute lower bou nd for the sample rate would be M'1 iflhere i~ a ~pe<"itication
to track c.::rtai n command or reference input ~ig nal s . T hi s oound has a thCt)retical
ba,is from the sanlpling theorem discussed in Se<:tion 5.1. ASS u[lling we can
rtpresent our d igita l cont ro l system by a single-loop struct ure a..~ depicted ill
Fig. 11.1. we can .pecify the tracking periomlance in t~ml S of the freq uency
re~pon>e fronl r to .' .. T he sampling theorem stllles Ih al in order to reconslruct an
unknown band-limi tl'tl cont in uous signal from ~am ples of tha t signal. one mu., t
use a sa mpk tate at least twice as fa,t as the hig hest frequency co nt ai ned in
the unk nown signal. This theorem applies to a feedback controll er like the on~
illustrated in Fig. II. L because r is an unknuwn ~ i gnal lh at must be followed b;-
the plant ou tput ., . If we want the system to track r up to a certai n closed-loop
blllld wi dth. IJ)~ . il follows that r will ha\c spectral con terJ. up to that freque ncy.
sample rate lower bO<Jnd Based un the sampling theorem therefort'o the sample rate must be at lea~t twice
the req uired clo~ed-loop bandwidth of the syste m. Ihal is
w
......:.;. 2. (I I I )
w,
If a designe r ,",'ere to specify a certain \alue of ille clcr..ed-loop bandwidth
and then pid a sample rate that viola ted Eq. ( II .I}_ the resul t would be that
the sampled value. of r would be a1i~,;.ed as discussed i, Seclion 5.2. and the
result woul d be a syste m respon.\e that was urlStable o r co~ si derab l)' slower than
s pecified.
A ~imil a r arg~ment can be made " 'itlt regard to the clos.ed-loop rOOtS of
a ,ystcm. which t)'pica lly would be sli ghtly slower illan the bandwidth. If a
de.signe r specified) closed-loo p TOOl by its s-plane locat ion and fa il ed to sam ple
at tw icc its frequency, the actua l root rca li~ed wi ll be alia,ed and can have li ttle
Figure 11.1
Dig ital cootlOl S)'5tCffl schem."~i',--_ _
Digit al
,olDJI(tlUlion
j 1.2 T,mc Response and Sm<XH.ltne s5 45 1
resembla nce 10 lh;:u speciticd. In practice, no des igner would consider such a low
sample rate: we bring il up only belause it marks the theorelica l lower limit of
poss ibilities.
11.2 Ti me Response and Smoothn ess
Equa.tio n (11.1) proyides th e fundamen tal]o-."er bound o n the sample mte. In
pracl1ce. hoWe\).)f. this thoo re tical luwer bound would be judged far roo slow
for an acceptable tim e re5pon~e . For a system wi th a rise ti me o n the order of
I sec (whi(h trJnslates to a closed loop ban~"' idt h on the order of 0.5 HZ). il
would be t ~ptcal to choose a sample rate of 10 to 20 Hz in orde r to pro\ide some
smoothness !Illhe response and to lim it the magn itude of the control sleps. Thi~
T?eans that t h~ deSlfed ~ am p ling IIl1drrl'le (= w,/w. ) for a reaso nably smoolh
lime respor.se !~
:w <: w, <: 40.
w, (1 1.2,
- ------ - - - - - ----- - -- - - - -- -- - - - - -
Exampl e 11.1 0.'1<1>1, fr.r',)::J",I!,Jr Glnl'V! Sm.>(!rlllJ..;; I S. 5.l'o;rl.- R;;/,-
Cotnpur. the unil 'ter r __ roo'" of tile double integrator coorrol problem as dc\~klped in
Eum~k: \1.1 and plot the outp ut .~,. il ' rate .~: . and controt " lim.. hi<too.~ . Find lhe fecdbad,
I?"llns ror . "mpl~ rate.' of -I. 8. ~(J. and -10 t im~~ t h ~ blndwidth. w, .. Mt Ihat (he .... 'pon s<.'1i all
hav( clo<.e<;lloop TOOt , in the ~-plane lMt .'" euiva\(nl (0.' = 0.5 w.r 1 j t. /)i.u", ywr
re,ult.'
Sol"tion. TIte four r~'I)Qth~S ore . hu"'n in Fil". Il.l. The ga in, were ~oml'l'(td u~ing polo
placement " h:ro lhe ~ plan~ pole. W<""r~ computed usin.!' ~ = ~.r ,,\)<~ Inot lh~ .dalion
= O.!iw.rl :::: jl i, apprmimafc in thallhc act ua l hand"'idth of tho do..cd-Joop frequ~ncy
.... spcmsc ma)' ~ ,lig htly difJ~rem.
. It j, i nttr~>ting I" not~ Ihat tho: x , re-ponsc wa, 'TIOOth for alJ ~:L'e>. ;nduding tile " ne
with wJw~ = ~: howe ,cr. lhe 3<'c~lerJfi()n nad I "'l'~ di'coot inuit;e~ and ",mid h~\"~ h.>d a
'!long tendelK\ 10 .xCil~ an~ Rcxiblc modt>~ and pmdoc~ hil"h SIre""" in tile actuator and
'.t' ~urrll\lndin ~ 1,.ruCWre. In tum. lhose ae<:derati llfl "~p$ producN;! l1oti~~"bk cl1.1ngcs of
, lope ,n tile 'ekJC ,t~' A ..tIllJlhng multiple or w./wh ::: :!O If'pe= nocc');lI) for a rca,onable
IIDO(lthne".
- - ---- - - - - - -- - - - - - -- ---- -- - -- --- -- - +
! he. degree of smoothnes s required in a panic ular de~ig n depends on the
appltcallon and is hig hl y .~ u bjective . The commands issued to an electric motor
 Ch~pl.. r II S3mp1e Rate Selecuon
<"
figure 11 .1
Double m:eg'<l!o/ step the time dd~r to be 1O'h o f the ri~ titne. a JO-Hz !>ample f~ue l1CY mou ld b.!
responw for the ~ x, u~ for I ,~ rise time Of. in l erm~ofl he nondimensional sampling mul liple
samplmg rrul l pie ...... th -~ x,
"',''' Deouairo (a) 4 , i. 1. w, ::: -'0. n I.J)
, .,
(b) 8, (t) 20. and (0140 ! <l
._--
, ,
,.,, lIlfII(radl ,,,, flJlI (rid) - -- .- - - -- --- --
Exa mpl e I J.2 0. ... /11,. hlr''l:,,,,,,r R'>I~.1" \ . :5<o1l1}'!. Roll,
R~P<';H F..... ~"'f>k 11. 1. bul ~dd ~ ".,~ c~dc lido.) ~lwn ,"" inpul c"nun and and tile .tan 0(
-> tht ,:omrcO inf'U1 III ~r III o>><! lhc " ON ~a>e ph:,,;ns of the ir>pIJ I. Di>c~" I~ l ml"'~l u(
-~
,, "x, thi, j ,~ yc .
./.
2 I
SuJutlon. T he: re~u ll " >lJuo,.n in fiJ;. 11.3. It dcrr,<"' '''l te. lhe llOI ice,bl~ i ", pa~1 0 11 rho
, , 11:'P''''..e fu r m. Iwo .""'cr ~3"",. T h,' ",'C!"j;b.lo! i.; ~n..:haIlE ed bo:"nust II>< ronroollcf ".a."
,., ov(rad) m" (lad) JdjY>lcd in c:..;n C"l>I' to mai m3; n Ih< '~llI<" ~ .pla~ roct.>. bu l lhe e.<lra dc!a)' alr'("' N Ih" ri",
1m", ,oo,.l"nli"/1~ ~~ mea"v ....'" from til<- in",m OJf ,he i:lpllt comm;",d.
'"
--- - -- ---- ------ ---.
con h:wc large dis.colllilluiries. whereas tile commands issued 10 h~'drau J ic !tClU-
31000 are beSt kepi fairl~' smooth.' The roleronce to roughness in the: re~ponse
also depend~ o n the appl ication: for eumple. if a person is being affected by the Figure 11.3
cOAllollcr. a smooth ride is likely d<esirnbJe. An unmanned !illieitite COni roller can Double mtegrator s:ep --~

be rough: ho.... c\'er. slow sampling contributes 10 increased pointing CIT'Of'S from response Wl lh ~vorsl ~ -~ x, -~ x,
dlSlUrbar.ces. a lopk thai is d i.cus.sed in the follOw ing seeton. phas rig betwE't'n ...... x. , ...
In addition 10 tbe smOOlhness issue . il is somet imes imponanl lo reduct.' tho: comma nd 'rlIltil and the - -i. -i.
delay between a command input and the system response to Ihe c<:I mmand inpu!. A '\aIll:>ler \.,Ih OJ,/"', !
l'quall 0 fa) 4. tb) 8.
command inplII ca n occu r al any time throughout asa mple p~riod; there fore. th'fe
ld 20, (d140
ca n be a delay of up to a fu ll sampl e period before the d ig ita l controller is a ....":lfC'
of a change in the ccmmand input. All the responses in Fig. 11.2 assulTlC'd that the' ,., wtI (rad) .,, ,
WII tJ3d)
controller was aware of the command in put at time zero and that. there fore, a ll the
alti wde responses . .f " responded in a si mil ar fash ion. For systems wi th h uman
input commands .... t.e re the syStem respol1 ~ is cri tical (such a s Hybywi~ Hig ht
-~ x, ~ x,
control). the time d~Jay alone suggests that the salllp le period be kept to a S1l1~JJ
-, _0, ,
(rolction of the rise time. A pilot Hyi ng an airp lane wi th digita l Oyby-....irc Hi ght -. ..
cont rol will comp lan iflhe ~mp1ing de lay is on the orde r ()f a te nth ofa second "I. '/,
(rolll input act ion to th e begi nni ng o f the re~ ponse , Ass uming we " 'ish 10 keep
J
Som.li ..... , \ov. p><; lill( " "'" pl><ed bol"'..,n Ihe ZO H 0011"'1 ~OOJ ,be :.:1"""", I... ..,6<_ lbe
,
Wbl [rad)
, ,
WiJ (rad)
di<rofllln~il;" ...... I~,. :'ik..... 11'..,,1 be- I.ken inlo >CNHt0l w.; n ~ d."'W! .00 <OmfI<n,. ,,,,, rOI.
,.,, ,0)
 +5+ Chapter II Sample Rnt ~ Selttt ion
11 .3 Erwr.' Due lU Rmd"m P'anl Dl>l urhan........ ;; -+5 5

11.3 Errors Due to Ra ndom Plant Disturbances

.... her... lh .. po .... er ~pec rr;t llkn ~ity uf ... is R~ ... ta hem,uiwly rd..rred t() al> the
Disturbaoce rejection is an import an t aspect of an~' control sys[~m and, in man~ "whi tenobe inten,uy" or "'mea n -~4()are ~pccirJI df>lIsity"" so th;!t the C"O"ariance
of 1\ i~
cases, is the most import ant one. In fact. Sennan and Gran (1974) SU!!);~"St tha i
the sam ple rate fer aircraft autopilOlS should be elected primanl), on the ba ~i , 1 " (1, ,,1 If + t tl = R~ .... 6( r I.
of liS !effect on disturbance rejection. Indeed, th is is the case for many cOIllIol
applications, aJthcugh thE-r.. are multitudes of app licauons .... it h .... idely "ar) ing The Sto:a(/Y' Mate I';!lue ()f the cOl;!riaoc... of .'I: j, gi,en by the LyapunOl equat ion ~
conditions " here other factors lln' more important.
Disturb:Inces enter a syStem with \'3rious characteristics rangi ng from ~t..>p~ ( 11.5)
to " hile Iloi;;.e. Ft1f detemlining the sample mte. the highe r freq uency randOm
disUlrb3oce~ are: the mO!l t inHlJoi'c nti al: therefOf"l.". we wiU concentrate on the ir Tho: l>ol uticUl IU this ~l/uJtion. X. (= E[x(l) xln'] I represenl~ tht: ampl itude of
effect. In other words. we will loot-: at disturbances tha t are fast compared to the Ihe rundom re~ponse of the stat ~ due 10 the .:xcitarion from w. It .., ill be u'ed to
plant and the sampk rate. that is. where the plant noise can be cOl1sidcred tu b.: t"~t abl i ~h 3 oo~e li n~ agninM IIhich dillCrete cOIl troi lers are: lOmp.1re d. Note that
wh ite. the ,')'~t elll m3tric~~ . ... and G. can repre.,cm a do"Cd- loop system inclUdi ng n
The abilit), of the conllol sy~lem torejcct dis turbances ...:jth a good cominllOu_ wntiou()Us controller. The !iOlu tion i, obtained by Iyap.m in M ATlAS.
controller represcnis a 10werboul1d on the magni tude of the error respon:>e th at can It i~ :Ibo ne~c!).sary to c"'alllate X ""h~1\ the sy,(em ha, a di gj t ~J euntfu ll"'r
be hope<! for when implcmcnting th e controller dig itally. In fact. SOffit' dcgnldatiou for the identical ~l\dlati()n :Ipplied to the pl~nt. In order to do this. the e-n tire
over th e co ntinuous design mu~t occur because th e sam pled l'alUCS ~re ~ 1i gh t l~ ~y'tem mU.: t be tr:lnsferred to il> di~cr~ t ~ equil'alem a, given by Eq. (9.S I )
out o f datc at all ti mt"~ except at the very moment of sampl.ng. In order to an a !~ Z~ and ui ~c u~)<d ill S~"tioll ..1..\. The dillCT(to: equivalent ur Ell . 111.5) i., gil"<~n by
the degradation of the digit~ 1 controller as compared 10 the conlifluouS contrullcr, Eq" !9.':Xl). ( IO.:!4). :lnu 10.3<lt in slighl lt differetJ\ contexts. n lC delif1!'d result
it is important to consider the effect of the noise [w in E:j. (4,451 1con ~istcnt!) . for our puQCI!>C ~ h~rc. called lhe discre t~ Lyapu nov equalion (<;ee dl~ap . m in
M.l.Tl.-l,Il) is
"ilh both the continu()Us and the digital cont ro!le~ .
The block diaJ;r.. m in Fig. 11 .4 .'J1oll,s the situat ion. Th~ plant ooi ~. genera U~ 'f)xq, r + C~ = X.
a vector quanti t}'. ..... is continuous in natu re and acts on the cominuou~ part uf (11.6)
the system independently of whether the comroller is continuous or dis,,,reu. \I hcre
Funhermore. we ue al liberty 10 ana lyze the effect of" with a cen ain J)OI'-W
spectral dens ity resardlcsl>of what \'3luesof R.. or R. " 'ere: used in computing til<-
II 1.71
estimator gai ns. t . and regardless of whether an estimatOl was u~d. Proceed ing
then. we have a continuous system represented by A~ di~cussed in Section 9."",.4. thi, intetr.JI can be approximated jf T is shoner
than :d l sy"~ m 1I1lt-e ,'onstall1~ by
(lI.J I
R
R == ~.
T ( I 1.8)

Wlk'n t h~' OIl'prm imation i~ llOt '-alid. it i ~ oc',:essar)" to evaluate Eq. 1 I I, 7} e.~aet ly
u.~i ng Van I.oon) ( 19 711) algorit hm. IO.h ich can ",;::.~j ly be done usinl!' disrw.m in The
Figure 11.4 DiJ;ital Control Toolho\. Therefure. in onJer to t l"aluate tho: effl"C1 of sampk rate
Block diilglilms of the on the p~ rfomlaOl'e- of a co nt roller in the prcsenc... of white plant disturlmnces. we-
systems !Of dlsturhMCE tirs t el'al u:l1~ Eq. t 11.5) 10 ti nd t h~ baseline co,ariance IX ) und then repeuledly
analYSI~ e .. al uate E.q. t I 1.6) ...... ith "'ary il1!l ',llmpl ~ rate~ to establish the degradation I'( r.ws
.,amp])ng, II U)Ull !l ~ ~uf!ic~s to c .~ ami lW the di agonal elements for a pcrfommnce
Inea,ure and 10 compute their ~u are rout, 10 lind the rrns val uc. the qunn tity th at
OiJ.c. el e
is typically Ineasu r~d.
co nl1o!ltl
 113 Err(\r$ Due 10 R:mdom Planl Di$lUtb~fK~S
<"
Figure ".5 ,
Di serete (ontroller I
degrad aiiOl1 Vi!'W; ,J.. 1
Eu rn i"" If><- dfN:1 of "mp,," rale 0., Ihol"'rfurmar,,:e of 3 d i gi t ~1 (,,,In,1 'p.len! compared I, . sa mple r,He tor lu ll state
\
",-oo:inu,,", n>llI r... I .'r,t~m !<X I h~ doobl( int(gralor plant u""d in Eumpln II I Ulld I I,", f~dh.J(~ and d"~en b~ a
,
white d,sturlXlnce. ,
''I". \
ial A,<urn.' til<' pllfll;< d r;"en b~ w!lite nni<" cntoring in 111< >~nt~ " " )"~, II><- <.~onm~ in[ltl l E~ ampl e 11, 3 , Hi
"nh II,,.... eo I ",Id ""m~ It..: u,. of fulhl31< l.Joo.: ~ . ---- --- " n , ,
th ) .,,,",un,,, the ; am,' pl an{ J)();~, but tlVW U,"" an e>:im~ IOf ,,'ilto " nl ~ " m~ a,urcd wi lh
\\
iIlklililt flo i,t 'lith R, = 1 Rt ,,~~l th i< cn<.e lum ing there i''l umt il uli ctn m the e,ti mal\Of
,. \
.-qui'."nl I"~ J.l). ,,><.19 h' l ",uni ,' ;/C.
j 1
1. ~ J
! 1.6-
Solution. ],4 -
(.. ) Tho: 01"''' Io'>op !C, G. and II are gi\"(n by Eq . H . ~h Tt>e c'Ontro l F in. K. ,,;as detcrm in ~d
b~ "", 1<"Cl i n~ o~i
m l \' ~igh {ing m:l{nct< "" that {he: do'cdbop 'Y'lem bd r......, al \.2- '1
I =
0,5 w.11 i: j' I{ = 1,1.71 ar><! "C " "Un", I~al <v" = J 2w, . \>o,th fl1 l1-'I"{~ r,edb;(,'~ th..'
c!,,~d- loop <'"m;'uou. >'>{m1 mal ri~ i , gi'~ n b\" f = F - Th e pllnt di,w . b;"oc,'
eK I. 00' ,~

m>i. enr~r; ti'>e plant in' pr""i'd~ the , ame "';,. thaI Ihe "ootrol d,><:> , ' hal "~. G , =
G. n,.,,,, for-e II>.: ""pot>'" ,,( a h )JX>lt>.:ti,~1 ,"('of\l i n uou~ conor.>II( , is foond b ~ ,oh'n~ S...,plinJ: II>llHip\<. (V OOb
E4 , '11 .5 1 " ith F r~pI",...-J \\i,h F. and G , a , >Ial.:..l. Be~a u ,~ 'W \\"j <~ to il1 ~>l r~l~ or, l:
, h.: d..:g'.l<bl ion or .b~ d"".. rrt~ ,onl",lle' ",,"'pared 10 (he <X>nt n uo",~ , the ~ko're "f
K.,... = I ha~ "" <ff." 00 'he r(~~lt< . Figure " ,6
The fam;l~ IIf d;,crc le cOnl",llcrs with c ifferen l ;ampl ~ f'\'rir><!' "e,.., ~Illk":{fl"d Di>crete controller
10 Ih.: >ame ronI inllOtl' ~"""I fUn<lion ""cording '0 :he nl(!lhodm' Sa1Wn <'!3.~ , 'he ide" degr~dat ,()fl verws
". no <.uwization
~ing thut al1th.! d;'"c t~ cootrolk .. , ll<"<Ild he I~'ing 10 tlll ihe .arn e Ih 1flg. i::u.;h di,..; rel< Silmple me fo r thf Ise
d;go re'lIlt"d In a "n >q<J~ Ii: ant! 'l'l.m matrix Ie I'" <1- - lOK I. which ".~> "".,j in 'Nith an e5tlmaiO' with
, 9 bi: ,,"ord siu
E'l. '1 1.611" <,,,I J:..I< X. B.ca u", Ihi, e.~am p k h;,d no d) nam;' ,' h~r""l cri ' lic, thai \I,' r" quan l,za!ion error~ and a ~ 8 bi; word ,;ze
fa'ie' lhln lhe ~~)\'C,;I <anlpk perir><!. , he i'P]lCIIA; mat;on fllr 'h e pbnt noit,! giwo b~ white cll lurOaflCe.
, "[" I
, - 7 bi<. "'ord Ii ..
E4, 111.RI'~\oJ l d Ita\"( b n ",n!. ~lthQugh the ~,"CI calculalion .)f Ell, ' I 1.7 1,,"os "" "' J II~ harrp'e I ', 3. " , ...
" ", d, The '.,1111 ,h()o.." in Fig. 115 i, II", r:Hlo of In.. rm, "~Iuel tor I~ di",.-. le "aw It - --- ---- ~.
-
th-c conti nuo", ~a,"" The 'pec'in ,' """. ,hoI' n i, for the n n, Ill' the: .1, "3riahk: hmI'C\ or.
bolh rm" ra, io':Ire <''-tn li all), ident;'a).
If "hne pl ...1 d i.,'urbanc~, ,,~'" lile d<'minlnt '<lu,,~e of cl"lor in Ill.: "Slcm. ,"'"
I ':1 .~.
.'ould "...,.:100< fr~m Ini,' eumpl< I h~1 a ,amrl m~ ,nulti pl e "I'
! "
tll.\/I ]
"'001.1 be a ~ond <bo lC ~ The .-.b l i,~ .rror, grt'" q uic Uy " 'hen , amp li ~g <tOl'W Ihan Ih ;,
,+"
1.2 ~
<
' nu l l i pl ~. "t>erea' the l."ain by <ampHng b"e, is ,;inlp!~' 10 .. d x~ Iix' Jcgr"d~l ion from ,
,~
abou{ lO','; 1\""nw.. nJ . 00 '
Ibl W~ can anal)'u f ie disturBance re,poD'" o f Ill.: "~,tem ,, ' h~l> II!.: '~)olro l"'r ,n<lud<-, an Sampling mulTiple, Ill, ''''b '"
~,.ti~Of in a <imibr ma n~r to lhat lbo,'c . (n Ih i' ca.,c . II!.: >y.lrrn malfix 4> in Eq, 1)1.1"
i, ddiJled b)' Eq . ( ~ .(\~I. :-'-VI. ,hal I """ ind oo.. (rn, plant d ynamic" ~ a, ,,"en a., lh ~
.,timal<lr dl n.:Jm;;. The ,'Wlinu,,", <"onl.-ol rool, arr: In lbe ' "m~ Ioc rtl ion a' lor pan ,a >
"oo tne comi",,(>U, ~SI;ma!Or rOOl< " ere ocle<.'I"u 11";(( a, fa,1 as Ih. cun lrol roo,,' , Til, "Y " 'e i ~ Fig, 11 .6 >00""< the di '~"'lc 10 {ont;,,,-ooo> n", ratio .nd, COf!'p"r~d TO Fig, II ,:i.
f~m ; l~ of d,,,,,.t< cor.lroUt" "~r~ four><! hl u,ing pole pla"<'IIIl'nt >0 Ihul ,h. d i,..;,-.,tc ',< ~I il."hlly higher. ni. i< III h..' ( ,XP''IN ba:au>'C lhe , d o,:il}' infOl' malion i, 00" ~j n ~
.'om",1 and e>t im,"or nlO!., \\"~,r: ,. bln! to lne cOlili nuou" ""'" b; : = r '. T I>.: I,,,,.,, e,llm31,'jj from a pl>S,ri<'Il mea,u",,,,. nl and lh~ grr. l~r ~nsil i" iT}' 10 di.lurha""" i.' Ihe
 ,~,uh of l~t "I)VI"II\'InOiC diff.,entilhon thl! i< oc~urring . Al lik"llgh tIl( ,'urw i, g~n~ rall )
Example 11 A D.~d>l.. .~ la.'5 - SI"ll:" Di., ruri'<l llu Rnpo.'""" \'; j.J"' r~' R'Ile'
higher 01 all 'Jm?le rJl~. the .or.:lu"on ;:unc~ming ,ampk I~I~ " I~ "ti"" for Ihe ,~,~
\\h~r~ di'turban"", arc th~ dominanl C(,",iJ~rJli"B i, Ih~ <..l1l1~ : Ihal ;" ~antl'l. ~I 20 11m", R~l"'a( bample II.J rat lhe double mas' -spri ng 'ystrm {hat "'~, 1I.".j in bampb ~ . J ~nd
Ihe b.",duidth \If high"- 9 ,5. and doescr.be<l In Append, x A.4. Do part 4a . for fulhlar. feedback and pm i bl {(>f an
C,l ,m:ilor oost d On a ""'J<ureme nt 0 1 d . ,bal i~ , {I>" [)()["_"...,Im:ated <" "So: "ho;,,,, the """man",, ;,
iJelw"" n {he o;ensor ar.d llie aCWallH,
The ooJ,jition of the r.i l>dom ooio;e flOm q~an l il:\lion ,hOI", Ikt there ar~ lim't> 1<' ( ~"
qu~ntil~tion impro, ing. noi,~ "'>P01~ ~, the >lImpl inf- r"le irn:rc~ >c; . Fipn:: 11,6.1,,, i 1.:lu oc, 'lUam i'All iun
nois;: ooJdt d xcordinf-IO the di ".; n"ion in S~"liOll 10.1 Quar>li!atioo i, u",. II, impon:mt onl>
wilh " h ((\.rlOin( ; ntrk~nmiofl of tho.: , ,,nIMI eqoalion>. ~r.d an ~uml'l ion "", I~,...tior.
requi ...... d a' lu (he ..:a i n~ ,,( lhe ~ i~n"" f()C Ih" a~ll )"'i< . In Flg. 11 .6 it ;, ""umcd tll"l ,...,:
cO<I' ro lkr w," ,caltd ,0 (hal ,he <onlinl>OU' nil> (rTO< due to lhe r,lani di'IUIMrn:. i , 2' r ,'I
full ..:ale. ",""me,,'h;lll arbi""" , ,,mnplion, !lm Ih. po.lint i, ~Ql I~O 'po!,itlo: mlgnilulk J '
Ill""" a. , tie OO!iofl {hot the,.., i.< a li mit. and that if a d.:.<tt!'>O:' i. d"~1.n~ willi " mio.:ro>p ro...'<" .....
" -'lh f~wer lI",n 12 bill. It Cal] be u",ful lo ~rf("CIn ~ ~; m; l ar aoaly'" '" del"mine " ll<lhl' r
(he word. , ite errorl' art .~nkicnl l )" brg~ I" impact ,elec lion of _",mpi<: rate , Wilh 16 '" 00
32-bi{ microproo.:e~'o~ Jnd 3 parallel or , "",,:>de ",lil>tion. {ho;, iocrca,e in ml' .rr(l du.: I"~
q.,anr ilOliun ~I the (JSI. , ,,mpk rale, is Iypit allr ..... .Ima llth.l "ord .i~e ;s nUl an "hue all J n"
pr.,tii:al UP!"" lirrJllO lhe ,""Ipk role e~i"" H O"t\''', if ",ing art l:\-bil Olk"-'P''''''' ' ''''' "
lila}' be , 0lmlerproduCl iw 10">1' {(I(I high a '-'Impl. rote .
- +

The e~amp1e . alt hough on a very ~imple plant. " ho",~ the basic Irend that f igure 11.7
usuall y ~)u lt o; when a white di~turbance act s on the plan!: Th e degrad31iuo du~ Di-;c.cte cO""lro!ler
10 th e discrete nature of the control o\er thnt po.~sib1c with a co ntinuuus cont rol degrada\lon II)( the ,. l
is sign iticant when sampling slower th an 10 times Ihe handw idt h. E ~ccpt fill' double m~s-spr ng
contro ll ers wilh small word ~i~e~ (8 bits or less). th..- performance COnlinu~, h' system us n9 lu" Siale
improve as th e saJlpl ~ rale is in crea:.ed. allhough dimirish ing returns tend II' feedbac~, Examp~ 1 \ ,<\ "r j
2'~ 1
O<.'1: ur for sam plin g faSlcr than.w tim es the bandwidl ....
2.2 ~
Whether the nns errors dll~ \0 plan t diS lUrbance s are the primary cril~ri on
for se le cti ng lhe sampl e ralC is another matte r. If COf;1 W<lS of primary importarKc I ,C
and the errors in Ihe system from all sources were ~cceplable \\ ilh a sampk
rmc aI three times band width. nothing encounlered so far in this ch3pter ww ld . .1&" 0_02
necessari ly pre\"erV. the selec li oll of ,urh ~ slow sample F.e_ J
On th~ other hand . resommces in the pl nnt thm are fa~ler than the band\\'iJ lh ij
somet ime. can ha':e a major impact on samp le rate sekc:ion, Althoug h t he~ (1..,
nOl change lhe fUlldam~ntal limit d i ~cussed in Sect ion 1 .. 1. Ih~y ca n introduce u
unacce ptable sen~,ti\"ilie;; \0 p lanl di sturbances. The ana l ~'s i s is idemir~1 to th ~ 1 '-,
used in the example above . except that it is momblOlY in thi,; case Ihm ,U1 It,,~-~--
accurate e\'alualioa of the integral in Eq. ( 11 .1) be used beclUse Ihcre arc ~()nl<'
SlftIplini muMiplr. co I cob
'" '"
planl dynamics Ihll arc faslcr than the slm ple period. J
460 (h.'p'tr 11 Sample R.1lC Xhtam
I I .. SelT5ili"ity 10 Par.. mrtcr \'anal1rms 161

110 mlIIkl ,,-It.1lthe ~I;I!Km.hipbe(,..ttn .... mpler~nJ the ~-'':m"m 11'I<I<k. tllu. pmdl.iCln"
rna""
~n uooh "'n~blc 'Y'~Cln/ The: addi unn~1 pc~k a~ :!.". ari<o!< fron a <unil;1/" un<:>tN,...at"l i~ ~ .
cOlltrolier than sho .... n b\' theex3mple. the ~ensiti ... itv peak ~ ....ou ld have been more
c:wt"pl ~ ba! in {blS ~3'" t ..... uno~n':lbi ti t} oc.:ur" ""I~ "ben {be ph:i"1l$ ~ ~u,.. h ~II~I II", pronounced because u~ of the mode in fom tatio n b~' the co ntrollers ~ou ld ha, 'e
~ opIC'I Ut al lk lern <:nJ>s'n,~. Thi. peak ;,. ,ipliric~ly t..... ih: lr IU (K"(ur and 'a!",, -.II~, been more crilica l to the performance. Furthen nore. use o f :l co located ~e n)or
",,{h;. ,n\311 amocnlof ruli unol plam <!:unpi"" 3nd 3Ctullt or-that is. usmg the mtaSure men t of y ins\e;Jd o f d-produces result s
Filu, 11.8 ~.. 11... ..... "<ili'iIY of I"" ..ti_",,,,,~ ~ .... vrulkr IU Ji,tu/b;t llo.:t 000<" r..... II:. Ih at are \"try li llie dilTert:nt than t ho~ shown for the IlOtKoIOC3ted ca"c, pro\'ided
moTC: ~.1I O'tk ~ ,,1>0:, (1)0: full ~t.alt feedbac k h3~ bt't'n n-plxl:tl " till an <Nu nalol' u.in&: I"" that lhe comroller b ;Jdd inl!"..orne dumping to;he re;omlflt mode.
nle""u'(n"",' of J Ic'...,n{iall\" ~ noI(h liller!. A~ mi2hl be c.'p'~ . II.. "'''>lli. n~ P<':tk< h~,c Tht: impact o f thl5 is that. fo r ~)~ tem.<; "here the COnt rolle r is addi ng !>Ornt
bc.:omc 0fl0f\' .eri ou>. The -.11,,",.1 "' idel $~ple r.lle h:llod o f hl,h <~rn-" " i() aNu~
Ii!,"'" dilmping to a lightly da mped mode, the onl~ )".:tfc place to ~ l:t a ~ample rulC b
exh ofl he P""IOO" Il"OUbk poi nl s alld "tldi,i""al p"ah ,,1 :!.~. a..J j ..... 5<J " ." nO'" -c.: Ih faster than t" ice the resonant freque ncy. tha t i~
the.e ~ .e ~n"'li ", -.ample r:I:CS a~ all m....g.!T fr...: ~ ion . of ~w, lil " It') boI h unob>tf'~hi ln,,,
I\(>[.:d abl>,"c. W, > 1 w,. ti1.l0)
Th ere is a p()Ssibili ty to pick the . ampk rate in one o f the "valleys" in fig. 11.8 :
ho\\ cl-'er. re~o n ant fre4 Uencie~ c an o ft en ,"ary considerably. Lhus renderi ng this
approac h unreli able. and would cu use thi s sysle m IG luc k "robus tness:' For sy~ ,
Example 11.4 de n)()n~trat e~ lhaL in ~ome casts, a di sita l corllroller wilh tems with hl!;h-frt:4 uency reson~m mod es with adeq uate nalUml dampins and to
sa mple rate, centercd about 2w, o r inte~er fractiun s of Ihat \"ulue has d ifficult) whic h the C'Omro ller udds no dam ])ing, there arc typically no .o;cns itive sump le
and amplifies the cffecl of random di , turban ces act ing on the plant. Fac to l'l thnt rat es rclat ed to the fe~o nam mode. 3 11d th ese consi de ra tions can be igno red .... he n
in fl uence whethe r the, e !'.ensi tive sample ra tes exist have been s tudied by Hira!l! .'iCJecling the sample r:lIe, fIOOIC lh at th ese reSOl1ant modes may be cons iderJ bly
41 9 89 1 and ge nco ll )' show that th e :lmoom of dam ping nllded by the co ntrol kr faSler tha n lhe sys l~'m baml width imd. there fore. sampl ing fa ster Ihan 20 li me.~
is the key a~pcet. Had more damping bee n added to the re so na nt modes b) Ihe bandwidl h ma y be advisable in order 10 eli minate the p{)<;_~i bi[i I Y o f These :.cnsitil'C
~ mple ra te,.
In su mmary. the s.1mple ra te ha_~ a major i:npac t on how ,,'e ll a dig il9l con,
Fi gure " .8 troller pcrfO!1ns in the presence o f plant distu rbances. Perfonnance ~ppro.1ching
Dis(re!e COlltloller th at of a continuous controller ca n be achie"ed prol'idi llg (he sample ra te i~ 20
df.'grdd<lton for Ine or mort: times fu ter than Iht ban,jwidth for 5)"5Iem$ with no sig nificant d~'na m
double n'as~lng 1
I ic~ faster Ih~ n the band ..... id th. For sy~tem ~ ..... here the comro ller is ad dins 5(lme
system us,ng an
damping to a lighTly d amped modI.' that is fasler than me band,,idth. the sample
est imator with the 1 rate s hould I iso be at least twice that rt500:mt freq uency.
ml'aSl,II'l'meot flom d.
ElI<lm!* 11.4
,
l
, 11.4 Sens itivity to Parameter Variat ions
-iX>" m.o . O
,, Any cont rol desig n I\'ties to ~oml.' exte nt on a knowlede of the parameters
represent ing pbm dynamic). Dis.c rete )~ste ms ge ncra.lly exhibit an increll.~ ing
sensi Ti vity to pa ra meter errors for a decreaSing w, ' The determ ination of the
degrec of se n.~ i t i \ ity as a functi on of sample rJtecan be carried OU t by accoun ting
for tbe fx t that th... mode l of the plan' in the e~l im ator (or co mpe n.'>.1Iionj is
,I di O'crcnt from the act ua l pla nt.
'" [n SeCtion 8.3. I. we ass umed thm the actua l plant and the model of the plant
used in the eSliml tQ( wcre precise ly the ' 3me. This resulted in the se parat ion
principle. by " 'hich wc found th~t th~ cOnl rol uad es timation roots designed in.
depen de ntl y n:main ~ d un.;:hanged whc n th l.' feedbu(;k was ba~ed on the estimatl."()
state. We will noll' proceed 10 rC\'ise tha t analysis 10 all ow for the case where the
462 Cluptcr I I Silm pk Itllt' Sdemon

p.1r:Jmeter.<; re presc'ling Ihe plant model in the:- e,limntOl'":lte different from thU')e
of the actual plant. .".
lei us suppose the plant is described as .1, _ puch r...r.

lI(t + 1) = 4.I, " 'k) + f , u(k,. I: - ~n:k-<lf "' ta<"L .

y (t) = " ,,(t ). .' , .r, "" pc .. ,. ion and 'docn~ uf "":ld;" ll 1TI<1<k.
&, . ., ek'\:uor <...".n.l _url":o.
and the c urrent estimotor and controller as
M'~. Z .< _ ai,""l"3 fl >labo lo.~ Ikn'~li,e .
i (t ) = i tt , + l!y(t) - IIW'n " _!xoo,ng_m!Xk d~mpir.g .
i lk + 1) = 4.I,i(k ) + f , u(l; ). w, :; llnIIJill~'llI<><lc freqlM:lI,~ . .-.<I
u lk ) = - Kj: (k) . " " K: = qUarllllic< Ikpcndilll!: on tho '~,,,fi,' ai,",,~~fI .h.:i""
In the ideal case. CP = 0;1), 1= 4.1 ) and f = r ,. (= r ). a.d the ~)'~tcm clo~cd arid ma" dj,.ri bul ioll .
loop roon nrc gi \'en lhe co ntroller an d the eSl i m~lOr roo!> dc~ igned stp~ral eJ)':
by In IIv: "i, hI condit;OfI ~tI!.;~n (Uf ~n3I pi, iUfU JI ~iloo. . ,\ I",:h l. ~ I. IOC OJ'C'n . oop . igioJ-
Ihal is, they are the roots of Ihe characleri slic equat ion (s irni lar 10 Eq, (S.55)j bod} pok, Oft 100':.t~d at . _ - ~::!: j 1 3.~ ra.ll..:c. aI1d Ih~ ~nd; "j!: mode i, "Shd ) da nlped
1(, "" 0.01 ) ",, ' h 3 n31UrJI fr<'<l"c ocy "f 25 r.idJ"", ( .! Hli. The control ,pICm c<">n.i,,!s of a
1=1 -[(j"' - rKJ II : I -(4.I - LW:!')I = O. ( 11. 1.1 .
;cnMlr fOf .t , I, f':l,!~ ~ ~"-, ,.:on e'tima.or .<ltU(In,II"U(". {II. n'lIl<Iin<kr"flh~ <lal ~. and " f~ ""h;:tc l
If we allow 4.1, -=I tJ'~ and r,. -=I r . the roo ts do nOI l.eplrate. and Iht, sy~l cm 10 !)~ dr"alm III hi: a.kltd 10 IIIe: pi)", i"pn The p~fpl)<t j , 10 c har.ge lhe nOhlf.1 chara'lero.' ics
char:Jctcri.~tic equm io n is obl:ai ned from th e fu ll ] " x 2" determinant th aI te"u h~ ofl~ ai ...... r.fl <0 Illal i l l~ ,a; i<r II! 11 )'. 'OIlIClimes ref. ,.,ed to .., stability auglll fn!a t ion .
from Eqs.(! l.Jl) and ( ll 11) The do,cd-lo(>p polt> o/ lhe rig loJ OOdy we", kX~(w b)' opumal di~~~ "mll ~.<i~ to
, ., - t6 j 10 r.od/_ " i!~ e.<>l:miall) ...... d"..,~~ in :Ilf I.It'nd ,ng-ID{l(!(o mol koc~ion.,. The
"', - " - r," 1 op!imal ~.... mpe" '310r (cootn,1 law plu< .,t i "'~I"" 1 I~r"", ~c, 4 ,ery ,J,,~r an d nano,", nolch
(1 1 1-, )
1 UI$ r (I - LHH4.I, - f , K I - L Hf K - I : ' fill~r !h;ot ~he~ OU!:he ~"":lII I~d btndi n~ li"'fllCrocit,. "flI( ",j dth of!~( nlllc~ ~lrer ", oJirc:~I I ~
r
rclalo."<! !o !he: low d.1mpi ng o f !h. bendin: mWe and the ooj"" pn"pen;", 01 the I)"'tel';.
Either the pole-placcment approac h ofehapter S or theSieady.stme. o pti ma l.
Fu rt~ efTll<.Jrc:. l'" opeimal c.' liuLl1o< g~i n. fot the ben(irlj! nl<.l<J,e arc "er~ [0.0.. cau,ing !o:M'
d isc rete desi~ n me thod of C11a pter 9 cou ld be used to arrhe at the K - and L. ..tampi ng In ll1 i, nllm:II Km error nlOdt. I(thc bendi ng r""l',. ....~ of!hc ' ehKie ,.:or;.,., flQrll lhe
m:lIrices, In both C4~es_ the rQO( sensi ti' "ity is obtained by :ls~uming some error '.>tImed (fl.oque~. (hecomponcnl' "rlllt inroon; n~ "l""l rn Ihr"';!;""'I.... """ (0 1h~ tlt'ndi n~
in <P or r Hhu s 4.1, -=l 4.1, a nd r, =I f r , and compari ng the resulting rool ~ from mi~s lhe fIOICh 3nd ~'" 1fan ~millrd :l.~" eomui' e r...:db""k to the de,:lCor.
Eq. (1 1.14 ) with the ideal case of Eq. (I I. I 3). Elllllllnc lhe sell)l! " ito' lot'nor.; in tb; bending freo:[ucoc} '~ Ihe .atllpk: rlle.
Ir a s)'ste m h:ls been designed using the methods ofChapicr 7. tool se lls iti\ ily
is obtained by repe'llin~ Ihe close.1-loop rool a nalysis ""ith a penurbed plan t or. SoIUIIM. Fit ure I 1.9 <I\0'I0 , lllr d o<;,od loop b<:-ndin~ mod,.' <l~mping { :b ~ (UI>("I;on of.he
if one parame ter is PlIn ic ularly troublesome. an ana ly~is of a TOO' locus \'''r..u ~ rooio of I~ ..:omp.. r:.tf ..., 10 ~ing ,nod.: f",qll<:(ll;~ W, . '101. Ihe in~.t""u\il~ to sample
tha( IX'ram~ ter mig t! be won hwhile. r,,'e ... hen dgc 01 III<' ""1Id;n, mo;o.k i< P<"rfCO:I I"" CTfflI' in '" ) and lh. 'i."""lf11 inft uen.:e
u......
- - -- ---._-- ot" sampk r,,,e f.... ll1t ... ~ "here Ih. bo:ndin~ mOOr a II)'"; .,;,."... For thi, ~~ J "lpk. !~
ii,,,
bendinJ ,node " ' lln<tlble Ie. < I) ) fOf ~ II "'mpl( ",Jr_ ... ;(h 3 1(10"....... ......01. intik l linr a
Exa m ple 11.5 RobIlWh.'JS I"S. Su"lp!.- Rot,- 't'f} _ensi m t ')>lcm ..-.d 100an~ ~n"'l i, r"'l~ lk<ign it "-', ,,<.o\:je(."'1 to) "O"',!. ~rmr W dlan~
from flighr L...."'il;O" '.
T~ ~lIQliOll' of pi..,h nlCllion of . h;ghperforman~e ain:",n wlv:r: .~"' h <OIl1t' f~ ..:I;0,,-
1:It' 000i ~ ~ :11<: ' Thr;: ""n~;ri"ily ()f IIv: ""'Of1lrol led 'Y<lC", II,) ~rror< in "'. c"-, be red"".d u.i ~1 an) 0fI( of
robust de.ign
many nIClho,!, for "" n.' ;.";ly mllXlion. "hkh are OIkn "'r.... eM to a, ru buSI dfMgn nlo!liood<,
.I , = M.q + M .f; + M., ~, One JXlM icul:uI,' ~ imple rr.e lhodent~,I.';n,",~""r nJ III<' " .~ hli r,~ !em};n Q , Whl~h lIppl it, 1<> lh~
.I ~= '1+Z.+Z,.&" l>cndinJ mooe . The cITect of . h;, """,<laCh is tv 'rn:~= tho: "idth oflhc ~"h in lhe: oonrn111..,.
f"'Ql>ency r('f!O'I\~ , hu , ",a~i~lI lhc .ol1l mU.r mu rc !oIml"1 .0 'h:u\~ .' .n III<' bcfldi ng.mO<k
.i., '"'"" .,.
fte<j'~m:y. Figu!e I I .10 ..00" . tho: err",,! OII~, J~ 3 f~nc1i,," lhe rl,}~nh eJ.meni i" Qr' " h; ~~
or
x, .. -w,.r, - le,">, .' , + <tJ, K, Z" M + K:N, l .f:. nI ' .~ I " 'c .. ill rde r 10 a, r h~ t>c od i n g ''''od ~ ",c lgh.in& 1:o..lor Q, " . II d<n"'''~ lr'I~ ' a , "h\l~ n.i . 1
illCtea..: ill roboo" ll.:'~' .'JOt~ . h ~1 ;1 i, lh ..oorellcal1y ....... ' itM to h,,c { > II.Q5 with ~ IfI'l ....
~1T01" a,!<l a ,a,"pl~ ral' unl} ~Oq. f3~I" lhan tlo..- bcndn~ mo,k h ~"cHr. lh i, i~n<>n'. I~
di \ lurb JIl<e. n oi~ ampli ~ca';on Ihal " ,I I Ol.ur 31 "', :: Z"" d,:"';",,d in (iIt' pre' iou. o!ion.
 464 Chapt~ r II :;Mnpk R''Ile St:ir{"llon
I J.5 ,\ieasu rclIK'nt \1"0'51' and A:1lelktsmg FIlter;; 465

Figure 11,9 r,
C~-Ioop
In summary. for lhe idea l case where the pla nt paramelen. :lre kno\\:n exactl).
bi! ndlng'fI'ode da1"lp nij ." lhere is noeffttl of sample nne on bending mode damping or any othcr closed.
o' &amp I! 11 5 ver\us
loop dynamic ch a r.Jcteri~l ic. On the oth.:r hand. if lhe-re is some error Ik'tween the
-, - - - - - planl p.lr.Jr.lC lers u.;;ed for the cunlroller design and Ihe aclual plan! p.!ra nlClers,
Ihere \I.iII be 3n error in the desired cloloCd-loop charncleri' lics thai inc rea~~ " 'ilh
the .\;Imple pt'riod. In 0l0!01 case". the use of reduced performance fcoq uirtOle rliS
or of robu~ desig n practice such as ~ho\'.-n by lhe e.'l:ample can redocco lhe e rror
10 acetptabic le"els and Ihus does n01 im pos~ e.u r.t cri teria on I ~ sampl~ raIl'.
Howe,'er, Stnsilil'ityofthe syste m 10 off-nominal p<lr:lmelerSshoold bco e,-alu:lted.
-O.2!!
and in some uses it mighl be nrccss ary 10 d.. )i~ n ~peci tic3 l1y for bellef mbuslnl! "~
and. in rare cases. II) i l1C~= th e sample rate OI'er that s l.lg!!e~ted by OIhe r
considerati oos,

tl1\l .no< ;nw,

11.5 Measu rement Noise and Antia lias ing Fi ll ers
In addition 10 lhe l'Jndorn plant dis!I.lrbance.<;. 11'. lhal were ~Ya!uated in Section
- 0.'5 11..'. there are usually some errors in the m":'.$uremem or unmodeJed bendi ng
mode oscillati on) as indicated by " in Eq, (9.821. In thi , section, we ... i~ h tn
e~a rnin c the effcct oi the sample r.n e on Ihr rrspun,<;e ofthe ~}' ste m 10 measure Olconl
erron , These errol'!> are affccted ~i gn i fi ca ntl y by the pre >ence of analog fi lters
prefilrers
(called anllaliasing fi llers or premiers ). which are typicnll y placed betll'een
an an alog scnsor and the samp ler in order 10 reduce alia.,ing of high.freq ucllcy
Figure 11 .10 compo ne lliSor thr sigll3l, Therefore. wco wil l d isc u_~s ant ialiasing fi llers as we ll ,
CIosed1ooo Fig.ure 11. 11 depicts the typi cal arrangeme nt orthe anl ialia.<; ing filter, Digita l
benQmg-lT'O de dan-pang control systems are arranged th is way for many cases in order 10 preYen! Ihe
vef'IUS Q , ..
for Elample
aliaSing of L~ higher-fl\'q uency components of '". Excepfions are lhose Cll~es
11 Swrlna 10%"', error
....here lhe sensor is (undlmentall y diB illll so thallhere i., 00 an:lIog signall hal
Can conlli n high frequency noise: for e,~ample. an optical encoder provides a

Figure 11.11
Bled: dra!flillTl !>howing
Ihe 1ocal l(lll of Ihe
lliao a~ f,~e,

With a .~ mdc'lIl\' hi~ h "dUo! of Q . Ihe u ampk bccomt$ "robo.f in tbe '>C:n,c I k~ 1 il i.
st~b1c /(1, a 101( ,~, crur. OOt il con:i';uc, to ' ho,'.-:m ;1lCr.:~,inK ie!'6ili" jly IOJ lh~ "'. t lT\)f fur
.kc..,a,in ~ ,a mple riM.

-.
466 Cha pler I I 5mnpk Rale 5.?kni<Jn

d igili ze d sig na l directl y. An li alias in g fi lt e~ al"l: low pa~s. and the s imple s ttran ~fe r figure 11 .12
OE!monstrat"cn of thE!
functi on is l l "r.
~He-cts of an ~nl ,a liasin.g ,0.1
G (S ~= ~. 111. 16) ~tter or pre f'Iter.
,. .\' +w,. ExamplE! 11.6 . ( a ) 5'gnill
o ,
plus rlOISE!: (0) S<lmp~E!S
so thatlhe noi se abo';e the preti lt er breakpoinl Iwl' in Eq. (I I 16)] i ~ a" enuat~d . ~f (a) al "', = 28 Hz. \ ../ \ j J,
The design go~ 1 is II; pm" ide enough ane nuali on at half the sam ple rule (wJ 2, (e) signal .n (a) :),}SS~
so Iha! Ihe noise abo~e w / 2. ".. ~n alia~ into lower freq ue ncies by the sa mpler. throu gh ilf"l l,a\1,wng C.S I., O.S
o,---;;;---c- -I.S- - '
will nOt be d~trill1e~tal the con trol- s}'~tem perfo rmance. Th e basic idea
;0 or f Iter; (d) sa moling of
,.jo Tifle !W:) (e) Tioflt (1<1<)

alia. in g: was dis.:ussed in Sf.'{'ti on 5.2 and s hown to be capal:le uf transforming a
\eryhigh-frequc nc-y noise into a freque tlc~' thaI is well II ilbn the band wid th of
th e co nt rol sySt~'m. thus all owin g the S~stem 10 respond to it
Examp le 11.6 f(i,\ \.-( P, dil\.-nn.~ " 'I 4.lw>jn...:
Fo< ~ IH1 sine "aw " i:h a tiO-HL sin ..... ~,. >u pt'rirnpCI>td I() reprcsa" oo ;~e. ri nd a p"'lih<r
th.t "'i ll elim inUlt di,Im-Ii,,", whe n .-.a mple.! al 2~ HL. Demon,lrate It.e effC<"t of Ih. po:lilt~r.
and lack of one b;. plouing Ihe ~ignJI.; oler::! {yde,.
Solut;on. Figuu 11.I'll) ,00...., lhe [Hz ,ioo " ";I,e ....;lh a 1t00 H ,. ..inc .... a, e ,upt'r;mpo' ~1
\I) reprc,e nt mea'urem(~l noi-..: . [f , hi , "n alng .'igtlal i, ,ampled ~s i, . tbe highfrcq llCmy ""i,"
.... ill l>e a l;:I.<<'<I: Fig. 11.12Ib) sho"'lh ~ rewlt$ for >.:>mpli ng at w. = 28 Hz and we;ee that Ih.
6O Hl l.oj," h~, been changt:<! to a muc h lowor f",'IlICocy ~ nd ~p pea,~ ilS a di ,!on;o" of Ihe
O!;ginal';1J( "'.'C. Fig. [!.1 2k) sh.",... t~ rosu1t, o f pll.ssing Ihe nOil,' ';8n.l;n (a) lhro~gh
~ first ordo; r ~tlfialia,inll- fi h~r with a breakpoint. (~" = 211 rndI= (12 HZ). TM b re~ ~ p<"n;
w,,' picked ~o nsidoran l ~' be low t~ '10;'" fre'luenc.~ '" the",;, a I ~e m~nu at iO!l of the 1\0;'<:
:md ~et ,uftk ;"mly above Ihe I HL ,;gnal >o;t wa, not attenuat ro. S~"'Pl i ng Ih i\ dun ~igna )
re,IIII.1 io the b ilhf,,1 rcp-odUCliotl of tho: .' ;gna l in Fig. I I 1!ld'.
,il<m'"
fo< an analog ..v"tvl I).<lem " ith a txIn dw idth on the o.dn of I Hz. the 6O- H7. no,,~
" 'ould be 100 f~.,l forlhcsy.\lcm lorc<pond. and the r><:M'" I",,,, kl noI bc aware1ll or> th e ,),tem
OUlpu t. For a I H b.oo ,,;d th dig ;tal con lruJ 'plcm ",;,hoot an analog redi lte . ~ 1 ;lS ;ng O( l h~
00'" to a lowe. f ....-quency a' ~ho"m in F;~ . I I 12(b , " ',, uld allo .... lhe ,y,tem to re'pond . thu,
produ" ;n g ..,.,m;t;,it)" (0 errors lhat do "'~ ,~;" for an~l"g n'"tro ll ~rs. Thu~ ,,'C .ce ,he r.:~>on
for ",i ng ant;~I;b; ~ g fi lter>.
---_.-.
To .stud y the eITe':1 of ,cnsor noi!>e o n sample -rate self.'{'tion. we us~ thl'
sa me anal y~ i s procedu re~ that wefe used for the rand om plant di ,;turban ce~
.< li i ~l><r.."\J,r 'ilt"" aro ~." u ....'J in or.x, (0 ,>N"," "...
,t." ~i~.ff'<jI><"") ;o'ffi u., Wn "i6 minim , I
1,,... . [""'1 ... "": ph' .... I"~ : ,,.""m.,~ ~h," ':1'<' "" "".",1. 1I .. ~",onh. ,n~ ITAE. S"" Futlklin . f>o~" '1.
..J [""':ni;\:""i~, ' l<i9-" ) .,.. A<tr'im ." d Wil",mna. 1. It9'fJ l for lkI~il>.
~ 9n.J I in Ie)
'-/'. l~ :""'0.
. .. . . .
o
'.
-,- \..l ,-
.V : ,.. ../j.,
O,-"O.,,-~'---7,.,,-, o O. ~ 1.5 ,
(b) Tirr~ (Iet"l Ti!1lt ('e<)
'"
Equ~t ien ( 115) is used to delermine the system ou tput errors d ue to con ti nuous-
measurement rloise acti ng on a .:ontinuous cont ro ll f.'r for compari~on purpOSt:s.
and then Eq. ( 11.6) i, lJ.~ed to delermin e- th~ degr-Jdalion for dig il al conlrolle-rs
with ,anOll.\ sam ple ra tes. The unl y diffcrence from the C3eS e.\amin ed in Section
11.3 is Ihat th e no ise to be f.'xamined enler!; o n tht plant o utp\ll instead 01 on the
plant input. A ,o mpl kat ion aris.cs. however. becau!>C the prefil ter breakpoint . w .
is a de~ ign variable whose relet'Iion is int ima tely mnnC{:ted witll the sa mple rat~ .
It is therefore ncttssary to examill<: bQl h quantities sim uitarle"(}u,jl'.
A consr rv3tive de sign procedure is loselec t th~ break poi nt anJw sufli riem h'
highf.'r th an the systrm bandw idth so Ih at the phas~ lag from the pretiiter doI!s n;t
significa ntly alter the system stability: thu s the prdi lter can be igHored in the basic
control sysif.'m de sign. Fu nhermore. for a good ml uction in the hi gh-frequeltcy
llOis.c at w)2 . the sample rale shou ld be s.clc~ted abo ut five tirnt:s hig her than
the prefilter breakpoint. Th r implication of th i ~ prefilter d~sign proc~:dun: is that
snm pk ra les need to be on the on.ler uf 30 to 50 times fa~t~r than the svs tem
bandwidth. Thi s kind of conservative pn:fi lter and sil mp le-nne desig n prot.:edu re
i .~ likely to sugges t that the sampl e rale needs to be higher th an Ihe other factors
discussed in thIS chapter.
An altema'j ve desig n procedure. due to Pelet! (1 978,. is to ~ Ilo\\" sign ificant
phase la g from the prdilte r at the Sj'$te m bandwidth and thu s to requ ire-that Ih~
control de sign be ca rri ed out with thc a nalog prdilter cha racteristits inc luded .
Fun he rmere. lhe analysi s procedure de ~ri bed nboYc is carried OUt to detenn inc
more precisely what the effe\.t of sam pli ng is on the ~y$te m pcrfQnllan Ce. Th is
468 C hapt~ r I I Sample Ra(~ Selection l l.f> ~I ul n mt~ S'lm plrnf!, 469

procedure a\l0l1's u, to use samp le ~tes as low as 10 to 30 times 1he system fig ure 11.13
Root mean sqUiI(,;
bandwidt h. but at the expen~ of increase<! cumplexit)' in the drs ign procedure .
respo nse of Exa mple
[n addition. some oses can require inrreased C'omplnity in th e contrul imp le. 11 .7 to y,.ll;t~ sensor
men lation to maintain suffi cient st ab ili t> in the prese nc e of prefilter phase lag: noise showing ,;fft; of
th at is. the e:ti~tencr of the prdilter m igh t. its.-I f. lead to a more com plex di,gilal prefilterirlg . "'0' cnd
control algor ithm . !ampLng, '~,

Examp le I I 7 M,WILI't'IIl.n t ,\'(~;.,' flr-'ct; 1';, S<l mrt. Rill,. ,;~<I Prd ilw B,,..m[,(,i,"
U!'.C rn.: m..blc ; nt~.cr:>lOr plant ~~ in E.umplc, 11. 1. I I.! , 'M Il . ~ t~ del!1{Jn,tr.ltc Ih ~ deg. , _
dat ;"'n of ta." <Ji g ital .'y ,t ~m re,p<.I~\<' .~. the ,om i~~ oo< "mtm l fo. "arioo, ;ample ,alc, ~nd
... --
prefilter hrcakp<Ji ms, A'$umc that (01)' ,,', " ",,;!able for mc;tsurell1("t ilIId u,. aD e't ;m:~'-.
tu recunmu"t rhe ,t, te. e sc tho am;ali~,ing filler a, sho'o. ~ in Eq . f 11 . 16 1.

So lutio" _ TIl<; re,ul!, of the digital """ tmlle,,, Willi Ille ,'arioo.; p<\'filrer bre akpoint>. w, '
were aU normaliz ed 10 Ihe re,ult, from a "oolinOOll' ~oo rrol k r with '''' p:filter. The: C~" I
('\'alulliol'l of (h~ in ( ~s.r~l in Eq. ,1 1.;) was required be\.'ause the sampk nlte was 00 the'
~am. ortlo:r", w,. fur >oJm . ""'''pie M e>; ,( U<iied. The: con!i n oou~ 'plem was de,ig"",d u",,~
the l QR and LQE me:hod, of Chapter 9 w that the romrol rool> ...e re ~t" = - 1,5 j I . ~
,ad/,..: .00 the: e't ima:or roots " en: m J = -~.J ) },3 radloec , All the digital coolml l ~'" [n s unumry. there arc t wo mai n concl u.' ion'. The rim is that pre fi lter; for
had lOOC' ;tIthe di ~re'. equinlem of thaw ,, -plane iocatioos bJ u5in.c ~ = ~ , ) The re~u h, removi ng higJ frequency me;:tsurement noi ~e are effec live and a mcthodolo,gy
nf Iht ",-,rrnali7e<j rm, "alllC <nflhe output error due In" hire conti".IOu~- measu (emcnt nni,~ ha, been pre::.e nt ed for their de ,ig n. The sel:unt! i, that t he bandwidth of the
ent ering the >)',Iem J> ,1I0".-n in Fig, 11.1 1 are ,ho"n in Fig, 11. 13 foc f"", diffe rent "alllC' <'I prefi lter ~hould be selected primari ly for the reductio n o f ,enw r noise effec ts.
the pldil tcr bre3 ~ roint and va lues approaching the sys le m closed-loop bandw idth (wj(,,~ ::- 2) should be
NOIe in tile tj~ ~r: thm . for ~ amplin g mu ltiple., below "'jw, = oW_ Inc I"rf"'ma",,~ considered ev~ n though Iheir phase IllS needs tu be adj u,ted' for in the cont roller
irnptOH> as tile vre hller breakpoi nt d<,,,,,,,,-~. en n though it ind .lde' It... ca.e "ller~ th,
de.i ig n. An e~ccption 10 thi s would occ ur if 1he prefi lter lag was sufficient to
breal..point i~ only t""i", the I",.,dv.itkh, [ f a >}'>tem i, dominated by measu rement noi.'C a, in
require a more compl icated co ntro ller. becau't th is increaSl! in com pu tntion
thi' c~ a"'ple a~ d th~ dt'ig:~r ( hoo~' to lim it ,m, discrete <k'g.r:ldltio ~ ,0 1lf.i- compared [(}
til< com illlJ ou' cas~. the figure ,hoy.-, rhat a , amplin~ multip le of could o ffset any cust ga ins fro m ~!u\\'er sam pli ng.

(ILl ? ,

i~ adcqUJt~ (1l,id ing. !he prefi lter ~a~roi"., ratio wplw" :5 5. whe""a s a .ampling mutt iple 11.6 Multirate Samp ling
of wJ'''~ = -10 i, r~u h:d if the: mo'e(o~'~,,'alive p<efilter hrca~JX>ilt r~,ioor wpl w. = 10 i<
uled. An ~wn .lower umple rate wonk! Ix ooequore if a .<luwer breJkpoint wa< accep<ab k In mu lti-input. multi-output IMIMO) ~y5tems. it is SO met ime, u >eful to use d iffer-
.0\1>0 note in tho fi~ ure at the YCT)' fa,! ,ample Tale s 'w,Iwh > ~OO) that the nfl' rcsp om~ e nt sa mple ntts on the Yario ~s mea~ureme nt , andcuntrol variab les. Forexample .
decrea<ed :1.< the pre mlt r hrca~p<J;m iocre :l.'ed. ,he "PP", i!. lreO<! III t h~1 at (he """el samrle in the tape- dri"e desi~n in C hap ter 9 . one could logica ll y sa mple the tt"nsion mea-
rates , Thi, [lh." ''''a' iQn ha, tin le eff""t nn tt.. D\.r~1I Je,ign because an "31... , v.e-r;,- within
surement. T,. in Fig. 9.18. faster thun the tape po~itio n meas~rement , .r, _because
1(Y.Y. of Ilk- ,'Mt ;ntI()US :a,e rOt alllM fa.: ,ample ,Jte. , HO\>oe,.r, rhae ~re d("lri",enr ~1 effe,';
the ren., ion resu lts from faSter nalU fJI dynamics than the mpe posi tion ing . For
nf prefi t!cl"l (har un ~ ~'(lrc ~riou, ('CC Hira ta. 1989 f. ~ nJ the ir i n~llCfh."" on random planl
MIMO .~y.~tern, wil h sig nificant time constant d i ffer~nces in >o me natura l modes
di ~tu rb.1nce, ~h ,,~I J also be eval uate-(! according to Section I t ,3 bcfc a diI;ign i< fi naliud.
or control loup~ . impru\'t"lTIen ts in perionnarK e can be realized by ,am pling at
- - _ ._ + di fferent ratt"'i: ,uch a " y~ t ~m i, reft"rred to as a m ull irate (MR) sy stem. In this
 1l. 6 :"Iu hiral( ~ .. mphng +7 1

figure 11.1 4
.-ectinn we willadrlre~s the i.~SUl'S of nnaly., is of an :>'1R ~:stl'm and selec ti on o( Bklckdag'am ofa
the: <;al1lpl ~ rates. MIM O system 'ihol\ling + "'"'
The :-tran, form me thod that is presented in Chapter.J an d b the ba,is f"'r Slow $ub,ystem
melhodology fo ' ,
the Jnaly~h of di >erete ,ystems throughout this book d()('s nO! apply to MR mu~ir3te 31\i11)'SIS ~,n g at T, , G, (r )
syste m<. Con,iucr~hJe research on thl' ~u bj e~ t w~, carried (Ju t in the 195Us and wcte-ss,ve 100;"1 closure ~ ,,
resulted in the "switch ut'{:omposition" method. which ha~ been rCl"il''>Ied b) ~~~ "*r --- - --- - ....... --.
Ragazzi ni and Franklin t 1951':) and AmitI1980) and extended 10 multil'ariahk I Cros><ouplilll I
~yst.; ms b} Whit be,'k and DidaIcu~ky ( 1980). The key idea in this m~thod h that
.... ----- --- ...... ~~ ~ ,

it i) pos,ible !O amly7.c an MR ,;ystem b~' reducing it 10 an equil'alenl ~ing1e

rate sy~te m opt:rming ut Ihe lo nge-.,;! ~ampk period of the sy.q em. The Kran,
operator' fac ilitate, this tran~fonn.:ltion.
Another approJCh use-s a state-space- de ...cript ion due to Kalman an d BemaTll
( 1959). The diffeft'nc"e eq uations ha"c codfiricnt, in $ and r Ihal change pe _
riodically at Ihe lvngest sample period. An MR analysi, proccdure with thi,
approa~h i> cuntair.ed in Ber!'. Amit. and Powell (1988) and. similarly to ,witch
decomposition. rewees th... MR sy~t elll to an equivalent single-ratc syslenl \\"h<'"r~
eon\"cmional methods l'a n be employed. The compulational bu rden for brnh the
,witch-decomposit io n and Ihe ;;tate-sp:LCe MR analy~b is substantial: therefure .
digi tal control designcr. typically opt for de~ign met hod~ during the synth.. ,i_
pnx:c;,s which byj:ass the need for using one of the e., act MR 3naly~i, tech
niques.
.u<:<e .. ive loep cto.u,e An analysis rrethod often used is call ed s u cc~ss i" e loo p closu re (SLel
It t"Cquire~ th at lhe system initially be dccouplcd into tllO or more ., ingJe-r.lt~
subsyste m. along thc lines discussed in Stttion 9. 1 and as sho'>l'n in Fig. I 1.1 -1 .
The dashed lines in th~ figure show the cros s-collpling betwee n G j (o; 1 and G , 1.1 I.
whil:h is ignored in the dccclUplio g process. The controller for the subsystem
with the highe.t frequ enc i e~ (und fa~le.t sam ple rate) j, designed first wilh lhe
sample rate se!ttte-d according II) lhe ideas in this chapter. This digitally contrulJec
wbs)"tem is then convened back to a conti nuous system t ~e d2c.m in "IATU.IlI.
which makes it pos~ible to meld it into the slow portion of the plan!. Thi.
tran~ronnati on i, tre in"erse of Eqs. (.JA 1) or (4.58) and j,ex3ct in the sense that
the conti nuous model outpuls will matc'h the discrete syste:n althe sample time.;.
A dbcrete repre,entation at the slow sample rate of the ent"e plant. including th e
pre\ iou~ly ignored ~ross~coupling and the fa st controller. ca n now be obtained
using con,'en tional tt:c hnique s. This enable, design of a di~jlal controlkr for th~
slow loop u ~ ing th~ r~suhing discl"1!te model. Thi~ model is exact prO\'idcd th e
faI t r.a ntp le rJt e is an int~ger multiple of Ihe slow rale.
The approximation made during the design of the inoe r (fas!) loop i~ t h~
elimination of the cross-cou pling: however. the model of th e system at the , 101'
sample rate will a:cur:lI~ly predict an}' in ner-loop root migration due 10 t h~
approximation and can be corre<:ted by a second dcsign it ~rat i on . if needed.
Ii s,," Jo:: f "" . l l 'I.'j~. pmpcnion as the bandwid th for eac h loop.
,r--
, Fa" ,ub<YI<em
W" ,
>liJ Gf' )
t t
hst oo~troller
Df:)
,
- >-
Slow comreller
D, (rl i'-- ,,
Therefore. we see Ih at the final design of the MR system should perlorm according
to that predicted by li near anal ysis. Thc cffttt of the approxinKl.lion ... made for
design oflhe inner loop ser.e only!O produce an inner loop controller Ihat Illa y be
~orne'>l hat i ~feri or to that which t"ould be obtained with .:lllat"curale MR anulvs is
and optimal dc si:;n or the emirt: system tog ether as de~nibed by Befl!. Ami!. 'and
Powelltl98SJ.
For s~'ste m s with three or more iden tifiable loops where it i~ de sirable to h a"~
Three or more different sample rates. the same idea, are in voked. TIle innermost
tfastest) loop is closcd fir:<t. trom sfo rmed to ~ cont inuous model fo llowe-d bl'
transfOflllJtion to a discrete model at the next slower ~3mp le rate. and so on until
the fina l (s lowe-stJ loop is do'cd. e ncompa~s ing the emire ~y stem .
The sam ple rate ~election for an MR system de~ i g ned u ~ ing SlC is carried
out using th~ considern tions discus~ed in Set:tion<; 11.1 throu gh Il.S. Not~ that
thi~ doe.~ not imply that the same sam pling multiple. w,/wh " be us~d for all loops.
The JP propria t ~ sampling mult iple is a funct ion of the plant disturbance and
;.ensor noise acting on that porti01l of the sy,tem which ma~' be qui te ditTcrent lor
the di ffe re nt loops. Ignorin g noi~e effects lend, one to pid the ~ame sampl in g
m ult ip le for all loop~: that is. the sample rates for ~ ach loop are in the same
472 Ch ai>l c, I I SJ.mplc R;ue SeleCli.Jn II6 ~!UIHr.M S"mp~ on): 473

Figure 11 ,16
Exampl e 11.8 :\c/l',:mr"s" (1/ ~tR S.lmpli~s-'{'r Ill. fu,r.k .\J.;" 51,,i 'I.~ 5'">1,'" Relata'e fms s late and , : , - - - -- ---------,
(on\lol r~sponses to:
In\~ 'li ale lhe men!> d m~hi,..~te ... mplin~ in lerm, uF <Tn> r~>fJ<JIl>( lU planl ooi", i'('Ir (OC E xampl~ 11.8 willi w
d.c:>Ybl~ ma'>-,pring _'~' '''em.- Coml"'rc Ih e 1Tll' re.' pon'e of ~n )'lR rommiJ.r with that 0 1 a app lie-d to me- srr.a'l mass
.ingle rarc ISR ) contml : ~r that u,." Ih ~ '~m~ amount of <'Ompta" l i~ n effCJrt.

SoIUl ion. T he double m~~~-' prin~ ')~t~m with <:o nlmllpp1 i.:d to both 0>,,5c.< i , ,h""' n
..
in F'g _ I I 15. W~ haw okfrnco.l _' 1 "' the: ~h",lulc po." tKrn of the: ia1'c m"". "ocrea; ,": ,_
tlk" p"'i:ion of the ,m ,1I m ~s; .... ilh re'pte l to Ih ~ lJ'l!e ma,s. The ir.ner loop ,nn; i,t; of I~ "
mca'~rem<'m or.. 00 ,I> fcedh""k Ihrough a ,orrtrQIk r t'"" T he: ~flcct of th o ~"OOpl in~ fHl'"
x, 01000" is igno'~d: .<.O tOC dr narni... are th"1 of ~ ,i01pl~ ma~,-_pring ., 'l.:n. Til<' inn,-. I fl _t )
Ioor wa< M'ign~d u>in~ poIe p l occm~nt fOf f~lI ,t~te f~~dtl\td >0 Ih,.! it ~ open. I,1Op ,...;"",,01 "
frequcnc~ of ~ H l <I'~> rnanged !<) dOl<Q t<lOp frequent: of R Hz, ""J lite damp ing impro' ~ d OJ
from { =0 10 I; == 0.7. Tnc ~ample rote wa< <:ho'~n 10 be 7 1 I1l . nine tim~~ b<ler , II"" tl",
do:d_iO<1p root
0
.... rootinuoo . mooel of lhi> fa,l inner loop .... a' Ihen OOtaiMd , i, dlc.rn in M ,HlAII ,nj XI .<: -<! ~J ul
"
atkkd to the d:n Jrnics ofth~ large O1a". iroc lud in1! lhe couplin~ l:>o:t<l'~Ctl tile mo ma.,)eS . 1'h,- 5.. 1, or rontrol v.ril~le
entire 5yslem ,,'a; lhen discrt'liu d al tM , I,,,, r~t . T h. ouler loopwa,.:Ie_ligned u, jng fC<:dNc l
fmm Ihe sl",," :>:Implwllalc.' Ml IMat lhe: rigid-body open tOOf' roOI> ai, = 0 we'e chutlgeJ , ,,
I Hz "i lh a damp ing or <: = 0.7, The .wm])1e rUle for th;, !onp ..... a' cho"",n to be 9 II z_ a b u
ni~ liffil.~ lire dmed_kop rQO( _ TIle ,lfeCl of th e d.IMami'" " Flhe: 1:U$e rna" aoo ils coophn~
(rn pIOl'ill~ J f"; ler ,ample I'Jle for lire ,m:tllll1a,~ reedb.lr~. Tn;, f...:I0" , he:ca u,,"" the bmo.!" Jdllt
<>f It:e ,,,ncr too? f",tcr 311d tile plam di,t~ rbar":c n<~'" v.-a, awl i<-"<l to Ihi, 01.. ,,_
"":I'
10 the: 'rn~I I 1T\:l~' aloogwi th lire .KJ tcr-1oop fecdh.x ~ cau",d an in,i5n~"an1 """'enloCnl of Ih.
T~ ilnalp.: Ih~ <ilu~liorr funiler. I<-t u, ch 'ng~ toc plam tli,(urbance n oi~' <"'n~u""l ion
clos.:<\ . loop in""r roo\;. If Ihe jnner rooh h"d IT""-ro an unao;cepl.ble amounl. il ..... oo ld ha le
bee n necear;' 10 fetun 10 the inne r.1oop de<isn and re"i~ Ihe de<ign _<0 tl"'l it ['''JIIl in from the ,n,all ma,,~ '0 I h~ brg~ rna" ant! k~p the controller de"\Cribed ,,~~\C. Tho ;amo:
",-,ccptoolc dynlm;t~ Ihe sncond loop clo"u",
crf'''' compilri ...... of rd ali ve 'm_ n:.'fl"" ....-, ;, ' ho..... n in Fi~, J 1.17 and i~di..:at~' a di ITerem ."<In-
For e, alualion of Ik .\ 1R c;)nl rolk... ii , P<'r formano:~ in Ihe Jlr1'>t'I")~~ ;)f plant di ~ !~ [t",,,~ elusion . Tile tkgrad >t ion ;)f lile laf~e "'_'1IOO<C "ilh tile MR <"Orllrull.r i, morc than Ihe
"'iI."
imp""";:",,'ot or (he ,mal l m:!.>,: therefore_ <)1>( cou ld c()I)Clude Ihallhc 'in gl. ral< controller
"oi....,. "'. appl ied 10 Ih : snr~l1 ,":I." a~ ~ho"o in Fig. Il.l~ " 'ill I>e <'~ 'mp;"l:tl a~ aio 'l Ille
jX'l"forma""" of ~ >i nglerJte .-onlrolkr. The ., ampk rute of IOC ~i .S-lerul' controller I'd' "',IS 'u~rior in thi> roofiguraliorr. The rca<on;, th<:rt In. noj,. ;lj)pl ieJ 1<1 the brgc rna" ('1<),,"
,e lectro 1(1 ~ .u) Hz. J ,al,.., tha, ""l u;red app r" ,imatdy !he ,~rx amounl or c"()mp~\<r
W01pula' ion lim<' ai (he !>!R ,onlmlln. thu, yidding a fair romparil'>1l , Fig. 11.16 soc. .... , 11>,'
I.~S , - _ _ _ __ _ _ _----,
Figure 11,17
relali l'e ITllS ""1""''''' for lhe: lWO ca~es and gerrcrallr . I\o,,"s I h~ <upeoodly of tile !> IR c:'", in
RekJl'v~ rms stal~ a nd
th", iIS small m,, ' .. ~pcn_'e w~s "ppr,,-,imaldy oW, I ~< than th" ,in~le .r"I" cas". whl"fea< t~e
lal~e nI~'" ""pons<: ""3., appro, irn~lel: lh" ",me. One coul~ , ay th'lI. for Ih;, corrlig'wJtu~l.
mntrol fl'sponses fer ,.
il 1"'r; 10 aign a I;I./)!e fruclion of !he comp uter p,w'-C [ orr Ihe corr rrol of the ,nw ll m~ b,
Example t I.B w th VI
applie-d to the larg~ fTla)S
.L'
'" 1,:5
H
2 _'"
F igu~ 11 .1 5 ...,..
MIMOOOllO~
n 0.'5
rras~fmg sys:em 1l*<J
iobJmplell.B H
~ ~ 0.50
,,-'"
..
Stol. or <on,,,,1 ""ilb!.

mcxkl prodoc~d , " maliN! wh~,c t~ o lc",1 1 'y<tc m f\"JXl"'" "''' impro'~<l b~ >h i n ; n~ noor.
co m p ~ ' ", p ow~ r Ii'
In. ,I..,.,.' "",>d. mm pa..,J 1<> Ih. p<~\' i (1 ~, 'l~, ' igur:ll i o " . Tho:: 0<:1 ,., ,,11
Ihal an <"<ju,,1_,amplt: .. ,.... on [he IV." loop, ".' ~ >I in ,pil~ <'I Ih. f" (l lh~1 I~ rOOl~ (l f lhi: No
loop> "iff.,(~ hI' " r:, ' i ~ o{~ : I
The 'i~ n ifi~J " 1 \><'I1 . fil (I f lhe MR .<::tmpl ing , It<y.o. n in Fi8 . II U; " p" niajJ~ duo 10 Ilk:
t3.:1tna l ool h ""r.lpk .--.11.' "'.'" rel~lI w l y ,10. Ih~1 i., . ninc li",. _ lh,,; , ' O<po!CftW cI",cd- I'''''r
1"O0/. Had the 'ample rel.> bn r.'le'. It!< .d\'an1 "~' wOll ld h ~\c tJc:n k " p"''''''''m~d . Til<
re ..:>II for this i, thall h, oii"" t of di'turban",' t>(li ...
,'C"'1" <.amplc ,a" i, b.,i,ally a ,!u:W,,,n.-
fun Clion. wilh lhe errol"> gro...i n ~ ,!ui,k h :I' IoiIlllp~ i ~ ~ III Uli lpl., fall brhlw ahol.l1 ~O If i'li rJI C'
11;><1 bo:-.:n r..'ter. Ihe ." '~( '" perf(lm,a!lCe " nuld ht' k~, ":""111 C I" h<'~ h " "nrk 'JI~< JIld th",
Ie>, ""n. iti, e It) t!>e . ik""'iUll of comp\lI e' power 'oJ IIIe fa _t or ,Ie,,, 1oNp.
-- +
In ~U n1 mnr\ , we ,t"I': that multirate ,ampling allow~ for the a,~ i gnmen l (1f
ava ilabl e cOJllP~ ter power to Ihe control mode s Ihat can mo~t ~nd i l. t h u ~ im-
prov ing s~'~tem re s pon~. The des ign e f mu ltirate ~y~ tem. can usua lly be carri"J
out u<;i ng a <;uccessive luop dO~ lJre method thai employs una l) tical l hniqne.< .
which are wn , ider~ly si mplt"r than exact i\-IR techni ques. TIle re,ul ting dc,ign
i, typ ically acce plablc.
"'IultirUle sam pling is n()ll1<:ce.~~ ary in Ihe majorilY of <li ~i l al cont ro l system<_
[n the u s u ~l C<l_"l". ~ dticie m co mputer sp c~d is aVJi labk w thal one ~ampk r.H~
ba~ed pri maril\' on the fa,te,t mode can be ;.elected e, en tt,ough ent" or mo rt "r
Ihe slowe r rno~es wi ll be sam pled fa~l er Ihan nece.l sary, Tnis is a bette r 0\-e ral1
desil'.n btxauC>e it :neid_< the complicati on of multirate sa mpli ng. el"en though It
could be claimed Iha l rump llter pow!."r i~ beillg walled on ...orne fl f the ~Io'\ e r
mo(k <;.
] 1.7 Summary
FC'l r a cont rol ' \ .>Iem with a spt:cilied clo_-.ed-IOI)p ban dw idt h. IV , . the
rt'licullo\\-er ~ .md on th e sam ple rale to bandwidt h m'Jltiple is
Othe r con,idnutions osuallv dic tah,: Ih<lt the- sample rJIe- be l'onside rably
fa" t~ r than :2 times the clo,cd.loop band" idth.
In ort1er 10 pr(l','ide a " ~a~o nab l y , moot h" control n'~ponse . u ~umplinl!
multip le of
w.!w~ > 10
is often judged desir~ b le . This i, a ~u bj"'(:ti\e i.,sue and delX'nd~ he a"il) va
Ihe specific app:icmi on. wit h slowt"r rales often arrepl~bk.
11 7 Summary -+75
There is polentially a ful l sa mple period d~lay between command inpu t and
"J_ th e sy:.lem re.~ponse , In orderto li mit the possi ble delay to be 1()<1 or the ri,c
time. a ~mpl in g mu lti ple of
w .lw~ > 20
is requ:red.
The primary purpose of ma ny feed bac k contro l >r~t e ms i~ 10 li mit Ihe reo
spons.c- to rando m plam disturbances. In cQmpa.rison to a contin uous co ntrol
.<),stem wil h the same equ il"alent s- plane roots. a digi tal con trol sy~tem de-
grades as the sample r;lIe decreases. This ci.!gradation is shown by the bottom
cur"e b Fig. 11.6 for a dou ble int egrator plan t, In o rder to keep the degra-
dation to lx' within 1Wk of a co nti nuous controller. a sampling mu lt iple
of
w./w. > 20
i.~ req uired.
For a syStem wil h J reso na nce at w, that is being damped or stabilized by lhe
cont roller. il is pnJdent to select a samp le fat!."
w, > 2w,.
Fe r a system with a rew nance at w, that is being da mpt'd or slabiliud by the
contro ller, it may be u~efu l fOf robu , tness purpose s to sa mple considera bly
fasl!."r thall 2w,.
Analog prd illers or a nl ialiasing filt ers are ty pically required to attenuate
the effect of measu re ment noise at frequen;:ie ~ grealer than w,/2 .
Selection of the prefi!ter breakpoi m. w,,' is acornple:o; design step that in\'ol ves
int!."raCllo nS wit h the sam ple rate and cont rol system band wi dth. Ge nt"rally.
the fu rther the breakpoi nt is below w./2. the bette r lh e measu rement no i ~
att enoation . It i~ al so convenient to main tain the prefilter breakpoinl abcl"e
lhe control s>,.tell1 bandw id th: howe,cr. this is of le'.sor importance , The
t~\'
tradL'Qffs for a double inr egrator plant are depicted in Fig. I I 13, It show s
th Jl a sampling multi ple of
'V,IM~ > 25
is requ ired for a bre akpoi nr r.lI io ofIV / w. = 5 if the designer w i she ~ 10
limil tM disc rete noise degradaliOIl to 2W- over that from th!." cominuotlS
case. Faster amialiasing fi lters req uire faster sBmple ra les. S lower anlialias-
ing fi lters red uc!." Ihe effect of mensuremmt noi~e. but more phase lag is
introd uced into the feedback and. if e:o;cessivc. may nC\:cssitate ex tra lead in
the contlOJ1er.
When using a small word size microproce slOr (c.g.. 8 bits). sampling multi-
ples gre aler th an 50 \I'ere shown in Fig. I I . ~ to be cou nlerproductive,
i 76 ChJP:t~ I I Sampl e Rate Sd('liion
11 S Pmbltms H7

The pt.'f'formallCe of a d igi tal (.'on lrol system can !'OI'IIetimc~ be e nhanced
lhe ~ di~IG rb:lllct' !Ia. ~ (IO".ft" >p<'C(n.J doMI 'ilY of R, "" I ro;' - m:''o as "'_"
by us ing more 1h.1n one sample rate for d iffcre nt 1001'S in the ~ySlem . The donc (I' E.u 'npn, 11 .1. PlOi !h~ error for '" = 6. 10. 10. 80. and ~OO r~dI, ...... a nd
4G.'
:-transfonn dof:os 001 a ppl y directly to th is case and a .'.tlCCCssiv(, loop closure eommtnl OIl (he <cl ...... tion of T for di ~!Uma~c "'jc-crion In Ihi~ c..~.
~ ign method iar such syslem ~ was d esc ribed in SC'C tio n 11 .6. II .S [n Appendl. A. Xl.'!ion A .... ,,'. di>-nK~ a plml l'OO~i<l inE of 1"'0 COupled nJ;l;>C .
The cost o f a dig ital control system incre a.;es with ~Jnlple nte due to the ","'GITI( M - 20 k,. ,,,. 1 ~. k _ 14-1 Ntm. b = 0.5 ro; .'>Im. al'ld T '" O. IS '0.
microprocessor cost and AID co:.t. lberefol'l;'. for hig h , "lu me prodocl.\ (I ) ~iln an apt;""" dj~lc coolrol fOrl his~!slcm " ;lb quadr~lic ,,""I j = .,.: + u:.
where II'II! unit h ardware C05IS dominate. p ic king Ihe ~ IOVo'C!>t )amp le n le PkJl lhe resuh inB Sl~ ~'pon~.
tha t llk'ClS the req uireme nts il; the h>sical choice . For a low I'olume prodU~1. Ib) Da.i,n An opum3l d!!oC rctc fi ller boo'cd on rt.JSl"",'men., or rI "'j th Ii .. 0. 1 m:
the labor COM to desig n lhe controller far out\\ e ighs t ~.e ex tra COSt of a fa~1 aIM I d i.turblng noise in tbe form of a fencon lhe fIliIi" rms." .II " 'i lh 'R _ 0.001
~
compu ter: therefore the logica l choice o f Ihe ~lmpli rg: multiple is on the .
orde r of 40 or more so Ihal the eX!nl com plex ity of d igital desi gn methods h Ic ) Cnonbine the c(>lllrol and c.tlm;1lion ;mo a COD!roIleJ and plot il< f~~ent)' I'('.>pon,e
n O( requirtd, ('OIIl d to w.

rd ) S;m~)a(e III\: re.pon~ o r the ~~ .Ienl ~.' i~M1l abo,c 10 a Step il'pol <-ommand
and. k-a,on. the cor'l!roIler coefflc; ent> uoc h.mged. "at}. ,he "atue of Ih. dlmllin~
11.8 Problems codlkicn l b in Ille plan!. Q\lalil;ni,el), nO I< Ilk' otn<ili" iIY of Ihe tk o;.-" 10 Ihi,
p.ul r'l!C1cr.
11.1 Fi nd dis<;f<'tc colllp<'n' "ILOO fOf a pb nt I!i" cn by (t ) Repeal ' Ieps 181 101d) for T _ 0. 2~~ ,

n.M 11.6 For eao;h dc,lgn in Problem 11,1. inc.ease the: gain by 2lfl and detenn;r>e Iii<' c han.\!~ in
Cu!: - - - - . Ihe ~)~ .. m dampin"
5(, +0.8)

l,:", . plane tk~isn Icchnique, fo llowed b} the pnl c-uro m:oPpinB m~!IIod' of CII~ plcr 11 .1 Con,ilk.,. a plan! co"~isl; "1 of a di' ''''ling uponen(ial. Ih.t ;5.
6 10 ootain a di ....... lc ~q ui"alcm. Sel ~t .'<)mpc~ion ....., th:1I tto.: ,..,' ull ing und am .,.:d .,'hl "
"lII:un l fr~ncy 1"'. 1 i~ " radl!'e'C and the dampin.\! nlio let i< O.S. Do th.: .......,'" - 0 -- .
11(5) s- a
(or 1"'0 'iUTlpk p:-riods: 100 ms and 600 111'. NOOo' us.e on (),~"I :pbl'lt ~n"')"i~ <>1'
tilt m ullin, d j ,;cre~ S} ~' and ~~ n,inc lhe rcwli inB tOOIlocalion . Wh~1 do >o)u CO<llroUcd di.rn:tt l) ";Ih 1 ZOH. thi! yidds a differen...... COlllxion. n:lmtl).
OOtlC'u d~ ........,m ~g (he appl i<:lIbilifr of I""", d<-sIS" loch n iqu ~. ,~r~u, ..... r:l{C'! ,(~ + I) _ r" X( ~' ) 1'" I"" r - I ~'(.h
11 .1 11Ic .... Icllil. ;IlliluJ%-ooru .n l lran,fer furn;lion ( "PPCnd,~ AI i-
" <!'um~ prOpOrtional f<lNd.
T ' !: + II
G I (: = -- _ " ("J "" - KJ'(h
2,: - lr
Dclcrminc the lead ne!"'OfL- . pole. lero. and lai n) ' hal yi.... d~ daninaru pok-~ al I; _ 05 and com ...... ,hi.- pin K lhal )';dd~ ~ : pl3M lOll aI : .. r -l- r . ,,~W ..... Q _ 1 sec .
and "'. = 2 radf-;r. for "'. = 1_ 1. ~1'Id J HL. Plot , hc comrol ,u d OIIlpUlli rnC h,',one' b "" 2 u .:- '. and do lhe problem for T : 0 .1. 1.0. 2. 5 sec. h lhere an oppo:r lim il on
for Ihc fj"" 5 ~c and <Olnpaic for the diffcrcn, <arnpk nile... lilt IoOIIIlple paiod '~I "'ll slabihu (hi$ s~ .. ern? C()mpule the plClN'n, efJOl in K thaI
"m r.:su.! in 'In un$lablc ~~'Jtem ror T = 2 and 5 s....... Do Y"" judgc lhal the ca' e "hen
11J Con' i"", It...- ~cI ~'t desil " problem of "ppo: nd;~ A. T = 5.' b pnICIl(al '~ Defend J'oor ans" er_
ti l De,i,n fu ll .'oU f~k controllers ...i,h bulh """$ ~t : 0 for T _ 0.0 1, !I.I.
11.8 In 1M .Ii'" dri,'. ~'O do, iBn (Problem 0;1.1 I in o,.pl(, 91. Ihe S3mplc n le i, oflcn
and 1!'e'C.
.c1e;:led!() b<' t"'itf, lhe l>!' OD:ln.:e I"" '= 6 kHl in ' h~ caOoCI <t) thaI lhe notch aI 1hI.-
Ibl 1'101 It...- ck><o.-:.l- Ioop lnaBniludc frcqueoc~' fC'I""'~ offJ fo' liM: Ihre.e I.IIrnple r... c. 1\')'qui~1 r.lIC ' ''',nl o;-otncideJ ,,' ilh , he resonance in ord~ 10 alle,iarc Ilk- dNabililing
and <klermin. 1M clo5cd1oop bandw idlh for ."~h ca~. df(~t or~c rC<01l~I'IC . UndCI ,,'h l tof1dillons .."old this be a bad idea?
le I rlOi lhe <tep l>!-'POn~ for rb. Ihree ~arn pk- nil e> and detcnni l'lt lhe: ,i~t lin .... I I.' 1'01' the M l~t O >}'sl~m """""n in Fill. II 15. le I t = 10 :-vm. ~s;~n an MR ... m~ l jn~
Comp.a,." W ot ".,llIe5 ~~"'n'l lmll pK-dic,.d by th~ relallOf' In S'-':Ii<'.>t! 2.1.7. coo lflJl tcr " 'here 1!Ie f~,1 s.ampl ing ralt on lhe x, lOll, Ioop;s to Hli T _ 100 m~! aod
I, ii 1.8/ .... . liM: ~I o\\' Wilnplinl on Illt .f l 10 ", loop i, 2 Hz(T = 500 m'ee). Pick the fa poles at 1.5
11.4 FoIJo-.. in~ Ihe ""dlil~ dc'"g n problem ""'-'<I for Eu mpk 113. ~, al ~atc II", nil. cm'., II I " 'uh , '" 0 --' and Ille , ]0,,' polel al 0,.1 H~ wjth ~ = 0.7.
''('Oil) sample " Ie due III plan! di, tu.aance noi." ', lI ,ini' the ca,. "h ere o nly the 311j.lIdt. 11.10 Fill' )'llu rdesi!;lI;n Problem 11.9, e"all1atc th~ -,leiKl)' s,~tc nn< noi<e respo nse O(.f, arK!
P. i, ,nu,urrd and u,e<J Ily an ~.,t ilnator !O re<:(>flSUU<:! Ihe ,HIC for romrol. B~,. all .r: for un m .. uluo: o f '1' '" 0,1 1\'. Repo:at Ike ..Je-.;i~n with Ih ~ same pole lonliorl" for
tl i;Cl>!tc cllntml gain, on ~ .pJa"" moe, thaI orr ('q ui"alent I(), _I), 7 "nd <v" = 3 raJI"" 1.. 0 , ~ se ;

arid cni m:otor ga im on : pl~M roots equh'alcM 10 { = 0 .7 and "', .. (, r.Jdf ........ A "~ Ill<.'
(31 fa.lt >lImpi e ptrk>d T" " _ ~o m>c<;. and ,]o.., .<:t.mple pcri oo T.,... _ SClO 01$1',.
.. 78 Chapter I I Sample !ttlt Scicn ion

(b) fa" <:Im pl~ J"'riod 1;#" '" 100 m-.c. ~nd ,\mi' ;.ample period T" ".. '" ~50 m,ec.
~~d c" aluatc th ~ nilS '''''pon-e i~ bmh c~><s. If C>lta compUlati<)<lal capabilit}
exi<led. "hen' ,hoold it be ~",d '! I ~ OIher word,. wh i"11 ... mple rate s l!ool~ be
incrr . ,,.r'
11.1 1 Repl<>l the i n fwllla\io~ in the IO"'eT .u ryc in Fig. II .h Ithal is no qu.ntization noi~t
for th rc:c c a~~: (~) f""'Xe" noi'e and no mea>'jJem~nt ""i_~ lihe ,'3>e "I rc:w} plQlIN /.
fbI proc.:\S noi", ~nd nlc;"'<IIIl'me nl noi,e wilh an mIl = 1. and Ie.) rnea.<urement ""i.e
" 'ilh an mI' = I and no pmces, noj"". Use e., actl~' the same (tl<Ilroll .. and e", im Jl ur
as Ihe cun>:nt plot . .'lole I h~1 FKl l IE,M :L<Sume' II, = [ [or I"'rpo"-" of CQfI1pvling Ih~
<'ooli~U DU ~ (Slim aK" gains: bowe, e r. i~ c"Cmputin 8 the rm~ ""p<ln,.... 'lO mea.ure'~nl
no;,,! wa, incllldcd.

