MANEUVERING AND CONTROL

OF MARINE VEHICLES
Michael S. Triantafyllou
Franz S. Hover
Department of Ocean Engineering
Massachusetts Institute of Technology
Cambridge, Massachusetts USA
These notes were developed in the instruction of the MIT graduate subject
13.49: Maneuvering and Control of Surface and Underwater Vehicles. We plan
many enhancements; your comments are welcome!
Maneuvering and Control of Marine Vehicles
Latest Revision: January 11, 2002
c (Michael S. Triantafyllou and Franz S. Hover
Contents
1 MATH FACTS 1
1.1 Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.2 Vector Magnitude . . . . . . . . . . . . . . . . . . . . . 2
1.1.3 Vector Dot Product . . . . . . . . . . . . . . . . . . . . 2
1.1.4 Vector Cross Product . . . . . . . . . . . . . . . . . . . 2
1.2 Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2.2 Multiplying a Vector by a Matrix . . . . . . . . . . . . 3
1.2.3 Multiplying a Matrix by a Matrix . . . . . . . . . . . . 4
1.2.4 Common Matrices . . . . . . . . . . . . . . . . . . . . 4
1.2.5 Transpose . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.2.6 Determinant . . . . . . . . . . . . . . . . . . . . . . . . 5
1.2.7 Inverse . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2.8 Trace . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2.9 Eigenvalues and Eigenvectors . . . . . . . . . . . . . . 7
1.2.10 Modal Decomposition . . . . . . . . . . . . . . . . . . 9
1.2.11 Singular Value . . . . . . . . . . . . . . . . . . . . . . . 9
1.3 Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3.2 Convergence . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3.3 Convolution Theorem . . . . . . . . . . . . . . . . . . . 11
1.3.4 Solution of Differential Equations by Laplace Transform 13
2 KINEMATICS OF MOVING FRAMES 14
2.1 Rotation of Reference Frames . . . . . . . . . . . . . . . . . . 14
2.2 Differential Rotations . . . . . . . . . . . . . . . . . . . . . . . 16
2.3 Rate of Change of Euler Angles . . . . . . . . . . . . . . . . . 18
2.4 Dead Reckoning . . . . . . . . . . . . . . . . . . . . . . . . . . 19
3 VESSEL INERTIAL DYNAMICS 20
3.1 Momentum of a Particle . . . . . . . . . . . . . . . . . . . . . 20
3.2 Linear Momentum in a Moving Frame . . . . . . . . . . . . . 21
3.3 Example: Mass on a String . . . . . . . . . . . . . . . . . . . 22
3.3.1 Moving Frame Affixed to Mass . . . . . . . . . . . . . 23
3.3.2 Rotating Frame Attached to Pivot Point . . . . . . . . 23
i
3.3.3 Stationary Frame . . . . . . . . . . . . . . . . . . . . . 24
3.4 Angular Momentum . . . . . . . . . . . . . . . . . . . . . . . 24
3.5 Example: Spinning Book . . . . . . . . . . . . . . . . . . . . . 26
3.5.1 x-axis . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
3.5.2 y-axis . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
3.5.3 z-axis . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
3.6 Parallel Axis Theorem . . . . . . . . . . . . . . . . . . . . . . 28
3.7 Basis for Simulation . . . . . . . . . . . . . . . . . . . . . . . 28
4 HYDRODYNAMICS: INTRODUCTION 30
4.1 Taylor Series and Hydrodynamic Coefficients . . . . . . . . . . 30
4.2 Surface Vessel Linear Model . . . . . . . . . . . . . . . . . . . 31
4.3 Stability of the Sway/Yaw System . . . . . . . . . . . . . . . . 32
4.4 Basic Rudder Action in the Sway/Yaw Model . . . . . . . . . 34
4.4.1 Adding Yaw Damping through Feedback . . . . . . . . 36
4.4.2 Heading Control in the Sway/Yaw Model . . . . . . . . 36
4.5 Response of the Vessel to Step Rudder Input . . . . . . . . . . 37
4.5.1 Phase 1: Accelerations Dominate . . . . . . . . . . . . 37
4.5.2 Phase 3: Steady State . . . . . . . . . . . . . . . . . . 37
4.6 Summary of the Linear Maneuvering Model . . . . . . . . . . 38
4.7 Stability in the Vertical Plane . . . . . . . . . . . . . . . . . . 38
5 SIMILITUDE 40
5.1 Use of Nondimensional Groups . . . . . . . . . . . . . . . . . 40
5.2 Common Groups in Marine Engineering . . . . . . . . . . . . 42
5.3 Similitude in Maneuvering . . . . . . . . . . . . . . . . . . . . 44
5.4 Roll Equation Similitude . . . . . . . . . . . . . . . . . . . . . 46
6 CAPTIVE MEASUREMENTS 48
6.1 Towtank . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
6.2 Rotating Arm Device . . . . . . . . . . . . . . . . . . . . . . . 48
6.3 Planar-Motion Mechanism . . . . . . . . . . . . . . . . . . . . 49
7 STANDARD MANEUVERING TESTS 52
7.1 Dieudonn´e Spiral . . . . . . . . . . . . . . . . . . . . . . . . . 52
7.2 Zig-Zag Maneuver . . . . . . . . . . . . . . . . . . . . . . . . . 52
7.3 Circle Maneuver . . . . . . . . . . . . . . . . . . . . . . . . . . 53
7.3.1 Drift Angle . . . . . . . . . . . . . . . . . . . . . . . . 53
ii
7.3.2 Speed Loss . . . . . . . . . . . . . . . . . . . . . . . . 53
7.3.3 Heel Angle . . . . . . . . . . . . . . . . . . . . . . . . . 53
7.3.4 Heeling in Submarines with Sails . . . . . . . . . . . . 54
8 STREAMLINED BODIES 56
8.1 Nominal Drag Force . . . . . . . . . . . . . . . . . . . . . . . 56
8.2 Munk Moment . . . . . . . . . . . . . . . . . . . . . . . . . . 56
8.3 Separation Moment . . . . . . . . . . . . . . . . . . . . . . . . 57
8.4 Net Effects: Aerodynamic Center . . . . . . . . . . . . . . . . 57
8.5 Role of Fins in Moving the Aerodynamic Center . . . . . . . . 58
8.6 Aggregate Effects of Body and Fins . . . . . . . . . . . . . . . 60
8.7 Coefficients Z
w
, M
w
, Z
q
, and M
q
for a Slender Body . . . . . . 60
9 SLENDER-BODY THEORY 62
9.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
9.2 Kinematics Following the Fluid . . . . . . . . . . . . . . . . . 62
9.3 Derivative Following the Fluid . . . . . . . . . . . . . . . . . . 63
9.4 Differential Force on the Body . . . . . . . . . . . . . . . . . . 64
9.5 Total Force on a Vessel . . . . . . . . . . . . . . . . . . . . . . 64
9.6 Total Moment on a Vessel . . . . . . . . . . . . . . . . . . . . 65
9.7 Relation to Wing Lift . . . . . . . . . . . . . . . . . . . . . . . 67
9.8 Convention: Hydrodynamic Mass Matrix A . . . . . . . . . . 67
10 PRACTICAL LIFT CALCULATIONS 68
10.1 Characteristics of Lift-Producing Mechanisms . . . . . . . . . 68
10.2 Jorgensen’s Formulas . . . . . . . . . . . . . . . . . . . . . . . 68
10.3 Hoerner’s Data: Notation . . . . . . . . . . . . . . . . . . . . 70
10.4 Slender-Body Theory vs. Experiment . . . . . . . . . . . . . . 71
10.5 Slender-Body Approximation for Fin Lift . . . . . . . . . . . . 73
11 FINS AND LIFTING SURFACES 74
11.1 Origin of Lift . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
11.2 Three-Dimensional Effects: Finite Length . . . . . . . . . . . . 74
11.3 Ring Fins . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
12 PROPELLERS AND PROPULSION 77
12.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
12.2 Steady Propulsion of Vessels . . . . . . . . . . . . . . . . . . . 77
12.2.1 Basic Characteristics . . . . . . . . . . . . . . . . . . . 77
iii
12.2.2 Solution for Steady Conditions . . . . . . . . . . . . . 81
12.2.3 Engine/Motor Models . . . . . . . . . . . . . . . . . . 81
12.3 Unsteady Propulsion Models . . . . . . . . . . . . . . . . . . . 83
12.3.1 One-State Model: Yoerger et al. . . . . . . . . . . . . . 83
12.3.2 Two-State Model: Healey et al. . . . . . . . . . . . . . 84
13 TOWING OF VEHICLES 85
13.1 Statics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
13.1.1 Force Balance . . . . . . . . . . . . . . . . . . . . . . . 85
13.1.2 Critical Angle . . . . . . . . . . . . . . . . . . . . . . . 87
13.2 Linearized Dynamics . . . . . . . . . . . . . . . . . . . . . . . 89
13.2.1 Derivation . . . . . . . . . . . . . . . . . . . . . . . . . 89
13.2.2 Damped Axial Motion . . . . . . . . . . . . . . . . . . 91
13.3 Cable Strumming . . . . . . . . . . . . . . . . . . . . . . . . . 94
13.4 Vehicle Design . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
14 TRANSFER FUNCTIONS & STABILITY 96
14.1 Partial Fractions . . . . . . . . . . . . . . . . . . . . . . . . . 96
14.2 Partial Fractions: Unique Poles . . . . . . . . . . . . . . . . . 96
14.3 Example: Partial Fractions with Unique Real Poles . . . . . . 97
14.4 Partial Fractions: Complex-Conjugate Poles . . . . . . . . . . 98
14.5 Example: Partial Fractions with Complex Poles . . . . . . . . 98
14.6 Stability in Linear Systems . . . . . . . . . . . . . . . . . . . . 98
14.7 Stability ⇐⇒ Poles in LHP . . . . . . . . . . . . . . . . . . . 99
14.8 General Stability . . . . . . . . . . . . . . . . . . . . . . . . . 99
15 CONTROL FUNDAMENTALS 100
15.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
15.1.1 Plants, Inputs, and Outputs . . . . . . . . . . . . . . . 100
15.1.2 The Need for Modeling . . . . . . . . . . . . . . . . . . 100
15.1.3 Nonlinear Control . . . . . . . . . . . . . . . . . . . . . 101
15.2 Representing Linear Systems . . . . . . . . . . . . . . . . . . . 101
15.2.1 Standard State-Space Form . . . . . . . . . . . . . . . 101
15.2.2 Converting a State-Space Model into a Transfer Function 102
15.2.3 Converting a Transfer Function into a State-Space Model 102
15.3 PID Controllers . . . . . . . . . . . . . . . . . . . . . . . . . . 103
15.4 Example: PID Control . . . . . . . . . . . . . . . . . . . . . . 103
15.4.1 Proportional Only . . . . . . . . . . . . . . . . . . . . 104
iv
15.4.2 Proportional-Derivative Only . . . . . . . . . . . . . . 104
15.4.3 Proportional-Integral-Derivative . . . . . . . . . . . . . 105
15.5 Heuristic Tuning . . . . . . . . . . . . . . . . . . . . . . . . . 105
15.6 Block Diagrams of Systems . . . . . . . . . . . . . . . . . . . . 106
15.6.1 Fundamental Feedback Loop . . . . . . . . . . . . . . . 106
15.6.2 Block Diagrams: General Case . . . . . . . . . . . . . . 106
15.6.3 Primary Transfer Functions . . . . . . . . . . . . . . . 107
16 MODAL ANALYSIS 109
16.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
16.2 Matrix Exponential . . . . . . . . . . . . . . . . . . . . . . . . 109
16.2.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . 109
16.2.2 Modal Canonical Form . . . . . . . . . . . . . . . . . . 109
16.2.3 Modal Decomposition of Response . . . . . . . . . . . 110
16.3 Forced Response and Controllability . . . . . . . . . . . . . . 111
16.4 Plant Output and Observability . . . . . . . . . . . . . . . . . 112
17 CONTROL SYSTEMS – LOOPSHAPING 113
17.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
17.2 Roots of Stability – Nyquist Criterion . . . . . . . . . . . . . . 113
17.2.1 Mapping Theorem . . . . . . . . . . . . . . . . . . . . 114
17.2.2 Nyquist Criterion . . . . . . . . . . . . . . . . . . . . . 114
17.2.3 Robustness on the Nyquist Plot . . . . . . . . . . . . . 115
17.3 Design for Nominal Performance . . . . . . . . . . . . . . . . . 116
17.4 Design for Robustness . . . . . . . . . . . . . . . . . . . . . . 116
17.5 Robust Performance . . . . . . . . . . . . . . . . . . . . . . . 118
17.6 Implications of Bode’s Integral . . . . . . . . . . . . . . . . . . 118
17.7 The Recipe for Loopshaping . . . . . . . . . . . . . . . . . . . 119
18 LINEAR QUADRATIC REGULATOR 121
18.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
18.2 Full-State Feedback . . . . . . . . . . . . . . . . . . . . . . . . 121
18.3 Dynamic Programming . . . . . . . . . . . . . . . . . . . . . . 121
18.4 Dynamic Programming and Full-State Feedback . . . . . . . . 123
18.5 Properties and Use of the LQR . . . . . . . . . . . . . . . . . 125
v
19 KALMAN FILTER 128
19.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
19.2 Problem Statement . . . . . . . . . . . . . . . . . . . . . . . . 128
19.3 Step 1: An Equation for
˙
Σ . . . . . . . . . . . . . . . . . . . . 129
19.4 Step 2: H as a Function of Σ . . . . . . . . . . . . . . . . . . 131
19.5 Properties of the Solution . . . . . . . . . . . . . . . . . . . . 132
19.6 Combination of LQR and KF . . . . . . . . . . . . . . . . . . 133
19.7 Proofs of the Intermediate Results . . . . . . . . . . . . . . . . 134
19.7.1 Proof that E(e
T
We) = trace(ΣW) . . . . . . . . . . . 134
19.7.2 Proof that

∂H
trace(−ΛHCΣ) = −Λ
T
ΣC
T
. . . . . . . 135
19.7.3 Proof that

∂H
trace(−ΛΣC
T
H
T
) = −ΛΣC
T
. . . . . . 135
19.7.4 Proof of the Separation Principle . . . . . . . . . . . . 136
20 LOOP TRANSFER RECOVERY 137
20.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
20.2 A Special Property of the LQR Solution . . . . . . . . . . . . 138
20.3 The Loop Transfer Recovery Result . . . . . . . . . . . . . . . 139
20.4 Usage of the Loop Transfer Recovery . . . . . . . . . . . . . . 141
20.5 Three Lemmas . . . . . . . . . . . . . . . . . . . . . . . . . . 141
21 SYSTEM IDENTIFICATION 143
21.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
21.2 Visual Output from a Simple Input . . . . . . . . . . . . . . . 143
21.3 Transfer Function Estimation – Sinusoidal Input . . . . . . . . 145
21.4 Transfer Function Estimation – Broadband Input . . . . . . . 146
21.4.1 Fourier Transform of Sampled Data . . . . . . . . . . . 147
21.4.2 Estimating the Transfer Function . . . . . . . . . . . . 148
21.5 Time-Domain Simulation . . . . . . . . . . . . . . . . . . . . . 150
22 CARTESIAN NAVIGATION 153
22.1 Acoustic Navigation . . . . . . . . . . . . . . . . . . . . . . . 153
22.2 Global Positioning System (GPS) . . . . . . . . . . . . . . . . 155
23 REFERENCES 159
24 PROBLEMS 163
vi
1
1 MATH FACTS
1.1 Vectors
1.1.1 Definition
We use the overhead arrow to denote a column vector, i.e., a number with a
direction. For example, in three-space, we write
a =

2
1
7

.
The elements of a vector have a graphical interpretation, which is particularly
easy to see in two or three dimensions.
2
x
y
1
7
z
a
1. Vector addition is pointwise.
a +

b = c

2
1
7

+

3
3
2

=

5
4
9

.
Graphically, addition is stringing the vectors together head to tail.
2 1 MATH FACTS
2. Scalar multiplication is pointwise.
−2

2
1
7

=

−4
−2
−14

.
1.1.2 Vector Magnitude
The total length of a vector of dimension m, its Euclidean norm, is given by
[[x[[ =

m
¸
i=1
x
2
i
;
this scalar is commonly used to normalize a vector to length one.
1.1.3 Vector Dot Product
The dot product of two vectors is the sum of the products of the elements:
x y = x
T
y =
m
¸
i=1
x
i
y
i
.
The dot product also satisfies
x y = [[x[[[[y[[ cos θ,
where θ is the angle between the vectors.
1.1.4 Vector Cross Product
The cross product of two three-dimensional vectors is another vector, xy = z,
whose
1. direction is normal to the plane formed by the two vectors,
2. direction is given by the right-hand rule, rotating from x to y,
1.2 Matrices 3
3. magnitude is the area of the parallelogram formed by the two vectors –
the cross product of two parallel vectors is zero – and
4. (signed) magnitude is equal to [[x[[[[y[[ sin θ, where θ is the angle between
the two vectors, measured from x to y.
The schoolbook formula is
x y =

x
2
y
3
−x
3
y
2
x
3
y
1
−x
1
y
3
x
1
y
2
−x
2
y
1

.
1.2 Matrices
1.2.1 Definition
A matrix, or array, is equivalent to a set of row vectors, arranged side by side,
say
A = [a

b] =

2 3
1 3
7 2
¸
¸
¸ .
This matrix has three rows (m = 3) and two columns (n = 2); a vector is
a special case of a matrix with one column. Matrices, like vectors, permit
pointwise addition and scalar multiplication. We usually use an upper-case
symbol to denote a matrix.
1.2.2 Multiplying a Vector by a Matrix
If A
ij
denotes the element of matrix A in the i’th row and the j’th column,
then the multiplication c = Av is constructed as:
c
i
= A
i1
v
1
+ A
i2
v
2
+ + A
in
v
n
=
n
¸
j=1
A
ij
v
j
,
where n is the number of columns in A. c will have as many columns as
A has rows (m). Note that this multiplication is well-defined only if v has
4 1 MATH FACTS
as many rows as A has columns; they have consistent inner dimension n.
The product vA would be well-posed only if A had one row, and the proper
number of columns. There is another important interpretation of this vector
multiplication: Let the subscript : indicate all rows, so that each A
:j
is the
j’th column vector. Then
c = Av = A
:1
v
1
+ A
:2
v
2
+ + A
:n
v
n
.
We are multiplying column vectors of A by the scalar elements of v.
1.2.3 Multiplying a Matrix by a Matrix
The multiplication C = AB is equivalent to a side-by-side arrangement of
column vectors C
:j
= AB
:j
, so that
C = AB = [AB
:1
AB
:2
AB
:k
],
where k is the number of columns in matrix B. The same inner dimension
condition applies as noted above: the number of columns in A must equal the
number of rows in B. Matrix multiplication is:
1. Associative. (AB)C = A(BC).
2. Distributive. A(B + C) = AB + AC, (B + C)A = BA + CA.
3. NOT Commutative. AB = BA, except in special cases.
1.2.4 Common Matrices
Identity . The identity matrix is usually denoted I, and comprises a square
matrix with ones on the diagonal, and zeros elsewhere, e.g.,
I
3×3
=

1 0 0
0 1 0
0 0 1
¸
¸
¸ .
The identity always satisfies AI
n×n
= I
m×m
A = A.
1.2 Matrices 5
Diagonal Matrices . A diagonal matrix is square, and has all zeros off the
diagonal. For instance, the following is a diagonal matrix:
A =

4 0 0
0 −2 0
0 0 3
¸
¸
¸ .
The product of a diagonal matrix with another diagonal matrix is diagonal,
and in this case the operation is commutative.
1.2.5 Transpose
The transpose of a vector or matrix, indicated by a T superscript results
from simply swapping the row-column indices of each entry; it is equivalent to
“flipping” the vector or matrix around the diagonal line. For example,
a =

1
2
3

−→a
T
= ¦1 2 3¦
A =

1 2
4 5
8 9
¸
¸
¸ −→A
T
=
¸
1 4 8
2 5 9
¸
.
A very useful property of the transpose is
(AB)
T
= B
T
A
T
.
1.2.6 Determinant
The determinant of a square matrix A is a scalar equal to the volume of the
parallelepiped enclosed by the constituent vectors. The two-dimensional case
is particularly easy to remember, and illustrates the principle of volume:
det(A) = A
11
A
22
−A
21
A
12
det
¸
1 −1
1 1
¸
= 1 + 1 = 2.
6 1 MATH FACTS
1 -1
A
:2
A
:1
Area = det(A) = 2
y
x
In higher dimensions, the determinant is more complicated to compute. The
general formula allows one to pick a row k, perhaps the one containing the
most zeros, and apply
det(A) =
j=n
¸
j=1
A
kj
(−1)
k+j

kj
,
where ∆
kj
is the determinant of the sub-matrix formed by neglecting the k’th
row and the j’th column. The formula is symmetric, in the sense that one
could also target the k’th column:
det(A) =
j=n
¸
j=1
A
jk
(−1)
k+j

jk
.
If the determinant of a matrix is zero, then the matrix is said to be singular –
there is no volume, and this results from the fact that the constituent vectors
do not span the matrix dimension. For instance, in two dimensions, a singular
matrix has the vectors colinear; in three dimensions, a singular matrix has
all its vectors lying in a (two-dimensional) plane. Note also that det(A) =
det(A
T
). If det(A) = 0, then the matrix is said to be nonsingular.
1.2.7 Inverse
The inverse of a square matrix A, denoted A
−1
, satisfies AA
−1
= A
−1
A = I.
Its computation requires the determinant above, and the following definition
of the n n adjoint matrix:
adj(A) =

(−1)
1+1

11
(−1)
1+n

1n

(−1)
n+1

n1
(−1)
n+n

nn
.
¸
¸
¸
T
.
1.2 Matrices 7
Once this computation is made, the inverse follows from
A
−1
=
adj(A)
det(A)
.
If A is singular, i.e., det(A) = 0, then the inverse does not exist. The inverse
finds common application in solving systems of linear equations such as
Ax =

b −→x = A
−1

b.
1.2.8 Trace
The trace of a matrix is simply the sum of the diagonals:
tr(A) =
n
¸
i=1
A
ii
.
1.2.9 Eigenvalues and Eigenvectors
A typical eigenvalue problem is stated as
Ax = λx,
where A is an n n matrix, x is a column vector with n elements, and λ is
a scalar. We ask for what nonzero vectors x (right eigenvectors), and scalars
λ (eigenvalues) will the equation be satisfied. Since the above is equivalent to
(A−λI)x =

0, it is clear that det(A−λI) = 0. This observation leads to the
solutions for λ; here is an example for the two-dimensional case:
A =
¸
4 −5
2 −3
¸
−→
A −λI =
¸
4 −λ −5
2 −3 −λ
¸
−→
det(A −λI) = (4 −λ)(−3 −λ) + 10
= λ
2
−λ −2
= (λ + 1)(λ −2).
8 1 MATH FACTS
Thus, A has two eigenvalues, λ
1
= −1 and λ
2
= 2. Each is associated with a
right eigenvector x. In this example,
(A −λ
1
I)x
1
=

0 −→
¸
5 −5
2 −2
¸
x
1
=

0 −→
x
1
=


2/2,

2/2
¸
T
.
(A −λ
2
I)x
2
=

0 −→
¸
2 −5
2 −5
¸
x
2
=

0 −→
x
2
=

5

29/29, 2

29/29
¸
T
.
Eigenvectors have arbitrary magnitude and sign; they are often normalized to
have unity magnitude, and positive first element (as above). A set of n eigen-
vectors is always linearly independent. The condition that rank(A − λ
i
I) =
rank(A)−1 indicates that there is only one eigenvector for the eigenvalue λ
i
. If
the left-hand side is less than this, then there are multiple unique eigenvectors
that go with λ
i
.
The above discussion relates only the right eigenvectors, generated from the
equation Ax = λx. Left eigenvectors, also useful for many problems, pertain
to the transpose of A: A
T
y = λy. A and A
T
share the same eigenvalues λ,
since they share the same determinant. Example:
(A
T
−λ
1
I)y
1
=

0 −→
¸
5 2
−5 −2
¸
y
1
=

0 −→
y
1
=

2

29/29, −5

29/29
¸
T
.
(A
T
−λ
2
I)y
2
=

0 −→
¸
2 2
−5 −5
¸
y
2
=

0 −→
y
2
=


2/2, −

2/2
¸
T
.
1.2 Matrices 9
1.2.10 Modal Decomposition
The right and left eigenvectors of a particular eigenvalue have unity dot prod-
uct, that is x
T
i
y
i
= 1, with the normalization noted above. The dot product
of a left eigenvector with the right eigenvector of a different eigenvalue is zero.
Thus, if
X = [x
1
x
n
] , and
Y = [y
1
y
n
] ,
then we have
Y
T
X = I, or
Y
T
= X
−1
.
Next, construct a diagonal matrix of eigenvalues:
Λ =

λ
1
0

0 λ
n
¸
¸
¸ ;
it follows that
AV = V Λ −→
A = V ΛW
T
=
n
¸
i=1
λ
i
v
i
w
T
i
.
Hence A can be written as a sum of modal components.
1
1.2.11 Singular Value
Let G(s) be an mn, possibly complex matrix. The singular value decompo-
sition (SVD) computes three matrices satisfying
1
By carrying out successive multiplications, it can be shown that A
k
has its eigenvalues
at λ
k
i
, and keeps the same eigenvectors as A.
10 1 MATH FACTS
G = UΣV

,
where U is mm, Σ is mn, and V is n n. The star notation indicates a
complex-conjugate transpose. The matrix Σ is diagonal, with the form
Σ =

σ
1
0 0 0
0 0 0
0 0 σ
p
0
0 0 0 0
¸
¸
¸
¸
¸
,
where p = min(m, n). Each nonzero entry on the diagonal is a real, positive
singular value, ordered such that σ
1
> σ
2
> σ
p
. The notation is common
that σ
1
= σ, the maximum singular value, and σ
p
= σ, the minimum singular
value. The auxiliary matrices U and V are unitary, i.e., they satisfy X

=
X
−1
. Like eigenvalues, the singular values of G are related to projections. σ
i
represents the Euclidean size of the matrix G along the i’th singular vector:
σ = max
||x||=1
[[Gx[[
σ = min
||x||=1
[[Gx[[.
Other properties of the singular value include:
• σ(AB) ≤ σ(A)σ(B).
• σ(A) =

λ
max
(A

A).
• σ(A) =

λ
min
(A

A).
• σ(A) = 1/σ(A
−1
).
• σ(A) = 1/σ(A
−1
).
1.3 Laplace Transform 11
1.3 Laplace Transform
1.3.1 Definition
The Laplace transform converts time-domain signals into a frequency-domain
equivalent. The signal y(t) has transform Y (s) defined as follows:
Y (s) = L(y(t)) =


0
y(τ)e
−sτ
dτ,
where s is an unspecified complex number; Y (s) is considered to be complex as
a result. Note that the Laplace transform is linear, and so it is is distributive:
L(x(t) + y(t)) = L(x(t)) + L(y(t)) will hold throughout. The following table
gives a list of some useful transform pairs and other properties, for reference.
The last two properties are of special importance: for control system design,
the differentiation of a signal is equivalent to multiplication of its Laplace
transform by s; integration of a signal is equivalent to division by s. The other
terms that arise will cancel if y(0) = 0, or if y(0) is finite, so they are usually
ignored.
1.3.2 Convergence
We note first that the value of s affects the convergence of the integral. For
instance, if y(t) = e
t
, then the integral converges only for Re(s) > 1, since
the integrand is e
1−s
in this case. Convergence issues are not a problem for
evaluation of the Laplace transform, however, because of analytic continuation.
This result from complex analysis holds that if two complex functions are
equal on some arc (or line) in the complex plane, then they are equivalent
everywhere. This fact allows us to always pick a value of s for which the
integral above converges, and then by extension infer the existence of the
general transform.
1.3.3 Convolution Theorem
One of the main points of the Laplace transform is the ease of dealing with
dynamic systems. As with the Fourier transform, the convolution of two sig-
nals in the time domain corresponds with the multiplication of signals in the
frequency domain. Consider a system whose impulse response is g(t), being
12 1 MATH FACTS
y(t) ←→ Y (s)
(Impulse) δ(t) ←→ 1
(Unit Step) 1(t) ←→
1
s
(Unit Ramp) t ←→
1
s
2
e
−αt
←→
1
s + α
sin ωt ←→
ω
s
2
+ ω
2
cos ωt ←→
s
s
2
+ ω
2
e
−αt
sin ωt ←→
ω
(s + α)
2
+ ω
2
e
−αt
cos ωt ←→
s + α
(s + α)
2
+ ω
2
1
b −a
(e
−at
−e
−bt
) ←→
1
(s + a)(s + b)
1
ab
¸
1 +
1
a −b
(be
−at
−ae
−bt
)

←→
1
s(s + a)(s + b)
ω
n

1 −ζ
2
e
−ζωnt
sin ω
n

1 −ζ
2
t ←→
ω
2
n
s
2
+ 2ζω
n
s + ω
2
n
1 −
1

1 −ζ
2
e
−ζωnt
sin

ω
n

1 −ζ
2
t + φ

←→
ω
2
n
s(s
2
+ 2ζω
n
s + ω
2
n
)

φ = tan
−1

1 −ζ
2
ζ

(Pure Delay) y(t −τ)1(t −τ) ←→ Y (s)e
−sτ
(Time Derivative)
dy(t)
dt
←→ sY (s) −y(0)
(Time Integral)

t
0
y(τ)dτ ←→
Y (s)
s
+

0+
0−
y(t)dt
s
1.3 Laplace Transform 13
driven by an input signal x(t); the output is y(t) = g(t)∗x(t). The Convolution
Theorem is
y(t) =

t
0
g(t −τ)x(τ)dτ ⇐⇒Y (s) = G(s)X(s).
Here’s the proof given by Siebert:
Y (s) =


0
y(t)e
−st
dt
=


0
¸
t
0
g(t −τ) x(τ) dτ

e
−st
dt
=


0
¸

0
g(t −τ) 1(t −τ) x(τ) dτ

e
−st
dt
=


0
x(τ)
¸

0
g(t −τ) 1(t −τ) e
−st
dt


=


0
x(τ) G(s)e
−sτ

= G(s)X(s)
When g(t) is the impulse response of a dynamic system, then y(t) represents
the output of this system when it is driven by the external signal x(t).
1.3.4 Solution of Differential Equations by Laplace Transform
The Convolution Theorem allows one to solve (linear time-invariant) differen-
tial equations in the following way:
1. Transform the system impulse response g(t) into G(s), and the input
signal x(t) into X(s), using the transform pairs.
2. Perform the multiplication in the Laplace domain to find Y (s).
3. Ignoring the effects of pure time delays, break Y (s) into partial fractions
with no powers of s greater than 2 in the denominator.
4. Generate the time-domain response from the simple transform pairs.
Apply time delay as necessary.
Specific examples of this procedure are given in a later section on transfer
functions.
14 2 KINEMATICS OF MOVING FRAMES
2 KINEMATICS OF MOVING FRAMES
2.1 Rotation of Reference Frames
We say that a vector expressed in the inertial frame has coordinates x, and
in a body-reference frame x
b
. For the moment, we assume that the origins of
these frames are coincident, but that the body frame has a different angular
orientation. The angular orientation has several well-known descriptions, in-
cluding the Euler angles and the Euler parameters (quaternions). The former
method involves successive rotations about the principle axes, and has a solid
link with the intuitive notions of roll, pitch, and yaw. Quaternions present a
more elegant and robust method, but with more abstraction. We will develop
the equations of motion using Euler angles.
Tape three pencils together to form a right-handed three-dimensional coordi-
nate system. Successively rotating the system about three of its own principle
axes, it is easy to see that any possible orientation can be achieved. For ex-
ample, consider the sequence of [yaw, pitch, roll]: starting from an orientation
identical to some inertial frame, rotate the movable system about its yaw axis,
then about the new pitch axis, then about the newer still roll axis. Needless
to say, there are many valid Euler angle rotation sets possible to reach a given
orientation; some of them might use the same axis twice.
x
x’
y’=y’’
y
x’’=x’’’
z’’
z’’’
y’’’
z=z’
Figure 1: Successive application of three Euler angles transforms the original
coordinate frame into an arbitrary orientation.
A first question is: what is the coordinate of a point fixed in inertial space,
referenced to a rotated body frame? The transformation takes the form of
a 33 matrix, which we now derive through successive rotations of the three
2.1 Rotation of Reference Frames 15
Euler angles. Before the first rotation, the body-referenced coordinate matches
that of the inertial frame: x
0
b
= x. Now rotate the movable frame yaw axis
(z) through an angle φ. We have
x
1
b
=

cos φ sin φ 0
−sin φ cos φ 0
0 0 1
¸
¸
¸x
0
b
= R(φ)x
0
b
. (1)
Rotation about the z-axis does not change the z-coordinate of the point; the
other axes are modified according to basic trigonometry. Now apply the second
rotation, pitch about the new y-axis by the angle θ:
x
2
b
=

cos θ 0 −sin θ
0 1 0
sin θ 0 cos θ
¸
¸
¸x
1
b
= R(θ)x
1
b
. (2)
Finally, rotate the body system an angle ψ about its newest x-axis:
x
3
b
=

1 0 0
0 cos ψ sin ψ0
0 −sin ψ cos ψ
¸
¸
¸x
2
b
= R(ψ)x
2
b
. (3)
This represents the location of the original point, in the fully-transformed
body-reference frame, i.e., x
3
b
. We will use the notation x
b
instead of x
3
b
from
here on. The three independent rotations can be cascaded through matrix
multiplication (order matters!):
x
b
= R(ψ)R(θ)R(φ)x (4)
=

cθcφ cθsφ −sθ
−cψsψ + sψsθcφ cψcφ + sψsθsφ sψcθ
sψsφ + cψsθcφ −sψcφ + cψsθsψ cψcθ
¸
¸
¸x
= R(φ, θ, ψ)x.
All of the transformation matrices, including R(φ, θ, ψ), are orthonormal: their
inverse is equivalent to their transpose. Additionally, we should note that the
rotation matrix R is universal to all representations of orientation, including
quaternions. The roles of the trigonometric functions, as written, are specific
to Euler angles, and to the order in which we performed the rotations.
In the case that the movable (body) reference frame has a different origin than
the inertial frame, we have
16 2 KINEMATICS OF MOVING FRAMES
x = x
0
+ R
T
x
b
, (5)
where x
0
is the location of the moving origin, expressed in inertial coordinates.
2.2 Differential Rotations
Now consider small rotations from one frame to another; using the small angle
assumption to ignore higher-order terms gives
R ·

1 δφ −δθ
−δφ 1 δψ
δθ −δψ 1
¸
¸
¸ (6)
=

0 δφ −δθ
−δφ 0 δψ
δθ −δψ 0
¸
¸
¸ + I
3×3
.
R comprises the identity plus a part equal to the (negative) cross-product
operator [−δ

E], where δ

E = [δψ, δθ, δφ], the vector of Euler angles ordered
with the axes [x, y, z]. Small rotations are completely decoupled; the order of
the small rotations does not matter. Since R
−1
= R
T
, we have also R
−1
=
I
3×3
+ δ

E;
x
b
= x −δ

E x (7)
x = x
b
+ δ

E x
b
. (8)
We now fix the point of interest on the body, instead of in inertial space,
calling its location in the body frame r (radius). The differential rotations
occur over a time step δt, so that we can write the location of the point before
and after the rotation, with respect to the first frame as follows:
x(t) = r (9)
x(t + δt) = R
T
r = r + δ

E r.
Dividing by the differential time step gives
2.2 Differential Rotations 17
δx
δt
=
δ

E
δt
r (10)
= ω r,
where the rotation rate vector ω · d

E/dt because the Euler angles for this
infinitesimal rotation are small and decoupled. This same cross-product rela-
tionship can be derived in the second frame as well:
x
b
(t) = Rr = r −δ

E r (11)
x
b
(t + δt) = r.
such that
δx
b
δt
=
δ

E
δt
r (12)
= ω r,
On a rotating body whose origin point is fixed, the time rate of change of a
constant radius vector is the cross-product of the rotation rate vector ω and
the radius vector itself. The resultant derivative is in the moving body frame.
In the case that the radius vector changes with respect to the body frame, we
need an additional term:
dx
b
dt
= ω r +
∂r
∂t
. (13)
Finally, allowing the origin to move as well gives
dx
b
dt
= ω r +
∂r
∂t
+
dx
o
dt
. (14)
This result is often written in terms of body-referenced velocity v:
v = ω r +
∂r
∂t
+v
o
, (15)
where v
o
is the body-referenced velocity of the origin. The total velocity of the
particle is equal to the velocity of the reference frame origin, plus a component
18 2 KINEMATICS OF MOVING FRAMES
due to rotation of this frame. The velocity equation can be generalized to any
body-referenced vector

f:
d

f
dt
=
∂f
∂t
+ ω

f. (16)
2.3 Rate of Change of Euler Angles
Only for the case of infinitesimal Euler angles is it true that the time rate
of change of the Euler angles equals the body-referenced rotation rate. For
example, with the sequence [yaw,pitch,roll], the Euler yaw angle (applied first)
is definitely not about the final body yaw axis; the pitch and roll rotations
moved the axis. An important part of any simulation is the evolution of the
Euler angles. Since the physics determine rotation rate ω, we seek a mapping
ω →d

E/dt.
The idea is to consider small changes in each Euler angle, and determine the
effects on the rotation vector. The first Euler angle undergoes two additional
rotations, the second angle one rotation, and the final Euler angle no additional
rotations:
ω = R(ψ)R(θ)

0
0

dt

+ R(ψ)

0

dt
0

+


dt
0
0

(17)
=

1 0 −sin θ
0 cos ψ sin ψ cos θ
0 −sin ψ cos ψ cos θ
¸
¸
¸


dt

dt

dt

.
Taking the inverse gives
d

E
dt
=

1 sin ψ tan θ cos ψ tan θ
0 cos ψ −sin ψ
0 sin ψ/ cos θ cos ψ/ cos θ
¸
¸
¸ ω (18)
= Γ(

E) ω.
Singularities exist in Γ at θ = ¦π/2, 3π/2¦, because of the division by cos θ, and
hence this otherwise useful equation for propagating the angular orientation of
a body fails when the vehicle rotates about the intermediate y-axis by ninety
2.4 Dead Reckoning 19
degrees. In applications where this is a real possibility, for example in orbiting
satellites and robotic arms, quaternions provide a seamless mapping. For most
ocean vessels, the singularity is acceptable, as long as it is not on the yaw axis!
2.4 Dead Reckoning
The measurement of heading and longitudinal speed gives rise to one of the
oldest methods of navigation: dead reckoning. Quite simply, if the estimated
longitudinal speed over ground is U, and the estimated heading is φ, ignoring
the lateral velocity leads to the evolution of Cartesian coordinates:
˙ x = U cos φ
˙ y = U sin φ.
Needless to say, currents and vehicle sideslip will cause this to be in error.
Nonetheless, some of the most remarkable feats of navigation in history have
depended on dead reckoning.
20 3 VESSEL INERTIAL DYNAMICS
3 VESSEL INERTIAL DYNAMICS
We consider the rigid body dynamics with a coordinate system affixed on the
body. A common frame for ships, submarines, and other marine vehicles has
the body-referenced x-axis forward, y-axis to port (left), and z-axis up. This
will be the sense of our body-referenced coordinate system here.
3.1 Momentum of a Particle
Since the body moves with respect to an inertial frame, dynamics expressed in
the body-referenced frame need extra attention. First, linear momentum for
a particle obeys the equality

F =
d
dt
(mv) (19)
A rigid body consists of a large number of these small particles, which can be
indexed. The summations we use below can be generalized to integrals quite
easily. We have

F
i
+

R
i
=
d
dt
(m
i
v
i
) , (20)
where

F
i
is the external force acting on the particle and

R
i
is the net force
exerted by all the other surrounding particles (internal forces). Since the
collection of particles is not driven apart by the internal forces, we must have
equal and opposite internal forces such that
N
¸
i=1

R
i
= 0. (21)
Then summing up all the particle momentum equations gives
N
¸
i=1

F
i
=
N
¸
i=1
d
dt
(m
i
v
i
) . (22)
Note that the particle velocities are not independent, because the particles are
rigidly attached.
Now consider a body reference frame, with origin 0, in which the particle i
resides at body-referenced radius vector r; the body translates and rotates,
and we now consider how the momentum equation depends on this motion.
3.2 Linear Momentum in a Moving Frame 21
z, w,
y, v,
x, u,
θ
φ
ψ
Figure 2: Convention for the body-referenced coordinate system on a vessel:
x is forward, y is sway to the left, and z is heave upwards. Looking forward
from the vessel bridge, roll about the x axis is positive counterclockwise, pitch
about the y-axis is positive bow-down, and yaw about the z-axis is positive
turning left.
3.2 Linear Momentum in a Moving Frame
The expression for total velocity may be inserted into the summed linear mo-
mentum equation to give
N
¸
i=1

F
i
=
N
¸
i=1
d
dt
(m
i
(v
o
+ ω r
i
)) (23)
= m
∂v
o
∂t
+
d
dt
¸
ω
N
¸
i=1
m
i
r
i
¸
,
where m =
¸
N
i=1
m
i
, and v
i
= v
o
+ ωr
i
. Further defining the center of gravity
vector r
G
such that
mr
G
=
N
¸
i=1
m
i
r
i
, (24)
we have
N
¸
i=1

F
i
= m
∂v
o
∂t
+ m
d
dt
( ω r
G
). (25)
Using the expansion for total derivative again, the complete vector equation
in body coordinates is
22 3 VESSEL INERTIAL DYNAMICS

F =
¸
i=1
N = m

∂v
o
∂t
+ ω v
o
+

dt
r
G
+ ω ( ω r
G
)

. (26)
Now we list some conventions that will be used from here on:
v
o
= ¦u, v, w¦ (body-referenced velocity)
r
G
= ¦x
G
, y
G
, z
g
¦ (body-referenced location of center of mass)
ω = ¦p, q, r¦ (rotation vector, in body coordinates)

F = ¦X, Y, Z¦ (external force, body coordinates).
The last term in the previous equation simplifies using the vector triple product
identity
ω ( ω r
G
) = ( ω r
G
) ω −( ω ω)r
G
,
and the resulting three linear momentum equations are
X = m
¸
∂u
∂t
+ qw −rv +
dq
dt
z
G

dr
dt
y
G
+ (qy
G
+ rz
G
)p −(q
2
+ r
2
)x
G
¸
(27)
Y = m
¸
∂v
∂t
+ ru −pw +
dr
dt
x
G

dp
dt
z
G
+ (rz
G
+ px
G
)q −(r
2
+ p
2
)y
G
¸
Z = m
¸
∂w
∂t
+ pv −qu +
dp
dt
y
G

dq
dt
x
G
+ (px
G
+ qy
G
)r −(p
2
+ q
2
)z
G
¸
.
Note that about half of the terms here are due to the mass center being in a
different location than the reference frame origin, i.e., r
G
=

0.
3.3 Example: Mass on a String
Consider a mass on a string, being swung around around in a circle at speed
U, with radius r. The centrifugal force can be computed in at least three
different ways. The vector equation at the start is

F = m

∂v
o
∂t
+ ω v
o
+

dt
r
G
+ ω ( ω r
G
)

.
3.3 Example: Mass on a String 23
3.3.1 Moving Frame Affixed to Mass
Affixing a reference frame on the mass, with the local x oriented forward and
y inward towards the circle center, gives
v
o
= ¦U, 0, 0¦
T
ω = ¦0, 0, U/r¦
T
r
G
= ¦0, 0, 0¦
T
∂v
o
∂t
= ¦0, 0, 0¦
T
∂ ω
∂t
= ¦0, 0, 0¦
T
,
such that

F = mω v
o
= m¦0, U
2
/r, 0¦
T
.
The force of the string pulls in on the mass to create the circular motion.
3.3.2 Rotating Frame Attached to Pivot Point
Affixing the moving reference frame to the pivot point of the string, with the
same orientation as above but allowing it to rotate with the string, we have
v
o
= ¦0, 0, 0¦
T
ω = ¦0, 0, U/r¦
T
r
G
= ¦0, r, 0¦
T
∂v
o
∂t
= ¦0, 0, 0¦
T
∂ ω
∂t
= ¦0, 0, 0¦
T
,
giving the same result:

F = mω ( ω r
G
) = m¦0, U
2
/r, 0¦
T
.
24 3 VESSEL INERTIAL DYNAMICS
3.3.3 Stationary Frame
A frame fixed in inertial space, and momentarily coincident with the frame
on the mass (3.3.1), can also be used for the calculation. In this case, as the
string travels through a small arc δψ, vector subtraction gives
δv = ¦0, U sin δψ, 0¦
T
· ¦0, Uδψ, 0¦
T
.
Since
˙
ψ = U/r, it follows easily that in the fixed frame dv/dt = ¦0, U
2
/r, 0¦
T
,
as before.
3.4 Angular Momentum
For angular momentum, the summed particle equation is
N
¸
i=1
(

M
i
+r
i

F
i
) =
N
¸
i=1
r
i

d
dt
(m
i
v
i
), (28)
where

M
i
is an external moment on the particle i. Similar to the case for linear
momentum, summed internal moments cancel. We have
N
¸
i=1
(

M
i
+r
i

F
i
) =
N
¸
i=1
m
i
r
i

¸
∂v
o
∂t
+ ω v
o
¸
+
N
¸
i=1
m
i
r
i

∂ ω
∂t
r
i

+
N
¸
i=1
m
i
r
i
( ω ( ω r
i
)).
The summation in the first term of the right-hand side is recognized simply as
mr
G
, and the first term becomes
mr
G

¸
∂v
o
∂t
+ ω v
o
¸
. (29)
The second term expands as (using the triple product)
N
¸
i=1
m
i
r
i

∂ ω
∂t
r
i

=
N
¸
i=1
m
i

(r
i
r
i
)
∂ ω
∂t

∂ ω
∂t
r
i

r
i

(30)
=

¸
N
i=1
m
i
((y
2
i
+ z
2
i
) ˙ p −(y
i
˙ q + z
i
˙ r)x
i
)
¸
N
i=1
m
i
((x
2
i
+ z
2
i
) ˙ q −(x
i
˙ p + z
i
˙ r)y
i
)
¸
N
i=1
m
i
((x
2
i
+ y
2
i
) ˙ r −(x
i
˙ p + y
i
˙ q)z
i
)

.
3.4 Angular Momentum 25
Employing the definitions of moments of inertia,
I =

I
xx
I
xy
I
xz
I
yx
I
yy
I
yz
I
zx
I
zy
I
zz
¸
¸
¸ (inertia matrix)
I
xx
=
N
¸
i=1
m
i
(y
2
i
+ z
2
i
)
I
yy
=
N
¸
i=1
m
i
(x
2
i
+ z
2
i
)
I
zz
=
N
¸
i=1
m
i
(x
2
i
+ y
2
i
)
I
xy
= I
yx
= −
N
¸
i=1
m
i
x
i
y
i
(cross-inertia)
I
xz
= I
zx
= −
N
¸
i=1
m
i
x
i
z
i
I
yz
= I
zy
= −
N
¸
i=1
m
i
y
i
z
i
,
the second term of the angular momentum right-hand side collapses neatly
into I∂ ω/∂t. The third term can be worked out along the same lines, but
offers no similar condensation:
N
¸
i=1
m
i
r
i
(( ω r
i
) ω −( ω ω)r
i
) =
N
¸
i=1
m
i
r
i
ω( ω r
i
) (31)
=

¸
N
i=1
m
i
(y
i
r −z
i
q)(x
i
p + y
i
q + z
i
r)
¸
N
i=1
m
i
(z
i
p −x
i
r)(x
i
p + y
i
q + z
i
r)
¸
N
i=1
m
i
(x
i
q −y
i
p)(x
i
p + y
i
q + z
i
r)

=

I
yz
(q
2
−r
2
) + I
xz
pq −I
xy
pr
I
xz
(r
2
−p
2
) + I
xy
rq −I
yz
pq
I
xy
(p
2
−q
2
) + I
yz
pr −I
xz
qr

+

(I
zz
−I
yy
)rq
(I
xx
−I
zz
)rp
(I
yy
−I
xx
)qp

.
26 3 VESSEL INERTIAL DYNAMICS
Letting

M = ¦K, M, N¦ be the total moment acting on the body, i.e., the left
side of Equation 28, the complete moment equations are
K = I
xx
˙ p + I
xy
˙ q + I
xz
˙ r + (32)
(I
zz
−I
yy
)rq + I
yz
(q
2
−r
2
) + I
xz
pq −I
xy
pr +
m[y
G
( ˙ w + pv −qu) −z
G
( ˙ v + ru −pw)]
M = I
yx
˙ p + I
yy
˙ q + I
yz
˙ r +
(I
xx
−I
zz
)pr + I
xz
(r
2
−p
2
) + I
xy
qr −I
yz
qp +
m[z
G
( ˙ u + qw −rv) −x
G
( ˙ w + pv −qu)]
N = I
zx
˙ p + I
zy
˙ q + I
zz
˙ r +
(I
yy
−I
xx
)pq + I
xy
(p
2
−q
2
) + I
yz
pr −I
xz
qr +
m[x
G
( ˙ v + ru −pw) −y
G
( ˙ u + qw −rv)] .
3.5 Example: Spinning Book
Consider a homogeneous rectangular block with I
xx
< I
yy
< I
zz
and all off-
diagonal moments of inertia are zero. The linearized angular momentum equa-
tions, with no external forces or moments, are
I
xx
dp
dt
+ (I
zz
−I
yy
)rq = 0
I
yy
dq
dt
+ (I
xx
−I
zz
)pr = 0
I
zz
dr
dt
+ (I
yy
−I
xx
)qp = 0.
We consider in turn the stability of rotations about each of the main axes,
with constant angular rate Ω. The interesting result is that rotations about
the x and z axes are unstable, while rotation about the y axis is not.
3.5.1 x-axis
In the case of the x-axis, p = Ω + δp, q = δq, and r = δr, where the δ prefix
indicates a small value compared to Ω. The first equation above is uncoupled
3.5 Example: Spinning Book 27
from the others, and indicates no change in δp, since the small term δqδr can
be ignored. Differentiate the second equation to obtain
I
yy

2
δq
∂t
2
+ (I
xx
−I
zz
)Ω
∂δr
∂t
= 0
Substitution of this result into the third equation yields
I
yy
I
zz

2
δq
∂t
2
+ (I
xx
−I
zz
)(I
xx
−I
yy
)Ω
2
δq = 0.
A simpler expression is δ¨ q + αδq = 0, which has response δq(t) = δq(0)e

−αt
,
when δ ˙ q(0) = 0. For spin about the x-axis, both coefficients of the differential
equation are positive, and hence α > 0. The imaginary exponent indicates
that the solution is of the form δq(t) = δq(0)cos

αt, that is, it oscillates but
does not grow. Since the perturbation δr is coupled, it too oscillates.
3.5.2 y-axis
Now suppose q = Ω + δq: differentiate the first equation and substitute into
the third equation to obtain
I
zz
I
xx

2
δp
∂t
2
+ (I
yy
−I
xx
)(I
yy
−I
zz
)Ω
2
δp = 0.
Here the second coefficient has negative sign, and therefore α < 0. The ex-
ponent is real now, and the solution grows without bound, following δp(t) =
δp(0)e

−αt
.
3.5.3 z-axis
Finally, let r = Ω+δr: differentiate the first equation and substitute into the
second equation to obtain
I
yy
I
xx

2
δp
∂t
2
+ (I
xx
−I
zz
)(I
yy
−I
zz
)Ω
2
δp = 0.
The coefficients are positive, so bounded oscillations occur.
28 3 VESSEL INERTIAL DYNAMICS
3.6 Parallel Axis Theorem
Often, the mass center of an body is at a different location than a more con-
venient measurement point, the geometric center of a vessel for example. The
parallel axis theorem allows one to translate the mass moments of inertia refer-
enced to the mass center into another frame with parallel orientation, and vice
versa. Sometimes a translation of coordinates to the mass center will make the
cross-inertial terms I
xy
, I
yz
, I
xz
small enough that they can be ignored; in this
case r
G
=

0 also, so that the equations of motion are significantly reduced, as
in the spinning book example.
The formulas are:
I
xx
=
¯
I
xx
+ m(δy
2
+ δz
2
) (33)
I
yy
=
¯
I
yy
+ m(δx
2
+ δz
2
)
I
zz
=
¯
I
zz
+ m(δx
2
+ δy
2
)
I
yz
=
¯
I
yz
−mδyδz
I
xz
=
¯
I
xz
−mδxδz
I
xy
=
¯
I
xy
−mδxδy,
where
¯
I represents an MMOI in the axes of the mass center, and δx, for ex-
ample, is the translation of the x-axis to the new frame. Note that translation
of MMOI using the parallel axis theorem must be either to or from a frame
resting exactly at the center of gravity.
3.7 Basis for Simulation
Except for external forces and moments

F and

M, we now have the neces-
sary terms for writing a full nonlinear simulation of a rigid body, in body
coordinates. There are twelve states, comprising the following components:
• v
o
, the vector of body-referenced velocities.
• ω, body rotation rate vector.
• x, location of the body origin, in inertial space.


E, Euler angle vector.
3.7 Basis for Simulation 29
The derivatives of body-referenced velocity and rotation rate come from Equa-
tions 27 and 32, with some coupling which generally requires a 6 6 matrix
inverse. The Cartesian position propagates according to
˙
x = R
T
(

E)v
o
, (34)
while the Euler angles follow:
˙

E = Γ(

E) ω. (35)
30 4 HYDRODYNAMICS: INTRODUCTION
4 HYDRODYNAMICS: INTRODUCTION
The forces and moments on a vessel are complicated functions of many fac-
tors, including water density, viscosity, surface tension, pressure, vapor pres-
sure, and motions of the body. The most important factors for large ocean
vehicles are density and motion, and we can make simplifications to param-
eterize the most prominent relationships. This section pertains to the use of
hydrodynamic coefficients for predicting hydrodynamic response.
4.1 Taylor Series and Hydrodynamic Coefficients
Recall the Taylor expansion of a function:
f(x) = f(x
o
) +
∂f(x
o
)
∂x
(x −x
o
) +
1
2!

2
f(x
o
)
∂x
2
(x −x
o
)
2
+ . (36)
We introduce the notation
f
x
=
∂f(x
o
)
∂x
f
x
x =
1
2!

2
f(x
o
)
∂x
2
,
and so on, so that a two-variable Taylor expansion would have the form
f(x, y) = f(x
o
, y
o
) + (37)
f
x
(x −x
o
) + f
y
(y −y
o
) +
f
xx
(x −x
o
)
2
+ f
yy
(y −y
o
)
2
+ f
xy
(x −x
o
)(y −y
o
) +
f
xxx
(x −x
o
)
3
+ . (38)
Note that all of the factorials are included in the coefficients. This notation
covers some instances where the formal Taylor series is meaningless, but the
notation is still clear. As one example, fluid drag is often written as
F =
1
2
ρC
d
Au[u[ = F
u|u|
u[u[.
4.2 Surface Vessel Linear Model 31
4.2 Surface Vessel Linear Model
We now discuss some of the hydrodynamic parameters which govern a ship
maneuvering in the horizontal plane. The body x-axis is forward and the y-
axis is to port, so positive r has the boat turning left. We will consider motions
only in the horizontal plane, which means θ = ψ = p = q = w = 0. Since the
vessel is symmetric about the x −z plane, y
G
= 0; z
G
is inconsequential. We
then have at the outset
X = m

∂u
∂t
−rv −x
G
r
2

(39)
Y = m

∂v
∂t
+ ru + x
G
∂r
∂t

N = I
zz
∂r
∂t
+ mx
G

∂v
∂t
+ ru

.
Letting u = U + u, where U >> u, and eliminating higher-order terms, this
set is
X = m
∂u
∂t
(40)
Y = m

∂v
∂t
+ rU + x
G
∂r
∂t

N = I
zz
∂r
∂t
+ mx
G

∂v
∂t
+ rU

.
A number of coefficients can be discounted. First, in a homogeneous sea, with
no current, wave, or wind effects, ¦X
x
, X
y
, X
φ
, Y
x
, Y
y
, Y
φ
, N
x
, N
y
, N
φ
¦ are all
zero. We assume that no hydrodynamic forces depend on the position of the
vessel.
2
Second, consider X
v
: since this longitudinal force would have the same
sign regardless of the sign of v (because of side-to-side hull symmetry), it must
have zero slope with v at the origin. Thus X
v
= 0. The same argument shows
that ¦X
r
, X
˙ v
, X
˙ r
, Y
u
, Y
˙ u
, N
u
, N
˙ u
¦ = 0. Finally, since fluid particle acceleration
relates linearly with pressure or force, we do not consider nonlinear acceleration
2
Note that the linearized heave/pitch dynamics of a submarine do depend on the pitch
angle; this topic will be discussed later.
32 4 HYDRODYNAMICS: INTRODUCTION
terms, or higher time derivatives. It should be noted that some nonlinear terms
related to those we have eliminated above are not zero. For instance, Y
uu
= 0
because of hull symmetry, but in general X
vv
= 0 only if the vessel is bow-stern
symmetric.
We have so far, considering only the linear hydrodynamic terms,
(m−X
˙ u
) ˙ u = X
u
u + X

(41)
(m−Y
˙ v
) ˙ v + (mx
G
−Y
˙ r
) ˙ r = Y
v
v + (Y
r
−mU)r + Y

(42)
(mx
G
−N
˙ v
) ˙ v + (I
zz
−N
˙ r
) ˙ r = N
v
v −(N
r
−mx
G
U)r + N

. (43)
The right side here carries also the imposed forces from a thruster(s) and
rudder(s) ¦X

, Y

, N

¦. Note that the surge equation is decoupled from the
sway and yaw, but that sway and yaw themselves are coupled, and there-
fore are of immediate interest. With the state vector s = ¦v, r¦ and exter-
nal force/moment vector

F = ¦Y

, N

¦, a state-space representation of the
sway/yaw system is
¸
m−Y
˙ v
mx
G
−Y
˙ r
mx
G
−N
˙ v
I
zz
−N
˙ r
¸
ds
dt
=
¸
Y
v
Y
r
−mU
N
v
N
r
−mx
G
U
¸
s +

F, or (44)
M
˙
s = Ps +

F
˙
s = M
−1
Ps + M
−1

F
˙
s = As + B

F. (45)
The matrix M is a mass or inertia matrix, which is always invertible. The
last form of the equation is a standard one wherein A represents the internal
dynamics of the system, and B is a gain matrix for the control and disturbance
inputs.
4.3 Stability of the Sway/Yaw System
Consider the homogeneous system
˙
s = As:
˙ s
1
= A
11
s
1
+ A
12
s
2
˙ s
2
= A
21
s
1
+ A
22
s
2
.
4.3 Stability of the Sway/Yaw System 33
We can rewrite the second equation as
s
2
=

d()
dt
−A
22

−1
A
21
s
1
(46)
and substitute into the first equation to give
¨ s
1
+ (−A
11
−A
22
) ˙ s
1
+ (A
11
A
22
−A
12
A
21
)s
1
= 0. (47)
Note that these operations are allowed because the derivative operator is linear;
in the language of the Laplace transform, we would simply use s. A necessary
and sufficient condition for stability of this ODE system is that each coefficient
must be greater than zero:
−A
11
−A
22
> 0 (48)
A
11
A
22
−−A
12
A
21
> 0
The components of A for the sway/yaw problem are
A
11
=
(I
zz
−N
˙ r
)Y
v
+ (Y
˙ r
−mx
G
)N
v
(m−Y
˙ v
)(I
zz
−N
˙ r
) −(mx
G
−Y
˙ r
)(mx
G
−N
˙ v
)
(49)
A
12
=
−(I
zz
−N
˙ r
)(mU −Y
r
) −(Y
˙ r
−mx
G
)(mx
G
U −N
r
)
(m−Y
˙ v
)(I
zz
−N
˙ r
) −(mx
G
−Y
˙ r
)(mx
G
−N
˙ v
)
A
21
=
(N
˙ v
−mx
G
)Y
v
+ (m−Y
˙ v
)N
v
(m−Y
˙ v
)(I
zz
−N
˙ r
) −(mx
G
−Y
˙ r
)(mx
G
−N
˙ v
)
A
22
=
−(N
˙ v
−mx
G
)(mU −Y
r
) −(m−Y
˙ v
)(mx
G
U −N
r
)
(m−Y
˙ v
)(I
zz
−N
˙ r
) −(mx
G
−Y
˙ r
)(mx
G
−N
˙ v
)
.
The denominators are identical, and can be simplified. First, let x
G
· 0;
valid for many vessels with the origin is at the geometric center. If the origin
is at the center of mass, x
G
= 0. Next, if the vessel is reasonably balanced
with regard to forward and aft areas with respect to the origin, the terms
¦N
˙ v
, Y
˙ r
, N
v
, Y
r
¦ take very small values in comparison with the others. To wit,
the added mass term −Y
˙ v
is of the order of the vessel’s material mass m,
and similarly N
˙ r
· −I
zz
. Both Y
˙ v
and N
˙ r
take large negative values. Linear
drag and rotational drag are significant also; these are the terms Y
v
and N
r
,
34 4 HYDRODYNAMICS: INTRODUCTION
both large and negative. The denominator for A’s components reduces to
(m−Y
˙ v
)(I
zz
−N
˙ r
), and
A
11
=
Yv
m−Y
˙ v
< 0
A
22
=
Nr
Izz−N
˙ r
< 0.
Hence the first condition for stability is met: −A
11
−A
22
> 0. For the second
condition, since the denominators of the A
ij
are identical, we have only to look
at the numerators. For stability, we require
(I
zz
−N
˙ r
)Y
v
(m−Y
˙ v
)N
r
(50)
−[N
˙ v
Y
v
+ (m−Y
˙ v
)N
v
] [−(I
zz
−N
˙ r
)(mU −Y
r
) + Y
˙ r
N
r
] > 0.
The first term is the product of two large negative and two large positive
numbers. The second part of the second term contains mU, which has a large
positive value, generally making stability critical on the (usually negative) N
v
.
When only the largest terms are considered for a vessel, a simpler form is
common:
C = Y
v
N
r
+ N
v
(mU −Y
r
) > 0. (51)
C is called the vessels stability parameter. The terms of C compete, and
yaw/sway stability depends closely on the magnitude and sign of N
v
. Adding
more surface area aft drives N
v
more positive, increasing stability as ex-
pected. Stability can also be improved by moving the center of gravity forward.
Nonzero x
G
shows up as follows:
C = Y
v
(N
r
−mx
G
U) + N
v
(mU −Y
r
) > 0. (52)
Since N
r
and Y
v
are both negative, positive x
G
increases the (positive) influence
of C’s first term.
4.4 Basic Rudder Action in the Sway/Yaw Model
Rudders are devices which develop large lift forces due to an angle of attack
with respect to the oncoming fluid. As in our discussion of lift on the body,
the form is as follows: L =
1
2
ρAU
2
C
l
(α), where α is the angle of attack. The
4.4 Basic Rudder Action in the Sway/Yaw Model 35
δ
y
x
r
Figure 3: Convention for positive rudder angle in the vessel reference system.
lift coefficient C
l
is normally linear with α near α = 0, but the rudder stalls
when the angle of attack reaches a critical value, and thereafter develops much
less lift. We will assume that α is small enough that the linear relationship
applies:
C
l
(α) =
∂C
l
∂α

α=0
α. (53)
Since the rudder develops force (and a small moment) far away from the body
origin, say a distance l aft, the moment equation is quite simple. We have
Y
α
=
1
2
ρA
∂C
l
∂α

α=0
U
2
(54)
N
α
= −
1
2
ρA
∂C
l
∂α

α=0
lU
2
. (55)
Note the difference between the rudder angle expressed in the body frame, δ,
and the total angle of attack α. Angle of attack is influenced by δ, as well
as v/U and lr. Thus, in tank testing with v = 0, δ = α and N
δ
= N
α
,
etc., but in real conditions, other hydrodynamic derivatives are augmented to
capture the necessary effects, for example N
v
and N
r
. Generally speaking, the
hydrodynamic characteristics of the vessel depend strongly on the rudder, even
when δ = 0. In this case the rudder still opposes yaw and sway perturbations
and acts to stabilize the vessel.
A positive rudder deflection (defined to have the same sense as the yaw angle)
causes a negative yaw perturbation, and a very small positive sway perturba-
tion.
36 4 HYDRODYNAMICS: INTRODUCTION
4.4.1 Adding Yaw Damping through Feedback
The stability coefficient C resulting from the addition of a control law δ = k
r
r,
where k
r
> 0 is a feedback gain, is
C = Y
v
(N
r
−mx
G
U + k
r
N
δ
) + N
v
(mU −Y
r
−k
r
Y
δ
). (56)
Y
δ
is small positive, but N
δ
is large and negative. Hence C becomes more
positive, since Y
v
is negative.
Control system limitations and the stalling of rudders make obvious the fact
that even a very large control gain k
r
cannot completely solve stability prob-
lems of a poorly-designed vessel with an inadequate rudder. On the other
hand, a vessel which is overly stable (C >> 0 with no rudder action) is unma-
neuverable. A properly-balanced vessel just achieves stability with zero rudder
action, so that a reasonable amount of control will provide good maneuvering
capabilities.
4.4.2 Heading Control in the Sway/Yaw Model
Considering just the yaw equation of motion, i.e., v = 0, with a rudder, we
have
(I
zz
−N
˙ r
)
¨
φ + (mx
G
U −N
r
)
˙
φ = N
δ
δ. (57)
Employing the control law δ = k
φ
φ, the system equation becomes a homoge-
neous, second-order ODE:
(I
zz
−N
˙ r
)
¨
φ + (mx
G
U −N
r
)
˙
φ −N
δ
k
φ
φ = 0. (58)
Since all coefficients are positive (recall N
δ
< 0), the equation gives a stable θ
response, settling under second-order dynamics to θ(∞) = 0. The control law
δ = k
φ
(φ − φ
desired
) + k
r
r is the basis for heading autopilots, which are used
to track φ
desired
. This use of an error signal to drive an actuator is in fact the
essence of feedback control. In this case, we require sensors to obtain r and φ,
a controller to calculate δ, and an actuator to implement the corrective action.
4.5 Response of the Vessel to Step Rudder Input 37
4.5 Response of the Vessel to Step Rudder Input
4.5.1 Phase 1: Accelerations Dominate
When the rudder first moves, acceleration terms dominate, since the velocities
are zero. The equation looks like this:
¸
m−Y
˙ v
mx
G
−Y
˙ r
mx
G
−N
˙ v
I
zz
−N
˙ r
¸
˙ v
˙ r
¸
=

