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EPL510 Control Engineering II

EPL510 Control Engineering II

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EPL510: CONTROL ENGINEERING II

Prerequisites

Purpose

Learning Outcomes

Course Outline

Controllers: Basic control actions, automatic controllers, actuators, sensors. Design using various

Design specifications, controller configurations, P, PI, PD and PID controllers, models, character-

istics and implementation, tuning of PID controllers

State space: state variable feedback controller design, controllability, observability, eigenvalue place-

ment, observer design for linear systems

Introduction to non-Linear control systems: sources of non-linearity, mathematical description of

non-linear systems

Optimal control: Concept of optimal control, cost function, minimum time and minimum energy

strategies, Lagrange multipliers,

i

Teaching Methodology

2 hour lectures and 1 hour tutorial per week, and at least five 3-hour laboratory sessions per

semester organized on a rotational basis.

Instructional Materials/Equipment

2. Computer laboratory;

3. Overhead projector;

2. Shankar Sastry, Nonlinear Systems: Analysis, Stability, and Control, Springer, 1999 (SS)

3. Hassan K. Khalil, Nonlinear Systems, 3rd Ed., Prentice Hall, 2002 (HK)

4. Benjamin C. Kuo, Digital Control Systems, Second Edition, Oxford University Press

5. M. Sami Fadali and A. Visioli, Digital Control Engineering, Academic Press, 2009.

References

1. C. L. Phillips and H. T. Nagle, Jr., Digital Control System Analysis and Design, Third edition,

Prentice-Hall, Englewood Cliffs

2. Raymond G. Jacquot, Modern Digital Control Systems, 1st edition, Marcel Dekker, Inc

3. Gene F. (2005) Feedback Control of Dynamic Systems, Prentice Hall, 5th Ed.

ii

Contents

1 CONTROLLERS 1

1.1 Definitions: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.2 Proportional (P) Control Action . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

1.3 Integral Control Action . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

1.4 Derivative Control Action . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

1.5 Proportional and Integral (PI) Control Action . . . . . . . . . . . . . . . . . . . . . . 15

1.6 Proportional and Derivative (PD) Control Action . . . . . . . . . . . . . . . . . . . . 18

1.7 Tuning of PID Controllers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

1.8 Electronic P, PI, PD and PID Controllers . . . . . . . . . . . . . . . . . . . . . . . . 26

2.1 State space representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

2.1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

2.1.2 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

2.2 State Equations from Transfer Functions . . . . . . . . . . . . . . . . . . . . . . . . . 36

2.2.1 Controllable canonical form . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

2.2.2 Observable canonical form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38

2.2.3 Diagonal canonical form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

2.2.4 Jordan Canonical Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

2.3 Similarity Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

2.3.1 Eigen Values and Eigen Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . 44

2.3.2 Repeated Eigen values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46

2.4 Laplace Transform Technique . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48

2.4.1 Transfer Function from state space equations . . . . . . . . . . . . . . . . . . 49

2.4.2 Time Solution of state equations . . . . . . . . . . . . . . . . . . . . . . . . . 51

2.4.3 State Transition Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52

2.4.4 Controllability and Observability . . . . . . . . . . . . . . . . . . . . . . . . . 55

2.5 State Space Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

2.5.1 Pole Placement Design Technique . . . . . . . . . . . . . . . . . . . . . . . . . 59

2.5.2 State Observer Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69

3.1 Equilibrium Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77

3.2 Linearization of non linear state space model and local stability . . . . . . . . . . . . 80

3.3 Describing functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84

iii

4 OPTIMAL CONTROL 96

4.1 Performance Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96

4.2 Solution to the Optimal Control problem . . . . . . . . . . . . . . . . . . . . . . . . 98

iv

Controllers Lecture Notes by A. M. Muhia

1 CONTROLLERS

1.1 Definitions:

as to command, direct, or regulate itself or another system.

A control system must have

• An input or inputs

• An output or outputs

Control action is that quantity responsible for actuating the system to produce the output. De-

pending on whether such a control action is dependent on the status of the output, control systems

are classified as

This is a control system in which the output has no effect on the control action i.e. the control

action is totally independent of the output of the system. The output is neither measured nor fed

back for comparison with the input. To each reference input, there corresponds a fixed operating

condition and as a result the accuracy of the system depends on the calibration. Open loop control

can be used, in practice, if the relationship between the input and output is known and if there are

neither internal nor external disturbances.

A general open loop control system is shown in Figure 1 below.

The reference input r(t) is applied to the controller which generates the actuating signal u(t) to

give the controlled output c(t).

This is a control system in which the control action is somehow dependent on the output of the

system. There is a comparison of the state of the output and the reference state. This property is

known as feedback and is the main difference between open loop and closed loop systems.

1

Controllers Lecture Notes by A. M. Muhia

Feedback is the property of the system which permits the output to be compared with the reference

input so that appropriate control action is formed

The generalized closed loop control system is shown in Figure 2 below

u (t) - actuating signal

e (t) - error signal

c (t) - controlled output

b (t) - feedback signal

Part of the output is fed back to the input. The comparison between the reference input r (t) and

the feedback b (t) gives the error e (t) .

When feedback signal is positive, the system is called positive feedback system and e (t) = r (t) +

b (t).

When the feedback signal is negative, the system is called negative feedback system and e (t) =

r (t) + b (t).

The error is applied to the controller which gives the actuating signal u (t). The action of the

controller will be to drive the controlled output in such a manner so that the error is reduced to

zero i.e. the feedback signal is equal to the input signal. The manner in which the automatic

controller produces the control signal is called the control action

Industrial controllers are classified on the basis of the control action as;

Linear systems are systems which obey the principle of superposition and proportionality.

If an input x1 produces output y1 by proportionality theorem an input αx1 produces an output

αy1 . By superposition theorem, an input αx1 + βx2 will produce an output αy1 + βy2 .

Linear systems are systems where mathematical tools like Laplace, Fourier etc. can be used. These

systems can be analysed mathematically or graphically.

• Practical systems are not fully linear but exhibit certain non-linearities. The common exam-

ples of non-linearity are saturation, friction, deadzone, backlash etc.

2

Controllers Lecture Notes by A. M. Muhia

• The stability of linear systems depends on the root location and is independent of the initial

state. In non-linear systems, stability depends on root location as well as the initial condition

and type of input.

• Non-linear systems exhibit self sustained oscillations of fixed frequency and amplitude called

Limit Cycles. Linear systems do not have this feature

• Non linear systems may exhibit hysteresis while linear systems do not show this behaviour

SR. NO Linear Systems Non Linear Systems

1 Obey superposition theorem Do not obey superposition theorem

2 Can be analysed by standard Cannot be analysed by standard

test signals test signals

3 Stability depends only on the Stability depends on the root location,

root location initial condition and type of input

4 Do not exhibit Limit Cycles Exhibit Limit Cycles

5 Do not exhibit Hysteresis / Exhibit Hysteresis /Jump Resonance

Jump Resonance

6 Can be analysed by Laplace, Cannot be analysed by these methods

Fourier and Z-transforms

An automatic controller compares the actual value of the plant with the desired value, determines

the deviation and produces a control signal which will reduce the deviation to zero or to a small

value. The manner in which the automatic controller produces the control signal is called the

control action. Industrial controllers are classified on the basis of the control action as

The control action or signal u (t) is proportional to the error signal e (t) i.e

3

Controllers Lecture Notes by A. M. Muhia

Proportional control is the basis of root-locus design

Taking the Laplace transform of the equation 1

U (s)

⇒ kp =

E (s)

Y (s) kp G (s)

= (3)

R (s) 1 + kp G (s)

1 + kp G (s) = 0 (4)

Example 1.1

Construct the root-locus for the first order control system shown below

k

G (s) =

Ts

characteristic equation

1 + G (s) H (s) = 0

k

1+ =0

Ts

4

Controllers Lecture Notes by A. M. Muhia

Ts + k = 0

−k

s=

T

where k is varied from zero to ∞, the locus commences at the open-loop pole s = 0 and terminates

at minus infinity on the real axis.

Example 1.2

Construct the root locus for the 2nd order control system below

k

G (s) H (s) =

s (s + 4)

s = 0, −4

characteristic equation

1 + G (s) H (s) = 0

k

1+ =0

s (s + 4)

s2 + 4s + k = 0

5

Controllers Lecture Notes by A. M. Muhia

0 s2 + 4s = 0 s = 0, −4

4 s2 + 4s + 4 = 0 s = −2 ± j0

8 s2 + 4s + 8 = 0 s = −2 ± j2

16 s2 + 4s + 16 = 0 s = −2 ± j3.46

The loci commences at the open-loop s = 0, −4 when k = 0. At k = 4 they branch into the complex

space

Y (s) kp

=

R (s) ks + c + kp

kp

⇒ Y (s) = R (s)

ks + c + kp

1

If the input is a unit step, then R (s) = the steady state value of Y (s) is given by

s

k 1

Yss = limS→0 s

ks + c + kp s

kp

= <1

c + kp

kp

Yss =

c + kp

1

=

1 + c/kp

Yssk →∞ = 1

p

6

Controllers Lecture Notes by A. M. Muhia

The step response of the closed loop system is as shown below

The difference between Yss and the ideal value is known as the steady state error ess

The steady state error can be reduced by increasing the gain kp and can be eliminated completely

by increasing kp to infinity

In practical control systems, we cannot increase kp indefinitely as this

• may be expensive (a high gain amplifier which is expensive to design and consumes more

power)

• may not be physically possible ; Amplifier have saturation limits and infinite gain is not

practically realizable

• amplifier noise

The time constant of a gain system gives an estimate of the speed of response of a system

The open loop time constant of the system is

1

ks + c

τ = kc

for the closed loop system

k

τ=

c + kp

since k , c , and kp are positive constants,

k k

<

c + kp c

therefore increasing kp reduces the time constant and this makes the system faster.

7

Controllers Lecture Notes by A. M. Muhia

kp

G (s) = 2

s + as + b

closed loop transfer function

Y (s) G (s)

=

R (s) 1 + G (s)

kp

= 2

s + as + b + kp

kp 1

Yss = lim s 2

s→0 s + as + b + kp s

kp

= <1

b + kp

The open loop transfer function is given by

kp

G (s) =

ks2 + cs

The closed loop transfer function is given by

Y (s) kp

= 2

R (s) ks + cs + kp

8

Controllers Lecture Notes by A. M. Muhia

kp 1

Yss = lim s

s→0 ks2 + cs + kp s

kp

= =1

kp

SUMMARY

In general for proportional control

• The output has a non zero steady state error to step inputs if the plant is type 0.

The steady state error can be reduced by increasing the gain kp when possible

• Increasing the gain kp reduces the time constant making the system faster

Example 1.3

Consider the system below where k = 2 , c = 3. Determine

1. The value of kp to give a maximum steady state error of 0.2 for a unit step input

9

Controllers Lecture Notes by A. M. Muhia

Solution

kp

Yss =

c + kp

ess = 1 − Yss

kp

=1−

c + kp

c

=

c + kp

3

= 0.2

3 + kp

kp = 12

k

τ=

c + kp

2

=

15

Example 1.4

Consider the system below. Given that k = 10 , c = 5 ,determine kp such that the dumping factor

of the closed loop system ξ = 0.7071 and compute the time constant τ of the resulting closed loop

system

Y (s) kp

= 2

R (s) ks + cs + kp

kp/k

= 2 c (5)

s + k s + kp/k

10

Controllers Lecture Notes by A. M. Muhia

Y (s) ωn2

= 2 (6)

R (s) s + 2ξωn s + ωn2

where

ωn - undumped natural frequency

ξ - damping factor

comparing the characteristic equation (i) and (ii)

r

2 kp kp

ωn = ωn =

k k

c

2ξωn =

k

1 c

ξ=

2ωn k

solving for kp

s

1 k c

0.7071 = ×

2 kp k

1 k c2

0.70712 =

4 kp k 2

c2

0.70712 = but c = 5 , k = 10

4kkp

25

kp =

40 × 0.70712

= 1.25

1

Time constant τ =

ξωn

r r

kp 1.25

ωn = =

k 10

= 0.3536

1

=

0.7071 ∗ 0.3536

τ =4

11

Controllers Lecture Notes by A. M. Muhia

For integral control, the control signal u (t) is given by

ˆ t

u (t) = ki e (t) dt (1)

0

converting equation 1 to frequency domain

k

U (s) = i E (s)

s

Consider the system shown below. It is assumed that k and c are position constants

ki

s (ks + c)

The closed loop transfer function is obtained as

Y (s) k

= 2 i

R (s) ks + cs + ki

ki

= k (2)

c k

s + s+ i

2

k k

The integral control action increases the type of system by 1 and the order of the system by 1

If the input is unit step input, the steady state value of Y (s) becomes

ki

k 1

Yss = lim s

s→0 c k s

s2 + s + i

k k

12

Controllers Lecture Notes by A. M. Muhia

=1

Comparing (2) with the general equation of 2nd order system

Y (s) ωn2

= 2

R (s) s + 2ξωn s + ωn2

r

ki

⇒ ωn =

k

c

⇒ 2ξωn =

k

c

ξ=

2ωn k

c

= √

2 k1 k

This implies that it is not possible to vary ωn and ξ independently. Hence the integral control action

on its own does not give the designer the flexibility of setting the values of ωn and ξ independently

since it has only one design parameter ki

SUMMARY

Integral control adds a pole at the origin and this increases the type of the system by 1

It improves the steady state performance of a system.

