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1.1 Introduction
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2
Figure 1.1: The square pulse approaches an impulse function as ∆ goes to zero.
Here are the stability definitions: A dynamic system has one of the
following stability properties:
h(t), is zero:
lim h(t) = 0 (1.1)
t→∞
0
t
Impulse, Impulse
response Marginally stable system
y(t)=h(t)
System
0
t
Unstable system
In the definition above it is assumed that the impulse in the input u starts
from zero and that the impulse response in the output y has zero initial
value. In practice these initial values may be different from zero if the
system initially is some other operating point than the “zero” operating
point.
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One problem with the ideal impulse function is it can not be generated
fully in practice, but in practice there is hardly ever a need to perform
impulse response experiments to determine stability properties. It is more
useful as a conceptual definition of stability, cf. the next section.
The input u will be a unit impulse, that is, u(t) = δ(t). It can be shown
that the Laplace transform of δ(t) is 1. Let us denote the impulse response
h(t). The Laplace transform of h(t) is
Thus, the Laplace transform of the impulse response equals the transfer
function of the system. We need the impulse response time-function h(t)
since it is the basis for the definitions of the different stability properties.
With results from Laplace transform theory, h(t) can be calculated using
the following formula:
1 dm−1 m st
h(t) = lim (s−p i) H(s) e (1.6)
s→pi (m−1)!
dsm−1
i
h(s)
st
= lim (s− pi) H(s)e if m = 1 (1.7)
s→pi
i
h(s)
{pi } is the set of poles in H(s), and hence the roots of the denominator of
H(s). m is the multiplicity of the poles (so-called simple poles have
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a(s) = 0 (1.8)
We will now use (1.6) and (1.7) to connect the different stability properties
to the pole placement in the complex plane. Let us first assume that the
poles of H(s) are simple. Then m = 1, and h(t) is given by (1.7). A pole is
generally a complex number:
pi = ai + jbi (1.11)
where ai is the real part and bi is the imaginary part of the pole. (1.7)
implies that h(t) is equal to the sum of the i partial responses of the total
impulse response:
h(t) = hi (t) (1.12)
i
where
hi (t) = ki epi t = ki e(ai +jbi )t = ki eai t ejbi t (1.13)
Here ki is some constant. The term ejbi t is a complex number on the unity
circle and therefore it has absolute value equal to 1.2 Thus, it is the term
eai t which determines the steady-state (t → ∞) absolute value of the
partial response hi (t) according to the following analysis:
• Suppose that the real part, ai , of the pole is strictly negative, that is,
ai < 0, which means that the pole lies in the left half plane. This
implies eai t → 0, and therefore hi (t) → 0 as t → ∞.
• Suppose that the real part, ai , of the pole is strictly positive, that is,
ai > 0, which means that the pole lies in the left right plane. This
implies eai t → ∞, and therefore hi (t) → ∞ as t → ∞.
From the above analysis we can conclude as follows for transfer functions
having pole multiplicity one: (1) If each of the poles lies in the left half
plane, the system is asymptotically stable, because then each of the partial
impulse response terms, hi (t), goes towards 0 as t → ∞. (2) If one pole lies
on the imaginary axis while the rest of the poles lies on the left half plane,
the system is marginally stable, because then one of the hi (t)-terms goes
towards a constant value different from 0 as t → ∞. (3) If at least one of
the poles lies in the right half plane, the system is unstable, because then
at least one term hi (t) goes to ∞ as t → ∞.
Multiple poles: It would have been nice to conclude about stability and
pole placement now, but we have to look closer at the case of multiple
poles of H(s). The impulse response h(t) is given by (1.6). Suppose that
that the multiplicity of the pole pi is m = 2. The corresponding partial
impulse response becomes
d
hi (t) = lim (s−pi)2 H(s)est (1.14)
s→pi ds
d
Here, the term ds (est ) is equal to test , which means that hi (t) will contain
p t
terms as te i . By performing the same analysis as for simple poles, we will
find the following: (1) hi (t) → 0 for a pole with negative real part (since
tepi t goes towards zero because epi t decreases faster than t increases). (2)
hi (t) → ∞ for a pole on the imaginary axis (tepi t equals t). (3) hi (t) → ∞
for a pole having positive real part. We will get the same results if the
multiplicity m is greater than two.
Asymptoticallystable
Figure 1.3: The relation between stability property and pole placement
has pole p = +1, which lies in the right half plane. The system is therefore
unstable.
K [N/m]
F [N]
m
D [N/(m/s)]
0 y [m]
where nL (s) and dL (s) are the numerator and denominator polynomials of
L(s), respectively. The characteristic polynomial of the tracking function is
c(s) = dL (s) + nL (s) (1.28)
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Process
disturbance
Process d(s)
See Figure 1.8 which shows a block diagram (transfer function based) of a
control system. We assume that the individual transfer functions with
parameter values are as follows:
ymSP ym
L(s)
Figure 1.9: Compact block diagram of a control system with setpoint ymSP as
input variable and process measurement Ym as output variable
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Table 1.1: Poles of the tracking transfer function for various Kp -values
Hs (s) = Ks = 1 (1.30)
Hc (s) = Kp (proportional controller) (1.31)
1
Hu (s) = (1.32)
(s + 1)2 s
−1
Hd (s) = (1.33)
(s + 1)2 s
The stability property of the control system can be determined from the
placement of the poles of the tracking transfer function, T (s), which is the
transfer function from the reference ySP to the process output variable y.