Y
δ
N
δ
¸
δ. (59)
Since Y
˙ r
and mx
G
are comparatively small in the first row, we have
˙ v(0) =
Y
δ
δ
m−Y
˙ v
, (60)
and the vessel moves to the left, the positive v-direction. The initial yaw is in
the negative r-direction, since N
δ
< 0:
˙ r(0) =
N
δ
δ
I
zz
−N
˙ r
. (61)
The first phase is followed by a period (Phase 2), in which many terms are
competing and contributing to the transient response.
4.5.2 Phase 3: Steady State
When the transients have decayed, the vessel is in a steady turning condition,
and the accelerations are zero. The system equations reduce to

v
r
¸
=
δ
C

(mx
G
U −N
r
)Y
δ
+ (Y
r
−mU)N
δ
N
v
Y
δ
−Y
v
N
δ
¸
. (62)
Note that the denominator is the stability parameter. The steady turning rate
is thus approximated by
r = −
Y
v
N
δ
C
δ. (63)
With C > 0, the steady-state yaw rate is negative. If the vessel is unstable
(C < 0), it turns in the opposite direction than expected. This turning rate
equation can also be used to estimate turning radius R:
R =
U
r
=
UC
−Y
v
N
δ
δ
. (64)
38 4 HYDRODYNAMICS: INTRODUCTION
The radius goes up directly with C, indicating that too stable a ship has poor
turning performance. We see also that increasing the rudder area increases
N
δ
, decreasing R as desired. Increasing the deflection δ to reduce R works
only to the point of stalling.
4.6 Summary of the Linear Maneuvering Model
We conclude our discussion of the yaw/sway model by noting that
1. The linearized sway/yaw dynamics of a surface vessel are strongly cou-
pled, and they are independent of the longitudinal dynamics.
2. The design parameter C should be slightly greater than zero for easy
turning, and “ hands-off” stability. The case C < 0 should only be
considered under active feedback control.
3. The analysis is valid only up to small angles of attack and turning rates.
Very tight maneuvering requires the nonlinear inertial components and
hydrodynamic terms. Among other effects, the nonlinear equations cou-
ple surge to the other motions, and the actual vessel loses forward speed
during maneuvering.
4.7 Stability in the Vertical Plane
Stability in the horizontal plane changes very little as a function of speed,
because drag and lift effects generally scale with U
2
. This fact is not true
in the vertical plane, for which the dimensional weight/buoyancy forces and
moments are invariant with speed. For example, consider the case of heave
and pitch, with x
G
= 0 and no actuation:
m

∂w
∂t
−Uq

= Z
˙ w
˙ w + Z
w
w + Z
˙ q
˙ q + Z
q
q + (B −W) (65)
I
yy
dq
dt
= M
˙ w
˙ w + M
w
w + M
˙ q
˙ q + M
q
q −Bl
b
sin θ. (66)
The last term in each equation is a hydrostatic effect induced by opposing net
buoyancy B and weight W. l
b
denotes the vertical separation of the center
of gravity and the center of buoyancy, creating the so-called righting moment
which nearly all underwater vehicles possess. Because buoyancy effects do not
4.7 Stability in the Vertical Plane 39
change with speed, the dynamic properties and hence stability of the vehicle
may change with speed.
40 5 SIMILITUDE
5 SIMILITUDE
5.1 Use of Nondimensional Groups
For a consistent description of physical processes, we require that all terms
in an equation must have the same units. On the basis of physical laws,
some quantities are dependent on other, independent quantities. We form
nondimensional groups out of the dimensional ones in this section, and apply
the technique to maneuvering.
The Buckingham π-theorem provides a basis for all nondimensionalization.
Let a quantity Q
n
be given as a function of a set of n −1 other quantities:
Q
n
= f
Q
(Q
1
, Q
2
, , Q
n−1
). (67)
There are n variables here, but suppose also that there are only k independent
ones; k is equivalent to the number of physical unit types encountered. The
theorem asserts that there are n − k dimensionless groups π
i
that can be
formed, and the functional equivalence is reduced to
π
n−k
= f
π

1
, π
2
, , π
n−k−1
). (68)
Example. Suppose we have a block of mass m resting on a frictionless hor-
izontal surface. At time zero, a steady force of magnitude F is applied. We
want to know X(T), the distance that the block has moved as of time T. The
dimensional function is X(T) = f
Q
(m, F, T), so n = 4. The (MKS) units are
[X()] = m
[m] = kg
[F] = kgm/s
2
[T] = s,
and therefore k = 3. There is just one nondimensional group in this re-
lationship; π
1
assumes only a constant (but unknown) value. Simple term-
cancellation gives π
1
= X(T)m/FT
2
, not far at all from the known result that
X(T) = FT
2
/2m!
Example. Consider the flow rate Q of water from an open bucket of height
h, through a drain nozzle of diameter d. We have
5.1 Use of Nondimensional Groups 41
Q = f
Q
(h, d, ρ, µ, g),
where the water density is ρ, and its absolute viscosity µ; g is the acceleration
due to gravity. No other parameters affect the flow rate. We have n = 6, and
the (MKS) units of these quantities are:
[Q] = m
3
/s
[h] = m
[d] = m
[ρ] = kg/m
3
[µ] = kg/ms
[g] = m/s
2
There are only three units that appear: [length, time, mass], and thus k = 3.
Hence, only three non-dimensional groups exist, and one is a unique func-
tion of the other two. To arrive at a set of valid groups, we must create
three nondimensional quantities, making sure that each of the original (di-
mensional) quantities is represented. Intuition and additional manipulations
come in handy, as we now show.
Three plausible first groups are: π
1
= ρQ/dµ, π
2
= dρ

gh/µ, and π
3
= h/d.
Note that all six quantities appear at least once. Since h and d have the same
units, they could easily change places in the first two groups. However, π
1
is
recognized as a Reynolds number pertaining to the orifice flow. π
2
is more
awkward, but products and fractions of groups are themselves valid groups,
and we may construct π
4
= π
1

2
= Q/d
2

gh to nondimensionalize Q with
a pressure velocity, and then π
5
= π
1

4
= ρd

gh/µ to establish an orifice
Reynolds number independent of Q. We finally have the useful result
π
4
= f
π

5
, π
2
) −→
Q
d
2

gh
= f
π

ρd

gh
µ
,
h
d

.
The uncertainty about where to use h and d, and the questionable importance
of h/d as a group are remnants of the theorem. Intuition is that h/d is im-
42 5 SIMILITUDE
material, and the other two terms have a nice physical meaning, e.g., π
5
is a
Reynolds number.
The power of the π-theorem is primarily in reducing the number of parameters
which must be considered independently to characterize a process. In the flow
example, the theorem reduced the number of independent parameters from
five to two, with no constraints about the actual physics taking place.
5.2 Common Groups in Marine Engineering
One frequently encounters the following groups in fluid mechanics and marine
engineering:
1. Froude number:
Fr =
U

gL
, (69)
where U is the speed of the vessel, g is the acceleration due to gravity,
and L is the waterline length of the vessel. The Froude number appears
in problems involving pressure boundary conditions, such as in waves on
the ocean surface. Roughly speaking, it relates the vessel speed U to
water wave speeds of wavelength L; the phase speed of a surface wave is
V =

λg/2π, where λ is the wavelength.
2. Cavitation number:
δ =
P

−P
v
1
2
ρU
2
, (70)
where P

represents the ambient total pressure, P
v
the vapor pressure
of the fluid, and U the propeller inlet velocity. A low cavitation number
means that the Bernoulli pressure loss across the lifting surface will cause
the fluid to vaporize, causing bubbles, degradation of performance, and
possible deterioration of the material.
3. Reynolds number:
Re =
Ul
µ/ρ
, (71)
5.2 Common Groups in Marine Engineering 43
where U is velocity, µ is absolute viscosity, and ρ is density. Since Re
appears in many applications, l represents one of many length scales.
Reynolds number is a ratio of fluid inertial pressures to viscous pres-
sures: When Re is high, viscous effects are negligible. Re can be used to
characterize pipe flow, bluff body wakes, and flow across a plate, among
others.
4. Weber number:
W =
ρU
2
l
σ
, (72)
where σ is the surface tension of a fluid. Given that [σ] = N/m (MKS),
ρU
2
normalizes pressure, and l normalizes length. The Weber number
indicates the importance of surface tension.
To appreciate the origins of these terms from a fluid particle’s point of view,
consider a box having side lengths [dx, dy, dz]. Various forces on the box scale
as
(inertia) F
i
= ρ
∂v
∂t
dxdydz + ρv
∂v
∂x
dxdydz · ρU
2
l
2
(gravity) F
g
= ρgdxdydz · ρgl
3
(pressure) F
p
= Pdxdy · Pl
2
(shear) F
s
= µ
∂v
∂z
dxdy · µUl
(surface tension) F
σ
= σdx · σl.
Thus the groups listed above can be written as
Fr =
F
i
F
g
·
U
2
gl
δ =
F
p
F
i
·
P
ρU
2
Re =
F
i
F
s
·
ρUl
µ
W =
F
i
F
σ
·
ρU
2
l
σ
44 5 SIMILITUDE
When testing models, it is imperative to maintain as many of the nondimen-
sional groups as possible of the full-scale system. This holds for the geometry
of the body and the kinematics of the flow, the surface roughness, and the
all of the relevant groups governing fluid dynamics. Consider the example of
nozzle flow from a bucket. Suppose that we conduct a model test in which
Re is abnormally large, i.e., the viscous effects are negligible. Under inviscid
conditions, the flow rate is Q = πd
2

2gh/4. This rate cannot be achieved for
lower-Re conditions because of fluid drag in the orifice, however.
In a vessel, we write the functional relationship for drag as a starting point:
C
r
=
D
1
2
ρAU
2
= f
Q
(ρ, µ, g, σ, U, l)
= f
π
(Re, Fr, W).
First, since l is large, W is very large, and hence surface tension plays no role.
Next, we look at Re = Ul/ν and Fr = U/

gl, both of which are important
for surface vessels. Suppose that l
ship
= λl
model
, so that usually λ >> 1;
additionally, we set g
model
= g
ship
, i.e., the model and the true vessel operate
in the same gravity field.
Froude number similitude requires U
model
= U
ship
/

λ. Then Reynolds number
scaling implies directly ν
model
= ν
ship

3/2
. Unfortunately, few fluids with this
property are workable in a large testing tank. As a result, accurate scaling of
Re for large vessels to model scale is quite difficult.
For surface vessels, and submarines near the surface, it is a routine procedure
to employ turbulence stimulators to achieve flow that would normally occur
with ship-scale Re. Above a critical value Re · 500, 000, C
f
is not sensitive
to Re. With this achieved, one then tries to match Fr closely.
5.3 Similitude in Maneuvering
The linear equations of motion for the horizontal yaw/sway problem are:
(m−Y
˙ v
) ˙ v −Y
v
v + (mU −Y
r
)r + (mx
G
−Y
˙ r
) ˙ r = Y
(I
zz
−N
˙ r
) ˙ r + (mx
G
U −Nr)r + (mx
G
−N
˙ v
) ˙ v −N
v
v = N.
These equations can be nondimensionalized in a standard way, by using the
quantities [U, L, ρ]: these three values provide the necessary units of length,
5.3 Similitude in Maneuvering 45
time, and mass, and furthermore are readily accessible to the user. First, we
create nondimensional states, denoted with a prime symbol:
˙ v

=
L
U
2
˙ v (73)
v

=
1
U
v
˙ r

=
L
2
U
2
˙ r
r

=
L
U
r.
We follow a similar procedure for the constant terms as follows, including a
factor of 1/2 with ρ, for consistency with our previous expressions:
m

=
m
1
2
ρL
3
(74)
I

zz
=
I
zz
1
2
ρL
5
x

G
=
x
G
L
U

=
U
U
= 1
Y

˙ v
=
Y
˙ v
1
2
ρL
3
Y

v
=
Y
v
1
2
ρUL
2
Y

˙ r
=
Y
˙ r
1
2
ρL
4
Y

r
=
Y
r
1
2
ρUL
3
Y

=
Y
1
2
ρU
2
L
2
N

˙ v
=
N
˙ v
1
2
ρL
4
N

v
=
N
v
1
2
ρUL
3
46 5 SIMILITUDE
N

˙ r
=
N
˙ r
1
2
ρL
5
N

r
=
N
r
1
2
ρUL
4
N

=
N
1
2
ρU
2
L
3
.
Note that every force has been normalized with
1
2
ρU
2
L
2
, and every moment
with
1
2
ρU
2
L
3
; time has been also nondimensionalized with L/U. Thus we
arrive at a completely equivalent set of nondimensional system equations,
(m

−Y

˙ v
) ˙ v

−Y

v
v

+ (m

U

−Y

r
)r

+ (m

x

G
−Y

˙ r
) ˙ r

= Y

(75)
(I

zz
−N

˙ r
) ˙ r

+ (m

x

G
U

−N

r

)r

+ (m

x

G
−N

˙ v
) ˙ v

−N

v
v

= N

.
Since fluid forces and moments generally scale with U
2
, the nondimensionalized
description holds for a range of velocities.
5.4 Roll Equation Similitude
Certain nondimensional coefficients may arise which depend explicitly on U,
and therefore require special attention. Let us carry out a similar normaliza-
tion of the simplified roll equation
(I
xx
−K
˙ p
) ˙ p −K
p
p −K
ψ
ψ = K. (76)
For a surface vessel, the roll moment K
ψ
is based on metacentric stability, and
has the form K
ψ
= −ρg∇(GM), where ∇ is the displaced fluid volume of the
vessel, and GM is the metacentric height. The nondimensional terms are
I

xx
=
I
xx
1
2
ρL
5
(77)
K

˙ p
=
K
˙ p
1
2
ρL
5
K

p
=
K
p
1
2
ρUL
4
K

ψ
=
K
ψ
1
2
ρU
2
L
3
5.4 Roll Equation Similitude 47
˙ p

=
L
2
U
2
˙ p
p

=
L
U
p,
leading to the equivalent system
(I

xx
−K

˙ p
) ˙ p

−K

p
p

2gL
U
2

(GM

)φ = K

. (78)
Note that the roll angle φ was not nondimensionalized. The Froude number
has a very strong influence on roll stability, since it appears explicitly in the
nondimensional righting moment term, and also has a strong influence on K

p
.
In the case of a submarine, the righting moment has the form K
ψ
= −Bh,
where B is the buoyant force, and h is the righting arm. The nondimensional
coefficient becomes
K

ψ
= −
Bh
1
2
ρU
2
L
3
.
K

ψ
again depends strongly on U, since B and h are fixed; this K

ψ
needs to be
maintained in model tests.
48 6 CAPTIVE MEASUREMENTS
6 CAPTIVE MEASUREMENTS
Before making the decision to measure hydrodynamic derivatives, a prelimi-
nary search of the literature may turn up useful estimates. For example, test
results for many hull-forms have already been published, and the basic lift-
ing surface models are not difficult. The available computational approaches
should be considered as well; these are very good for predicting added mass
in particular. Finally, modern sensors and computer control systems make
possible the estimation of certain coefficients based on open-water tests of a
model or a full-scale design.
In model tests, the Froude number Fr =
U

gL
, which scales the influence
of surface waves, must be maintained between model and full-scale surface
vessels. Reynolds number Re =
UL
ν
, which scales the effect of viscosity, need
not be matched as long as the scale model attains turbulent flow (supercritical
Re). One can use turbulence stimulators near the bow if necessary. Since the
control surface(s) and propeller(s) affect the coefficients, they should both be
implemented in model testing.
6.1 Towtank
In a towtank, tow the vehicle at different angles of attack, measuring sway
force and yaw moment. The slope of the curve at zero angle determines Y
v
and N
v
respectively; higher-order terms can be generated if the points deviate
from a straight line. Rudder derivatives can be computed also by towing with
various rudder angles.
6.2 Rotating Arm Device
On a rotating arm device, the vessel is fixed on an arm of length R, rotating at
constant rate r: the vessel forward speed is U = rR. The idea is to measure the
crossbody force and yaw moment as a function of r, giving the coefficients Y
r
and N
r
. Note that the lateral force also contains the component (m−Y
˙ v
)r
2
R.
The coefficients Y
v
and N
v
can also be obtained by running with a fixed angle
of attack. Finally, the measurement is made over one rotation only, so that
the vessel does not re-enter its own wake.
6.3 Planar-Motion Mechanism 49
6.3 Planar-Motion Mechanism
With a planar motion mechanism, the vessel is towed at constant forward
speed U, but is held by two posts, one forward and one aft, which can each
impose independent sway motions, therefore producing variable yaw. The
model moves in pure sway if y
a
(t) = y
b
(t), in a pure yaw motion about the
mid-length point if y
a
(t) = −y
b
(t), or in a combination sway and yaw motion.
The connection points are a distance l forward and aft from the vessel origin.
Usually a sinusoidal motion is imposed:
y
a
(t) = a cos ωt (79)
y
b
(t) = b cos(ωt + ψ),
and the transverse forces on the posts are measured and approximated as
Y
a
(t) = F
a
cos(ωt + θ
a
) (80)
Y
b
(t) = F
b
cos(ωt + θ
b
).
If linearity holds, then
(m−Y
˙ v
) ˙ v −Y
v
v + (mU −Y
r
)r + (mx
G
−Y
˙ r
) ˙ r = Y
a
+ Y
b
(81)
(I
zz
−N
˙ r
) ˙ r + (mx
G
U −N
r
)r + (mx
G
−N
˙ v
) ˙ v −N
v
v = (Y
b
−Y
a
)l.
We have v = ( ˙ y
a
+ ˙ y
a
)/2 and r = ( ˙ y
b
− ˙ y
a
)/2l. When a = b, these become
v = −

2
(sin ωt(1 + cos ψ) + cos ωt sin ψ) (82)
˙ v = −

2
2
(cos ωt(1 + cos ψ) −sinωt sin ψ)
r = −

2l
(sin ωt(cos ψ −1) + cos ωt sin ψ)
˙ r = −

2
2l
(cos ωt(cos ψ −1) −sin ωt sin ψ) .
Equating the sine terms and then the cosine terms, we obtain four independent
equations:
50 6 CAPTIVE MEASUREMENTS
(m−Y
˙ v
)



2
2

(1 + cos ψ) − (83)
Y
v



2

sin ψ +
(mU −Y
r
)



2l

sin ψ +
(mx
G
−Y
˙ r
)



2
2l

(cos ψ −1) = F
a
cos θ
a
+ F
b
cos θ
b
(m−Y
˙ v
)



2
2

(−sin ψ) − (84)
Y
v



2

(1 + cos ψ) +
(mU −Y
r
)



2l

(cos ψ −1) +
(mx
G
−Y
˙ r
)



2
2l

(−sin ψ) = −F
a
sin θ
a
−F
b
sin θ
b
(I
zz
−N
˙ r
)



2
2l

(cos ψ −1) + (85)
(mx
G
U −N
r
)



2l

sin ψ +
(mx
G
−N
˙ v
)



2
2

(1 + cos ψ) −
N
v



2

sin ψ = l(F
b
cos θ
b
−F
a
cos θ
a
)
(I
zz
−N
˙ r
)



2
2l

(−sin ψ) + (86)
(mx
G
U −N
r
)



2l

(cos ψ −1) +
(mx
G
−N
˙ v
)



2
2

(−sin ψ) −
N
v



2

(1 + cos ψ) = l(−F
b
sin θ
b
+ F
a
sin θ
a
)
6.3 Planar-Motion Mechanism 51
In this set of four equations, we know from the imposed motion the values
[U, ψ, a, ω]. From the experiment, we obtain [F
a
, F
b
, θ
a
, θ
b
], and from the rigid-
body model we have [m, I
zz
, x
G
]. It turns out that the two cases of ψ = 0
(pure sway motion) and ψ = 180
o
(pure yaw motion) yield a total of eight
independent equations, exactly what is required to find the eight coefficients
[Y
˙ v
, Y
v
, Y
˙ r
, Y
r
, N
˙ v
, N
v
, N
˙ r
, N
r
]. Remarkably, we can write the eight solutions
directly: For ψ = 0,
(m−Y
˙ v
)



2
2

(2) = F
a
cos θ
a
+ F
b
cos θ
b
(87)
−Y
v



2

(2) = −F
a
sin θ
a
−F
b
sin θ
b
(mx
G
−N
˙ v
)



2
2

(2) = l(F
b
cos θ
b
−F
a
cos θ
a
)
−N
v



2

(2) = l(−F
b
sin θ
b
+ F
a
sin θ
a
),
to be solved respectively for [Y
˙ v
, Y
v
, N
˙ v
, N
v
]. For ψ = 180
o
, we have
(mx
G
−Y
˙ r
)



2
2l

(−2) = F
a
cos θ
a
+ F
b
cos θ
b
(88)
(mU −Y
r
)



2l

(−2) = −F
a
sin θ
a
−F
b
sin θ
b
(I
zz
−N
˙ r
)



2
2l

(−2) = l(F
b
cos θ
b
−F
a
cos θ
a
)
(mx
G
U −N
r
)



2l

(−2) = l(−F
b
sin θ
b
+ F
a
sin θ
a
),
to be solved for [Y
˙ r
, Y
r
, N
˙ r
, N
r
]. Thus, the eight linear coefficients for a surface
vessel maneuvering, for a given speed, can be deduced from two tests with
a planar motion mechanism. We note that the nonlinear terms will play a
significant role if the motions are too large, and that some curve fitting will be
needed in any event. The PMM can be driven with more complex trajectories
which will target specific nonlinear terms.
52 7 STANDARD MANEUVERING TESTS
7 STANDARD MANEUVERING TESTS
This section describes some of the typical maneuvering tests which are per-
formed on full-scale vessels, to assess stability and performance.
7.1 Dieudonn´e Spiral
1. Achieve steady speed and direction for one minute. No changes in speed
setting are made after this point.
2. Turn rudder quickly by 15

, and keep it there until steady yaw rate is
maintained for one minute.
3. Reduce rudder angle by 5

, and keep it there until steady yaw rate is
maintained for one minute.
4. Repeat in decrements of -5

, to -15

.
5. Proceed back up to 15

.
The Dieudonn´e maneuver has the vessel path following a growing spiral, and
then a contracting spiral in the opposite direction. The test reveals if the vessel
has a memory effect, manifested as a hysteresis in yaw rate r. For example,
suppose that the first 15

rudder deflection causes the vessel to turn right, but
that the yaw rate at zero rudder, on the way negative, is still to the right. The
vessel has gotten “stuck” here, and will require a negative rudder action to
pull out of the turn. But if the corrective action causes the vessel to turn left
at all, the same memory effect may occur. It is easy to see that the rudder in
this case has to be used excessively driving the vessel back and forth. We say
that the vessel is unstable, and clearly a poor design.
7.2 Zig-Zag Maneuver
1. With zero rudder, achieve steady speed for one minute.
2. Deflect the rudder to 20

, and hold until the vessel turns 20

.
3. Deflect the rudder to -20

, and hold until the vessel turns to -20◦ with
respect to the starting heading.
4. Repeat.
7.3 Circle Maneuver 53
This maneuver establishes several important characteristics of the yaw re-
sponse. These are: the response time (time to reach a given heading), the yaw
overshoot (amount the vessel exceeds ±20

when the rudder has turned the
other way), and the total period for the 20

oscillations. Of course, similar
tests can be made with different rudder angles and different threshold vessel
headings.
7.3 Circle Maneuver
From a steady speed, zero yaw rate condition, the rudder is moved to a new
setting. The vessel responds by turning in a circle. After steady state is
reached again, parameters of interest are the turning diameter, the drift angle
β, the speed loss, and the angle of heel ψ.
7.3.1 Drift Angle
The drift angle is the equivalent to angle of attack for lifting surfaces, and
describes how the vessel “skids” during a turn. If the turning circle has radius
R (measured from the vessel origin), then the speed tangential to the circle
is U = rR. The vessel-reference velocity components are thus u = U cos β
and v = −U sin β. A line along the vessel centerline reaches closest to the
true center of the turning circle at a point termed the turning center. At
this location, which may or may not exist on the physical vessel, there is no
apparent lateral velocity, and it appears to an observer there that the vessel
turns about this point.
7.3.2 Speed Loss
Speed loss occurs primarily because of drag induced by the drift angle. A
vessel which drifts very little may have very little speed loss.
7.3.3 Heel Angle
Heel during turning occurs as a result of the intrinsic coupling of sway, yaw,
and roll caused by the center of gravity. In a surface vessel, the fluid forces act
below the waterline, but the center of gravity is near the waterline or above.
When the rudder is first deflected, inertial terms dominate (Phase 1) and the
sway equation is
54 7 STANDARD MANEUVERING TESTS
(m−Y
˙ v
) ˙ v −(Y
˙ r
−mx
G
) ˙ r = Y
δ
δ. (89)
The coefficients for ˙ r are quite small, and thus the vessel first rolls to starboard
(positive) for a positive rudder action.
When steady turning conditions are reached (Phase 3), hydrodynamic forces
equalize the centrifugal force mUr and the rudder force Y
δ
δ. The sway equation
is
−Y
v
v + (mU −Y
r
)r = Y
δ
δ, (90)
with Y
r
small, v < 0 when r > 0 for most vessels, and [Y
v
v[ > [Y
δ
δ[. Because
the centrifugal force acts above the waterline, the vessel ultimately rolls to
port (negative) for a positive rudder action.
The transition between the inertially-dominated and steady-turning regimes
includes an overshoot: in the above formulas, the vessel overshoots the final
port roll angle as the vessel slows. From the sway equation, we see that if
the rudder is straightened out at this point, the roll will momentarily be even
worse!
In summary, the vessel rolls into the turn initially, but then out of the turn in
the steady state.
7.3.4 Heeling in Submarines with Sails
Submarines typically roll into a turn during all phases. Unlike surface vessels,
which have the rigid mass center above the center of fluid forcing, submarines
have the mass center below the rudder action point, and additionally feel the
effects of a large sail above both. The inertial equation
(m−Y
˙ v
) ˙ v −(Y
˙ r
−mx
G
) ˙ r = Y
δ
δ (91)
is dominated by m˙ v (acting low), −Y
˙ v
˙ v (acting high), and Y
δ
δ (intermediate).
Because [Y
˙ v
[ > m, the vessel rolls under the sail, the keel out of the turn. In
the steady state,
−Y
v
v + (mU −Y
r
)r = Y
δ
δ. (92)
The drift angle β keeps the Y
v
-force, acting high, toward the center of the turn,
and again centrifugal force mUr causes the bottom of the submarine to move
out of the turn. Hence, the roll angle of a submarine with a sail is always into
7.3 Circle Maneuver 55
the turn, both initially and in the steady state. The heel angle declines as the
speed of the submarine drops.
56 8 STREAMLINED BODIES
8 STREAMLINED BODIES
8.1 Nominal Drag Force
A symmetric streamlined body at zero angle of attack experiences only a drag
force, which has the form
F
A
= −
1
2
ρC
A
A
o
U
2
. (93)
The drag coefficient C
A
has both pressure and skin friction components, and
hence area A
o
is usually that of the wetted surface. Note that the A-subscript
will be used to denote zero angle of attack conditions; also, the sign of F
A
is
negative, because it opposes the vehicle’s x-axis.
8.2 Munk Moment
Any shape other than a sphere generates a moment when inclined in an invis-
cid flow. d’Alembert’s paradox predicts zero net force, but not necessarily a
zero moment. This Munk moment arises for a simple reason, the asymmetric
location of the stagnation points, where pressure is highest on the front of
the body (decelerating flow) and lowest on the back (accelerating flow). The
Munk moment is always destabilizing, in the sense that it acts to turn the
vehicle perpendicular to the flow.
Consider a symmetric body with added mass components A
xx
along the vehicle
(slender) x-axis (forward), and A
zz
along the vehicle’s z-axis z (up). We will
limit the present discussion to the vertical plane, but similar arguments can
be used to describe the horizontal plane. Let α represent the angle of attack,
taken to be positive with the nose up – this equates to a negative pitch angle
φ in vehicle coordinates, if it is moving horizontally. The Munk moment is:
M
m
= −
1
2
(A
zz
−A
xx
)U
2
sin 2α (94)
· −(A
zz
−A
xx
)U
2
α.
A
zz
> A
xx
for a slender body, and the negative sign indicates a negative
pitch with respect to the vehicle’s pitch axis. The added mass terms A
zz
and
A
xx
can be estimated from analytical expressions (available only for regular
shapes such as ellipsoids), from numerical calculation, or from slender body
approximation (to follow).
8.3 Separation Moment 57
8.3 Separation Moment
In a viscous fluid, flow over a streamlined body is similar to that of potential
flow, with the exceptions of the boundary layer, and a small region near the
trailing end. In this latter area, a helical vortex may form and convect down-
stream. Since vortices correlate with low pressure, the effect of such a vortex
is stabilizing, but it also induces drag. The formation of the vortex depends on
the angle of attack, and it may cover a larger area (increasing the stabilizing
moment and drag) for a larger angle of attack. For a small angle of attack, the
transverse force F
n
can be written in the same form as for control surfaces:
F
n
=
1
2
ρC
n
A
o
U
2
(95)
·
1
2
ρ
∂C
n
∂α
αA
o
U
2
.
With a positive angle of attack, this force is in the positive z-direction. The
zero-α drag force F
A
is modified by the vortex shedding:
F
a
= −
1
2
ρC
a
A
o
U
2
, where (96)
C
a
= C
A
cos
2
φ.
The last relation is based on writing C
A
(U cos φ)
2
as (C
A
cos
2
φ)U
2
, i.e., a
decomposition using apparent velocity.
8.4 Net Effects: Aerodynamic Center
The Munk moment and the moment induced by separation are competing,
and their magnitudes determine the stability of a hullform. First we simplify:
F
a
= −γ
a
F
n
= γ
n
α
M
m
= −γ
m
α.
Each constant γ is taken as positive, and the signs reflect orientation in the
vehicle reference frame, with a nose-up angle of attack. The Munk moment is a
58 8 STREAMLINED BODIES
pure couple which does not depend on a reference point. We pick a temporary
origin O for F
n
however, and write the total pitch moment about O as:
M = M
m
+ F
n
l
n
(97)
= (−γ
m
+ γ
n
l
n
)α.
where l
n
denotes the (positive) distance between O and the application point
of F
n
. The net moment about O is zero if we select
l
n
=
γ
m
γ
n
, (98)
and the location of O is then called the aerodynamic center or AC.
The point AC has an intuitive explanation: it is the location on the hull where
F
n
would act to create the total moment. Hence, if the vehicle’s origin lies in
front of AC, the net moment is stabilizing. If the origin lies behind AC, the
moment is destabilizing. For self-propelled vehicles, the mass center must be
forward of AC for stability. Similarly, for towed vehicles, the towpoint must
be located forward of AC. In many cases with very streamlined bodies, the
aerodynamic center is significantly ahead of the nose, and in this case, a rigid
sting would have to extend at least to AC in order for stable towing. As a
final note, since the Munk moment persists even in inviscid flow, AC moves
infinitely far forward as viscosity effects diminish.
8.5 Role of Fins in Moving the Aerodynamic Center
Control surfaces or fixed fins are often attached to the stern of a slender vehicle
to enhance directional stability. Fixed surfaces induce lift and drag on the
body:
L =
1
2
ρA
f
U
2
C
l
(α) · γ
L
α (99)
D = −
1
2
ρA
f
U
2
C
d
· −γ
D
(constant)
These forces act somewhere on the fin, and are signed again to match the
vehicle frame, with γ > 0 and α > 0. The summed forces on the body are
thus:
8.5 Role of Fins in Moving the Aerodynamic Center 59
X = F
a
−[D[ cos α +[L[ sin α (100)
· −γ
a
−γ
D
+ γ
L
α
2
Z = F
n
+[L[ cos α +[D[ sin α
· γ
n
α + γ
L
α + γ
D
α.
All of the forces are pushing the vehicle up. If we say that the fins act a
distance l
f
behind the temporary origin O, and that the moment carried by
the fins themselves is very small (compared to the moment induced by Ll
f
)
the total moment is as follows:
M = (−γ
m
+ γ
n
l
n
)α + (γ
L
+ γ
D
)l
f
α. (101)
The moment about O vanishes if
γ
m
= γ
n
l
n
+ l
f

L
+ γ
D
). (102)
The Munk moment γ
m
opposes the aggregate effects of vorticity lift γ
n
and
the fins’ lift and drag γ
L

D
. With very large fins, this latter term is large, so
that l
f
might be very small; this is the case of AC moving aft toward the fins.
A vehicle with excessively large fins will be difficult to turn and maneuver.
Equation 102 contains two length measurements, referenced to an arbitrary
body point O. To solve it explicitly, let l
fn
denote the (positive) distance that
the fins are located behind F
n
; this is likely a small number, since both effects
usually act near the stern. We solve for l
f
:
l
f
=
γ
m
+ γ
n
l
fn
γ
n
+ γ
L
+ γ
D
. (103)
This is the distance that AC is located forward of the fins, and thus AC can
be referenced to any other fixed point easily. Without fins, it can be recalled
that
l
n
=
γ
m
γ
n
.
Hence, the fins act directly in the denominator to shorten l
f
. Note that if
the fins are located forward of the vortex shedding force F
n
, i.e., l
fn
< 0, l
f
is
reduced, but since AC is referenced to the fins, there is no net gain in stability.
60 8 STREAMLINED BODIES
8.6 Aggregate Effects of Body and Fins
Since all of the terms discussed so far have the same dependence on α, it is
possible to group them into a condensed form. Setting
ˆ
F
a
and
ˆ
F
n
to account
for the fuselage and fins, we have
X =
ˆ
F
a
· −
1
2
ρ
ˆ
C
a
ˆ
A
o
U
2
(104)
Z =
ˆ
F
n
·
1
2
ρ
ˆ
C

n
ˆ
A
o
U
2
α
M = −
ˆ
F
n
x
AC
· −
1
2
ˆ
C

n
ˆ
A
o
U
2
x
AC
α.
8.7 Coefficients Z
w
, M
w
, Z
q
, and M
q
for a Slender Body
The angle of attack α is related to the cross-body velocity w as follows:
α = −tan
−1

w
u

(105)
· −
w
U
for U >> w.
We can then write several linear hydrodynamic coefficients easily:
Z
w
= −
1
2
ρ
ˆ
C

n
ˆ
A
o
U (106)
M
w
=
1
2
ρ
ˆ
C

n
ˆ
A
o
Ux
AC
.
The rotation of the vessel involves complex flow, which depends on both w and
q, as well as their derivatives. To start, we consider the contribution of the fins
only – slender body theory, introduced shortly, provides good results for the
hull. The fin center of pressure is located a distance l
f
aft of the body origin,
and we assume that the vehicle is moving horizontally, with an instantaneous
pitch angle of θ. The angle of attack seen by the fin is a combination of a part
due to θ and a part linear with q:
α
f
· −θ +
l
f
q
U
(107)
8.7 Coefficients Z
w
, M
w
, Z
q
, and M
q
for a Slender Body 61
and so lateral force and moment derivatives (for the fin alone) emerge as
Z
q
= −
1
2
ρC

l
A
f
Ul
f
(108)
M
q
= −
1
2
ρC

l
A
f
Ul
2
f
.
62 9 SLENDER-BODY THEORY
9 SLENDER-BODY THEORY
9.1 Introduction
Consider a slender body with d << L, that is mostly straight. The body
could be asymmetric in cross-section, or even flexible, but we require that
the lateral variations are small and smooth along the length. The idea of
the slender-body theory, under these assumptions, is to think of the body as
a longitudinal stack of thin sections, each having an easily-computed added
mass. The effects are integrated along the length to approximate lift force and
moment. Slender-body theory is accurate for small ratios d/L, except near
the ends of the body.
As one example, if the diameter of a body of revolution is d(s), then we can
compute δm
a
(x), where the nominal added mass value for a cylinder is
δm
a
= ρ
π
4
d
2
δx. (109)
The added mass is equal to the mass of the water displaced by the cylinder.
The equation above turns out to be a good approximation for a number of
two-dimensional shapes, including flat plates and ellipses, if d is taken as the
width dimension presented to the flow. Many formulas for added mass of two-
dimensional sections, as well as for simple three-dimensional bodies, can be
found in the books by Newman and Blevins.
9.2 Kinematics Following the Fluid
The added mass forces and moments derive from accelerations that a fluid
particles experience when they encounter the body. We use the notion of a
fluid derivative for this purpose: the operator d/dt indicates a derivative taken
in the frame of the passing particle, not the vehicle. Hence, this usage has an
indirect connection with the derivative described in our previous discussion of
rigid-body dynamics.
For the purposes of explaining the theory, we will consider the two-dimensional
heave/surge problem only. The local geometry is described by the location of
the centerline; it has vertical location (in body coordinates) of z
b
(x, t), and
local angle α(x, t). The time-dependence indicates that the configuration is
free to change with time, i.e., the body is flexible. Note that the curvilinear
coordinate s is nearly equal to the body-reference (linear) coordinate x.
The velocity of a fluid particle normal to the body at x is w
n
(t, x):
9.3 Derivative Following the Fluid 63
w
n
=
∂z
b
∂t
cos α −U sin α. (110)
The first component is the time derivative in the body frame, and the second
due to the deflection of the particle by the inclined body. If the body reference
frame is rotated to the flow, that is, if w = 0, then ∂z
b
/∂t will contain w. For
small angles, sin α · tan α = ∂z
b
/∂x, and we can write
w
n
·
∂z
b
∂t
−U
∂z
b
∂x
.
The fluid derivative operator in action is as follows:
w
n
=
dz
b
dt
=


∂t
−U

∂x

z
b
.
9.3 Derivative Following the Fluid
A more formal derivation for the fluid derivative operator is quite simple. Let
µ(x, t) represent some property of a fluid particle.
d
dt
[µ(x, t)] = lim
δt→0
1
δt
[µ(x + δx, t + δt) −µ(x, t)]
=
¸
∂µ
∂t
−U
∂µ
∂x
¸
.
The second equality can be verified using a Taylor series expansion of µ(x +
δx, t + δt):
µ(x + δx, t + δt) = µ(x, t) +
∂µ
∂t
δt +
∂µ
∂x
δx + h.o.t.,
and noting that δx = −Uδt. The fluid is convected downstream with respect
to the body.
64 9 SLENDER-BODY THEORY
9.4 Differential Force on the Body
If the local transverse velocity is w
n
(x, t), then the differential inertial force on
the body here is the derivative (following the fluid) of the momentum:
δF = −
d
dt
[m
a
(x, t)w
n
(x, t)] δx. (111)
Note that we could here let the added mass vary with time also – this is the
case of a changing cross-section! The lateral velocity of the point z
b
(x) in the
body-reference frame is
∂z
b
∂t
= w −xq, (112)
such that
w
n
= w −xq −Uα. (113)
Taking the derivative, we have
δF
δx
= −


∂t
−U

∂x

[m
a
(x, t)(w(t) −xq(t) −Uα(x, t))] .
We now restrict ourselves to a rigid body, so that neither m
a
nor α may change
with time.
δF
δx
= m
a
(x)(− ˙ w + x ˙ q) + U

∂x
[m
a
(x)(w −xq −Uα)] . (114)
9.5 Total Force on a Vessel
The net lift force on the body, computed with strip theory is
Z =

x
N
x
T
δFdx (115)
where x
T
represents the coordinate of the tail, and x
N
is the coordinate of the
nose. Expanding, we have
9.6 Total Moment on a Vessel 65
Z =

x
N
x
T
m
a
(x) [− ˙ w + x ˙ q] dx + U

x
N
x
T

∂x
[m
a
(x)(w −xq −Uα)] dx
= −m
33
˙ w −m
35
˙ q + Um
a
(x)(w −xq −Uα)[
x=x
N
x=x
T
.
We made use here of the added mass definitions
m
33
=

x
N
x
T
m
a
(x)dx
m
35
= −

x
N
x
T
xm
a
(x)dx.
Additionally, for vessels with pointed noses and flat tails, the added mass m
a
at the nose is zero, so that a simpler form occurs:
Z = −m
33
˙ w −m
35
˙ q −Um
a
(x
T
)(w −x
T
q −Uα(x
T
)). (116)
In terms of the linear hydrodynamic derivatives, the strip theory thus provides
Z
˙ w
= −m
33
Z
˙ q
= −m
35
Z
w
= −Um
a
(x
T
)
Z
q
= Ux
T
m
a
(x
T
)
Z
α(x
T
)
= U
2
m
a
(x
T
).
It is interesting to note that both Z
w
and Z
α(x
T
)
depend on a nonzero base
area. In general, however, potential flow estimates do not create lift (or drag)
forces for a smooth body, so this should come as no surprise. The two terms are
clearly related, since their difference depends only on how the body coordinate
system is oriented to the flow. Another noteworthy fact is that the lift force
depends only on α at the tail; α could take any value(s) along the body, with
no effect on Z.
9.6 Total Moment on a Vessel
A similar procedure can be applied to the moment predictions from slender
body theory (again for small α):
66 9 SLENDER-BODY THEORY
M = −

x
N
x
T
xδFdx
=

x
N
x
T
x


∂t
−U

∂x

[m
a
(x)(w −xq −Uα)] dx
=

x
N
x
T
xm
a
(x)( ˙ w −x ˙ q)dx −U

x
N
x
T
x

∂x
[m
a
(x)(w −xq + Uα)] dx.
Then we make the further definition
m
55
=

x
N
x
T
x
2
m
a
(x)dx,
(note that m
35
= m
53
) and use integration by parts to obtain
M = −m
35
˙ w −m
55
˙ q −Uxm
a
(x)(w −xq −Uα)[
x=x
N
x=x
T
+
U

x
N
x
T
m
a
(x)(w −xq −Uα)dx.
The integral above contains the product m
a
(x)α(x), which must be calculated
if α changes along the length. For simplicity, we now assume that α is in fact
constant on the length, leading to
M = −m
35
˙ w −m
55
˙ q + Ux
T
m
a
(x
T
)(w −x
T
q −Uα) +
Um
33
w + Um
35
q −U
2
m
33
α.
Finally, the linear hydrodynamic moment derivatives are
M
˙ w
= −m
35
M
˙ q
= −m
55
M
w
= Ux
T
m
a
(x
T
) + Um
33
M
q
= −Ux
2
T
m
a
(x
T
) + Um
35
M
α
= −U
2
x
T
m
a
(x
T
) −U
2
m
33
.
The derivative M
w
is closely-related to the Munk moment, whose linearization
would provide M
w
= (m
33
−m
11
)U. The Munk moment (an exact result) may
therefore be used to make a correction to the second term in the slender-body
approximation above of M
w
. As with the lift force, M
w
and M
α
are closely
related, depending only on the orientation of the body frame to the flow.
9.7 Relation to Wing Lift 67
9.7 Relation to Wing Lift
There is an important connection between the slender body theory terms in-
volving added mass at the tail (m
a
(x
T
)), and low aspect-ratio wing theory.
The lift force from the latter is of the form L = −
1
2
ρUAC

l
w, where A = cs,
the product of chord (long) and span (short).
The lift coefficient slope is approximated by (Hoerner)
C

l

1
2
π(AR), (117)
where (AR) is the aspect ratio. Inserting this approximation into the lift
formula, we obtain
L = −
π
4
ρs
2
Uw. (118)
Now we look at a slender body approximation of the same force: The added
mass at the tail is m
a
(x
T
) = ρs
2
π/4, and using the slender-body estimate for
Z
w
, we calculate for lift:
Z = −m
a
(x
T
)Uw
= −
π
4
ρs
2
Uw.
Slender-body theory is thus able to recover exactly the lift of a low-aspect
ratio wing. Where does the slender-body predict the force will act? Recalling
that M
w
= Um
33
+Ux
T
m
a
(x
T
), and since m
33
= 0 for a front-back symmetric
wing, the estimated lift force acts at the trailing edge. This location will tend
to stabilize the wing, in the sense that it acts to orient the wing parallel to
the incoming flow.
9.8 Convention: Hydrodynamic Mass Matrix A
Hydrodynamic derivatives that depend on accelerations are often written as
components of a mass matrix A. By listing the body-referenced velocities
in the order s = [u, v, w, p, q, r], we write (M + A)
˙
s =

F, where M is the
mass matrix of the material vessel and F is a generalized force. Therefore
A
33
= −Z
˙ w
, A
5,3
= −M
˙ w
, and so on.
68 10 PRACTICAL LIFT CALCULATIONS
10 PRACTICAL LIFT CALCULATIONS
10.1 Characteristics of Lift-Producing Mechanisms
At a small angle of attack, a slender body experiences transverse force due to:
helical body vortices, the blunt trailing end, and fins. The helical body vortices
are stable and symmetric in this condition, and are convected continuously into
the wake. The low pressure associated with the vortices provides the suction
force, usually toward the stern of the vehicle. The blunt trailing end induces
lift as a product of added mass effects, and can be accurately modeled with
slender body theory. A blunt trailing edge also induces some drag, which itself
is stabilizing. The fins can often be properly modeled using experimental data
parametrized with aspect ratio and several other geometric quantities.
As the angle of attack becomes larger, the approximations in the fin and
slender-body analysis will break down. The helical vortices can become bigger
while remaining stable, but eventually will split randomly. Some of it convects
downstream, and the rest peels away from the body; this shedding is nonsym-
metric, and greatly increases drag by widening the wake. In the limit of a 90

angle of attack, vorticity sheds as if from a bluff-body, and there is little axial
convection.
10.2 Jorgensen’s Formulas
There are some heuristic and theoretical formulas for predicting transverse
force and moment on a body at various angles of attack, and we now present
one of them due to Jorgensen. The formulas provide a good systematic proce-
dure for design, and are best suited to vehicles with a blunt trailing edge. We
call the area of the stern the base area.
Let the body have length L, and reference area A
r
. This area could be the
frontal projected area, the planform area, or the wetted area. The body travels
at speed U, and angle of attack α. The normal force, axial force, and moment
coefficients are defined as follows:
C
N
=
F
N
1
2
ρU
2
A
r
(119)
C
A
=
F
A
1
2
ρU
2
A
r
10.2 Jorgensen’s Formulas 69
C
M
=
M
xm
1
2
ρU
2
A
r
L
.
The moment M
xm
is taken about a point x
m
, measured back from the nose; this
location is arbitrary, and appears explicitly in the formula for C
m
. Jorgensen
gives the coefficients as follows:
C
N
=
A
b
A
r
sin 2αcos
α
2
+
A
p
A
r
C
dn
sin
2
α (120)
C
A
= C
Ao
cos
2
α (121)
C
M
= −
∇−A
b
(L −x
m
)
A
r
L
sin 2αcos
α
2
−C
dn
A
p
A
r

x
m
−x
c
L

sin
2
α.(122)
We have listed only the formulas for the special case of circular cross-section,
although the complete equations do account for more complex shapes. Further,
we have assumed that L >> D, which is also not a constraint in the complete
equations. The parameters used here are
• A
b
: stern base area. A
b
= 0 for a body that tapers to a point at the
stern.
• C
dn
: crossflow drag coefficient; equivalent to that of an infinite circular
cylinder. If “normal” Reynolds number Re
n
= U sin αD/ν,
– C
d
≈ 1.2, Re
n
< 3 10
5
– C
d
≈ 0.3, 3 10
5
< Re
n
< 7 10
5
– C
d
≈ 0.6, 7 10
5
< Re
n
.
• A
p
: planform area.
• C
Ao
: axial drag at zero angle of attack, both frictional and form. C
Ao
·
0.002 − 0.006 for slender streamlined bodies, based on wetted surface
area. It depends on Re = UL/ν.
• ∇: body volume.
• x
c
: distance from the nose backwards to the center of the planform area.
70 10 PRACTICAL LIFT CALCULATIONS
In the formula for normal force, we see that if A
b
= 0, only drag forces act
to create lift, through a sin
2
α-dependence. Similarly, the axial force is simply
the zero-α result, modified by cos
2
α. In both cases, scaling of U
2
into the
body principle directions is all that is required.
There are several terms that match exactly the slender-body theory approxi-
mations for small α. These are the first term in the normal force (C
N
), and
the entire first term in the moment (C
M
), whether or not A
b
= 0. Finally, we
note that the second term in C
M
disappears if x
m
= x
c
, i.e., if the moment is
referenced to the center of the planform area. The idea here is that the fore
and aft components of crossflow drag cancel out.
The aerodynamic center (again referenced toward the stern, from the nose)
can be found after the coefficients are computed:
x
AC
= x
m
+
C
M
C
N
L. (123)
As written, the moment coefficient is negative if the moment destabilizes the
body, while C
N
is always positive. Thus, the moment seeks to move the AC
forward on the body, but the effect is moderated by the lift force.
10.3 Hoerner’s Data: Notation
An excellent reference for experimental data is the two-volume set by S. Ho-
erner. It contains a large amount of aerodynamic data from many different
types of vehicles, wings, and other common engineering shapes. A few nota-
tions are used throughout the books, and are described here.
First, dynamic pressure is given as q =
1
2
ρU
2
, such that two typical body lift
coefficients are:
C
Y
=
Y
DLq
C
Y
d
=
Y
D
2
q
.
The first version uses the rectangular planform area as a reference, while the
second uses the square frontal area. Hence, C
Y
= C
Y
d
D/L. Two moment
coefficients are:
10.4 Slender-Body Theory vs. Experiment 71
C
N
=
N
LD
2
q
C
N
1
=
N
1
LD
2
q
,
where N is the moment taken about the body mid-point, and N
1
is taken
about the nose. Note that the reference area for moment is the square frontal
projection, and the reference length is body length L. The following relation
holds for these definitions
C
N
1
= C
N
+
1
2
C
Y
d
.
The lift and moment coefficients are strongly dependent on angle of attack;
Hoerner uses the notation
C
nb
=
∂C
N
∂b
C
n·b
=
∂C
N
1
∂b
C
yb
=
∂C
y
∂b
,
and so on, where b is the angle of attack, usually in degrees. It follows from
above that C
n·b
= C
nb
+ C
ydb
/2.
10.4 Slender-Body Theory vs. Experiment
In an experiment, the net moment is measured, comprising both the desta-
bilizing part due to the potential flow, and the stabilizing part due to vortex
shedding or a blunt tail. Comparison of the measurements and the theory
allows us to place the action point of the suction force. This section gives the
formula for this location in Hoerner’s notation, and gives two further examples
of how well the slender-body theory matches experiments.
For L/D > 6, the slender-body (pure added mass) estimates give
˜
C
nb
·
−0.015/deg, acting to destabilize the vehicle. The value compares well with
−0.027/deg for a long cylinder and −0.018/deg for a long ellipsoid; it also
72 10 PRACTICAL LIFT CALCULATIONS
reduces to −0.009 for L/D = 4. Note that the negative sign here is consistent
with Hoerner’s convention that destabilizing moments have negative sign.
The experimental lift force is typically given by C
Y b
· 0.003/deg; this acts at
a point on the latter half of the vehicle, stabilizing the angle. Because this
coefficient scales roughly with wetted area, proportional to LD, it changes
little with L/D. It can be compared with a low-aspect ratio wing, which
achieves an equivalent lift of π(AR)/2 = 0.0027 for (AR) = 10 · D/L.
The point at which the viscous forces act can then be estimated as the following
distance aft of the nose:
x
L
=
C
n·b

˜
C
nb
C
ydb
(124)
The calculation uses experimental values of C
ydb
and C
n·b
, the moment slope
referenced to the nose. In the table following are values from Hoerner (p. 13-2,
Figure 2) for a symmetric and a blunt-ended body.
symmetric blunt
L/D 6.7 6.7
˜
C
nb
-0.012 -0.012
C
yb
0.0031 0.0037
C
ydb
0.021 0.025
C
n·b
0.0012 (stable) 0.0031 (stable)
C
nb
-0.0093 (unstable) -0.0094 (unstable)
x/L 0.63 0.60
In comparing the two body shapes, we see that the moment at the nose is
much more stable (positive) for the body with a blunt trailing edge. At the
body midpoint, however, both vehicles are equally unstable. The blunt-tailed
geometry has a much larger lift force, but it acts too close to the midpoint to
add any stability there.
The lift force dependence on the blunt tail is not difficult to see, using slender-
body theory. Consider a body, with trailing edge radius r. The slender-body
lift force associated with this end is simply the product of speed U and local
added mass m
a
(x
T
) (in our previous notation). It comes out to be
Z =
1
2
ρU
2
(πr
2
)(2α), (125)
such that the first term in parentheses is an effective area, and the second is
a lift coefficient. With respect to the area πr
2
, the lift curve slope is therefore
10.5 Slender-Body Approximation for Fin Lift 73
2/rad. Expressed in terms of the Hoerner reference area D
2
, the equivalent
lift coefficient is C
ydb
= 0.0044/deg, where we made the assumption here that
2r/D = 0.4 for the data in the table. This lift difference, due solely to the
blunt end condition, is consistent with measurements.
10.5 Slender-Body Approximation for Fin Lift
Let us now consider two fins of span s each, acting at the tail end of the
vehicle. This is the case if the vehicle body tapers to a point where the fins
have their trailing edge. The slender-body approximation of lift as a result of
blunt-end conditions is
Z = πs
2
ρU
2
α. (126)
Letting the aspect ratio be (AR) = (2s)
2
/A
f
, where A
f
is the total area of the
fin pair, substitution will give a lift curve slope of
C

l
=
π
2
(AR).
This is known as Jones’ formula, and is quite accurate for (AR) · 1. It is
inadequate for higher-aspect ratio wings however, overestimating the lift by
about 30% when (AR) = 2, and worsening further as (AR) grows.
74 11 FINS AND LIFTING SURFACES
11 FINS AND LIFTING SURFACES
Vessels traveling at significant speed typically use rudders, elevators, and other
streamlined control surfaces to maneuver. Their utility arises mainly from the
high lift forces they can develop, with little drag penalty. Lift is always defined
to act in a direction perpendicular to the flow, and drag in the same direction
as the flow.
11.1 Origin of Lift
A lifting surface is nominally an extrusion of a streamlined cross-section: the
cross-section has a rounded leading edge, sharp trailing edge, and a smooth
surface. The theory of lifting surfaces centers on the Kutta condition, which
requires that fluid particle streamlines do not wrap around the trailing edge
of the surface, but instead rejoin with streamlines from the other side of the
wing at the trailing edge. This fact is true for a non-stalled surface at any
angle of attack.
Since the separation point on the front of the section rotates with the angle
of attack, it is clear that the fluid must travel faster over one side of the
surface than the other. The reduced Bernoulli pressure this induces can then
be thought of as the lift-producing mechanism. More formally, lift arises from
circulation Γ:
Γ =

V ds. (127)
and then L = −ρUΓ. Circulation is the integral of velocity around the cross-
section, and a lifting surface requires circulation in order to meet the Kutta
condition.
11.2 Three-Dimensional Effects: Finite Length
Since all practical lifting surfaces have finite length, the flow near the ends
may be three-dimensional. Prandtl’s inviscid theory provides some insight.
Since bound circulation cannot end abruptly at the wing end, it continues on
in the fluid, leading to so-called wing-tip vortices. This continuation causes
induced velocities at the tips, and some induced drag. Another description for
the wing-tip vortices is that the pressure difference across the surface simply
causes flow around the end.
11.3 Ring Fins 75
A critical parameter which governs the extent of three-dimensional effects is
the aspect ratio:
AR =
span
chord
=
span
2
area
. (128)
The second representation is useful for non-rectangular control surfaces. The
effective span is taken to be the length between the free ends of a symmetric
wing. If the wing is attached to a wall, the effective span is twice the physical
value, by reflection, and in this case the effective aspect ratio is therefore twice
the physical value.
The aspect ratio is a strong determinant of wing performance: for a given
angle of attack, a larger aspect ratio achieves a higher lift value, but also stalls
earlier.
Lift is written as
L =
1
2
ρU
2
AC
l
, (129)
where A is the single-side area of the surface. For angles of attack α below
stall, the lift coefficient C
l
is nearly linear with α: C
l
= C

l
α, where C

l
is called
the lift coefficient slope, and has one empirical description
C

l
=
1
1
2π¯ α
+
1
π(AR)
+
1
2π(AR)
2
, (130)
where α is in radians, ¯ α · 0.90, and AR is the effective aspect ratio. When
AR →∞, the theoretical and maximum value for C

l
is 2π.
The lift generated on a surface is the result of a distributed pressure field; this
fact creates both a net force and a net moment. A single equivalent force acts
at a so-called center of action x
A
, which depends mainly on the aspect ratio.
For high AR, x
A
· c/4, measured back from the front of the wing. For low
AR, x
A
· c/2.
11.3 Ring Fins
Ring fins are useful when space allows, since they are omnidirectional, and
structurally more robust than cantilevered plane surfaces. The effective aspect
ratio for a ring of diameter d is given as
AR =
4d
πc
. (131)
76 11 FINS AND LIFTING SURFACES
The effective area of the ring is taken as
A
e
=
π
2
dc, (132)
and we thus have L =
1
2
ρU
2
A
e
C

l
α, where one formula for C

l
is
C

l
=
1
0.63 +
1
π(AR)
. (133)
77
12 PROPELLERS AND PROPULSION
12.1 Introduction
We discuss in this section the nature of steady and unsteady propulsion. In
many marine vessels and vehicles, an engine (diesel or gas turbine, say) or an
electric motor drives the propeller through a linkage of shafts, reducers, and
bearings, and the effects of each part are important in the response of the net
system. Large, commercial surface vessels spend the vast majority of their time
operating in open-water and at constant speed. In this case, steady propulsion
conditions are generally optimized for fuel efficiency. An approximation of the
transient behavior of a system can be made using the quasi-static assumption.
In the second section, we list several low-order models of thrusters, which have
recently been used to model and simulate truly unsteady conditions.
12.2 Steady Propulsion of Vessels
The notation we will use is as given in Table 1, and there are two different flow
conditions to consider. Self-propelled conditions refer to the propeller being
installed and its propelling the vessel; there are no additional forces or moments
on the vessel, such as would be caused by a towing bar or hawser. Furthermore,
the flow around the hull interacts with the flow through the propeller. We use
an sp subscript to indicate specifically self-propulsion conditions. Conversely,
when the propeller is run in open water, i.e., not behind a hull, we use an o
subscript; when the hull is towed with no propeller we use a t subscript. When
subscripts are not used, generalization to either condition is implied. Finally,
because of similitude (using diameter D in place of L when the propeller is
involved), we do not distinguish between the magnitude of forces in model and
full-scale vessels.
12.2.1 Basic Characteristics
In the steady state, force balance in self-propulsion requires that
R
sp
= T
sp
. (134)
The gear ratio λ is usually large, indicating that the propeller turns much
more slowly than the driving engine or motor. The following relations define
the gearbox:
78 12 PROPELLERS AND PROPULSION
R
sp
N hull resistance under self-propulsion
R
t
N towed hull resistance (no propeller attached)
T N thrust of the propeller
n
e
Hz rotational speed of the engine
n
m
Hz maximum value of n
e
n
p
Hz rotational speed of the propeller
λ gear ratio
Q
e
Nm engine torque
Q
p
Nm propeller torque
η
g
gearbox efficiency
P
e
W engine power
P
p
W propeller shaft power
D m propeller diameter
U m/s vessel speed
U
p
m/s water speed seen at the propeller
Q
m
Nm maximum engine torque
f kg/s fuel rate (or energy rate in electric motor)
f
m
kg/s maximum value of f
Table 1: Nomenclature
n
e
= λn
p
(135)
Q
p
= η
g
λQ
e
,
and power follows as P
p
= η
g
P
e
, for any flow condition. We call J = U
p
/n
p
D
the advance ratio of the prop when it is exposed to a water speed U
p
; note
that in the wake of the vessel, U
p
may not be the same as the speed of the
vessel U. A propeller operating in open water can be characterized by two
nondimensional parameters which are both functions of J:
K
T
=
T
o
ρn
2
p
D
4
(thrust coefficient) (136)
K
Q
=
Q
po
ρn
2
p
D
5
(torque coefficient). (137)
12.2 Steady Propulsion of Vessels 79
0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0 0.10
0.08
0.06
0.04
0.02
0.00
0.0
K
η
0
T
K
Q
η
0
K
T
J
K
Q
Figure 4: Typical thrust and torque coefficients.
The open propeller efficiency can be written then as
η
o
=
T
o
U
2πn
p
Q
po
=
J(U)K
T
2πK
Q
. (138)
This efficiency divides the useful thrust power by the shaft power. Thrust and
torque coefficients are typically nearly linear over a range of J, and therefore
fit the approximate form:
K
T
(J) = β
1
−β
2
J (139)
K
Q
(J) = γ
1
−γ
2
J.
As written, the four coefficients [β
1
, β
2
, γ
1
, γ
2
] are usually positive, as shown in
the figure.
We next introduce three factors useful for scaling and parameterizing our
mathematical models:
• U
p
= U(1 − w); w is referred to as the wake fraction. A typical wake
fraction of 0.1, for example, indicates that the incoming velocity seen by
the propeller is only 90% of the vessel’s speed. The propeller is operating
in a wake.
In practical terms, the wake fraction comes about this way: Suppose the
open water thrust of a propeller is known at a given U and n
p
. Behind
80 12 PROPELLERS AND PROPULSION
a vessel moving at speed U, and with the propeller spinning at the same
n
p
, the prop creates some extra thrust. w scales U at the prop and thus
J; w is then chosen so that the open water thrust coefficient matches
what is observed. The wake fraction can also be estimated by making
direct velocity measurements behind the hull, with no propeller.
• R
t
= R
sp
(1 − t). Often, a propeller will increase the resistance of the
vessel by creating low-pressure on its intake side (near the hull), which
makes R
sp
> R
t
. In this case, t is a small positive number, with 0.2 as a
typical value. t is called the thrust deduction even though it is used to
model resistance of the hull; it is obviously specific to both the hull and
the propeller(s), and how they interact.
The thrust deduction is particularly useful, and can be estimated from
published values, if only the towed resistance of a hull is known.
• Q
po
= η
R
Q
psp
. The rotative efficiency η
R
, which may be greater than
one, translates self-propelled torque to open water torque, for the same
incident velocity U
p
, thrust T, and rotation rate n
p
. η
R
is meant to
account for spatial variations in the wake of the vessel which are not
captured by the wake fraction, as well as the turbulence induced by the
hull. Note that in comparison with the wake fraction, rotative efficiency
equalizes torque instead of thrust.
A common measure of efficiency, the quasi-propulsive efficiency, is based on
the towed resistance, and the self-propelled torque.
η
QP
=
R
t
U
2πn
p
Q
psp
(140)
=
T
o
(1 −t)U
p
η
R
2πn
p
(1 −w)Q
po
= η
o
η
R
(1 −t)
(1 −w)
.
T
o
and Q
po
are values for the inflow speed U
p
, and thus that η
o
is the open
propeller efficiency at this speed. It follows that T
o
(U
p
) = T
sp
, which was used
to complete the above equation. The quasi-propulsive efficiency can be greater
than one, since it relies on the towed resistance and in general R
t
> R
sp
. The
ratio (1 − t)/(1 − w) is often called the hull efficiency, and we see that a
12.2 Steady Propulsion of Vessels 81
small thrust deduction t and a large wake fraction w are beneficial effects, but
which are in competition. A high rotative efficiency and open water propeller
efficiency (at U
p
) obviously contribute to an efficient overall system.
12.2.2 Solution for Steady Conditions
The linear form of K
T
and K
Q
(Equation 140) allows a closed-form solution
for the steady-operating conditions. Suppose that the towed resistance is of
the form
R
t
=
1
2
ρC
r
A
w
U
2
, (141)
where C
r
is the resistance coefficient (which will generally depend on Re and
Fr), and A
w
is the wetted area. Equating the self-propelled thrust and resis-
tance then gives
T
sp
= R
sp
T
o
= R
t
/(1 −t)
K
T
(J(U
p
))ρn
2
p
D
4
(1 −t) =
1
2
ρC
r
A
w
U
2

1
−β
2
J(U
p
))ρn
2
p
D
4
(1 −t) =
1
2
ρC
r
A
w
U
2
p
(1 −w)
2
β
1
−β
2
J(U
p
) =
C
r
A
w
2D
2
(1 −t)(1 −w)
2
. .. .
δ
J(U
p
)
2
J(U
p
) =
−β
2
+

β
2
2
+ 4β
1
δ

. (142)
The last equation predicts the steady-state advance ratio of the vessel, depend-
ing only on the propeller open characteristics, and on the hull. The vessel speed
can be computed by recalling that J(U) = U/n
p
D and U
p
= U(1 −w), but it
is clear that we need now to find n
p
. This requires a torque equation, which
necessitates a model of the drive engine or motor.
12.2.3 Engine/Motor Models
The torque-speed maps of many engines and motors fit the form
82 12 PROPELLERS AND PROPULSION
1
2
3
f
f
f
m
Q /Q
e
n /n
e m
Figure 5: Typical gas turbine engine torque-speed characteristic for increasing
fuel rates f
1
, f
2
, f
3
.
Q
e
= Q
m
F(f/f
m
, n
e
/n
m
), (143)
where F() is the characteristic function. For example, gas turbines roughly fit
the curves shown in the figure (Rubis). More specifically, if F() has the form
F(f/f
f
m, n
e
/n
m
) = −

a
f
f
m
+ b

n
e
n
m
+

c
f
f
m
+ d

(144)
= −α
1
n
p
n
m

+ α
2
.
then a closed-form solution for n
e
(and thus n
p
) can be found. The manipula-
tions begin by equating the engine and propeller torque:
Q
po
(J(U
p
)) = η
R
Q
psp
(J(U
p
))
ρn
2
p
D
5
K
Q
(J(U
p
)) = η
R
η
g
λQ
e
ρn
2
p
D
5

1
−γ
2
J(U
p
)) = η
R
η
g
λQ
m
F(f/f
m
, n
e
/n
m
)
n
2
p
(n
m
/λ)
2
=
η
R
η
g
λQ
m
ρD
5

1
−γ
2
J(U
p
))(n
m
/λ)
2
. .. .