System Identification
--- ._- - - - - - - - - - - - ---. --- --- - - --- --- -

A I'erspeclive on Syslem Identification

In order to design control~ for a dynami~ system it is neccssary !Cl have a model
that .... ill adequately describe the ,ystem, mo:ion. The information available
to the desig ner fo r this purpose i~ typically of TWO kind,. FirsT. there is [he
knowledge of phys i c~. chemistry. biology. and the other sciences wh ich have
o,'er [he yean, deve loped equaTi ons of mOT ion TO e.~ pl ain the dyn amic re~ponse of
rigid and flexible bodies. electric circuits and !notor~ . flu ids. chemical rea(;lions.
and many other constituents of systems to be cont rolled. However. it i~ often
the case th at for extremely complex physical phenomena the law. of scien~e
are nOl adequate to gh-c a satisfactory description of the dyn amic plant that wc
wish to control. E.~amples include the force un a mO" ing airplane caus ed by
a contro l surface mounted on a wing and the heal of combustion of a fossil
fuel of un ce rtain composition. In these circumstances. th e designer [u rns to data
taken from experiment, direct ly condUCTed to eJlcite the plant and measure its
response. The proce" of constructing mode ls from experimental data is called
system identification . In iden tifying models for (;Onlrol. (JUT mot ivation is very
differen t from thm of mode ling as practiced in th e sciences, In science. one .>eeks
to develop models of nature a.~ it b : in control one seeks to de"elop models of
the plan t dynamics that will be adequa le fOT the des ign of a controller that will
u use Ihe actual dynam ics to be Mable and to giH good pe rfomlDnce.
The initial design of a control system typically comiders a ~ma ll signal anal-
ysb and is based on models that are linear and time-in vari~nt . Having a~cepl ed
that the model is to be linear, we still muSt choose between several ahcrnathe
de.s.criptions cf li near syslems, If we examine the de, ign methods de.'cribed in
the earlie r chapters. we find lhal the required plant modch ma y be grouped in
['1"0 categories: parametric lind nonparamctric. For design via roo! locus or pole
assignmen t. we requi re a parametric description such as a transfer functi on (Jr 3
staleyariab le d~!>Cription from which \\.-e can obtain [he poles and zero~ of the
419
pla nt. These equi,'al: nt models are c.:olll plC't~l)' de~cribed by the numbe rs that
~peci fy Ihe coefticieal\ of the po lynomia ls, the e lements of th~ ~t;jle-de:.cription
lI1 atrice~, u r the nunmrs that ~pc:ci fy lhe pole" and zerO!>, In d tller case we call
the se n Ulllbe r~ the f'ammt'/t'rs of the model. an d tbe ca tegoi)' o f ~ u ch modo.> l ~ h
a para met ric de scrip ti on of the pl anl mode l.
In contrJ ,t to p:lumelric models. the frequc ncyres pon o;e methods o f N)' qu i~1.
Bode, and Nicho h leq uire lilt: curves of ampli tude and phase of the tran,f.'r
func lio n Gl t , t ) = Yfjw) / Ufjw) a~ funl'{io ns of w. Clearl )', if we happen
10 han' a palamelric d escription o f the system, " 'e can Carn pll1 C the tr.l nsfer
func tion and the co rresponding fre'llK"nq ' respon_-.e. HO\\-'cI't,"r if " e are given
the frequency n::spon~t or ib inl'erse tran Sfonll. the impu l ~e rc,~ pon_-.e. wilhou t
parame te rs (pc:rhap$ obtained from ~~perime ntal daTa l we h,m :: all we need In
dt~ ign a lead. lag. nclch. o r olhe r compe ns:nion to achiel'c ~ des ired b:mdllid lh.
phast margi n. u r other fre'luency responSl' perfomllllll'e objecli"e wi1holll ew r
kno" ; ng wh:lIlhe p:tran lCter.; a re. We call Ihe fu ncliooal curves of G (f' / ..T I a
no n paramelric mod::I heC:lU~ in prin ci ple th ere i~ no finit~ se t of num bers that
describe s il e.u c!!y_
In add ition to the selec tion of th e type of model d esir?d. Olre mU St (ktin('
the error 10 be minimi1ed bl the mod el e~t i m at e. For Ir.lti)fn fu nctiuns. if lIt"
a.~,~u me the true I'alu: h G I~J .. ) and the model is given by G lr", r ). then Olle
possible measure h i/ Glf" '" } - G (l'!,,, r 1) ~(f",. Clearly olh~r measu res are ah"
pc s.~i bl e and can be ronside red. For disc rete-t iml'! parJtJtelri: models a sl and~ nJ
fo rm :lSS UI11C.' that the out put is generated by the d iscrete [u nt ion
(1 ::!.11
where c/. h, and .: are I'Olynomia ls in the shifl upe rator' : .1' i~ Ihe OO lput. II i) the
inpul. and t' is the eTrJT and assutllC'd 11.1 he a random procc~s indep('nde m o f u. If
c(: I :: a t: ). then {' il called the OUlpu t error. for in that ca:.c Eq. (1 2,1) become<
" = lb(:) / a( : )j u + t'. ~t1d ~. is noise added to the outpu t r:i the system. If cI : 1
~ I th en l' is called l'Ie equation errur. for il i ~ the error by "" hi ch lite data y anJ
1/ fail to sm isfy the e~ ua t iotl given by CI (= I.l' '" b /: )II . Finally, if c(: l is a genernl
po lr nom i:ll. then Eq. ( 12, 11 i~ cqui"alelll to a Kal man li llc i and I' is c alled the
predict ion error.
llIc data used in "~' sle tn ide ntilic at ion con ~iM ma inl) o f the rccor-ds o f inpul.
II l k l. and OUlpU!. .1' (>:' a nd as~u mpliuns about the error. IIO\\-e\ er. in add iti on
10 these re cord s lhe re is usuuJty vc ry important infom t:lt ion abou l the php ic ~ 1
plam thm must be u.-.: d 10 ~et the best resu lt ~. For ex amp k . the plant tran.d er
functi on may have a know n number of poles at .: = I cOlTtspond ing to ri!,!id
body mot ton. If tllCrt ~ re suc h knOYl"n componem$. the data ('an be fi ltered ~o
thaI the ide nt ifica tion need~ on ly eSlim 3t<.' the unknown pan. Also typic:llly It
$0.,,,,. ;Mllh"", ''' . Ih< ' -.nabl<'" a, lho;; ,!l;tt ''1'''' ....... '('I . wlld ",nf" ,,,, " ,., ,In: .. , ,I>< ,..,.bk ot II>.: .3
Iran, f,.m. ), j . . .I".... ' d ..... ,'''' , ..... u,< or , ..' . n ,yot.:oov " ,n nOl r....., t<tIt'u,i<>n II."." .
is knu" 'n thl t the im pol'",nl fe:llures of the Ir:lnlofer fUllc tion art comained in
3 known frequency ran!;e 311d thaI dat a out ~ide that range h on l~' noi s.... It i~
impot1 llnt to filte r the raw dm:l to re rn O\'e the. e rom pone nt s in SO far as ~s i ble
witho ut d iSlOrli ng impomtn t f~a t ures to preVent lhe algorit hm fro m distot1ing the
~ st imaled model in a fUl ile ~ ffot1 to ~..; pl a i n th i> noi:.e. Th ... impot1 ;'Lnt conc lusion
j" that a ll (I p riori infom latio n bo:: u!'Cd fully 10 g ~1 the best res ul l, from the
o;:omputat ion ~.
In ~u mmal)'. identifiution i~ the prQCeS~ by wh ich a model i-; con~lruCled
tro.n pri or knowledge pl us eX Pfri mc-n tal dJW 1nd i ncl ude~ fou r ba~ic compo
nenl., : the d3:3. lht" model "Ct. th e cri te rion by wh ic h one p ropo~d modd i ~ to
be com pared "" ilh another and lil1.' p rncc ~s tl f \'~ li d:lt ion b y whkh lhc mode l is
confi rmed to mimi..: th e plant o n dat:l nOI used 10 enn. true! lhe modeL Because
of the la ",.;.'C dala record~ tlC"Ceslo!J ~' to obtai n cffecliw modds aod Ihe complex-
ity of m~n )' of thr all!0rith m.~ u..w. the u,e of l'Om pulr r u id~ i., e~~en lial in
idenlific (l(ion. Do:\-e lopmet1l~ ~\I..:: h as lhe M ATLA8 S~~lcm Id enlilication Tool
00: are e tlo rmous aids to the pr3C tica l u :;(' uf the tec hniq ues del.Cribed itt this
chapter.
C ha ple r (h'cni ew
In lhis c h~pl er. 'Ie COlbider !ie\e ra/ of the mo st com moo and e ffeclive approachs
to idt>m ifi Cation (\f linear model, . In Scc tiu tl I \I'C cons ide r th e tJcl'e lopme n! o f
line;u' mooeb as I.I scd in ide ntilicalion. In Src tio n 2 Ih e con, lnJC\ ioll o f non
p;:! rametrit: models i~ (on \i dered. Data taken by si ngle ~inu~i dal ~ i8 nal inputs
a ~ we ll as dam in n:sporn,e 10 a comple1\ signa l are cons idered. A l'\O prese nled
is the concepl of incl ud ing prior k ~ ledge or tit<- plan t response. inclu<li ng
!he- ~si bili t)' o f known pole locatio n," fo r rigid body case,.. In Section J tec h-
niq ues (Of idt ntifkali on o f parame tric linea r mode ls ba),t,.'(! on eq uation error
3re introduced with the :.elec tilln of p3ranlCle ~ and de li nit ion of the error. AI
gorithms for batcb lea~t .o;qu :l.re~ are given in Se~ l ion 4. Tt!~-u rsi \'e ka~t squares
in Sect ion S. ~nd s.tOCh3Slic least foljU 3rtS in SeCt ion 6_ II is shown that bias is
e ncoun tered when lhe equation e lTo r is nor a white noise proces.~ in each of the
techniques. In Sec tion 7 Ille method uf ma.\imum likelihood i ~ inlroduced a ~ a
method that CJn overcome the bias wn sidc ri ng '.he P"tdil1ioo e rror. Fi nally. in
Sec tion 8 the es tim ati on o f ~t me desc ript ion ma l ri ce.~ based (\n , ub ~ p a('e me thod.~
is des.:ribed.
12.1 Defining the Model Set ro r Lin ear Systems
Formally, one proceeds as follows with the proc~ss ttf li nc:lri1:l.tiun and sma ll
signa l appro)(i mmi on ~. \Ve bo!gin with the :ls, um plio n that our plant d y n~ mic ~ are
482 (h.1pIU 12 S)"slem Idenufkalion
11 I Definmg lhc Model X l lor linn! S),slcms 483

adequalely de~cribed by a ~t of ordinary d ifferent ial eqJ~ l jon~ in st3te'Qui abk where " '1." define- the Jl3n ial derivative of a scalar /, wilh respect to the , tor x
form as o.liscussed in Section U.6 by Ii sub:.c ri pt flOtation
.fl = I ICI , .... .1"., 11 , .... " .. , II.
.[~ = !:<.TI.I". II , ..... rl .. . ".
,'.' ~ ('J ,
a.T,
'J,).
ih~
(1 2.8,

The row \'ector in Eq. ( 12.8) is ca lled Ihe gTf/diem of the scalar- I, " 'ilh re spec t
to the vector x. If f is a ' eclor. we de rin e ils p:u!ia l deri\'athes .... ith respcct to the
j . = / . (.r, ..... .l,. II ,. " .. , ,,.
, 'ector x as the matrix (called the Jacobean) eompo5ed o f rows of grJdie nt!o. In
.", =h ,(.l, . .. X . II , ..... " ... ". lhe s ubscript nDlalrOn , if we mean to take the partial of (Iff com ponen ts. we U.'\I:
the bold "ecIOT as the subscript

.l'r = h,.tT , ....I . II , .... II ... " . ( 11.11 'J,

a,
or. more compaclly in matrix nOlalion. we assume Ih at our pl:mt dynamic s al':
described by ~
'J.
f, == t 12.9)
j: = f(x. u. I}. "
y = h(x. u . n. a/.
The a_~su m p l io n of ,tatio nruity is hert re nected by the approximal ion Ihal r a,
and h do 1101 e han1!e sig nificantl y fmm Ih eir ini lial \'alu e~ at ' 0, Thus we can set Now. to return to Eq. ( 12. 71 .....1' not.' th;l1 by Eq. ( 12.5) we ehose;o;". u., to be Ii
solution so the first IcmlS of Eq . ( 12.7) oolance. and. because the terms beyond
j: = r( x . u . '01 those s hown tlcpend on higher powers of the ~ m aJ l s ignals.'i J ~ nd /i u. we are led
10 lhe approximation
or. ~i mply.

.\' = f(x . II). l )l. "". r,(~. DaISx + r/"t,. uoMu

y"" h (x . II J.
.5y = h,.'ix + h.liu. (12.[ 0)
Now Ihe llOIation is overly clu msy and we d rop the .'i.pans and de fine the COllstant
Th<: assurnption o f small sig nals ca n be re Hl."cted by laking x and u to !l..' mal riC'e~
al",,'lIys close 10 ~ir refeff'~ va lues "0. Da. aod these values. fu nhcnnorc. to b.-
a sol utio n of Eq. (] 2...). as F "" r.<"t!. uol. G = r. lx". un'
H == h. I".,. Uo) J == h.("". u u)
10 obtai n Ih: fonn we have used in earlier chapter~
Now. if x and U are d ose 10 x" and u". they can be written as .Ii: = x,, -
~ = Fx + G u . )' ::: Ih- + Ju. (1 2. 1 I,
h : U = u Q + ~ . and these can b..> 5ubstjtuled into Eq. (12.4,. The faCl thal .s,
and ~ u are s mall is now used to mot ivate an up;!nsion off.q. (12.4 1abou t Xu and We .... ill go el'en ,'urther in this chllpter and restrict our.<elves to the case of ~i ngJe
Uo .md 10 sugges t Ihat only the lerms in Ihe first powe r o f the s mall q uantit ic, inpu t and s ingle OUtput and discrete rime. We lI"rite the model as
~x and .5u need 10 be re tained. We thus have a I'ector equation :lIld need the
xU: -./. I) = $X l.';} + ["lilt).
expansio n o f a \ecto rlalued function of a vector \'ariab l~
y(k) = HXlk) + 111(1:. ) . (1 2.12)
-d, (x" + .'iX) = f( ~ + 811 ' 00 + 8u ). ( 12.6) from .... hich the Iral1.~ fer funClion is
"
If we go back to Eq. ( 12.2) and do the expan s ion of the component s /, one lit ~ G(:) = 1'1 :)/ V(~) = H(~ I - $ )-' r + 1. (12.13 )
tillM.!. it is ted ious but simple to I'cdfy that Eq. (12.6) c an be .... riu en as and lhe unit pulse re~ pon!ie is
(l2.7 r ,11101 = J k = I. (1 2. 14)
484 Cr.' pier 12 Sys tem Idemificanon 12.2 IXm lfio1>OIl dNol1pa.J:J1CltlC )'lodels 485

The System Identiti: ation Too lbox includes the multivariable rase. and multhari - T h e ~lethod of One Frequency at a Time
ab le theory is covere d in a number of advanced teXiS dev)ted to identificatiOil. We assume that we han' 3 sys tem as de )Cribed in Eq. (12. 15) and that the input is
including Ljung ( 1987). a ~inusoi d of the fonn ofEq. (1 2. 16). The inpu t ~nd the uutput are recorded for N
,ampics. :lnd we wish to tind th e amplitude B ~nd the phase ,pro . from which one
point on the frequency re spo n>e can be co mpu:ed accord ing to Eq . ( 12.1 8). We
12.2 Identification of Nonparametric Models then increment the frequency tow, = w. + 8w md repeat umil the e nt ire range o f
frequencies of interest is covered with the de si red resolutio n. Th .. accuracy of the
One of the impo!111"l1 reasons that des ign by freque ncy -response method s is "" esti mat.:: at allYo ne point is a function efthe number of JXl im~ take n. the relative
widely used is th::u it iii so often feasible to obtain the frequency re spons~ from intensity o f the noise. and the extemto which sy>tem tran,ient ~ have been allowed
ex perimenta l data. Funhennorc. reliab le e.xpI'rimental estimates of the frequency tu decay ~ fore the recordings are stu!1ed. We ",ill de.<iCrib~ the calculat ions in an
responsc can be obtained when noise is pre~ent and when the sys tem is \\"e<lk l)" idea l e nl'ironme nt and disc us> briefly the consequence$ of other s it uatio ns.
non li near. Models based on such frequency-re ~JXlnse data can then be u.\ed d- Con<;ider an Output of the fonn of Eq. ( 12.17) but with unknown amplitude
fect ive ly in control system design using. for example. the method s o f Bode. ~ and p hase. Ret:ugni zing that the experimental dat:l might r~f1ect S()tne nonlinear
presence of nonli nearity leads to the concept o f the dcscribing func~ion : a tepk effec ts and colli:lin some noi,c co mpo nenT. a reasonable computatio nal approach
th at will be considered in Chapter 13. Here we will introduce and Illustrate ex is to tind th at amplit ude Band pha<;e " which best fit the g i\"~n data. We deftne
perimental measurement of the frequency response in the Clse of linear. comt:ml. the ~"t im ate of the output a~
stable models. inclLding the possibility of unmeasured noise inputs to the system
The situation to be considered i.~ described by the transfonn equation~ .i'(t T ) = B Si n(w"kT + ~,
Y( : ) = G (:)U (:)+ 1/(:)\1'(: ). f 12.15 ) = B. cos (w.,kT) + B,s in(w~ kT j.
In thi s equ3ti(ln. Y is the plant output. U is the known pl ant control input. 3TH] where B, = B si n(,) and B, = BCO'i.(Q ). Once we ha ve computed B, and B,
IV is the unmeas ured noise Iwhich might or migh t not be random ). G is thus th.e we can compute Ihe ,alue s of Band " as
plant nansfer function and H is th e unknown blll stablc trJnsfer function fro m
the noise to the sy,tem ou tput. The frequenc)" response of thi s system. as W3' I
B = \ , (B; + B:.I.
di~ u sseJ in Chapler 2. is the e\aluati on of G (: ) for: on the unit circle. If the
B
noise is zero and the input (/(k ) is a s inusoid of amplitude A and frequcncy w" . " = nrctan B: (12.19)
then (/(k) is given by
u(kT) = i\ sin(w,l T). To tind the best fit o f , . to the data. we fonn the quadratic cost in the error betw een
y and.1- as
and the output s amples, in the Sleady state. can be described by
I \ -. . .
.\(kT) = B .. in (w~ kT + o}. J = -N (\(kT)- .\(tT))-
,.g L
where
I \ -1

BI ll = IGIt" i... T ) \ = -N '"'

L (\"
{tTl,
- B .cos(w. kT) - 8 ,sin fw. tT):
~ = L G (t'i ... r ). (12.1:-11
.. ,
Keep in mind that v( tT) is the measured outpu t and '(kT) is the computed
Given the sitUltion de sc ribed by Eq. (\ 2.15). there ae two basic ~cheme~
esti mat e 0 1 the OU tput. We wi~h to compu te B, and B, so as 10 make ,J as sma ll
for obtaining a Ilooparametric estimate of Gft'i ~1 ) . The first of these c an be
as poss ible. To do thi~. we set the deri,ati,c of J with respect to B.. and B, equal
identification , described as th e oae-frequency-ata-time method and the other as the spectrJJ
to zero. Con~ider B, first
cnefrequen-cy-a llItime es timate method. We will describe thcse in tum. In eac h (lse we will require th~
computation of Fourier transfonns using finite record.-; of daTa: and for this th ~
di sc rete Fourier transfonn (DFT ) described in Chapter 4 i~ used. especially in ih
computationall y optimized fo nn. the fast Fourier tranSfOT"D1 (FFT).
486 Chapte r 12 System Identification

If we use elementnrllrigonomo;:tric identities for The product of si ne and COSifl~, describ..' the OUTpU Tdata y( ~. T I. Th.:: tra rt,fer ftmclion from wh ich the output wa s
and collen Tenn, of the sum. th is c);pression is equivalent to Ilwalurcdbtilengi,enbyEq ,( 12 ,1 8).
I ,'-, B B Equation i 12,::':!) is closely relul~d to [he DFT of y dcril'cd in S<"elion -1.5 ,
- "')"(kTICOS(wk TJ - .....!.----!.- In fac l. if we assume thaI yU T) i~ 11 sinuso id of frequenc)' ()', = 2rr t ! N T and
N f;;r 0 2 IN consider [he OFT of ,r .
B I- I
, ,
-,.-L L Sin(1w.,kT) = O. (]2.::'OJ
_N , ,,..,, DF!LI tkTJ ] = L \(kTJI' -' ~> "-~

Generally. \I.e \l.ould t'xpeel Iht' last two tems in Eq. (12.20 1to be small becall~c ,,
the si nusoids alTernate in sign and have zero average value, They will be e,n/a/." = L .I'fkf ) lco, C!:r~II / ,\') - j sin(2.'I"kll / N) 1
zero if we seleelt he test frequencie s carefull y. Consider the following idelllil~
(which al>(l played an important role in the development of the DFr in Chapter-l l /1 = (

1 .' -1 _, 1 _ : -." II ;f- ,

NL
\-.(1
== NO ~
" ')'
Likewi",. the DFT of the sinusoidal inpu t of lhe ,arne frequenc)' is gilen by
If we selecl integers t and ,\ ' and lei == e':""" , corresponding 10 w = 2rrt / N.
,-,
,"'" DFTlu t kTl 1 = L A ~i n(htk ! J\')I' -' > "' \
1 _ 1'-,1.1
,.,
I - e- I :" " -\ ,-,
= ~ L "' ) ~-'" ." - !'
(= ,N
(12.::' 1, - J "."
-
-11. 0 elsewhere ,vA,
, ( II = ()
If we substilllte Edc T's fonnul a. e -i~ ' l ..\ = co,( 2rr tk/N ) - j Sill(21T(k/ ,,",. -I
inTO the left side of &j. (11.21 ) and equale real and imaginary parts. we fi nd th~1 = O. elsewhe re. ( 1 2. 2~ )
(= rN Thu~, for /I = I . the ratio of the DFT of .1' to Iha! of If i~
elsewhere
_D_F_T_'._I"I = (N/ 2 1( 8, - jB, 1
and also DFfllI1 NA / 1j
I ,\"-' B. + jB,
- L Sill (2:rtk /N ) = O.
N ,~ A
= IGle' ... . (12.25 )
If we now select our test fn:qoenc ies to be w~ = 2rr i/,v T. for imeger t. th en
Eq. ( 12.20) reduces to which is the re,ult found in S~etion ~ .5. Of cour~e. usin !! the DFT or the FFT
) .~- ,
on .llkT) :tnd rr ( ~ T ) juS! for OI1~ point 011 the tr~ ns rer fu;c tion is ullne.:essarily
B :::: ..:.. L \'(kT)w,(2rrtk/N) , complicated. bu t becau~e the DFr all tom:lT ica!!y compUles the best fi l of a sillu-
, N ,-.,(I'
.o;o id to The output in the least'i<juarc.' -.e n,e. the re~ult b I'ery aCCUr.lle and. with
In ,imilar fa shion. lo r Ih is choic~ of input frequency, one can show That the u.' " of the FIT. it is fast.
.., N_' It i~ po~~ih l e totuke ~d \"an t:tg~ ()f Eq, (12.25) 10 evaluate the transfer function
B, = i;; L y(l-n Sin (2:r l k IN ). at ., e\eral fr,'quencie~ at o nce by u,jng an in putlhat is non7.ero O\'cr a band of
,~
frequ cncie~ and co mputing thl" r.!ti o of OU Tput !() input at each nonz ero I'al ue.
Thus Eg. (12. 22) a.nd Eq. \ 12,23) give us formul as for comput ing the values ot To i llu~trnt e thi s [~chni 411e . we wi !! use an inpuo known u-' a chirp. whirh h a
B,. and B, . and Eg. (12.19) gire!; us the formulas for the gain and phase tMt modul ated sinu >oid:J\ fun ction lI'ith a frequency Ih Jt grow,.; from an initial l'aIue
 to a tin al val ue w a~ to rover lhe de~ir<"d r~nge . An examp le of a chirp is gi l'.:n
by the f\J mlu la~
lunC'liOO usmg a C11 I1P
II f /.;n=A o -'- !t 'kl~i!l /w. kT), O ~k < N-l :sjgnal: (af the (nirp,
(bf tile ch'::l's spectrum,
u'lk) = .-I ,,11(/.;/ 0. 1N,~at([N - kJ / O. I IV). ,.'
(e) the transfer funC\l(l(l
k and it s magnit ude
w = w. __ +- (,,) - w .. ( 11.2(" Ie.> ;;-;
- _. tV " J ".., ~ti mate , {d) the true

In this e~ prt'~~ion . 11'(.(;1 is a "eighting or ...indow funcdcn th at cau ~, the i np(~ 1 and est imated phase
10 Mart m J;C fl). rump up 10 ampli t ude A. and ramp do wn to uro :11 the end. Th~
'",.',,) '"
",' at" b the sa tura ti on function. which i.~ linear from - 1 10..1 + 1 and satu rate, <It
-I for argument;, les~ than - I and at -<- I for argument ~ greatrf than + I. Til,
COlhHlnt A" b added to make tht- input ha\'e zero an'rage l'al l.1e .

Example n. t Ao.i'r5'g~,;1
Plm a cll;rpot' m,,,iltlulTl a:nplilud~ 1.0. st llti ng f",qll<'ncywr = I) , I rold "oo~ nding fr~'1uc n.:'
(~T = 0.75 rad. U"..;y, p";nl~. AI, 1'101 the "'~~ n;!\Ld. of lhe Iran~f(tfm of tile _.i,gnat

Soluti"n. Fm," &t. I I c ,~6 . ,,'( h ~" <" ,-\ = 1. Tw.,,,,, = 0 .1 TOJ, ,", = 0.75. and ,\ . = ~ ~,
T~ COll>tanl .~<....a' oornputed a' rho n.,g"I;'~ of the ",erage of th. ttlS;~ _';g nal. u<i n8 M. u t. \ H
TI>.; t,"o>form "'"' (ompule.i u,in~ ffl.m. Th. ~,ul t , .... p l()ll~d in Fig._ I ! .l. Il"-Ih la ' o,, ~ :~, Data Co nd ili o ning
"'()Ik~ thai tM ",tm 'prel"'," i ~ w~ fbi I),;-' ... .:<: n 0 ..1 ""d 1.0 nu hnJ ha, !IOfl -n.:! i~i""'"
"nern oHr th. u'i<l<'r rJnge: l'<'1 ... n O. I ln ~ I j r:kl . The eo.rgy Jbo,( T,~,"" = 0,15 rdJ ,. A.I il l ustr~tcd by E:o;ample J1. J. a sign~ J can be constructed to have cnerg." o nly in
l ~ re , ult of lhe fac t t:1:1( the chIll' i, rcall)' ~ frcqucl>Cr m odul:~< d ,;gna l and man)' ,;'khln,l, a (eTlain burn!. and w illl i l~ use Ihe Ir.ln, fcr funClion cnn b<' accu r~le l y e>t imatcd
are p! .em. in thi ~ bo nd . Th i~ o!.>s erl'atio n is ~ pan icular ca se of ;m e:o;tremdy irn porlanl
._- . prin c iple in ~!'s te m identili cation:

U~e all alOl ilabl c prior knowledg~

to r~duce the unce naimy in the esti mat e.

E1\amplc 12.2 C1ltll'tHin.~'1 Tr'PI1'" FUl1dl,'r,
Apply the chirp ,ig md of Exn mplr I ~ . l 103 'Y,lrm obtained a, Ihe ~efU ",u ho ld ~qui'';II" nI
nf Ilh' -O_~5., + 1: .... ilh T = 1).5, Comf'\'le II>e eqim.ate of tl.: tran,fer fu"c.i"" " ,in~
E q , H!,~5 ),
S<llu lion. TI>..' resull.' "fthe app lkat'on 0 1 Eq {1~_ ~ 5 1 rn tlli' <in"", pllllied in Fig. !!.I
P:UH (Cl lOO 1U) . Tilt: I..... f~""n" r ""pan'" i, plotteu as a ,,,l id Ii"" :md Ihe c\pcrimenlJi
[r"n ,fef f~nclion ~ sl i .\ 31t i, plolled 3, x', on Ih . ,arne graphs, '\ _<~l n be ,.xl>. [he e_,t;mal.,
i, a 'elY aCl'~ rJl e l1Ica>lotC fOf frequencies "I' Ie loR ,....d. atkr u':l;cb Ihe c"iftki l ~ &,iace,
badl)' (.om tho '",e m1J;niludo: and pIla:.e ~u"'e' , Th" de\,;;lI'QI"I c(li r"idc< with \I>e ["'que,," .."
where the ;npIII ha, lillie c"" rgr and " ad, tJ> to ~ol>duo:k thai o[)c" ,lIould no\ ,"'<rll'" " , utI '"
Eq. 1 11_:'~ 1 un le" Ill< inpul ha, "gnir.,~nl en.~rn ~((IIC compl'lcd f....,que""\"
In the ca<;c o f E:o;ampie 11. 1. we we re able to li st' l he fac t tlll t Ihe imponant
features of the unkn own transfer fU ncl i<l n are in lhe digit<.ll frequency r ange
0, I ::s w T ::: 1.5 to desig n a l'hirp ~ignal tllat wou ld pro,-ide energy in IhJt range
only, Anot her .~ i[ uati on. which was de\'e loped by Cl ary 098..1 ). occ urs when
part o f the tf~n>f('r function is already kmwm . Th is is com mon in Ih e cOl1lrol Df
mechan ical de\ice ~ . SUl' h a~ robot mechani ',m~ or ~pace ~tructures. where one
know, lh al I ~e t mns f~r funClion has 1\\'0 pole, al lhe ori gin in the J"-p lane anti
lll u~ 1\\'0 pole.> at.:: = I in Ihe .:: plane. We ma ), aLw know how (;Ist the lm n~kr
fun ctio n goes 10 zerD for Iligh frequencie s and (rClm [h is knu wled ge a.ssig n lCros
of lhr trJn,ter funct ion al .:: = - I to corre spond 10 these, TIl i.~ ~~_~ um plion is nOl
C1\aCI. hcc<ll1se ze ros al intin ity in the s-p lane do nOi map 10 any fhcd point in the
.::- plane: however, in almm.t all c<lses. lhe)' re , ul : in :pl ane ~e ro.\ lh at an: often
well o ut side the un il c ircle ,u thallhe), Ilave a lmost nu influe nce Dn the frequcm:y
respotb e over lhe impoTl ant band and are very diflicu lllO ident ify acc umtel)". It
490 Chaptt:r 12 System Idenlillcmll.m

Figu re 12.3
is for thi~ reason that kfl(w:n $plane zeros at in linit y can be as signed to : '= _ I Translef fu nction
and u>ed to reduce the uncerta inty in the dis ntt ~ tram,ferfunction es tim:llion. estim~te) lor ~
Clary'l method To ill ustrate Clar;/s proctdure. IIlppose II't modellte known poles ~ the fourthOfde r sys:em
rootS of the polyncmial a, (:) and model the known zero, a, the root~ of b, (: 1 without tillermg taJ
Then the o\'erall tra nsfer function can be fa ctored into kno.... n and un kn uwn parh ~nd (b) and ..... Ith ll it('fing
in the lonn of the da ta, Ie) and (al
", (.:J
G (:); -- G,(~). lO:I)-;"" '"'~"'~O~_'-'--.,""'~,;~.-.J..-:;",
{lI(.:1 (a) "T(IJd)
In block.diagram ronn. the si tuation can be arranged a, ~hown in Fig. 1 2.~ . I n
this ca!;.C. o nce the . impler llllknown G ,(': I is e<;ti maled from the filtered dn ta 1/ - 'OOI~-C-',~_'-- =--'i
and .1',. the o''eral] transfer function G (:.1 can hi! reconstructed from Eq.112. 27 ,. .2((l~ - L",,"c;c,':", _;il . ,.,.,-,1

.~'
."' ...,, ., '"," .. 1
:. --,-;-~
.)00 -
, : '1
',.'" . ~
,
Example 12.3 l'sm~ J\r.""n G>"'I ~ '~"'HS -400~ i'''' .. ';.h .--U
Con,;o.r lhe 1)~ICIn ('>!'med by mu ll ipl)'ing the plID! or h a.mpk 12.1 b) I/s'. Itknlify In,'
CQrtc sponding d;",rele .ys!cm 1' O ilr)' m .. hod .
.xp()-l
;i ...
(b)
"; "'"',:~~,~-,"'i~:;;~.~",~J"
.. T(I3d)
:r ---. ,J
tl)-' [ ~I [00 [0'
(dl ",T(rad)

Solution. 1l1e r."uh ln~ f()llnh-croer dicrelt 'y,lem ha< two pole, at : == I aoo lC'-''' " ,
~ = - 9.5. ~ == -0.98. ~nJ; = - 0.1 Ifrhe ,am~ chi rp l i g'ml~,..-d in EXJmp1c 11.: i, u"".J t,~
idem ify [hi~ Ir::m,f.. ft n. rioo from i l~ inpul ~nd output. Ihe re,uh ,.u-e .him" in Fig. 11.11. t
re,pon\e, ~~ my/u plied II)' In., kn(W.n freq<Jenc)' tCsJlOO"" occo rding IQ Eq. t 12 .~7111"d 'he
""d (b). Clearl)' the e-<timal~<. sho"'n bl' ... ~ on 1 ~ pIOIS. ~re \'~f) poor in both _magni t~d,
10!~ 1 frcq""II<;)' respoo <e is plnued in Fig. 11.J(CI ~,Jd (d) . NO\\ an ( ., cell' n! c,timate of the
:u1d pha"! . Howe,n . if " i. filtered by (I + ~ - ' I) Jnd , . ;< filtered by t I - ~ - ' l . the n Ih ,'
(f'd~<fer ru oclivn re~ ~hs.
tra nsfer fUnCliQII G , c~n be e~lima'.d from these , ign"!>. AflcN 'ard. the c)tirnalOO f""lLl 'o,:~
- ------ ----- - --- - - - +
Figure 12.2
Block ciag , am o f
,
identlfica I<Qn of Our final e~ample of the use of prior in foml atio n in idt"nlifica[ion OCClIr<;
p~rtia lly known transfer when it is kr.own what the im portant freq uenq rang\." is and. furtilC rmorc. that
function significa nt ,ensor noise appears in th e pl ~nl outpu t outside Ihis range. Such noist'
is altnc/sE always prese nt in experimenlal data a~d typically include., both no ise
from phys ic;:] sources and noise th ~ [ can be attributed 10 [he qu~ntizatiOJl of
ND conversion. In thi s ca:<e . we obsen'e that [he identifica tio n of G(~) i... the
same as Ihe idemilli;at io n of F( :) G (.:) F(:) - ' because the fi ller lransfer fun Clion
F cancels. Howeve r. ~ upposc that we ti lte r both" and y through F. Although
[his has no influence on the re lalion between 1/ and y. it can suppress the nois.e-
sig nifi cantly. The eqllilti OM that iUIISlrate th is ejf~c! are

y '=Gu + ~ .
Fy,= GFII + Fl'
.1'/ = GII ( + FI' . (]2.28)
Therefore. we have succeeded in re placing the noise input t' with the filtered
noise Fl' while keeping th e same re lation belwe<!n [he .~igna l input and the
"92 ChapitT 12 Srs:tm ldenu flclition
OUlput a..~ bt'fore . Jf the noise inc ludes sign ifi cant energy al frequeru;ies thai
arc not importanlto the signa l response. Ihen F can be shaped 10 remove IheS('
components lInd i!re~I I)' improve the transfer-func tion esli ma.:cs. Mm.t commonly.
F is a low l)aS5 tl her ~uc h as a Butterworth ch~rac l erbt i c WiTh a c uto ff frequ e nc ~
j ust above the range o f impo nam frequencies for the plant model. In the case
of no n par~metric e~timal ion . the effect o f the lo\\"pnb fihe r can be :\chie\"l'"d
simp-t r b)' ig noring the eMimales ou tside Ihe de sirtd ra nge. us co uld be ;.een frum
Fig. 12. 1. H~e\'er. when we come 10 parametric eSlima tion. the use of s ....... h
fi lte rs. will be found to be e~sential.
Stochaslic Spectral Estimalion
The detenninbtic nlC thods JUSt described req uire a high "ignal-to- oobe r..ll io in
the important band of Ihe Ir.msfer fun ction 10 be e"timaleO. If th is is nOI a\'ai labk.
as frequent l)' OCC UI).. an alternat ive based on a\"erngi ng or stati stical estim ~ t ion .is
uva il 3ble. T he nece~~ary equations are easily derh 'ed fro m the result s on ~tOCha~ lIl'
proces ses give n hi Append ix D . Suppo,;e we d ~;;cribc the pl all\ dy namic s wi th
the convol uti on
, II' - I. The nu mberof tlata \'al ues u~ed to compost R,. (t) in Eq . (12,33) is N - f.
y(n/ ~ gO,: )/I(1I - k)
( .L-.....
and a~o;u me lhal /I and therefore \. are zero mean s tochlKlic prOC"esse.~. If \\~
mu ltipl)' Eq. (12.29) 0 11 both s i<ks by lI (n - C) and take c:.pecled \:alues ..... ~
obta in
, number to be used h Oclenn ineel by e~perience and t."l:perimen talio n. Anot her
.1'( .1)11(11 - i) == L <~ ( k)lf ( n - ~ )II( II - f l.
, tinite du r3\ion. The l!"3nsfoml re nccliorl of such a produc t is to con"ol\"e th e
R.Y: ) = L g (k)R (C - kl.
where R ,. (l) is the cro,;.~-corre lat i Ofi bet .... een the y process and the It proce, ~
and R (t _ kJ \) the autocorrelatioo oflhe /I process , l fw~ take the :transform
of Eq."(1:!.30). it is cleaf. because this is a con'"Qlution. th~t
S.):l = G{: )S .f: )
and thu s that
where S,. (: 1. c all eilt he cross-power SpeClniOl belween the." and the II proce,,'~'.
is the .::- tran sfoml of R,. (t) and 5. ): ). the .::-tran s form of R,.Il). IS ca lled th,'
power spect rum o f thc /I proct'ss.
12 2 Id~ nLLric.l\ i on ,,1 >i (>np;lT1l meuic Mode ls ..93
With these equat ions. IiiI:' 1:')lim:u ion oflhe uan~fe r funct ion G(:) has been
coo,en..'d 10 th e e)timalion o f lhe correlation functions R,. an d R., o r. equ i"a-
k nt ly. 10 the eSli mat ion o f the !op"lr..! 5,. and SO' from the data record~ of YCt)
and I,(q. This to pic. speCTrnl estimati on. is cO\'e red by a \"asl literat ure going back
to the 1930', at lea,\. and \I'e \I'ill ind ic3 tf" onl y some o f the impona nl results
re levan t 10 the ident ifi cation problem h~re. In the fi rst pl<ICe. ou r eSli mation of
thc correlati on functions d epends upon lhe ergod k assu mption that Ih e ~ tochasl ic
e,\ Pl'ctations can bc co mput...-d as li me 3\cra1!C~ a:eording 10 '
I '
R,.CO :: ~~T~ 2/1' .,. I L. y l n)//(ll - t). (1 2.32)
.--}<
III ordcr 10 use Eq. ( 12.32 1wi lh e.\ pe ri menlal d:lIa. we mU St consider Iila l the dat ~
are fi ni te , Su pjXlSC we ha\'e N points of input ::too ,\I points of ootpt.. data. 'Illen
we can writ e
. ~
H., . (l) = NI L.. .,(u )It( n - (} . ( 12.33)
"""
where it i., understood that y(t- ) tutel lI (k ) are zero ou tsi de thc ran ge 0 k :s :s
Clearly. as t jlet~ ncar to N. thh nu mbe r gct~ ~mall and \'er:' lillie averaging is
in\"QI\"ed. We cond ude that the e~f i mate of R from Eq. ( 12.331 can be expected to
be \"try poor for It i near N. and \I'e normall y SlOP Ihe sum for It I > L / 2. ,,here
wc miJ;h l take L = Nl f,. for example. T he resulti n~ e:<t imalc h a com plicated
runclion of t~ e~acl number of pu i n l~ used . and typically. in ident ification. the
fea tu re of Eq. (12.3.1) i ~ the r~ cl Ihal in laking I fi nite number of IlO ints in the
s um. it i~ as if we had multi plied the resu lt. for ~ ny g il'en . by a win dow o f
( 12.30 . lnl C ~pectrul11 ~trnnsforml wil h tht transform o f the window. and the rec tangu lar
window obt~ined b>' simply tnillcat in g the ~ri~ ~ ;, p~rt ic ul arly poor for thi s
purpose. Rather, another window is nofm~ lI y introduced tha t has better spectrnl
smoothi ng propert ies. suc h a~ thc Hamm ing or the Kaise r window. To ilIOSIr"Ute
~ of Ihe properties of \\i ndow,. a Hammi ng. window o f lengl h 64 and its
mag nitude specuu m are ploucd in Fig 12..1. It )hoold be reca lled tha I con\'Olution
ofa funclion " 'ilh an impu l<;e re lums t.\actly the sa me fu nClion. Con\'ol ution "ilh
a bandpass fi ller of finite "idth has Ihe e lTect of nern!!)".!:' the function o , cr Ihe
width of the pass Ixmd. Fig. 12,4 show~ that the Ham mi ng windo" Ofic ngth 64
has a spectrum wilh a main lobe of width aboul &/ 128. or 6.:!5'l- of the Nyqu i ~t
frequency. A longe r willdou wou ld hal'c a IOOTe (IafTOW p;lSS band. and a shone r
wi ndou' wou lil ha\"e a wider spectra l lobe alld conseq uent ly m()(e averagi ng of
the spectrum ill com puting the e~t i mat e b)' Eq. 112.33). The enginee r mlJst use
494 C hapter 11 Sr~!cm Idem ificat ion

Fig ure 12.4 figure 12.S

Hamming win::low: stimation of t rans fer
(a) weightmg fuflCticn, fun(t lOl1 w th random
and (b) spectru'T1 ilput I;SIOQ spectral
~timalion (a: 3fld (b) no
noise. (e) 3flC (d) 20 %
~"

,~
10"
'00 (,'
''''
., ,.1
_1 00 __ ,
:h'-~:i"'
:~ :: -2(0-_. ' . i
i'"
'" "
~ ~l
.,., 'i"
: ~ '::;. ,
<0' ", 1(1'> 10' '>Cf'o"''''~"\";;'-~"'I"();-'c-'--::",
''''
"' "' '"
wi th IlO noi"" alld for the '~>lem "-'ilh OUlpllt noj", . T he resu lting Iran., Ier fU OC lioo. wmpu lC"d
..:conli l\~ to Eq. f !! ..1 1) are pmlted in Fig. 12.5.
judgement to select a window fu nct ion length that will b~lance noi se reduction.
for w hich a shon winduw is wanted. aga in st average spectrum accuracy, for which -- +
a long window is wanted .
From these considerations. :I prac ti cal formula for Ipcctru m estimation b
derive d as ,\ s can be: secn from pans (a ) and (b) o f Fi g . J 2.5. th e esti mate when the re is
no noise is e"ce ll ent . However. wi th the noise. a, seen in part~ II') and (d l. there
is .o;eriou ~ deviation of the estima te from th e t NC t rans fer function. ~special1 y 1II
S,, (:) = L" ll'(i} k,Jt)~ - '
- 1. :
the higher frequencies. In a real simatioll. ,eriou ~ considerat ion would be given
to us ing a sho ner w indow. perhaps as shan a.~ ]00 or even Iess_As the ..... in dO\' is
shonened. ho...c\'c r. the dl'"tail sof the resona nt peJk. as di .cussed. will be sl1leul"I!d
- - - - - --- - - - - - - --- --- - - - - - -- - -- ----- OUE. The engineer' s judgement and knowledge 0:' the syste m un dl'"r invest igation
(I
Example l 2 .4 5!tl(i.a)tit" Ejl i mlll': <1 Y"uns(a f~!I(lion mu st be use d to ba]aoce the r.mdom r1uctuati ons agains l th e systematic erro rs.

API'!~' a random illpll l ,;;gnal lo l h. se~on,Jordcr ,ystem of Example 12.2 and eSli mal~ I~,'
lfam.reT (uOCIion u~irg Eq . 4 12.31\ w;,h tho: "qimat., according to "'I. ( !2 . ) ~ ). RepeaL "ilh
.!O'J r".llldom n ai~ ad(\cd 1\} Ihe output.
12.3 Models and Criteria fo r Parametric
Identification
Sal ut ion. The ,y Slem "as e~ ,i teU ... ilh "2j~point ramlom in )UI of uro mean. :IIld Ih.:
Bec:lUse several de sign techn i quc~ incl uding desig n b>' TOOl loc us and des ign
autocorrelation and lite crosl_correlalion ""~f< romp"tcd for 3115 1, JIOi!l1~ for the oo lp"t wi l~
no noi'" ~ nd [01 the (lU{PUl wil h !IN ""i$e. ThaI il. the inpu' to tt. ~)"s{ern had a root-m<'an- by pole p lacement r~quire a parnme lric mode l. it is impon.antlO understand how
_" l u= value of one. and tho.> omput had " noise added who,., n:o!- mean-." luarc ,-aluc ,,~, such models c~n be constructed. This is panicu ]ar1 y imponam for adapli\'e comro ]
0 .2. A H"rnm ing wi:!<low of wid th 256 used arod til\" speCtrl cOffip"ted for {he ' ),.\!CIT'
""l" wh ere the design mu st be impleme nted o n-line and eith er t he plant param eters
496 Chapca 12 5ys:em Ide nti fIcation

o r the controller p.:w.tm,:!efS are to be e~timated. To fornu late a proble m for accorda nce, w! th one of the c(/nrmiwl forms ul" Chapter 1 f(lf transfer fum: li on),
pnrametrie ident ificati on. it L, neets,ar), to select the parlmcters th at :lf~ to be Fur cKam pLc, 111 ob>en-er cJ nonica l form " .1' \\(lu ld have
estimated and a cri:erion hy ..... hich they are to be e,aluatcd.
- H, I 0]
<Il ::: -(l~ 0 I H = [I () OJ, ( Il.3SI
[ - /J! () 0
12.3.1 Parameter Selection
For e~~mpk. sup pose w ... h a\~ a tram;f~ r function that is th... ratio ()f two polyno and we se~ immediately that thc;(' matncc; are JUS! fUnc tion, o f the tI or
mial., in ~. W~ can stllXl the ,(le flkic nt ~ Ilf the:;c polynomi als as the p:lfa mete-~. Eq . I 11.36), and the equi\"~ It.'nc e oro l to e i.~ ubdous.
For the thirdorder case , But nO\I let IJS repeal, in t h i~ comex!. the comments made earlie r abotl! the
di lference betWl"l."' n idemiticJtion fOT(:O!llrol and modelling for ,.cit' nee. ln taki n ~
G( ~.(I ) =1>/
,. ~he c~nom~aj form repre~entcd by Eq, (12.38 ). we hal'e al most <;ure ly scrambled
+ b:: + h) .
~ + (I I : + (l;~ + (I ,
Int o.the and bl .u j umble of the pllysir.!! parameters of ma ,se-s. leng lh" spring
I:,
and the para m~t e r Iee tor a i~ tak... n as con, tnnT s, cQeffiCH'nt s of fncnon. and ., 0 on , Although the plll'.li("(11 n~t u re of Ihe
problem can be best de>cribcd and understooo in terms o f thc~ numbers. il i, the
n !.36 t a, and", that bt.' ,t se rve (ju r purpose uf control. and it b with the,e that we wi ll
Wt" imagine th at ..... 1' observe it set of input sample valu:s III (kll and a sel oj' be co ncl."'rn<'<i here,
corre,p>Jnding output ~amplc V:l.\ues 1.1(k) I. and th at the,e come irom a plant thaI . Before le;w ing th e ma ile r of canonical forms. it is appropri~te al this point to
can be described by th... Iransfer fl.lnc li on Eq. (l 2.35) 1'01 SClme true' valuc 01 lIl~ roducl."' another fonn called , in dig iw l ~ i gnal proce~, illg, the ARM A"' model:
the para me ter.., e".Our ta~k, the parametric i denti fi ~ation ? rQblcm. is to co mpute ihls mode l ha, one feature espec ially ~ppropriatl' for idcntiJic~ lion . A blo.;k
from thee {u(k I) ~ n d l.'"(1;11 Jrl es ti mate 0 that is a "good approximation to 0' . diagram o f the ARMA realizat ion of G(~ ) h ~hown in Fig. 12.6 . lememar.'
To repeal the formulalions from a different po int of view. suppose W~ poslU calcu lallon~ le ft to the reader will show that th e tran<; fer fUllction of Ihis block
lat e a (Ji"crete ) st~te\"ari,Jblc de >eription o f the plant and tak~ the p~ramet<'Is tn
be thc ele ments of the matrices (J) , r . H. We as~ um e J = O. The n we have
Figure 12.6
XII; + I ) ::: 11>10 , Ix(k l + no,)u(k t. Bkxk di ~gram of the A.RMA leal,~ation of G(zI
y(k, = H(e ,I X(kI. ill.J7.
For the third-order mode l. there are nille clements in 11> and th ree elements <"ach
in r an d H. fora total offift ten panull<"ttTS in Eq.1 12.371. where six were enough
;n Eq. I I!.35) fNJ n tlju i\'alent dcscript ion. If the ~ix ele mc nt in Eq, ( 12.30 1e
and the fi fteenele ment e , in Eq. 11 1 ,31 ) describe the Ilime transfe r func lion.
the n we say they ure ell/Ii, (llem parumCler~. ,.... ny set o f u(1- ) and ."(1; ) generated
bv one c an be I:cncrated b~' the other, so. ll~ far as control of ,I ' b J>ed on inl'\a ,
u' is conc emed ~there is no difference be tween 0 and 6 , eve n thoug h they h;lw
ver.' di ffere nt elements. Th is mea ns. of COUf>e. tha t th f .. tateva ri ablf de~ripti(lll
has' n i n~ parameters th at are in some sense redundant and can be cho!ien rath.::r
arbi traril}. In fac t, we- hal'e alre ady seen in Chapter .. tfJt th e de tin ilion of t ~
state i ~ not un ique and that if ..... e were to change the slate in Eq, (12.37) by Ih(
<;ub,ti tution; = Tx. " e " oul d hal'e the same tram;fer func ti on G(: ). lt is e)(act\l
the nine element> of T which re presen t the excess pararnelCT'> in Eq, (11.37 1:
we should se lec1 these in a ,,"'a\' that makes our task as easy as po~s ible. Th,
standard. e\'en ob~iou>. way to d'o this is to defin" our stat e so thaI 11>. r H are in
~ ,.., kM ,\, ~n """H) m 1'0: ,"'~"'R e~...,";' , .'I""i"~ .'\'~r"r<. "'Inc, I",,,, ,t'Jd) <of ~"'Wl" !",~~"".,
rn""'M ~ . :hil. <>"", ri l'<I>,d ,,,",...~h ,he tfJ",f lune' "", G, ;) ,or E<j.' I : , '~I \\" "j ll ~;,, ~ me.,
:; FlO! l~r ",,,.,,, nl... < "'" moth,, W~ ~ ,II< ""m""ru t "'' '.<f~ir.-.l ,.d<sn;1x ,t-.: pi"""E",m>l' '''' 10 ~ aoo.... ", rt.. ,."",d'm". "f~onJ"rn.. " i. in'".t ,~~~
"/ ,, .. iltlx t M'~d I,,",.
-+98 ChJ Pw 12 SrS1(rn Idtnllrll'dllOO 12.3 Models an d Criuna for P:Jrametric Ident, h~ 3t1 on 499

paramelers of the AlIMA lIiai;r:Jrn is gilen by Eq. ! 11 .35 ). The SLale equations 3rc more interesting. He r~ Thlft' definitions lbat ha'e been proposed and studiell e.\fe l)1;in I~ art" t'q44l11iOlt
model w~ find ~ ix Slate, and lhe malrie~ frror . OUtput error. and PrYdi<'lioll uror.
~/I.

0
1 0 0 0 Equation Error
-;'o ~~~]
0 o 0 0 0 .
For the l"Quation error. we need compk-Ie cqualiO!l.~ of molion a~ gh~ o . for
0 o I 0 0
~:[I 0 o 0 1 0
r:m example. b) a statevariable de.;;cripti on. 10 be Just a bit general for the moment.
~upP<he we haw' a non li near continuOtiS lime description with pardoKter I'eclor
H = [ ~U, -1I: ~/l, h, h! b,l J. (]2 ..WI 6. \I;hich we can \I'rile u
From tho! poilU of I'kw of statespa.:e ana ly.~is. the s),stem de~ribed h~ i = ( I X. u ; 0) .
Eq. (]2. 39) is S<'~ n 10 hal'e six slates to describe a Ib iro-order transfer fun,"
lion and Ih u_, 10 be nonminirnal." In fact. the cJ:l tn .. uix ean be ~hown 10 h:\I,- We assume. firs'. thaI we know the form of the I'eCl<1 r functions ( but IIOt Ihe
Ihree poles al : = 0 that art" //01 oh.lt'rmbll' for any values or fI, or h,. Howel~ r. particular parameters O' Ihat describe Ihe plan!. We a~sunK, second. Ihal we are
the syslem does h31'C one remarkable propeny: The stOlle is given by able to rTlCasure nOl onl y the ('Qlmol~ u but also the stat r x and the slate dt"rivati\'e
i, We thus knol" /?1'uytfriIiR aboul Ihe equations but Ihe particulnr parameler
I: (k ) = {y(k - I ) y(k ~ 1) y<k - 3) ulk ~ I) fllk ~ 2} u(k - 3J1 r .
value." We can. therefore. ronn an error ~omprised of the eXlenl to .... -hkh Ih c~e
(1 1.--10,
C1lulltions of motion fai1lo be true for a spccilic value of 6 when used with the
In olher words. the stale isexaell)' given by the past inputs ..lid OUlpUIS.O Ih31. it'
specifk actual dala 1: x" Ilnd u We wnte
we h3ve the set of {,, (O) and I."( k) ]. we have lhe Sl31e also. since il is mcrel~ :I
lisli n of six 'J1eTlbers of th e se!.
Ailihe action, as il were. tales plal'e in lhe OUtput equation. which i.~
and we as~ume' thaI thert" is a veclor oflme parzmelers O' such thaI e(l: 0 ) "" O.
ylt) = Hx{t)
The ~'ector t'(t : 6 ) is defined as lhe equation er ror. 1be j.d~a is Ihal we would
:: -,_"(.1: ~ I) - " ! " Ik ~ 1) - uJrO: - 3) form some non. negative func tion of the error such as
+b ,u (k ~ I) + b! II(.I.: ~ 2) + h .,,(k - 3). 1I 1 .JI I

The re i, no needtO carry :my other equalion along because the ,",ute equations (In.:
tril'ially re la tt"<l1O this OUlput C't.juatlon. WI." will USt the ARMA model in ~Ol~
of our lafer formulation. for identification.
Thus we COJdude fhal within the cla.\s of distrett paramctric model~ \\ <'
wi ~h 10 select a model \hat has the fewesf number of paramelers and yel \1'111
be equh'ah: nl 10 the (lssumed planl description. A model whose parameter.. al\'
uniqucly detenn.ned by the obs<':n'ed data is highly desirable; a model that will
make .~ubsequent conlrol design simple is also oflen selt<:ted.
12.3.2 Error Definiti on
"Ia"ing selected the class of mode l ~ dc<;eriix-d by our as;umed plant dc~ription.
\.IC nO\\' turn tu th~ t ~hniqu~s for selecting the part icular estimate. (hal be,t e.
represent~ the gi"e n data. For this we requi~ some idel of goOOness of lit of ~
proposed I'alue or o lU the true (r . Because. by the "cry nature of the problem, 0
is unknown. il is unrt"aliSlie to define a dircCI paramelercrror bel ween () and 0
We must dctine the error in a way that ~a n be wmpul~-d from /14(.1.:)) Jnd 1.'"lk II.
..1tO) = l' f il l . 6)f(t. 6 )dt. (1 2.42)
"
and search o~..er 0 unlil .... e fi n.d 0 such that ..1(9) h a minimum. at which time
we wi ll ha"e a par:'lmcter sel 9 that is an eStimue of 6 . If we had an (';toct l>Ct
of eq uations and selecled a unique parJmelerization. Ihen only one p....rameter
set will make e\l ; 0' ) O. and so ....e will ha'-e 0 6 . I f noise' is pre.~n l in
= =
the equat ion~ of motion. then Ihe error will nOI be lero at 6 = 0'. bUI .J \I ill be
minimized at that point.'
The assumption Ihm we han: ellOugh <;en,;(lrJ; 10 mca~ure the 100ai state and
~ 11 State derivatives is a Strong. assumption and often nO! realbtic in ('Qntinuous
mode-I identification. However. in lIisc rele linear models there i~ one case wh<:re
it is immell inte. aud thm i~ lhe case of an A R~I A model. The reason for this is
nOt hard 10 rind: In In ARM A model the state is no more than te\;en t values of
5 " 1.. Md, lo""",ch Inri'" m'n;m.,.. n~ Ii arc 1M;.. ",bJ,crU4'no,)<li,"-'", p '<>gnmm;n~ . ",,",'h" ~i ,,u' ... " ;n
l""""""o. 1197J I, We gi... > horic rdh."\1.,,,,. I...... m th "cIIo!lt", ~..,"""'tnl .. ;' '' m~" ..... m li~dil1",>.!
... i .... t.l.
500 Chapte r \ 2 System IcienLiII<.:atkm 123 ~ lodtls and Cn tena for PJ:ametti~ ltienn llcalion 501

input and Output! To be explicit about it. let us write tae linear. d iscrete m' >d ~ l Figure 12.7
Bk)(J drag ram showing ",
equalion error. which. is
the formu!atior'l of
output error

where q, and r ae function, of the par.uneters 9. Now le t us subst iwte the 13 Il1~ '
from Eq. (12.39.1. th e ARM A model

Here we ~ee that no attempt i~ made to mea~ure the ent ire ~llIte of the plan t. but
rather the esti matcd p;lmmdcr 4} is used in a mcde l to produce the mool!l o utput
x. tt .... l) 0 n 0 I 0
rJ:im]-rT TT
x~a- I )
'!! 0 0 0 0
I (k) . which is a function. therefore. of 4} in th e sam~ way Ih;l,tth~ actual o utput
;~..a funct ion of the true para me ter value e. In the scalar ou tp ut case the o utput
error e" will be a scalar and we can form th~ criterion fu ncti on

J et!) = L:.' e,~( I.;: 8 ) (]2.47)

,,(k)
('.(t)
-ro~]
o
~ rl~il!].
~6( t)
and search for that 0 which makes 3 (6 ) as sIT.all as possible. To ill ustrOlh: the
di fference between output erro r iUld e quat io n error in one case. consid ~r agai n
When WI:' make ,he subst itution from Eq. ( 12.-10, we fi nd Ihat. (or any (I\hid, a the A R~1 A mode l for whi ch we h;lVe
is to 1>a)". fur any \"aluc ~ of (I , and b, ) the ele ment~ of equation error are all ~,'m
except (',. and this element of error is giveo by y.. (I.;) = -a , y.,(t - I ) -a~ .'.Jl-l) -a,.I'",(k - 31
+ b, " "I k - I ) + h:lI)t - 1) + b)II.(t - 3)
.r,(t+ I) + a, x ,(k) + a:x1(t) + a, x/k)
- h, .r.I/.:) - b: x~(t) - b, .r.r.(;) = e,t t: 0 ) ootput error and tn..,n tht' outp ut error
e,,(t G) = v. (I;-) - -,".. 1/.;)

.I""it) + tI , y.(/.: - Il + <1: .'",,(/.: -:! ) + a ,.I)/.: - 3) "" y. (k) +0 , Y. ,ik - I) +a: y,, (k - 2) +a, r,,, tk - 3)

-I" I!. (/.: - I ) - b:llQ(1.; - 2) -{'! II)/': - 3) = e, ll.;: 0). ( I ~ .~ )l - h, lI.!k - I) - b: II . (k - 2) -b1 ,, )t-3) 11 2.48)

The perfOflTta(lCe measure Eq. ( ) 2.42) becomes If we compare Eq. (12.48 1 with Eq. (!~A5, we s~e that the equ;nion error
form ulation has past values of th.: (lelllal output. and th e ou tput e rror formulation
.' uses past \a lu es of the model outpu t Presumably Ihe equalion error i, in some
J(G, = .L e;O:: G). ( 12.46 )
,., way bener b<:cause it take~ more knowledge into account. but we are not we ll
~i tllated to $tudy the maner at thi~ point.
Aga in. we place the subscript a 0(1 the observed data to emphusize the fact that
theM: arc udmrl data th ai were produc<"d via the plant with t ";e assu me) parameter
val ues If = {n; ,.,: (I ; b , h. b; j. and in Eq. (12.45) li nd Eq.(1 2.46} all error resuh< I'redi c lioll E rror
beca use difft't"S f"r<lrn G .-
a T he third approach to developing nn error signal by which a pa rumeter r.enrch
can be structu red i, the prediction erTOf. When \Ie di sc ussed obs.eTyerS in Chapter
Output Error 8 we made L"<le point Ih at a si mp le model is not a good bas is for an obse r:er
because the equatio ns o f mot io n of the errors cannot be contro ll ed. When we add
As we have r.eea. tht' gellernl case of equation error requi res measurem~nt "f random effects int o our data-cc IlCltion :;cherne. as we are about 10 do. Illuc h the
all I!]<"mems Of stllll! and state d('ri\"iJ.1 i ~'es. [n orde r 10 avoid thes.e as~ u m pti on "' u same comp laint ca n be raised about the generation of OUlpu t errOI"l>. Instead c f
crite ri on ba.' cd o n o utput error cun be used. This l'rro r is formulated in Fig. 12. i . work ing with u si mpl e moele!. with output y~ It). we are led to consider an output
502 Chpw 12 S~~~1111tkll!1flCatl(l11 12.4 Dl' lnmmiSlk ESli mall~1I'. SOl

I",dinar thaI. within the rontines of known stCllcturt'S, y, ill do the best po~~ i bt.: 12.4.1 Least Squares
job of prPdic:ring 1(.(:) basW o n previous observations. We will see thai in one
To beg in our d iscussion of least sq uares. we .... take the ARMA model and '11
~peci:1I cin::lIrn~t ar.ce the A R:>'1A model error as ~i"en by Eq. ( 12.45 ) has the- l"a.' 1
eq ualion e:ml". which leads us 10 Eq. ( 12.45). repealed below for tlk' IIth-orrle r
prl'd;cliotll'rror prt'diclion eO'Ol'". bJ t thi~ i~ not true in 1,:ener.:ll. Follow in!!! oor de\'e1oplOe Ol o fth<-
COlSe. when: Ihe s u~cript (I is undCflilood bu t ominetl
obloerle r, we mij! t t s lIsp1 lhal a ( '(Ju"" / I'J mode l wou ld be appropna te. bllt li e
mll st delay a ny resu lts in thaI area until funher oc,\e]o pmenIS, For the ~menL .,U.) ... u l y( l.; - I I + (1:.'.(1, - 2) + .. , + (1 '.(1, _ II )
and ro r the purpu'le of di~playin~ lhe OIl1put prediction enor formu lullon, II,'
-1'1" 11.; - 1) - , - b. ll lk-nl=,, Ck: 0). ( 12.49)
have the s ituution pictured in Fig. I :!.S.
We assume Thai we ob!.ef\'e the )(!t of OUtputS 3nd inpug

1- .110). -.I I 11. ... , -yIN ). U(O).II(] ) . . Ij(N l}

12,4 Determin istic Estimation
and wish te ,o mpu te values for
Having cldincd an e rror that depe nds on 9, lIe can fonnulat c a perfonnanct' cri-
terion nnd search ior that 9 which is the be~ t cstimate of ' within Ihc con te\! o f 0 "" [a , d. bl , b. l l ,
thc dcti m:d pc rform~IlCe. To illuslr.J.te this use o f error lI'e have alrea dy ddincd J wh ich will bc~t fit th e observed da ta , Be,ause yO.: ) depe nd~ on pa~ t data bad: 10
:1( 9 ) in Eq, ( 12.421 . Eq. (1 2A6). and Eq. ( 12,47). in each case a su m of ~quan:" /I periods carlier. the tim e rror wc can form is ,,(n: 9 ). Suppose wc de fin e the
Th e clioice of a performance crite rio n is guidcd both b y the computa1ion~1 diffl I'/'c/or of CrTor$ by wrili ng Eq. ( ) 2.49) o,'er ~nd ove r for /.: = II. /I + I ..... N,
cu lties it im pose, in th e effort 10 o.btain it and by the propert ies o f the eSl im~l~ The resu lt ~ wou ld be
that re SU lts. Ihat is. by how hard 9 i~ to li nd and how lood it is when fOllnd ,
Among the cri tcri J most widely used are: Y(II} = ~ ' \ 1I) 9 +~( I!: 9 ).
Y{ II + I ):: ~ '(II + IJO +e(1I + 1: 9),
I. leasH.qu~re. ~stimate (LS ).
2. bestli ncar un ~i ased est imatc (BLUEI, and
y(Nl ;;: 4' ( N) 9 + e(.V: 9 ). (]:!.so.
3, 111alt;mU m li ke li hood est imate (MLE ~
where ....e hll'e u)(!d Ihc fac t lhal the state of tile A RMA model is
llle lasl 11'.'0 :rileri a require a stochastic eleme nt to be inlluduced into th~
mode l. and our unde rstandin!! ofleast squares i!> e nhaOct'd by a stochastic per:spec-
til'c . Howeler, before ,',e inlroduce random noi~ ;nlo the picturt'. il is inform ati"": To ma ke the el1'l)f ~VC Il mo re compact.....e inlrod uce anot her level of matrix
10 cons ide r deternin iSlic Inst square!>. Thos we will d is;: uss least sq uares ti~ 1. notalion and defi ne
thcn introduce r.:lndom noise and discuss the formu latior. o f nmdom e rrol'l'. ~ nd
tinally de fine and di sc u )~ the BLl E and the MLE. lhe.r c3k:ulation an d the ir Y IN) :: [.1'111 ) xINJI' .
propert ies, ~IN) "" lo,fJ (lI ) cblll + I) , .. o,fJ( N) ]r.
'U N: 9 ) = k (1I) e( N) )'.
9 ;;: la, ... G. b, ... b.f. (l2,5 1)
Figure 12,8
E!loc~ o'agram shOWing
~ote thai Ito (N) i~ a IIIII/rix with 2/1 columns and N - II + I ro\\'~. In tenn s of
the genl'I~ tl on of
the;;e. we cun .... ri te the eq ual ion erron-; a~
pfl'dIClion err()(

h lI'<:u,,", '" f"' llIe .t~l. """ r,l\h<, Ih"" ~"' j~ ~ .1 1" _+l.b<c""", .. 0 ",II """" "dc>d()pi~~ """"'"" n,
( 01/ IIIe ",'0: .."", of ~< I ~'''!JW.' of ,he p:wme'"T$. ,,!i<:h ...;11 "" "'" ,,",. of our tdo-.'iric"' .....
d)n . ......, '~' .. m ,
 Lea~t squ ~re~
Ie a preSCri pi lOfl th ai one: s hould lake Ih.1I va lue of 6 \\ hieh and on ly one ":lIue o f 0 llIa ~e~ ..11 6 ) 1I 1liinimu m is ~id 10 be "identifiable:' T""o
m~ke .. the sum o f the "luares of the did as small a, p:lssible. In tc nn~ uf paramelers h~\"i n8 the prupe rt} th at :J 10,! = 31 H) ure ., ai d 10 be equivalenl.""
Eq. ( 12.50), lIe define A~ 10 the sc il.'Clion o f Ihe inpu t." u(/; J. le i us consi de r an absurd l asc. Su ppose
, U(/; I ~,' for all k - a ~h.p funclion input. !'()Y,' ~ uppose ",,'e look :1I Eq. / (2.50)
again for the Ih ird -order U'C 10 be ~pc-cific. The errOfli are
:J 19) "" L>'(/;: A).
,-
and in le mlS o f Eq. 112.521. this i~
112.58)
:J19) = ' ( N : tJ)",(,\ ': 9 1.
.\"( ;\" 1 = - <1 , 1' (,'1.', ) - 11: 1'" - ~) - a,fN - 31 + h," + h ~c + IV: - 1'1;\') .
We \\'anl 10 find 6," Ihe leaSI ~uare~ l'~l i ll1 ~ le of 9.... I'"hieh i ~ Ihm 0 hLc\"Jn;;
lhe propert y It b ob\ioo~ Ihat l11 Eq.1 12.58) lho.' pa r3mele~b,. b;. a nd h, a lw3y' appear a.,
the ~u m ", +b, ..... b, and Ihal separation of them is nOI po~sib le when a o;onSlant
in pul h u:.ed SomelKl,,' lhe consta nl u fa ih to "excitc" all the dy namk-s of the
Bill .1( 9) is a quadutic fu nelion of Ihe PI parameter.. in O. ~nd from !.'aleuln> II,' plo nt. Thh prob lem has been siudied ell.le n~i\ el)'. :md the properl )' of "persis -
take tnc result thm a ncee~'ary con di ti on on b that the partia l dcnl ative~ v I
t\., te ntl) e~c il ing" h~ ~ been defi no!d 10 do!S(:ri be:l !>equence (lI(k) j thm HlICI uOles
eno ugh to 3H)id the pos,ibility Iha.t only lineor combinalions of eleme ll1 s o f
.1 \\"i lh re.' pcel 10 0 al 0 = 1lL. should bo: zero . This we do a.~ follo\\~
o will shO\<o up in lhe error und hence in tnc nonnal equ:lI io n~ [Lj ung{1987 )j .
f
.J;, = t: ", Withoul bdq; more specific at I h i ~ poi nt . ...e ca n >ay thot an inpu l I~ ~rs;s
= (Y _ ("0 )' (Y - <110) liIIt /.\" f.n"ilill.~ "I orr/a /I if the lowe r right [II x ,, )- mm ri.\ cocnponent or .pl q,
[whi ch ckpcnds on ly on {1. (k l J] i, nonsin gu laf. It can b;! shown Ih al a ~ig
== Y' V - 0' I ' y - y ' <1>0 + ft ' (~ ' ~:
na l i~ pcr!>iste ntly c:.~ cil ill of o rder ' / if its discrete spe<:lrum ho" 31 lea~t /I
J nd :lpp lyi ng the m!e, de l<tloped nbo l'e for deri l'al ive, of so.:alars with respec t I.) non uro poilllS o\<er lhe range 0 .:: wT <: :r . Wh ite noise and il p~eud().randolll
l'ectOrs' we obtain binary ~igna l are ell.am ple~ o f frequ~'n l ly u ~ pcn;i'le nt ly exciting input sig-
nab.
J~ = [~~ ];; -2 Y ' <II +2 0 ' l' <II. ( l~ .:)b, Fur the mome nt. ,hell. "" e will a SJ"Wllf Ihatlhoe IIti' l are pep.>isten l l~ o!.." iti llg
aml lhal lh ~ e are idell1 iliable and eons~quenl ly IhM I f I i~ non, ing. ular. We can
then wri le the ell. plicil soluli on
If we lake the Ir.. ns.pose of Eq. '1 2.36 1aoo let 0 == tiL.'" Wl! muSI get 7ero: Ihu,
11 2.59)

lbese ~ u';lIion .. areea llcd Ihe ,,(>IlI/ol ('((U<IIirHuof lhe prob em. and thci r ~ul utioll
will prOI'ide us lI'illlt he leasts.q uare ~ ~sti m 3.t<: OL~'
Do th e eq u3tic ns ha\e ~ un ique solution'? l be answer dep~ nds rna inl~ 011
110,,' (I lI'a~ )tIetle<! :Iud whm input sillnal~ (uct I) " 'ere used. Reca ll lhal <: arli l't"
we sa il' that a ge nem llhinlord<:r Slale mooel had fi flee n paramelers. bul tha i oll l~
, ill. of these wc r~ r.~ eded 10 complete l}' descri be lhe inpul--otlt put dependen~~ .
If we slayed wit h the fifteen-ele ment O. th ~ f\'~u lt i ng ncrma l ~qu~tio n s o;u uld
nOl hal"e a u nil.jue IOOl ulion. To obtain a un ique para meter se1. we mu.'t ~d~t J
canonical foml hLcl'ing a mi nimal nu mber of pnrilIllCle(';. soch m. lhe ob<;cn-er ur
ARM A funns. By way o f defi ni tion. a panme ler e hav inf Ihe propc n } Ihm mw
7 n.: ",;oj.... t.... h.., .... """'"..:> b.-f""" ohoo:" ...riI<- ...." . 'Qoo t.... ~ 1 _ .' <,..... ~nd ,.-rot> L"'"
~~r Qa ' ~."' 1. t Q
It should be e~peci ally nOl~d thai al1hough we are here mainly i n lere~I~-d in iden-
ti fication o f paramelers 10 describe d ynam ic systems. Ihe !>Olution Eq. ( 12.39 ,
d~ri \"es ent ire ly from the errur equal ion~ Eq. 11 2.5 2) a nd the su m of ~quares cri-
leri on Eq. (12.5-1 ). Leasl ~uare~ is u)Cd fo r a ll manne r of curve lilti ng. incl ud ing
nonli ne<lr least square~ when lhe e rror is a nonlinear fu nclion of the paramelers.
NUllleril;al melhods for solving fur the Il' a"'square, ,;ol Ul ion to Eq. ( 12.571 \\ ilh-
o ul cI'cr e xpli ci tly forming 1hc proo UCt <liTq, ha\t: been e.~ I ~ nshe l y ~1Udied \ ..ee
Gulu b ( 1 96 ~ ) :l11U Sirung 11976)).
1be perfon na nce measure Eq. ( 1 2.5.~1 is e~entially b.1sed 011 the " jew thai
all the errors arc equa ll y importa nt. Th i, i ~ nUl nece~sarily so. and a "cry ,imple
mod ili cm ion can take accou nt of kn ow n d ifferc nces in th ~ errors. We might
kIlO\\', for e~ample. Ih:lt d ata taken lale r in lhe ex peri melll "cre much more in
. error Ihan data laken earl)" on. a nd it wou ld seern reasonable 10 wc:i!;hl Ihe t"ffOrs
506 Cha pIn 12 Systc n,loen!l fica!l(\n 12 .4 iXterrr.inistK Estimation 507

accordi ngly. Suc h a ;;ch erne is re fern::d to as weighleJ least !-quares and i~ bar.c-d The equations ofEq . ( 11 .61 ) can be pu t into a foml for .o;equenti al proc:e~,;ing:
on the perfomlance criterion of t~ type de ;c ribed. We begi n w il h Eq. ( 12:.6 1) as so lved for N dat~ points and
.< conSider the consequences of taking one more o bser\"ati on. We need to consider
.J(Ul = L wO:)e\ l.:: 6 ) = ~ T \\'E . <12:.60 : the struc ture of I T\\'4> and 4> ' WY as one mort datum is added . Consider first
<- cpTW<P. To be specific about the weights . ..... e ..... ill assume w :=: t1y .' - I . Th~ n,
if a :=: I and y = I. we have ord inary least squ<'.re s: and if tI = I - y. we hu,'e
In Eq. ( 12:.60) we lake the weighting fun clion w( t) 10 be po~i :i\"e and. pre~umabl ~.
expo n~ ntia ll y w~ig h ted least squares . From Eq . ( 12.5 1) ..... e h3'e. for data up to
tu be s ma ll where the errors are ~xpected to be large. and ,'ire 'e r~a . In any cw nt. time N + I
deriyatt On of the nonnal eq uations frum Eq. (12.60\ follow~ at once and gi\"<!,
$ ' :=: Id> (tl )'" d> (N ) d> (N + I)
<111\\'4>9,..,", = >r \\,y.

and. subject to the c')effi cient matrix bei ng non ~i ngu lar. we h a ..:
.\- 1 \'+ 1
T
W' W<II = I>Ptk lll!(1.: Iq, r (t) = L dI( k lay "- ' -' <b (1.: ).
(E" ' _ 0

We nOte th at Eq. ( 12:6 1) reduces to ordinal) leasl sqllare~ when W = I. lh~ which can be wrinen in l WO terms a,
idemity matrix. AfIOther co mmon choice for w(k ) in Eq ( 12:.(0) is w {t I ==
<
(1 - y)y '\' - ' for y < I. This cho ice we ights the recent (t ~~ar N ) obsen'ation,
<.I" We., = L <pl k )ary " - , dI ' (I.:) + d1( N + l)a <h' (N + I)
more than Ih e past ( .. near II) ones and COlTc,po nds to a tirsturder tilter opemtin~
on the squared rmn. Th e factor I - Y causes the gain o f th~ equil"alC"nt ii.l!~r tu <-"
= yd/(N } W (N)ll>rN ) + d>(.V + l)a$ 'fN + I) . (1"2.62:)
be 1 for constant ermrs. As y nears I. th e til ter memory ba:'Omrs long. and noi...:
effec ts are reduced: wherea, for smaller y. the me mory i~ -;h~n. and the e,limm,' From the solution Eq. ( 11 .6 1) we.see that the in"erst: of the matri x in Eq. (12.62:)
can tra.ck rhange~ tb t (an occur in 0 if lhc compu tat io n i ~ d one o\"<:r and o"er~, will be reqUlred.~ and for conl"enience and by convention we defilll' the 2n x 111
N increases . The past is ..... eighted geometrically wi th weighting y. but a rough matn)( P as
estimate of the mcrool)' le ngth is gh'c n by l i t I - y) : >0. fore.\ am pl e. a (' = 0.99
corresponds to a memO!"y o f abtltlt 100 sample s. The ch0i c~ is a comprom i,t' (12.63)
between a .~ hon memory which permits tracki ng ch Jnging parameter., and a long:
Then we ~e that Eq. ( 12.62) can be writte n as
me mory which incrupo rate, a lot of averaging an d reduces the noise ,ariancc.
(12.6-l-)

12.4.2 Recursive Least Squares and we ne ed the in,"er~ of J ,u rn o f two matri ces. T his is a we ll-kn o..... n prob lem.
ancl a formula attributed to Hou se ho l d~r (19M ) known as th e mMrr.{ rm'ersroll
The we ig hted leastsq uare s calculation for O" L~ given in Eq ( 1.:!.61 ) is refern::d 11'1111110 is
to as a " batch" caku lm ion. becau;.e by th~ defin ition o f the >ot:\"c ral entric . th~
farmu li! presume~ (hat o ne has a batch o f daTa oi leng th N fro m which the tt\ + BCD)- ' = t\ - , - A -' B (C- ' + D,\ - 'H)- 'DA - ' . (12.65)
matri ces Y and Il> are composed <lCcordin g \0 the de finiti ons in Eq. ( 12.5 I I. am!
To a pp ly Eq. (12.65) 10 Eq. (12:62 ) we make the a~soci ati ons
from which. wilh the addition of the we ighting matrix W. the norma l equ ation,
afC sohed. There are time s when the dam are acqui red sequentially mther thall ill A = y P- '( N).
a batc h. and other times when one v.ishes to exami ne th~ nature of the solutiun
B = o.b~ N + I) =: 4>.
a~ more data are included to see whether perh aps so me improvement in t h~
parameter estimates conti nu e ~ 10 be maoc or whether any Sllrpri>e~ occur ;.uc ll C=lf (N + l) =: a.
a~ a sudden cha nge in 6 ur a pe rs i"lent drift in one or more of the paramet~rs. In D = o.b'( ,..,+I)",, <p' .
~ h ort. one wi,he, SJ met imes to do :I visual or eJi.perime ntal ex aminati on of Ih.;
ne ..... e~ t imatcs as o ne or severa l ntore d ata po ints ore induded in the comp ul~d ~ ....'C.I.I ...m' fUl ,h is di,, ",,;':'" ,r.. ~,i<lm<. ,,( t~ jm w" "Ok~ "-,""",,, iOp<lt, ,hal """ ..,,,;<~"' t:.
"alu e,of O... Ls <:t'~ I . ~ Ilnd pJ-ClmciCr> IMI . ... iJ<n!i~aN,.
5 08 ChalKer 12 S)'51 ~m ldentlncation 12 .. DclermmlSl iC E5l1 m~non 5 09

and 11>'( find at o oce Ih at I . Selecl lty.andN.