NB: When used with a type 0 system, the steady state error is eliminated.

Adding a pole at the origin pulls the root-locus to the right, thus lowering the stability margin of

the system. In some cases integral control could even make a system unstable.

Example 1.5

ki

ki

G (s) = 2 = k c

s (ks + c) 2

s s+

k

13

Controllers Lecture Notes by A. M. Muhia

ki

= k

c k

s + s+ i

2

k k

open loop poles

c

s2 s + =0

k

−c

s1 = 0 s2 = 0 s3 =

k

Figure 14: Root Locus for Integral Control of type 1, second order system

For these reasons integral control is normally not used on its own, but is combined with other laws.

d

u (t) = kd e (t)

dt

where kd is the derivative gain

14

Controllers Lecture Notes by A. M. Muhia

when the slope of e (t) is large at the current time , the magnitude of u (t)will increase i.e the

derivative control law provides a large corrective action in anticipation before the error gets large.

This is the main advantage of derivative control.

However it has some shortcomings.

If the error is constant, there is no corrective action taken even if the error is large i.e it cannot

bring a constant or slowly varying error to zero by itself →, allows drift.

In frequency domain

U (s) = skd E (s)

U s = sk

⇒ E(s) d

The gain increases with frequency and this has the effect of amplifying high frequency noise

The gain curve has an infinite gain at infinite frequency for an ideal derivative controller. This is

physically unrealizable

For this reasons the derivative control action is not used by itself in control systems but usually it

is combined with P or PI controls.

ˆ t

u (t) = kp e (t) + kI e (t) dt

0

ˆ

kp t

= kp e (t) + e (t) dt

TI 0

where

kp

= kI

TI

ˆ t

1

⇒ u (t) = kp e (t) + e (t) dt (1)

TI 0

kp - proportional gain

kI - Integral gain

TI - Integral time

Taking Laplace transform of equation (1)

1

U (s) = kp 1 + E (s)

sTI

15

Controllers Lecture Notes by A. M. Muhia

k

The controller adds a pole at the origin and a zero at s = − I to the open loop transfer function

kp

The type of the system is increased by one

Figure 15: Proportional plus Integral Control of type 0, first order system

kp s + ki

G (s) =

ks2 + cs

Closed loop transfer function

Y (s) kp s + ki

= 2

R (s) ks + c + kp s + ki

kp s/k

+ ki/k

= (2)

(c+k p )s k

s2 + k + ki

For a unit step input

kp s/k

+ ki/k 1

Yss = lim s

s→0 ( c+k p ) s k s

s2 + k + ki

=1

Comparing the characteristic equation of (2) and that of general second order system, then

r

ki

ωn =

k

c + kp

ξ= √

2 kki

16

Controllers Lecture Notes by A. M. Muhia

Example 1.6

Consider the system above with k = 1 , c = 1 and time constant τ = 0.2. Determine the PI

controller gains such that ξ = 0.7071

1

τ=

ξωn

1 1

ωn = =

ξτ 0.7071 × 0.2

= 7.071

q

ki

ωn = k

k

ωn2 = 2i

k

q

ki = ωn2 k 2

= 50

c + kp

ξ= √

2 kki

p

kp = 2ξ kki − c

p

kp = 2ξ kki − c

= 2 × 0.7071 × 7.071 − 1

=9

In general PI controller increases the type of system by one and therefore improves the steady state

performance of a system

However, it adds a pole at the origin which pulls the root locus to the right , thus degrading the

transient response of the system

17

Controllers Lecture Notes by A. M. Muhia

Additional pole at the origin also lowers the stability margin of the system and for this reason , it

is not used with type 1 or higher systems as such systems could become unstable.

d

u (t) = kp e (t) + kD e (t) (1)

dt

Taking Laplace transform of (1)

= kp + skD E (s)

= kp [1 + sTD ] E (s)

where

kp TD = kD

Figure 16: Proportional plus Derivative Control of type 0, first order system

Y (s) skD + kp

=

R (s) (kD + k) s + c + kp

For a unit step input

kp

Yss = <1

c + kp

18

Controllers Lecture Notes by A. M. Muhia

PD control does not improve the steady state performance of a system.

In general PD control increases the damping of the system and this reduces the overshoots. The

D component of the controller also makes the system faster. Reduce settling time and improve the

transient response

PD control adds a zero to the system

pulls root-locus to the left - improves the stability margin of the system

ˆ t

d

u (t) = kp e (t) + kI e (t) dt + kD e (t) (2)

0 dt

k

U (s) = kp E (s) + I E (s) + skD E (s)

s

k

= E (s) kp + I + skD

s

1

= kp E (s) 1 + + sTD

sTI

2

s TI TD + sTI + 1

= kp E (s)

sTI

PID adds two zeros and a pole to the system.

It increases the system type by 1

PID controller is used so as to utilize the best properties of PI and PID controller. In particular ,

PD.

Improves the transient response by increasing damping resulting in smaller overshoots, and improv-

ing speed of response

Improves the steady state performance

However, PID controller requires more components to implement and therefore is the most expensive

Example 1.7

A PID controller is inserted in series with a system having a transfer function

10

G (s) =

(s + 1) (s + 2)

19

Controllers Lecture Notes by A. M. Muhia

The system has unity feedback. Find the gain constant of the PID controller required to locate the

closed loop poles at s = −50 , s = −4 ± j5

Solution

The system is shown below

10kp s2 TI TD + sTI + 1

Y (s)

= 3

R (s) s TI + 3TI + 10kp T1 TD s2 + 2TI + 10kp TI s + 10kp

10kp

s2 TI TD + sTI + 1

TI

= 10k

s3 + 3 + 10kp TD s2 + 2 + 10kp s + T p

I

10kp

s3 + 3 + 10kp TD s2 + 2 + 10kp s +

(3)

TI

For closed loop poles s = −50 , s = −4 ± j5 the characteristic polynomial is

kp = 43.9

TI = 0.214

TD = 0.125

Example

1

G (s) =

(s + 1) (s + 2)

20

Controllers Lecture Notes by A. M. Muhia

√

Desired poles s = −2 ± j2 3

Tuning is the process of selecting the controller parameters to meet given performance specifica-

tions. Ziegler and Nicholas suggested rules for tuning PID controllers based on experimental step

response or based on the value of kp that results in marginal stability when only the proportional

control action is used

Ziegler Nicholas rules are used to select PID coefficient such that the step response of the resulting

system has a quarter decay ratio, which is satisfactory for many systems.

b c 1

= = etc

a b 4

Ziegler and Nicholas proposed two methods

The proportional controller has an adjustable gain.

The gain of the proportional controller is increased until the plant exhibits sustained oscillations

21

Controllers Lecture Notes by A. M. Muhia

NB: If the system does not exhibit sustained oscillations, whatever the value proportional gain

may have , then this method does not apply.

The period of oscillation pu (known as ultimate period) and the gain that causes the sustained

oscillations ku (known as ultimate gain) are determined

Ziegler and Nicholas proposed the following coefficients for PID control

Types of controller Optimum gain

kp TI TD

P 0.5ku - -

PI 0.45ku 0.833pu -

PD 0.6ku - 0.125pu

PID 0.6ku 0.5pu 0.125pu

ku - ultimate gain

pu - ultimate period

22

Controllers Lecture Notes by A. M. Muhia

For the process reaction method, the open loop step response of the system is obtained

NB: If an open loop step response is not S-shaped, this method does not apply

The parameters to be determined from the step response are the delay time L and the gradient at

the steepest point.

To obtain the delay time L a tangent is drawn at the steepest point of the step response and

extended to the time t axis as shown below

k

R=

T

For the approach, Ziegler and Nicholas proposed the following coefficients for PID control

23

Controllers Lecture Notes by A. M. Muhia

kp TI TD

1

P - -

LR

0.9 L

PI -

LR 0.3

1.2

PID 2L 0.5L

LR

Example 1.8

Use the ultimate cycle method to determine the gain for P, PI and PID controllers for the following

plant

1 1

G (s) = = 3

(s + 1) (s + 2) (s + 3) s + 6s2 + 11s + 6

Solution

A proportional controller is first used

The closed loop transfer function for the given system with a proportional controller is

kp

s3 + 6s2 + 11s + 6 + kp

The characteristic equation is

s3 + 6s2 + 11s + 6 + kp = 0

Setting s = jω and kp = ku

−jω 3 − 6ω 2 + 11jω + 6 + ku = 0

−jω 3 + 11jω = 0

ω 2 = 11

√

ω = ± 11

2π

ultimate period pu =

ω

2π

pu = √ = 1.89

11

24

Controllers Lecture Notes by A. M. Muhia

−6ω 2 + 6 + ku = 0

ku = 6ω 2 − 6

= 6 × 11 − 6

= 60

If P control is to be used with the given system then the gain kp should be set to

kp = 0.5ku

= 0.5 × 60

= 30

PI control

kp = 0.45ku

= 0.45 × 60

= 27

TI = 0.8133 × pu

= 0.8133 × 1.89

= 1.57

k

kI = Tp

I

= 17.18

PD control

kp = 0.6ku = 36

= 0.947

25

Controllers Lecture Notes by A. M. Muhia

k

kI = Tp = 38.1

I

kD = TD kp = 8.52

Example

The following table gives the measured open loop response of a system to unit step input.

Use Ziegler Nicholas rules to determine the controller gains for P, PI, and PID controller for the

system

t sec 0.00 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0 5.5 6.0

Amplitude 0.00 0.01 0.06 0.15 0.28 0.43 0.57 0.70 0.80 0.88 0.92 0.95 0.96

The Electronic P, PI, PD and PID Controllers are based on the op-amp circuit shown in the Figure

23 below where Z1 (s) and Z2 (S)are impedances

V2 (s) Z2 (s)

=−

V1 (s) Z1 (s)

Proportional controller

V2 (s) R2

= = kp

V1 (s) R1

NB: R2 could be variable , making it possible to vary kp

Integral controller

V2 (s) 1 k

= = I

V1 (s) sCR1 s

26

Controllers Lecture Notes by A. M. Muhia

ˆ t

1

v2 (t) = V1 (t) dt

R1 C 0

Derivative controller

V2 (s)

= sCR1 = skD

V1 (s)

or

dv1 (t)

v2 (t) = CR1

dt

If the differentiator is implemented as shown in Figure 26above, the circuit amplifies noise and the

op-amp immediately gets saturated

A practical differentiator is shown in Figure 27 below

27

Controllers Lecture Notes by A. M. Muhia

V2 (s) sCR2

=

V1 (s) 1 + sCR1

This differentiator has a limited gain i.e the gain levels are at same frequency, so it does not get

saturated like the ideal one

28

Controllers Lecture Notes by A. M. Muhia

V2 (s) R2

= [1 + sCR1 ]

V1 (s) R1

R2

⇒ kp =

R1

TD = R1 C

kD = R2 C

V2 (s) R2 1

= 1+

V1 (s) R1 sCR2

29

Controllers Lecture Notes by A. M. Muhia

R2

⇒ kp =

R1

TI = R2 C

1

KI =

R1 C

Proportional plus Integral plus Derivative (PID) Control

=

V1 (s) sC2 R1

C1 R1 + C2 R2 1

= + + sC1 R2

C 2 R1 sC2 R1

C1 R1 + C2 R2

⇒ kp =

C2 R1

1

kI =

C2 R1

kD = C1 R2

The P, I and D components are connected in parallel and the output of the respective parts summed

together.

This requires more components than the previous form but it gives the designer more flexibility as

the P, I and D gains can be set independently

30

Controllers Lecture Notes by A. M. Muhia

31

State Variable Methods Lecture Notes by A. M. Muhia

2.1.1 Introduction

State space approach is a generalized time-domain method of modelling, analysing and designing

a wide range of control systems.

