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Control: 1 Formulation of The H Problem
Control: 1 Formulation of The H Problem
J Treurnicht
( s ) Error
z
External w External
P( s)
Inputs Outputs
u y
Control Measured
K ( s)
Signals Variables
In this case (s) represents plant parameter uncertainty, P (s) represents the
plant nominal transfer function and K(s) represents feedback control.
The rst mission of the design is to make the system insensitive to external
disturbances. This is equivalent to make z as independent of w as possible.
1
If we ignore the plant perturbation (s), then the Model simplies to that
shown in Figure 2.
External w External
P( s)
Inputs Outputs
u y
Control Measured
K ( s)
Signals Variables
so that
z = P11 w + P12 u y = P21 w + P22 u
then with the feedback law u = K(s)y we can eliminate u and y
[ ]
z = P11 + P12 K (I P22 K)1 P21 w (1)
= F1 (P, K)w
To minimize the error z due to the external inputs w, we must minimize the
function Fl (P, K).
Make the closed loop transfer function small at high frequencies limit
excitation by noise. This can be achieved by making T = I S =
I (I + P K)1 small as .
2
Guard against instability from parameter variations. This is achieved
by minimizing K(I + P K)1 .
Our search is to nd the lowest value of for which the above equation has
a solution. One possibility is to start with the LQG solution and then to
reduce it using a binary search.
The plant equations in state space form is
x = Ax + B1 w + B2 u
z = C1 x + D11 w + D12 u
y = C2 x + D21 w + D22 u
3
The following assumptions must be satised to ensure a solution:
The pair (A, B2 ) must be stabilizable and the pair (C2 , A) detectable.
D11 = 0 and D22 = 0 will simplify the equations and implies that
the transfer functions from u to y and from w to z rolls o at high
frequency.
A B1 B2
G(s) =
C1 0 D 12
C2 D21 0
2.1.2 Solution
The solution of this problem requires the solving of two Ricatti equations,
one for the controller and one for the observer.
The control law is given by
u = Kc x
and the state estimator equation by
x = Ax + B2 u + B1 w + Z Ke (y y)
where
w = 2 B1T X x
y = C2 x + 2 D21 B1T X x
4
The controller gain is Kc as for the LQG case, and the estimator gain is
Z Ke instead of Ke as for the LQG case, with
and
Z = (I 2 Y X )1
The terms X and Y are solutions to the controller and estimator Ricatti
equations
A B2 D12 D12
T
C1 2 B1 B1T B2 D12 B2T
X = Ric
C1T C1 (A B2 D12 D12 T
C1
(A B1 D21
T
D21 C2 )T 2 C1T C1 C2T D21 C2
Y = Ric
B1 B1T (A B1 D21 T
D21 C2
3 Properties of H Controllers
The following important properties for H controllers exist:
The stabilising feedback law u2 (s) = K(s)y2 (s) minimizes the norm of
the closed loop transfer function
5
The H sub-optimal controller (use hinf.m or the newer hinfsyn.m
in Matlab) for an n-state augmented plant have exactly n states.
The implications are that this technique allows very precise frequency-domain
loop shaping via suitable weighting strategies. If you augment the plant
with frequency dependent weights W1 to W3 , then the Matlab script hinf or
newer hinfsyn or mixsyn will nd a controller that shapes the signals to
the inverse of these weights, if it exists. The Matlab function augw.m forms
the augmented plant
W1 W1 P
0 W2
G(s) =
0 W3 P
I P
6
4 Examples
4.1 Example 1
Consider the case of the double integrator
1
G(s) =
s2
This plant violates the rules for a solution (poles on imaginary axis). Now we
must set up the equations carefully. The equation set, in state space form,
with the addition of a disturbance term representing uncertainty d, is
x1 = d + u
x2 = x1
with the regulated output (note the inclusion of the control signal to bound
it) given by
x2
z=
u
with the measurement equation
y = x2 + n
In standard format and H format, the block diagrams of the double inte-
grator is shown in Figure 3.