PIN) PI N) P{N I 2. Corr.men t; 0 :: y = I i~ ord inary leasl sq uares; (j = I _ Y and 0 < y <
P(N+I) = - - - - .....
..1..( -+
' ...... . , -P(N)- .. ) -' .. r - -, (12.66)
y Y fl Y Y is exponcmia ll )' l1t'ighted le3st squares.

In the solution we a lso need <J)I WY. \\ hich we II>Tile 3\ J. Selet'l initial "a lucs for PIN) and 6( N). Cmnmt'm: See discu ssion belov...
4. Colltct y (O) . ... . ,.( N ) and 11(0) ..... u{N) and form d/ (N + I).
5. Lett_N.
$ ' WY = lct.(n I .. 1b(N ) clt(N + 1JI [ (/Yo'_I_-
., 0]['1'" ] I(N) .
y a y
Pt.tl .t +1) ) -'
6. 1.11' + 11- -Pit] cf:Ict + 1) (I-+ cf:l t lk + I}-4tC
(I v(N+ II
111 .67) 7. Co llect .l'lt + I)and lilt + II.
wh ic h can be ex ~ re;;sed in IWO terms 3S 8. ft (t+ 1) - &(k) + L(k+ 11(1'(1.:+ 1)_ 0$ '(1.: + lle (k
I
cD' WY t/.' + I) = y qJ ' WV (N ) + <f,(N + 1)0."( 1'0' + I), t 12.(8) 9. p (t - I) ..- - II - L(k + l)cb 1 tk+ 1))P (LJ
Y
If we now sub~ l i lut e
the express ion for P IN + ] ) from Eq. (12.66 ) 3m] fo' 10. Mmn cb(k + 21.
!J)WY tN + ]) from &j. (]2.68 ) into Eq, (12.6 1). we find lltu inj; I' (,\') ::: I I. Lc[ .i:_.i:+ 1
P. q.(N + I) = ~ . and .I'(N + 1) = Y forn()(m ional conve nience 1
12. Go to Step 0.

= [! -! <II "'V( N) + 4)(1,1' 1.

(l
6" ,U (N + " Y y
(~ + q.T~Y l) -'d1 ' ~lIY>'
Y ESPl'Cially pl easi ng i~ thc fomJ of S t ~p 8, the "updatc" formilla for the ne,' t
(l2.0'J 1 \'aluc of lbe esti mmc. We see thai tl'M,> tenn 4> fiH N J is the OIl tput to be expect.."d at
When we mu\[i pl)' the factors in Eq. (12.69). we!.ee that the tcnn PI,,' W'!'I,v1 = t.he time N + I based o n the previous dala. $( N + I). and the pre\'ious estimate.
8... u;( ,v I. so that Eq. (1 2.69) reduces [0 O(N ). Thus the nut cstimate of 0 is givcn by the old estimate co rrected by a
tcnn linea' the e rTQr betll'cen lhe o~nied OU lput. ,I'( ,1i + I}.:lnd the pred icted
in
,
O"uC N+ I) = 6, ...u (N)+ -P 4NJy- -P q, (I- + d! , -P <f,I ) " q, "8"1 ~ ompul. 4t' 8(N). The !ain of the correcti on. L(N + I). is g.il-en by Eq. 112.71)
Y Y 0 Y and Eq. ( 12.721. Noteespecia lly Iha t in Eq. (I 2.7 1 ) no ma trix inversion j~ required
btu only di\'i~ion by the scalar
- - cb
P (I- + cb , -Pcb )-' cb , -P4NJy. ( 12.70 1
Y (I Y Y I ,P
If we n()'ol. i n~ n [he iden li t~'
- + 41 - 0 .
n y
Ilol1'eH:r.one should not lal;e the- imp lication that Eq. CI 2.7 I) b lI'i lhaut numerical
~+ cb'-P cb)- ' ('- + <fI I -P dt)'
( (l diillculties.. bU I their :<tudy i~ beyond the scope of this te.l t.
y II Y
betwee n the cb IlIKi the (l in t~ sc:cond lenn on Ihe right of Eq. I 12.70). we can We still ha\'e Ihe que stion of init ial cond itions to re;;ol\e. Two poss ibi lities
an: cornlT)()nly recom mc nded:
co mb ine the two tenn~ which mu lt iply y to reduce Eq. (12,70) to

8""U( N + I ) = ti "1...~tN) + L (N + I Hy( N + 1) - ., ' O" uI N)). 02.7 11

I. Collttt a batch of N > 2lr data \,:.!lue. and solve the batc h rormula &j. ( 12.61 )
where we have defined once for PIN I. t (,v + I). ~nd O(N).and emcr these values at Step 3.
2. $(t O(N)::: O. 1'( N) = a l. where [)' is a IMge scala r. Th e sugge.lli on ha~ blocn
L (N +I} = - q, P (I- +cb--fl'q,) ( 12.7.! 1 m~dc that un estimatc o f a su itable [)' is ISoderstrom. Lj un g. a nd Gu ~t a\'sson
Y (I Y ( I 974J1
Equat ions (1 2.66). (12.71 I. and (1 2.72 ) can be comb ined int o u set of step.1 th:n I .\'
constitut e 3n algorithm fo r com put ing 0 rec urs ively. To coll ect these. we procecJ (I : : (10) - - '"' \~ ( i).
as fo llows: N + I L,. . ,~
5 10 Cnnplc r II 5)';trm ldermfica!iun 12 ') $!O(hasLic l~aSl Squa;:cs 511

The sleps in Ihe table update the l east-square~ e~timate of the patamt"ters 8 As a start. we conside r the ca~e of a deterministic model with random errors
when o ne more pair of dat~ po ints II and _I' are taken, With only mode~t effort in the dat a. We consider the eq uations th at ge neT:lle the da ta to be'
we can extend the~ fo rmulas to in clude the case of ve~t{)f or mullivariab le
..- (0 = a TO" + t'{k). (11.76 )
observations wherein the data y (k) are a vector of p ,imul:aneous observation,.
\ ...e assume that parameteo; 8 ha\'f been defined such thll Ihe system can Ix: which. in matri x notation. becomes
de~ribed by
( 12.771
),( k) = 4>T(k )8 + I!:U: 6 ). (]1 _BI
The l' ( k) ir, Eq. (]2.76) are assumed to be random variab les with zero mean
One such <; t of parl!t~lers is defined by the multivariable ,\RMA mode l (o ne can a l l\'a~'s sub trac t a known n~an ) an d known covaria nce . In pan icular. we
assume that Ihe actua l data UTe gene ra ted from Eq. ( 1177) with 6 = 0" and
.
~'(k) = - L:> .J(k - iJ +L
. B;u(k - i ), 1'(/,: ) = 0,
... (k=f-j)
(1 278 )
where the a , arc scalars. the B are p x 1/1 matrice" 8 is (Il + limp) x Land (I. =j)
the o:j) (k) a.:e now ( Il + nmp) ~ p matrices. If we define (I:>. y, a nd E as in
Eq, (1 2.5 1). the rer:taindc r of the batch formula develo pment proceeds exac tly "'
as befofl'. leading 10 Eq. (12.59) for the leust.squares eqiIJJtes and Eq. ( 12 .611 &Vv ' = (J"I.
for the weighted least-squares estimates wi th little more than a cha nge in lhe ,\s :In e.~ample of the type considered here. su ppose we have a ph ysics
detinition of the elements in the eq uation s. We need to mod ify Eq. (12.60) to experime nt in whieh observations are made of Ihe po~itions of a m3<;S th at mOI'es
:I = 1: t ' WE, rdkC'(in g the fact that E(.I: ) is now also a p x 1 veclor and the w l.I:, without forces but with unknown initi al po<;ili on and vc locity. We assume then
are p )( P nonsingular matrices. th at the mOl ion \\'ill Ix: a li ne. which may be written as
To compute the recursive estimate equ ati on!'. we need to repeat Eg. (12.62 )
and the developmer.t following Eq. ( 12.62) with the new de finiti ons. Onl y minor .1 ( 1) = (I ~ + fit +11(1 ) ( 11.79)
cha[Jges are required. For example. in Eq. {12.661 we mU~1 rep lac e 1/ (1 by a - I . If we take observations at ti me s ' 0 ' ," I~ ..... ' .\' then
The resulting cquat:ons are. in the fonnat of Eq. ( 12.71 I
y = [.1 (1,, ) ... 1'(1, II'. A -- ( '.I '.I "I )'
the unknown parameters are

Ie) ( 12,75 ) and the noise is

l' a- ) = 11\1, 1.

12.5 Siochastic Leasl Squares We assume that thl' observations ar~ wit ho ut systemat ic bias-that is. the noise
h;t.~
zero a\'~rage "alue- and that we can e <; tim~te the noise "inlerH<it y:' or mean
Thus far we h:ll'c presented the leastsquares method with no comment about the ,quare val ue. (J~. We assume zero error in the d oc k tim e,. I, . so i\ ;s kno"n.
pos~ibility that the data mi,gh t in fact be subject to random effects. Because such The (stochastic ) ka st-squarc. proble m is 10 fin d which II il l minimize
e
effects ar~ I'e!)' conmon and often ~re the best ava ilable '-chicle for describ ing :fl O) = ( Y - A8 ) ' I" - A8 )
Ihc differences bet\l.'cen a n ide al model and real plant ,igJal observations. it is .'
essential that so me account of such effec ts be incl uded in our calculations. We = I>:(k: 6 ). 112,80)
will begin wi th an analysis of the mOSt eleme ntary of cases and add reali sm (and '. '
di fficult ies) as we go along. Appendix D provides a brief catal og of resu lts we
will need from probability. statistic,. and stoc hastic processes.
5 12 Ch~ pl ..r 12 SYSltm lIJcnlOfkal ion

Note Ihat the emm.. t'(k: 8). depend boIh o n Ihe ran dom noiSt' and on th~ t hoice
of O. and <, iii :o j ) = l'lt ). Now tile solUlio n will be a rdnOOm \'ari abk because ~omin llj ng the n ..... ith con ~i der:llion of the leasI-square., e~ti mate. we ~ th:!t 0
b con~i ~t("n l if II>
Ihe data. Y. on ..'hich it is based. is random , Ilowcq:r. lor ~pcci lic actual da ta.
Eq. 1I2.801 repre~cn '" the ~:I me quadrat ic funct ion of 0 v.e ha le:ottn before:
and lhe "Ilrflt' form of Ihe sol ution resu h ... ":)I'e on l~ the Ml b\tilUl ioll o f A for I I ) .
n.. me ly As a n (".~ ~ mple o f con~i qency. .... e cun.<ide r the m OM ~i mpl e of problen\), lhe
~:ot:n'atlun of ~ COI!\la m. l'crllaps Wl! have the mass of lhe earlier problem. but
(12.8 1 ) ". IIh ze ro ,eloclty. Thu.,
N(}\\,. howel"t r. we shou ld nOl e.~pecl TO find l~ro for t1..., sum o f the errors g il ~1l ,(t) = It + ,( liJ. Ii '" O. I .... . N. 1/~ .85)
by Eq. 112 . ~Q). ~"I'en if w e .~ hou ltl determine it = ff ~xa..1 I y , .... hic h of !.'OUNe WI:
won 'I}. Berau1>C of th~ r.llldom e ffe cts. lhen. we mus t ge nerali7e our contepl~
",d
of what tOlistilUlCS a " good" e~timale. We will u ~ three features of a ~h)C h astk A =(! I. .. IJ I. ," =11 " .
e~ti m " t~ . Th~ Ii!)! of the~ is tonsiS IC ncy. ,
An c.q imale 0 of 3 parnmeler 0 " i.~ said 10 be ("0I1.!!.!1"111 if. ill tlK' long lU ll. '\ ' A "" L ."/ + I.
"
A' \'" = L .1(k):
th e d iffere nce bel .....e.:n 0and 0" becomes neg ligi ble. III ~l al iSlic~ and p mbaOi l i l~ . ,-, I = ._"
Ih~rc nre ..;(:, eml formu l lI'ay~ by which one ca n de fine a n'-'Il li gible differe nc~. Ihen
For our pUrpc>Ses we .....iII U ~ Ihe meansqu are crileri on, by whic h II'C measure ,
the differen be: ..... ecn and D' by the sum o f the sq ll are~ of the panmeter erro r.
e 01..~IN) = IN + l) ' L rlkl. ( 12.861
~ - If. We make exp lici tlhc dependence of 0o n the I('n~th o f thc data by ..... rilin ~ ,-
O(N I and say th~t an est imate iii con'iistcnt if 'v ..... hie h h Ih~ ~ arnp le :"erage .
No ...... if II- e app ly Eq. ( 1 2.8~ L ..... e timl
m 1 6 (N ) - 9~) ' (01 N) - O~ I '" O.
,li-,
lim tri"I O(.I\') - OJ{li eN' _ Ou, r '" O. li m tro !I,v + IJ-' = lim __=0. / P 87
I ' _ ...
(l 2.8~ I , - ... .. - ... N + 1 _. )
:md we l'UII("( ud e I h~1 I hi~ c~l i male Eq. (12.81'1 ) is a (~m5i." It'm eSl imal1.' of I,n. Ii
IfEq. ( 12.821 i~ we, we"':l~ thai 9(,v) conl'erg~ to O~ in the nJ('an ~ ~re !'><!"n ..... \I t: keep l aki n~ ob:.en'lll i o,, ~ accord ing to Eq. ( 12.85) and calculal inll the ~um
:'I.~ ,\ . approac hes inrinil Y. The e.'press ion in Eq. (12.82)cln be made mo re nplk-ll
acco rdi ng III Eq . I 12.86). \\e will e"en luaJl~' h..:r." e II \ a lul.' that diffe~ l~m Q" by
in Ihe case o f 1 hc:- I<:aSl-~quares estimate of Eq. (12.81), We hale a negligible amoum in the mea n-square 1>CnSt,

lA ' A) -I A '/ AO" + V} - ff 1lIc e." (lm:ll e gil'e n by Eq. (1 2.861is a bUlc h cakulat ion. If can be infornl:t live
to apply l.he rcc~rsi'e ulgorilhm of Eq. (12.5 2/ to Ih is tn" i:!1 COISC JUSt 10 see 00"
0"+IA ' A) - 'A I V - 8"
lho:..equa l~~ ns .... . 11 louk. Suppme "" e lI!!ree III ~Ian lIie eq uat ions ....ilb on.: slage
fA' A )- ' A I , '
of Balc h un, ).a)'. two ob~en"aliOlls, 1" (0) ,lnd \"( 11. We mu;; ha"e II = Y = 1
for leaM ~quares. and ' . .
and
PO> (A'AI- ' =~ .
[( Ol5 - O~)( 9LS - 0" ,' := f llA I A )- I,\ I \lV I A (A ' Al - " 4I~ N) I.
= lA ' A ) ' ,, ' [\,\, I A l A r,\ ,- ' ini tial conditjon~ 112.88)
iin ) l (y(Q)I +.\~I)).
= ,, :,.-\ ' A I-'. (1 2.8.1' II' I.

In ma king the re "uctiolls s l10wll in th~ dCl'elop me ll1 of Eq. ( 12.K3) we Im\ <'
II scd the fa ct. 11m A is a known matrix lnol r.lIIdOIll/ nnd Ihm f \"V ' "" "' : 1.
T he itl.'ratiun in P i~ g ivc n by Ibc<.:a us.e
I
cb "" I )
P( NI - P (N tj IJ( !)P( N)
PIN+ I I
1+ ( I )P(NI(l )
P IN)
I+ PIN)"
 12 5 S:Od>aStK least $quarC5 5 15

Thu" the e ntire iterati on i~ gil-en by the: initial cond itions of Eq. ( 12.88) plus: The deI"C'lopmcm procced~ as follo ....1;. Because the estimate is to be a linear
funct ion of the dat a. we write"
I. L.:tN = I.
PUIj) 02.93)
2. PIN + I) = c-'-~" (12.89)
I + P OI.') Bec-ause tbe eSlimate is to be unbiased. we rquirc
PIN)
3.L IN+ I) = . 9 = IJ~.
I
+ PIN )
4. O(N + I) = 6(NJ + UN + Ii(yl ,v + 1) - 6(N)) , 0'
S. U: I N be replaced by N + I. LY = l"I.(A&" + v ) = fi '.
6. Go to Step 2. Th us

The reader c:t n l-erih' thaI in this ,implec~se. P (N I = IjlN + I J. a nd Step.)

of the rec ursive equaTi~ns gi\'es the same (consiste nt) es tim ate as the batch
0'
formula Eq.14.60J. We also note thaI the ma trix P is prOport io na l 10 Ihe "ariance
in Ihe erro r of Ih e para meier estimaTe as ex pres:.cd in Eq. \ 12.83). LA = I. ( 12.9.1)
/\l1 hough consistency is the fi rst property one ~hou ld expect an estimate.
or
it is. after all. an IsymplOlic property that describes a feature of 0 as N groll;:- We wis h to find L ~o that an estimate of the form Eq. (1 2.93). subject to the
COmtraint EIj. ( 1 2.~ ). make s the l11ean~quarc error
without OOund. A S!;'(:ond propeny that can be e\'alualell is that of "bia~." It' 0
b all estimate or e n. tile bias in the estimate i$ tht difference betwee n the mean .1(1.) = tr l(9 - 8)(0 - eO}' 02 .95)
va lue of and the trtJC val uc. OQ, We have
9
as small a~ poss ib l ~. L:s ing Eq. t 12.93) in Eq . (l2.95J. we havc
Jl l.J ;:: tr l'/(LY - OU)( ty _ 0)1,.
If b = 0 for all ,v. the e,;timate is :.aid to be III!/Jiaud. Tht least-squares ..."Stimate
gh'en by Eq. (12.59 ) is unb iased. which we can prol'e b~' direct calcu.lation a\ and usin Eq. ( 12.77 1 lor Y
follows. If IO.C return to the de\'e! opmcnt of the meonSljuare error in GUo gll'en ..7(1.1 = If ( LA lf + LV - OJ(LAIJO+ LV _ a U) r .
by EIj. (I ~.R3J we li nd tMt
But from Eq. (12.94). th IS I\.'(] uce" to
(12.91,
j lL) = Ir(LV)(LV )'
and the bi a~ is
= tr LRL' . (]~. 96)
&U _ F' -_[(A TA) - ' ,\ f V "here we take the cOI'1l riaoct' for the noise to be
= (A1 A,-' A' [ V
l V' " = R
= O.
We now hal'e the: e ntirely dete rministic problem of fi nd ing that L subject 10
Actuall y. ""'e ",'ou ld really likc to ha\'e 6(N) be "dose" t o ti~ fo r ti nite \a hu.'~ Eq. (12.94) w hich makes Eq. (r 2.96) as small :.ls possi ble. We soh'e tlK: proble m
of N and would. as a third propeny.like to treat the mea n~uare parame ter erwr in an indirect \\'~y: We fi rst lind L "hen D" is a !;Calar and tlK:re is no trace
for fi nite numbers of samp le~. Unfonunatcly. it is dillicul t to o btain an es timate ope ration ( t i ~ a ~illg l e row). From this .'>CaraT SOlution we CQlljfClrirt' what
thot ha ~ a min imum for the square of 0 - aO wilhout in\'olvi ng the val ue of 8 the multipa ra me ter SOlution might be a nd de rr.onst mt e thm it is in fac t corrtt!.
directly. which we do not kllow. else there i\ no point in (")tim a ti ng it. We can. Fi rst. we co ~ s idcr the case whe n L is a row. We mu st int roduce the co nstra int
however. find an ejtimate that is the best (in the sense of nlCansquare parnmCt~r
error) e~timalc which is also lin ea r in Y and unbiused. TM result is call ed a BC't
rt TI1~ "\)Ir;" L "...,~ ~"((If, """".. J'1'<'fI<lrnN: 1Ia" "" <OOO",hOll '" ,lie " in m.,ri, u'~ in Ill<
Linear Unbiasell Estimate. o r BLUE. =UIl;", ... i",... "1""';"" f t:. 7",.
516 Chlplcr 11 S}'Slcm Identification
11.5 Stochastic L('aSl Squa ~s 5 17

Eq. C12.(4). and we do Ihis by a Lagr,mge mult iplier a~ in calculus and an: led 10 ..... here i. isgi"cn by Eq. (12. 1001. Becau.se O iSl"l'"quired lobe unbial<Cd. Eq. ( 1 :!.9~1
lind L .\uch Ihat rcqu in:s th:1t
..J( L) = LRL' + i..(A ' L' - I) (]2.97) L,\ = I. (L + LJA = I. U + LA := I .
l + LA = I. [:\ =0. ( 12. 102)
is a minimum. "The ;. an: the Lagronge muh iplien.. The neceSo"llry cond itions on
Ihe elemen ts of L are thaI as faL' "'" zero. (We use L ' ......hich is a column. No..... the mcan~u3~ eITOr using 0 IS
10 retai n notation Ihat i:. con~iSlelll ..... ith our earlie r d i~s.~ion of \'cctor-malrh
tleri,":lI i~es. ) We have ..1{O) ::: Ir f CO - 8")(9 _ 01 '.
IO,lIieh can be ..... ritten as
':I I =2LR +.l.A' := 0.
aL' ""i. ..1(01 '" trt:(O- 0+ Ii - lt HO- Ii + Ii - 9")1
Thus the best I"lllue for L is gil'en by = trll"(O - 0)(0 _ Ii)' + :![{ij - IiH9- OU)T + (Ii - 0")(0 _ OV!.
l LR = -). A'. (11.)03)
We note Ihat thc Imce of a sum i~ the sum or Ihe traces of Ihe ro mpon~nts . and
L =-~AA ' R (12.98)
2 Ihe trace: ofthc last lerm is. hy definition . ..1rL). Let us cons ider the: Sttond lerm
of Eq. II ~.I03I. namely
Because Ihe con~:rainl Eq. (12.94) mUSI be .\ati~ lied. i. In ust be sut'h lhal
teTm 2 "" Ir [<6 - 8110 - 0/1 ) r == tf [( LV _ L V)( L \' _ 6"1'
LA '" I . := tr [(LY + LV - LV )( L\' _ 0")
:: IrG /LV ld. Y - 0")
n
=: If [I L CA9 + V))ci'< AO" + V) _ &~) '.

~O\Io' we use E.q. ( 12.102110 eliminale one lerm and Eq. (1 2 .9~) 10 elimimllc
From this ....e con:lude tha! another to Ihe effcci Ihal

(12.99) tem 2 = Ir [ ,LVl(L\i )'

= trLRl.' .
and substi luling Eq. {12.99J back aEain in Eq. ( 12.981. \Io e have.li nally. thaI
and using Eq. (12. IOOJ for i.. lO,e hne
02.1001
lemll = IrLRIR-IA(Ar R-'A )-'J
btil linuf u~std and the BLUE h ::: trLA (A' R- ' A)-' .
Klimltle (IL UE)
11 2. 10 11 but now from Eq. ( 12. 102) we see Illst lhe lenn i~ ze ro. Thus we redu!':e
Eq.(12. I 03) IO
lf we look .11 Eq. (12.6 1). we immedialely sec that th is is e)(.1c11), weighted leaq
squarc.~ with W = R- '. Wh:!t we ha\'c don e, in effect. i) give a reasonab le-~sl
linear unbiased--crilerion for selecTion of the weights. If. a~ we: ass umed ear her.
B ecau~e the ti rst temt on the rihl is lhe sum of clI:pt:cted va lues of >q unre~, il
R ::: (J !I. the n the ordinary least-squares estimate is also the BLUE.
is 7.ero or posilive. Thus :lro) ~ :1(8 ). lInd we h~\'e proved thar Eq. (I 2. 10 1) is
!:lUI we ha\'ejJ mped ahead of oUT5Clvcs: we hal'e yet to ~how that Eq. (12.100) re~JJ y and tro ly BLCE.
or Eq. (12.lO l) is true for a mmri)[ L Suppose we have afIQ lhcr li near unb ia,cd
To conclude Ihi ~ section on stochasti c l ~ aSI square~ . \I'e summarize our
estimale. 0. We can wri t!", without lo,s of ~encrality
findings a~ foIIow~. If Ihe dala arc described by
Y == Ae" + v.
5 18 Chapt~r 12 SySte m Idemifu:auon
11,) 5Iodu slld.~~ Squ:UtS 519

Suppo:loC .... e con ~ider a rin.t-order modd \\ith no (omrol. The equation~ arc taken
\' = O. <0"
I'C k , = a Q.\ a -1 )+ rCk)':' n :(k - It .
lhe-n !he leastsqu.lTeS estimate of ff is gi\-e n by
v(k, = 0.
0u = (A' '\)- 'A' Y.
Gt'lk ) t'(j) = 0: k = ~ 112. 108)
I.: =I J.
which is unbiased. If R = q: l . then the \'ari:lnce of 0u' . . hich IS defined a~
Io
f( 6.u - (lI' )(8 L1 - 9") '. is In, 8cnc~1. we would IIO! know either r ~ CUnSta nt c or the noise inTensity q '. We
wl!1 eSllma:e I""m late r. For the moment. .....e '..-ish to ron~ider The effects of Ihe
nOI se on rhe le:l~t square~ estimat ion of the con~t ant n8 . Thus we take

From thi s we sho..... ed that the leastsquares eSlimmion Qf a constant in noi~ is '1' '''' 1.1'111 .IIN )I'.
not only un biased bu t also consistem. cb = [y(lH .\" (N - I )] ' .
Furthermore. if we in~isl Ihat the estimate be bot h 1 linear function of tho.' ~ = (I .
data and unbiased. we showed that the BLUE is a wcighted \east squares g i, ell
by Then \\e hal'e the ,imple sums
, ,.
(I 2. lQCH
<b ' l "" L .1' (1.: - 1;,l'fk - I). 4 ' '1' = L .1(1.: - 11,ICkl.
,., ,.,
The ,'an ance of 0, is
and the normal cquat io n~ tell u~ that 0 must satisfy
\"ar(O,,) = [(OM- BI(O" - w')1
= l A r K - I A t-I. (I~ . \071 t Y!(k - iJ = t ,I'(k - i) .'"(ki.
[
II] ( 12, 109)
1 .. 1 lal
Thu >. ir R = (J! 1. then the least-squares estimate is aIM) th~ BLUE.
As another comment on the BLUE. we nO{e that in a recursh"e fo nnula tion Ko\\' we mllSt qUOl e jI rt' sull from SIllli~tic~ (see Append ix OJ. For sig nals such as
y(k I that art i!.e neratw by ..... hile noi!'C of ~ero IT.Cllll having finite intensity p;lssed
we take. aerord ing to Eq. ( 11.63)
through a ~taUon3T) filter, .... e can defille the 3utocorrelation function
P = (A / R - IA )- I.
R, (j)"" t:\(kl.'"( k + j l (12.[ 10)
and $0 the matri,; P is the ,"<lriance of the estimate &. In the recursivc cquat lon~ and t in a ~u itable se nse of con\'cr1!encel
gin-n for vectOr measurementS in Eq. ( 12.751. the weig ht mat rilt O beco~s I{ - .
the inverse of theco,'ariance of me single time measure ment noise ,'ecto r a nd. nt . I .!..
hm - L \'!I.: I\"lk + jl = R (jl ( 12. 111J
course. y = I. T hus the BL UE "~~ion of Eq. ( 12.751 is ' -"'< N t~I" .' .

LIN + I) = P<b(R, + ctJ' I''' )- ' . Th us. \\ hile the propenies of ~ for ti llite N are diffi cul t. .....e can sa, Ihat the
asymptOl tC lea5Hquare ~ estim:lIe i ~ gh'tn by the sol ut ion to .
Thus far we have considered unly the leaMsquares ~sti mati on wh..--re A.
the coefficie nt of Ihe unkmwm parameter. is I;:oo....:n. 1I00000e'er. as \\ c haH '\Cen I .' ) I '
ea rli er. in the lrut ident irication problem, the coefficie nt of I) h cb, lhe state Of lb ~ lim - L .I~ (k - II fJ = lim - " I' fk - 1)\'I .4: J.
'-"'< ( N ' _I ' - '< N ft .
plant model: and if random noise i ~ present. the elements of <II ..... ill be ranuum
varia bles al~o. Analysis in th is cas.e is comple:>.. and the beS t we will be ahl e whi ch is
to do is to quote results on COIlSl, tency and bias before tu min!! to lh ~ mc thoJ
of T11a~irnum likelihood. We can. ho ..... ever. illi.lstrale th e major feature s :lnu I h~ R ,(() & = R! Il ).
major difficu lt y of leastsquares identificatiun by analy sis of a \\!I'}' si mple ca,,:, i'I = R ,(l) / RfO ). (l2 . 1 1~)
520 ( hap:,-r 12 ~y;le m Idmll [k~lh'n
IV, ~la.l:im um Lih l:hLlod 521

If we ncm return tu the model from whic h "'t' as;ll me y (J.:1 to b~ ge nera ted . I'alll~' 12.6 Maximum Likel ihood
fm R lO) amI R : II can Lx: ubtained. Fur e.~alllp1c, if w? mllhiply Eq. 112.IOh )
by .rlt - I ) and 'take the expected value. Wit lind
The method of maximum li ke li hood reqllire~ thut we introduce a probabili tl
y(k - I ).I(k ) = E(lII.nk - 11.1'(.(: - II - Elfkl.'"l!.: - I )
dens ily fWiClion fur the random "ariables imulved. Here we consid~r on ly th~
rJ(lrrn:)1 or G~u % ian di .m ibuti on: the m,'lhod is nut reslricted 10 Ihe ronn of th e
+ ([t(J.: - IJY(J.: - I ). densi ly fUJclion in an)' way. h()\\e.er. ,\ ~a l ar rand om l"3riab le x is said to ha"e
R . fl ) = ,/'R, (O) ""!" ("E t,r J.: - I 1.'"lk - I). a nonnal distriblili on if il has a dcnsit), function gi\'en by

We .' et EI'(k)II/;. - 1) = 0 becau~e "(l - I) i~ generat(d by l'(j) occurri ng at fr ~ )= --

I exp [l
- - -r~ -J1j~
_,_ l . 1! 2:. 116}
or before tim~ /: - I and r is indepe~dcnl of Illncorrt'lmed with) the noi.'e I'I} I. , ./1.'!(T 2: n'
which is in the future . HowCI"H. we ~l i lI ne~d III co mpJte Ev(1.: - 1)..-(1.: - II.
It c an be readily ' eri tied. perhap, by u, e o r a table o f d~finitc illtegral s. that
Fo r th is. we write Eq. 112. [081 fur J.. - 1 as

yfl.: - I ) = (1".111,: - 2) + p(t - 1) + C1o( J.: - :!I !:.r, (~)J~ == I.

and multiply by 1'(1.: - J) and take expected '~ I ue). [x == 1: ~f,(~)d~ = /1.

y(1.: - l)d/.: - 1) = En''yr k - 2)t"(k - I ) + [\":(k - I) + dt"lk - ::!It"(k - I I

(.r-~d= l: (S- ;d f,(~ )d~ = I7~ ( 12 . 11 7)
= n'

We have. then, The number rr ' is ca ll ed the varianc e of x, writte n \"~r(.d, and 0 is the ~ tundurd
deviali on. For the c a,c of a I"eclof" 'alued .~t:t of n random \'ariab les with u joint
R , (1) = (t R. (01 + ("n ~ . (1::!. 114 ' distribut ion that is nonnal. we tind Ihut if we define the mean ~eCtor ]J. and the
(non,ingular) covariance matri:o;; R a,
Now we loan .<ub)titu te th ese "alues imo Eq. \ 11. [ 12 ) In ohmin
Ex = ]J..
[( x - ]J.)(x - ]J. )' R.

112.11 ;) 02.118)

If (" = O. then !kx: ) = {j Q . and we can S~ \' that the lC""<I)t'squares estimate b
a)j'mptOli caHy unb iased. Huwever. if (. =;i O."Eq. (11.1 15 ) ~hows that eve n in thi ,
~imp l e c l.',~ the k~'I ~quare, estimme is ;\symptoticall y biased and cannot he
consistent. l : Primarih' becau"e o f th e bi~s intnxlun:d I,hen the ARMA mood
has nuise lerms corr~lal ed from one equmion to Ihe next as in Eq. 112.108,
when (" =I- O. lca~t '<luarc~ is oot a good ~hem~ for .;onstructing parame ler
e.~tim:lte~ uf d l' n ~ mic rnO(kb th"t include noise. Many alternathe s have be,'n
~t l.ldied. ~rnong the most succc,~ful b<>illg those ba~eJ on maximum like li
hood.
I~ Ctcarl). If lbe ,,,.,,tun ,. i, .,,",, ~ ~ . ,.,,", ,.bI,"*" ~ ., Ihe to., ITTI. bt, ","1'1 ,,, ....,..:,,..,.,, or. "'. ' <"f'
pk."n~ ""' .... '" 110> .""".li,l,IJIU" of n< "", ;,,1- un, ,,,,,," ,kp.-nLk1<"i, ... In ,.."". in"""'... ' il "
1",,";;'1< '" co""nxt' lenn 111':11 .,nll'",.i<.ul, ,'"",d, ,I>< bi", nn .. oJi" u,,,,,J in .I[<n(lo:! , 1~7."
Iflhe elemems ()fthe ,t'ctor x are muma ll y uncorrelated and have identical mcan.~
J.I and varia nces n~, then It = (j"~ 1. der R = (0 ;1". and Eq. (1 :!. I J 8) l'an be wri tt en
"
<1 2.1 19)
Because the nonnal d istributio n is co mple te ly d~ lerm ined by the vectur of Il~<lm
]J.and the (ovurian_.: malri.\ R. Wit often us~ th e notation, \'( ]J. . It) 10 desi.gnate
the dcmit~: Eq. (1 2. 118 ).
The malimumlit;t' li hood est imale is calculuted o n the basis of un assumed
Structure 1'1.11 thL' prub~bili l y density func li on of the a"ailable ob~nation.\. Sup-
~~. for e.\amplc. that the data consisl of a SC I of () bserl"ation:i ha\'ing a densit\"
g in'!n by Eq. (12.119). but having an IW~/1(J1,",l mean value. The p~ramell:"r (s
therefore On = J1
522 Chapter 12 Sr51~ m ldenllficm i.:m 12.6 ~h'(im u m l lkehhood 523

The functio~ lJ

(~ - 6 )~ 1 at I'
f,(~ 9, = : 2:ro'~ ,- ~e,\p - :2I L ~ ( 12. 120f - = - - " ' 2 ( .1 -0)
[ ,., ao 2(7 1 l..J i
,.,
c an be presented (j)' {//lmc/jUlI of ff. as giving th e densit y of it set of x , for {my
value of the population mean () , Becau$C the probability that a panicular Xi b in (12.124)
= - ;, If>.
,., -"I
the range (l ::: T, ::: b is given bl'
Ifwe now se t at/ao = O. we have
Pr[(l .s: X j ::: bl = 1~ t,.1~, IB)d~;. ,
L x, -1I9.\ll =0
,.,
the densitv function is seen 10 be:l mC:lsure o f thc "likel ihood"' for a panicular
\':llue: wh~n t is large in a neighborhood -,;!' we woul d expert to find man~
sa mp les from the populatio n wit h values near A~ a fu nction of the paramete r-.,
"u.
O. the dens ity fu~ction f. (~ I 6) is called the likelilwodjl"l crion. If the actual dat~ ( 12.125)
come from a population with the density f , ( ~ I 0"). then one mighl expeci th"
samples 10 reflec t th i., fact arod that a good estimate for engiven the observation < We Ihu, find that for an unknown mean of:l nomlal distribution. the maxi -
e
x = Ix l . .. ...f. l f would be = 9, wh ere 9 is ~uch thai the like li hood fu nltien mum likeli h.ood c.<;timate is the sam ple mean. which is also least squ ares. un .
I. ( X 16) is as large as poss ible, Such an es tima te is called Ihe maxlmum!lkehhood biased, com.isten!. and BLUE. We have ~ tud ied this estimate before. Howevcr.
es timat e. ii\II ' F()fll"lall y. a'l L is such that we ca n go on to apply the principle of maximum likclihood to the problem of
dynamic sY!.I.cm identification,
([2. 12 1) Consider next the ARMA model with s imple white noi se disturbances for
which we write
From Eq. (12.120 ) we can immediately compute JML for the ml'an II. b~
se tting the derivative of f, (x 10) with respec t to 0 equd te zero. First, we nQ !~ .I'(k ) = - a, y( k - I) - ... - a. yfk - II)
+ b ,ll(k - I) + ... + b, J.(k - ,Il + vt k). (12.116)
"'" d
10gJ
. I ilf
02. 1221
d9 = d(j ' 7 and we assume that the d istribution of V = IV(III ... u(NI)' is N(Q. (/ ' 1). Thus
we are assuming that th e ~'(k, arc cach normally di stributed with lero mean and
s.o that the deri n til'e o f the log of f is zero when dfl riO is zero." Becaur.e the variance (1~ and furthermore that the covarianc e between ~'(k) and l'!) is lero for
( natural) log of the normal den sity is a simpler fun l;tio n th an the densit)" itsel f. k :I j, Suppose, now, that a sequence of the 1'(/0: ) are obsel"\'ed and that we wi~h to
we will often deal with the log of f.ln f~ ct. the negatl\';! of the log of f i, u,c ll estimate from them the n,. bi aoo (1' by the' method ofrna"imuTn lik elihood , We
so much. we will call it the loglik elihood fu nction ~r.d give it th e f unct ional require the probabilitydensity funnion of the obsnved y(k) for known \'alues
designation of the parameters. From a look: at Eq. (12,126 ). it is apparent that if we assume
that .1. u. a, . and b, art: al l known. then we can computc v( k) from tllese obscl"\ed
-log f ,(x 16) = tl" 16 ). y and 1/ and ass umed (trot) ai and b,. and the distribut ion o f y is immediarely
Thus. fmm Eq. 11 2.120). for the Sl;alar parametn >-, . we hal'c delcnni ned by the distribution of~ . U~ing th e earlier nom tio u. we define

1/ , I (.t - B)~ VUII) = [11(11) ... 1'(N)J r .

(( Jl IO) = + - Iog 12:10' ") + - (12,12::1 1
2 2 ,. .
L -'(7-,-- Y(N) = l y(n) ... y eN))'.
q,(k) =[- r(k- I ) ... -y(k - IJ)Jllk - l) . lI (k - IIIl'.
I ~ w< ,~ a d I , ,( I ~ ! .,. ,h , prob;otNlity d<n, ~ ) or ~ ! i,...., ~.~ $ (N ) = llb(n) ... q:.(N)j'
I~ I: ;' '""I""" bl<- for f to !>r ,..0 in 'ho n. ir hb<lm(o<l<.! of ,I> ""","Hlrr" oQ= lal ... a. b, ... h.r, (12.127)
~ 24 Chaplet 12 Sys<cm Identifiution
12 6 ~1axlmum Likelihood 525

111cn Eq. tI1.1261 implies. again for the true parametcl1i. 1118t
We ...ee imrnedime ly that Etj. I 12.132J i ~ the Identical " normal"" equat ion of the
Y(NI = <1'96 + \ IN). lellSl-squares method so Iha t O~IL = 0b in this case. We thus knO'." that 0'11_
is asympl.OIica ll y unbiased and COn ~iSh:m . Tb! equmions for O" ~L decouple from
Eq uation ( 12. 128 1 is all e.l pn:ssion of the ~~PUI-oo tf'Ut relat~on o f ~r rlan t
those for O"t . and Soh'ing Eq. ( 12. 132(b l). WC:Oblll ill (again using earl iernolat lon l
equatIons o f motion. To obtam the probabll uy..dcnsuy functloo 10 1ft ) a~
Il'q uired for the Plelhod of ma~i mum likel ihood. we: need on l)' be able tucom~ l e , Q 1
the l'(kJ or in ba:ch form. the Y eN). from the .\'t.k) or Y eN) because we are swen
n"l = - = -(Y - <p41l1(Y - <Plh
. /II '"
the prob;lbi lit\ densit)" of V. To compu te V from Y re~uires Ihe imtrst modd
afour pl ant. ';'h.ch ill this case is so trivial ll) to be a lm::JSt missed: l) namel~. wc m.D3)
o;oll'e Eq. (12.128) for V to obtain

YeN) = YI ...... ) _ <lJ(NJ en. ( 12.129) Th us far we hal'!,"" no new wl ul ions eX(fpt the est imatf for ..,: gh'en in
Eq . (12. 133). but"c ~a\"c sholln Ihatthe method of ma:<im um likeli hood gh'es
Because we haw a,sumed that the density functi on of \' i ~.V(Q ,"' : I ). we can the sa rno;! ~ohllion for 0 as the least-~quares method for the model of Eq. I 12. 126\.
write instantly .\lOll" let us cO'L~ ider the general mOllel givcn by
n
, , , [ I (Y _ <J)&n)'{ V _ 1t>e , ]
! {Y I O'I= I2J7o) .. el>p -2" ..,' . (]2.131l 1 y(k) "" - t 'V.k - I) + tb,llik - il +t c1dk - il + t'(k): ( 12. 134)
i. 1 ,_ , ,.1
where m = N - n + I. the number ohamples in Y. th e distrib~!ion of V (N) ""Iu/II) . . ,,( N) ]' is ~g ain taken 10 be IlOnlla1. and
The li ke lihood fu nction is by defini tion I( \' I 0). which is to say, Eq. ( 12.1.101
V is d istribu ted 1ICcording to the N(O.(J' I I densiey. The difference betwee n
wi lh the If dropped and replaced by a gene ra l 8. As in the e lemental)' examp le
Eq. (12.13-' ) a nd Eq. (I :!. 12o). of course. is :hat in Eq. 02.1341 we li nd pa~t
d iscussed aOOIe. we will oon~ider the negati l"e o f the Jog of f a~ follow~
\'aJues o f t~ no be l'(k) weighted by the (", and. as we saw in Eq. ( 12. 115). the
I O, _ ct>(h T( V _ <l)O)] 1 lea~t-squares "'~I i matc is biased if the c, are none ro.
(\ Y I O)= - log(2.,.u:, " '-log exp o~ COMsi<kr tirst the spc.:ial case where o flhc ("s only c', is nonzero. and wri fe
111 m.
I [- 2
I (Y - <I~ ) ' lY - It>ft )
the Icrms in Eq. ( 11. 13-') th aI depend on no ise 1:(1:) on onr: si de and define :(k )
a~ rouows
=+- log2:r+ - lo~o + - (12.13 11
2 2 2 ,, - . .
Our estimates. 6 and i1! . are those \';l lu~ of 0 nnll Q! II.hich ma ke t (\' I 0 1a~ tr CkJ + (' , 1'(1:- 1)= .\'(k) +"
L a,l'(k "
-i) - L bUlk-i)
ML " I . I' . . ie ' .., ,
sma ll as possible. We find th~e estimates b~' sc: ning 10 l!ro the paroa uenl"aU\'e~
= .:(1:). 11 2. 135,
of l with respect lO & ando:. Tllese deri \'ati,'es are (following our carliertreauTlo:nt
of laking pan ial deri vath'Cs) Now leI the red uced pararncler \ttlor be jj = lu, .. . u. b, ... b. I'. compo~d
of lhe a and b parameters bul nOI illcl uding the ci In a nafUrnl way. we can wrifC
~ = ..!...[<J)l lItD - <I"V ) = 0. (a )
08 0: ML
Z ( N ) "" Y ( N) - 1Pi'. !12. 136)
at. III Q - HO.....clcr. ber;au.'iC :(k ) is a surnof lwofalldorn \"ariabJes '-'Ik) and v(k _ I). eal' h
-. = .,..-:-;--~- O, (J2.13.~ )
a.., -O";IL O"ML
'h' of wh ich ha~ a Donnal d b lribution. we know Ihat Z i, also nonnall} distributed.
FunhennOl"C. lI'e can easily cOm pille the mean and cOl"ari al"Ol;c of:
where (he quadrntic te rnl Q is defined as
: (1.:) "" [1l'(k)+c,r(I:- 11.1 =0 forallk.
Q = (Y - o:Il0ML )' (Y - <t.O 'lt ). (e)
[~(k):(j) ;:: t"(I!(k)+c,t,(k - J)JII"V)+ C,t'lj -III
::: (1:( I +e;1 y.:=j)
15 W. drlibr ....... I) fn<mul .. <tJ I>W prubkm _'" I~ " , ~ ;, in'","," " 'ould lC ,,.;,,.1. tf "' ~:>Jd plan,:wI = (1 .,' , 11:=/ - I)
ic><lt""n<km ', ">Of"';,.. "'. ".,,.lI<iobl.ok",";plioo .. lite- in' one "'1ui.... ,. K .lm~n ~~ ... " ..... u.,'
=O":c, (l:=j+ I,
v,";< ,_",,!IO ml of.1I P"-" u..,d "'. for :tny 9. r'~)" 'M PffiI..'"" tm)(
"" 0 d.'iCwhere.
 I!, ., l\um e: i<.;a l Search fo.lf \h<" ~Ia"lt:n: m-Llkchh m E stim~le ';27
';26 Chapler 12 S)'!ilem Identification

Thus the structu re of the covariance of Z( N ) is This lIlulti\'ari ablc random >'eclor also ha, a nonna l di stributi on ".-jlh zero mean
and cOl'ari::mce
R == [ ZU'.') Zr (11' ) R = R, I
0 a a = [ VV r .
. (]:! _143)
"
[J +"" l+d <, 0 a
(I ::! .1 37) where I .. is the III x III identity matrix. and II! = N - I' + I is the number of
~ a <, 1 + c~ 0
elements in \' Thu , we can immed iately wrile the den~ity func tion as a fun ction
<, ' of the lrue parameters e" = la, <1:. II" v, ... h. (', c.l' as
a 0 1
]) 0 ,., I + c;
and. wi th the mean U:ld covariance in hand. we can wrile ttlt probab il ity densi ty /(VIO) = /(2;r )" R: )-' - ~ e.fp [-~ t t'~~)] n2.144)
of Z (N):ls
The (log) likelihood func tion is fou nd by subMitul in g arb itrary parameteT':i. 9 .
(12.138)
in Eq. (I :!.144 1 and using e(k) a~ the output of Eq. (1.:?.1 41 ) when 0 =I- 0". then
where m = N - /1 + 1. BUI from 112. 136} this is the likelihood function if \1 e tak ing. the log whic h gives the re,ult
substitute for Z and as fo ll ows:
e
, I - T ' -
(l2.145)
/I V I 0 ) = [ (2:'I) ~ del R r " -ex p[ - 2'( V - ~D) R - ( Y - <!JOll (!2.LN l

The negative of the bg of / is again similar in fonn to pre~ i()us resul t- As with Eq. (12.134) WI!" can compu ie Ihe .:stimate of ii, by calculation of
III 1 1 - . -
i( V 16) = '2 I()g 2:r + 2: I()g(del R ) + 21 V - <!JO )T (r'I'r' - <1>0 ) , ( 12. 1..w) fit / oR,. = O.

The major poin: t() be made abou t Eq, (12. 14( ) is that the log likelihood which gil-es
function depend s ur, the a's and b's through 6 and i~ thus qlladf<uic in theSt' ii, (12. 146)
parameters. bUl it dc?Cnds on the c's", only in th i ~ spec ial case) thro ugh both R
and det R . a dependence that i~ definite ly nO! quadr.ltic. An e.\p lieit fonnula (or
To compu te the va lue, for the a . b . and c . we need to COnSt ruCt a numeric al
the ma.\imum-li kelihood estimate is thus not possible. and we most retreat to a
algorithm that will be suitable for ~i~ i m iz i n g (t [ 16 ), The study of such algo-
nume ri ca l algorithm 10 comp ute a ,WL in thi s case. ri thms i ~ ede nsive: " we wi ll be con tent to prese nt a frequ.:nlly used one. based
on a method of New ton_ The es~emial concept is tha i gi"en the Klh estimate of O.
we wish tofinda ( K + l )sl estimate that wi ll make ( IEle (K + I)) sma ll er than
12 .7 Numerical Search for the Maximum-Likelihood (( Ele ( K ). The method is to e.\pand C about a (K) and c hoose 9(K + I) so that
Est imate the quadratic lenn ~th~ fi rst thre~ tenns in the e~pans ion of (--are minimized,
Fonnally. we procccd ao; fo lloll' ~: LeI 9(K + I) = Ot Kl + S(t Then
Bei ng unable to give a closed- ronn e.\pression for the mu ... imum-likeli hood ~s t i
mate. we tum 10 an llgorithm Ihal can be u~~tl for thl!" numerical search for 0 " ( ' f( E I (HK + I )) = ((E I O(K) + ~ e)
We fi r~t fonnulate the problem from the assumed ARMA rr.odel of Eq. ( 12. 134 ). , I, r '
=(' + gr8 0 + '2EO Q60 + (12.141)
once again fonning the in\'cl'<c sy,tcm a,
....here
v(k) = .1'(1.: ) + t a..I'(k - i ) - t b iU{1.: - il - t c,u{k - i). ( 12.141)
,B, ,., i_' g = - . (l2_148 )
By 3s, umpti on, I'V ) has a nonna l di~tri bution wi th zero mean and unknown , "I JO .
I~'- " .
(scalar) variance R,,. A, beforl'. we define the successive ou tputs of this im'et'1ic as
\' ("')=[1'111) I'(n + l) 1'( 11')(. (12. 14:! )
 We must re turn later to the ~omputalion of g T and Q . but let U~ rust c()n~truct We turn to the difi"ercnce cljllations for r iO E4. (12. LW). ,;u b,t itut~ elk ) fo r
the algorithm . We wou ld li1;e hJ se le ct W so that the quadrati c appro.\imation 10 t'(t ). and co mpute the ~nsitivitie s a~ follow,:
i i~ as small as p<l~~i ble. The analyti c condition for ( to be a minimum is th at
iJt j iJ8 9 = n, We thu.' differentiate Eq. (12. I~ 7) and set thcderi\'<Iti\"e 10 zero ..... ith (lefk] . ~ ae(l.: - jl
- - = ,(k- r l - L- l" la )
the result (ignoring the hi,gher-order lerIll~ in li6) (la; ' ,. 1 1 ,'a,
~ = 1 + ~ 9 rQ L:
1MO g -ae(k)
- = - u(k-/I
. - " c ~',~(~(~-~j"' (b )
ab iI/) .
=0. m.1 49J , 1-" '
Je(k) . ~ ilr' 41 - jl
Solving Eq . ll~.1"9) f()r ~ 9 we fin d - - - = - e(k - r) - L.. <"' . (c" ) (11 154)
ac ,. i. l
) ill",
88 = - Q" 'g. (12.150 )
tfwe consi':er Eq. /12.lj ~ ( a l) for the moment for ti~ ed i. w~ see Ih m [h i ~ is a
We now usc the lie founrJ in Eq. ([2. 1SO) to compute 9(K + 1) as mnstam-codficient difl"erence eq uation in the variable (je(k )/ 0", wit h .'"( 1.: - i) as
OIl( + 1) = e(K) - Q- 'g. a fOl1:ing fu nction. if we lake the :-transfonn of thi s system and ca ll Je/o(l ,;;, <'.
th en we find . ..
In terms or t ~ .18 i \en in Eq.112. 148), lht' algorithm can l:'<! wrilten a~ .,
. E~ (:) = : - . YI.: I - ~,. : -' t:J
8( K +
. ( a, )-' (at)'
i) = OIK)- aoao 86 ' (12.151 ) . L.. )
,., "

Our fina lla,k is to e.' press the partial derivatives in Eq. ( 12.1S!) in terms
of the oOst"rved ~ignal s Y a lld u. To do thi s. we relurn 10 Eq. (11 . 145) and --,
proceeil formally. 1S foll~ws. laking R.. 10 be a constant because R, is given by E-.. (:) = ....,.-;,;;--
'I~ " ." Y( ~.1
Eq. ( ll.146~ + L.,. ,C)~_-i
J f( EIOI a [II III, I ~ I Thus the deriva tive of e with reSpe<: t 10 1I. i~ simply .:- ' times the panial deri~ati\"e
----;)0 = all zlIJR lIT + "2108 R, + 2R, f:: e\k) of (" with re ~pec! to (/, . and so o n. In fact. ",'c ca n realize a ll of thes e pani al
dem'auves \H the struCTUre shown in Fig. 12.9.
1 ." ae< .\; ) In e~actly ana logous fashion. dynamic 'ys tems. wh ose' ., tates are th~ 'iensitiv.
= 7"" L e(k ,- . (1 2. 1511 ities of f' wil h re sp ect to b. and c,' can be constructed. With the se then. we ha\"e all
R, ao the elemen1.~ of an explicit algori thm (hat can be used to compute imprO\'~ m e nt s
in O. The "'cps can be s ummarized as fullows:

- I ~
a~t- = -a ( 7"" e(
aefk'
.f-. ,. 1- -
)
(10 MO <Ie R, ao ]. Sclcc: an ini tial par:rmeter estimate. 0 10). based on anal~si, o f the physil;ol
"Iuallon. the system ~tep and frequency re~pon :.es. cros~-<'orrela t;on of input
_ ~ f. (<le(k )' i:ldk) ~~ a:e(k ) arld ou tput. and/or le~,t sqllares.
(12.15 31
- ~
- R. , _"
ao - ~
ao + R, ,_
e(k)ae i:lo '
2. Construct (compute) tlk) from Eq. ( 12.139 t wit h <' s ub.~li lllte,j for t': com-
We note that Eq. (12.151) and the first term in Eq. (11. 153) depend only on the pute th e sens iti\"itic.<; from Eq. (12.154 ) u ~ing three st ru ct ure s as shown in
deriva til'c of e with respec t TO 6. Because our algoriThm is npcCled to produce an Fig. 11.9: and simultaneously compute R ilt/ aO from Eq. 111. 152, ~nd the
impro\'ement onl~ in O . ond because. near the minim um. w~ wou ld expecl The tiP'\ fir.; t tenn of R,a:l / iJ Oao from Eq. (11.15,1 1.
derivativc term; in Eq. ( 11. 153) to dominate. we will ~ impl if}" the algorithm to
3. CompUTe R, from Eq. ( 12.1 461 amI so l n~ forg and Q.
include on ly the ti r;t term in Eq. ( 12 . 153). Thus we need on ly compute ile(k) / il O.
It is s!(lIIdard te rm:nologr to refer [0 these par1ial deri,'atives as the ~el!J'it;\'ifieI 4. Compute OCK + II = 9( K ) - Q 'g.
o f e wilh respectto 8 . 5. If IR J k - I I - R,(K)\ / R,(K I < 10- '. Mop. Els~ go bac k to STep:!.
530 Charm 12 Srs:em I d~mifiot\on 12.7 KUnleric ") S~Jr~ h for the Maximum U kelihood ESlimJ le 53 .

Fig ure 12.9 Fi; ure 12.10

BIoc~ diagra m 01 rtynamic S)'5lem whose sta tes ar!' Ihe sem'!"'l t'!'s 01 e w !h lesp!:'( t 10 a. A four disk system. Irom
Sidman (1 986)

- y(k)-4- X '"
OIin""W
:1IO "'"nt ofi"" '1iiI

C:>1ox.,\ ''' IUta>

pcsi''''' ..".."
lnd lorqu. "..., [01

r-Io.....,.,loJa le4
' l uln""",[ ior>
...,or
~.... ..,.. _ I ; ' " , , _ n.. "" ... " ,,"' .... ",.' .;.)00
0",... _ cb n !O "".,,,!\011 '' ',""
In Step 5 of thi! algorithm it is sugge sted lhat when t ~.e sum of squares of
the prediction erroTS. as gh'en by fail s to be reduced by rTKJre than a re lati\'c
R,.,
amoum of 10- '. we .hould stop. Thi s number. 10-'. is sugg ested by a stat istical Figure 12.11
Irst of the Significance of th e redoction. A discus ~ion of suc h le,IS is beyond freque ncy I~r"lse fO f

our scope here bill can be found in Astrom and Eykhoff(1971). and Kendal and lile fOUl d fsi: ~)'5tem

Stuan {19(7). If the order of the system. 11. is not known. this entire process c an measull;'O I'I'th no nOise
be do ne for II = 1. 2. 3 . .... an d a test similar to that of Slep 5 can be used 10 and J"lOIH oI'()(aleri
sign~ls. Irom S,dman
decide when furtherinl:reases in /I are not significant. (1986)
---

E x~mp l e 12.5 IJt"!iflwru." t~' I~ t' foar D1;~ S.lstrm

To i\lusua\e ranm~l~r i(i,:n\i hc~\io" with a oon-lri.ia l ~xamp\c. we cOIl,jrn,r tho fOUl di,t
m:hallical sel.Up , k" lrn.d in Fig 1~. lO., , Iudied by M. 0 Sidman ~ 19t!6 ). Thi, is a repro .
>entation of a ph)"sical ' ysle m ronmuCled;n the Aeronau lic Robotic! uOOra\OI")' O( SlanfOlJ
t.:ni\en;; (y &5 par1 (If a 00I11inu ing >Iud)" o r lhe COIIlrol (If tk~ ihlo m :choni~m'_ In thi s c~<,(".
tho: 3's~mbl}" h,,-' a lon.ue mo l"," co upled 10 ,ji lk ~ aM .ngk w nsml al di,k ~ and al di, ~
I The sen sor at d i~k 3 i< therefore collocated wi th Ihe we-que wur<:: 3M (he Sl: nWl" al dill
I i , nM-(;011OC.1C d ".-ilh th e torque . All d isks have the .... me incrtia Ioul. In perm it p~ramct"'
,hange,. pnl,-;sioo ;1 =.!e to re,juce th< ir.cni a of di,l " by.l faclor of 0.5 01 O. 2~. Cart'ful
""'''-'\lre"",''1 of the [r,,-",fe, fun;:liOfl by " ~M" frt'iju~ncy a\ a lin1(: le,hniqllC for nch of lhe lAt~~~:'
inertias of the di sk " ,); done and lhe magniludc' are plo!led in Fill. 12.11 . The proIl lr m I, 10 " "
_
" . :.>
r,. ...."."....... ,
=; mate lhe Ira",fcr fu ~cl ; <)(! by ,1och. ,lic kJ \l squ Jre~.
532 Chapter 12 Syste m IdmuilcJ tlon 12 7 (o.J umeriCl! Searc h fo r Ihe ~!axlmum - l i h! l hood ESlir:Jale 533

Fig ure 12,12

frequency re\pome of lhi, , im.1tiorl j, cau,ed by In. bet that the """alion clTtr is not wh ite, It i, oolorcd b~ the
the four disk system characleri,li,' pOi}'nomial Mille pla~L al ~ ' _ Suppose v.c IHit. lhe tr>n,fc r futlClion
found by leal t \Quare>,
}'(: ) '" hl: ~ U (: I + II" ( 12.155)
hom Sidman(1986) " I: ,
Tho:n the equ:l1iOll ~rror b
""",-------'-----
-, ;';:')
!~;.~ ,,1:11"1 : 1 ~ bt~)U I:' '" il(: I \\' . t I 2, I X>~
B~cau,, ~ "I~~ is typi(al l)' lar,!!, 3\ hi~ h frequencies . and .mptific~ the ooisc. th~ par~mmr
c,li rnaT~, will be ~ ... atly dislol1i by tlle I.a" 'quares i<!enlifi~alion, Thi! ha~ the effect of
~orrup(i rlg the fl"lu~n", re~ponse e'ti l11at~s a; ,n.:.-.. n in Fi~_ 12.12, In the pre,;..,nt Ca>(. a
plot of the true n l:) is sllown in Fig _ 12, 13. If ",C filter lhe data" itll ,,1:1 a, >uHcS!~d b}'
Eq. ( 12. 156). We <K>ta in til( c,~uH.m re,ult, soo-.'n in fig, 12,14, Ho""~,'~,, this pOl)oomial is
no l known an d ,'.nnmllC u~ ed to rcdUl'~ the hig h fleqllCne~ di,IOfIion.
To w illcc Ihis elfe"t. Sidman 119H(.1 modified Clar,,", met hod and in!loouced II>< kIlo""
par!, and fi ltered the da(~ wi lh Ihe ,tructure . hown in Fiil. 12. 15, The plant i, d i\'~ imo
k""",n and unkTl<l'o<"r. ;>arts, multiplied on bol h ~idc: , of Eq, ( ! 2. 156) by tile fi lt~r tran~f~f
fU","iion. F. ar><.l Ctc 11<''' , " ,i"ble, defined",

r/ t : ~ '" I'I~ ) F (: )_ 11 2, ISS)

Th on llo.: fi ltered tta<!'<quare, formulltiun

a, ~ : ) I ", I:)YI~) I - b. ,:)(h, I:WC"Il '" <1, 1:)<1.(:} II:

S<ll utlon. If we wr; I ~!he ~,I~ ~I U(~ I tra ~ , fc r fun<'lion .~ a ralio oflwo eighl - d.gre~ pOl,- redl.l(c" to the moJified formulation
llC>IT1ials. excit~ th~ 'y~lem "ith l u ndom signal. compute the le"t >quares ~Slimate~ of the,...
paranlelel)._ and plot the fl: _<ulling cxpo:rimo:nta l r"q""ncr " Sp<)l1~ we oblain the ~un-n
( lc, lro)
s!>ow n mFiE _ 11.1 1 From the~ equ31 ><,",. n .... eStimate, I h~ I r~n ,fer function poIYOOII>i.l.. (1. and b. of Ihe un.
The poor fa obmin<d by u~ ing Ica~l 'qua .. ~ in the pre.er)<:e of ,~~. small dal a conl ~r!~r known plant. HowelcT. , Ca n Ix- ,un hI' comparing the right. han d lides of Eq . (12.159) and
quami,ation noise. II ' . al 'he plan' ootpu1 ii ob,ioul in Fig. 12.1 1. Be<.'au.e the fie~ i hk Eq, (I ~ . I(0 ). Ihi, elimin ates the coloration of the ~quation error d"" to tile ~ nvwn oz, and
m<.>d~,...-.: not 'l.I(c'I"!,fuli v idemificd. Ille e. tinlute, are won!>le" for Ik purpose of designin~ immdl.l(e. a filtering of the noi..: th..t Can he used 10 rcdllCe Ihe w'eig-hling dL>e lQ " . in Ihe
a cunuoJ1er tha1 a"ti,'oly ' d,mp<'n; Ihese mod.s, The poor ~rfo-rma xc of IcaSI squ3f~' m e'>lim.:ne l . In liIi , uampJ.. a, i, a '-el)' ~ignific'nI ca,,>( of (olOl":lt ion at high frequc:nci<:s . ince
i( include<; tlle ac!i<ln of tWO 10011 at: .. 1 ,orre,pondi,,~ 10 tlle pla nt' , riSid bod)' po le, .
The ooru.Jpa" filter 1"(:1 i, ,-.:1.,' (00 10 h",. a pal<baoc Ihat brac~el i lhe "'8ioo wht ~ lhc
l(;()f1ance' are "non n 10 ~.,;' t. Thi. f requency con'lrai n! p'ehlter (ur! he, re<luc~s the eff. c! of
f igure 12.13 high and low frcqu~nc." noi'll:;w,d di , tuItoance< including bro.>dl>a nd quan lizalion nois.:. OC
Frequency weog hhog bi;tS in the .en'>Of and octuatM. (o,,' fr.quenc ) IOJquedi<lurb~nee<. a. well a, excited unmodeled
causel1 by the syst~ m dyn~mi" abow lhe f .... "ueney 0000 of imcreq, The high ?'''' portion of lhe l>andra~s fil ler
denominator, alz), from may he c ho,;..,n to havc it, let""l ~ = I Th i_1 lead. 10 a Slab Ie . imp!. combi .... d p .... filterthat
98
Sloman (1,-~'~
) _ __ lao;h undo" irahlo low freq ''''ncy ~ha,;ur. In this e~3ll1p!e. h, com i<ll of recol ~oro, located 00
the nepl i"e ua l a,i, . The COlll ri OOlion to llle ,)'"o m re'p"'me dllC!(I llle zelU> of h, i. \"CI)'
insen,;ti,'. to chan ges in the in.nia or torsiooal slilT""" in tlle plant. Th~ . Ih e iM nti ~""Tioo
nl:i:d Qn ly e'tim.~tcone comp lc~ ,ero poi' ~nd t!>.--..: comple_, pole pa i" o( t ~e fou, di,k ,;Yi tem.
Wilh Iix- ,~~estcd preproc~"ing of llle inpll l and OlIIput dlla. Ihe ... mlts of Fig. 12.1 6
) arc olHail1<:d , Th i< model i, quite ~uilab]( for u_'" in COntrol ur in adapthe control ,d>l: mt"
-- ----

534 Chapter 12 SySt" m Identi fica tion 12 .8 Subspce Ide nu[ka(lOn :-'lelOOd~ 535

Figure 12,14 Figure 12.16

Frequ~ncy respon;e FfEoueocy re5000;e of
U'5Ing Iiltered least lour disk system using
squares. h)(n Sidrr,an leaSt squ ares w.:h
(1 986) lowp.3S\ lil lef'l and !~:~.
<r.own fil(1:ors. from
Sidma n (1986) o~ ."''''
~"""'od'~ " """"

!)~"."
1
0,:
'*'
000.

,.,"'"
~ , I I.' , ,j
'
J
s'"""''''''........... ,......)

!r ':~
r
o,L
".",
1 ...;
. -,
~, .
.1 s,.... ,,_ "' OJ ,
__ , (,,,,- , "

12.8 Subspace Idenlification Methods

Figure 12.15
Structure of modifie d
fi l\N OO ~ilS t squares
w'lhlreQUnq
conSlra,nt preh lteri'lg.
fro m Sidman ngS6)
-,---
DC , DC, ", The identification methods d..-scri bed thus far have been based on transfer function
PI~nl
model,. The nonpawmctr1c methods estimate the transfer fun ction directly as a
~ . bU .bJ
, function of frequency and the parametric method~ are based on rcpre.lenting
- (,l (.l the inpUI-output rela tion as a rational func tion with unknown coefiiciems for
---1 th e numerator 3nd denominator polynomials, An Jlternatil'e formulation of the
r - --
I I identification problem is 10 ex press the input-Slate-output relationships in state
, ~ I space fonn Wilh unknown de scription matrice~ $ . r. n. and 1. In addit ion to
I " I
I T
these matrices, the (unknown) Siale sequ~nce. x(k I, i~ introduced a ~ wel l. At lirst
I I blush. it would '>Cl.'"m that this structure greatly compli ~ ate s the problem as there
I I arc many more par:lmetcrs to be considered as compared to the transfer function
1T ___ _ __ .JT model. The approa~h is to express th e duta in an f.lpamled Space guaranteed
-/ ,/ 10 contai n the Slate description and 10 extractlhe JUbSpaCf consis tem wit h the
statr equat ions using reliable and robu st method.~ of nummca l linCltT algebra.
The methods have bee n to shown to hill'c vc ry de sirable statistical propenies
and. perhaps nms t impon:lfl\. to be dire ctl y applil.'"ablc to multh'ari able sy,tems
with "eclor inputs and outputs. The sub space-based methods hale thei r origins
in the early work toward finding a slate realization from a deterministic impul se
respe nse as desc ribed in Ho ( 1966 ). A unificat ion of the field has been give n
SJ6 Ch~JlIer 12 System Id rnuflClH(Ifl

in O\"crshee ( 191)5 ) ",-here the fI]C'thod dc_~cribcd here Ibase.:! on e ho ( 1993 " i)
The M )( 1/ nlat rix ", is the ~""" abil i ty m atri~ " 'ith II independen4 co lumns and
callw a predictio n method.
the M )( M matrix 'H i ~ an i mpuJ.~ respon'>C matri x. With the'>C construct io ns
T he mc thod bl-gins with a collection o f inpu t and OU tput dat a 11 ( 1.: ) anti y ll.: I
of the d ata and defin i t ion~ of ma tricc..~. the input-Slate-OOtpul relations can be
that we ass ume are scalars bu t cou ld ju~t as weJJ be ,ectors for thi ~ m... thod. To com pactl~ e.~pre~'>t'd as
moti,'ate the: (je" dopmelll of the algori thm. il is assumed thaI thi~ data cOll1('~
from a noise-free underlying state ~~'stf m gh'en by equ:u ion$ o f the form fl2. 167)
Xt l.: + I) = ~_tttt + r ll/t t and the un l: nown model j .. conta ined iuthe matrices" and 'H.
( 12.1 6 11 The ne;(! Step is to remo ,'e the tenn in 1{ by muli'ipl~' i ng 00 the right by a
matrix that b perpendicular to U, .. h ich can be found by comput ing tOe singul ar.
"hen: the (u nl.;nw n) tiimfn sion ofth ... slate iSII . ln orde r\Oexpres~ the eOOstra inh \lllul' decomposili on ISVD ) of LI pa ni tioned ..s follw's
impo~d 00 the input and output ~qu ence~ by Eq. (12. 16 1). f number. M . kllO"n
to be larlle r Tha n the state d illl(ns ion bul much !ima lle r Tha n the da ta len gt h. i~
selected and the tiata are organ ized int o Ihe ma trices Y and LTo f s i1.e M )( N a~ 111 .168)
follow$
It is a prope ny of\he SVO thm the ma trices p. and Q. are onhogonal matri ces
., ,, ami eo nseqllclIl ly thn! the produ ct Q !"IQ., = n. Thus jfwe multiply Eq. (12 . 167)
Y=
,,
1 .1':
,
.,
', -, 1 on the rig ht by Q.,: il is ~duced to
tl :!.16:!)
[ ,.
. I/ ~I .
t 12. 169)
.1"" ~.' ~ I -~
,," The matli x on the ri g ht ~ide o f Eq . (I:!. 1(9 ) is a comb ination o f the co lumns
of the obse r\'obil it y matri~ in the space of the )tate x and has II indepe ndent
", ...", ",-, 1
", column ), These can be ident ified by again taking an SVO. thi ~ time of YQ" by
u=
[ ", n:!.16J ) com puting matri ces P. S. and Q so tha I -

;/:11_1 II "
;I.\_-, ~~ . 112. 170)
We a~StJmc that the input ~ign3 ls are -e., dling in the ~en,e Tha t 11 (1.:) eon t ai n~
many frequencies and. in eonsequence. The ma Trix U has full ran I: '" M . To th, .... n.e num ber of indepe nde nt colu f1l n~ in th is prod uct are the col umn~ o f PI and
data ma triee~ we add the 1/ )( N matrix of St3{<-'S equal s the nunlber of no nl ero singu lar va lues in S which is the s ize o f Y which
(1 2. 16-1 1 is therefore br de lin it ion 11 )( II . Comparing: th is re~u l l wit h Eq. ( I:!. 169) means
that .. e ean t,ll:e PI = 0 , from "hich we can solve for H and <fl. If we wi sh
Finally. \Ie define composiTe matric~ made from the tk.'>C rip(ion matrices a, to consilkr Mother Slate than x via a tr.msfoonat ion T ac.:ording to x = Tt we
would h:!\'e 0 ,:::0 , T lind = CI.T - ' .
"1
Wi th 0 , gi" e n by Eq. 112.165). the matrix H is the fi rst row. I' We next sol,'e
0 2. 165 1 for cP us ing the propcnies of 0 , !i\t~ n b} Eq. (12. 165). If we drop the la~t row of
0 , and ca ll thai reduced matrix '0, and drop the firST row a nd call that Q, then
it hc lear thatQ., "" D, <fI from \\h ich we ca n solve for

( 12.171 )
o 0 o
J 0 () ",he!\' [.]' rep:csellls In..: p!>eudo in, ~rse nnd <.:t)mputes a I ~ast \.Qu~re s solution. I!
ur ) o
11 In I"" m ullhnri~bI< ," "", ~c'J u l;. !1 ~ . Ih. fi,.., 1 B ro--.,
18 0 ""<1 -0
s.o",,, "",hor, "'UUI . ' "'B I"'''' I<;o"-l "I ....,..., "'1~';"' I~'n ",~i,"",. ,,,,I "1""''''. '' I>ooh -"
If. ""'iI" I ~) """of ond '''''''''''';"I~ 'n , 1<",,,'S
538 Cha~ er II System rdemlficJlio:"\ 12. 10 Problems 539

Hav in g H and ClI. we now !Urn to computing r :md J by operat ing on Data to be used for idemification sho uld be filtered to reduce noise and to
Eq. t 12 .1 67) to i~ olatc 1(. To do th is we multiply Eq. ( 12.167 1 o n Ihe ri ght b~ rem ove" kno,,"n componen ts of tho:: transfer fu nc tion.
the ~eudo inle rse U' ( which is readily found from Eq. ~ 12. 168H and on the le ft
A gooc:: frequ ency response model can be com puted u~ing s inusoidal inputs.
by p i, . Since by defi nil ion UU t = I and p T,O = p T, p , = O. th e<;eoperation~
o ne frequcnc)' at a time.
l"edu~e the equat ion to '-' "- '
A Chirp signal in put coupled with the FFT pemlits o ne to o bla in a frequ~ ncy
(12.172) response model in one pass.
Because r and J appt.' ar on the right in 1{ in a li near fas h:o n. we can sohe for Eit her ba tch or recu rsive leaM square s gives a good mode l when the equat ion
the m by rearrangi ng the tenn s in the equati on. We panitio ~ the matrices in t h i.~ error is an independe nt whi te noise process.
[um io n consistent " 'ith 1{ and ..... ri te it as Predict ion error methods based on the mall. imum likelihood are amon~ the
best genera l methods for idem ifi calion.
J o
IIr J ... 0
... 0] State subspace-based rrn;thods estimate <,late realization s di rec th and are
II JI ] : . . especiall y e ffec tive for mult t input- mul1i -outp ut ,ys tems. .