The approach can deal with

1. Input variables

2. Output variables

3. State variables

2.1.2 Definitions

State: State of dynamic system is the smallest set of variables (state variables) such that knowl-

edge of the variables at time t = to plus knowledge of the inputs for t ≥ to , this information

determines the behaviour of the system for any time t ≥ to .

State variables: These are variables making up the smallest set of variables that determine the

state of the dynamic system.Let a dynamic system have n variables x1 , x2 , . . .., xn to describe the

behavior of the system while the input is given fort ≥ to and the initial state at t = to is specified.

If the future state of the system is determined, then such variables are a set of state variables.

State vector: The behavior of a given system is described by n state variables and can be

considered to be n components of a vector x. Such a vector is called a state vector. A state is thus

a vector that determines uniquely the system state x (t) for anyt ≥ to once the state at t = to is

given and the input for t ≥ to is specified.

State space: The n dimensional space whose coordinate axis consists of x1 , x2 , . . .., xn axis is

called state space. Any state can be represented by a point in the state space.

Consider the dynamic system shown below

The above dynamic system has MIMO.

32

State Variable Methods Lecture Notes by A. M. Muhia

The state of the system is described by a set of first order differential equations in terms of the

state variables x1 , x2 , . . .., xn and input variables u1 , u2 , . . .., ur as

The output of the system y1 (t) , y2 (t) ,. . .,ym (t) may be a function of input variables, state

variables and time. This may be described as

y1 (t) = (g1 x1 , x2 , . . . , xn ; u1 , u2 , . . . , ur ; t)

y2 (t) = g2 (x1 , x2 , . . . ., xn ; u1 , u2 , . . . ., ur ; t) (2)

x1 (t)

x2 (t)

x (t) = .

state vector

..

xn (t)

u1 (t)

u2 (t)

.. input vector

y (t) =

.

ur (t)

y1 (t)

y2 (t)

y (t) = .

output vector

..

ym (t)

33

State Variable Methods Lecture Notes by A. M. Muhia

Time invariant systems If the vector functions of f and g do not involve time, then the system

is said to be a time invariant system

Then

ẋt (t) = f (x, u) (5)

Time varying systems If the system is time varying, then equations 3 and 4 result to

where

A (t) – state matrix

B (t) – input matrix

C (t) – output matrix

D (t) – direct transition matrix

Example 1.1

Obtain the state space representation of the system described by

d3 y d2 y dy

3

+ 6 2

+ 11 + 6y = 6u

dt dt dt

where y is the output andu is the input to the system

Solution

Knowledge of y (0) , ẏ (0)and ÿ(0) together with the input u (t) for t ≥ 0 determines completely the

future of the system. Thus if y (t) , ẏ (t)and ÿ(t)are a set of the state variables then

Defining the state variables as

x1 = y

34

State Variable Methods Lecture Notes by A. M. Muhia

x2 = ẏ

x3 = ÿ

Then

ẋ1 = ẏ = x2

x2 = ẏ = x3

By use of vector matrix notation, then the 3 first order differential equations can be combined into

one as

ẋ1 0 1 x10 0

ẋ =

2 0 0 1 x2 + 0 u

ẋ3 −6 −11 −6 x3 6

h i x1

y= 1 0 0 x2

x3

Example 1.2

Write the state variable formulation of the parallel RLC network shown below

Solution

Applying KCL at node A then

i = iR + iC + iL

ˆ

v (t) dv (t) 1

I sin ωt = +C + v (t) dt

R dt L

Differentiating with respect to t and rearranging yields

35

State Variable Methods Lecture Notes by A. M. Muhia

d2 v 1 dv 1 ω

+ + v = I cos ωt

dt2 RC dt LC C

Choosing

v (t) = x1 (t)

ẋ1 (t) = x2

1 1 ω

ẋ2 (t) = − x1 − x2 + I cos ωt

LC RC C

The vector-matrix differential form of the state equation can be written as

" # " #" # " #

ẋ1 0 1 x1 0

= 1 1

+ ω

ẋ2 − LC − RC x2 C I cos ωt

h i x

1

v= 1 0

x2

NB

Usually in the circuit problem, the current through the inductor and voltage across the capacitor

are chosen as the state variables

The equation can be written as

= n (2)

U (s) s + a1 sn−1 + · · · + an−1 s + an

The state space representation of the system defined by equation (11) and (12) can be presented

in controllable canonical form, observable canonical form and diagonal canonical form

36

State Variable Methods Lecture Notes by A. M. Muhia

ẋ1 0 1 0 ··· ··· 0 0 x1

ẋ2 0 0 1 ··· ··· 0 x2 0

.. .. .. .. .. .. ..

. . . . . . .

. = . + . u (1)

.. .. .. .. .. .. ..

. . . .

ẋn−1 0 0 0 ··· ··· 1 xn−1 0

and

x1

x2

.

h ..

i

y = bn − an b0 bn−1 − an−1 b0 ··· · · · b1 − a1 b0

. + b0 u

(2)

..

xn−1

xn

Example 1.3

Consider the system given by

Y (s) s+3

= 2

U (s) s + 3s + 2

Solution

n = 2 , b0 = 0, b1 = 1, b2 = 3 ,a1 = 1, a2 = 2

" # " #" # " #

ẋ1 0 1 x1 0

= + u

ẋ2 −a2 −a1 x2 1

" #" # " #

0 1 x1 0

= + u

−2 −3 x2 1

" #

h i x

1

y = b2 − a2 b0 b1 − a1 b0 + b0 u

x2

" #

h i x

1

= 3 1

x2

37

State Variable Methods Lecture Notes by A. M. Muhia

= n

U (s) s + a1 sn−1 + · · · + an−1 s + an

ẋ1 0 0 ··· ··· 0 −an x1 bn − an b0

ẋ2 1 0 ··· ··· 0 −an−1 x2 bn−1 − an−1 b0

.. .. .. .. .. ..

. . . . .

.

u

. = . + (1)

.. .. .. .. ..

..

. . . .

ẋn−1 0 0 ··· ··· 0 −a2 xn−1 b2 − a2 b0

and

x1

x2

.

h ..

i

y= 0 0 ··· ··· 0 . + b0 u

1 (2)

..

xn−1

xn

Example 1.4

Obtain the observable canonical form of the state space representation for the system with the

transfer function

Y (s) s+3

= 2

U (s) s + 3s + 2

Solution

n = 2 , b0 = 0 ,b1 = 1 ,b2 = 3 ,a1 = 1 , a2 = 2

" # " #" # " #

ẋ1 0 −a2 x1 b2 − a2 b0

= + u

ẋ2 1 −a1 x2 b1 − a1 b0

" #" # " #

0 −2 x1 3

= + u

1 −3 x2 1

" #

h i x

1

y= 0 1 + b0 u

x2

38

State Variable Methods Lecture Notes by A. M. Muhia

" #

h i x

1

= 0 1

x2

If the denominator polynomial has distinct roots then the transfer function can be written as

= (1)

U (s) (s + p1 ) (s + p2 ) · · · (s + pn−1 ) (s + pn )

c1 c2 cn−1 cn

= b0 + + + + (2)

(s + p1 ) (s + p2 ) (s + pn−1 ) (s + pn )

the diagonal canonical form of the state space representation of the system is given by

ẋ1 −p1 0 ··· ··· 0 0 x1 1

ẋ2 0 −p1 ··· ··· 0 x2 1

.. .. .. .. .. .. ..

. . . . . . .

. + . u

= (3)

.

..

.. .. .. .. . .

.

. . . .

.

ẋn−1 0 0 0 ··· −pn−1 0 xn−1 1

and

x1

x2

.

h ..

i

y = c1 c2 ··· · · · cn−1 . + b0 u

cn (4)

..

xn−1

xn

Example1.5

Obtain the diagonal canonical form of the state space representation for the system with the transfer

function

Y (s) s+3

= 2

U (s) s + 3s + 2

Solution

s+3 s+3 c1 c2

= = +

s2 + 3s + 2 (s + 1) (s + 2) (s + 1) (s + 2)

39

State Variable Methods Lecture Notes by A. M. Muhia

b0 = 0 , c1 = 2 , c2 = −1 , p1 = 1 , p2 = 2

" # " #" # " #

ẋ1 −p1 0 x1 1

= + u

ẋ2 0 −p2 x2 1

" #" # " #

−1 0 x1 1

= + u

0 −2 x2 1

" #

h i x

1

y = c1 c2 + b0 u

x2

" #

h i x

1

= 2 −1

x2

If the denominator polynomial involves multiple roots then the state space representation can be

written in Jordan canonical form.

For example, if the pi ‘s are different from one another except that the first three are equal i.e.

p1 = p2 = p3 , then the factored form of the transfer function becomes

= (1)

U (s) (s + p1 )3 (s + p4 ) · · · (s + pn )

Y (s) c1 c2 c3 c4 cn

= b0 + 3

+ 2

+ + + ··· + (2)

U (s) (s + p1 ) (s + p1 ) (s + p1 ) (s + p4 ) (s + pn )

The state space representation of the system in Jordan canonical form becomes

ẋ1 −p1 1 0 0 0

x1 0

−p1

0 1 0

ẋ2

x2 0

..

ẋ3 0 0 −p1 0 . x 1

3

= + u (3)

ẋ4 0 .. x4 1

. −p4 .

. .

. .. ··· 0

ẋn xn 1

0 ··· ··· ··· ··· −pn

and

40

State Variable Methods Lecture Notes by A. M. Muhia

x1

x2

h i

..

y = c1 c2 ··· · · · cn .

+ b0 u (4)

.

..

xn

The characteristic equation of a given system remains invariant under different forms of state

variable representation. This can be true for the transfer function also. The choice of the states is

not unique

Example 1.6

Consider the system

...

y + 6ÿ + 11ẏ + 6y = 6u

where y is the output and u is the input. Obtain the state space representation of the system

Solution I

Let

x1 = y

x2 = ẏ

x3 = ÿ

ẋ1 = x2

ẋ2 = x3

ẋ1 0 1 x10 0

ẋ2 = 0 0 1 x2 + 0 u

ẋ3 −6 −11 −6 x3 6

h i x1

y= 1 0 0 x2

x3

|SI − A| = 0

41

State Variable Methods Lecture Notes by A. M. Muhia

s3 + 6s2 + 11s + 6 = 0

Solution II

...

y + 6ÿ + 11ẏ + 6y = 6u

Y (s) 6

= 3 2

U (s) s + 6s + 11s + 6

6

=

(s + 1) (s + 2) (s + 3)

Y (s) 3 −6 3

= + +

U (s) (s + 1) (s + 2) (s + 3)

3 −6 3

Y (s) = U (s) + U (s) + U (s)

(s + 1) (s + 2) (s + 3)

Defining

Y (s) = X1 (s) + X2 (s) + X3 (s)

where

3

X1 (s) = U (s) ẋ1 = −x1 + 3u

(s + 1)

−6

X2 (s) = U (s) ẋ2 = −2x2 − 6u

(s + 2)

3

X1 (s) = U (s) ẋ3 = −3x3 + 3u

(s + 3)

ẋ1 1 0 0 x1 3

ẋ2 = 0 −2 0 x2 + −6 u

ẋ3 0 0 −3 x3 3

h i x1

y= 1 1 1 x2

x3

42

State Variable Methods Lecture Notes by A. M. Muhia

|SI − A| = 0

s3 + 6s2 + 11s + 6 = 0

It has been stated that the choice of states is not unique for a given system. Suppose that there

exists a set of state variables

h iT

X = x1 x2 ··· xn (1)

h iT

Z = z1 z ··· zn (2)

Let X = P Z i.e

Z = P −1 X (3)

Differentiating equation (27) yields

Ż = P −1 Ẋ (4)

Ẋ = Ax + Bu

y = Cx

Ż = P −1 Ax + P −1 Bu (5)

Equation (29) becomes

Ż = P −1 AP z + P −1 Bu (6)

and

y = Cx = CP z (7)

43

State Variable Methods Lecture Notes by A. M. Muhia

y = Ĉx (9)

Hence similarity transformation the transformed system can be represented in the vector-matrix

differential form as

Ż = Âz + B̂u

y = Ĉx

NB

1. The characteristic equations and hence the Eigen values of A and Âare invariant under simi-

larity transformation

Ax = λx (1)

