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You are on page 1of 41

Elling W. Jacobsen

Automatic Control Lab, KTH

Outline

The closed-loop

Performance measures and choice of norm

The Small Gain Theorem and choice of norm

Generalization of gain: SVD and the condition number

Eigenvalues and the Generalized Nyquist Criterion

Introduction to MIMO controller design

A Generalized Control Problem

Multivariable Systems

Consider a MIMO systems with m inputs and l outputs

u y

G

u1 y1

u2 y2

u= . ; y =.

.. ..

um yl

yi (s)

Gij (s) =

uj (s)

the system is said to be interactive is some input affects several

outputs, i.e., G(s) can not be made diagonal.

Lecture 3:MIMO Systems () FEL3210 MIMO Control 3 / 41

Poles

The pole polynomial of a system with transfer-matrix G(s) is the

least common denominator of all minors of all orders of G(s). The

poles of the system are the zeros of the pole polynomial

The system is input-output stable if and only if the poles of G(s) are

strictly in the complex left half plane.

Note:

poles of G(s) are also poles of some Gij (s)

poles = eigenvalues of A in the state-space description.

poles can only be moved by feedback

Zeros

Definition: zi is a zero of G(s) if the rank of G(zi ) is less than the

normal rank of G(s)

the numerators for the maximum minors of G(s), normed so that they

have the pole polynomial as the denominator. The zeros of the system

are the zeros of the zero polynomial.

Note:

need only check the determinant for square systems, but make

sure denominator equals pole polynomial!

zeros usually computed from state-space description.

See S&P, Ch. 4.

zeros are invariant under feedback and can only be moved by

parallell interconnections

Lecture 3:MIMO Systems () FEL3210 MIMO Control 5 / 41

Example

!

2 1

G(s) = s+1 s+2

s+3 2

s+1 s+2

1s

det G(s) =

(s + 1)(s + 2)

maximum minor, with pole polynomial as denominator, is the

determinant, thus zero at s = 1

Note: there is in general no relation between the zeros of G(s) and the

zeros of its elements.

Zero and Pole Directions

G(z)uz = 0 yz

respectively

If p is a pole of G(s) then

G(p)up = yp

respectively

corresponding left and right eigenvectors of A

A Trivial Example

!

s1

s+1 0

G(s) = s+1

0 s1

For zero at s = 1

1

uz = yz =

0

For pole at s = 1

0

up = yp =

1

The Closed Loop System

e = Sr + SGd d Tn

where

S = (I + GK )1 ; T = GK (I + GK )1

reference tracking and disturbance rejection

need scalar measure for size of S and T

Lecture 3:MIMO Systems () FEL3210 MIMO Control 9 / 41

Sidestep: transfer-functions from block diagrams

1 start from output and move against the signal flow towards input

2 write down the blocks, from left to right, as you meet them

3 when you exit a loop, add the term (I + L)1 where L is the loop

transfer-function evaluated from exit

4 parallell paths should be treated independently and added

together

Also useful, the push through rule

Vector (spatial) Norms

1/p

kxkp = (i |xi |p )

Most common

p = 1: sum of absolute values of elements

p = 2: Euclidian vector length

p = : maximum absolute value of elements

Induced Matrix Norms

The maximum amplification from input x to output y

kAxkp

kAkip = max

x6=0 kxkp

p = 1: kAki1 = maxj (i |aij |) (maximum column sum)

p = : kAki = maxi (j |aij |) (maximum row sum)

p

p = 2: kAki2 = (A) = (AH A) (maximum singular value)

Temporal (signal) Norms

Z 1/p

p

ke(t)kp = i |ei ( )| d

R

p = 1: ke(t)k1 = |e ( )|d

i i

q R

p = 2: ke(t)k2 = |e ( )|2 d

i i

p = : ke(t)k = sup (maxi |ei ( )|)