[ Hq, I] '~ r Hr J

To i,olate the unkncwn~ ) ~nd r ther.e equal ions c~n be reorganized an d written
12 .10 Problems
12.1 Data from a rnas5 rrK>'in~ in a pbne Ix . .'". ",ithoot for.e a~ gi'.n as
"
0 - OA 2b1.50 1
( 12.1 711 rl.~S-I
1.777
O .:
~" ~" l [' 0 0
0
_. J
1[ r 1 , 2A )4 2.531)
o 3 2.'KW -'.-WI
3. S~O .:.76~
From Ihi s equatio n. ono;: ca n solve for J and r b)'. for eJiamp le. least square, ~32@
,, 5.270
again . Th is co mp lctc~ one vari at io n of Ihe pred iclio n s ubspace iden tification 6 5. 62~ ~.O J 6

algorithm. Clearly there are a su bstantia l numbe r of choices the engi neer need ,
, 7. 1 ~S D68
8 11.129 5.736
to make. inc luding the selection of M and the )Clcclion o f leas t squa res or tOfa l
9 9.115 6. ~99
least squares to solve Eq . ~ 12. J 7 11 for'" and Eq. (12. ] 74) for r and J. Perhap.<. >0 10.388 6.2JJ
more imponant than these deci sions is thc choice of n from Eq. (12.17 0). A~
gi \en. we h3\ (: ignQr..::d the possibi lity of noi se which b alwa)'~ present in an~ PIOI tM point . and U.<e le~s l "lu:tr("S 10 ts ti m at~ I'" initial val~ of .t. Ihe inir i: 1nlue of
pract ica l case. Thus in practice the dimens ion o f::: in Eq. ( 12 .1 70 ) i<. not obviO\l~ , .. a.1d rte wtocity o f Ih~ m. " in .\. and in y . On .... the , ur'c ~ line) !hal c<Jr~s 10
you "imate .
but must be se lected as that value surn thut the si{(lliji("(1II1 singulJ r >alues an::
ke pt ~nd the neg ligib le sin gular values ure dropped . How d earl y th is cho ice i~ 12.2 A ~i mpl~ m""hanical .)"ern withQu l friclion i, <J:'I~he-d in Fig. 12.17.
depends on the parh' ular c a~e and Ihe nther c hoices made in the algo ri th m and
ca n be qu ite difficult. [n imponant cases, models based on th~ predic tion error
me thod a~ well as O:1.e based on subspace method~ arc frequemly computed and Figu re 12. 17
tested agains t new d:Jta and physical know ledg e to gu ide tiDa l mode l selee ti on. A me(hilmca l s~:~m
used In Pro!llem 112

12.9 Summary
M M
In thi s ch apter we have imroouced some of tho:: conc-epa of identificali o n (If
dynam ic syste ms fo, the purposes of comfo l d esig n. The main points were
540 Chapte: 12 Sys:c-!n IdemifkallOn 12 . )(1 Prob lems 'H I

I2.S In Eq. ( 12.8'1 ,,'C \hm.'e-([ lhal I"'" \'aria= in 11>0.: leasl-.\.quan;s e";male i<
(A r A. ~- ' .~ l RA (A l A )- ' aDd. in Eq. t 12.108) . " 'e ,hll,,"cd thai lhe \".riUI)C. o f lhe BLUE
.Ir." + k,x, + k,I .' , - \'.~ = O. .f,.,.
;, (A r R'I .'1. )- ' U<.e lhe development Of l"" proof of lhe BLUE f<lllowing Eq , (12.103)
Jf.', + k, ' : + 1.: ;1.\: - ..; ~ = II. .f ~,.
to de"Il<: III e~pfe ! ~i ll~ fll! Ihe c ~ C<:ss ,'aria""" o( Ica~t square. 0" ., BLUE.
(bl W~ wish 10 e>timato the parameter. k,. k,. and M fwm n..., a,uremenl, o( .T , !I ,.
12.1i rCom ribIJ r.d by :-:' Gupta" Show thai Ihe ka>l'sq ua"" .,I;ntUW 8 = (A 7 Aj - 'A r \ ,
Ho"''C\"C,. 000:< h om (a ) Ihat ifw~ di" ide by .\/ in e;){"h r quatH)n lh. onl)" itk mifiahle
rc.'ul!~ in the orror ~qu=d tt Y - A8 1' t V - Ai; ) '" "" _ fl ",, : . ,",'he,~ {~: = 0' . l'
par, mcte" an: k,l.\/ '" K, anJ I". I A! = K " Gi>e ;u\ imui!i,'f ar:!l un\c ~' 10 lb...'
ka~ m cOlllpoocntl. and & ha~ " component'. What ",!imatc of ,, : do.:, (h,s re.ull
dfcct that. if ... ,,, '" " ';0' or if . ," ; -x;oJ' it i~' imf'O" ible me'timal~ bmh K , and ,'u8g", (~ Hi",: If M = J _ Ai" r .'\ )- 'A '. I""n;\l ' = ~I '" "I I.
0;
K ; from., ,HI. (Hi M: Re,,'ritc tr..: equ"t :/')fI' u~lnf .,. "t - r: and ~ = .l , - ": a'
tr..: pOS ili"" ,,.ri~bl ... , Show thai if .T,.. = I a ~d ". :<) = O. i .<hoold Ix P(h~; ~ 1e tll 11.7 In Eq. (12, )3-; 1"'~ <howe-([ th., rhc mn;mlUfl Ji~hhood estimate o f ,, : i~
~'Ii!ll:ltr bo th K , and K~ flOm x ,II '- W hal doyoo cooc ll.lok mJ" .< 3 "~0I>d" in; t i~ 1 \ Y-A& , T/Y _ AJ f/ m
",nditio n ' ~
Sho" th.l this eSlimat. is biawd.
"J Compule a disc'ete ~qu i "al~1It ~r~t(m for ,ampl i,,!! ~t O. ~ ,.c \I ilh 1n input tn~l
C.lJl ><"1 an inili~l [O"";I ;On O~ .r, Select K, = O.~ and K: = 0.6. Corr.pm. 111<- 12.8 Wr;le a comp utel progr.lm 10 impleme nt til<- 5eurrh for Ih. ma.,;mum lih lilJood est;male
mm, (ormof X , iLr ", = I following the n,.,t~ of Sect;u n 12.8.
12.9 Simu late lh< I:--stem [de"cribcd ;n A;trorn ~nd EyUJoff (1971 Jl
b,/ + b , ~' + IJ .~: +b,: + h,
X ,(: ! = _, .J :: : . (al y,., = - <I,... + ",",.+ "'T' ... e,l"" \\h<re ii, .rod ", "'" iD<lept"ooent "'quen ce,
. +"t- + u!' +u ,_ -~_ of unil "arian <x ! and ii, '" -O.S. b , = 1.0. e, = 0 ,1.
where Ihc p.1nmeler. a, are fUll<"tiolls of K l . K:. aoo ,:unp~n! pt'riod T. fb) Co~ te tn., 1~"~H;'I~a~' e ~;mate o( ~t aoo h, from rmrel'\'3!ion of~. 50. and 500
(d ) Formulale lhe lc,-,-,t-"l uarc, problem tll eil;malc lhe ", I'm" noi,) ""'",Ufoment, s.1 nJples , Cornpal\' "arianc( and bia, 10 lhe Ih<or~' in each ca,e .
llf ,l ,(k Set up the prob lem 'O th ~I;I ;~ pol,ible to ;IlOr< lhe " "
n. (~) Compule th. maximum- likelihood e'lima(c. of ~ , . b ,. c, and n,: from 5, 50. and
(t) Simula le In" .q~alio", of pan (a \ for K , = ilA. oo K. = 0 .6. , ample.t, at d m~ I)f 500 ~mflle s. a<ld compan: Ihc eltim.lc5 10 tt.. "nown true 'diu".' .
0" '"'c for .1O~ample.', anUco mpu le Ii '" I" , ,;, ".; ;', 1' ,\ume alilhe no;,," 12.10 SUPJ)O'e we ,,;,h to idemify a pl:ml (h al is oper:mng in a closed 1000p as
COme, from ' .1 AID convcrlcr opcraling at 10 bi~' ir.clud ini "gn. 1ft"" ,imulali"" ."'_' '" <l.l',+ "~ ,+~,.
I, done o n a digital compuler. add Ihe appropriate nois;: ..:>rd inj; to Ih. nlli".. ii , - K,r,.
mood of quruHil.a tion di~u<.<ed in o.'pI" 10. Com pute tlr pre<l iclcd "ari"""c in
lh. e "imate d it ,,r..: rc ~, il "hile oois.", Stlow that \I'e cannot idem,(y <l aIl d b from llb,\Cf\'alion of l' aoo
" . e,'en if K IS knO<'ll,
to Dehbe ratel)' add ..dC;liorul :lui~e of kn o,",,, variance tn yOU' <i;ola. r~oITlp\l le Ii 50
t' m.. from di:f(rem runs of noi"l' d ,\:I, and comp"'" I"" ,ample ,ariano:e of Ii 10
Ihc th(oretic al \". lue ba", d /')fI P.
(g) Keep lhe nu nhc:r o f ~ amplcs iheJ 11 30 bul ,'a ry I"" urnple rate from 0 , I .' tt In I
sec in 0 .1 ~Ier s and c<lmpute

.l :. ,
!t l "-'~
02 I
(or each >-om~ l e period as a m~a ,~...., 01' lota l e~l;malc ;)c'W'3C). Wh~1 tlo )0\1
rOll<"looe ",*,cting ",lttl' on of .ample po!riod for ide Miik.tio n'
III ) Keep I"'" "'mple period ii .\ cd al 0 .5 ~. bur COmpule tt>e .,l;ma le for \'ary ;ng
nu"Jb<, ,, of sam ples , C<ln,;,(er a! le~ " ~ . 11)..10, 1')(). and .' 00 ."-'I "'pl ~, Compare
Ill<" i~m~ ~rildvn """d ;n pari (gl aIld give an c~planatian ef l"" ,.."u lr,
12.3 Progr.lm III<- "'CUN'~ lea,l-square. al~ori lh m <If Eq. ( 1~ .73~ for: nQ " eighting .. U'" th:
alg<:>ri lhm III c~ ~ in>al c lh<' pal""~mtle " of Iix- sy,tem of Probkm 1 ~.2 ( hl. Uo.e e( 51 '" 0
and p(5~ = I for ,our initial c<loo; liOC1s. If ,,',ilabl e. "'" the ldo:milkutioo TooI~ox III
rept"at tt.< c-en;;se.
12A Gh~ t"" tra~>fcr funcri<l n I{t ~ ) of Iix- fi lter that rorre 'lxmd, 1<l r.~ponent; all~ WC;llhl(d
le3S-! s quar~. "-' a (' "Cli<.>n of" and y, Prow that IIi I, '" I if" = I - r .
Nonlinear Control
Persp ective on Nonlinear Control
Every phy~ical ~y~lem is non li near for large sig nals. and man} ~)'sle!l1s have
imponun( non li nt'urilies such as fricti on thai cannot be ignored even for small
s i gnal~. Furthermore. optimal conlrol of many sptcm~ reql.lire s a non linc,:u con-
[TOli n. Because the vuriel}" of nonlinear syste ms is ..-.0 vast. it i~ onl y possible
here to gh"e an introduction [0 tht' most important issues und concept~. ' The first
concern is slabilit y. and the most irnponam stability theory is that of Lyapl.lno.'.
It b thi s them}' that j ustifies the cnonnous ll11cntion paid 10 the linear caw by
pro viding the proof that for most nonlinear systems. stability of the small sig nal
linear apprO_limatio n implies 11 regio n of stability of the nonlin ear sys tem. Be-
yond thi s resL:lt. LyapunOI' theory gil'es us a too/that ca n be used to uetennine
fUrlher regio ns of stability and also can guide th~ de sign of purposely nonlin ear
controllers in a proce~~ called Lyilpunov redesign. L'nforlunately. application of
LyapunOI theory is often diffi cult and can b<: 'ery fru,tr:uin g, Alternative ap-
proaches. including co mpl,Her si mulation. heuristic methods such as the de scri b
ing function. ;uld the frcqutncy-response-baseu circle criterion are also imporlant
techniqu es
Design of controls for non linear systems may be placed in several categorie~_
The most primitive method is to obtain a li ntar ap proximation. design a linear
controller, and usc computer simulation and perhaps 3 stilbilit y th ~ory such a,
Lyapunol"s to explore nonlinear behavior. In an approac h known as L~' apuno\'
rf'il e-s ign the engineer con,truc ts a tentative Lyal'u nol' funCtion and deliber.l.tely
designs the controller to force th e system to realize the function which automat-
ically prol-ide;; a proof that tho: sys t~m is >table. Another widely u;;ed approach
is to us e feedback to reduce the cquation ~ to a linear foml ond con!i nue as in
,-:-:--_.- ----
tn ,~.. , ,<X, ". "'>'lot< ,h.:t, th, ":~t <q"'''''"' h:>,. unitjL>< ",1 ...", " >:>tId Jo rIOt ._,hlb~ ' f>< . \ton;,lti nl
bo:hov iu' <.>fCh>u, ,GI''':l. 198; J,

543
 tht." fi rs t case. This method i~ known in the field of robot ic~ as the method or
com puted to rq ue. A com b in~!iull of Lyap unov rede.,ign anu curnputed tr>rqu~
that nlt"llds both ha:; recently bee n de n,-loped as backsteppin g. Another ap _
proach to nonlinear dt>~ign is 10 apply th~ concept~ of o ptim~ 1 comrol to obt~in a
contru ller that minimizes a performance measure . ,\ well knuwn ca,e is that uf
min imal time l'untrol of a linear ~y,l cm subje<:! 10 bounded control~. A practkal
approximation to miDimai time control has been den:lopeo.l as proximate time
op timal systems fPTOS I. FinaH)'. a wi dely us~d (;oncept is Ihm of adapli w coo-
trol. Th(" fu ndamental idea of adapti w cont rol is Ihat th e cDnlrollcr is rede~ign~d
o n-li ne to mainta in good performance in the face of a changi:!g em'ironment that
inc1u de~ major changes in the pl nnt dynamin. Subcatcgories of adaptive control
are gain sc hedulin g. the model rererence adaptive con trol (l\IRAC ). and tilt:
self tuni ng regulator ISTR).
Chapler O.... enjew
In thi~ lhapt~r. we rir.~t co nsidcr computer sirnubtion and tt,.:: heuristic analy~i,
methods of C1:juilaler.t gain and the describing function, For ,!abilily. the !lwin
analysi~ tech niqu~ presen ted is the .;;crond meth od ofLya punoo'. bUI ulso di scu;S<.'d
are the circle cri terion and the small gain th emI'm. An impon ant des ign tcch niqll~
uses linear design methods based on a linear approximati on to the plant model
As we wilL see. thi5 approach is ~ nown a~ Lyapu no' s f]"'t method. In Section
13.2 we comider lWO approach~ s to design by nonlinear fe~dbacl.;. The firM i,
the proximate time oI=timal system (PTOS) design for linear ~ystems hav ing on I)
salUrlll ion of the actuator as the nonlinearity. and the !\t'cond is the sdf-lLlning
reg ulatO r upproach [Q adaptive contro l, PTOS comrol is especially appropriate fur
motion co ntrol and adapfi\'e control is widdy used itl chemical proce~s C(lIltrol,
In the la,t se,tion of the c h~ pte r. sewra! im pott~nt approach~ ; to com pUleraitkJ
design of no nli near S!stC!llS are imroduced.
13. 1 Analysis Techniques
Fin~l de sign of a controlle r com~ins two ph:lse$: pcrforl11a n ~e anuly.,is and (ie.
~ i gnimprovement. The p .. rfo rm ancc analys is phase inclu dts examinat ion of a
panicu lar fi~r:d Slru<:ture to determine ,uch propettie, as stability. signal Sill".
lnd dy nami c respon"e to ..-.ee if the pe rformance specificati on; are met. The teth
niques al'ailabJe for ana lys is of Ilonline;:u- sy~ tcm~ includc cmnput":f ~ imulatioJ\ .
,tudy of a linear approximation. describing func tions. cq uil<llcnt gain~. the cifd~
theore m. and Ll' apunov ' ~ >eeond method. The d ..sign imprmeme nt pha~e con
sists of finding a ~tructure atld parameter se t wh ich ach ievc an imp rovcd tmdcoI!
umo ng the goal, and t!le conmaints that define:l satisfactory ,;~ste m, Approache,
to ob tlining des ign improve ments will be co'cred in Section 13.2.
13.1.1 Simulation
Simulat ion i., th e proce" of comtroclill g a mathe matical mOllel of a proposed (Jr
actu al ,ystem and using a numerical sclutiOIl of ,he model equation, to e~timate
the behavior of the sy., tcm. In comrol ~ngineerin g. the modds are mo~t often a
colkction of i01egro-din.... rent ial cquati on ~ . th.... >o(}lution to which represents the
respume of the Sr~ lcm [[) ~pcc ifi c eO\ irol1l11 ~ntal rend itiolls nod in puK Computer
m.l)(!el~ vary In com pte.\ lty from a few lirstorder differential equati(1n.~ 10 sy.\ tems
wtth lhmlsands of ~t ~te \:lriab les such a~ a model of the .~p!l(:e shu ttlc. l ocrea~i ng l y.
contrul models of sophbticat ~d sy.<;telll.' are hybrids of ditTerentia l eq uations
interacting with dynamiC dig it:!I Jogic. For ,uch syste m, si mu btion i, es~emial
to stu dy the pos~ible re,pon.<.t.~.
. Sim.ulat ion is one of the mQ~t val ua ble assets to the tield of cont rol enginee r.
lIIg and IS the only ge nernl meth od of anal)' ~is ;tble to tind solutions \() arbitrarv
nonline3f differential ~nd di ff('r~ n c~ equati on,. Of cour.<.t simulation finds (Jn l)'
l~mit'lll{/: .solu tions. thJ I is, sulut i()n.1 to the equ~ti on~ with spedfic inpu t~ . ini.
11~1 condIti ons. and parameter" It h for that rra~Qn th at si mulation dOt's not
supplant OI her f(lnns of anal~'si'. Impo rtant properties such as stability or con.
dit ional , [abili ty ca nnot be pl"C>l'el! with ~i mulations, In the ca!>C ("If a nonlinear
system. e,e n ~f we have no proof or gllaramec of ~tability. simulation ca n gile
us confi dence th at under th~ operming condition, expected the w stem i ~ almost
surely stable. Although a prouf of ,tability is alwuys de.; irable.' sometimes \Ie
must re ly on extensi\c simu lation alone to decide that Ih~ c(lm plcte syst..:m is
~alJ sf;Jctor}',
Many general purpos~ COlll pllt~ r simul ation fOOl> h3\"C lJ.>en deve loped in
the las! 50 yean,. Electmnic an alo~ eomputers ba,ed on opemtionnl amplifiers
were used in the 19.;0s and 1950., . Th~se were followed by com bined digital
Jliulog machIne; and then by compk tely digital sim ulation.1 statting in the 1960:<;
More recen tly. soft ware padan h~ \e been developed with userfriendll" inter-
faces that have greatly en hanced the e ffec tiveness of digital si mu1atiO!l. Ail hough
comp letely digital simulation is the mo,t common te~hn ique u~ed today. there
are still ,orne app lica t ion~ for dig.ital-ima Iog ~i mulations . e~pccially whe n one
'n~he~ to les t a phys ical compo nent imbedded in an otherwbc co mputer sim-
ulation. Given the de sc ription of a sy~tel!l b)' differential equatio ns such as
Eq. (13.11. along with the initial cond ition.~ Xil,,1 and the e.\ternal input~ to the
sy~tem U(/ ,1. a simul at ion pmgrJm will fin d the time hbto ries of all the .~ystell1
yartab le.
i lll = fI x, u , I}, ( 13.1)
A ~imp le exa mple will dcmonstrate the ,ulue of simui<lti()n ,
'H6 Ch apler 13 7\on l i n~ar Ce ntrol
IJ I Analysis Te<:hnique~ 54 7

Fig ure 13.2

~soonse of the pendulum fO( fa) ~o3Ii ;r llial conditlO1; (b) large "Ullal condi tions
- -- - - - - - - - - -- - - - -- - - - - - -
~, o= _I"" - Q :.<in O + -..:. T 0'
"'/ .. O.IS I
lI =w
,
0.' ,
,.,.her\' b il the ""<leffi~;")\1 o f drag lor ,i!d:ou, friction I and n = J"iJ1 i., Ihe o",i llalion
0.05
fre.:luefIC~ for small"" inili~1 lumlilions (near;l = 01. Find aM plll: the fl'>pon>e or Ihi, ,
I)ste m for inilial condition> cnm'$poo din~ 10 &1 0, ~ 0 3M PI O) "':r. ,\1 50 plOl the re.po!''''' 0
10 a piccew i~ CO<l st",,1 in pul of .<a mpl ed "hilt o(li>(". L: sc (ll( par::nneln, II = 0.25. Q~ = )(10. -o.os 0
arld mt"! = 1.00. - 0.1 ,
-O. IS ,
Solu tion. II is J facl lhal for e,cn weh a si mple. common >lltem. tle dn~- form .<>1 ", inn -0.2 ,
i, wry diffi cuh tnobtail . The homogenl.'<l<l. ,ul uti"" \ T, . = m i, a ccrnpli<"a\ed Be ~1 reri~,. 0 I 1.4 16 t ,B 2 0 OS , U , ' .l , 4,5 'i
wnile d o><,d form ....Iulio'" (0 rlrbjlfl 'Y inptJ l' are impo"ible. l~i n g ,; muiation,.,.e can rind
the ":-po<l!oC" of Ih e '~S le m 10 :lrbi trar: inputs ea,;Iy. "Tho: ti me hi,torie, fo' It.. angular pO!'ilio n
., O' Time (l<cJJ.2
,., Tirll< ("oJ
,.,

and ,( loci IYofll><: pem:u lum a,e ~hown in Fig. 13.1 a~ obta ined hl' lH MAn ..~BIS IMULl~K
block dia g' am dlawn in Fi!i'. 13,3, One Ca n ~c fmm lh is namplc ,,"". 11100 comp uter >oft"",,,
h", bo!en con"ructN W allov.' one to ~ lUp lhe si mul~\i on in a H ry intuiti ve ,'.-ay fmm the
equati ons. A; a maller cf (""'t. Ih e .'il.\1ULl NK block diagram is c~sc~ially Ihe same", " oolJ Fig ure 13.3
haH bttn used ye ar.; lp> to S ~I yp an omalog , imubl i"" wh ore the I/ s (aclon ,,"OO1d halO Simu lation bloc~gram to< SO/\/ing (hi! p ffidu l\Jl1 'cr~at OIlS____
be"en opamp integrators. Fu, ",m.. l1" nIOIions wher... , in O "" () :uld with no inputlorq ue, the
,)',t.m app"aM to bo! Iirlear, II i ~ dea' howe'er tllal for an in\'e"od pendulum ~ () '" ") \he
1)' Mem i , .n)thin~ bUlli".,. r a.\ il hang s up near the initia l () al tbe . tan . F;~Ufe I~.~ illuM, at."
tile "'ponse " 'ith a cO<T.plex in pul torque T.. rep""'nling a ,:mdo m . 'ino.! force acling OIl (It.
I"'nJulum. Simulation .1I0ws u~ 10 fi1Jd Ih is ,espoosc. ",here.s " do~d-form solution wO\lIJ
t>C" impo \sibl<. A rea..:.r,.bl. imuition is that if this simple secon(\-()fokr 'p tem ;1 diffi..ull t.,
w h. ~ nal~'(ic .. ll)". then cI~ d oolulio", fOl hig!ier-{)r<lor ,)stem, with .'en OIle nonlin eari l!
"'ill 1.><- \'ef)' d; [fieu!! if '101 impO!',i hk- w find.

G.i n
Sum
I""'J' >I<II In"'gra,orl M"TL>.B
I'-1--------t~~+_--'---_f-l-<+_c"""""e'"'"'-f__.1 K-
Ii, 1/;
Figure 13.1
A s,mpk> p!mdu lu ll B.nJ.!imitod
... hi", ...,;,..
la) schemat ic (b) b'<J(\:;
di.agram of pc>ndu lum ~--<,-
dynaml ~S
I GOi ,1

m
\ . To perfoml a si mu lati on uf the forc ed pendulum in Example lJ.l . the equa.
,., tlon s of mOllon arc numerically in I~grat ed. Many gencral imtgration schemes
ha" e been dc"elope,jlo pc rfonn the task. For a ,ySlcm described in Eq. ( 13, I ).
'"
548 Chapter 13 ~onlmea r Co ntrol 13_1 AnalYSIS Toxhniques 51- 9

Figure 13.4
Response of the PE'ndulum to an extemal inpvt iii) pendulum angle (b) external to<que we u~ually do not ha~'e an analytic Mllu ti on before we start. Several impor.
tnnt tech niques are employed to check sim ulat ion ace u r~e)'. Fi rs\. the simu-
lat ions of a gh-en sy~tern wi th var)'ing method~ of integration. vario us inte-
grat ion eITor limitation to ler-duce._ and step siles should prociUI;C resu lts which
, , ,'. , are \'ery close 10 each other. Using some tr.etne ,uch as the largest absolute
\'alue of tile diffcren~e between two ~imul il1ion~' sta te \aria ble trajectori es. the
",
measure of the difference should be insignilkant to the designe r. Drastically
,
.00 , 1
,'bJ di ffere nt r~s u lt s poiO! to .'10m... numerica l sensili vitit"s which ~re causing one
,1\ or both of the ~irnli l ations to be incorrCl:1. Second. in most situations the de-
.1/
,,
1 signer know~ basic propcnies the sys te m should have . uch as the signs of
-0,00 , Itfi derivatives. and steady state val ues. When simulat ions fa il basic sani ty checks
MlC h n ~ th ese. thef"l;! is something wrong. For insta nce. the pendul Um example
j
I .,,
- -.-. shou ld beh~\"e' li ke a linear harmonic oscillator near () :: O. It shoul d ne\'er os-
I .., , l,S 3 J.5 4 ..I, , -, ,o 0 _5 I IS 2 2,5 ] l,S 4 4 .5 S ci ll ate' fastef than thi s fre4uency tllllfol"l:ed). The pe ndlil um should rome to rest
.."o o,s
Time("",) TIme (S6C) at zero angle and angular velocity and remain venical for exac t initial con-
(.) ditions of IT OJ. A quick cx3minm ion of Fig. 13,2 revea).; that these co ndi -
'" tion s are m~t (steady Stale solution, can be \'erified wi th 3 very long simulat ion
time}.
r\ partial list of issues for any simulatio n used for control system ana lysi.I or
de,ign is a, follows '
the numcriC31 ~olll:io n is obtained by fir.;t ex pressing the mode l as the integral
equation
L Accuracy,
Xlt) = xU - TJ + f',-, I( x, u(T). r)dr, (lJ.-I ) 2. Ru n time.
3. Fle., ibili ty of int('gr.uion ru utines,
This equation could be integrated if th e func tio n I i5 COll5tant or linea r. Diffi-
cul ties arise when I IX. Ul r). r) i~ a nonlinear function of its argu ments over the 4. Ability to simulate hybrid systems whic h contain logic. sampled. lind con.
integration interval. I - T ..... I. "TWo broad categories of num~ ri ea l i n t~gration tinUOU l parts.
schemes are used for these casts: single-'lep and mu lt i-step. Single-step me!h - 5. Ease of use inc luding block.diag ram suppon fOf system defi nition ,
ods (e.g" Ru nge-Kutta) approximate the in tegral by evaluating 1('It. u(r). r) at 6. Graphics suppon for inputs and ou tputs.
1 - T . I. and various in termediate \'alues. in an effon te arrive 3t an accu rate
7. Portability ind iCllting hoI\' easi ly the sim ul ation can be run on di fferen t
approximation 10 fI x, lI (T). r ) over the inlef"l'al which can then be integrated.
cum pmers.
Multi-step mcthods (e.g .. Adams- Moulton) re ly on past values of the d~ ri \ a
ti\e. I( x. u (r). r) . and assume a cenain degree of smooth ness to predict fU!i.m; 8. Operating sys tem and hu., t compu ter req uirements (memory, di sk storage'.
behavior. Multi.step meth ods genera ll y don' ( pe rform ....ell in the presence 01 etc.).
disconti nuities such as step~ or st;ltk friction since the e~trapolation may m i ,~
the point where the discon tinuity occurs. The integrdtion algorithm used in Ex-
In t hi~ section we noted the non li nearity of the simple pendul um and the
amp le 13,1 was a fifth -orde r Ru nge Kulla. Mos t simul;ltion packages allow th,' ea~e wil h which a simulation package enabled us to find pa rt icular ;;olutiOI!S for
user to choose from a large selection of integratio n routines.:
thc syste m. The abi lity to sch -e di fferentia) equations of high order. complicated
,' n imponant issue of any sim ulation is how do we determi ne if the an nonli neari ty. and time-variable coefficients m~ke s simulat ion an invaluable [001
swers produced ilJ! corre ct ~ As has been pointed out. whe n using ,imulation for co nt rol enginens.
As was !lUted earlie r. in Fig 13.2 the' .sYStem appeared linear near (j = O. and
in fact call be approx imated as a li near system in that legion. This approximation
550 Cropter !J Konlinear Contro l II I Ana l}'slS Tediniques 55 I

is known as li neariza ti o n. and is an importam [001 in the Inalysis and de sign of w~ C~n 1i"""" lC aboUllhc poi nl (w" <'" I ,;etdin g
nonlinear control systems.
ilf, = - b
ifw

13.1.2 Linearization ilJ~ '" 1

Linearization is th e procedure in which a set of nonlinear d ifferential equations

,-
!Jr, = - Q!Co:.ff
is appm limaled by a linear se!. There are t ....'o main reasons for the importance if8 "
of linearization, Firs!. there are many good design and analys is tools for linear M.
system~: and second. Lyapuno\' proved th at if the small-signal linear modd of a Je ; 0
system is stable. then there will exist a region. which mayb~ ~mall. within which iii, I
the nonlinear syslem will be stable. Thu s. almost alwa)'s. Ihe first techniqu e of aT;. = "'I'
nonlinear system analysi s and design is to obtain a linear approximatio n and
design a conlroller for il. Simulalion c an then be used to explore the qualil y of "I: = 0,
this de,i gn wh en u;ed with the nonlinear system model. ,11;.
The "small signal" approach to linearization wa~ di;cusse<l in Chapler .. , Thu~ tho """l'kt. lil'l<a:,zci ~Ial. eq uation \ are (ben fi'.. n b)'
Allhough based on expansion for infinitesimal signals. the technique is by no
means limitt'd to infini t csim~1 dev i~tions about th~ opera!:n! point. The relali \'(' i = [-b - Q 'Co;;tI" j.. - ml' 11.1.5)
, 0
s izes of Ihe deviations from Ihe operating poinl where the linear approximation o
is good are governed by 11'00 primary factors: first. the nature of the nonlinearity
(how rupidl y it deviates from being linear ). and secon d. the accuracy with which
we wish ou r model to match [he lru~ syslem. The definition of "small" is very =! 0 I I~, j 13.61
much dependent on the particular problem.
-+
To explore the propenies of the lineariztd mor;kl let us use (he system
Example 13.2 Th.' S''1a!I-Sig~,d Appn)ximlltwn
parametcN a~ gi\'en in Tabl e 1.1.1.
For the tim eumple of lineari l 3tion we return 10 the pendulum 3l de",ribed b)' Eq , (13,21 Subst ilut ing these parameters imo (he conti nu ous sys lem model linearized
and Eq. (1 3.3 1. A..,urfe That tr.c s)'~tem has a ~il;on !.enwr for the :m gle ~. and that the gool llbou l ( " 0 = O. and !fQ = O. ~llow s u s to compl!1e a discrete ~yslem model (for
is to keep llIe pendulcm perfectl~ ,'eni<:ai (pointed down) "hile Ih~ pi\'ot poi~1 is ,;.ubj~t IU disne te time comrol). Fo r illustrati ve purposes. we will as sume a 10 millisecond
('"nail) horizonla l acc~ l erations as might occur in a hanging crnne. Fii>d tr.c lin.., equation' sampling int<'rval ha~ already b een eho.<;e n based on a de sired control bandw'idth
ofmQIion. of 2 HI.. Fi ndi ng a di scre te ti me model with I 10 milli second sample inter.-al
yields the following equation
SolUTion. Us in~ tile notation ufChapter '" for slale equ~tiOfls. tll~ 1l00;on i. deocribed b~ the
eq" al!on> .9925 -.9971 T ( ]],7)
[ .0 100 .9950 0.00
"'_I = 1", + [ 0.01 1,,'
w= f, (9_w. r:.1
= _ bw _ Q1, in tr _ T ~
" ",1-
Ta bl e 13.1
(I = f :({J,w. T..'
=W, Parameter Value

With Ihe defin;'ion of the ~ alC m r' 1.00

b 0.25
x =
, [- j11 . n' 100
--
552 Ch~p!u 13 I'''on [ rn~a r Contwl 13. ! .... nal)s,s Ttthnioues 553

and the out pulrnealUre me nt is g i\'en by
." '" r 0 I 1 Xl '
The ob,'ious que~tion i~ . "How we ll does This mood predin the ~}~Tem
Ik ha\ior T' Qualitatil"ely we can ~cc from Fig. 13.51(1) Iha t for angles neur",o = (J.
the linear :md mInH_ear mode ls are e.\ tremely c!(J',e. Howe \-er. Fig. I ).5(b) , ho\\ s
lhal a i' ro~~ viola ti on fro m the condition s under which lhe lin eari zaTion wa , d one
#~ = ] f lin\erted pendulum) y i e l d~ r~ s ults ~eriou~l y in e rTer.
Aoolher I"el)' 'mporta nt poi nt should be repe at ed here: the acc uracy req uire.
mt:ms for the mlXkl are a fu ncli on of the appliC:ltinn o f the mode l. For openloop
pre dicl ioo as in Fi g. 13.5. lhe model may have to be extremely acc urale ifprt:dic.
tiuns are going to he made for long lime int cf'i,'als. However. if. JS is llsUJ lly the
ca., e in control s)'stems. the lin earized mode-! is to be ur.ed in a STate es timator.
the accuracy of the mode l is m uch less critica l becau~e measure me nt update~ in
the STate e~timator are used to l'orreCI the model e~ti mates rat each sample intt:r
Ial ). In fa~t . moocLrr g rrrors which produ ce timedomai n errors well below tho:
ban d .... idth of the state rs timatorca n be easil y to[emted. II'hereas modeling errol>
prod ucing higher t"r~ ucncy emm are more likely to rcljui r~ reducti on si nce I he~
are beyond Ihe bandwidth of th e stat e estimator. Usi ng this re ason ing it is ea~~
to get a fe el for w~ich type of mode ling error~ are perm:ssib le and which 'Ir~
not. All model s coma in errors. and there is always II tface-off bo.>Twee n Illo de l
co mpl exity and compuTati on time. so mode l si mplilicali on should be co nsidered
in a ny des itw. One of Ih e s impl es t ways TO !(,S1 models is Throug h simulation
and examinatio n of the resu lting estimati on errors and the o verall system pe r-
fo rmance. The si mulation sh ould contai n a plan t mode l 9li th a hi gh degr~ oJ"
deta il. and then estimalor model s based on di ffering [el"els o f appnnimat ion can
be stud ied. In this man ne r the accuracy requ ired of the ~ppn>:\i mation l'a n bt:
d etermin ed through I:"s timator error and perfomlance analys i~.
Before proceeding. lef s look at pi eccw ist.' li nea rization as a ~implc simula.
tion ailemative for Ih e s)".'it~m defined by Eq. ~ 13.2) and Eq . (D.3 ).
Equ at ions ( 13.21 and ( I 3.31 can be rcwrimn as
, = [ ~b -n,,;';:' ],. [ ":i 1c. (]3 .9)
:lnd the o utput mea.~ l<Trment re main s as before
.1' = [O l lx.
In Ih i. fonn. we can npproxima te the sy~ te m 1l13tri); as cllnsta m ove r a small
im e" 'u l o f time. Thereby a l[owing us to compu tt a linenr d i.o;c ret~ ti me model for
the system over that inter\"~!. U) ing a cunslant time intervaL the state cqualions
become
m.lo)
For di sc rete tim e control iT is of ~'ou rse neceS'ilry to l'ornpute the corre.<;ponding
d iscrete tr..msitiorr matri x ob (tlt ) and input mur rix r ut. ) at eac h ,am p1in~ inTerval
To sa le computotion time. the matrices can be c~mputed over the-expecTed
ran ge o f 11, and ~tored in table, as altu al \'al u ~s or coefficients of some cu rl'l:"
fit equatiom. Choos ing the >a mplt'" inter-'ul c learly will have an effec t on th e
accural'Y of thi s Itt hnique ~ i nce Ihe error in ca lcu laTi ng the next ."1mple is related
10 the maxi mu m change of lh~ Slate \'uriable (J during The interval: the smaUa tne
c hangc. the cl oser the approximation. In a si mul ation of Ihe pendulum, the size
of the time , tep--.:ln d therefore th e acc umcy of the .o;olu tion- lI'ould be traded
o ff aga inst the exectilion time ef the ~imulation . For d iscrete tim e COntrol. if
th<.' sam ple inter"l"al doc, not yie ld good enoug h model accuracy then it may be
necessary to compute Eq . ( 1) .1 0) more than once per S-a lllpic imen .. !.

Figure U~ - r;on~n . .. mQd.1

(omparos.on of fl nearizec ExamplC" 13.3 D.,ig', B:i;,<1 ~n u lin,w' :\rr't.'.I"'''''!1iMI
." U".. ' mod ,t
model ClOd r1(m'inea r Th~ u," oflin<:lr inlivn fo r d.-ign Un be illu .r':t,cd hl de.' ;gn of a <pimHe '~eJ Cflnln;>l\tr for
model of the peneulum " a cu mpact dj., ~ player. Tile block di ag ram "rim, plam \\ ni" n u,e' a d irect Uri\"~ <pioole mvt (>l"
(a) ~,'nall r(l'tlal cond ,tlons
is .-.lIo" n in Fi~ 1.1 .6. ~ tota l drag torque ap pl ied to tl.e i~ nia ]l<>ad i. ~iwn bl'
(b) large ,(I'MI COIld,tIOf\S
..,,
TJ i"J] = + /.;" 'sn'wl .,. ~.. , ' 8 " ' w) pl"'l. il.l .1 11
.. ,
with til.- foHo";ng definition,
t,,'"
-0.05 ~ / -i- .
- O.t -~
, +' -,
1,. = :oppli <'.l input 'o..>njue I N.m)
-O.IS
, -,
, I Td = d .. g torq ue fn;>m I"ot ion c()mpooems (N ", I
- O.l -,
() 0.2 o .~ 0.6 O~ 1. 21.. 1.61.& .., ,., J.$ 4 .S T. = net inpu t torque cau ,i~g ~,.kra;ion I ,v'1n [
I'm< 1_)
'",.. ~"' = '~" iproc a\ of the kJad iOt'n ia ler -'/,v ml
l ', = "' n"" gain
,,. Cha pte r IJ \lonlineJr Control \1\ Anal~5i5 Tec hmques 555

Figure 13.6
')pond e motor model 1;1(1 ..,. f.. ' ,., /;.""
including nonlinear " " Compul inl Ihr p;o!I'~1 dm',lIi " c~ yiekls
SUctIon ilnd coulomb -t' ai, _ _,. <l TJIWl +0,., - I; ,.
fn(tiol"l
<I", "a... ""
" ~d
'. 0- -
'", ", :;J. ., 0
"
'f.
=0
.t" _ li...: OI" \ !sew, friction rot"ffic:ienl 1,\' ... 'C'~-r.ld ' J
'iHi"
l " "" c"ul<Wnb fnC!1()!\ torque 1:-"("o" too-lTlete,,1
!!J.. _,
II T~
k'f = , mic (.ic"I'n Of ' lI reak a ..."~ torque [l'Oc,,:ton-:netcr> 1
ai,
" '" ' [Ilie friction ,-doc; ,)"cu,bl",\! lr.ld->c~ ' 1 ar == O.
1'1 "' I - t - ~ "
We!>(c 'M"hcrc ;1 no do: .,c:OOen,-.: on ,h. "JIC ,ming po.>inl . The "l' ~-'p.xt' ,nodel i~ then given
,,'I,," e the sig nu m fu oclion i . defined as by
-, o > , - t I.'
,. =11 1 13 .] .\ )
s~ nlrn = I) [n [ '." "
r -, " < 1.

T.... ., - I.., -'k" '''' '.

Solution. Clearly. the 1.(1 lOr<j ue ~ppl il lo
the .<pi ndk I;"'en by E:!. I I ~. L I I I.> a ~ iihl ~ TIl( bIoo: ~ d ia~,...Hnoflhc ]Inurizro ,)'.tem .. oho<o.n in Fill. D .7. . ..... Cltul a ll II>< ,.,.,.;able!< arc
"""l irv:ar function. In lhi,tao;,: ~ li neariut;o.n ;ti desrri bnl in Ctuple. ~ (:ii I, Lflhr opcrn.. n~ o.lill in abl;olule ICfln'" Il\!t lhere i, a d<"P<' rl<kncc of T..,. on the .. gn oflht mlatiOlla! wlocn>'
pai ne i. till '" = 0 bc:.:au.... lhc p:mi31 dm ',,-'''., of ,.,.. " l num funcliun d\)(, nl)l U i<' )1 !em w. Note Ih~1 .f Eq , IJ.]~) ;I u, w II> moo.kl lhe ~)",c rn in ,i mul~lion. lhr bi ~ U)rquc ..oould
Thj~ ; , ~n<c "Iw;n: obl.lini ng ~ lirv:ar di;.crele e'lui, Ilcnlll1oIXk[ "ouldbe c"n.-, ncly d,fT..:. I. be >CI 10 In .. w _ O.
Ind canoot Ix hlOlldkd to:- l ine~ri l;Uioo wilh h i~h :lCCUr;lC) . H (l'A~'"r. if >o r ~ ariel a ,pIIIJI~ ~itk, the <.t.Okully o( lho: unbounde.J dm'~t;'" of th<- !oig num lun(1ion al UfO. ~e>t r~l
' pn:d contmlkr whith h:1S a noo~ero """cr boUM on th~ ~irnl uP<'o:lIing ~d'. th,." ... ,' ()th"" pmn!> "~n be muStl'llk,d ", Ilh !hi. t~~mpIc. It is not a]..-ay ...:0:,"")' ~h.1t lhe "oprno1 inJ
can l i~ant~ thi~ pI.."t. ;. ,c,a"onabk' as",mpuon r:;, IMt durin~ opo.'T'lIinn t ~ ~p",dl~ ,"""" JIOlO[" be ~ con'U nl ,alue . In thi, enlllplr /j I~ inCfu~; nl'" i".h I1me bfi"au'e kO "'m:I' n. posi li,c
... ill be ,n a rtj,[n.:ted ran,c ib aflCr "anup. If II>! ITIOIkI OUlput< did nDi rcqu i... ""gub, JIO<I tion. "'e: o:ould ";n' ply drop"
from lhe st'I~. fJo,..'e.e ' . lf olher p;o"' oflhc \I,'crall <~~m mi~hl ' .:<j\li ... an ~n!;ul3r j'X'S'IIQfI.
"'put 8 conl101 be dropped. In art> ~_ .inee neither f , nor f, "'" ru ....'1 ioo~ of". il Ii not
Dun n, "t.ar1-up Iro <pi nd !.. <pd ) the ronditions Bi ' u by Eq . fl .' . I.1 I " ill be, wl.tcd . h .1 ne..~"",'} Ih:M /I ren ... ' n 000>13111 Although the ",tc... input>.:IOti <uput, c:tn ;omel;rrO(" be
!he s~ cOIILrolLtr " 'i ll onl~ be np1cd to pnfocm ,,t ll """" Ihe ~ptftI ;,. in the O['Cr.ll in ~
r:Id~~ .

"fll( nonlincu diff~rtnl; al cqu~';on< de~bi n, the ~Jli,ldlc ,,"".... ;ore liwn b) figure 13.7
L,"!anled model of lhe
w= f ,I!l . ..,. 7;.1 spirldle <rotor
R = 1:1/1. w . T,. I.
.","

J 11>.: OIIl)' "'lui",,,,,,,, 'Of w.I1.up ~ ""I~ be in i'i" l~ "" " "moi "f ,I .. " ., i< I';""un f,'I\'~ ~ .... OOt~,"i"~
,-"",min, ,,,,,<J ",Ihin . 'i'<dfi , d m,,;mum "trI<.
 IJ.1 Ana l)"SIS Techniqu,:s 557

<;'C)<I\"tnienlly .x.rn~:l' """-;31iol" from .he opcT3(ing point. Ih, ; i< fIOl nt:Ir)' filh~T. In
----- -- - - - - - - - - -
Ihe n..c of 1100:- !{IinJl~ modd. " ' f can ;odd ~ bill, or "di<lU!b;Jnct inp,.!"" ;IMOtlw nlUikl ~nd .lkM Example IJ .... /::'1:1.1'''1,1,' '" flnif, Ek'r..1t[ -In.J"'SI<
all of the ","" c 'ariat1h to "'I""~nl (~absoluu ,Miabl.,...., In a "~ll(brd mood . II . houl.J
~ cleilf thal norllCro lcmt< in !he non lln<:::U" 'l>lem mu.t ~ aa:numw fOT. lI-' ""-' do.__ In Ihl' A b.:~'rt .. j,h. frkl ~~~ P"OI. 31 one enoJ and ~ Io.:td 1I'Ia!I. ~I rh~ OIt..:r i. """"n ;n FiS. !J.S.
cu m!'I.:. b~' :ddin~ f ... , 10 II... ,I .., tqll.llion<. h should be dear h~ Ihe (Qf~ rul ( ","",lin!'. In n...... ~ <1I""IU~ tH"'-dl of 1""'( found in robot,. ~3(U'<ril( ltead as...... mbll . :ItId lOan,
0.1,'"
Ih i~ probJ.tm ....ill h~,c 10 pro' idc al k a<1 a <;'C)<I>lanl bla.. torq .... 100"'lCom~ Maring rn~' ,,,,,, 0100 t-'~h'plo; 01 lTKlIioo CQfIlIoi . ()(""",<lflIIC Ihe rom put~l ion of 3 /Ilt)Oj(1 t .... motio~
oi
and ""rod~'namic o.lr~~ . Th\l< ciilt kc-df".....aJd. inlerr'" ....... , ....... or Ilia> C>tim~tiOll <hould "'- U"O' ."ASTRAN.
(mp~W .

from the l i nc~r continuolls limr model of Eq. (I ].14). we c:m u ~( thc nlCthud
of Chapter 6 to find a dbcrele equ il"alem. Sincc lhoe de~ ig ncr has footld a W~~
10 appro:dmate th~ nonlinear model by a lincar one. he a she can now pmc<'<'d
wit h li near desig n tool ~ . Th us the goal of li nearizutiun is (() obtain a linear mOo.kl
which is valid over an appropriate region of operation sl.("h that we can u;.e lh~
famili ar and powerful li near systems analysis to understanll th c co ntro l sy~ te m .
Many physicu l ~ys le mS such as the spindle 1II0l0r Can be modeled ve ry ac~u.
rately by lumped parameter (fin ite orden linear moods in the expected regiOll'
of operation. Alth.ough. some non linear models can be: l in ~a r i /.ed by haoo. ma n~
an: comple."!. enough to require some ~on of computer ~ftwart as~ i St3T1'. Ph},.
iclll structures lOUCh J~ beams, buildings. bridges. l ouds~3ke r~. Md mis )ile., ali
h.3\e high ly non lir. ra r dyn3mic beha" ior unde r reasonable opef"llti ng cond iti on .
Linearizjng models for sueh common systems is grea tly fJcili l(lled b~' campul . . '
progr.atlb.
SoIlltiO": ~h the bt3rn"."d I h~ lO;td 103" '''''', t.t..n di,'idod ir. to clemr"l" fQT m,)(ldjn~ .
T"" mt>~.on In 3 hurl1()nt~1 pl~1M: 1110 ,fa' iryr---;a,. .... ning i n_pl~"" moIinn. onl) arod ~ "rid
""am_ I.. JU': llu l of"n inm i3. ~ ,,~ In. b"ic IC'f'OIbC' i< ju,t Il);)t of 3 doubl~ iotegr.lUOn 0(
'"pur ~n.rq~ I .,..oduc~ tl\c OUlf>llt an~1c /I a' >ho .. n io pan la. ,;(Fig . t ). ~ lrillid body mode l.
The rt~ld. l!oo.i} "lOOk l i. Ii "" unlil tl\c input r<:>rqu. , I:.n . IQ ~itnifjo;-antl)' [1,il< Ih. bo:ndio~
nlOde" 01 1.... bunl :t.noJ ~lIIoJ . "hio: b mo' " 31< u.o.."O in P:>" S tb-dl of FiB_ t ~ .9;oS cOlOpIlle d
by til<' P!Oi"la;n. The 1",,'csI Ir.... "'"'~ moo. j, lb. first ~IJding nono:lt of lh. po".,julurn ""3m
... bid, " '" 157 11 7. Th~ d("!1I1~' of 3 pc" lld ulum a ~gl< conlml '~ ~ tem "i lh a b, rod"idth k.~
Figure 13 .8
Slmp:e pencfu lum moae! 2 ,~,"
fo< strvctural analysi s b~ --11'-
the fmlle eleme,t
method

0 . ' mla . ~.dt.

Structural An a lys is "-.. "'mm

!>.'lany systems include a flex ible physical structure which is pa n of the 1)IOIm
to be conlrolled. The slrm: ture may be a simple pe ndu lum as in the readl" rit . .
assembly of a magnelic disk wta slarage sy.'>lem or il rna~' cOlu:! in an ex tre tlll"J~
complex 51ruclure such as Ihm of the airfr,uue and aC lU310fS of a J(13ircr3ft. In al!
bUI the rnost trl\" ia! ~ystems. anaIy.h of the structural dymamics of such a I,Ium
ure greatly facili tn..-d by computer programs whic h lum plysical descri ption .. (,'i"
)tructmes into linear dynam ic models. One such prog ram is NASTR A~ r:'\A ....
STRuctural ANalysis) (see Strang 11986))_ The ana lysis or modeling tec h niqu~
employed by mos t such. structura l ana lys i. pru!lr~ms i, finite element ana l)si ..
in wh ich a . tru cture is modeled as a joi ning of many simple elcn~n1 s dr;l\\ n
as geometrical shapes such 3S cubes. pyramids. or rhomboid., . I'ropcnies of the
material such as S!iffness and damping tletermine the d)namica! propenies uJ
each of the clements anllthei r interconnections. An exampl(' of how :-IASTRA;\ I ~Nod.Jl6
is employed in control sy_~ tem design follows. I't-I O mm-+j
S'fi8 Chapter 13 :'>Jonlinur Cor.tm!
11 I :\noh->lS Te<.:hniqu.:;; 559

f igure 13.9
Pendulum mode ~h (lpes Ina~ 0Il~ lenth of Ihi. r~.OtI;tlI1 ire-queoc y N ul d ",,~I~ l ll!i. nllxk ~IIOJ.!CIII(I. ~1(\f1g wi.1! 1""'-'
oet~mmt'd by NASTRA N or hig"'" rreq~cn;."it . s ' oc~ I"" m:rgnillKk of l~e f,~ ... oc~ rC'POO,e c~w >ed b~ lho: lirol m....de
(~) fM)ic! Dody, tbJ first resonancr n>e. a fW:IOf or 10 j20 dB . abo\'r ,h.' oo..:lint fr"'l"~""~ rr'~~' defi ned ~ II!(,
bending mode, (e) I,~t 1/.' illCf1ial n"OXkl. notr1e..'1ing .his ~ndinf mode oftbc .,.:ooulum "'iIl ' e,tnC1 ~'OI>1rol""'il!ns
e-xte-nslOtl mode. 10 1Ia,'e ~ Nnd~ ,dlh 110 hi,hrr 1b:1n 3borui 16 Ill .
(d) second bendW"lg
------- -- - - - - - - --
mode, ~nd Ie) treQue-ncy
response- from ,nput
tOfQU@10 1 and y
d(>fle< tions
-.
For ph~'~i c3 1 systems c,'en of the complt'xit}' of the simpit' po: ndulu m in the
last e.~3m p le (and this is as simple as one could pr.K:ticall y ima~i lle). mechanical
engi neers and control desig ners find tinite elcmen t analysis of lhe plant Sll1Jctures
to be very ad\antageou~. Afler entl'ring a geon"letrkal description of the ph)"~ ica l
,.j ,., system inlO an input file. along with infonn;l.Iion characterizing the materials the
"~I
'" system is cum prised oLl! progr.lm such as NASTRA..'\" can lind a lincar modd
that can matl,'h the physical system vcr)' clu..;.ely. NASTRAN ou tpu t can be: u~ed
di rt""ctly as p ~r1 of the dynamic mod{.'"1 used in the control design. S u ~ h models
can be malic far nlon: accurately than normal hand anal ysis models. (t soould
be noted that fi nite clement ana lys is nn abo provide infomlation about stress in
the mate rial under various loading co nditioll$. ",eight. i~nia. and mode shufNs
in nddition to the dynamic response "hich is or' primary interest to the control
S)"Slem designer.
- 110.0
-t20.0 13. 1.3 Describing FUll ctions
- l l~ .O
In many cases lincarilation of a nonlinea r s)'~tem or subsY"tem by small ~ ignal
- 140.0
annlysis is 110\ pos~i ble or i, not adeq uate to descri be the syStem. 1be dc!\Cribing
1500
,,
--160.0
Q
function is oos.ed on the fact Ihat a Itnear stotional)' system responds to a sinusoid
with another sinusoid of the same freq~ncy bul mod ified amplitude and phase.
-t1O.0 In 1950 R. J. Kochenoo rger proposed 10 re pm.ent a nonl inear clement b)' the
-ItO.o transrer fu nel ton of the ( ficti tious) linear statiC'nary system which ""QuId pro-
-190.0 duce as ils Output a ~ig nal equal to lhe fund ame ntal component of the nonl inear
-"'. system's cuttl p l~te OUt put. Hig her order hannonics weIC TO be ig nored as negli-
- 210.0 Sible. Notice that this describi ng funct ion is IWI a transfer !"unc tion and in fact
X-Of R
-no.o usually dcpcn~s on both the amplitude and the frt:qucncy of the inpu1. Oc..;cribing
- 23O.D function an31ysis as~ umcs th:l1 01'1 1)' the fundamenlal component of The Output
_240.0 L~_...,--~_...-=-~_ ...-, is import:lnt. TIlUs. for an input \"(/) = A sin WI to Ihe nonli near fUfll.'1ion. it i~
10.0 100.0 1000.0 2000.0 as~u med that ihe output can be ex pressed a~ a r"QIJner series as fullows'
,
.'"(t ) = A ~+ L: (A . CO!.IIWI- Bn,innWI)
.. ,
4 S"""" """I"..:., >~, ' .."\ 110,. ,uIlJwmr:.ni<. in ,.,.;, "'~I'''''' ",',.,1. OO..:r, ~;<pI.~ ~ ,..",i(" ......... ;0'.
"Jbc;",cannoo "" ~.,." bl- de><"f"tl,ftg fu"",1OIl ~ .,~o..t"
560 Ol.lplcr 13 :"'0fllmcJ I c..'nlrol 13 I :\n.1.lrSb T~hn iqu<s 56 1

,
"" " n+ L )', ~i n ( nWf +41.1- &:"U Tion. . A b<ief .'~mi n':lIion ofFi,. 13.10 can ,in'plir) Ill.: t~,k . for 3n In!",l .r .. .i ." n WI
wlI~ ~mpl lluJ: A <: ml '. I~C ""><:ribinll functi" n i.ju"," 1.0. a g~i n o r 1. \\nh A " lilt(
"., "'r "aTII 10 lind thoc f UnJ:lIl1ot: nta l h~ nllonk ~mpli"'d. and p/la>e ~I l~ OU I(KIi \ gi~(n b)
where Eq. t 13 . 2~1 . 8:,',"u,,", lhe , atur.llion funcU(lfl j, an odd fU"""tion. lhe COd,k;"n<, of th ~ CoS "....
I.rm~. A, in .Eq . t I.l.151. will all be lero IIk'r.:. In. phil\(" "ill 31'<0 be !~fOl. Tfle <k~ribl ll!:
(1 3.\51 funCTIOn N ~I,. n bl Eq. t 1).10, i, lhe n

(13.\61 ,vIAl '" !!.!.

,
W"iIere A i< the amplit\>IJe 0( th~ inPUl " nll<Oil\. S;~,...:: 3re 'lflly ime.r<trtl In lhr amplltlllle
Y = \ {t\=+
. ,. R: . ( 13. 171 ,,( !he- fund:llmcnlaJ in .~. we II"",", lo"akuJ~lc lhe: IAtel'rll Eq. (I.;' 1t. 1(Of n _ I

A B, = ..!. f '<&:' ,~ , al (~ <in u.l ) . in Wl ,/, ...... ). III ~.1 1

IP, = arcTan B: ' Cl 3.llh :r ., m
Th. inl'1nll f~r the ~fIkiml 8 , 01,'1"1". ,"",,,\11 wi '" to. ~:r J j, JU5\ fOllr Ci ll OC ~ Chal ",rr
A constant offsel ""ill be: prese m in The OUTp UTif the nonlineari TY is not symmelrk
I~ quarTe r c)'<':c wi = to. :, I~I
( A." ", O ~ . Since the dc!tCribing funcTion is the complex r~! io of !he magniluck
arid phast' of the firsTharmonic in the OlITpUT10 The maG niTude and phase of The B,,,, ~ r.'': ,al ( 'U .. n ..... ) :<mw r<l livll. , II"
;-r ~ III . - ~ I
input. we arc oul)' intereSTed in the firsT T erm~ of lhe Foutit'r seri es represenTing
t h~ outpuT. Thus T h~ dcscribirlll funcTion is 1"l1r ;nl~araJ ril:! "" bm!."n into 1""" P""~ . bernre .00 afl~r 1lI1U r:l1ion. \11< do.:fioo lhe pi';nl of
. alllf:ll1<Jn a, ncrllmng ill Ii"", '. ' " he ....
V
Y, itt :' + B',
I .
N { A . w) = - " 1P, = 03.19) I '" - ~f~,m -'" lit
A A ' ", ,U
e...,.tt.ing Eq. ( I .l.~.ll into 1" 0 part, ~'idd,
In The C3!>C of a me mo')"I~s non li nearity which is an OOJ funcTion 1/1 - 0 ) ::::
- /(0 )). Ihe Fouria !,Cries cosi ne coefficienh " 'ill be: lCl"O and the de;;cri bin!! ,'Ii = __ j .... , )
.~ .T
, ,,,"(f"'" .... (,-<I""") <i n WI ~,... "in ...... d,
fu nclion be:comes til .... ,.

B
N (A) = A' L O. TIJ . .!OI -
,,,"(r - " w' ,It... [~ ' ) , in' sin, ..... If'
.., A:T " III "' ..... ,.
That is a lso indepen dCn! of w . This is the mos t comrT1()1l :ase in co nTrol. If The
nonlinearit), has mtmor), Th aT is indepetlden Tof Time. as with hySTe resis. Ihen lhe = ,,""
A (r'' " I- +1 ,Ok
"" . ) co,. ~",I) <II ., in "" oI,
describing funclion will he comp lex but independent of freq uency. :r " ~ ~~

Figure 13.10
bamplt l3.5 CClm,..UCIli,>I\ 'f'l o.j("l>Ing f~ n <"I~'" Salura:lon nonl.'neaflly "r
.md Slgfl(lis used lor the ,l. -- - - -
1..:,,<, Eq. 11 .1 20) 10 c:lk ll];otr "'" d""",ribing. fUlKlion ror . .. u..... i.... "hi<:h is shO'II'" in Fi~ dl'SC flblfl9 fund on
IJ. HlIa)""lh u amp k inpul :lloo OUlpul in Fi~. U. IO! b). Sallll1llioD l~ 0'"" of the n'O$l common (I) ~iur~"on . ~
nonlinoe;.rillc. in control \~ $lrnl~. l1lc S<' ner:ll .alurallun fu""lion i .:x pre,,.ed in Icrrn~ of I"" chMaoensllC Ib) trlpOJT
b:I,i<: .....1Uf2(i(ln fU ""l1OO ""lined by .nj OUtput S'9n.!k used
of
+I ~ ,. I fOf the calculatIon .,
~II.\) ~ l.fl :S I .,
[ - I .r < - I.
If thoc lincar f"i ion.1ope: or g~in;' k ~nd the final , all1mt cd ,aluc i.I "'. lhen Ihe func liun i, ''''---,--;;--.--!
2 1 0

y"' '''''l(h / ml . UJ . ~~1 ,.j ,.,

 IJ 1 Anal~"5is Techniques 563

_ 41"", (Al, '. _ ~ >jn ~I "'-'. _ .!..('&"ut I. . . :) f igure 13.12

A:t !nt I ~m"" 0 ,~ . '. ", Oe~nbm9 func),o l'l fOl
me S<9llum IUl1(tlol'l
~-- """ ('-U, At
---~sln
. "".co,."",-- I~"O:>JT/ _ - CO\
I ., WI. I) .
,t :'T ~", ' ..ur,,,, '" ,........ . ; .

U<;nllM, _ :ore<in 1 "' 1 ("~)I. ,,t h3\~ + t- q~

<0'
'" t.! !tj ,. :r:c:",c.;'::...;-.:; J
,4t ,j

:t ;~,=:.- - '- ..;'~i
(0 )' AL-/ ", :> J
'V i .... ' . ;-~n:-<ln ,1 :T \ I - .-\k
" ,u"' + "" , ,~

1, ,11. / 11' :5 I. ...

j -f~:;':~~:FfJ -:-:_ .~~~:!t:L~ ~:;~'-i~ry~
Fi,. 1.\. 11 . I'lowo s ,he "alu~ of N l k a.: a funct;(mof .4.k/ m. A. /1", inpul amplirudo: .4 ;1)("' .3""'.
lhc ,a)ue of "'Itll d.xreaso:. bc<c.u,", lh~ ampliluJc of Ih~ fund:lJ'l'le.'lIDI ,ppr~dlt, ~ c~"~n!. j ; 'j,J!- j. ,.
thaI uf a u ~u magnimx <quart WaH !m /!'r. Hen.;e. non,,~li~.d to 'he :unphllJd.1' iI . ,\ de<:ay~ .... +: t! .1
a< Il1e ifl'~"'" of A .
IO.'.'c--------~_:=----~-'--'--"-'__"7.
+ I~ 1~ 10'

"""
E.'unlplc 13.6 C(I"'I'IIIIIO" of ,h.' DLkli~ I 'lg f 'I',a,(>I, SoIUli(on . For any r\QI\uru i ~Il'UI . A $inM .lheOOUpUf. " ll)
= sgnxU} I> a ~ar~ w~\"t
='"
of th e <ame fuOO:tmc:nlal freqgrocl" arnJ ph.a~. Cak~lalinf. thr fir;! c<>tfficlmf> of the Fourier
Compul~ (lie dc~libin!!- fUf>:.1ion of lite ~ifnum fUl\C1ion "i,en i~ Eq.lI J .1 2J .... i1h C~tpU1 >orr;.,o ... t h,h ( AI _ 0 :lI1d
mulu plied b)' , ain m.
H, ~ ~
, /.-_.- - -1 .. (..... 1
, .
figu re 1), 11
Df.scnb ng functoon 'Of ".,
satlJ(llion from ... hk h the lielCribillS fUOlt1l0n nf lh< ~lgIlum fuocDon is

,vIA) .. _
''"
.~..1
(13.2111
JG\
-:- I I . for ~II ..1 -:I- 0. Eq. / 13.26) is plQllW in Fif.. 13. 12.
. , ..
- 0.6 . - - - - - - - - - - - - - - - - - -- - - - - - +
~ r
.I - -- ----- - - ------ -- -- -- -- ------------ -- - -- --

COIl , id era Stil1lJm fUrlI.tion ... i,ll h)".~ ~n"i s h a~ $hoy,'n in Fig . 13.13 and cQmputt it. describinl:
., function .

SoluHon. As se<: n in fhe figll"". 1M fun,tinn ... itllllr~u ....., is ~xhibil' the Itnd~ncy 10 remain
"~----<---o--.c--'c--,.--,;--~.,--i.-~,, in it. current II~te, Until the input 10 the . ignum funclion .... ilh hysltre~i s j, p~SI IIIe \'alut
,vIm h. il i. flO l llOslible 10 (\c ltnn ,,,,, the W lpul uniquel~ w~lloull<fIO"'inj: ils paSt hi'lOfy whiCh
im pl~ Ih ~1 thi . non linearil)' has memory. II ;, deor lh:il the Q<Jlpu l IS .gain a ,quare w:t\'e
564 Ctupltr 13 N(onhne-ar Ccmuo\
\J.! .-\nalj"SI> Tet."h!llque~ 5 6j

Figure 13.11 figure 11.14

ComputIng the Plot of thl' des<:robong
d('scnbong hmctlOfl lOt IUOCI 00 for The ~ num ~ :<,----c-~~~ "":'~.:!~.--7C-C_~>-.C.-~_T;~:'_;~~.""'1
the SIgnum functlOl'l n-: 7\- fUrKllOO Wlm hy$Tere'i:5
WITh hyst.. oeSl~
(a) th.lractemtl( I L - : ., I j (OO ! _ ,- _i. ~_.
(bl onput and OuTput ,
Stgfld:"---
' __ '! II) ,f '
,~
: ,.' JO'
1"1(.4)
,l, I , 1'''/
-. '--1 0, '" ,
~,~ , 1 j

'.,~=:::;.~,;:::;,:='-,i,;"'-~ 1
(.,
'''' , ,
". , "
,OJ

"llh .mplitudf of one.;r; long a< In" i~ p nl aonpliluok A i. g"''''~r than lhe h)"~' f~;' k-wllr
I A > 10. OlM",-i~ ' ......... ,1'.." i~ a n ln>la nl ~ II. NOle (rom Fig. t J . I:l< b l ll\;U the '<I~ "aW if the ~yMe m will be st ~ble with an)' fj ;l,ed gain in tlx': given ran ge. The- describing
I~p , .... inpul ~i n t ,"':It? in ,ime TIlt ~ I;nl<: t~ n 1M: tak.-u l :ll<"<l,,~ function applie~ this concepl by re placing lhe line seg m~m with the plot of
the function .,~:., If the curve of D ( j w) G (jfIJ ) interwcts the CUJ'\"C' of .,: : . ,
A"nWl ", /0 01" 0;1 DarCSin"
. A. (he inferenee b that the )ystcm will oscillate al the eorresponding frequency
a.x~u~ Ihe pll;>.;;o: t~ IS G;""("n b) Eq. t 1.l_171 dif?'II~' (Of ~It til . ...... ft:i\(,
and ~m pJi t ude . If the encircle menl counl eOfT'eponds to that of a stable ~)'Sl c m
, if it .... ere litlCar. the inference is that lhe nonli near s~'S(em will be ~table and
,\'1,1) '" - L - :If""n - un )table if the enei Jt'leme n t~ correspond to that of an unstable li near system.
""kh i~ plonw in Fi,. IJ. I~. II
.", ..1 A
.
i. in{~res{in.!! '" n(>le (rom Ih" Ii~ u oe {hat ...hen I ~ Input ,''''''
TIIC"t' ill ference~ are nOi pro\'en to be troe but re!i-u lt in u.>eful concl u~ ions in
many e:he .~ .
""'l' """inl(LIIk I~ J UO! .:Ii~hll.. ~er Ih:In lhe h~'\l~< ". lhe pm-<: 3n~ k (. - 911 . ,,-t.i.:" Fig ure 13. 15 ~hows the bloc k: diagram of a system h,wing a sing le nonliltCnrity
corn,po..... I" lhe OU~I >qu:ue ,,'a'( being ,Jc if1 cd 10 (ht-1"'3~ nrlh~ ,npul -i "", ",a,l'.
in <l. n othe rwi_"C" linea r feedback loop. Instead or plolting the ope n-loop tr-.tnsfer
fUflCl jon in I~.e l-om plcx plane and loo king for e ndJt'le mem ~ of the (- I. 0) point.
the li near par. of the lTan~ {~r fUflC tion is plotted on The same graph a-, the llCgati\'e
ft'ciprocal uf the de;;(;ri bing function of The nonli near pan. Any inte rseclion
Stability Analysis \\.;(11 Describing Functions represents a p<)ible instabilil} in t ~ close<!.loop SySTem_ In effccl. Ihe single
(- I.O) crilical point is replaced by a locus of crilical poims as gh'cn by lhe
The me thod of stabi li ty ana lysis using descri bing fu nc tions is an e... t cns;o~ ~!
the Nyqu i'il cri terion for linear ~y S l em ~. If a li ne ~ r S)".'\le111 has ,"haflLc t~ n)lIl'
equa tion I + K Dl I )G (.! t = O. The standard ~ yqu i~t slabil it y a n ~ ly)ls p l ol ~ D C Figure 13.15
and c.~ ami nes the enc irc l~ m e nts of - 1 . If K i,; known !o b< in ~ ra nge K, < K < A discre tel lme system
. , .. , , ., .....1)) one series
K then we CllJl Illark the li ne segmenl from -..,.. to - -:"" . and 1\ I 1<.: enClfC em,nt~
l " , n()r\knea,ity
of the entire segme1 t are coumcd ~n d the stability criTerion applied ..... e can del td ~
 13 I ..... naIYS1S Te<.Chmqu~s 5 67

Figure 13.11
d~scribing runn ion. It ~hould Ix- nol cd that nonlinearitio:s ca n hal,(, a Ix- neficial A d,screte- Itme s~tem
effeel un a ~ySlem in Ihal in :.orne C'.L~es they limit the ampli tude of all instability. Wllh a 5<l I""ClI,OI1
Pe-riotlie, fi nite,amp litude. steadYMate mOl:ion) are re ferred to a~ limit l'ycln. non't!ll'ilftly
Alt hough a li mit-cycling ~y~lem can ~ coo~idered ur.stablc. such "'Ollon i~
o;omet i me~ be ni gn in thallhere b a finite regLon of slate,s:Jace " hieh conta ins III<'
Ird;&lory of the hmi t cycle: and if t h i ~ region is '" ithin tle allow3ble en or. then
Ihe ~:r"'t'I1l may t-e sati~ (aclO"y. The syStem does nol ha"e as~'mplOl ic [abL iL ly
which de fi nes 3 ~)'~tl:m " hieh con~ to rest 3 1 the ori gi n of tlto!- Slate ~p<Jce. Ooe
value of de.'\Cribing fUI'K.1ion analysis is in find ing Ihe cond i[ion~ under .... ltich lhe Fig ure 13. 18 00
s)'lem rn a)' bero:Tle unslabk or e.~h i bi t .. limit cycle. Oree IhO!'c condition .. are The NyqulSl plot I!): the
identified. lIteI:.\tct natu re of Ihe instabilit y or the limit c~ cle is most acc ur.llel)'
sys:em 01 Eq. 113.30)
._- - -
, G (j-"

re lealed via ~ i mul ali on . Also. chOO1iing a remedy for the ill~tability can often he ,
done " 'ith describing fUIIClion analys is. whic h can yie ld c~s on hoI\' to mi nimih' ,
or e limi nate the instabili ty. A b.M eu".
,, '''' .. .. I
< , , ,
~
[xample 1) ,8 Atlnly.i.- L'wl;; lh, D.$,rI/>lIIg F"n':li,!fi 'r~.. .," ,
Coo,ide . lhe f~cdba<~ ,'<ln1",1 "<m Gf fig . 1.'-16 '" he.~ the ~ i,,\II't~' limc 1,1lC~' Il":In,f.-,

,\lA '
fu~clioo Glfl i.gi.'rr, by
., , ,
(l.l~ 1
.,
n.c,[)lA C"" be mOCekd 3, a <;OlUr.:n' on " ilh g~in 1.0and hmils =I f~lo"'nI h~ .'Cf'IH!rd.'1
.,
hold. Ib~ :.tr3n.rGnn ofl~ opc"...loop .~,;lr", ..-ilb T .: 0 .1 I. 00 ,
0 ,
R (;>[A,;,.
." " ., ,
0.3 102:' - O.599k + 0.2902 "
CI : I = I: l) '

The noo ltneM .Ji>C"re:~'li ",~ <,'sl~ m mo,,kl i~ ~ho...n in Fi, . 0 .17. ~,nI 3 ~ri bin, fuocI,''''
dt..rnplioo for lhe- . uur:uion. p",di,:'I thr 1~ ~i,nal bc:h:i",Qf oi!he ~~'Icm We halt dcn . e.J lhe' dt<mhing fuoclion for Ibc <a!urallon fUMtioo in Eq. t IJ.2.~J. For
t~ ;l'.umpl'oo. of the- protolen t ~ 1W'~1lleIC't< til " ' " , arc bot h .:qualm ....... A pIuI or
Solulion. E\~n in this , implc c.~:vnpk there are aclually mu llipl~ noolilW'~ri\lc< prc-<Cnt. tile l'\~qul>ldiar.r:om oooJ 0( - 1/ ,vIA) i~ Iho.. n in Fi~ure !l. 18. B"~u<.c f..:j. 113.23 ) h...,
cauwd bl Ihr .... UI:I_ as " 'cll a~ die data '1uamiL""oo ,n the Afl) ~nd DlA. UO"f:"c'. tn Ihl- to ph~'" anc~ . - 1/ '\'1..11 lies <l rkll} 00 the net~I ;'( re.:tl n i. of 1M )\"}'qtl i'l pIoI .o
ca~ "I' "'-~U rl)(' smal l ..... ntil.ation Ie,e!. and I....' Ihc dTn 1 or qWIIlilllUon "til m3tnll t.... ~ Ihc Iofl from - I. TIle two o;un' (>o ;ot(:I'>' ;II IClt''' '1 = 5.81-' . .. l\er<" w T = 0.U58 and
~mall S t~otal dft lUI C'lln be i2nor<:tl fm a large "gnal anal,--i, Th. ' roIuil;'.., ...t.ser-:di<.'Il Ih( I\curi,,,c> of tile de<cribin~ function predict a I""'<il;ol~ limit cy('l~ '" a f,..,que<t<.C) of
Can he <ub,lanlisle.J b} cnmi",~~ 1M propmi~ of Ih~ qu.ll1liler~....ill be dt'1lI' tn t~ ne,' 1 = O.OS8/ 1. 1 ~ .T) '"' O.092~ . The cydc ""'Y or nt. no! be' stahl<'. In Ibi, cJSI.'. frool
~ioo. f il. !l.l l. a 'alue r>f SIA ) = 1 /~ . 81 ~ '" Q. lnCQITe'lX'nds 10 on ampl illltlc oi "I'~ro~ i ",:lId)"
A,. 7. r" dc:1~rminc Ihe "ability of .he limil c~clfo. a ""nllroa!i<.m d .ed i, do<>e. o\um(
thai Ille .~";'.m i. Gpe t31ing al ... u .... dy the po int ft"J1'C>t."me<! b)' tile i ~tcr..ecllon uf ,I!.: t"'''
Figure 13.16 T T cu,,~ . If I h~ JmplilUdc A i. reduced slig hl l~. N (A 1 iIlCf'uj;t'<. n.c, rnlicaJ poin l ,~ift. 1O.11e
A d&l'I!le1o!le ~ynem ri)!hl. ~ po<; ilitHl ... lIetC II ... funet io" (; I~) li b no nc. (ocin' icmcm . ~OO .he a mpl itude will
wilh ~"" Il'e errOf dec r~l,e fll nhe r 1II0\"i", a... ~~ (mm lhe point of inl ' Jbil ll}, On 'he Gl h ~, h3 00. >"s~m ( Ih"'
f~dMc~ the ampl il lltlc ,. i rlCre~..ro ~lighI J>. Nt'M is. ...,.J uc.:d , ind - 1/ ,\', .(1 ) i) mo.'cd ." Ihe left from
Ill\: poi "l of inl<.>( ..... ,OO.T he R<'W critK'31 poinl i) n,!", "ocirclcd I,,ice. ""d I~ ampili ude
"i ll in crea>e 'I ,ll funllt', T hul \I( predi~1 ilIl ullstabl.limit cyd e " 'ilh lbe u<f'ofo "(",ribi ng
(u ncli"" . I'igu", D . 19 . Ilw, ft . imu l:.u ion of Ihi, "Y,'le rn . :-.Jote thai ,m:l ll >tep inp.o!. an:
568 Chapler 13 :"ontUlcar ConLr<>l
13 I :\"JI~"sls T~ clm: ...ucs 56 9

Figure 11.19 Figu re 13.20

Step resoooses oj ThE> A d~fele-l,me sr.;tem
system 0 1 fig \ 3 17 w lh iI QU<lntizer 6(: )
,
oonhneaflty
Y, IJ.7S / \'
/
, \
Fi gu re 13.21
.or Chdrac~e"~tl( of the ' ,I

,l
I \ round-off qUdntiler
" 1
'f
10 IZ :t
T"". (ote) " " , 0-
1
.,- .-..-..-..:': :oun~) J
~""",dcd 1(1 in ~ ' Ial>lc .lnd ~a<.(KIabk 6~ion . A. It..> .I~p ~mphl~ ' ....'(;1>< . Ilk- ~'pon~
,l r' .
~I' mo<~ an.J """" ""i ll:l1,,[)' unli l. 31. ' ((j)' Iar~r Ih~" ll.~. tile OUtpul dh.... ~(\. NOh' I h~ ..
.,-
"Ppm~ illlltle p<"rioo 0( Ihc o>ci ll atory hcll",ior j . I ~ ><"'-"On..J, . ... hi'h " ncar Ihc 1/ ( _ 10.8 j
'n"(lt>!b prNicI~""d u-,ir.g Ihe d<-<cIibi n~ r"unnion. AllOIlocr I""':u,e o f Fit. 13.19 can ~,.,..n In .l
~"Omfl'ln n l l hc . iu of tile rcspoll'c!O (h.: lnaj;niwdc "f lhe re fc",nc. (.cel' l Input; lhe inpul 10
lhe .aluration nonhnr:;,ril~ is lhe coturol lcr error. or Ilk- d,ff<,U"ncc b!1"n Ilk- ,:onun:,,'" ~11oJ
., , ---,---;----"
,''''' '1:"<1'00""'. Unlll Ih. =or ~ 11!llal reachc~:lIt inili al ampl ilude of I I .~. fol lO"- cd b;. a laq:a
p.:a~ amphlud ..J ...... 10 11K- rollov.in~ o'c"hooo.. (he ......, "'''I:I; ns Slable. " '( ntkulatc Ih.;ol
Ihcampluudc "''IuirNIO ~ ;"Id 3 ,null <'lIOI.Igh dC">Crihin, rUlIl"1lOt1 ;, aboul 7.1ma llcflh:llt Ih'"
"",uircd forlhe .cep IfpUI. If " '( h~,'(! = I and locI III ~ x . 'he tIInl i""ari t~' hca>1n"" II lIca.
and the 1onl, Of POIOl , - I / N I A I roll 3p,,",' 10 lhe . landan! I-I. 01 pom, Dr" t\}qui'l .,~biln)
anal)"$.
- -- _ . _ . - ""here lhe ""round" fU1\Cl1oJI1 i . Ih~ n,ur>J-o/T fu ncti<m do<:nbed in Chapler 10. and ~n In
+ Fill !.l.21 ror curn~nin'ICc . The ocKribj~ fUrI<.1;0f) fur Ihl< r.:onl ll"k'aril) i. 001 hard 10 fi nd
lron,lder 1M addilion at sitnU Il1"ilh.dc:ld~noe funcl ioo ~l. and i~ , i,"cn b)

E:"ampl( 13.9 QtUIr.(t;:" ,\,,~lin"/l":.I"

~ami"" 1M 'lI1 all ~ji~~ 1 ,h"""'l~ ri ,ti l.'> of the .~'slc m or EU l11pl. I .'.~ .. illl tltc qu~nt if.tr .,.,It;:;V I - !A q
nl)l\lillcJruy ;n<tc:Kl qf <.l(ula1ion. Tho ,pte m ;, .hown in Fil'. I.l.~('.
""_I'" ,-; (" ,)'
which .. plDIICd '(hU' , t /4 in Fij!.. I ;.~~. Althou!!h " i, nO{ oI>,ioo" f>'Ofl' til.: !"\Iu"lion, it
Can be Sl.""Cn 1:0111 Fig , 13.21 lhal Eq , (13 .;1) is m>t . monolooi,' fu nct ion of A~, " '3, the
SOluti on. Tile inplll-DLltput ,h~ra"tcri'l i c of Ih~ qu.nl i<cl " 'illl a ,/uamil" lioo \c,'d lOr <j i,
SILUf"i on (k~l ibing !\mCI;on, Hence a.1 ;m<'r>l ion of _ I f .V(A I ,.. IIh G lf " r ) dOt!' I'IOL
~i\'cn h,
~1 "'3.\ ' UlIllIuc l} Oe lcfnl; rI\'" ~n U "'~ilude. ""Ilhi, i< 00(" [lfOt1km in Ihi, ca'c.
Q ( n) = q roundl " /q I. ------------_._---- -- +
570 Ch:ip!rr 13 l\.mlm<'MCOr'l!rol
D.I An:r.I~Sl s Tr<:hr.l{lIiCS 51 1

Fig u re 13.22
figure 13.23
Th@de!.Cr .blllgfUr'l(1 .o n IAI Flo[ of thoe neg.lhvr"! "----------~------------,
0 1 the round-oH , "(Ip,oedl of [he
QIJ<Inl.rer c.h<Ir KIens'., 1.2,. -".~,_---'7', --------~__j
aescnbong jun(1.on
,n [er-;ect.ng WIth Ih@ --
,. plant \ldln dt p~ .,:r.
(I~1I('f

.... I L

."'" ;~ ltt(G).r L(G) -180"

. 1
"
" , ,
tl/q (Isb' ,)
Il.!! O~I
,~';- ; '~~~~~- ,~0,$1
- l OJ 3 0.54 1 53 0.$6 OJ7 0.51 0.59 0.6

""
Fig u re 13.24
Small ~Ignal r@5ponse~ oj
me system of Fig. 13 20
Wi,li l~'" ! .... n>fcrfyncr .... n l:n"Cn by EIj . ! I.l J OI ~nd qU;rntil:tlion c.,...,_pond i", I() ~ Of A '"'" ~ wnh (in 11 bot dnd a 12 . ........ 9.76S6 ~ 10-'
bi"""'r:: I 'ole ~u"X\. prnIi<:' ,he . mall ,ignat ~bJ\"inr oflhoe ';" I~m dr:lr"'n in FiS 1,1.!H M qUilntiler, show ng - - 4.9A U,..-
b)Wd r.JlI ,be ""'",ribi "l( fU''':lion. Th<- pi.Jnl lran<fe.. run.:liun i.> S.",,, h~' Ell. ( I.U l.h. limit (}'des

Solotlon, Si~ "'" know ,hal :he: Iroo<fer ru"",ion ~nO.I Ihc rttiproo:~1 (If It..- r:k:-<;nbi n~
function " ill inlCr"", on Ihe ncpIi," ,(";II J.,i>of ,h~ :-':yqoi" plo" "C cllll.,mp~ i ry moiler< b~
plll .. in, -I /" , ,,, - . .be ma~nill..k of Gl r~1 J ...lI.:n L G ...", r _ - I HO, .. h",h i. S.II I ..!. J'
~hn""n in Fi,. 1 3.~3. 1 hoe .. u:r,~'ilalion fronl "SI"; ;I I ~-bi l DAC 0'".,. an I>Illpu. 'oIl~~e r~r.o:"
of I .O VoIl. }~Id..

"he,. . V;, I.... abbfe"~!"'n for \"01r,. aro,J I<b l< Ihe ~,i:lli..... fll" Ita>! ,i~nili.c:m' "". Th,'
i nt,.~ 'i(>n of.he '''0 c".w> I"cdi.." J ~ublc ll1nil clclt " i!h all ~mplrtuoJ~ "f ..,n. i,dl~
<l /~ - 0.000:-1..1 ~ peri od of ruu~bly 10.8 ~ (f).1 It l' Nf>I~ Ih31 Itw:- 1"'''1 ~d,
wi ll ~I "';I)" trc in lhe: r~n~~ o f 1 Isb po:aL 10 po:a~ in ~nlpl il llik for ~)"_I", m uf ,e d"~l:rt>I.,
high gain J I (J>c, nn;1 1110 d~l!= cm'I" oer 1"""1"""")" It .hou ld a1><l b( ,,",,".11 lhat th~r>' .'
nothing lhe dc< i~ner (ron do aboul !he " nll'jilVlk of 111.: bm;1 c)'cle , hun of gening ~ N-" "I
runc (Ott)
( higher ..:wlution. DlA CClfn"trtCI. Mo,oo'er. , ioce Ihe ".~SO\-e. p i. I< U'UJII) Ik ,em.ill<""d t,
more ImporTant CDn~i~erallQfl' . uch a5 d",old]oop b. rKlwi dth. ri>oe li'...... arllll()o)t 1(Io,'al ulI .>,
tI", f"'''q ~rn', uf th e qu nr il"tion induced c~' dc rna~ J l,u ~ fi> ~d , Fig. I).!~ . 1"".., Ih,'
Ii,,,,'
'>'." ~.n Ir. n, icnl '.'po.,e to >.ero input " itb an ini .i. 1 OUtput CrlOf Of O.O(U un'u. II '~ 'n. pon dlli
10 nOl. Ihat .be lilfgt .<i ~ n ll "" ponse of the s~"!<'m " ith qu:rnl.iJticn plotled in Fig. I ~.!.' "
 1}. I Anal~'SI ;; Techm ques 573
572 Chapler 13 N{lnh~ar C{lnt ro~

Figure 13.25
ResponSl' of the system
of Fig. 13.10 wl l n both
S<lturatiooar'ld
quant iza tron te a step of
mod~ratE.' size
, l3, 1.4 Equivalen t Gains
F~rthermore.. sin~e describ ing functi ons ut ili le Fourier analysis. , tead y .slat e
~i nu so lda l cond;tio n~are implicitl \' a.~su med. Tra n.\iem anah's;s is not facilitated
.'~ 'l with de~cribing functions . HOl-\'e\~r. the e~3mpl~ s used in this->tt ti on to ill us trate
' ,( " n. . _--'-_ _ __ "-_ ,tab ili ty anal ysis using de>l'rib ing fu nc tions el1lpluycd step res punse.s to excite
the >)'Stem, : bett~r correlat ion be tween ana lysi., an d simulated respt.me, could
be allai ned lhing ,inu.S()idal exci tutio n oivarying amp li lUde.
.~ I
The method of ~q\li\'n l ~nt gai n~ is a nut herhcuri stic technique where a me moryless
'H
2~1 ,
non li neari ty is replac~d by :1.Il equ i\'alent gai n. ~nd a rool l ocu~ is done \'ersus
the eq uivaicm gn in. For ~ ra tlge of amp lilu de~ the equiva le nt gain will take on J
,, range ef \'alu~~. and the root, of the systcm are e.\amin et.i in th is range as if the
gain were fix ed. Fer un.<;labk roots. amplitudes will grow. an d a new eq ui\a len t
gain i ~ e~am in ed. TIle process is repeated un til a clear indi cati on is o btained a~
'1 to the ultimate sySte m behavio r. Before proce~ding. it mu st be pointed ou t that
'.'--",'--';---.'--7-..,,,,-~,C,-~,7.--',,,--",,,-~w ~lt hou !;h this an::t l)'si ~ tec hn ique is pmcrim/, it i~ not by any mean s ri~orou,. an d
r.mc (....1 can be shown by cuu nter-e,;am ple to be false in wrnecas~s . FiN ,.,.; will be"in
by defining tho: s<ctor condi ti on for memoryle~s nonlinearities. e

agJ in ne.1rI~ i<k nlkal to that of the u ""uan l i ~ed .' ) .i lom . indit:l.,ing thm lfl al~ ling t~ c IT....::, of Sector Conditions
t~ ''''0 mm li !1eari';"~ <.C["J;>ralel) ,,'a\ ,""lid
Suppo<,c a fur.,tion ,p1.1') has a >caIar input and a scalar output. We ~y that ,p(x l
----- - - - - _. _ - - - - _._ - - + be longs to th~ se;:tor [k l k;l if fo r all inputs.1"
k , x~::: ,p lx Lr ::: k!x:.
As a final nOte or, stabilit y ana ly~i s w ith describing functions. th~ nature of
In thi s defin ition ", or k; are alluwed to be -x; or +x . Nute that k , an d L
the inte rse<:t ion of -ljN(A) and the ope n-loop transfer function G(e'''' ) can do Il QI IIL'Ce,\lrily repre.>e nt the minimum and maximum Jlof't's of the function
giYC infonTIatio n ahOO thc expec ted accurllCY of the de-;Cribin g function analy~ i, : .;pen. In most cascs. they are smaller than the minimum and maxim um slopes.
nearl y right angle crossing~ in the comp1e.~ pla ne indicate a fairly high accu- The fo ll o\\'in8 three e.~ amples sho uld help clarify how " I amI k~ ar~ fou nd.
racy predic tion. As the angl e of inte rs ectio n becomes smalle r. hi gher degre e~
of unc ellainty in the approximation are cau,e to ,u<p..-">{: t predicted li mi t cycle,
or instability. A simple se nsitil'ity analy~is nplains the (Cawn for un('ertai my:
The int~rsection point of line, which are nearly parallel will "lO\'e large amoumS
along both lines for el'en minute changes in the position of c ith ~ r. In atld it ion. th~ Examp le 13.1 1 C."'ll'w,III,)t! "" I ).... >!
relative deg.ree of lInamint: is t1ependent on the mag nitude of higher harmon
ics (beyond fundame:ltal component) in the output of the nonlinc.u:ity. Smaller
hamlOnic conren t usually imp1i~ s gn-:ater ac.; urae)'. Sim:e the method of deKrib- Sol ~ t i on. Sin,: .'gnIO I '" 0. "' . ~1lO\\ Ih 31 1h~ '1I11r li[~ i lhrou~h lh" OI' igi n l whi.:h bound,
ing functions i~ an approximaTi on of the non line arit y. repre se nting: the outpu t 3, Ih( .,i:;,,,ufIl fu...: tio n from abo' ~ i, t~ y_a ,is VI" a li n~ Ihr~~gh tt-..: oogin with a , lope of intinit)'
a single ga in and phlsc shifted version of a si nuscidal inpl!' the a,,:cl1racy of Th~ line Hhf(lY~h l~ ori~inl ",ill! I~ lM~~'1 slope whi:h boun;;i, 1M- ,i ~ num IUI><'!i o" from
the method imp ro\'cs as the hannonic contcnl in the outpllt decreases. As sUl-h. he k",' ha, a ,10;>: of O. TIl.;:,..,f"fe. ,,~,'an ,ay lhat Ihe ,;g num fun crion i< in :"UX [0. :::..: 1. In
plants with a l ow-pa~s frcq uency response te nd to lend Ihemscll'e, 10 ~Iabil it~ tlli. C a~. l, arxl t~ are 1M- min imum an~ ma~ i"mm ,Iopo:, of the .ignum (~n clion .
analysis usi ng de,c rib ing functions. Furtuniitely. most control systems. especially
servomt"Chanisms. ha-.e low-p ~ss plums.
- +
 D _l _-\n~ l l'si ; Techniques 5 75
5 74 C hapter 13 N<.ln l i n~ar Control

Fig ure 13.28

Figure 13.26 , A. general fU!XI ton
The ( harac:rist i( 01 tne
(or.tamed in a s;mp 'e
~g_"_'_m_',_"_"":",--___ "1---+ ,':
I ~-
""oc

---1-' 'f- ........-.

0r------7~~~~--~----~
'
....- .. :," ....~ .- ..
. . ,.,
. f
,
T~ last e~amp.es signum funct ion had a mini m um amI ma~imum slop.: .... .. ,
..... hk h eq ua led its s.eetor limi ts. wh ich is not us ual. [>.e:t;;t. w~ will loo k at a mOTe , _-1.. .~:~. ----I.
typical case,
...'.,.
.....
------- - --
Exam p le 13. 12 Seao' Atta/.n il
Th. Ir.lI"f..-(hara.:leri"ic of an AJD converter Ihat U"",, roundoff iI dra"n in FiS_ 1.l.l7.lf
Ihe AID con~ener hu, uni ly gain. whal "",or i, Ihe !ramfer chanc,eri ~'H; in~
which bounds it from above II'0r po~i ti \'e x) with a slope of about 1.4. and the
othe r with a slope of abClll 0.5 w hich bOllnd~ it from below, Since the fuoction is
So lutioll. The ans" .! is c<lmpu,ed by looking a"he lirst part of '" roundoff futlCtion.
symmetric ..... e need only irlspec t the tlrst and fouI1h quadra nts of its graph. For
signum furn;,ion of heigh I q aM a dud ~on" of q{2. a, .00wo in Fig.. 11.27 , This ,ign um ",i,h
<kad zoo. i~ OOlmdffi from above b~' a line wilh , lope 2. ~nd from oclow by a line " ilh ,lope asymmetric function s. a ll four quadrants m il S! be cons idered . S~c!or cond itions
'em. ,hu, lhe AID h:iS' lfan,fer ehamcIUi,lic in !;ector 10, 2), are used in man)' fornls of stabili ty ana lysis . When a functi(Jn i~ in sector [0. :x; 1.
il is said to be passi!"!' , A func tion in sec tor 1k,. x l wi th k l > O. h said 10 be
._ - - - + strictly pn.uile. The quantizer of E:o.ample 13. 13 is thus passil'c. whereas the
f Ullction (x ) shown in Fig, 13 ,2S is strictly passile.

A graphical example of a nonlinearity contained in the seClOr to.5. 104)

is sho ..... n in Fig. 1128. The min imum and maximum eq~i l'a1ent gai ns can be
computed graphicall y fro m the figure by fi nd ing the sect'X which the func ti on
(.t ) i~ in. Two line! whic h bound the fuoc ti on (x l are sh()'.<n in Fig. 13.28. one
Stability Analysis Using Equivalent Gain s
S tabili t), analysis USing equh ale nt gains consists of rep Juc ing the no nlinearity in
the analy.s is of the system wi lh a linear ga in whi ch can ra nge between kl and k~ .
~ nd doing a ~labi lity analy"L~ for the sys tem at each point in the intef\'al ( k l . k:).