The tracking transfer function is
y(s) Hsm (s)Hc (s)Hu (s)
T (s) = = (1.34)
ySP (s) 1 + Hs (s)Hc (s)Hu (s)
Inserting (1.29) — (1.33) gives
Kp
Hyr ,y (s) = (1.35)
s3 + 2s2+ s + Kp
The characteristic polynomial of T (s) is
a(s) = s3 + 2s2 + s + Kp (1.36)
Table 1.1 shows the poles for three different Kp -values.3
Figure 1.10 shows the step response in y for the three Kp -values (it is a
unit step in r).
The Nyquist’s stability criterion will now be derived. We start with a little
rewriting: The roots of (1.28) are the same as the roots of
dL (s) + nL (s) nL (s)
=1+ = 1 + L(s) = 0 (1.37)
dL (s) dL (s)
3
The poles can be calculated using the MATLAB-function roots or pzmap or pole or
using the LabVIEW-function Complex Polynomial Roots.
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Figure 1.10: Example 1.3: Step response in the process output variable y for
three different Kp -values
Γ contour
Im(s)
PCL poles of
closed loop system in
right half plane
Re(s)
P OL poles of
open loop system in
right half plane
Positive
direction of
circulation
Figure 1.11: s shall follow the Γ contour once in positive direction (counter
clockwise).
For our purpose, we let the function f (s) in the Argument variation
principle be
f(s) = 1 + L(s) (1.39)
The Γ contour must encircle the entire right half s-plane, so that we are
certain that all poles and zeros of 1 + L(s) are encircled. From the
Argument Variation Principle we have:
dL (s) + nL (s)
arg[1 + L(s)] = arg (1.40)
Γ Γ dL (s)
= 360◦ · (number of roots of (dL + nL ) in RHP
minus number roots of dL in RHP) (1.41)
◦
= 360 · (number poles of closed loop system in RHP
minus number poles of open system in RHP)
= 360◦ · (PCL − POL ) (1.42)
where RHP means right half plane. By “open system” we mean the
(imaginary) system having transfer function L(s) = nL (s)/dL (s), i.e., the
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original feedback system with the feedback broken. The poles of the open
system are the roots of dL (s) = 0.
Let us take a closer look at the terms on the right side of (1.43): POL are
the roots of dL (s), and there should not be any problem calculating these
roots. To determine the angular change of the vector 1 + L(s). Figure 1.12
shows how the vector (or complex number) 1 + L(s) appears in a Nyquist
diagram for a typical plot of L(s). A Nyquist diagram is simply a
Cartesian diagram of the complex plane in which L is plotted. 1 + L(s) is
the vector from the point (−1, 0j), which is denoted the critical point, to
the Nyquist curve of L(s).
Let us take a more detailed look at the Nyquist curve of L as s follows the
Γ contour in the s-plane, see Figure 1.11. In practice, the denominator
polynomial of L(s) has higher order than the numerator polynomial. This
implies that L(s) is mapped to the origin of the Nyquist diagram when
|s| = ∞. Thus, the whole semicircular part of the Γ contour is mapped to
the origin.
The imaginary axis constitutes the rest of the Γ contour. How is the
mapping of L(s) as s runs along the imaginary axis? On the imaginary
axis s = jω, which implies that L(s) = L(jω), which is the frequency
response of L(s). A consequence of this is that we can in principle
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Im L(s) Negative ω
The
critical
point
Infinite ω
1
0
Re L(s)
1 + L(s)
Nyquist
curve of Decreasing ω
L(s) Positive ω
Figure 1.12: Typical Nyquist curve of L(s). The vector 1 + L(s) is drawn.
and
L(−jω) = − L(jω) (1.45)
Therefore the Nyquist curve of L(s) for ω < 0 will be identical to the
Nyquist curve of ω > 0, but mirrored about the real axis. Thus, we only
need to know how L(jω) is mapped for ω ≥ 0. The rest of the Nyquist
curve then comes by itself! Actually we need not draw more of the Nyquist
curve (for ω > 0) than what is sufficient for determining if the critical
point is encircled or not.
Figure 1.13: Left diagram: If L(s) has a pole in origin, the Γ contour must
pass the origin along an arbitrarily small semicircle to the right. Right diagram:
A typical Nyquist curve of L.
left half plane. This implies that POL does not count these poles.) The
radius of the semicircle around origin is arbitrarily small. The Nyquist
curve then becomes as shown in the diagram to the right in the same
figure. The arbitrarily small semicircle in the s-plane is mapped to an
infinitely large semicircle in the L-plane. The is because as s → 0, the loop
transfer function is approximately
K
L(s) ≈
s
(if we assume one pole in the origin). On the small semicircle,
s = rejθ (1.46)
which gives
K −jθ
L(s) ≈
e (1.47)
r
When r → 0 and when simultaneously θ goes from +90◦ via 0◦ to −90◦ ,
the Nyquist curve becomes an infinitely large semicircle, as shown.