−α
1
n
p
(n
m
/λ)
+ α
2

n
p
(n
m
/λ)
=
−α
1
+

2
α
2
1
+ 4α
2
2
. (145)
12.3 Unsteady Propulsion Models 83
Note that the fuel rate enters through both α
1
and α
2
.
The dynamic response of the coupled propulsion and ship systems, under the
assumption of quasi-static propeller conditions, is given by
(m + m
a
) ˙ u = T
sp
−R
sp
(146)
2πI
p
˙ n
p
= η
g
λQ
e
−Q
psp
.
Making the necessary substitutions creates a nonlinear model with f as the
input; this is left as a problem for the reader.
12.3 Unsteady Propulsion Models
When accurate positioning of the vehicle is critical, the quasi-static assumption
used above does not suffice. Instead, the transient behavior of the propulsion
system needs to be considered. The problem of unsteady propulsion is still in
development, although there have been some very successful models in recent
years. It should be pointed out that the models described below all pertain to
open-water conditions and electric motors, since the positioning problem has
been central to bluff vehicles with multiple electric thrusters.
We use the subscript m to denote a quantity in the motor, and p for the
propeller.
12.3.1 One-State Model: Yoerger et al.
The torque equation at the propeller and the thrust relation are
I
p
˙ ω
p
= λQ
m
−K
ω
ω
p

p
[ (147)
T = C
t
ω
p

p
[. (148)
where I
p
is the total (material plus fluid) inertia reflected to the prop;the
propeller spins at ω
p
radians per second. The differential equation in ω
p
pits
the torque delivered by the motor against a quadratic-drag type loss which
depends on rotation speed. The thrust is then given as a static map directly
from the rotation speed.
This model requires the identification of three parameters: I
p
, K
ω
, and C
t
.
It is a first-order, nonlinear, low-pass filter from Q
m
to T, whose bandwidth
depends directly on Q
m
.
84 12 PROPELLERS AND PROPULSION
12.3.2 Two-State Model: Healey et al.
The two-state model includes the velocity of a mass of water moving in the
vicinity of the blades. It can accommodate a tunnel around the propeller,
which is very common in thrusters for positioning. The torque equation, sim-
ilarly to the above, is referenced to the motor and given as
I
m
˙ ω
m
= −K
ω
ω
m
+ K
v
V −Q
p
/λ. (149)
Here, K
ω
represents losses in the motor due to spinning (friction and resistive),
and K
v
is the gain on the input voltage (so that the current amplifier is included
in K
v
). The second dynamic equation is for the fluid velocity at the propeller:
ρALγ
˙
U
p
= −ρA∆β(U
p
−U)[U
p
−U[ + T. (150)
Here A is the disc area of the tunnel, or the propeller disk diameter if no tunnel
exists. L denotes the length of the tunnel, and γ is the effective added mass
ratio. Together, ρALγ is the added mass that is accelerated by the blades; this
mass is always nonzero, even if there is no tunnel. The parameter ∆β is called
the differential momentum flux coefficient across the propeller; it may be on
the order of 0.2 for propellers with tunnels, and up to 2.0 for open propellers.
The thrust and torque of the propeller are approximated using wing theory,
which invokes lift and drag coefficients, as well as an effective angle of attack
and the propeller pitch. However, these formulae are static maps, and therefore
introduce no new dynamics. As with the one-state model of Yoerger et al., this
version requires the identification of the various coefficients from experiments.
This model has the advantage that it creates a thrust overshoot for a step
input, which is in fact observed in experiments.
85
13 TOWING OF VEHICLES
Vehicles which are towed have some similarities to the vehicles that have been
discussed so far. For example, towed vehicles are often streamlined, and usu-
ally need good directional stability. Some towed vehicles might have active
lifting surfaces or thrusters for attitude control. On the other hand, if they
are to be supported by a cable, towed vehicles may be quite heavy in water,
and do not have to be self-propelled. The cable itself is an important factor in
the behavior of the complete towed system, and in this section, we concentrate
on cable mechanics more than vehicle characteristics, which can generally be
handled with the same tools as other vehicles, i.e., slender-body theory, wing
theory, linearization, etc.. Some basic guidelines for vehicle design are given
at the end of this section.
Modern cables can easily exceed 5000m in length, even a heavy steel cable with
2cm diameter. The cables are generally circular in cross section, and may
carry power conductors and multiple communication channels (fiber optic).
The extreme L/D ratio for these cables obviates any bending stiffness effects.
Cable systems come in a variety of configurations, and one main division may
be made simply of the density of the cable. Light-tether systems are character-
ized by neutrally-buoyant (or nearly so) cables, with either a minimal vehicle
at the end, as in a towed array, or a vehicle capable of maneuvering itself, such
as a remotely-operated vehicle. The towed array is a relatively high-velocity
system that nominally streams out horizontally behind the vessel. An ROV,
on the other hand, operates at low speed, and must have large propulsors to
control the tether if there are currents. Heavy systems, in contrast, employ a
heavy cable and possibly a heavy weight; the rationale is that gravity will tend
to keep the cable vertical and make the deployment robust against currents
and towing speed. The heavy systems will generally transmit surface motions
and tensions to the towed vehicle much more easily than light-tether systems.
We will not discuss light systems specifically here, but rather look at heavy
systems. Most of the analysis can be adapted to either case, however.
13.1 Statics
13.1.1 Force Balance
For the purposes of deriving the static configuration of a cable in a flow, we
assume for the moment that that it is inextensible. Tension and hydrostatic
86 13 TOWING OF VEHICLES
n
T
ds
φ
T+dT
ds W
ds R
n
ds R
t
s+
U
x
y
pressure will elongate a cable, but the effect is usually a small percentage of
the total length.
We employ the curvilinear axial coordinate s, which we take to be zero at the
bottom end of the cable; upwards along the cable is the positive direction.
The free-body diagram shown has the following components:
• W
n
: net in-water weight of the cable per unit length.
• R
n
(s): external normal force, per unit length.
• R
t
(s): external tangential force, per unit length.
• T(s): local tension.
• φ(s): local inclination angle.
Force balance in the tangential and normal coordinates gives two coupled
equations for T and φ:
dT
ds
amp; = amp; W
n
sin φ −R
t
(151)
T

ds
amp; = amp; W
n
cos φ + R
n
. (152)
The external forces are primarily fluid drag; the tangential drag is controlled
by a frictional drag coefficient C
t
, and the normal drag scales with a crossflow
drag coefficient C
n
. In both cases, the fluid velocity vector, U horizontal
toward the left, is to be projected onto the relevant axes, leading to
13.1 Statics 87
R
t
= −
1
2
ρC
t
dU
2
cos
2
φ (153)
R
n
= −
1
2
ρC
n
dU
2
sin
2
φ. (154)
Note that we simplified the drag laws from a usual form v[v[ to v
2
, since as
drawn, 0 ≤ φ ≤ π/2.
The equations for T and φ can be integrated along the cable coordinate s to
find the cable’s static configuration. Two boundary conditions are needed, and
the common case is that a force balance on the vehicle, dominated by drag,
weight, and the cable tension, provides both T(0) and φ(0). For example, a
very heavy but low-drag vehicle will impose φ(0) · π/2, with T(0) equal to
the in-water weight of the vehicle.
With regard to Cartesian coordinates x, y, the cable configuration follows
dx
ds
amp; = amp; cos φ (155)
dy
ds
amp; = amp; sin φ. (156)
The simultaneous integration of all four equations (T, φ, x, y) defines the cable
configuration, and current dependency may be included, say U is a function
of y.
13.1.2 Critical Angle
For very deep systems, the total weight of cable will generally exceed that the
vehicle. This gives rise to a configuration in which the cable is straight for
a majority of its length, but turns as necessary at the vehicle end, to meet
the bottom boundary condition. In the straight part of the cable, normal
weight and drag components are equalized. The uniform angle is called the
critical angle φ
c
, and can be approximated easily. Let the relative importance
of weight be given as
δ =
W
n
ρC
n
dU
2
,
88 13 TOWING OF VEHICLES
85
13 TOWING OF VEHICLES
Vehicles which are towed have some similarities to the vehicles that have been
discussed so far. For example, towed vehicles are often streamlined, and usu-
ally need good directional stability. Some towed vehicles might have active
lifting surfaces or thrusters for attitude control. On the other hand, if they
are to be supported by a cable, towed vehicles may be quite heavy in water,
and do not have to be self-propelled. The cable itself is an important factor in
the behavior of the complete towed system, and in this section, we concentrate
on cable mechanics more than vehicle characteristics, which can generally be
handled with the same tools as other vehicles, i.e., slender-body theory, wing
theory, linearization, etc.. Some basic guidelines for vehicle design are given
at the end of this section.
Modern cables can easily exceed 5000min length, even a heavy steel cable with
2cm diameter. The cables are generally circular in cross section, and may
carry power conductors and multiple communication channels (fiber optic).
The extreme L/D ratio for these cables obviates any bending stiffness effects.
Cable systems come in a variety of configurations, and one main division may
be made simply of the density of the cable. Light-tether systems are character-
ized by neutrally-buoyant (or nearly so) cables, with either a minimal vehicle
at the end, as in a towed array, or a vehicle capable of maneuvering itself, such
as a remotely-operated vehicle. The towed array is a relatively high-velocity
system that nominally streams out horizontally behind the vessel. An ROV,
on the other hand, operates at low speed, and must have large propulsors to
control the tether if there are currents. Heavy systems, in contrast, employ a
heavy cable and possibly a heavy weight; the rationale is that gravity will tend
to keep the cable vertical and make the deployment robust against currents
and towing speed. The heavy systems will generally transmit surface motions
and tensions to the towed vehicle much more easily than light-tether systems.
We will not discuss light systems specifically here, but rather look at heavy
systems. Most of the analysis can be adapted to either case, however.
13.1 Statics
13.1.1 Force Balance
For the purposes of deriving the static configuration of a cable in a flow, we
assume for the moment that that it is inextensible. Tension and hydrostatic
so that the condition dφ/ds = 0 requires from the force balance
δ cos φ
c

1
2
sin
2
φ
c
= 0.
We are considering the case of 0 < φ
c
< π/2. Substituting sin
2
φ
c
= 1−cos
2
φ
c
,
we solve a quadratic equation and keep only the positive solution:
cos φ
c
=

δ
2
+ 1 −1. (157)
In the case of a very heavy cable, δ is large, and the linear approximation of
the square root

1 + ≈ 1 + /2 gives
cos φ
c
amp; · amp;
1

−→
φ
c
amp; · amp;
π
2

1

. (158)
For a very light cable, δ is small; the same approximation gives
13.2 Linearized Dynamics 89
cos φ
c
· 1 −δ −→φ
c
·

2δ.
The table below gives some results of the exact solution, and the approxima-
tions.
δ amp; exact amp; δ >> 1 amp; δ << 1
0.1 amp; 0.44 amp; - amp; 0.45
0.2 amp; 0.61 amp; - amp; 0.63
0.5 amp; 0.91 amp; 0.57 amp; 1.00
1.0 amp; 1.14 amp; 1.07 amp; 1.41
2.0 amp; 1.33 amp; 1.32 amp; -
5.0 amp; 1.47 amp; 1.47 amp; -
13.2 Linearized Dynamics
13.2.1 Derivation
The most direct procedure for deriving useful linear dynamic equations for a
planar cable problem is to consider the total tension and angle as made up of
static parts summed with dynamic parts:
T(s, t) =
¯
T(s) +
˜
T(s, t)
φ(s, t) =
¯
φ(s) +
˜
φ(s, t).
We also write the axial deflection with respect to the static configuration as
p(s, t), and the lateral deflection q(s, t). It follows that
˜
φ = ∂q/∂s. Now
augment the two static configuration equations with inertial components:
m

2
p
∂t
2
amp; = amp;

¯
T
∂s
+

˜
T
∂s
−W
n
sin(
¯
φ +
˜
φ) −
1
2
ρC
t
d

U cos φ +
∂p
∂t

2
(m + m
a
)

2
q
∂t
2
amp; = amp; (
¯
T +
˜
T)


¯
φ
∂s
+

˜
φ
∂s

−W
n
cos(
¯
φ +
˜
φ) +
amp; amp;
1
2
ρC
n
d

U sin φ −
∂q
∂t

2
.
90 13 TOWING OF VEHICLES
Here the material mass of the cable per unit length is m, and its transverse
added mass is m
a
. Note that avoiding the drag law form v[v[ again, we have
implicitly assumed that U cos φ > [∂p/∂t[ and U sin φ > [∂q/∂t[. If it is not
the case, say U = 0, then equivalent linearization can be used for the quadratic
drag.
Now we perform the trigonometry substitutions in the weight terms, let φ ·
¯
φ
for the calculation of drag, and substitute the constitutive (Hooke’s) law

˜
T
∂s
= EA

2
p
∂s
2
.
The static solution cancels out of both governing equations, and keeping only
linear terms we obtain
m

2
p
∂t
2
amp; = amp; EA

2
p
∂s
2
−W
n
cos
¯
φ
∂q
∂s
−ρC
t
dU cos
¯
φ
∂p
∂t
(m + m
a
)

2
q
∂t
2
amp; = amp;
¯
T

2
q
∂s
2
+ EA
∂p
∂s

¯
φ
∂s
+ W
n
sin
¯
φ
∂q
∂s
−ρC
n
dU sin
¯
φ
∂q
∂t
.
The axial dynamics (p) couples with the lateral equation through the weight
term −W
n
cos
¯
φ
˜
φ. The lateral dynamics (q) couples with the axial through the
term
˜
T∂
¯
φ/∂s. An additional weight term W
n
sin
¯
φ∂q/∂s also appears. The
uncoupled dynamics are both in the form of damped wave equations
m

2
p
∂t
2
+ b
t
∂p
∂t
amp; = amp; EA

2
p
∂s
2
(m + m
a
)

2
q
∂t
2
+ b
n
∂q
∂t
amp; = amp;
¯
T

2
q
∂s
2
+ W
n
sin
¯
φ
∂q
∂s
,
where we made the substitution b
t
= ρC
t
dU cos
¯
φ and b
n
= ρC
n
dU sin
¯
φ. To a
linear approximation, the out-of-plane vibrations of a cable are also governed
by the second equation above.
Because of light damping in the tangential direction, heavy cables easily trans-
mit motions and tensions along their length, and can develop longitudinal
resonant conditions (next section). In contrast, the lateral cable motions are
heavily damped, such that disturbances only travel a few tens or hundreds of
meters before they dissipate. The nature of the lateral response, in and out
13.2 Linearized Dynamics 91
of the towing plane, is a very slow, damped nonlinear filter. High-frequency
vessel motions in the horizontal plane are completely missed by the vehicle,
while low-frequency motions occur sluggishly, and only after a significant delay
time.
amp; axial amp; lateral
wave speed amp;

EA
m
amp;

¯
T(s)
m+ma
amp; FAST amp; SLOW
natural frequency amp;

L

EA
m
amp; O


L

¯
T(L/2)
m+ma

mode shape amp; sine/cosine amp; Bessel function
damping amp; C
t
· O(0.01) amp; C
n
· O(1)
disturbances amp; amp;
travel down amp; YES amp; NO
cable? amp; amp;
13.2.2 Damped Axial Motion
Mode Shape. The axial direction is of particular interest, since it is lightly
damped and forced by the heaving of vessels in seas. Consider a long cable
governed by the damped wave equation
m¨ p + b
t
˙ p = EAp

(159)
We use over-dots to indicate time derivatives, and primes to indicate spatial
derivatives. At the surface, we impose the motion
p(L, t) = P cos ωt, (160)
while the towed vehicle, at the lower end, is an undamped mass responding to
the local tension variations:
EA
∂p(0, t)
∂s
= M¨ p(0, t). (161)
These top and bottom behaviors comprise the boundary conditions for the
wave equation. We let p(s, t) = ˜ p(s) cos ωt, so that
92 13 TOWING OF VEHICLES
˜ p

+


2
−iωb
t
EA

˜ p = 0. (162)
This admits the solution ˜ p(s) = c
1
cos ks + c
2
sin ks, where
k =


2
−iωb
t
EA
. (163)
Note that k is complex when b
t
= 0. The top and bottom boundary conditions
give, respectively,
P amp; = amp; c
1
cos kL + c
2
sin kL
0 amp; = amp; c
1
+ δc
2
,
where δ = EAk/ω
2
M. These can be combined to give the solution
˜ p = P
δ cos ks −sin ks
δ cos kL −sin kL
. (164)
In the case that M → 0, the scalar δ → ∞, simplifying the result to ˜ p =
P cos ks/ cos kL.
Dynamic Tension. It is possible to compute the dynamic tension via
˜
T =
EA˜ p

. We obtain
˜
T = −EAPk
δ sin ks + cos ks
δ cos kL −sin kL
. (165)
There are two dangerous situations:
• The maximum tension is
¯
T +[
˜
T[ and must be less than the working load
of the cable. This is normally problematic at the top of the cable, where
the static tension is highest.
• If [
˜
T[ >
¯
T, the cable will unload completely and then reload with ex-
tremely high impulsive forces. This is known as snap loading; it occurs
primarily at the vehicle, where
¯
T is low.
Natural Frequency. The natural frequency can be found by letting b
t
= 0,
and investigating the singularity of ˜ p, for which δ cos kL = sin kL. In general,
13.2 Linearized Dynamics 93
kL << 1, but we find that a first-order approximation yields ω =

EA/LM,
which is only a correct answer if M >> mL, i.e., the system is dominated by
the vehicle mass. Some higher order terms need to be kept. We start with
better approximations for sin() and cos():
δ

1 −
(kL)
2
2

= kL

1 −
(kL)
2
6

.
Employing the definition for δ, and recalling that ω
2
= k
2
EA/m, we arrive at
mL
M

1 −
(kL)
2
2

= (kL)
2

1 −
(kL)
2
6

.
If we match up to second order in kL, then
ω =

EA/L
M + mL/2
.
This has the familiar form of the square root of a stiffness divided by a mass:
the stiffness of the cable is EA/L, and the mass that is oscillating is M+mL/2.
In very deep water, the effects of mL/2 dominate; if ρ
c
= m/A is the density
of the cable, we have the approximation
ω ·
1
L

2E
ρ
c
.
A few examples are given below for a steel cable with E = 200 10
9
Pa, and
ρ
c
= 7000kg/m
3
. The natural frequencies near wave excitation at the surface
vessel must be taken into account in any design or deployment. Even if a
cable can withstand the effects of resonance, it may be undesirable to expose
the vehicle to these motions. Some solutions in use today are: stable vessels
(e.g., SWATH), heave compensation through an active crane, a clump weight
below which a light cable is employed, and an S-shaped length of cable at the
bottom formed with flotation balls.
94 13 TOWING OF VEHICLES
L = 500m amp; ω
n
= 15.0rad/s
1000m amp; 7.6rad/s
2000m amp; 3.7rad/s
5000m amp; 1.5rad/s
13.3 Cable Strumming
Cable strumming causes a host of problems, including obvious fatigue when
the amplitudes and frequencies are high. The most noteworthy issue with
towing is that the vibrations may cause the normal drag coefficient C
n
to
increase dramatically – from about 1.2 for a non-oscillating cable to as high
as 3.5. This drag penalty decreases the critical angle of towing, so that larger
lengths of cable are needed to reach a given depth, and the towed system lags
further and further behind the surface vessel. The static tension will increase
accordingly as well.
Strumming of cables is caused by the proximity of a preferred vortex forma-
tion frequency ω
S
to the natural frequency of the structure ω
n
. This latter
frequency can be obtained as a zero of the lightly-damped Bessel function
solution of the lateral dynamics equation above. The preferred frequency of
vortex formation is given by the empirical relation ω
S
= 2πSU/d, where S
is the Strouhal number, about 0.16-0.20 for a large range of Re. Strumming
of amplitude d/2 or greater can occur for 0.6 < ω
S

n
< 2.0. The book by
Blevins is a good general reference.
13.4 Vehicle Design
The physical layout of a towed vehicle is amenable to the analysis tools of
self-propelled vehicles, with the main exceptions that the towpoint presents
a large mean force as well as some disturbances, and that the vehicle can be
quite heavy in water. Here are basic guidelines to be considered:
1. The towpoint must be located above the vehicle center of in-water weight,
for basic roll and pitch stability.
2. The towpoint should be forward of the aerodynamic center, for towing
stability reasons.
3. The combined center of mass (material and added mass) should be longi-
tudinally between the towpoint and the aerodynamic center, and nearer
13.4 Vehicle Design 95
the towpoint. This will ensure that high-frequency disturbances do not
induce excessive pitching.
4. The towpoint should be longitudinally forward of the center of in-air
weight, so that the vehicle enters the water fins first, and self-stabilizes
with U > 0.
5. The center of buoyancy should be behind the in-water center of weight,
so that the vehicle pitches downward at small U, and hence the net lift
force is downward, away from the surface.
Meeting all of these criteria simultaneously is no small feat, and the perfor-
mance of the device is very sensitive to small perturbations in the geometry.
For this reason, full-scale experiments are commonly used in the design pro-
cess.
96 14 TRANSFER FUNCTIONS & STABILITY
14 TRANSFER FUNCTIONS & STABILITY
The reader is referred to Laplace Transforms in the section MATH FACTS for
preliminary material on the Laplace transform. Partial fractions are presented
here, in the context of control systems, as the fundamental link between pole
locations and stability.
14.1 Partial Fractions
Solving linear time-invariant systems by the Laplace Transform method will
generally create a signal containing the (factored) form
Y (s) =
K(s + z
1
)(s + z
2
) (s + z
m
)
(s + p
1
)(s + p
2
) (s + p
n
)
. (166)
Although for the moment we are discussing the signal Y (s), later we will see
that dynamic systems are described in the same format: in that case we call
the impulse response G(s) a transfer function. A system transfer function is
identical to its impulse response, since L(δ(t)) = 1.
The constants −z
i
are called the zeros of the transfer function or signal, and
−p
i
are the poles. Viewed in the complex plane, it is clear that the magnitude
of Y (s) will go to zero at the zeros, and to infinity at the poles.
Partial fraction expansions alter the form of Y (s) so that the simple transform
pairs can be used to find the time-domain output signals. We must have
m < n; if this is not the case, then we have to divide the numerator by the
denominator as necessary to find a simple form.
14.2 Partial Fractions: Unique Poles
Under the condition m < n, it is a fact that Y (s) is equivalent to
Y (s) =
a
1
s + p
1
+
a
2
s + p
2
+
a
n
s + p
n
, (167)
in the special case that all of the poles are unique and real. The coefficient
a
i
is termed the residual associated with the i’th pole, and once all these are
found it is a simple matter to go back to the transform table and look up the
time-domain responses.
14.3 Example: Partial Fractions with Unique Real Poles 97
How to find a
i
? A simple rule applies: multiply the right-hand sides of the
two equations above by (s + p
i
), evaluate them at s = −p
i
, and solve for a
i
,
the only one left.
14.3 Example: Partial Fractions with Unique Real Poles
G(s) =
s(s + 6)
(s + 4)(s −1)
e
−2s
.
Since we have a pure delay and m = n, we can initially work with G(s)/se
−2s
.
We have
s + 6
(s + 4)(s −1)
=
a
1
s + 4
+
a
2
s −1
, giving
a
1
=

(s+6)(s+4)
(s+4)(s−1)

s=−4
= −
2
5
a
2
=

(s+6)(s−1)
(s+4)(s−1)

s=1
=
7
5
Thus
L
−1
(G(s)/se
−2s
) = −
2
5
e
−4t
+
7
5
e
t
−→
g(t) = δ(t −2) +
8
5
e
−4(t−2)
+
7
5
e
t−2
.
The impulse response is needed to account for the step change at t = 2. Note
that in this example, we were able to apply the derivative operator s after
expanding the partial fractions. For cases where a second derivative must be
taken, i.e., m ≥ n + 1, special care should be used when accounting for the
signal slope discontinuity at t = 0. The more traditional method, exemplified
by Ogata, may prove easier to work through.
The case of repeated real roots may be handled elegantly, but this condition
rarely occurs in applications.
98 14 TRANSFER FUNCTIONS & STABILITY
14.4 Partial Fractions: Complex-Conjugate Poles
A complex-conjugate pair of poles should be kept together, with the following
procedure: employ the form
Y (s) =
b
1
s + b
2
(s + p
1
)(s + p
2
)
+
a
3
s + p
3
+ , (168)
where p
1
= p

2
(complex conjugate). As before, multiply through by (s +
p
1
)(s + p
2
), and then evaluate at s = −p
1
.
14.5 Example: Partial Fractions with Complex Poles
G(s) =
s + 1
s(s + j)(s −j)
=
b
1
s + b
2
(s + j)(s −j)
+
a
3
s
:
¸
s + 1
s

s=−j
= [b
1
s + b
2
]
s=−j
−→
1 + j = −b
1
j + b
2
−→
b
1
= −1
b
2
= 1; also
¸
s + 1
(s + j)(s −j)
¸
s=0
= a
3
= 1.
Working out the inverse transforms from the table of pairs, we have simply
(noting that ζ = 0)
g(t) = −cos t + sin t + 1(t).
14.6 Stability in Linear Systems
In linear systems, exponential stability occurs when all the real exponents of e
are strictly negative. The signals decay within an exponential envelope. If one
exponent is 0, the response never decays or grows in amplitude; this is called
marginal stability. If at least one real exponent is positive, then one element
of the response grows without bound, and the system is unstable.
14.7 Stability ⇐⇒ Poles in LHP 99
14.7 Stability ⇐⇒ Poles in LHP
In the context of partial fraction expansions, the relationship between stability
and pole locations is especially clear. The unit step function 1(t) has a pole at
zero, the exponential e
−at
has a pole at −a, and so on. All of the other pairs
exhibit the same property: A system is stable if and only if all of the poles
occur in the left half of the complex plane. Marginally stable parts correlate
with a zero real part, and unstable parts to a positive real part.
14.8 General Stability
There are two definitions, which apply to systems with input u(t) and output
y(t).
1. Exponential. If u(t) =

0 and y(0) = y
o
, then [y
i
(t)[ < αe
−γt
, for finite
α and γ > 0. The output asymptotically approaches zero, within a
decaying exponential envelope.
2. Bounded-Input Bounded-Output (BIBO). If y(0) =

0, and [f
i
(t)[ <
γ, γ > 0 and finite, then [y
i
(t)[ < α, α > 0 and finite.
In linear time-invariant systems, the two definitions are identical. Exponential
stability is easy to check for linear systems, but for nonlinear systems, BIBO
stability is usually easier to achieve.
100 15 CONTROL FUNDAMENTALS
15 CONTROL FUNDAMENTALS
15.1 Introduction
15.1.1 Plants, Inputs, and Outputs
Controller design is about creating dynamic systems that behave in useful
ways. Many target systems are physical; we employ controllers to steer ships,
fly jets, position electric motors and hydraulic actuators, and distill alcohol.
Controllers are also applied in macro-economics and many other important,
non-physical systems. It is the fundamental concept of controller design that
a set of input variables acts through a given “plant” to create an output.
Feedback control then uses sensed plant outputs to apply corrective inputs:
Plant Inputs Outputs Sensors
Jet aircraft elevator, rudder, etc. altitude, hdg altimeter, GPS
Marine vessel rudder angle heading gyrocompass
Hydraulic robot valve position tip position joint angle
U.S. economy fed interest rate, etc. prosperity inflation, M1
Nuclear reactor cooling, neutron flux power level temp., pressure
15.1.2 The Need for Modeling
Effective control system design usually benefits from an accurate model of
the plant, although it must be noted that many industrial controllers can be
tuned up satisfactorily with no knowledge of the plant. Ziegler and Nichols, for
example, developed a general recipe which we detail later. In any event, plant
models simply do not match real-world systems exactly; we can only hope to
capture the basic components in the form of differential or integro-differential
equations.
Beyond prediction of plant behavior based on physics, the process of system
identification generates a plant model from data. The process is often prob-
lematic, however, since the measured response could be corrupted by sensor
noise or physical disturbances in the system which cause it to behave in unpre-
dictable ways. At some frequency high enough, most systems exhibit effects
that are difficult to model or reproduce, and this is a limit to controller per-
formance.
15.2 Representing Linear Systems 101
15.1.3 Nonlinear Control
The bulk of this subject is taught using the tools of linear systems analysis.
The main reason for this restriction is that nonlinear systems are difficult
to model, difficult to design controllers for, and difficult overall! Within the
paradigm of linear systems, there are many sets of powerful tools available.
The reader interested in nonlinear control is referred to the book by Slotine
and Li.
15.2 Representing Linear Systems
Except for the most heuristic methods of tuning up simple systems, control
system design depends on a model of the plant. The transfer function de-
scription of linear systems has already been described in the discussion of the
Laplace transform. The state-space form is an entirely equivalent time-domain
representation that makes a clean extension to systems with multiple inputs
and multiple outputs, and opens the way to standard tools from linear algebra.
15.2.1 Standard State-Space Form
We write a linear system in a state-space form as follows
˙ x = Ax + Bu + Gw (169)
y = Cx + Du + v
where
• x is a state vector, with as many elements as there are orders in the
governing differential equations.
• A is a matrix mapping x to its derivative; A captures the natural dy-
namics of the system without external inputs.
• B is an input gain matrix for the control input u.
• G is a gain matrix for unknown disturbance w; w drives the state just
like the control u.
• y is the observation vector, comprised mainly of a linear combination of
states Cx (where C is a matrix.
102 15 CONTROL FUNDAMENTALS
• Du is a direct map from input to output (usually zero for physical sys-
tems).
• v is an unknown sensor noise which corrupts the measurement.
u
w
B
G
A
1/s C
v
D
y
+
+
+
+
+
+
x x’
15.2.2 Converting a State-Space Model into a Transfer Function
There are a number of canonical state-space forms available, which can create
the same transfer function. In the case of no disturbances or noise, the transfer
function (or transfer matrix) can be written as
G(s) =
y(s)
u(s)
= C(sI −A)
−1
B + D, (170)
where I is the identity matrix with the same size as A. A similar equation
holds for y(s)/w(s), and clearly y(s)/v(s) = I.
15.2.3 Converting a Transfer Function into a State-Space Model
It may be possible to write the corresponding differential equation along one
row of the state vector, and then cascade derivatives. For example, consider
the following system:
my

(t) + by

(t) + ky(t) = u

(t) + u(t) (mass-spring-dashpot)
G(s) =
s + 1
ms
2
+ bs + k
15.3 PID Controllers 103
Setting x = [y

, y]
T
, we obtain the system
dx
dt
=
¸
−b/m −k/m
1 0
¸
x +
¸
1/m
0
¸
u
y = [1 1] x
Note specifically that dx
2
/dt = x
1
, leading to an entry of 1 in the off-diagonal
of the second row in A. Entries in the C-matrix are easy to write in this case
because of linearity; the system response to u

is the same as the derivative of
the system response to u.
15.3 PID Controllers
The most common type of industrial controller is the proportional-integral-
derivative (PID) design. If u is the output from the controller, and e is the
error signal it receives, this control law has the form
u(t) = k
p
e(t) + k
i

t
0
e(τ)dτ + k
d
e

(t),
C(s) =
U(s)
E(s)
= k
p
+
k
i
s
+ k
d
s (171)
= k
p
¸
1 +
1
τ
i
s
+ τ
d
s

,
where the last line is written using the conventions of one overall gain k
p
, plus
a time characteristic to the integral part (τ
i
) and and time characteristic to
the derivative part (τ
d
).
In words, the proportional part of this control law will create a control action
that scales linearly with the error – we often think of this as a spring-like action.
The integrator is accumulating the error signal over time, and so the control
action from this part will continue to grow as long as an error exists. Finally,
the derivative action scales with the derivative of the error. The controller will
retard motion toward zero error, which helps to reduce overshoot.
The common variations are: P, PD, PI, PID.
15.4 Example: PID Control
Consider the case of a mass (m) sliding on a frictionless table. It has a per-
fect thruster that generates force u(t), but is also subject to an unknown
104 15 CONTROL FUNDAMENTALS
disturbance d(t). If the linear position of the mass is y(t), and it is perfectly
measured, we have the plant
my

(t) = u(t) + d(t).
Suppose that the desired condition is simply y(t) = 0, with initial conditions
y(0) = y
o
and y

(0) = 0.
15.4.1 Proportional Only
A proportional controller alone invokes the control law u(t) = −k
p
y(t), so that
the closed-loop dynamics follow
my

(t) = −k
p
y(t) + d(t).
In the absence of d(t), we see that y(t) = y
o
cos

kp
m
t, a marginally stable
response that is undesirable.
15.4.2 Proportional-Derivative Only
Let u(t) = −k
p
y(t) −k
d
y

(t), and it follows that
my

(t) = −k
p
y(t) −k
d
y

(t) + d(t).
The system now resembles a second-order mass-spring-dashpot system where
k
p
plays the part of the spring, and k
d
the part of the dashpot. With an
excessively large value for k
d
, the system would be overdamped and very slow
to respond to any command. In most applications, a small amount of overshoot
is employed because the response time is shorter. The k
d
value for critical
damping in this example is 2

mk
p
, and so the rule is k
d
< 2

mk
p
. The
result, easily found using the Laplace transform, is
y(t) = y
o
e
−k
d
2m
t
¸
cos ω
d
t +
k
d
2mω
d
sin ω
d
t
¸
,
15.5 Heuristic Tuning 105
where ω
d
=

4mk
p
−k
2
d
/2m. This response is exponentially stable as desired.
Note that if the mass had a very large amount of natural damping, a negative
k
d
could be used to cancel some of its effect and speed up the system response.
Now consider what happens if d(t) has a constant bias d
o
: it balances exactly
the proportional control part, eventually settling out at y(t = ∞) = d
o
/k
p
. To
achieve good rejection of d
o
with a PD controller, we would need to set k
p
very
large. However, very large values of k
p
will also drive the resonant frequency
ω
d
up, which is unacceptable.
15.4.3 Proportional-Integral-Derivative
Now let u(t) = −k
p
y(t) −k
i

t
0
y(τ)dτ −k
d
y

(t): we have
my

(t) = −k
p
y(t) −k
i

t
0
y(τ)dτ −k
d
y

(t) + d(t).
The control system has now created a third-order closed-loop response. If
d(t) = d
o
, a time derivative leads to
my

(t) + k
p
y

(t) + k
i
y(t) + k
d
y

(t) = 0,
so that y(t = ∞) = 0, as desired, provided the roots are stable.
15.5 Heuristic Tuning
For many practical systems, tuning of a PID controller may proceed without
any system model. This is especially pertinent for plants which are open-loop
stable, and can be safely tested with varying controllers. One useful approach
is due to Ziegler and Nichols (1942), which transforms the basic characteristics
of a step response (e.g., the input is 1(t)) into a reasonable PID design. The
idea is to approximate the response curve by a first-order lag (gain k and time
constant τ) and a pure delay T:
G(s) ·
ke
−Ts
τs + 1
(172)
The following rules apply only if the plant contains no dominating, lightly-
damped complex poles, and has no poles at the origin:
106 15 CONTROL FUNDAMENTALS
P k
p
= 1.0τ/T
PI k
p
= 0.9τ/T k
i
= 0.27τ/T
2
PID k
p
= 1.2τ/T k
i
= 0.60τ/T
2
k
d
= 0.60τ
Note that if no pure time delay exists (T = 0), this recipe suggests the pro-
portional gain can become arbitrarily high! Any characteristic other than a
true first-order lag would therefore be expected to cause a measurable delay.
15.6 Block Diagrams of Systems
15.6.1 Fundamental Feedback Loop
The topology of a feedback system can be represented graphically by consid-
ering each dynamical system element to reside within a box, having an input
line and an output line. For example, the plant used above (a simple mass)
has transfer function P(s) = 1/ms
2
, which relates the input, force u(s), into
the output, position y(s). In turn, the PD-controller has transfer function
C(s) = k
p
+ k
d
s; its input is the error signal E(s) = −y(s), and its output is
force u(s). The feedback loop in block diagram form is shown below.
u(s) y(s)
C(s) P(s)
15.6.2 Block Diagrams: General Case
The simple feedback system above is augmented in practice by three external
inputs. The first is a process disturbance, which can be taken to act at the
input of the physical plant, or at the output. In the former case, it is additive
with the control action, and so has some physical meaning. In the second case,
the disturbance has the same units as the plant output.
Another external input is the reference command or setpoint, used to create a
more general error signal e(s) = r(s) − y(s). Note that the feedback loop, in
trying to force e(s) to zero, will necessarily make y(s) approximate r(s).
The final input is sensor noise, which usually corrupts the feedback signal y(s),
causing some error in the evaluation of e(s), and so on. Sensors with very poor
15.6 Block Diagrams of Systems 107
noise properties can ruin the performance of a control system, no matter how
perfectly understood are the other components.
y
r
e
u
C
u
d
y
d
n
P
+
+
+
+
+
+
-
+
15.6.3 Primary Transfer Functions
Some algebra shows that
e
r
=
1
1 + PC
= S
y
r
=
PC
1 + PC
= T
u
r
=
C
1 + CP
= U.
e/r = S relates the reference input and noise to the error, and is known as the
sensitivity function. We would generally like S to be small at low frequencies,
so that the tracking error there is small. y/r = T is called the complementary
sensitivity function. Note that S + T = 1, implying that these two functions
must always trade off; they cannot both be small or large at the same time.
Other systems we encounter again later are the (forward) loop transfer function
PC, the loop transfer function broken between C and P: CP, and
e
d
u
=
−P
1 + PC
y
d
u
=
P
1 + PC
u
d
u
=
−CP
1 + CP
e
d
y
=
−1
1 + PC
= −S
108 15 CONTROL FUNDAMENTALS
y
d
y
=
1
1 + PC
= S
u
d
y
=
−C
1 + CP
= −U
e
n
=
−1
1 + PC
= −S
y
n
=
−PC
1 + PC
= −T
u
n
=
−C
1 + CP
= −U.
If the disturbance is taken at the plant output, then the three functions S, T,
and U (control action) completely describe the system. This will in fact be
the procedure when we address loopshaping.
109
16 MODAL ANALYSIS
16.1 Introduction
The evolution of states in a linear system occurs through independent modes,
which can be driven by external inputs, and observed through plant output.
This section provides the basis for modal analysis of systems. Throughout, we
use the state-space description of a system with D = 0:
˙
x = Ax + Bu
y = Cx.
16.2 Matrix Exponential
16.2.1 Definition
In the instance of an unforced response to initial conditions, consider the
system
˙
x = Ax, x(t = 0) = χ.
In the scalar case, the response is x(t) = χe
at
, giving a decaying exponential
if a < 0. The same notation holds for the case of a vector x, and matrix A:
x(t) = e
At
χ, where
e
At
= I + At +
(At)
2
2!
+
e
At
is usually called the matrix exponential.
16.2.2 Modal Canonical Form
Introductory material on the eigenvalue problem and modal decomposition
can be found in the MATH FACTS section. This modal decomposition of A
leads to a very useful state-space representation. Namely, since A = V ΛV
−1
,
a transformation of state variables can be made, x = V z, leading to
110 16 MODAL ANALYSIS
˙
z = Λz + V
−1
Bu (173)
y = CV z.
This is called the modal canonical form, since the states are simply the modal
amplitudes. These states are uncoupled in Λ, but may be coupled through the
input (V
−1
B) and output (CV ) mappings. The modal form is numerically
robust for computations.
16.2.3 Modal Decomposition of Response
Now we are ready to look at the matrix exponential e
At
in terms of its con-
stituent modes. Employing the above form for A, we find that
e
At
= I + At +
(At)
2
2!
+
= V

I + Λt +
(Λt)
2
2!
+

W
T
= V e
Λt
W
T
=
n
¸
i=1
e
λ
i
t
v
i
w
T
i
.
In terms of the response to an initial condition χ, we have
x(t) =
n
¸
i=1
e
λ
i
t
v
i
( w
T
i
χ).
The product w
T
i
χ is a scalar, the projection of the initial conditions onto the
i’th mode. If χ is perpendicular to w
i
, then the product is zero and the i’th
mode does not respond. Otherwise, the i’th mode does participate in the
response. The projection of the i’th mode onto the states x is through the
right eigenvector v
i
.
For stability of the system, the eigenvalues of A, that is, λ
i
, must have neg-
ative real parts; they are in fact the poles of the equivalent transfer function
description.
16.3 Forced Response and Controllability 111
16.3 Forced Response and Controllability
Now consider the system with an external input u:
˙
x = Ax + Bu, x(t = 0) = χ.
Taking the Laplace transform of the system, taking into account the initial
condition for the derivative, we have
sx(s) − χ = Ax(s) + Bu(s) −→
x(s) = (sI −A)
−1
χ + (sI −A)
−1
Bu(s).
Thus (sI − A)
−1
can be recognized as the Laplace transform of the matrix
exponential e
At
. In the time domain, the second term then has the form of a
convolution of the matrix exponential and the net input Bu:
x(t) =

t
0
e
A(t−τ)
Bu(τ)dτ
=
n
¸
i=1

t
0
e
λ
i
(t−τ)
v
i
w
T
i
Bu(τ)dτ.
Suppose now that there are m inputs, such that B = [

b
1
,

b
2
, ,

b
m
]. Then
some rearrangement will give
x(t) =
n
¸
i=1
v
i
m
¸
k=1
( w
T
i

b
k
)

t
0
e
λ
i
(t−τ)
u
k
(τ)dτ.
The product w
T
i

b
k
, a scalar, represents the projection of the k’th control chan-
nel onto the i’th mode. We say that the i’th mode is controllable from the
k’th input if the product is nonzero. If a given mode i has w
T
i

b
k
= 0 for all
input channels k, then the mode is uncontrollable.
In normal applications, controllability for the entire system is checked using
the following test: Construct the so-called controllability matrix:
M
c
= [B, AB, , A
n−1
B]. (174)
This matrix has size n (nm), where m is the number of input channels. If
M
c
has rank n, then the system is controllable, i.e., all modes are controllable.
112 16 MODAL ANALYSIS
16.4 Plant Output and Observability
We now turn to a related question: can the complete state vector of the system
be observed given only the output measurements y, and the known control u?
The response due to the external input is easy to compute deterministically,
through the convolution integral. Consider the part due to initial conditions
χ. We found above
x(t) =
n
¸
i=1
e
λ
i
t
v
i
w
T
i
χ.
The observation is y = Cx (r channels of output), and writing
C =

c
T
1

c
T
r
¸
¸
¸ .
the k’th channel of the output is
y
k
(t) =
n
¸
i=1
(c
T
k
v
i
)e
λ
i
t
( w
T
i
χ).
The i’th mode is observable in the k’th output if the product c
T
k
v
i
= 0. We
say that a system is observable if every mode can be seen in at least one output
channel. The usual test for system observability requires computation of the
observability matrix:
M
o
=

C
T
, A
T
C
T
, , (A
T
)
n−1
C
T

. (175)
This matrix has size n (rn); the system is observable if M
o
has rank n.
113
17 CONTROL SYSTEMS – LOOPSHAPING
17.1 Introduction
This section formalizes the notion of loopshaping for linear control system
design. The loopshaping approach is inherently two-fold. First, we shape the
open-loop transfer function (or matrix) P(s)C(s), to meet performance and
robustness specifications. Once this is done, then the compensator must be
computed, from from knowing the nominal product P(s)C(s), and the nominal
plant P(s).
Most of the analysis here is given for single-input, single-output systems, but
the link to multivariable control is not too difficult. In particular, absolute
values of transfer functions are replaced with the maximum singular values of
transfer matrices. Design based on singular values is the idea of L
2
-control, or
LQG/LTR, to be presented in the next lectures.
17.2 Roots of Stability – Nyquist Criterion
We consider the SISO feedback system with reference trajectory r(s) and plant
output y(s), as given previously. The tracking error signal is defined as e(s) =
r(s) −y(s), thus forming the negative feedback loop. The sensitivity function
is written as
S(s) =
e(s)
r(s)
=
1
1 + P(s)C(s)
,
where P(s) represents the plant transfer function, and C(s) the compensator.
The closed-loop characteristic equation, whose roots are the poles of the closed-
loop system, is 1 + P(s)C(s) = 0, equivalent to P(s)C(s) + P(s)C(s) =
0, where the underline and overline denote the denominator and numerator,
respectively. The Nyquist criterion allows us to assess the stability properties
of a system based on P(s)C(s) only. This method for design involves plotting
the complex loci of P(s)C(s) for the range ω = [−∞, ∞]. There is no explicit
calculation of the closed-loop poles, and in this sense the design approach is
quite different from the root-locus method (see Ogata).
114 17 CONTROL SYSTEMS – LOOPSHAPING
17.2.1 Mapping Theorem
We impose a reasonable assumption from the outset: The number of poles in
P(s)C(s) exceeds the number of zeros. It is a reasonable constraint because
otherwise the loop transfer function could pass signals with infinitely high
frequency. In the case of a PID controller (two zeros) and a second-order zero-
less plant, this constraint can be easily met by adding a high-frequency rolloff
to the compensator, the equivalent of low-pass filtering the error signal.
Let F(s) = 1 + P(s)C(s). The heart of the Nyquist analysis is the mapping
theorem, which answers the following question: How do paths in the s-plane
map into paths in the F-plane? We limit ourselves to closed, clockwise(CW)
paths in the s-plane, and the remarkable result of the mapping theorem is
Every zero of F(s) enclosed in the s-plane generates exactly one CW encir-
clement of the origin in the F(s)-plane. Conversely, every pole of F(s) enclosed
in the s-plane generates exactly one CCW encirclement of the origin in the
F(s)-plane. Since CW and CCW encirclements of the origin may cancel, the
relation is often written Z −P = CW.
The trick now is to make the trajectory in the s-plane enclose all unstable poles,
i.e., the path encloses the entire right-half plane, moving up the imaginary
axis, and then proceeding to the right at an arbitrarily large radius, back to
the negative imaginary axis.
Since the zeros of F(s) are in fact the poles of the closed-loop transfer function,
e.g., S(s), stability requires that there are no zeros of F(s) in the right-half
s-plane. This leads to a slightly shorter form of the above relation:
P = CCW. (176)
In words, stability requires that the number of unstable poles in F(s) is equal
to the number of CCW encirclements of the origin, as s sweeps around the
entire right-half s-plane.
17.2.2 Nyquist Criterion
The Nyquist criterion now follows from one translation. Namely, encirclements
of the origin by F(s) are equivalent to encirclements of the point (−1 + 0j)
by F(s) −1, or P(s)C(s). Then the stability criterion can be cast in terms of
the unstable poles of P(s)C(s), instead of those of F(s):
P = CCW ←→ closed-loop stability (177)
17.2 Roots of Stability – Nyquist Criterion 115
This is in fact the complete Nyquist criterion for stability. It is a necessary and
sufficient condition that the number of unstable poles in the loop transfer func-
tion P(s)C(s) must be matched by an equal number of CCW encirclements
of the critical point (−1 + 0j).
There are several details to keep in mind when making Nyquist plots:
• If neither the plant nor the controller have unstable modes, then the loci
of P(s)C(s) must not encircle the critical point at all.
• Because the path taken in the s-plane includes negative frequencies (i.e.,
the negative imaginary axis), the loci of P(s)C(s) occur as complex
conjugates – the plot is symmetric about the real axis.
• The requirement that the number of poles in P(s)C(s) exceeds the num-
ber of zeros means that at high frequencies, P(s)C(s) always decays such
that the loci go to the origin.
• For the multivariable (MIMO) case, the procedure of looking at individ-
ual Nyquist plots for each element of a transfer matrix is unreliable and
outdated. Referring to the multivariable definition of S(s), we should
count the encirclements for the function [det(I +P(s)C(s)) −1] instead
of P(s)C(s). The use of gain and phase margin in design is similar to
the SISO case.
17.2.3 Robustness on the Nyquist Plot
The question of robustness in the presence of modelling errors is central to
control system design. There are two natural measures of robustness for the
Nyquist plot, each having a very clear graphical representation. The loci need
to stay away from the critical point; how close the loci come to it can be
expressed in terms of magnitude and angle.
• When the angle of P(s)C(s) is −180

, the magnitude [P(s)C(s)[ should
not be near one.
• When the magnitude [P(s)C(s)[ = 1, its angle should not be −180

.
These notions lead to definition of the gain margin k
g
and phase margin γ for
a design. As the figure shows, the definition of k
g
is different for stable and
unstable P(s)C(s). Rules of thumb are as follows. For a stable plant, k
g
≥ 2
and γ ≥ 30

; for an unstable plant, k
g
≤ 0.5 and γ ≥ 30

.
116 17 CONTROL SYSTEMS – LOOPSHAPING
g
Re(s)
1/k
Re(s)
Im(s) Im(s) P(s)C(s)
P(s)C(s)
γ
γ
g
1/k
Stable P(s)C(s) Unstable P(s)C(s)
17.3 Design for Nominal Performance
Performance requirements of a feedback controller, using the nominal plant
model, can be cast in terms of the Nyquist plot. We restrict the discussion to
the scalar case in the following sections.
Since the sensitivity function maps reference input r(s) to tracking error e(s),
we know that [S(s)[ should be small at low frequencies. For example, if one-
percent tracking is to be maintained for all frequencies below ω = λ, then
[S(s)[ < 0.01, ∀ω < λ. This can be formalized by writing
[W
1
(s)S(s)[ < 1, (178)
where W
1
(s) is a stable weighting function of frequency. To force S(s) to be
small at low ω, W
1
(s) should be large in the same range. The requirement
[W
1
(s)S(s)[ < 1 is equivalent to [W
1
(s)[ < [1 + P(s)C(s)[, and this latter
condition can be interpreted as: The loci of P(s)C(s) must stay outside the
disk of radius W
1
(s), which is to be centered on the critical point (−1 + 0j).
The disk is to be quite large, possibly infinitely large, at the lower frequencies.
17.4 Design for Robustness
It is a ubiquitous observation that models of plants degrade with increasing
frequency. For example, the DC gain and slow, lightly-damped modes or zeros
are easy to observe, but higher-frequency components in the response may
17.4 Design for Robustness 117
be hard to capture or even excite repeatably. Higher-frequency behavior may
have more nonlinear properties as well.
The effects of modeling uncertainty can be considered to enter the nominal
feedback system as a disturbance at the plant output, d
y
. One of the most
useful descriptions of model uncertainty is the multiplicative uncertainty:
˜
P(s) = (1 + ∆(s)W
2
(s))P(s). (179)
Here, P(s) represents the nominal plant model used in the design of the control
loop, and
˜
P(s) is the actual, perturbed plant. The perturbation is of the
multiplicative type, ∆(s)W
2
(s)P(s), where ∆(s) is an unknown but stable
function of frequency for which [∆(s)[ ≤ 1. The weighting function W
2
(s)
scales ∆(s) with frequency; W
2
(s) should be growing with increasing frequency,
since the uncertainty grows. However, W
2
(s) should not grow any faster than
necessary, since it will turn out to be at the cost of nominal performance.
In the scalar case, the weight can be estimated as follows: since
˜
P/P − 1 =
∆W
2
, it will suffice to let [
˜
P/P −1[ < [W
2
[.
Example: Let
˜
P = k/(s −1), where k is in the range 2–5. We need to create
a nominal model P = k
0
/(s−1), with the smallest possible value of W
2
, which
will not vary with frequency in this case. Two equations can be written using
the above estimate, for the two extreme values of k, yielding k
0
= 7/2, and
W
2
= 3/7.
For constructing the Nyquist plot, we observe that
˜
P(s)C(s) = (1+∆(s)W
2
(s))P(s)C(s). The path of the perturbed plant could
be anywhere on a disk of radius [W
2
(s)P(s)C(s)[, centered on the nominal loci
P(s)C(s). The robustness condition is that this disk should not intersect the
critical point. This can be written as
[1 + PC[ > [W
2
PC[ ←→
1 >
[W
2
PC[
[1 + PC[
←→
1 > [W
2
T[, (180)
where T is the complementary sensitivity function. The last inequality is thus
a condition for robust stability in the presence of multiplicative uncertainty
parametrized with W
2
.
118 17 CONTROL SYSTEMS – LOOPSHAPING
17.5 Robust Performance
The condition for good performance with plant uncertainty is a combination
of the above two conditions. Graphically, the disk at the critical point, with
radius [W
1
[, should not intersect the disk of radius [W
2
PC[, centered on the
nominal locus PC. This is met if
[W
1
S[ +[W
2
T[ < 1. (181)
The robust performance requirement is related to the magnitude [PC[ at dif-
ferent frequencies, as follows:
1. At low frequency, [W
1
S[ · [W
1
/PC[, since [PC[ is large. This leads
directly to the performance condition [PC[ > [W
1
[ in this range.
2. At high frequency, W
2
T[ · [W
2
PC[, since [PC[ is small. We must
therefore have [PC[ < 1/[W
2
[, for robustness.
17.6 Implications of Bode’s Integral
The loop transfer function PC cannot roll off too rapidly in the crossover
region. The simple reason is that a steep slope induces a large phase loss,
which in turn degrades the phase margin. To see this requires a short foray
into Bode’s integral. For a transfer function H(s), the crucial relation is
angle(H(jω
0
)) =
1
π


−∞
d

(ln[H(jω)) ln(coth([ν[/2))dν, (182)
where ν = ln(ω/ω
0
). The integral is hence taken over the log of a frequency
normalized with ω
0
. It is not hard to see how the integral controls the angle:
the function ln(coth([ν[/2)) is nonzero only near ν = 0, implying that the
angle depends only on the local slope d(ln[H[)/dν. Thus, if the slope is large,
the angle is large.
Example: Suppose H(s) = ω
n
0
/s
n
, i.e., it is a simple function with n poles at
the origin, and no zeros; ω
0
is a fixed constant. It follows that [H[ = ω
n
0

n
,
and ln[H[ = −nln(ω/ω
0
), so that d(ln[H[)/dν = −n. Then we have just
angle(H) = −
n
π


−∞
ln(coth([ν[/2))dν = −

2
. (183)
17.7 The Recipe for Loopshaping 119
This integral is trivial to look up or compute. Each pole at the origin clearly
induces 90

of phase loss. In the general case, each pole not at the origin
induces 90

of phase loss for frequencies above the pole. Each zero at the
origin adds 90

phase lead, while zeros not at the origin at 90

of phase lead
for frequencies above the zero. In the immediate neighborhood of these poles
and zeros, the phase may vary significantly with frequency.
The Nyquist loci are clearly susceptible to these variations is phase, and
the phase margin can be easily lost if the slope of PC at crossover (where
the magnitude is unity) is too steep. The slope can safely be first-order
(−20dB/decade, equivalent to a single pole), and may be second-order
(−40dB/decade) if an adequate phase angle can be maintained near crossover.
17.7 The Recipe for Loopshaping
In the above analysis, we have extensively described what the open loop trans-
fer function PC should look like, to meet robustness and performance speci-
fications. We have said very little about how to get the compensator C, the
critical component. For clarity, let the designed loop transfer function be re-
named, L = PC. We will use concepts from optimal linear control for the
MIMO case, but in the scalar case, it suffices to just pick
C = L/P. (184)
This extraordinarily simple step involves a plant inversion.
The overall idea is to first shape L as a stable transfer function meeting the
requirements of stability and robustness, and then divide through by the plant.
• When the plant is stable and has stable zeros (minimum-phase), the
division can be made directly.
• One caveat for the well-behaved plant is that lightly-damped poles or
zeros should not be cancelled verbatim by the compensator, because
the closed-loop response will be sensitive to any slight change in the
resonant frequency. The usual procedure is to widen the notch or pole
in the compensator, through a higher damping ratio.
• Non-minimum phase or unstable behavior in the plant can usually be
handled by performing the loopshaping for the closest stable model, and
then explicitly considering the effects of adding the unstable parts. In
120 17 CONTROL SYSTEMS – LOOPSHAPING
the case of unstable zeros, we find that they impose an unavoidable
frequency limit for the crossover. In general, the troublesome zeros must
be faster than the closed-loop frequency response.
In the case of unstable poles, the converse is true: The feedback system
must be faster than the corresponding frequency of the unstable mode.
When a control system involves multiple inputs and outputs, the ideas from
scalar loopshaping can be adapted using the singular value. We list below
some basic properties of the singular value decomposition, which is analogous
to an eigenvector, or modal, analysis. Useful properties and relations for the
singular value are found in the section MATH FACTS.
The condition for MIMO robust performance can be written in many ways,
including a direct extension of our scalar condition
σ(W
1
S) + σ(W
2
T) < 1. (185)
The open-loop transfer matrix L should be shaped accordingly. In the follow-
ing sections, we use the properties of optimal state estimation and control to
perform the plant inversion for MIMO systems.
121
18 LINEAR QUADRATIC REGULATOR
18.1 Introduction
The simple form of loopshaping in scalar systems does not extend directly
to multivariable (MIMO) plants, which are characterized by transfer matrices
instead of transfer functions.
The notion of optimality is closely tied to MIMO control system design. Op-
timal controllers, i.e., controllers that are the best possible, according to some
figure of merit, turn out to generate only stabilizing controllers for MIMO
plants. In this sense, optimal control solutions provide an automated design
procedure – we have only to decide what figure of merit to use. The lin-
ear quadratic regulator (LQR) is a well-known design technique that provides
practical feedback gains.
18.2 Full-State Feedback
For the derivation of the linear quadratic regulator, we assume the plant to be
written in state-space form ˙ x = Ax + Bu, and that all of the n states x are
available for the controller. The feedback gain is a matrix K, implemented as
u = −K(x −x
desired
). The system dynamics are then written as:
˙ x = (A −BK)x + Kx
desired
. (186)
x
desired
represents the vector of desired states, and serves as the external input
to the closed-loop system. The “A-matrix” of the closed loop system is (A −
BK), and the “B-matrix” of the closed-loop system is K. The closed-loop
system has exactly as many outputs as inputs: n. The column dimension
of B equals the number of channels available in u, and must match the row
dimension of K. Pole-placement is the process of placing the poles of (A−BK)
in stable, suitably-damped locations in the complex plane.
18.3 Dynamic Programming
There are at least two conventional derivations for the LQR; we present here
one based on dynamic programming, due to R. Bellman. The key observation
is best given through a loose example:
Suppose that we are driving from Point A to Point C, and we ask what is
the shortest path in miles. If A and C represent Los Angeles and Boston,
122 18 LINEAR QUADRATIC REGULATOR
A
B
B
1
B
2
3
1
C
C
2
3
C
D
n = 3
s = 2
for example, there are many paths to choose from! Assume that one way or
another we have found the best path, and that a Point B lies along this path,
say Las Vegas. Let X be an arbitrary point east of Las Vegas. If we were to
now solve the optimization problem for getting from only Las Vegas to Boston,
this same arbitrary point X would be along the new optimal path as well.
The point is a subtle one: the optimization problem from Las Vegas to Boston
is easier than that from Los Angeles to Boston, and the idea is to use this
property backwards through time to evolve the optimal path, beginning in
Boston.
Example: Nodal Travel. We now add some structure to the above experi-
ment. Consider now traveling from point A (Los Angeles) to Point D (Boston).
Suppose there are only three places to cross the Rocky Mountains, B
1
, B
2
, B
3
,
and three places to cross the Mississippi River, C
1
, C
2
, C
3
.
3
By way of no-
tation, we say that the path from A to B
1
is AB
1
. Suppose that all of the
paths (and distances) from A to the B-nodes are known, as are those from the
B-nodes to the C-nodes, and the C-nodes to the terminal point D. There are
nine unique paths from A to D.
A brute-force approach sums up the total distance for all the possible paths,
and picks the shortest one. In terms of computations, we could summarize that
this method requires nine additions of three numbers, equivalent to eighteen
additions of two numbers. The comparison of numbers is relatively cheap.
The dynamic programming approach has two steps. First, from each B-node,
pick the best path to D. There are three possible paths from B
1
to D, for
example, and nine paths total from the B-level to D. Store the best paths
as B
1
D[
opt
, B
2
D[
opt
, B
3
D[
opt
. This operation involves nine additions of two
3
Apologies to readers not familiar with American geography.
18.4 Dynamic Programming and Full-State Feedback 123
numbers.
Second, compute the distance for each of the possible paths from A to D,
constrained to the optimal paths from the B-nodes onward: AB
1
+ B
1
D[
opt
,
AB
2
+ B
2
D[
opt
, or AB
3
+ B
3
D[
opt
. The combined path with the shortest
distance is the total solution; this second step involves three sums of two
numbers, and total optimization is done in twelve additions of two numbers.
Needless to say, this example gives only a mild advantage to the dynamic
programming approach over brute force. The gap widens vastly, however, as
one increases the dimensions of the solution space. In general, if there are s
layers of nodes (e.g., rivers or mountain ranges), and each has width n (e.g., n
river crossing points), the brute force approach will take (sn
s
) additions, while
the dynamic programming procedure involves only (n
2
(s −1) + n) additions.
In the case of n = 5, s = 5, brute force requires 6250 additions; dynamic
programming needs only 105.
18.4 Dynamic Programming and Full-State Feedback
We consider here the regulation problem, that is, of keeping x
desired
= 0.
The closed-loop system thus is intended to reject disturbances and recover
from initial conditions, but not necessarily follow y-trajectories. There are
several necessary definitions. First we define an instantaneous penalty function
l(x(t), u(t)), which is to be greater than zero for all nonzero x and u. The cost
associated with this penalty, along an optimal trajectory, is
J =


0
l(x(t), u(t))dt, (187)
i.e., the integral over time of the instantaneous penalty. Finally, the optimal
return is the cost of the optimal trajectory remaining after time t:
V (x(t), u(t)) =


t
l(x(τ), u(τ))dτ. (188)
.
We have directly from the dynamic programming principle
V (x(t), u(t)) = min
u
¦l(x(t), u(t))δt + V (x(t + δt), u(t + δt))¦ . (189)
The minimization of V (x(t), u(t)) is made by considering all the possible con-
trol inputs u in the time interval (t, t + δt). As suggested by dynamic pro-
gramming, the return at time t is constructed from the return at t + δt, and
124 18 LINEAR QUADRATIC REGULATOR
the differential component due to l(x, u). If V is smooth and has no explicit
dependence on t, as written, then
V (x(t + δt), u(t + δt)) = V (x(t), u(t)) +
∂V
∂x
dx
dt
δt + h.o.t. −→ (190)
= V (x(t), u(t)) +
∂V
∂x
(Ax(t) + Bu(t))δt.
Now control input u in the interval (t, t + δt) cannot affect V (x(t), u(t)), so
inserting the above and making a cancellation gives
0 = min
u

l(x(t), u(t)) +
∂V
∂x
(Ax(t) + Bu(t))
¸
. (191)
We next make the assumption that V (x, u) has the following form:
V (x, u) =
1
2
x
T
Px, (192)
where P is a symmetric matrix, and positive definite.
45
It follows that
∂V
∂x
= x
T
P −→ (193)
0 = min
u

l(x, u) + x
T
P(Ax + Bu)
¸
.
We finally specify the instantaneous penalty function. The LQR employs the
special quadratic form
l(x, u) =
1
2
x
T
Qx +
1
2
u
T
Ru, (194)
where Q and R are both symmetric and positive definite. The matrices Q
and R are to be set by the user, and represent the main “tuning knobs” for
the LQR. Substitution of this form into the above equation, and setting the
derivative with respect to u to zero gives
4
Positive definiteness means that x
T
Px > 0 for all nonzero x, and x
T
Px = 0 if x = 0.
5
This suggested form for the optimal return can be confirmed after the optimal controller
is derived.
18.5 Properties and Use of the LQR 125
0 = u
T
R + x
T
PB (195)
u
T
= −x
T
PBR
−1
u = −R
−1
B
T
Px.
The gain matrix for the feedback control is thus K = R
−1
B
T
P. Inserting
this solution back into equation 194, and eliminating u in favor of x, we have
0 =
1
2
x
T
Qx −
1
2
x
T
PBR
−1
B
T
P + x
T
PAx.
All the matrices here are symmetric except for PA; since x
T
PAx = x
T
A
T
Px,
we can make its effect symmetric by letting
x
T
PAx =
1
2
x
T
PAx +
1
2
x
T
A
T
Px,
leading to the final matrix-only result
0 = Q + PA + A
T
P −PBR
−1
B
T
P. (196)
This equation is the matrix algebraic Riccati equation (MARE), whose solution
P is needed to compute the optimal feedback gain K. The MARE is easily
solved by standard numerical tools in linear algebra.
18.5 Properties and Use of the LQR
Static Gain. The LQR generates a static gain matrix K, which is not a
dynamical system. Hence, the order of the closed-loop system is the same as
that of the plant.
Robustness. The LQR achieves infinite gain margin: k
g
= ∞, implying that
the loci of (PC) (scalar case) or (det(I + PC) − 1) (MIMO case) approach
the origin along the imaginary axis. The LQR also guarantees phase margin
γ ≥ 60 degrees. This is in good agreement with the practical guidelines for
control system design.
126 18 LINEAR QUADRATIC REGULATOR
Output Variables. In many cases, it is not the states x which are to be
minimized, but the output variables y. In this case, we set the weighting
matrix Q = C
T
Q

C, since y = Cx, and the auxiliary matrix Q

weights the
plant output.
Behavior of Closed-Loop Poles: Expensive Control. When R >>
C
T
Q

C, the cost function is dominated by the control effort u, and so the
controller minimizes the control action itself. In the case of a completely stable
plant, the gain will indeed go to zero, so that the closed-loop poles approach
the open-loop plant poles in a manner consistent with the scalar root locus.
The optimal control must always stabilize the closed-loop system, however,
so there should be some account made for unstable plant poles. The expen-
sive control solution puts stable closed-loop poles at the mirror images of the
unstable plant poles.
Behavior of Closed-Loop Poles: Cheap Control. When R << C
T
Q

C,
the cost function is dominated by the output errors y, and there is no penalty
for using large u. There are two groups of closed-loop poles. First, poles
are placed at stable plant zeros, and at the mirror images of the unstable
plant zeros. This part is akin to the high-gain limiting case of the root locus.
The remaining poles assume a Butterworth pattern, whose radius increases to
infinity as R becomes smaller and smaller.
The Butterworth pattern refers to an arc in the stable left-half plane, as shown
in the figure. The angular separation of n closed-loop poles on the arc is
constant, and equal to 180