The values of the scalar λ for which non trivial solutions exist are called Eigen values and the

corresponding solutions x = 0 are called Eigen vectors

Equation (34) can be written in the form

(λI − Ax) = 0 whereI is the identity matrix

|λI − Ax| = 0 is the characteristic equation of A

The roots of the characteristic equation are called Eigen values of the matrix A

Corresponding to each Eigen value is a non-zero solution of x = expi This is called the Eigen vector

of A corresponding to λi

Example 1.7

" #

4 1

Determine the Eigen values and Eigen vectors of Ax = λx where A =

3 2

Solution

|λI − A| = 0

44

State Variable Methods Lecture Notes by A. M. Muhia

(λ − 4) (λ − 2) − 3 = 0

λ1 = 5, λ2 = 1

4 1 x1 x1

=5

3 2 x2 x2

4x1 + x2 = 5x1

x1 = x2

" # " #

x1 1

exp1 = =

x2 1

simplest form

Forλ2 = 1 , Ax = λx becomes

" #" # " #

4 1 x1 x1

=1

3 2 x2 x2

4x1 + x2 = x1

3x1 + 2x2 = x2

x1 = −3x2

" # " #

x1 1

exp2 = =

x2 −3

simplest form

45

State Variable Methods Lecture Notes by A. M. Muhia

" #

h i 1 1

P = exp1 exp2 =

1 −3

1 1 4 1 1 1 5 0

Â = P −1 AP = =

1 −3 3 2 1 −3 0 1

Under similarity transformation the characteristic equation does not change i.e.

|λI − A| = λI − Â = λ2 + λs + 5

In some cases, the matrix A will have repeated Eigen values. The Eigen vectors are evaluated as

follows

Example 1.8

3 −3 2

Determine the Eigen values and Eigen vectors of Ax = λx where A = −1 5 −2

−1 3 0

Solution

|λI − A| = 0

λ − 3 3 −2

1 λ−5 2 =0

1 −3 λ

λ3 − 8λ2 + 20λ − 16 = 0

λ1 = 4 λ2 = λ3 = 2

For λ1 = 4

3 −3 2 x1 x1

−1 5 −2 x2 = 4 x2

−1 3 0 x3 x3

This yield

46

State Variable Methods Lecture Notes by A. M. Muhia

x2 = −x1

and

x3 = −x1

1

exp1 = −1

−1

For λ2 = λ3 = 2

3 −3 2 x1 x1

−1 5 −2 x2 = 2 x2

−1 3 0 x3 x3

x1 − 3x2 + 2x3 = 0

The above equation becomes

x1 − 3α + 2β = 0

x1 = 3α − 2β

3 −2

exp = α 1 + β 0

0 1

3

For β = 0and α = 1 , exp2 = 1

0

−2

Forβ = 1 and α = 0 ,exp3 = 0

47

State Variable Methods Lecture Notes by A. M. Muhia

1 3 −2

P = −1 1 0

−1 0 1

−1

1 3 −2 3 −3 2 1 3 −2

Â = P −1 AP = −1 1 0 −1 5 −2 −1 1 0

−1 0 1 −1 3 0 −1 0 1

4 0 0

= 0 2 0

0 0 2

|λI − A| = λI − Â = λ3 − 8λ2 + 20λ − 16 = 0

Recall I

The Laplace transform of a function f (t) is defined as the integral

ˆ ∞

L {f (t)} = exp−st f (t) dt (1)

0

Example 1.9

Obtain the Laplace transform of f (t) = expat

Solution

ˆ ∞

L {f (t)} = exp−st expat dt

0

1

=

s−a

Recall II

n 0 o

L f (t) = sL {f (t)} − f (0) (2)

0

n o

L f ” (t) = s2 L {f (t)} − sf (0) − f (0) (3)

48

State Variable Methods Lecture Notes by A. M. Muhia

and so on for Laplace transform of higher derivatives(you should be able to prove this with a lot of

ease)

Example 1.10

Use the Laplace transform of second derivative to derive

s

L {cos (at)} = 2

s + a2

Solution

Let

f (t) = cos (at)

0

f (t) = −a sin at

and

0

f (0) = 0

f (0) = 1

0

n o

L f ” (t) = s2 L {f (t)} − sf (0) − f (0)

n o

L −a2 cos (at) = s2 L {cos (at)} − s − 0

s2 + a2 L {cos (at)} = s

s

L {cos (at)} = 2

s + a2

Y (s)

The transfer function is given by G (s) = U (s)

The general state space representation of any given systems is

ẋ = Ax + Bu (1)

49

State Variable Methods Lecture Notes by A. M. Muhia

y = Cx + Du (2)

Assuming that the initial conditions of the system are zero i.e. X (0) = 0 and rearranging (40) then

Y (s) = C (SI − A)−1 B + D U (s) (6)

Y (s)

G (s) = = C (SI − A)−1 B + D (7)

U (s)

Example 1.11

Obtain the transfer function of the system whose state space representation is given as

" #" # " #

0 1 x1 0

ẋ = + u

−2 −3 x2 1

" #

h i x

1

y= 1 0

x2

Solution

Y (s)

G (s) = = C (SI − A)−1 B + D

U (s)

where

" # " #

0 1 0 h i

A= , B= , C= 1 0 and D = 0

−2 −3 1

" #

−1 1 s+3 1

(SI − A) = 3

s + 3s + 2 −2 s

50

State Variable Methods Lecture Notes by A. M. Muhia

" #" #

1 h i s+3 1 0

C (SI − A)−1 B + D = 3 1 0

s + 3s + 2 −2 s 1

1

= 3

s + 3s + 2

ẋ (t) = ax (t) (1)

Approach A

Assume a solution of the form

x (t) = b0 + b1 t + b2 t2 + · · · + bk tk (2)

h i

ẋ = b1 + 2b2 t + · · · + kbk tk−1 = ab0 + b1 t + b2 t2 + · · · + bk tk (3)

If the assumed solution is to be a true solution, equation (47) must hold true for any value of t

This implies that

b1 = ab0

1 2

b2 = a b0

2

1 k

bk = a b0

k!

The value of b0 is determined by substituting t = 0 into equation (46) i.e.

X (0) = b0

1 2 2 1 k k

x (t) = 1 + at + a t + · · · + a t x (0)

2 k!

But

1 1

expat = 1 + at + a2 t2 + · · · + ak tk

2 k!

Therefore

51

State Variable Methods Lecture Notes by A. M. Muhia

Approach B

Using Laplace transform of the homogeneous equation (45)

1

X (s) = X (0)

s−a

Taking the inverse Laplace transform

The approach to the solution of homogeneous scalar equation can be extended to the solution of

homogeneous state equation

Where

expAt is called the state transition matrix and contains all information about the free motions of

the system described by (49)

Example 1.12

52

State Variable Methods Lecture Notes by A. M. Muhia

" # " #" #

ẋ1 0 1 x1

=

ẋ2 −2 −3 x2

Solution

" #

1 s+3 1

(sI − A)−1 = 3

s + 3s + 2 −2 s

" #

1 s+3 1

=

(s + 2) (s + 1) −2 s

s+3 1

" # " 2 1 1 1

#

(s+2)(s+1) (s+2)(s+1) (s+1)

− s+2 (s+1)

− s+2

= −2 s

= −2 2 −1 2

(s+2)(s+1) (s+2)(s+1) (s+1)

+ s+2 (s+1)

− s+2

" 2 1 1 1

#

At −1 −1 −1 (s+1)

− s+2 (s+1)

− s+2

exp =L (sI − A) =L −2 2 −1 2

(s+1)

+ s+2 (s+1)

− s+2

" #

2 exp−t − exp−2t exp−t − exp−2t

=

−2 exp−t +2 exp−2t − exp−t +2 exp−2t

d

exp−at x (t) = exp−at Bu (t)

(5)

dt

Integrating equation (53) between0 and t results in

53

State Variable Methods Lecture Notes by A. M. Muhia

ˆ t

exp−at x (t) = exp−at Bu (t) dt + x (0)

0

ˆ t

at

x (t) = exp x (0) + exp at

exp−aτ Bu (τ ) dτ (6)

0

• The first term on the right hand side is the response to the initial conditions

Extending the same approach to the solution of homogeneous state equation yields

ˆ t

x (t) = expAt x (0) + expA(t−τ ) Bu (τ ) dτ (7)

0

The solution of x (t) is the sum of a term consisting of the transition of the initial state and a term

arising from the input vector

Example 1.13

Obtain the time response of the following system

" # " #" # " #

ẋ1 0 1 x1 0

= + u

ẋ2 −2 −3 x2 1

Solution

ˆ t

At

x (t) = exp x (0) + expA(t−τ ) Bu (τ ) dτ

0

" #

2 exp−t − exp−2t exp−t −2 exp−2t

expAt =

−2 exp−t +2 exp−2t − exp−t +2 exp−2t

" #

2 exp−(t−τ ) − exp−2(t−τ ) exp−(t−τ ) −2 exp−2(t−τ )

expA(t−τ ) =

−2 exp−(t−τ ) +2 exp−2(t−τ ) − exp−(t−τ ) +2 exp−2(t−τ )

" #

0 h i

expA(t−τ ) Bu (τ ) = expA(t−τ ) 1

1

" #

exp−(t−τ ) −2 exp−2(t−τ )

=

− exp−(t−τ ) +2 exp−2(t−τ )

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State Variable Methods Lecture Notes by A. M. Muhia

ˆ t ˆ t

exp−(t−τ ) −2 exp−2(t−τ )

expA(t−τ ) Bu (τ ) dτ = dτ

0 0 − exp−(t−τ ) +2 exp−2(t−τ )

" #

1

2 − exp−t + 12 exp−2t

=

exp−t − exp−2t

" #

1 − exp−t + 12 exp−2t

x (t) = expAt x (0) + 2

exp−t − exp−2t

" #" # " #

2 exp−t − exp−2t exp−t −2 exp−2t x1 (0) 1

2 − exp−t + 12 exp−2t

= +

−2 exp−t +2 exp−2t − exp−t +2 exp−2t x2 (0) exp−t − exp−2t

These tells us whether it is at all possible to control all the states of the system completely by

suitable choice of input and whether it is possible to reconstruct the states of a system from its

input and outputs

1. Controllability

The system is said to be controllable if it is possible to find some input u (t) that will transfer

the initial state of the system x (0) to the origin of the state space, x (t0 ) = 0 with t0 finite.

The solution of the state equation yields

ˆ t

x (t) = Φ (t) x (0) + Φ (t − τ ) Bu (τ ) dτ (2)

0

For the system to be controllable

ˆ t

x (0) = Φ (t0 ) x (0) + Φ (t0 − τ ) Bu (τ ) dτ = 0 (3)

0

with finite t0

A linear time invariant continuous time system is completely controllable iff the RANK of

the controllability matrix M is equal ton

55

State Variable Methods Lecture Notes by A. M. Muhia

h i

M= B AB A2 B . . . An−1 B (4)

The rank of a matrix A is the maximum number of linearly independent columns of A; that

is, it is the order of the largest non singular matrix contained in A. This implies that the

controllability matrix M must be non singular for the system to be completely controllable.

If a system is not completely controllable, it implies that it has one or more natural modes

that cannot be affected by the input directly or indirectly.

Example 1.14

Determine whether the system represented by the given state space is controllable

ẋ1 0.5 0 x1 0

= + u (t)

ẋ2 0 −2 x2 1

Solution

The controllability matrix is given by

h i

M= A AB

0.5 0 0 0

AB = =

0 −2 1 −2

" #

0 0

M=

1 −2

0 0

M = =0

1 −2

This is more obvious if we write the two differential equations separately as

ẋ1 = 0.5x1

It is evident that whereas x2 can be changed byu (t) the state x1 is unaffected by our choice

of the inputs since it is not coupled either directly to the input or to the state x2 hence this

state of x1 (0) exp−0.5t is uncontrollable

On the other hand if we had

56

State Variable Methods Lecture Notes by A. M. Muhia

ẋ1 = 0.5x1 + x2

" #

0 1

M=

1 −2

0 1

M = = −1

1 −2

x1 can be controlled indirectly through x2

2. Observability

The linear time invariant system is said to be observable if the initial condition x (0)can be

determined from the output function y (t) for 0 < t < t1 where t1 is finite

y (t) = Cx (t)

ˆ t

= CΦ (t) x (0) + C Φ (t − τ ) Bu (τ ) dτ (5)

0

Thus given u (t) and y (t)for 0 < t < t1 with t1 being some finite value, the system is observable

if equation (60) can be solved forx (0)

The system is observable if the observability matrix N is nonsingular i.e. the rank of N is

equal ton

C

CA

N = .

..