Figure 13.27
T:ansfer chariKte"~tic of
the rourKl -otf AID
COflV1! rtN
Consider ,oc <\',{em Qf bamp le 1).8 ol lll< la<l _(, lion alld e~:unLne lhe <lah ilily hy rcpl:>eing
til< 'llurllioo,: har~ "~.ri, ,,c ,,-ilh a I.nahto;, g~in,

ScJIUliQn. Fer un<JlUmed ' ignal ~ the ta in i~ Qne. and a' Ihe ,;&n"1 amplitude in ll) Ihe
'>awralion f~n...-\iofl i, increa.<.e<i. ,he ~ain dc"ra.;,. Tb;o ,a[U,a,iQn function i. in S(C!Qf JO. II.
,hu> the .-qui".lcnl gain wi l] range from one {<I zero a, lhe ,i ~nal ~C" b,!Cf and lacg.r. The
576 Chapter 13 'lonlmtar Cont t<) I
n ,1 Anal)"Sis Ttdlfll 4ues 577

Figure 13.29
Root ()~us oi th!' systeM
of f ig. 13.20 as a
function of t""le
ell ll va lent gain
,,
as before. Al though equ iva lent to descri bing functi on anal ys is for non lincanti es
whose describ ing fu nction is reJL the techn ique o f e-quil"a!em gJins is Iimitl'ii to
'"" , ~ ._ k", _ H.1 1' non linearities in whi ch there is no phJse shift fro m i nput 10 output. Since thi ."
,
type o f nonline arit)' is Common. th e equiva lcm gnin s techniq ue is a Sood one to
, .W
( reme mber,

,~ 0,0 ,
< I) 13 .1.5 Circle Cri terion
,
I!-o,o, In 1949. t~cC S"" iet ~c i~mi st M . A. Aizennann pUI fonh a rat her famous COIl-
lecture: If a sin g le-loop amlilluo uJ- lime fe edback system shown in FiS, 13.30
with a li near forward path t IF. G . HI) is ~Iable for all li near fixed feedback
, gain , k in Ihe range fa. flJ. such tha t the rcsult J ot c\m;cd- loop syslem matri .l
0.06
V F - G H t i:; stable . the n tho: nonlinear systcm >hown in Fig, 13.3 1. it ,"o mbi nation
nf the sa me linear forv. an.! path lind it memor;.les, nonlin ear fetdb ack term <1>( , )
in o;ect or [Ct, PI . is also slab le.
, Ai~ enr.ann s conjecture is /a/Sf. A variation of Ai ler1l1an n's conjectu re is
0 0 ,9 ,
0,9_ I)~ , 0,\16 , I.U1 , ~ , ~ I.U ~ true: T he ncmlinear system des.: ribcd is ._table givcn thaI
" "

1. <t>f) lie., in sec lor la . .81 where 0 < 0 < f3 and

2. The Nyquist plot o f the lin ear transfer functi on H (w) == lI (e, .. r l _ F)-' G
roo! locu' of Ihe ,)'>lem i, c," mi<>e(! in Ihe ..~nge O!: J:", !: l. "'(i.e that th~ inpu t 10 IX
does nct imersect or enc ircl c the disk. (or circle) which is c entcred on the real
de scrib ing fUnCliQfl mu s: lend 1000'ard infinilYmoblain an .qui"a~n1 , in of7 n It = 0 1fM
a.\i s and passe.1 throug h Ihe pointS (- I/ o, OJ ) and 1-1 / p. OJ) (0 > 0 ).
lroe saluration fun'lion. Sol" ing the cha,,,,,lcri,tic fil uation

( ~ - 1)-' + k,",(0.3 1()1~' - OS,9J~ + O.:!902 1 = 0

for root l ocat;on~ " 'iln t", in the interval [0. 1) !Ii''''' II>c root )", u>dial"am of Fig, D ,2 9. II ~aIl Figu re 13.30
Ix ~" from fi~, j3,:!9 lhat when the input signal 10 Ih. ~tu ral;on bk>ck .em~ m ' 'ma ll H~~' Block dIag ram of a I neil: L.:n ..., ' _ _~_
tnan II the rOOl~ of Ih. ')~tem =stable ik = II. How","'.r. "-, indi:aled h)' the d.'c, iDin sy;t~m ,0 sen es WilO a
, 1),>lern r
liMa r ga In F. G.II
fuoction . nal )" i<. for "QJ-i ,'a!en , gaIn s le.! s than 0.1 n the 'y'lem rOOlS are un;tabk ~ro"i ng.
From III.: describing furetion aJlal ~s i, of Eqmpk 13.H. growing ~iS" ll< ,au,r ' "1.:111.: cain
and move the TOOl. further im(l the un,tabl e ,.,gion. W~ .oncl ud. tt~t the Iptem t><xnme<
unslable . Wilh the de.<Cfi bing fu""I ion anal y~ i, we alw pr~di<:t the ,ptem will "" u n<1"I>~c ,
.. hen Ih~ amp litu<l. i. '"-l(h Ihat the deso.; ribing fum;lioo s,in "'ill be 0.172, Thu. [or input,
(II ini liul col1di,ions 1.l!"gl' enough. the '~'.'tem will t..: uns!ab le. U'i ng lhe de<Cfi!>i ng fu"" tinn
method of .tabilit )" .o alY'is ~I)oo.."<; u. 10 p,.,di<t .<tobilit} indlJdin g limit cj'd~ ampl ilU<ie ~ml
f",~""I>C)" R[I(It locatior: s (a n give an insiShl as 10 th~ f",q u~oc~ of tJr limil ~~'de as "dl. "'
in lhi~ case the fOOls m(l... oot, iJc the Ulli! cilCIe at an 3r1gle of abou! O , OO9~ rtldians. or "00.,, Fig"re 13.3 1
0.095 117. with a 10 H, , .mpling rale.
Block d,ag ram of a linear U,U,
system In seri!'s WIth a
, l yH<m
!lOn'inear se~Of /Uflct'OfI F.G. H

The equivalent gains a naly sis and the describi ng fUl1 ~tion an aly sis yield
equiva lent re~ult,.l fwe take th e equi"alenl ga in to be Ihe ga in of lh e desc ribing
functi on. the rc.w lts arc Ihe same and Ih e a mplitude o f in!t ability is predkl cd
578 Cm.ptcr 13 N.mlme:\f Control
13_1 .4.n.aI)'Si5 Tcchni(juts $79

figure 11.]]
This !'eSull i~ kl QY. n as the C ircle Th l!Ort'm oc Cir('l eui tf' ,:,~n and i:.d~f' to ( :rcies def.ned for
Sandher!:,: a nd Zamcs. It can be \'e ry u!>Cful for pm\' ing the ~t ablltt? of non!mear volfylng v.;!aE.'S of k. in
svstc ms. l11cse con-d it ions an,> Jlifjici(1If but nol neceSS3I')' beo:auS( l.nle~ lon of Examp'e 13.14
the transfer fuoc tion H (w ) and the disk as defi ned does nft pI'O\'c In.'\labl h ty.
H,., T
Example 13. 14 5!.1bi1.I.\ &;,,JOOII:.-Ci r,k Crilfn,,,"
A I>pl~' IIIe cin:k nilmon 10 the dh,,;..,"'limt '}'~I~m of E.u mpl" 1:\ 8. If I II~ pl~nt 1< in ~ri~,
",jill a nQI1 1 in~arit~ a. d"'''''n in Fig._ 13_18. Conslde.;m enl:lJl1.'d <CCI~' tk " t .ol). aoo ~nd 1M
"'~lllhi ,ah,,, ,,( *, for ""1I1~1I1I1e cirdc C. ilCril>O ,..ill ,~.",nlc 1at.lny

T he mcthods of eq~h'alcnt gai n~ and descri bing f~ lIct io ns repre5ent good

techniq ues foc gainin~ inlUit i\'( u nde rstand ing of the performance o f many non.
linear sy5lems. The circle theore m is a rigorous tec hni que which ~i\'es Jlifjici"'l/
cond itions for stabi li ty for ~)'stems ha \'ing a >i ng le non li neari ty conta ined in D
sector. PertlJ ps the mOSI powerful approach 10 the study of stab il ity o f nonlinear
Systems is ly3pu no... s second method.

Figure 11.12
Nyqul~t d'agram wnn
... 13.1.6 l yapunov's Second Method
the ~tabllity oroe ,! Lyapu nov's sccund ntClhod is a theocetica l 1001 f!X analyzing the Mabili ty of
--
nOll linear diaeren tiuJ a nd diiTere n('e eq~ation s. Lyapuno\' de\'eloped the theory to
H' M exa mine the stabi li ty o f non lineaJ' d iffere ntial equat ions. T he work was pre-seAled
to the cont rol commo nity in IWO papers by Ka:man and Bertram who e:l;tended
the theory to di ffeRnce equa tions a~ fo und in d i~c re-le con trol sy.~tems. The most
, .1 imponan t fealUR of l ya puno\' \ second method is that it doc~ flO( req uire the
Oh,""'"
,.J.I'
solutions of the )),sle1l1 equations 10 be known. which is fon~ n3tt: ~i flCe. as noted
(-1.0) ea rlier. solutions for non li ne:or sy~tem~ a re rarely knOwn. Alt hough lyapullO\"s
'\econd method doe s not req uire wll'ing the system equ atio ns. il doe~ require
gene ration o f a Lyaplm(llfim cliQn. wllich. a~ we ...ill see. can be very e lush-e
Th e int uiti\'e idea bcllind lyapunol" s s:ond method is tn;!t a physical system
cnn on ly stOle finite ene rgy. and th us if we ca n ~hov. thai e ll<:rgy is af'ray.1 bei ng
di ssipated e~cept al the equ ili bri um poin t. thcn the syslem must fina ll y reach
equilibrium \\'hen the e ne rgy is gone. The mathcmatica! representation of the
syS te m "energy" i~ in the Lya punov func tion. Since we are pri marily dealing
580 Cbp l~ r 13 -":o nh""ar Com r,;,1

Figure 13.34
..... ith d isne tc- time sy~tem, in thb t~"t. ~ on ly the discr.:IC tillle de finition of ;J (omours oi Vixl ,= C
Lyapun.ov fu nction Lyapunov funcl ioD will be presenTed. ViXJ is ~ L,vap uno\ runction fo r the' IOf s~veral \'~'ues of C
,),STem . ---- -- ~

:q k + l ) =ftxl k )l ftO) =O 11334 1

I 1/1 XI
if the fo llowing c01ditions hold i, a :.calar fUnCli on):
~
/.~
1. I'( x = 0 ) = O. and }'t X) is co minu ou.' in x. If .
II i
\'
2. \'( ~ I is pos ili~e d~finit<'. i. e. I' (x ) :: O. with I' ( x) = I) only if ... = O.

3. ll.\'( x J ~ v( r(x - \' ( I.: )i, n<,gati\'edefinite. i.~'" 1' lf( x)1 - Ve x ) ~ (I\l it!',
ll. \/ (x ) = Oo r.!y ii x = O.

Lyapuno\" s m~in Ihl'{)rcm i ~ Ihallh~ ~quilibriu m ..olJli oo x (k) = 0 for the

syStem g i\'~n by Eq. ( I ) .H) is asymptotically .<tah le (not e that the > y st~1ll b nOl
be ing forced) if there e .~i'l> a Lyap uno, func ti on in 1.: . For gl"lxrl a~)' lllpto\ic'
stability, ".{' need the adJitiona l condi tion
f13 .-'5,
where is any fun~ti oll of the norm of x.. suc h th at
lim 4> l nx h) = :x;. pU1C.~: An e.~amplr of the application o f Lya pu nov 's seco nd method 10 proving
, 1-;-..
stabl itt)' of a dlscrete time sys tem is cited in Section 13.3.2. bul the deri"ation
The st abi lity res ult ca n be exp lained as follows : li nes uf con~tan t 1'( 1.: ) form is quitt' com plex. In addi tion to stability tests. L)'apunov theory ca n be un aid to
dosed region> ar()l.l nd t h~ po int x = 0 as s hown in Fig 1334. and on tho" !in~~ . the de, igner fo~ choo~ ing control ai1emati \'e.~ for nonli near sy~tems by finding a
th e st ~ t e trajecloJ;-' \I.ill ~Iwa}s mo\e ill/o th e regi on. S ince Ihl'~ l' regions approac'h cont rolla\\' wh1ch YIelds a Lyapu l1 0v fUn clion for the system.
th e poi nt I.: "" D. [he sy~te m "tate must comc to re~t at thb j)Qint. Ano!hcr w~~
o f look ing at th e Lyapuno\' function is a) a nonline:lf "me'cr" of ~ize . The me ter
monitors ~ ll Mthe ~yst~m Statl'S through what may be a highly nonli near fu nct io n
---- - -------- - - - - - - - - - - - - - - - - --- --
and the meIer indicat es a monotonically decrea,ing I'alue as ~ fu nctio n oftin~ , Exam p le 13.15 )t"I'i!'iY &l;~J " " ~ b'<ll'~':t.>' FI<n(!i'>I!
Since the , y,t em i, known to be at reSt when the l yapunc.\ function is zero . ,, ~
u .... Lyal''''" c,' '. <ccooo rnelitoo HI pro,,, lhall he LQR dc.-,i~n r roc~dure J"riwd in Chal"cr 9
know that the sy.~tem will e"entu~lly be ut re,1 when the meter rcad~ }.ero.
alw~) , ,Ield, 3 .<tobt~ 'Y"om.
A seri ous difficulty of thi~ ana lysis techni que io; in fin din g a Lyapunol' flll}\.'
li on for a given syn-m. One common approach b to try to 'J >C an e nergy function
for lhe syMem . If Eq. ( 13.34 1 re pre~em s a phy~ica l system where energy ml!>! ~ Iulion. From 1M LQR d<: ,i g~,,[ Chap'~r 9 1he .I~'d ) >lale sol" ,;,," 10 Ih ~ Rin'3li equa l;oo
y'~ltl, lhe rollto.mg (o nm,l lo",
be lost with time. the energy functio n is a gl)()(! c andidate. While fi nding L~ a
pun o\' fu nction._ for con ti nuous-li me nonli near ,y> tems is often very d iffic ult . ~ l .lJ6 ~
rin ding the m fo r d isc rete -ti me nonlinear ~ ystems i, eye ~ m o~ challeng ing . [ !
Th. pr<.>blem i, 10 pnwc n"ins lyapu oo, ~ "coo d mClOOd 'iral K "-' definN abo\-.: ,idd., an
is at lhis po int lhat mo;;t le)(t, now sholl' that II Lyapunoy funct ion of t h~ fOr1ll ,,-'}mplOl icatty >!able I~" I ~," .
\ '( X) = ,(' Px cnn be used 10 pro"e stab ilily uf '" line",r sy~te m. H(lw e~e r. for th<:
stabilit y of a li near ,ystem it is mu ch easier 10 so il-e for lh~ 100'm ion of th~ .'iystem 1 t.l3 7)
Sioce til( em, of lh i., COOlro/;, J '" ~ r s ..... X ;> O. W~ prOP<>'" a LP 1"'oo\' fUIlCtiPfl of
Allhoo,h \I'e <efll.lor <....'i".." .< 'imo pi"", i, i, ,he ''"~;t;I ' Qr ,he 0\'<'1'.11 Ji,.:r<'""", ;)';tom ",.
O< In",,,,.din. (B.38 )
582 Ch~,ple r 13 Nonllllear Cont re,1 13,2 :"l onlin~Jr C"tllrol Struct ures, D<:~il':n 583

ar.d 11111< "'. neal [(I '~' Co \'( ~ I b ~ ~gal i H <kfini l.... j"'( alrelld~ kno .. S" i, po>iliw definite !. signal lin l'arizalion. the fo ll owing are cxn mpl .. , of ,,hat we ~hal1 refer to as
PTo<.:=ling. ,,c have inverse non linearil y COnt ro l. or IN L COntrol.
We will consider th e treatment of acidic wastewat er from a p ro<:e~sing plant.
."l.1' h) = x ~_, 5 " x,_ , - x[ 5 .... .I:,
the ,ch~matic for wh ich is shown in Fig , 13.35 , The objective is to add a base
= x~ I <I> - rK ( 5" 1<1> - r K I", - xi S,, '"~ sol ution 10 the \\"asl ~\\'nter to nt"u t r.lli ~e thr pH of th e effl uent. The acid and th<"
= -x: [Q , + KrQ:K]x,. ba:><, form a re lat ively ha nnl e~s S:.I1t which will not harm the environme nt.
whe", Ih e ,te:ldl' ~WIC ",IUl ion 10 the Ri<-. ati equ~ti on S" ha< been >lIb;t ilm.d im" Ihe R;';';ai l The modrl for th is e ~ample is that of McA,oy. Hsu. and Lo"enthal ( 1972 ,.
"'lllation lo~om rlclC I ~e 1~,t ~tep. "amd). und Goodwin and Sin ( 19851, We sian by de fi ning Ihe Olltput of th e sys tem .I' as

.I'~ r W I - IO W! .
B~"all, e (Q , + K' Q: KI ;, pO"i ti"~ definit., ~ \'( xl i, nepli'c demite and Ihll' the ~t.bcd which i., th e concent ration diffe rence from neu:rali ty. The objective is to contrul
loop LQR cOI1t,o/l.. is a;~mplOlicall~ stable, the ou tput ,'. of the ."ystr m. wi th the nom inal '><:t poim being r = y = 0 in th e
- - -- + stead y , tale. TIl<; ac lu:ll measure ment for thi s system is thl" pH. ::0 p . of th ~
elll uen t. nle relation-hip bc tll"t'"t"n the measure mem 1'(1) and the variable "thaI
we w i ~h to romrol is gilen by .
(IH l)
13.2 Nonlinear Control Structures: Design
whe re K~ i, the equilibrium con-tan t of water I "" 10- 1'
g ram-io nlliterl. Equa-
In the previous seclion W~ co\"ert'd [ooi S and lec hn iq ues for .he ana lys t> and .~ imu li[)n 1.1,4 1 CM be deri wd wil h the following relatio nships [0 H- It fr l = K and
la[ io n of co mro] ~Y'I t'rnscontaining nonlinearilies , In th is seclion. we wi ll d iscu~s I' = - log[H - l [t is importnnt to naIr tha llhe firsl po,,erful advant age of~, in g
the deliberate ;"Imj"cliol! of non li lleariti es into the cont r()lI ~r for perforrn~nc .. digital control in Ih is call' is ill being able to tr:lm form the pH outp ut m easur~
which is improved ,)ver that of a simpler li near controller. Il""nt p inlo the variable we wish 10 control .1. our first applkiltion of inverse
nonli ncarity. Th~ mode l of th ~ proce~s i .~ give n by

13.2.1 Large Signal Linearization: Inverse V-i = Fla -.n - 1< 11:0 + y) . 113.42 )

Nonlincarities "'hert'
The ~impk sl case of the introduction of nonlinearilies into a co ntro l design v= volume of the mixi ng t:ln k (liters)
is Ih at of innrst nonlinea rities. It is someli mes thl' ca,e that a nonhneari l~ F = rate of acid fl ()\\' [lifers/sec I
is re\"en; ible and can be und one. For example suppose lhe plant ha, an output
lhat is measured by an optical SCfl-'or whose OUlput is proportional 10 Ihe ,q uar~
or the signal to be meas ured. Let the measurement .I" be gi\en by y = ",h~r,' xi Figure 13.35 Aci ~ic
the state XI is generated by a line~r syste m and is known to be al way s po<;itiw . Sch'l1ali<. d iag ram of a ....lIt . ..... t'"
wa ltel'Jaler leatmen i
A regulalor could be designed wit h reason able accuracy assumin g that II"" ex-
cu rsions of Ihe measured variable were kept rath er small ~~ i ng the t echniqu~ of
syste:m
"-___
li neari:wlion. A set point servo mechanism for Ihis syslem thut rrquired sig nili.
cant d)namk range would prese nt the desig ner wi lh scriOU$ difli c_ul1ies huwe\'er
due to th~ nonlincarity. One fairl y o bvious techni que ""OIlld therelore be to undo
the nonline arity in the conlroller. i.e .. control ../f im;tead of .' . th us turni ng the
difficu lt design int) a muc h simpler linear design. One of the most im portant
fe atu res of dig ilal contwl is tha t many functions suc h ~s the sq uare root ;lre
now ca.n to perlimn. and g i \~ n enough calc ubtion time. perhaps very clo>t' I"
free. Signi ficant impro\,tments can be gained from th e applicatio n of the inl<:f'"
nonlinearities tec hn ique. Sometime, rdrrred 10 as lineariz ing c{) nlrol or larg r
58.. CIJaf/l cr 1J S o nl inenr Con trol

/I : : conce nlmlion o f the acid igram.ions/liter]

Th h yie ld~ the d bcreh! time sy~ent gi l-en by Eq.113.-I4 1
II = concemnu ion of lhe oose [g mmionc;lliler!
1/ :: Hllw r.lte of t~ ba,... (our ,omral \'arillb lt l [Iilers/sec] .l" ' 1 ::CI..l67V.'t - 0.0031511, + 3. 161 x W-'d,. I IJ.-W,

S uppolot lh:lt all of lOe parameters are IhetJ a nd kn:)\<n (we will e;'(:lmi ne .... here d, 'PCC~fies II ~i ~turOOt1Ce input lIith a nomi na l "alue o f one ( 1.0 ) in un i t ~
of !I.I. To dc~tgn an mte~ral contro ller......e a:Jgmenllhe order of I ~ s\'~tem b\'
lISpec lS of Ihis lalert. llw.: inilial objecth'C' is 10 bu ild :I reg ul(u or for lhe ~)'~l e111 delmmg a ne .... ~t3 le II' a) .
given b) Eq. ( IJA2}, Before we propos.<: a oontrol .~truelUre , lI'e need 10 exa mine
lhe mode l aitd dedde on some ba~ic penonnantt objecti'. t~, !I', _I := rl', + (1', lk ) - ylt } ) T , 113 ..J5)
The ~~'sle111 of Eq, (1}A2 ) is bilinea r: The input is lTu lt iptied b} the output
whi~h i~ ~int ply the ~ a led il1legrJ I o f Ihe eommand [Csporr..e ~rror. As poi med
V.i" = Fa - F.I- - li b + 11.1', ou t In Ch~tc r 8. Ihe mpu l COmm:l nd can be introd uced in th..- pfoce.~s of ~tllte
f"'ed ooc k mlo Ihe control. The ne .... d ;"'crete tim e plant model is I hu ~
As a fi ~ approach let us a pply lineari zat io n to .his ~~ sle tu . To li nea ri ze. we mU ~l
firs t define lhe nomina l operJting poin t 0] [ " ]+ [ -0.00315]
- 10.0 1 . . . .
]: [0.3679 0 II,
p" ... = 7.00 ( ne utrJI)
=>." =0 T [ .1.161 (; 10-' ] d. + [ l~ ] y)k). (1) ,46)
.i' = 0.
fur which we m\l., 1 des ig n a contro l law. Gi\'Cfl that the s ,_'t em i .~ linenri "ed ...,
We c an calculmc the nominal or steady state contro l input rC!.j ui rC'd by sett ing t'an tlhh ' ' .. ..
.. j ~IS em p oy t ~ ICC Il1Q.ue s of Chapta 8 to pilice the ~ystem pole ~ at des ired
." = O. ant.! :i' = 0 in Eq . ( I).H ). and solv ing fo r r.:quired u. 11 :: F'I/ b. As loc:ul.o ns: Com pu llng the leedb~d ~ains gi \'~n lhe pole loca li uns i~ ea~}'. Ihe
before. we take partial derivat ive,; at the operating po int 10 ohmin que~I.l()n ~~ w~erc should II'C pi 3Ce the poks'! There are \.C\'cral .......)'s 10 proceed.
( 13.4.11
~I\ \I e w li liakc a ~Kl n cut. and. pl ace the poles acc ocd ing to the oosics devcloped
V.i' = Fa - I F + Fa / b).I - bJl.
n C haf/ler 7 to :lI: h l c ~c a IlloC lime for the linear,ontrullcr u f 100 SC<.'Onds , With
This linearized n:odel is 3 si mple. ~Iablc. !intlorder S)'Slc m wilh a bia~ input I, :: 200.0 an~ a deSired d mnping rmio { of lOOut 0 .7. the polcs : s hould be
pl3(."C(I approxlm me ly 31 '
Fo /I! ~ nd a negat,\'C eom rol gain. Any uncenaint y in lhe bias input which can ~
appro;'(imately c ancelled wi th feed forward would leallio a ~te:1dy ~1 3 te reg:u l:uor
: [0.93706 + O.0603.Jj ]
error. This pro\'jdel. us with lhe opport uni ty 10 employ an integral con lroller. Ou r , 0 .93706 - O.06O.l..Jj . ( 13.47)
funti1menta l performance objccti\'e is 10 5el the lime K~ponse of the sr~tem $(\
Ihal line:af lransictlls will die out in 300Ui 200 lotConds. r'(lr th i~ Ill:agnitude Ofl illlo: using the fol lOwi ng :::: .!..:! for ri se lime defi ned In I W
relmjon~hjp,;: wJ 10 9()(lt
con~lam . a IO-sond sample period (T = 10.01 rJIou lt.! be more than ~uffi("lent " .
(and as we shall sce. pm\'i de~ p lemy o f time 10 calculalc the control eve ll 1I'llh of un it ~ep le.<Opon~. and
the most inexpemi\'e control or ~ ignal p.ll"e~~orsl. For illuslTllth 'c pu ~s ,,~
wi ll use the process conSl::mtS de finell in Table 13.2 .
'- -- .
O := w JT\ ' I - { .

whe re is:, , ivc n 0)' ,,"''' . U ~ ,' " 'he...

p'-" com man.
d the feedback g:l in . K are
Table 11.2 fou nd 10 be
-- ----- ---- ---- ---- -
""I1,.../.r v~rue Un;" K '" [ 160.70 O. 2~1J3 J.
0,001 moIe5l1 Start:n g .f m m le:~ t lst~aJy .~ t;:uc ) at y = O.{X)()l the responses of Ihe line~ r con.
0,001
b mole"L
0,100 U~,
trolkr II tth the Imcanzed plant model as we ll 3) the linearly controll ed nonli nea r
2,00 , pi 3nt model are ShOMl ~u perimJ>O!'Cd in Fi g. U.)!>. l'ote th at Ih e .~ tep respo nse
,,
, tOO ,~ of I!IC rc:ll s~ste m (ntll1h ncar plan t model) is d<-graded o\'er that of the inte ndCtl
(leSlg n ( m ll(,!I .~ IQ\I.'cr).
S86 Ctu;Mn I) No nhnear Corn.rol

Fig ure 13.36

Rl'$pOn~e 01 t he 1,I)f~r 12 ~IO-> the maxilll um flo..... r.IIC of thc base i. 2.0 li tef> per "ceond. Hence our control is
calculated as foll ows
COr'll rolle' on bot h the
linearized plant modL'I 0 - Kx~ < 0
and thl;' true b linear II , =: - Kx, 0 < - Kx, < 2 ( 13.49)
,,""' I 2 - Kxt > 2.
The stabilit y ana ly.' is techn iq ue~ of the pre\"io~s seclioll could be u-.ed to exami ne
'0 the effeci of Eq . (13.49) on the INL controller. 11 would aL~o be an il11ereSling
, . \ e.l ercisc 10 derhc the efrects of 4\1.1l\li zalion on th e measuremcnl of p. :-.Ionli near
functions II ill gi'"e SOI rk: ti mes un expe~te1l Of Stra nf'e I'Csults when thei r argu-
.- ~ ments are qua nti zed. TIle., e efh'cts u~u;l ll y can be- boum.led by a/l:tly., i ~ alld then
simulated to 'eri fy pe rformance.
We ha\ e already used in--ersc nonl inearil)" in the des ign by app lyin~ Eq.
u~~~~'~~~ (13 .... 1) to p 10 obl:lin the plant OUlj'11.1t .1" . Essent ially we cOlllpen~aled for a
.-, -" ~~:'~::'::::::======.,,,.II nonli neari ty in (he output senSOl"". Ne~t we wish to apply a linearizi ng tec hn ique
to the cont rol law \\:hic h undoes Ihe nonlinca ri lY of the plan! (in contras t to that
tOO X(I ]00 @ ~ I!OO "'" oflhe mea,>UfCment device). There j., no c., act way todo th is e.\ ce pt in rare cases
_"Io- -;;;;-"-;;;;---c;;;;- -;;;;-'"'-''' 000''' '"'00'' ' '
r"",, (sec} where the ~onli nel!ri t r does not appear in th ~ continuous differ~nli a l equ~lion
"J mode ls of 6e plant. The .~ t a le space tkscripti::m of the plant call bL' ..... ri tten a.~
follows
o.!mr---- -- - - - - - - - - - - -- - -l
V., = - F (] + 11) .\' + IIh + Ftl.
u"ear plan. J where the term (I + II ) !.""an be t~ken as a variable coefficien t in an olherwi."l'
_/ ... _HI linear differe nt ial ~-quatio n . This sy~t e m can be di scretized fo r I'arious I'a lues of
II becau.-e i~ be-tween sample time~ the value of II is held COl1stanl. Thus it is
/ "",.,.'.....,......
I , ., / j iJ'O'isible to deSl'ribe lhe ~yslern s be havior ~ura tely from OIlC ~ a(11plc to the ne.~ t
O. 09~
by llsing a di ~rele model wh ich is:l function of the applied conl rol. TIle tk layed
! ./ cOlll rol ....iII be used to ma ke ,he algori thm prllCtical as we can't ulle the current
...1 i,' value of the control 10 calculate the comrol gai ns, hence IheI'C is .>o(Ime error in
t ' our met hud. E.~sent ia/l ~ the INL control keeps Ihe s),stem malrix
-P .." =: (Il,.rll) - r , III' )K IU )
.~, /:1- constant as a funct ion of u . When the nonl inearity of the planl c ~u ses ,. ( II~ to
va ry wilh u. l/ie control gain Kill ) is changed wilh a nunlillcar cont rol algo rithm
1 to make -P,,, a conStant malri., . Appl)"ing this technique is fairly simp le: the Slate
l I .. "." tr:lmitioo matrix is calculated for points II in [0, 2J. Ihe feedback gains are Ihen
r .... bec) '"' calculated as sno..'n in Fig. 13.37. and then they are stored in a lable from .",hich
OJ the aelllal gains are interpol;)ted during operation.
Fig. I ] .38 ~hows 3 compariso n between lhe linearized plant.1:on ~tant K. sys.
tern response lind the fC:l I oon li nea r plant bu t using Ihe lj\"L (inverse ooo!iueari ty)
cont ro l illgorithm. The INL controller givcs an eq uivalent re spon ~ muc h closer
Before proCl.:eding il is imponanl to discuss valve nonlineari ty. A \"al\"e can 10 the design large l (linear co ntrol of idealized linear plant) as cnn be seen.
only be fu lly open. fu Jl y closed. or somewhe re i ~ between. Thus.the cO~lfol u One poir.l which mUSt be m3de clear however i, thi!t the INL COllirolled sys.
can only be po5ili \"e (we cannOl extract base soluti on from the rnlxlIIg lan k). and tern a.~ j ust dcsc ri bc-d contained ,;e\eml JPpro~ i roo t iOl1~. This means that altnou~h
,.. Chapter IJ Non hnear Control
13 2. :-Jonhnea'(OIll.ol Structures: Df:~gn 589

f igure 11.37 .., Fig ur!!! 1].]8

ControllJdins alo a Comp,lrIson of lone<ll dO- J
funCllOn 01 ddm,ss ble ~

''''' corllrolon J,neanzed

control vallJtS. The value "
,1 000 pJanl 1lefM I'll cOIll'oI
01 the previous (001101
on :rue nonli nl'a' plan t.
u~_, IS used to dl'lcrmme
!.hawing that the IN!. " tinuriloc>d pWII and IXWlIrUi
the control ~aoni usetT H'I
"" (onl.oI mak~ tbe oYeraU I In:! .... I'~. plain wid< "'1. 0:001,01 _
<alaJl.JIong II,
---- 00 ,. u , system ~h3~l' much likl'
the IcealQl'd I neal one
" .. . "
(0)
" " f ,
, 'r
,, ~ -,i ~~- --<
f ..
I I
" ,r "
0., :,
1
-."
00 .. ,.. ,. ,.. ,
" " " " '00 lIO:l 9(Q 1000
:t \':: ..
'" '" "" "" '"' "" TIm. (oc,)

O.t()5
'0
[he resu lts may loo k great in simulation. the pote nt ial exists for unexpected be- L.!nc&r pi... IOId coruml
havior be\: uu oe we have nOt shown that ' he system is stabl e under 311 condi l ion ~.' .,
COfTeI:ued and uncorrel:ued nni!le and modeling errors WO Jld l'Ia,'( tn be exum- //""
/.
ined cart'fully tn insu re IMl the sySlem continued tn perfonn a~ inlended. In this / .'
caw. Fig. ]),]9 shows the effec ts of procrss noi~ in the ~on lll)1 [npul tn the I.'
plant. Under many different exa minations this INL controller produced cJ(celiem 1 :"
results. mainl)' because the control 11 . _ 1 is allO."o)"s a good approxi mation tn 11 ,_
If Ihe measu rement for X is nnisy and we usc a stale eSli ma tor. the mocl.;'1
of the plal\t used in the: estimator can be the non linear model as de rivcd aoo\e.
maki ng the eSli malor much closer to !he rea l plant than a li ncar model would . '''l' /1
be. J USI u in the: (":i..~ of the cOl1lrol (.... ithou t the dela)'). the C:Sli mator gain L
(a scaler) .... ould be a function of II so as to make: the ~ talt: tmnsi tion matrix a
conSiant ,-alue. '.', /Ii
Another eJlamplc .... ill be !!ivcn ill ustrating bo1 h [NL in the controller as well /
QOI,...r .'
as 1m, stale: esti m:u;)f. Figure 13.40 depicts the block diagram of an octu.lIor o IIlI 200 JO) ..00 500 600 700
consisting of a tOllluC motor dril'c: n by a current source. We assulI\~ thm Ih~ r.... (_)
curnnt source has limited OLllput magnitude bu t thm i l ~ voltage does not salUfllTe. 0)
Tht applied conlrol lI "t is from a D/A con,'encr and is in unilS of annaturc CUTTent.

b Th~ ",..r;' ,I>< ;IflIlro, ;molL(JO (>( t~ <"non! <",,!m!", ~,~, _ " l f ll>t d.~klop 'r"'.'" "'IU'IK'I"
\Hr~ lnLOIl)' \;""" ;"" h.d1" & l:o.:L <:<>lIIml. .".I).i. cat< ob\'IO\I.I~' p><!"c ""'"l it}, de'flilc IIo<t
Ii""""
mati} """,i,..", lrior\..> "."'cmpk!)'ed w ~ ,!>em li""o<.
590 eN-picr l } :-"onlinu r COOlrol
13.2 No nlmear Conlrol SlrU(IUrei : Design 5 91

Figure 13 .39 figu re 13.40

System opE'lalloo '0 the Bkx:k di<!gra m of ro tary
presence oj actuator model for
measu remen t noise example of INL )' -K.'
(a) output response
... -...-.. ._-,_ .. '!
, controllers. The c()(".tro l
{b l mntrol effort
v" is from a un ity gain
I power amolifl~ r
'i (cor.figured as a CUllent
5()urc:e) droven by a D/A
, (()(Werter

It i ~ the arm3ture current command ac tu a ll y applied to the Olotor to produce a
:r torque To ::OIl"K,(fJ). Thr torque factor K,lfJ ) is given by

'c:-",-:oo;-c""i.-""";;- ..,!;;-.,.,in...
;in-;;""~'ooo:n.""oo-;i,,,, ( 13.50)
r""" (sec) whic h is nonlinear due to variation in the flux densi ty along the m<!gnctic gap o f
the motor. Table 13.3 contains the nom ina l motor parameters for the model of
'" Fig. 13.40 and the definition of K,(fJ) given above. A linearized design wou ld
Slart with the assumption thot

K, = K, "_( K'G+ K" cos fJ. _1

il> oconstaOl in the nei ghborhood of th e nominal ~ngle of opc rati0fl 9.. _~ . H()\\.'e~'er.
with the val ues gh'e n in Table 13.3 the torque factor varies 16'l over the range of
angks assumed by the servo, and thus using INLcontroi and nonlinear estima tion
will prove advantageous.
The first step will be to undo the varying torque factor of the actuatDr as
de~ribed hy Eq. ( 13.50) and depicted in Fig. 13.41 . He1\' again the method of

Tabl~ 13.3 Rotary actuator parameter~. Note that the range of values for y will
----______________C"CC',C'C
'""
c:'C':'C":',':'CC" C
' "C': 'CfC
"C
' :' _------- --------------------
PMameftr VallJt Units

:91 ~ 0.2
IIJ", j ~ 1.0 imps
''"
- 7.00
'.
'" '''''
0.' N mamp-'
'- 0.00011 N -m-r~~ - I

"OO mradrad-'
'.'.
0.001 N,ec
'.
 1.3.2 "Ioo!iIlcar U:>ntml SH\II.:tures; o.sL;:n 593

Figure 13.41 Fig ure 13.42

CaiculdtiQI"l of the "i~ I Bloct dIa gram of the rotary (lCluat Of poSItion ing se<vcmechani5m w'~ est ",a~ _
(c rmol which! neallzes
the ~ant Note '.hat th ~
limiled comrol author,ty
IUI~IJ..... =I" . 15 a '"
model 01 I'll> pow~
LiMar K~e _y
~'flpllijef " "., K,I' ) pt'~1
" . r.H
-/~
..
zf
labl~ look-up wi ll oe ~mployed 10 ca lculate the ~pp l ied (IJntro l as a functi on of
the comput"d CO ntrol. II , by the fonnul~ ", ,.,
w Stu.
11 _. =, fat ( 11K...... ) ;, ,. ."L-na lor
"' ..., ' ..." K,({h
'. ,,
= 1...,J"aI (, ; (8 ~) ' ILUll
'." , Y,..r
where K,(tI = K,. + K" cosh'!). The co mputed con trol :1 define-d in the usua l
sem;; of state f~edbad .... ith a reference CQmmand inpllt as II ~ KIY,r" - i l
whcTC r " will be de-fined ~honl y. The nonlinear control 11,01 is eompmed i ith the 11,1 is mooekd ;IS a stale in the el timator so th at the ell'ec t Qf thc input can
,,",>
I'ariable ponion of K, (0). i.t" .. the nom inaltor4u e oomiHlnt K, is ~till effectively be accounted for in the model. Since it is un controllable. there is no sense in
in the fo rv.'ard path. including it in the plalll model ..... hich is gi\en by
By calculating the control thi s way the o\"e rall non li neitri ty and plant co m
bin ed will bchale is if the plant weTC linear from input II as lon g as th e CUlTI"nt
SOUf"C<' is un saturat<'d. The cQntrol II we will use will be based on linear esti F=[g -:'iJ.] 41 3.52)
mawd slate feedback. Bcfor~ we can fomlulate th e contro l we must estimate the
unrnea. ured Stales.
BOth the rutationa lwl ocity wand the d isturbance inpk t TJ are not measuwJ G "" [ 0 K ....... /J.
r (13.53)
and hence must be e . timated. Since it is the co ntrol U ",'hich will be used to
cumpensatc for the effec l of the disturbance torque Td we will cstimate th~ H = [1 0 J. I U .54)
bias torqu e along the lines discus~ed in Section 8.6.2. and call illl . o r control with thc plan! s t~te {y w )'. The disc rete time plmt modd is \hu~
disturb~nce. Estillliting II J \\ 'ill provide benefits as we .. hall see. In addition. I\ e
will eS[imah.' the nx:asured variable ..1'. as we ll to provid<, some noise immunit~
at high frequencie s Thus the state of lhe csti mator is $=[6 0jl] ( !J.55)

xlk):: CI~ W lid)f .

r =: [0.0 125 0.25 r. (13.56)
If it were not for the sa tUTati on fun ction in the current sou rce we could a%tlme ~
linear rnooel for the plant (torque faclo r K,..... ) from the inpu t 1/ . Howel'er wh~n using T =: 0.000 I sec() nd s. For the ~tale estimatur \\ e will 3uglllentthe statc wi th
the rUfTent source saturate~ the outpu t mooe l should include the estitn~ted tOf41.1 C the unknown b i~ s input est imme rl" so the est imator state is i = F it ,IT. Thus
w
we hal"e . ,
factor variatio n K, (I'/ K. J. Thus we will build an es timator wi th the inpu t " ", and
the variable torque factor. The complete system is show n in Fi g . 13.42. 0. 1 0.0 125 ]
The compl ete Slate -space descri pti on of thi s system j, oomprised of a s~ond 1. 0 0.25 ( 13 .57)
order plant model and a third-order esti mator model. The unrontrollab1c input 11 1.0
594 Chapter 13 Nonlmta t Cont rol
13. 2 Nonl inu: ComTOl Structur~s Desi):n j95

f~ = [ 0.0 125 0.25 0 r (13.58)

.... here H , '" I I 0 00 OJ. Thu ~ t~ complete syste m is of fiflh order. and the
dosed -loop syStem OJ3uices 3rt gil'Cn by
H.~[ 100 ] . (13.59)
-I - rKL H - rK]
S ince is juS! the negati\c of the required ~cady state co~ trol. neg'lIi ~e
u 41,= [ M ((J)I.H - r ' KLH ) - rKl . (1.1.611
feedback fonns an inieg ralOr. S ince the int<::g nl.lOl" OtllPlJt IS satunlled In
or',i , , " ~I((J),
software befOl"~ being out put 10 lhl" OAC. Ihis structure cons.tilutes an ideal HI"() ,,'
wind-up error integrato r . NOI e that the followi ng mu s.t hold in the steady .'>Iate
0 3.65)
Ell - S) = O.
where flO) is read ellpected Ialue of (y. Furthertnore . If we subtrac ted 3 plant ou tput re fe re nce signal .\".., from the outp ut before the
pla n! output meas urement
E l"1 = 0 and ':[ (1 ) = - II .
,. ~ I -~.
whil;h implies . ... . ." I
Ih e eSTi mator pos ition input wou ld then be .1'.. instead of L The re fe ren ce input
Y"I wo uld add to the system state equations throu gh an input matrix r , . addi ng
he nct. an addi tional te rm to Eq. iIJ .62) of ,,'
l.\", - .1") = O. r,~, .'""I '"
]
j\I (r K - '".'f ([3.66)
As long as 111, 1<: " .,..." the posit ioning error is forced to a mean value of zero .,
[ .rKL41..
d e~pitc the value of !I,. . . . . The linear C'Onlrol law and es ti mator ga ins uitCd are g iven by
Th e equations ~prcsenting thi s system. using a c urrent !SlIInator to minim Ize
control delay. arc K = [ 11. 80 3.35 1 I. (13.67 )

i '4 1 = (J),x, + f , lIl + L,.' ' 4' - L)I)'l4' ,,'

= (J)), + f ,lIl + L,.\"... , - L,H, ~i, - LcH, f , u, I. = [0.728 1.848 0.493 J' . 11 3.68)
i,_, = :4>, - L,H , ~, )i't + (f , - L, H)",)II, + Lc.I't _I' It is intereM ing to C'Omp;1te the linearCQntrol of the oonlinear plant and INL
control of thr sa me pl ant. Fig. 13.43 shows the sma ll ~Iep respon!;C of the sys.tem
Defin ing " x - L y. f = H r. M =(I - LH ).and icoo trol (zero disturbaocc Ij,, 1al l\\ O localio ns. near 0 = 0 and 0 '" 0.20 radians. for the
~ " ".' "
II = K(l'., f " - Xl. li ncar controller. whi le Fig. I 3. shows Ihe same coooilions under INL comroL
.w
.~OI e lhe dilkrence between the t .....o due 10 both chan!!ing plam and err0/3 in
we cln deril'c the es timator mode l. 11)' empl oying INL control as in Fig. 13.42. the u nit step
~s ponSC"!l in the 111'0 locations are nearly ident ical.
" :: l\I{o$ - f K)': + Ml4LH - fKLlJ)xt + MI', Kf, Y. (13.60.
\>t .1 " ". < " , r'{)l'" the l:"'l de sign. there is no est im ated dislUrbance becauSt. un like Ihe
for the state cs.timalor. and the Mate cquali ons gOl'em ing the pl a nt are li near stale eu ilOmor. the INL des ig n uses a mooe l of the pl ant nonl inearity to
match mode led torque again st"" hat is aclua Uy produced by the motor. In ad dit ion
X1 _ = (<Il - rKLcll)x, - rK~ + rKr .. .\",!k). (13.6 11 10 a be tter sl ~te esti male. the INL des ign adju sts the control la w 10 account for
the cha ng ing plant gain produced by the Iaryi ng torque faclor. The re~ ultinl;"! INL
I)e fi ne x', ~ [.Tr (' I an d the complete closed loop syS tem by the state equatio n$ des ign produccs a consistent response i ndepend ~ nt of pos ition. boI.l1 in the timo:'"
domain and of course in the frequt,!ncy domai n where the closed-loop transfer
".,( k + I) = 4l,x,(kJ + f ,y,(k) , (13.621
fun ction wi lt remain conStant ' ersus ~ctuator an!k as a robustnrss adl'~ntal;"!e .
and the system outpu t Bias lorque di sturbances are ha ndled without causing a ,Ieady ~tatc poOsili on
error a~ seen in Fig. 1.1 45, More imponam than a step response to a di slu rban<:e
.r= Hx
, ,, (13.6:>.
h owel"\~r. is the respon se o f the ~el"l'o to a bias torque s uch a.~ hy ste retic damping
'5 96 o,.,pler 13 :-.!onlmear Comrol
13 2 J\onlil'Oo.'ar Control S\ ruc\U~$ Design ')97

Figure UAl Figure U.45

Sma" ~t~ res;:x:rrtlie of .~." ~ Rt"Ipon:;e 01 the serIO to
positlOl'1r\9 SI'r'<O wlln l'I9l ...- - - - ~., --.
. .
a d l ~turoa n(e ~tep
nonlmea r torque 'aclor l':1S1.lS (
and a l ot'<1r <ontra'IN, a\ i
1 'I9, t~ I , L
two locatitm, near
'I, - 0 andy, _ 199 1':ISI'~ ~Ji - G.O I

I~"b--<--,.,7---~--~I~7---cl
Tltlltl_i olO-J
" l
" " ,,0-',
O.5 r
I
' .1 ." ~ '- :.:.:.: _........ .
'r . ~
1 -.. ~~
---- --
"-- .. -0.1
--~ ~
't J 1 .. , -' ..._.. . -_ ...
",.--;t<-~.-,,-
0,' 1 U 2I ' -'!-+:---+--;7--!---;';---!
(10) xl0- l 4 U ,
.. ,.~, -+.--!-!;
~ I~ ~ 3 U
Tlme , sec) olo-J
'J
Figure U .'"
Smal ~Iep response 01 '~I r------,
t~ pos.toOning servo ,) :..........: produoo:l by Ihe ball bearings in the torque mOlor. A nonlinear l&que is producW
I'IIi th norlilnel!r torque whkh al ways opposes the dircctiol1 of rotat ion. and is h)'slel\'tk in fonn. TIle
IOI(tor OIf\d"" INL , 0.1'[ eont rol struCtUI\' a1l0\00'5 this bias torque 10 bc eOlllinually estinllu t(i and com-
I'lOfIlineilr (ontroller. at
pensated " i lltout I\'sening or holdins any integrniorli as is somctimes done to
IWO Iocatlorn;, near " eliminare troe wind-up problem.
y._ O""dY,:1 99
, So far IO'C have only eltamitlCd the unit slepcommand response a flhc servo:u
0.' U 2
TIIIIC I_ l . 10-3 locations ofe~tremes in the torqu e fac tor. With the satura tion value of I".., "" I. we
would e~pl"I.t the effect of the sawmtion func tion to comc inlOplay (or increasi ng
\'alues of command change. Wh ile a rrulxitnurn positio n change of t.y '" 400 i~
I . I possible. simulalioo of the respon~e of this s}'~tem to $UI;h a eommand change
oJ, j qu ic kly shows it to bc disastrous because o\'ershoot and sett ling ti Ul(' become
. ", ,. l extre mdy long compared to li m:ar response. A \ '1:1)' common problem in control
l~ syslems is il1ustmted by this point; Ullf'vr IIIf;1 s/f'P TtJ{Wnse if 1101 Ihe fillfl l
V . 1 ~ Il,.-- f'- J tfMI.\sis ill syffl'mJ " ';/Ir JClIIm:II;rm o r tIIl.l oflrer no,,/i" l'arily. The method of
equivalent gai ns gil'en in Section 13. 1.4 suggests th at this system is alwap; stable
1 , ., I ";~--""037----;'--'I:S 2 a.~can be seen in theequ ivalen t gain IQOIIOC\Is ofr his system plotted in Fig. 13.46.
(. J (b) ,10""
IlolO.cvcr. the rOO tS become irtCreasingly lighlly damped and oscill atO!)' with
longer perio.:l as the eo rnmand input incre ases We wi ll in"cstig:ne met hods of
improving [he response to larj,;c chan ges in command input in the nex t section.
Although the eontrol strucwre de\'cloped in Eltample 13.20 lOllS desig ncd
with all of the requi reme nts we init ially thought of. we neglected 10 include
 598 Cll.lp(~ r )J Nonlin,u Cmllr,,1
f igu re B .46
Root locus ::JIo!!ed AS
lunaron 01 the
I'q UIVi!lent g<l n
Fi9 ure B .41
RI'spClnse 01 the torque
motor POS,loni'l9 5ervo
for severAl SIll' Inputs
Noll' how thl' fl'SpOflS('
degrades WIth Increasong
command Cl'\aI19I'
mAgnotudl'
--
!3 2 ~()I1 \inu r Control StrutlUrn Otslgn 599
the ca v~at Ihat the syMcm had to occomplish all o f this wi th a severe li mi tat ion
on the avai lable cont ro l authority. As iIIustraied in Fig. 13.41. il tums oullhat
the saturation !"IOnli nean t)' rcsu ll~ in a coupling between usable band,,'id th ond
input command magnit ude. Figure 13.47 sho"'S the response of our tOl"que mOior
sen'omechanis m for increasi ng input ~tcp magnitudes: The respon5C degrade,~ as
input magn ilUde incl\'ru.es. as pred icted by the ~ui\"al em gains rOOf locus shQ,..n
in Fig. 13.46. 10 a\'oid saluration usi ng the li near control law u "" - Kx for step
i np~IS. we co~ld approximate a constraint on 1.: 1 of K such thaI
I
(13. 69 )
*, ': : 21Id'"
Since the ba ndwidth of the s)stem is rough ly propor1ional to k~ . we ore
forced to limiT The bandw idth in\'ersely prOJXlnionalto the square ofthc ma~imum
input amp litude change kg .. +y, to -.1",). Hencc we mUSTloo k for an alternatc
solution if we wish tu maintain the small signal performance of the linear ck'sign
and im prolc the b rge signa l performaocc where we must take limi ted control
aut hori TY into accou nt. which brings us tOTime-optimai control.
13.2.2 Time-Opti mal Servomechanisms
The subjffi of Timeoptimal control is \'cry imponam in the stud)' of nonlinear
mO( ion control s)'~ tem s. Many seroomec hani~m ~ have at least one mode of op.
' ~' ,--------------------- cr.uion in "'hic h it is ad \lantageou.~ to mO\"C the aC luator quickly from one state
l-6.4 to the nell. A simple example of this might be: the poSiti oning sef\'O for a robot
160 ~ " 1.2 ~ -,,~, arm. AnO(her might be the positioning of a picHer pen in either a~ i s. Discrete
r .~" ", time-optimal comrol is possible but very difficult to imple ment. and it aho suffe~
tolO - " / ', " ,
from $Orne deficiencies which \Io'e will ellamil1e later. Fonunately an ~.ut'nsum
I XI f- ~ .. QJ l , l. 'I '.
~ - __'. of practical continuoustime time-optimal control strategies to discre te-time oon.
ll "!.02{....... : '. Trolle", is po!I~l ble . To eumine the ooncepts behind a time-optimal non li near
1:2100 ! I " control technique we WIll rocus on the proll im3 tc timt'-opti ma l sen 'omec han is m
~ ' " , ........... or PTOS dcvclop.-d by Workman (1987). and apply the PTOS coorrol strucTUre
80 ' f -'-
to the Torq ue motor !XISitioning scn a.
f1
60- I ; Before inTroducing the di!tC r~ te'T ime lime-<ptimal controller. we will brieO)'
review the Str\lCTUre of the conTinuous-time time-optimal contro l of a double
4O .1i.'i ./ i integrator plant Continu ous-time PTQS will be also be discussed in preparut iOl:I
l for the ma in il lustnnion of a disc retet ime PTOS.
Ol) r 1
,I".''.:c:"_",'__-;-_---,,_ -:-_ _ ;-__1
0 1 4 An Over view o f Continuou s Time-O ptimal ( omrol
Con~ider th~ time-optimal control system shown in Fig. 13.48. The plant consists
of a double imcgrator driven by a lillliter or saturat ion block. Gil'cn thc limi tcd
control alIIoority, the optimal conlrol law is a nonlinear fun ction of the distan ce
to the ta rget and the pl anT veloci ty. In Fig. 13.48 the control law is shown without
600 Ctupter 13 Non h ne~rContr(ll

fig ure 13."

fig ure 13.'9
CQrltlnUOIJ5 tlme-optlmal
, Cont nuous'!''Tle
contro'le-r for doub.e ~ ,
. proxlITldte tlfrl('-Op~fl1d 1 ,
Integrdtor.:",
,,,':
' -- " selVomecnanism jPTQS)

~ify i ng the nonlinear function f,~ j -J, llle eq u;\t ion_~ .:ks..y ibing thi, sy~t em :.Ire
d eri ,ed in many t e~ts, a ncl a~ shown to be

,- = t' 1IJ,70 1
of as a nnite ~)opc app ro:l-inmicm 10 the sig num function. T he equation, whic h
t'
= (l sgn(f,,,C\ ' - r) 113.71 ) define the PT QS ~t re
. )".
} ,) Y,) = sgn(",JI2n ,.1', I" IIJ .n l
\\ here .i' = t' (13,73)
( 13,7.1)

[n t hi~ form. it is helpfu l (0 deline the move len gth L for later usc as the ptKi tiO Il The ruu: li oll f( ,) is giH'n b~'
e rro r at the rece ipt cf a new referen<:e htepl input ,1'/1)

L ;;;, Y/I~I - .,,(fn ) = Y, (t~ ) . {h'l=: k

~ I\'" I for L'". ' ::;y,
I lJ.75 )
The coo lrollaw g iven b~' Eqs, ( 13.7 1H I), 72 1and ~hown in Fig. I) .4S. alr houh , '.. I ~~n (".i[( lu(J'l.\ I" ~ -OI' :IJ for 1') > ,1'"
time-Qptim~ 1. is n()( pract ica l. E\'en the smallest ~)ste m proces~ 0.- meas urement
noise will cau,.e the cOlllrol to "chauer" be tween the ma_\imurn :lIl d min imum where the l)(Ki l i ,~ factor y is reftm'd to II,.. the :1"cderat io n discount factor a nd i)
va lues. Re mo\'ing tlte infi nile' ga in oper:II Of'S fn:1Il1 !he tlnle-opl:im~1 com1Olt ... r le)~ than 1.0 (0 < (I < I). By d iscounting the available acceleration (j 10 U I I . we
gives the s}'ste m a fini te band widlh. and hence is much mere prolCtic~ 1 fo.- Inll"l ha\~ II tle~ign Ih,1( all ow.. u, 10 accom ll1od:ne uncenairlty in the.' pla nt accelera tion
applica ti ons. II should be n()(ed that in some cases. o n-off comrol I ~ the onl~ fae-Io r al lhe "ChI of some inerea.e in re~pon~t" time as we .~aJJ see. A close
aJte m~th'e. in wh ich case tn:hniques ~uch a~ deadzoJ\e and h) Sh!reS l~ arc em. e l am ination of Eq, (1.\ .75) \\irr show that it i~ close to Ihe Irue lime.optlmal
ployed to mini mize the chaue r, When a linear region of contro) i~ po~~ible, an fu nclion J,~ \\ ith an adju.\ tab k- llcceler:lli()(t dio;('(HJ nt fXlOr u. The li llt'ar ponion
effo!l:ti\'e aliemat he h avail able. of the CUrye co nnect) the tl'O di.juim ha ll'e~ of the nonline:!r ponion. To con lk!t: t
the nOlll i ~a:' region .. o f / 1 , ~ Udl th~t /1) and F() re main contiouo us. we hal'l:
acon ~ t ra i nt reblin!! Ilk! ga irl~ k , and k; and the ~ize of the linear region ....
Continuous Proximate TimeOptimal Servomechanism j
t\ proxi mat e fim e.optimal se nomechanis m (MOS) is ~ hown in Fig. IJA Y.
k, =: _ .
The fu nction fl" i) I fin ite . lope approxi mation lO!he slI'i!chi ng func tion f, I ml
(Ok' )" 113.76)
gh'tn by Eq. (1).71 ). Tht signum fu nct ion o f Eq. ( 13.7 I) has been 'eplac~d t-y
the salU rat iOn function which. together with the ga irl faCIfl" k;. Clln be l ho ll ~tll and lhe l ize of the li ne a r region b

1 F.... mtllC'<l .."n "" Ill< rros. "'~ ".... ~m:tn' 1<)S1 .
~ n.: Jc",;u;,\' of f,. " hlin' I~" _, ., If, = ( 1.1.77)
"
602 Chapler JJ Nonhnear Control
1}.2 X'onlmen Comrol Structures. l)eSlgn 603

-- - - - - - - - -" - - -
Example 13. 16 GlIIll'~!1ng rh,S"!lCb111b C",;".IO! pros Note thaTrhe \'alue of Pis independenr oflhe SilC of tile SICP inPUT(move length
1_). but to make sense. tile mo...e le ngth L must be gremer than the lengl h of
Gi\(n the: follo-.o in~ ~lI"a" lC:"Iers. dtrcnn i ~ rile fUlICl ion 14 ) for till: PrOS:
the linc~r region .r,. In faci. il .. hould be dell that the linear region .\'/ is not
Pa"' '''tICr Val~ ~rb itrari l)' chosen as Il k,. rather it i, related to the distance aoo ..c which it is
practical 10 move Ihe actuator with 0 gt"'en desired system band widt h. Al th ough
Ii, 10.0
re~son ab le values of ex ~re usually such tha t ex E fO.SO 0.99). P i ~ ploned for ~
a 0.80
wide range of Co! in Fig. 13.5 1. From rhe figure. il is d ear thai a Me p response
" l00.U
using PTOS and the if.) dcrh-ed in Example J3.J7 is appro;o;i matei y 6% slowe r
than a limc-()ptimal ~}'sl ern for the sUllie size loIep.
Solution. fi N . u~'ng Eq. (JJ.76) ",,~ ).....~ A simuku ion of both the mini mum-time conlroller and the PTOS sySlenl
wilen the p!l.ot gain Q is !rno"" n is shown in Fig. 13.52. For the ease shown. The
PTOS sySlent is 1.J'l do",cr. but has much impro"'ed control beha"'ior duri ng
t; ".0)" =O.WO.
=(80.0 regulation mode. In addition to the linear regulation. it has also been !>hewn in
Workman (19871 1hal PTOS h~s far better robu>l.oess properties to small changes
in Q. unmodcled dynamics. and d i~lUrbances acting on the plant.
fut I,. < 0.10
/1") '" 1 2<lO. '~
., Irnl'~ 11( 160 .0 ,)', I, ' ; - ~.O) for , ~.:, ;:0.10
Thi. fuoc1ion is ~ho<oo'r. (011"'0 diff"", nt range. of ", in Fi l. 1.1.SO. Discrete-Time PTOS
- - -_. _ --------- Next. we "" ill extend the COnT inuous-time prOJlimale lime.optimal sen'omcch-
anism WTOS) to dhcrete-lime control of a continuous-timc double integraTor
planT drj.,en by a zcro-order hold. As in the conTinuous Ti me case Ihe Slales are
By approximating the po.~ it ioni n8 lim(" as the time il takes th(" position error
to be within the linear region. we can I.Iefi oe a percentage ilK"rttlU" P in respon>,("
time of a PTOS SYSIe m over Ihat of ~ minim um ti me contro l of the salTh!: plant
Figure U.S1
~
/13 .78 1 Percentage inease P In
moW! time vers!,J~ ~ The
poirlt ~all ed on tile
curIE! repr l!"Seflt~ ;.--.
F igu~ USC P_l.3%fcr a_O.9S " ,I,
The lunct 0'1 {(. ) for two
o ~f e r~t ranges 01
,
j
po~ tion ('f ror,
(a) !Y.I :!: a 40. and
, "t ."
(bl!Y..1 < 10.0
-+
, - -t -..,--

0
(0'
., ,.. '.M 0.'
0' '" ." ,.. '" ,.. '"
604 Chapter 13 ~nlinea r Cont~ol 13. 2 ~O!1line;" CortlmIStn.:.ct urf s Dc:sign 605

Figure 13.51 , figure 13.53

Variables y al'ld (j for , O.suete!lme pf()Jl.m~!e
lime-optimal control and I ,I t me-OptHTliIt
,
PTQS
, servomechafll!>fTl (PT()<;1 " ."
I/ i I I
,
o
., '\ , .(,1., )
, 0 / I I \ !
, , i ! \i
-0
I n os AID
, T"".~h .&l
... \.
,
II
0 , ,, , ,: ,
,., condit ions on t h~ fu nct ion I I) which will be dis::: ussed later. The mapped conlrol
law is the n
, (l 3.S1)
where the de fi niti on of ,1', is the smne as in !he con! inuol.ls time cas<:. Qua ntiz:tlion
in the DlA and AI[) conve rters will be assumed neg ligible. and the output 11(1.:)
is mpul to the plant through a Ia!~hi ng [)/A COn\-.: ner. which hOl~ the !>amI." unit
pulse respon,e a.~ the l cro orde r hold function. A bloc k diagram of this ~y~lcm is
show n in Fig. 13.53.
"
Key Ap proximation
lbe ideal lime-optimal cuntrol of 1l disc rete- ti me sy~t em suffer.. from the same
di ffi cuhies as the cominuous time time-optimal cont rol. includinll ~o nt rol ~haller
aud clltreme sen~ith it y to mode li ng errors and unmodeled d)namin. A \ :lIuablc
fact. hov.'c\er. pc mlits us to exlcnd thc con t in oou~' lime PTOS 10 disc rete time
T O. (0)
sy~le ms: as the sampli ng r.. te increases. the lrue Op!:imal discrc te-ti me COtlitOl
to, tends to loot identical to a smnpled contin uoustime eontrol. This doe~ not
mcan t h~t thl- ~mpl in1! r3le must be high or higher Ih.an \H),Jld otne-fIl i.~e be
selccted 10 make the approximation \'alid. indeed wc will >C(' that the requin'd
min imum sampling rale is low.:r than thaI u~uaJl y chosen in eontrol desig ns. By
dl."lillW as position and veloc ity. Assuming an insigni fi cant calculation do:l;l}. ".: adjustin g the accele ration discoun t factor a. the procr;mf limeoptima l ~omroll er
havc the following disc relrtime. state,space desc ri ption of the plant in Ihe P'TOS will lea\'e enoug h control marg in during traj.xtory following Ihat
di ffercnce~ ])(:tweC n contin uousti mc and discrclelime optimal ~om rol ~lrategies
x ';' [y I'r U3.791 are minimiZed, Cont rol margin refcrs to the ab,lity of thc system to fe_pomllO
sma ll enors in model ing. or mc a. ureme m. wi th ~ma ll c han!!,e~ in ~onlrol respo n~e.
x(k ... l)= 0 I' a"',-
'I '] u(O . ( 13.S01 In the time,opli nwl system. th e in ti nite gai n operators provide no such margi n
[ I T] x(k)+ ["T for error.
The cont ro l structu rl." is a di screte"timc mapping of tile ~amc proximate An ana!~'si s of the mapping uf an idea ltimroptimal comro ll('r (cont inuous
timeoptimal cont rol law u>ed in CQnt inuous time wit ll some slig hlly differe nt system. to a discre te system ~on tro l1cr points OIH why the disc rete ti me ~o! ul ion
606 ChaJ)(cr lJ :-"or.h;]ear Cont rol 13.2 Nonl inear Co ntrol StnlUres: Design 607

C(Jnlwt bl! IIII! saml! as til l! cnnli"uQIls lime Olle. As an c:urnple. consider the With these resu lts. the closed-loop bandwidth is given by
smallest rno"e leng th L for which the dio;crete time mapping wou ld produce the-
exar;:t runtinuous time re spo nse: the control signal is + 1 for one sample. and -I
for the next. The IOta: movement in -" is th en Wd = P )) '
, [( arccos ( -~r
r: + 2
('01',')']' . (13.84)

(13.81 ) Al so. we define the ratio of the sa mpl ing (radian) frequency to de sired (radian)
bandwidth as
Thus L.. ;, = aT/ i, the sma ll est movement for which ou r discrete mapped con-
troller will match the ideal cominuolls time controller (of :OUJ"Se the tenninal m,8S)
velocity must be zero ). What happens when L < L" .. ~ eleul)' t h~re is a prob-
lem mapping the continuous -time cont ro l to d hcrete-time. The ideal continuom
For moSt discrete-time St':l"\'o mechanisms. the \'alue of N i~ greater than five ,
ti me-op tima l controller u~e ~ control values of I. but with that constra int it is
Some designers use the appro.>:;imation:
not possible to reac h L < L .." . or for that matter any arbitrary valu es of L. Th~
reachabk se t of L"s for th ~ mapped controller is give n by
N <>:: 20."h - ~~ for {< I
L' =1!~L" f' for a ll integcrs n (13.83 1
whic h for ~ "" 0.707 means N <>:: 14.
Thc rcason for the "quantiled" valucs of reachable positions ste ms from the It is s ho'irTi in Workman ( 1987) that if
quantization in time along with the re striction that thc control must be of magni- N > 6,3,
tude one or zero. If 'We allow cOnlTol values to range bet ..... een I (as in the tme
di-Kretc-time tim~-OfXimal control). then all posi ti ons are reachable. Hence the then it is pos~ible to show that the s)'stem is stabl e, and also that the pcrfonnance
applicability of the practical PrOS ...... hich by construction has a linear region of o f the sys tem is guaranteed. in that the control will not saturate during the
operation. de,dera tion phase to the targct position.

Sample Time Constraims Variable Outp ut Gain and Control Authority

There are two constraints on the di screte- time PrOS which arise due to th<- To generalize the form of the pl ant. wc will include a variable satura tion ma.\ imum
sampl ing of the feetbild s ignals and the zero-order hold on the control to \'alue. m. and an output ga in. k, . The plant becomes
the plant. Before stali ng the>e cond itions, we need to deane the b,md..-idlh
o rthe discrete -time pros while in the lin ear region of operatlon (1.".1.:: y,. and x::, [ -'" L' J, (13.85)
IIII < II. From kl and k~ , the closed loop bandwidth of the S~Slem tw. ; is calcu-
lated as follow s. In th~ linear reg ion, the control is given by /I : : -I.:I x, - k~ .~;.lf
thi s co ntrol is substimed im o Eq. (13.80) the characteristi c ~quation is given b: x{k+l) = T'I'-
[ 0" .'1T' ]x (k)+ I-aa'r, u(k)
] (13.87)
:1 + P,: + P l where .JP; = r = e- r. and P, = - 2rcos(8 1 ..... here O = Wd T .,
Thc natural fTcq uenq. which approximate s th e bandwidth, is given by !I'. = with a control
/ (1: + w~). For the gil'en system. the parameters are u, = lII,at (k~(/(\) ~ [',)/ ml. ( 13.88)
The new set of des ign equations aT(' as fo llows. Choose
k,= -
. au
('" )"
_ ak l r: l ~
-'-'
,- ("')'" au (13.89)
r = -- l ,
2 ' +aI.:T-2
and 3 linear region
ak T!
-2 rcos(O) = - '- ' -lIk . T + 1. m
2 - , -,"=~ (1 3.90)
., k, '
608 Ch.1Pltl 11 Nonlinea r Cooaol
13.2 r\onlir.~a r Control Sttuctures: Drsign 609

...h ich will agai n !Take th( fl!fICtion /H and ['I .) eOflti nl!.:)Us, The funel ion ff J fig ure 13.S4
a lso change~. To ac:eommodilte 11/ ...'e have VeloCIty command functIOn uSE'd in tne PTOS
- -- -- - - -- -- - -- - -- -- -- -- -- --- --- -
~\'
/f"): k," 11 3.91 I
., sin (Y,JIH2mao:rI.: JI.\'.I ,1!
T
- 'mit: )] 1.1 ~1 > .\',
I
and again ....( m ust ensure th ai U IIU .
", ..
. r .H
N > 6.3.

b amp te I J. 17 Dt's'gl!l)j PTOS

Apply P'ros 1<> Ill< rotary J.Clu~to< , ngul", po<itioo comrollc lto"n in Fig. I -'. ~I),

SOl ut ion. To) b<gin. we "ill Js>UnlC thai th~ lorque fa('tO< K, is a <'O]1)lant lIi"en b) I h~
.mallc" ", I\Ie 0\'., Ih dc'ired control ranEe . not 3 fUN: liOl' of tM a.' tualo' po . illnn iI. a,1I.!
Ih~1 th e act ualor friclion faciO' K is lero re su lting in a douhle illteSI11H)r plant . Wilh I ~'"
s; mpli fyinj: " ,um pl;cn,. the oo"';at;~.d response, of lilt !tnear ~ort.oI la .. de' eloped .~rli
10 a r~ng. ofch;>l1~~~ in rommand po$itioo m: .no .. 'n in Fii. 13A7 . Bec,n <./: of the 1i"" I~d
e<:Hllroi aU ,horil)'. \ll< n:~pon!>C: fur lorge. mQ". dist:ll>l'C:s <kSrades fIC'\'cn:ly, To use lh~ PT()S
StfUCtun . w~ >uhSlilul~. n""iilK'ar fUOClion [ It dcri,'e<,I from III( .. tuntor ponlTlClcrs for lho "' ~k noge of ItIO\C an,ks.l. If " 'C .'Omp= tho..,.. 'C'.\po n.1e.> 10 lhose of a lio(3r <'Qnlrollc.
~, / t, gain bl<.,,;k and et 1:, (0) == I. ""amel~. Ihe (l(.'tt1~lion cun,ant fur the 1'01"')' lH.1U a10l' a, .~hoY.'" in Fig. 13.41. il ,~<:lC;l( lil:ol the nonlineu """lro1 ,trucru.c ,i.:ld, o'c.all Superior
perl'Ornl;O/lCc. .
j. Ji\'uby
- ----------------------------
" == K,(O.O I == !SOO.O.
J.
Choos illl an :K'1~rat.oo di'>llnl f3l('tor<ll eqwJ toO.S~ . "~C2n u,., th~ CC)fI,Ir;)iol on~: fr...:l
Consider E:c.lImple 13.17 ..... ilh a to rque farto r .....h lc h is not constant bu t as
.
Eq. (1 .1.89) IQ dC1enn;n~
described by Eq. 113 .50). To emplo y PTOS on such a structllre and Include INl
J21 K
for pl am gain Ilonnalizallon :md estimalor model cOrTeClion. the ~I mple "eloclty
~ <II" '
-- 'f' -'-
fU /lClion / (.) wou ld ha\'e to assu me the minimum available torque oons t301.
. = ..'0.952.U,. Since th is ...... s done a lready in the generation of the " elOCII~' command fu nc lion
in Example 13.17. " 'e can apply IN t. d irec tly 10 it withoul changing Eq. , 13.93).
... be,~ ,"'" g3in K. is ,sat for ! ,' Equatioft (13.89) "'. n al>(l b< u,e,j~, ~ do:.sil ~ roo" .1r;Il"1 in
a (W1Imeltf optimiUl1OfI des.~ '0 obi3in the bfst ,';l]~ lor A, anc W t stlm310f ".,n<. Th.-
BOlh INL COfItrol and the PrOS for the plant ofE:c.ample 13.20 are sho\1>n applied
tOjiether in Fi g. 13.56.
''al~' cho><:" (or thi.lln;," =
Since ",-'lIn llOmlatize s the plant gain ' enus fJ. it is not necessary 10 vary 1.: ,
K == [ 11.80 3.3S 23 I ]. as D runctiOi: of 9 . By uSing the min imum avai lable torq ue con~tant we sac ri ficc
16~ of lhe :i.\'3llable p lant acce leration capabi lity ncar B = O. To retTtelly Ihi s "Ie
would have 10 employ a m uch mo re compl(x control structure than PTOS. From
L = [0.7!OO UI-I8 0.493,\]'.
Fig. 13.5!. "c can see that assuming C\'cn a 20'1 lower K, Than act ual we would be
Th~ f\~ ulling ,'cloc;ty command fU""'ti(lt);> thu> sacrificing an upper bound of a 6~ loss In response time performance. In rea lity.
Ih c performance loss \\i ll probab ly be more like an :I"crage of 3<:t:- becausc the
.'''' , 1',1<0",'" 1 t.l ,9~ 1 pla nl is on t) c ap<tb lc o f maximu m accclerat ion at fJ = 0 If n:covcring the 3'l
[ 1.",) & ign (I~)( \-I .2 .",1)' ~ - ( .29B)1 1 .", >0.0847.
I3 aVerage performa nce tost is " 'or1h thC' added comp lexi ty il ma y be wOr1hwh il e to
which i, then u'fli as silo,,'" in Fig, 1.1.54. Figure 13.SS sltn", Iht re~",M1se. of Ihe YTOS 'u
dC\'c lo p Ihe requ ired \'eloc it y command function f ("'" 0),
 13 2 ~'onhnear Co mrcl St r~ctules: Desig._ 6 11
6 10 Chapter 1) t'onlil1<':3r Comrol

Fig l.l re 13.56

Figu re 13.55 Bbck dlag r~m of the rotary aC1u.ltor PTOS for the tOfque motCY. e)((lmp~ with INL
Nornahzed {to full >cale-J control
PTOS re~ponsC5 for a
wide ra1lge of different
ste-p (hang es In
comm~nd pos.tion in pu t
L K40.0
y {move artglel LI Lintu
! K,(B) plant
. r .H
--, . .__.! 1
... .1
, ---1

o 0.001 0.(1(12 0..003 0.004 0.005 0.006 0.001 MOl! J.009 om

(alTime(K<')

L.O.IO i 13,2.3 Extended PTOS for Flexible Structures

... ~
0.' ..i--l-... 1. .--1.... ,: The PTOS conlroller dis.cus:;.ed in the prcI'ious section focused on snondorder
'., : , . 1,00
... .. plant~ . main ly double integrator or real-pole and an inll:,grator type.~ Unfortu-
0.'
L .. 10.0 nate ly_ mOSI se:-vo mechani ~ms contain fle~ible mode s in Ihe a(.:tuator 01" structure
0)1 .+. i . .t, --, ,. being (.:ontro!led. yielding plan ts of higher orde r than the simple double integra-
L.040.0
!-----;- .,_. - - r . '. tQr. On the QIl:er hand. these higherQrder plants are ofTcn dominated by their
0.'
double-i ntegralor CQmponen ts (inertial response; When the flex ible modes are
" 0 high enough in frequency. the response of lhc plant to a PrOS con trol will be That
,
., -,' . .._- --_. _- <-- of a rigid body wit h ~orne sma ll residue of flexibk-mode mo tion in the Qutpu\.
r-" It is often the case in servo design that the fle~iblc modes are beyond lhe desired
.(l . ~. -
L) _ _,r ____ ,_ ....LL,, bandwidth of the closed-loop COnJrolle r. but still , hould be acrounted for in the
, '1 : . . -~.- fir!tor part of\l:e controlluw. The PTOS arch itecture has been extended to includc
----.:.--- -r-.... f,,- sue h cases. and the e~tended archi tec ture is re ferred to a~ XPTOS as shown in
.(l.l , --
.----h",:
"_. ' :j..-:: ., ._L.!.~);_ .. Fig. 13.57.
1
0 O.Clll 0.001 O,OOJ 0,004 ~ 0006 ()'001 0.00& ~ 0.0 1
0
(bl Time {t:J XPTOS Design Procedure
Design of the free parameters in the XPTOS structure is much like that for the
PTOS. Tbe linear portion of the eontrollaw is calculated using some lC{:hnique
which allow~ the constraint on I;~ to be Taken into account. T he mode l oflhe plant

9 Alth<lu~h TI(>I d i ,,~<.\dl. u.. PTOS . , ,,ru,,,,,",, C' n be eJlt.nd<d to - "ndoro<r planes ... !tIl complt.,
. "
 ]3,2 Konhnear (onlrol St ructures. DeSLgn 613
6 12 ( h:lp\~r 13 :-lon hn.;ar (o mrol

Figure 13.58
Figure 13.57
" ,"-------,-----~
Freq(lCncy resoc.nse of a
E~ler.ded p ,o~ ffii.lte :i 'f,e-op~;mill seNO (Xf'TOS). The residua l ~tatesx, a re Ile~ib 'e I'Tl()d.e tbtJbl e integra tor ptant
states WIth a I;ghtl ~ da mpe<!
- -- -- - - - - ._- - - --- - -- --- - - - - fle ~;ble mode at 6 H ~
F,eq(lency r ~:>:>nse of a
, roubl e integroltor plant .~
Pion< with a lighll y <la mpe<!
+ . r. h fle ~ib!e mod e at 6 Hz,
wnpJe<l at r, = 0,02: k'~
'>KOne's f .50
1.
.
.,
'.
.,"
.. tim. to
i . r . b.t

HI" 10 ' 11.1'

.~'W''c-----------C",------------~-----------~

uS! in the statc estimator must (;ontai[l output und ou tput derivative (pm.ilion
and veloci ty in a position in g servo ) as two of the states. For example

plant is show n in Fig. 13.58. The ne.~ible mode las a IOdB open.loop ri se:l! a
frequenr:y only ~ligh tly <1001'0: the desired clQj;.ed-loop bandwidth or about 4.0 Hz,
Gain stabilization is not feas ible and without feedback from the tkxible modes
(K,l the system would be unstable. The plant mode l is gh'en by th e transfe r
function

With thi s Slate defini tion. the feedback gain vector K is defined as PC; ) = .I: + ,_~, (21T /.Y + (2:r/.Y ( ~r ) - !!.. (U .94)
r + 2>, (2.:r I" J. + ( !.'f/ . / I" $"

"The funct ion 1( , ) is then dr~i g ned as in the PTOS cuntrolle r. but the constant t1 The Stlte mode l is gil'en by
must be adj usted to accommodate the flexible modes. To provi de control margin
wh ile del;eletating \()ward the target. a is made sma llerthan th,lt used if the flexibk 0 I
mooers) wcre not pre.\e nt. In thi s mannerthc c ontrol il"kept from satu rat ing during F= 0 0
deceleration. and the fl exible modes are K tivc1y damped "hile the actuator is [ o 0
approachi ng the larget. To dedde the proper value for a , th e ,y,tem is siml.llated o 0
an d a is adju>ted unt il the system perfonnance meet~ the goal,. ' :or extremel~'
fle)(ib le ~y )trm s. and/or ,ystems where the comral bandwi:!th i, vel)' close 10
G ~ [ O( 2:' )'O w ]'
the freq uency o f the Hexible modes. some 1;000tral s atuTation du ring de~derati on "
might Ila,'c to be allowed.
H ~ [I OOOI
For illustration of the value o f the XPTOS aT!;hitectI.lTe, we ",m atlcmpt
a fa,t (proximate tiIM-o ptima\) poSilionin g of a doubl e int!grJ.tor plant w it h a The numbers for the e~ample are given in Tablr 13.'1.
significant flexible mode of \ibration. Thc fTequ enc ~ respon se of the nominal
614 Ct-.:Jp'er 13 Nonhncar Cont rol
13 2 Nonl me~ r Conlrol S:ll.II:tures DesIgn 6 1S

Table 13.4 Pafametu Value Units Figull! 13.59

----- -_. Closedloop freQuetlCV
T, 0.020 ~
~nse of me XPTOS
0.95 ~tem when the p1dn c
"I
H. has a ~1ngIe Ia.qt fle~lble "
m'. ..,.,, V mooe at 6 ~l. S<lmp~
L2 rn-li'C'V' ~ t T. = 0.02 se<:onds -10
H.
' .8 0
'. ., H, ,
'"r, m'" V - m- '
" M ... :. ,. . t-
24.11 V-lee - m-' 1,
V - rart
""
lO
" "
I
... t i,
.,
::
Matrices o f a di scre te mode l based on a sam ple and zcm o rde r hold s ~ mp l ~d
at SO s ample~ per second are ."to" ,~
10'
1.0 .02 o r.........,. (llz)
o , 0012 OOOS
o ]
$ = 0 0 01462 0 6650
[
o 0 -066S0 0.7415
The f\' su lt ing clo,cd.loop response is sho.... n in Fig. 13.59. The sys tem perfor-
I' = [O.(XX)! 0.0226 0.3<H6 O. 79S I 1r . "Ialle<!. shown in Fig. 13.60 for a rTlOI'e le ngth of L = I is exce ll e nt. Kote that
duri ng dece lcrn tiQn the control co ntai ns a oomponent of the Hexible mode fre-
wi lh II as in the OOr.linUQUS model. We wish 10 dcril'{' a cO.ltro lle r Ihat gh e~ th e que ncy. Once the 6-117. component has d:ayed. the resulting control magn itude
desired closedloop ban<!\Io'idth o f 3ppro)(imately 4.0 Hz subject to the con"tl'lli n t~ is approximately ol which COlTespond~ te rna.
given b) Eq. (llS91. For simplicilY II.. e " 'ill assume sta:t meaSUll!mentS at\:" Arrival :Il the target is o f cri lical imponance in high accuracy po!ii ti onin~
available allhough in practice a Slate est imator is sure ly req~ired. lni li:dl) "e art." S(."""OS. and a d ose examination o f the pasil ioning: error for this ~)'~t em is sh~'n
faced wi th the c hoice of u ..... hich must fi nally be chosen by simulation. So to with an exp.lnded ~cale in Fig. 13.61 . Thi:!uned S)'nern has excellent performance.
begin . ....e c~ a = 0.95 and take a lioear desi!: n corres~ooding to as lo ng as Ihe response lime ine rellS(' o f about lA can be toler-lied.
K = I 333 24 .11 0.1307 0.1185 I.
13.2.4 Introduction to Ada ptive Comrol
The fu nClion / t., is th u~
Paral'l"ltle r I'anal ion) in lhe plant of a control s)'stem can have !tel'ere impact
1)',1 ~ 0.0 15 on perfo rm ance and stabi lil) . For Ihis reason. control ~)' stem d..':' ign<."rs have
tl3.951
1.'",1> 0.0 15 . long desired a con trol algorithm which somehow au tomatically redes ig ns itsclf
as th~ pl ant changes. This is the subject o f adapti ve control. The re are several
Ini Tial s imulatioo.." sho.... ed that C1 = 0.95 ,,'as too aggressive wilh the tie)(ible
fCllsonable dennit ions for the term "Adapt;"'e." It is the opinion of the authors
mode in the pl anl be~ause the control saturated qu itt" heavily duri ng dccclcr~tion .
that .... he n a contro l sysccm's s ig nal P<1llrs c hange. as opposed to the Sig nals. the
Hy chOOS in g a I-alue o f a = 0.80. there is enough margin fo r the oont rol of the
fie)(ib le rnode. The final 1'1'05 function is cont ro l sy.te m is adap tive. Thus. si mpl e Feedbaci( of any sillnal is not adapt ive.
becau.c the feed bac k In ..... doc ~ n ' l chan ge. It is wonhwhile \0 IlOIc th at thell!
12.&h Iv I < O.O IS is always !I liI'cly di scu!'si on among control e ngin eers aboUT the defin ition o f
ff, )= "[ J ,- ada ptil'e control. One defin ition is th ai an adapti ve contro ll er is any co ntrul system
., ,J(9.6 Iy,I)-O.IS98 1.~, I > O. OI 5.
/ sgn(y) that is des igned from an adaptive viewpoint. An()(her is that ad:lplil"e concrol
6 16 ChJ.p:e r 13 S",'l1 lin,.'" rCom ml
Figure 13 .60
XPTOS le5ponses tor
L ", 1. Plill'll os a double
11l!e<Jrator w,1h ill Mge
Hex it>!e mode ilt 6 Hz.
samolW <It T, "" 0,0 2
seconds
-- - - --
Fig ure 13.61
X?TOS error responses
lorL = lola
dou ble-if1t~rat,on plam
w'lh a large Ile~ ole
mode of 6 Hz. S<lmpled
at r, ':" 0 ,02 sc<onds__
slow (willful adju,lmem l loop, In any ca~e. lhe detin it ion of th e tenn adaptive
" i_" to "modify according to chang ing drc umSI.1ncl:.. Al mo) t all adoptive control
i ')" t em~ do modify lhern.';elve~ mlder changing drcum~tance~ . the issue s left to
, J
di scu~, be,u me. "what are the r hanging ci rcu m.<;fance.<; 10 be accou nted for:' and
I '"how du we modify the control algorit hm in light of the change,'?"
.. ;:
., :/- ~
Use of Adapt ive Control
01/ I'v- _ To de,~ i gn a CMIN] ~l'stem. Ihe de~ignf'r mu,t defin e four basic th ings:
, r
I. A mode l of the plant !O be conlrolled and lht' range uf it, '-3lidity.
j 1. The nominal val""" uf the mod el parameters ~fl(1 their expe,t~d dev iatiun.
"f 1" if;" J. The pcrtormunee objttlil'es.
4. Th~ eon,;l mints on the des ign. such as fhe cust uf control a" tion. comrol
"
~u thority lirn iK and the intende d COSt of the controll er.
!.S ., 3, ~ 4
0 Accou ming for the >e<:'un d item in th c list ca n be costly in case~ of large plant
variation. If a fi xed-parameter automati c cunlru1 ,ystem is used. the para meter
variation d i re~tl y affec ts the ('apab ilit y of the d~sign to m~et the pcrt'ormancr
~pecitication , unde r all operating coodition~. If a~ adaptive con trollcr i~ used. the
parame ter vuriatiolls are accou nted for <tt the prict uf increased complexi ty of the
001 ,
com roller and there fore CO,t of impleme ntin g the rk sigo _,8 It is thi s cost versus
O,OQB l- perfonnance trudeuff which mUSl be exa mined carefull y in choosing the cont rol
,
structure , Ad~pti\'e co nt rol is certainly more co mplex than fi xedparameter ron
0.006 -
tm!. and carrb with it more complex failu re mcrhanism~ . In addition. adapl i\"c
0=1 control i, both timc\'.u"yi ng and nonli near. in creasi ng th e difficulty of stability
and pe riurm ance analy. is. Thus. the decision to lise ad~ ptil'e control should be
, made ve ry carefull y. It is the i ocrea~ed com plex it)' of adapti\<e controllers and
the corresponding impleme ntati un diftic ultie, which led to pt:rhaps mure obvious
, ,onf
&
,' r-----,
" , and simple ~ t!.apt i\"e controllers . .~ uch as gai n sc heduling.
," ,(),002 I~ '"
,~" r Gain Scheduling
,mo- I Ga in schedu hng. a~ shown in Fig. 1-',62, is a process b) which one of SCleral
different comrol a l gorithm ~ is chosen based on some opt:rating con(\i tion[s),
.,ooo ~
and is thus adaptive (the signal paths change), Sin ce the control algori thms are
'()OlO I.S lS l,~ desig ned on~ l i ne with II priQri informat ion. the mai n b u rde n~ of gain schedulin g
" are identifying the propcrcontrol design to be I.I;,M and elTec ting a smooth tran~fer
from one design to another durin g s),sle m operltion. Effectil'ely, lhe desig n is
broke n into regilJll'\" of openuion. and in each. a fi~ed control de sig n i& u>ed.
Simul ation i,~ used to examine the trunsition from one re gion to another. It should
is any comrol syste m which moniturs it~ perfonnal1ce 0.00 make~ adjll'l!~m'
to in;pm",:: th at pt'riunnance . Astrom (A~t rOJl1 and \Vi ue lmark. 19S5) dc'tllK:' t0 t TlC"'''' ~~ tho <oolJ'l icy ...r " >OII~ "'. "",;"':1i ........ " .. , ,he .!e,'.lup ..",,,, <0>1,. ,,"J in OII t ~" ",rl'
adapti, e control as a control sy~tem compri~ed of a fa~t (comroller) loop, and" r.... in",,,,,,. ' -..itl "',,,c.,,, ~",,j.' ' <{>';I>.
6 18 Clupltr L3 No nlinear Conuol
I J.2 :;\,)nlme:tr Comro! Slru':lUr<,s. Ot-slf!n 6 19

Fig\Jre 13.62
StH.lCllIrt of tM "g'};n
loChedu I" (or trol er
(ontrotkr adaptive al!;ori t hm~ In folt. lind il can be ~'el) effecthc. For e.\lIOlple. it i~ lhe
r--~4 p;lram<ttf predominant me lhnd of ront ro l Ol>Cd 10 handle the \\ me pl am varialiOlls tha i occur
selec1ion
in Hight control '),5tem5. Ac rodynamic mode ls \'a~' greatly \\'ilh :'I1:u:h number
or dynamic pressure (rurlClion of .docity and air densi l}"t. and avionic conlrol
sysle ms usuall y schedule gain~ according 10 (Jnc of Ihese \ariables. ",hich c an
either be ~cn~d o r eSlilOatOO. Gain schcdu li ni!' beg i n~ 10 lo.~e its appeal if the
natu re o f the planl \lltialion i~ <'ither unpredictable. 100 \ariable. 01' too colllple..:
to hand le by pr.,'cnOlpu1 inf:: contro l la\\ ~ and decid ing "'hen [0 UK Ihe appropriille
one. In any of thesc ealoe'S. a more ~oph iqirilted techn iqu e is R'quired whereb~'
the control taw is desiGned OII-lille.