/n. An angle 90

/n separates the most lightly-
damped poles from the imaginary axis.
18.5 Properties and Use of the LQR 127
n = 4
φ = 45 degrees
X
X
X
X
φ
φ/2
φ
φ
φ/2
128 19 KALMAN FILTER
19 KALMAN FILTER
19.1 Introduction
In the previous section, we derived the linear quadratic regulator as an optimal
solution for the full-state feedback control problem. The inherent assumption
was that each state was known perfectly. In real applications, the measure-
ments are subject to disturbances, and may not allow reconstruction of all the
states. This state estimation is the task of a model-based estimator having
the form:
˙
ˆ x = Aˆ x + Bu + H(y −Cˆ x) (197)
The vector ˆ x represents the state estimate, whose evolution is governed by
the nominal A and B matrices of the plant, and a correction term with the
estimator gain matrix H. H operates on the estimation error mapped to
the plant output y, since Cˆ x = ˆ y. Given statistical properties of real plant
disturbances and sensor noise, the Kalman Filter designs an optimal H.
+
-
y
x
+
+
+
1/s
A
H
C
x
y
Bu
19.2 Problem Statement
We consider the state-space plant model given by:
˙ x = Ax + Bu + W
1
(198)
y = Cx + W
2
.
There are n states, m inputs, and l outputs, so that A has dimension nn, B
is n m, and C is l n. The plant subject to two random input signals, W
1
19.3 Step 1: An Equation for
˙
Σ 129
and W
2
. W
1
represents disturbances to the plant, since it drives ˙ x directly;
W
2
denotes sensor noise, which corrupts the measurement y.
An important assumption of the Kalman Filter is that W
1
and W
2
are each
vectors of unbiased, independent white noise, and that all the n + l channels
are uncorrelated. Hence, if E() denotes the expected value,
E(W
1
(t
1
)W
1
(t
2
)
T
) = V
1
δ(t
1
−t
2
) (199)
E(W
2
(t
1
)W
2
(t
2
)
T
) = V
2
δ(t
1
−t
2
) (200)
E(W
1
(t)W
2
(t)
T
) = 0
n×l
. (201)
Here δ(t) represents the impulse (or delta) function. V
1
is an n n diagonal
matrix of intensities, and V
2
is an l l diagonal matrix of intensities.
The estimation error may be defined as e = x−ˆ x. It can then be verified that
˙ e = [Ax + Bu + W
1
] −[Aˆ x + Bu + H(y −Cˆ x)] (202)
= (A −HC)e + (W
1
−HW
2
).
The eigenvalues of the matrix A−HC thus determine the stability properties
of the estimation error dynamics. The second term above, W
1
+ HW
2
is
considered an external input.
The Kalman filter design provides H that minimizes the scalar cost function
J = E(e
T
We), (203)
where W is an unspecified symmetric, positive definite weighting matrix. A
related matrix, the symmetric error covariance, is defined as
Σ = E(ee
T
). (204)
There are two main steps for deriving the optimal gain H.
19.3 Step 1: An Equation for
˙
Σ
The evolution of Σ follows from some algebra and the convolution form of e(t).
We begin with
130 19 KALMAN FILTER
˙
Σ = E( ˙ ee
T
+ e ˙ e
T
) (205)
= E[(A −HC)ee
T
+ (W
1
−HW
2
)e
T
+ ee
T
(A
T
−C
T
H
T
) +
e(W
T
1
−W
T
2
H
T
)].
The last term above can be expanded, using the property that
e(t) = e
(A−HC)t
e(0) +

t
0
e
(A−HC)(t−τ)
(W
1
(τ) −HW
2
(τ)) dτ.
We have
E(e(W
T
1
−W
T
2
H
T
)) = e
(A−HC)t
E(e(0)(W
T
1
−W
T
2
H
T
)) +

t
0
e
(A−HC)(t−τ)
E((W
1
(τ) −HW
2
(τ))
(W
T
1
(t) −W
T
2
(t)H
T
)) dτ
=

t
0
e
(A−HC)(t−τ)
E((W
1
(τ) −HW
2
(τ))
(W
T
1
(t) −W
T
2
(t)H
T
)) dτ
=

t
0
e
(A−HC)(t−τ)
(V
1
δ(t −τ) + HV
2
H
T
δ(t −τ)) dτ
=
1
2
V
1
+
1
2
HV
2
H
T
.
To get from the first right-hand side to the second, we note that the initial
condition e(0) is uncorrelated with W
T
1
−W
T
2
H
T
. The fact that W
1
and HW
2
are uncorrelated leads to the third line, and the final result follows from

t
0
δ(t −τ)dτ =
1
2
,
i.e., the written integral includes only half of the impulse.
The final expression for E(e(W
T
1
− W
T
2
H
T
)) is symmetric, and therefore ap-
pears in Equation 205 twice, leading to
˙
Σ = (A −HC)Σ + Σ(A
T
−C
T
H
T
) + V
1
+ HV
2
H
T
. (206)
This equation governs propagation of the error covariance. It is independent
of the initial condition e(0), and depends on the (as yet) unknown estimator
gain matrix H.
19.4 Step 2: H as a Function of Σ 131
19.4 Step 2: H as a Function of Σ
We now make the connection between Σ = E(ee
T
) (a matrix) and J =
E(e
T
We) (a scalar). The trace of a matrix is the sum of its diagonal ele-
ments, and it can be verified that
J = E(e
T
We) = trace(ΣW). (207)
We now introduce an auxiliary cost function defined as
J

= trace(ΣW + ΛF), (208)
where F is an n n matrix of zeros, and Λ is an n n matrix of unknown
Lagrange multipliers. Note that since F is zero, J

= J, so minimizing J

solves
the same problem. Lagrange multipliers provide an ingenious mechanism for
drawing constraints into the optimization; the constraint we invoke is the
evolution of Σ, Equation 206:
J

= trace

ΣW + Λ(−
˙
Σ + AΣ −HCΣ + ΣA
T
−ΣC
T
H
T
+ V
1
+ HV
2
H
T
)

(209)
If J

is an optimal cost, it follows that ∂J

/∂H = 0, i.e., the correct choice of
H achieves an extremal value. We need the following lemmas, which give the
derivative of a trace with respect to a constituent matrix:

∂H
trace(−ΛHCΣ) = −Λ
T
ΣC
T

∂H
trace(−ΛΣC
T
H
T
) = −ΛΣC
T

∂H
trace(ΛHV
2
H
T
) = Λ
T
HV
2
+ ΛHV
2
.
Proofs of the first two are given at the end of this section; the last lemma uses
the chain rule, and the previous two lemmas. Next, we enforce Λ = Λ
T
, since
the values are arbitrary. Then the condition ∂J

/∂H = 0 leads to
0 = 2Λ(−ΣC
T
+ HV
2
), satisfied if
H = ΣC
T
V
−1
2
. (210)
132 19 KALMAN FILTER
Duality of Linear Quadratic Regulator and Kalman Filter
Linear Quadratic Regulator Kalman Filter
˙ x = Ax + Bu ˙ x = Ax + Bu + W
1
y = Cx + W
2
u = −Kx
˙
ˆ x = Aˆ x + Bu + H(y −Cˆ x)
2J =


0
(x
T
Qx + u
T
Ru)dt J = E(e
T
We)
Q ≥ 0, R > 0 V
1
≥ 0, V
2
> 0
K = R
−1
B
T
P H = ΣC
T
V
−1
2
PA + A
T
P + Q−PBR
−1
B
T
P = 0 ΣA
T
+ AΣ + V
1
−ΣC
T
V
−1
2
CΣ = 0
Hence the estimator gain matrix H can be written as a function of Σ. Inserting
this back into Equation 206, we obtain
˙
Σ = AΣ + ΣA
T
+ V
1
−ΣC
T
V
−1
2
CΣ. (211)
Equations 210 and 211 represent the practical solution to the Kalman filtering
problem, which minimizes the squared-norm of the estimation error. The
evolution of Σ is always stable, and depends only on the constant matrices
[A, C, V
1
, V
2
]. Notice also that the result is independent of the weighting matrix
W, which might as well be the identity.
19.5 Properties of the Solution
The solution involves a matrix Riccati equation, like the LQR, suggesting a
duality with the LQR problem. This is in fact the case, and the same analysis
and numerical tools can be applied to both methodologies.
The steady-state solution for Σ is valid for time-invariant systems, leading to
a more common MARE form of Equation 211:
0 = AΣ + ΣA
T
+ V
1
−ΣC
T
V
−1
2
CΣ. (212)
The Kalman Filter is guaranteed to create a stable nominal dynamics A−HC,
as long as the plant is fully state-observable. This is dual to the stability
guarantee of the LQR loop, when the plant is state-controllable. Furthermore,
like the LQR, the KF loop achieves 60

phase margin, and infinite gain margin,
for all the channels together or independently.
19.6 Combination of LQR and KF 133
The qualitative dependence of the estimator gain H = ΣC
T
V
−1
2
on the other
parameters can be easily seen. Recall that V
1
is the intensity matrix of the
plant disturbance, V
2
is the intensity of the sensor noise, and Σ is the error
covariance matrix.
• A large uncertainty Σ creates large H, placing emphasis on the corrective
action of the filter.
• A small disturbance V
1
, and large sensor noise V
2
creates a small H,
weighting the model dynamics Aˆ x + Bu more.
• A large disturbance V
1
, and small sensor noise V
2
creates a large H, so
that the filter’s correction is dominant.
The limiting closed-loop poles of the Kalman filter are similar, and dual to
those of the LQR:
• V
2
<< V
1
: good sensors, large disturbance, H >> 1, dual to cheap-
control problem. Some closed-loop poles go to the stable plant zeros, or
the mirror image of unstable plant zeros. The remaining poles follow a
Butterworth pattern whose radius increases with increasing V
1
/V
2
.
• V
2
>> V
1
: poor sensors, small disturbance, H small, dual to expensive-
control problem. Closed-loop poles go to the stable plant poles, and the
mirror images of the unstable plant poles.
19.6 Combination of LQR and KF
An optimal output feedback controller is created through the use of a Kalman
filter coupled with an LQR full-state feedback gain. This combination is usu-
ally known as the Linear Quadratic Gaussian design, or LQG. For the plant
given as
˙ x = Ax + Bu + W
1
y = Cx + W
2
,
we put the Kalman Filter and controller gain G together as follows:
134 19 KALMAN FILTER
˙
ˆ x = Aˆ x + Bu + H(y −Cˆ x) (213)
u = −Kˆ x. (214)
H
C
-K
B
+
-
+
+
φ y u
C(s)
φ = (sI-A)
-1
There are two central points to this construction:
1. Separation Principle: The eigenvalues of the nominal closed-loop sys-
tem are made of up the eigenvalues of (A−HC) and the eigenvalues of
(A −BK), separately. See proof below.
2. Output Tracking: This compensator is a stand-alone system that,
as written, tries to drive its input y to zero. It can be hooked up to
receive tracking error e(s) = r(s) − y(s) as an input instead, so that it
is not limited to the regulation problem alone. In this case, ˆ x no longer
represents an estimated state, but rather an estimated state tracking
error. We use the output error as a control input in the next section, on
loopshaping via loop transfer recovery.
19.7 Proofs of the Intermediate Results
19.7.1 Proof that E(e
T
We) = trace(ΣW)
E(e
T
We) = E

¸
n
¸
i=1
e
i

¸
n
¸
j=1
W
ij
e
j
¸

¸

=
n
¸
i=1
n
¸
j=1
Σ
ij
W
ji
,
19.7 Proofs of the Intermediate Results 135
the transpose of W being valid since it is symmetric. Now consider the diagonal
elements of the product ΣW:
ΣW =

Σ
11
W
11
+ Σ
12
W
21
+
Σ
21
W
12
+ Σ
22
W
22
+

¸
¸
¸ →
trace(ΣW) =
n
¸
i=1
n
¸
j=1
Σ
ij
W
ji
. 2
19.7.2 Proof that

∂H
trace(−ΛHCΣ) = −Λ
T
ΣC
T
trace(AHB) = trace

n
¸
j=1
A
ij
l
¸
k=1
H
jk
B
kl
¸
¸
, the il

th element
=
n
¸
i=1
n
¸
j=1
A
ij
l
¸
k=1
H
jk
B
ki
,
where the second form is a sum over i of the ii’th elements. Now

∂H
joko
trace(AHB) =
n
¸
i=1
A
ijo
B
koi
= (BA)
kojo
= (BA)
T
joko
−→

∂H
trace(AHB) = (BA)
T
= A
T
B
T
. 2
19.7.3 Proof that

∂H
trace(−ΛΣC
T
H
T
) = −ΛΣC
T
trace(AH
T
) = trace

n
¸
j=1
A
ij
H
T
jl
¸
¸
, the il

th element
= trace

n
¸
j=1
A
ij
H
lj
¸
¸
=
n
¸
i=1
n
¸
j=1
A
ij
H
ij
,
136 19 KALMAN FILTER
where the last form is a sum over the ii’th elements. It follows that

∂H
iojo
trace(AH
T
) = A
iojo
−→

∂H
trace(AH
T
) = A. 2
19.7.4 Proof of the Separation Principle
Without external inputs W
1
and W
2
, the closed-loop system evolves according
to
d
dt

x
ˆ x
¸
=
¸
A −BK
HC A −BK −HC
¸
x
ˆ x
¸
.
Using the definition of estimation error e = x − ˆ x, we can write the above in
another form:
d
dt

x
e
¸
=
¸
A −BK BK
0 A −HC
¸
x
e
¸
.
If A

represents this compound A-matrix, then its eigenvalues are the roots of
det(sI − A

) = 0. However, the determinant of an upper triangular block
matrix is the product of the determinants of each block on the diagonal:
det(sI−A

) = det(sI−(A−BK))det(sI−(A−HC)), and hence the separation
of eigenvalues follows.
137
20 LOOP TRANSFER RECOVERY
20.1 Introduction
The Linear Quadratic Regulator(LQR) and Kalman Filter (KF) provide prac-
tical solutions to the full-state feedback and state estimation problems, respec-
tively. If the sensor noise and disturbance properties of the plant are indeed
well-known, then an LQG design approach, that is, combining the LQR and
KF into an output feedback compensator, may yield good results. The LQR
tuning matrices Q and R would be picked heuristically to give a reasonable
closed-loop response.
There are two reasons to avoid this kind of direct LQG design procedure,
however. First, although the LQR and KF each possess good robustness
properties, there do exist plants for which there is no robustness guarantee
for an LQG compensator. Even if one could steer clear of such pathological
cases, a second problem is that this design technique has no clear equivalent
in frequency space. It cannot be directly mapped to the intuitive ideas of
loopshaping and the Nyquist plot, which are at the root of feedback control.
We now reconsider just the feedback loop of the Kalman filter. The KF has
open-loop transfer function L(s) = Cφ(s)H, where φ(s) = (sI − A)
−1
. This
follows from the estimator evolution equation
˙
ˆ x = Aˆ x + Bu + H(y −Cˆ x)
and the figure. Note that we have not included the factor Bu as part of the
figure, since it does not affect the error dynamics of the filter.
As noted previously, the KF loop has good robustness properties, specifically
to perturbations at the output ˆ y, and further is amenable to output tracking.
In short, the KF loop is an ideal candidate for a loopshaping design. Supposing
that we have an estimator gain H which creates an attractive loop function
L(s), we would like to find the compensator C(s) that establishes
P(s)C(s) ≈ Cφ(s)H, or (215)
Cφ(s)BC(s) ≈ Cφ(s)H.
It will turn out that the LQR can be set up so that the an LQG-type com-
pensator achieves exactly this result. The procedure is termed Loop Transfer
138 20 LOOP TRANSFER RECOVERY
H
y
x
C
φ (s)
^
Recovery (LTR), and has two main parts. First, one carries out a KF design for
H, so that the Kalman filter loop itself has good performance and robustness
properties. In this regard, the KF loop has sensitivity function S(s) = (I +
Cφ(s)H)
−1
and complementary sensitivity T(s) = (I + Cφ(s)H)
−1
Cφ(s)H.
The condition σ(W
1
(s)S(s)) + σ(W
2
(s)T(s)) < 1 is sufficient for robust per-
formance with multiplicative plant uncertainty at the output. Secondly, we
pick suitable parameters of the LQR design, so that the LQG compensator
satisfies the approximation of Equation 215.
LTR is useful as a SISO control technique, but has a much larger role in
multivariable control.
20.2 A Special Property of the LQR Solution
Letting Q = C
T
C and R = ρI, where I is the identity matrix, we will show
(roughly) that
lim
ρ→0
(

ρK) = WC,
where K is the LQR gain matrix, and W is an orthonormal matrix, for which
W
T
W = I.
First recall the gain and Riccati equations for the LQR:
K = R
−1
B
T
P
0 = Q + PA + A
T
P −PBR
−1
B
T
P.
Now Q = C
T
C = C
T
W
T
WC = (WC)
T
WC. The Riccati equation becomes
0 = ρ(WC)
T
WC + ρPA + ρA
T
P −PBB
T
P = 0.
In the limit as ρ →0, it must be the case that P →0 also, and so in this limit
20.3 The Loop Transfer Recovery Result 139
ρ(WC)
T
WC ≈ PBB
T
P
= (B
T
P)
T
B
T
P
= (R
−1
B
T
P)
T
RR(R
−1
B
T
P)
= ρ
2
K
T
K −→
WC ≈

ρK. 2
Note that another orthonormal matrix W

could be used in separating K
T
from K in the last line. This matrix may be absorbed into W through a
matrix inverse, however, and so does not need to be written. The result of the
last line establishes that the plant must be square: the number of inputs (i.e.,
rows of K) is equal to the number of outputs (i.e., rows of C).
Finally, we note that the above property is true only for LQR designs with
minimum-phase plants, i.e., those with only stable zeros (Kwakernaak and
Sivan).
20.3 The Loop Transfer Recovery Result
The theorem is stated as: If lim
ρ→0
(

ρK) = WC (the above result), with W
an orthonormal matrix, then the limiting LQG controller C(s) satisfies
lim
ρ→0
P(s)C(s) = Cφ(s)H.
The LTR method is limited by two conditions:
• The plant has an equal number of inputs and outputs.
• The design plant has no unstable zeros. The LTR method can be in fact
be applied in the presence of unstable plant zeros, but the recovery is
not to the Kalman filter loop transfer function. Instead, the recovered
function will exhibit reasonable limitations inherent to unstable zeros.
See Athans for more details and references on this topic.
The proof of the LTR result depends on some easy lemmas, given at the end
of this section. First, we develop C(s), with the definitions φ(s) = (sI −A)
−1
and X(s) = (φ
−1
(s) + HC)
−1
= (sI −A + HC)
−1
.
140 20 LOOP TRANSFER RECOVERY
C(s) = K(sI −A + BK + HC)
−1
H
= K(X
−1
(s) + BK)
−1
H, then use Lemma 2 →
= K(X(s) −X(s)B(I + KX(s)B)
−1
KX(s))H
= KX(s)H −KX(s)B(I + KX(s)B)
−1
KX(s)H
= (I −KX(s)B(I + KX(s)B)
−1
)KX(s)H, then use Lemma 3 →
= (I + KX(s)B)
−1
KX(s)H
= (

ρI +

ρKX(s)B)
−1

ρKX(s)H.
Next we invoke the result from the LQR design, with ρ → 0, to eliminate

ρK:
lim
ρ→0
C(s) = (WCX(s)B)
−1
WCX(s)H
= (CX(s)B)
−1
CX(s)H.
In the last expression, we used the assumption that W is square and invertible,
both properties of orthonormal matrices. Now we look at the product CX(s):
CX(s) = C(SI −A + HC)
−1
= C(φ
−1
(s) + HC)
−1
, then use Lemma 2 →
= C(φ(s) −φ(s)H(I + Cφ(s)H)
−1
Cφ(s))
= (I −Cφ(s)H(I + Cφ(s)H)
−1
)Cφ(s), then use Lemma 3 →
= (I + Cφ(s)H)
−1
Cφ(s).
This result, reintroduced into the limiting compensator, gives
lim
ρ→0
C(s) = ((I + Cφ(s)H)
−1
Cφ(s)B)
−1
(I + Cφ(s)H)
−1
Cφ(s)H
= (Cφ(s)B)
−1
Cφ(s)H
= P
−1
(s)Cφ(s)H.
Finally it follows that lim
ρ→0
P(s)C(s) = Cφ(s)H, as desired.
20.4 Usage of the Loop Transfer Recovery 141
20.4 Usage of the Loop Transfer Recovery
The idea of LTR is to “recover” a Kalman filter loop transfer function L(s) =
Cφ(s)H, by using the limiting cheap-control LQR design, with Q = C
T
C and
R = ρI. The LQR design step is thus trivial.
Some specific techniques are useful.
• Scale the plant outputs (and references), so that one unit of error in one
channel is as undesirable as one unit of error in another channel. For
example, in depth and pitch control of a large submarine, one meter of
depth error cannot be compared directly with one radian of pitch error.
• Scale the plant inputs in the same way. One Newton of propeller thrust
cannot be compared with one radian of rudder angle.
• Design for crossover frequency. The bandwidth of the controller is
roughly equal to the frequency at which the (recovered) loop transfer
function crosses over 0dB. Often, the bandwidth of is a more intuitive
design parameter than is, for example, the high-frequency multiplicative
weighting W
2
. Quantitative uncertainty models are usually at the cost
of a lengthy identification effort.
• Integrators should be part of the KF loop transfer function, if no steady-
state error is to be allowed. Since the Kalman filter loop has only as many
poles as the plant, the plant input channels must be augmented with the
necessary additional poles (at the origin). Then, once the KF design is
completed, and the compensator C(s) is constructed, the integrators are
moved from the plant over to the input side of the compensator. The
tracking errors will accrue as desired.
20.5 Three Lemmas
Lemma 1: Matrix Inversion
(A + BCD)
−1
= A
−1
−A
−1
B(C
−1
+ DA
−1
B)
−1
DA
−1
.
Proof:
142 20 LOOP TRANSFER RECOVERY
(A + BCD)(A + BCD)
−1
= I
A(A + BCD)
−1
= I −BCD(A + BCD)
−1
(A + BCD)
−1
= A
−1
−A
−1
BCD(A + BCD)
−1
= A
−1
−A
−1
BCD(I + A
−1
BCD)
−1
A
−1
= A
−1
−A
−1
B(D
−1
C
−1
+ A
−1
B)
−1
A
−1
= A
−1
−A
−1
B(C
−1
+ DA
−1
B)
−1
DA
−1
. 2
Lemma 2: Short Form of Lemma 1
(X
−1
+ BD)
−1
= X −XB(I + DXB)
−1
DX
Proof: substitute A = X
−1
and C = I into Lemma 1.
Lemma 3
I −A(I + A)
−1
= (I + A)
−1
Proof:
I −A(I + A)
−1
= (I + A)(I + A)
−1
−A(I + A)
−1
= (I + A −A)(I + A)
−1
= (I + A)
−1
. 2
143
21 SYSTEM IDENTIFICATION
21.1 Introduction
Model-based controller design techniques, such as the LQR and LTR, require
a plant model. The process of generating workable models from observed
data is the goal of system identification. Good controllers usually have some
reasonable robustness guarantees, which motivates identification with simple
methods. We discuss in this section four fundamental but useful techniques
for approximate system identification of single-input, single-output plants. It
should be noted that the area of system identification is a very rich one, and
that the methods are only a small subset of what is available.
Except for the last approach, time-domain simulation, the methods are limited
to linear models. If different inputs give different linear model coefficients, then
it is likely that nonlinear terms are playing a role. The user then has the choice
of ignoring the nonlinearity, for example if the operating point is controlled
very closely, or developing a controller which takes specific account of the it.
In any event, simulations with the nonlinear plant should always be performed
to assess the robustness of the control strategy.
21.2 Visual Output from a Simple Input
For low-order plants which can tolerate impulse or step input, a great amount
can be learned through step and impulse responses. The basic idea is to
express what is observed as a time signal whose Laplace-domain equivalent
can be recognized. As an example, consider the plant transfer function P(s) =
k/(τs +1), a first-order lag with gain k, and time constant τ. We have y(s) =
k/s(τs + 1) for the step input u(s) = 1/s, and therefore y(t) = k(1 − e
−t/τ
).
The gain k is evident as the maximum value taken by the measured output.
The time constant τ is equal to the time required for y(t) to reach the value
k(1 −e
−1
) = 0.632k. Similar estimates can be made for second-order systems,
especially with the help of step functions parametrized on damping ratio ζ.
Systems with order three or higher will usually be more difficult to assess with
this visual technique.
Example: Two raw step responses in heading were recorded for two dif-
ferent vessels. The first vessel was strongly unstable and had to be powered
down abruptly after one second; however, the smoothed data can still be fit-
ted to the curve y(t) = 0.58(e
t
−1). Give estimates of the two plant transfer
144 21 SYSTEM IDENTIFICATION
0 0.2 0.4 0.6 0.8 1
−0.5
0
0.5
1
1.5
seconds
0 1 2 3 4 5
0
0.2
0.4
0.6
0.8
1
seconds
functions P(s), assuming that the step input was of magnitude one.
The time trace of the first system looks like the Laplace transform pair:
y(t) =
1
b −a
(e
−at
−e
−bt
) ↔y(s) =
1
(s + a)(s + b)
for the values b = 0 and a = −1. Thus for the experimental data,
y(s) =
0.58
s(s −1)
.
Since y(s) =
ˆ
P(s)u(s), where u(s) = 1/s, we have
ˆ
P(s) = 0.58/(s − 1). The
second trace looks like a second-order response of the form
y(s)
u(s)
=

2
n
s
2
+ 2ζω
n
s + ω
2
n
,
where gain k, undamped frequency ω
n
, and ζ are to be determined. First,
we note that the steady value of y(t) is about 0.5, so let k = 0.5. Next,
with respect to the steady value, the first overshoot is about 0.3, and the
second overshoot (same side) is about 0.1. The ratio is often written as the
logarithmic decrement δ = ln(0.3/0.1) · 1.10, so that the damping ratio is
simply ζ = δ/2π · 0.175. Finally, the damped natural period is about 1.7s,
leading to the damped natural frequency ω
d
= 2π/1.7 · 3.70rad/s. The
undamped natural frequency ω
n
is related to ω
d
as follows:
21.3 Transfer Function Estimation – Sinusoidal Input 145
ω
n
=
ω
d

1 −ζ
2
· 3.75rad/s.
Inserting these into the template above, we have
ˆ
P(s) =
7.0
s
2
+ 1.28s + 14.1
.
21.3 Transfer Function Estimation – Sinusoidal Input
The main idea of transfer function estimation is that P(s) can be estimated by
simply dividing the measured output by the measured input, in the frequency
domain:
ˆ
P(s) =
y(s)
u(s)
. (216)
In applications, the input signal u(s) is known quite accurately because it is
generated by a computer. Two sources of error can corrupt the output signal
y(s), however: real disturbances and sensor noise. In some cases, disturbances
may be band-limited (e.g., water waves), and if these occur in a frequency
range far away from the dominant dynamics, the estimated transfer function
approach will succeed. A similar argument holds for sensor noise, which in
many devices is negligible for low frequencies. A sensor which has noise in the
frequency range of the system dynamics is problematic for obvious reasons.
This section discusses the use of periodic inputs to create a Bode plot, while
the next section generalizes to broadband input. Bode plots are figures of
transfer function magnitude and phase as functions of frequency, which can
be either parameterized in terms of poles, zeros, and a gain, or used directly
in a loopshaping or Nyquist plot approach.
Certain plants which cannot admit a step or impulsive input will tolerate a
sinusoidal input. The idea then is to drive the plant with a narrow-band, i.e.,
periodic, input signal u(s). For each such test at a specific frequency, compute
the magnitude and phase relating the input to the output. Conduct as many
tests as are necessary to build a Bode plot of the plant estimate
ˆ
P(s).
Example: Sinusoidal rudder angles trajectories, of 10deg amplitude ([u(t)[ =
10deg), were implemented on a vessel operating near its cruising speed. The
data are plotted, along with the magnitude and phase of the transfer function
146 21 SYSTEM IDENTIFICATION
ˆ
P(s) =
0.093
s
2
+ 0.83s + 0.21
,
which holds reasonably well at low frequencies. The phase angle of y(s) is taken
with respect to the input signal u(s). Note that the experimental magnitude
and phase in this example deteriorate at the higher frequencies. This is a
property of almost all physical systems, and an indicator that the plant model
cannot be trusted above a certain frequency range.
−40
−30
−20
−10
0
|
y
(
s
)
/
u
(
s
)
|
,

d
B
10
−3
10
−2
10
−1
10
0
10
1
10
2
−200
−150
−100
−50
0
a
n
g
l
e
(
y
(
s
)
)
,

d
e
g
rad/s
21.4 Transfer Function Estimation – Broadband Input
Many times one needs to deal with experimental data that is broadband, either
as the result of a closed-loop run, or of significant disturbances. In this case,
frequency-domain analysis can still be used, but elements of spectral analysis
are necessary.
21.4 Transfer Function Estimation – Broadband Input 147
21.4.1 Fourier Transform of Sampled Data
For the purpose of analyzing transfer functions, the discrete Fourier transform
(DFT) is a standard, optimized tool. It operates on a data vector x(n) of
length N:
X(m) =
N−1
¸
n=0
x(n)e
−j2πnm/N
, (217)
for m = [1, N]. We review several points for dealing with the DFT calculation:
• The m’th DFT point is a summation of complex unit-magnitude vectors
(e
−j2πnm/N
) times the original data (x(n)). Dividing the DFT result by
N returns the signal to its real magnitude.
• The DFT generates a vector of N complex points as outputs. These
correspond to the frequency range
ω
m
=

dt
m−1
N
, (218)
i.e., the first frequency is 0, and the last frequency is slightly less than
the sampling rate.
• The sampling theorem limits our usable frequency range to only one-half
of the sampling rate, called the Nyquist rate. The points higher than
π/dt correspond to negative frequencies, and a complex-conjugacy holds:
X(2) = X

(m), X(3) = X

(m−1), and so on. What happens near the
Nyquist rate depends on whether N is odd or even.
An additional multiplication of the DFT result by 2 will give peaks which
are of about the right magnitude to be compared with the time-domain
signal. With this scaling, the value X(1) is twice the true DC value.
• The Nyquist rate depends only on the sampling time step dt, but the
frequency vector accompanying the DFT can be made arbitrarily long
by increasing the number of data points. To improve the frequency
resolution of the DFT, a common approach is to zero-pad the end of the
real data,
148 21 SYSTEM IDENTIFICATION
• The data x(k) should be multiplied by a smoothing window w(k), for
two reasons. First, if the window goes to a small value near its tails,
Gibb’s effect (the spectral signature of a discontinuity between x(1) and
x(N)) can be minimized. The second rationale for windowing is based
on the discrete nature of the transform. Because the DFT provides
frequency data at only N/2 unique frequencies, there is the possibility
that a component in the real data lies in between one of these DFT
frequencies. The DFT magnitude at a specific ω(m) is in fact an average
of continuous frequencies from the neighborhood of the point. Smoothing
windows are generally chosen to achieve a tradeoff of two conflicting
properties relating to the average: the width of the primary lobe (wide
primary lobes bring in frequencies that belong to the adjacent bins ω(m−
1) and ω(m + 1)), and the magnitude of the side lobes (tall side lobes
bring in frequencies that are far away from ω(m)).
There are many smoothing windows to choose from; no windowing at
all is usually referred to as applying a rectangular window. One of the
simplest is the Hann, or cosine, window:
w(k) =
1
2
¸
1 −cos

2πk
N
¸
• The DFT of a given signal is subject to bias and variance. These can
be reduced by taking separate DFT’s of sub-sections of data (perhaps
zero-padded to maintain frequency resolution), and then averaging them.
It is common to use segments which do not overlap, but it is not a
necessity. This averaging idea is especially important in transfer function
verification; see below.
• If possible, the DFT should be run on a number of samples N which is
a multiple of a large power of two. If N is prime, the DFT will take a
long time to execute.
The above steps, all of which are available through the Matlab function
spectrum() for example, will ensure a fair spectral analysis of a time series.
21.4.2 Estimating the Transfer Function
In continuous time, when the plant input y(t) and output u(t) are transformed
into frequency space, the estimated transfer function follows from
21.4 Transfer Function Estimation – Broadband Input 149
ˆ
P(s) =
y(s)
u(s)
. (219)
As noted above, spectral analysis of a signal benefits by using multiple seg-
ments and averaging; we now want to include the same approach in our esti-
mation of P(s). The procedure is:
• For the p’th segment of data, compute the transfer function estimate
ˆ
P
p
(m) =
Y
p
(m)Y

p
(m)
U
p
(m)U

p
(m)
.
• For the p’th segment of data, compute two covariances and a cross-
covariance:
Γ
p
uu
(m) = U
p
(m)U

p
(m)
Γ
p
yy
(m) = Y
p
(m)Y

p
(m)
Γ
p
yu
(m) = Y
p
(m)U

p
(m).
• Construct average values of the transfer function estimate and the other
quantities:
ˆ
P(m) = avg
p
(
ˆ
P
p
(m))
Γ
uu
(m) = avg
p

p
uu
(m))
Γ
yy
(m) = avg
p

p
yy
(m))
Γ
yu
(m) = avg
p

p
yu
(m))
• Compute the coherence function, which assesses the quality of the final
estimate
ˆ
P(m):
Coh(m) =
Γ
yu
(m)Γ

yu
(m)
Γ
yy
(m)Γ
uu
(m)
.
150 21 SYSTEM IDENTIFICATION
If the coherence is near zero, then the segmental cross-covariances Γ
p
yu
(m)
are sporadic and have cancelled out; there is no clear relation between
the input and the output. This result could be caused by either dis-
turbances or sensor noise, both of which are reasonably assumed to be
random processes, and uncoupled to the input signal. Alternatively, if
the coherence is near one, then the cross-covariances are in agreement
and a real input-output relationship exists. With real data, the coher-
ence will deteriorate at high frequencies and also at any frequency where
disturbances or noise occur.
21.5 Time-Domain Simulation
The time-domain simulation approach tweaks the parameters of a simulation
so that its output matches the observed output. The method has its main
strength in the fact that it applies to any model that can be simulated, in-
cluding those of high order and with significant nonlinearities. On the other
hand, the method is computationally expensive and gives no guarantee of a
useful solution, or even of convergence.
At the outset, we need to come up with some structure of the plant model.
This can be based on physics in many cases. Consider, for example, the case
of a mass mounted on a spring and a dashpot, driven by the input force u(t).
A fair guess for the actual dynamics has the form my

+by

+ky = u(t), and
we plan to look through the three-dimensional parameter space

θ = [m, b, k].
The simulation operation can be written this way: ˆ y(t) = G(

θ, u(t)), and the
system identification problem is to minimize [[ˆ y(t) −y
obs
(t)[[, say, where [[ [[
here indicates the Euclidean norm. For a given parameter vector

θ, running the
simulation generates a new ˆ y, and computing the norm gives a scalar measure
of goodness.
Since the normed error is a complicated function of both u(t) and

θ, the mini-
mization must proceed iteratively. The Nelder-Meade simplex method is easy
to use, and can be invoked with the Matlab function fmins. As an example,
the three programs listed comprise a working Matlab set for identification of
a first-order, nonlinear system. Some notes on use:
• In this example, the same simulation generates the “observed” data and
the simulated response. Since the program simulate always uses the
global variable theta as the parameters, we must be careful about setting
theta in the calling programs.
21.5 Time-Domain Simulation 151
• After a simulation run is complete, the data is interpolated to the same
time scale as the observed data, in order to compute the error.
• The initial guess for theta is a random vector; the Simplex method will
take over from this point. In many instances, however, theta is roughly
known, and a better starting value can be given.
• The Simplex method may head into invalid parameter space, e.g., nega-
tive mass. The error calculation, however, can be easily augmented by
a term which penalizes invalid parameters, e.g.,
err = err + 1000*(1-sign(mass)).
• There is no guarantee that a global minimum will be found or even exists.
Starting from different initial guesses for θ may help find better results,
but we are still at the mercy of the minimization algorithm, and a very
complicated function.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear all ; clear global ;
global u_obs t_obs y_obs dt theta ;
dt = .3 ; % time step
theta = [1 2] ; % true parameter vector
t_obs = 0:dt:20*dt ; % observed time vector
u_obs = ones(length(t_obs),1) ; % observed input
[t_raw, y_raw] = ode45(’simulate’, [0 max(t_obs)], 0) ;
y_obs = spline(t_raw, y_raw, t_obs) ; % observed output
[theta_final] = fmins(’get_err’, randn(2,1)) ;
disp(sprintf(’final theta(1): %g.’, theta_final(1))) ;
disp(sprintf(’final theta(2): %g.’, theta_final(2))) ;
theta = theta_final ;
[t_raw, y_raw] = ode45(’simulate’, [0 max(t_obs)], 0) ;
y_sim = spline(t_raw, y_raw, t_obs) ;
figure(1) ; clf ; hold off ;
plot(t_obs, y_obs, t_obs, y_sim, t_obs, u_obs) ;
152 21 SYSTEM IDENTIFICATION
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function [err] = get_err(theta_arg) ;
global y_obs t_obs theta ;
theta = theta_arg ;
[t_raw, y_raw] = ode45(’simulate’, [0 max(t_obs)], 0) ;
y_sim = spline(t_raw, y_raw, t_obs) ;
err = norm(y_sim - y_obs) ;
disp(sprintf(’error: %f.’, err)) ;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function [ydot] = simulate(t,y) ;
global u_obs dt theta ;
k = theta(1) ;
tau = theta(2) ;
ind = floor(t/dt) + 1 ; % we have to choose which u_obs to use:
% a zero-order hold as implemented.
ydot = ( k*u_obs(ind) - y^3 ) / tau ;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
153
22 CARTESIAN NAVIGATION
The bulk of our discussion on maneuvering and control has assumed that the
necessary system states can be measured. The marine engineer is in fact faced
with choices between many different basic sensor packages, notably compasses,
paddle wheels, inertial navigation units, rate gyros, and depth guages, for ex-
ample. These listed sensors are self-contained and rely primarily on the phys-
ical properties of the natural environment. There is also a class of distributed
sensor systems; these generally involve an array of communicating elements, lo-
cated remotely from the vehicle. We present the fundamental concepts behind
two methodologies in this second class: the global positioning system (GPS)
and acoustic navigation, both of which can provide high-accuracy absolute
Cartesian navigation.
22.1 Acoustic Navigation
Consider a transponder A, which can transmit an acoustic signal, and also
measure, with microsecond accuracy, the time to receive a reply. Next, place
a responder B at a distance R away from A; the job of B is just to transmit
a signal whenever it receives one, with a (short) predictable response time T
t
.
Thus, the elapsed time T between a tranmission and consequent reception at
A is
T = T
t
+ 2R/c
w
,
where c
w
is the speed of sound in water, about 1450m/s. The range R follows
by inversion:
R =
(T −T
t
)c
2
2
.
Suppose that the location of B is known; then a given measurement of R
places A on a sphere around B. It is a case of three unknowns (x, y, z) and one
equation:
(x
A
−x
B
)
2
+ (y
A
−y
B
)
2
+ (z
A
−z
B
)
2
= R
2
.
154 22 CARTESIAN NAVIGATION
The introduction of a another responder C (typically listening and responding
at a different frequency than B) places A on the intersection of two spheres,
i.e., a circle. There are two equations, but still three unknowns. When A,
B, and C lie in a nearly horizontal plane, then the intersection circle lies in a
vertical plane; the addition of a depth sensor to our suite would allow us to pin
A’s location at one of two points on the circle. Finally, if we know which side A
is on, and do not allow for abrupt crossovers, then we have a functional set of
measurements for acoustic navigation with just two responders. The baseline is
the line connecting responders B and C; when A is near this baseline, positional
accuracy will be very poor since the two solution spheres are tangent.
Better and better performance can be obtained by increasing the number of
responders, and consequently of the baselines and spheres. With three re-
sponders, for example, the intersection of a sphere (responder D) and a circle
(responders B and C) is two points. Here there are three equations and three
unknowns, but the nonlinearity of the equations leads to the non-uniqueness
in the solution. A fourth responder or a depth transducer would be needed to
completely constrain the solution.
The above discussion is a minimum conceptual explanation of acoustic naviga-
tion. There are many other pieces to the approach, including an account of the
variation of sound speed c
w
with water depth, obtaining the Cartesian loca-
tions of the responder network, and handling various geometric configurations
that give rise to poor or degenerate solutions.
There are two common configurations used for acoustic navigation, named for
the length of the baselines relative to the target (transponder A) range.
(Ultra) Short-Baseline The geometry of SBL or USBL puts very short
baselines between the responders compared to the target distance. For in-
stance, the fixed net is often attached to a vessel or other structure, with base-
line lengths on the order of 10-100m. Typical frequencies in use are around
100kHz, with a working range of 100-500m to the target. The wavelength of a
100kHz signal is about 1cm and 5cm is a reasonable estimate of the accuracy
for these systems.
Long-Baseline Long-baseline systems typically involve a larger responder
net, and the target ranges are similar to the baseline lengths. Very large
systems utilize frequencies of 10-15kHz (for a placement accuracy around 2-
5m), and may have ten-kilometer baselines. Frequent sources of error in long-
baseline systems are variations of c
w
, and also in multipath. In the latter
22.2 Global Positioning System (GPS) 155
B
C
A
3
A*
3
2
A
A*
2
A
1
C B
A
Figure 6: Left: General configuration of a long-baseline acoustic system, with
target transponder A and fixed responders B and C. The position A
1
is on
the baseline and has poor accuracy in the direction normal to the baseline; in
contrast, A
3
is well-posed. A

3
is an additional solution to the two-responder
problem. Right: General configuration of a short-baseline system.
condition, false signals can be caused by reflections off the seafloor and the
surface; these signals are typically eliminated by rejecting those receptions
which are outside a very tight and slowly moving window on travel time T.
Sometimes, bottom topography can shield a direct acoustic path, and the only
receptions available are via multipath!
22.2 Global Positioning System (GPS)
The GPS system is the most powerful system publicly available for absolute
position reference above water. It is similar in concept to the acoustic naviga-
tion systems described above, but with one fundamental difference: only the
one-way travel time from each satellite is measured at the target. The accu-
racies achieved with GPS are therefore strongly dependent on the accuracy of
time-keeping.
156 22 CARTESIAN NAVIGATION
The core of the system is a network of 24 satellites arranged in six planes (4
per plane) inclined at 55 degrees from the equatorial plane, at an altitude of
about 20,000km. The altitude is chosen carefully to correspond with a 12-hour
orbit; geosynchronous orbit is much higher, at around 40,000km. The orbit
lines over a non-rotating earth are thus near-sinusoids that reach lattitudes
of 55

N and 55

S, and the six lines are spaced 60

apart in longitude. With
reference to a rotating Earth, the spatial frequency is doubled, so that the
longitudinal distance between tracks is 30 degrees, or 1800 nautical miles.
Each satellite transmits a regular signal which contains, among other items, the
time of its transmission, and the three-dimensional location of the satellite (the
ephemeris). It is from these two pieces of information, from many satellites,
that triangulation and navigation are performed at the target.
For the ideal case that the time bases of the target and the satellites are
exactly aligned, triangulation of the type described for acoustic navigation is
possible. In practical terms, the speed of light c = 3 10
8
m/s implies that
a 1ns timing error will cause a 0.3m range error. For this reason, each of
the satellites carries four atomic clocks on board, good to 1ns per day. The
time base is continually monitored and updated from a ground station, and
accurate to within 1ns. The ephemeris of each satellite is also monitored and
updated from the ground station, using a combination of least-squares analysis
of past data (1 week), and a Kalman filter to predict the future ephemeris.
The accuracy of satellite position is better than 10m.
We now come to the last thorny issue: how to make target receivers that don’t
require atomic clocks! The solution is very clever, and illustrated for the case
of two-dimensions; the arguments for three dimensions are the same. In two
dimensions, the range measurements from two sources locate the target on one
of two points (the intersection of two circles). Suppose that the target clock
is too slow by an amount
˜
t, so that the range estimate is
r + ˜ r = c(t +
˜
t).
The estimated range circles are too large, and the estimated location of the
target too far from the baseline. Introduce a third satellite now so that the
intersections of the circle pairs now occur at six points. Three of these are
very close, and indicate the approximate true solution. The trick is to find the
correction for
˜
t that puts the three close solutions onto a single point. This
single point is near the centroid of the three approximate points, and represents
the best position solution. The target time base can be kept up to date by
22.2 Global Positioning System (GPS) 157
performing this check for every set of signals. Hence, the two-dimensional
timing problem is solved with three satellites; the three-dimensional timing
problem is solved with four satellites.
The position specification for GPS is 25m, at the 95’th percentile. This is a re-
markable feat, given that it is an absolute measure over the entire surface and
atmosphere of our 6000km-radius Earth. Major sources of error include: clock
base and satellite navigation (≈ 2.5m), ionosphere and troposphere electro-
magnetic variations (≈ 2.5m), and inaccuracies in the receiver and multipath
(≈ 2m). GPS is also subject to selective availability or S/A, the addition of
a slow-varying random component in the satellite ephemeris data. Selective
availability is controlled by the United States Department of Defense, and de-
grades the position specification to 100m (typical). The advent of differential
GPS solved most of the S/A concerns of American allies, by providing high-
accuracy navigation in local areas. The idea here is that a stationary target
can detect the effects of S/A (since it is not moving) and then transmit the
corrections over a small geographical area. Many current GPS receivers are
capable of decoding these local corrections, which are then applied to their
own satellite navigation processing. Differential GPS typically provides 1-2m
accuracy.
Finally, as with the acoustic navigation systems described, an independent
altitude measurement will enhance the accuracy of GPS, essentially reducing
a three-dimensional to a two-dimensional problem.
158 22 CARTESIAN NAVIGATION
159
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Short notes indicate how the reference is related to the text.
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The influence of thruster dynamics on underwater vehicle behavior and their
160 23 REFERENCES
incorporation into control system design, D. R. Yoerger, J.G. Cooke, and J.-
J. E. Slotine, IEEE J. Oceanic Engineering, 15:167-178, 1990. First-order
nonlinear thruster model.
Toward an improved understanding of thruster dynamics for underwater ve-
hicles, A.J. Healey, S.M. Rock, S. Cody, D. Miles, and J.P. Brown, Proc.
IEEE Symposium on Autonomous Underwater Vehicle Technology, pp 340-
352. 1994. Second-order nonlinear thruster model.
Accurate four-quadrant nonlinear dynamical model for marine thrusters: The-
ory and experimental validation, R. Bachmayer, L.L. Whitcomb, and M.A.
Grosenbaugh, IEEE J. Oceanic Engineering, 25:146-159, 2000. State-of-the-
art in thruster modeling.
Acceleration and steady-state propulsion dynamics of a gas turbine ship with
controllable-pitch propeller, C.J. Rubis, Proc. SNAME Annual Meeting, No.
10, 1972.
Governing ship propulsion gas turbine engines, C.J. Rubis and T.R. Harper,
SNAME Trans., 94:283-308, 1986.
Flow-Induced Vibrations, 2nd Edition, R.D. Blevins, Van Nostrand Reinhold,
New York, 1990. Cable strumming.
Modern Control Engineering, K. Ogata, Prentice-Hall: Englewood Cliffs, NJ,
1970. SISO linear control.
Circuits, Signals, and Systems, W.M. Siebert, MIT Press: Cambridge, MA,
1986. General reference on transforms.
Applied Nonlinear Control, J.J.-E. Slotine and W. Li, Prentice-Hall: Engle-
wood Cliffs, NJ, 1991.
Feedback Control Theory, J.C. Doyle, B.A. Francis, and A.R. Tannenbaum,
Macmillan: New York, 1992. Loopshaping concepts.
Control Engineering: A Modern Approach, P.R. B´elanger, Sauders College
Publishing, Philadelphia, 1995. General control reference.
Introduction to Dynamic Systems, D.G. Luenberger, Wiley: New York, 1979.
161
Dynamic programming and LQR derivation.
Applied Optimal Estimation, A. Gelb, ed., MIT Press: Cambridge, 1988.
Kalman filter practical aspects.
Linear Optimal Control Systems, H. Kwakernaak and R. Sivan, Wiley: New
York, 1972. Kalman filter derivation and properties.
Multivariable feedback design: concepts for a classical/modern synthesis, J.C.
Doyle and G. Stein, IEEE Trans. Automatic Control, 26:4-16, 1981. Seminal
paper on LTR.
A tutorial on the LQG/LTR method, M. Athans, Proc. American Control
Conference, pp 1289-1296, 1986.
Multivariable control of a submersible using the LQG/LTR design methodol-
ogy, R. Martin, L. Valavani, and M. Athans, Proc. American Control Confer-
ence, pp 1313-1324, 1986. More tutorial LTR.
Optimal Control, F.L. Lewis and V.L. Syrmos, Wiley: New York, 1995. Gen-
eral reference on LTR.
Numerical Recipes in C, 2nd Edition, W.H. Press, S.A. Teukolsky, W.T. Vet-
terling, and B.P. Flannery, Cambridge University Press: Cambridge, UK,
1992. Function minimization.
Spectral Analysis in Engineering, G.E. Hearn and A.V. Metcalfe, Halsted:
New York, 1996. Transfer functions from spectral analysis.
NAVSTAR: Global positioning system – Ten years later, B.W. Parkinson, S.W.
Gilbert, Proc. IEEE, 71:1177-1186, 1983. The whole issue is in fact dedicated
to global positioning systems. There is another such issue: IEEE Proc. Vol.
87, No. 1, 1999.
162 23 REFERENCES
163
24 PROBLEMS
Many of the following problems use data presented by Fossen and in Principles
of Naval Architecture.
1. Inertial dynamics. The gas generator turbine of a LM-2500 marine
engine rotates at p = 10, 000rpm (revolutions per minute), and has a
mass of approximately 200kg. The following question pertains to the
inertial forces experienced by this spinning rigid body, with I
xy
= I
xz
=
I
yz
= x
g
= z
g
= 0.
Because of high rotational speed, the turbine is exceedingly sensitive to
lateral balancing. Estimate the net force that the radial bearings would
have to support for a 1mm mass imbalance, say, y
g
= 1mm with respect
to the spin axis.
2. Kinematics. Although dead-reckoning is not recommended as a method
for long-term navigation, it can be quite useful for pre-planning trajec-
tories. For example, consider a surface vessel heading profile as follows:
t = 0 φ(t) = 0 rad
0 < t <= 60s φ(t) = t/60 π/4 rad
60s < t < 240s φ(t) = π/4 rad
240s < t < 300s φ(t) = (300 −t)/60 π/4 rad
t = 300s φ(t) = 0 rad
φ
π/4
t = 60s t = 0s t = 240s t = 300s
y
x
φ
What is the total distance traveled in the Cartesian x direction during
these five minutes? You may assume that the forward speed of the vessel
is u = 1m/s, and that there is no significant sideslip. Hint: Break the
trajectory up into three parts, which can be evaluated separately.
164 24 PROBLEMS
3. Coefficients and system modeling. Consider a weather vane in a
wind of velocity U
o
. If θ is the angle of the vane with respect to the wind
direction,
(a) Write the single-degree of freedom (N) linearized equations of mo-
tion about the fixed axis 0.
(b) Write N
θ
, N
˙
θ
, and N
¨
θ
in terms of N
v
, N
r
, N
˙ r
, etc..
(c) If we consider the differential equation
A¨ y(t) + B ˙ y(t) + Cy(t) = 0,
the condition for stability is that A, B, and C must have the same
sign. Express this requirement in terms of the derivatives in the
previous question. Give physical interpretations for what would
make such a device stable or unstable.
(d) Create a numerical model of this system, using the MATLAB ODE
solver ode45. The system equation can be written as two first-order
equations:
d
dt

˙
θ
θ
¸
=
¸
−B/A −C/A
1 0
¸
˙
θ
θ
¸
.
Simulate the system response to nonzero initial conditions (e.g.,
θ(0) = 1,
˙
θ(0) = 0). Discuss, using several examples, response
sensitivity to B and C, which are related to the aerodynamic coef-
ficients. For example, look at the range ¦A, B, C¦ = ¦1, ±3, ±3¦.
U
ο
x
y
θ O
165
4. Hydrodynamics. The figure below shows some characteristic fluid
force curves versus a motion parameter. Give the linear hydrodynamic
coefficient at two different operating conditions, origin O and A: is it
zero, small, finite positive, finite negative?
F F F
A A A O
O O
u u u
5. Second-order system. Consider the vibration of a mass-spring-dashpot
system:
m¨ x + b ˙ x + kx = 0,
wherein all the coefficients are positive and real (i.e., physical).
(a) Set x(t) = e
st
, and find two solutions for s in terms of m, b, and k,
using the quadratic formula. The solution pairs depend on whether
b exceeds a critical value: what is the critical value and how do the
solutions change?
(b) From the initial condition x(0) = x
o
, and ˙ x(0) = 0, find the coeffi-
cients for the general solution
x(t) = c
1
e
s
1
t
+ c
2
e
s
2
.
in terms of x
o
, s
1
, and s
2
. What do you think will happen when
s
1
= s
2
?
(c) Write this x(t) for sub-critical b (that is, complex s) in terms of the
standard parameters
166 24 PROBLEMS
ω
n
=

k
m
(undamped natural frequency)
ζ =
b
2

km
(damping ratio)
ω
d
= ω
n

1 −ζ
2
(damped natural frequency).
Give your answer in terms of a real exponential multiplied by a
single sine or cosine, and make a sketch.
(d) Sketch the response x(t) for supercritical b, i.e., both s are real, for
the same initial conditions. What happens when the roots s
i
are
far apart vs. when they are close together?
(e) Consider now the case where an input acts to drive the mass from
zero initial conditions:
m¨ x + b ˙ x + kx = u.
This equation defines a system, with input u, and output x. Using
the Laplace transform, write the transfer function for this system,
i.e., the impulse response, both in frequency (Laplace) space, and
in the time-domain. Make a sketch of the time-domain result. Be
sure to cover both the sub-critical and super-critical damping cases.
(f) What is the step response of this system, in both the subcritical
and super-critical damping cases? Include sketches.
6. Submarine roll dynamics and control. A submarine has weight
1200t (tons) and the center of gravity is 0.5m above the center of buoy-
ancy (What can you conclude?). The rolling motion can be assumed
to be decoupled from the other motions. This submarine has anti-
rolling fins to ensure stability. The control hydrodynamic derivative is
K
δ
= −2.8tm per degree of fin rotation δ, at a forward speed of 5m/s.
(a) Write the equation of motion for roll (K).
(b) If the automatic control law δ = k
1
ψ is used, where ψ is the roll
angle, what range of k
1
ensures stability?
167
(c) If the speed suddenly drops to 2.5m/s, how does the range of sta-
bilizing k
1
change?
7. Steering. Draw curves of rudder angle δ vs. yaw rate r for a dynamically
stable surface vessel, and then for an unstable vessel. Indicate areas
where the vessel turns against the rudder action.
8. Submarine pitch/heave dynamics. Consider a submarine moving
forward at speed U, and restricted to small motions in the vertical (x−z)
plane. Assume that:
• The submarine is symmetric in the x − y plane and y
G
= 0. The
submarine is not symmetric in the x −z plane due to the sail, etc.,
but assume it is nearly symmetric, so that you can omit certain
hydrodynamic terms.
• At rest, the submarine is neutrally buoyant and stable with the x
and y axes horizontal. What does this tell us about the magnitude
of the buoyant force and where it acts with respect to the center of
weight?
(a) Derive the equations of motion for the submarine moving at speed
U.
(b) Derive the hydrostatic, restoring pitch moment for small pitch θ.
(c) Linearize the inertial terms in the equations of motion.
(d) Expand the fluid forces and moments in terms of the motions. Omit
nonlinear and memory effects, and be sure to include the hydrostatic
moment. Explain your choices.
(e) Write out the complete linearized equations of motion. Does surge
decouple from pitch and heave? Write out the coupled equations in
matrix form.
(f) Can the submarine be stable in pitch without feedback control?
Can the submarine be stable in depth without feedback control?
9. Submarine stability via slender body theory.
(a) An underwater vehicle hull has the shape of a circular cylinder,
except at the very ends, where it rapidly tapers down to a point. If
168 24 PROBLEMS
the radius is 0.5m, length is 17m, and speed is 2m/s, use slender-
body theory to express the following coefficients: Z
˙ w
, M
˙ q
, and M
w
,
all referenced to the body midpoint.
(b) It turns out that in order to match the lift and moment of the hull
in experiments, a flat tail of radius 0.4m has to be included in the
slender-body estimate. Determine the corrected value for M
w
, and
in addition compute Z
w
. Where is the aerodynamic center with
respect to the center of the hull, and is this hull stable in pitch?
Recall that the aerodynamic center is the equivalent location of the
observed lift force that creates the observed moment.
(c) A fin with pre-determined lift slope of 3.6/rad is to be applied at
the tail to make the device just stable in pitch. How big is the
required fin area that brings the net M
w
to zero, as desired?
10. Lifting surfaces. Using the lifting surface formulas, estimate the coef-
ficient K
v
of a submarine sail as shown below, for U = 10m/s.
15m
10m
7m
11. Slender body theory. Consider a long ellipsoidal body of length l and
diameter d.
(a) With l/d = 7.0, approximate the cross-body added mass, using
slender-body theory, and compare it with the exact results from
the table below (Blevins).
(b) Perform the slender body calculation also for a sphere, and compare
again to the exact result.
(c) What is the added mass in the in-line direction?
169
Sphere added mass: 2ρπa
3
/3
Ellipsoid cross-body added mass: 4αρπab
2
/3
where a/b = 0.1: α = 0.075
0.2: 0.143
0.6: 0.355
1.0: 0.500
2.0: 0.704
5.0: 0.894
7.0: 0.933
10.0: 0.960
∞: 1.000
Ellipsoid longitudinal added mass: 4αρπab
2
/3
where a/b = 0.1: α = 6.148
0.2: 3.008
0.6: 0.908
1.0: 0.500
2.0: 0.210
5.0: 0.059
7.0: 0.036
10.0: 0.021
∞: 0.000
2a
2b
12. Submarine pitch stability with various methods. We will calculate
the pitch derivative due to an angle of attack, M
w
, for a small submarine,
using several different methods.
The submarine is a rotationally symmetric ellipsoid with L/D = 7, L =
35m. We fix the body origin to the midpoint as shown below. The body
170 24 PROBLEMS
is appended with two fins as shown in the figure: each has an area of
1m
2
, geometric aspect ratio of 3, and has its longitudinal center of action
1m forward of the body stern.
(a) Apply wing theory to characterize M
w
due to the fins alone.
(b) Apply slender body theory to estimate M
w
for the body alone.
(c) Linearize the Munk moment, and give a corrected slender-body
value for M
w
of the body.
(d) Apply Jorgensen’s approximate formulas to estimate M
w
for the
body; make linearizations where necessary.
(e) Use the experimental data from Hoerner (p. 13.2) below to estimate
M
w
for the body.
(f) Use the Hoerner result and your result from wing theory to write a
net M
w
for the body plus fins.
(g) What is the location of the net aerodynamic center? If it has an
unstable location forward of the midpoint, what increase in fin area
would bring it back to the midpoint?
(h) What is the diameter of a flat stern that will allow the slender body
theory to give the same moment as the Hoerner (experimental)
data, for the body alone?
(i) What is the diameter of a flat stern that allows the approximate
formulas of Jorgensen to give the same moment as the Hoerner data,
for the body alone?
Hoerner p. 13.2:
Symmetric body of revolution with L/D = 6.7.
Force and moment referenced to body midpoint:
Z = −0.5ρU
2
D
2
C
ydb
tan(w/u). C
y
= 1.20.
M = 0.5ρU
2
D
2
LC
nb
tan(w/u). C
m
= 0.53. DESTABILIZING
171
1m
Each fin: 1m area
AR = 3
2
L = 35m
y
x
L/D = 7
13. Cable dynamics. A towing cable is steel-jacketed, with diameter 3cm,
an effective extensibility of E = 100 10
9
Pa, and a density of ρ
c
=
5000kg/m
3
. The vehicle it tows is streamlined, and has negligible mass
(M). If we are towing at low speed and L = 4000m depth,
(a) Calculate ω
1
, the first undamped natural frequency in heave, with
mL >> M.
(b) If the vessel heaves with a P = 2m amplitude and a 4.5-second
period, what is the dynamic tension amplitude at the top (s = L) of
the cable? The formula for this dynamic tension (with mL >> M)
is
˜
T = EAPk sin(ks)/cos(kL), where A is the cross-sectional area
of the cable, k = ω

m/EA, and m is the cable mass per unit
length.
(c) Taking into account the static tension induced by in-water weight,
does the cable unload at the surface, for the heaving conditions
above?
14. Cable mechanics (hard!). You are asked to assess the operational
envelope of a cable/vehicle system which has been installed on a vessel.
The cable is steel-jacketed, with diameter 3cm, an effective extensibility
of 100 10
9
Pa, and a density of 5000kg/m. The vehicle is streamlined,
and has a mass (material plus added) of 100kg.
(a) The towing angle at the vessel cannot exceed 25deg from vertical,
for reasons of deck and crane geometry. If this angle is considered
equal to the critical angle φ
c
, what is the maximum speed for the
system? Assume the normal drag coefficient of the cable is C
n
=
1.2.
172 24 PROBLEMS
(b) Considering the undamped, uncoupled axial dynamics, express the
natural frequency as a function of the vehicle depth, and sketch the
curve. If the fastest waves that the surface vessel responds to have
period 4s, what is the “threshold” operating depth?
(c) The undamped, uncoupled lateral dynamics follow the equation
(m + m
a
)

2
q
∂t
2
=
¯
T

2
q
∂s
+ w
n
sin
¯
φ
∂q
∂s
,
where m
a
is the added mass of the cable per unit length, and w
n
is
the in-water weight of the cable. Separation of variables q(s, t) =
˜ q(s) cos ωt gives
¯
T

2
˜ q
∂s
2
+ w
n
sin
¯
φ
∂˜ q
∂s
+ w
n
γ˜ q = 0,
where γ = (m + m
a

2
/w
n
. Simplify this expression by writing
¯
T = w
n
s (the vehicle weight effect is small), sin
¯
φ · 1 (the cable is
nearly vertical), and then use the substitution z = 2

γs to arrive
at the Bessel equation
z
2

2
˜ q
∂z
2
+ z
∂˜ q
∂z
+ z
2
˜ q = 0.
The derivatives can be transformed from s to z coordinates via the
chain rule:
∂˜ q
ds
=
∂˜ q
∂z

∂z
∂s

2
˜ q
ds
2
=

2
˜ q
∂z
2

∂z
∂s

2
+
∂˜ q
∂z


2
z
∂z∂s

∂z
∂s
.
(d) The equation above has a solution of the form ˜ q = cJ
0
(z), where
c is a constant to be found, and J
0
(z) is the zero’th order Bessel
function of the first kind. If ˜ q(s = L) = Q, that is, we impose a
harmonic input at the top, find c in terms of Q and z(s = L). What
condition makes ˜ q blow up, indicating a resonance frequency ω
n
?
173
(e) Recalling that strumming occurs when ω
n
· 0.2U/d, construct a
graph of towing velocities vs. deployment depths for which the
strumming would be centered. Include at least the three lowest
modes in your sketch, and discuss the trends for the higher modes.
J
0
(x) = 0 for for x · π(n −0.25), n = 0, 1, 2, , especially when x
is large. You should find that strumming is hard to avoid in deep
towing applications!
15. Vessel heading control. We consider the yaw/sway dynamics of a
high-speed container ship. All the calculations below are to be made in
nondimensional coordinates, so you do not need to perform any trans-
formations in this question.
(a) The nondimensional system with states x

= [v

, r

] evolves accord-
ing to dx

/dt

= Ax

+ Bδ, where
A =
¸
−0.90 −0.42
−4.8 −2.3
¸
, B =

−0.13
1.4
¸
.
If the output is yaw rate r

, i.e., C = [0 1], write the transfer
function r

(s)/δ(s) = C(sI − A)
−1
B. Use matrix inversion for the
22 matrix (sI −A), perform the matrix multiplications, and then
use the quadratic formula if necessary to express your answer as
r

(s)
δ(s)
= K
s + z
1
(s + p
1
)(s + p
2
)
,
where K is a constant gain, −z
1
is the zero (there is one real zero),
and [−p
1
, −p
2
] are the two poles of the second-order system. Are
both poles stable?
(b) For the purposes of autopilot design, the transfer function φ(s)/δ(s)
is crucial. Fortunately, all you have to do is divide r

(s)/δ(s) by an-
other factor of s to account for the fact that dφ/dt

= r

. Sketch all
the poles and zeros of the plant transfer function P(s) = φ(s)/δ(s)
on a root locus plot.
174 24 PROBLEMS
(c) A PID controller C(s) will work to stabilize the heading angle,
and brings to P(s)C(s) one additional pole at the origin, and two
arbitrary zeros. Demonstrate a rough PID design by devising two
controller zero locations that will attract the closed-loop poles into
the left-half plane. Draw the path that you expect each closed-loop
pole to follow, as the control gain increases from zero to very large
values.
You do not need to calculate the PID gains that go with your pro-
posed zero locations.
16. Full-state feedback of a submarine. The coefficients governing the
pitch/heave dynamics of a Deep Submergence Rescue Vehicle (DSRV)
are given below. They are nondimensionalized as in the lecture notes,
using the factors ρ/2, U, and L.
I

xx
= 0.000118 M

q
= −0.0113 Z

q
= −0.0175
I

zz
= 0.00193 M

˙ q
= −0.00157 Z

˙ q
= −0.000130
x

G
= 0 M

w
= 0.0112 Z

w
= −0.0439
m

= 0.0364 M

˙ w
= −0.000146 Z

˙ w
= −0.0315
U = 2.0m/s M

δ
= −0.0128 Z

δ
= −0.0277
L = 15.0m M

θ
= −0.156/U
2
(a) Write the linearized (nondimensional) dynamics in the matrix form
˙ x = Ax + Bu, where the input u = δ, and the state vector is
x = [w

, q

, θ, Z

]. Z

here is the elevation of the vehicle in inertial
coordinates; your approximation for
˙
Z

should include both w

and
θ.
(b) Is the DSRV vehicle open-loop stable, that is, without control action
δ? You can assess this either by finding the eigenvalues of your A-
matrix above, or by computing the stability parameter C

.
(c) In preparation for controller design, create a simulation using Mat-
lab. Make a graph of the open-loop step response, showing all the
dimensional state variables versus dimensional time.
(d) Assuming that all the states can be measured accurately, a full-
state controller δ = −Kx can be used, where K is a 1 4 gain
matrix. Under this control, the system dynamics are governed by
175
˙ x = (A − BK)x, so that if A − BK has all negative eigenvalues,
the system is stable.
Use the Matlab function place to put the four closed-loop poles at
g(−0.95 ± 0.31i) and g(−0.59 ± 0.81i), g = 1. Demonstrate that
your closed-loop design is stable against nonzero initial conditions.
What are the effects of increasing or decreasing g?
Note that the pole locations suggested above are with respect to
the dimensional system, i.e., using dimensional time.
17. Nyquist stability. The inverted pendulum shown below is often used
as a simple model for rocket flight, and can also illustrate the dynamic
behavior of an unstable ocean vessel which is propelled from the stern,
e.g., a barge being pushed by a tugboat.
For this problem, we assume that all of the mass (m) is concentrated
at the distal end of an arm of length l; a high-performance positioning
system sets the horizontal position of the cart u
o
.
u
o
m
φ
g
l
A Lagrangian derivation of the dynamics gives:
¨
φ =
g
l
sin(φ) −
1
l
cos(φ)¨ u
o
.
Note that the acceleration of the cart is now considered to be the input
to the plant, e.g., u = ¨ u
o
.
(a) If the observation is taken to be the angle of the bar φ, i.e., y =
φ, write the state-space representation of the dynamics linearized
about the point φ = 0.
176 24 PROBLEMS
(b) Show that this plant is fully state observable and controllable.
(c) Now make the assumption that l = 1, and g = 1 (it can be achieved
through a proper nondimensionalization) What is the transfer func-
tion of the plant, P(s)? Use this plant model for the rest of this
question.
(d) Where are the plant poles and zeros, if any?
(e) A stabilizing controller is not hard to find, and a suggested one is:
C(s) =
−4(2s + 1)
s + 2
.
Create a rough Nyquist plot of the loci of P(s)C(s), for the frequen-
cies ω = [0, 2.2, ∞]rad/s. These three frequencies are all that you
need to sketch the overall shape; there are no hidden loops or other
features. In the case of ω = 2.2, for which you will need to make
explicit calculations, you may find the following identity useful:
a + jb
c + jd
=
(a + jb)
(c + jd)
(c −jd)
(c −jd)
=
(ac + bd) + j(bc −ad)
c
2
+ d
2
.
Be sure to include the complex-conjugate points for −ω on your
plot.
(f) Invoke the Nyquist stability criterion to confirm that the closed-
loop system is stable.
(g) About how many degrees of phase margin does this design provide?
What reduction in low-frequency gain can be tolerated? Is it a
reasonable design?
18. Root locus and loopshaping. The parameters governing the surface
maneuvering of a high-speed container ship are given below for reference:
m