(Induced) System Norms

System gains for LTI system y = G(s)u

kuk2 kuk

ky k2 kG(s)k

ky k kG(s)k2 kg(t)k1

ky (t)k2

kG(s)k = sup (G) = sup

u6=0 ku(t)k2

popular for two reasons: applicable with Small Gain Theorem, and

maximum singular value generalizes the concept of frequency

dependent gain

Lecture 3:MIMO Systems () FEL3210 MIMO Control 14 / 41

The Small Gain Theorem

transfer-function L(s). Then the closed-loop system is stable if

kL(j)k < 1

property kABk kAk kBk

property

MIMO Frequency Domain Analysis

frequency response (in phasor notation)

y () = G(j)u()

|y ()| y0

= = |G(j)|

|u()| u0

gain depends on frequency only

ky ()k2

ku()k2

Lecture 3:MIMO Systems () FEL3210 MIMO Control 16 / 41

Static Example

1 0.9

G(0) =

2 2.1

1 0.1 ky k2

u= y= : = 0.1

1 0.1 kuk2

1 1.9 ky k2

u= y= : = 3.2

1 4.1 kuk2

Example contd

gain as a function of input direction

3.5

2.5

||y||2/||u||2

1.5

0.5

0

3 2 1 0 1 2 3

u

Maximum and Minimum Gains (for fixed )

Maximum gain:

ky ()k2

max = (G(j))

u6=0 ku()k2

the maximum singular value

Minimum gain:

ky ()k2

min = (G(j))

u6=0 ku()k2

the minimum singular value

Thus,

ky ()k2

(G(j)) (G(j))

ku()k2

Singular Value Decompositon SVD

Let G = G(j) at a fixed . SVD of G

G = UV H

= diag(1 , 2 , . . . k ), k = min(l, m)

= 1 > 2 > . . . > k = singular values

U = (u1 , u2 , . . . , ul )

ui - orthonormal output singular vectors (output directions)

V = (v1 , v2 , . . . , vm )

vi - orthonormal input singular vectors (input directions)

Thus, input-output interpretation

Gvi = i ui

Lecture 3:MIMO Systems () FEL3210 MIMO Control 20 / 41

SVD of Example

1 0.9

G(0) =

2 2.1

SVD yields

0.42 0.91 3.20 0 0.70 0.71

U= ; = ; V =

0.91 0.42 0 0.093 0.71 0.70

moves outputs in the same direction

The Condition Number

(G)

(G) =

(G)

dependence of input-output gain: ill-conditioned system

to compensate for ill-conditioning, controller must also have widely

differing gains in different directions; sensitive to model uncertainty

scaling dependent ill-conditioning may not be a problem, e.g.,

100 0

G=

0 1

minimized condition number

D1 ,D2

SVD generalizes the concept of gain, but not phase

singular values generalize the concept of gain

but, no similar definition of phase for singular values

however, phase can be generalized if we instead consider the

eigenvalues i of G

Guxi = i uxi

arg i gives phase lag for eigenvector direction uxi

eigenvalues of G useful for analysis of closed-loop stability

Generalized Nyquist Theorem

Theorem 4.9 Let Pol denote the number of open-loop RHP poles in

the loop gain L(s). Then the closed-loop system (I + L(s))1 is stable

iff the Nyquist plot of det(I+L(s))

(i) makes Pol anti-clockwise encirclements of the origin, and

(ii) does not pass through the origin

(s) and apply Argument

Variation Principle

plot of det (I + L(j)) for [, ] is the generalized version of

the Nyquist plot.

note that the critical point is 0 with this definition.