be noted that o ft cn t.1e question of stability is drc\Jm\'cn te<! by having vtry few
regions and ensurin!; that the controll er will pas, from o ne to anOlher withollt
gCll ing IrJpped ar the bou nda ~'. It i~ rea~on ed that for a rew regions Ihal are
swi tched be tween vcry ilifreqllenrly. o r a rontinuol.ls sc t of parameters that arc
modified ,'ery s lowly. II the system stability can be e nsu red ty exa rn iu ing cadI 01
the linear contro ll ul.l"s if it wefe fixed, Thu, ~a in schc i.lulil& is usually thought
a,
of ( Of definedl as depende nt on some slowly varying parometer (relarive to th,'
contro l band", idth ). The method of (I\'emgillg is a sop histicated concept ofte n
used 10 c\'aluat c the slabili t)" o f systems which have slowly I'al)'iog pa rameter,.
Unfonuna tely. a\'ernging anal ysb is beyond the scope of tht.; te.' t (sec ;\n&rson
( 1986)). In praclice. stabili t)' analysis of gainscheduled symms cons i,b of d ose
exarn in:u ion of syste"TI simulations. Proof of syStem ~tabjl i ty h rare ly soogh t after.
The lineari7.ed system dynamics of a robot arm with 1I load are ,i\'en by
Y{: ) k,, (1 - b: - t )
VI:) (I : _1 111 0:- 1) '
unl il lhe load is dmwc: d. at whic h poim lhe system d}OIlInicl> c hange
Y (:} t~ (1 - b: - I)
Model Reference Adaplil'e Cont rol (MRA C)
Mod.., l reference adapt;\... l"Ontro l. shown in Fig, I ~.63. has a ~ 1ightl y di fferent
approach in th~t it modifies an existin g control de sig n to im prove some ca1cu-
l a~ed pcrforman~e m~ a,ure (elTor .formula ted as a de.~ired system mode l ou tput
rntrlus the actu al ~ystcm output). DIrect MRAC updat ~ s the l"On trollcr parJ ll1 ~ t c rs
di rectly. whfrea, indirec t MRA C ufKImes a refere nce model and the parJrne lers
of Ihnl mode l are then uS<'d in a desi~n caku:ation 10 compule [he con troll er
parome te rs .
Self-Tun ing Regulator (STR)
Then: al'\' m~y versions and refinenlt.'"nt~ of Ihe~ ide-as Ihal ma],;e up the field o f
adapt;"e COnt rol. The ilClf.wni ng regulator originally de\'cloped by A~trom .mJ
Wil1enrnarl.: is tho! Iypc nf ao:I;tpthe con tmller Ihat '" ill be st udied in !>01llC u.:lai l.
An e.l cellent sur\"C)' of lhe fie ld o f adaptive control wa~ done by ASII'6rn.
Anotho!r approach to aJaptil"C cont rol is in identify ing thc importanl plalll pa _
10 rameters (Ihe pl ant model) wltile 1111' .'.Hli'm is tll/millg. Once the plant par.llllCters

UI:) (I : IHI 0':-' " Figure 13.63

Using Ihe leehn iq ue o f gain schedu ling. the desig.ner precomputes Ihe cOnlml Model Referen(e
RdU"ncc . -
Adap!~ Control
la.....s for both planlS. K and K . When lhe control le r microp;"Occ,,~ n.><:ehb th~ r-'
(MRACJ ..."
eommand to drop lhe lood (or m:lkes the decision ll!\ClfI. the new control la\\ K '
is used instead of the o ld one. t En"
Although gain ~hedu l i ng is adaptive. it i.~ perhaps Ih! leaM sophi~Ii;;:I1cll r.l Adju>lm.~t I-
Co~ l roIl<r met/lin","
of the slrntegies of :;daptivc COntrol. This is because a re l:l.i\e l)' smallnumb.-r p.aflmctr ..
of desi~l1s are done olT-line and loaded imo Ihe CQntroller a, options Ihat Me
subsequenl ly chosen d uring operatio n as a function of some measured or rom -
>,
""ju'll.bJ~ Un"~ , ,
puted condi tion. To bt: fai r. gain sc heduling is also Ihe mo:.1 wi dely used of ~ll co~lto l ler " pllro t,
,
II SI<)"'ly in ,ho.' '''''''''' 'm phtS tI1loC ~l)mrol ]XII'OOltICU:>rC ~~r<4 i~.m.>! di"", .. t ."".... nl' 01 ~ o;\IC
m",b ,10-..,. th.., the, "'.." tim. """'tan' of'ho <1Ml'<l loop ,),;,.m.
r
620 Chapter 13 t\"on li ..,ea r C,'..,trol
13.1 i\onli neJ f Com f{,1 Sm.l~!Ure~: Design 621

Figure 13.64
Structu re of the explicot Conlro1 Wh ere uppro priat ~. b" wi ll be d rop~d from the p;mulleter "e<: tur leaving 2n
self:unirg regulator duii "
param~ ters. If we ddlne a \'ector uf P:lq outputs and past (plus present if b h
nut 0) comrols. as v

,;, T ..: [ ,
'n - - '~' I (13.98)
then we C1Jl writ e the current output u~
Adju, lobl. ,
ytk) =: Or <p,' (13 ,99 )
IXIWoll.r
Equation (l3.9X) is commonl~ refcrred to a~ the regrt"ssion vector or venor of
regres'iOl"l', !n polynomia! (Jperalo r form the plant model is ex pressed as
AI,, I ly =: 131,, - ' JIj. ( !J, 100)
which is juSt a ~ho rthand notat ion for Eq. t 1J.9f. where 11- ' is the unit delay
operator. for examp le
are ayai lable from the idcn titier. lhey are uscd to redesign the eo mrol algorithm
A (q - ' )." =: -,,0.: ) + (I ,.I'(t - II ...... + any (t -1/) I !J.IO I)
Kcording to some design rule as in Fig. 13.64 (explicit s~l~.tu n.i n.g reg u,lator;,
Alternatel),. instead of identifying the plant parameters expirclily. ill S posSIble to "od
fo rmulat e the control ~true1Ure such thm th e eomroller pa'amete['; whic h lead to
B(q -'}u =: blt,, (t l + ... + " nult - 1/).
a de sired closedloop system are iden ti fied d i rectl~' (illlplici t self.tuning regu.la.
tor). It ha. been st own that selftuning regulators and m(\()cl reference ada p\l\'c Thus A and B are pol r nominl opt:r3to rs wh ich rharactcrize th~ plant. Because : - .
control can be identical. depend in g on the underlying dt" sign methods. represen t.~ the ':lran sfonn. it i.~ technit"ally incorrect to use it as a de Ja )' operator
on a s~s te ll"! wi th time.,'arying eoefticients where the ;:trarrsform doe~ not upply.
Alth ough ,, - ' i ~ used a.~ the de lay operator in mOM li tent ure [and this chapter).
Explicil Self-Tuning Regulator: Model il should be JUSt a.<; clear if: I were used.
A lthou ~ h man\' different model 5lnJctures are pu~s ible. a min imal state space
rcalila~o n is preftrred because of the trt" mendou ~ vo illme of de, ig n and sim Explicit SelfTuning Regu lator: Cont rol Design
ulation tools whic h. are avai lable for design in the state space, MuSI paramet~r
There arc many ways of spedfy ing the performa nce objectives of the plan t.
estimalion routine, an: based on a specitk model struCI'Jre. so to be co mpall'
including inpu toutput b~ndwidth. step re.~ponse . phase margin. gai n margin. and
ble one must choesc a common structure. A typical struct ure is that of an nUl l'
pole location~ . The de~ig n me thod is usually a func tion of the de~ign ohje<:tives
regress ive moving average (ARMA J model. and as discusscd in Ch3~ter 8. l h~ Iftran )fo mut ioo); can b ~ made between \'ariou, fom1 S of (1e.~ ig n objee til e);. th en
ARMA model parnmete~ can be fou nd usi ng off line or ()n lme tech nIq ues Th~ almost any design melhod can be chose n.
specific parameter eMimation algorithms chose n are a fu nction orm any consl~~r.
For lldapt ive comrol we are in terested in a design method which can be
al ions including processing power. meas urement and process nOtSe. and de slw.l accomp lished on-line . On line oper.Jtion mandates a trade-off betwee n compu-
conl'erge nce mt es, . . .. tationa l complexity or burden and ult imate pcrfo rrn anct". Any design method
An ARMA descri plion of an 11th order plant WIth mpJ t /I and output .1 I> chose n must U'>C the infonnalion identified from in pu t output data frOlllthe plant.
+ b ,,(1.: - II ) .
and comput e wme controller parallle tc['; to ubtain a desired dosed loop behav.
o (13 ,<)6 1 ior. The self.tuning: regulator shown in Fig. 13.65 u>e~ weigh te d re, ursive kast
If no direcl control feedforward term exists 3S in most physica l systems, the sq uares (\VRLS 1(\e~ Chapter 12) 10 iden ti fy th~ plant pa ram eters and adj u,t the
polynomials S. T. and R wh ich make up the con troller.
coefficient b~ in Erj, ( I 3.96) is zero. The roe ffi cients of t~.e different ial equ.atiOIl
given by q. (]3.96) wi ll be used to de fine a para meter Y('Clor tJ as foIloll S A poweriul design method is th ~t of po l ~ placement. The power of the
melhod lies in the fKt th at /II! method. e,semially Jus t place the poles of tht
(13,97 1 ~)'s t em (~ero:s cannot be place d with state feedback ). thm; the (li near ) t"ontrol
l:lw~ deri ved by an~ desi gn tec hniqu e ca n be in-.plemented with pole pl:lccment,
622 ctuJ1'lcr 13 :-Ionhnear Control D .l Non!rrn:~r Conlrol SlNaures' Dc:si#l 623

Figurt! 13,65
Serllunrng rt!!iIu 'ClIOf tile Ullit ci rc le is a bad idea for two rea,ons' fi l"lit. the rancelJation CDn ne\.... r
[SI R! bloc~ dlagram. be done exactly a nd second. the cancellat ion w ill occ ur in o nly the transfer
NOl l' thdt 1111' funct ion G" (and Ihose Oft'hich differ from it by a COI/J/(mf factor). ThUs. if
~e 01 S, k. and the controlle r aueropts to cancel unSTable roots of Btq- ', th is wou ld de~tabi .
,. 00 the eslima:ed p'anl lire the sy~te m because the residues of tnt unstable mooes can n~ be made
palafTll'lro IS Iohown en t lly zero. ,\I ~o. STable r(K)(.~ whic h are nearly cancelled in the tr,lIlsfer func -
elpl (Illy ramer than
tion G,I 1Io'OU[d not be cancelled in 04her transfer functions. such as the ones
~h:')'Mng t ~em in a relatin~ diswrbance forcc~ to the OUtpu t of the: systenJ. If the sta ble ruoI:S ne:lrl y
fU rKliOO oi \Iml' S{B . - t) 10-------'
--- cance ll ed in G" represent an eigenresponse much slowe r than llle re st of the
system , the ei g('nrespun~ will be ex cited 10 a much higher extent by. for 1'),-
am ple. d isturbanc.! foree~ as opposed to the refereoce command inpu!. TIlis has
Ihe unwanted c ffect o f prod uc in g extrJOrd inari ly s low respon>C's to d isturbance
One deficienc\' in the pole placemem design techn ique is Ihal i1 ass umes tl1;'1 force~,
you know wh~re loJ put the poles. It could be sa id Ihal dec iding .rlrl'~ 10 ptll The zero., o f A J c an be cllosen a priori. or according to:l simple functiun o f
the poles is the de~ gn. and that pole placement is really a~ imp lcme o.tatl on step . plant paramete rs suc h as rad ia l pole proj ection 10 o pti mize o\'eralJ c loSl"d-IOUp
In adapl h'e control. pole placemelH provides a co mput ation:lIl y effiCIent way.ot performanc~ fo r th e t'.' pecled k'1 of plants.
updat ing the control p.1ramelel"li once Ihe platll parometer, arc known. assum Ing The basic selftun ing regulator is sho .... n in Fig. 13.65, The foll owing equa.
the pole locations ~rc dedded upon m ad,ancc. If the pole local1~n S are 10 ~ tions defi nc (he overall sys tem ($Ce As tro rn t 1995)). De-fine A J(q - ' ) as the de si red
chos cn on- line with a technique such as LQR design. the comp,utat rona] ~r~e n cll)SCd-I00p charac teristic po ly nom ial. By the ~enai n l)" t:quiva lence princ iple. it
climbs a~tronomici ll }'. Therefore. the design step usually con~ l il,s of de s r8.nr n~ follows tllat
a co mrol law to place the closedloop system poles at predeteml1lled locatlon_.
and/or at locations which are a simple func tion of the iocmrfied plant parame ter_.
Pole pi acenlenl is then essentia ll y spn: ify ing the des ired relatio nship betwecn (] 3. 106 )
command -input ami controlled-outpu t as
where A.. is the desired chamcteri.,lic polynomial ofthe state est imator and A.. is
A.. .r=BJ.I',_ ( 13 . IU~ t the desired eiosed-]oup ehameteristic polynom ial if full state feedback we re used
"here A and B ........ rcsent the dl'sirnJ closed-loop pol)nom ial operators a nt] without the hti mator. If the mooel of the plant in the Slate esti mator represen ts
, --, , ' f l. the plant eX l.Cl ly. and there is no noise in the syste nJ. then for perfecl eM imator
I' h the des iTfil response or re feren..--e ....ommand. The Ir.illsfer unc hon 0 1".:;
~ ired syste m Oft'o uld be in it ial conditi ons the closed-loop t ran~fer fu nction o f the s~'stcm is fully adequllte
to describe : 11 plan! re~ponses. The closed- loop tr.lOsfer fu nction under these
Yew) B.. lq = ~J'" ) ideal cond itions is
--~ ,
Y.cw) A.,tq - ~I'"', )
B {w;A fw)
lIo'here r.. i.~ the sampli ng li me. In shonhand notation we have G 1w)= ' (1 3. 107 1
,f A.JwIA)w/
Yiwl Bdlw]
t D . IU,h
Y.(w; = Aiw)
Ye w )
G lw ) = - - _ ( 13. 105 1 STR Algo r ithm
d Y,{W)

Equation ):' .103 is imponant for several reason,. Perhaps most irnpon~ln t ly i t ~ The rst im ated param(' le r ne lor &at lime index I.: is defined as
numerator s ho ul d usually cont ain the zeros of the plant (zeros of B lq )l. lx'-
c ause ac hievi ng a transfer function G,~ (wl thm docs not conta in se Ine ur all b. (1.:) ] . ( lJ.!08)
of the l.~rm in 8(q - r l with Eq. (1 3. 106 1 implies the "eros are c ance ll ~d b y
poles of the syste:n (r{)()ts of A. I. Cance ll ing roots th~t are nOt we ll rn "rJ,: with bQ constmined to be zero. It is 0 \I'e wish to identi fy.
624 ChOptH \J 1\ollhnar COn\rd

Id e ntification: L',ing \\cightcd recursive least square, (WRLS) we have

Example 13.18
[ P(k -i) (k ) ] "
O(k + I) =' 8 (k ) + _I r.. (.l'lk) - t/! (k)fl (kH Here we ., nall exami"" I"" ""sign of a ,imple ada~i\'e "ul1lrulk, u <in~ tn,' e'plicit ur in~irttl
a +r/! a l P(/': -1)4>(k) (1).109) STR. Con,ide, 3 cOIl tinuou, liID!' tran,ferfunction re l.1ling tile 1"i (ion ofa IJI<J(N "'lnlWI\' to
1 1 [P ( i: - l )rP lht/(k)P( k - Il] lhe input CUlT'e nt
PiO=,-Plk-J)-- . (13.1 10)
y y a -, +r(k )p(k 1)$(.1:) )'1') I
In.)I .t )
GIS ) = (lcn = ~u "' II'
where y =' I. (J =' 1 for RLS (unwe ightedl 3nd 0 < y < 1. (J = I - y for ex-
ponentially I'.'eighted RLS (WRLS). From 8{k) I'.'e fOmJ A (i:. q- ' J. 8(/;. . q-') whicn comspond. to 1M actual par.mete" of a php ic al plant. Sin~~ "C M~ liuing ooatxi H
whe re the cocflicl ent,of A and 8 are (j and Ii. respectively, romrol. the planl my!' naH ~ large l<l.ri:.",O in ii , par,u:.. t~ "'. in " 'hk h (a,e OO r oomiMI
rofltrol Ik"i~n will be de,i gncd for the nominal plant Sampled ai T = O,}.'O ,,-"q)f1d,. Ihe
Control Law: In keeping with the 'de;.;re 'to leave plant leros in the tlo:.ed-
di<.<:rctt lnln;f~r fJrlC lir>n i ,
loop tr.lnsfer function (no canceil mions). we ;;elect B.. = B. We sekc t A~, and
A. from de~ired closed loop and ~tme estimmor characteri stic polynomials. ~nJ (13. 1151
from
AIL q -' ) R(.I:. q - I) + q - I Blk. q I )S(k. q-I) = A .. lq - ') A,,(q - ') . (13.1111 0,(89'1 -' ~O.04.l[{q-'
( U.I )6 ,
1-1 ,7 IS9~ " + 0 .7189., - '
solve for iw:.. q -I !. .5)':. q - I) and finally calculate TO:.. q -I ) from (I.W~9,/ -' (I + 0_8957,,-'.
113.1 !7)
1'0:.. q -I ) = [A .. II II B(k. Il ]A, (q _1) _ ( 13.1 12 ) 'I-~- ' . (I 0 , 737~q -') '
wllic h de.rl) hal a ~eru ~I - 0.8957. al<>"lI wilh poic<31 I andO,73'l J , o.,ign an STR CQl\trol!er
The comrol signa l ll(k l i.~ given by
for thi~planl ,
(13.11 3\
Solution, The n~minaJ plant. from whi<:n we de ,illn tile inili,,1 comrol2ain,,;, ~ i' en b}
which completes tne STR algorithm. - , - ,
Equation ( 13. 111 ) is referred to as the "Diophantine !q u~tion " and h:l< Glq -',= h,q- +b;q , (!3_1 18f
been s tudied e xtensively. The difficulties wh ich arise in so,ving Eq. (13 .1 I I I I +ii,q- ' + ii,q -
for Rlk. q -' ). S(k. q -' ). T(k, q-' , include nonun iqueness of the >olut ion and 0,03'1 -' + 0.03'1 -'
~illgularities which Ol"l: Uf when the e~timated plant pol ynomial s A(k. q- I J. and (1 3. 11 91
1 -1.Oq ' +1.u.,. ~
B(k. q- ') conta in common or numericall )' c]o,e factors. In Eq, 03.! 13) Y,{kf i ~
the ullnltered input referenee. as seen in Fig. 13.65. l1!e local convergence proof (lOJq -' (I + '1 - ' )
for th h can be found in Goodwin (19~). While global ~tabi1i :y of thi s algorithm 11 q ' ,:
i ~ poss ible. proof of global stability requires persiste ncy of C.'I:ci tatio n. Pers is- Lei u, dloo", the c!cl!<Cd.1oop ,yslem pole, 10 gi ,'c a ,;eu llDJ; lim. of lOOuI I ~ "mplc , _and
tent elicitation (PEl refers to the condition of providing the id~ntification romine w>Q( hoose Ihem:o be ",a1. Thi' ~' ie ld ,

with enough infonnat.on about the plant dynamics that the parameter estimaK\
con\'erge to the CllrTC{ t :.olution. Without PE. the parnmete r estimate, ca n drift
which. of course. cames th~ re.lu lling contro ll er to be differe~! from the de sired
controller. and someti mes CI'cn unstable. Onl' of the difficu lti es of losing PE b
n:ferred 10 as probin g: The system will usually destabilize. and the rcsu lti ng
wild control and plant outpu t action becomes tempor-.uily PE (e xciting on a finite
inter,-a] of time ). causing a reconvergence of the plam parameter esti matc s an d
he nce the controller. thus stabilizing the sy~tem. Clearly this can be a vicious
cycle in the ab>enc-e of corrective action. The spc:cific persiSlCnt c.o;citution con-
dition is u function of the parameter estimation routine. Excitation meas ures for
\'arious estimation alg orithms are also given in Goodw in ( 19S4/. A common one
for RLS is found in Chapter 12.
i1~ ,1~ l)
8" = 8. IH , I!~)
:-<e>.l. we mUll cnJ<Y.oC II!<.' e.l;ma,or pole,. \W " 'ill "''''''I fa.le, poJle , _ hUi k~~p ""''''' _'m ~1l
amount of ooi,e filtcri~ g in Ille .~.Itm
A, = II _ O,4(lq -' )1
Wilh Ih<se c huitt>. "'~ can ", e the pole pl;>CC lTleni le.:hntqlX' 10 d~,i~n Ih< ,'OIlirolltcr polyno-
".'ia l5 S , T. allll R wilh a numerical fout;"" ..... hich ",,1,\:., 11\, Diopl>lnlinc equJ lion \\illl iop""
A. B. A . ~nd A,. Th~ estimale<.! plam paIa"""1c", ~ome from an e'timnli"" rouline ~\JCh as
w~ighted ,e-cuf"!i," 1~3" <qua re " For d.. nominal plant ,...,.-.Iilioo, giycn, and lile aclual pl .~I.
626 Chapter 13 );'(lnlmea r Co ntn>1
1},2 :-";onlmt:~r CofltroI St r u('l ures , Co,:,.gn 627

Fig ure 13,66 . .

Simu'at'on of the ~11- t llnjn9 (E'9ulato' of Example 13.18_Note the Imo rCVlng com11aoo Controller ~'e rsus Regulator
track .ng as the para meter e5t,ma:es converge fOf 'hE> plaot ia) com mand ~nd cutout
fl!SplJnSE' ib) estlrr,ated pi! ram!'lers.:1, and aI le) COfltrol response (d) est 'ma t ed Th t STR is ~ ~y~lem based on a linear wn trollaw. aimed a t selling the pok s () f the
paramE.'ters b . and b 1 overd ll syste m to :lchiel'e the des ired regu lator charac teriST ics, Th e COnlrJdiclion
is that the regu lator operati on e nviro nme nt usu~lIy doe. not pro" id~ th<' ric h tle~.1
of e)(citati un o r a sig nal-to-noise mtio that permits idemiricalion, Th i ~ i, ~l'au se
".cterallC p ,, ynon\l. p,lIra ,"""1"1 the job of Ihe st;!le regulator is to kl:'rp things constant or q ui e~en1. If there
, ~ -.j-- -I- -
....... re no diSlu rba nc es. the inpU I aod o utput l() the plam wo ul d be consta nt.
,- -- - -
Q 0.7.
-- Hence during regu lalor operation, the siu of Ihe ('(lmro l b proponi0l1~ 1 10 the
1 -
, I
r- ... ize of the distu rbance. and idea ll y The output I'ariation is small. Hence under
0' 0 di stu rba nc e rejeCtion co ndi ti ons. Ih e ~ i gnal-to-noise rati o i~ rare I)' more than 0
o
, dB : Thus forman y adaptive control sys terns. sel-poi nt change. are u-;cd 10 provide
'r- - -_.. a signa l em-ironment in whi ch the l D algorilhm will work well. In add ition . .~t .
- o,s , i
point chan ge.; provide clear demonstratio n of the system's lran sient re_~pon se. If
I I we defint Do C(ln troller or _~er\'omechanism as u;;u:lll y foll ow in g. (ha nging in pul
-, ----r, -, ,
" " " j- com mands. and a reg ulator as maintaining 3 coos tant sct-point. the STR woul d
_,I
-1.50 10!S 20 2S 30 JS 40 45 :sa 0 , be beue r referred to as a self-lUlli ng COnt ro ll er or STC. Some of the d iffi('ultie ~
Time (_) Ti me ( 1t:C ) asoociated ....'i lh regulation ca n be O\'ercome if 311 ex ternal exci tatio n si gna l is
,., applied \\hile the stlflUning regu lato r is lUning.
" " " ",OO " " " " "
Most control systems are nO! linear over lallte set-point cha nges. Among
, Conlnll Num.".lOr ooe 1 I
O.M the many po~s ibi lities. th e co ntrol usually saturates. Salu ntion uf the ('(lntro l
; i I I I effort is o nl)' no\\' being conside red in the proofs of stabili ty for self-lu ning
0 , , contro ll ers. Hence in the standard STC we ha ,.e a ,tt1lCluf\' which assumes a
, " wholly lin ~ar con trol system [o nce the polynomials 5(1 - ' ), Tiq I). and R(q -' )
, O. lI> ~ 0.~904
, I are fixed for the id entified plant parill!leters e,l_ Clearly as we p):u:c the poles in
0
0
", lOcations requiri ng arbi trarily fast (and perha ps rea so n~ble ) lime responses the
, i' '" -- -iP :'-~.o.19-
, :-b~: cO!llro! effort \I,'ill grow Jarge in amplitude. thu s irt<:re ~ si ng the probabili ty that lhe
1
O(
, 0.0
, , sys tem will u-;c values of ~ontro l elfort that arc nOl practical. To implement most
, 0-
,:' ! ! I,
non linear cuntrol laws requires measure ment or estima ti on of a partic ul ar SC I of
O. plant state \"ari~ ble . Since th e STC structure does nO! a\low for muc h choice of
0 , 10 IS 20 25 30 lS 4{) 4S 50 j.Q 3S 4{) 45
" , ,,
r"". (.. c)
"o '" " " Ti me (1)
the systern stal e. an alternate structu re for lhe s'rc mus t be developed.
(0)
"
'"
GSTOC: General Sel f-Tun ing Observer Controller
In this sec tion we w ill defi ne a general ~ If- tlln i ng obser\'er-COlllroli er (GST OC)
rl;o, s imul ation of rh e adapli,'c ,ntroller ,!xrwn in F;~. 1),66 de",ol~lmle~ lil<: oper.l_ion.--.t algorithm for ada pti ve C1)lllrol. Rather than a polyno mia l form. 1he GSTOC is a
GSTO C alg o,jlh m
the STR. n.. ,..I LIC of:; '" 0.90 wa, u"",d in ril<: v,'RLS roullne. Th pl'0" 1<X the ,-",ltat, ,,n structure based on a ~ I a te es timal or wilh state feedback.
r><:Ce_'~ar)' for the para"",..,. idem ilk~tion routine :rn al te rnating pmi ion .... t-poi nt .-omman d
war. pro"ided lperiod of 10 Stt<lnd~) . Note the orig ina l OOtpul response is poor. but improH-
om:.; lhe parameler e!!i lla!e~ CQ<l"erge_ A~ menrioned in Chapter 7.;1 ;~ possible I" m~,tN"1 I, Idclllify Ihe model paramCtl:'!fS and fonnu lJ te a slale space llIodel of the plant
S. T , and R 10 ~i\'e inltgrat ~'omroL ...hi~h ... "uld ~ de. im! in ,oo; t d~>!!j:n; ha"in!j: w.-:h ~ I <"rr ' r p ,"' hl'.?) '
\':lri ab l ~ pla nt .
2_ Design 3 5tale e'li mator. OblJ inin g L '
pr
----_.--- + 3. Design a co ntrol law. obl.ai ning K '
pr
628 CIl.pler 13 r-: . m linear Comn,1 13.2 Konhnt'H ConlTol Struct ure s Design 629

Note lh ~t this '-ery ge nerJI algorithm does not .specify which methods ar~
10 Ix u~~ d 10 ident ify the plant mode l. or to choose the cl[)$.Cd-loop estim~tor or
contro l gain s.
The algorithm for the GSTOC b a strong function of th~ states cho;;en 10
mooel the plant . In Fig. 13.61 the plant i~ shown as hal'ing a model of lrl'. r . h]
.... hi ch is J fu ncti on of the true plant parameters 0_ The fonll of the model has not
beel! ~pec ifi ed. and ;orne form s ha,'e ad\"~ntagc s over othel'$. The physical model
is one whic h origin3 1e ~ from an application of basic physic>. and wi ll be denoted
wilh the p--suh"Cripl such <IS l <l>~ . 1'/., hr ]. w ith the st~teveclorxp The imporlant
Ihing abou l the physical model is that thc dcment s of the sla te ICClor "r have
a physical rne;.lning. such as ve locities. posilio n). pres,ur::s. temperatu res. etc.
The practica l va lu e of physical model statl.'" i ~ thai it is straiJl:htforward to build
tl."st con ditions on l:tose stilles for control purposes. If ano:her foml is used. ~ a~
lhr controlle r canonical fom l. the Slate s are a linear combinalion of the ph ysical
,tate . For rump le. a panicul ar stak \ari able may be re latetl to the physic ~l s t alc~
in that it is w loci ty plus pos ition plus acceleration. This amal sa m of physical
Mates un necess.a ril~ cornplicate~ the comro l de signer's task. If. for e.'lamp le. il is
de-sire d ro .-;e n".. and li mit the ac celeratio n. the tran,f,mnat ion back to lhe physical
, wte s woul d ha\'l." tu be formed ~nd e~ecul rd anyway. So i. many cases it is best
to fonnu lut<' the s~'.\tl."m mooc l usin g the phy, ical stales. In addi tion. the ARMA
mode l is the most S<!n~ i l i \'e model fro m a coefficient round-off standpoint. Eit her
cascade or pnrallel models gener-Illy ha'-e much bette r numerical propenies.
es pedall y with incleasin g orde r.
If the id enti fication is based o n an A R1\-'l A mooel of the plant. then the
tra nsfonnatio n 10 the physical state~ is not simple in mOSt cases. It usuall~
requ ires a tran sfo mJation matrix T E R"" that has 00 ex ploi table structure.
Since different ph y,ical plants rardy share a fIXed or re gular ~tl1lcture . a gen eral
Figure 13.67
Self.tuning ome""e,
" Pl.ont ' __,-.0
'
contro ll~r. Both th~ sta'.e }-- - --i-- + . (.), r(' ) r
es;,mator poles and the ~(t)
~Iose-d -Iocp sys:em ooles
are placed based on the
m~1 pararnl'ters. (8)
oota'ned from the
identification scheme.
Note ~oc is necessar~ to
insure proper DC gain
Sli t<
..1!mltO!
~((:;:m;
tra nsformati on from phy~ica l form to a canonical form i~ not po~~ibl e. Of course
it is poss ible to derive a transformation for a specific minima l phy sica l model to a
canonical fonn. bu t ther~ is no guarantee that any exploitable stl1lcture will ex i,t
in t h~ transfonn th at would reduce the compuwtio na l complexity below that of
matrix mu lt iplication lo f ord ~r /1 ' I .
Issucs in Adaptivc Control
Adapt iye contro l rITei\"~s much attcntion in the research comm unity. Among the
primary difficu ltil."s in analy sis of adapt ive control syStems is lhe lime varying
and non li near nature of the stale equations of an adaptive system . Additionally.
many algorithm. require large amo unts of computation. li mit ing their use to Ihe
most expen~i\"e syste ms. which focuses attention on find ing practical methods
with less oo mplllational burden. Another key diffi c ulty. alt ho ugh not spe<:ilic
to adapti ve control. is accu rat e plant identificmion undn closed-loop control.
Many ad'Mces have been made in pro"ing ~1ab i!i ly under cenain (sometimes
lim ited ) c<mditions. However. stability is n()f perfonTl allCf. ;.Ind nOl much ground
has been gained in proving performance bounds. A IOf cou ld be ~ aid about the
various i~sues in adaplive eOlllrol. but the reader is encouraged to read WlnC of
thl." re ferences for this chapter to learn more. Below is a pnrtialliSI of iss ue s in
adaptive comrol.
Stability wilh:
I. No known infonnation_
2. Known plant orner.
3. Unmodeled dynamics.
4. Disturbances. noise.
S. Unknown hiSh freq uency phase.
6. Plant zeros ou tside unit circle (not stably in'-enible).
7. LiT1lit~d cortlrol authority.
8. Plant poles o ut<;ide lhe unit circle.
9. Various degre~-, of pl ~nt excitation.
Perfomla nce Issues:
1. Converge nce rate.
2. Compari>on \'ersus fixed con trol law.
3. Robusmess e nhancemertl.
Of eourr.e th e liS! above varies a bit froIT. STR to MRAC. While the STR
can handlt' plant lCroS outside the utlil ci rcle. the MRAC runs into stabilily
difficulties. Unli ke cont inuous -ti me systems which rare ly haye righI-half-pla ne
630 Ch,lptrT 13 :-;onlineJr C" ntwl 13.2 No nhnclf Control Structures: [ksi"n 631

lero~, di~rct i 7ed pbms l'CI:,\' oftcn havt" zeros uutside the- unit ci rcle, In fact. para meter ~st im ator has cOlll'ergr:d (el aj. (; il.a ..... If tilt" measured data are
= =
this ha~ been proven guari.UlteeU for pol~-zero excess grt'ater than one. and fa,t ! u, ,1'. I = O. T, . 2T, .... j then we can form an equati on error a, folluws
enough sampling rat!" In add it ion. incmporating nonlinear l'ontrol de~ign su~h
as timeoptimal control i.~ di llic uit wi th the MRAC while il is easi ly ,lCco mptished ( 13,123)
wi th ~n STR (>ee APTOS in nex t sec tion), when:
Adapti"!." nonlinear control pruvi de~ for adjustment of a lIonJincarcontrulla\\
i n ~t ead of tl!.: li near control law assumed in ~tan d ard ad~ plive controL A bloc!.: (l3 ,1 ~4)
diag ram o f an ;}d;}ptj,(, non line;}r controller is ~o\\'n in Fi,!!. 13,68 . A llh ough
thi s is but one of hundreds () f pos~ib1e e.x amples. the ideas are illus1r.lted well (1] ,1 25)
by ex tending the nonlinear controller of Example ]].17 to include an adaptive
Consider the L ~l S identifier (see Chapta 12) f()r the lIo/'lmlii:;>d pl ant gai n a
featu re.
A~ an e.xample of adap tive nonlinear comro l we will adjust the PTOS con- (13. 126)
tro ller de"eiopo:-d in Section 1J .3 ,~ and the pl ant wi ll be th~ familiar double
integrator. Although PrOS is robu~t to de\' iati()n.' in the model. pe rfonna!K;t' Wi th this i:kn ti fi('r and some PE cond iti ons (sati sfied by changes in the input
improve men ts c~n be achie"ed by adaptillg PrOS tAPTOS) to changes in the re ference command ~). i, is poss ible to adjust th e design of the closed-loop PTOS
plant. cuntroll er ,0 it can ad apt to changes in the acceleration con, tant o f the plant.
'\.'1." wiU pro[Xhe and ~nalyze a simplt' on ~ parametcr idffil ifier in the APTOS
In Ih e imp lenll'ntatiun. the parameter estimate is nor upd31ed when the sys tem
struct ure a, ~n e)(~mplc of adaptin~ non linear co ntrol. In ternlS of polynomiOlL, in is in regu lation mode. wh ich preve nt s parameter drift d u ~ to lac k of persbtem
lh,' un it del~>' ojX'rat()r 1( - ' . the input.output rela!ion~hip of :he double integrator eXlitation. After a cou ntable Ilu lll hc r of input l'omma nd ehanges. the system is
tuned ,
plant is
In this case. upda te of the control law is sir:Jple in that only a sing le parameter
is identified, The pJraOleter will simply scale the acceleration gain used to
a
calculate lite "elocit}, trajectory. a, well as the other design para meter, whi ch afC
a function of a. Speci fi ca ll y. we have the following adjusunen15 to make
where u rcpre.'ent~ til<.' nominal or expected val ut' o l the ~bnt gain (/. Nonn ~l
iling th~';st i m~ t ed parameter {I. in thi~ way is a convenient way tG orga ni zc the ( 13.127)
eq uati ons. T he e~lirnaled parameter is Iht' n li = ii (( . If the estimated param-
eter i~ exac tly equa l 10 the expo:-cted nominal ,<alu;, ;t;:n n" = 1.0 (il = {I", ..,.. L If ( 13. 128)
Ih~ e!t ima ted va lue of a i. 15 pe rcent larger than a~ ,~ .thcn;' = 1.15 , When the

"1 = -;- . ( 13. 129 )

,,
and based on the~ parameters the velocity trajectory J(.) is
Fig ure 13.68
Structure of the adaptive 1( :.t.(y
I. . ,
) <1
forl'. , I - .'
Ccnuot 03.130)
ooniinNr ()"1lroller ~'liJn .1',) = s,'n(\')[(2a
., na l\'J)'l_
""",., J-
to ] for l l'
.,.,l >".
A lthoug h th~ 'ii/1Uf<!tlOO
blc(~ is 1101 requ ree:. It IS
l
Henct' in !his sing le unknown parameter ca,e. the adju stment of the con trol
usually preSE nt In the algorithm is fairly straightforwa rd. 'When mult ip le parameters are ident ified the
(o ntroilO any real plant tf'Jjectory is far more complex th an that gi"en by Eq. ( lJ .130J. For cases (l thcr
and thu~ PWl lde~ an l.iJI,ar , than the doub le integ rator. explicit calculation of the function 1('1 also becomes
excellent ex,mple of a
" punt.
impractical,
system that (an ~rform Next we will exam ine the perfonnance of lh e simpll" APTOS s)'~teOl d uri ng
hetter IV'th a non lif'l<'ar adaptation. Adaptatio n under ideal condit ions is shown in Fig, 13.69. As is ~en
controll er
in th e fig un:. the closed-loop system clearly a?p roa( he~ thaI of the tuned PTOS
Fig ure 13,69 the s~ _'t~m 1I",d ....lIIl/.1 in ti mc:. In d icrete time th b pf"OO.:~S is si mply an itc:rHtion
APTOS [1(ln...en1 on Ihe i n\'\.'r~e iy~t.:m . If the plant b de~ribed by
~h.lVtOr to (I n If tl(ll
error In parClffletel X'.I = ~... + r ll, (13. 131)
estllTl(lte of 50% .r = lilt. (1 3. 132)
~ '--'
,, then Ihe in\'C~ (y\tem i~ gh~n by

'I': XI =41 ' X,., - ~-I rll , (Jl I3.1)

".-.,; j
; r .\ ': h.\{. ! 13.134 )
.i I Nol'. steppi ng Eq.I I.\.13J) from a fi nal condition. with th~ desired drceier.lt ion
-'\ /' control hi ~tor)'. will ge ncr.l te tile ,unc Imjeclor)' that leads lothe origin. O f coor;e
to be of uo;,: in lhe P10S archi t ~ lUre it is nere~sary that the posi tion and w]ocity
., ~ STa te_~ he a\'a illblc in the ~t ale x. If the plant is idenlifi~d using a !oetond-order
WRLS lilgori lhm. then thc resul! ing A R~IA p3rarnelers mu st bc u';cd to de rivc
th e ,t U t ~ ~p:H:e rt p~ ..... ntm i('\n in lenn~ of t he~c stmes .

Exam p le 13 . 19 c.'~:rUI''\!; H )r~r,' TIan'I,"""UI"~ }<'f I'ros

A"!IIIl<: a "''''''Irl i..:-d tc"'~ of [hoe .! ~l(1t1 p,~C"' i~ al : K II i~n t;fu::ltiQn i< don<' 0<1 a ;.011(/-
COntroll er, OvwhuO( in the fiN (Ummand c hang e respollse~ i~ due to the initial or""'r pl3ne. The: ("I'm (~- t~t <.'~II"'~I...,J rnutl ,,~, 10110<'0'
o\'erest imate o f the plant acceleration gain capabi lit y, Posi tion O\'en-hoot is in
effect a mplified in tile control sillnal. j:,(l to judge the final degree of o\en-hoof it I . (J,
'tl - 1, _ [ II .\. I ~~)
i~ ca~i('rto 1001; at the control ~ ignal . The con trol is sho""n in th! ~ame plOl as the -",.
plant pos ition output. and has bun scaled by a factor of tell,

.1" " (t 0 l-"~- (1 3.1361

Gc n u "< lling a Table ror 1 0 F.'11Ja11<'fl 1,1 I,l!' j, ~n ot>-cncr ("llnonl;;al form of 3 plm ""h ~ urn 31 : '" b, b , and '''0
In the discrete ttnll." l'~M", an a1te-mm ivt for fi ndi ng the Je~ireJ \'d ocity a) a JJOk>. on~ ~I : 1. ~n,1 OM al : _ no ' Th" ........ 'ponds ((> Ihe d;",:rrtt time modcl l""mplill$
l i ln~ of T Oot<."UIlI!\,1 ot. eMlin,,",,' ,;,nc pI~m ih'~n b} a ft3'polc ;oIlO" cd by an inle~ .......
fu nction of position error exists: generate a table for ,-ol ues of f(' \'ersu~ thl."'
The ~Ial~ 0( thoe ['h~,i ...~1 focm flf tit. moxle! ronsi ., 0( plSiti" n alld "<locil) ....r = 1>-. t'J' I.
n'llu men1. G ivcn a posit ion error '-alue )",(1;:). many method_ a~ :l\-ailable for
The -.lltc _pace. de...:ripiOll in Ih,. rOm)"
obtaining tl"l(: corresponding ,'alue of f(Y, II;)) from the table of stored \3I ul."'~
Clos.:s t ent ry or vmow; types of interpolati on can be e mpl oyed. Th~ reso lu lion
o f the da ta ~ torcd in the ta ble can be variab le as w~lllWorkman 19112). Whal~\'er ~~Ik + () - (~ . :' ] ~.IJ;I . [ h. ..- biOI: ] "I~' .
1 T
the tcchnique. we must di~ u s_' hOll the valuc:~ in the table art gcner.aled in the
firs l place. and how thi~ can all~,- i ate the proble m of comput ing fl ' )' and ag . in lhoe or.:tp~t "~i,,"n to~ Ih. ti"'l S\:ll(

y - ( I II 1" ..
Backwards in Time Cumpk l~ Ihe t rJ~,!,("Ofm31ln n frum Ih,' oh"''' tr ronn of ['I, ( ' ', I ."~ 1[0 lho: ph),ical for m nr
The trajectory o f a plant that leOOs to the origi n c an be deri\cd by ~w"in(! lit th~ Eq_ t 1.\ , Ifl! ~nd I~~ ""en..: 10 ~ " 'cd tu ,-011'''",' lho.' pros <-une, That i,. lin-d T,. . .<O Ihal
origin. applying the desired conlrol while traJec[or~' fol!(ming. and .~i Ul u lnti ng "J' - T,. ..,.,'
634 C11.1pI~r L) I'o nhnear Control 13) De~i,!l,n" 1111 l\(lClillltat u.sl FUn(UOflS 635

S61ul ic:Ml. Eq. / 13. 1-J I ). This is trh'ia! in thm it is accompli ....ed by redurin!! the lal ue of 1/
u~ to llener.lIc fl ). Fora max imum conlrol of m we hal'\!

T /1 = ClI lI. n J.I~)

~
,- =[;,T :]
T
Thu~ an clIphclI formu l3tioll o f the desired I-elocity fu nction i~ nOl requirtd in
the discre tetme ea~e , This i ~ II key benefic since most servomechanisms include
eitht"r friction or backemf (see Fig. 13.40). uhich make e_'\plicil calculalions
T,..-' ;Tor I
_ Q,
=[ T'] , difficull. and implementation nearly impw..~ibk,
~o .... af"'r .<kntj~cationb> WRlS . "'. and <I>,atc oouine.:i ~ dircC'l ,~b'lIt utionuf thc ARM,\ Se.:lion I J.:!. I cont ai ns sollie of the basic ideas used in adapfil'e nonli near
p;lf'im~ten. H' ) O:::Ontrol. Adju;.ting non li ne3r control algorithms based on plant paramett"fli th at
are idcnf ified while the controller is operating is the fundamental COII(:Cpt. Adap
ti\'\' nonlineat co nlrol is some li llle~ use d in the lidd of robotic ~ . '1 where the plant
"ho:1c the fdfo,.,urd lum""; , a~sumed 10 be l~ro:rnd i, n.... e'li m~I!1.l I ~'OO.lr.jn.:<J to uml
is ah\.ay~ highly noolinellr and the co ntrol algorithm is usually some form of INL
'''Y I from the ARMA panlmeler. " 'e can dcriw lhe in'u<.I: phpiul \~'Mc 'n controll et such as computed torque: adapl ive conlrol is used to adjust for vnria
lions in pl3111 parameters ~ uch as payload inertia or varyi ng plant characteristic)
such as friction. motor torque constant. bias forces. and gains,
.. ,
_rh.,
1/;': 1",.Ik.,.' It.,.,[ 1>; .... 1.,,,; )
(
",r 13.3 Design with Nonlinear Cost Functions
We have already cO\'~red LQR. LQG, and poleplacc ment in Chapt~r s II and 9.
Olher techn iques based on nonlinearcof>! fu nctions are a\'ailable that augment the
3forementiOl1Cd dc~ig n tools. Esse ntially the quadratic case. al though nonlinear.
No~'. whene,'er an updatffi ~t of A R ~"A paromelel'!> is available from Ill ... is used bec3Use il is ma thematically troctable, The resuits are proI.'en to be optimal
idenlific3tion routin e. 1m- lime-optimal lr..j cC IOf)' can he ~'C1le rllled b~' upd 3l in~ in a ql/Ul/rotir sense. The qucs.tion always arises. ""Is that the proper qua ntity to
Eq, ( LU-I I) wi lh new par-lIntters lind iterati ng wilh a beginning lerminol l con optimize?" All 100 often Ihe an~ ~'er i ~ negati"e. But in thai case the theery leal'cs
dilion and 3 des ired cont rol. The resu lts are stored in a table and ustd for Ih. us hig.h and dry. at least for the most pan. A \'et)' use ful lechnique b Ihal of
trojectory. random ne ighborhood sear.;h CRNS) based on a nonlinear 1'0..1 functional. This
If lht PrOS structu rt is used howe"cr. it is not the slate wc ~l'Iou ld store in Ihe method is a type of :\1onte Carlo procedure with an improved tec hni que for
tablt. Rather. we should store a \'3lut for ff J which wou ld ,.he us the uajto~ choosi ng parameltl'!>.
generated by Eq, (1 3.1 -1 1) when run forward in time with a PrOS lontroller. Thai
is. in PrOS we hall:
13.3.1 Rand om Neighborhood Search
111e technique: here is vcr)' sim ple: romlulme Ihedesi red properties of lhe control
so. gh'e n points on a trajectory (y. 1'). and the control u<;ed togeneralc if, we h:l\e system as a COSt fu nction. and SC'arch in a Mome Carlo fashiOll for the control ler
parameters which best mi nimize the co~t. But only seareh the region in ()o1 ra meltr
(l 3. IBI ~pace centc rtd on a point wh ic h has the lowest known cost. Defi nin!lt he cOSI as
C and the controller Ifree) paramtters P the algorithm is gi,tn by Table 13.5.
Note thaI if we sen~rate the positive quad rant of the Iraje.:wry 1.1', > O. 1(,\) > The size of the search region centered about tlte 'U lTCnt optimum poim i~ up
0), the comrol will be negmil'/" and Eq. (lJ. 143) will actually cause the ~t (!re(l to the engineer u ~i ng the program. as is the re lat ive we ighti ng of various lenns
value of 1 1.") to be ,malkr th an the actual trajectory th e sy~t em will folll)\\ which comprise the cOSt function,
As the \'tlority loop !lain increases. the vl.'locity error \\'i 1 dec rease. lUld 111<'
moditlcHtion of Eq. (l3. l4J) will become smaller. AI!KI. 10 allow for control )~ Robot Cl~ant~ 1 a<t <" i" "",ly ",mplj< ... J, """''<1 ,.r""", ~ iIIlh. cont ., 1 of adopl;'" .",01;,
margin in decl'lerati on we ~ hou ld incorporate an accelcnuk'lfl dbcOU Ol f3 clor in ,;.-<"in C,.I" 1%11,.
636 Ch:lpter 13 N<)n l in~ar Com t<l l 13 } Design v..ith Kon linea r Cos\ Functl"rlS 637

Table 13.5 RNS algo rithm f or the c:om put at ion of th e control la w parameters P Figure 13.70 ,
th at min imize (p) FIl"QuellC)' respO .... >l! ~her
-- --- 0Il'.lmI2atlon
O. k _ O.
p _ [fl. 1~I~ rl in;ri.1 pardmeters.
C' _ x
k = /r + 1. 'dlwl~ le ro,t function C(P)
,,,
2 .. _ .
,. IfC(P) > C. ga!a?

,. r _ Po
C' - P) .

- .. ~ .. ,. , L.: ..
,. If k ,. k ..,,, go 10 lt ~p 10. t
Select new P _ P"II _ rand()" I. ."
, Go to nepJ. ,
Write ourP<J ! filel. "'! '- - 1'- '" '.'
"" Do~.

" ,
.<r-
Up 10 now we ha\ c nOI specified th e nature of the co,t fun;tion. It clea rl y i, .tO I
10"
not the familiar qUOIdra:ic one. or we would use the LQR design trrhniqlll's of
Chapter 9. Let U.I U..e;\l1 e,,~mp1e to ili ustr.Jte the R:-JS de sign algu rithm. Consider '"
the system described b~' the tr.Jnsfe r function
(I;; ' ,
( 13 .1 45) Figure 13,71
HI;; ) := 1-b;; "
Socces:sl111pa!3meter
Suppose that we wanl lfl li nd Ihe par.l.mcters P = ((l.b l to minimize the co,t 1l'OIIC'S during the RNS <
function C(P). This will be a highly nonlinear prob lem ifth~ cost is in termo; of op:imlu :ion oJ
more clas~ ica l measures of ~~' s lem perform;tllce. for example
---
(1 ) . 146)
T"", IllS"'.. , (0.4.8893, 0.5 1107)
wh< re .,
0
H Ie'''! ) = s~'st em transfer func tion .. ..
'.0 ,
T = 0.01. sam pli ng imerval. sec. t1.. 111
,[.
1M" = is the lowest freq ue ncy where::;O log H I";:" '" Tl , < -2.5
I .., ,l
LV, ,; = weighting on ba ndwi dth error
II" K" = weighting cn ~en;-frequ enc)1 gain error. u. . .-;. .j

Alt hough it wo uld be much simpler to determine P analytically in this case. in

more reali,tic cases it is extremely d ifficult if not imp[}<;sible to mini mi ze C in '1, ., ., u
a ny way bot numerically. Proceeding. we build a program which implem en t ~ the "' "' "
algori th m in Tab le J).3 and searc h for P tg mi nimize C zi\'l!n by Eq. ( 13,1.J6).
T he results of the parame ter search are sh.own in Fig. n.70 31d Fig. 13.7 1 an d
tabu lated in Table 1).6.
One of the most i.1teresting features of this algorit hm i ~ tha t the fie ld of search for each inten1ledia te point P = (ai ' bi ) i5 in this case (Iwo p ~ra m e ters)
searc h is sufficie ntly wide th at il will not gel ;tuc k as a grad ient nTgo rith m a square with the four com ers de fin ed b)' (I P Til. ( I p )b,). Clea rl y the
mi gh t for comp l e.~ cost func tions wilh a mul titude gf local mi ~ima . The He ld of rate of conve rgence and the solut ion which is optimal is affected by the relative
638 Clu~cr IJ Nonlinc:lT Control

Table 13.6 PeriormMl(e meas ures and parameter~ before and aftl'f is achieved. the Ue~i gn can be claimed to be optimal in the sense Ihat il mi nimi ze)
opti mization wit h RNS routine (SO iterations with p _ 0 30) Eq.\ I 3. 1471_In fact minimizi ng Eq. ( 1 3. 1 ~71 was not the origin:!1 goal. but Ta[her
- - - - - - - - -------------- -- -- ------_.- - - - we wan ted to mi ni mize a cb,sical COOl function ~lICh a:; Eq. ( I ~.1~6).
- - - -- ---- - - - - - - - - - - - In onIrr to pnx:eed " ith the RNS de)ign. it is firsl necessary to define the
uoo 0,505 dc~ign g.oals. Wc will ~ummarize thc jX'rfo nnance of the positioning scrvo wilh
0.4BS
b ' .900 some dassica l measllre~. Because of un,enninty in the plant d)'narnics at)(we
' l .OO 1.002
,~
"", 3.700
.2 kHz. we will limit lhe closed-loop-3 dB bamlwic!th from the \."Qmrnand input 10
C 48!1.S ''''
.. SO> plant positiol110 I kH z.. To minimize s)"~ tcm sensitivity. we will also con~trai n lhe
, O.tO dam pi ng rat io of exh mode 10 be at !<east 0.550. thf decay envelope of each mode
w_ 10.0 10 be :u lea~t as fast as 900 microseconds. and Ihe sum of all time constants to be:
W~ ><>., less than 1.8 mli lisn:onds. To minimize amplifica:ion of mid-band disturb:tnces
-------------- in Ihe position reference ~nd noise inpul .\."I . we "illlimil Ihe peakin, in the
clos...--d-loop tran~fer function from '\"", to .1' t04 dB. We woold al:<;o li ke to ensure
weighting factors put on the \'ariou~ components of the co..t funct ion. in this caS!.' Ihal a detrime ntal SCI of mechanical plant resonances which are near ~ kHz are
the DC gain cnor as well as the bandwidth error. A high ..... eighting (IVoc) on the attenua ted by at IC:l~t 22 dB, These requi rements are summarizeu in Table 13,7.
OC gain error would tend to Folio..... a lTajeclOry in the parnmetcT space gi"en by A co>t flln:lion C ..... hich reprcsen ts the desi!'!d goals in Table D.7 can be
a = I -b. High cmpha;is on the bandwidth would yield b - Qj much more detined as follows
rapidly but concurrently with a -+ Q.5. C = W... 1/6'1 - I()()()I - lV,rect!{",.. - 0.i5OJ
The ad\'antage of tt, is algorithm is in the specificatioo of til<' cost fUllCtion
- W,.. fC('t{pm - 45.0) + W....,' rect{pmk - -tOOl
C. Sioce there are man) obvious arguments aga inst usi ng RNS in this proble[n
(primarily that the problem , an be soh -cd by inspection). a more ,omplicated +W".""" rect (r - 1.0 )< 10-' ) + W,_. .... fC('1 (I:. - 1.8)< 10-' )
example will be used to compare and conlrast the benefits of R~S againS! LQR. + 1\1....0 m:t(12.0 + 2O. log llj( H",( 2:r4000.)))
We ...ill now comp31R" IWO differenl lechniques to design the torque motor
+ W,... rn:I\10.0 ~ 8.. ) + W....~ rect( ptatlrt - 4.5)
servo as Jl iven in Fig. 1:1.42 in Sec1ion 13.2.1 . Sin,e the struClu:e or Ihe problem
has alR"ady been chose;!. ,,'e wou ld now like to choose the fr~--c paralTlt"ter.; to + W,...." rect(pe{lk...r - 1.0). 03.148)
achieve the desig n obje:ti\'C~. l!~ing the LQR approach to the design problem. wi th the following definition~: the closed-loop transfer fUll-Ction from referen ce
we choose 10 minimize the cost fu nction input y, to ou tput .l' is
Y 1W)
S =,." L>"iQ,x, + u : Q~ u ( l. (l 3 .1~71 N" (wi"" - - .
- .~U Y,{w)
This method req uire ... th.1t I'alues of Q , and Q, mUSt be selected. In ChapleT 9 " 'e
di.cus."fd the deri\"atior. of the optimal ,ontrol Jaw gains K for which u = - K )"
lIi"tn Q [ and Q l' and g11'e gu iddines for selection of the Q 'f Control designers Table 13.7 Desired periormaoxe 9oal~ for torque motor positionin9 servo
do not usually think internls of Q, and Q , in dete""ining perionnance. Indeed.
~form.Jnce Symbol in
mosl control enllinttl"l> '.hink in tennsof more das.sic:1I1 measUrfS of perfonn3JK"e v.,~ Eq.(rJ.r48)
M ~~ UnitJ
such as command response. disturbance response, bandwidth. and sensitivity 10
parameter uncertainty. ,\Iso. when control eng ineers are gil'cn specifK:ation~. il Bandwidth 1000. Herll ,-
is usually the classical perfonnance measures that are g.ilen.[} The reality is Ihat Minimum d ....ping 0.750 ,-
often Q j and Q , are chosen. the classical performan~e mea~ul"! s of the resulting Mi nimum ph'Je m~r9in 45 .0 dell'"' ,m
Pu~in9 01 H ' .00 put
system are comPuted. and then Q j and Q, arc changed 10 affect desired changes
Ma.imum t i m~
".,onSlant 900.0 micrOR'(OIidI
"
in the classical perforfl'.ance measures. Of course. once the desired performance Sum of t ime (om ta ntl milllloecondl
' .80 '.
Alt enuation at 4 kHz dB 20 1og,,[H.,(2~ 4000))
[3 SonL<lim ro<Mf<I\ tn.'"......... , i,,," <it[ail<d <p<r,I\n,iOt'l>, buI III<) 0(.... I.'-~ ig. ,fio:rnl ", Ie,~ Gain ,",".gin
dc\"k>pi~, ~ , ~i "'.u",,'_
"" " '.
6+0 Char~ er 13 KouhncaT Control 13 3 IXSlgn Wilh ;-';cnlrncar C~t Fu ncuons 611

figure 13.12
from position reference (a ndlOl' noil.e) inpu t Y,,, is fre<lL'l'ncy lesPOf\Se <Iller
optlmi~(lilOn Hn",f
Yew) ' \ ." ......
II (w)=--.
" .., Y" , lw ) '"
and bandwi dth is taken as the first -3 dB poin~ ofthe' ~ ppropriatetr.msferfunction.
l11C function "recc"" is best described a.~ 11 linear diode. or r tiller aC"CQrding to
:i
the equati on ",,' I.
rec \l X) = I 0X .I -> O r
x < 0. ,
.,, - . ...1
, . i-"'r'
The design found lI~ing a 500 ron RNS method stani ng from a ., wble pole
p laccm~ m de sign i ~ \note this is not a unique solution) "
.~ -
K ::: ! 11.80 ~. 232 1.000 J. 11 3. 1-1-9)
r""Ol' a PrOS controlla ,see Section 13.2.2\. we can ea)il~ plllee a constraint on
k. such that

k.=

2k '-K " ) "
( - 11(1
With (I "" 0.840. and an a gi\"tn by K ,(O) / J". we have Ih... foll owing slightly Table 13.8 Perl()l"manCI! mea5ures and parameters before an d after
different K opt imizatiOrl with RN5 rout ine for (500 iterations. pc "" 0.30)
- - - - - - - - - -- - - - - - - - - - - - - - - - - - - -
K = [ 11.80 3.3523 1.000]. 113.150)
- - - - - - ----- - - - - - - - - - -
whkh W"3.5 used in Section 13.2.2. The estimator gains fou 1d by the RNS run 10.60892.1 931.2321 [0.7280 1.8411 0 ..,111
," [2.96121 .4372 1.000) [11.80 3.)S23 1.0001
were 1992.1'e(l; 1833 1'Jf(S
; '. 513. .. _I 920 ... _1
L. "" [0.7280 1.8-1-77 0.-1-933] '. (1 3. 151 ) 5t2. Hz 961 Hz
20.
'"tog,t{H... (b4000)) l8.0dS 21Ad8
l1le resull" are summJrizcd in Table 13.8 and Fig. 13.72. 19.76 t5 .10 de
It is imponant to note that there ... xi~ t s an ilfI"trst contr:.1 prob1enl. that is. '. 0.6~ 0812
for .wme K. there may exist at least one se t of 0 , and Q. for which K is lhe '-
,p." 8.12 dB 4.2 69 dB
optimal cont ro l law to minimi ze Eq. (1 3.1 47). Therefore. using the INS method 0.10 mSe<
might produce an LQR optimal tontrol la ...... but we aren' t SL rt: what Q 1 and 0 , W" 0.0 1
w~ 0.20
are for Ihat K . Is !his im portant"? If so. ei~ llerone should use the LQR approac:h 10 W_, ),)0
de sign or ocov(:lop Ihe necessary theor)" to genera te an optimal ana lytica1 solution W, 10.C
to minimize C WilhoJ t numerical ileration. Along. !hc~ lires. a tech nique for '0000.
W,""....
linear c0111roller design in temls of classical measures of IXrformance has b~en W_ _
W._ '0000
worked out by Boyd and co-,....orkers (Boyd. 1988). The :Cl;:hnique use~ the ' .3
paramelcri lBtion method ofYoula. shows Ihat lhe performantc measure 15oon\e.\ w....." ,.,
in the parameters or the contro llrr ~~ defined. and invokes powerful numeriul W .. ,. 0.33
means to compute the optimal sohuion. One disadvantage of Jsing this 3pproach - VI,...
_ __ _ ._ _ _ _ _0.33
c.:._
is that il ma y produce a controller of high order. from whic h the desig ner migh t
w i~h 10 usc SOIllC' aPfrox imatiOn or model red uction techniq ue. When toupkd
642 ( hapte r \3 Konlineaf (o ntrol 13.5 Problems 643

with ()(her de,ign tecmique~. Boyd's method is a powerful tool that sn.ow~ grem The f>TOS controller can be heuristicall)' e"tended to control higher.order
promise. dynamic systems,
In ei ther LQR or RNS design. it is difficult to imagine dispensing .... 'ith T~e selfruning r:gu1a!or is a general adaptivc controller for linear systems
the design eng inee r. In th e ca,e of LQR. the design engineer must iterate on wtth slowly varytng parameters that is widely used in the process industri es,
Q , and Q:. aad ex if pincers is used (see Chapter 9). A 10\ of judgement and
practical intui ti on goes into the jteratil'e steps , With RNS, the cost function is
much more clearly put in temls of performance ~peciticatior. s. but cQllragcttcc
and optimal control la ws are no! guara nte ed. In addition. wh!n eon~t!1.lct ing the 13.5 Problems
cost function C. there is no guaran tee what the minimum I'alue of C \\.ill be.
Of course the HrHClllre of the comrollcr determines what is achievable: integral 13. 1
control. model reduction. curre nt versus predk to r es timation are all important
facton< in aehiel'ing f:('rfOf"mance obJ~cti\"es . and neither RNS nor LQR control .t , = 30.<:
s)'nt hes is altemmiles. explicitly make th~e choices. '<, : 1$11.'
U': ar.::lan "
U : f Ir, I'. ,')
13.4 Summary u'here tlx ~utPU l \' = . , i~ 10 Ifac" a random rrferroce injl<ll. n.e stal C variabl e .'. , i, lhe
planl I'eloc'ly, The ,y'lcm should ha'. a Il<:ll hng lim<: no more than 0.10 son dS. and
In this chaptcr topics on !he analysi s and design of nonlinear :ontro[ sy~tems are
no nlQl<: lhan 1(XC O\c"hoo!, Tho.> norm.1 0P<'ralin~ \lOint is al \. = 0, Usc. sample time
presented. The main points in th e analysis are ofT=O.OI!oCc, "
\3.2 Simullte :he .' plem yoo <k, igl>Cd in P'oolem I. !'<or "..Ii;1I ,angeofin put su.p magnitudes
The describing f'Jnction is a heurhtic approach to an ~ l ysis based o n the d<>e:s tlie 'plem meet lh e I W o lershOOI requiremem? Can you dc-~i~n lhe sy>lern to
frequ cncy respome. accept huyer I l~ p mpul' .... 'itooul ";olaling tile IIY.l o"ershoot con<lrainl~
The describing f~nction will usually gil'e good estimate~ of the amplitude U.3 A.~r;umjn~ thaI the nom inal ""1 po,nl fOl problem 1 i.l again ." == COflSlaru. but that a
and frequency of steadystate oscillati ons known as a limit cycle. ~"lu,~ance 1.1 prc~ nt in lh~ .plant. injl<lt . d : - O.5IXI. rrde,ign Ih e conlroller using
For nonli near daracteri~tics that ha~'e no memory. the equivalent gain I",can~auon for lhe sam~ ,pcclficaIJoo . The planl equali"", become

method can be ~ sed with the root locus to gh'e the ~ame re sults as the ", =.<~
descri bing function ", : ,~- 0.500
A sufficient cond ition for stabili ty is gh'en by the circle cri teri on, ,
11' = _ art"lan "
A comprchcmil"e st ~ bi lit y theory is given by the second method ofLyapullol'.
"
,, = /(,., t' . .r\.

The main points wvered on th e de~ign of nonlinear control sy~t ems are Simul.'e lile 5)', lern )"oudc.l(~n. For ,,hru ran~eof inpI.1( <leI' magnilud.~ does Ihe 'V~lem
meet lhe toq: OI'. " hOO( fC<luircmen l? """ha! happ<:oo:d 10 lhe controller p iO!;? Wh'y~
Many no nlinear ,ystems can be madc lirlcar for control by the use of an 13A Show lh allhe describing fUIl<:lion ...rIlle signum fullCtion wilh a deadlOl"le i,
inverse nonlineari!)'.
Time-optimal control is an effec tive objectil'e for many motion co ntrol prob D( A ) = ,,,
- . ''-----
1- (')
- A > d
iI" \' A
lems.
= 0 A "", d
A stable :I1mo~t limeoptimal controller can be constrJc!ed a .. the PTOS
controlle r. " 'here lhe de,.j~one i. cemcr.::d around ~ero and is or" idth 2d (d). and lhe magni lu<k
Oflhe no nze ro ran of the In pUl'OUlJXIl relal10nship is m . Whal is lhe range of eq~i'alen1
A digita l PTOS can be designed and shown to be stable if limitations on the gain~ fOf the signum funclion " 'ilh <kadzone~
sample period are obr.erved.
U.S Cakut.'e ~ he. de>cribin~ fUn<"lion of the quamizeI l ~in ' : U!oC lilt prc\"ious probl em [(>
The PTOS con trull er can be made ad:lptil'e by including the estimation of ~"Ofl<lf\l( l tlte mpOlt,ou lpul rrlation 'hip for lilt '1uanti~~f), W~al is lhe range of "'lui"a\enl
ke y parameters. gains for IX '1uan(iler? Wh., seclOf doe. lilt qu ~ ntize, r.ooli n~"rity lit in ~
644 Chapter IJ ~'<J:'.l i nu~ COnlrol
n5 Problna5 645

13.6 Calcu lale ' he de..cribing fu nciion of In" u'\H'calioo funclioo . .'" '" 'I int (.~ ( q L T~ fUfiC '
.. here .l ;, lhe inpul 10 Ihe po lynomial and \' i, tile OOtput . i. giyen b~
tion inti~) i, ,he hllesl imeger ,malle, I han~_
~ . 5 _ .15
I J.7 E~pl ain usin" Ihe Int'11Iod of equi"alent gain' why truocalion of a ~ r\"o error si~nal r N l."t l = ", + ~I"A ... ~"!A - +6~"' .-\ + .
as abo,. will alrrost "",, 01)" lead 10 an unslable s~ .tem.t t = O. What >c"tor dDt. Ihe
IN ocati on nonlinnri rr lie in '! .. tere I ~ in put i".f = A .in '"I'.
13.8 Whal i. the ..-qui"ilem gain of the dc ad~O<Je oon lincaril )" ,e,"",", the inpm "mplitUik 10 13. 14 U>ing th.' po lyno mial de<:<:ri bing. funcl ion abi" " and the ~ri-e, ~~p;tn ~;on Il( Ihe arClan.
if" The inplll-<>lllptlt rel .. ionship of ltw: "eMWlte fU ""lion i., fent fu,_c liO/}. calcula ,; the d~<;cribing fUn CIK)f> for IIt~ arCl~" gcrn 1\OI,!Jn~ari r)' wilh inp ul
0 . 1.:; d ,. and ootpu l y. " '" .:. ~ "'Ian .f. Ij ... t!le rJngc of ,\ gi"ell by ._~ I .::: I,
\, ,,,f)Z(,' ) ~ K I.\-dl ~>d "
1.l.l5 W h~1 "",'rOC" i. lile lr~talls~m {u",li"n of Proolem I in'! Ae<:wdin~ IIl lhe mdl!od of
K tr + dl .< < -d _
I <'<l ui' 1I Iml ain~. i, the curm ol ' )">Ie m <k<igned {or PTobl~m I Itahle?
13.9 n.e "'-'companyi,\! figu!\" show, . di_""rere_time phase-Iod.;edloop IPLI., in " hi~h a 13.11i Find the be,l ~ramel cr. '" and k for Ihe mod ified ,alll rllion f Un<;linn Ihal ",_q fit"' Ihe
deadzone hl\"ing K = I lsee pr"'io u, proble m I has. been in:nwn ently add ed 10 the inpu, o.tpu r rd ~l i()Mh; p for the :u-cla n,ge "l nonl; <>e ari ty "f l'rob l~", I
ro hage romrollc~ 05<"iUaIUr, Use cqui,'aleDt g:o.ins tD del=i-.e if the d dlOnr wi ll
eausc the PL L !O ha" e a limil_cycle. Assume anor~r pole I , fao.:lor ( I _ O.5~ - I I ;n (~) Sim,,)alt Ill<: cO!llml ') 'le",ofProbl .m J using Ihe modiiltd f>a luration nvnl in~";ly
found ab,w~ .
tn" compensator denom ;natorl is pre.enr in the phase discri mi.alm, Wo"ld Ihe sy,t.",
bffia'-c differenlly? (b) For whal . ;ze !tep inpo.Jts doe., Ih~ .'y~lem .... pond "'ith les. 1h."U\ l()q onr.hooI_
13.10 Gi\"en pos iti'e cOml3nt, f , and C:.icl ..- = f (x, = r ,_' + 1', ., i l X (el 1'1 Ihe de>cribi ng fUT\Clio~ of IhI- :lI"c\angt" nt IlO<lli nearil) from lhe pre"iOt"
(Il ....'IIat :leN"r;'; th e fuoction fO in'! preblem ~nJ Iha( of Ih ~ <atura,ion (U<><I; on. Flom Ihi, anll)',;,. which """ linc-ari l.'
~i,"_, ~ wid.r rangt <If inpuIS while ,..,mai ni'g" ilhin t~ o"ershool nilcrior'-~ Does
( b) Skelch lhe rtg ion .<ptcified b)' the cird~ lheorem whICh Ihou ld be avQi(\e d 10
Ihi, match th~ simul",;on'?
gu aran I . tabil i,y 01' a lin.ar pbnr P ( :) .. ilh III in lhe feed~1.; palll ,
Idl If tic plant C"OfIlaiOC<\ " d isturbJnce i"pm o{Cl.5 and th.: arcta ngent nonli<>earil ) wa,
13.11 U. ing. linearilalion. dcr;'e I 1ine~ri~ed onod<:l of the PLL wi lh tte dewone no ntiMa ri l)'
re pl;occd by Ihe ~ Jl ural ioo nonl inearity. " 'ould yoo haw to rro.:" ign the comroll~ r
( 1\ given "b<;.>,'~ in Problem S) in tile VCO, allhe 10 (I] ,late ,,;t. u-ro inpul phasc,
10 Itaiotli" ,n l.1l1 ~ignal re')lQflse eharocteri'l io;s~ Why-,'
13.12 Using. Ihe Lineari""d model of lhe w3,tewater pH control ex~l~
13.17 ,''<;,umc a mcasu,-"mcnl o f til<: inpul-OOlplll reiation,hip of a memoryk" nOIlI;n~:u-i!y
la) Fioo pole 1000tinns which imked Give a (I 10]1lO'i rise time of 200 >eNl nd, "ith i \a il a,le
00 more Ihan ~<:( o\"e"hOOl_
Ill) Su!=&t_<I a Ic, hni4''''' fClr '1uamiM iH)Y ~akuL:u;n~ t1K- de;e ribing fUll<:l ion,
Ib) 'Witt the 'I"'ro of Ih . rontrolkr ha,'e an dr"'- I 00 tile ,'alidily of the lineari~.d
onod<:l? C"m Oier conuvl amplitude" (b) In Ihe l an~ u~ge of }'our cl>o i c~ ... rit e a progr.m to P:I)! N I A I g"'o o a t"hl<' of d"l~
eh~""leririn!; Ihe r.,mli "".ri ry_
(el Using. finite eontrol 3,alloril). r~C<lns;der ( b I,
lei Chc.-lo:. ~'Qur p1"l1!ra l'" "; th I~ sa!Ur~l ioo IIfl nl ilK"aril)',
IJ.B Calculate Ih e dc"ribing fU<><lion Dl/t I of
(d) L'>( roo r progr~m 10 ~akulal e the des< ritoing fUIlI'I;"" for Ih~ arclun"enr (u""lion_ Is
( a) ." ",.~ :"- I forn = I.2. ~ .
it e..,ier Ii> run the prog .. m or do tile ,"Icularion 10 " htain a clo.<ed_ fnnn ",Imioo ?
(b) S how" Ihat the de...,ribi ng function ,'>'(XI of an arbitrar), odd (XIlrnomiaJ "ilh
(., Ca n you mw;~ ynur pmsru m ".-()f k for r>O/l) ineariti~~ ,,'ill! mI',,,o'y? Try a ,ij;llUIn
,~fficiell1~ b,
funclion with h." I~re'i',
,. = b"t + b),I " + v,.r.' + + b;'_lx"- ' for" = I. !. 3. !J.l8 Rede.i i!Jt Ih e (ootrullcrde.ign.-.fPmhkm 3 ,0 Ihal it" T.'pc I.
(a) C"" t~ d....:ribing fu noclion for th. "" luruI;on nor.linearit)' 10 ~~"m;n. In-: .tab;!ir!'
of Itc Type 1 comroll ~r. b I~ ~y,l em a l",")'.' 'I~bk'
Figure 13.73
Biod d agram of a (bl Repeal u' ing the me lhoo or e-q u;\"alem gai ns: is the T)pe I co nln_oi ' !',!em dc' ign~d
pha!oe-)od ed loop in 11-" la>l problem "I wa~! >!aN.' For" hat ""ge of" i, I~ >.'<tern 'tablc~
Ie I Usc ';mu lalio n 10 c<\;m:uc Ihe rang~ o f ste p inp.!I.' for " hich Ihe sr'lcm IS ., Iable,

13. 19 Can you thi nk of some real i7.;lblc C"OfI lrol system .. hi,h ha, an in fi ni!e<"Qlltrul authorily','
Describe il_

!J.I(l Cse til< e i r~k Iht'()l"rm 10 Jer~nn ine tiJe <tabilil}' of IOC lo.que ,noIO.- posit;o nin!,: ,em.)
I~ Flom 0$",3 of Fig, I ~,-UI and Fig, 1 ~,"2 u<ing liJlo!ar , Iale (,r;maIO< feedbad ("'ir/'(mt INL CMTrol ~.
lJ>( lhe c':ontroJ and ( " imal'" gains gi'"Cn in Ih e e~ample.
6 46 Chap:er lJ t\on!inea! Control 13.5 P"lb k-ms 647

13.2 1 Forth. waStewater pH cOIltrol pfObu, m, ca lculat e tl!.:<:>pen-loop 'j'.tem rn;llri~ for thr ....
valu e_< of rontro\, 0 \, ~nd 2, Calculate the i13ins "'I" t for each nf the.<.e Ih= mmro],
that m;:untain the sy;tem r1)()1. allhe Ioc~t ioos give n by I , in Eq_ 11},l7 1,
13.ll In Ihe wa \~wat.r pH control ex ample , calc ulate th. eff...,t of q.antiz iog the mcasure-
ment p o n th e calc. la .. d \'ariable )' from Eq, {13 Al), Wo"ld itl>e better to measu ~ _,
dire<:dy? If ,u. ,'an yoo thinl of a rea~O'! wit)' it mi~ht ~ di ffico lt to mea,ure )' ~;\'cn
p E (0 . 14)~ Simu.ate the 'y'te m an d . hoY.' tlie effect of '1u antilat' Ot! 01\ ,-arioo > Sl~p
response. , I~ it c le., from th. t rror S I~lisl ic, lhJl1he 'iSlem i, oon linc:ar"' Wht~
lei Gi"'eo lhe ti "'" ron~t:l nl for "':t.S! net h.ali ng I 10 <ewld,). and a ",mple rale
" f T, = \O~ ' ..e-<."<lnd . "hal is th.., di,,'rele f""dbacl.: ,'On,tanl o....u to ~i..-e Ihi_,
relmi"el y long rim~ eo~"anr. Gi,'en the 10\\ oo ndv. idth of th i, onodc l.- suue~1
~n al lmwl i" e ,nmple r31. whi ch yie ld. more rea>Ollablc model roidlkie nl~, How
cw ld Ih" t>c ;mpl ~m"IlI ''!I~
(d) Simulnle { ~ t and Ib" E ~amm" the effcch of n'IC:;)..<urcme,,, error in (be amh>cnt
temperature T nn th~ controller, Ba<ed 00 \ '(lur re< ult <. would "tlU recommend
buy in g 3 "'~~ TO melsure the ambient remPeraTure" .

13.23 Considef the W:lSt~"-aI~r pH wntrol eu mple, rio!: cquil'alem gails 10 e,\aminc the ~ffcct
of ,'omro l , aturdtior, Of! the .<tabili t)' of tit<- IKL conlroller. as,oming Ih al the error in u,ing
lhe dela)"ed co nrro] " , ~, i s negligible
13,H SOOW that Ihe inoll ,<io n of the ,'()fItlol bias f Slim;>tor in the torqOt molor~~lmrle yield<
l dosed-lOOf' 'l', rem "'hic ~ is Type L
13.25 Design an altemati, 'e <onlroll er ~t",cture for ItI<: torque motor ,(:1"''-0 usi n~ on e~pl ici l
in legralion oft"" ~rror r _ .\' as "'al usa! in the \\"lI,leW3ler pH co.troller. Is il.tl ,on.:tble
to drop the . _<timat! of "J" Whar if the integration we ... r - ."?
lJ.26 U, ;n.g ~IATU.B orequi,alenl. do an "<Iui" alen, gains analyst. of lh. lorq" e moror "'''-0
tXampl ~lo~~~mi ~ the "ariabklor-'1U( faclor- K,(8 1. wi lh and wit ~tlhe INl controlle r.
i_e" plOt the mOl locu; l'e Nb fI Or \', Can yo u determine a "", rOOd 10 'luanti!y lhe eiTec.
oftlie.' appro~im al i<)O of (J l>< in8 ~ ,'oo,rant during the sampl ing interval ~ lIint : e>.a mi ne
lJ,JO W~at j, the ma, im~m 'Ie~dy <131. value for " in th( pro blem ~bow ~ A>s~"'IC: thai
tke ma,~i rrum .afe Sle..:!)" "tare temp.'rnlun: T. i, XIO C. Ca~ } OU ""f:Se<1 a ",l><:mc 10
pro lo!<:\ Ilit OCtua lor- from h] ~~el powel di~~ipation. If th~ ,mbient ran~", fmm ~O to
.Il) C. ho" imponont i~ kno"' in<: T '. Whal i, th<' .rror if we <l'~um. T i~ 3 nominal
~5 ' C~ To l>< ,afe, sho,,' that " e ~ho~ld ","um" T~ '" 4(1 C. "
I.l3 1 For the gain ,,,heduling c>ample. ule the paromCiCf> in Table 13,9 IOde 'ign a control
bw to llIaL-, tain COnst al!r eige n" alee< of : = .S6Oto: 'I,
lJ.32 Simu lat~
the SJ; n-;..;;l!edukd -,tom of ttl<: 1,>1 problem and c.t amine bcruh'io r be fo~
and aftor dropping Ihe pa)l oaJ, ,\SSU"'IC: lhe payl()3<.1 i, dlo!lfX<.l at a ,amp li ng insI,ml,
l J.JJ For the lC.qu.e motor """-" "'t chJnism of Fig. Ll.tO. do an equi\' ~lc'" gain' '1I1al"'i' of
lite d",..J-loop ')",Ie", a"uming tlte input to the (, timatol ;' lI ul ~nwr:lled along ",jlh
Ih~ "unTr<~, Is the sY<lc m :t\""J)'\ <!abJe~

the error produced 'lY lhe appfO>imal;on . bound it. atld do a rQOt I""u~.
13.27 For th. system of Proble m I, <1erive " Iinn,ri:)1I1I controlle r for: lOme range of cootrol
error. r. Whal is til:' muimum lange o f" for "' hi ck Y')<l CQuid make th e ,)',te!n app;:ar
pc rfttl l)" lilM:ar? A"uming u is OIJtpul from a di~iw l proce ll,or , ',a' J2-bil ON:. atld lolble 13.9 f'lan t parameter~ for t~e gain scheduling example
we de.ire a quantil-'1lion le"el q of 0.cI06BB5 Unil'. \\'~ at is the tn ...,imum va lue of ".? -'-=-=-------
Parameter WOIhL""d Withoutto~d
13.28 C s ing a I-Ial . e'timator. do n de.ign for tIM: ... ast~w "ler pH rontmller a,,,,,m ing a~
,~ 19 4
unkno'" n input bia! " . 10 ttle lyMem_Elimin ate the ",,nd up problem in the!oUme " -J)' 3,
Ihat dOlle for the to;'Q.U( motol $("'0, Sho", a bI nd diagrom ofywr rontroll<: r. Add INL 0.'" 0 .10
10 lhe ""'tro ll er un.lto rhe SI~te esrimalor.
," - O.!Kl - 0,50
13.29 A"ume t!J.lt the tuque fa,Wr in the IOtqUol: "'nror s<ryoof Fig_ 13.40i,; a fuocrionofam
bien! remper~ture T, and actuaror 1'0",-,[ dissipal;oo (b<:C3U>C: of Au, d~n'i ry degradatioo
"' ilh iocrcasi og magnet temperature). UC1:on!ing 10
K, IB, T.) '" K,,_I T~ 1 I KriJ + K" roW?)'.

K,..... tT~ ) '" 11 + ttIT. - T., JIK,_ ,

with T '" 25' C. {3 = 0,000758. an<! Ihe beat flow equatioo relal.ng inpul ~nerg} II ' anJ
ambie~11emper:lt u:-e to m~gn'" Icmpcr.lture T~ i. gi "en by
r.
t~ '" -0 ,1T.. + 0_1I;. ..j. \J,~,, :
with mag net tcmp1!Mure in unit, of degre c' Cel,ius . C.o),oo '\Jll:gesl a ",-ay 10 me ga in
sckcdulin8 and aprly ISL l"<lOlro1 at the same rime'~ As.un .. lhal " me a,uremeol of T. i,
3\'uilable ,
(a) Dosi8" the rompl~'e s)'!tem u,;ng T~ dir ..l]Y
(b) If a mea; ur"toe nt of T.. is nOT ,",,,ailable . find t.. ",'i(h an ope n-loo p mo..!d and u><
thisc~timate in , ai ,
 -14-
Design of a Disk Drive Servo:
A Case Study
Perspective on thc Design I'rocess
To ill llstrale many of the co n ~e pl ~ dc \-eJo~d in this book. the dcsi,!!n o r" a dbk
dri ve head positioni ng servomechanism pro\'ides an exccllent eas.e study. In mo~t
tex tbook e.\~rn p le.~. the problcll1 ~ are high(\" simp lified fo r pedagogy: Too IIlw; h
detail often :)bsc ure~ the unde rlyi ng poi m. Indeed. most of this le~t ha~ followed
this prillCi ple and many of the indil idual problems of this ease .rudy are u~ed
10 illu~tr:l!e \':Irious parb of the de~ign process in earher ("hapte!"!>_ ~I o"e,er. (or
a fi nll l design cutnple we \\i ll not SP.lrt' all ufthe de!;} il btll"ill pre)enl "Om,'
of the d ifficult real ities of a real problem. l1Je problem requil'\'s constructing
mode ls of lhe planl. the actuator. ;md the sensor and \'erifying IheS<.' modeb lA.jlh
~i mulm ion~. Ne.\t eom~ determining the spedlic:l1ion5 both for the ~-ompone n t s
:lAd for the entire ~yslc m . Follow ill! I~ problem fonnu lation comes Ihe de~ig n
of OJ smalJ-.ignal Ii l1o."!ar controller ami fi nally the design is completed ~'i th a
non linear controller for handl ing large signal bdIalior. The last M ~p is lesting the
desig n in ~ i n\Ula ti on lor its pcrform:lAce in the prese rll.c of \"at)"in,!; paramltl(,fl>
before COIlMlUCting a prOWl) IX" and testing perfonllanc~ by experimen t. We begin
the case sl ud~' b~' gi" ing a descri ption of the dbk dri,'e ..... hich will serve to ~t
the St~ge for the specificat ion Je"elopme lll in our design. and this too ~ill be in
more depth than in our typical ( \amples.