0.00792 I

zz
0.000456 x

G
−0.05
L 175.0m U 8m/s Y

˙ v
−0.00705
Y

˙ r
0.0000 Y

v
−0.0116 Y

r
0.00242
Y

δ
−0.00258 N

˙ v
0.0000 N

˙ r
−0.000419
N

v
−0.00385 N

r
−0.00222 N

δ
0.00126
177
Note that the center of vessel mass is located aft of the origin; for this
model, the origin coincides with the center of added mass, so that Y
˙ r
=
N
˙ v
= 0. The nondimensional system with states x

= [v

, r

] evolves
according to dx

/dt

= Ax

+ Bδ, where
A =
¸
−0.90 −0.42
−4.8 −2.3
¸
, B =

−0.13
1.4
¸
.
The relevant output is yaw rate: C = [0 1] and D = 0. For the purposes
of autopilot design, however, the transfer function φ(s)/δ(s) is needed.
The following steps create two heading autopilots, using the root-locus
and loopshaping techniques. In addition to the Matlab commands listed
below, you will find very useful the convolution function conv() which
can be used to combine systems, e.g., for numerators,
numPC = conv(numP,numC);. Also, be sure that you equalize axis scal-
ing for your plots in the complex-plane, by using axis(’equal’);.
(a) Use the Matlab command tf(), or ss(), to create a system model
of the open-loop transfer function P(s)C(s), using the plant above
and a PID-type controller:
C(s) = k
p

1 + τ
d
s +
1
τ
i
s

.
The actual numerical values for k
p
, τ
d
, and τ
i
are to be found in the
next step.
(b) Using τ
d
= 2 and τ
i
= 6 as suggested values, use the Matlab com-
mand rlocus() and then rlocfind() to select a controller gain
k
p
, that puts the three slow poles in the following sector: 1) min-
imum undamped frequency (nondimensional) of 0.3, 2) maximum
frequency of 0.5, and 3) minimum damping ratio 0.7. Give a root
locus plot, with your pole locations clearly marked on top of the
trajectories taken as k
p
varies. You don’t need to show the fourth,
fast pole, which will be quite far to the left.
(c) Apply the k
p
you selected to P(s)C(s), and then use the Matlab
functions feedback() to create the resulting feedback system, and
178 24 PROBLEMS
step() to plot the closed-loop system response to a step input in
desired heading.
(d) Use the Matlab command nyquist() to make a Nyquist plot of
P(s)C(s) for your design. Make a visual estimate of the gain and
phase margins.
(e) An alternate approach for controller design of this stable plant
is loopshaping: For the open-loop function L(s) = ω
c
/s, where
ω
c
= 2.0, invert the plant to come up with a compensator: C(s) =
L(s)/P(s). This design has infinite gain margin and 90 degrees
phase margin.
(f) As above, create the feedback system, and plot the closed-loop step
response.
(g) The loopshaping control is not quite a PID-controller; how does it
differ, and what would L(s) have to contain to make it a PID?
(h) The controllers you just designed are in nondimensional time coor-
dinates; give the P,I, and D gains for use on a real time scale, for
the root-locus design.
19. LQR. Consider the state-space system and LQR design:
A =
¸
0 −1
1 0
¸
,
B = [1 0]
T
C = [0 1]
D = 0
Q = C
T
C
R = ρ.
The plant is an undamped oscillator with undamped poles at ±j. Note
that the plant output is position for this problem.
(a) What is the control gain K in terms of ρ? Hints: There are two
solutions for p
12
; choose the positive one. Also, the expression for
p
22
is messy; luckily, you won’t need to use it.
179
(b) Determine the limiting approximations for K with ρ very small
and very large – these are the cheap control and expensive control
problems.
(c) Derive the limiting closed-loop pole locations for ρ −→0, giving the
frequency and damping ratio of the Butterworth pattern in terms of
ρ. You can get the characteristic equation for the poles as det(sI −
(A−BK)) = 0, and then make it fit the form s
2
+ 2ζω
n

2
n
= 0.
20. LQR. Consider the first-order, unstable system governed by ˙ x = x +u,
for which the output is y = x. The state-space matrices are A = B =
C = 1.
(a) Solve the LQR Riccati equation for P, for the case Q = C
T
C and
R = ρ. Your answer should give a positive P as a function of ρ
alone.
(b) Consider the cheap-control problem, with ρ →0. Write the leading-
term approximations for P and then K, and compute the eigenvalue
(there is only one) of the closed-loop system. Note that eig(M) =
M, if M is a scalar instead of a matrix.
(c) Now look at the expensive-control problem, with ρ → ∞. Again,
write the approximations for P and K, and find the closed-loop
system eigenvalue.
21. LQG/LTR. For the inverted pendulum plant (see previous question)
with state-space matrices
A =
¸
0 1
1 0
¸
, C = [0 1] ,
the KF Riccati equation yields H = [100 14]
T
, for the choices V
1
=
[100 0 ; 0 0], and V
2
= 0.01.
(a) Compute the open-loop transfer function for the Kalman filter loop:
L(s) = C(sI −A)
−1
H.
180 24 PROBLEMS
(b) Even though this L(s) is unstable, its magnitude plot confirms that
it is a reasonable loopshaping design. What is the low-frequency
gain for this L(s), and what kind of tracking performance should
we expect from the associated LTR design?
(c) Now consider the closed-loop transfer function, which you can write
as S(s) = L(s)/(1 +L(s)) (the sensitivity). What is the character-
istic equation for the closed-loop system, and about what damping
ratio has the Kalman filter provided?
22. LQG/LTR design. The parameters for the linearized sway/yaw mo-
tions of a swimmer delivery vehicle are given below.
% Parameters, all nondimensional except [U,L]
U = 4.0 ; % m/s
L = 5.3 ; % m
Izz = 0.006326 ;
m = 0.1415 ;
xg = 0. ;
Yv = -0.1 ;
Yr = 0.03 ;
Nv = -0.0074 ;
Nr = -0.016 ;
Ydelta = 0.027 ;
Yvdot = -0.055 ;
Yrdot = 0. ;
Nvdot = 0. ;
Nrdot = -0.0034 ;
Ndelta = -0.013 ;
You are asked to develop an LQG/LTR controller for this plant, and it is
suggested that you compose a single Matlab script to perform the steps
in sequence. Please make sure you answer all the questions, and include
a listing of your code. This entire design is made in nondimensional
coordinates.
(a) Plant Modeling and Characteristics
181
i. Construct a state-space plant model, to take rudder angle δ as
an input and give heading angle φ as an output. Please provide
the numerical values for the A, B, C matrices. There should be
three states in your model, with one input channel and one
output channel.
ii. Compute and list the controllability and observability matrices;
is the plant state-controllable and state-observable?
iii. Where are the poles of your plant model? Is this model stable?
iv. Show a plot of your plant’s step response.
(b) LQR and KF Designs
i. Using the Matlab command lqr(), you can compute the LQR
feedback gain K, for given A, B, Q, and R matrices. With the
choices Q = C
T
C, and R = ρ, list K and plot the closed-loop
step responses for the choices ρ = [0.1, 0.001, 0.00001]. How do
the gains and step responses change as you make ρ smaller and
smaller?
Note that the fundamental closed-loop LQR system is
˙
x = (A −BK)x + BKx
desired
y = x,
i.e., the input to the closed-loop system is x
desired
and the out-
put is x. Your plot should show specifically the output φ, for an
input of x
desired
= [v
desired
= 0, r
desired
= 0, φ
desired
= 1]. This
compression can be achieved in one step by premultiplying the
system by C
T
, and post-multiplying it by C:
˙
x = (A −BK)x + BKC
T
y
desired
y = Cx,
ii. The Matlab command lqe() can be used to generate the Kal-
man filter gain H, given design matrices A, C, V
1
, and V
2
. For
the choices V
1
= I
3×3
and V
2
= 0.01, compute H, and make
a plot of the closed-loop step response. Be sure to give the
numerical values of H.
182 24 PROBLEMS
Note that the lqe() command asks for a disturbance gain ma-
trix G; you should set this to I
3×3
. The closed-loop KF system
is as follows:
˙
ˆ x = (A −HC)ˆ x + Hy
ˆ y = Cˆ x,
i.e., the input is the measurement y and the output is an esti-
mated version of it, ˆ y.
(c) Loop Transfer Recovery
The LQG compensator is a combination of the KF and LQR designs
above. With normal negative feedback, the compensator C(s) has
the following state space representation:
˙
z = (A −BK −HC)z + He
u = Kz,
so that the input to the compensator is the tracking error e =
r − y, and its output u is the control action to be applied as
input to the plant. The total open-loop transfer function is the
P(s)C(s); in Matlab, you may simply multiply the systems, e.g.,
sysPC = sysP * sysC ;.
i. Make a log(magnitude) plot of the KF open-loop transfer func-
tion L(s) = C(sI − A)
−1
H, versus log(frequency). You may
find the Matlab command freqresp() helpful. [L(s)[ should
be large at low frequencies, and small at high frequencies, con-
sistent with the rules of loopshaping.
ii. As ρ →0, the product P(s)C(s) →L(s). Demonstrate this by
computing P(s)C(s) for the three different values of ρ above,
and overlaying the respective [P(s)C(s)[ over the plot of part
3a).
iii. Make a closed-loop step response plot for the smallest value of
ρ. How does it compare with the KF step response of part 2b)?
In real LTR applications, the particular values of V
1
and V
2
can be picked
to control the low-frequency gain, and crossover frequency of the open-
loop KF system L(s) = C(sI −A)
−1
H.
183
23. Inertial navigation. A triaxial accelerometer package is aligned with
the [x,y,z] (fwd, port, up) axes of an underwater vehicle. At a particular
instant in time, the three raw accelerations from the strain guages are
[¨ x = −0.96, ¨ y = 0.80, ¨ z = 9.73] meters/second. Note that under the
influence of gravity alone, this sensor will always report that the vehicle
is accelerating upwards.
(a) Ignoring the coupling of Euler small angles, what estimates can
you give for the roll and pitch angles? I suggest that you draw the
measurement vector in the coordinates of the vehicle frame, and
then consider the orientation of the body which would lead to it.
(b) Given that the acceleration due to gravity is 9.81m/s, how do we
know that these are reasonable (but not foolproof!) angle calcula-
tions to make?
184 24 PROBLEMS
24. LQG/LTR design: term project. You are asked to carry out mod-
eling and control system design for the surge dynamics of an oceanic
cable-laying vessel. This vessel needs to have very good speed control
so that the cable, which is being paid out constantly and sinks slowly
under its own weight, lies properly on the seafloor. The bathymetry
for the path is well-known but variable, so the vessel will need to slow
down and speed up frequently. Unexpected deviations in speed from the
calculated trajectory are likely to create loops or kinks in the cable, or
induce large tensions.
vessel length L 145m
draft h 9m
beam b 22m
displacement ∇ 17750m
3
surge added mass m
a
0.07ρ∇
thrust reduction factor t 0.19
wetted surface area A
w
5585m
3
towed resistance coefficient C
r
0.0025
wake fraction at propeller w 0.22
propeller diameter D 7.21m
pitch/diameter ratio P/D 1.1
rotative efficiency η
r
1.025
zero-speed thrust coefficient k
t
(J = 0) 0.6
slope of k
t
with J -0.522
zero-speed torque coefficient k
q
(J = 0) 0.1
slope of k
q
with J -0.0833
rotational moment of inertia I
p
2.03 10
5
kgm
2
engine parameter a 0.876
b 0.208
c 2.173
d -.0939
maximum fuel rate f
m
1.5kg/s
maximum torque Q
m
70000Nm
maximum speed n
m
60Hz
gearbox reduction ratio λ 32
efficiency η
g
0.97
185
It is desired to create a linear controller for the nominal surge motion,
and then demonstrate that it will work with a simulation of the real
nonlinear system, within a neighborhood of the nominal speed.
The vessel is powered by a single gas turbine engine, driving one pro-
peller. The parameters for the vessel, propeller, and engine system are
as given in the table.
The gas turbine torque-speed characteristic fits the relation:
Q
e
Q
m
= −

a
f
f
m
+ b

n
e
n
m
+

c
f
f
m
+ d

,
where Q
e
represents the engine torque in Nm, f the fuel rate in kg/s,
and n
e
the rotation rate of the engine in Hz.
(a) Make a map of the gas turbine characteristics. For instance, make
a contour plot which gives Q
e
/Q
m
(the fraction of maximum torque
developed) as a function of f/f
m
(the fraction of the maximum fuel
rate) and n
e
/n
m
(the fraction of the maximum rotation rate of the
engine).
Be sure to include clipping on your contours, where the calculated
torque exceeds Q
m
. Similarly, the engine cannot develop negative
torque.
(b) Make a table of some steady operating conditions for f
o
/f
m
in the
range of 0.05–0.95, in which you show: advance ratio seen by the
propeller, engine torque, propeller rotational speed, engine rota-
tional speed, and vessel linear speed.
Plot the pairs [f
o
/f
m
, n
eo
/n
m
] on the characteristic plot from Part
1, and assess whether the vessel, engine, and propeller are well
matched to operate over a range of f
o
.
(c) Construct a linear approximation for the plant dynamics around
the operating condition f
o
/f
m
= 0.8. If the plant input is δf, and
the output is δu, list the A, B, C matrices for your plant, and the
eigenvalues. δ here indicates the perturbed value from the steady
state, e.g., f = f
o
+ δf.
186 24 PROBLEMS
(d) Create an LTR-type controller for the plant. First, choose the filter
gains V
1
and V
2
to make the crossover frequency (where the magni-
tude of L(s) = C(sI−A)
−1
H passes through unity) about 0.6rad/s.
This choice corresponds with the closed-loop system being able to
overcome waves with period 10seconds or longer. Note that for this
scalar design, you will be able to move the curve [L(s)[ up or down
on the Bode plot, but you cannot easily change its shape, or move
it side-to-side.
Secondly, recover this loop shape with an LQG-type controller, us-
ing a small control penalty.
You should prepare for this part: a plot of log([L(s)[) versus log(ω),
a listing of your V
1
and V
2
choices, and the A, B, C matrices of your
LQG compensator.
(e) In the event of a current or wind disturbance, the actual vessel
speed will vary from the nominal value. This is not acceptable in
the long term, given that the vessel is laying out a cable.
An integral action can be added quite easily in the LTR design
technique. First, add an integrator to the input of the plant, so
that an “augmented plant” is created. This augmented plant has
one more state than the original plant:
A
aug
=
¸
A B
0 0
¸
B
aug
= [0 1]
T
C
aug
= [C 0]
The idea is to then carry out the KF design and LTR as before, with
the augmented plant model. When this is done, move the integrator
from the augmented plant into the compensator. The addition of an
integrator channel to the plant or compensator can be accomplished
with the command sysPaug = sysP * tf([0 1],[1 0]) ;, for ex-
ample.
Present a figure of [L(s)[ and the other quantities as you gave them
in Part 4. This is to be kept as a separate controller design.
(f) For the purpose of demonstrating your controllers, construct a non-
linear simulation of the plant system, with input f. You don’t
187
need to show anything for this task; it is mostly to verify that
the steady conditions you calculated above, with f = 0.8f
m
, are
actually steady conditions from the point of view of the whole sim-
ulation. You may wish to use global variables in Matlab so that
you don’t have to type everything in more than once.
(g) Augment your simulation above with the compensator dynamics. If
the compensator has states z, and your simulation has states [u, n
p
],
make a new state vector [u, n
p
, z]. You will propagate the first two
states as usual with the nonlinear equations and the fuel rate f as
input. The compensator states z are propagated by a set of system
matrices [A
c
, B
c
, C
c
], which you just designed. Note that the input
to the compensator is an error signal: e = r − u, where u is the
speed of the vessel and r is a reference speed. The output of the
compensator is then fuel rate f.
We are interested mainly in disturbance rejection, for which you
will just set r = u
o
, the steady condition speed. Recall that you are
implementing a controller for operation about a nominal condition;
whenever your compensator generates f from the error signal, be
sure to then add on 0.8f
m
, the part needed to keep us near the
steady condition.
Demonstrate four properties, showing time-domain simulations for
each:
• The first controller, without integral action, does not com-
pletely reject steady disturbances. I suggest you implement
a disturbance as an acceleration:
uprime = uprime + k. In the absence of a controller, this
line would drive the system with an additional acceleration of
km/s
2
, thus modelling the effects of steady wind or current.
This line is to be added after computing the usual parts of
uprime.
• The first controller does not reject high frequency disturbances.
A suggestion is to let
uprime = uprime + k*sin(10*omega_c*t), where omega_c is
the crossover frequency. This adds an oscillating acceleration
at ten times the crossover frequency.
• The first controller does, however, reject some lower frequency
disturbances. For example, try
188 24 PROBLEMS
uprime = uprime + k*sin(omega_c/10*t)/100. Note the ex-
tra factor of 100 is included so that the result can be compared
directly with the high-frequency disturbance case above. The
effect of an acceleration disturbance onto the observed output,
velocity u, scales with the inverse of the frequency.
• The second controller, with integral action, rejects steady dis-
turbances. Use the same approach as above for steady distur-
bances
(h) What is the propeller response during the high-frequency distur-
bances? Is it reasonable or do we need to slow down the controller
bandwidth?

These notes were developed in the instruction of the MIT graduate subject 13.49: Maneuvering and Control of Surface and Underwater Vehicles. We plan many enhancements; your comments are welcome!

Maneuvering and Control of Marine Vehicles Latest Revision: January 11, 2002 c Michael S. Triantafyllou and Franz S. Hover

. . . . .2. . . .2.6 Determinant . . 1. . . . . . . . . . 1. . . . . . . . .1 Definition . . . . . .1. . . . . . . . . . . . . 1. . . . . .2. . . . . . 1. .2 Vector Magnitude . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . . . . . . 1. . . . . . . . 3. 2. . . . . . .2. . . . . . . . .3 Multiplying a Matrix by a Matrix . . . . . . . .1 Rotation of Reference Frames . . . .2 Linear Momentum in a Moving Frame . . . . . . . . . . . . . 3 VESSEL INERTIAL DYNAMICS 3.3 Convolution Theorem . . . . . . . . .1. . . . . . .9 Eigenvalues and Eigenvectors . . . . . . . . .1.1 Moving Frame Affixed to Mass . . . . .2. 1. . . . .1 Definition . . . . . . . . . . . . . . . . . . .4 Solution of Differential Equations by Laplace 2 KINEMATICS OF MOVING FRAMES 2. . . . . . . 1. . . .3 Example: Mass on a String . .2. . . . . . .4 Dead Reckoning . . . . . . . . . . . . . .1 Definition . . . . . . . . . . . . .2 Matrices . . . 3. . 1. . . . . . . . . . . . . . . . . . . . . .3 Rate of Change of Euler Angles . . . . . .1. . . . . . . . . . . . .1 Vectors . . . .5 Transpose . . . 2. . . 3. . . . .3. . . . . . . . .2. . . . . . . 1. .2 Multiplying a Vector by a Matrix . . . . . . . . . . .2 Convergence . . . . .2 Rotating Frame Attached to Pivot Point i . . . .8 Trace . 2. 1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Momentum of a Particle . . . . . . . . .3. . . . . . . . . . .4 Common Matrices . . . . . . . . . . 1.7 Inverse . 1. . . . . . . . . . . . . . . . . . . . . . . .Contents 1 MATH FACTS 1. . 1. . . . . . . . . . 1. . . . .3. . . . . .3. . . . . . . . . . . . . . . . .3 Vector Dot Product . . . . . . . . . . . .3 Laplace Transform .2. . . . . . . . . . . .11 Singular Value . . .3. . .10 Modal Decomposition . . . . . .3. . . . 1. . . Transform 1 1 1 2 2 2 3 3 3 4 4 5 5 6 7 7 9 9 11 11 11 11 13 14 14 16 18 19 20 20 21 22 23 23 . . . .2. 1. . . . . . . . . . . . . .2 Differential Rotations . . . . . 1. . . 1. . . . . . . . . . . . . . . . . . . . . . . . . . 1. 1. . . . . . . .4 Vector Cross Product . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3. . . 1. . . . . . . . . . . . . . . . . . . . . . . . . . .2. .

. . . . . . . . . . .2 Surface Vessel Linear Model . . . . . . .3. 4. . . . . . . . . . . . . .3. . . ii . .2 Zig-Zag Maneuver . . . . . . . . . .4 3. . . . . . . . . . . . . . . . . . . . . .5. .3 Similitude in Maneuvering . 3. 4. . . 7. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5. . . . . . . . . . .7 Stability in the Vertical Plane . . . . . 7 STANDARD MANEUVERING TESTS 7. . .1 Taylor Series and Hydrodynamic Coefficients . . . . . . . . . . . . . . . . . . 6 CAPTIVE MEASUREMENTS 6. . . 4. . 7. . . . . . . . . . . . . . .1 Towtank . . . . . . . . . . . . 6. . .5. . . . . . . .6 Summary of the Linear Maneuvering Model . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 SIMILITUDE 5. . . . . . . 6. . . . .2 Common Groups in Marine Engineering 5. . . . . . . . . . . . . . .1 Phase 1: Accelerations Dominate . .3. . . . . . .7 3. .3 Planar-Motion Mechanism .2 Phase 3: Steady State . . . . . . . . . .5. . . . . . .1 Use of Nondimensional Groups . . . . . . . . . . 5.3 Stability of the Sway/Yaw System . . . .2 Rotating Arm Device . . . . .6 3. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Parallel Axis Theorem . . . . . . . . . . . . . . . . . . . . .1 Drift Angle . . . . . . . . . . 3. . . . . . . . . . . . . . . . . . . . .4 Basic Rudder Action in the Sway/Yaw Model . . . . . .2 y-axis . . . . .4 Roll Equation Similitude . . . . . . . .1 Adding Yaw Damping through Feedback 4. . . . . .5. . . . . . . . . . . . . . . . . . .2 Heading Control in the Sway/Yaw Model 4. . . . . . . . . . .3 Stationary Frame Angular Momentum . . . . . . . . . . . . .1 Dieudonn´ Spiral . . . 24 24 26 26 27 27 28 28 30 30 31 32 34 36 36 37 37 37 38 38 40 40 42 44 46 48 48 48 49 52 52 52 53 53 4 HYDRODYNAMICS: INTRODUCTION 4. . . . . . . . . 4. . . . . . . Example: Spinning Book 3. . . . . . . . . . . . . . . . . .5 3. . . . . . . .4. . . . . . . 4. . . . . . . . . .3 z-axis .1 x-axis . . . . . . . . . . . . . . . . . .3 Circle Maneuver . . . e 7. . . . .4. . . . . . . . 4. . . 4. . . . . .5 Response of the Vessel to Step Rudder Input . . . . . . 4. . . . . . . . . . . Basis for Simulation . . . . . .

. . . 12. . . . . . . . . . . . . . . . . . Heeling in Submarines with Sails . . . . . . . . . . . . .6 Total Moment on a Vessel .5 Slender-Body Approximation for Fin Lift . . . . . . .3 Hoerner’s Data: Notation . . . . . . . . . . . . . .1 Introduction . . Experiment . . . . . . . . . . . . . . . . . . . . . . . .8 Convention: Hydrodynamic Mass Matrix A . . . . . . . . . . . . . iii . . . . . . . . . . . . . . . . . . . . . . . 12. . . . . . . . . . . . 8. . . . . . . . . . . . 10. . . . . . . . . . . . . . . . .2 7. . . . .2 Munk Moment . . . . . . . . 9. . 8. . . . . . . . . . . . . . . 9. . . . . . . . . . . . . . . . . . . . 8. 9. . 9. . . . . . . . . . . . . . . .3. . . .2 Three-Dimensional Effects: Finite Length . . .3. . . . . . . . . . . . . . .4 Speed Loss . . . . . .3 Separation Moment . . . . . . and Mq for a Slender Body 9 SLENDER-BODY THEORY 9. . 12 PROPELLERS AND PROPULSION 12. . . . . . . . . . . . . . . . . . . . . . . . . . . . .4 Slender-Body Theory vs. . . . . . . . . . . . . . . . . . . . . . . . . Heel Angle . . .6 Aggregate Effects of Body and Fins . . . . . . 8. . .1 Origin of Lift . . . . . . 10. . . . 8. . . . . . . . . . . . . . . . . . .4 Differential Force on the Body . . .2 Kinematics Following the Fluid . . . . . . 53 53 54 56 56 56 57 57 58 60 60 62 62 62 63 64 64 65 67 67 68 68 68 70 71 73 74 74 74 75 77 77 77 77 8 STREAMLINED BODIES 8. . . . . . . . . . . . . . . . . 11. . . . . .3 Ring Fins . 9. . . . . . . . . . . .1 Introduction . . . . . . . . . . . . . . .5 Total Force on a Vessel . . . . . . . .5 Role of Fins in Moving the Aerodynamic Center . . . . 9. . . . . . . . .4 Net Effects: Aerodynamic Center . . . 10. . . . . .2 Steady Propulsion of Vessels . . . . . . . . . . . . . . . . . 8. . .7 Relation to Wing Lift . .2 Jorgensen’s Formulas . . . . . Zq . Mw . . . . . . . . 10 PRACTICAL LIFT CALCULATIONS 10. . . . . . . . . . . . . . . . . . 11 FINS AND LIFTING SURFACES 11. . . . . .3 7. . . . . . . . . . .7 Coefficients Zw . . . . . . 11. . . . .1 Nominal Drag Force .3 Derivative Following the Fluid . . . . . .3. . . . . . . .7. . . .1 Characteristics of Lift-Producing Mechanisms 10. . .2. . . . . . . . .1 Basic Characteristics . . . . . . . . . . . . 9. . . . . . . . . . .

.5 Example: Partial Fractions with Complex Poles . . . . . . . . . . . . . . . . . . .2. . 13. . 13 TOWING OF VEHICLES 13. . . . . . . 15 CONTROL FUNDAMENTALS 100 15. . . . .3 PID Controllers .1 Proportional Only . 14. .2 The Need for Modeling . . . . . . 101 15. . . . .3 Engine/Motor Models . . . .2 Critical Angle . . . . . . . . . . . . . . . . .3 Converting a Transfer Function into a State-Space Model 102 15. . . . . . . . .3 Nonlinear Control . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . .2 Solution for Steady Conditions 12. . . . . . . . . .2. . . . . . . . . . . . .1 Derivation . . . . . . 14. . . . . . . . . . . 103 15. . . . . . . . . . . . . . .1 One-State Model: Yoerger et al. . . . . . . . . . . . . .3 Example: Partial Fractions with Unique Real Poles 14. . 12. 14 TRANSFER FUNCTIONS & STABILITY 14. . . . 100 15. . . . . . . .1 Force Balance . . . 13. 13. . . . . . . . . . . . .8 General Stability . . . . . . . . . . . . . . . . .7 Stability ⇐⇒ Poles in LHP . . . . . .2 Two-State Model: Healey et al. . . . . . and Outputs . . . . . . . . . . . . . . . . .1 Plants. . . . . . . . . . . . . . .2 Representing Linear Systems . Inputs. . . . . . . . . . . . . . . . . .2 Converting a State-Space Model into a Transfer Function 102 15. 101 15.1 Statics . . . . .4 Vehicle Design . . . .1. . . 14. . . . . . . 12. .3. . . . . . . . . . . . . . . .2 Partial Fractions: Unique Poles . . . . . 101 15. . . . . . . . . .6 Stability in Linear Systems . . . . . . . . .3 Unsteady Propulsion Models . . . . . . . . . . . . . . . . . . 14. . . . . . .1 Partial Fractions . . . .3 Cable Strumming . . . . .2. . . . . . . . . . . . .2 Linearized Dynamics . . 104 iv . . . . . . . .1. 14. 100 15. . . . . . . . . . . . . . . .2 Damped Axial Motion 13. .4 Example: PID Control . . .1 Introduction . . . . . . . . . . . . . 12. 103 15. . 13. . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . 100 15. .2. . . . . .12.1 Standard State-Space Form . . . . . . . . . . . . . .4.2. . . .1. . . . . . . . . . . . . . . . . . . . . . . . . 13. . . . . . . . . . . .4 Partial Fractions: Complex-Conjugate Poles . . . . . . . . . . . . . . . . . . . . . . . . . 14. . .3. 13. . . . . . . . . . . .1.1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81 81 83 83 84 85 85 85 87 89 89 91 94 94 96 96 96 97 98 98 98 99 99 . . . . . . . .

. . . . . . . 17. . . . . . 15. . . . . . . . . . . . . . . . . . 15. . . .2 Proportional-Derivative Only . . . . . . . . . . . . . . . . . . . . . . . .4. . . . . . . . . .2 Matrix Exponential . . . . . .3 Modal Decomposition of Response 16. . . . . . . . . . . . v . . .3 Robustness on the Nyquist Plot . . . . . . . . . . . . . . . . . . 18. . . . . . . . . . . . . . . . . . . . . 18 LINEAR QUADRATIC REGULATOR 18. . . . . . . .3 Proportional-Integral-Derivative 15. . 16. . . .1 Introduction . . . . . .1 Definition . . . . . . . . . . . 16. . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . .4. .4 Dynamic Programming and Full-State Feedback 18. 17. . . . . . .3 Dynamic Programming . . .1 Fundamental Feedback Loop . . . . . . . 16. . . . . .5 Robust Performance . . . . . . . . 17. .2 Block Diagrams: General Case . . . . . . . . . . . . . . . . 17. . . . . . .7 The Recipe for Loopshaping .6 Implications of Bode’s Integral . . . . 16. . . 15. . . .1 Mapping Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 Heuristic Tuning . . . . . . 16. . . . . . . . 17. . . . . . . . . . . . . 17. . . . . . . 15. .6. . . . . . . . . . . . . . . . . .2. . . 17. . . . . 17. 18. . . . 17. . . . . . . . . . . . . . . . . . . . . . . .2 Roots of Stability – Nyquist Criterion . . .2. . . . . . . . . . . . . . . . . 18. . . . . .2. .4 Plant Output and Observability . . .5 Properties and Use of the LQR . . . . . . . . . . .2 Full-State Feedback . . . . . . . . . . . . . . . . . . . . . . 17 CONTROL SYSTEMS – LOOPSHAPING 17. . . . .6 Block Diagrams of Systems . . . 15. . . . . .4 Design for Robustness . .1 Introduction . . . . .15. . . .6. . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . . 104 105 105 106 106 106 107 109 109 109 109 109 110 111 112 113 113 113 114 114 115 116 116 118 118 119 121 121 121 121 123 125 16 MODAL ANALYSIS 16. . .6. . . . . . . . . . . . .3 Forced Response and Controllability . . . . . . . . .1 Introduction . . . . . . . . . . . .3 Design for Nominal Performance . . . . . . . . . . . . . . . . . . . . . .2 Modal Canonical Form . . .2 Nyquist Criterion . . . . . . . . . .2. . . .3 Primary Transfer Functions . . . . .

.5 Time-Domain Simulation . . . . . . 21. 19. ∂ 19. . . . . . . . . . . . . ˙ 19. . . . . . . . . . . . . . .2 Visual Output from a Simple Input . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Problem Statement . . . . 128 128 128 129 131 132 133 134 134 135 135 136 137 137 138 139 141 141 143 143 143 145 146 147 148 150 21 SYSTEM IDENTIFICATION 21. . . . ∂ 19. . . . . . . . . .7 Proofs of the Intermediate Results . . . .7. . . . . . . . . .2 A Special Property of the LQR Solution 20. . . . . . . . . . . . . . . . . 20. . . . 21. . . . . . . . . . . . . . . 21. . . . . . . . . . . . . . . . 155 23 REFERENCES 24 PROBLEMS 159 163 vi . . . . . . 19. . . . . . . .5 Properties of the Solution . . . . . . . . . . . . 19. . .6 Combination of LQR and KF . . . . . . . . . . . 22 CARTESIAN NAVIGATION 153 22. 19. . . . . . . . . . . .7. . . . . . . . . . . . . . . . . . . .2 Estimating the Transfer Function . . . . . . . . . . . .4 Proof of the Separation Principle . . . . 19. . . . . . . . . .4 Step 2: H as a Function of Σ . . . . . . . . . . . . . . .19 KALMAN FILTER 19. . . 19. . . . . . . . . . . . . .7. . . . . . . .1 Introduction . . . . . . . . . . . . . . 21. . . . .3 The Loop Transfer Recovery Result . . . . . . . . . . . .1 Acoustic Navigation . . . . . . . . . . . . . . . . . . .4. . . . . . . .7. . . . . . . . .2 Proof that ∂H trace(−ΛHCΣ) = −ΛT ΣC T . . . . . . . . . . . . . .1 Fourier Transform of Sampled Data .1 Introduction . .4 Usage of the Loop Transfer Recovery . 20. . . . . . . . . . 20 LOOP TRANSFER RECOVERY 20. . . . . . . . . . . 20. . . . . . . . .3 Proof that ∂H trace(−ΛΣC T H T ) = −ΛΣC T 19. . .4. . . . . 21. .5 Three Lemmas . . . . . .4 Transfer Function Estimation – Broadband Input 21. . .3 Step 1: An Equation for Σ . . . .1 Proof that E(eT W e) = trace(ΣW ) . . . .2 Global Positioning System (GPS) . . . . .3 Transfer Function Estimation – Sinusoidal Input . . . . 153 22. . . .1 Introduction . . . . . .

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1 1 1.    2      1 + 3 4 . which is particularly easy to see in two or three dimensions.1 MATH FACTS Vectors Definition We use the overhead arrow to denote a column vector. =          7 2 9     3    a+b =  c   5    Graphically.1 1.. For example. we write    2    a =  1 .1. . a number with a direction.e. in three-space. i. addition is stringing the vectors together head to tail.  7  The elements of a vector have a graphical interpretation. z 7 a 1 2 x y 1. Vector addition is pointwise.

4 Vector Cross Product The cross product of two three-dimensional vectors is another vector. where θ is the angle between the vectors.2 2. direction is normal to the plane formed by the two vectors. 2.3 Vector Dot Product The dot product of two vectors is the sum of the products of the elements: m x · y = xT y = i=1 xi yi . . 1. 1. 1 MATH FACTS −4   −2 ×  1  =  −2  . i this scalar is commonly used to normalize a vector to length one.1.2 Vector Magnitude    2        The total length of a vector of dimension m. is given by m ||x|| = i=1 x2 .1. Scalar multiplication is pointwise. whose 1.1. direction is given by the right-hand rule. its Euclidean norm. The dot product also satisfies x · y = ||x||||y|| cos θ.  7   −14  1. x×y = z. rotating from x to y.

2 1. c will have as many columns as A has rows (m). arranged side by side. We usually use an upper-case symbol to denote a matrix. permit pointwise addition and scalar multiplication. (signed) magnitude is equal to ||x||||y|| sin θ. like vectors. The schoolbook formula is    x2 y3 − x3 y2      x×y = x3 y1 − x1 y3 .2. a vector is a special case of a matrix with one column. 7 2 This matrix has three rows (m = 3) and two columns (n = 2). measured from x to y.1 Matrices Definition A matrix.1.2 Matrices 3 3. where θ is the angle between the two vectors. or array.2 Multiplying a Vector by a Matrix   If Aij denotes the element of matrix A in the i’th row and the j’th column. then the multiplication c = Av is constructed as: n ci = Ai1 v1 + Ai2 v2 + · · · + Ain vn = j=1 Aij vj .  x1 y2 − x2 y1  1. 1.2. Note that this multiplication is well-defined only if v has . say 2 3   A = [a b] =  1 3  . Matrices. magnitude is the area of the parallelogram formed by the two vectors – the cross product of two parallel vectors is zero – and 4. where n is the number of columns in A. is equivalent to a set of row vectors.

so that C = AB = [AB:1 AB:2 · · · AB:k ].2. 1 0 0  =  0 1 0 . Then c = Av = A:1 v1 + A:2 v2 + · · · + A:n vn . The same inner dimension condition applies as noted above: the number of columns in A must equal the number of rows in B. The identity matrix is usually denoted I. and the proper number of columns.. Associative. except in special cases. (AB)C = A(BC). Matrix multiplication is: 1.  0 0 1   I3×3 The identity always satisfies AIn×n = Im×m A = A. .g.4 1 MATH FACTS as many rows as A has columns. AB = BA. 1. 1.2. NOT Commutative.3 Multiplying a Matrix by a Matrix The multiplication C = AB is equivalent to a side-by-side arrangement of column vectors C:j = AB:j . and zeros elsewhere. There is another important interpretation of this vector multiplication: Let the subscript : indicate all rows. A(B + C) = AB + AC. where k is the number of columns in matrix B. 3. (B + C)A = BA + CA. We are multiplying column vectors of A by the scalar elements of v. they have consistent inner dimension n. and comprises a square matrix with ones on the diagonal. so that each A:j is the j’th column vector. 2. e. The product vA would be well-posed only if A had one row.4 Common Matrices Identity . Distributive.

For instance. the following is a diagonal matrix: 4 0 0 A =  0 −2 0  .2 Matrices 5 Diagonal Matrices .   0 0 3 The product of a diagonal matrix with another diagonal matrix is diagonal. The two-dimensional case is particularly easy to remember.1. 1.    1    a= 2 −→ a T = {1 2 3} 1 4 8 2 5 9   A =  4 5  −→ AT =    3    1 2 8 9 . A very useful property of the transpose is (AB)T = B T AT . For example. A diagonal matrix is square. and illustrates the principle of volume: det(A) = A11 A22 − A21 A12 1 −1 = 1 + 1 = 2.2. it is equivalent to “flipping” the vector or matrix around the diagonal line. 1.5 Transpose   The transpose of a vector or matrix. and has all zeros off the diagonal.2.6 Determinant The determinant of a square matrix A is a scalar equal to the volume of the parallelepiped enclosed by the constituent vectors. 1 1 det . and in this case the operation is commutative. indicated by a T superscript results from simply swapping the row-column indices of each entry.

where ∆kj is the determinant of the sub-matrix formed by neglecting the k’th row and the j’th column. in three dimensions.  T . The formula is symmetric. If the determinant of a matrix is zero. then the matrix is said to be singular – there is no volume. and the following definition of the n × n adjoint matrix: (−1)1+1 ∆11 · · · (−1)1+n ∆1n   ··· ··· ··· adj(A) =   . and apply j=n det(A) = j=1 Akj (−1)k+j ∆kj . 1. denoted A−1 . then the matrix is said to be nonsingular. satisfies AA−1 = A−1 A = I. If det(A) = 0.2. a singular matrix has all its vectors lying in a (two-dimensional) plane. in two dimensions.6 y Area = det(A) = 2 A:2 -1 A:1 x 1 1 MATH FACTS In higher dimensions. For instance. perhaps the one containing the most zeros.7 Inverse The inverse of a square matrix A. in the sense that one could also target the k’th column: j=n det(A) = j=1 Ajk (−1)k+j ∆jk . The general formula allows one to pick a row k. Note also that det(A) = det(AT ). a singular matrix has the vectors colinear. and this results from the fact that the constituent vectors do not span the matrix dimension. n+1 n+n (−1) ∆n1 · · · (−1) ∆nn . the determinant is more complicated to compute. Its computation requires the determinant above.

The inverse finds common application in solving systems of linear equations such as Ax = b −→ x = A−1 b. and λ is a scalar. . This observation leads to the solutions for λ. 1.1. Since the above is equivalent to (A − λI)x = 0. then the inverse does not exist.2 Matrices Once this computation is made.2.2. det(A) = 0. 1.8 Trace The trace of a matrix is simply the sum of the diagonals: n tr(A) = i=1 Aii . det(A) 7 If A is singular. We ask for what nonzero vectors x (right eigenvectors). the inverse follows from A−1 = adj(A) .9 Eigenvalues and Eigenvectors A typical eigenvalue problem is stated as Ax = λx.. i. and scalars λ (eigenvalues) will the equation be satisfied. x is a column vector with n elements. where A is an n × n matrix. it is clear that det(A − λI) = 0. here is an example for the two-dimensional case: 4 −5 2 −3 A = A − λI = −→ 4−λ −5 −→ 2 −3 − λ det(A − λI) = (4 − λ)(−3 − λ) + 10 = λ2 − λ − 2 = (λ + 1)(λ − 2).e.

2 29/29 T . 2/2 T . then there are multiple unique eigenvectors that go with λi . and positive first element (as above). The condition that rank(A − λi I) = rank(A)−1 indicates that there is only one eigenvector for the eigenvalue λi . A has two eigenvalues. T . The above discussion relates only the right eigenvectors. A and AT share the same eigenvalues λ. pertain to the transpose of A: AT y = λy. Example: (AT − λ1 I)y1 = 0 −→ 5 2 y1 = 0 −→ −5 −2 √ √ y1 = 2 29/29. Eigenvectors have arbitrary magnitude and sign. also useful for many problems. . (A − λ1 I)x1 = 0 −→ 5 −5 x1 = 0 −→ 2 −2 √ √ x1 = 2/2. λ1 = −1 and λ2 = 2.8 1 MATH FACTS Thus. Each is associated with a right eigenvector x. (A − λ2 I)x2 = 0 −→ 2 −5 x2 = 0 −→ 2 −5 √ √ x2 = 5 29/29. Left eigenvectors. − 2/2 T . they are often normalized to have unity magnitude. If the left-hand side is less than this. A set of n eigenvectors is always linearly independent. −5 29/29 (AT − λ2 I)y2 = 0 −→ 2 2 y2 = 0 −→ −5 −5 √ √ y2 = 2/2. generated from the equation Ax = λx. since they share the same determinant. In this example.

1.2 Matrices 1.2.10 Modal Decomposition

9

The right and left eigenvectors of a particular eigenvalue have unity dot product, that is xT yi = 1, with the normalization noted above. The dot product i of a left eigenvector with the right eigenvector of a different eigenvalue is zero. Thus, if X = [x1 · · · xn ] , and Y = [y1 · · · yn ] , then we have Y T X = I, or Y T = X −1 . Next, construct a diagonal matrix of eigenvalues:
 

λ1 · 0

0 λn

Λ= it follows that

 ;

AV = V Λ −→ A = V ΛW T
n

=
i=1

T λi vi wi .

Hence A can be written as a sum of modal components.1 1.2.11 Singular Value

Let G(s) be an m × n, possibly complex matrix. The singular value decomposition (SVD) computes three matrices satisfying
By carrying out successive multiplications, it can be shown that Ak has its eigenvalues at λk , and keeps the same eigenvectors as A. i
1

10

1 MATH FACTS

G = U ΣV ∗ , where U is m × m, Σ is m × n, and V is n × n. The star notation indicates a complex-conjugate transpose. The matrix Σ is diagonal, with the form

Σ=

  

σ1 0 0 0

0 0 · 0 0 σp 0 0

0 0 0 0

  , 

where p = min(m, n). Each nonzero entry on the diagonal is a real, positive singular value, ordered such that σ1 > σ2 > · · · σp . The notation is common that σ1 = σ, the maximum singular value, and σp = σ, the minimum singular value. The auxiliary matrices U and V are unitary, i.e., they satisfy X ∗ = X −1 . Like eigenvalues, the singular values of G are related to projections. σi represents the Euclidean size of the matrix G along the i’th singular vector:

σ = max||x||=1 ||Gx|| σ = min||x||=1 ||Gx||. Other properties of the singular value include: • σ(AB) ≤ σ(A)σ(B). • σ(A) = • σ(A) = λmax (A∗ A). λmin (A∗ A).

• σ(A) = 1/σ(A−1 ). • σ(A) = 1/σ(A−1 ).

1.3 Laplace Transform

11

1.3
1.3.1

Laplace Transform
Definition

The Laplace transform converts time-domain signals into a frequency-domain equivalent. The signal y(t) has transform Y (s) defined as follows:
∞ 0

Y (s) = L(y(t)) =

y(τ )e−sτ dτ,

where s is an unspecified complex number; Y (s) is considered to be complex as a result. Note that the Laplace transform is linear, and so it is is distributive: L(x(t) + y(t)) = L(x(t)) + L(y(t)) will hold throughout. The following table gives a list of some useful transform pairs and other properties, for reference. The last two properties are of special importance: for control system design, the differentiation of a signal is equivalent to multiplication of its Laplace transform by s; integration of a signal is equivalent to division by s. The other terms that arise will cancel if y(0) = 0, or if y(0) is finite, so they are usually ignored. 1.3.2 Convergence

We note first that the value of s affects the convergence of the integral. For instance, if y(t) = et , then the integral converges only for Re(s) > 1, since the integrand is e1−s in this case. Convergence issues are not a problem for evaluation of the Laplace transform, however, because of analytic continuation. This result from complex analysis holds that if two complex functions are equal on some arc (or line) in the complex plane, then they are equivalent everywhere. This fact allows us to always pick a value of s for which the integral above converges, and then by extension infer the existence of the general transform. 1.3.3 Convolution Theorem

One of the main points of the Laplace transform is the ease of dealing with dynamic systems. As with the Fourier transform, the convolution of two signals in the time domain corresponds with the multiplication of signals in the frequency domain. Consider a system whose impulse response is g(t), being

12

1 MATH FACTS

y(t) ←→ Y (s) (Impulse) δ(t) ←→ 1 1 (Unit Step) 1(t) ←→ s 1 (Unit Ramp) t ←→ 2 s 1 −αt e ←→ s+α ω sin ωt ←→ 2 s + ω2 s cos ωt ←→ 2 s + ω2 ω e−αt sin ωt ←→ (s + α)2 + ω 2 s+α e−αt cos ωt ←→ (s + α)2 + ω 2 1 1 (e−at − e−bt ) ←→ b−a (s + a)(s + b) 1 1 1+ (be−at − ae−bt ) ab a−b √ 1− √ ←→ 1 s(s + a)(s + b)

2 ωn ωn e−ζωn t sin ωn 1 − ζ 2 t ←→ 2 2 s + 2ζωn s + ωn 1 − ζ2

1 e−ζωn t sin ωn 1 − ζ 2 t + φ 2 1−ζ √ 1 − ζ2 −1 φ = tan ζ (Pure Delay)

←→

2 ωn 2 s(s2 + 2ζωn s + ωn )

y(t − τ )1(t − τ ) ←→ Y (s)e−sτ dy(t) (Time Derivative) ←→ sY (s) − y(0) dt 0+ t Y (s) 0− y(t)dt y(τ )dτ ←→ + (Time Integral) s s 0

using the transform pairs. The Convolution Theorem is t y(t) = 0 g(t − τ )x(τ )dτ ⇐⇒ Y (s) = G(s)X(s). Specific examples of this procedure are given in a later section on transfer functions. Here’s the proof given by Siebert: Y (s) = 0 ∞ ∞ 0 0 ∞ 0 0 ∞ 0 ∞ 0 y(t)e−st dt t = = = = g(t − τ ) x(τ ) dτ e−st dt g(t − τ ) 1(t − τ ) x(τ ) dτ e−st dt ∞ 0 ∞ x(τ ) g(t − τ ) 1(t − τ ) e−st dt dτ x(τ ) G(s)e−sτ dτ = G(s)X(s) When g(t) is the impulse response of a dynamic system.3 Laplace Transform 13 driven by an input signal x(t). then y(t) represents the output of this system when it is driven by the external signal x(t). Transform the system impulse response g(t) into G(s).4 Solution of Differential Equations by Laplace Transform The Convolution Theorem allows one to solve (linear time-invariant) differential equations in the following way: 1.3. 1. and the input signal x(t) into X(s). Apply time delay as necessary. . Ignoring the effects of pure time delays. 3. the output is y(t) = g(t)∗x(t). Perform the multiplication in the Laplace domain to find Y (s). Generate the time-domain response from the simple transform pairs. 2.1. break Y (s) into partial fractions with no powers of s greater than 2 in the denominator. 4.

there are many valid Euler angle rotation sets possible to reach a given orientation. and in a body-reference frame xb . z=z’ z’’ z’’’ x’ y’’’ y y’=y’’ x x’’=x’’’ Figure 1: Successive application of three Euler angles transforms the original coordinate frame into an arbitrary orientation. including the Euler angles and the Euler parameters (quaternions). it is easy to see that any possible orientation can be achieved. consider the sequence of [yaw. and yaw. rotate the movable system about its yaw axis. Successively rotating the system about three of its own principle axes. Tape three pencils together to form a right-handed three-dimensional coordinate system. referenced to a rotated body frame? The transformation takes the form of a 3×3 matrix. we assume that the origins of these frames are coincident. Needless to say. Quaternions present a more elegant and robust method. For the moment. but that the body frame has a different angular orientation. pitch. roll]: starting from an orientation identical to some inertial frame. The angular orientation has several well-known descriptions. A first question is: what is the coordinate of a point fixed in inertial space. but with more abstraction. then about the new pitch axis. pitch. and has a solid link with the intuitive notions of roll.14 2 KINEMATICS OF MOVING FRAMES 2 2. We will develop the equations of motion using Euler angles. The former method involves successive rotations about the principle axes. For example. which we now derive through successive rotations of the three .1 KINEMATICS OF MOVING FRAMES Rotation of Reference Frames We say that a vector expressed in the inertial frame has coordinates x. some of them might use the same axis twice. then about the newer still roll axis.

ψ)x. ψ). and to the order in which we performed the rotations. xb3 . (4) All of the transformation matrices. 0 0 1   (1) Rotation about the z-axis does not change the z-coordinate of the point. are specific to Euler angles. The roles of the trigonometric functions. Before the first rotation. pitch about the new y-axis by the angle θ: cos θ 0 − sin θ  2 0 1 0  xb1 = R(θ)xb1 . the body-referenced coordinate matches that of the inertial frame: xb0 = x.2. i. xb =  0  0 − sin ψ cos ψ     (2) (3) This represents the location of the original point. The three independent rotations can be cascaded through matrix multiplication (order matters!): xb = R(ψ)R(θ)R(φ)x   cθcφ cθsφ −sθ  cψcφ + sψsθsφ sψcθ  x =  −cψsψ + sψsθcφ  sψsφ + cψsθcφ −sψcφ + cψsθsψ cψcθ = R(φ. as written. In the case that the movable (body) reference frame has a different origin than the inertial frame. rotate the body system an angle ψ about its newest x-axis: 1 0 0  3 cos ψ sin ψ0  xb2 = R(ψ)xb2 .. Additionally.1 Rotation of Reference Frames 15 Euler angles. including R(φ. we should note that the rotation matrix R is universal to all representations of orientation. xb =   sin θ 0 cos θ Finally. including quaternions. are orthonormal: their inverse is equivalent to their transpose. Now apply the second rotation. in the fully-transformed body-reference frame. the other axes are modified according to basic trigonometry. θ. We will use the notation xb instead of xb3 from here on.e. Now rotate the movable frame yaw axis (z) through an angle φ. We have cos φ sin φ 0   xb1 =  − sin φ cos φ 0  xb0 = R(φ)xb0 . θ. we have .

δθ. =  −δφ  δθ −δψ 0    (6) R comprises the identity plus a part equal to the (negative) cross-product operator [−δ E×]. xb = x − δ E × x x = xb + δ E × xb . instead of in inertial space. (5) where x0 is the location of the moving origin. so that we can write the location of the point before and after the rotation. the vector of Euler angles ordered with the axes [x. with respect to the first frame as follows: x(t) = r x(t + δt) = R r = r + δ E × r. we have also R−1 = I3×3 + δ E×. y. The differential rotations occur over a time step δt. (7) (8) We now fix the point of interest on the body. Dividing by the differential time step gives T (9) .16 2 KINEMATICS OF MOVING FRAMES x = x0 + R T xb . the order of the small rotations does not matter. Since R−1 = RT . 2. δφ]. z]. using the small angle assumption to ignore higher-order terms gives  R 1 δφ −δθ  1 δψ   −δφ  δθ −δψ 1 0 δφ −δθ  0 δψ  + I3×3 . where δ E = [δψ. Small rotations are completely decoupled. expressed in inertial coordinates. calling its location in the body frame r (radius).2 Differential Rotations Now consider small rotations from one frame to another.

allowing the origin to move as well gives ∂r dxo dxb =ω×r+ + . plus a component .2 Differential Rotations 17 δx δE = ×r δt δt = ω × r. The resultant derivative is in the moving body frame. (10) where the rotation rate vector ω dE/dt because the Euler angles for this infinitesimal rotation are small and decoupled. dt ∂t dt This result is often written in terms of body-referenced velocity v: v =ω×r+ (13) (14) ∂r + vo . (11) (12) On a rotating body whose origin point is fixed. In the case that the radius vector changes with respect to the body frame. the time rate of change of a constant radius vector is the cross-product of the rotation rate vector ω and the radius vector itself. (15) ∂t where vo is the body-referenced velocity of the origin. The total velocity of the particle is equal to the velocity of the reference frame origin.2. we need an additional term: dxb ∂r =ω×r+ . dt ∂t Finally. This same cross-product relationship can be derived in the second frame as well: xb (t) = Rr = r − δ E × r xb (t + δt) = r. such that δxb δE = ×r δt δt = ω × r.

and hence this otherwise useful equation for propagating the angular orientation of a body fails when the vehicle rotates about the intermediate y-axis by ninety . and determine the effects on the rotation vector. and the final Euler angle no additional rotations:    0       0      dθ dt ω = R(ψ)R(θ)  0 + R(ψ) + 1 0 cos ψ =  0  0 − sin ψ cos ψ cos θ Taking the inverse gives   dφ dt  − sin θ   sin ψ cos θ       0 dψ dt dθ dt dφ dt        dψ dt      0  0     (17) . An important part of any simulation is the evolution of the Euler angles. For example.3 Rate of Change of Euler Angles Only for the case of infinitesimal Euler angles is it true that the time rate of change of the Euler angles equals the body-referenced rotation rate. The velocity equation can be generalized to any body-referenced vector f : df ∂f = + ω × f. because of the division by cos θ.   (18) Singularities exist in Γ at θ = {π/2.pitch. The idea is to consider small changes in each Euler angle. the Euler yaw angle (applied first) is definitely not about the final body yaw axis.18 2 KINEMATICS OF MOVING FRAMES due to rotation of this frame. the pitch and roll rotations moved the axis. Since the physics determine rotation rate ω. with the sequence [yaw. 1 sin ψ tan θ cos ψ tan θ dE  cos ψ − sin ψ  ω =  0  dt 0 sin ψ/ cos θ cos ψ/ cos θ = Γ(E)ω. we seek a mapping ω → dE/dt. 3π/2}. The first Euler angle undergoes two additional rotations. the second angle one rotation.roll]. dt ∂t (16) 2.

2.4 Dead Reckoning

19

degrees. In applications where this is a real possibility, for example in orbiting satellites and robotic arms, quaternions provide a seamless mapping. For most ocean vessels, the singularity is acceptable, as long as it is not on the yaw axis!

2.4

Dead Reckoning

The measurement of heading and longitudinal speed gives rise to one of the oldest methods of navigation: dead reckoning. Quite simply, if the estimated longitudinal speed over ground is U , and the estimated heading is φ, ignoring the lateral velocity leads to the evolution of Cartesian coordinates: x = U cos φ ˙ y = U sin φ. ˙ Needless to say, currents and vehicle sideslip will cause this to be in error. Nonetheless, some of the most remarkable feats of navigation in history have depended on dead reckoning.

20

3 VESSEL INERTIAL DYNAMICS

3

VESSEL INERTIAL DYNAMICS

We consider the rigid body dynamics with a coordinate system affixed on the body. A common frame for ships, submarines, and other marine vehicles has the body-referenced x-axis forward, y-axis to port (left), and z-axis up. This will be the sense of our body-referenced coordinate system here.

3.1

Momentum of a Particle

Since the body moves with respect to an inertial frame, dynamics expressed in the body-referenced frame need extra attention. First, linear momentum for a particle obeys the equality d (mv) (19) dt A rigid body consists of a large number of these small particles, which can be indexed. The summations we use below can be generalized to integrals quite easily. We have F = Fi + Ri = d (mi vi ) , dt (20)

where Fi is the external force acting on the particle and Ri is the net force exerted by all the other surrounding particles (internal forces). Since the collection of particles is not driven apart by the internal forces, we must have equal and opposite internal forces such that
N

Ri = 0.
i=1

(21)

Then summing up all the particle momentum equations gives
N

Fi =
i=1

d (mi vi ) . i=1 dt

N

(22)

Note that the particle velocities are not independent, because the particles are rigidly attached. Now consider a body reference frame, with origin 0, in which the particle i resides at body-referenced radius vector r; the body translates and rotates, and we now consider how the momentum equation depends on this motion.

3.2 Linear Momentum in a Moving Frame

21

z, w, φ y, v, θ x, u, ψ

Figure 2: Convention for the body-referenced coordinate system on a vessel: x is forward, y is sway to the left, and z is heave upwards. Looking forward from the vessel bridge, roll about the x axis is positive counterclockwise, pitch about the y-axis is positive bow-down, and yaw about the z-axis is positive turning left.

3.2

Linear Momentum in a Moving Frame

The expression for total velocity may be inserted into the summed linear momentum equation to give
N

Fi =
i=1

d (mi (vo + ω × ri )) i=1 dt
N ∂vo d + ω× m i ri , ∂t dt i=1

N

(23)

= m

where m = N mi , and vi = vo +ω ×ri . Further defining the center of gravity i=1 vector rG such that
N

mrG =
i=1

mi ri ,

(24)

we have
N

Fi = m
i=1

∂vo d + m (ω × rG ). ∂t dt

(25)

Using the expansion for total derivative again, the complete vector equation in body coordinates is

22

3 VESSEL INERTIAL DYNAMICS

F =
i=1

N =m

dω ∂vo + ω × vo + × rG + ω × (ω × rG ) . ∂t dt

(26)

Now we list some conventions that will be used from here on: vo = {u, v, w} (body-referenced velocity) rG = {xG , yG , zg } (body-referenced location of center of mass) ω = {p, q, r} (rotation vector, in body coordinates) F = {X, Y, Z} (external force, body coordinates). The last term in the previous equation simplifies using the vector triple product identity ω × (ω × rG ) = (ω · rG )ω − (ω · ω)rG , and the resulting three linear momentum equations are ∂u dq dr + qw − rv + zG − yG + (qyG + rzG )p − (q 2 + r2 )xG (27) ∂t dt dt ∂v dr dp Y = m + ru − pw + xG − zG + (rzG + pxG )q − (r2 + p2 )yG ∂t dt dt ∂w dp dq + pv − qu + yG − xG + (pxG + qyG )r − (p2 + q 2 )zG . Z = m ∂t dt dt

X = m

Note that about half of the terms here are due to the mass center being in a different location than the reference frame origin, i.e., rG = 0.

3.3

Example: Mass on a String

Consider a mass on a string, being swung around around in a circle at speed U , with radius r. The centrifugal force can be computed in at least three different ways. The vector equation at the start is ∂vo dω + ω × vo + × rG + ω × (ω × rG ) . ∂t dt

F =m

3. U/r}T = {0. with the same orientation as above but allowing it to rotate with the string.1 Moving Frame Affixed to Mass 23 Affixing a reference frame on the mass. with the local x oriented forward and y inward towards the circle center. vo ω rG ∂vo ∂t ∂ω ∂t giving the same result: F = mω × (ω × rG ) = m{0. 0. 0. 0}T . 0}T . 0. vo ω rG ∂vo ∂t ∂ω ∂t such that F = mω × vo = m{0. 0. 0. . 0. 3. we have = {0. 0}T = {0.3. The force of the string pulls in on the mass to create the circular motion. 0}T = {0. 0}T = {0. 0. 0}T = {0. 0. r. U 2 /r.2 Rotating Frame Attached to Pivot Point Affixing the moving reference frame to the pivot point of the string. 0}T = {0.3 Example: Mass on a String 3.3. 0}T . 0}T = {0. U/r}T = {0. U 2 /r. 0}T . gives = {U. 0.

3. We have N N (Mi + ri × Fi ) = i=1 i=1 N i=1 mi ri × N ∂ω ∂vo + ω × vo + m i ri × × ri + ∂t ∂t i=1 mi ri × (ω × (ω × ri )). summed internal moments cancel. 0}T . and the first term becomes ∂vo + ω × vo .3. The summation in the first term of the right-hand side is recognized simply as mrG .3 Stationary Frame 3 VESSEL INERTIAL DYNAMICS A frame fixed in inertial space. Similar to the case for linear momentum. ˙ Since ψ = U/r.24 3. it follows easily that in the fixed frame dv/dt = {0. U δψ.3. ∂t The second term expands as (using the triple product) mrG × ∂ω mi ri × × ri ∂t i=1 N N (29) = i=1 mi (ri · ri )    ∂ω ∂ω − · ri r i ∂t ∂t + zi2 )p − (yi q + zi r)xi ) ˙ ˙ ˙ 2 + zi )q − (xi p + zi r)yi ) ˙ ˙ ˙ 2 + yi )r − (xi p + yi q)zi ) ˙ ˙ ˙      (30) =   N 2 i=1 mi ((yi N 2 i=1 mi ((xi N 2 i=1 mi ((xi . the summed particle equation is (Mi + ri × Fi ) = i=1 i=1 ri × d (mi vi ).1). as the string travels through a small arc δψ. as before. 0}T {0. U sin δψ. 0}T . In this case. dt (28) where Mi is an external moment on the particle i. vector subtraction gives δv = {0. can also be used for the calculation. and momentarily coincident with the frame on the mass (3.4 Angular Momentum N N For angular momentum. . U 2 /r.

but offers no similar condensation: N N mi ri × ((ω · ri )ω − (ω · ω)ri ) = i=1 i=1 mi ri × ω(ω · ri )    (31)      = =           (Izz − Iyy )rq      N i=1 mi (yi r − zi q)(xi p + yi q + zi r) N i=1 mi (zi p − xi r)(xi p + yi q + zi r) N i=1 mi (xi q − yi p)(xi p + yi q + zi r)  Iyz (q 2 − r2 ) + Ixz pq − Ixy pr   Ixz (r2 − p2 ) + Ixy rq − Iyz pq +  Ixy (p2 − q 2 ) + Iyz pr − Ixz qr  (Ixx − Izz )rp . The third term can be worked out along the same lines. Ixx Ixy Ixz I =  Iyx Iyy Iyz    Izx Izy Izz N 25   (inertia matrix) Ixx = i=1 N 2 mi (yi + zi2 ) Iyy = i=1 N mi (x2 + zi2 ) i 2 mi (x2 + yi ) i i=1 N Izz = Ixy = Iyx = − i=1 N mi xi yi mi xi zi i=1 N (cross-inertia) Ixz = Izx = − Iyz = Izy = − i=1 mi yi zi .  (Iyy − Ixx )qp  .3. the second term of the angular momentum right-hand side collapses neatly into I∂ω/∂t.4 Angular Momentum Employing the definitions of moments of inertia.

The interesting result is that rotations about the x and z axes are unstable. The first equation above is uncoupled . while rotation about the y axis is not.. M. dt Ixx We consider in turn the stability of rotations about each of the main axes. i. ˙ ˙ (32) 3.5. N } be the total moment acting on the body. the left side of Equation 28. with no external forces or moments. q = δq. where the δ prefix indicates a small value compared to Ω. and r = δr.e. p = Ω + δp. are dp + (Izz − Iyy )rq = 0 dt dq Iyy + (Ixx − Izz )pr = 0 dt dr Izz + (Iyy − Ixx )qp = 0. 3. the complete moment equations are K = Ixx p + Ixy q + Ixz r + ˙ ˙ ˙ (Izz − Iyy )rq + Iyz (q 2 − r2 ) + Ixz pq − Ixy pr + m [yG (w + pv − qu) − zG (v + ru − pw)] ˙ ˙ M = Iyx p + Iyy q + Iyz r + ˙ ˙ ˙ (Ixx − Izz )pr + Ixz (r2 − p2 ) + Ixy qr − Iyz qp + m [zG (u + qw − rv) − xG (w + pv − qu)] ˙ ˙ N = Izx p + Izy q + Izz r + ˙ ˙ ˙ (Iyy − Ixx )pq + Ixy (p2 − q 2 ) + Iyz pr − Ixz qr + m [xG (v + ru − pw) − yG (u + qw − rv)] .26 3 VESSEL INERTIAL DYNAMICS Letting M = {K. The linearized angular momentum equations.5 Example: Spinning Book Consider a homogeneous rectangular block with Ixx < Iyy < Izz and all offdiagonal moments of inertia are zero.1 x-axis In the case of the x-axis. with constant angular rate Ω.

it oscillates but does not grow. Since the perturbation δr is coupled. which has response δq(t) = δq(0)e −αt . that is. so bounded oscillations occur. and therefore α < 0. 3. Differentiate the second equation to obtain ∂ 2 δq ∂δr + (Ixx − Izz )Ω =0 2 ∂t ∂t Iyy Substitution of this result into the third equation yields ∂ 2 δq + (Ixx − Izz )(Ixx − Iyy )Ω2 δq = 0. . ∂t2 √ Iyy Izz A simpler expression is δ q + αδq = 0.5. and indicates no change in δp. following δp(t) = √ δp(0)e −αt . both coefficients of the differential ˙ equation are positive. The imaginary exponent indicates √ that the solution is of the form δq(t) = δq(0)cos αt. ∂t2 Iyy Ixx The coefficients are positive. For spin about the x-axis. it too oscillates. 3.5 Example: Spinning Book 27 from the others. let r = Ω + δr: differentiate the first equation and substitute into the second equation to obtain ∂ 2 δp + (Ixx − Izz )(Iyy − Izz )Ω2 δp = 0. ∂t2 Izz Ixx Here the second coefficient has negative sign.3 z-axis Finally.2 y-axis Now suppose q = Ω + δq: differentiate the first equation and substitute into the third equation to obtain ∂ 2 δp + (Iyy − Ixx )(Iyy − Izz )Ω2 δp = 0. ¨ when δ q(0) = 0. and hence α > 0.3. since the small term δqδr can be ignored. and the solution grows without bound. The exponent is real now.5.

as in the spinning book example. body rotation rate vector. so that the equations of motion are significantly reduced. and vice versa.28 3 VESSEL INERTIAL DYNAMICS 3. Note that translation of MMOI using the parallel axis theorem must be either to or from a frame resting exactly at the center of gravity. Euler angle vector. in this case rG = 0 also. is the translation of the x-axis to the new frame. The formulas are: ¯ Ixx + m(δy 2 + δz 2 ) ¯ Iyy + m(δx2 + δz 2 ) ¯ Izz + m(δx2 + δy 2 ) ¯ Iyz − mδyδz ¯ Ixz − mδxδz ¯ Ixy − mδxδy. . comprising the following components: • vo . 3. the vector of body-referenced velocities. the geometric center of a vessel for example. we now have the necessary terms for writing a full nonlinear simulation of a rigid body. in inertial space. and δx. • ω.6 Parallel Axis Theorem Often. Sometimes a translation of coordinates to the mass center will make the cross-inertial terms Ixy .7 Basis for Simulation Except for external forces and moments F and M . for example. Ixz small enough that they can be ignored. • E. The parallel axis theorem allows one to translate the mass moments of inertia referenced to the mass center into another frame with parallel orientation. Iyz . location of the body origin. There are twelve states. Ixx Iyy Izz Iyz Ixz Ixy = = = = = = (33) ¯ where I represents an MMOI in the axes of the mass center. the mass center of an body is at a different location than a more convenient measurement point. • x. in body coordinates.