CAn−1

Example 1.15

Consider the system represented by

ẋ1 0.5 0 x1 0

= + u (t)

ẋ2 0 −2 x2 1

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State Variable Methods Lecture Notes by A. M. Muhia

" #

h i x

1

y (t) = 0 1

x2

Solution

The observability matrix is given by

" #

C

N=

CA

" # " #

h i 0.5 0 0 1

CA = 0 1 =

0 −2 0 −2

0 1

N = =0

0 −2

The state x1 does not affect the output nor does it affect the state x2 which is coupled to the

output

58

State Variable Methods Lecture Notes by A. M. Muhia

State space design enables the design of a system having the desired closed loop poles or desired

characteristic equation

It also enables inclusion of initial conditions if necessary

Pole placement design is based on the state model of the system. We assume that all the state

variables are measurable and are available for feedback

State model equations

The plant input u (t) is made a function of the states of the form

Equation (62) is called the control rule or control law. In pole placement design, the control law is

specified as a linear function of the states of the form

59

State Variable Methods Lecture Notes by A. M. Muhia

This control law allows the poles of the closed system to be placed in any desirable location and is

expressed as

The design problem is the specification of the desired root locations of the systems characteristic

equations and the calculations of the gains ki to yield these desired root locations.

A necessary and sufficient condition that the closed-loop poles can be placed at any arbitrary

location in the s-plane is that the system must be completely state controllable.

If the system is of low order, direct substitution of matrixK into the desired characteristic

polynomial may be simpler.

e.g. if n = 3 and the desired poles are µ1 , µ2 and µ3 then

h i

K = k1 k2 k3 (5)

(s − µ1 ) (s − µ2 ) (s − µ3 )

|[sI − A + BK]|

We equate

(s − µ1 ) (s − µ2 ) (s − µ3 ) = |[sI − A + BK]|

Example 1.16

Consider the system

where

0 1 0

A= 0 0 1

−1 −5 −6

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State Variable Methods Lecture Notes by A. M. Muhia

0

B = 0

The system uses the state feedback control law u (t) = −kx (t). It is desired to have closed

loop poles at s = −2 ± j4 , s = −10.

Determine the state feedback gain matrix K

Solution

We first check for controllability of the system

h i

M= B AB A2 B

0 0 1

M = 0 1 −6 = −1

1 −6 31

The matrix is non singular hence the system is completely state controllable

Next we solve forK

Let h i

K = k1 k2 k3

|[sI − A + BK]|

s 0 0 0 1 0 0 h

i

= 0 s 0 − 0 0 1 + 0 k1 k2 k3

0 0 s −1 −5 −6 1

= s3 + (6 + k3 ) s2 + (5 + k2 ) s + (1 + k1 ) .........(i)

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State Variable Methods Lecture Notes by A. M. Muhia

k3 = 8 k2 = 55 k1 = 199

h i

K = 199 55 8

Cayley Hamilton Theorem

Every square matrix satisfies its own characteristic equation i.e. if the characteristic equation

of the nth order square matrix is

|λI − A| = 0

Then

To obtain the inverse of the matrix A we divide equation byA on both sides

−1 h n−1 i

A−1 = A + α1 An−2 + α2 An−3 + · · · + αn−1 I (8)

αn

Example 1.17

Determine the inverse of the matrix

1 2 7

A = 4 2 3

1 2 1

using Cayley Hamilton Theorem

Solution

|λI − A| = 0

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State Variable Methods Lecture Notes by A. M. Muhia

λ − 1 −2 −7

−4 λ−2 −3 = 0

−1 −2 λ − 1

λ3 − 4λ2 − 20λ − 35 = 0

−1 h 2 i

A−1 = A − 4A − 20I

35

−4 11 −5

−1

= −1 −6 25

35

6 1 −10

ẋ = Ax + Bu (9)

We assume that the system is completely state controllable and that the desired closed loop

poles are at

s = µ1, s = µ2 . . . . . . s = µn

Equation(69) becomes

ẋ = [A − Bk] x (10)

Defining Â = A − Bk

Then the desired characteristic equation is

sI − Â = 0

(s − µ1 ) (s − µ2 ) . . . . . . (s − µn ) = 0

Use of Cayley Hamilton theorem which states that Â satisfies its own characteristic equation

we obtain

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State Variable Methods Lecture Notes by A. M. Muhia

Φ Â = Ân + α1 Ân−1 + α2 Ân−2 + · · · + αn−1 Â + αn I = 0 (11)

Considering that

I=I (12)

Â = A − Bk (13)

Â2 = [A − Bk]2

= A2 − 2ABK − B 2 K 2

= A2 − ABK − BK Â (14)

h i

= A2 − ABK − BK Â [A − BK]

Multiplying both sides of equations (72), (73), (74) and (75)with, α3 ,α2 α1 and α0 where

α0 = 0

α3 I = α3 I

α2 Â = α2 [A − Bk]

h i

α1 Â2 = α1 A2 − ABK − BK Â

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State Variable Methods Lecture Notes by A. M. Muhia

Â3 +α1 Â2 +α2 Â+α3 I = A3 +α1 A2 +α2 A+α3 I−α2 BK−α1 ABK−α1 BK Â−A2 BK−ABK Â−BK Â2

(16)

Since

Â3 + α1 Â2 + α3 I = Φ Â = 0

And

A3 + α1 A2 + α2 A + α3 I = Φ (A) 6= 0

then

h i h i

Φ (A) = B α2 K − α1 K Â − K Â2 + AB α1 K − K Â + A2 BK

2

h i α2 K − α1 K Â − K Â

Φ (A) = B AB A2 B α1 K − K Â (18)

K

α2 K − α1 K Â − K Â2

h i−1

B AB A2 B Φ (A) = α1 K − K Â (19)

K

h i

Premultiplying both sides of (79) by 0 0 1 and rearranging we obtain

h ih i−1

K= 0 0 1 B AB A2 B Φ (A) (20)

h ih i−1

K= 0 0 ... 1 B AB ... An−1 B Φ (A) (21)

Example 1.18

Consider the system

65

State Variable Methods Lecture Notes by A. M. Muhia

where

0 1 0

A= 0 0 1

−1 −5 −6

0

B = 0

The system uses the state feedback control law u (t) = −kx (t). It is desired to have closed

loop poles at

s = −2 ± j4 , s = −10.

Determine the state feedback gain matrix K using Ackermann’s formular

Solution

The desired characteristic equation is given by

where

0 1 0

A= 0 0 1

−1 −5 −6

199 55 8

Φ (A) = −8 159 7

−7 −43 117

h 0 i 0 1

B AB 2

A B = 0

1 −6

1 −6 31

h ih i−1

K= 0 0 1 B AB A2 B Φ (A)

h i 0 0 1 199 55 8

K= 0 0 1 0 1 −6 −8 159 7

1 −6 31 −7 −43 117

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State Variable Methods Lecture Notes by A. M. Muhia

h i

K = 199 55 8

Suppose that the system defined by

ẋ = Ax + Bu

The matrix K can be obtained as follows

(a) Check the controllability condition for the system. If the system is completely control-

lable then

(b) Determine the characteristic polynomial of the matrix A

(c) Determine the transformation matrix T that can transform the system state equation in

controllable canonical form. If the system is already in controllable canonical form then

T =I

Else

T = MW

an−1 an−2 . . . a1 1

an−2 an−3 . . . 1 0

. . . .

W = . . . .

. . . .

a1 1 . . . 0 0

1 −an−1 . . . 0 0

(e) Obtain the matrix K as

h i

K = αn − an αn−1 − an−1 α1 − a1 T −1 (22)

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State Variable Methods Lecture Notes by A. M. Muhia

Example 1.19

Consider the system

where

0 1 0

A= 0 0 1

−1 −5 −6

0

B = 0

The system uses the state feedback control law u (t) = −kx (t). It is desired to have closed

loop poles at

s = −2 ± j4 , s = −10.

Determine the state feedback gain matrix K using transformation matrix T

Solution

Check the system for controllability

h i

M= B AB A2 B

0 0 1

M = 0 1 −6 = −1

1 −6 31

Obtain the characteristic polynomial of the matrix A

|[sI − A]|

s 0 0 0 1 0

= 0 s 0 − 0 0 1

0 0 s −1 −5 −6

= s3 + 6s2 + 5s + 1

Comparing with

68

State Variable Methods Lecture Notes by A. M. Muhia

s3 + a1 s2 + a2 s + a3

then

a1 = 6, a2 = 5, a3 = 1

The matrix Kis obtained as

h i

K = α3 − a3 α2 − a2 α1 − a1 T −1

h i

K = 199 55 8

In the pole placement design approach, we assumed that all state variables are available for feedback.

In practice, however, not all the state variables are available for feedback. Then we need to estimate

unavailable state variables. A state observer estimates the state variables based on the measurement

of output and control variables

If a state observer estimates all state variables of the system, regardless of whether some state

variables are available for direct measurement, it is called a full order state observer. A necessary

and sufficient condition for observer design is that the system must be completely state observable.

Consider the system

ẋ = Ax + Bu

y = Cx (1)

The state variables can be estimated from the measured output and control variables

where

G-state observer gain matrix

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State Variable Methods Lecture Notes by A. M. Muhia

ỹ-estimated output

x̃-estimated state variables

For the observer

˜ = Ax̃ + G (y − ỹ) + Bu

ẋ

ỹ = C x̃ (2)

But y = Cx and ỹ = C x̃

Equation (84) becomes

˜ = Ax̃ + GC (x − x̃) + Bu

ẋ (3)

˜ = A [x − x̃] − GC [x − x̃]

ẋ − ẋ

y − ỹ = C [x − x̃] (4)

˜ = ẋand

Taking x − x̃ = x̂ , ẋ − ẋ ˆ y − ỹ = ŷequation (86) becomes

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State Variable Methods Lecture Notes by A. M. Muhia

ˆ = [A − GC] x̂

ẋ

ŷ = C x̂ (5)

We can choose appropriate Eigen values of [A − GC] to enable placement of poles of the closed

loop system at desired locations

The control design problem is to determine the matrix G;(n ∗ 1) matrix

where

g1

g2

G=

..

.

gn

Similar to the case of pole placement, if the system is of low order, then direct substitution

of the matrix G into the desired characteristic polynomial may be simpler. e.g. if x is a 3

vector then G can be written as

g1

G = g2

g3

|sI − (A − GC)| = (s − µ1 ) (s − µ2 ) (s − µ3 )

By equating the coefficients of the powers on both sides of this equation, we can obtain the values

of g1 , g2 and g3

Example 1.20

Consider the system

ẋ = Ax + Bu

y = Cx

Where

" #

0 20.6

A=

1 0

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State Variable Methods Lecture Notes by A. M. Muhia

" #

0

B=

1

h i

C= 0 1

Design a full order state observer assuming that the desired Eigen values of the observer matrix

are µ1 = −10 µ2 = −10

Solution

Test the system for observability

Observability matrix " # " #

C 0 1

N= =

CA 1 0

|N | = −1

The system is completely state observable and determination of observer gain matrix is possible

Let " #

g1

G=

g2

|sI − (A − GC)| = 0

s −20.6 + g1

= s2 + g2 s − 20.6 + g1 = 0

−1 s + g2

(s − µ1 ) (s − µ2 ) = (s + 10) (s + 10) = 0

s2 + 20s + 100 = 0

g2 = 20and g1 = 120.6 " #

120.6

G=

20

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State Variable Methods Lecture Notes by A. M. Muhia

−1

0 C

CA 0

G = Φ (A)

.. ..

. .

CAn−1 1

Where

Example 1.21

Determine the observer gain matrix for example 1.20 using Ackermann’s formula

Solution

C 0

G = Φ (A)

CA 1

" #

0 20.6

A=

1 0

h i

C= 0 1

(s − µ1 ) (s − µ2 ) = (s + 10) (s + 10)

s2 + 20s + 100

0 20.6 0 20.6 1 0

= + 20 + 100

1 0 1 0 0 1

" #

120.6 412

=

20 120.6

" #" #" # " #

120.6 412 1 0 0 120.6

G= =

20 120.6 0 1 1 20

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State Variable Methods Lecture Notes by A. M. Muhia

Following the same procedure as in deriving the state feedback matrix K then

1. Check the observability condition for the system. If the system is completely observability

then

3. Determine the transformation matrix Q that can transform the system state equation in

controllable canonical form. If the system is already in observable canonical form then Q=I

Else

Q = WN

an−1 an−2 . . . a1 1

an−2 an−3 . . . 1 0

. . . .

W = . . . .