In most cases the open system is stable, that is, POL = 0. (1.43) then
becomes
argΓ [L(s)]
PCL = (1.49)
360◦
This implies that the feedback system is asymptotically stable if the
Nyquist curve does not encircle the critical point. This is the Nyquist’s
special stability criterion or the Nyquist’s stability criterion for open stable
systems.
Im L(s)
j
Unit circle
L(jω180 )
1
0
Re L(s)
L(jωc )
Decreasing ω
Positive ω
Im L(s)
j
Unity circle
L(jω180 )
1/GM
1
0
PM Re L(s)
L(jωc)
Figure 1.15: Gain margin GM and phase margin P M defined in the Nyquist
diagram
If we use decibel as the unit (like in the Bode diagram which we will soon
encounter), then
GM [dB] = − |L(jω 180 )| [dB] (1.54)
The phase margin P M is the phase reduction that the L curve can tolerate
at ω c before the L curve passes through the critical point. Thus,
arg L(jω c ) − P M = −180◦ (1.55)
which gives
P M = 180◦ + arg L(jω c ) (1.56)
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and
30◦ ≤ P M ≤ 60◦ (1.59)
The larger values, the better stability, but at the same time the system
becomes more sluggish, dynamically. If you are to use the stability margins
as design criterias, you can use the following values (unless you have
reasons for specifying other values):
For example, the controller gain, Kp , can be adjusted until one of the
inequalities becomes an equality.4
It can be shown5 that for P M ≤ 70◦ , the damping of the feedback system
approximately corresponds to that of a second order system with relative
damping factor
PM
ζ≈ (1.61)
100◦
For example, P M = 50◦ ∼ ζ = 0.5.
Im L(s)
1 Re L(s)
0
|1+L(jωc )|min
= |S(jωc )|max
L(jω)
Figure 1.16: The minimum distance between the L(jω) curve and the critical
point can be interpreted as a stability margin. This distance is |1 + L|min =
|S|max .
[dB] |L(jω)|
0 dB
ωc ω
GM
(logarithmic)
PM
-180
ω180
We will determine the stability property of the control system for different
values of the controller gain Kp in three ways: Pole placement, Nyquist’s
Stability Criterion, and simulation. The tracking transfer function is
ym (s) L(s) nL (s) Kp
T (s) = = = = 3 (1.65)
ymSP (s) 1 + L(s) dL (s) + nL (s) s + 2s2 + s + Kp
The characteristic polynomial is
c(s) = s3 + 2s2 + s + Kp (1.66)
Figures 1.19 — 1.21 show the step response after a step in the setpoint, the
poles, the Bode diagram and Nyquist diagram for three Kp values which
result in different stability properties. The detailed results are shown
below.
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Process with
measurement
Controller and scaling
ymSP ym
Hc (s) Hp (s)
• The gain margin GM is how much the loop gain, K, can increase
before the system becomes unstable. For example, is GM = 2 when
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• The phase margin P M is how much the phase lag function of the
loop can be reduced before the loop becomes unstable. One reason of
reduced phase is that the time delay in control loop is increased. A
change of the time delay by ∆τ introduces the factor e−∆τ s in L(s)
◦
and contributes to arg L with −∆τ · ω [rad] or −∆τ · ω 180π [deg]. |L|
is however not influenced because the amplitude function of e−τ s is 1,
independent of the value of τ . The system becomes unstable if the
time delay have increased by ∆τ max such that6
180◦
P M = ∆τ max · ω c [deg] (1.67)
π
which gives the following maximum change of the time delay:
PM π
∆τ max = (1.68)
ω c 180◦
If you want to calculate how much the phase margin P M is reduced
if the time delay is increased by ∆τ , you can use the following
formula which stems from (1.67):
180◦
∆P M = ∆τ · ω c [deg] (1.69)
π
For example, assume that a given control system has
ω c = 0.2rad/min and P M = 50◦ . If the time delay increases by 1min,
◦
the phase margin is reduced by ∆P M = 1 · 0.2 180 ◦
π = 11.4 , i.e. from
◦ ◦
50 to 38.6 .
6
Remember that P M is found at ωc .
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Figure 1.19: Example 1.4: Step response (step in setpoint), poles, Bode dia-
gram and Nyquist diagram with Kp = 1. The control system is asymptotically
stable.
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Figure 1.20: Example 1.4: Step response (step in setpoint), poles, Bode di-
agram and Nyquist diagram with Kp = 2. The control system is marginally
stable.
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Figure 1.21: Example 1.4: Step response (step in setpoint), poles, Bode dia-
gram and Nyquist diagram with Kp = 4. The control system is unstable.