(35) (34) . while the Euler angles follow: ˙ E = Γ(E)ω. The Cartesian position propagates according to ˙ x = RT (E)vo .3.7 Basis for Simulation 29 The derivatives of body-referenced velocity and rotation rate come from Equations 27 and 32. with some coupling which generally requires a 6 × 6 matrix inverse.

4. 2 . As one example. and motions of the body. pressure.30 4 HYDRODYNAMICS: INTRODUCTION 4 HYDRODYNAMICS: INTRODUCTION The forces and moments on a vessel are complicated functions of many factors. ∂x 2! ∂x2 We introduce the notation f (x) = f (xo ) + ∂f (xo ) ∂x 1 ∂ 2 f (xo ) fx x = .1 Taylor Series and Hydrodynamic Coefficients Recall the Taylor expansion of a function: ∂f (xo ) 1 ∂ 2 f (xo ) (x − xo ) + (x − xo )2 + · · · . viscosity. including water density. 2! ∂x2 fx = and so on. This section pertains to the use of hydrodynamic coefficients for predicting hydrodynamic response. and we can make simplifications to parameterize the most prominent relationships. surface tension. fluid drag is often written as 1 F = ρCd Au|u| = Fu|u| u|u|. so that a two-variable Taylor expansion would have the form (36) f (x. (37) (38) Note that all of the factorials are included in the coefficients. but the notation is still clear. This notation covers some instances where the formal Taylor series is meaningless. y) = f (xo . The most important factors for large ocean vehicles are density and motion. vapor pressure. yo ) + fx (x − xo ) + fy (y − yo ) + fxx (x − xo )2 + fyy (y − yo )2 + fxy (x − xo )(y − yo ) + fxxx (x − xo )3 + · · · .

Xφ . Yx . Since the vessel is symmetric about the x − z plane. consider Xv : since this longitudinal force would have the same sign regardless of the sign of v (because of side-to-side hull symmetry). Thus Xv = 0. this set is ∂u ∂t ∂v ∂r Y = m + rU + xG ∂t ∂t ∂r ∂v + mxG + rU . Yu . Nu } = 0. and eliminating higher-order terms. The body x-axis is forward and the yaxis is to port. Finally. We then have at the outset ∂u − rv − xG r2 ∂t ∂v ∂r Y = m + ru + xG ∂t ∂t ∂r ∂v N = Izz + mxG + ru . or wind effects. Nu . 2 . wave. The same argument shows that {Xr . this topic will be discussed later. N = Izz ∂t ∂t X = m (40) A number of coefficients can be discounted. yG = 0. with no current. We assume that no hydrodynamic forces depend on the position of the vessel. which means θ = ψ = p = q = w = 0. First. {Xx .4. Xr .2 Surface Vessel Linear Model We now discuss some of the hydrodynamic parameters which govern a ship maneuvering in the horizontal plane. Xy . Yu . we do not consider nonlinear acceleration Note that the linearized heave/pitch dynamics of a submarine do depend on the pitch angle. Nx . where U >> u. Xv .2 Surface Vessel Linear Model 31 4. since fluid particle acceleration ˙ ˙ ˙ ˙ relates linearly with pressure or force. it must have zero slope with v at the origin. Yφ . so positive r has the boat turning left. We will consider motions only in the horizontal plane. Yy . in a homogeneous sea. zG is inconsequential. ∂t ∂t X = m (39) Letting u = U + u. Nφ } are all zero. Ny .2 Second.

It should be noted that some nonlinear terms related to those we have eliminated above are not zero. For instance. or (44) = Ps + F = M −1 P s + M −1 F = As + B F .32 4 HYDRODYNAMICS: INTRODUCTION terms. ˙ . which is always invertible. (45) The matrix M is a mass or inertia matrix. but that sway and yaw themselves are coupled. With the state vector s = {v. and B is a gain matrix for the control and disturbance inputs. but in general Xvv = 0 only if the vessel is bow-stern symmetric. N }. 4. N }. considering only the linear hydrodynamic terms. Note that the surge equation is decoupled from the sway and yaw. (m − Xu )u = Xu u + X ˙ ˙ (m − Yv )v + (mxG − Yr )r = Yv v + (Yr − mU )r + Y ˙ ˙ ˙ ˙ (mxG − Nv )v + (Izz − Nr )r = Nv v − (Nr − mxG U )r + N . The last form of the equation is a standard one wherein A represents the internal dynamics of the system. and therefore are of immediate interest. We have so far. r} and external force/moment vector F = {Y . Yuu = 0 because of hull symmetry. or higher time derivatives. ˙ ˙ ˙ ˙ (41) (42) (43) The right side here carries also the imposed forces from a thruster(s) and rudder(s) {X . Y .3 Stability of the Sway/Yaw System ˙ Consider the homogeneous system s = As: s1 = A11 s1 + A12 s2 ˙ s2 = A21 s1 + A22 s2 . a state-space representation of the sway/yaw system is m − Yv mxG − Yr ˙ ˙ mxG − Nv Izz − Nr ˙ ˙ ds dt ˙ Ms ˙ s ˙ s Yv Yr − mU Nv Nr − mxG U = s + F .

these are the terms Yv and Nr . the terms {Nv . if the vessel is reasonably balanced with regard to forward and aft areas with respect to the origin. To wit. Next. A necessary and sufficient condition for stability of this ODE system is that each coefficient must be greater than zero: −A11 − A22 > 0 A11 A22 − −A12 A21 > 0 The components of A for the sway/yaw problem are (Izz − Nr )Yv + (Yr − mxG )Nv ˙ ˙ (m − Yv )(Izz − Nr ) − (mxG − Yr )(mxG − Nv ) ˙ ˙ ˙ ˙ −(Izz − Nr )(mU − Yr ) − (Yr − mxG )(mxG U − Nr ) ˙ ˙ (m − Yv )(Izz − Nr ) − (mxG − Yr )(mxG − Nv ) ˙ ˙ ˙ ˙ (Nv − mxG )Yv + (m − Yv )Nv ˙ ˙ (m − Yv )(Izz − Nr ) − (mxG − Yr )(mxG − Nv ) ˙ ˙ ˙ ˙ −(Nv − mxG )(mU − Yr ) − (m − Yv )(mxG U − Nr ) ˙ ˙ . First. ¨ ˙ (47) Note that these operations are allowed because the derivative operator is linear. let xG 0.3 Stability of the Sway/Yaw System We can rewrite the second equation as s2 = d(·) − A22 dt −1 33 A21 s1 (46) and substitute into the first equation to give s1 + (−A11 − A22 )s1 + (A11 A22 − A12 A21 )s1 = 0. ˙ and similarly Nr −Izz .4. valid for many vessels with the origin is at the geometric center. ˙ ˙ the added mass term −Yv is of the order of the vessel’s material mass m. and can be simplified. we would simply use s. Both Yv and Nr take large negative values. Yr . Nv . If the origin is at the center of mass. (m − Yv )(Izz − Nr ) − (mxG − Yr )(mxG − Nv ) ˙ ˙ ˙ ˙ (48) A11 = A12 = A21 = A22 = (49) The denominators are identical. . in the language of the Laplace transform. xG = 0. Yr } take very small values in comparison with the others. Linear ˙ ˙ ˙ drag and rotational drag are significant also.

The denominator for A’s components reduces to (m − Yv )(Izz − Nr ). and ˙ ˙ A11 = Yv m−Yv ˙ Nr Izz −Nr ˙ < 0 A22 = < 0. (52) Since Nr and Yv are both negative. we have only to look at the numerators. positive xG increases the (positive) influence of C’s first term. and yaw/sway stability depends closely on the magnitude and sign of Nv . generally making stability critical on the (usually negative) Nv . since the denominators of the Aij are identical. Stability can also be improved by moving the center of gravity forward. Adding more surface area aft drives Nv more positive. increasing stability as expected.34 4 HYDRODYNAMICS: INTRODUCTION both large and negative. the form is as follows: L = 1 ρAU 2 Cl (α). For the second condition. When only the largest terms are considered for a vessel. we require (Izz − Nr )Yv (m − Yv )Nr ˙ ˙ − [Nv Yv + (m − Yv )Nv ] [−(Izz − Nr )(mU − Yr ) + Yr Nr ] > 0. For stability. a simpler form is common: C = Yv Nr + Nv (mU − Yr ) > 0. As in our discussion of lift on the body. The 2 . The second part of the second term contains mU . (51) C is called the vessels stability parameter.4 Basic Rudder Action in the Sway/Yaw Model Rudders are devices which develop large lift forces due to an angle of attack with respect to the oncoming fluid. The terms of C compete. Hence the first condition for stability is met: −A11 − A22 > 0. 4. Nonzero xG shows up as follows: C = Yv (Nr − mxG U ) + Nv (mU − Yr ) > 0. ˙ ˙ ˙ ˙ (50) The first term is the product of two large negative and two large positive numbers. which has a large positive value. where α is the angle of attack.

and a very small positive sway perturbation. We have 1 ∂Cl Yα = ρA 2 ∂α 1 ∂Cl Nα = − ρA 2 ∂α U2 α=0 (54) (55) lU 2 . . as well as v/U and lr. A positive rudder deflection (defined to have the same sense as the yaw angle) causes a negative yaw perturbation.. Generally speaking. δ = α and Nδ = Nα . the moment equation is quite simple. etc. In this case the rudder still opposes yaw and sway perturbations and acts to stabilize the vessel. α=0 Note the difference between the rudder angle expressed in the body frame. Angle of attack is influenced by δ. α=0 (53) Since the rudder develops force (and a small moment) far away from the body origin. δ. for example Nv and Nr .4.4 Basic Rudder Action in the Sway/Yaw Model y δ r x 35 Figure 3: Convention for positive rudder angle in the vessel reference system. the hydrodynamic characteristics of the vessel depend strongly on the rudder. and thereafter develops much less lift. say a distance l aft. other hydrodynamic derivatives are augmented to capture the necessary effects. in tank testing with v = 0. lift coefficient Cl is normally linear with α near α = 0. and the total angle of attack α. but in real conditions. but the rudder stalls when the angle of attack reaches a critical value. even when δ = 0. Thus. We will assume that α is small enough that the linear relationship applies: Cl (α) = ∂Cl ∂α α.

1 4 HYDRODYNAMICS: INTRODUCTION Adding Yaw Damping through Feedback The stability coefficient C resulting from the addition of a control law δ = kr r. (56) Yδ is small positive. is C = Yv (Nr − mxG U + kr Nδ ) + Nv (mU − Yr − kr Yδ ). ˙ (57) Employing the control law δ = kφ φ.4. which are used to track φdesired .4. we require sensors to obtain r and φ. This use of an error signal to drive an actuator is in fact the essence of feedback control. second-order ODE: ¨ ˙ (Izz − Nr )φ + (mxG U − Nr )φ − Nδ kφ φ = 0. since Yv is negative. the equation gives a stable θ response.36 4. settling under second-order dynamics to θ(∞) = 0. a vessel which is overly stable (C >> 0 with no rudder action) is unmaneuverable. ˙ (58) Since all coefficients are positive (recall Nδ < 0). the system equation becomes a homogeneous. A properly-balanced vessel just achieves stability with zero rudder action. In this case.2 Heading Control in the Sway/Yaw Model Considering just the yaw equation of motion. Control system limitations and the stalling of rudders make obvious the fact that even a very large control gain kr cannot completely solve stability problems of a poorly-designed vessel with an inadequate rudder. The control law δ = kφ (φ − φdesired ) + kr r is the basis for heading autopilots. and an actuator to implement the corrective action. v = 0. . so that a reasonable amount of control will provide good maneuvering capabilities. where kr > 0 is a feedback gain.e. On the other hand. Hence C becomes more positive. 4. a controller to calculate δ. i.. but Nδ is large and negative. with a rudder. we have ¨ ˙ (Izz − Nr )φ + (mxG U − Nr )φ = Nδ δ.

acceleration terms dominate. since the velocities are zero. the positive v-direction. r −Yv Nδ δ (64) .5 4. we have ˙ Yδ δ .5. The equation looks like this: m − Yv mxG − Yr ˙ ˙ mxG − Nv Izz − Nr ˙ ˙ v ˙ r ˙ = Yδ Nδ δ. (62) Note that the denominator is the stability parameter. the steady-state yaw rate is negative.2 Phase 3: Steady State When the transients have decayed. (60) m − Yv ˙ and the vessel moves to the left.4. (63) C With C > 0. the vessel is in a steady turning condition. Izz − Nr ˙ (61) The first phase is followed by a period (Phase 2). (59) Since Yr and mxG are comparatively small in the first row. in which many terms are competing and contributing to the transient response.5. since Nδ < 0: v(0) = ˙ r(0) = ˙ Nδ δ . This turning rate equation can also be used to estimate turning radius R: r=− R= U UC = . and the accelerations are zero. The system equations reduce to v r = δ C (mxG U − Nr )Yδ + (Yr − mU )Nδ N v Y δ − Y v Nδ . it turns in the opposite direction than expected. The initial yaw is in the negative r-direction. 4.5 Response of the Vessel to Step Rudder Input 37 4.1 Response of the Vessel to Step Rudder Input Phase 1: Accelerations Dominate When the rudder first moves. The steady turning rate is thus approximated by Yv N δ δ. If the vessel is unstable (C < 0).

creating the so-called righting moment which nearly all underwater vehicles possess. with xG = 0 and no actuation: ∂w − Uq = Zw w + Zw w + Zq˙ q + Zq q + (B − W ) ˙ ˙ ˙ ∂t dq Iyy = Mw w + Mw w + Mq˙ q + Mq q − Blb sin θ. for which the dimensional weight/buoyancy forces and moments are invariant with speed. Increasing the deflection δ to reduce R works only to the point of stalling. and “ hands-off” stability. 3. The case C < 0 should only be considered under active feedback control. ˙ ˙ ˙ dt m (65) (66) The last term in each equation is a hydrostatic effect induced by opposing net buoyancy B and weight W .38 4 HYDRODYNAMICS: INTRODUCTION The radius goes up directly with C.6 Summary of the Linear Maneuvering Model We conclude our discussion of the yaw/sway model by noting that 1. 4. The design parameter C should be slightly greater than zero for easy turning. and they are independent of the longitudinal dynamics. decreasing R as desired. We see also that increasing the rudder area increases Nδ . consider the case of heave and pitch. and the actual vessel loses forward speed during maneuvering. The linearized sway/yaw dynamics of a surface vessel are strongly coupled. Because buoyancy effects do not . Very tight maneuvering requires the nonlinear inertial components and hydrodynamic terms. 4. This fact is not true in the vertical plane.7 Stability in the Vertical Plane Stability in the horizontal plane changes very little as a function of speed. the nonlinear equations couple surge to the other motions. lb denotes the vertical separation of the center of gravity and the center of buoyancy. indicating that too stable a ship has poor turning performance. The analysis is valid only up to small angles of attack and turning rates. 2. For example. because drag and lift effects generally scale with U 2 . Among other effects.

7 Stability in the Vertical Plane 39 change with speed.4. . the dynamic properties and hence stability of the vehicle may change with speed.

π2 .40 5 SIMILITUDE 5 5. Q2 . we require that all terms in an equation must have the same units. a steady force of magnitude F is applied. Let a quantity Qn be given as a function of a set of n − 1 other quantities: Qn = fQ (Q1 . π1 assumes only a constant (but unknown) value. independent quantities. some quantities are dependent on other. but suppose also that there are only k independent ones. Suppose we have a block of mass m resting on a frictionless horizontal surface. There is just one nondimensional group in this relationship. We form nondimensional groups out of the dimensional ones in this section. Simple termcancellation gives π1 = X(T )m/F T 2 . k is equivalent to the number of physical unit types encountered.1 SIMILITUDE Use of Nondimensional Groups For a consistent description of physical processes. On the basis of physical laws. Consider the flow rate Q of water from an open bucket of height h. and apply the technique to maneuvering. The (MKS) units are [X(·)] [m] [F ] [T ] = = = = m kg kgm/s2 s. and the functional equivalence is reduced to πn−k = fπ (π1 . The theorem asserts that there are n − k dimensionless groups πi that can be formed. · · · . Qn−1 ). through a drain nozzle of diameter d. and therefore k = 3. πn−k−1 ). We want to know X(T ). The dimensional function is X(T ) = fQ (m. F. We have . not far at all from the known result that X(T ) = F T 2 /2m! Example. The Buckingham π-theorem provides a basis for all nondimensionalization. so n = 4. (68) Example. T ). the distance that the block has moved as of time T . (67) There are n variables here. · · · . At time zero.

Since h and d have the same units. g is the acceleration due to gravity. √ Three plausible first groups are: π1 = ρQ/dµ. We finally have the useful result π4 = fπ (π5 . Intuition is that h/d is im- . ρ. where the water density is ρ. and one is a unique function of the other two. time. we must create three nondimensional quantities. d. .1 Use of Nondimensional Groups 41 Q = fQ (h. and the questionable importance of h/d as a group are remnants of the theorem. Intuition and additional manipulations come in handy. √ and we may construct π4 = π1 /π2 = Q/d2 gh √ nondimensionalize Q with to a pressure velocity. and the (MKS) units of these quantities are: [Q] [h] [d] [ρ] [µ] [g] = = = = = = m3 /s m m kg/m3 kg/ms m/s2 There are only three units that appear: [length. Note that all six quantities appear at least once. making sure that each of the original (dimensional) quantities is represented. and π3 = h/d. No other parameters affect the flow rate. π2 = dρ gh/µ. To arrive at a set of valid groups. π1 is recognized as a Reynolds number pertaining to the orifice flow. only three non-dimensional groups exist. µ d d2 gh The uncertainty about where to use h and d. π2 ) −→ √ ρd gh h Q √ = fπ . mass]. they could easily change places in the first two groups. and thus k = 3. and then π5 = π1 /π4 = ρd gh/µ to establish an orifice Reynolds number independent of Q. but products and fractions of groups are themselves valid groups. π2 is more awkward. However. g). as we now show. Hence. We have n = 6.5. µ. and its absolute viscosity µ.

Cavitation number: δ= P∞ − P v . where λ is the wavelength. The Froude number appears in problems involving pressure boundary conditions. In the flow example. 1 ρU 2 2 (70) where P∞ represents the ambient total pressure. such as in waves on the ocean surface. with no constraints about the actual physics taking place. Roughly speaking. it relates the vessel speed U to water wave speeds of wavelength L. gL (69) where U is the speed of the vessel. Reynolds number: Re = Ul . and L is the waterline length of the vessel.2 Common Groups in Marine Engineering One frequently encounters the following groups in fluid mechanics and marine engineering: 1. The power of the π-theorem is primarily in reducing the number of parameters which must be considered independently to characterize a process. µ/ρ (71) . A low cavitation number means that the Bernoulli pressure loss across the lifting surface will cause the fluid to vaporize. π5 is a Reynolds number. 3. degradation of performance. 2.g. g is the acceleration due to gravity. Froude number: U Fr = √ . e. causing bubbles. and possible deterioration of the material. and the other two terms have a nice physical meaning.42 5 SIMILITUDE material. 5. Pv the vapor pressure of the fluid. the phase speed of a surface wave is V = λg/2π.. and U the propeller inlet velocity. the theorem reduced the number of independent parameters from five to two.

Various forces on the box scale as (inertia) Fi = ρ (gravity) Fg = (pressure) Fp = (shear) Fs = (surface tension) Fσ = ∂v ∂v dxdydz + ρv dxdydz ∂t ∂x 3 ρgdxdydz ρgl P dxdy P l2 ∂v µ dxdy µU l ∂z σdx σl. ρU 2 normalizes pressure.5. Reynolds number is a ratio of fluid inertial pressures to viscous pressures: When Re is high. dz]. viscous effects are negligible. Since Re appears in many applications. µ is absolute viscosity. Given that [σ] = N/m (MKS). and l normalizes length. To appreciate the origins of these terms from a fluid particle’s point of view. among others. Weber number: W = ρU 2 l .2 Common Groups in Marine Engineering 43 where U is velocity. dy. bluff body wakes. and flow across a plate. 4. and ρ is density. σ (72) where σ is the surface tension of a fluid. The Weber number indicates the importance of surface tension. consider a box having side lengths [dx. l represents one of many length scales. Re can be used to characterize pipe flow. ρU 2 l2 Thus the groups listed above can be written as Fi Fr = Fg Fp δ= Fi Fi Re = Fs Fi W = Fσ U2 gl P ρU 2 ρU l µ ρU 2 l σ .

e. both of which are important for surface vessels. additionally. by using the quantities [U. With this achieved. F r.. 000. Under inviscid √ conditions. This holds for the geometry of the body and the kinematics of the flow. Suppose that lship = λlmodel . the flow rate is Q = πd2 2gh/4. accurate scaling of Re for large vessels to model scale is quite difficult. we write the functional relationship for drag as a starting point: Cr = D 1 ρAU 2 2 = fQ (ρ. and hence surface tension plays no role. few fluids with this property are workable in a large testing tank. ˙ ˙ ˙ ˙ These equations can be nondimensionalized in a standard way.e. √ Froude number similitude requires Umodel = Uship / λ. Unfortunately. √ Next. Cf is not sensitive to Re. First. 5. . the surface roughness. and submarines near the surface. g. so that usually λ >> 1. W ). it is a routine procedure to employ turbulence stimulators to achieve flow that would normally occur with ship-scale Re. ρ]: these three values provide the necessary units of length. the viscous effects are negligible. Above a critical value Re 500. U. As a result. one then tries to match F r closely. Suppose that we conduct a model test in which Re is abnormally large. σ. the model and the true vessel operate in the same gravity field. Consider the example of nozzle flow from a bucket. it is imperative to maintain as many of the nondimensional groups as possible of the full-scale system.44 5 SIMILITUDE When testing models.. For surface vessels. i. µ. L. In a vessel. however. since l is large. This rate cannot be achieved for lower-Re conditions because of fluid drag in the orifice. Then Reynolds number scaling implies directly νmodel = νship /λ3/2 . i. we set gmodel = gship . l) = fπ (Re. we look at Re = U l/ν and F r = U/ gl.3 Similitude in Maneuvering The linear equations of motion for the horizontal yaw/sway problem are: (m − Yv )v − Yv v + (mU − Yr )r + (mxG − Yr )r = Y ˙ ˙ ˙ ˙ (Izz − Nr )r + (mxG U − N r)r + (mxG − Nv )v − Nv v = N. W is very large. and the all of the relevant groups governing fluid dynamics.

5. including a factor of 1/2 with ρ. for consistency with our previous expressions: v ˙ = m = m 1 ρL3 2 (74) Izz = xG = U = Izz 1 ρL5 2 xG L U =1 U Yv ˙ 1 ρL3 2 Yv 1 ρU L2 2 Yr ˙ 1 ρL4 2 Yr 1 ρU L3 2 Y 1 ρU 2 L2 2 Nv ˙ 1 ρL4 2 Nv 1 ρU L3 2 Yv = ˙ Yv = Yr = ˙ Yr = Y = Nv = ˙ Nv = .3 Similitude in Maneuvering 45 time. denoted with a prime symbol: L v ˙ (73) U2 1 v = v U L2 r = ˙ r ˙ U2 L r = r. U We follow a similar procedure for the constant terms as follows. First. and furthermore are readily accessible to the user. and mass. we create nondimensional states.

where is the displaced fluid volume of the vessel. and GM is the metacentric height. 1 ρU 2 L3 2 N 5 SIMILITUDE Nr = ˙ Nr = N = Note that every force has been normalized with 1 ρU 2 L2 . Since fluid forces and moments generally scale with U 2 . the nondimensionalized description holds for a range of velocities. The nondimensional terms are Ixx 1 ρL5 2 Kp ˙ 1 ρL5 2 Kp 1 ρU L4 2 Kψ 1 ρU 2 L3 2 Ixx = Kp = ˙ Kp = Kψ = (77) .4 Roll Equation Similitude Certain nondimensional coefficients may arise which depend explicitly on U . the roll moment Kψ is based on metacentric stability. Let us carry out a similar normalization of the simplified roll equation (Ixx − Kp )p − Kp p − Kψ ψ = K. time has been also nondimensionalized with L/U . and has the form Kψ = −ρg (GM ).46 Nr ˙ 1 ρL5 2 Nr 1 ρU L4 2 . Thus we arrive at a completely equivalent set of nondimensional system equations. and therefore require special attention. (m − Yv )v − Yv v + (m U − Yr )r + (m xG − Yr )r ˙ ˙ ˙ ˙ (Izz − Nr )r + (m xG U − N r )r + (m xG − Nv )v − Nv v ˙ ˙ ˙ ˙ = Y (75) = N. 5. ˙ ˙ (76) For a surface vessel. and every moment 2 1 with 2 ρU 2 L3 .

and also has a strong influence on Kp . and h is the righting arm. The nondimensional coefficient becomes (Ixx − Kp )p − Kp p − ˙ ˙ Bh . ρU 2 L3 2 Kψ = − 1 Kψ again depends strongly on U .5. the righting moment has the form Kψ = −Bh. In the case of a submarine. = U 47 p ˙ p leading to the equivalent system 2gL (GM )φ = K . (78) U2 Note that the roll angle φ was not nondimensionalized. since B and h are fixed.4 Roll Equation Similitude L2 = p ˙ U2 L p. this Kψ needs to be maintained in model tests. . where B is the buoyant force. since it appears explicitly in the nondimensional righting moment term. The Froude number has a very strong influence on roll stability.

tow the vehicle at different angles of attack. the measurement is made over one rotation only. so that the vessel does not re-enter its own wake. For example. Since the control surface(s) and propeller(s) affect the coefficients. test results for many hull-forms have already been published.2 Rotating Arm Device On a rotating arm device. a preliminary search of the literature may turn up useful estimates. Reynolds number Re = UνL . 6. giving the coefficients Yr and Nr . In model tests. modern sensors and computer control systems make possible the estimation of certain coefficients based on open-water tests of a model or a full-scale design. which scales the influence gL of surface waves. Finally. Finally. The idea is to measure the crossbody force and yaw moment as a function of r. rotating at constant rate r: the vessel forward speed is U = rR. ˙ The coefficients Yv and Nv can also be obtained by running with a fixed angle of attack. and the basic lifting surface models are not difficult. which scales the effect of viscosity. 6. the Froude number F r = √U .48 6 CAPTIVE MEASUREMENTS 6 CAPTIVE MEASUREMENTS Before making the decision to measure hydrodynamic derivatives. measuring sway force and yaw moment. The available computational approaches should be considered as well. . need not be matched as long as the scale model attains turbulent flow (supercritical Re). Note that the lateral force also contains the component (m − Yv )r2 R. must be maintained between model and full-scale surface vessels. higher-order terms can be generated if the points deviate from a straight line. these are very good for predicting added mass in particular. The slope of the curve at zero angle determines Yv and Nv respectively. the vessel is fixed on an arm of length R. they should both be implemented in model testing.1 Towtank In a towtank. Rudder derivatives can be computed also by towing with various rudder angles. One can use turbulence stimulators near the bow if necessary.

3 Planar-Motion Mechanism With a planar motion mechanism. ˙ ˙ ˙ ˙ We have v = (ya + ya )/2 and r = (yb − ya )/2l. one forward and one aft. or in a combination sway and yaw motion. Usually a sinusoidal motion is imposed: ya (t) = a cos ωt yb (t) = b cos(ωt + ψ). the vessel is towed at constant forward speed U . which can each impose independent sway motions. in a pure yaw motion about the mid-length point if ya (t) = −yb (t). therefore producing variable yaw. When a = b.3 Planar-Motion Mechanism 49 6. The model moves in pure sway if ya (t) = yb (t).6. we obtain four independent equations: . these become ˙ ˙ ˙ ˙ aω (sin ωt(1 + cos ψ) + cos ωt sin ψ) 2 aω 2 v = − ˙ (cos ωt(1 + cos ψ) − sinωt sin ψ) 2 aω r = − (sin ωt(cos ψ − 1) + cos ωt sin ψ) 2l aω 2 r = − ˙ (cos ωt(cos ψ − 1) − sin ωt sin ψ) . then (m − Yv )v − Yv v + (mU − Yr )r + (mxG − Yr )r = Ya + Yb (81) ˙ ˙ ˙ ˙ (Izz − Nr )r + (mxG U − Nr )r + (mxG − Nv )v − Nv v = (Yb − Ya )l. 2l v = − (82) (80) Equating the sine terms and then the cosine terms. If linearity holds. (79) and the transverse forces on the posts are measured and approximated as Ya (t) = Fa cos(ωt + θa ) Yb (t) = Fb cos(ωt + θb ). but is held by two posts. The connection points are a distance l forward and aft from the vessel origin.

50 6 CAPTIVE MEASUREMENTS (m − Yv ) − ˙ aω 2 (1 + cos ψ) − 2 aω Yv − sin ψ + 2 aω (mU − Yr ) − sin ψ + 2l aω 2 (mxG − Yr ) − (cos ψ − 1) = Fa cos θa + Fb cos θb ˙ 2l (m − Yv ) − ˙ (83) aω 2 (− sin ψ) − 2 aω (1 + cos ψ) + Yv − 2 aω (mU − Yr ) − (cos ψ − 1) + 2l aω 2 (mxG − Yr ) − (− sin ψ) = −Fa sin θa − Fb sin θb ˙ 2l aω 2 (cos ψ − 1) + 2l aω sin ψ + (mxG U − Nr ) − 2l aω 2 (mxG − Nv ) − (1 + cos ψ) − ˙ 2 aω Nv − sin ψ = l(Fb cos θb − Fa cos θa ) 2 (Izz − Nr ) − ˙ (Izz − Nr ) − ˙ (84) (85) aω 2 (− sin ψ) + (86) 2l aω (mxG U − Nr ) − (cos ψ − 1) + 2l aω 2 (mxG − Nv ) − (− sin ψ) − ˙ 2 aω Nv − (1 + cos ψ) = l(−Fb sin θb + Fa sin θa ) 2 .

can be deduced from two tests with a planar motion mechanism. ψ. Nv . Fb . we can write the eight solutions ˙ ˙ ˙ ˙ directly: For ψ = 0.3 Planar-Motion Mechanism 51 In this set of four equations. the eight linear coefficients for a surface ˙ ˙ vessel maneuvering. Yr . Nr . Nr . It turns out that the two cases of ψ = 0 (pure sway motion) and ψ = 180o (pure yaw motion) yield a total of eight independent equations. . The PMM can be driven with more complex trajectories which will target specific nonlinear terms. Nr ]. θa . and that some curve fitting will be needed in any event. Nv . Yv . For ψ = 180o . we obtain [Fa . aω 2 2 aω −Yv − 2 aω 2 (mxG − Nv ) − ˙ 2 aω −Nv − 2 (m − Yv ) − ˙ (2) = Fa cos θa + Fb cos θb (2) = −Fa sin θa − Fb sin θb (2) = l(Fb cos θb − Fa cos θa ) (2) = l(−Fb sin θb + Fa sin θa ). Yv . we have ˙ ˙ aω 2 2l aω (mU − Yr ) − 2l aω 2 (Izz − Nr ) − ˙ 2l aω (mxG U − Nr ) − 2l (mxG − Yr ) − ˙ (−2) = Fa cos θa + Fb cos θb (−2) = −Fa sin θa − Fb sin θb (−2) = l(Fb cos θb − Fa cos θa ) (−2) = l(−Fb sin θb + Fa sin θa ). xG ]. ω]. and from the rigidbody model we have [m. exactly what is required to find the eight coefficients [Yv . Izz . Yr . (88) to be solved for [Yr . Yr . we know from the imposed motion the values [U. Remarkably. (87) to be solved respectively for [Yv . Nr ]. Thus. From the experiment. Nv ].6. for a given speed. θb ]. Nv . a. We note that the nonlinear terms will play a significant role if the motions are too large.

The Dieudonn´ maneuver has the vessel path following a growing spiral. But if the corrective action causes the vessel to turn left at all. The vessel has gotten “stuck” here. Deflect the rudder to 20◦ . Turn rudder quickly by 15◦ . 7. 4.2 Zig-Zag Maneuver 1. and hold until the vessel turns 20◦ . achieve steady speed for one minute. and e then a contracting spiral in the opposite direction. but that the yaw rate at zero rudder. 7. 4. and keep it there until steady yaw rate is maintained for one minute. We say that the vessel is unstable. Repeat. Achieve steady speed and direction for one minute. 2. on the way negative. and clearly a poor design. The test reveals if the vessel has a memory effect. suppose that the first 15◦ rudder deflection causes the vessel to turn right. and hold until the vessel turns to -20◦ with respect to the starting heading. manifested as a hysteresis in yaw rate r. 2. . 3. to assess stability and performance. the same memory effect may occur. 5. Deflect the rudder to -20◦ .1 Dieudonn´ Spiral e 1. It is easy to see that the rudder in this case has to be used excessively driving the vessel back and forth. Reduce rudder angle by 5◦ . With zero rudder. Repeat in decrements of -5◦ . and keep it there until steady yaw rate is maintained for one minute. For example. Proceed back up to 15◦ .52 7 STANDARD MANEUVERING TESTS 7 STANDARD MANEUVERING TESTS This section describes some of the typical maneuvering tests which are performed on full-scale vessels. and will require a negative rudder action to pull out of the turn. 3. is still to the right. No changes in speed setting are made after this point. to -15◦ .

and it appears to an observer there that the vessel turns about this point. parameters of interest are the turning diameter. the yaw overshoot (amount the vessel exceeds ±20◦ when the rudder has turned the other way). A line along the vessel centerline reaches closest to the true center of the turning circle at a point termed the turning center. yaw. and the total period for the 20◦ oscillations. In a surface vessel. and describes how the vessel “skids” during a turn. These are: the response time (time to reach a given heading).3 Heel Angle Heel during turning occurs as a result of the intrinsic coupling of sway. At this location. and roll caused by the center of gravity. the drift angle β.3. Of course. similar tests can be made with different rudder angles and different threshold vessel headings. inertial terms dominate (Phase 1) and the sway equation is .2 Speed Loss Speed loss occurs primarily because of drag induced by the drift angle. the rudder is moved to a new setting. 7. The vessel-reference velocity components are thus u = U cos β and v = −U sin β. The vessel responds by turning in a circle. 7. A vessel which drifts very little may have very little speed loss. After steady state is reached again. 7.7.1 Drift Angle The drift angle is the equivalent to angle of attack for lifting surfaces. zero yaw rate condition. which may or may not exist on the physical vessel.3. 7.3 Circle Maneuver 53 This maneuver establishes several important characteristics of the yaw response.3 Circle Maneuver From a steady speed. When the rudder is first deflected. there is no apparent lateral velocity. but the center of gravity is near the waterline or above. the fluid forces act below the waterline. If the turning circle has radius R (measured from the vessel origin). the speed loss.3. and the angle of heel ψ. then the speed tangential to the circle is U = rR.

˙ ˙˙ Because |Yv | > m. and additionally feel the effects of a large sail above both. When steady turning conditions are reached (Phase 3). we see that if the rudder is straightened out at this point. submarines have the mass center below the rudder action point. and again centrifugal force mU r causes the bottom of the submarine to move out of the turn. the vessel rolls under the sail. The sway equation is −Yv v + (mU − Yr )r = Yδ δ. the roll will momentarily be even worse! In summary. acting high. the roll angle of a submarine with a sail is always into . −Yv v + (mU − Yr )r = Yδ δ. v < 0 when r > 0 for most vessels. the vessel ultimately rolls to port (negative) for a positive rudder action. and |Yv v| > |Yδ δ|. Because the centrifugal force acts above the waterline. Hence. and Yδ δ (intermediate). (92) The drift angle β keeps the Yv -force. The transition between the inertially-dominated and steady-turning regimes includes an overshoot: in the above formulas. and thus the vessel first rolls to starboard ˙ (positive) for a positive rudder action. From the sway equation. (90) with Yr small. the keel out of the turn.4 Heeling in Submarines with Sails Submarines typically roll into a turn during all phases. hydrodynamic forces equalize the centrifugal force mU r and the rudder force Yδ δ. but then out of the turn in the steady state. the vessel overshoots the final port roll angle as the vessel slows. In ˙ the steady state. The inertial equation (m − Yv )v − (Yr − mxG )r = Yδ δ ˙ ˙ ˙ ˙ (91) is dominated by mv (acting low). −Yv v (acting high). ˙ ˙ ˙ ˙ (89) The coefficients for r are quite small. toward the center of the turn. Unlike surface vessels. 7.3. which have the rigid mass center above the center of fluid forcing.54 7 STANDARD MANEUVERING TESTS (m − Yv )v − (Yr − mxG )r = Yδ δ. the vessel rolls into the turn initially.

3 Circle Maneuver 55 the turn. both initially and in the steady state. The heel angle declines as the speed of the submarine drops. .7.

We will limit the present discussion to the vertical plane. because it opposes the vehicle’s x-axis. d’Alembert’s paradox predicts zero net force. and Azz along the vehicle’s z-axis z (up). The Munk moment is always destabilizing. taken to be positive with the nose up – this equates to a negative pitch angle φ in vehicle coordinates. . (93) 2 The drag coefficient CA has both pressure and skin friction components. or from slender body approximation (to follow).56 8 STREAMLINED BODIES 8 8. if it is moving horizontally. where pressure is highest on the front of the body (decelerating flow) and lowest on the back (accelerating flow). Consider a symmetric body with added mass components Axx along the vehicle (slender) x-axis (forward). the asymmetric location of the stagnation points. Note that the A-subscript will be used to denote zero angle of attack conditions. The added mass terms Azz and Axx can be estimated from analytical expressions (available only for regular shapes such as ellipsoids). This Munk moment arises for a simple reason. and hence area Ao is usually that of the wetted surface. The Munk moment is: 1 Mm = − (Azz − Axx )U 2 sin 2α 2 −(Azz − Axx )U 2 α.2 Munk Moment Any shape other than a sphere generates a moment when inclined in an inviscid flow. which has the form 1 FA = − ρCA Ao U 2 . the sign of FA is negative. but not necessarily a zero moment. but similar arguments can be used to describe the horizontal plane.1 STREAMLINED BODIES Nominal Drag Force A symmetric streamlined body at zero angle of attack experiences only a drag force. (94) Azz > Axx for a slender body. in the sense that it acts to turn the vehicle perpendicular to the flow. Let α represent the angle of attack. and the negative sign indicates a negative pitch with respect to the vehicle’s pitch axis. from numerical calculation. also. 8.

. The Munk moment is a . a decomposition using apparent velocity. and a small region near the trailing end. and their magnitudes determine the stability of a hullform.e. and it may cover a larger area (increasing the stabilizing moment and drag) for a larger angle of attack. The formation of the vortex depends on the angle of attack. Each constant γ is taken as positive.4 Net Effects: Aerodynamic Center The Munk moment and the moment induced by separation are competing. with the exceptions of the boundary layer. For a small angle of attack. where 2 Ca = CA cos2 φ.3 Separation Moment In a viscous fluid. flow over a streamlined body is similar to that of potential flow. Since vortices correlate with low pressure. 8. with a nose-up angle of attack. i. 2 ∂α Fn = (95) With a positive angle of attack. In this latter area. but it also induces drag. (96) The last relation is based on writing CA (U cos φ)2 as (CA cos2 φ)U 2 . a helical vortex may form and convect downstream.3 Separation Moment 57 8. the effect of such a vortex is stabilizing. this force is in the positive z-direction.8. First we simplify: Fa = −γa Fn = γn α Mm = −γm α. and the signs reflect orientation in the vehicle reference frame. the transverse force Fn can be written in the same form as for control surfaces: 1 ρCn Ao U 2 2 1 ∂Cn ρ αAo U 2 . The zero-α drag force FA is modified by the vortex shedding: 1 Fa = − ρCa Ao U 2 .

In many cases with very streamlined bodies. AC moves infinitely far forward as viscosity effects diminish. since the Munk moment persists even in inviscid flow. γn (98) and the location of O is then called the aerodynamic center or AC. The net moment about O is zero if we select ln = γm . Fixed surfaces induce lift and drag on the body: 1 L = ρAf U 2 Cl (α) 2 1 D = − ρAf U 2 Cd 2 γL α −γD (constant) (99) These forces act somewhere on the fin. The point AC has an intuitive explanation: it is the location on the hull where Fn would act to create the total moment. The summed forces on the body are thus: . the towpoint must be located forward of AC. the aerodynamic center is significantly ahead of the nose. a rigid sting would have to extend at least to AC in order for stable towing. the mass center must be forward of AC for stability. the net moment is stabilizing. Similarly. if the vehicle’s origin lies in front of AC. 8. As a final note. and are signed again to match the vehicle frame. for towed vehicles. (97) where ln denotes the (positive) distance between O and the application point of Fn . If the origin lies behind AC.58 8 STREAMLINED BODIES pure couple which does not depend on a reference point. with γ > 0 and α > 0. and in this case. the moment is destabilizing. For self-propelled vehicles. Hence. and write the total pitch moment about O as: M = Mm + Fn ln = (−γm + γn ln )α.5 Role of Fins in Moving the Aerodynamic Center Control surfaces or fixed fins are often attached to the stern of a slender vehicle to enhance directional stability. We pick a temporary origin O for Fn however.

this is the case of AC moving aft toward the fins. γn Hence. (102) (101) The Munk moment γm opposes the aggregate effects of vorticity lift γn and the fins’ lift and drag γL + γD .e. (100) All of the forces are pushing the vehicle up. To solve it explicitly. the fins act directly in the denominator to shorten lf . but since AC is referenced to the fins. lf n < 0. i.. lf is reduced. With very large fins. Note that if the fins are located forward of the vortex shedding force Fn . since both effects usually act near the stern. and that the moment carried by the fins themselves is very small (compared to the moment induced by Llf ) the total moment is as follows: M = (−γm + γn ln )α + (γL + γD )lf α. there is no net gain in stability. The moment about O vanishes if γm = γn ln + lf (γL + γD ). referenced to an arbitrary body point O. it can be recalled that lf = ln = γm . Equation 102 contains two length measurements. A vehicle with excessively large fins will be difficult to turn and maneuver.5 Role of Fins in Moving the Aerodynamic Center 59 X = Fa − |D| cos α + |L| sin α −γa − γD + γL α2 Z = Fn + |L| cos α + |D| sin α γn α + γL α + γD α.8. (103) γn + γL + γD This is the distance that AC is located forward of the fins. and thus AC can be referenced to any other fixed point easily. We solve for lf : γm + γn lf n . Without fins. so that lf might be very small. let lf n denote the (positive) distance that the fins are located behind Fn . If we say that the fins act a distance lf behind the temporary origin O. this latter term is large. this is likely a small number. .

introduced shortly. To start. and Mq for a Slender Body The angle of attack α is related to the cross-body velocity w as follows: α = − tan−1 − w u (105) w for U >> w. and we assume that the vehicle is moving horizontally. The angle of attack seen by the fin is a combination of a part due to θ and a part linear with q: αf −θ + lf q U (107) . U We can then write several linear hydrodynamic coefficients easily: 1 ˆ ˆ Zw = − ρCn Ao U 2 1 ˆ ˆ Mw = ρC Ao U xAC . it is ˆ ˆ possible to group them into a condensed form. The fin center of pressure is located a distance lf aft of the body origin. with an instantaneous pitch angle of θ. which depends on both w and q. we consider the contribution of the fins only – slender body theory. Setting Fa and Fn to account for the fuselage and fins. we have 1 ˆ ˆ − ρCa Ao U 2 2 1 ˆ ˆ 2 ˆ Z = Fn ρ C Ao U α 2 n 1ˆ ˆ ˆ M = −Fn xAC − Cn Ao U 2 xAC α.60 8 STREAMLINED BODIES 8. Mw . as well as their derivatives.6 Aggregate Effects of Body and Fins Since all of the terms discussed so far have the same dependence on α.7 Coefficients Zw . 2 n (106) The rotation of the vessel involves complex flow. 2 ˆ X = Fa (104) 8. provides good results for the hull. Zq .

8.7 Coefficients Zw , Mw , Zq , and Mq for a Slender Body and so lateral force and moment derivatives (for the fin alone) emerge as 1 Zq = − ρCl Af U lf 2 1 2 Mq = − ρCl Af U lf . 2

61

(108)

62

9 SLENDER-BODY THEORY

9
9.1

SLENDER-BODY THEORY
Introduction

Consider a slender body with d << L, that is mostly straight. The body could be asymmetric in cross-section, or even flexible, but we require that the lateral variations are small and smooth along the length. The idea of the slender-body theory, under these assumptions, is to think of the body as a longitudinal stack of thin sections, each having an easily-computed added mass. The effects are integrated along the length to approximate lift force and moment. Slender-body theory is accurate for small ratios d/L, except near the ends of the body. As one example, if the diameter of a body of revolution is d(s), then we can compute δma (x), where the nominal added mass value for a cylinder is π (109) δma = ρ d2 δx. 4 The added mass is equal to the mass of the water displaced by the cylinder. The equation above turns out to be a good approximation for a number of two-dimensional shapes, including flat plates and ellipses, if d is taken as the width dimension presented to the flow. Many formulas for added mass of twodimensional sections, as well as for simple three-dimensional bodies, can be found in the books by Newman and Blevins.

9.2

Kinematics Following the Fluid

The added mass forces and moments derive from accelerations that a fluid particles experience when they encounter the body. We use the notion of a fluid derivative for this purpose: the operator d/dt indicates a derivative taken in the frame of the passing particle, not the vehicle. Hence, this usage has an indirect connection with the derivative described in our previous discussion of rigid-body dynamics. For the purposes of explaining the theory, we will consider the two-dimensional heave/surge problem only. The local geometry is described by the location of the centerline; it has vertical location (in body coordinates) of zb (x, t), and local angle α(x, t). The time-dependence indicates that the configuration is free to change with time, i.e., the body is flexible. Note that the curvilinear coordinate s is nearly equal to the body-reference (linear) coordinate x. The velocity of a fluid particle normal to the body at x is wn (t, x):

9.3 Derivative Following the Fluid

63

wn =

∂zb cos α − U sin α. ∂t

(110)

The first component is the time derivative in the body frame, and the second due to the deflection of the particle by the inclined body. If the body reference frame is rotated to the flow, that is, if w = 0, then ∂zb /∂t will contain w. For small angles, sin α tan α = ∂zb /∂x, and we can write ∂zb ∂zb −U . ∂t ∂x

wn

The fluid derivative operator in action is as follows:

wn =

dzb = dt

∂ ∂ −U zb . ∂t ∂x

9.3

Derivative Following the Fluid

A more formal derivation for the fluid derivative operator is quite simple. Let µ(x, t) represent some property of a fluid particle. d 1 [µ(x, t)] = lim [µ(x + δx, t + δt) − µ(x, t)] δt→0 δt dt ∂µ ∂µ = −U . ∂t ∂x The second equality can be verified using a Taylor series expansion of µ(x + δx, t + δt): ∂µ ∂µ δt + δx + h.o.t., ∂t ∂x

µ(x + δx, t + δt) = µ(x, t) +

and noting that δx = −U δt. The fluid is convected downstream with respect to the body.

64

9 SLENDER-BODY THEORY

9.4

Differential Force on the Body

If the local transverse velocity is wn (x, t), then the differential inertial force on the body here is the derivative (following the fluid) of the momentum: δF = − d [ma (x, t)wn (x, t)] δx. dt (111)

Note that we could here let the added mass vary with time also – this is the case of a changing cross-section! The lateral velocity of the point zb (x) in the body-reference frame is ∂zb = w − xq, ∂t such that wn = w − xq − U α. Taking the derivative, we have δF ∂ ∂ =− −U [ma (x, t)(w(t) − xq(t) − U α(x, t))] . δx ∂t ∂x We now restrict ourselves to a rigid body, so that neither ma nor α may change with time. δF ∂ = ma (x)(−w + xq) + U ˙ ˙ [ma (x)(w − xq − U α)] . δx ∂x (114) (113) (112)

9.5

Total Force on a Vessel

The net lift force on the body, computed with strip theory is
xN

Z =
xT

δF dx

(115)

where xT represents the coordinate of the tail, and xN is the coordinate of the nose. Expanding, we have

potential flow estimates do not create lift (or drag) forces for a smooth body. In general.9. so this should come as no surprise. The two terms are clearly related. Another noteworthy fact is that the lift force depends only on α at the tail. the strip theory thus provides Zw ˙ Zq˙ Zw Zq Zα(xT ) = = = = = −m33 −m35 −U ma (xT ) U xT ma (xT ) U 2 ma (xT ). since their difference depends only on how the body coordinate system is oriented to the flow. ˙ ˙ (116) In terms of the linear hydrodynamic derivatives. It is interesting to note that both Zw and Zα(xT ) depend on a nonzero base area. for vessels with pointed noses and flat tails. however. 9. ˙ ˙ x=xT ma (x) [−w + xq] dx + U ˙ ˙ xN xN We made use here of the added mass definitions xN m33 = xT ma (x)dx xN xT m35 = − xma (x)dx. the added mass ma at the nose is zero. with no effect on Z. so that a simpler form occurs: Z = −m33 w − m35 q − U ma (xT )(w − xT q − U α(xT )).6 Total Moment on a Vessel A similar procedure can be applied to the moment predictions from slender body theory (again for small α): . α could take any value(s) along the body.6 Total Moment on a Vessel 65 Z = ∂ [ma (x)(w − xq − U α)] dx xT xT ∂x = −m33 w − m35 q + U ma (x)(w − xq − U α)|x=xN . Additionally.

the linear hydrodynamic moment derivatives are Mw ˙ Mq˙ Mw Mq Mα = = = = = −m35 −m55 U xT ma (xT ) + U m33 −U x2 ma (xT ) + U m35 T −U 2 xT ma (xT ) − U 2 m33 . Mw and Mα are closely related. ∂x xT xT Then we make the further definition x xN m55 = xT x2 ma (x)dx. depending only on the orientation of the body frame to the flow. (note that m35 = m53 ) and use integration by parts to obtain M = −m35 w − m55 q − U xma (x)(w − xq − U α)|x=xN + ˙ ˙ x=xT xN U xT ma (x)(w − xq − U α)dx.66 9 SLENDER-BODY THEORY M = − = xN xδF dx xT xN ∂ ∂ −U [ma (x)(w − xq − U α)] dx ∂t ∂x xT xN xN ∂ = xma (x)(w − xq)dx − U ˙ ˙ x [ma (x)(w − xq + U α)] dx. which must be calculated if α changes along the length. we now assume that α is in fact constant on the length. Finally. whose linearization would provide Mw = (m33 − m11 )U . . As with the lift force. The integral above contains the product ma (x)α(x). leading to M = −m35 w − m55 q + U xT ma (xT )(w − xT q − U α) + ˙ ˙ U m33 w + U m35 q − U 2 m33 α. For simplicity. The derivative Mw is closely-related to the Munk moment. The Munk moment (an exact result) may therefore be used to make a correction to the second term in the slender-body approximation above of Mw .

The lift force from the latter is of the form L = − 1 ρU ACl w. By listing the body-referenced velocities ˙ in the order s = [u. and since m33 = 0 for a front-back symmetric wing.7 Relation to Wing Lift There is an important connection between the slender body theory terms involving added mass at the tail (ma (xT )). ˙ ˙ .3 = −Mw . in the sense that it acts to orient the wing parallel to the incoming flow. w. A5. we calculate for lift: Z = −ma (xT )U w π = − ρs2 U w. we write (M + A)s = F . 9.9. Inserting this approximation into the lift formula. This location will tend to stabilize the wing. r].7 Relation to Wing Lift 67 9. and low aspect-ratio wing theory. (117) 2 where (AR) is the aspect ratio. (118) 4 Now we look at a slender body approximation of the same force: The added mass at the tail is ma (xT ) = ρs2 π/4. 4 Slender-body theory is thus able to recover exactly the lift of a low-aspect ratio wing. and using the slender-body estimate for Zw . v. the estimated lift force acts at the trailing edge. p. where A = cs. where M is the mass matrix of the material vessel and F is a generalized force. Where does the slender-body predict the force will act? Recalling that Mw = U m33 + U xT ma (xT ). The lift coefficient slope is approximated by (Hoerner) 1 Cl ≈ π(AR). Therefore A33 = −Zw .8 Convention: Hydrodynamic Mass Matrix A Hydrodynamic derivatives that depend on accelerations are often written as components of a mass matrix A. we obtain π L = − ρs2 U w. and so on. 2 the product of chord (long) and span (short). q.

The helical vortices can become bigger while remaining stable. and are convected continuously into the wake.68 10 PRACTICAL LIFT CALCULATIONS 10 10. the approximations in the fin and slender-body analysis will break down. vorticity sheds as if from a bluff-body. 10. and are best suited to vehicles with a blunt trailing edge.2 Jorgensen’s Formulas There are some heuristic and theoretical formulas for predicting transverse force and moment on a body at various angles of attack. this shedding is nonsymmetric. axial force. or the wetted area. and fins. the planform area. and angle of attack α. and can be accurately modeled with slender body theory. The fins can often be properly modeled using experimental data parametrized with aspect ratio and several other geometric quantities. The body travels at speed U .1 PRACTICAL LIFT CALCULATIONS Characteristics of Lift-Producing Mechanisms At a small angle of attack. and there is little axial convection. The formulas provide a good systematic procedure for design. the blunt trailing end. a slender body experiences transverse force due to: helical body vortices. Let the body have length L. and we now present one of them due to Jorgensen. The low pressure associated with the vortices provides the suction force. The helical body vortices are stable and symmetric in this condition. As the angle of attack becomes larger. and moment coefficients are defined as follows: FN 1 ρU 2 Ar 2 FA 1 ρU 2 Ar 2 CN = CA = (119) . and greatly increases drag by widening the wake. The blunt trailing end induces lift as a product of added mass effects. which itself is stabilizing. Some of it convects downstream. This area could be the frontal projected area. The normal force. and the rest peels away from the body. but eventually will split randomly. usually toward the stern of the vehicle. and reference area Ar . We call the area of the stern the base area. A blunt trailing edge also induces some drag. In the limit of a 90◦ angle of attack.

measured back from the nose. Further. If “normal” Reynolds number Ren = U sin αD/ν. equivalent to that of an infinite circular cylinder. • CAo : axial drag at zero angle of attack. • : body volume. this location is arbitrary. Jorgensen gives the coefficients as follows: Ab α Ap sin 2α cos + Cd sin2 α Ar 2 Ar n = CAo cos2 α − Ab (L − xm ) α Ap sin 2α cos − Cdn = − Ar L 2 Ar CN = CA CM (120) (121) xm − xc sin2 α. Ab = 0 for a body that tapers to a point at the stern.3. and appears explicitly in the formula for Cm . 1 ρU 2 Ar L 2 69 CM = The moment Mxm is taken about a point xm .002 − 0.006 for slender streamlined bodies.6. although the complete equations do account for more complex shapes. • Cdn : crossflow drag coefficient.10. based on wetted surface area. It depends on Re = U L/ν. . both frictional and form. Ren < 3 × 105 – Cd ≈ 0. CAo 0. 7 × 105 < Ren . we have assumed that L >> D. which is also not a constraint in the complete equations. • Ap : planform area. – Cd ≈ 1. • xc : distance from the nose backwards to the center of the planform area.2. The parameters used here are • Ab : stern base area.2 Jorgensen’s Formulas M xm . 3 × 105 < Ren < 7 × 105 – Cd ≈ 0.(122) L We have listed only the formulas for the special case of circular cross-section.

Hence. and other common engineering shapes. from the nose) can be found after the coefficients are computed: xAC = xm + CM L. The idea here is that the fore and aft components of crossflow drag cancel out. Hoerner. CN (123) As written. Thus. i. The aerodynamic center (again referenced toward the stern. the moment coefficient is negative if the moment destabilizes the body. and are described here. through a sin2 α-dependence. It contains a large amount of aerodynamic data from many different types of vehicles. Finally. the moment seeks to move the AC forward on the body. dynamic pressure is given as q = 1 ρU 2 . There are several terms that match exactly the slender-body theory approximations for small α. we note that the second term in CM disappears if xm = xc . D q CY = CYd The first version uses the rectangular planform area as a reference. the axial force is simply the zero-α result. Similarly. while CN is always positive. 10. only drag forces act to create lift.e. scaling of U 2 into the body principle directions is all that is required. but the effect is moderated by the lift force. such that two typical body lift 2 coefficients are: Y DLq Y = 2 . whether or not Ab = 0.. In both cases.3 Hoerner’s Data: Notation An excellent reference for experimental data is the two-volume set by S. CY = CYd D/L. These are the first term in the normal force (CN ).70 10 PRACTICAL LIFT CALCULATIONS In the formula for normal force. if the moment is referenced to the center of the planform area. while the second uses the square frontal area. Two moment coefficients are: . wings. modified by cos2 α. First. we see that if Ab = 0. A few notations are used throughout the books. and the entire first term in the moment (CM ).

4 Slender-Body Theory vs.018/deg for a long ellipsoid. ˜ For L/D > 6. and gives two further examples of how well the slender-body theory matches experiments. The value compares well with −0. usually in degrees. and N1 is taken about the nose. Experiment 71 CN = CN1 N LD2 q N1 = . where b is the angle of attack. and the stabilizing part due to vortex shedding or a blunt tail.4 Slender-Body Theory vs.10.015/deg. Comparison of the measurements and the theory allows us to place the action point of the suction force. Note that the reference area for moment is the square frontal projection. acting to destabilize the vehicle. the net moment is measured. It follows from above that Cn·b = Cnb + Cydb /2. This section gives the formula for this location in Hoerner’s notation. Hoerner uses the notation ∂CN ∂b ∂CN1 = ∂b ∂Cy . LD2 q where N is the moment taken about the body mid-point. = ∂b Cnb = Cn·b Cyb and so on. it also . the slender-body (pure added mass) estimates give Cnb −0. 10. comprising both the destabilizing part due to the potential flow.027/deg for a long cylinder and −0. Experiment In an experiment. 2 The lift and moment coefficients are strongly dependent on angle of attack. and the reference length is body length L. The following relation holds for these definitions 1 CN1 = CN + CYd .

both vehicles are equally unstable. Because this coefficient scales roughly with wetted area.63 blunt 6.0037 0. The lift force dependence on the blunt tail is not difficult to see.7 -0. The blunt-tailed geometry has a much larger lift force.7 -0. In the table following are values from Hoerner (p.0012 (stable) -0. however. the moment slope referenced to the nose. proportional to LD. and the second is a lift coefficient.021 0. stabilizing the angle.025 0.0031 0. Consider a body.012 0.003/deg.009 for L/D = 4. with trailing edge radius r. we see that the moment at the nose is much more stable (positive) for the body with a blunt trailing edge.0094 (unstable) 0.0027 for (AR) = 10 D/L.0031 (stable) -0. With respect to the area πr2 . it changes little with L/D. At the body midpoint. using slenderbody theory. (125) 2 such that the first term in parentheses is an effective area. The point at which the viscous forces act can then be estimated as the following distance aft of the nose: ˜ Cn·b − Cnb x = (124) L Cydb The calculation uses experimental values of Cydb and Cn·b . this acts at a point on the latter half of the vehicle. The experimental lift force is typically given by CY b 0.0093 (unstable) 0. Note that the negative sign here is consistent with Hoerner’s convention that destabilizing moments have negative sign. 13-2. but it acts too close to the midpoint to add any stability there. It can be compared with a low-aspect ratio wing. which achieves an equivalent lift of π(AR)/2 = 0. Figure 2) for a symmetric and a blunt-ended body. The slender-body lift force associated with this end is simply the product of speed U and local added mass ma (xT ) (in our previous notation).72 10 PRACTICAL LIFT CALCULATIONS reduces to −0.60 In comparing the two body shapes. L/D ˜ Cnb Cyb Cydb Cn·b Cnb x/L symmetric 6.012 0. It comes out to be 1 Z = ρU 2 (πr2 )(2α). the lift curve slope is therefore .

due solely to the blunt end condition. 10. acting at the tail end of the vehicle.5 Slender-Body Approximation for Fin Lift Let us now consider two fins of span s each.4 for the data in the table. where we made the assumption here that 2r/D = 0. 2 This is known as Jones’ formula. and is quite accurate for (AR) 1.0044/deg. where Af is the total area of the fin pair. It is inadequate for higher-aspect ratio wings however. overestimating the lift by about 30% when (AR) = 2. The slender-body approximation of lift as a result of blunt-end conditions is Z = πs2 ρU 2 α. . This lift difference.10. This is the case if the vehicle body tapers to a point where the fins have their trailing edge. is consistent with measurements.5 Slender-Body Approximation for Fin Lift 73 2/rad. substitution will give a lift curve slope of Cl = π (AR). and worsening further as (AR) grows. the equivalent lift coefficient is Cydb = 0. Expressed in terms of the Hoerner reference area D2 . (126) Letting the aspect ratio be (AR) = (2s)2 /Af .

elevators. This continuation causes induced velocities at the tips. 11. This fact is true for a non-stalled surface at any angle of attack. The reduced Bernoulli pressure this induces can then be thought of as the lift-producing mechanism. Since the separation point on the front of the section rotates with the angle of attack. Prandtl’s inviscid theory provides some insight. . Their utility arises mainly from the high lift forces they can develop. The theory of lifting surfaces centers on the Kutta condition. it continues on in the fluid. Since bound circulation cannot end abruptly at the wing end. Lift is always defined to act in a direction perpendicular to the flow.74 11 FINS AND LIFTING SURFACES 11 FINS AND LIFTING SURFACES Vessels traveling at significant speed typically use rudders. and drag in the same direction as the flow. and some induced drag. with little drag penalty. it is clear that the fluid must travel faster over one side of the surface than the other. More formally. and a smooth surface. lift arises from circulation Γ: Γ= V · ds. and a lifting surface requires circulation in order to meet the Kutta condition. but instead rejoin with streamlines from the other side of the wing at the trailing edge. the flow near the ends may be three-dimensional. (127) and then L = −ρU Γ. leading to so-called wing-tip vortices.1 Origin of Lift A lifting surface is nominally an extrusion of a streamlined cross-section: the cross-section has a rounded leading edge.2 Three-Dimensional Effects: Finite Length Since all practical lifting surfaces have finite length. Another description for the wing-tip vortices is that the pressure difference across the surface simply causes flow around the end. 11. which requires that fluid particle streamlines do not wrap around the trailing edge of the surface. and other streamlined control surfaces to maneuver. sharp trailing edge. Circulation is the integral of velocity around the crosssection.

The lift generated on a surface is the result of a distributed pressure field.3 Ring Fins 75 A critical parameter which governs the extent of three-dimensional effects is the aspect ratio: span span2 = . For angles of attack α below stall. Lift is written as AR = 1 L = ρU 2 ACl . If the wing is attached to a wall. the theoretical and maximum value for Cl is 2π. since they are omnidirectional. a larger aspect ratio achieves a higher lift value. xA c/4. (128) chord area The second representation is useful for non-rectangular control surfaces. and structurally more robust than cantilevered plane surfaces. The aspect ratio is a strong determinant of wing performance: for a given angle of attack. πc (131) . and has one empirical description Cl = 1 1 2π α ¯ + 1 π(AR) + 1 2π(AR)2 . The effective span is taken to be the length between the free ends of a symmetric wing. (130) where α is in radians. When ¯ AR → ∞. where Cl is called the lift coefficient slope. this fact creates both a net force and a net moment. A single equivalent force acts at a so-called center of action xA . which depends mainly on the aspect ratio. and AR is the effective aspect ratio. The effective aspect ratio for a ring of diameter d is given as AR = 4d . the lift coefficient Cl is nearly linear with α: Cl = Cl α.3 Ring Fins Ring fins are useful when space allows. For high AR. For low AR. xA c/2. (129) 2 where A is the single-side area of the surface. by reflection. but also stalls earlier. the effective span is twice the physical value. α 0. 11. measured back from the front of the wing.90. and in this case the effective aspect ratio is therefore twice the physical value.11.

where one formula for Cl is Ae = Cl = 1 .76 11 FINS AND LIFTING SURFACES The effective area of the ring is taken as π dc. 2 1 and we thus have L = 2 ρU 2 Ae Cl α.63 + π(AR) (132) (133) . 1 0.

generalization to either condition is implied. In the second section. (134) The gear ratio λ is usually large.e.2 Steady Propulsion of Vessels The notation we will use is as given in Table 1. there are no additional forces or moments on the vessel. steady propulsion conditions are generally optimized for fuel efficiency. Finally. Self-propelled conditions refer to the propeller being installed and its propelling the vessel. Conversely. the flow around the hull interacts with the flow through the propeller.1 Basic Characteristics In the steady state.1 PROPELLERS AND PROPULSION Introduction We discuss in this section the nature of steady and unsteady propulsion. an engine (diesel or gas turbine. when the propeller is run in open water. we do not distinguish between the magnitude of forces in model and full-scale vessels. when the hull is towed with no propeller we use a t subscript.. 12. In this case. because of similitude (using diameter D in place of L when the propeller is involved). indicating that the propeller turns much more slowly than the driving engine or motor. Furthermore. We use an sp subscript to indicate specifically self-propulsion conditions. The following relations define the gearbox: . 12. reducers. An approximation of the transient behavior of a system can be made using the quasi-static assumption. say) or an electric motor drives the propeller through a linkage of shafts. and there are two different flow conditions to consider. such as would be caused by a towing bar or hawser. and the effects of each part are important in the response of the net system. force balance in self-propulsion requires that Rsp = Tsp . i. In many marine vessels and vehicles. not behind a hull. which have recently been used to model and simulate truly unsteady conditions. we list several low-order models of thrusters. Large. and bearings.77 12 12. commercial surface vessels spend the vast majority of their time operating in open-water and at constant speed. When subscripts are not used. we use an o subscript.2.

We call J = Up /np D the advance ratio of the prop when it is exposed to a water speed Up . (135) and power follows as Pp = ηg Pe . A propeller operating in open water can be characterized by two nondimensional parameters which are both functions of J: To (thrust coefficient) ρn2 D4 p Qp KQ = 2 o 5 (torque coefficient). Up may not be the same as the speed of the vessel U . ρnp D KT = (136) (137) .78 Rsp Rt T ne nm np λ Qe Qp ηg Pe Pp D U Up Qm f fm N N N Hz Hz Hz 12 PROPELLERS AND PROPULSION hull resistance under self-propulsion towed hull resistance (no propeller attached) thrust of the propeller rotational speed of the engine maximum value of ne rotational speed of the propeller gear ratio Nm engine torque Nm propeller torque gearbox efficiency W engine power W propeller shaft power m propeller diameter m/s vessel speed m/s water speed seen at the propeller Nm maximum engine torque kg/s fuel rate (or energy rate in electric motor) kg/s maximum value of f Table 1: Nomenclature ne = λnp Qp = ηg λQe . note that in the wake of the vessel. for any flow condition.