Cha pter o.'er"iew

A general d isc u ~siun u f disk dr" e~ and l"UITcnt performance s pedfkntiun~ arc
gi" cn in Section 14 .1. In Section 14.2 lh~ ~e\"ernl compone nts that compri ~
the disk dril-e servo arc dc.-.cribed ami models given. The ;;pel'inc performance

6+'
 figure 14.1
~pccitiCllt iOf\s for [he': sen Q ca,e study arc gh en in Section ILl. Fi n~ lIy. th<' Piaure oj ao IBM 18 GB
dttuib of the': desi)) n art pre!'oC': nted in Section lolA. /" I'. ith earli<! r cha pters. thb d~ dnve and ~ of
ends with :l ~ of prob l~ ms de':signe':d to enhance t~ learn ing "rQI."C':~). the conSlotuent p ecM:
a) spincle mo:ors and
d~ ~t<ld:. b) roloJry
~ U.ltor. cJ magnet
14.1 Ove rview of Di sk Drives nuaure

Disk dri ,'es !'C':J"\'e': as an impol1ant data ~lOrage me':di ullI for da:a proce':,,~i 1Jj!. \y,,'
te m~. In a disk drive':. rotat ing dish. spultered with a thi n mug netic layer 01'
rcconl ing mediu m. are I'. ri nen with data in concentri c ci rcles or tr ac ks. Data i.
\Hi nen b ~ 0. head wh kh is a sm:lll horr.e,hoe~haP<'d elect romall nel with a \"e':1)
thin gap. Remain ing posi tioned onl>' mic roi nche, abole the lC('ordi ng medium
on ~n air bc~ri ng surface (ABS ) l ofl~n re fcmd 10 :'\, a slidH). the ~ n.:: rg i l\."d
electrol1l:'lgnel produce.1 a st rong magnetic field in the air gap v. hich 1l1ag.tM... icall ~
pol ari7.~s Ih~ rccordin ~ med ium. an operation called wrilln g. Once polarizcd.
th e record ing. medium rema i n~ so unti l rcwri ucn. 1lence. dilk d r i\'e.~ ~rc non
dcfin ~s a ry lind cr corres ponding 10 .11.' trucks ottOlal data for N hea ds. A cylin-
\"Olalile !itom ge. B~s ide~ bei ng (Onnecled to ~ high ~peed bipu lM eUrTCnl source
der of data i~ Ihus N tim e~ the total track l 3 padt~. Because switching fro m onc
fo r writin g. a read head ( )Om~t i me 5 the same element as t~ '~' ril ~ head ! i~ a l ~"
head to anothe r j , an e l ~l t ric .. ( funct ion Ithe acluator barel \' mo\'e,), th e d~ta in
connected to a high gain pre amplijie r. the outpu t of whi ch is fed to a read delee-
a cyli nder ca n be acce~ ....d \"(,~ry qui ckly. -
lor which conve ns the analog infOfm ~ t ion signa l re:td fro m Ilie di,k ~u rf~ ce il110
Th ~ r:oroJing heads an' mOl ed I\ilh an :lClu:n or across the dis/" surface to
dete<: ted digital data. The width (in the direction of a disk rad ius I of the "rite
relCh each trock. A head po~i t io ni ng ~c rvflmech anhm b a con trol ~, .te':m whkh
gap detem ti nes the': Irack ",idlh . v. hich in today', rig id (as oppose':d to nOpp) I
po~ it ion~ the !\':adlwrite h ead~ tllloumed on the xt uator) in a di~k dri \e ol'er a
disk drh 'es is u ~ua lly les~ than 110 mi croi nc hes or 3 microns. fA micro n is IO -~
de., ired Imc k A ith mi nimum sta!i ~lil'al del ialion fro m the track ,emu (~ ubJo,'"el
meters.) Trdck density is the reciprocal of the track \\ idth. A lOOmicroi nch 11"30:\:
to control mag ni tude eon ~lr.lim~1 and repoo;i t ion~ the heads from Ofte trolek to
correspoods 10 10.000 lracKs per inch (TPI). To d.. t ~nnine th<' ~torae "a pacit~
another in mi nimum time with in the constrai nl, i<npo,ed b, lilt'" im" ndcd CO'oI of
of a d i ~ k drive. we need to define the bit de ns il ~' : the numbel of bib y,hkh can
the machine. A Sl:hern:ltie (If the ...en o i1' ,huv. n in Fig. 14.i. A ~torolge cont roll n
be Stor<"d :doog a unit di~tance of a track. usually quoted in hits per inc h (BPII
se nds com ma nd~ and rcceht.'" "tatu~ rrom! he ''1".0 S\ Slo,'" m
or bilS per millimeter. The highest de ns il~ used (inoer radiu ~ of lhe db/... or in
For comp~ler sy~lem perfonnance re-.bon~. it i, desira bk 10 reach an\' tmck
n<.' rmo' l trock). it llsually ra nges from IOO.()()() to :!OO.OOO BPI in today ~ (1 9971
~~ .quickl) a~ pos~ibJe with the actuator. Once th~ act uator is re$ ulOlt ing the po-
machines. Ana den.sil~ is the product of BPI and TP I. and r:r.n ge~ from 500 II)
s t~ ton of the he:ld~ at the d... ~ i n:d tmck. Ih ... smaller tho'" \<lri alioo of the po!>ition
2.(JO) million bils pe r ;quare inch (0.5 to 2 gigabit> per squate Inch). Fi nan). to
01 the head~ from thr true tmd: lenler. lhe clO><."I the tr.lck" ~a n be put toge':ther
calcu l:ue Slorage capa;:ity we multiply area de nsi ty ti ll1c~ lhe- lro'ailable ~urface
(higher IrJiC k den~i ty ). and the 1000er the -.oft ,'rror mte of the recurtling ,'ha nnel
area for ca<:h di~ k surf:a<:e. Since disks range from 2.5 inche~ In dbmeter 10 5.25
(typiC31l~ I bit error in 10' or 10 by!t'~ read') The ~ no mu<t operolte ... ilh
inc hes. and lhe number of disks in a particular dri\ c r.mgc from 1 to 12. dril~
fin iu." cOl1\rol ~ulhori t~ . and in the pre~ nc~ of p(hi ti on n: ft:rencL' noio;e. uncel1ain
~toragc capacities ran~e from I gigabyte to 36 gigabytes pe r ~.eadd i.k as~mbl~
hillh frequenl"y attuat()f dyna nlic .... s~n:<or nois~. man y se nsor nunli neari t ie~. no
t II DA 1. A l)jeW rc "f an IBM 18 G B HDA cootaini ng len 3.5inch di ~k i ~ ~hown
3bsolule position n: fere nc, durin[f mo" operations and non7.ero ;;:l\UrJli"n I\'C\)I -
in Fill . lJ. l . Dis k rotat ion rale an d bil den,ity together de termine lhe data ratf
cry time ill lho: po\ler amplitie r. In ~ddi l ion to all thi,. the .~ r.-o mllq also be
of th e dis k dri> c. T)'p.cal dam rates ra nj!.e from 5 to 25 megabyte s per second.
robusl in the pre)cncc of actuatl)f I'ardmeters th n! V:lry from I) mOlor 10 Il)()tM.
Unli ke digita l wpe SI(I"allC "hlch acct: ~ses inform ation sequentiall y on the tup.:.
::!I stroke to Stroke . 3) t ~ r11 peF.l1u re change" and 4 1 ag<'. In , hlll1. the di~k drh-e
new informatio n can be accessed dil\.'Ctly regard l e s~ of the i nfurm~lion cUrT rlll y
~e J"\'o rep re ~a1.~ a t}'picn lll1u ~~- pruduc,-d ~f\'U mN.: hmlbm.
being read from the dis k. For this re a.~Orl, the d i ~k dril ~ is ref~rred to as n dir",C[
access stor0i,tt' de,ice IDASD. pronounced daz-dee). In facl. in db k drives wit h
more (han one d i~k ~urface. the heads are positioned in un isun , ac h t h~ 1 a track
652 ChJplCI 14 Design of l Disk Driw Sel'.-o: A Case Stud}'
1.... 1 Owrnc"",,r Oi5kDriws 653

Figu re 14.2
Table 14.1 Some basic ,ha racter ;~tkl of a high performance 35" half-hig h form
Schema tK d,agram of the head PCSlt oil ing servoTleChanosm. (rO S5-se<:t IOO1 oj disk f acto r disk -drive
sta ck, sp.ndle, head----Nm assembly. and vO'(e (011 motor a'e lhovvn wi:h stor03ge --
COO1trol ler a '1(! Sl'NOmecharusm con!l~ Charaner;Sf/( Val"e' Unitl V~IUt Un;n
~~~--------------- ---_. ---
Storage capacity per !-iDA gig.lCyt ts
Tr~d< densit1 10.000
" 393 .7 T1'm M)
Slora,. s. ....o conl,ol 8it d ensit~ 130.000 '" 5 118.11 BPmM
conlloll., .1lron;'1 o.t. bandwdlh inches
'"' millimeter,
Voic~ toi l Acce .. time mle, "
motor Single track ac(cls t im~ m, e<
,.,"
Approximate 3". dala he~d TMR ' micloin<:lle, 0 .175 microns
. --_. " ._-_.

parameter in thaI designers of operatin g sys tems and data base systcms seleCT
data acces~ mel hods to minimize the amounl and distance of seeking." hence
many seeb art: of the one-track varie ty. To compute an effeCTive occess time for
purel} rancomly distributed data. the we ighted an' rage acct'S5 time {W,\ATl
is calculated. The WAAT is calculate d aswming eql1a1 probability of seekin g to
any trac k al any time. (f the time it take~ to do a j----track seck is denoted f J ' the
WAAT1 (f.J is
. ; .\ - 1 N_ j
" 'C', ' (14.1;
To "" L., ~ N (N _ 1) r,
,.,
where N denotes the IO tal number of Irocks a\'ailable to the customer. Optimal
control stralegies such as PTOS 3 S dc.cribcd in Chapter lJ arc l.lsed to achie\'C
Ihe access time objccti\e. The access performam;.; of the se rvo onl}' pays off if
the position reg ul at ion at the end of a >ee k is im media1e. th ai is. does not suffer a
large position error transient ncar Ihe target due to th l;" effec t of the seek. This fact
14.1.1 High Performance Disk Drive Servo Profi le implies "bl.lmpless 1ransfer from the min imu r.l \irne controller 10 The min imum
To pUi mallCrs in p::rspecti\c. a list of criti cal pcrform;lnce parame len; for The vari ance cO!lI ro ll er. _'iOmething acCOmplished \Is ing a nonlinear contro l structu rc
~uch as !'TOS ( r.ee Chapler 13).
IBM 18GB 35' disk drive example will be di.cussed.
The Iisl of performance specifications in Table 14. 1 illustrate;; Ihe challenge Mee ti ng Ihe minimum-time and Ihe minimumvariance objectives wilh
to the disk drive se riO designer. TItc aclUaTor moves OYl'r a 28 mill imeter stroke. smooth hnndo\'cr is a challenge that becomes el'en TOughcr in the foce of varying
and whe-n track-following the position error is main tained to a STatistical deviaTion pl an t parameter. Since high-end DASD are uS l.lall y manufac1ured in numbers
of les~ than one-half micron (3". ). Thus the 3(1 de\iat ion of the servo head frolll its
track cente r is on th e order of onc " li ne widlh" in sIlJTe-of-lhe-art lC ttX hnol og i e~. " AI! !>oufh th, pracu,,< i, ,10", 1)' <hlngin~ me'n,- " ~,!<. mo" d; <~ d.;,. I"',m<",,," a", "ill
'Q "'" gi,-.n
Perhaps a beller physical perspective can be obtained by putting it another way: in Enlli,h ~" i',. ><>J .,~ ~i"~" in Ixo: h fO<m. be.. f~' ,~r""'" L-"
The 30" dev iat ion i, appro:-;imately 1I0W0lh the width of a tu man hair. .1 Tr..t , Per "nll,M"". B,,, Per m, 'I ,~",,,,,.
~ 8j,,~. j ""h
For The 18 GB disk drive. the access tim e specificat ion of Table J 4. J trans-
lates into ;lccelerations of app ro:-;imalely 50g' s. or 50 t i mc~ the acceleration due 5 T,,,,,k ~ Tis"'~" I"";"": " ,Hi,r;'--.I m<>suo: olll'lo: ..,,,,,ion ~r'\l'-\>o'w~n It-.: <bt.:I1><.d; _ ,"" Ce" "', of
E~. <;r ", 1;>1;"'0 Ir.I<h
to gr;I\'ily. The actuator i ~ a rotary actuator so rotary acce lerations should be
6 ... "..-l.i ou.gcO:"AC k J<Io;lro".
considcred instead c,f li near ones. The si ng le track access time is the time it takc _
, """ "",,ill" or O-I....,~ "'. ~\ ... , "'" ioclurl<-d i~ 1Plt ;1"ntlatJ dt~r\(t>OlO of I'" ...~jV'''d .'.r.~c ICC<"
the servo to movc the head , one Trac k (forward or reversc'l and i~ an important li"",_ .I'ho u ~~ "".0,., "P"".. ing o"""i,~, n........... i<>n """ _,",c ,.~rl romman.
6:H Ctt..,pltr H !XSlsn ,.f a Disk On"c Str'<'. :\ Case 5tooy

up.... '3f"d of orte million un it>. maintaining the guarant~d performance ac ross all
mac hines h a uifficull u sk. usually requiri ng a very consc'.... atr.e do:'f;ign. Design
con~f\;lIism has 1.....0 dra .... backs. it COSIS monc)' and. if fixeddesign control i,
uscd. " causes machines with good hardware to perform mm likc thosc ....'ilh
poorer hardware. Fi;(ed-de~ig n controlicTS de,!!rode perfonnan:c 10 pro\ ide sys
tem tolerance to poor hard .....are. and therefore. m me adapti\c te<:h nique~ "m
also be examined a~ p:t1 of our dcsi!,n.
f ig ure 14.3
High ord;cor. la", complete model of OASO servo plant T~ ~t!Ol"\ E" or 5ig'lal
Ch<IoneI IS a ~rement ch.ln~, M1d till"! Hea<l(ljsl; Assemb'y (HOAI dynamou
mdude tne d~l:s, spond'e. dnd b.lSIC. struetu ll\ardwafe that !I1tegrates all of Ihe
components Ibasep.alel

14.1.2 The Disk-Drive Se rvo

A nonlinear model ~ howing the major components for a diskdrive .~C f\O plant
'wo \0"" coli
is shown in Fig. IU. The posilion to be controlled is represented by _\.. and Ihe amplifier ~ n , iu.,,
conlrol input is fl . DiSlu rba nce forces acling on the aclUntor are rcprcSC"nted by ("~. ) I .... )
the inPllt f . A posiliu1 reference input r,,, is UM:d to indical: Ihe ct nter of IIlI!
track bdng fullowed.
When li nearized. ttlis model h of order
'1 " '" (2 + II ,.. + 11 " + Il l"' + 11",> + 'I ...). Mtuurement

During lrock- following operation wtlen the signals are small. :he model is casil)'
....
li neari zed. Components of bolh Coulomb fri ction and s\iclbn in k c(l. x l afl!
usuall y re ndered irusignificant by the natural dither in the system pro\'ioed by
lrac k mOl ion and SCf\-os urface~ noise. ll1e model shown in Fig. l-t.) h eXlreinely
comple);. and is simpli fied for analysis and design except 01 occ a ~ion > ..... here
high ortler effeets are being in\-estigaled via ~i mu lalion .
The I:Omplelc model may be of order .w. SO desig n C:.rl be com plicated
and c\en si mu lation Clil be terri bly lime CQn ~umi ng. When ti e a<..'Curac)" orthe
requi red simul:lIion is UOI ~tringe nt.thc orderoflhe model is reduced 10 perhaps)
b) cons iderin g un l ~ ttY. rigidbody dyna mics, greal ly simplif)ing lhe ~imu 1allon
task. Table l-t.:! is a 91mmary of typical d:lIa on model comple~i I Y. Ott! Ihe

Table 14.2 Model componenlS an:! anodate d nonlinearity ty~ linearized

dynamic order. and nominal order (simple mode l)
-- --- - ana lyt ical Slru:lure is in place. comple.l ities such a$ noise, nonli nearilies. arid
Modelc~r IIoolinN'iry Type Nomin.1
L~,ilerl OWtf 0rdtIr
ad ditional dyna mics will be uamincd carefull y_
--- -- --
"owe. I ~ iji er !..iturition 0 0
Voice coil Hylte resit. saturation
".
n., ; ,-, 2
A/;tu"o. Materials d~mpi "9 n.. : 0 - 30 0 14.2 Co mponents and Models
"OA Mate.ials dampi"g, rotation "od> : 0 - 30 0
PES ~as , t hann el Tr0Vl5fe. curve 0 0
Ve lO( ~y damping Static i nd Co~lomb fTictlo n
".,
') ~''') : 0 0 14.2.1 Voice Coil Motors
POl ition feedbact Hylleresis k.(~,x) . 0 0
In disk dri ve~co nlai n i nl:' li near actuators, or actuators which move in ont' direc tioll
(in muJ OUI ulong a dis~ rad ius). the motor b u ft~ n referred 10 a~ a mice ("oil motor
(VCM) becau!e of i t ~ ~i m ittlri l }" 10 .l loud>ipe.lkt' r. ;"!ost li near acl u~tors are of the
65 6 (hapt~r 14 DeSign o.)f a Di~k DriH: $cf"o: .... Cas.: Stud } I" 2 Comp<>r>enls lmd ).1('0(\1."15 657

muvi n ~-<oil t ypo::: A coil of wi re is ri gid ly lmuched to t h~
~nd ~u~p.: nded in a mag ne tic lield crem~d by pe rmanent magne tl> as shown in
Fig . I.H.
When a current is p;!Ssed through the coil. a force is produced wh ic-h tends
to acre lerate it rnd illly in"'ard or ou twa rd. t1e pcnding on the d irection o f the
cu rrent . The force produced is II function () f the cu rrent i, :md the position of the
coi l in the liehJ .("
j .. = t ,li, . .1', )
A re~sonablt"' lit)t-OJ(ier :lpproxim~tion of th is relat ionship :s given by
/.= Ii.i
" "
where I.: is a linearized nomi nal \"lIlue of I.: ii . of t. (urre.1 in the coil is often
rderred'to a~ the prime mO' fr . Some d isk ~sped.lly small ones (disk
drh;s.
d iameter.; !e~s than or equal to 5.15 inc-he!. use rotafY a:tuato r.l. In a ro!ar~
ac tuator. the h eads are I1lOu nled on the en d of ann s whic~. pivot about an ax i;.
whic h i~ parallel 10 Ihe di sk spindle. Torqu e is produced by cu rrent in mud\ the
~ame lIlanner a~ the VCM. bu l the coil is an arma ture o f a TOtal)' !1101or. likc
that o f a tUI"Que- mo:or. Rotary actuator.l are ~imple . i n~ Jlpcn si\"( . and prol'ide
compact pad.:agi ng opponu nit ie ). but are usua ll y considered in ferior from t"o
standpoint s: fiN. the head gap does not re ma in parallel 10 a disk radi u~ as a
function uf angle ofrot:ation~ (track location ). and second. the u nwanted dynamin
o f \I rota ry act uator ~ re usually lowe r in fre<ju eocy thereby limi ting the conlrol
S)MCm banuwidlh rdali\'e tu that obtainable " 'ith a li ncar actuator. De pending
structure to be mU" ed 011 the po::rfOf'ma nce ~nd cost obj th'es. either a rotary or a linear ocllI ator mi ght
prove belle: that il~ cou merpan.
Eit her type of act uator requ irt.$ (urren! in 11le coil to prod uce a fo rce. lbe
voice coi l admillance shown in Fit:. 1:.1.5 i\ 11K relat ion~h ip from coil \'o llage to
roil currenl Coi l ~ alway) hal'e an associ:ll ed i nducl:m~..e and resbt:loc.... the time
constant of which is rar from neg li g ible. To co mplicate rn:lller;<; ~Olllewh;;ll. the
coil generales U "olloge \\ hen moving in the magnet ic !ield (Lenz \ l:'lw ). and in
metric II n it~ tl!(: tw.ck-.:lectro-mOli\'c-force or bad.: emf f'~ th at i'i ~ef\erated is
J u~ t
..~ = k, li, . .r) ,', CI :.I A )
( IUI
where t, is the coi l ve loci ty. An e lectri cal sc~mat ic o f the \oicC' coi l is , I1o\\'n
in pan (a ) cJ Fig. 14.5. For th i.~ case. the \'Oice coil 3dmill:lIlC\' ...
(1 4 .5)
From Fig . 14 .5 il ~ul d be clea r thaI f' ,;. t - .. . or that the eft"ec ti\'e coi l
. , .
voltage is the app lied "oh3ge from the powC'r amplifie r minlr.> thm produced by
lhe gencr.llor e ffect of the coil mov ing in the mllgnet ic field. Abo. as shown
in Fig . 14 .5. " 'C' h,we de fined the effect ive coil resisl.3nce R,. H$ the actual coi l
re si~tance plus the CUtTe n! sense resi~ tance R, . or R, :: N, ... , + R. .

Figure 14.4 Figure 14.5

Schematic of d vo ce cOIl EIt'(tJlc;at C;:""I 01 a !ypICal llT~a , actuate' wthout the shorted turn (aI, and
mot()f. The roll ~ rbl onduclIlg the shorted lurr Cilused by mutual ,ndUCIance betWE.'E'll the center po!E'
allached to . ~tructure and the YOKe (OJ
on whl(l\ the re~:I'wl"!le --.- - - - - - -- ------.-- --- --- ---
head s a-e mOllnted
0-----;
+
' .. ' ..
'. ,. " ,~
'.
'.
'i J' B~ '-
'.
~ Thi' j. nl1tn ,t/mJ Iu'" h.:I<l '~'. and i,d""j".,<nl~l ln lit>! II>< 'I'P"" .' ~ MIll! ..,r ,ll< Ik/>d ,Ioan" '. '. '.
...'" fu nCl;"" of.1It I, .. ~" ""<I ""n.:~ " ad 1"".tOoo. AlJo. ,'''' ..." ... <:f tho: .11 ""..., '" .un..
~,,*,~ ... " ,"";;11;011 of "! hull ~) . h( i,ht. a port.".I..-,y ""''';1"t rrro,Ji"l ", ...moe'." (0) ~) (0 )
14.2.2 Shorted Turn
Typical voice roil time conMants range from I 10 10 milli.lecond ~ , an amount
\\hic h i. far If>() long for r~a<;oriS which ~hall become clear In 190B. the RCA
corporu!ion was gmnl~d a p~tenl on a featu re which helped to solve thi ~ long_
time COll~ tant probkn for lo udspeakers. the shorted tum . A~ sho \\"n in pan (a .
of Fig. 14,5. lh~ c ircuit represe nting the coil wi th a I'oltage drive is a ser;e.'
inductance and res istance. the ti me constant of whidl is L, / R, . Tu produce high
force or torque factors It, in Eq. ( J4A)). the magnetic field of the mOtor mU~ 1
be mad~ a~ high as piJssible, Ach iev ing larg e magnetic field, using pcmlanent
magnets is done with s ignificam amounts of stee l in the magnetic circuit Both
a bles~ing and a cu~. th e pcnneabi li ty uflhi .. steel is extremely hig h when [lOt
fully magnetica ll y satur.Jted , ", whkh produces a large indul1ance L,. and thu~ a
large time constant L I R Manytradeoffs can be made rcgmd ing the resistance.
power handling cap;;lbility. volu me. and ma,s of th e mOI'in g: coil. all of "hich
usually yield an un sa'i~faclory elec tri c~ l rime const:tnl. Fonunalely, the shone<:!
Tn e I'oice coil parame tel"l' for the plant in Ihis des ign are ~hown in Tu blc 1..1.3,
A step re~p!.lnse of coil current to an input voltage is shown (no bad.: em f). in
percent 01 fin al ~teady "ate I'alu<, in Fig. 14.6. A~ can be see n by Fi;[. 14,6. the
steady state 'aim." of coil curren t fur 3 gil'en input voltag~ i~ not aff~lcd h)' the
shoned turn . [n e-I ther cas~ the !'Ieady stale c Uln nt i~ s imply gil'en by
' .. = 1',... = I'~,,,, t 1".IOj
R... ,+ R, R,
Since "nice coi l current is the prime mover" the powe r amp li fiL-r shown in
Fig . 14.7 is configured as a (Ur,em 5011"e. In thi s ma nner. the dynam ics of th ~
plant between input !O the power amplifier" and voice coil cu rren t i . are not
'mpon~nt.. which. si mplifies the mode l and design procedure This technique is
used fJlrly often III c.ontrol sy~l elll de,ign" ~ nd for thaI matter in nil eng ineering:
Break the problem In tO smaller p;m~. B)' designing a power amp litier which
.~ r.-e s a~ a c urrent sourcf'. t h~ o\'efil ll d~sign i.~ simplified ,

rum can be of assista nce. Shown in Fig. 14.4. the linear motor has a center poll'
wh ich the coi l surrounds , ~1ut ua l inductance between the cenrer po le and the coil 14.2.3 Power Ampliricr Salurati on
produces a IrJnsformer effec t as shown in r ig. 14.5. bUI because Ihe resistivity o f
the .:entcr pole matemi is fairly high. the renecled impedance of lhe ce nter pole A si mplified s.::hematic diagram of ~ power current so urce wilh a mice coil motor
is "ery high relative to R,-.I and thus is negligi ble. The idea 0( the shon ed tUrn is load is s hown in Fi~ . I ~.7. if the "oltage ou tp ut t, o f the puwer amplifier remain~
to rep lace the surface luyer of the .:entcr po le wi th a VCr} low resistivhl' material Ie-55 than .e-.. a , (the supply I'alue minus some ,malltr~n s i,tor salUra tion drop). it
,u~'h as gold or low oxyge n (onte nt copper. Nnw the transformer action ha s a w ill con tmu(." to beha"e as J current SOOfce. Hov.'eve r. when the current demand
_Iigni ficant and advantJgeous effect on the elec trical ci rcuit because the r~nected 1/ e)(ceed~ Ihal which is phy~i ca ll )' pos.-; ib le given Ihe iinite power s upply ,"oltnge.
impedaJ"K.' e of the shoned tu rn ca n be -' mailer than R<",r
A, can be cakul3 t ~d from pan (b) o f Fig. 14.5 . the shoned tum inductanc.,
Figure 14.6
all ows a fraction oftne l'um:n t (R.I( R, + R)) to flo\.\' quic kly into the cuil if
Voltage step response of '00
the ,,!tlue o f IL" II L) / (R, + R"J is muc h , mal1er than L) R<. The voice coil (o~ (Liflent, ,n terms of
",dmittance with the shoned turn i ~ ~
~rceot of sleady Slate
.'alue, wi;1'! and w'thoot 8O
< shorted tum r-"
M~ .. -......... j"
i ,
where 6O~f-- L...
I
! --"
."" "
.... . . .
.-...-
~~ -
010 ... ~
..__ ...
r = Lc i 1
(14.8 ) .l
,0' R
~ ",
L
'" ,. 1
r rl --.::.
- R . '"
" '" .,
~~Oom-O'W>~c~~~~~~~=
v
~~~,
0.001 o.ooz ,)001 0.004 1),00, 0.006 OooJ 0,008 0009 0-01
10 S."'r>c;n~ ,I>< m","<l;" n.,e,;.1i n tt.. VC ~t ,c<!u..,<, ir.J ",,",",'< , t>u. mu't ho; J""" "ith ~~ ~, it ,'."
",,,"" I~ -" 'Ol I<>l.o~ Ii<ld, t" .m:t"""fr"'" ,"" VC~ I , Tin>=)
660 Chapter 1"-1 DeSIgn of a Disk Olil"<: Seno: A Cl se Stud y 1"-12 COr.1(X'nentsancl Modfls 661

Figure 14.7
Schematic 01 d l.le \0 interJctiotl betwee n the HDA and th e ,ibralion is.ol:l\ing shoc k mounlS"
pcW('rculI~m source lx'tween the magnet struc1Ure and the base ea,tins whieh ~upports the spindle.
wd. \Kll ce coilloacl, Back The frequency response of our actua\(]r. in terms of eU lTC nI input and pos ition
emf e" is subuaclecl Ol.ltpu t. is shown in Fig. 14.8.
from the pov:er ~mp lifler A linear ~ t atc'pace model for th e HDA, along the lines of that ~ hO\\'n in
outout " Yet ) Fig. 14. 3 with four resommt tenns i~ .!li~cn by Eq~. (1 4.1 1H 14.14),
X(li "" Fx(1) + Cu (1) (1 411 )

and the output y = Hx. The matrices F and G arc give n by

0 , 0 0 0 0 0 0 0 0
0 k},;,/m , ,
'b I.: .h: I.: , b~ 1.: ,/1, kh
, k,b" kb
., , k, b~
0 0 0 ill , 0 0 0 0 0 0
() 0 -w, - ~ , wl 0 0 0 0 0 0
0 0 () 0 0 w. 0 0 0 0
F= (1 4,12 )
the current source fails 10 behu,'e as such. Instead. duri ng mlruge saturation it 0 0 0 0 - w. -2{,w: 0 0 0 0
behaves as a voltage s[)uree of eon>!:mt va lue. and the correspondin g coil current ( , 0 0 0 0 a . 6 0 ill, a 0
now w ill show the effects of the back emf I!. and the voice coil admittance. During 0 0 0 0 a 0 - w! -2s,w. 0 0
seeking. especially lcog er seeks (g reater tban 10 tracksl. the power amp li fi er will 0 0 0 0 0 () 0 0 0 ill,
becall ed upon to deli"crtbe maxi mum ava ilablc CUITC Ilt to the \'oice coil. in which 0 0 0 0 0 0 0 0 - w, -2{.w,
ea!\( the ampliti e r will satu r:ue. We will have 10 lake power amplifier saturatioo
ond
into account in ou r cksign. The astute reader will note that thi s saturatin g power
a mplifier situatio n is lIot as straight forward as sim ple satu ratio n: Ihe saturat ion i ~ a
in a dyna mic cont inuous feedback loop " 'hich ma ke.. prediction of the satu ration 0
behavior 'cry difficul t. Small change s in command input to Ihe power CUlTCnt 0
sou rce c~n cause short term saturati on. Satura tion depenes on the back e mf w,
genen ted by the ,'oice Coil and thu s the ac tuator veloc ity. To sol'-e this problem. 0 (1 4, 13)
G
we will III f'HW'1! the coil curren t ntther than try ing to model the hi ghly nonlinear w.
sys tem in the state estimator. For simplici ty. we will ass um e the powe r amplifkr a'
gain is unity fC,. = R, in Fig. 14,7). and the me ~,ured coil current will be ill,
referred 10 as II ... When the power amplifie r c~n f( spond to the inpu t ,,'ithoUl a
saturatio n. II. , = II is a good approx im ation. w,
and
14.2.4 Actuator and HDA Dynamics H= [ I 0 a 0 0 0 a 0 0 0 1 (1 4 14)
The (lctU(ltor 3nd HDA ~lruclures of course arc not perfectly ri ~id , Thei r nex ibi lity where 1.:, = l.: .I m is a nonnali zati on fIC tor such thm the ma.'l: imum acceleration
gives them dynamic be havior that must be acco unted for in th e de sign of a of the pla nt is alway s .!liven by 1.: , i,.. During th~ l ine~ r mode of operation. the
servomechani sm wh ich pmiti ons Ihe ~ctuator in the HDA. Alt hough the re are current of the power c urrent source will be consid ered idea l. e.g .. th e curren t
perhaps hundrcd.~ of !lexiblc modes. o r resonances. in the tOlal sy._tem. muc h in the coil foll ows the input !O the power amplifier e~aet l }' (It,. = 1<). Also. our
of the c h aract ~r can be defined by considering only three or four mode s_Th i~ is design will U!\( the familiar zero-order hold tQ provide the control sign al to the
because many mode ~ have an insi.!l nifi cant amplitude or are 100 high in freque ncy
to be of int erest (i.e they don't appreciabl y affect the ddgn ). In our ca~ e.
I t TIl< ""it
"(ltC' 'nagll<' 'U"" l\<", in ...,'" ,"m. ~ ,,,,,,,,,,oJ on ,ib..,I"., i<.Ol ,,<'I'> ," ,hiHi
rI'"''''
we will consider a four-mode sy;, tem. three mtXIes of higher freq uency nature .... "",. Rc",,';oo fo",., frum the \"C~ I ...~ 00 'Il< HOA. ~h ,th ,n ,urn lei' ''" til< 1I0A ,1Ioc ~ moo"' ,
( > I kH z) due \0 th~ actu ator ~nd one mode of lower frequency 100 H:r. 1 tbl p/1)... i.... tl y "!'pon ,h. d;, ~ d' ;....
Fig ure 14,~
Magnitude and phal.e
.t'soome of the ~ctua !o'
used In our Ci!>E! deSIgn
A'though Ihere IS il
flel<ible mode ~ t 70 Hz
due to VG": iwl.:llOrs. It
I~ smal l and hard to IN'
on this scale t-klte the
(!.'ijl pole Introduced bv
the coefiicH.'nt 01 VISCOUS
dra[;l 'n (hoE.> ~nua:c..
"'----- - -- - - - - - -- , powe r amplifier by em ploy ing a luTc hing [)IA. The D/A ou tput is ~cJ l ed such
that the contro l can ~atumte tho:: pow er ampl ifier and wi ll thu s us.e mOSt o f the
available power from the scrTO !XlweT supply to acreIe rUle the aelumor during a
seek. The para m eter~ ddi ni ng the plam rorour else -,Iud y will be giw n shon!y.
~I' r
"I 14.2.5 Posi lion Measurement Sensor
] r Most DASD ~n'ome chani ~ rn s employ wh at i ~ ret'erred [0 as a ded icated <;e r,o :
Onr oflhe head~ mount ed on th e ac tuator structure is dedkat ed to readi ng position
~" information from its associated di~ k surfa ce. Known as the serm su rfact. the
,"f ~,
disk is wrinen at the ti m~ of manufa clUTI'" with position information. Ideally. each
dal~ head would be abl~ to report its position !O the control sySte m. allowing
.,.,;
the SCf"\O In fait hfu ll y po~i t ion Ihat head when it is selec ted by the I"Ccording
l'hannel for 1"C3ding or wri ting. Such a >chc:ne is re ferred !O as an Embedded
~en'o because the po,i li on infonnat ion is e mbedded in the re ad back signal for
\ each head. along wilh the nonnal d:ltJ sig nal. If tim t"-di~ision mUlti plex in g i.<;
Im u~ed to embed the sen'o posi tion info nnati on amo ng customer data. the servo is
10 '
L,---------"lI" .--,------"".------~'"
10 '
refe rred to as a sector uno because small seCtors of eac h trad ~p~ced evenly
arou nd the circumfe re nce are wri nen at the time of man ufact ure wi th servo
". po.< il ion information. Unfortunately. se.;tor ~el>'O im pucg systt"m pcJfonnance
parame-ter; by in terrupting data flow. lowcn n.!! the average dat a rate. and adding to
the pos it ion ~~ttling timt" when switchi ng from onc hCJd Wlmothe r. a phenuln<: non
.""' r==:::::::====~~ often referred to as l os~ of cy li nd~r mode. In the sec tor sen'O design. there is a
.100 l con fl ict be\ween the requirement for fast ,am?lin g for the sen'o and th ~ f~ c[ th at
c~ch ~cto; reduces the avai labl e ~pace for costomer data. It is for th is reawn that
c urrem t~chno logy orten fa\'or" the use of dedicated senos. A limi tati on of the
dcdil-ated :,en'n de sign b the tinite accuracy with v.hich the data heacts in a stack
.,., can be po~i ti(lned over their rC)pcctive tra cks since many mech~nica!. thenna!.
Jnd \'i bmtionJl sources of posi tioning di ffe rence exist betwee n the dat:l he~d.~
,~ and the .seno head \\'hk h h locat ed on a separate surfact'. Our design will be for
.ItJ\ - a dedica ted .sen "O. Althoug h m~ny man ufacturin g and pcrfonnal1ce differences
exiq in diff~rell t ct..signs. the de~i gn descri bed here will be JPp li cable 10 Other
.600 .-
mt> lhod. of posi tion measurement.
, I In a dedicuted ~er\o. lhe .se1>O so rface is written with infontmtion Ih ~ t. upon
demod ulat ion. yield~ ~ position error signa l: The measure me nt is the position cf
~ the servo head re lat ive to th("" S(""I>'O disk. In add ition. th e me~suremen! is actua ll y
j re lati w to the nea rt st track cen ter. [n uth er words. the sig nal read back from
1 the head posi t ion~d at a conS lan! radiu s is proportional 10 the neareS\ lrack cente r.
10 ' 10: IH'
riOt to i t~ positi(ln on the emire disk. bt-cause the infomlaliorl read back does not
F",,,,,,n.:~ ,HlI
(cll tain 3 tr.1ck Jddre $s. ' : Then i.< at least some ~d d iti onal inform~[i on: A one or
... IWO bit addre ss is wrillcn Onto each tmck. With o nt' addit ionitl bit. the po,ition
I" I, i, 'll .n,,JoJ. ".d .0<1.-.:" ir. <","II ."" ,r:tcl;
iln!,"''''''"'' U"" ,.,f , '" mo.,
!,,' """'.' ""''''''.
illlj)<>rtan, ~ ' h" il c""""", b< ",1i,Ny ""d IIh<" ,'''' i\c:>di, t'''.En~ "' an~ 'i~",n ,,,, r,~j"l .. Ioc.' l~.
664 Chapin H DeSIgn of ~ Disk D,i",:- S~r\"o: ..... Case Study I .. 2 CO:Olp.ln~l\l~ ,md \Ioc"ls 665

signal contai n~ Ihe r rmr relali ve to lhe n~areS1 trJck center. plus u digital logic Figure 14.9
PosItion meaSlrement "--"
'\-~------~''-'---------'j
~ ig nal indil;'Uling whe ther the hC::Id is over an tH'1l ()r an odd numbe red track.
versus ,e!at X' ;J~Sili Of) /' - '" I
as shown in Fig. 1 ~.9 . In a quadrdture lype PES channel. ...c know whkh of - Tnc ~ t)' pe I5
error y - Y... This , .t ,1'\\ __ _: __ /' ,'\
four differe nt Iypes of track~ the h~ ~d is positioned oler. becaJ.>e two ,ignuh are meilS UfI!ment si9na! IS ~._ O.3 L I . ,
demodulated that are in spat ial quadra ture "ith re.' peet to eac ~ other. as ~h(l"n in often re'effe d to as the " Trocl; ~" lCn
Fig. 1-1. lO. All hc inilerlllos t and Ol.1 tcrmo_It cy li ndcr;. a ~pcci~1 pattan ;~ written pes t'Oll e rrOl SH;;n.J 1 0.2 '., '.
whic h is detected by the PES cha nncl and ,cnl 10 the controller. indicOiling thaI 1P"E$1 because It'S the
1 .,I"y ,,
cithcr the in ner or O ut~nllost c~' linder hOl~ bee n delected _From lhis infonnation. eHor sgndl. nOI abso!vte
we must constru cl an abso lute po,ilion measu rement fLl r Ihe servo so thaI we PO~'l on \
can seek and lind a pmicular tracl; with hi gh rdiabil ity_ Wile n we design the-
"
/ T\, .
$tate estimator we will see how thi s is accomp lished. Although we wi ll plot PES ,
I'er~u s time inqead o j' ?OSition. in the equation ~ for tl'k' ~y, tem and the mea,u reu
\
\'alue of y - .1""_' we will neglect Ihe PES '"modulation" of the mell~u relllen t. \
\
'.
14,2.6 Runout
\\//
Besides see king from one trac k 10 anot her. lhe ~er\'o we afe de~ign ing 111 1.1>1 .".~--~,~,--~--j,c.'--C'~-~B~-~---,e.,'----c.
fo llow th e trJc k motion once on Iroc k. and keep the error as small as po!'., ibk. y- Y,..f(lrd ,,idlh.)
Two pri mary ~urces of trac k motion exis!. apparent and n:al. To ullde rlt an d
huw we could measure an appa rem lrack motion. "e must :t'member ltial th e
sig nals used to co mpute posilion are wri uen un to Ihe M"r-..-o di"k surface. In th e
process of ~ r\"o- wri tin. the head thai wri tes the ~ignal, cannot be kept perfectly Figure 14.10
still. an d th erefore the .<.e r.o tracks are not pe rfect circles. Ln Jdditi()n. the sc:p;o Pri'l1ary ilnd Quoc] r.llU'l' , \
surface cuntai ns de fects and irregu larities uf many types. all of wh ich cau,c the po'IIOO medSurerrent 0_' " ,
PCl'!;ilion refere nce to lppear a~ though it wa~ not wrillen on a pt:rf~c t ci n:k . ve(~U$ rel,) t ,." pcl'51 1,on
/
0 6- J \ j
This apparent trock motio n will cau$<': the ser'-u lU mOlr the >er'l"u hcod in an error r - y - Y.. He,e the
PES charonel deill/ffi tl'lO
/ .\
0 .4-
attempt to reduce lhe positinn elTOf to zero. and thus .... "i ll res JI1 in rea l ac tuator
! .
motiOIl. If the path the leno head follow~ ~\'eT)' time i ~ the same. there j ~ no h:lrIn
signals. each used il~ the ! ,/.
pOSItIon reference on g" ' j ':'\
don~ with re>ptX"t 10 the reading process 0 11 rht' r/"(/c~ bt'illgjol/owed as long a, ,
al:erna te triK~S. With .
Ihe trac k W1\S never w~itten over for any re~son . Howe wr. adjacent tracks wi ll slope correctlOfl_Nott'
01 _.- .. \ ;f
ten d to be !;.qlle~ ud by th~ wandering head. a process whirh is only de tri mental there ",e four IfiKK
"
.~
.o_2 ~ .
when "'riting dat a. Wri tin g off the perfe ct cirrle cau.<.es the h~ad to write on the type:.. numbered 0--3. ! eE;Q
\ '. , I
adjacent lrack's dato. a I ~a,tto an ex tent. whic h in tum c ause~ a loss of ,igl1ul I'Ihl(h (an be decoded -<t.4r \ ,,
~mpl itude. If enough data i~ written over. the dam ~ge c~ n be ..evere enolls h to from the slgllal -- "'''
j _o.6 L j
ca u!>e a hard error. in that the l'ustome r data i~ 10.l t and no! TetOl-erabk wit h T"""k ')"pe /to
\. ,
-D.8~
,
.
an error correction coce. Servo wri ti ng produces repeatable runout (RROI. in \' I
that Ihe nln oul slay~ loc ked 10 the di sk rOia tion (both frel.jucncy and pha..c l. It Track ~"Ie,...
\j
is worthwhile to nOle that the RRO can be heavily inll uenced by disk surfae;:
.,, ., ,
ddec ts Ihat are of extremely hig h bandw idth. To keep hi gh band" idth ,u rf~l'l' " " "
noise re peatable. Ihe samplin g clock IIwn be locked to lhe disk rotation rate.
with ex tr~me ly low tim e jiner to en~ure that a sample i ~ nlways tak en at the
~ ame physica l locatiun on t h~ disk. If the sa mp le clock is a'rnchronol.1s to the
disk rotation. lhe nonrepeutuble nlnOUt rNRROI will be much larger and the
Ir:lcl.: mbregistration (TMR ) of the >en'o will be increased. Another mechan i,m
 be~i dc~ as)'nchlonol.~ samplin g can o:;a",-~e RRO to j oc,ea~ the i'\RRO: .'>atura liOIl
] " .3.. Plan! Parameters fo r Case Study Design
If a repc"Ulablc di s k Ikfecl i ~ large enullgh to salUrJ le the POWI" llmplitier. then
the ser.o re ~pon ~e tlecome~ I'ariable i n ~t catl of repc:nable. hence an i ncrea~ For OUf spedfic design easc. we " 'iII usc I ~ pafllmelers in T:l.bles 14 .3- 1.1.5.
in KRRO. The..e ~i\'en; are normally part of The ("ngineering proble m. ;'t' .. whm are the
So far. we have onl)' d i ~u .'sed ap parent 111otio n. Rcal rep~alabjc motion ()c . plant requirements to meet a SCI of go.:lh? [n Ihis design ~ase . we wi ll assume
cun. in many circu n,~ l ance ~ . sue h 3., if the scn'o di~k ~ li ps it.- ~ente r point ~ fte r the parameTers llin,:n ~re th e best we cal') eJlp<'ct withi n the COS t ~oM tra i nb. and
being ~cr"O IHille n. This lloold cau ~ a brill' arn!)LlIll o f RRO at Ihe rolation therefore our j lJb is to ma kl;' the ~ I U ~ of the plant thai W I;' can. If il \\'11.5 des ire d
frequency of Ihe ~piQd le. Such moI iQII IIMt be folll)\\'ed "i'h hi1;\h fi de lity. No n 10 illlpro,-e a ee nain performance p.l rameter. ~olfle ehangl'S ill lhe plant wou ld
repc- alablc ro nout h :l product of d isk d rive I ibratiQII\ and ele-clrical noise in Ih~ prub."lbly have 10 be negO( iatcd wi th mechanical elll!ineer~ atkl manage me nt.
me:lsurement chan ntl. Many sourtt~ c.\bl for lhe I ibrJtion. Ind uding Ihe ~pi ndle
mOlor. ~pindle bearings. air IIIOI'enlenl in Ihe HDA. lhe 3etL31or ilself. and force .".3.2 Goals and Objectives
disturoonceii such ali-closi ng COIelS. E,-en earthquake<; are :l.con~ ideraii on fur di ~J,.
dril"t~ opcranng in Japan where Ihe ir OC\: uren..:e i) qu it e freq uent: Both NRRO Sell in!! pertorrnallCe gools mu ~t be done lifte r there b an understanding of the bask
an d RRO IllU~t be re:luccd a.' much:l.. JXlj;\ible. with in th~ C() ntrul :luthori t ~ and plant to be cQlltroHed. !n prcliol.ls sectio n,. we outlined motor forttS. coil lime
ban..Jwidth limilat i!)ns impo!>ed by the . ell'u ~ Ild the OCtuUlUf \\1' an: If)'illg to cnnSI:1Il1S. ph~' skal pafllmeters ~uc h ~, lrJci; wid th. and actu ator d\" nam ics. All of
COnt rol. For the 1I1()l;t pan. \1"<, CJn mode l both ~RRO and RRO as signJ l ~ thJt the:.e combine to detemlin e ...h:l1 go.1 1s :I re praC"lical for th is de Sign. Pre~ u lllably.
i l Jd d direc tly to the pmition rnea~urerne nt (i n Ihe form of ."F" )' ii ) hal"e e nerg ~
de cren sing wi th int"feasi ng frequ~n<:y. and iii) hal"e ampl itude d istributio ns whic h
are rou)!hly Gaussian (usually trullC:l.ted I. Thus the si mple model of Ihl' inpul Y.. Table 14.3 Plant paramete rs and tole rances for I ~ case des ign
- .
-- -- -- - -- - -- -- -- ._- - -- ----- - - -- -- -- -__
. -~ .
- ---- - - -- -- -- -- -- ---.-- --- --
m """'iog ....ss 0 / ~ Ulllor ' .>00 kilogr. ..... H .O%
\ ',...! - II' (0.\,I a;.,.+ o,~.) . (14. 15 )
Iorce constant Newtons-.ilmp- ' :i:l0.0'lro
poUtion musur'""""'t gain
".
'0000. IIOtn"" ' ",S.O%
Rdi nellle n t~ of lhis
si mple model inc lude freq ucllCy ~h:Jpi ng d ill' 10 ~ari ng~ ,", coit resistanCf &00 ,"~ 20.0 %
and ructuml reSOlla1C~. as wd l a~ a high harmonic content \\"ilh a fu ndamen tal number of tum. in the ~ok. coit turn.
frequency d ue to d hk r()( al ion. One u.efu l si mulation lechni'l ue i~ to ex perimen-
" ... n.e resist. nc. lor power am p ".
0.250 ohms H.O 'll.
"
$horted-lurn resistance" '.00 ohms ... 0, - 6.0'lro
tally mea'>llre either time doma in NRRO and RRO walefOllns or their spectra l coil induda ncl O.O tO Ilenry. +0. - 15,0 %
"'"
content alld use ei thtr of t hem:.t~ inp ut to syste m ~im u l:lt i()ll model s, ' 'lea.>lI re- <,"
<" d'u)rtl!'d-tum Indud anc. 0,0020 h~nl)l' -0, - 15,0%
mem s IllUSI usu:,ll y be done wi lh \.Ome form ()f closetl loop sy~t ~m :.tnd eOITC<: I ~d ' .. saturated power amp vol lag e ~.O vall. - 0, _ 5.0 %
w ith the appropria le system tra nsfer fUllcti on to obtain the desi red open 100)) .~ viSCous frictiOfl coefficient lS I N-se<- M-' ", 7.5%
rUllOm C!)ll1ponell1s. "M disk rotat ion rllte m, ItySmin-' H.O%
track width 1250 micrOflI = 1.0%
-,'. actualor >lrolo.. I.nglh 0.028 mel." ::0.10%

14.3 Design Specifi cati ons

Ta ble 1-4.4 Statistical parameters fo r repeatable and non repealabre runout,.
Before thedesig n of lhcCOlitroller can bt-zin. it is lICI;e ~' toidenlify the ~pedti ~ befo, e ~ervo rejection. Although AAO contains pst'udoranoom noise
(it repeatJ; every reyolution). it usually (ontai n~ sig nificant sinusoidal
parameteo: of the cOlnpu nen t ~ to be u.cu and 10 gile pa ni cLla r qU~llI ilies to th,' ________ componenh at harmonia of the rotational freq uency
SCl eral perfonnance ~pc<'"ific ation~ th at the d..'~ i g n i~ reqllired TO meet. We begin - - - -- -- -- - - - - - - - - --- - - - -
wit h tho:' paramctfl1i.
668 Chapter 1-1 [)(S:gn of a DIsk Om"'! Son'"\) ..<\ C~ Study 1-1 1 Design Spe(1 fiCalio ns 669

TiOble 14.5 Dynam ic (re50 n ~ n(e l p l~ nt parameters a r"ld to le.a r"lces fo. th.' t~5 e
d esig n
-----------
P.,.mere, Defcriplie n ~/ue Units To /e'olfICt (14.18 )
- - - --_. --- ---
V(Mr~. :
iooI" to. h10 ,adHe' ::: 50%
",
., resonolna: ht.cl ~ion h2200 rad ...e' :; 10.0% The suspension resonance of our actllalo r is 1lI approxiulately 1200 Hz. :an.J be-
., r t~na : lKtualor a rm (~(fit< h4000 r"ds~ ' :1:5.0 % calise: il \'ari es qll ite ~ bi t in frequ ency and dampiog. we \\'ill make the system
r e~on~~<t : t ol l ilructure b9000 raduK - .1;5.0% g ~ i n stable:u this I"I!SQn3nl freq ue ncy. This lim its OI.I r system dosed-loop band
". fil"5\ re~lI( e (oupli"9 .().00575 .,. wi dlh [0 about I kHz because we1I need nbout 10 dB of gnin margin from [he
first .ewnarlCf (oupl if19 a,OOOO 11 5 --, .,.
soxood re>O nance coupling .= la %
ope n loop lxIsc line (tra nsfer fUllcliun without resonances ). I f we hal'e a gain of
MBa
""
"'. SfoCond r~n . ",e coupl ing 0.00 sec' .,. - 3 d B at I k) b;. one O( ta'e highe r in rreqlle n~)' the two-pole slope will gh'e us
third rno"l.1r'1 coupling 0 .8 18S H% aoothc: r -12 dB. yielding: approximately 15 dB of ga in marg in al 2000 H ~. Gi l'en
third reso.'I(e coupling 0.0 seC' IO% this band ... idth. it \\ou ld be difficu lt to obtain a mali mll m time cOn5t:lllt smalle r
fourth . ts:>na",e coupling 0. t642
""
than 500 microseconds. Th i~ is bec::tllst'" tlv: openloop cros~oler fn.'"quenc)" will
fourth re..",.",. coupling IOX- '
'." fi" t reSoniI l'<e damping
0.0213
0.'"
...
10%
:i:l0%
be at about 500 l'lllroug hl y half of closed loop band wi dth I. and to set sollie
reasonable ph ~se marg in (say 4S degrees ) will req uire a lead rornpensati on u ro
stWnd ~on.nce d ..... ping 0 ,00$
"<". third re-on"nc, damping 0.05
.".
:l::40 ~ at about 200 Hz. The zero will have a dosedloop pole cloo;( to il based on
fourth re.)n." " d" mping 0 ,005 =SO !4 root locus con)idcmti ons, A pole at 200 [Iz will yi eld a time roll.l t3m of 830
-
'. - - - ------ - -- microsecond~. Hentc wc shouldn tloo k for a trans ient arriva l li me of less than
1-2 milli sc~onds. For a one trat k posi tio n move. the system wi ll probably be
dominat ed by its linear response:. and Iv:nee \\ e win have a sed : li me goal of 2
cost and packaging rtqlli rements. ~lIe h as we ight and Spiltt:W" form factor. ha\l. milliseconds.
already been laken into accollm in arriving al the desiglll> which lead 10 the Ho~' about longcr ~eeks ~ To compute the approximate 1I1O\'C time of th is
parameters gi\en. [t i. now the job of the con trol engineer 10 u:<e th is plant 10 the syslem for inlenned iate le ngth seeks. we can lI ioe the shorted tum t Urn' nt and [he
II tmoM gh-en the COSt eonSiminls, motOr paramciers 10 taklll~t(' acec:leralions. Shortedtum CUITCnt refers 10 current
For th is des ign. we n ~s~lI me the cont ro l computer is ~ Irpical digi ln[ sigual throu gh th e low i lldu~ tante path of the circuit. ~h ow n in Fig, 14.5. wh ich is used
processor (DSP j. with a t yclt tim e of I00 n ano~conds and a 16bit ..... ord le ngth, instead of the rn~xi rn um steady State CII rn'nt bccau>c lhe 10n11 time ron ~tam of the
l1It posi tion error Si, na l (PES) chanrK'] has t..... o ) ignals in qllad rawrc w \\t1l m(){or is longe r than the seek lime. and hence is n01 available to us for conI roL "
need two AID c hanrM: I~ inc luding sam pleandholds for p~i rio n me ~su re men1. If the ma.,irnllm shoned-Ium cumn t ' " is giH'II by
Because of salU r.lt ion. we1I also mI'U5UI"f the coil CUrn' nt incua:d by the n mtml
II . which v.i11 requ ire another input t hanrte l. AS me ntioned pl\'"\'i ou~I)'. lhe ~er I . (IU9)
a~p lifier \\ilI be driven by a de.Jicatoo DfA co nverter. Some associated circuitry. " R"
=," R,,,,,R,+.. ,
incl uding the com mand and status registers. wi ll all be CO!1lai ned in an inte rface
t hip, Unless some of thc AID and DfA fll nctio n is intcgr.:lted, th is could wind up where 1 = to j R . then the max imu m avai lable cU rn'n t for intN rn edia te le ngth
see ks is appro"X'i~lat~ly
bei ng an expc nsile de,~ig n . So me mic roproces~ors are available with room for
application .~pecific iMe!! rated ci rcui try (so talled AS I C~) ... hit h could be use d 1" = -I. ) 2 x 0.635 ::::: 1 .6 amps. ( 1-I.20j
for analog [10 because of the small nu mber of pin. required.
In the following di!iC1lssion. we will refer 10 the open 10<11. d~ed loop. and Usi ng: this cu rrent and twice the time it takes 10 ffiQ\'e half the di s.tance ~t a
error trnn~feT fUll(ti ons of our sc.,;o mechauism. H,, (SI. H. j. and 11/$ ). with conStant at~derat ion. v. e ca n dt rh-e the approx lnlate time il takl'"l\ to do a j-trad;:
the foll owing defi niti<:rns: seek
~

',;::: ")-"I jf j a.... + t,..,.1. (1-1.2 11

(1 4 , 171 I~ It " I", t~""'a.......( "O<Itd lil. l u hI be "" tlrs< . rra,,,on or 1" :L<JlO'>oibie Tl'Ih i. :o.:,ornp/;,hco.l
b} m",im;" i'ji txo h I.., alld R . "" .lul III< I""" "me """.ant" "'" .Jq:r.od<~.
 1-1.-1 DIsk ~rw D.:s;~ 67 1

..... here a nd noise. To mee t the l'u mb incu acc~s, ti[l)(' and regu lati on requireml-nt~ we
kI ""ill chooo;.e;m XPTOS ~tru.:: tu re. BC<.::.UloC aCl u~tor friction and cable- fllo:es ;Ire
u ..... "" ...!.....!.!. (1 ..1.22 ) non"l~ro and hihly vari ab le. \\c ",ill estimate tile bia. fo~ on the artu:lI<lr as
m
:. ~tale variahle.
U~ ing the pa rameters fmm Table I . U . we get

'I"'" O..J39 jJ + J.5 milliseconds . 11 .....23) 14.4 . 1 Design ofthe lin ear Response
Using EI:J.. (14.16 ) 3nd Et:j. (l ..U .l) ...... e obtain an average acce ss time of To begin . we 1.1 ill <I~,ume the mot or parameten ar~ km)l.ln con~tanh as gi \'e n
approximately 15.0 milliseconds (usiug a I.S milJi~cond sellling time) . in Tab le 14.3. Th..- block diagram of our ui$1i ~e fl'u i, giw n iJl Fig 14.1 1.
So far we have cowred one .. track see k ti me und WAAT. From a computer Fo r simplicit~ . "'~ h~\'e modeled the r.... ~onalH:e chOl ratt~ riqic~ lIit h th.., trans fer
system point of \'iew, these are t.....o of the mai n 5("(1;0 paramw: rs. In addition, function
nerage Jal en ry is a key paramett'f. Latency rder.. to the rOl:niona l delay incu m'tl
~ h"w S + b. ._,w:
afte r arrh"ing on u-ack until the datil locatio n being sought is fo und. Average H.. f..t) = L : C - ,

latenc)" is a pproximately half the rotatkmal period, Although the servo docs not ... 1 ) .. + 1(w/ "" (u;
directly dt tennine tho.: [otational frequency of the di sks . the ma>:.i mum RPM i~
..... hk h b a pamlle l wmbinat;o n of four quad ratic terms in normal ffilXIo.' .:anooi.::al
related to the ab ili ty of th e SCI"'\'O to follow disturbances ~t !he harmoni cs of the
fonn. The val u~ ~ h'cn in Table l . t5 "'ere d~termi [ll..>(] by cX l'erimen1.11 !ill iu!; of
rOtatio nal freq ue ncy. n .e li rst harm onics arc very importa nt. and Inc sel"'\'1J error
the frcqllene~ re~po n.c. Be<:au ~ of the laf",c \';:u;alions in the plant n:~onanLes.
tnlnsfer functio n magnil ide at thos.c frequenci es must be large !nough !O yield a
sufficientl y small dosed .. 1oop NRRO . Si nce the rotational frequency of thi s drive
is 3623 RPM o r 60.4 Hz. ""I.' will tematively sct our error transfe r function go.11 Figure 14 .11
to be -30 dB at this frequt'OCy. Likev.'ise, we will get approximatel y a 12 d B per Dlsk . drive seTVomechan sm. Comma nd IllpJt y. contaIns the dl'sored trac~ addfe~s whJe
QCta\'e rise in gain in this frequency range . so ..... e 1I se t lhe eTTOlunnsfcr function 1... 15 the track . rMlef ~ferl'n<:e
ga in at lhis frequency to be about - 15 dB . '" ith a 0 dB gain at abom 400 Hz.
Ach ieving the I kH z closed-loop bandwidth and gai n stabilizing the plant
resonmlCes will requirc at least an 8- 10 \;:Hz sa mplin g rail.". BeC3Us.c there is ~
pl ant reso nance at 9 kHz. it is de $irablc not to ha~'e thi s frcqutncy alia~ imo the
pas.'iba nd of the 51.'1"'\'0 . Considerin g our DSP cycle time of 100 nan osecond s . we
will SCt o ur initi al sampl ing frequcncy at 15kHz . correspondin! to a ~nple time
of 66 microseconds (66) processor inst ructions/sample). Th is lO'ill place the alias
of the 9 kHz resonance at 6 1:1Iz.. well above the ser....o bandwidth . After the ficst
.._, ,
H#u)!:.. "-
pass desig n is comple te. ", e ca n revi~it this c hoice. " VAle 10'"""
-"' .r1d
'.'Oke CO)~

14.4 Disk Servo Design

-*'
So far we have specified clOSoed-loop bandwidth . access time . ~ttli ng time. one-
track see k time, and s:\'cra l error tran , fer function ga ins. We must choose a '.
contml structure lIIat "",II all o"" us to meet these goals. Almost all di sk file SCI"'\'OS
wi th li near o r rotar)" aClU3 tOCS (nOl <;Iepping motOrs) uSC a PTOS .. or XPTOS-like ; Slale
Mru Cture (see Chapter 13), whether continuous or samplro data. One CO lll man e<lima'Ol
a l1 emative includes mode switc hing. wherein the controlle r switchl.'s from a ;
bang-tmng time-optinlul mode of operation to a linear contro ll er near the targe t
tr:u: l: .. Alth oug h the perfonnancc of mode switching syste ms ca n be e.\t-ellen1.
they tc oo to be more se-nsitive 10 in itial conditions . plant panmete r variat ions.
 H ,4 Disk 5I:' n'o Dt:sign 673

we will ga in -~ tabilizc them and assume that the structure is rigid for the cuntrol The transfer function f(J ( I) represe nt s the di o;c retc time flexib le modes. The plant
design. For the ~a nlC reason we will not try to model resonances in the state mntri ce~ are
estimator, In tenns of Fig. 14.11 . we assume Ihal H~ (.I ) = I. '~ TIle resonanees
10 0.6597 0 0 0.0000 0.0000 0,00 14
will be included in ;inmlaling th e final system re~pons~. Although there is <In
0 0.9992 0.0 0.0 0.000 1 0.000 1 0,0034
UnKnO\\n coml~nt di slurbance inpU! " . ca used by extern:;! effcrts such a, the
0 0 0.9996 0.0290 0 0 0
force from t h~ cabl~s anachcd to the coil as,embh'. we wi ll nOI include il in
0 0 - (),0290 0.9967 () 0 0
the pla nt mode l fOf ~ontrol design because it is un;ontrollable. The ri gid body
0 0 0 () 0.6131 0,7873 0
model is <I> ~
0 0 0 0 - O.7SB 0.6052 0
0 0 0 () 0 0 -0.0:130
fo' - Ok' ] 0
'" - [ 0 - k ( , 1m 0 0 0 0 0 -0.9 182
.. () 0 0 0 0 0 0
G" ~ [0 k, ]' 0 0 0 0 0 0 0
H". ~ [ I 0 J (14.24) 0.0001l O.cXXJ I .fOO2
0.0034 -0 ,0002 0.0005
wh ere k . = k,lm is :hc acceleration constant. and the plam sta te is (y t,!" With 0 0 0
a sampli'ng inter\'al of T = 66 x 10 ..... the di ~rcte tim\.' pl~ ... model b~sed on the 0 () 0
rigid body plant model is then 0 0 0
0 0 (14.27)
0
0.9182 () 0
0.6597 ]
,~ - 0.9992 -0.1149 0 0
.' _[I
0 - (J.8180 -0,5465
r ,. = [0,0:)22 0.0066 11 '14,25)
0 -0.5465 - 0.11 125
ass um ing no c~lcula1ion deJay i~ bei ng mode le d. We can e'pec t to incu r some 0.0007
calcul~tion de lay in the actual implementaTion and modilicarilm of the system 0.0034
10 incl ude th is factor is suggested as prob km. For the sta:e ellimator we will
0.()()04
aug ment the state with the unk nown bias inpu t e,;limate i; ~ so the estimatof 0.0291)
0.3869
stale is :i = Li- t' I'Jf ~nd the plant output. y . is the estimato r input. Thu.~ we r ~
0.7873 114.28)
have
1.0330
I 0 .6597 0.0022 ] 0.9 182
lb, = 0 0.9992 0,0066 1.8180
[ o 0 1.0 - 0.5465
r, = [O J~22 0.0066 O)r "d
H. ~ [ I 0 0 J. ( 14 ,26; II == ( I 0 0 0 0 o 0 0 0 OJ . (14.29)
The eq uations represe nT ing this system. usin g a curre nt estimator to min imize
For the C"omplet~ system model we will use a current estima tor based on (OlUrol de lay. ca n be derived for the state estimator a, follows
Eq. ( 14.26). along with a full o rder model of the plant inc h.:di ng it. resonances.
x._ 1 = $ };I + r,ul + L.y,_ , - L." ,.I:,_,
= lb,:i, + r , lI, + L, Y,_, - L,II, <D, \ - L,." , r , I'1
t~ ~ !>!~ Ih>< If} O' _ 1 x, ~, = (lb, - L, " ,lb, I.i:, + (f , - L~" , r, JII I + L, 1" _1' (14.301
 I.... DlskSer\'oDeslgn 675

Delining flex.ible lnodes. With the large va riat ions in the Itexible modes. a con trol strat
egy that atte mpt~ to actively damp the flex ible modes would req uire some form
of ada pti\ e cont rol. Typi ca ll y mechanical slructures c hange damping and s tiff
ness (reson l nt freque ncy) y,ith temperature and age ma king controllers IUned at
anJ a control If = K(l", r , - )(1 we ca n deri\e !h~ fo ll ()\\ ing
time o f manufacture impractical. In addition. ;.en.iceability o f a ~)stem suffers
t:_ 1 = ,\(41, - r .. K I~ + l\h<P, L H - r , KL.lI ))(, - M", K!",J. 41-UII for manufaC1o ring- tuned contrOller.. because arbi trary controllers cannOI replace
defect ive or.es ill the field without bei ng ,uned."
for the ~ta tc e~t i mat m. and the state .::qua tion gO\,\.'T1l ing the plan t b Bccaust of uncenaint )' in th e plant dynamics above 2 kHz. we decided
to limi t the closed~loop - 3 dB ba ndwidth from the command input to plant
position input to I kH z. To mini mize system ~ensit ivi t y. we \\ ill a lso co nstrain
Dclinin!! ~ ~ = 1,,: ' t 1lanJ thecomph:t... dtJ~- loops~~tem b!'th<l>lat e cqum ion ~ the da!llpi n~ ralio o f each mode to be at least 0.65. Ihe decay enve lope of each
mode to be &fleast as fast as 1.5 milliseconds. a"d Ihe sum o f all time cons tant s to
x, It + II = <II ' ...: (A- I
. + r ,..\" (k J be less than 3.0 milliseconds. To minimize ampli fication o f midband di~ t urbances
and the ~~ ... em OutpUI equati....,1.1" = 11, ": , "here in the position reference :md llOise input .1'/" we will li mit the peak ing in I~
closed-loop trnns fc:r fUl"lC1 ion from .'",,' to .' . 10 4 dB. or 20 log IH, (s)U.... <: 4
H. = [I 000 0000 000 001
d R. We ""Qold also like to en~u re thot! plan! resonances which are near " kHz an:
Thu~ the complt.'tc ~y~lem is oflhir1eenth orde r. ~!l[J the ~y~ten ma trices are give n att erlUaled by at least 22 dB. These requirements a re summarized in Tab le 14.6.
by A cost funct ion C lhal represents the desired goa ls in Table 14.6 can be
defi ned as fol low s

C = IV~ .. I !~~ - 10001+ IV, soil (Q.65 - ~..'") +

IV..... soft{4 5.0 - pm , + 1V, a' sofl ( ptak. - 4 .00} +
'V;,_, soft( i - 1.0 x 10- 1, + w,.~,_ SOfl(l:, - 1.8 x 10-' ) +
r"r 1. ( 1".35)
r , = [ i\lr,.Kf-, IV...., softC22.0 + 20 I08 Io1 11,(21f60.JIJ +
WI~' so(t(22.0 + 201oilo[ If,. (h I f 00.)1) +
Subtracting a plant o~ tput refcre nce , ig n~ 1 .\",,' from the output before the pla nt
output tncasuremc: nl. 7.. = Y - .1"... the e:.timator pol>ition inpJt is then.l".. inst ead IV.. ~, sof1(22.0 + 20 10&101H.... (2;r4(O). )[) +
of , .. TI-.e reference in pUi y", wou ld add to the syMem .;tate equ at iOns through an IV.~ soft(20.0 - g",) 114.36)
input matri., r , . :ldein!! an add iti onal term to Eq . !.'i.3)of

V"lue Units Symbol in

Eq. (/4.36)
14.4.2 Design by Random Numerical Search - - ---------.-------------
bndwidth of H"
Note th at the system n at rice~ derived abo,e are va lid for any order pl:mt model. Min imum <Hmping 0.650
""" ""m 'ON
,-
inc ludi ng either lhe ri!! id -hod~ pla nt or the HC)l iblcbody pla nt nlodel. For the Minimum phillol! miI.gin 45.0 ,m
"",~
Peak jng 01 If" 3 00 dB
co nt rol law and .t ut~ esti mator g a in ~. " e wi ll usc the random numerica l ~urch "'
PNk ir>g 01 If, ' .00 dB ".
(RNS ) technil(u e ()f OIapter 1:\. and the rigid-body pla nt mo;lel. The reason for
th is i~ that our contrul law is be ing designed to attenua te the flex ible dynam i;;: \.
M..imum time<on'l~ nl
Sum of time <O~Stints 3.00
m ic' Ct<oods
milliwconds
,....
In e,~ence \\e \\ ill de~ign a rigid-body controller that ..... ill allow us to Reglect the Allenuation il SO H2
""
30 dB 20.t og,o(H.(2 . . 60))
"
h igh~r-onler fle .. ible loode~ o f the pla nt. De.:ay enve lopes ar.d rom locations 01" Attenuatio,., 111 .6 kHz dB 20 .1og,. (H.. (2 ,~ 1600
Allenu.al ion " 14 kHz dB 20. log ,.(H .. (2,~ 4000
the fle ~ ible mode) ;u:e thererM flOt unde r ou r control . [n ~tead \\e are attempting
~nmil.gin 20. dB
a de~ig ll that minimi1(S tho:: energy that y, ill be S("t!n in the output from the)t: "" g.
------
676 CluP\CT H Design 013. DL~k Dme Seryo ' A Cast SlUdy H .-i D;sk s.-:f\o DeSign 677

table 1 .7 Performanc(' measures after opt imizat ion w it h weight ing factors
where the function "soW' is bl!SI dcsc ribe-d as a li ntar ditxk . (J" shown f or,) /linCom numerka l search routi ne after 750 iteratio ns
w ith p _ 0.30
SOfl(.n '= ~~ Xl ~g ---------~ ~~----------
P.'. ftl#te, Optimized V.rJUf' ~ighti"9 FfOr

The dcsi~n found us ing an RN"S method 1750 ru ns) stan ing from a stable pole 11.039 0.1534 _ . 55741
placement design for the fifth-order s)'>Ae m (using the rig id-body plant model ,.; 11 1.9 142 11.50961.0J
and third-ordtr state e~i m:u.orJ i~ give n by 3. t4 m; t l iw<ond~ W_
,'. 1.47 m;t l Mc:ond~ W ,- ''''''''
K = [ 17.91 -12 71.5426 l.()XIj (1-1 .37 1 t~ is') Hl W_ 0.01
''''''''
20 .1og ..,(I-I~{2., 60)) - 29.0d8 W.~ 0.25
sub)ttt
. to the: c ons.lra .lnt on /.;~ from PTOS. /.; ) = -;i-'- . (\' "" 0.70 and
. \11th ("' )" 20 !ogoo(N... (2.,t 600)) -tl.Odt9 W_
20 .1og",(N... (2 7.o1OOO)) - 2S.So't9 W .... 0.33
"
1.: , = li.,/m given in Table 1~ .3 ofp ar-mlelers. The Slate eSli m31 0r ga in matri~ i~ g. 18.Sdt9 Wr 0.33
0 .107 W. 10.0
L, "" [1.039 0.153~ -4.5574 1T. ( 1~ .3 t! )
pu~
'- Vldt9 W_ 3.]0
The acceleration discount factor cr was coosen a.~suming we cou ld only make u~c
of the shoned tum eur:ent I" . Using lhe woot case parameters from the tnble.
we get a safe va lue fOf II o f O.70. Performance pararncter.. ami weigh ti ng (ac lo r..
Figure 14.13
used in the RNS Optim ization are g iven in Table 1~. 7. fw the b ~ ;c lifthorder 00
MOfl\e Carlo ~nal'f5IS 01
de sign. the freq ue nt:.' u,ponse is shol'm in Fig. 1~.12. dosed-leap response 1-1,.
Before :In)' de sig n is considered tina l. a se nsith'ity ana lys.is should be com- for 250 \.amo~ systerm ,
pleted. Of course thi s ana lysi s should inc lude the ful1-orde-r mode l of the pl ant.
For tnc case of "arying plant par.. meLers. incl uding d~namie ~ . a 2S O- run Monte -00
Carlo clO5('d- loop lransfer function analy sis oflhis Ue~ i !l n is st.uwn in Fig. I ~ .l J
and Fig. 14 . 1~ .
$ -w I
~ ,
Figure 1,'-12 r ..,
Frtq ulmcy ~f1S(> after O:sed Icop ... d nIW tnmfn r~actio .. ~
RNS opt mlZation ..,
-- I lll[ i
.", .

,, V ,:
"- .,1
00' 00' 00'
-M ,
OJ

,;
,, I
#~
~. ' In add itio~ . we can see from the same a n aly~s that the open-loop e n\'c lope!'
, plo ued show that in Mlll"le ca~es thc s ystem is pha!ot stable. Because the- resonallt-' e
, coup ling parameters and damping ra ti os were stressed in the nom ina l cases for a
, I ! II!i I conSC{\'ati\'e design. we wil1 livc with the .-ases show n that ace phase stabl e. If the
00 ' ", des igner fe lt th ntthi ~ is no! unlike ly. and that the phase marg in for this re~nance

Freq~tn" (lU) was not cnou~h. the d e~igfl would havc to be re-opt imized. perhaps with nKire
678 Chapter 1~ Design of ~ [)i:!.1: Dme $(n ... A Case Sludy I-H DIsk $e,y,;> Der.!lln 67~---'
figure 14.14 fig ur. '4.15
Mo'lle Carlo <lnal)".ols of Root ()n$tel allon tOt
open loop lesponse H" the 250 samp e ~yslem~
fOI 250 ~amDle 5~teMS. of I'll' ~'onte Carlo
(d) Nomlr.al mq,ltu6e anJyM
and envelope.
(b) nom nal phaS(' and .....,.
""""",
----------

F~IICnC)' (Ill)

(. J

j-"'f-+~~_r~~~ in Fig. 14. Iti. the- oneTI'.)C1; >eek h indeed complclCd in 2.fl mill isecond ) . ..... hich
~ -,.,f-+++f+l+fl-++++ ~'Ob our des ign goal. In faci. il is tinished eaTI)" enou~ h ~o thallhcre ) hould be
some mnrgin foc \'nnati on of parameler.; ~ Ild ~til1 remai n below lhe tarset. One
5-,,,'f-f-+H-ttHl=!;;!;+l- interesti ng fe:uull' of Fig. 14.16 ClUJ be seen in the phase plane plot: A )lrili8hl
li n.:: int.::rpolmion of Ihe ~ampled veloci ty i~ probably nOl 100 3CCUI'Jte. Beca use
of Ilk- 9 kH7 Il',onanee. till.! lrue eominuOIIS plllnt OI.llpUi hil~ somc imel"!\ample
ri pple. Bowclc . since Ihe posil ion OUtput is fairly ~ mOOl h . the effeci is nOI of
great imponan ce. Also of inu"rcSI is the fact lh3t Ihe one- trac k see!; ()oe~ nOI
use ma.l imom (olltrol. il l least from lhe D/A con\,ert.::r poin! of view. In faci.
rlO.q""nty (Hz) i!', ma.l imum is 2.0. only ha lf 1,"-, maximum I)/A <l utput \~ l ue. :-Iote hO.... cl"er
~J Ihat lhe 1II,'(ul/fed control does not re.pond 10 the command pc'rflIy. Voke coil
time COl1stantS prohi bil the power ampl ifie r from follo~' in g the cmllllla nd input
Wilh hig h fideli ty for the fi not three ~ample~. but OIFter thai tho.' command and lhe
measur.::d l"il lue cOIT\!Spond fai rl y wd l. If we did not measure Ihe lrue w ntrol.
weighTing on The :l\Ienuation at 4 kHz. A pole conSlellai ion rer The Monle Carlo the state esti mator would have .. ignificnnt eS lim3 ro r errors due to 11x- difference
an;lIysis is ~hown in Fig. 14.15. between the comrol command i1 l1d lhe cutTc nt actually achieved in lhe coil. This
e rror wou ld bcwme far I\"or~ on looger see b whe n the power nmplifier spe nd s
more ti me in salur:niutl.
14.4.3 Time-Domain Response of XPTOS Strucwre
Ne",1 we-- II examine Ii fil"e- Ir..cl; seek. as ~ho\\"n in Fig _ 11. 17_ l\"ow the PES
Critical 10 the pe rformanL'e of till.! ~ n..o is the time-domain n:sponse. M o~t wa\efornt in the plot: show, four lruc l; c ro~s il\p before a rnl'al m the fina l track.
important bec:lU<;(' of lIS frequency of occ urrence is the onetrack seek. Show n Alt hough lhc: SC"ek is finished in 2 rni lliseconds. there i~ li u le room for parorncler
 14.4 Disk Se ryo Design 68 1

f igure 14.16 figu re 14.17

One tr(l(~ 5ee~ wavefOlffis tnsteac of plot tng posot,jn, the PES IS p'otted in Ufllts of Five track 5eek w(I\Ieforms No:e till> ", rival time is less than thai tor the one':rac< s1;k.
tracl<s. No.e the orfNal time IS ~oproxi m(lte~ one millse<OI1d approxoma teoy one- hoi: mI llisecond
- - -

,,-_. ,,-----~

.. -. .- c -- .,....,
"".,~
~ . I . .., (\ ......... ........,...,..".
1 ". . ~,.
I ...l .. _i-
,,
~ ".
I, ..
"
Ll
I r
' .~
---
-- .' . ,. J
. , 1
.- .- -"-~---
". " "", .. " ,,,.
.,,' .f
.. " '

",. ".
. -- _ _I'''' "
.. . <t>MoI~ ,.
t, "
" ". .':i !-
" ,. .
;
".
.'" --...
".-c,~,
.....- - . . .--.. ---,--,
..,
'. " .", ", J ... .......,.-
.,. ,I --- j
" . -. ,
variation. HOI\ever. al1uwini!. I mi!I ir.econd for variati on of parameter.;, we can
"
safely say th aI the syS1em fini~he s Ihe fh e trac k ~k in ) miIIi;econd~. Me~ surNI
curr~nt . or ,"ontrol [/." is marked ly di!Tercnl from the commal1d c urrent Icol1\ro l de rh 'cd frum look ing m the state transit ion mltri.' ~, or O . for lhe way in
It) during the acce leraiion phase of the <;),;. In thi s pint the effel: ts of the VC\j which ve loci ty updales the posi tion. Thus. at the peak: veloc ity th e pos it ion will
time cons tants art" de}r. ;";ote that in the phase plane plot the relative effe>:t uf change apprex im:llel y 8 tracks in a single sam pl e interval for thi s length seck.
lhe high freque nC)" plmt dynamic~ is much sm~ lkr than in Ih~ one-tmck see k. AnOlhcr point of interes t is lhe current waveform. Note th at the cu rrent nel"C r
Exam in:nion ofEq. (A,22 . ,hows th<ll a rough apprmimat ioll ofth<' WAAT is comes cl use to the comma nded current during th~ acce lero.ltion phase of the S<-'t!k .
lhc li me it takes to an:ompli sh n scckof lcngt h N / 3. where N is thctot:l l nUlnbc ruf Al so. during deceleration. the control salur~te s in an dfor1 to mak:e the plant
Iracks. For ~ , troke of 28 millimeters at 12.5 microns per track. this corresponds fo ll ow the veloc iTy t'ommand I',. from the function IfI. With ou t the l'Oiee co il
10 a 3666 Ira ck sec k. Shown in Fig I.:U8. the ~ed takes approximatcly I.'l po les the curren t could instantaneously respond 10 Ihe control. and with them
milliseconds tu complete. A 13 millisecol1d a\"t'ruge aCL'ess tim e corre' IJo..tnds the rt"sponse is sluggish. so the "docity ove rshoots the phase plane trajec tory. In
well to th(" goal of 15 millbecunds we set fo r the design. SCI'cral Olh~r fea tures defil ing the PTOS architecture. the power amplilier is assumed a perfect curren t
are wOr1hy of note ir, Fig. 1.\.18. Fi rst. the PES plot no longer shows trKk source. an d is not sluggish. But the parameter a allows the veloci ly traje>:IOry to
l"fossings. With a sa rr.pk time of 66 l11ic rosccond~. the ..... M will be crossing be l es~ aggre~si\"e- th a n the idea l plant cou ld follclI". nnd thus th e system is robust
as many as 5.3 tra~k, pe r sample internt.! per meter per >\!Cond. This C3n be to "unmodeled" dynmnics suc h as those of Ihe \'oice coil. Alth ough theoretically
682 ChaPleT H CkSlgn of.l DIsk Om't Se rvo ;\ Cast ~, udr H .i O!5k Servo IXsign 683

f ~ ure14.18
~k wavp forms tor one third mo~e move. or 3666 1'<lC~$. Th,~ lengt h seek roughly
or self-tu ning approach can be of great assistance. Essen tially. a model of this
(orrl'sponds to the weijghted ave'<lgl' access t Ime, 'M'lch IS apprcx.mate/y 13.0 structural resonan<:e would be included in the state estimal()(. and adjusted to
mil iseccl\ds Ir.lck th e true re$Onanc~ al StaI1-UP times. Feedblck ofthetwostalCS(Second-ordcr
model) is then added directly into the control. asi n the XPTQS strucrurc. Adaptive
control is required here because small \'ari ations in plan t parameters relative to
"'- - - -- - the model yie ld quk k! y degrading performance. For this desig n. a couple of
microinchel of transien t NRRO (th e \'ibration will e"emuaJly cease} is small
enough to be neglec ted. However. as the ratio of moving mass to fj~eJ mass and
access time both decrease. the effect of th is re!rOnance can become devastating.
Several patents have been issued on tech niques using external acce l~rometers on
the baseplalC to provide feedback into the control to reduce Iho: error caused by
this elTect.
Finall y. we ~' i ll e~ amine the longest lengill ~k . 5ho\Oo'o in Fig. 14.19, the
seek is complete in apprmirnalely 23 milliseeonds. Although the peak \'elocity
is 2.5 met ers per second. il is commoo to satum e the command ' -elocity \() li mi t
thi s peak \c1ocity. One reason 10 limit the peak veloci ty is to lilllit the track
crossing frequen cy. At 2.5 meters per st.-cond, the track crossing freq uency is
approximately 80 kHz , and the PES ci rcu it fi :ter bandwidth has to be at leas t
this hig h to generate position error sig nals with reasonable fidelity. A quadrature
". PES chanllCl can be used to lower the requ ired bandwidth by a factor of two, to
. 40 kH~, Alt hough somel!.'hal beller. a oondwidth of 40 kll z will allow qu ite a bil
-----
_--. .,1
of al iasing to take place wilh a IS kHz sampli ng frequency. One altemati\'e is to
~
, ~ "," fi lter the PES with a lower bandwidlh filter after arriving on lt3ck, thu~ limiting
",- ,. the alia<oed noise. I ncrea~ i ng track den sity exacerbates thi s problem. so some IlCW
". ideas in PES signal modulation and demodulation must be explored.
1 .,l
.. tv-f . ,
..I 14.4.4 Implementation Consid era lions
-, .''.,'---..-
... "" ,..- ..,
11000 (_ , Ahhoogh we have dlScusSC(i some of the implememation detai ls in the previous
'. - .. - ...... -.,, ...
seclion on design. we will co,'er some of the final details oecessuy to wrik'
"' lhe nsp pfOiram code. either high level or assembly language. We have yet 10
specif)' the ' ariables. the order of comp utilion. and the word length for each. To
possible. implememiXion of a fourth order trajectory to account for the 1..... 0 ,"oice specify th e ' -ariables. we will examine lhe Slate estimator co mpulal ions and the
coil motor poles (jn~lead of lhe second order trajectory f() I is difli cuh. contro l cakdation.
NOll' also in Fig. 14.18 thai the conlrol comes OU I of saturat ion al some For the ~ate e~timator, we have a prediction phase an d a time update phase.
poi nt fairly early in the lk.-ce1er3tion phase'. 8ecause the cO~lrol is unsalUr.lted. Sim;e we arc measuring lhe control (If .. ' . it is not available for the predicti on phase.
the ~yste m is under feedback control. Remainini! under control is imponam to Equation (1439) is the norma l prediction equaton for the currem estima tor
eosure Ih:1I the arri"3 to the target track tah-s place wilhout overshoot.
( 14.39)
Looking carefu lly at Ihe position arrival to the target track in Fig. 14,18. a
small and slo...:ly ' -:trying offset from ITrk eeoter can be ~een. AnribulO.ble to the We are mealuri ng th e curre nt i, al time I; + /J. (u ", = i)k + .co)). \I.he re .co is
low frequency resonance cau<;cd by the re act ion forces of tile ma gnet Structure smaller than bu t dose to the sa mple time T. By \I.aiting 3S long as possible after
throu/.!h the i~ol3tors to the HDA baseplate, th is resona nce response is about th e control O'J tpul is sem to the o rA to sampl e Ihe coil current i,. we wi ll give
4 microinches peak to ~::tk. For our desi/.!n. nothing can be done allout this the power amp lifier lime 10 settle to th e de si red value if it can. When .alurated,
resonance. However. if the resonance varies ~lowly enough in time. an adapti\'e the output may be quite different than the delired control (th is is why we're
 1+ ", Disk Sen'o Oes ign 685

Figure 14.19
M~ximu 111engt h see~ wa~eform>, 11,000 1Iacks. I\ote th<l: the back emf generati"d by (14.43 )
{h~coil helps the power CUllent SOlKce to re~erse the dlr ectiol1 01 current In t~e coil.
Dunng aHeleration the b<lc'( emf (3Us.ec 1M {Unerl to beg n to de<rea>e where .iJo(k + I) and _i'~ lk + I) arc intemlediate I'alnes of th e final predictions.
Since i, (k + I) doe~ nOl depend on u.. , it , ar, be updljled immediately_ When
the control II., i ~ available. wc compute

.i , ll.: + 1) = i~ (k + I I + 0.002211 .. 0: ) fl4.oW)

.i)1.: + I ) == _r;'(k + I) + O,OO66II ., Ikl. 114.45 )
By splitting the prediction into twe parts. we can wait until the last poss ib le instant
before converting 11 .. and slill be ready (or the n~,xt sample intemtpt. When the
next con\enion complete sig nal interrupts the processor. we will be direc ted to
the main control calculation routine,
Although not explicit ly shown in Fig. 1... 11. the calculation o( y,. will take
two NO conversions to con\'(rt ooth the primary and quadrature channel, of our
position error channel. Because of the COSI of AID comersions. we will do them
in series instead of in paralleL Our AID conversions will signal the processor
when conversion is complete by special hardware i1l!~mtpt that immediately
" directs tile processor to the correct interrupt routine. Special analog circuitry can
,.r-~ - - - ,...... ,.., be employed to furnish a single AID convener input with the correct wavefonn
,j
-
.,., ... ,
,,-,
- . <-~
. . ,. . (p or q). along with the two digi tal tra, k-type bits to the processor. However.
". besides the oost. some opportunity for error detection is los! by implementing the
! J,
\ r- ! ",..
_- constru cti on of Y" in analog circuitry. Defining the digitized PES v,:avefOnllS as
p(k) and q(k).lhe signal y., is computed from Table 14.8.
,.' .[ Once tile measurement Y", has been constructed. we can proceed with the
)
, .', " estimator li me updljte. The prediction error is computed fin-I: e = .r l - .1'"" NC)l\
") . \ the estimate~ are calc ulated

"
1- - ,., ,. _t , == .i,(k + I) + I.03ge
-,~
'. "I" - .00
.. - , - x! = i l k + I) + O.1534e (\4.46)
." .1') = .i'P + I) + -4.5574.>.
Now that the s tate estimates are ava ilable we can calculate the control. Fir.;t.
measuring it ). For hi~h accuracy. we could ~ssume an average (jJeail'( control compute the current position error. Y, = Y. - .1', Now we must compute the
of (1I .. (k - I) + 1I .. (k)/2 when the measured c urrent ditfe:s greatly frum the velocity romrrumd t> Computation of f() dircc:ly is very time consuming. As an
intended value of lI(k). For now we'll just use the measun:d controi ll .. as inp ut alte-matile. \\Oe can fit the trajectory with a sjmpl~ polynomial or use table lookup.
to our state estimat or. When the digitized u .. (k) is available. we can complete the
prediction update aCC1)fding to Eq, ( 14.39).
Ta ble 14.8 Method lor (omtrud ing the measurement Y... lrom the digitized p
( 14,40) and q waveforms
With tile state transitkn matrices givcn by Eqs. (14.27)-( 1429). lh e scaler update t, 5ettracktypetoO.y", _ _p
equations arc done in two steps. the first of which is 2, II (p > q and p > -q) tracktype ., I, Y", _ q
3. 11(p > q..ndp < _ q ) t.;K\(type .. 2, y",_ p
i ?(k + l) = .t,(k) + O.6597i~( k ) (14.41) 4. tf(p < qandp > _q) t'lIC w-type " 3,y,,, __ q
ii(k + I ) == .f:(k) (14.421 5. y .. - y .. .. tra(k - type! " tw
686 Chaptcr lof Design of a Disk Dmc Sc ryo, ,.\ Case Swdy 14 ti Proble ll15 687

\Vhcn Y, :5 ~'!' thc ve~()C;ty command is just a linea r func tion of the position crror A rea l proble m is often '<.'ry compl ex. cont aining ma n~' Jc' a i l ~ tha i af\' nO(
II,
= 0.03 1I J, Wi th a maxi mu m control of 4.0. the li ne ar regio n di stance .\',' Io n es~e nli :tl l o
tit' consi ~red in ~ first-pass des ig n.
either sid e o f zero I ii 1.] 605 tracks, For table lookup. if.l", > 1.3605. we call a
Ea ch compo ne nt n ced~ to be a rta lyzed 10 n aluate its. contribution to the
routine whi ch fi nds t , givcn J, as an input. The re st o f the ~ont ro l is c alcu lated
ove rall design.
as fo llows
The li ll~ar col1!rol -oh~rvcr .\truc ture desc ri bed in ea rl ier chap t.: r~ !!h'c~ a
\' =
. II -
, t' good ~tan but numerical sc~rc h a nd ,.illniticantl y imp ro".: the desig n.
u = sat(k;l', -U J ) T he XPTOS structure i. a pra.: tical approlC h for high.performance mot ion
control ( 0 3ccoum for large ~ iglla l perform:mce.
r = .1',
liol = xl'
Equations ( 14A6) and ( 14.n, represe nt the e nn re control a lgorit hm. Deca uS(' 14.6 Problems
o f the nonli nearity, it is d ifficu lt 10 precompute much 0( tm conl rol a lgori thm.
A lthou gh some impr:l\'emcm cart be made br usi ng the pred icted po si tion for ] ~. t Fo. l~ follo"'ing ')""~m. ,k:<'i" 3 c.)nlful.) ,lcmlO pia....: I~ nnn,ill:tl d o .ed-IOO9 pole.
precompu ting the \'tl x ily trajeetory. we w ill assu me " 'I'. camot do any precom- of Iht ,)'''em """" 111:11 It!.: ~f\]b l~ mO<k i. " el t daonpoi alld ,he lime rf<pon>e of I","
pu tati on of II . ')'Icm ",n ks ,oa " ~r in S 0\111, .......'000' . r-:c,\I, ~~ o.;:r:ttc tt!.: f"'GuCIlI:) ,,,,,pon,.. en'~ "1pI:
.., i "~ Ihe 1>lon'c Carlo l"' hni" .. ~, Arc oil 'y' le'''' in Iho:!I(l "~bk'~

Scaling T_ .\'In .lM ~ 1. O.txOJt I.