. . . .

a1 1 . . . 0 0

1 −an−1 . . . 0 0

αn − an

αn−1 − an−1

G = Q

..

(6)

.

α1 − a1

Example 1.21

Determine the observer gain matrix for example 1.20 using the transformation matrix method

74

State Variable Methods Lecture Notes by A. M. Muhia

Solution

Observability has already been tested

" #

0 20.6

A=

1 0

h i

C= 0 1

" #

s −20.6

|sI − A| = = s2 − 20.6

−1 s

a1 = 0, a2 = −20.6

The system is already in state observable form, therefore

" #

1 0

Q=I=

0 1

(s − µ1 ) (s − µ2 ) = (s + 10) (s + 10) = 0

s2 + 20s + 100 = 0

" #

α2 − a2

G=Q

α1 − a1

" #" # " #

1 0 120.6 120.6

= =

0 1 20 20

75

Non-linear Control Lecture Notes by A. M. Muhia

Linear systems are systems which obey the principle of superposition and proportionality

If an input x1 produces an output y1 by proportionality theorem an input αx1 produces an output

αy1

Similarly if an input βx2 produces an output βy2 by superposition, an input αx1 + βx2 will produce

an output αy1 + βy2

Linear systems are systems where mathematical tools like Laplace, Fourier etc can be used. These

systems can be analyzed mathematically and graphically

Non-Linear systems exhibit peculiar behavior

1. They do not obey the law of superposition. As a result standard test signals lose their meaning

as the same signal gives different outputs at different operating points

2. The stability of linear systems depends only on the root location and is independent of the

initial state. In non-linear systems the stability depends on root location as well as initial

condition and type of input.

3. Non-linear systems exhibit self sustained oscillations of fixed frequency and amplitude called

Limit Cycles . Linear systems do not have the feature.

4. Linear systems are described by linear differential equations and it is usually possible to obtain

closed form solutions for linear systems. In general this is not possible for non-linear systems

5. Generally the analysis and design methods developed for linear systems e.g root locus, pole

placement, etc apply to all linear systems.

There is no analysis and design method that is universally applicable to all non-linear systems

1. Multiple equilibrium point

An equilibrium point is a point where the system can stay forever without moving

2. Limit cycles

These are oscillations of fixed amplitudes and fixed period without external excitations

3. Bifurcation

The change in the qualitative behavior of non-linear systems e.g change in number of equi-

librium points, number of limit cycles, stability of equilibrium points etc as a result of quan-

titative change in system parameters

4. Chaos

Small changes in the initial condition result in large and often unpredictable changes in the

system output

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Non-linear Control Lecture Notes by A. M. Muhia

The situation where the state of an unstable non-linear system can go to infinity in finite time

Examples of non-linearities

those that naturally come with the systems hardware and motion e.g dead zone, saturation,

backlash, hysteresis etc

those introduced into the system by the designer e.g relays, quantizers

ẋ = f (x t)

when x is the state vector with components x1 , x2 , . . . . . . xn and f (x t) is an n-state vector whose

elements are functions of x1 , x2 , . . . . . . xn andt

we assume that the system has a unique solution starting at a given initial state x (0) = x0

Suppose we have an autonomous system in which all states have settled down to constant values

(not necessarily zero). Such a system is said to be in equilibrium

The state xc is an equilibrium state of the system iff

ẋc = f (xc t) = 0

i.e since the states have settled to constant values

x˙c = 0

Example

Find the equilibrium state of the autonomous LTI system described by the state equations

" # " #" #

ẋ1 (t) −1 2 x1 (t)

=

ẋ2 (t) 1 −1 x2 (t)

Solution

At equilibrium ẋc = 0

0 = −x1 + 2x2

0 = x1 − 2x2

which gives a solution

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Non-linear Control Lecture Notes by A. M. Muhia

x1 = x2 = 0

hence the equilibrium state for this system is at the origin. i.e

(x1c , x2c ) = (0 , 0)

In general a LTI autonomous system

ẋ = Ax

has a single equilibrium point at the origin if the matrix A is non singular.

If A is singular , the system has infinity equilibrium points

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Non-linear Control Lecture Notes by A. M. Muhia

Example

Find the equilibrium state of the non-linear system described by the state equations

ẋ1 = x2 − x1 x21 + x22

ẋ2 = −x1 − x2 x21 + x22

Solution

Let the equilibrium point be (x1e , x2e )

At equilibrium point

ẋ1e = ẋ2e = 0

Hence we can write

0 = x2e − x1e x21e − x22e .................(a)

0 = x1e x2e − x21e x21e − x22e .............(c)

2

0 = x21e − x22e

whose only solution is

x1e = x2e = 0

Example

Find the equilibrium state of the non-linear system described by the state equations

ẋ1 = x2

Solution

At equilibrium

0 = x2e

0 = −x1 − x21 − x2

x2e = 0 x1e = 0 or −1

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Non-linear Control Lecture Notes by A. M. Muhia

In general a non-linear system may have multiple equilibrium points

3.2 Linearization of non linear state space model and local stability

Based on Taylor series expansion about the operating (equilibrium) point consider a scalar function

f (h). For small x1 Taylor,s approximation theorem states that

∂f (h) 1 ∂ 2 f (h)

f (h + x) = f (h) + x+ + ······

∂h 2! ∂h2

∂f (h)

' f (h) + x + higher order terms

∂h

If h = 0 then

∂f (h)

f (x) = f (0) + x + higher order terms

∂h

h=0

Now consider the system

ẋ = f (x)

Using Taylor’s Theorem for small changes of state x around the origin we can approximate the

system as

∂f (x)

ẋ = f (x) ' f (0) + x + higher order terms

∂x

x=0

In practice linear approximation of the system is done by neglecting the higher order terms

Since it is assumed that the equilibrium state of the system is at the origin then f (0) = 0 hence

∂f (x)

ẋ = x

∂x

x=0

This equation is used to approximate nonlinear system with a linear one

Since Taylor’s Theorem is only valid for small variations around a point , the model obtained is

only useful in analyzing the stability in the neighborhood of the equilibrium point at the origin i.e

local stability

For nonlinear system

ẋ = f (x , u)

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Non-linear Control Lecture Notes by A. M. Muhia

y = g (x , u)

with

n - state variables

r - inputs

m - outputs

ẋ1 f1 (x1 , x2 , . . . xn ; u1 u2 . . . ur )

ẋ2 f2 (x1 , x2 , . . . xn ; u1 u2 . . . ur )

.. = ..

. .

ẋn fn (x1 , x2 , . . . xn ; u1 u2 . . . ur )

y1 g1 (x1 , x2 , . . . xn ; u1 u2 . . . ur )

y2 g2 (x1 , x2 , . . . xn ; u1 u2 . . . ur )

. = ..

.

. .

ym gm (x1 , x2 , . . . xn ; u1 u2 . . . ur )

The system is linearized to

∂ ẋ = A∂x + B∂u

∂y = C∂x + D∂u

∂f ∂f1 ∂f1

1 ···

∂x ∂x2 ∂xn

∂f21 ∂f2 ∂f2

∂x ∂x2 ··· ∂xn

A = .1

.

.

∂fn ∂fn ∂fn

∂x1 ∂x2 ··· ∂xn

∂f ∂f2 ∂fn

1 ···

∂u ∂u2 ∂ur

∂f21 ∂f2 ∂fn

∂u1 ∂u2 ··· ∂ur

B= .

.

.

∂fn ∂fn ∂fn

∂u1 ∂u2 ··· ∂ur

∂g1 ∂g1 ∂g1

∂x1 ∂x2 ··· ∂xn

C=

.. ..

. .

∂gm ∂gm ∂gm

∂x1 ∂x2 ··· ∂xn

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Non-linear Control Lecture Notes by A. M. Muhia

∂g1 ∂g1 ∂g1

∂u1 ∂u2 ··· ∂ur

D=

.. ..

. .

∂gm ∂gm ∂gm

∂u1 ∂u2 ··· ∂ur

Example

Consider a system described dy the differential equation

u2

ÿ = 1 − 2

y

Let the state variable of the state equation be x1 = y , x2 = ẏ. Obtain

2. Linearized modes about equilibrium point given by u = 1 , i.e (u0 = 1) , (x10 = 1) , (x20 = 0)

Solution

x1 = y x2 = ẏ

2

ẋ1 = ẏ = x2 ẋ2 = ÿ = 1 − u2

x1

Therefore the non linear state space model is

" #

ẋ1 x2

= 2

ẋ2 1 − u2

x1

u0 = 1 we obtain x10 and x20

NB: At equilibrium points derivatives are equal to zero i.e

ẏ = ÿ = 0 or ẋ1 = ẋ2 = 0

ẏ = x2 ⇒ 0 = x20

2

ÿ = 0 = 1 − u2

x1

x10 = 1

x20 = 0

" #

h i x1

y= 1 0

x2

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Non-linear Control Lecture Notes by A. M. Muhia

to obtain A and B

" #

ẋ1 x2 → f1 (x1 x2 u)

= 2

ẋ2 1 − u2 → f2 (x1 x2 u)

x1

∂f1 ∂f1 " #

∂x1 ∂x2 0 1

A= ∂f2 ∂f2

=

∂x1 ∂x2 x10 2 0

x20

" ∂f # " #

1 0

B= ∂u =

∂f2

∂u

−2

u0 =1

⇒ linearized model

ẋ

1 =

0 1 x1 0

+ u

ẋ2 2 0 x2 −2

h x1 i

y= 1 0

x2

Stability of Linearized system

1. If the Eigen values of the linearized system i.e strictly on the left half plane , the equilibrium

point of the non linear system is asymptotically stable

2. If at least one of the Eigenvalues of the linearized system lies in the right half plane , the

equilibrium point of the non linear system is unstable

3. If the Eigenvalues of the linearized system lies in the left half plane , but at least one of them

lies on the imaginary axis , no conclusion can be drawn about the stability of the equilibrium

plane of the non linear system

Example

Consider the nonlinear system

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Non-linear Control Lecture Notes by A. M. Muhia

obtain the linearized approximation of the system and check for the stability of the equilibrium

point

Solution

" # " #

ẋ1 x21 + x1 cos x2 f1 (x1 x2 )

=

ẋ2 x2 + x21 + x1 sin x2 f2 (x1 x2 )

∂f1 ∂f1 " #

∂x1 ∂x2 cos x2 2x2 − x1 sin x2

A= ∂f2 ∂f2

=

2x1 + sin x2 1 + x1 cos x2 x10

∂x1 ∂x2

x20

x10 = 0 x20 = 0

" #

1 0

A=

1 1

Eigenvalues

λI − A = 0

λ − 1 0

=0

−1 λ − 1

(λ − 1)2 = 0

λ1 = λ2 = 1

Therefore the equilibrium point of the non linear system is unstable

Describing functions method is a frequency response method which can be used to approximately

analyse and predict non linear behaviour

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Non-linear Control Lecture Notes by A. M. Muhia

The describing function is developed by applying a sinusoid to the non linearity i.e

m (t) = M sin ωt

Assumptions

3. Corresponding to sinusoidal input m (t) = M sin ωt , only the fundamental component in the

output n (t)has to be considered

The steady state n (t)is periodic and in general non sinusoidal. Thus n (t) can be represented by a

Fourier series as

∞ ∞

A0 X X

n (t) = + An cos nωt + Bn sin nωt

2

n=1 n=1

Where ˆ

2 T

An = n (t) cos nωt dt

T t0

ˆ

2 T

Bn = n (t) sin nωt dt

T t0

Non linearity has odd symmetry → A0 = 0

Considering only the fundamental component of the Fourier series

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Non-linear Control Lecture Notes by A. M. Muhia

= N1 sin (ωt + φ)

Where

q

N1 = A21 + B12

From (a) it can be seen that n (t)can be approximated as a sinusoid of the same frequency as m (t)

but not of the same magnitude and phase

The non linearity gain is given by

N1 ∠φ

N (M , ω) =

M

The equivalent gain is called the describing function and can be represented as follows

The describing function N (M , ω) in general is a function of both amplitude and frequency of the

input sinusoid

let n (t) = m3 (t)

The input must be assumed to be sinusoid i.e

m (t) = M sin ωt

3 1 − cos 2ωt

= M sin ωt

2

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Non-linear Control Lecture Notes by A. M. Muhia

M3

= [sin ωt − sin ωt cos 2ωt]

2

M3

1

= sin ωt − (sin 3ωt) − sin ωt

2 2

M3

= [3 sin ωt − sin 3ωt]