8 K η T 0 η0 0.0 0.08 0. The propeller is operating in a wake. as shown in the figure. γ1 . w is referred to as the wake fraction. indicates that the incoming velocity seen by the propeller is only 90% of the vessel’s speed. A typical wake fraction of 0. for example.06 K Q 0.0 K Q Figure 4: Typical thrust and torque coefficients. the four coefficients [β1 . 2πnp Qpo 2πKQ (138) This efficiency divides the useful thrust power by the shaft power. (139) As written.4 0. We next introduce three factors useful for scaling and parameterizing our mathematical models: • Up = U (1 − w). γ2 ] are usually positive.2 KT 0. In practical terms. Thrust and torque coefficients are typically nearly linear over a range of J.0 0. β2 . the wake fraction comes about this way: Suppose the open water thrust of a propeller is known at a given U and np .6 J 0.2 Steady Propulsion of Vessels 79 1. and therefore fit the approximate form: KT (J) = β1 − β2 J KQ (J) = γ1 − γ2 J.1.02 0.12.04 0.4 0. The open propeller efficiency can be written then as ηo = To U J(U )KT = .0 0. Behind .6 0.2 0.00 0.8 1.10 0.

Note that in comparison with the wake fraction. t is called the thrust deduction even though it is used to model resistance of the hull. thrust T . Rt U 2πnp Qpsp To (1 − t)Up ηR = 2πnp (1 − w)Qpo (1 − t) = ηo ηR . The ratio (1 − t)/(1 − w) is often called the hull efficiency. t is a small positive number. ηR is meant to account for spatial variations in the wake of the vessel which are not captured by the wake fraction. (1 − w) ηQP = (140) To and Qpo are values for the inflow speed Up . The rotative efficiency ηR . for the same incident velocity Up . which was used to complete the above equation. which makes Rsp > Rt .2 as a typical value. • Qpo = ηR Qpsp . with 0. since it relies on the towed resistance and in general Rt > Rsp . and thus that ηo is the open propeller efficiency at this speed. and the self-propelled torque. A common measure of efficiency. rotative efficiency equalizes torque instead of thrust. and can be estimated from published values. it is obviously specific to both the hull and the propeller(s). and with the propeller spinning at the same np . is based on the towed resistance. and rotation rate np . the prop creates some extra thrust. Often. The thrust deduction is particularly useful. the quasi-propulsive efficiency. • Rt = Rsp (1 − t). which may be greater than one.80 12 PROPELLERS AND PROPULSION a vessel moving at speed U . a propeller will increase the resistance of the vessel by creating low-pressure on its intake side (near the hull). w scales U at the prop and thus J. w is then chosen so that the open water thrust coefficient matches what is observed. if only the towed resistance of a hull is known. as well as the turbulence induced by the hull. and how they interact. The quasi-propulsive efficiency can be greater than one. It follows that To (Up ) = Tsp . translates self-propelled torque to open water torque. The wake fraction can also be estimated by making direct velocity measurements behind the hull. and we see that a . with no propeller. In this case.

3 Engine/Motor Models The torque-speed maps of many engines and motors fit the form . 2δ (142) The last equation predicts the steady-state advance ratio of the vessel. 12. Equating the self-propelled thrust and resistance then gives Tsp = Rsp To = Rt /(1 − t) 1 ρCr Aw U 2 KT (J(Up ))ρn2 D4 (1 − t) = p 2 2 Up 1 (β1 − β2 J(Up ))ρn2 D4 (1 − t) = ρCr Aw p 2 (1 − w)2 Cr Aw β1 − β2 J(Up ) = J(Up )2 2 (1 − t)(1 − w)2 2D δ J(Up ) = −β2 + 2 β2 + 4β1 δ . (141) 2 where Cr is the resistance coefficient (which will generally depend on Re and F r). but it is clear that we need now to find np . and Aw is the wetted area.2 Solution for Steady Conditions The linear form of KT and KQ (Equation 140) allows a closed-form solution for the steady-operating conditions.2. The vessel speed can be computed by recalling that J(U ) = U/np D and Up = U (1 − w).2. which necessitates a model of the drive engine or motor. 12. This requires a torque equation.12. A high rotative efficiency and open water propeller efficiency (at Up ) obviously contribute to an efficient overall system. but which are in competition.2 Steady Propulsion of Vessels 81 small thrust deduction t and a large wake fraction w are beneficial effects. and on the hull. depending only on the propeller open characteristics. Suppose that the towed resistance is of the form 1 Rt = ρCr Aw U 2 .

The manipulations begin by equating the engine and propeller torque: Qpo (J(Up )) 2 5 ρnp D KQ (J(Up )) ρn2 D5 (γ1 − γ2 J(Up )) p n2 p (nm /λ)2 = ηR Qps p (J(Up )) = ηR ηg λQe = ηR ηg λQm F (f /fm .82 12 PROPELLERS AND PROPULSION Q e /Q m f3 f2 f1 n e /n m Figure 5: Typical gas turbine engine torque-speed characteristic for increasing fuel rates f1 . f2 . ne /nm ). gas turbines roughly fit the curves shown in the figure (Rubis). f3 . nm /λ F (f /ff m. if F () has the form f ne f +b + c +d fm nm fm np = −α1 + α2 . Qe = Qm F (f /fm . (143) where F () is the characteristic function. ne /nm ) = − a (144) then a closed-form solution for ne (and thus np ) can be found. (145) . ne /nm ) = ρD5 (γ1 ηR ηg λQm np + α2 −α1 2 − γ2 J(Up ))(nm /λ) (nm /λ) 2 α2 1 − α1 + np = (nm /λ) + 4 α2 2 . For example. More specifically.

˙ (146) Making the necessary substitutions creates a nonlinear model with f as the input. It should be pointed out that the models described below all pertain to open-water conditions and electric motors. low-pass filter from Qm to T .12. The thrust is then given as a static map directly from the rotation speed. and p for the propeller.1 One-State Model: Yoerger et al. Instead. The problem of unsteady propulsion is still in development. 12. Kω . nonlinear. under the assumption of quasi-static propeller conditions. the quasi-static assumption used above does not suffice. the transient behavior of the propulsion system needs to be considered. The dynamic response of the coupled propulsion and ship systems.3. this is left as a problem for the reader. The torque equation at the propeller and the thrust relation are Ip ωp = λQm − Kω ωp |ωp | ˙ T = Ct ωp |ωp |. 12. We use the subscript m to denote a quantity in the motor. The differential equation in ωp pits the torque delivered by the motor against a quadratic-drag type loss which depends on rotation speed. It is a first-order. although there have been some very successful models in recent years.3 Unsteady Propulsion Models When accurate positioning of the vehicle is critical. .the propeller spins at ωp radians per second. whose bandwidth depends directly on Qm . (147) (148) where Ip is the total (material plus fluid) inertia reflected to the prop.3 Unsteady Propulsion Models 83 Note that the fuel rate enters through both α1 and α2 . is given by (m + ma )u = Tsp − Rsp ˙ 2πIp np = ηg λQe − Qps p . This model requires the identification of three parameters: Ip . and Ct . since the positioning problem has been central to bluff vehicles with multiple electric thrusters.

˙ (149) Here. which invokes lift and drag coefficients. these formulae are static maps. or the propeller disk diameter if no tunnel exists. is referenced to the motor and given as Im ωm = −Kω ωm + Kv V − Qp /λ. and therefore introduce no new dynamics. even if there is no tunnel. and γ is the effective added mass ratio.0 for open propellers. Kω represents losses in the motor due to spinning (friction and resistive). which is in fact observed in experiments. and up to 2. this mass is always nonzero. similarly to the above. which is very common in thrusters for positioning. Together. The second dynamic equation is for the fluid velocity at the propeller: ˙ ρALγ Up = −ρA∆β(Up − U )|Up − U | + T. and Kv is the gain on the input voltage (so that the current amplifier is included in Kv ). L denotes the length of the tunnel.84 12. The thrust and torque of the propeller are approximated using wing theory.. This model has the advantage that it creates a thrust overshoot for a step input. this version requires the identification of the various coefficients from experiments. The parameter ∆β is called the differential momentum flux coefficient across the propeller. (150) Here A is the disc area of the tunnel. As with the one-state model of Yoerger et al.2 for propellers with tunnels. .2 12 PROPELLERS AND PROPULSION Two-State Model: Healey et al. as well as an effective angle of attack and the propeller pitch. The torque equation.3. The two-state model includes the velocity of a mass of water moving in the vicinity of the blades. However. it may be on the order of 0. ρALγ is the added mass that is accelerated by the blades. It can accommodate a tunnel around the propeller.

Cable systems come in a variety of configurations. The heavy systems will generally transmit surface motions and tensions to the towed vehicle much more easily than light-tether systems. On the other hand.85 13 TOWING OF VEHICLES Vehicles which are towed have some similarities to the vehicles that have been discussed so far... Most of the analysis can be adapted to either case. and must have large propulsors to control the tether if there are currents. with either a minimal vehicle at the end. if they are to be supported by a cable. on the other hand. the rationale is that gravity will tend to keep the cable vertical and make the deployment robust against currents and towing speed. employ a heavy cable and possibly a heavy weight. and usually need good directional stability. however. which can generally be handled with the same tools as other vehicles.1 13. even a heavy steel cable with 2cm diameter. as in a towed array. For example. i. such as a remotely-operated vehicle. and in this section. Heavy systems.e. The cables are generally circular in cross section. Some towed vehicles might have active lifting surfaces or thrusters for attitude control.1. The extreme L/D ratio for these cables obviates any bending stiffness effects. and do not have to be self-propelled. or a vehicle capable of maneuvering itself. Tension and hydrostatic . An ROV. The towed array is a relatively high-velocity system that nominally streams out horizontally behind the vessel. and one main division may be made simply of the density of the cable. wing theory. The cable itself is an important factor in the behavior of the complete towed system. 13. operates at low speed. etc. We will not discuss light systems specifically here. towed vehicles are often streamlined. slender-body theory. towed vehicles may be quite heavy in water. but rather look at heavy systems. in contrast. Some basic guidelines for vehicle design are given at the end of this section.1 Statics Force Balance For the purposes of deriving the static configuration of a cable in a flow. we concentrate on cable mechanics more than vehicle characteristics. and may carry power conductors and multiple communication channels (fiber optic). linearization. we assume for the moment that that it is inextensible. Modern cables can easily exceed 5000m in length. Light-tether systems are characterized by neutrally-buoyant (or nearly so) cables.

which we take to be zero at the bottom end of the cable. The free-body diagram shown has the following components: • Wn : net in-water weight of the cable per unit length. per unit length. the tangential drag is controlled by a frictional drag coefficient Ct . • T (s): local tension. We employ the curvilinear axial coordinate s. ds (151) (152) The external forces are primarily fluid drag. Force balance in the tangential and normal coordinates gives two coupled equations for T and φ: dT amp. = amp. Wn sin φ − Rt ds dφ T amp. but the effect is usually a small percentage of the total length. In both cases. • Rt (s): external tangential force. per unit length. • Rn (s): external normal force. and the normal drag scales with a crossflow drag coefficient Cn . leading to . upwards along the cable is the positive direction. the fluid velocity vector. U horizontal toward the left. Wn cos φ + Rn . • φ(s): local inclination angle. is to be projected onto the relevant axes.86 13 TOWING OF VEHICLES y x s+ ds ds Rt φ T+dT U ds Rn ds Wn T pressure will elongate a cable. = amp.

cos φ ds dy amp. since as drawn.1 Statics 87 1 Rt = − ρCt dU 2 cos2 φ 2 1 Rn = − ρCn dU 2 sin2 φ. sin φ. 0 ≤ φ ≤ π/2. In the straight part of the cable. This gives rise to a configuration in which the cable is straight for a majority of its length. The uniform angle is called the critical angle φc . The equations for T and φ can be integrated along the cable coordinate s to find the cable’s static configuration. and the cable tension. a very heavy but low-drag vehicle will impose φ(0) π/2. weight. y. 13. x. ρCn dU 2 δ= . normal weight and drag components are equalized. y) defines the cable configuration. but turns as necessary at the vehicle end. Two boundary conditions are needed. to meet the bottom boundary condition. and current dependency may be included. φ. provides both T (0) and φ(0). say U is a function of y. with T (0) equal to the in-water weight of the vehicle. and the common case is that a force balance on the vehicle.13. ds (155) (156) The simultaneous integration of all four equations (T. the cable configuration follows dx amp. Let the relative importance of weight be given as Wn . = amp. = amp. the total weight of cable will generally exceed that the vehicle. For example. 2 (153) (154) Note that we simplified the drag laws from a usual form v|v| to v 2 . and can be approximated easily.1. With regard to Cartesian coordinates x. dominated by drag.2 Critical Angle For very deep systems.

employ a heavy cable and possibly a heavy weight. such as a remotely-operated vehicle. On the other hand. and may carry power conductors and multiple communication channels (fiber optic). the rationale is that gravity will tend to keep the cable vertical and make the deployment robust against currents and towing speed.1. wing theory. we concentrate on cable mechanics more than vehicle characteristics.88 13 TOWING OF VEHICLES 85 13 TOWING OF VEHICLES Vehicles which are towed have some similarities to the vehicles that have been discussed so far. (158) For a very light cable.1 Statics Force Balance For the purposes of deriving the static configuration of a cable in a flow. and do not have to be self-propelled. We will not discuss light systems specifically here. i. we solve a quadratic equation and keep only the positive solution: cos φc = √ δ 2 + 1 − 1. 2 2δ cos φc amp. and the linear approximation of the square root 1 + ≈ 1 + /2 gives 1 −→ 2δ π 1 amp. and must have large propulsors to control the tether if there are currents. with either a minimal vehicle at the end. etc. on the other hand. Cable systems come in a variety of configurations. or a vehicle capable of maneuvering itself. 2 δ cos φc − We are considering the case of 0 < φc < π/2. Some basic guidelines for vehicle design are given at the end of this section. For example. however. Most of the analysis can be adapted to either case. An ROV. Heavy systems. The cables are generally circular in cross section. δ is large. we assume for the moment that that it is inextensible. and in this section. φc amp.1 13. as in a towed array. amp. Modern cables can easily exceed 5000m in length. The heavy systems will generally transmit surface motions and tensions to the towed vehicle much more easily than light-tether systems. Light-tether systems are characterized by neutrally-buoyant (or nearly so) cables. if they are to be supported by a cable. linearization. The extreme L/D ratio for these cables obviates any bending stiffness effects. − . Substituting sin2 φc = 1−cos2 φc . The cable itself is an important factor in the behavior of the complete towed system. Some towed vehicles might have active lifting surfaces or thrusters for attitude control. and usually need good directional stability. towed vehicles may be quite heavy in water. The towed array is a relatively high-velocity system that nominally streams out horizontally behind the vessel..e. Tension and hydrostatic so that the condition dφ/ds = 0 requires from the force balance 1 2 sin φc = 0. towed vehicles are often streamlined. which can generally be handled with the same tools as other vehicles. 13. (157) In the case of a √ very heavy cable.. even a heavy steel cable with 2cm diameter. slender-body theory. in contrast. but rather look at heavy systems. operates at low speed. and one main division may be made simply of the density of the cable. the same approximation gives . δ is small.

2 amp. 1. 1. = amp. 1 ∂q amp. t) ¯ ˜ φ(s.2 Linearized Dynamics 89 cos φc 1 − δ −→ φc √ 2δ. 0. and the lateral deflection q(s.57 amp. - 13. 0.0 amp.45 0. Now augment the two static configuration equations with inertial components: ¯ ∂T ˜ ∂T 1 ∂p ∂2p ¯ ˜ + − Wn sin(φ + φ) − ρCt d U cos φ + m 2 amp. 1.5 amp. 0. δ >> 1 amp. δ << 1 0. amp.33 amp. 1. We also write the axial deflection with respect to the static configuration as ˜ p(s.41 2. t). t). and the approximations. t). The table below gives some results of the exact solution.44 amp.13.47 amp. 1.07 amp.0 amp. amp.00 1. 1.63 0. 1. t) = φ(s) + φ(s. It follows that φ = ∂q/∂s.47 amp.1 amp.14 amp. δ amp. . exact amp.1 Linearized Dynamics Derivation The most direct procedure for deriving useful linear dynamic equations for a planar cable problem is to consider the total tension and angle as made up of static parts summed with dynamic parts: ¯ ˜ T (s.2 13.32 amp.0 amp. t) = T (s) + T (s. 0. (T + T ) ∂t ∂s ∂s amp. 0. = amp. 5.91 amp.61 amp.2. 0. ∂t ∂s ∂s 2 ∂t ¯ ˜ ∂2q ¯ ˜ ¯ ˜ ∂ φ + ∂ φ − Wn cos(φ + φ) + (m + ma ) 2 amp. ρCn d U sin φ − 2 ∂t 2 2 . 1.

∂s ∂s The static solution cancels out of both governing equations. (m + ma ) 2 amp. To a linear approximation. and its transverse added mass is ma . and can develop longitudinal resonant conditions (next section). = amp. T 2 + Wn sin φ . the lateral cable motions are heavily damped. the out-of-plane vibrations of a cable are also governed by the second equation above. T 2 + EA ∂t ∂s ∂s ∂s ∂s ∂t m The axial dynamics (p) couples with the lateral equation through the weight ¯˜ term −Wn cos φφ. Because of light damping in the tangential direction. EA 2 − Wn cos φ − ρCt dU cos φ 2 ∂t ∂s ∂s ∂t 2 2 ¯ ∂ q ∂p ∂ φ ¯ ∂q ¯ ∂q ¯∂ q + Wn sin φ − ρCn dU sin φ . then equivalent linearization can be used for the quadratic drag. we have implicitly assumed that U cos φ > |∂p/∂t| and U sin φ > |∂q/∂t|. An additional weight term Wn sin φ∂q/∂s also appears. say U = 0. = amp. = amp. heavy cables easily transmit motions and tensions along their length. (m + ma ) 2 + bn ∂t ∂t ∂s ∂s m ¯ ¯ where we made the substitution bt = ρCt dU cos φ and bn = ρCn dU sin φ. If it is not the case. The lateral dynamics (q) couples with the axial through the ¯ ˜ ¯ term T ∂ φ/∂s. and substitute the constitutive (Hooke’s) law ˜ ∂T ∂2p = EA 2 . Note that avoiding the drag law form v|v| again.90 13 TOWING OF VEHICLES Here the material mass of the cable per unit length is m. EA 2 ∂t2 ∂t ∂s 2 2 ∂ q ∂q ¯ ∂q ¯∂ q amp. ¯ Now we perform the trigonometry substitutions in the weight terms. let φ φ for the calculation of drag. and keeping only linear terms we obtain ∂2p ∂2p ¯ ∂q ¯ ∂p amp. In contrast. in and out . The uncoupled dynamics are both in the form of damped wave equations ∂2p ∂p ∂2p + bt amp. such that disturbances only travel a few tens or hundreds of meters before they dissipate. The nature of the lateral response. = amp.

SLOW amp. 13. nπ L EA m amp. FAST natural frequency amp. EA m amp. At the surface. t) = p(s) cos ωt. since it is lightly damped and forced by the heaving of vessels in seas. Ct O(0. is an undamped mass responding to the local tension variations: ∂p(0. so that ˜ EA . travel down amp. and primes to indicate spatial derivatives. Mode Shape. t). NO amp. lateral amp. at the lower end. amp. High-frequency vessel motions in the horizontal plane are completely missed by the vehicle.01) disturbances amp. damped nonlinear filter. amp. t) = P cos ωt. (160) while the towed vehicle.2 Damped Axial Motion amp. O nπ L ¯ T (L/2) m+ma mode shape amp. The axial direction is of particular interest. t) = M p(0. Cn O(1) amp. and only after a significant delay time. while low-frequency motions occur sluggishly. we impose the motion p(L. axial wave speed amp.2. YES cable? amp.2 Linearized Dynamics 91 of the towing plane. Consider a long cable governed by the damped wave equation m¨ + bt p = EAp p ˙ (159) We use over-dots to indicate time derivatives. ¯ T (s) m+ma amp. Bessel function amp. sine/cosine damping amp. is a very slow. ¨ (161) ∂s These top and bottom behaviors comprise the boundary conditions for the wave equation.13. We let p(s.

92 13 TOWING OF VEHICLES p + ˜ mω 2 − iωbt p = 0. where T is low. The natural frequency can be found by letting bt = 0. c1 cos kL + c2 sin kL 0 amp. It is possible to compute the dynamic tension via T = EA˜ . δ cos kL − sin kL There are two dangerous situations: (165) ¯ ˜ • The maximum tension is T + |T | and must be less than the working load of the cable. and investigating the singularity of p. the cable will unload completely and then reload with extremely high impulsive forces. This is normally problematic at the top of the cable. where δ = EAk/ω 2 M . the scalar δ → ∞. where ˜ mω 2 − iωbt . Natural Frequency. ˜ . = amp. These can be combined to give the solution δ cos ks − sin ks . (164) δ cos kL − sin kL In the case that M → 0. c1 + δc2 . In general. where the static tension is highest. This is known as snap loading. k= P amp. (163) EA Note that k is complex when bt = 0. respectively. = amp. ˜ ¯ • If |T | > T . We obtain p δ sin ks + cos ks ˜ T = −EAP k . simplifying the result to p = ˜ P cos ks/ cos kL. ˜ EA (162) This admits the solution p(s) = c1 cos ks + c2 sin ks. p=P ˜ ˜ Dynamic Tension. for which δ cos kL = sin kL. it occurs ¯ primarily at the vehicle. The top and bottom boundary conditions give.

and an S-shaped length of cable at the bottom formed with flotation balls.13. ρc ω A few examples are given below for a steel cable with E = 200 × 109 P a. if ρc = m/A is the density of the cable. . We start with better approximations for sin() and cos(): (kL)2 δ 1− 2 (kL)2 = kL 1 − . we have the approximation 1 L 2E .. 6 Employing the definition for δ. i. and the mass that is oscillating is M +mL/2.g.. SWATH). we arrive at mL (kL)2 1− M 2 (kL)2 . Even if a cable can withstand the effects of resonance. and ρc = 7000kg/m3 . 6 = (kL)2 1 − If we match up to second order in kL. the system is dominated by the vehicle mass. then ω= EA/L . which is only a correct answer if M >> mL. In very deep water. but we find that a first-order approximation yields ω = EA/LM . it may be undesirable to expose the vehicle to these motions. and recalling that ω 2 = k 2 EA/m. the effects of mL/2 dominate.e. Some higher order terms need to be kept.2 Linearized Dynamics 93 kL << 1. a clump weight below which a light cable is employed. The natural frequencies near wave excitation at the surface vessel must be taken into account in any design or deployment. M + mL/2 This has the familiar form of the square root of a stiffness divided by a mass: the stiffness of the cable is EA/L. Some solutions in use today are: stable vessels (e. heave compensation through an active crane.

Strumming of cables is caused by the proximity of a preferred vortex formation frequency ωS to the natural frequency of the structure ωn . The book by Blevins is a good general reference.4 Vehicle Design The physical layout of a towed vehicle is amenable to the analysis tools of self-propelled vehicles. 3. and nearer .2 for a non-oscillating cable to as high as 3.3 Cable Strumming Cable strumming causes a host of problems. The combined center of mass (material and added mass) should be longitudinally between the towpoint and the aerodynamic center. 7. including obvious fatigue when the amplitudes and frequencies are high.5. so that larger lengths of cable are needed to reach a given depth. The most noteworthy issue with towing is that the vibrations may cause the normal drag coefficient Cn to increase dramatically – from about 1. The static tension will increase accordingly as well.6 < ωS /ωn < 2. This drag penalty decreases the critical angle of towing. This latter frequency can be obtained as a zero of the lightly-damped Bessel function solution of the lateral dynamics equation above. for towing stability reasons.16-0. 2.5rad/s 13. The towpoint should be forward of the aerodynamic center. about 0.20 for a large range of Re. 13.6rad/s amp. where S is the Strouhal number.94 L = 500m 1000m 2000m 5000m 13 TOWING OF VEHICLES amp. The towpoint must be located above the vehicle center of in-water weight.0.7rad/s amp.0rad/s amp. The preferred frequency of vortex formation is given by the empirical relation ωS = 2πSU/d. Strumming of amplitude d/2 or greater can occur for 0. and that the vehicle can be quite heavy in water. Here are basic guidelines to be considered: 1. ωn = 15. 3. with the main exceptions that the towpoint presents a large mean force as well as some disturbances. for basic roll and pitch stability. and the towed system lags further and further behind the surface vessel. 1.

The center of buoyancy should be behind the in-water center of weight. and hence the net lift force is downward.13. away from the surface. so that the vehicle enters the water fins first. This will ensure that high-frequency disturbances do not induce excessive pitching. The towpoint should be longitudinally forward of the center of in-air weight. 5. and the performance of the device is very sensitive to small perturbations in the geometry. .4 Vehicle Design 95 the towpoint. full-scale experiments are commonly used in the design process. 4. so that the vehicle pitches downward at small U . For this reason. and self-stabilizes with U > 0. Meeting all of these criteria simultaneously is no small feat.

later we will see that dynamic systems are described in the same format: in that case we call the impulse response G(s) a transfer function. if this is not the case. it is a fact that Y (s) is equivalent to Y (s) = a2 an a1 + + ··· . since L(δ(t)) = 1. then we have to divide the numerator by the denominator as necessary to find a simple form. it is clear that the magnitude of Y (s) will go to zero at the zeros. 14.96 14 TRANSFER FUNCTIONS & STABILITY 14 TRANSFER FUNCTIONS & STABILITY The reader is referred to Laplace Transforms in the section MATH FACTS for preliminary material on the Laplace transform.1 Partial Fractions Solving linear time-invariant systems by the Laplace Transform method will generally create a signal containing the (factored) form Y (s) = K(s + z1 )(s + z2 ) · · · (s + zm ) . and −pi are the poles. Partial fractions are presented here. and to infinity at the poles. and once all these are found it is a simple matter to go back to the transform table and look up the time-domain responses. The constants −zi are called the zeros of the transfer function or signal. in the context of control systems. (s + p1 )(s + p2 ) · · · (s + pn ) (166) Although for the moment we are discussing the signal Y (s). as the fundamental link between pole locations and stability. The coefficient ai is termed the residual associated with the i’th pole. 14. s + p1 s + p2 s + pn (167) in the special case that all of the poles are unique and real.2 Partial Fractions: Unique Poles Under the condition m < n. Partial fraction expansions alter the form of Y (s) so that the simple transform pairs can be used to find the time-domain output signals. . We must have m < n. A system transfer function is identical to its impulse response. Viewed in the complex plane.

Note that in this example. i. but this condition rarely occurs in applications. we can initially work with G(s)/se−2s . the only one left.. 14. . exemplified by Ogata. The more traditional method.3 Example: Partial Fractions with Unique Real Poles 97 How to find ai ? A simple rule applies: multiply the right-hand sides of the two equations above by (s + pi ). special care should be used when accounting for the signal slope discontinuity at t = 0. and solve for ai .14. 5 5 The impulse response is needed to account for the step change at t = 2. we were able to apply the derivative operator s after expanding the partial fractions. m ≥ n + 1. The case of repeated real roots may be handled elegantly.3 Example: Partial Fractions with Unique Real Poles G(s) = s(s + 6) e−2s . We have s+6 a1 a2 = + . may prove easier to work through. evaluate them at s = −pi . For cases where a second derivative must be taken. giving (s + 4)(s − 1) s+4 s−1 2 5 a1 = a2 = (s+6)(s+4) (s+4)(s−1) s=−4 (s+6)(s−1) (s+4)(s−1) s=1 = − = 7 5 Thus 2 7 L−1 (G(s)/se−2s ) = − e−4t + et −→ 5 5 8 7 g(t) = δ(t − 2) + e−4(t−2) + et−2 .e. (s + 4)(s − 1) Since we have a pure delay and m = n.

98

14 TRANSFER FUNCTIONS & STABILITY

14.4

Partial Fractions: Complex-Conjugate Poles

A complex-conjugate pair of poles should be kept together, with the following procedure: employ the form Y (s) = b1 s + b2 a3 + + ···, (s + p1 )(s + p2 ) s + p3 (168)

where p1 = p∗ (complex conjugate). As before, multiply through by (s + 2 p1 )(s + p2 ), and then evaluate at s = −p1 .

14.5

Example: Partial Fractions with Complex Poles
G(s) = s+1 b1 s + b2 a3 = + : s(s + j)(s − j) (s + j)(s − j) s s+1 s

s=−j

= [b1 s + b2 ]s=−j −→

1 + j = −b1 j + b2 −→ b1 = −1 b2 = 1; also s+1 (s + j)(s − j) = a3 = 1.
s=0

Working out the inverse transforms from the table of pairs, we have simply (noting that ζ = 0) g(t) = − cos t + sin t + 1(t).

14.6

Stability in Linear Systems

In linear systems, exponential stability occurs when all the real exponents of e are strictly negative. The signals decay within an exponential envelope. If one exponent is 0, the response never decays or grows in amplitude; this is called marginal stability. If at least one real exponent is positive, then one element of the response grows without bound, and the system is unstable.

14.7 Stability ⇐⇒ Poles in LHP

99

14.7

Stability ⇐⇒ Poles in LHP

In the context of partial fraction expansions, the relationship between stability and pole locations is especially clear. The unit step function 1(t) has a pole at zero, the exponential e−at has a pole at −a, and so on. All of the other pairs exhibit the same property: A system is stable if and only if all of the poles occur in the left half of the complex plane. Marginally stable parts correlate with a zero real part, and unstable parts to a positive real part.

14.8

General Stability

There are two definitions, which apply to systems with input u(t) and output y(t). 1. Exponential. If u(t) = 0 and y(0) = yo , then |yi (t)| < αe−γt , for finite α and γ > 0. The output asymptotically approaches zero, within a decaying exponential envelope. 2. Bounded-Input Bounded-Output (BIBO). If y(0) = 0, and |fi (t)| < γ, γ > 0 and finite, then |yi (t)| < α, α > 0 and finite. In linear time-invariant systems, the two definitions are identical. Exponential stability is easy to check for linear systems, but for nonlinear systems, BIBO stability is usually easier to achieve.

100

15 CONTROL FUNDAMENTALS

15
15.1
15.1.1

CONTROL FUNDAMENTALS
Introduction
Plants, Inputs, and Outputs

Controller design is about creating dynamic systems that behave in useful ways. Many target systems are physical; we employ controllers to steer ships, fly jets, position electric motors and hydraulic actuators, and distill alcohol. Controllers are also applied in macro-economics and many other important, non-physical systems. It is the fundamental concept of controller design that a set of input variables acts through a given “plant” to create an output. Feedback control then uses sensed plant outputs to apply corrective inputs: Plant Jet aircraft Marine vessel Hydraulic robot U.S. economy Nuclear reactor 15.1.2 Inputs Outputs Sensors elevator, rudder, etc. altitude, hdg altimeter, GPS rudder angle heading gyrocompass valve position tip position joint angle fed interest rate, etc. prosperity inflation, M1 cooling, neutron flux power level temp., pressure

The Need for Modeling

Effective control system design usually benefits from an accurate model of the plant, although it must be noted that many industrial controllers can be tuned up satisfactorily with no knowledge of the plant. Ziegler and Nichols, for example, developed a general recipe which we detail later. In any event, plant models simply do not match real-world systems exactly; we can only hope to capture the basic components in the form of differential or integro-differential equations. Beyond prediction of plant behavior based on physics, the process of system identification generates a plant model from data. The process is often problematic, however, since the measured response could be corrupted by sensor noise or physical disturbances in the system which cause it to behave in unpredictable ways. At some frequency high enough, most systems exhibit effects that are difficult to model or reproduce, and this is a limit to controller performance.

15.2 Representing Linear Systems 15.1.3 Nonlinear Control

101

The bulk of this subject is taught using the tools of linear systems analysis. The main reason for this restriction is that nonlinear systems are difficult to model, difficult to design controllers for, and difficult overall! Within the paradigm of linear systems, there are many sets of powerful tools available. The reader interested in nonlinear control is referred to the book by Slotine and Li.

15.2

Representing Linear Systems

Except for the most heuristic methods of tuning up simple systems, control system design depends on a model of the plant. The transfer function description of linear systems has already been described in the discussion of the Laplace transform. The state-space form is an entirely equivalent time-domain representation that makes a clean extension to systems with multiple inputs and multiple outputs, and opens the way to standard tools from linear algebra. 15.2.1 Standard State-Space Form

We write a linear system in a state-space form as follows x = Ax + Bu + Gw ˙ y = Cx + Du + v where • x is a state vector, with as many elements as there are orders in the governing differential equations. • A is a matrix mapping x to its derivative; A captures the natural dynamics of the system without external inputs. • B is an input gain matrix for the control input u. • G is a gain matrix for unknown disturbance w; w drives the state just like the control u. • y is the observation vector, comprised mainly of a linear combination of states Cx (where C is a matrix. (169)

consider the following system: my (t) + by (t) + ky(t) = u (t) + u(t) (mass-spring-dashpot) s+1 G(s) = ms2 + bs + k . u(s) (170) where I is the identity matrix with the same size as A. 15.2.2 Converting a State-Space Model into a Transfer Function There are a number of canonical state-space forms available. which can create the same transfer function. • v is an unknown sensor noise which corrupts the measurement. the transfer function (or transfer matrix) can be written as G(s) = y(s) = C(sI − A)−1 B + D. For example. In the case of no disturbances or noise.2.102 15 CONTROL FUNDAMENTALS • Du is a direct map from input to output (usually zero for physical systems). A similar equation holds for y(s)/w(s). and clearly y(s)/v(s) = I.3 Converting a Transfer Function into a State-Space Model It may be possible to write the corresponding differential equation along one row of the state vector. and then cascade derivatives. w G + + + A x’ x + v + y + 1/s C u B D 15.

plus a time characteristic to the integral part (τi ) and and time characteristic to the derivative part (τd ). we obtain the system dx −b/m −k/m = 1 0 dt y = [1 1] x x+ 1/m 0 u 103 Note specifically that dx2 /dt = x1 . the system response to u is the same as the derivative of the system response to u. Finally. but is also subject to an unknown . = kp 1 + τi s where the last line is written using the conventions of one overall gain kp .3 PID Controllers The most common type of industrial controller is the proportional-integralderivative (PID) design. P ID. and so the control action from this part will continue to grow as long as an error exists. ki U (s) = kp + + k d s (171) E(s) s 1 + τd s . P I.4 Example: PID Control Consider the case of a mass (m) sliding on a frictionless table.15. the proportional part of this control law will create a control action that scales linearly with the error – we often think of this as a spring-like action. and e is the error signal it receives. It has a perfect thruster that generates force u(t). P D. The integrator is accumulating the error signal over time. The common variations are: P . this control law has the form t u(t) = kp e(t) + ki C(s) = 0 e(τ )dτ + kd e (t). Entries in the C-matrix are easy to write in this case because of linearity. 15. The controller will retard motion toward zero error. the derivative action scales with the derivative of the error. leading to an entry of 1 in the off-diagonal of the second row in A. In words. 15. If u is the output from the controller. y]T .3 PID Controllers Setting x = [y . which helps to reduce overshoot.

the system would be overdamped and very slow to respond to any command. If the linear position of the mass is y(t). The system now resembles a second-order mass-spring-dashpot system where kp plays the part of the spring. with initial conditions y(0) = yo and y (0) = 0. With an excessively large value for kd . m a marginally stable Let u(t) = −kp y(t) − kd y (t). In the absence of d(t). 15.4. and kd the part of the dashpot. we have the plant my (t) = u(t) + d(t). Suppose that the desired condition is simply y(t) = 0. 2mωd y(t) = yo e 2m t cos ωd t + −kd . The kd value for critical damping in this example is 2 mkp . easily found using the Laplace transform. we see that y(t) = yo cos response that is undesirable.1 Proportional Only A proportional controller alone invokes the control law u(t) = −kp y(t). is kd sin ωd t .104 15 CONTROL FUNDAMENTALS disturbance d(t).4. and it is perfectly measured. The result. In most applications.2 Proportional-Derivative Only kp t. and it follows that my (t) = −kp y(t) − kd y (t) + d(t). so that the closed-loop dynamics follow my (t) = −kp y(t) + d(t). and so the rule is kd < 2 mkp . a small amount of overshoot is employed because the response time is shorter. 15.

eventually settling out at y(t = ∞) = do /kp .4.3 Proportional-Integral-Derivative t 0 Now let u(t) = −kp y(t) − ki y(τ )dτ − kd y (t): we have t my (t) = −kp y(t) − ki 0 y(τ )dτ − kd y (t) + d(t). If d(t) = do . The control system has now created a third-order closed-loop response. the input is 1(t)) into a reasonable PID design. However.. 15. very large values of kp will also drive the resonant frequency ωd up. lightlydamped complex poles.15. provided the roots are stable. tuning of a PID controller may proceed without any system model.g. a negative kd could be used to cancel some of its effect and speed up the system response. Note that if the mass had a very large amount of natural damping.5 Heuristic Tuning For many practical systems. Now consider what happens if d(t) has a constant bias do : it balances exactly the proportional control part. and can be safely tested with varying controllers. To achieve good rejection of do with a P D controller. The idea is to approximate the response curve by a first-order lag (gain k and time constant τ ) and a pure delay T : ke−T s (172) τs + 1 The following rules apply only if the plant contains no dominating. so that y(t = ∞) = 0. This is especially pertinent for plants which are open-loop stable. we would need to set kp very large. This response is exponentially stable as desired. a time derivative leads to my (t) + kp y (t) + ki y(t) + kd y (t) = 0. which is unacceptable. which transforms the basic characteristics of a step response (e. as desired. 15. One useful approach is due to Ziegler and Nichols (1942). and has no poles at the origin: G(s) .5 Heuristic Tuning 105 2 where ωd = 4mkp − kd /2m.

For example.60τ Note that if no pure time delay exists (T = 0). used to create a more general error signal e(s) = r(s) − y(s). and so on. In the second case. Sensors with very poor . or at the output. 15. C(s) u(s) P(s) y(s) 15. in trying to force e(s) to zero.1 Block Diagrams of Systems Fundamental Feedback Loop The topology of a feedback system can be represented graphically by considering each dynamical system element to reside within a box. this recipe suggests the proportional gain can become arbitrarily high! Any characteristic other than a true first-order lag would therefore be expected to cause a measurable delay. The final input is sensor noise.6 15. In turn. which relates the input. Another external input is the reference command or setpoint.27τ /T 2 ki = 0. and its output is force u(s). The feedback loop in block diagram form is shown below. Note that the feedback loop. having an input line and an output line. into the output.2τ /T 15 CONTROL FUNDAMENTALS ki = 0. it is additive with the control action.106 P PI PID kp = 1.60τ /T 2 kd = 0.9τ /T kp = 1. and so has some physical meaning. the disturbance has the same units as the plant output. the PD-controller has transfer function C(s) = kp + kd s.6. In the former case. The first is a process disturbance. position y(s).0τ /T kp = 0. which can be taken to act at the input of the physical plant. the plant used above (a simple mass) has transfer function P (s) = 1/ms2 . which usually corrupts the feedback signal y(s). its input is the error signal E(s) = −y(s). causing some error in the evaluation of e(s).2 Block Diagrams: General Case The simple feedback system above is augmented in practice by three external inputs. will necessarily make y(s) approximate r(s).6. force u(s).

no matter how perfectly understood are the other components. implying that these two functions must always trade off. and is known as the sensitivity function. Other systems we encounter again later are the (forward) loop transfer function P C.6 Block Diagrams of Systems 107 noise properties can ruin the performance of a control system. y/r = T is called the complementary sensitivity function. r 1 + CP e/r = S relates the reference input and noise to the error.15. We would generally like S to be small at low frequencies.6. Note that S + T = 1.3 Primary Transfer Functions Some algebra shows that e 1 = =S r 1 + PC y PC = =T r 1 + PC u C = = U. du r + e C u + + P + + + n dy + y 15. and e du y du u du e dy −P 1 + PC P = 1 + PC −CP = 1 + CP −1 = = −S 1 + PC = . they cannot both be small or large at the same time. the loop transfer function broken between C and P : CP . so that the tracking error there is small.

108 y dy u dy e n y n u n 15 CONTROL FUNDAMENTALS 1 1 + PC −C 1 + CP −1 1 + PC −P C 1 + PC −C 1 + CP = = = = = =S = −U = −S = −T = −U. . T . If the disturbance is taken at the plant output. This will in fact be the procedure when we address loopshaping. and U (control action) completely describe the system. then the three functions S.

and matrix A: x(t) = eAt χ. the response is x(t) = χeat . a transformation of state variables can be made. In the scalar case. x(t = 0) = χ. leading to . x = V z.1 Matrix Exponential Definition In the instance of an unforced response to initial conditions. 16.1 MODAL ANALYSIS Introduction The evolution of states in a linear system occurs through independent modes. where (At)2 eAt = I + At + + ··· 2! eAt is usually called the matrix exponential.2.2 16. This modal decomposition of A leads to a very useful state-space representation. giving a decaying exponential if a < 0. which can be driven by external inputs.2. 16.2 Modal Canonical Form Introductory material on the eigenvalue problem and modal decomposition can be found in the MATH FACTS section. and observed through plant output.109 16 16. The same notation holds for the case of a vector x. we use the state-space description of a system with D = 0: ˙ x = Ax + Bu y = Cx. consider the system ˙ x = Ax. since A = V ΛV −1 . Throughout. This section provides the basis for modal analysis of systems. Namely.

then the product is zero and the i’th mode does not respond.3 Modal Decomposition of Response Now we are ready to look at the matrix exponential eAt in terms of its constituent modes. . the projection of the initial conditions onto the i’th mode. λi . (173) This is called the modal canonical form.2. since the states are simply the modal amplitudes. The modal form is numerically robust for computations. Otherwise. we find that (At)2 + ··· 2! (Λt)2 I + Λt + + ··· WT 2! eAt = I + At + = V n = V eΛt W T = i=1 T eλi t vi wi . 16. Employing the above form for A. For stability of the system. the i’th mode does participate in the response. In terms of the response to an initial condition χ. These states are uncoupled in Λ. must have negative real parts. T The product wi χ is a scalar.110 16 MODAL ANALYSIS ˙ z = Λz + V −1 Bu y = CV z. If χ is perpendicular to wi . we have n x(t) = i=1 T eλi t vi (wi χ). but may be coupled through the input (V −1 B) and output (CV ) mappings. that is. they are in fact the poles of the equivalent transfer function description. the eigenvalues of A. The projection of the i’th mode onto the states x is through the right eigenvector vi .

Thus (sI − A)−1 can be recognized as the Laplace transform of the matrix exponential eAt .3 Forced Response and Controllability 111 16. AB. If a given mode i has wi bk = 0 for all input channels k. taking into account the initial condition for the derivative. (174) This matrix has size n × (nm). · · · .. Then some rearrangement will give n m T (wi bk ) k=1 t 0 x(t) = i=1 vi eλi (t−τ ) uk (τ )dτ. controllability for the entire system is checked using the following test: Construct the so-called controllability matrix: Mc = [B. . b2 . all modes are controllable. i. In the time domain. represents the projection of the k’th control channel onto the i’th mode. · · · . such that B = [b1 . where m is the number of input channels. x(t = 0) = χ. a scalar.3 Forced Response and Controllability Now consider the system with an external input u: ˙ x = Ax + Bu. In normal applications. If Mc has rank n. bm ].e. T The product wi bk . then the mode is uncontrollable. We say that the i’th mode is controllable from the T k’th input if the product is nonzero. the second term then has the form of a convolution of the matrix exponential and the net input Bu: t x(t) = 0 n eA(t−τ ) Bu(τ )dτ t T eλi (t−τ ) vi wi Bu(τ )dτ. An−1 B]. Taking the Laplace transform of the system. we have sx(s) − χ = Ax(s) + Bu(s) −→ x(s) = (sI − A)−1 χ + (sI − A)−1 Bu(s).16. then the system is controllable. = i=1 0 Suppose now that there are m inputs.

crT   the k’th channel of the output is n yk (t) = i=1 T (ckT vi )eλi t (wi χ). We say that a system is observable if every mode can be seen in at least one output channel. (175) This matrix has size n × (rn). Consider the part due to initial conditions χ. through the convolution integral. AT C T . (AT )n−1 C T . The i’th mode is observable in the k’th output if the product ckT vi = 0. and writing c1T   C =  · . We found above n x(t) = i=1 T eλi t vi wi χ. · · · . and the known control u? The response due to the external input is easy to compute deterministically. The observation is y = Cx (r channels of output).112 16 MODAL ANALYSIS 16. The usual test for system observability requires computation of the observability matrix: Mo = C T .4 Plant Output and Observability We now turn to a related question: can the complete state vector of the system be observed given only the output measurements y. the system is observable if Mo has rank n. .

1 CONTROL SYSTEMS – LOOPSHAPING Introduction This section formalizes the notion of loopshaping for linear control system design. In particular. Design based on singular values is the idea of L2 -control. is 1 + P (s)C(s) = 0.2 Roots of Stability – Nyquist Criterion We consider the SISO feedback system with reference trajectory r(s) and plant output y(s). First. but the link to multivariable control is not too difficult. to meet performance and robustness specifications. thus forming the negative feedback loop. absolute values of transfer functions are replaced with the maximum singular values of transfer matrices. whose roots are the poles of the closedloop system. The Nyquist criterion allows us to assess the stability properties of a system based on P (s)C(s) only. The loopshaping approach is inherently two-fold. This method for design involves plotting the complex loci of P (s)C(s) for the range ω = [−∞. Once this is done. from from knowing the nominal product P (s)C(s). The closed-loop characteristic equation. equivalent to P (s)C(s) + P (s)C(s) = 0. we shape the open-loop transfer function (or matrix) P (s)C(s). The tracking error signal is defined as e(s) = r(s) − y(s). There is no explicit calculation of the closed-loop poles. r(s) 1 + P (s)C(s) where P (s) represents the plant transfer function. and the nominal plant P (s). as given previously. . to be presented in the next lectures. where the underline and overline denote the denominator and numerator. 17. respectively. The sensitivity function is written as S(s) = e(s) 1 = . then the compensator must be computed.113 17 17. ∞]. single-output systems. and in this sense the design approach is quite different from the root-locus method (see Ogata). Most of the analysis here is given for single-input. and C(s) the compensator. or LQG/LTR.

2 Nyquist Criterion The Nyquist criterion now follows from one translation. The heart of the Nyquist analysis is the mapping theorem.2. and then proceeding to the right at an arbitrarily large radius.114 17. i. Conversely. the path encloses the entire right-half plane. Namely.. every pole of F (s) enclosed in the s-plane generates exactly one CCW encirclement of the origin in the F (s)-plane. Then the stability criterion can be cast in terms of the unstable poles of P (s)C(s). back to the negative imaginary axis.. (176) In words. e.1 17 CONTROL SYSTEMS – LOOPSHAPING Mapping Theorem We impose a reasonable assumption from the outset: The number of poles in P (s)C(s) exceeds the number of zeros. or P (s)C(s). instead of those of F (s): P = CCW ←→ closed-loop stability (177) . as s sweeps around the entire right-half s-plane. Let F (s) = 1 + P (s)C(s).g. clockwise(CW) paths in the s-plane. encirclements of the origin by F (s) are equivalent to encirclements of the point (−1 + 0j) by F (s) − 1. this constraint can be easily met by adding a high-frequency rolloff to the compensator. Since the zeros of F (s) are in fact the poles of the closed-loop transfer function.2. the relation is often written Z − P = CW . Since CW and CCW encirclements of the origin may cancel. This leads to a slightly shorter form of the above relation: P = CCW. stability requires that the number of unstable poles in F (s) is equal to the number of CCW encirclements of the origin. S(s). The trick now is to make the trajectory in the s-plane enclose all unstable poles. the equivalent of low-pass filtering the error signal. and the remarkable result of the mapping theorem is Every zero of F (s) enclosed in the s-plane generates exactly one CW encirclement of the origin in the F (s)-plane. which answers the following question: How do paths in the s-plane map into paths in the F -plane? We limit ourselves to closed. In the case of a PID controller (two zeros) and a second-order zeroless plant. It is a reasonable constraint because otherwise the loop transfer function could pass signals with infinitely high frequency. moving up the imaginary axis.e. 17. stability requires that there are no zeros of F (s) in the right-half s-plane.

Referring to the multivariable definition of S(s). how close the loci come to it can be expressed in terms of magnitude and angle. the procedure of looking at individual Nyquist plots for each element of a transfer matrix is unreliable and outdated. then the loci of P (s)C(s) must not encircle the critical point at all. Rules of thumb are as follows. for an unstable plant.e. the magnitude |P (s)C(s)| should not be near one. the negative imaginary axis). The loci need to stay away from the critical point.3 Robustness on the Nyquist Plot The question of robustness in the presence of modelling errors is central to control system design. For a stable plant. • The requirement that the number of poles in P (s)C(s) exceeds the number of zeros means that at high frequencies. There are two natural measures of robustness for the Nyquist plot. kg ≥ 2 and γ ≥ 30◦ . kg ≤ 0.. . its angle should not be −180◦ .5 and γ ≥ 30◦ . the definition of kg is different for stable and unstable P (s)C(s). the loci of P (s)C(s) occur as complex conjugates – the plot is symmetric about the real axis. • For the multivariable (MIMO) case. The use of gain and phase margin in design is similar to the SISO case. 17. It is a necessary and sufficient condition that the number of unstable poles in the loop transfer function P (s)C(s) must be matched by an equal number of CCW encirclements of the critical point (−1 + 0j). There are several details to keep in mind when making Nyquist plots: • If neither the plant nor the controller have unstable modes. • When the magnitude |P (s)C(s)| = 1.2. These notions lead to definition of the gain margin kg and phase margin γ for a design. P (s)C(s) always decays such that the loci go to the origin.17. As the figure shows.2 Roots of Stability – Nyquist Criterion 115 This is in fact the complete Nyquist criterion for stability. we should count the encirclements for the function [det(I + P (s)C(s)) − 1] instead of P (s)C(s). each having a very clear graphical representation. • When the angle of P (s)C(s) is −180◦ . • Because the path taken in the s-plane includes negative frequencies (i.

This can be formalized by writing |W1 (s)S(s)| < 1. if onepercent tracking is to be maintained for all frequencies below ω = λ. ∀ω < λ. The disk is to be quite large. and this latter condition can be interpreted as: The loci of P (s)C(s) must stay outside the disk of radius W1 (s).01.116 1/kg Im(s) 17 CONTROL SYSTEMS – LOOPSHAPING P(s)C(s) Im(s) Re(s) Re(s) γ γ 1/kg P(s)C(s) Stable P(s)C(s) Unstable P(s)C(s) 17. using the nominal plant model. which is to be centered on the critical point (−1 + 0j). then |S(s)| < 0. For example. at the lower frequencies. For example. we know that |S(s)| should be small at low frequencies. possibly infinitely large. but higher-frequency components in the response may . 17. We restrict the discussion to the scalar case in the following sections.3 Design for Nominal Performance Performance requirements of a feedback controller. the DC gain and slow. (178) where W1 (s) is a stable weighting function of frequency. lightly-damped modes or zeros are easy to observe. can be cast in terms of the Nyquist plot. Since the sensitivity function maps reference input r(s) to tracking error e(s).4 Design for Robustness It is a ubiquitous observation that models of plants degrade with increasing frequency. The requirement |W1 (s)S(s)| < 1 is equivalent to |W1 (s)| < |1 + P (s)C(s)|. To force S(s) to be small at low ω. W1 (s) should be large in the same range.

(179) Here. ∆(s)W2 (s)P (s). since it will turn out to be at the cost of nominal performance. P (s) represents the nominal plant model used in the design of the control ˜ loop. One of the most useful descriptions of model uncertainty is the multiplicative uncertainty: ˜ P (s) = (1 + ∆(s)W2 (s))P (s). (180) where T is the complementary sensitivity function. For constructing the Nyquist plot. We need to create a nominal model P = k0 /(s − 1). where ∆(s) is an unknown but stable function of frequency for which |∆(s)| ≤ 1. and W2 = 3/7. we observe that ˜ P (s)C(s) = (1 + ∆(s)W2 (s))P (s)C(s). This can be written as |1 + P C| > |W2 P C| ←→ |W2 P C| 1 > ←→ |1 + P C| 1 > |W2 T |. perturbed plant. which will not vary with frequency in this case. since the uncertainty grows. The effects of modeling uncertainty can be considered to enter the nominal feedback system as a disturbance at the plant output. where k is in the range 2–5. The perturbation is of the multiplicative type. W2 (s) should not grow any faster than necessary. ˜ In the scalar case. ∆W2 . dy . and P (s) is the actual.17. The last inequality is thus a condition for robust stability in the presence of multiplicative uncertainty parametrized with W2 . . However. The robustness condition is that this disk should not intersect the critical point. with the smallest possible value of W2 . Higher-frequency behavior may have more nonlinear properties as well. yielding k0 = 7/2. The path of the perturbed plant could be anywhere on a disk of radius |W2 (s)P (s)C(s)|.4 Design for Robustness 117 be hard to capture or even excite repeatably. the weight can be estimated as follows: since P /P − 1 = ˜ /P − 1| < |W2 |. W2 (s) should be growing with increasing frequency. centered on the nominal loci P (s)C(s). for the two extreme values of k. The weighting function W2 (s) scales ∆(s) with frequency. Two equations can be written using the above estimate. it will suffice to let |P ˜ Example: Let P = k/(s − 1).

for robustness. 2. the crucial relation is angle(H(jω0 )) = 1 π ∞ −∞ d (ln|H(jω)) · ln(coth(|ν|/2))dν. if the slope is large.e. so that d(ln|H|)/dν = −n. (181) The robust performance requirement is related to the magnitude |P C| at different frequencies. At high frequency. ω0 is a fixed constant. For a transfer function H(s). as follows: 1. which in turn degrades the phase margin. The simple reason is that a steep slope induces a large phase loss. and ln|H| = −nln(ω/ω0 ). it is a simple function with n poles at n the origin. We must therefore have |P C| < 1/|W2 |. dν (182) where ν = ln(ω/ω0 ). W2 T | |W2 P C|. This leads directly to the performance condition |P C| > |W1 | in this range. Then we have just angle(H) = − n π ∞ −∞ ln(coth(|ν|/2))dν = − nπ . n Example: Suppose H(s) = ω0 /sn . i. The integral is hence taken over the log of a frequency normalized with ω0 . implying that the angle depends only on the local slope d(ln|H|)/dν. It is not hard to see how the integral controls the angle: the function ln(coth(|ν|/2)) is nonzero only near ν = 0.118 17 CONTROL SYSTEMS – LOOPSHAPING 17. Thus..5 Robust Performance The condition for good performance with plant uncertainty is a combination of the above two conditions. This is met if |W1 S| + |W2 T | < 1. and no zeros. the angle is large. since |P C| is large. Graphically. To see this requires a short foray into Bode’s integral. with radius |W1 |. should not intersect the disk of radius |W2 P C|. At low frequency. |W1 S| |W1 /P C|. It follows that |H| = ω0 /ω n . since |P C| is small. centered on the nominal locus P C.6 Implications of Bode’s Integral The loop transfer function P C cannot roll off too rapidly in the crossover region. the disk at the critical point. 17. 2 (183) .

because the closed-loop response will be sensitive to any slight change in the resonant frequency. For clarity. 17. and then divide through by the plant. while zeros not at the origin at 90◦ of phase lead for frequencies above the zero. Each zero at the origin adds 90◦ phase lead. • One caveat for the well-behaved plant is that lightly-damped poles or zeros should not be cancelled verbatim by the compensator. In .7 The Recipe for Loopshaping In the above analysis. equivalent to a single pole). but in the scalar case. (184) This extraordinarily simple step involves a plant inversion. The overall idea is to first shape L as a stable transfer function meeting the requirements of stability and robustness. We will use concepts from optimal linear control for the MIMO case. and then explicitly considering the effects of adding the unstable parts. the division can be made directly. The slope can safely be first-order (−20dB/decade. the critical component. and may be second-order (−40dB/decade) if an adequate phase angle can be maintained near crossover. In the general case. In the immediate neighborhood of these poles and zeros.17. L = P C. The usual procedure is to widen the notch or pole in the compensator. the phase may vary significantly with frequency. The Nyquist loci are clearly susceptible to these variations is phase. Each pole at the origin clearly induces 90◦ of phase loss. and the phase margin can be easily lost if the slope of P C at crossover (where the magnitude is unity) is too steep. it suffices to just pick C = L/P. We have said very little about how to get the compensator C. let the designed loop transfer function be renamed. through a higher damping ratio. to meet robustness and performance specifications. • Non-minimum phase or unstable behavior in the plant can usually be handled by performing the loopshaping for the closest stable model. each pole not at the origin induces 90◦ of phase loss for frequencies above the pole. we have extensively described what the open loop transfer function P C should look like. • When the plant is stable and has stable zeros (minimum-phase).7 The Recipe for Loopshaping 119 This integral is trivial to look up or compute.

120 17 CONTROL SYSTEMS – LOOPSHAPING the case of unstable zeros. (185) The open-loop transfer matrix L should be shaped accordingly. . Useful properties and relations for the singular value are found in the section MATH FACTS. analysis. the troublesome zeros must be faster than the closed-loop frequency response. we use the properties of optimal state estimation and control to perform the plant inversion for MIMO systems. the ideas from scalar loopshaping can be adapted using the singular value. or modal. The condition for MIMO robust performance can be written in many ways. In the case of unstable poles. We list below some basic properties of the singular value decomposition. When a control system involves multiple inputs and outputs. the converse is true: The feedback system must be faster than the corresponding frequency of the unstable mode. In general. which is analogous to an eigenvector. In the following sections. we find that they impose an unavoidable frequency limit for the crossover. including a direct extension of our scalar condition σ(W1 S) + σ(W2 T ) < 1.

we assume the plant to be written in state-space form x = Ax + Bu. Pole-placement is the process of placing the poles of (A−BK) in stable. turn out to generate only stabilizing controllers for MIMO plants. The closed-loop system has exactly as many outputs as inputs: n. Bellman. 18. The system dynamics are then written as: x = (A − BK)x + Kxdesired . ˙ (186) xdesired represents the vector of desired states.. suitably-damped locations in the complex plane. The linear quadratic regulator (LQR) is a well-known design technique that provides practical feedback gains. The key observation is best given through a loose example: Suppose that we are driving from Point A to Point C. and we ask what is the shortest path in miles. and the “B-matrix” of the closed-loop system is K. Optimal controllers.121 18 18. The column dimension of B equals the number of channels available in u. and that all of the n states x are ˙ available for the controller.3 Dynamic Programming There are at least two conventional derivations for the LQR. according to some figure of merit. In this sense. i. 18.e.2 Full-State Feedback For the derivation of the linear quadratic regulator. optimal control solutions provide an automated design procedure – we have only to decide what figure of merit to use. . and serves as the external input to the closed-loop system. The feedback gain is a matrix K. controllers that are the best possible. implemented as u = −K(x − xdesired ). The “A-matrix” of the closed loop system is (A − BK).1 LINEAR QUADRATIC REGULATOR Introduction The simple form of loopshaping in scalar systems does not extend directly to multivariable (MIMO) plants. we present here one based on dynamic programming. If A and C represent Los Angeles and Boston. and must match the row dimension of K. due to R. The notion of optimality is closely tied to MIMO control system design. which are characterized by transfer matrices instead of transfer functions.

pick the best path to D. from each B-node. and three places to cross the Mississippi River. and that a Point B lies along this path. B3 D|opt . There are three possible paths from B1 to D. we could summarize that this method requires nine additions of three numbers. C2 . beginning in Boston. In terms of computations. The point is a subtle one: the optimization problem from Las Vegas to Boston is easier than that from Los Angeles to Boston. Consider now traveling from point A (Los Angeles) to Point D (Boston). Example: Nodal Travel. The comparison of numbers is relatively cheap. There are nine unique paths from A to D. Suppose there are only three places to cross the Rocky Mountains. as are those from the B-nodes to the C-nodes. If we were to now solve the optimization problem for getting from only Las Vegas to Boston. B2 D|opt . say Las Vegas. and nine paths total from the B-level to D. This operation involves nine additions of two 3 Apologies to readers not familiar with American geography. B1 . C3 . A brute-force approach sums up the total distance for all the possible paths. we say that the path from A to B1 is AB1 . and the idea is to use this property backwards through time to evolve the optimal path. Let X be an arbitrary point east of Las Vegas. and picks the shortest one. Store the best paths as B1 D|opt . and the C-nodes to the terminal point D. Suppose that all of the paths (and distances) from A to the B-nodes are known. B3 .122 18 LINEAR QUADRATIC REGULATOR B1 A B2 B3 C1 C2 C3 D n=3 s=2 for example. for example. C1 . equivalent to eighteen additions of two numbers. this same arbitrary point X would be along the new optimal path as well. First. The dynamic programming approach has two steps.3 By way of notation. B2 . . We now add some structure to the above experiment. there are many paths to choose from! Assume that one way or another we have found the best path.

(188) . AB2 + B2 D|opt .g. the brute force approach will take (sns ) additions. u(τ ))dτ. dynamic programming needs only 105. this example gives only a mild advantage to the dynamic programming approach over brute force.18. As suggested by dynamic programming.. u(t))δt + V (x(t + δt). In the case of n = 5. The cost associated with this penalty. u(t)) = t ∞ l(x(τ ). which is to be greater than zero for all nonzero x and u. s = 5. u(t)). the return at time t is constructed from the return at t + δt. if there are s layers of nodes (e. or AB3 + B3 D|opt . There are several necessary definitions. of keeping xdesired = 0. u(t)) = min {l(x(t). u (189) The minimization of V (x(t). the optimal return is the cost of the optimal trajectory remaining after time t: V (x(t). rivers or mountain ranges).e. however. In general.4 Dynamic Programming and Full-State Feedback 123 numbers. is J= 0 ∞ l(x(t). u(t)) is made by considering all the possible control inputs u in the time interval (t. t + δt). Second. (187) i. and total optimization is done in twelve additions of two numbers. the integral over time of the instantaneous penalty. The closed-loop system thus is intended to reject disturbances and recover from initial conditions. and . brute force requires 6250 additions. u(t))dt. along an optimal trajectory. while the dynamic programming procedure involves only (n2 (s − 1) + n) additions. Finally. The combined path with the shortest distance is the total solution. The gap widens vastly. 18.4 Dynamic Programming and Full-State Feedback We consider here the regulation problem. that is. n river crossing points).g.. constrained to the optimal paths from the B-nodes onward: AB1 + B1 D|opt .. compute the distance for each of the possible paths from A to D. as one increases the dimensions of the solution space. u(t + δt))} . Needless to say. but not necessarily follow y-trajectories. First we define an instantaneous penalty function l(x(t). this second step involves three sums of two numbers. and each has width n (e. We have directly from the dynamic programming principle V (x(t).

t + δt) cannot affect V (x(t). u) + xT P (Ax + Bu) . u(t)) + u ∂V (Ax(t) + Bu(t)) . u) = xT Qx + uT Ru. u) has the following form: 1 V (x.124 18 LINEAR QUADRATIC REGULATOR the differential component due to l(x. 2 where P is a symmetric matrix. and positive definite. u(t)) + (Ax(t) + Bu(t))δt. This suggested form for the optimal return can be confirmed after the optimal controller is derived. u(t + δt)) = V (x(t). The matrices Q and R are to be set by the user. u). and represent the main “tuning knobs” for the LQR. The LQR employs the special quadratic form 1 1 l(x. u(t)) + Now control input u in the interval (t. ∂x (191) We next make the assumption that V (x. then ∂V dx δt + h. Substitution of this form into the above equation. so inserting the above and making a cancellation gives 0 = min l(x(t).t. u) = xT P x. and xT P x = 0 if x = 0. u (192) (193) We finally specify the instantaneous penalty function. and setting the derivative with respect to u to zero gives Positive definiteness means that xT P x > 0 for all nonzero x. ∂x V (x(t + δt). as written. −→ (190) ∂x dt ∂V = V (x(t).45 It follows that ∂V = xT P −→ ∂x 0 = min l(x. 5 4 .o. If V is smooth and has no explicit dependence on t. 2 2 (194) where Q and R are both symmetric and positive definite. u(t)).

we have 1 1 0 = xT Qx − xT P BR−1 B T P + xT P Ax. Robustness. (195) The gain matrix for the feedback control is thus K = R−1 B T P . since xT P Ax = xT AT P x. whose solution P is needed to compute the optimal feedback gain K.18. (196) This equation is the matrix algebraic Riccati equation (MARE). which is not a dynamical system. The LQR also guarantees phase margin γ ≥ 60 degrees.5 Properties and Use of the LQR 125 0 = uT R + x T P B uT = −xT P BR−1 u = −R−1 B T P x. 18. and eliminating u in favor of x. . This is in good agreement with the practical guidelines for control system design. Hence. implying that the loci of (P C) (scalar case) or (det(I + P C) − 1) (MIMO case) approach the origin along the imaginary axis. 2 2 All the matrices here are symmetric except for P A. The MARE is easily solved by standard numerical tools in linear algebra. The LQR achieves infinite gain margin: kg = ∞. 2 2 leading to the final matrix-only result 0 = Q + P A + AT P − P BR−1 B T P. we can make its effect symmetric by letting 1 1 xT P Ax = xT P Ax + xT AT P x.5 Properties and Use of the LQR Static Gain. The LQR generates a static gain matrix K. the order of the closed-loop system is the same as that of the plant. Inserting this solution back into equation 194.

and there is no penalty for using large u. An angle 90◦ /n separates the most lightlydamped poles from the imaginary axis. it is not the states x which are to be minimized. First. and at the mirror images of the unstable plant zeros. and equal to 180◦ /n. poles are placed at stable plant zeros. however. the cost function is dominated by the output errors y. The angular separation of n closed-loop poles on the arc is constant. There are two groups of closed-loop poles. When R >> C T Q C. the gain will indeed go to zero. as shown in the figure. since y = Cx. In many cases.126 18 LINEAR QUADRATIC REGULATOR Output Variables. and the auxiliary matrix Q weights the plant output. and so the controller minimizes the control action itself. When R << C T Q C. so that the closed-loop poles approach the open-loop plant poles in a manner consistent with the scalar root locus. we set the weighting matrix Q = C T Q C. The remaining poles assume a Butterworth pattern. Behavior of Closed-Loop Poles: Expensive Control. The optimal control must always stabilize the closed-loop system. This part is akin to the high-gain limiting case of the root locus. but the output variables y. The Butterworth pattern refers to an arc in the stable left-half plane. . The expensive control solution puts stable closed-loop poles at the mirror images of the unstable plant poles. so there should be some account made for unstable plant poles. whose radius increases to infinity as R becomes smaller and smaller. the cost function is dominated by the control effort u. In this case. Behavior of Closed-Loop Poles: Cheap Control. In the case of a completely stable plant.