Eigenvalue loci

the determinant can be written

Y

det(I + L) = (1 + i (L))

i

X

arg det [1 + L(j)] = arg (1 + i (j))

i

made by all the graphs of 1 + i (j), or equivalently, the

encirclements of 1 made by all i (j)

the Nyquist plot of i (L) are called eigenvalue loci

Why not eigenvalues for gain?

eigenvalues are gains for the special case that the inputs and

outputs are completely aligned (same direction); not too useful for

performance.

also, generalization of gain should satisfy matrix norm properties

kG1 + G2 k kG1 k + kG2 k - triangle inequality

kG1 G2 k kG1 kkG2 k - multiplicative property

the maximum eigenvalue (G) = |max (G)| (spectral radius) is not

a norm

Singular values for performance

Recall that the control error for setpoints is given by

e = Sr

hence

ke()k2

(S(j)) (S(j))

kr ()k2

(S(j)) small

more generally, introduce a frequency-dependent performance

weight wP (s) such that performance requirement is

kek2 1 1

(S) kwP Sk < 1

kr k2 |wP (j)| |wP |

Introduction to Multivariable Control Design

diagonal (decentralized control)

decoupling control

K (s) = k (s)G1 (s)

full compensation for directionality in G(s)

cheap disturbance compensation, e = SGd d

General Control Problem Formulation

transfer-function from w to z

1 signal based approach, e.g., w = [r d n]T and z = [e u]T

2 shaping the closed-loop, e.g., minimize k [wP S wT T ]T k. Identify

z and w so that z = (wP S wT T )w

See S&P on how to derive P for the two cases

Including uncertainty in the formulation

uncertainty (s) with bound kk 1

The role of uncertainty - control of heat-exchanger

Tc qc

Vc

qh Th

Vh

Model:

Tc 1 18.74 17.85 qC

=

TH 100s + 1 17.85 18.74 qH

Singular values of plant

max and min singular values of G

2

10

1

10

0

10

1

10

2

10

3

10

4

10 3 2 1 0 1

10 10 10 10 10

frequency [rad/min]

High-gain direction:

1 1

v = u =

1 1

Low-gain direction:

1 1

v= u=

1 1

Lecture 3:MIMO Systems () FEL3210 MIMO Control 32 / 41

Step Responses

q = q =1

H C

40

30 TC, TH

20

10

0

0 100 200 300 400 500

time [s]

qH= qC=1

40

30

20

10

TC

0

T

0 100 200 300H 400 500

time [s]

Lecture 3:MIMO Systems () FEL3210 MIMO Control 33 / 41

Decentralized control

Employ controller

c1 (s) 0

C(s) =

0 c2 (s)

and use inverse based loop shaping for each loop,

c 1

ci (s) = ; c = 0.1

s gii (s)

Singular values of decentralized controller

max and min singular values of C

1

10

0

10

1

10 3 2 1 0 1

10 10 10 10 10

frequency [rad/min]

Singular values of sensitivity function

max and min singular values of S

1

10

0

10

1

10

2

10

3

10 3 2 1 0 1

10 10 10 10 10

frequency [rad/min]

Decoupling control

Employ decoupler

c 1

C(s) = G (s)

s

Compensates for plant directionality by employing high (low) gain

in low-gain (high-gain) direction of plant.

Yields for sensitivity

s

S= I

s + c

i.e., same sensitivity in all directions.

Excellent (nominal) performance, but is it robust?

Singular values of sensitivity function

max and min singular values of S

1

10

0

10

1

10

2

10

3

10 3 2 1 0 1

10 10 10 10 10

frequency [rad/min]

Lecture 3:MIMO Systems () FEL3210 MIMO Control 38 / 41

Impact of uncertainty

0.1 0

Gp = G(I + ); =

0 0.1

Corresponds to 10% input uncertainty:

qH = 1.1qHc qC = 0.9qCc

uncertainty is on the change of the flows

Singular values of Sp

max and min singular values of S

p

1

10

0

10

1

10

2

10

3

10 3 2 1 0 1

10 10 10 10 10

frequency [rad/min]

stability)

Program

Next lecture: inherent limitations in MIMO control (Ch.6)

Lectures 5-8:

modeling uncertainty, analysis of robust stability (Ch. 7-8)

analysis of robust performance (Ch.8)

design/synthesis for robust stability and performance (Ch.9-10)

LMI formulations of robust control problems, control structure

design, course summary

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