4

Ignoring third harmonic

3M 3

n (t) = sin ωt

4

3M 3

= ∠0

4

N1 ∠φ

N (M , ω) =

M

3M 3

=

4M

3M 2

=

4

2. Determine the describing function for the 2 position relay non linearity shown in Figure 39

below

For a sinusoid input m (t) = M sin ωt , the output of the relay is as shown below

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Non-linear Control Lecture Notes by A. M. Muhia

ˆ

2 T

A1 = n (t) cos ωt dωt

T 0

ˆ ˆ

1 π 1 2π

= v cos ωt dωt − v cos ωt dωt

π 0 π π

π 2π

v v

= sin ωt − sin ωt = 0

π 0 π π

ˆ

2 T

B1 = n (t) sin ωt dωt

T 0

ˆ ˆ

1 π 1 2π

= v sin ωt dωt − v sin ωt dωt

π 0 π π

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Non-linear Control Lecture Notes by A. M. Muhia

π 2π

v v

= − cos ωt + cos ωt

π 0 π π

v v

− [−1 − 1] + [1 + 1]

π π

4v

=

π

4v 4v

n (t) = = ∠0

π π

N1 ∠φ

N (M , ω) =

M

4v

=

πm

Example

Determine the describing function for the saturation non linearity shown in Figure 41 below

Solution

n (t) is given by

−ks m (t) < −s

n (t) = km (t) −s ≤ m (t) ≤ s

ks m (t) > s

For a sinusoid input m (t) = M sin ωt , the output of the saturation non linearity is as shown in

Figure 42 For the sinusoid input m (t) = M sin ωt , the output of the saturation non linearity is

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Non-linear Control Lecture Notes by A. M. Muhia

given by

kM sin ωt 0 ≤ ωt ≤ θ1

θ1 ≤ ωt ≤ θ2

ks

n (t) = kM sin ωt θ2 ≤ ωt ≤ θ3

−ks

θ3 ≤ ωt ≤ θ4

θ4 ≤ ωt ≤ 2π

kM sin ωt

A1 = 0 Odd symmetry

ˆ

2 T

B1 = n (t) sin ωt dωt

T 0

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Non-linear Control Lecture Notes by A. M. Muhia

ˆ 2π

2

= n (t) sin ωt dωt

2π 0

ˆ

1 2π

= n (t) sin ωt dωt

π 0

ˆ

4 π/2

= n (t) sin ωt dωt

π 0

ˆ ˆ

4 θ1 4 π/2

= kM sin2 ωt dωt + ks sin ωt dωt

π 0 π θ1

ˆ ˆ

4kM θ1 1 − cos 2ωt 4ks π/2

= dωt + sin ωt dωt

π 0 2 π θ1

θ π/2

2kM 1 1 4ks

= ωt − sin 2ωt −

cos ωt

π 2 0 π θ 1

2kM 1 4ks

= θ1 − sin 2θ1 + cos θ1

π 2 π

4 kM θ1 kM sin 2θ1

= − + ks cos θ1

π 2 4

q

2

s θ1 = sin−1 M

s 1− s2

but M sin θ1 = s sin θ1 = M cos θ1 =

M

" r r #

4 kM s 2kM s s2 s2

= sin−1 − 1 − 2 + ks 1− 2

π 2 M 4 M M M

" r #

4 kM s ks s2

= sin−1 + 1− 2

π 2 M 2 M

" r #

2kM −1

s s s2

= sin + 1− 2

π M M M

N ∠0

M

" r #

2kM −1

s s s2

= sin + 1− 2

πM M M M

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Non-linear Control Lecture Notes by A. M. Muhia

" r #

2k −1

s s s2

= sin + 1− 2

π M M M

Example

0 0 < ωt < θ1

n (ωt) =

k [M sin ωt − A] θ1 < ωt < π2

ˆ

4 π/2

B1 = k [M sin ωt − A] sin ωt dωt

π θ1

ˆ

4k π/2 h i

= M sin2 ωt − A sin ωt dωt

π θ1

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Non-linear Control Lecture Notes by A. M. Muhia

ˆ

4k π/2 M

= [1 − cos 2ωt] − A sin ωt dωt

π θ1 2

4k M 1

= ωt − sin 2ωt + A cos ωt

π 2 2 θ θ1 1

4k M π

= − θ1 + A (0 − cos θ1 )

π 2 2

4k M π

= − θ1 + A cos θ1

π 2 2

4kM π A

= − θ1 + cos θ1

2π 2 M

q

2 2

A

But sin θ1 = M θ1 = sin−1 M

A cos θ1 = M −A 2 M

" r #

M 2 − A2

2kM π A A

= − sin−1 +

π 2 M M M2

" r #

M 2 − A2

2k π A A

N (M , ω) = − sin−1 +

π 2 M M M2

Example

−k [M − A] 0 < ωt < θ1

π

k [M sin ωt − A] θ1 < ωt <

2

n (ωt) = k [M − n] π

2

< ωt < θ3

k [M sin ωt + A] θ3 < ωt < 3 π2

−k [M − A] 3 π2 < ωt < 2π

ˆ 2π

2

A1 = n (ωt) cos ωt dωt

2π 0

ˆ

1 2π

= n (ωt) cos ωt dωt

π 0

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Non-linear Control Lecture Notes by A. M. Muhia

ˆ ˆ

1 θ1 1 π/2

= −k [M − A] cos ωt dωt + k [M sin ωt − A] cos ωt dωt

π 0 π θ1

ˆ ˆ

1 θ3 1 3π/2

+ k [M − n] cos ωt dωt + k [M sin ωt + A] cos ωt dωt

π π/2 π θ3

ˆ

1 2π

+ −k [M − A] cos ωt dωt

π 3π/2

94

Non-linear Control Lecture Notes by A. M. Muhia

θ π/2

kM π/2 k [M − A]

θ

−k [M − A] 1 kA 3

= sin ωt − sin ωt + ωt + sin ωt

π 0 π θ1 2π θ1 π π/2

3π/2 3π/2 2π

kA kM k [M − A]

+ sin ωt + ωt − sin ωt

π θ 2π θ π 3π/2

3 3

−k [M − A] kA kA kM π k [M − A]

= sin θ1 − + sin θ1 + − θ1 + sin θ3

π π π 2 2 π

k [M − A] kA kA kM 3π k [M − A]

− − − sin θ3 + − θ3 +

π π π 2π 2 π

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Optimal Control Lecture Notes by A. M. Muhia

4 OPTIMAL CONTROL

The objective of optimal control theory is to determine the control signal that will optimize (max-

imize or minimize) some performance criterion while at the same time satisfying the physical con-

straints of the system

Examples

To find a control strategy to transfer a system from an initial state to a final state using the mini-

mum energy

To find a control strategy to transfer a system from an initial state to a final state in minimum

time given the input to the system is limited to a certain value.

We intend to transfer the system from an initial state x (t0 )to a specified final state x tf in

minimum time.

The performance index is given by

ˆ t

f

J = tf − t0 = dt

t0

The rate of expenditure of energy is proportional to u2 (t). So to minimize energy we minimize

ˆ t

f

J= u2 (t) dt

t0

For several control inputs , the equation above takes the form

ˆ t

f

J= uT (t) u (t) dt

t0

96

Optimal Control Lecture Notes by A. M. Muhia

To allow for greater generality for weighting different control signals separately, we can write

ˆ t

f

J= uT (t) Ru (t) dt

t0

3. Tracking Problem

The objective is to maintain the state x (t) as close as possible to the desired state xd (t)

The performance index is

ˆ t

f

J= [x (t) − xd (t)]T ϕ (x (t) − xd (t)) dt

t0

This is a special case of the tracking problem above where xd (t) = 0

The performance index is ˆ t

f

J= xT (t) ϕx (t) dt

t0

In a terminal control problem, we would like to minimize the deviation of the final state

x tf from the desired state xd tf .

The performance measure is

T

J = x tf − xd tf H x tf − xd tf

If xd tf = 0

J = xT tf Hx tf

The general performance index is given by

ˆ t

T f

[x (t) − xd (t)]T ϕ (x (t) − xd (t))+uT (t) Ru (t) dt

J = x tf − xd tf H x tf − xd tf +

t0

If xd (t) = 0 then

ˆ t

T f

xT (t) ϕx (t) + uT (t) Ru (t)

J =x tf Hx tf + dt

t0

97

Optimal Control Lecture Notes by A. M. Muhia

1. Calculus of variations

3. Dynamic programming

Calculus of variation

Let x (t) be a scalar function with continuous first derivatives

The basic variational problem is to find the optimal x (t) usually denoted as x∗ (t) for which the

functional ˆ t

f

Jx (t) = v (x (t) , ẋ (t) , t) dt

t0

It is assumed that the integrand v has continuous first and second derivative w.r.t all its arguments

The necessary condition for optimality is that

−

∂x dt ∂ ẋ

i.e

∂v d ∂v

− =0

∂x dt ∂ ẋ

for all t t0 , tf

This is known as the Euler-Lagrange equation

Compliance with the Euler-Lagrange equation is only a necessary condition for optimum. Op-

timality may sometimes not yield a max or min , just an inflection point where the derivative

vanishes.

However, if the Euler-Lagrange equation is not satisfied, for any function , this indicates that the

optimum does not exist for the functional

Example

Find ẋ (t) which minimize the cost function

ˆ 2h i

J= 2x2 (t) + 2x (t) ẋ (t) + ẋ2 (t) dt

0

Solution

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Optimal Control Lecture Notes by A. M. Muhia

∂v

= 4x (t) + 2ẋ (t)

∂x

∂v

= 2x (t) + 2ẋ (t)

∂ ẋ

d ∂v

= 2ẍ (t) + 2ẋ (t)

dt ∂ ẋ

∂v d ∂v

− =0

∂x dt ∂ ẋ

ẍ (t) − 2x (t) = 0

characteristic equation

m2 − 2 = 0

√ √ √

m=± 2 m1 = 2 m2 = − 2

√ √

x∗ (t) = c1 exp− 2 t +c2 exp 2 t

The boundary conditions are substituted to obtain the values of c1 and c2

x (0) = 0 ⇒ c1 + c2 = 0

√ √

x(2) = 1 ⇒ c1 exp− 2 2 +c2 exp 2 2 = 1

c1 = √ 1 √ c2 = √ −1 √

exp− 2 2 − exp 2 2 exp− 2 2 − exp 2 2

Example

99

Optimal Control Lecture Notes by A. M. Muhia

ˆ 2h i

J= ẋ2 (t) + 2t x (t) dt

0

subject to the boundary conditions x (1) = 1 , x (2) = 5

Solution

∂v

= 2t

∂x

∂v

= 2ẋ (t)

∂ ẋ

d ∂v

= 2ẍ (t)

dt ∂ ẋ

∂v d ∂v

− = 2t − 2ẍ (t) = 0

∂ ẋ dt ∂ ẋ

⇒ ẍ (t) = t

t2

ẋ (t) = + c1

2

t3

x (t) = + c1 t + c2

6

Substituting the boundary conditions

x (0) = 1 c2 = 1

8

x (2) = 5 5= + 2c1 + 1

6

4

c1 =

3

t3 4

ẋ (t) = + t+1

6 3

Functional involving several Independent functions

100

Optimal Control Lecture Notes by A. M. Muhia

ˆ t

f

J (x1 , x2 , . . . xn ) = v [(x1 (t) , . . . xn (t)) , ẋ1 (t) . . . ẋn (t) , t] dt

t0

ˆ t

f

J x (t) = v [x (t) , ẋ (t) , t] dt

t0

where

x1 (t)

x2 (t)

x (t) = .

..

xn (t)

d

ẋ1 (t) dt x1 (t)

d

ẋ2 (t) dt x2 (t)

ẋ (t) =

..

= ..

. .

ẋn (t) d

dt xn (t)

− =0

∂x dt ∂ ẋ

In expanded form

− =0

∂x1 dt ∂ ẋ1

− =0

∂x2 dt ∂ ẋ2

....

..

− =0

∂xn dt ∂ ẋn

or simply

101

Optimal Control Lecture Notes by A. M. Muhia

∂v d

− dt ∂v =0

∂x1 ∂ ẋ1

∂v d

− dt ∂v =0

∂x2 ∂ ẋ2

..

.