7
d
+ 1 x1 1 x2
u+
s s
y +
n
+
(a) Standard Format
n
x2 +
d + 1 x1 1 +
s s G( s )
+
u
u y
K ( s)
Figure 3: Double integrator example expressed into (a) Standard format and
(b) H format
The solution to this problem by computer (pre-shifting the poles at the origin
8
and post-shifting the controller poles back) gives
[ ] 1.08 578.3(s + 0.39)
= 2.62, Kc = 1.59 1.08 , Ke = , K(s) =
1.59 (s + 2.33)(s + 220.7)
4.2 Example 2
Consider the following plant
s1
P (s) =
s+1
This need quite agressive control to stabilize. Lets focus on the sensitivity S
and choose a weight
0.1 (s + 100)
W1 =
100 s + 1
with bode plot (remember as W1 S 1, therefore S will track W11 )
Bode Diagram
20
0
Magnitude (dB)
W1(s)
20
40
60
0
Phase (deg)
45
90
4 2 0 2 4
10 10 10 10 10
Frequency (rad/sec)
9
The H -controller can be found using
(s + 1)(s 438900)
K = 0.0001
(s + 0.01)(s + 69.53)
0.0009999 (s + 100)(s + 69.53)(s + 1)(s + 0.01)
TW1 S =
(s + 0.01)(s + 1)(s + 1.876)(s + 23.77)
0.000009999(s + 1)2 (s 438900)
TW2 R =
(s + 1)(s + 1.876)(s + 23.77)
How well did the H controller achieved the objectives? Generate the sin-
gular values using
sigma(S,k,GAM/W1,k-.,T,r,GAM*P/W2,r-.)
legend(S = 1/(1+L),GAM/W1, T=L/(1+L),GAM*P/W2,2)
Singular Values
60
S = 1/(1+L)
GAM/W1
40 T=L/(1+L)
GAM*P/W2
20
Singular Values (dB)
20
40
60
80
4 2 0 2 4 6
10 10 10 10 10 10
Frequency (rad/sec)
10
4.3 Example 3
Consider the following plant
1
P (s) =
(s + 1)(s + 2)
Now choose weights to make the bandwidth about 3 rad/s and the sensitivity
S as low as -40 dB at low frequencies. At the same time make the transmis-
sion T capable of robustly tolerating uncertainties of about 20 dB. Suitable
weights would be (choose Ms = Mt = 1.5)
s/Ms + s 0.67(s + 4.5)
W1 (s) = =
s + s s s + 0.003
s + t /Mt 100(s + 2)
W3 (s) = =
t s + t s + 300
Using hinfsyn we obtain = 1.1973 and the controller
110918138.86(s + 300)(s + 2)(s + 1) 3.01(s + 2)(s + 1)
K= 2
(s + 0.003)(s + 1701)(s + 3636s + 6495000) s + 0.003
with matching
Singular Values
20
S = 1/(1+L)
0 GAM/W1
T=L/(1+L)
GAM*T/W3
20
40
Singular Values (dB)
60
80
100
120
140
160
180
4 2 0 2 4
10 10 10 10 10
Frequency (rad/sec)
11
By stiening the frequency requirement on T by using W30 = (W3 )2 as weight,
reducing the overshoot to M = 1.2, we will arrive at = 1.72 and
13.51(s + 2)(s + 1)
K
(s + 0.003)(s + 7.09)
Singular Values
10
S = 1/(1+L)
GAM/W1
0 T=L/(1+L)
GAM*T/W3
10
Singular Values (dB)
20
30
40
50
60
70
3 2 1 0 1 2 3
10 10 10 10 10 10 10
Frequency (rad/sec)
The controller can now tolerate 20 dB uncertainty from 10 rad/s and also
provide almost -60 dB sensitivity at low frequencies.
12