,,_ unifIZ"lllI O.OO] . O.OOClOl! .
To choose sca le fuc tors and word lengths, it is 1k.'Ces~a l)" to dcten ll ine the range
" _ unifon" ,().(O)S. O.OO!i I.
of each "ariable in our system, a long with an approx imate nil ue for Ihe sma ll -
eM quam it)' of intere,t for the varia ble, Table 14.9 contai n.\ a summ3f)' of the co, _Xn2(O.1 50~.
\-ariables. thei r range~. and the word le ngth req uired. C _ .\'O ,oo. n.("1.
"hrft T,~ ,'''' >'I!Ilplilii M~ . ..111 the c....ru inoou. p131'1t " :IIl<fer funcllOn i~ SO'''" t>y

14.5 Summary 1/ 1, 1 ,
GU_"Im;
" " to' ... ~{ "',' ~,; ~.

In th is chapter. we ha\'C prese nled a case stud)' o f design usin!! a hig h pelfo rmann ' 1~.2 For Ihe ""em of ",obi .." t". I. ooll ine a I(~hn.quc b~ " bi(h I"," op.: n-Ioop ~~ i " or Ihe
d isk drive ser....o. Alt hou gh many details o f the design pnx:ess were p resented. 'y,lc m cuu lJ bo: ad "",,,,,t)" adjll"cd 31 ~Inn-u p , ink'.
many more remain. incl ud ing co mponeJ'j( ~e lcc tio n and de tl iled pro!!ramm ini! 1_) \\ "hot" o uld ttlc ~" p~<"~~ .. "~,, of :Id3p1.l1 i....n bot','
o f the contro l compu ter or DSP. M o~t o f the s<; points are depe ndent on thc III ) Rc-oo tho: MOOk Carlo a.I.J) ,j., a,.um'n~ lh.ll lho: \ .. ri~t,cm in G ".ompcn, lH ..:j flM
techllQlogy and budgc t o f the projec i and difficult to make relevant as pan of the la<.<um~ its "afl;H;On" I)).
c ontrol design process. The main points ~ re: le t J~;I "onh <-om"",,-.:w "'8 forc hallSC" In G 01 .t'<?
J-IJ G,,-cn a plant u',th lhe <1atc-spa..."C <k",rip"""
T"ble 1 .9 M in imum and maximum range. approxim a t e q van t iu tlon le.-el o f I M U l2 00000.) 1
interMt,. a n d requ ired WQrd length ( 16 bit won k) ID _ 0
t ~. 17~6
[ o 0
V. riabJe M in M" Uni ts RelOllil ion Won;f ~n9 th
0 .00(0) 1
0 I f ac l<~ 1: 2" r. ~. 1 726
~" ~, ,,'" [
~" ", . v<, v, - 2.6 """, 0.00(l1
am p. 0.0002
,,,
"" .(,. II, II ... 11_ -".2 II. [ IO OJ
- t2ooo 12000 t/i'
0 where lh' 'omple lim< i, T _ O.tU) t. "-,, .. me .be lime il I ~le. to compul. and OUlp<J1
'. "", u"kl
-, track. t: 2"
I"," C"'Ofl1r\l t ;, ;,.
= IO- ~"",, :
688 Chapler 14 Design of a Disk Driw Scn'o: A Case Study

(II) De';gn. lineiU"fe<:dback controllhal gins a bandwidlh of appro!limaldy 1(XXt Hz.

"'i[hl~ m:uirrum lime conS lanl no gr~.l er lhan 1.0 mi lli"'(onds. for a rtf~r~nce
inpul r (feedbao::k: K (H r T - x l).
(bt \',-"hal is It>. orti.r Ofl~ plam ~I u>al1D <k~i!n It>. controlla,,'?
(c) A!iSuming Ihe f lam ' tal~ 10 lx mea~ured. where doc! the debyed control th.at is ID
lx fed !>ttl< cOCK" from~ Whal ifl~ ccmro! is salUra1ed lina:
(d) Do a root lo<:~ of your de.isn v~rsus an a,tu~l ;. ;n the range of 8 10 15
microseconds, Is II>c: d~s i&n sensitiv," 10 ,1lriabl. c(lnlroi do\3y?
( ~) For tbe variali(}l in )" given in pan Id t. whal r3n ge of phase margin does (he Sr.;lem
han"'
' 4.4 For thc plan( gi\'en il Problem 14,3. assume (he sensOf for Ihe plan! OUlp.u y has it It atic
gai n .rror lD!(ral\Ce of s~ ~indOOing zero frequenc)' j. Examples
(Ill Given th~1 the fc.dback la ... i; conSlructed a<; in Problem 1"",3, wbal is the belt
comroj accuroc), ""hie\ ' abl e ~
(b l How .hould It>. sy,tem be changed if lhe desired 51atic accuracy i~ 10 be no WOrj~
llIan I <;<? In this appendi x we desc ri be five control problems which are u>.ed 10 iIIustr.l!c
14.S Redcsig n't the di_,k ~ri\'e ser"\'O (0 ;l(eOUn l for a calcul~lion delay of;.. = 40 11""'" the analys is and design tec hniques devcloped in the te!\!. These are collectcd here
(al Willlhe s ame comrol law ....OIX" Why""," in order to pc:mit re ference s to them at a number of pla<:e> in the tC!lt wilhoUl the
(bl Is th e~ Ill)" iuham age in feeding back the ddayed ccnt",1 inlO lhe controll aw~ need to repe~t the derh-ation of the mood or discuss the specificat io ns each time
(el PIO! f~quen c~' Ifsporlse, and lin .. ""pon"'" for your ' ) '!!ICJTl the example is used,
(d ) Del a Momc C.rlo analysis of ),(><Jr d~sig n. [s il manufaclu ...ble? (l"sc the .arne
tolITJnC1:I used in the case 'Iud),. bu( add lhe IOIer2l\CC on;" I:\d set ;110 (he SlImple
lin .. tol(Tanc(.
1.:1.' Forthe elISe stud)' dos;gn. draw the bloc~ diagram fOf L'fi. ~ suCh~~cr 13)c()n(rol gi'cn A.I Single-Axis Satellite Attitude Conlrol
the following "mation in k, \-ersus y: k, (y) = 15.(1 _ I y - 113001/1 1](0) , whe~,.,
before. , . i~ in lroch and (he totul s(roke of the lIC (uator covers 22-0 trad !. Satellites often require attimde control fo r proper orientation of antennas and
(al WhO! are rour ne.... control and ~"(e (! tima wr gains g;,'en !he same design sensors with respect to the earth , Figure A. I shows a communications s ale llite
objecli"e .. ~ with a three-axis allitud e-control system. To gain insight into th e [hree-axis
(b) By c~lculaling onl)' one fain (", I(If vcrsu. ~troke . sho.... that >"" Can mainlain Ii~ed problem we often considero nc ax is at a time. Figure A.2 depicts thi, ca.e where
pole local ions fJr U;e comple!. sy<1cm_ motion is allowed only aboul an axis perpend icular to the page. The equations of
(cl Design a ,-docil)" trajectory for lhis ~~i lem_ W hat has I() charge? motio n of th e syStem are g ive n by
(d) Do a lime-donuin , imulalion of Ih is 'Y5lem PIO! .....""fomtS as in the case de,ign.
( A.1)
'4.7 For tt>. c ase ~tudy Ocsign , aliumr thaI lhe seco nd resonant frelfJcncy is well koown
t fi~ . d parame ters,. Add a model of !his mode 10 !he slale eSl imuor and redes ign tr.c
where I is th~ mome nt of inertia of the salell it e about its mass ce nter. Me is the
Slat . e.tim:l lOf and l}oe conlroll .... , to dump !hi. rrKJdf . and obtain a 1 600H~ closedloop
control torque applied by the throsters. M D are [he disturbance torq ues. and (} is
bandwidth.
the angle of the sa leilite axis with respect to an "inertial'" reference. The inertial
reference must have no an,gu lar acce leration. Normali zin,g. we define
t6 Thi, ,00 tbe ...... i<1illg Jroblnn' Ole "'ry im'ohed '00 .. qui ... C~ oI" de,ign tool ,uch .i
MATLAlI . ...,.,g "hh .<jgnifi<"ant .moon, of,;",.
(A. 2)

and obtain

(j = !t + 1.1'" , (A.3)

68.
690 Apper.dlx A Ex~ mpks Al A Scn 'ornedunism for Amenna .~1r~lmh CO!llroi 69 1

Figure A.1
CommuNCCI!lOMo In the discrete ca.o;e ..'dth If being applied throug.h a zero-order hold . ..... e can usc
Silt!!lllt!! (courteiy Sp<tce the methods of Chapler 4 to obtain Ihe d iscrete uans(er function
Sy;ti'll'lS'lOfClD

(A .6)

A.2 A Servomechanism for Antenna

Azimuth Control
It i~ desired to control the c lc\'Iuion of an amenna designed to track a satellite
as shown in Fi g. A.3. The antenna and dri ..'c parts have a momem of inertia)
and damping B arising to some extent from bearing and aerodynamic friction,
bm mMtly from th e back e mf o f the DC-clrive motor. A schematic is shown in
Fig. AA.
The equati on of motion is

Figure A.2 (A .1)

SilteHi:e<ontro
schemCltlC Intnial
'''1
--- rd erfftot
Figure A.3
Satellite b acking
antenna (court~y Space
Sys:ems-lora1

Tak ing tile L~pl acc lra.sform

I
Ot.n = ,[II(S) + U'i.ill. fAA)
r
.... hich I><xomcs. with 00 dist urb~nce

Bt<) 1
-- = ,= G , I>") . IA .5)
11(.<, J
692 Append ix.J, Example> A.2 A Sen'o mechanism for .J,nlenna Azimuth Comrol 693

Figure A.4
Schemat" d iagram of The model gh"en by Eq. (A.7) is only a li near approximation to the true mOlion,
al'l;enna of coun;e. In reality there are many nonlinear effttl~ that muM be considered in
the ti na l de sign. To give some idea.> of these consideration s. we present the major
features of the angle. (I, . ofthi' s.alellile 10 be followed aod of th e servomechanism
that mu st be !lesigned to aehie,'e the trading.
The general ~hape of tI. V) and ils \'elocity and acce teration are sketc hed in
Fig. A.S. The peak values of velocity and acce leration d epend critically on the
altitl/de of [he satellite aoo\'e the eanh and on lht e lcl"ation above the horizon of
the orbit ~en from th e antenna. An orbit of 200 mile s abo ve the ea r1h thnt passes
at nn elel'ation abo\"~ Ihe antenna of 86 require s a maximum azimuth rate of
0.34 fad/sec (nbout 20' lsec ). For the purpose of selling [he tracking accuracy and
gai n >. a reaSClnable assumption is that the an tenn a should be capable of following
Ihis peak v~locity in the ste ady state wilh acceptable error,
Th e size of the allowabl e tracking error is detennined by the antenna proper
ties. The pUrp;lse. of counoe. is to pennit acceptable communication signa ls to be
receil'ed by the antenna ~Iectronic s , NJr Ihis. we mu ,1 !;onsider the depe ndence
of signal amplitude on pointing error, A ske tct, o f a typical panem i,. shown
in Fig. A.6. The beam width !:J.O is the range of tracking error pem issib le if

figure A.S
where T. i~ the net tor~ ue fro m the dri,'c motor and TJ is the distu rbance torque General shape of the
due 10 wind. If we define commanc ang le an d its "
f' [st IWo de nvatives.
B/ J={I. u=Tj B. u',, =T,,/ B. which the tradin9
antenna mll5t follow
the equa tion reduces to
I .. ,
,- e + o=u+w". (A.S)

Transfonned. it is

(A .9)

or. with no disturoonces.

o(s) I
- = = G , (s) . (A. 10)
u(s) sIs/a + I) .
The di stTe[e case with w(k) applied through a zero-order hold yie lds

G,(z) = 0(:) "" K (~+ b) (A. ll )

- u (z) (.: I)( z t' ~ ') .

where
aT - l + e,r
K ~ "----:-'-'--
,
69.. Appe ndix A Example5 :I. 3 Tempe- Iatul t C..,mrol of FlUId In a T~n).: 691

f ig ure A ,6 figure A.7

Plot of signal OCM'E'f Tank tem;>eratllfl.' Cootrol
fecelved as a h.l"lCti()f1 of
tracking error

in ,"'all.

acceptable communicltion. are to be ach ie\'ed, Typical valuel of the beam width
can \'af)' from a few depCt:s (0 , I rad) to less th an one degree (0.0 1 Tad). The
lotal eTTor will be composed mainly of tracking error.> due (() 8, motion. wind- The di fferen tial eq uat ion governing the tank tempe ral ure i~
gust errors. and random errors cau$('{! by noise in ttll! meaSLrement of satel li te
position. A rea~onabJe all()\\ anec is to pennit tr~king elTors of I O'l- of the btarn IA . 12 ~
width an d an equa l CCntributioll from wi nd gusts. For a bean widt h of 0.1 rod.
the ll. we allow a \flicking error of 0.01 rod. from whic h it follows that K . = I (if where
9.... = 0.01 rolVsecl. For a 6O-f1. track ing antenna. a typical beam width is 0,01
T~= t;lnk temperalUI't'.
rod. and if 0.)4 ra!Use: must be foIlO\Ooed.. the \'elocity cOllsttrn for a 1O<if error
(0 .001 rad) is K. :: O,J4/ 0.001 = 340. For a velocity constant of thi$ magn itude. r :: specific' heat of the fl uid,
a co n\'crsion to I Type 2 system with two poles at : "" I is probably req uired. M = flui d ma~scontllined in the tank.
In additioo to considerations of track ing error, the des igner must take into q ... = 0;1 .. 1".,.
acccu nt the ract lhat tle drive motor has fin ite torque and po .....er capabili ty. In
selecting the drive mOlO r. one mllst keep in mind that the tOlal torque muSt be q.... =:= nil ... 7;.,
II! =:= ma~s flow ra t~ ( = lir" = IiI"",'. an d
capable of meeting the acceleration demands of tr3c king. overcoming the wind
torque. and overcoming the static friction of the drive-train gears and antenna 1",; = tempenltlre 01' fl uid entering tank:
mount, The powerof t~.e motor must be ab le to supp ly this torque at the mllldmum
trac ki ng w locit)', bu t the temperature at the inpu t to the tank at time I is the comrollcmperalUre 'J
tOe(," in the past. which can be e",pressed as

CA . 13)
A.3 Temperature Control of Fluid in a Tank
when
llle temperatu re of a lank of flu id with a constant flow ra te in and OUt is 10 be ' . := delJy !ime. and
controlled by adjustin g the temperature of the iocoming fl uid. The tempe ratuJ\'
7:, = temper.lIure of flui d immediately aft er the cOlltrol \'nh e and directly
of the incoming fl uid is COntrol led by a mi",ing \'al\'e that adjusts the re lative
contro llable by the \'al\'c,
amounts of hot and cok! supplies of the fl uid t Fig. A 7, . Because of the distance
between the I'al\'e and th e point of dischilTge into the ta nk, there is a ti me delay Combin ing con.lams. we obtain
between the application of a changot in th e milling val ve and the discharge of the
fl ()\\, with the changed ~e mpe rat llre in to ttte tan k. (A. I" ,
696 Appendi~ A Examples A.. Corilr(ll ThlOugh a Flexible Sl1\KI UIl' 697

A.4 Control Through a Flexible Structure

n= m/ M. t-'l any conlfolled syslems hal'e some ~I ruclura l t! ni bil ily in some portio n of the
sy~l em. The spacecraft of Fig. A. I may nOI bt perfectly rigid. the angk lrader
.... hich. transfonned. teromes
o f Fig. A.J ma~' hal'e some nexibil ity bet ..... een the angle obser\'ed by the an te nna
T (l'l ~ -'" and the angle of tile ba.<;e, and almost any me<:ha nic al s}'~Ie m ~uch 3S a robo4 arm
- ' - : - -- "" G ,(sl. (A.1 51 or :l di~k drh'c read/wrill' head as., c mbly would exh ibiT!'01UC degree of stroclura!
r:JS I 5/ n + 1
fle.~ibj li ty.

To form the di!>Crcte tra nsfer function of e J precedl:'d b~' a zero-ordc r hold. Conccptually. the...: syslenl s an: equivaielli to the double mas~-spri ng de\'ice
we must com pute s hown in Fig. A.S. 1lie rqua(ion~ of mot ion art

l -~ " f -',' j A1.\' + I)' - lh b + 1,1" -dJ k = II.

G}f : I = 2 - - ---- . (A. 17)
l )' .1 / " +I mJ + Id - .\)b + td - ."Jk = O.
We assu me that ' 4 "",IT -lilT. 0:: III < I.lllen .... hich. when tr..msformed. bome.
r
e l (:) "'" Z -
J --
e--. -" 7"-"'~'7" j i +h. +k 'I"~ ]_ (A. 18)
m.f: +bs+k !l Is).
1 J 5/ll + t [
"- rb.~+k) -'i>.<+" ][ dis) -
[ a, ]
'z ." I T.... o tr.lnsf(T fu .....1ion~ are o f intere<.;l: one bet ....cen II and d. the Olher bet ....een
1 ' I) 5(~ /(/+ /I and ... The li",1 ~p!"hems lhe case where Ihere is struc lU ral Hex ibili ty be-

(v-een Ihe !;Cnsor and the actuator. :I situ~ tio n c~ lI ed lhe noncollocaled case. Thc
"'" t l - : - ' ): ' ,Z 1-
,-" - ""
-- j secoud repreS(' m ~ the coJlo.::uted case where tilt se nsor is placed 011 lhe same
J .f +O rigid body ~s the actuator. but there exis ls a mechanical oscillation e l<;ewhe re
-- I I III the systC'<n thaI h coupled 10 the mass 10 ""'hich the aCIU3lOr a nd sensor are
"" =-:-J"Z II CI + mTi _ e- ,, .. r'llt +m T)I uuuched.
U~ jn g Eq , IA. 18) we can oblain bolh tra n~ier functions
: '-=-'-~ l --'-- -
: :' : - 1 : _ "_,, r
J ,-" ,
d(5) I III
1 (I _ e-- r):+r -_ r _f - e l
( m~.+.!.) ('\.19)
:
=_, :_ ...~f !lOt
M .' [ . , + (, +~ 'J ("-.<+ .!.)]'
M /II III
I-e-- ' :+er
-, :-e-~':
_~ r

,__ r - , (A .16)
Fillun!! A,a
Oo~emass spfln9
Fro m Eq, (A. 16 1 it is CIS)' to see tha t the zero location. - C(. \'arie s from 01 = X
SySTem
at m = Oloer = Oas 1l:_ I ~nd t ha\ e , (IJ = r.O for all (I. II .. a mi I.
For the sp...'Cific ><al ues of T,j = 1.5: T = I. (/ = I. EQ . . A. 16J reduce~ to
If ::: 2. In:::~)
698 Apl*ndl~ A ~ample s A.5 Cont ro: o f 3 Pre>Sl.lrizd Flow Box 699

which becomes for the typical ca..le with very 10"" damping A.5 Control of a Pressurized Flow Box
d(.l) _ I ki m
(A.20] Th is exam pl e is mu iti l'ariablc b(x:ausc it has two conlrol \'ariabJes and t\\'O mea-
su rable states, The basic function of the sys terr, is to ke ep the paper-stock flow
,,(,' ~ Mr . [r . + (1 + M"') (b; .1 + ;')] ~ GJ <'
OI.1t the bottom opening (s li ce) (Fig. A. lO) al a consiste nt ratc. The differential
equations of mot ion are '

-5 +0. 1
y{s) I
. b +-k)
(r+ III III H] [-0.2
IA.:!I ) 0 05 o
"r,! - [~4 = 0. o ~: ][!: ]+ [ : :, ] [ : : ] .
l '-
M .[.r + (1+'"- ) (b-s + -, )]
M III III (A.22)
For IJI I M I. Eq. (A ,21) indicates that the sys tem dYnamics arc es ,entiall ~ where
l / J : . bU T there are poles and zeros at the st ructu ral bending-mode frequency H = h + p/ p,g "" lotal head pertllrbation.
That alm ost cancel eac h other. A s mall va lu e o f 111 / 114 in thi s simplified exam pl e
p = air presmrc.
represents thc fact that th e flex ibili ty is nOl a dominant respo_lsc to the contro l
input u and 1f.1! is a good model for many suc h probkms_ p= mean air pressure.
Equmion (A.20) al ...ays has th e 1/ 51 t"'rigid-body'") poles plus th e resonance II = stock level perturbation.
poles wiThout the neighboring zeros of Eq. ]A.2 1). The non collocated case is the II. = perturbation in air_val--e o pening.
harder one 10 control for if a lead compe nsation i, used to stabilize Eq. (A20).
I', = co mmand va lue to air \'all"e. and
the structural mo de is destabilized. as sho .... n in the rOOt locus l.lf Fig. A .9, and
II , = pert urbation in stock-val\'e ope ni ng.
de pending on the feedback gain and migina l structural da mp ing. the sU\lc tural
mode coul d well be driven unstable. Note from Eq. (A22) tluil there is tw()-way cou pling between the two out puts.
Hand h. and that u affects both stales: therefore. it is difficult to decoup le the
Figure A.9 system so as to infl~ ence either H or h alone with a single CO ntrol. The lh ird
Root klLlI'i TOf ooub'e
m~>sp""g system I";th
flexib Ity bet,,,wn Figure A,10
sensor and actlHtOf, The Pressurized 110-." box
noncollOCated nse

OO$Od loop
rnot location,
ii p

S!oclc is depasikd en
, .. endl ... belt or "win"
 --~~------

700 Appendi x A E.~ampks

equat ion in Eq. (A.22J represents dynamic~ of th e ai r-\ahc actuato r. wh ic h is

such that II" does not respond in ~tlintancous l y to an air commar d II . . The trnnsfer
functions between 14c aD d II, and H and II an:

G I [s- 0.05 (.1+ 1)(.\"+0.07 1 1

~ t l)= ~(l) 0.7(J+I~ls + O .1 J)
where ~(s ) = f.l + l)(~ + O.1 707) (s + 0.02929).

Tables

B.l Propenies of z- Transforms

Let:T, (s) be the Lapl ace lransform of f, (I) and F,(Z) be the :-transform of J; (k T)

Tab le B.1

;: 11 1 !,(~.T)
aT,IS ) + f5:F;bj af,VT!flf!lkT) The ~. tran ~focm i~ linear
,
:F, lt " I.1"l( j) r: f ,((TJf,{kT - ( n Discrete ron" olut ioo COT-
rc:~p"'md> m prod uct of
~-tnmsforms

e'':F tS) fiAT + ,,71 :' F(z) Shift in linx

, :FI ~+ " ) ~ -""f{ln F{",r:.) Shifl in frc:q""""y
, l im fll n
,-'"
liml : - I)Ff:)
,-, If all po\(, of ( ~ - 11Ft:)
on i n ,id~ the un it ,irde and
F(: ) cOIl"tlles for 1 ~ 1:1
, Tinx an d frequ~ocy !-Caling
, f ,(H)f/kT) Time product
, ~,(,, ) = .1", (I I.1", IJ ) i:". f,I " f,lkT - r id, Conl inl.loo~ ronvotulion
doe. ~ol cO.... 'JlOfl d 10
product of :.trmsforms

701
702 Appendi x B Tabln

Ta bl e B.2
B.2 Table of z-Transforms -----
S .....W FtsJ
;:(J) is Ihe Laplace Innsform of f( l ) and F{ ~) is the : -tTlll .. f(ln u of fO:T) ,
0 :[(.. T 1 + .. ""' ,; +(1_, _ 1 -"T,,-", ]
Unless otherwise n(lled. f ill = O. I < 0 aud.he region of coo\'C,enee of F t:) ~ '''*T- I -''-'') '
J:(.I ~<I ) o II, ; -I,!,:-,,-',
is outside a circle, < : 1,~ueh thai all poles of F(:) are insid~ r . "
,-, II' . , - , .... , ) :

(s + nilS + 1>1 ,_ ,,-",(: ,, _H I

Table B,2 "
:]: _,---..lrl + llnJ
!\'.",Nr F,u JIlT} I: ,,_.f )!
F(:J _ _ _ _ __ 1.< - ",:
I. - '"' J : O. J:';O
" 0' :[:( I _ " .1 _ <IT.. - 7 I'" ,,- !o f _ ,,~., + <l1',,~. ' I
, I. = In, O. t "fI. '" 16 1 : _ IH: _ <,-~ 1 , ~
". +u ,'
) IltT,
til - al . :[: I/> ,,) (h('- ' <1,,-.' II
~ - I
, ls~u ,( s +II ) t~ I'-AJI~_ " '"
, ~ '" "
.- I: - II' , : .in li T
" T' :I ~ '" I)
, ", .,'+,,: :~ - f2 OO!< ,,11: - 1
2i U n- ""f ,: _ II'
" , ~(: to> "T )
, T) :(: ~ + ~: ... J) 19 ~ cO!' ,, { T
6 y.-tkTI' r+o' :! - . 200, a1l: ... 1
;:
", 6 ,; - I,'
~~ - I . ( - II~ - ' ~ .. - I : s+" : 1: t- ' to> /lTI
, lim _
1- __
11"' - ' __ , -H 10
?' .--<1 I", - II! a"..- I ;~":. ~ a,,"-': - ,,-'" ,.+",: - b'
~ .... o 6
, : - t -" 11 :~ _1t -.f{~'O<hT):+" :'1
U+II): +1>'
9
.. J:T,, _1f T:t -" a' _ b! ;(,\: + 81
u + ",! I: _ ,, _~r)' ~2
, j {( s+al' + "~) (: I )(:! ~t_1 ( oos bTl: '" ~ _:" ,
r' ~. 1 : . : ... " .... ,)
10 ~, I"n!,,---"; ' A = I _ ..---or cos"T _ ~,,-, ~in"T
11+ <1 ) ' :!" (:- , -')]
___
1-1 ,"-1 ___
a--' 1"-' " \ -11"' -' .... - ' B = ,,-"'" + ~ ,, _.T <in I>T _ ,,_rcOS I>T
(I + <I ''" btl - I. ~ iI".. - 1 .... - I I! iJ.l,"-I: - , - ' 6
" : (1 - ,, - "
I _~ - .. '
JI.
"+ " I
"


. c
A Few Results from Matrix Analysis

Although we a>~ umc the reade r has .>Ome acqU:limanct with linear equations
and detemlinanlS. th ere are a rev.' rcsulls of a more ad\-3nCed charartcr that
e\"Cn eleme ntary control.system theory requires. and \hc!'oe are collected here for
re fere nce in tile text. For furt her st ud)'_ a good choice is Sll"'dng (1976).

C. I Determinants and the Matrix Lnversc

The detemlinant of a prod uct of I"~ square matrices is the product of their
lielenninanl5

dcU AB ) ""det A dct R. (C.l )

[f a matrix is di ag onal. then the determinant is the product of the clementS on the
diagona l.
If the matri x is partitioned "" ith square elements on the main diagonal. the n
art e:l\cnsion of this result appl ie~ name ly.

dCI [ ~ ~J =delAdelC. if A and C are square su bm:m ices. (C.2)

Suppose A is a malri x of dime nsions 11/ x 11 and 8 is of dimension n x m.

Lei I.. and I. bt: the Mk nt ity mauicC's ofsiu III x I~ and n x II. respeclively. llit'n

del II. + HA ) = dd[ l .. + AB). (C3)

To show Ihis resu lt. we consider lhe determinant of thc mlllri ll. product

del [ ~ ~. ][ ~B ~ ] = del [ ~.. I. : SA ] = de![l . + RAJ,

7.'
706 Appwdi~ C A few Resuhs from t.talrix Ana.)"Sls

B Ult h i ~ is also equal 10 which is

0 = 0. which was to be demonSlra ted.

det I.
['0 -Al[-8'
and therefore the...: two determinants are equal to eac h ot her. which is Eq. IC.l).
If the determinant of a matri x .-\ is not zero. then " 'c ca rl de fi ne a re lated C.2 Eigenva lues and Eigenveclors
matri:\ ,\ " . called "" in~e~:' v.hich has the propeny tha t
We co nsider the di serete dynami Csystem
;\,,-1 = A- I" = l
I e.T)
Accordi ng to prope rl y Eq. tC. l ) we have
det AA - ' =de t A dct,, 1 = I. v. here, for purpost~ of ill u~ t ral ion . we will let

(e.s)
, 1
det ,\ - = - -.
dct A If we a~s ume thm it is pos_~ ib l c for Ihis ~ystcm 10 have a motion gil'en by a
It can be shown that there i, an n x n ma trix call ed tnc adjugatl.' of A wi th geometric seri e~ ., ueh as:: _we c ~ n a~sume that tllere is a vector ,. so Ihat Xj can
e le men1.~ composed of su rn~ of products of the elements of A' and havi ng the be wri tt en
prope rl y Ih at
(e.9 )
t\ adj A =det A 1. (C.5)
Substituting Eq. \C.9) into Eq. 1e.7). we must fi nd the "ector " and the number
Th us. if the dcte nn inant of A is no! zero. th e inn'rse of A is gin n by :: sPc h Ihal
A-' = adj A .
det A
A fa mous and useful formu la for the in\'er~e of a combination of matrices has or_nt ultiplyin& by : -1 ) ield.
come 10 be called the matri x im-ersion lemma in the control liler.lIure. I1 llrises
\.:: = <Ill'. le.l0)
in the de,,:lopmcnt of recursi"e algori thm) for estimation. as found in Chapter 9.
The formulll is as follo\\3: If det A . det C. and del (A + BCI are diffCf(n l from If we collect both the te nll S of Eq. (e. 10) 00 the I~ft. we finu
U fO. Ihen we have the matrh i ",'e~ion le mma:
(;:I - <lJ., ,, = O. ,C II )
(A + BCO)-' = A- I - A - ' RiC -I + I)A - ' B) " I>A -I . (C.6)
These linear eq ua tions hale a solution for a nontril-ial l - if and onl}' if the de-
The truth ofEq. (C.6) is read ily confi nned if v. e mu lti ply bot h )ides b)' A + BCD term inant of the coefficient matri}[ is zero. This determi nant b a polynomial of
to Obtain
degree " in :: (tli is an " x /I matri}[) called Ihe characlerislic poI}'nomia l of
I = I + 8COA- 1 - R{C- ' + DA -1 81- ' OA- ' ~. and \'~I ues of : for which the characteristic polynomial is zero are root.s of
- 8CI),\ -1 8 (C- ' + 0'\- ' B)- IDA - I the characteristic equat ion and are cal led elgen" alues of lIJ_For t'umpl e. for the
ma trill: give n in Eq. ,e.S) the characteristic polynomia l is
= 1+ BCDA-' - IB + BCDA - ' B ll C-' + OA - IB)I DA -I .
If we subtra ct I from both sides and factor Be from the left on l Ie th ird tenn. we
find
Addin g the 11'00 matrices. we lind

tf 1<" "th' n _ I ,,~ - I "'''''' 4111;",'" f~ ""db" dc l' ''.g """' i onJ""luft~' I [, (>III ,\ . tll<n t~ , .n lt}
;: - !
... ,,,,,., ond,-ol . mnj of ,10< odj " ,q - lI' - ' dc1Ai'. - 1
 ..
708 AppcndlJ' C A Few Results fro m ;"!Jtrix AnJI),s,s C.) Si mi tJrit)' Transforma Jions 709

whic h can be e valuatN \0 gi ve C .3 Si milarity Transformat ions

(C. IZ) If we mak e:l change of \'ariabl e~ in Eq. (C.7) accord ing to x = Tx. where T i<
an I! x 11 matrix . th en we ~tar1 with Ih e eq u3tion \

Thus the characteristic roolS of thi s .:p are ~ and ~. Assoc iated with the~e charac- " \<1 = 41)(".
teristic rOOls are soluti ons to Eq. (C. ll) for vectors \.. call ed the charactcristic
and. su b~t i1U lin g for x. we have
o r eige mecton;, If "'c let : = ~, then Eq. (C.l l) rcquire~
Tx, +, = t.JlTx,.
The n. if we multiply on the left by r -'. we ge t th e equati on in x.
x, . , = T - ' cJ>Tx., (c.l7)
Add ing lhe matric e~ . we find that these equatiolls be.:ome
If we de lin e the nell SY"rem mat ri~ as "IV. then the: new Mates sati~fy th e equat ions

(C.14) x , = 'l'x.
[=: m~:: H n ,,here
Equati ons (C.14) are sal:sfieLi by any t'" and l':, such tha t
'" = r- 1.:pT. ~C. 18 )

If we now se-ek the c haracteristi c polynomial o f \II. we find

from which we conclude thaI the eigen'ectcr correspond ing to ~ t = 1/ 2 is give n det 1: 1 - "'I = del/: I - r 'ctoTj.
by B ec ~ usc 1 - '1 = I. we can writc this polynomial a~

de t I: T - 'T - T -' 41T].

, , ~ [ 2a.
"] (CI5)
I
and the T - an d T can ~ factored oUI on rhe left and rig ht to give
We can arbitrari ly select the scale faclor a in Eq. (C. 15 ). Some prefer to mak~ det [T - Ik l - .:pITI .
th e length 1 of cigen\"ectU"S equa l to one. Here we make th e largest co mponent of
\' have unit ma gnitude , Thus the scaled ' t is Now. usin g property Eq. (C. l) for the detenninant. we compute
det r ' . det [: 1 - I I . del T .

,-
, -[1] I . (C. 10) which_ by the eq uat ion follo wing Eq. (C .4). g ives us th e fi nal resu lt
det [: 1 - "'] = det [:1 - lJ. (C . 19)
In similar fashi on. the eigenvector 1'. as>ociated with :;. = 1/3 (an be computed
lObe - - From Eq. (C,19) we see that'" and cJ> ha\c ,he sa me charac teri,lic poly no -
mial s. The matrices are said to be "similar:- and the transfonnat ion Eq. (C. 1SI is
a ~ imilari ly lrlnsformation.
',~ [ i] A case of a simil arity tran.~ fonnati o n of parti cu lar imcresi is one for which
the resulting r;r atri x \If is diagonaL As an attempt to find such a mat rix . su ppose
Note that even if all cle ments of t are reaL it is possible for characteristi c va lues we a .mulI(' that tV is di agonal and writ e the tran sfonnation T in tcrms o f ils
and c haracteristic vectors to be complex. co lumns. t, Then Eq. lC. 1S) ran be expres!oed as
T'I' = 41T.
2 l.'.!Wlty "'r d.fi .... ,h. J. nglh d . ,...,,,, ~.'l" <q=c rUOl ofth. "" " L of ,qu .... , of it' ro"'>",n'"" ,""", [1, 1) . .. t,,] 'V = 4> lt, t: t,J
if II~I; lJ. tt.. .ynlb<>l TCO'len.gth. It..n 1I"il: = ,.r ~. If v i, rompIeA. '" " itl happen if~, i, <"<I"'pI... thr.
"'~ ",~,t W;e. <OIO.i ug:llt. 1If>Il .. , d'n .... lly'l' = 1' / ', ... ~"' .~ i, l ho: ,..,..,pIr"UfljU~ 0(. , = [<I>t, .:pt; ... $1. ). (C.ZO)
 ...
710 Ap pt ndL~ C A F~ \,.. ~~u ll.s from hlatrix Anal,sis

If we assume that 'iT is !lagonal with elementS .... ,' A, . ... , A . then Eq. (C20t and i are m3tric~s of real clements repn:>elll inJ! the rea l and imaginary pans of the
can be written as eigenvectors. I ~ such case~. it is common praMice to use the real matrices r <lnd
0 0 - i columns of the trans fonnation mmrix T rat htr than g o throug h thoe com pie.,
'*' '
0
" .... ~ 0 arithmffi c required to dea l d irectly with v, and v; . "The resu lti ng transformed
0 eq uations are nOl diagona L bu t rather the cOfTe ~ponding ,ariables appear in the
(I, 1< ... I , J cou pled eq uation s
iC.23 1

Multiplying the matrices on the le ft. we find
P"I,A: I, ... A,I.I = (efll, .4)1, ). (C.2 1)
Because the IWO sides of Eq. (C .2 1) are e{jual. they must match up col umn b)'
column. and we can writc the equation for column j as
;./ 1, = (1)1/. (C. 22)
Compari ng Eq. (C22) wi th Eq. (C.I O). we see th at I is an eige nvcctor of
J
(II and Aj is an eigenvalu<:. We conclude that if the transformation T converts
III into a diagonal matrix ~ . then the column s of T must be e igtnvectors of (li
and the diagonal elemc nt$ o f \II are the eigen\alues of 41 Iwhi(h are also the
eigen\'a lues of \11', by Eq. (C. 19)). It turns out that if the eige nvllues o f eb are
d istinc t, then there a re cx&Ctly n eigenve(;lOfS and they are inde]Y.ndcnl: that is.
....~ c an construct a nonsinlular tnlnsformation T from the II e igenvectors.
In the ex ample give n l00ve. we wou ld have
CA The Cayley Hamilton Theore m
A \'ery usefu l propert)' of a ma trix ~ foll()\Oo s from cons itle r3l ion of the inverse
o f : 1 - .p. As "'c sa ..... in Eq. (C.5 /. we can writt
(C24)
TIle coefficient of I on the right-hand side of Eq. (C24) is the ch ~ rac teristic
pol}' nomi~l of 4' ...... hich we c an write as
0( ': ) =:." + a,:' + II::' : + ... + (/~ ,
The adj ugate of :. 1 - eb. on the OIller hand. is a mlllrix of polynom ia ls in :.. found
from the deterrrjnants of the minors of :.1 - Ill. If ,',e collecl the constant ml tri"
coefficie nts of the po..... e~ of :. it is dear that ""'e can ..... rite
adj 1: 1 - 41 ) = B, :'"' + B1: 0 1 + ... + " .
and Eq. (C.24) Occomcs a polynom ial equati on with malrix coefficicnts. Wrilten
o ut. it is

for wh kh [:.1 - eb)[H,=o.' + 8::.~: + ... + B,l "" :.01 + a, l: o. ' + ... + aol. (C25)
If ~e 00'" mU ltipl)' the two matrice~ on the le ft and equate coefficiems o f eq ua l
y-' = [ - : -' ] 3 . powers of :.. we tind
and the new diagonal system matrix is B, = I.
B: = 4I1J , + 11 ,1 = efl + a ,l .
H) = (110: + (1:1 = 41: + (I ,ll. + (1: 1.

Ho = ebH_. 1 + (/, ., 1 = eb. 1 + a,eb-;+. . + 0. , 1.

0= 4lH. +a.l = CIt' +a,If)"' +tI:IlI' + ... + aol. (C.Z6)
Equation (C261 is a Stnt~ me nt that the mm rix obtained when matrix c)) is ~u bsti
as advertised! If the e lements of eb are real and an eigenvalue is com plex. say
tuted for :. in the c harac teri stic polynomial. fI( :}. isexaclly ze ro! In other v>ords.
A, ,. a + j fJ. then th e co~jugat e, i..; = (t - jf~. is a lso an eigerNalue beca use
I\'e h<lve the Cayley Hamil ton theorem according to wh ich
the characteris tic polJlnom ial has real coefficients. In such a case. the res pecti\e
eigenvectors will be conjugate. If " , = r + j i. lhen ", = l'; = r - jJ. where r a (CIl) "" O. (C27)
Summary of Facts from the
Theory of Probability and
Stochastic Processes
D .l Random Variables
We begin with a space of eweriments. n. ",hoS( outcomes are call ed wa nd
depend on c han ~e. Over the ~p~ce n and ilS subsets n, we define a probability
function p ,' which assigns a posilil'c nu mbe r between 0 and 1 to each cOllntable
combination of !ubscg in n to which an OUICu mt tor "cvcnt"t can belong. P has
the propert ies tr.al1he probabi lity of w mt o utcome is cert ain. in whi ch ca;.e il i,
ass igned the value I

and the probilbi li \)' of an out come that may re sulT from e"en!, n,n,' which have
no cemmon po ints Ohe im erS CI;\ion of fl , a nd O J is e mpty) is tlle sum uf the
probabil ities of n , and n,

P {O , U 0 ,1 = P( O , ) + P(fi).
In addition 10 the fu nction P we define a nmdom ,'ariablc x (w ), " 'hieh
limps n into the real Hne such that to each outcome w in n we associate a value
x. and th e probability that n ch ~nce ~x pcrimc nt maps into a value x that is les~
than o r equal to the constant a is~
ID.I )

1 s...P ..... B I I 96~1

1 I'r (1 " m<aOl I" t't ,,3d llle probabili.) thao (, I:"

7I}
 c

7 14 Ap;x:ndl" 0 Summar)" of Facts from I~ Theory of Probability and Stochastic Proces~~ 01 Expectation 715

The function F, (~) is caUel.llhe d istri bu tio n fun ction of the random ~ ariabl e. If The norma l d ensity function is g il'cn by the equation
F, is a ~ mOOlh ftlnetion:' we de fi ne its deri\'ati\"e f ,et ) as the densit y fun cllon.
wh ich ha5 the property I, (t)= =I ( I (t - ~ l~ )
exp - ; !. (D.4)
v 2;T C1, ~ {J ,

Pr({I ::: x :5. bl = 1I.{~,o~ t o .2) and shown in the s ketch in Fig. 0 .2.
The importa~ of the norma l density dcri\'cs mainly from the follo""ing
Be<:lluse the ""hok sp~ n maps into the line IoOme",hcre. ",-e bave facts:

1: f,rndf =: l.
T",'o common densi ty functions that we s hall ha\'e [e asoo to usc arc the
unilo rm d ensi ty and the norma l o r Gaussi:.m density. A random variable havi ng
a uniform density has u ro probability of havi ng an)' value outside a fi nite range
between lowe r limit l a rd up per li mit If. ( ::: .r :5. u. and f , is con,ta m insi de thi.
mnge. BiXausc of Eq . (D.3). lhe consta nt is I / l u - n. A sl;e teh of the uniform
de nsi ty is gir en in Fig. D. I.
I . The dislribul ion of a random variable based on eve nts which thems.el~cs con
s.ist of a SJOl of a large number of independent' random e\'cms is accurately
approximated by the nonna l law. SlXh a distribu ti on describes electrical noise
eaused by thernlal mot ions of a la'lle number of panicles as in a resistor. for
example.
2. If two random vari ables have (joinlly) fIOrm:J 1 distributions. then their Sum
also has a normal di stribution . (As an exten ~ion of this scrond poin!. if the
input to a linear ~ys tem is normal. then the distribution of its output is also
!lOnna!.)

figure 0 .1 I,
S~l!lchof tI\(o unif()(m D .2 Expectation
density lunction
8 y the \'ery nature o f va ri ables whose va lues are dependent o n ehanC"C . ....'Ccannot
d isc uss a fornlul a for- the calcul alion o f \'alues of.f . To describc: a random variable.
we instead di scuss avernge values suc h u the arithmetic mean or the 31'erage
power. Such concepts are contained in the idea of expect:.l thm. lbc expec ted
, , value of a fUIl(t ion g of a random \'ariable whose density is f , is defined as

t:/g(xJ) =:: 1:g(t)f. (t)d~

Figure 0.2
Skl!tch of the normal ID.5 )
denSi ty function Imponant special cases are the mean. \'ariance. and mean sq uare. If g(.l) = x.
then we have !he mean. namely

UT )= f:U,{nd~-X= ~., . (D .6 )

For the uniform distri bution. the mean is gi\'en b)

... - ) -1 -I 0
x= 1: U,(~)d~
.!.3
",
= - l/~= --I
, II - f u -f
[ -"~2 I", ]
3 U'ini '" irnpul l.......an ,..1..de ,i mpl. di"""" ' in uili... I ) _II be """" ,r . 'iW if>c .1Illle "r ~ ,...
/ '[- I]
nonuro prWJob i' h~.
 ...
716 AppendIx 0 Su mmary of Facts frum th e The,) !"}' of Probabili ty and S:ochaSlic Procc.S{ j D,) Mo:c Than One Random \'Jri~bl e 717

~- (0.7 ) Thus we find

~- t
' [~2 - ~]~~
2 2
:;: ::: var .f + /J, !
Because the probability density function has the intuitive propenie; of a hi stog ram
of reJali\'e frequency of o;:, urrcn,e of a particular .\' . we see that the mean, like For the uniform density. the meansquare va lue i~.t hererore
an arithmetic mean, is a weighted average of the random \1I.riable values,
If lI(x) in Eq. (0 .5) is. 8 = 1.\' - :T)l , then the expened \'alu( i~ the aver<lge :;:= (U~/)' +(II;ir.
of the sq uare ofth(' variation of the variable from the mean: this wmber is called
the l'ariallcf of x. .... ritten Vat .I. For the unifonn demi!y we compute The integration i ~ more complic at~d in the case of th~ nM'r1~ 1 density. but the
[(x -x)~ = "arx
definitions are the same; namely. if x has the normal den sit)' given by Eq. (0,4).
then
== f: (f - x): ! , IOdf
CD. lOa)
' ,
= if -x/- -d,
, 1/ - {

~
/_ , _ [If -xl' 1" ]
II - 3 t,

~ _'_ I ( I / - i) _ (i
-X)" ). \1lrx=a;.
. (D.1Ob)
1/ - 3 3 Note that the mean and standard del'iation alread~' appear as parameters of the
Subst ituting Eq. (0. 7) forI". we fin d densit}' given by Eq. (0.-1). Because these two parame ters completely describe
the normal densi ty, it is standard 10 sa}' that a random I'anable with !'IOnnal density
having mean J.I and standard deviation a is distribtJted :>ccording to tbe N(J.I, (1)
(.l - :T")-= 3(II- C)
. ' 1(" -')' ('2-")'). - , - - law.

and. simplifying. we get

CD.8)
D .3 More Than One Random Variab le

The square root of the vaiance is called the sta ndard dC"ial ion and given the Frequently the random experiment has an outcome that is mapped into several
symbol (1. Thus. for the u.1ifonn d('n si ty random variables, sa)" .1",. x; ..... x. or, organb:cd as a column matrix

, (u - 0: x =(x,x1 ,x./.
(1; = - - , , - . (0.9)
For this coll ~tion we define the probability th3t
If we let g t f ) be simpl y Xl. then we compute by Eq. (0.5) Ihe mCllil-square
va lue ? However. consi&r an expandcd upre ssion for the variance. and let the
mean value of x be J.I
Prix 5 al
var.l= L: /f-J.l)!!,(~)d~
and let this be the distribution F, (~) with vector ~gumen1. The corresponding
= L: (fl - 2fJ.l + J.I~)!, (f)d~ densit)" f.lfl is a function suc h thaI the pro babilit y that" is in a box with sides
Q and h, is given by
1
= ~ - 2J.1 ~+ 1l 1
Prla < x ::: bJ = [ ' . .. !,/f, ... ~. )df, ... iff. (D. 11)
:::? - J.l'. ~,
t"
718 Appendi x D S~ mrr. arJ of FacL> from tho; Theory of Probabili ly and Stoch ~stic Proce,5eS D... Stocha5l. ic Procnses 7 19

The mean of the vector is a l'eclOr of the mea n$ For the muhiyari ab1e normal law. lI'e can compute the mean
[{ x) '= j.l, = (/1 ,, 11 ,.... I1,,! ' . (0.12) f[ ll) = jJ., >
and likewise the deviatbn of the random variables from the mean value vector i ~
and the covariance matrix
measured by a matrix of terms called the cOl'llriance mat rix, COY x, defined as
COI"X = {( x - jJ.,)(x _ Il-) T) = R" . (0.13 )
[ [tx - j.l,JI X - Il,) ' J = R, .

Thus \:ov X is a matriJr. with the ele ment in row i and column j given by Like the s.:alar nOflTla[ densi t),. the mult il'ariab[e 1::111' is de scribed entirely by
the two parameters ~ and R. the di fference being that Ihe multil'u riabl e ca!'oC is
((,f; - 11 . J(.l j - 11 "J). described by matrix parameters rather th an scalar parameters, In Eq. (0 .19) we
Often the sy mool R, wi ll be used for the CQvariance matriJr. of a random vector require the inverse of R, and ha\.'e thu s implicilly assumed that thi, c Ol'arian~e
matrix i~ non:sing ular. (See Parzen t1962) for u dlSCU~S lon oflhe case whe n R, IS
x. In an obl'ious way li e can exte nd Eq. (D.13) to include the case of di fferen t
random vecto rs 11. and y with mean vector.; J.I., and jJ.)' We define the cOI'ariance singular.)
ofxandyas
(D. 14 )
D.4 Stochastic Processes
Con ~ ider now the special case oftll'o ra ndom variables x and .1' hll"ing distribution
F, _)~. TlJ and Uo int ) density f,,(~. I)). Because the probability thaI y has any In a study of dynamic systcms. it is nalUral to have ra ndom variabl es that e\'olve
value is the integml from -00 to +X ol"er I). the den sity of x is given by in time much as the states and con trol inputs e'ol\"e. However. with random
time vari ables it is not possible 10 compute :-tra n s form ~ in the usual way: and
(0.15) funh ennore. because speci tic values of the \'ari<tbles have litt[e value. we need
formulas !U describe how the means and covarianccs e\.ol\"e in time . A random
[f i .., is such that variable that evoll-e ~ in tim e is called D stochastic process, and here we considcr
(0.16) only di screte time.
Suppose we deal firSl wilh a stochastic proccss w lk ). whe re U' is a scalar
lI'e ~a y
th at x and -'" are independenl. distributed according to the density f . ( N ). Note that the densi ty function depends
It often happe ns Ihll we know a panicular value of one random variable. on the time of occ urrence of th e random vari~b [ e . If a variable has statistical
such as the OUtPU t )" of I dynamic system, and we wish 10 estimate the I'alue of propenies (such as i. lt hat are independent oft h~ origi n of lime .. Ih.en w~ say
a related yariable. such as th e stme x. A useful funclion for thiS situation is the Ihe process i; stationar}'. Co nsidering values of the process at dlSlInc t limes,
cond itional d(' n~ ity. de:lncd as the densi T), of x give n that the va lue of y i ~ 11 and we hal'e sep~rate random variables. and we defi ne the cO"anance of the process
is defined as II' as
i,,-<~. ~)
i",(~ I ~ ) = ~. (0.17 ) R ~ (j, k) = [ ( w!j) - w(j(w(k) - w( kJ ). (0.20)

Note That. from Eqs. (0. 15) and (D, [6 ). ih and), are independe nt. the D [f Ihe process is stat ionary. lh~n the covariance in Eq. (0.2U) depe nds only on
th e magnitude of the difference in observati on times. k - j. and we often will
f, , (~ 1 11)=f8 ) (1),1 8) write R lj. k) = R (k - j) and drop the second argument. Beca use a stochastic
Tlle mosl impona nt muiti'lIriab[e probQbility de nsity is the nOffilal or Gaussian processis both nndom and ti me depe nde nt. we can imagine ave rages that are
law gil'cn by computed O\X'r the ti me I'a ri able as well as th e ave rages defined in Section 0.2.
For e.'l.ample. for a stational)' process 11:(,.) we ca n deflne lhe mean as
i. (~ ) = [(h)' I R, I l-I ~ exp [- 2I (~ - jJ., )r R ~' ( ~- Il,)). (D.19) I -"
w(k ) = lim - - - L u: (,. + k ). (0.2 1)
where I R, I is the deteminanl of the mmrix R,. .~- '" 2N + r _.'_
720 Appcn.:h'o( D Summary of FadS from th~ Thcory of Prob<Iblli!}, ~ :1d SlOchaslic PrOCl'sses D -+ SlochaSllc Processes 72 1

and the second-oro.:r mean or autocOlTelation Exchanging the order. because Ir(k) and hw ) do nOI depend oni. we have
&!Cw(j) - ti-)(u:( -': ) - w(l.))I =
:{ R, Cil'== t Ml.:t t h(lI ) t R,, (i - k + tl ): -' .
I '
lim - -- L ((,d" + j) - w(jJ){w( 1/ +k) - iNk) . (0.22)
,'-", 2ft.' + I , t\0\l' we let ttl = t- k + II in th e h st sum. lead ing to
r"Or II. stationary proccs.>. 1he time ave rage in Eq. ID.21) is usuall y eq ual to Ihe
d istri bulioA average. and li ke..... ise (he second-Qrde r astra ge in Eq. (O.~2) is th e
same as the co"ariance in Eq. (1).20). Processes for whkh time alt rages give tM
Finally we u!ot the fact thu t : - ,.. -1- 0 1 :: ~ -": - ':' 311ddisrribute these t'-' nns to the
same limits as distribu1ion a"erages are called ergodic.
A ,'cry usc:: ful aid to understandin g the propenies of stationary stochastic correspond ing sums with the result
processes is found by consideri ng the response of a linear ~ta tiona ry sYStem 10
a stationary input process. Suppose we leI the inpul be 11' . a "Ialionary scalar :{ R, (t , ) = L'"" h(k)~ -' Lx II(n ):" L" R, l nr): ' "
process wilh zero mean ,nd cO\-ariance R. (j) . and suppose we :ake Ihe outpul to I _ - ;oc -,. _ .-'"

be Y(-':l . We leI the uni t-pulse response from II' to.'" be Ir (j). l llis froul standard = 5,(: 1. (0 .27)
anal ysis (sec Ch:lpter 4). we ha,'e For re asons soon to be clear......e call the :tmnsform of R, lhe sptru m of y
, and use the- symbol 5,(:1, and simila rly for II' an d 5,.. Wilh these symbols and
."(j) = L h(-':)U'(j - -':). (0 .23) ~cogn ition l~a1 thc- ::rramfoml of the uni t-pulse response is th e syslemtransfer
1.-", furw:tion. 11 (:), Eq. (0 .27 ) becomes
and the covariance of y(j) with yfj + i) is 5, (: ) == 11 (:1 11( :-1 )5, (:). (D.28)
R, (0 = E)'(j - i).I"(j ) To givc an interprelation of Eq. (D.28) we make l WO ob~r\"al ion s. FirSt nOle
that R,(O) = Ct .,,: ) is Ihe meansquare value or power in the yprocess. By the
= E tt, Ir(k lu>(j + l - k)} {.~ h(n)u;(j - II I } . (0 .24) inverse transform integral. we J,a"e
?"= R. (O)
Bo.."'I;";l.use the syslem unilpulse reSponse. h (k ), is 001 random. boIh h (k) and h(n)
can be removed from the in teg ral implied by the [; operation. wi h the result - I f s (:) J,
-
, , 2:rj .' ;:
R, (0"" L fI (k) L fI (Il)&{w( j +(- k) wlj - n)l. (0 .25) I
, . _" __ x = 211j r1. !I( : )H (: - ' )S~ (: )Jd~'- ID.29)

The e.\pcctalion in Eq. \0 .25) is now rec~nilcd as H.. 1i - k + /I ). and substi Now. as a second Slep. we suppose that 1/ (: ) is rhe lransfer function of a \'ery
tuting thisexprcssion in Eq. (D.2S). \I'e lind narrow band~ss fil ler centered at we' so thaI 1/1:) 1/1 : . ,) is { H (e i '" r) ,~ and is
, . nearl}' zero Cl cepl. al WO o Then the intcgrnl in Eq. (0 .29) can be approJ\ima~~
RJt , = L h (.\: ) L hen)R ... ( t - .\: + n ). (0 .26) by ass ullling [hal s~ (:) is nearl y con~tam StIlle value S. (e' .... r ), whe re j H I- IS
t. _x _"" nonzero and can thu~ be rCOlo\"C~d from the inlegral. "The: result is
Equlltion (0 .26) is nOI e-.peeially enligh tening, but the ~tran sfcnn of it is. We
-'-. J.H (~) Hf:-, ) d:
proceed with SI,lI'eral simrle ~tI'PS as follO\'.'s
? = S k J.... ' , 27rJj :
'" S... (e"'o' I K . (D .30)
={R. (lH "'" LR,(()~ - '
In Eg. (D.3O) we have defined the intca;ral as a constan t dependem on the C.Ilacl
. area oflhe nanowband characterislic of 11(: ). But nov.. we can gh'e good inlU it;'~
= L" L fl lk) L 1,(n ) R.,(l -k+n): - '. meaning 10 Eq. (D. 30). The mean square of the output of a I'cry-narro ... band filter
,--" ,. ->< - >< is proponional to the 5. If S. is consrant for all .:. we say the process is whi te
 ....
722 Appendix 0 S'J mma ry of Facts fro:n the Th eory of Probability and. S:ocha~tlc Processes 0" 5tochasuc Proces>t:5 723

(after the spectru m of whi:e ligh t. which ha.~ equa l intens ity at a ll frequencies).
Hence we ca ll S" the powtr SlJITtral density of the u'-proce~s. Equation 10 .28)
is the fundamc:ntal formula for transform analysis oflinear constam syste ms with
stochast ic inpuh.
An a ltemath"c to transform analysis and Eq. 10 .28) is transien t analysis via
the stat e variable formulation. described in Section ~.3.3. In thi s case. we lake
the ~yste m ('(juations to be
the ()I;wrrence of x. Ilowcyer, if all the ch aracteristic TOOlS of <II are inside the
un it circle. then the effects o f the initia l condition. P, (O). graduall y dimini sh.
and P , approaches a stationary value. This I'alue is given by the SO lution 10 the
(Lyap un ol') equation
(D.35)

x tk + I) = .... x(k) + r ,w (k) .

~' (k j = lU rk ). (0.31 )

We ass ume- that the system starts at k = 0 with the in itial value
{x(O)j = O.
( x(O)x ' (0) = R.,iO: 0)
= P, IO).
and that w (1;) is a stati onary process with covariance

(j "40)
= R. (j =0). (0.32)
Note that by Eq. (0 .27). 5.(.::) = R . a constan t. and hence w is a wh ite process.
With these conditions, we can compu te the el'o lution of P,. thc aotocovariance
of the s13te at time k. Thus

[X(k)x T( kll = R.,,(k: k)

= P,(k).

"d
[(xl" + I) x' tk + I) == P, lk + 1)
== [/ l ....x(k ) + f , wlk )($x(k) + f , W(k)) l)
= If {x{k)1l; ' (k ).... ' + If[ .r(k )w ' ( k)l f ~
+ 1',{ w(k)x T(k )<P ' + r , f/ w(k ) wT( k) r ~ . (D ..B)
Because the cente r tl" O temlS in Eq . (0.33) are zero by Eq. (0.32 1) we reduce
Eq. (D .33) to
P.(k + I) = ....P ,<':)41 r + r , R~ r ~.
P ,(O) = a given matrix ini tia l condi ti on. (0.34)
Equation (0.34) is th e fur.damemal equation for th e tirno:: -doma:n ana lysis of
discrete systems with stochastic inputs. Note Ihat Eq. lDJ4) repre sents a nOll-
stationary situation bec:.tuse 1he covariance of x(k) depends o n th e time Ii: of
 E
MATLAB Functions
Table E.1 M ....HAR functions and pages where used

(",. ,.,1 ~if.'

Stu""",,l 5yH"", ()(llrol
FUf>('io<> Ed,ti"" M'~ Toolbo. roolbo..-
(.m f; I~) ~ .s.e .. 4 ,0 P~~,J

.eke'
" 'J.~.~ S6 .2~ ~.297
~.
lJ,3Il,134


gog, '101.116.281. 288
,,~

,~.
"" 2Ul
'"
d.mp
."
45,64
'"
di,rw 191 ,4~~
dlQt 111.409
dl~.p
415.455
4S. \(lg
fO<'dba< k
29.12.288
18, 111
;"iti ~
""""".., m
r.~~ 47.3~5.4 1 S
'"
.,, ~
,,.
~

~ 15.~9.n6
'"

m
~
,.,''"..
~ ,g.in

~~~'" 41.016.186.295
,,, '"
,. m
"
.~
,. fi '"
ripp l. l BVll
'"
rlo<lind 29,.16
, ~"
'''- .,",,.
~il"9'

"' 13,14.2110
'"
""d.1O 10828/1
,,~
15,18.19.52,131
11,14,8\
",rool.
"oro
'9''' 13, 14.82
..'"".
'. m
 ..

Differences Between MATLAB v5

and v4
- - - - - - - - - - - - --- - - -

All the MATUS scripts in the le~t are based on MATLAS \'5 and the Control System
Toolbox \'4. which we will rderlo as ",,5:' Some ll >Crs of thi~ tex! may be using
MATLAB v4 with the Control S y~lem Toolbox \'3 or eartier versions. which we
will refer \0 a~ "\'4." This Appendix describe s the difference~ between the se two
\'crsions of MATlAB and i$ intended to guide the reader with v4 how to int erpret
the script, in the text. A~ discllssed in the Preface. the MAT lAB desc riplion s in
the text are n01 meant 10 be a replacement to the MATLAB manuals: rather. their
intent is 10 lead the reader 10 the rOUlin e in M.\TLAB that can be ur.cd 10 carry out
a specific calculation in the te:u. In so me case ~ it ma y eliminate the n~ed to look
at the manual or help file. bu t in mOSt cases it will primarily poin t the reader to
the right routh-.e .
The most significant di fference is the way thaI system s are de scribed: there-
fo re. that topic will be di K ussed first in Section F.I along with a table of some of
til<! associated name changes of the routin es. Another differe nce thaI especially
affe;;:tS users of this text is the way that syste ms arc eon"ened from continuous
to di sc rete model s, a topic covered in Section F.2. The change s in the calculation
of optimal estimation parameters are di~us,ed in Section F. 3.

F. l System Specification
In either vers ion. a linear system is specified in one of three fonn s: transfer
funct ion. tf. z~ ro-po l e-gain . zp~. or state-space. 5S. In \'4. the t f descripti on was
specified by numeralor and denominator polynomials. often referred to as num
and d~n while in v5 both the se qu ~ ntitie s are appended in o ne system de scription
variabl e. ofte n called sys, As a resu h, the routine ~ that require a trans fer function
system specif.-cation in \"4 require nurn and d~ n variab les in the call sequence
727
 ....
728 Appendl.\ f Dllftrel'.("n BeI""tCIl ),1.\11.\8 \ 5 and ,...

r:uhtr than the one \'ari able. su,h a~ ~ys. Forc.\ample. in \.~ the imp ulse al1d ste::r use nf dbode Table F. I li ~ts all of the roul ine~ mentioned in this texl which have
function s described 111 Section 2. 1.6 wou ld be . been combined inlO (\OC \"(' rsion for ,'5.
A ~ummar)" of how 10 ao:Iju~t for lhese new fealures is:
impulse t l1um. den) or
~tep(num. den). An~ whe re in the te:ott \\hen: Ihere is a roLi line wi lh an argument consisti n! of
a s)'~ tem deloC ripli.:m tusLially some \'ananl of sys). use of Iha l roulillC in \'4
Like..... ise. if a system is described by the zero-pole.gai n form. Ihrre variables are wou ld requ irc n:pl3Cin!! lhai system descri ption " 'ith the spccific variables
rcq uil\'d and the stUlcmems abo\e wou ld be for the foon of the ~~ ~tem bei ni u~. For the tl fonn it could be num, den.
impulse(z. p. \: ) or for the zple. fann il could be z,p, le.. al1d for the ss form. il could be A.B,C,D.
Separote vcrs ion~ of many rou titJel; that clisted in ,4 for the continuou s
step( z. p. kJ. and db-crelc eases ha,'e been eliminated in ,'5. Therefore. when pe rform in@
or. if in the ~ t atesp:!ce form. four malIice~ are requin:d and lhe statements "ould calculalions" ith di screle ~ystems. il may be necessary loadjust to thedi!;l;retc
"ersi on of the routine from that Slated in the text. llte roul i l1\' ~ atl'C<"led are
'" lisled in Tab le F. I.
impulse tA. B. C DJ or
SleplA. B. C DJ.
In 1'5, the MatCl1"W!nlS o n pJgc ! R are the same for any model form. Ihal is Table F.1 Sele"~ disc!ete M...T1.A8 routines red u(ed to o ne vers io n for v5
im pulse(sys) oc
slep(Sysl, bode, dbodt b"',
damp. dd.,n~ damp
To convert from o ne f:)mJ 10 another in ,.~. conn'l),ion rout ines arc used. For imp!Jke. dimpuhe impuke
example. to convert from ss to ct. one " 'ri les in ili.Jl. dlniti. 1 iil il .. 1
1Qe, dlqe kllm.. n
[num.deft] = 5s1tf(A.8,C,D). k im. dlsim him
nichols. dnidooh nichols
For olher con,"ersions, ,,4 has ss2zp, tf2ss, tf2zp, zp2 tf , and zp 2ss for tht nyquist. dnyquist nyqulsl
specific COn\'ersioo ff'<Iui rcd. i'\one of lhesc: ellisl in \'5: rot her. all eon\'CTsions are 'ego dreg ..,
~Iep. d!.lep
ac-complished usi ng 55, tf. and zpk. as sho..... n on p,lge 14.
The \'5 syslem deS<:lipfion incl udes Stverol properties in addilion 10 Iht "'"
diflere nlial or differe nce C'\iuations parameters discussed abo'e. T he sa mple time.
K and the limc lIc lay. Td. are t.....o of the imponam ne" properti es included wilhin
the syslCmdes<:ription. lfTi =0. il means the system descriplion is for a,o nt inuous F.2 Con tinuous to Discrete Conversion
set of (/if/t'rt'"ti(l/ ILlalions. If 15 =I O. il means lhe s,'sle m description is for a
di scre te ~et of dijJl!fl!"u equations. A nonzero valLie of 1d means that the sys tem Con\,ersiol1 of a cOl1tinLlou' ~,stem to II discret! equivalent is first di!;l;u~sed in
h:l.~ a pu re time de lay. Becau~e- the systcm description inc ludes mfon nation Oil Section 4.3. 1 on p.1se 99 arid come~ up repeate dly throughout lhe Ie,;t. This
whe lhe r the sysle m is (ontinuoLis or discrete. separate rou tine s 3rt usuall y not con\'e r ~ ion was c ~rri ed out us ing the ad routi D('. which accomplishes the con
required for the two cases as Ihey " 'e re for ,.~ . For e)la mple. in ,.~ there is ver..ions for all case~ in \'5" To m~ke matters somewhat confusing. there is al so II
dbode for the disc rete ,ase and bode for the cont i n uOLl.~ ca~ lI'he reas in \'5 ad routinc in ,.~. but with .~ignifkan tly redoced cap~bi lities in Ih at il wou ld o nly
th ere is o nl y one bode fClT bot h cases. The routine itself delenn ines from the accepl ~l'~lems in the ~ tah: spa~ form and would only find th e ZO B equl1'alc nl.
s),stem paramct c~ whethrr il is ,ontin uous or disc rete and Ihen t:arries out the Routin es " ilh different namc~ exisl in ,"4 10 han dle other forms . otherequ iva lcn ts.
appropriate calcu lati ons. For exampl e. on page 1 3~ the tex t ~tatcS that n bode plot and time de lay. /\11 t h-=~e c ap:Jbilitic~ were rolled into c2d for \'5. The situatio n
can be obIai ned for a di;crcte system by usi ng bode. In v~ . it wou ld rcquire the is summori u d in T3blc F.2,
Table f .2 MArLAB diKrete eq uivalent routines
------ - - ----
(Ot\v~rtII 101m u<ing
," ," References
'loh' equ,valenl method

<on ~rt "ny form t2dm

u ... ng any method ,"
t OlWl'rl u form
usi"9 'zoh' .... thod ,'" ,"
".,.,thTd",O
with input del,y
Abramovitch. D. , R. Kosul. G. Franklin, "Adaptive Control .... ith Satur31ing JnpuI \." Pme.
2$,,, CQOfU'''U"" De..'uio" ond Co,mol. Athtn~ Greece. pp. s..m-&S2. 1986.
Ackrmann. I., "Der Enlwurf Linearer Re Sul ungs'i)loIeme in Zuslartdsraum.HR~I""KJ'
F.3 Optimal Estimation tuh"ik wW.1'ro:~Jdoumt'rt)fIJti/urlg. 7. pp. 297- 300. 1972.
Al Sagga!. U.M.. and Frankl in. G.F., '"On Model R~duC1ioo.H Proc, 2$1" COir/t >V'lC't' ""
!he calculation of the opti lllal stead}' .q ate gain for an cstimatJr in Eq. (9.97) lJi.<ion o"d COrltml. AlheM. Greece.. pp, 1ON- 1069. 1986,
LS perfomled by ~IATLA B 'S kalman routi ne in \'S. This rou ti ne also computes Aliphas. A.. and J.A. Fddm:Lll.~ Venalilily of ~i1Jl1 Si!nal Pl'ocen ing Chl~." IE
the complete opIlmal estimat ion system equa tions a.s part of ill. du ties. In \'4. Spec/ru",. 24 , pp, J()...45. 1987_
the opumal gnin is com;lUIed by d lqe and it is left for th e u~r to <"(mstrucl Amit. N" "Optimal Control of Mullirale Di!iUlI COt'IIml Systrrn.< Ph.D. lhesis. Stanford
Ihe esti mator equations. There wc se,'eral versions of LQE calculations in ,'4 Uni''Crsity. h .ly 1980.
Andcrson . I'I.D.O .. and lB, Moore. Optimnl Filreri~!{. ~nlicellall. Englc..ood Cl iffs.
which ha\'c s' igh.,y differt"n t capabi litiel> (lqe.dlqe.lqew,dlqew.lqeVqed). All
of Ihesc hal'C bec n replaced in \'5 by kalman with the eJlcepl iol' of Iqed " 'hich N.J.. 1979.
Ash. R.H.. alld G. R. Ash, HNumer1cal Compulalion of ROOt Loci U~ing the NeWIOIl-
.. as re placed b~' kalmd. Raph~ T~hniquc :' IE T."ns. Oil AlOIa. COf',U. AC 13. S. pp, 576-S82. 19611.
'\strilm. KJ ., /ml1')(/uC'ti"" to St(}(,/tlmir ComnX 1Mor}. Academic PJn&, ~CVo' York.
1970.
_ _ .. "Tltoeory and Applicalion~ of Adapth'c ConlJOl." This piipcr is an r,,~nded 'CT-
sion of a plen3I1' ItUl'e gIven al the 8th IFAC Congres> in Kyoco. 1981.. Lund
Institu te of Technolog~. I'kpt. of Automatic Cootrol. BOll 12S. 522007 Lund.
S\ll'~e n.198L
_ _ . ~nd T. Bohlin. " Numerical Identification of Linear Dynarni.:al System. frem
Normal Operating RtcOld$." Tht'oryof~llAdapr;"e Comrol SYJlmu. P. Hammond.
ed .. Plen~m Press. Ne ... York. 1966.
_ _ and F'E. Eythofl'. "SYS\('m ldenlifi cat ion-A SurVl:)':' AUIDmDlicd. 7. pp. 123-
162.. 1971.
_ _ . and B. Wiltenm ar\;. "On SelfTun inw Regulllon;." Auto malica. 9. pp. 18~t89.
1973.
_ _ , Complllt'f COlli rolled S.I'SIt'ms. T~or}' and o..Ji~'l. Prentic:.: Hall . Engle ..-ood
C li ff~. NJ., 1997.
_ _ . ~,.~ COtI/nX.Add'loOn-Wesley. Re;lding, Ma>s.. 1988.
Athans. M" 'Spe<.'i~1 LI,U\' on the LinearQuadratic-C aussian E ~limatiOl\ and Co ntrol
Problem,- ' E TroIlJ. on AUla. ConlT. . \ C- Io. 6. pp. 5:!9-5S2. 1971 .
Bai. E., and S,S. SIStr~.. GloIml Siabiliry proof) for ConrimlOlO.< Time b ldim:f Adapt;,,,,
Conlml Scht'",n. Col lege of EngiflCl:1'ing. U.C. Berkelt),. 94720. memorandum,
Match. 1986.
Herg. M.e.. N, Ami!. ruKlJ .O. Po.... elL " Mullirale Oi,ilal COlI\rol Sy~tem Dc~ign," IEEE.
TrOIlJ. on Au/o. COOI/T. , AC-)3. 12. pp. IIJ9- 1 1~0. 1988.
731
73 2 Rdueoces
Berman. II. and R. Gran. "An Organized Approach 10 !he Digilal AllopiJoI o.:~igl\
Prob lem:' 1. Airr:mft. 11 , 1974. pp. 414--422.
Bertram. J.E . 'The Efrecl ofQll3.nlillllion in SampledFeedback SYSlenl!,M Tront. AlEE.
n. pI. 2. pp. In- 182_ 1 ~8.
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Con$lam-cQefficien t differe!l<:': eq , 7-1 f"",,':Itd rule. 78 . 191 EulerLagrange equalions. 37 1 fi llering. 490
Co ntrol canonical form. 8-1 . 2;1-1 trapezoidru\c. 19 1 Evem -bai-td , .1 kr>(Wll fa<;tor.;. 490
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R edforward. 31 1. 330. 412
Co.;t <qui,alent . 379 e"imation . .122. 328 IntersampIe ri Wk.163. 23 1
Fe kete. 341
CO!;! fu", tio n,.u. 364 modeling. J2 S Inver$< nonlinearit y. ~ 82
FfT.l34
.Ji sc r~le equi,-al em . )7 9 Dither. -1-13 Inver$< ~- u-aniform . 143
Fibonacci ~umbers. IS
Cm'lll'ian<;l' , 3S4. 718 Di'ergent filter. 39 3
Filtered least 5qLWtS. 490
CfU'>1 QH'r frequency. 37, 25-1 Double ma""'pring. 287, 357. 377. Jacobcm. 118
FilteTS. 187
CfU'>s-wrrelation. -192 41 9,69i Jul)' subilit}'. %
Final.v.lue Theo.lrem . 15. IJ 9
Cros .... power spectrum. -1 92 Duality. 3!4
d i... rete. 22S Kalman and Bertran!. HO
C rui se..:omrol , 27 -1 Dynamic range. 9
First-order hold. 167, lOJ Kalman filter. 379
Cu rrent estimator. 239. 295
Fi ~ed poinl. 42 6
C~c1e de lay. 82 . 220 Ei~ n"al"" . 70i const ant gain. 3~
Fl~xi ble STruCture. 697
Ei~n\'wor. 707 KaTZ. 460. 462
decomposition. 374 Forward recll n8u iar rul . 59. 78. 189 Koutu,",y.2 86
Damping raTio. 17. 128 Emam; ~' ae;ni and Frank li n. Jl7
Fou r di i~ system. BO Kraoc.470
Deadbeat . 3~7.]().I Embedded se ...'o. 663 Fourier Tran sform. \3-1 Kwakernaa~ ~nd Si"an. 400. 4~5
Decoupling. 360. -11 7 Emulation. 4. 57. 169 Free running. 3
Del ay. 99. 337 design. 21-1 Frequency respco i-t. 31. 131 Lag rompen~tioo. 39
Delay o f T/ 2. 63. 166.220 by equivalent ,0'>1. 3&0 design. 234 La~e mu ltip liers. 3M
Deri'ati "" Control, 2-1 Equation error.-I99 spec ifications. 249. 252 Lapla lran sform. 12
Describing fuoclionl. 559 Equiva lent gains . 4-12 ; -transform. 136 Latency, 13 1
h)"Tere\i'.5tH Equivalem .-plane. 12~ uad compensalion. 39
limit cycle .n.l),sis , 566 Eni ill<' conu-ol. 3-1 1 Gain mart!in. J7. 243 U3St >quare s
quantiler.568 E~~i ne speed governor. J.l2 Gain leheduling. 617 eStimaTion. 503
saturation. 561 E'l!od ic.-I93 Gauss ian distribJtion. 7 1-1 biased. 120
stabi lit~ an al)',i, . 564 ETTOI' co nstants. 213. 255, 159 Gradient . 118 ljkelihood function. 522
Dcmminants, 70S Trunl's formula. 227 G opinath. B 299 Limit cycle. 440

740 lnd~x
Lin ear Qu.dr.ltic Gauss ian. 39;
L;n e~r Quadr.ltic RegulJtor. 3iJ
Linearity. 93
Linearill tion. 111.'182. ~SO
Log likeli hood functi on. ~22
LQG.395
LQR . .w. 371
L""n~T!er 005e"or. 299
L)'apuoov equation. 435 , 411, 123
Lya puoov's ~Qnd method , 5.9
Mngr>etic It';UllDl'. 273
M n~oe tic tape driye , 407
Mnsnitu<le. 32
.\ ia.<Or'I s rule. 83
Mntlab, 7. ns. 727
Mauix ;n'erse. 71)1
lem ma. 706
MaTrix,. 7
May . 7
Max imum li1. lil>ood. ~22
Mean , 521
),kasurement noise. 389 , 465
l<1IMO.41 . 279 . 319. 400
)'l ode switching. 670
~Iodem control theory. 6
Modified ~. tran,fonn. J 10 .1 8')
Mo ~r. 107. l iS
Multir.l te .I ampling . 469
Multivariable design .wo
NASTRAN.156
Noi ... 396
diK,ete e<Juivalcnl. 396
I'OIlcausal.92
t'o'oocolocated, 351. 697
l'oo nlin e ar i\ ie~. 11 7
Noo -par.tmetric rnC>deL 484
l'ionnal distribution. 52 1. 11 4
l'o'DI'mal equation . 504
NNCh filt. r. 357
Num eric.1 integntion. 57. I S9, 548
rectangular rulel. 189
trapezo id rule. 191
Tl1stinsrule.191
l'iyqui.t stabi lity, 238
l'iyquiSl frequency. 163
Obr.er\'abilit)', 47. 293. 345
matrix . 29~
Ob",,,'c r. 4 1. 28 1
~"... canooic al fonn. j7
Oil-mass , eson"""" .!76
One-frtq uencr- at- N imo!.485
Optimal c'Ontrol. 6. 4.!
ti mc , 'ar), ing.364
Optimal eStimat ion. 4 7. 382
stea dy-state. 39-1
Output error, .111, 430
Overshoot. 20
Paper machi OK. 403
?..amc~ er erro .... 249. 461
P:i.ramelri, idemifi"l tion. ~~O. 495
?anort ~. 380
Partial frac.:ti,," . "pansiOtl.) 1
? cled. ~ 67
P"",iStenlly exci ting. b~4
Phase .J2
Phl~ margin, 37. 64. ~21 . 243
PID cQntrol
continuoos.24
discrete. 66
Pi ncer proclun:.;lU1
Po~ plxement. 6, 42. 28~. JOB
cOtltroll aw. 282. 287
"St imalOr. 294 . 304
Poles. 16.81
Polynomi .1 design. 264
Pov. er spect ",1 dffisity. )<)7. 72 2
Power spectrum. 492
Prediction error.-'lSO
Prediction ostirrultOl. 289
?!eliite".465
?!essuriwl II"" bo~. 699
?!ewarping. J!J4
l'roct~~ noise. 4 7. 389. 396
Proportiooal Comrol. 2~
P'TOS.600
discICte. 603
extended. 6 11
]'ul", IC Spunse. 90
Qua ntizatioo, 3. ~26 . 458
rm, error. 433
steady.Tatc trror. 4 30
worst use error. 428
Qua ntized sig nJI. 3
Radial proje<:tioo. 309
Ragazzini amI Franklin , .no
RaEazzini' , mC'\ l>od. 264
Random neighbortlood search. 63~
Random ,an abl.s , 713
Rcciprocal ,()OI pro>,!,r1'es. 372
Rec ur1ence eqt:4ltion. 7~
RecursiVe least >quare~ . 506
RecLangu lar rulcs. I B!J
stability. 193
Reduced order estimatof>. ~99
Refen:nce inp\l! , 2. 48. 310
effect OIl :u:ros. 317
follO'o'ing.334
Regulation. 2
R eglll ~tor. 28 1, 37 1
des ign. 302
Reso lution. 9
Rcsooances. 4 ~8
Resonant pcak. 32
Riccati equation.)67
,lge braic .311
Ripple. 1. ISO
Ri se time. 20, 32
Robust, 2. 2 14. 463
Robust design , .. 63
Root locus. 22~
computeraided. 28
cominuou ! . 2~
discn:te. 222
symmetric. ~73 . 396
ROOl !.eleclion. 287
e'limalor. 2<;-4 . JO.l
Root !.ensili vit~. 438
ROIlndoff efYOf. 426
. tochastic .n ~lysis , 43~
Rou ndoff of pa:'ameters, 437
Roo th. 96
Runou!. 664
Index 7+1
Sample and hold . 157
San'plc rate. 19
scltttion. 21 4 , 449
1000" r bound. 450
S~mpled-data systems. 3
definit'OIl. 155
block diagram an alysis , 170
Sampling pcnod. 2. 59
Sampling theorem. 5. 163 . ..SO
Satellite attitude ooo trol. 102.689
Scal i"g in the ~-plane. 138
SeCtOl analysis. 573
Se n~ili~il)'. 2. 23. 245, 461
per.ormance. 248
~tabi l i ty robustness. 25 2
cort<lTaints. H~ . 256
rloclion , 4Q3
Sensor, :2
noi .... 47. 399. 465
delay. J3~
Sepa,..tiOll priociplc. 302. 462
Settlin8 tittl<". 20
Shorted tum. 658
Sidman. M. D .. 530
Similari ty tra nlforrml1iu!ls. 709
S[~10. 41
Simulation. 545
SmOOlhoe~,. 451
Speciiicat ioos
f pt.t\C .213
: planc. 222
frequency domain. 32. 243
se n,it i,it y.245
tim~-domain. 20. 213
Spectra l density. 722
Spect",1 EMimation. 492
Jpla~edcsign. 169
J_pla r_e to ~- pl.1n~. 121. 222
Stabilit)'. 16, 22.93
B1BO . 94
margin~. 36. 243
l'i~'quis(s ,ritonon. 238
rob"' tncn.249
ROIlth' S criterio n. 96
Stabili1y .ugmentation.46.1
~

742 Index

StaOOard devialioo, 716 Unit pul~. I W

Stationarity. 93 Unit ste p. 120
Stale. 11
State ,~. 6. 101 VanLoan . 107. 11 5. 455
coo tinuous design. 41 Variaoce. 521. 716
State space C<ju;,... len l, Varialion ofpararnetcrs. l05
back ward ruk fOfTIlul . 2(() Vector gain mallin. 246
biJi""ar ruk formula. 200 Velocity con~tant. 23 . 2i3. 225
ror... ard ruk formula. 200 B<xk frequency respcnse. 239
tnlpeloid rule formula. 200 VO;r-e coil l1K)lor, 655
SteadY-5tate error. 23, 35. 213, 259
Step response. 18 Warping. 193
Sten@el. J~. 397 Weighted a"erase acce sltirne. 653
Stocbastic lca>;t .l qUJres. 5 10 We ighted Iels t !Oju= ~. 386
Stochastic proce!o<;t's. 719 Weighting matri cn. 364
Successi,'c loop d(l,ule, 470
selec tion. 400
S"-eep me1hod . .J.66 Whitbeck and Didal eusl:y. 4 70
S ~'mme!ric root Iocu~. 373. 3%
White l>Oise. 397
Sy.>lCtt1 idemitication. 6.-H9
WOf'it c;os.e err{)<' bound, 428
S ~'>te m type. 23. 21 J
Won;t \tud)"-~tal e error.4.30
TempCllllure CQIllrol. 694
Zero Order Hold. 59. 160
Tetl\<,rffi satellite. 275
equialrn1. 203
Ti2 de la~. 63
Zero-pole matching. 2C(I
Time COfl51anl. 16
Time cOITI':lation. 393 Zeros, 16.8 1
Time delay, 99. 298. 337. ~5!. 694
effeclof. 129
Time shi h , 138 ZOt! . 59. 156
fr~que lK"y TCsponse. 167
TIlTh! oplim. l comrol. 59'9
T lme,varying opli mal. 364 delay. 166
Track demi t).. 650 ZO t! .,qui.'alen! filler. 203
Tranklc an d Bryson . 3 11 .cplane
Tran,r.r fuOCl ion . 12, 78 dam ping. 128
Transform method" 6. 211 design. 211
Trapeloid rule , 78, 200 zTransform. 5. 79
Truncation. 0126 e~ponelll; a l response. II I
Tru~ar, rule. 226 plopcrtics. 137.701
TUstin 's Imthod. 192 WIlV<JIUli on. 138
~"'arpjn g , 194 inversion. U O
sta t ~ ~ p lCe formula. 200 lil>("ari ty. 137
Type. 0 23. 2lJ. 22~ ~caJing. 138

T~'J)(" I 2 13. 2~5 Ii"", shift. 138

table of. 102
Undamped n.tural freq~eficy. 17 unit p<llse. 120
Unirorm di5tribution. 7 14 un it ~lep. 120