∂v d

− dt ∂v =0

∂xn ∂ ẋn

Example

Find the extrema for the functional

ˆ π/4 h i

J (x) = x21 (t) + ẋ22 (t) + ẋ1 (t) ẋ2 (t) dt

0

where the boundary conditions are

" #

" #" # " #

x1 (0) 0 x1 π4 1

= =

x2 (0) 0 x2 π4 −1

Solution

v (x (t) , ẋ (t) , t) = x21 (t) + ẋ22 (t) + ẋ1 (t) ẋ2 (t)

∂v ∂v d ∂v

= 2x1 (t) ; = ẋ2 (t) ; = ẍ2 (t)

∂x1 ∂ ẋ1 dt ∂ ẋ1

∂v ∂v d ∂v

= 0; = 2ẋ2 (t) + ẋ1 (t) ; = 2ẍ2 (t) + ẍ1 (t)

∂x2 ∂ ẋ2 dt ∂ ẋ2

∂v d ∂v

− =0 ⇒ 2x1 (t) − ẍ2 (t) = 0

∂x1 dt ∂ ẋ1

∂v d ∂v

− =0 ⇒ 2ẍ2 (t) + ẍ1 (t) = 0

∂x2 dt ∂ ẋ2

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Optimal Control Lecture Notes by A. M. Muhia

1 1

x2 (t) = − c1 cos 2t − c2 sin 2t + c3 t + c4

2 2

Substituting the boundary conditions

x1 (0) = 0 c1 = 0 x2 (0) = 0 c4 = 0

π π −2

x1 =1 c2 = 1 x2 = −1 c3 =

4 4 π

x1 (t) = sin 2t

−1 2

x2 (t) = sin 2t − t

2 π

The elimination method (direct method) used previously gets tedious for higher order problems

The Lagrange multiplier method on the other hand adjoins the constraint to the original function

and the adjoined function is extremized in the usual way

Consider the extreme of the function f (x1 , x2 )subject to the condition g (x1 , x2 ) = 0

We form an augmented Lagrangian function

df = dL = 0

∂f ∂g ∂f ∂g

+λ dx1 + +λ dx2 = 0

∂x1 ∂x1 ∂x2 ∂x2

Example

103

Optimal Control Lecture Notes by A. M. Muhia

In a 2 dimension space , find the point on the line x1 + x2 = 5 that is nearest to the origin

Solution

Elimination method The square of the distance from the origin is given by

x1 + x2 = 5

x1 = 5 − x2

∂f (x2 )

= 4x2 − 10 = 0

∂x2

∂ 2 f (x2 )

=4>0

∂x22

√

this is a minimum point. It follows that the minimum distance from the origin is 5/ 2

For the values of x1 and x2 that satisfy the constraint , the function λ (x1 + x2 − 5) equals zero

and so we have simply added a zero to the function to be minimized

Taking partial derivative of the function w.r.t to all the variables and equating to zero

∂L

= 2x1 + λ = 0

∂x1

∂L

= 2x2 + λ = 0

∂x2

∂L

= x1 + x2 − 5 = 0

∂λ

104

Optimal Control Lecture Notes by A. M. Muhia

Example

A manufacture would like to package his products in cylindrical containers. The cost of each empty

container is proportional to the area of the material that is used to manufacture the can i.e the

cost of each container is proportional to its surface area. The manufacturer would like to maximize

the volume of the cylindrical container for a given surface area A0 . Assuming the radius of the

container is r and the height h ,determine the relationship between the radius r and the height h

that maximizes the volume of the container subject to the constraint that the surface area of the

constraint is a constant A0

Solution

v (r, h) = πr2 h

A − 2πr2 A

h= = −r

2πr 2πr

v = πr2 h

1

= Ar − πr3

2

hence

dv 1

= A − 3πr2

dr 2

r

A

r=

6π

r r

4A 2A

h= =

6π 3π

The second derivation is

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Optimal Control Lecture Notes by A. M. Muhia

d2 v

= −6πr < 0

dr2

Hence this is a maximum point

2πr2 + 2πrh − A0 = 0

L (r, h) = πr2 h + λ 2πr2 + 2πrh − A0

Taking partial derivative of L w.r.t each of these variables and equating to zero

∂L

= 2πrh + λ (4πr + 2πh) = 0

∂r

∂L

= πr2 + 2πrλ

∂h

∂L

= 2πr2 + 2πrh − A0 = 0

∂λ

solving the above equation simultaneously gives

r r

A 2A

r= h=

6π 3π

for a given surface area the volume is maximized if the height is twice the radius

Consider the problem of finding the extrema of a real valued function f (x) = f (x1 , x2 , . . . xn )

subject to the conditions

g1 (x) = g1 (x1 , x2 , . . . xn ) = 0

g2 (x) = g2 (x1 , x2 , . . . xn ) = 0

..

.

gm (x) = gm (x1 , x2 , . . . xn ) = 0

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Optimal Control Lecture Notes by A. M. Muhia

The Lagrange function is

g1 (x1 , x2 , . . . xn )

g2 (x1 , x2 , . . . xn )

= f (x1 , x2 , . . . xn ) + (λ1 , λ2 , . . . λm )

..

.

gm (x1 , x2 , . . . xn )

= + λ1 + λ2 + · · · + λm =0

∂x1 ∂x1 ∂x1 ∂x1 ∂x1

= + λ1 + λ2 + · · · + λm =0

∂x2 ∂x2 ∂x2 ∂x2 ∂x2

..

.

= + λ1 + λ2 + · · · + λm =0

∂xn ∂xn ∂xn ∂xn ∂xn

∂L

= g1 (x1 , x2 , . . . xn ) = 0

∂λ1

∂L

= g2 (x1 , x2 , . . . xn ) = 0

∂λ2

..

.

∂L

= gm (x1 , x2 , . . . xn ) = 0

∂λm

or more compactly

∂L ∂f ∂g

= + λT =0

∂x ∂x ∂x

∂L

= g (x) = 0

∂λ

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Optimal Control Lecture Notes by A. M. Muhia

NB:

The introduction of the Lagrange multiplier allows us to treat all variables in the augmented

function L (x1 , x2 , . . . xn , λ1 , λ2 , . . . λm ) as though they are independent variables

The Lagrange multiplier makes it easy to solve the problems of constrained extremization but its

value is not important

Extreme of functional with conditions

Consider the extremization of the performance index in the form of a functional

ˆ t

f

T (x1 , x2 , . . . xn , t) = v (x1 , x2 , . . . xn , ẋ1 , ẋ2 , . . . ẋn , t) dt

t0

..

.

ˆ t

f

J= L (x1 , x2 , . . . xn , ẋ1 , ẋ2 , . . . ẋn , λ1 (t) , λ2 (t) , . . . λm (t) , t) dt

t0

+λ1 (t) g1 (x1 , x2 , . . . xn , ẋ1 , ẋ2 , . . . ẋn , t) + · · · · · · + λm (t) gm (x1 , x2 , . . . xn , ẋ1 , ẋ2 , . . . ẋn , t)

The necessary condition for extremization of the functional subject to the conditions are

∂L d ∂L

− =0

∂x dt ∂ ẋ

∂L d ∂L

− =0

∂λ dt ∂ λ̇

In Control Systems

108

Optimal Control Lecture Notes by A. M. Muhia

Consider the problem of extremizing the functional

ˆ t

f

J (x, u, t) = v (x, u, t)

t0

where

x1 (t) u1 (t)

x2 (t) u2 (t)

x (t) = .

and u (t) = .

.. ..

xn (t) um (t)

The optimization problem is to extremize the functional

ˆ t

f

J (x1 , x2 , . . . xn , u1 , u2 , . . . um , t) = v(x1 , x2 , . . . xn , u1 , u2 , . . . um ,

t0

..

.

109

Optimal Control Lecture Notes by A. M. Muhia

λ1 (t) f1 (x1 , x2 , . . . xn , u1 , u2 , . . . um , t) − ẋ1 (t) + · · · +

λm (t) fm (x1 , x2 , . . . xn , u1 , u2 , . . . um , t) − ẋm (t)

∂L d ∂L

− =0

∂x1 dt ∂ ẋ1

..

.

∂L d ∂L

− =0

∂xn dt ∂ ẋn

∂L d ∂L

− =0

∂u1 dt ∂ u̇1

..

.

∂L d ∂L

− =0

∂um dt ∂ u̇m

∂L d ∂L

− =0

∂λ1 dt ∂ λ̇1

..

.

∂L d ∂L

− =0

∂λm dt ∂ λ̇m

Example

Suppose that the system described by the state equations

ˆ

1 2 2

J (x1 , x2 , u) = u (t) dt

2 0

110

Optimal Control Lecture Notes by A. M. Muhia

x1 (0) 1

=

x2 (0) 2

and " # " #

x1 (2) 1

=

x2 (2) 0

Solution

1 2

u (t) − λ1 (t) [ẋ1 (t) − x2 (t)] + λ2 (t) [ẋ2 (t) − u (t)]

2

∂L ∂L d ∂L

=0 = λ1 (t) = λ̇1 (t) ⇒ −λ̇1 (t) = 0

∂x1 ∂ ẋ1 dt ∂ ẋ1

∂L ∂L d ∂L

= −λ̇1 (t) = λ2 (t) = λ̇2 (t) ⇒ −λ̇1 (t) − λ̇2 (t) = 0

∂x2 ∂ ẋ2 dt ∂ ẋ2

∂L ∂L d ∂L

= u (t) − λ2 (t) =0 =0 ⇒ −u (t) − λ2 (t) = 0

∂u ∂ u̇ dt ∂ u̇

∂L ∂L d ∂L

= ẋ1 (t) − x2 (t) =0 =0 ⇒ ẋ1 (t) − x2 (t) = 0

∂λ1 ∂ λ̇1 dt ∂ λ̇1

∂L ∂L d ∂L

= ẋ2 (t) − u (t) =0 =0 ⇒ ẋ2 (t) − x2 (t) = 0

∂λ2 ∂ λ̇2 dt ∂ λ̇2

λ1 (t) = c1

111

Optimal Control Lecture Notes by A. M. Muhia

λ2 (t) = −c1 t + c2

u (t) = −c1 t + c2

1

x2 (t) = − c1 t2 + c2 t + c3

2

1 1

x1 (t) = − c1 t3 + c2 t2 + c3 t + c4

6 2

substituting the boundary conditions

x1 (0) = 1 ⇒ c4 = 1

x2 (0) = 2 ⇒ c3 = 2

4

x1 (2) = 1 − c1 + 2c2 + 4 + 1 = 1

3

4

− c1 + 2c2 = −4

3

− 2c1 + 2c2 = −2

c1 = −3 c2 = −4

t3

x∗1 (t) = − 2t2 + 2t + 1

2

3t2

x∗2 (t) = − 4t + 2

2

u∗ (t) = 3t − 4

The Hamiltonian

112

Optimal Control Lecture Notes by A. M. Muhia

Consider the problem of extremizing the functional

ˆ t

f

J (x, u, t) = v (x, u, t)

t0

The optimal control u∗ (t) and optimal state x∗ (t) can be obtained by solving simultaneously the

equations

∂

ẋ (t) = [H (x (t) , u (t) , λ (t) , t)] − state equation

∂x

∂

λ̇ (t) = [H (x (t) , u (t) , λ (t) , t)] − co − state equation

∂x

∂

0= [H (x (t) , u (t) , λ (t) , t)] − control equation

∂u

Example

Given a second order system

ˆ

1 2 2

J= u (t) dt

2 0

find the optimal control u∗ (t) and optimal state x∗1 (t) and x∗2 (t) given the boundary condition

" # " # " # " #

x1 (0) 1 x1 (2) 1

= and =

x2 (0) 2 x2 (2) 0

Solution

The Hamiltonian is given by

1 2

H= u (t) + λ1 (t) x2 (t) + λ2 (t) u (t)

2

113

Optimal Control Lecture Notes by A. M. Muhia

∂H

ẋ1 (t) = = x2 (t)

∂λ1

∂H

ẋ2 (t) = = u (t)

∂λ2

−∂H

λ̇1 (t) = =0

∂x1

−∂H

λ̇2 (t) = = −λ1 (t)

∂x2

∂H

0= = u (t) + λ2 (t)

∂u

solving the equations

λ1 (t) = c1

λ2 (t) = −c1 t + c2

u (t) = c1 t − c2

1 2

x2 (t) = c1 t − c2 t + c3

2

1 3 1 2

x1 (t) = c1 t − c2 t + c3 t + c4

6 2

substituting the boundary conditions we obtain

c1 = 3 c2 = 4 c3 = 2 c4 = 1

it implies

λ∗1 (t) = 3

u∗ (t) = 3t − 4

114

Optimal Control Lecture Notes by A. M. Muhia

3 2

x∗2 (t) = t − 4t + 2

2

t3

x∗1 (t) = − 2t2 + 2t + 1

2

115

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