18.5 Properties and Use of the LQR 127 X φ /2 φ n=4 φ = 45 degrees X φ φ X φ /2 X .

W1 . the measurements are subject to disturbances. and C is l × n. B is n × m. whose evolution is governed by ˆ the nominal A and B matrices of the plant.128 19 KALMAN FILTER 19 19. and a correction term with the estimator gain matrix H. we derived the linear quadratic regulator as an optimal solution for the full-state feedback control problem.2 Problem Statement We consider the state-space plant model given by: x = Ax + Bu + W1 ˙ y = Cx + W2 . so that A has dimension n × n. (198) There are n states. m inputs. y C Bu y + H + + + A x 1/s x 19. Given statistical properties of real plant ˆ ˆ disturbances and sensor noise. the Kalman Filter designs an optimal H. and may not allow reconstruction of all the states.1 KALMAN FILTER Introduction In the previous section. This state estimation is the task of a model-based estimator having the form: ˙ x = Aˆ + Bu + H(y − C x) ˆ x ˆ (197) The vector x represents the state estimate. H operates on the estimation error mapped to the plant output y. and l outputs. The inherent assumption was that each state was known perfectly. since C x = y . The plant subject to two random input signals. In real applications.

(199) (200) (201) Here δ(t) represents the impulse (or delta) function.3 ˙ Step 1: An Equation for Σ The evolution of Σ follows from some algebra and the convolution form of e(t).˙ 19. which corrupts the measurement y. (203) where W is an unspecified symmetric. E(W1 (t1 )W1 (t2 )T ) = V1 δ(t1 − t2 ) E(W2 (t1 )W2 (t2 )T ) = V2 δ(t1 − t2 ) E(W1 (t)W2 (t)T ) = 0n×l . We begin with . if E(·) denotes the expected value. W1 + HW2 is considered an external input. and V2 is an l × l diagonal matrix of intensities. is defined as Σ = E(eeT ). The Kalman filter design provides H that minimizes the scalar cost function J = E(eT W e). An important assumption of the Kalman Filter is that W1 and W2 are each vectors of unbiased. A related matrix. the symmetric error covariance. V1 is an n × n diagonal matrix of intensities. (202) The eigenvalues of the matrix A − HC thus determine the stability properties of the estimation error dynamics. Hence. ˙ W2 denotes sensor noise. since it drives x directly. positive definite weighting matrix. and that all the n + l channels are uncorrelated. It can then be verified that ˆ e = [Ax + Bu + W1 ] − [Aˆ + Bu + H(y − C x)] ˙ x ˆ = (A − HC)e + (W1 − HW2 ). W1 represents disturbances to the plant.3 Step 1: An Equation for Σ 129 and W2 . independent white noise. The second term above. (204) 19. The estimation error may be defined as e = x − x. There are two main steps for deriving the optimal gain H.

. 2 0 i.e. It is independent of the initial condition e(0). . The fact that W1 and HW2 are uncorrelated leads to the third line. and therefore appears in Equation 205 twice. we note that the initial T T condition e(0) is uncorrelated with W1 − W2 H T .130 19 KALMAN FILTER ˙ Σ = E(eeT + eeT ) ˙ ˙ (205) T T T T T T = E[(A − HC)ee + (W1 − HW2 )e + ee (A − C H ) + T T e(W1 − W2 H T )]. the written integral includes only half of the impulse. T T The final expression for E(e(W1 − W2 H T )) is symmetric. 2 2 To get from the first right-hand side to the second. leading to ˙ Σ = (A − HC)Σ + Σ(AT − C T H T ) + V1 + HV2 H T . The last term above can be expanded. We have T T T T E(e(W1 − W2 H T )) = e(A−HC)t E(e(0)(W1 − W2 H T )) + t 0 t e(A−HC)(t−τ ) E((W1 (τ ) − HW2 (τ )) T T (W1 (t) − W2 (t)H T )) dτ = 0 t e(A−HC)(t−τ ) E((W1 (τ ) − HW2 (τ )) T T (W1 (t) − W2 (t)H T )) dτ = 0 e(A−HC)(t−τ ) (V1 δ(t − τ ) + HV2 H T δ(t − τ )) dτ 1 1 V1 + HV2 H T . using the property that e(t) = e(A−HC)t e(0) + 0 t e(A−HC)(t−τ ) (W1 (τ ) − HW2 (τ )) dτ. and the final result follows from = 1 δ(t − τ )dτ = . (206) t This equation governs propagation of the error covariance. and depends on the (as yet) unknown estimator gain matrix H.

∂H Proofs of the first two are given at the end of this section. and Λ is an n × n matrix of unknown Lagrange multipliers. (208) (207) where F is an n × n matrix of zeros. the last lemma uses the chain rule. the correct choice of H achieves an extremal value. and the previous two lemmas. satisfied if H = ΣC T V2−1 . the constraint we invoke is the evolution of Σ. Then the condition ∂J /∂H = 0 leads to 0 = 2Λ(−ΣC T + HV2 ). We now introduce an auxiliary cost function defined as J = trace(ΣW + ΛF ).4 Step 2: H as a Function of Σ We now make the connection between Σ = E(eeT ) (a matrix) and J = E(eT W e) (a scalar). we enforce Λ = ΛT . Lagrange multipliers provide an ingenious mechanism for drawing constraints into the optimization. We need the following lemmas.. it follows that ∂J /∂H = 0. Next. Note that since F is zero. which give the derivative of a trace with respect to a constituent matrix: ∂ trace(−ΛHCΣ) = −ΛT ΣC T ∂H ∂ trace(−ΛΣC T H T ) = −ΛΣC T ∂H ∂ trace(ΛHV2 H T ) = ΛT HV2 + ΛHV2 . i. Equation 206: ˙ J = trace ΣW + Λ(−Σ + AΣ − HCΣ + ΣAT − ΣC T H T + V1 + HV2 H T ) (209) If J is an optimal cost. so minimizing J solves the same problem.4 Step 2: H as a Function of Σ 131 19.19. J = J. The trace of a matrix is the sum of its diagonal elements.e. and it can be verified that J = E(eT W e) = trace(ΣW ). since the values are arbitrary. (210) .

C. like the LQR. when the plant is state-controllable. The evolution of Σ is always stable. V2 ]. 19. Furthermore.5 Properties of the Solution The solution involves a matrix Riccati equation. the KF loop achieves 60◦ phase margin. Inserting this back into Equation 206.132 19 KALMAN FILTER Duality of Linear Quadratic Regulator and Kalman Filter Linear Quadratic Regulator Kalman Filter x = Ax + Bu ˙ x = Ax + Bu + W1 ˙ y = Cx + W2 ˙ u = −Kx x = Aˆ + Bu + H(y − C x) ˆ x ˆ ∞ T T T 2J = 0 (x Qx + u Ru)dt J = E(e W e) Q ≥ 0. and the same analysis and numerical tools can be applied to both methodologies. for all the channels together or independently. (212) The Kalman Filter is guaranteed to create a stable nominal dynamics A−HC. (211) Equations 210 and 211 represent the practical solution to the Kalman filtering problem. . and depends only on the constant matrices [A. which might as well be the identity. R > 0 V1 ≥ 0. suggesting a duality with the LQR problem. like the LQR. V1 . Notice also that the result is independent of the weighting matrix W . This is dual to the stability guarantee of the LQR loop. we obtain ˙ Σ = AΣ + ΣAT + V1 − ΣC T V2−1 CΣ. which minimizes the squared-norm of the estimation error. and infinite gain margin. The steady-state solution for Σ is valid for time-invariant systems. as long as the plant is fully state-observable. This is in fact the case. V2 > 0 K = R−1 B T P H = ΣC T V2−1 P A + AT P + Q − P BR−1 B T P = 0 ΣAT + AΣ + V1 − ΣC T V2−1 CΣ = 0 Hence the estimator gain matrix H can be written as a function of Σ. leading to a more common MARE form of Equation 211: 0 = AΣ + ΣAT + V1 − ΣC T V2−1 CΣ.

• A small disturbance V1 . Recall that V1 is the intensity matrix of the plant disturbance. 19. we put the Kalman Filter and controller gain G together as follows: . This combination is usually known as the Linear Quadratic Gaussian design.6 Combination of LQR and KF An optimal output feedback controller is created through the use of a Kalman filter coupled with an LQR full-state feedback gain. dual to cheapcontrol problem. Closed-loop poles go to the stable plant poles. H small. • V2 >> V1 : poor sensors. H >> 1. • A large uncertainty Σ creates large H. and small sensor noise V2 creates a large H.6 Combination of LQR and KF 133 The qualitative dependence of the estimator gain H = ΣC T V2−1 on the other parameters can be easily seen. For the plant given as x = Ax + Bu + W1 ˙ y = Cx + W2 .19. The remaining poles follow a Butterworth pattern whose radius increases with increasing V1 /V2 . or LQG. The limiting closed-loop poles of the Kalman filter are similar. and large sensor noise V2 creates a small H. or the mirror image of unstable plant zeros. weighting the model dynamics Aˆ + Bu more. x • A large disturbance V1 . V2 is the intensity of the sensor noise. placing emphasis on the corrective action of the filter. and Σ is the error covariance matrix. Some closed-loop poles go to the stable plant zeros. so that the filter’s correction is dominant. small disturbance. large disturbance. and dual to those of the LQR: • V2 << V1 : good sensors. and the mirror images of the unstable plant poles. dual to expensivecontrol problem.

19. See proof below. so that it is not limited to the regulation problem alone. separately. on loopshaping via loop transfer recovery. .7 19. We use the output error as a control input in the next section. x no longer ˆ represents an estimated state. Separation Principle: The eigenvalues of the nominal closed-loop system are made of up the eigenvalues of (A − HC) and the eigenvalues of (A − BK). as written. but rather an estimated state tracking error. tries to drive its input y to zero. Output Tracking: This compensator is a stand-alone system that. ˆ (213) (214) C(s) B y + H + + C φ = (sI-A) -1 φ -K u There are two central points to this construction: 1.1 Proofs of the Intermediate Results Proof that E(eT W e) = trace(ΣW ) E(eT W e) = E  n  n i=1 n ei   n j=1 Wij ej   = i=1 j=1 Σij Wji . 2.7.134 19 KALMAN FILTER ˙ x = Aˆ + Bu + H(y − C x) ˆ x ˆ u = −K x. In this case. It can be hooked up to receive tracking error e(s) = r(s) − y(s) as an input instead.

7. where the second form is a sum over i of the ii’th elements.19. = −ΛΣC T  2 trace(AH T ) = trace  = trace  n n   n j=1 n T Aij Hjl  . Now ∂ trace(AHB) = ∂Hjo ko = = ∂ trace(AHB) = ∂H = 19.7. 2 = −ΛT ΣC T Hjk Bkl  . the il th element j=1 Aij Hlj   = i=1 j=1 Aij Hij .2 Proof that ∂ trace(−ΛHCΣ) ∂H trace(AHB) = trace  n n  n l Aij k=1 l j=1 = i=1 j=1 Aij k=1 Hjk Bki .7 Proofs of the Intermediate Results 135 the transpose of W being valid since it is symmetric. the il th element  19. .3 Proof that ∂ trace(−ΛΣC T H T ) ∂H n Aijo Bko i i=1 (BA)ko jo (BA)To ko −→ j (BA)T AT B T . Now consider the diagonal elements of the product ΣW : Σ11 W11 + Σ12 W21 + · · · · ·  · Σ21 W12 + Σ22 W22 + · · · ·  → ΣW =   · · ··· n n   trace(ΣW ) = i=1 j=1 Σij Wji .

136 19 KALMAN FILTER where the last form is a sum over the ii’th elements. It follows that ∂ trace(AH T ) = Aio jo −→ ∂Hio jo ∂ trace(AH T ) = A. the determinant of an upper triangular block matrix is the product of the determinants of each block on the diagonal: det(sI −A ) = det(sI −(A−BK))det(sI −(A−HC)). the closed-loop system evolves according to d dt x x ˆ A −BK HC A − BK − HC x x ˆ = . If A represents this compound A-matrix. and hence the separation of eigenvalues follows.7. 2 ∂H 19. then its eigenvalues are the roots of det(sI − A ) = 0. we can write the above in ˆ another form: d dt x e A − BK BK 0 A − HC x e = .4 Proof of the Separation Principle Without external inputs W1 and W2 . . However. Using the definition of estimation error e = x − x.

where φ(s) = (sI − A)−1 . ˆ In short. we would like to find the compensator C(s) that establishes P (s)C(s) ≈ Cφ(s)H. The KF has open-loop transfer function L(s) = Cφ(s)H. This follows from the estimator evolution equation ˙ x = Aˆ + Bu + H(y − C x) ˆ x ˆ and the figure. however. specifically to perturbations at the output y . respectively. Supposing that we have an estimator gain H which creates an attractive loop function L(s). since it does not affect the error dynamics of the filter. there do exist plants for which there is no robustness guarantee for an LQG compensator. the KF loop has good robustness properties. The LQR tuning matrices Q and R would be picked heuristically to give a reasonable closed-loop response. There are two reasons to avoid this kind of direct LQG design procedure.1 LOOP TRANSFER RECOVERY Introduction The Linear Quadratic Regulator(LQR) and Kalman Filter (KF) provide practical solutions to the full-state feedback and state estimation problems. Note that we have not included the factor Bu as part of the figure. although the LQR and KF each possess good robustness properties. We now reconsider just the feedback loop of the Kalman filter. or Cφ(s)BC(s) ≈ Cφ(s)H. (215) It will turn out that the LQR can be set up so that the an LQG-type compensator achieves exactly this result. If the sensor noise and disturbance properties of the plant are indeed well-known. and further is amenable to output tracking. the KF loop is an ideal candidate for a loopshaping design. which are at the root of feedback control. The procedure is termed Loop Transfer . It cannot be directly mapped to the intuitive ideas of loopshaping and the Nyquist plot. a second problem is that this design technique has no clear equivalent in frequency space. then an LQG design approach. First. may yield good results. that is. Even if one could steer clear of such pathological cases. As noted previously. combining the LQR and KF into an output feedback compensator.137 20 20.

and so in this limit . In the limit as ρ → 0. Secondly. The Riccati equation becomes 0 = ρ(W C)T W C + ρP A + ρAT P − P BB T P = 0. we will show (roughly) that √ lim ( ρK) = W C. it must be the case that P → 0 also. First recall the gain and Riccati equations for the LQR: K = R−1 B T P 0 = Q + P A + AT P − P BR−1 B T P. The condition σ(W1 (s)S(s)) + σ(W2 (s)T (s)) < 1 is sufficient for robust performance with multiplicative plant uncertainty at the output. we pick suitable parameters of the LQR design. First. Now Q = C T C = C T W T W C = (W C)T W C. the KF loop has sensitivity function S(s) = (I + Cφ(s)H)−1 and complementary sensitivity T (s) = (I + Cφ(s)H)−1 Cφ(s)H. 20. for which W T W = I. so that the LQG compensator satisfies the approximation of Equation 215. where I is the identity matrix. so that the Kalman filter loop itself has good performance and robustness properties. and W is an orthonormal matrix. one carries out a KF design for H.2 A Special Property of the LQR Solution Letting Q = C T C and R = ρI. ρ→0 where K is the LQR gain matrix.138 y 20 LOOP TRANSFER RECOVERY φ (s) ^ x H C Recovery (LTR). LTR is useful as a SISO control technique. and has two main parts. In this regard. but has a much larger role in multivariable control.

First. Instead.e. given at the end of this section. rows of K) is equal to the number of outputs (i. we note that the above property is true only for LQR designs with minimum-phase plants. i. with the definitions φ(s) = (sI − A)−1 and X(s) = (φ−1 (s) + HC)−1 = (sI − A + HC)−1 .. See Athans for more details and references on this topic.3 The Loop Transfer Recovery Result √ The theorem is stated as: If limρ→0 ( ρK) = W C (the above result). Finally. • The design plant has no unstable zeros. then the limiting LQG controller C(s) satisfies ρ→0 lim P (s)C(s) = Cφ(s)H. and so does not need to be written. 2 Note that another orthonormal matrix W could be used in separating K T from K in the last line.. 20. but the recovery is not to the Kalman filter loop transfer function. we develop C(s).e. This matrix may be absorbed into W through a matrix inverse.3 The Loop Transfer Recovery Result 139 ρ(W C)T W C ≈ = = = WC ≈ P BB T P (B T P )T B T P (R−1 B T P )T RR(R−1 B T P ) ρ2 K T K −→ √ ρK. . however. The proof of the LTR result depends on some easy lemmas. those with only stable zeros (Kwakernaak and Sivan). with W an orthonormal matrix. The LTR method can be in fact be applied in the presence of unstable plant zeros. The LTR method is limited by two conditions: • The plant has an equal number of inputs and outputs.. the recovered function will exhibit reasonable limitations inherent to unstable zeros. The result of the last line establishes that the plant must be square: the number of inputs (i. rows of C).e.20.

gives lim C(s) = ((I + Cφ(s)H)−1 Cφ(s)B)−1 (I + Cφ(s)H)−1 Cφ(s)H = (Cφ(s)B)−1 Cφ(s)H = P −1 (s)Cφ(s)H. then use Lemma 3 → (I + Cφ(s)H)−1 Cφ(s). with ρ → 0.140 20 LOOP TRANSFER RECOVERY C(s) = = = = = = = K(sI − A + BK + HC)−1 H K(X −1 (s) + BK)−1 H. to eliminate √ ρK: lim C(s) = (W CX(s)B)−1 W CX(s)H = (CX(s)B)−1 CX(s)H. Next we invoke the result from the LQR design. then use Lemma 3 → (I + KX(s)B)−1 KX(s)H √ √ √ ( ρI + ρKX(s)B)−1 ρKX(s)H. then use Lemma 2 → K(X(s) − X(s)B(I + KX(s)B)−1 KX(s))H KX(s)H − KX(s)B(I + KX(s)B)−1 KX(s)H (I − KX(s)B(I + KX(s)B)−1 )KX(s)H. In the last expression. Finally it follows that limρ→0 P (s)C(s) = Cφ(s)H. we used the assumption that W is square and invertible. ρ→0 CX(s) = = = = = This result. Now we look at the product CX(s): C(SI − A + HC)−1 C(φ−1 (s) + HC)−1 . then use Lemma 2 → C(φ(s) − φ(s)H(I + Cφ(s)H)−1 Cφ(s)) (I − Cφ(s)H(I + Cφ(s)H)−1 )Cφ(s). ρ→0 . reintroduced into the limiting compensator. as desired. both properties of orthonormal matrices.

the high-frequency multiplicative weighting W2 .20. the plant input channels must be augmented with the necessary additional poles (at the origin). with Q = C T C and R = ρI. by using the limiting cheap-control LQR design. one meter of depth error cannot be compared directly with one radian of pitch error. the bandwidth of is a more intuitive design parameter than is. For example. so that one unit of error in one channel is as undesirable as one unit of error in another channel.4 Usage of the Loop Transfer Recovery 141 20. The LQR design step is thus trivial. 20. • Integrators should be part of the KF loop transfer function. in depth and pitch control of a large submarine. One Newton of propeller thrust cannot be compared with one radian of rudder angle. Since the Kalman filter loop has only as many poles as the plant. • Scale the plant outputs (and references). Proof: . • Scale the plant inputs in the same way. once the KF design is completed.4 Usage of the Loop Transfer Recovery The idea of LTR is to “recover” a Kalman filter loop transfer function L(s) = Cφ(s)H. Quantitative uncertainty models are usually at the cost of a lengthy identification effort. The bandwidth of the controller is roughly equal to the frequency at which the (recovered) loop transfer function crosses over 0dB.5 Three Lemmas Lemma 1: Matrix Inversion (A + BCD)−1 = A−1 − A−1 B(C −1 + DA−1 B)−1 DA−1 . and the compensator C(s) is constructed. if no steadystate error is to be allowed. The tracking errors will accrue as desired. Some specific techniques are useful. Then. for example. the integrators are moved from the plant over to the input side of the compensator. • Design for crossover frequency. Often.

2 2 . Lemma 3 I − A(I + A)−1 = (I + A)−1 Proof: I − A(I + A)−1 = (I + A)(I + A)−1 − A(I + A)−1 = (I + A − A)(I + A)−1 = (I + A)−1 .142 20 LOOP TRANSFER RECOVERY (A + BCD)(A + BCD)−1 = I A(A + BCD)−1 = I − BCD(A + BCD)−1 (A + BCD)−1 = A−1 − A−1 BCD(A + BCD)−1 = A−1 − A−1 BCD(I + A−1 BCD)−1 A−1 = A−1 − A−1 B(D−1 C −1 + A−1 B)−1 A−1 = A−1 − A−1 B(C −1 + DA−1 B)−1 DA−1 . Lemma 2: Short Form of Lemma 1 (X −1 + BD)−1 = X − XB(I + DXB)−1 DX Proof: substitute A = X −1 and C = I into Lemma 1.

2 Visual Output from a Simple Input For low-order plants which can tolerate impulse or step input. the smoothed data can still be fitted to the curve y(t) = 0. Example: Two raw step responses in heading were recorded for two different vessels. We have y(s) = k/s(τ s + 1) for the step input u(s) = 1/s. Similar estimates can be made for second-order systems. The time constant τ is equal to the time required for y(t) to reach the value k(1 − e−1 ) = 0. for example if the operating point is controlled very closely. however. consider the plant transfer function P (s) = k/(τ s + 1). Except for the last approach.1 SYSTEM IDENTIFICATION Introduction Model-based controller design techniques. The gain k is evident as the maximum value taken by the measured output. require a plant model. single-output plants. then it is likely that nonlinear terms are playing a role. We discuss in this section four fundamental but useful techniques for approximate system identification of single-input. Good controllers usually have some reasonable robustness guarantees. the methods are limited to linear models. 21. especially with the help of step functions parametrized on damping ratio ζ.632k. and therefore y(t) = k(1 − e−t/τ ). It should be noted that the area of system identification is a very rich one. time-domain simulation. As an example. which motivates identification with simple methods. a first-order lag with gain k. Systems with order three or higher will usually be more difficult to assess with this visual technique.143 21 21. such as the LQR and LTR. The user then has the choice of ignoring the nonlinearity. and time constant τ . simulations with the nonlinear plant should always be performed to assess the robustness of the control strategy. and that the methods are only a small subset of what is available. If different inputs give different linear model coefficients. or developing a controller which takes specific account of the it. Give estimates of the two plant transfer . a great amount can be learned through step and impulse responses. The first vessel was strongly unstable and had to be powered down abruptly after one second. The basic idea is to express what is observed as a time signal whose Laplace-domain equivalent can be recognized.58(et − 1). In any event. The process of generating workable models from observed data is the goal of system identification.

58/(s − 1). we note that the steady value of y(t) is about 0. Thus for the experimental data. Next. with respect to the steady value.5 21 SYSTEM IDENTIFICATION 1 0.3. and the second overshoot (same side) is about 0.8 1 0 1 2 3 seconds 4 5 functions P (s).5. = 2 2 u(s) s + 2ζωn s + ωn where gain k.2 0. so let k = 0. The undamped natural frequency ωn is related to ωd as follows: .6 seconds 0. The second trace looks like a second-order response of the form 2 y(s) kωn .10.6 0.7s.70rad/s.4 0 0. The ratio is often written as the logarithmic decrement δ = ln(0.2 0 1 −0. leading to the damped natural frequency ωd = 2π/1.5.5 0 0. the first overshoot is about 0. First. where u(s) = 1/s.5 0.1. the damped natural period is about 1.3/0. and ζ are to be determined. assuming that the step input was of magnitude one.144 1. 0. undamped frequency ωn .175. Finally.58 .4 0.1) 1. so that the damping ratio is simply ζ = δ/2π 0. The time trace of the first system looks like the Laplace transform pair: 1 1 (e−at − e−bt ) ↔ y(s) = b−a (s + a)(s + b) y(t) = for the values b = 0 and a = −1.8 0.7 3. we have P (s) = 0. s(s − 1) y(s) = ˆ ˆ Since y(s) = P (s)u(s).

In some cases. in the frequency domain: y(s) ˆ P (s) = . the estimated transfer function approach will succeed. and a gain. or used directly in a loopshaping or Nyquist plot approach. The idea then is to drive the plant with a narrow-band. compute the magnitude and phase relating the input to the output.3 Transfer Function Estimation – Sinusoidal Input The main idea of transfer function estimation is that P (s) can be estimated by simply dividing the measured output by the measured input.3 Transfer Function Estimation – Sinusoidal Input 145 ωn = √ ωd 1 − ζ2 3. i. along with the magnitude and phase of the transfer function . disturbances may be band-limited (e.75rad/s. while the next section generalizes to broadband input. Bode plots are figures of transfer function magnitude and phase as functions of frequency. of 10deg amplitude (|u(t)| = 10deg). input signal u(s).1 s2 21. which can be either parameterized in terms of poles. and if these occur in a frequency range far away from the dominant dynamics. Two sources of error can corrupt the output signal y(s).0 . A sensor which has noise in the frequency range of the system dynamics is problematic for obvious reasons.. u(s) (216) In applications.e. This section discusses the use of periodic inputs to create a Bode plot.28s + 14.21. The data are plotted. For each such test at a specific frequency. however: real disturbances and sensor noise. zeros. were implemented on a vessel operating near its cruising speed. Conduct as many ˆ tests as are necessary to build a Bode plot of the plant estimate P (s). Certain plants which cannot admit a step or impulsive input will tolerate a sinusoidal input. water waves).. A similar argument holds for sensor noise. the input signal u(s) is known quite accurately because it is generated by a computer. which in many devices is negligible for low frequencies. periodic. + 1.g. Inserting these into the template above. we have ˆ P (s) = 7. Example: Sinusoidal rudder angles trajectories.

+ 0.146 21 SYSTEM IDENTIFICATION ˆ P (s) = s2 0. . dB 10 −2 10 −1 10 rad/s 0 10 1 10 2 21. or of significant disturbances. but elements of spectral analysis are necessary.21 which holds reasonably well at low frequencies. and an indicator that the plant model cannot be trusted above a certain frequency range. This is a property of almost all physical systems. In this case. either as the result of a closed-loop run. 0 −10 −20 −30 −40 0 angle(y(s)).83s + 0. deg −50 −100 −150 −200 −3 10 |y(s)/u(s)|. Note that the experimental magnitude and phase in this example deteriorate at the higher frequencies.4 Transfer Function Estimation – Broadband Input Many times one needs to deal with experimental data that is broadband. The phase angle of y(s) is taken with respect to the input signal u(s).093 . frequency-domain analysis can still be used.

. We review several points for dealing with the DFT calculation: • The m’th DFT point is a summation of complex unit-magnitude vectors (e−j2πnm/N ) times the original data (x(n)). dt N (218) i. and the last frequency is slightly less than the sampling rate. called the Nyquist rate. • The Nyquist rate depends only on the sampling time step dt. the first frequency is 0. the discrete Fourier transform (DFT) is a standard. X(3) = X ∗ (m − 1). optimized tool. To improve the frequency resolution of the DFT. the value X(1) is twice the true DC value. • The DFT generates a vector of N complex points as outputs.4. With this scaling.4 Transfer Function Estimation – Broadband Input 21.21. These correspond to the frequency range ωm = 2π m − 1 . An additional multiplication of the DFT result by 2 will give peaks which are of about the right magnitude to be compared with the time-domain signal.e. Dividing the DFT result by N returns the signal to its real magnitude. • The sampling theorem limits our usable frequency range to only one-half of the sampling rate..1 Fourier Transform of Sampled Data 147 For the purpose of analyzing transfer functions. It operates on a data vector x(n) of length N : N −1 X(m) = n=0 x(n)e−j2πnm/N . The points higher than π/dt correspond to negative frequencies. but the frequency vector accompanying the DFT can be made arbitrarily long by increasing the number of data points. What happens near the Nyquist rate depends on whether N is odd or even. and a complex-conjugacy holds: X(2) = X ∗ (m). and so on. N ]. a common approach is to zero-pad the end of the real data. (217) for m = [1.

4. Smoothing windows are generally chosen to achieve a tradeoff of two conflicting properties relating to the average: the width of the primary lobe (wide primary lobes bring in frequencies that belong to the adjacent bins ω(m− 1) and ω(m + 1)).2 Estimating the Transfer Function In continuous time. but it is not a necessity. These can be reduced by taking separate DFT’s of sub-sections of data (perhaps zero-padded to maintain frequency resolution). window: 1 2πk 1 − cos 2 N w(k) = • The DFT of a given signal is subject to bias and variance. and the magnitude of the side lobes (tall side lobes bring in frequencies that are far away from ω(m)). The second rationale for windowing is based on the discrete nature of the transform. the DFT will take a long time to execute. or cosine. and then averaging them. all of which are available through the Matlab function spectrum() for example. Gibb’s effect (the spectral signature of a discontinuity between x(1) and x(N )) can be minimized. The DFT magnitude at a specific ω(m) is in fact an average of continuous frequencies from the neighborhood of the point. the estimated transfer function follows from . for two reasons. will ensure a fair spectral analysis of a time series. This averaging idea is especially important in transfer function verification. no windowing at all is usually referred to as applying a rectangular window. the DFT should be run on a number of samples N which is a multiple of a large power of two. Because the DFT provides frequency data at only N/2 unique frequencies. when the plant input y(t) and output u(t) are transformed into frequency space. The above steps. • If possible. see below. If N is prime. There are many smoothing windows to choose from. if the window goes to a small value near its tails.148 21 SYSTEM IDENTIFICATION • The data x(k) should be multiplied by a smoothing window w(k). 21. First. One of the simplest is the Hann. It is common to use segments which do not overlap. there is the possibility that a component in the real data lies in between one of these DFT frequencies.

compute the transfer function estimate ∗ ˆp (m) = Yp (m)Yp (m) . P ∗ Up (m)Up (m) • For the p’th segment of data.21. we now want to include the same approach in our estimation of P (s). which assesses the quality of the final ˆ estimate P (m): Γyu (m)Γ∗ (m) yu . u(s) (219) As noted above.4 Transfer Function Estimation – Broadband Input 149 y(s) ˆ P (s) = . compute two covariances and a crosscovariance: ∗ Γp (m) = Up (m)Up (m) uu Γp (m) = Yp (m)Yp∗ (m) yy ∗ Γp (m) = Yp (m)Up (m). spectral analysis of a signal benefits by using multiple segments and averaging. yu • Construct average values of the transfer function estimate and the other quantities: ˆ P (m) Γuu (m) Γyy (m) Γyu (m) = = = = ˆ avgp (Pp (m)) avgp (Γp (m)) uu avgp (Γp (m)) yy avgp (Γp (m)) yu • Compute the coherence function. Γyy (m)Γuu (m) Coh(m) = . The procedure is: • For the p’th segment of data.

A fair guess for the actual dynamics has the form my + by + ky = u(t). the coherence will deteriorate at high frequencies and also at any frequency where disturbances or noise occur. say. and the ˆ system identification problem is to minimize ||ˆ(t) − yobs (t)||. for example. Some notes on use: • In this example. At the outset.150 21 SYSTEM IDENTIFICATION If the coherence is near zero. the same simulation generates the “observed” data and the simulated response. Since the program simulate always uses the global variable theta as the parameters. the minimization must proceed iteratively. This can be based on physics in many cases. the three programs listed comprise a working Matlab set for identification of a first-order. driven by the input force u(t). if the coherence is near one. On the other hand. Since the normed error is a complicated function of both u(t) and θ. the method is computationally expensive and gives no guarantee of a useful solution.5 Time-Domain Simulation The time-domain simulation approach tweaks the parameters of a simulation so that its output matches the observed output. including those of high order and with significant nonlinearities. or even of convergence. The simulation operation can be written this way: y (t) = G(θ. . nonlinear system. b. there is no clear relation between the input and the output. Alternatively. As an example. and can be invoked with the Matlab function fmins. where || · || y here indicates the Euclidean norm. and we plan to look through the three-dimensional parameter space θ = [m. and uncoupled to the input signal. Consider. we need to come up with some structure of the plant model. then the segmental cross-covariances Γp (m) yu are sporadic and have cancelled out. For a given parameter vector θ. we must be careful about setting theta in the calling programs. This result could be caused by either disturbances or sensor noise. and computing the norm gives a scalar measure ˆ of goodness. With real data. both of which are reasonably assumed to be random processes. running the simulation generates a new y . The Nelder-Meade simplex method is easy to use. The method has its main strength in the fact that it applies to any model that can be simulated. then the cross-covariances are in agreement and a real input-output relationship exists. 21. k]. u(t)). the case of a mass mounted on a spring and a dashpot.

g.’. t_obs) . y_obs = . %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% clear all .21. In many instances. the Simplex method will take over from this point. % observed input y_raw] = ode45(’simulate’. 0) . however. clear global .’. in order to compute the error. [t_raw. y_raw] = ode45(’simulate’. can be easily augmented by a term which penalizes invalid parameters. plot(t_obs. % time step [1 2] . y_sim = spline(t_raw. [0 max(t_obs)].3 theta = t_obs = u_obs = [t_raw. Starting from different initial guesses for θ may help find better results.1)) . hold off . however. t_obs) .. • The initial guess for theta is a random vector. % true parameter vector 0:dt:20*dt .g. y_raw. % observed output [theta_final] = fmins(’get_err’. disp(sprintf(’final theta(2): %g. dt = . e. . y_raw. • The Simplex method may head into invalid parameter space.. and a better starting value can be given. t_obs. disp(sprintf(’final theta(1): %g. figure(1) . 0) . err = err + 1000*(1-sign(mass)). The error calculation. theta_final(1))) . and a very complicated function. clf . u_obs) . theta = theta_final . spline(t_raw. t_obs.5 Time-Domain Simulation 151 • After a simulation run is complete. the data is interpolated to the same time scale as the observed data. but we are still at the mercy of the minimization algorithm. randn(2. [0 max(t_obs)]. theta is roughly known. theta_final(2))) . % observed time vector ones(length(t_obs).1) . e. global u_obs t_obs y_obs dt theta . y_obs. negative mass. • There is no guarantee that a global minimum will be found or even exists. y_sim.

y_sim = spline(t_raw. err = norm(y_sim .y_obs) .y^3 ) / tau .152 21 SYSTEM IDENTIFICATION %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% function [err] = get_err(theta_arg) . [t_raw. [0 max(t_obs)]. % we have to choose which u_obs to use: % a zero-order hold as implemented. err)) . tau = theta(2) .y) . 0) . k = theta(1) . y_raw] = ode45(’simulate’. global y_obs t_obs theta . theta = theta_arg . ind = floor(t/dt) + 1 . %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% function [ydot] = simulate(t. ydot = ( k*u_obs(ind) .’. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% . t_obs) . disp(sprintf(’error: %f. y_raw. global u_obs dt theta .

Thus. where cw is the speed of sound in water. paddle wheels. We present the fundamental concepts behind two methodologies in this second class: the global positioning system (GPS) and acoustic navigation. then a given measurement of R places A on a sphere around B. The range R follows by inversion: (T − Tt )c2 . 22. with microsecond accuracy. z) and one equation: (xA − xB )2 + (yA − yB )2 + (zA − zB )2 = R2 . the time to receive a reply. these generally involve an array of communicating elements. the elapsed time T between a tranmission and consequent reception at A is T = Tt + 2R/cw .1 Acoustic Navigation Consider a transponder A. both of which can provide high-accuracy absolute Cartesian navigation. The marine engineer is in fact faced with choices between many different basic sensor packages. the job of B is just to transmit a signal whenever it receives one. and also measure. It is a case of three unknowns (x.153 22 CARTESIAN NAVIGATION The bulk of our discussion on maneuvering and control has assumed that the necessary system states can be measured. notably compasses. place a responder B at a distance R away from A. which can transmit an acoustic signal. 2 R= Suppose that the location of B is known. . rate gyros. inertial navigation units. located remotely from the vehicle. and depth guages. for example. These listed sensors are self-contained and rely primarily on the physical properties of the natural environment. There is also a class of distributed sensor systems. about 1450m/s. Next. with a (short) predictable response time Tt . y.

the addition of a depth sensor to our suite would allow us to pin A’s location at one of two points on the circle. There are two equations. but still three unknowns. Finally. The wavelength of a 100kHz signal is about 1cm and 5cm is a reasonable estimate of the accuracy for these systems. Better and better performance can be obtained by increasing the number of responders. when A is near this baseline. With three responders. The baseline is the line connecting responders B and C. and handling various geometric configurations that give rise to poor or degenerate solutions. then the intersection circle lies in a vertical plane. for example. then we have a functional set of measurements for acoustic navigation with just two responders. and consequently of the baselines and spheres. There are many other pieces to the approach. B. and the target ranges are similar to the baseline lengths. and C lie in a nearly horizontal plane.154 22 CARTESIAN NAVIGATION The introduction of a another responder C (typically listening and responding at a different frequency than B) places A on the intersection of two spheres. Here there are three equations and three unknowns. Frequent sources of error in longbaseline systems are variations of cw . the intersection of a sphere (responder D) and a circle (responders B and C) is two points. In the latter .. A fourth responder or a depth transducer would be needed to completely constrain the solution. a circle. if we know which side A is on. the fixed net is often attached to a vessel or other structure. Long-Baseline Long-baseline systems typically involve a larger responder net. positional accuracy will be very poor since the two solution spheres are tangent. The above discussion is a minimum conceptual explanation of acoustic navigation. Very large systems utilize frequencies of 10-15kHz (for a placement accuracy around 25m). and do not allow for abrupt crossovers. (Ultra) Short-Baseline The geometry of SBL or USBL puts very short baselines between the responders compared to the target distance. Typical frequencies in use are around 100kHz. including an account of the variation of sound speed cw with water depth. obtaining the Cartesian locations of the responder network. but the nonlinearity of the equations leads to the non-uniqueness in the solution.e. named for the length of the baselines relative to the target (transponder A) range. For instance. and may have ten-kilometer baselines. and also in multipath. with a working range of 100-500m to the target. There are two common configurations used for acoustic navigation. When A. with baseline lengths on the order of 10-100m. i.

. Right: General configuration of a short-baseline system.2 Global Positioning System (GPS) 155 B A3 A2 B A1 A* 2 A* 3 A C C Figure 6: Left: General configuration of a long-baseline acoustic system. It is similar in concept to the acoustic navigation systems described above. in contrast. with target transponder A and fixed responders B and C. these signals are typically eliminated by rejecting those receptions which are outside a very tight and slowly moving window on travel time T . Sometimes. but with one fundamental difference: only the one-way travel time from each satellite is measured at the target. and the only receptions available are via multipath! 22. A∗ is an additional solution to the two-responder 3 problem. The position A1 is on the baseline and has poor accuracy in the direction normal to the baseline. bottom topography can shield a direct acoustic path. The accuracies achieved with GPS are therefore strongly dependent on the accuracy of time-keeping. false signals can be caused by reflections off the seafloor and the surface. condition.22.2 Global Positioning System (GPS) The GPS system is the most powerful system publicly available for absolute position reference above water. A3 is well-posed.

000km. We now come to the last thorny issue: how to make target receivers that don’t require atomic clocks! The solution is very clever. With reference to a rotating Earth. or 1800 nautical miles. using a combination of least-squares analysis of past data (1 week). and indicate the approximate true solution. Introduce a third satellite now so that the intersections of the circle pairs now occur at six points. Each satellite transmits a regular signal which contains. that triangulation and navigation are performed at the target. In practical terms. It is from these two pieces of information. so that the range estimate is ˜ r + r = c(t + t). good to 1ns per day. from many satellites. In two dimensions. the range measurements from two sources locate the target on one of two points (the intersection of two circles).156 22 CARTESIAN NAVIGATION The core of the system is a network of 24 satellites arranged in six planes (4 per plane) inclined at 55 degrees from the equatorial plane.3m range error. and a Kalman filter to predict the future ephemeris.000km. so that the longitudinal distance between tracks is 30 degrees. the arguments for three dimensions are the same. The ephemeris of each satellite is also monitored and updated from the ground station. at an altitude of about 20. The time base is continually monitored and updated from a ground station. For this reason. the speed of light c = 3 × 108 m/s implies that a 1ns timing error will cause a 0. This single point is near the centroid of the three approximate points. and the three-dimensional location of the satellite (the ephemeris). the time of its transmission. and illustrated for the case of two-dimensions. ˜ The estimated range circles are too large. at around 40. triangulation of the type described for acoustic navigation is possible. The accuracy of satellite position is better than 10m. For the ideal case that the time bases of the target and the satellites are exactly aligned. and the estimated location of the target too far from the baseline. and the six lines are spaced 60◦ apart in longitude. The target time base can be kept up to date by . the spatial frequency is doubled. and accurate to within 1ns. each of the satellites carries four atomic clocks on board. geosynchronous orbit is much higher. Three of these are very close. among other items. The altitude is chosen carefully to correspond with a 12-hour orbit. The trick is to find the ˜ correction for t that puts the three close solutions onto a single point. Suppose that the target clock ˜ is too slow by an amount t. and represents the best position solution. The orbit lines over a non-rotating earth are thus near-sinusoids that reach lattitudes of 55◦ N and 55◦ S.

Major sources of error include: clock base and satellite navigation (≈ 2. the three-dimensional timing problem is solved with four satellites. by providing highaccuracy navigation in local areas. This is a remarkable feat. ionosphere and troposphere electromagnetic variations (≈ 2. The position specification for GPS is 25m. GPS is also subject to selective availability or S/A.5m). as with the acoustic navigation systems described. which are then applied to their own satellite navigation processing. The advent of differential GPS solved most of the S/A concerns of American allies.22. The idea here is that a stationary target can detect the effects of S/A (since it is not moving) and then transmit the corrections over a small geographical area. Differential GPS typically provides 1-2m accuracy. the addition of a slow-varying random component in the satellite ephemeris data.5m). an independent altitude measurement will enhance the accuracy of GPS. Many current GPS receivers are capable of decoding these local corrections.2 Global Positioning System (GPS) 157 performing this check for every set of signals. at the 95’th percentile. and inaccuracies in the receiver and multipath (≈ 2m). and degrades the position specification to 100m (typical). the two-dimensional timing problem is solved with three satellites. essentially reducing a three-dimensional to a two-dimensional problem. Selective availability is controlled by the United States Department of Defense. given that it is an absolute measure over the entire surface and atmosphere of our 6000km-radius Earth. Hence. . Finally.

158 22 CARTESIAN NAVIGATION .

Lewis. Borst. Marine Hydrodynamics. 1997. Includes a chapter on transverse and azimuthing thrusters. Hoerner and H. Elsevier: New York.N. E. Jorgensen. Extensive data on lift of bodies and wings. Crandall. Fossen. Kurtz.H. Junkins and J. 1985. 2nd Revision.. and D. NASA Technical Note D-7228. R.V. 1994. Krieger: Malabar.F. The influence of thruster dynamics on underwater vehicle behavior and their . T. Blevins. Optimal Spacecraft Rotational Maneuvers. Extensive added mass formulas.D. J. 1984. Krieger: Malabar. Newman. Karnopp. Hoerner and H. Comprehensive modern treatment of marine dynamics and control. FL.F. J. Dynamics of Mechanical and Electromechanical Systems.D.159 23 REFERENCES Short notes indicate how the reference is related to the text. CA. Carleton.S. Hoerner Fluid Dynamics: Bakersfield. Principles of Naval Architecture. Classical treatment of stability. ed.L.I. 1986. Pridmore-Brown.C. Butterworth-Heinemann: Boston. Hoerner Fluid Dynamics: Bakersfield. Jr. General reference. Guidance and Control of Ocean Vehicles. 1994.F. Fluid Dynamic Lift. A method for estimating static aerodynamic characteristics for slender bodies of circular and noncircular cross section alone and with lifting surfaces at angles of attack from 0◦ to 90◦ . MIT Press: Cambridge.. FL.V. 1988. Formulas for Natural Frequency and Mode Shape. April 1973. Wiley: New York. CA. E. Fluid Dynamic Drag. Coordinate systems and rigid-body dynamics. S. Euler angles and quaternions.V. 1975. Turner. NJ. S. L. Society of Naval Architects and Marine Engineers: Jersey City. Data on drag of bodies and wings. and lifting surfaces. Borst.C. Marine Propellers and Propulsion. S. D. propulsion. J. 1975.

Oceanic Engineering.J. and J. Blevins. W. A. Ogata. D.A. Circuits. 1990. Proc. 1979. 10. and J. and M. Slotine. . E. General reference on transforms. SISO linear control. 1970. S. IEEE J. Macmillan: New York. Control Engineering: A Modern Approach. Applied Nonlinear Control. and Systems. B´langer. 1986. Governing ship propulsion gas turbine engines. Prentice-Hall: Englewood Cliffs. Toward an improved understanding of thruster dynamics for underwater vehicles. Rock. 1995.L. SNAME Annual Meeting. Proc. C.R. J. C. Modern Control Engineering.G. Signals. Second-order nonlinear thruster model. J. Sauders College e Publishing. NJ. Miles. P. Luenberger. Van Nostrand Reinhold. New York. Bachmayer. S. Philadelphia. Healey. No. Flow-Induced Vibrations.. Rubis. Accurate four-quadrant nonlinear dynamical model for marine thrusters: Theory and experimental validation. Prentice-Hall: Englewood Cliffs. Rubis and T. SNAME Trans. 1992. Francis. 1990. Whitcomb. MA. Feedback Control Theory. 2000. and A.G. Acceleration and steady-state propulsion dynamics of a gas turbine ship with controllable-pitch propeller.A. J.M. Oceanic Engineering. Brown. 25:146-159. State-of-theart in thruster modeling. Cody.-E.J. Harper. MIT Press: Cambridge. Yoerger. 2nd Edition. D.J. 1991. Wiley: New York. 94:283-308. Loopshaping concepts. 1986. NJ. R. L. B. 15:167-178.D.R.160 23 REFERENCES incorporation into control system design. 1994.C. Cooke.M.J. IEEE J.R. IEEE Symposium on Autonomous Underwater Vehicle Technology. K.J. 1972. Slotine and W. pp 340352. Introduction to Dynamic Systems. Doyle. R. R. Siebert. Li. Grosenbaugh. Cable strumming. General control reference.P. D. First-order nonlinear thruster model. Tannenbaum.

Linear Optimal Control Systems.L. Automatic Control. Proc.161 Dynamic programming and LQR derivation. Multivariable feedback design: concepts for a classical/modern synthesis.W. Doyle and G. Kalman filter practical aspects.L. pp 1289-1296. 87.C. General reference on LTR.W. 1995. W. No. 1988. Optimal Control. Athans. 1983. Stein.A.H. A tutorial on the LQG/LTR method. NAVSTAR: Global positioning system – Ten years later. More tutorial LTR. Function minimization. M. A. American Control Conference. 1972. American Control Conference. Press. There is another such issue: IEEE Proc. 1992. 2nd Edition. UK. IEEE Trans. R. Vol. Wiley: New York. Lewis and V. 1. Multivariable control of a submersible using the LQG/LTR design methodology. and M. Flannery. Spectral Analysis in Engineering. Seminal paper on LTR. Kalman filter derivation and properties. 1999. J. ed. Proc. Kwakernaak and R. pp 1313-1324. IEEE. S. 1986. B. Gelb. 1996. Sivan.V.. Teukolsky. Applied Optimal Estimation. Hearn and A. F. Gilbert. Proc. MIT Press: Cambridge. Valavani.E. Halsted: New York. Cambridge University Press: Cambridge. 1986. Transfer functions from spectral analysis.T. . Parkinson. Syrmos. W.P. 26:4-16. Metcalfe. The whole issue is in fact dedicated to global positioning systems. Athans. Numerical Recipes in C. H. Wiley: New York. L. and B. Martin. Vetterling. S. G. 71:1177-1186. 1981.

162 23 REFERENCES .

. and has a mass of approximately 200kg. the turbine is exceedingly sensitive to lateral balancing. 000rpm (revolutions per minute). Although dead-reckoning is not recommended as a method for long-term navigation. Estimate the net force that the radial bearings would have to support for a 1mm mass imbalance. For example. The gas generator turbine of a LM-2500 marine engine rotates at p = 10. 1. and that there is no significant sideslip. Hint: Break the trajectory up into three parts. 2. Inertial dynamics. with Ixy = Ixz = Iyz = xg = zg = 0. The following question pertains to the inertial forces experienced by this spinning rigid body. yg = 1mm with respect to the spin axis. Because of high rotational speed. say. it can be quite useful for pre-planning trajectories. which can be evaluated separately.163 24 PROBLEMS Many of the following problems use data presented by Fossen and in Principles of Naval Architecture. consider a surface vessel heading profile as follows: t=0 0 < t <= 60s 60s < t < 240s 240s < t < 300s t = 300s φ π/4 φ(t) = 0 rad φ(t) = t/60 × π/4 rad φ(t) = π/4 rad φ(t) = (300 − t)/60 × π/4 rad φ(t) = 0 rad y φ x t = 0s t = 60s t = 240s t = 300s What is the total distance traveled in the Cartesian x direction during these five minutes? You may assume that the forward speed of the vessel is u = 1m/s. Kinematics.

y O θ x Uο . Consider a weather vane in a wind of velocity Uo . ±3}. Simulate the system response to nonzero initial conditions (e. and C must have the same sign. C} = {1. For example. (b) Write Nθ . Discuss. ˙ θ(0) = 1. Nr . θ(0) = 0). using several examples. look at the range {A.. using the MATLAB ODE solver ode45. Nθ˙ . which are related to the aerodynamic coefficients. Give physical interpretations for what would make such a device stable or unstable. Express this requirement in terms of the derivatives in the previous question.g. B. Coefficients and system modeling. and Nθ in terms of Nv . (a) Write the single-degree of freedom (N ) linearized equations of motion about the fixed axis 0.164 24 PROBLEMS 3. If θ is the angle of the vane with respect to the wind direction. ¨ ˙ (c) If we consider the differential equation A¨(t) + B y(t) + Cy(t) = 0. Nr . B. (d) Create a numerical model of this system. ±3.. The system equation can be written as two first-order equations: d dt ˙ θ θ −B/A −C/A 1 0 ˙ θ θ = . y ˙ the condition for stability is that A. etc. response sensitivity to B and C.

Second-order system. and s2 . (a) Set x(t) = est . s1 . and k. find the coeffi˙ cients for the general solution x(t) = c1 es1 t + c2 es2 . The solution pairs depend on whether b exceeds a critical value: what is the critical value and how do the solutions change? (b) From the initial condition x(0) = xo . finite positive. and find two solutions for s in terms of m. complex s) in terms of the standard parameters . finite negative? F O F O F O A u A u A u 5.e. and x(0) = 0. Consider the vibration of a mass-spring-dashpot system: m¨ + bx + kx = 0. The figure below shows some characteristic fluid force curves versus a motion parameter. origin O and A: is it zero.165 4. Give the linear hydrodynamic coefficient at two different operating conditions. using the quadratic formula. b. x ˙ wherein all the coefficients are positive and real (i. What do you think will happen when s1 = s2 ? (c) Write this x(t) for sub-critical b (that is. small. in terms of xo . Hydrodynamics. physical)..

e. Make a sketch of the time-domain result. (f) What is the step response of this system. i. 6.166 24 PROBLEMS ωn = k (undamped natural frequency) m b ζ = √ (damping ratio) 2 km ωd = ωn 1 − ζ 2 (damped natural frequency). x ˙ This equation defines a system. Give your answer in terms of a real exponential multiplied by a single sine or cosine. write the transfer function for this system. and output x. in both the subcritical and super-critical damping cases? Include sketches. and make a sketch. Be sure to cover both the sub-critical and super-critical damping cases.e. Using the Laplace transform. (a) Write the equation of motion for roll (K).. for the same initial conditions. This submarine has antirolling fins to ensure stability. (b) If the automatic control law δ = k1 ψ is used. at a forward speed of 5m/s. with input u. when they are close together? (e) Consider now the case where an input acts to drive the mass from zero initial conditions: m¨ + bx + kx = u. Submarine roll dynamics and control.8tm per degree of fin rotation δ. both s are real. The control hydrodynamic derivative is Kδ = −2. and in the time-domain. (d) Sketch the response x(t) for supercritical b. A submarine has weight 1200t (tons) and the center of gravity is 0. what range of k1 ensures stability? . The rolling motion can be assumed to be decoupled from the other motions. where ψ is the roll angle. What happens when the roots si are far apart vs. the impulse response. i.5m above the center of buoyancy (What can you conclude?). both in frequency (Laplace) space..

8. (e) Write out the complete linearized equations of motion. (f) Can the submarine be stable in pitch without feedback control? Can the submarine be stable in depth without feedback control? 9. and then for an unstable vessel. so that you can omit certain hydrodynamic terms. the submarine is neutrally buoyant and stable with the x and y axes horizontal. Omit nonlinear and memory effects. Indicate areas where the vessel turns against the rudder action.. (d) Expand the fluid forces and moments in terms of the motions. Submarine stability via slender body theory.5m/s. (a) An underwater vehicle hull has the shape of a circular cylinder. Draw curves of rudder angle δ vs. (c) Linearize the inertial terms in the equations of motion. etc. (b) Derive the hydrostatic. Submarine pitch/heave dynamics. except at the very ends. where it rapidly tapers down to a point. Assume that: • The submarine is symmetric in the x − y plane and yG = 0. • At rest. Explain your choices. Consider a submarine moving forward at speed U . If . and restricted to small motions in the vertical (x−z) plane. Does surge decouple from pitch and heave? Write out the coupled equations in matrix form. Steering. What does this tell us about the magnitude of the buoyant force and where it acts with respect to the center of weight? (a) Derive the equations of motion for the submarine moving at speed U. and be sure to include the hydrostatic moment. but assume it is nearly symmetric. restoring pitch moment for small pitch θ.167 (c) If the speed suddenly drops to 2. how does the range of stabilizing k1 change? 7. yaw rate r for a dynamically stable surface vessel. The submarine is not symmetric in the x − z plane due to the sail.

approximate the cross-body added mass. (a) With l/d = 7. estimate the coefficient Kv of a submarine sail as shown below.0. and speed is 2m/s. ˙ all referenced to the body midpoint. (b) It turns out that in order to match the lift and moment of the hull in experiments. How big is the required fin area that brings the net Mw to zero. as desired? 10. use slenderbody theory to express the following coefficients: Zw . a flat tail of radius 0. and compare it with the exact results from the table below (Blevins). and compare again to the exact result. Determine the corrected value for Mw . and in addition compute Zw . for U = 10m/s. and is this hull stable in pitch? Recall that the aerodynamic center is the equivalent location of the observed lift force that creates the observed moment. (c) What is the added mass in the in-line direction? . Consider a long ellipsoidal body of length l and diameter d.6/rad is to be applied at the tail to make the device just stable in pitch.4m has to be included in the slender-body estimate. (c) A fin with pre-determined lift slope of 3. Mq˙ . Lifting surfaces.168 24 PROBLEMS the radius is 0. Using the lifting surface formulas. using slender-body theory. length is 17m. Where is the aerodynamic center with respect to the center of the hull. Slender body theory. and Mw .5m. 7m 10m 15m 11. (b) Perform the slender body calculation also for a sphere.

2: 0.500 2.0: 0.008 0. The submarine is a rotationally symmetric ellipsoid with L/D = 7.0: 0.000 Ellipsoid longitudinal added mass: 4αρπab2 /3 where a/b = 0.908 1.1: α = 6.1: α = 0.0: 0.169 Sphere added mass: 2ρπa3 /3 Ellipsoid cross-body added mass: 4αρπab2 /3 where a/b = 0.0: 0.059 7. for a small submarine.0: 0.0: 0.894 7.6: 0.355 1.0: 0.933 10.036 10. We will calculate the pitch derivative due to an angle of attack. using several different methods.0: 0.143 0.075 0.021 ∞: 0.6: 0.704 5. Mw . We fix the body origin to the midpoint as shown below.960 ∞: 1.2: 3. L = 35m.0: 0.210 5.000 2b 2a 12.500 2.0: 0. The body .148 0. Submarine pitch stability with various methods.

(d) Apply Jorgensen’s approximate formulas to estimate Mw for the body.20. for the body alone? Hoerner p.7. 13.2) below to estimate Mw for the body. (f) Use the Hoerner result and your result from wing theory to write a net Mw for the body plus fins. and give a corrected slender-body value for Mw of the body. and has its longitudinal center of action 1m forward of the body stern. (g) What is the location of the net aerodynamic center? If it has an unstable location forward of the midpoint. for the body alone? (i) What is the diameter of a flat stern that allows the approximate formulas of Jorgensen to give the same moment as the Hoerner data. 13.53. what increase in fin area would bring it back to the midpoint? (h) What is the diameter of a flat stern that will allow the slender body theory to give the same moment as the Hoerner (experimental) data. (e) Use the experimental data from Hoerner (p. (a) Apply wing theory to characterize Mw due to the fins alone.2: Symmetric body of revolution with L/D = 6.5ρU 2 D2 Cydb tan(w/u). make linearizations where necessary. M = 0. (b) Apply slender body theory to estimate Mw for the body alone. DESTABILIZING . Cy = 1. Force and moment referenced to body midpoint: Z = −0. Cm = 0. (c) Linearize the Munk moment. geometric aspect ratio of 3.170 24 PROBLEMS is appended with two fins as shown in the figure: each has an area of 1m2 .5ρU 2 D2 LCnb tan(w/u).

. Cable dynamics. (a) The towing angle at the vessel cannot exceed 25deg from vertical. The cable is steel-jacketed. with diameter 3cm. A towing cable is steel-jacketed. does the cable unload at the surface. (c) Taking into account the static tension induced by in-water weight. and a density of ρc = 5000kg/m3 . (b) If the vessel heaves with a P = 2m amplitude and a 4. an effective extensibility of E = 100 × 109 P a. with mL >> M . (a) Calculate ω1 . and has a mass (material plus added) of 100kg. and a density of 5000kg/m. Cable mechanics (hard!). with diameter 3cm. You are asked to assess the operational envelope of a cable/vehicle system which has been installed on a vessel. and m is the cable mass per unit length. an effective extensibility of 100 × 109 P a.2. where A is the cross-sectional area of the cable. If this angle is considered equal to the critical angle φc . what is the dynamic tension amplitude at the top (s = L) of the cable? The formula for this dynamic tension (with mL >> M ) ˜ is T = EAP k sin(ks)/cos(kL). for the heaving conditions above? 14.171 Each fin: 1m 2 area AR = 3 1m L/D = 7 x y L = 35m 13. for reasons of deck and crane geometry. The vehicle it tows is streamlined.5-second period. k = ω m/EA. the first undamped natural frequency in heave. and has negligible mass (M ). The vehicle is streamlined. If we are towing at low speed and L = 4000m depth. what is the maximum speed for the system? Assume the normal drag coefficient of the cable is Cn = 1.

If the fastest waves that the surface vessel responds to have period 4s. indicating a resonance frequency ωn ? ˜ . and then use the substitution z = 2 γs to arrive at the Bessel equation ∂2q ˜ ∂q ˜ +z + z 2 q = 0. and sketch the curve. ˜ ∂s ∂s where γ = (m + ma )ω 2 /wn . express the natural frequency as a function of the vehicle depth. If q (s = L) = Q. =T ∂t2 ∂s ∂s (m + ma ) where ma is the added mass of the cable per unit length. What condition makes q blow up. sin φ 1 (the cable is √ nearly vertical). find c in terms of Q and z(s = L). uncoupled axial dynamics.172 24 PROBLEMS (b) Considering the undamped. and J0 (z) is the zero’th order Bessel function of the first kind. ˜ 2 ∂z ∂z z2 The derivatives can be transformed from s to z coordinates via the chain rule: ∂q ˜ ∂ q ∂z ˜ = · ds ∂z ∂s ∂2q ˜ ∂ 2 q ∂z ˜ = 2 ds ∂z 2 ∂s 2 + ∂ q ∂ 2 z ∂z ˜ · · . uncoupled lateral dynamics follow the equation 2 ∂2q ¯ ¯ ∂ q + wn sin φ ∂q . that is. where ˜ c is a constant to be found. we impose a ˜ harmonic input at the top. Separation of variables q(s. and wn is the in-water weight of the cable. t) = q (s) cos ωt gives ˜ 2 ˜ ˜ ¯∂q ¯∂ q T 2 + wn sin φ + wn γ q = 0. what is the “threshold” operating depth? (c) The undamped. Simplify this expression by writing ¯ ¯ T = wn s (the vehicle weight effect is small). ∂z ∂z∂s ∂s (d) The equation above has a solution of the form q = cJ0 (z).

42 −4. Are both poles stable? (b) For the purposes of autopilot design. Sketch all the poles and zeros of the plant transfer function P (s) = φ(s)/δ(s) on a root locus plot. Include at least the three lowest modes in your sketch. All the calculations below are to be made in nondimensional coordinates. δ(s) (s + p1 )(s + p2 ) where K is a constant gain. all you have to do is divide r (s)/δ(s) by another factor of s to account for the fact that dφ/dt = r . (a) The nondimensional system with states x = [v . perform the matrix multiplications. B= −0. −p2 ] are the two poles of the second-order system. i.4 . · · ·. Use matrix inversion for the 2 × 2 matrix (sI − A). n = 0. −z1 is the zero (there is one real zero). If the output is yaw rate r . and then use the quadratic formula if necessary to express your answer as s + z1 r (s) =K .173 (e) Recalling that strumming occurs when ωn 0.90 −0.2U/d. where A= −0. r ] evolves according to dx /dt = Ax + Bδ.13 1. Vessel heading control. especially when x is large. 2.e. write the transfer function r (s)/δ(s) = C(sI − A)−1 B. deployment depths for which the strumming would be centered. the transfer function φ(s)/δ(s) is crucial. Fortunately. C = [0 1]. We consider the yaw/sway dynamics of a high-speed container ship. and discuss the trends for the higher modes. and [−p1 .. so you do not need to perform any transformations in this question.8 −2. construct a graph of towing velocities vs. 1. .3 . J0 (x) = 0 for for x π(n − 0.25). You should find that strumming is hard to avoid in deep towing applications! 15.

that is. You do not need to calculate the PID gains that go with your proposed zero locations. U . Z here is the elevation of the vehicle in inertial ˙ coordinates. as the control gain increases from zero to very large values. and L.0277 (a) Write the linearized (nondimensional) dynamics in the matrix form x = Ax + Bu. Full-state feedback of a submarine. your approximation for Z should include both w and θ.156/U 2 Zq = −0. Demonstrate a rough PID design by devising two controller zero locations that will attract the closed-loop poles into the left-half plane.0m Mq = −0.0315 ˙ Zδ = −0.000130 Zw = −0. Under this control.174 24 PROBLEMS (c) A PID controller C(s) will work to stabilize the heading angle. (b) Is the DSRV vehicle open-loop stable.0364 U = 2. and brings to P (s)C(s) one additional pole at the origin.00193 xG = 0 m = 0.00157 Mw = 0. using the factors ρ/2. They are nondimensionalized as in the lecture notes. the system dynamics are governed by . where the input u = δ. and the state vector is ˙ x = [w . Draw the path that you expect each closed-loop pole to follow. create a simulation using Matlab.0439 Zw = −0. or by computing the stability parameter C .0113 Mq˙ = −0. showing all the dimensional state variables versus dimensional time. Ixx = 0. and two arbitrary zeros. θ.0m/s L = 15.0175 Zq˙ = −0. a fullstate controller δ = −Kx can be used. q .0112 Mw = −0. where K is a 1 × 4 gain matrix. without control action δ? You can assess this either by finding the eigenvalues of your Amatrix above.0128 Mθ = −0. Z ]. (c) In preparation for controller design. Make a graph of the open-loop step response. 16. The coefficients governing the pitch/heave dynamics of a Deep Submergence Rescue Vehicle (DSRV) are given below. (d) Assuming that all the states can be measured accurately.000118 Izz = 0.000146 ˙ Mδ = −0.

175 x = (A − BK)x. a high-performance positioning system sets the horizontal position of the cart uo . The inverted pendulum shown below is often used as a simple model for rocket flight. so that if A − BK has all negative eigenvalues. e. u = uo .g..81i). i. we assume that all of the mass (m) is concentrated at the distal end of an arm of length l.g. using dimensional time.. . a barge being pushed by a tugboat. g = 1. ˙ the system is stable..31i) and g(−0. Nyquist stability.e. e. For this problem. What are the effects of increasing or decreasing g? Note that the pole locations suggested above are with respect to the dimensional system. ¨ (a) If the observation is taken to be the angle of the bar φ. Demonstrate that your closed-loop design is stable against nonzero initial conditions. u l l Note that the acceleration of the cart is now considered to be the input to the plant. i. 17.. Use the Matlab function place to put the four closed-loop poles at g(−0.e.95 ± 0. write the state-space representation of the dynamics linearized about the point φ = 0. y = φ.59 ± 0. and can also illustrate the dynamic behavior of an unstable ocean vessel which is propelled from the stern. φ m g l uo A Lagrangian derivation of the dynamics gives: 1 ¨ g φ = sin(φ) − cos(φ)¨o .

2. (f) Invoke the Nyquist stability criterion to confirm that the closedloop system is stable.00792 Izz 175.0m U 0.00705 0. for the frequencies ω = [0.00222 Nδ −0.000456 xG 8m/s Yv ˙ −0. 2.0000 Nr ˙ −0. s+2 C(s) = Create a rough Nyquist plot of the loci of P (s)C(s). there are no hidden loops or other features.00126 . c + jd (c + jd) (c − jd) c2 + d2 Be sure to include the complex-conjugate points for −ω on your plot.00385 Nr 0.00258 Nv ˙ −0. These three frequencies are all that you need to sketch the overall shape. ∞]rad/s. if any? (e) A stabilizing controller is not hard to find. P (s)? Use this plant model for the rest of this question. and g = 1 (it can be achieved through a proper nondimensionalization) What is the transfer function of the plant. Root locus and loopshaping. In the case of ω = 2. you may find the following identity useful: a + jb (a + jb) (c − jd) (ac + bd) + j(bc − ad) = = .2. The parameters governing the surface maneuvering of a high-speed container ship are given below for reference: m L Yr ˙ Yδ Nv 0.0116 Yr 0.0000 Yv −0.05 −0.176 24 PROBLEMS (b) Show that this plant is fully state observable and controllable. (g) About how many degrees of phase margin does this design provide? What reduction in low-frequency gain can be tolerated? Is it a reasonable design? 18. (d) Where are the plant poles and zeros. for which you will need to make explicit calculations.000419 0.00242 −0. and a suggested one is: −4(2s + 1) . (c) Now make the assumption that l = 1.

g. The nondimensional system with states x = [v .13 1. by using axis(’equal’). however. fast pole.numC). τi s C(s) = kp 1 + τd s + The actual numerical values for kp . (b) Using τd = 2 and τi = 6 as suggested values. 2) maximum frequency of 0. Also. numPC = conv(numP. τd . The following steps create two heading autopilots. be sure that you equalize axis scaling for your plots in the complex-plane. For the purposes of autopilot design. and then use the Matlab functions feedback() to create the resulting feedback system. using the root-locus and loopshaping techniques. that puts the three slow poles in the following sector: 1) minimum undamped frequency (nondimensional) of 0..42 −4. Give a root locus plot. and 3) minimum damping ratio 0. In addition to the Matlab commands listed below. You don’t need to show the fourth.177 Note that the center of vessel mass is located aft of the origin. r ] evolves ˙ according to dx /dt = Ax + Bδ. and τi are to be found in the next step. to create a system model of the open-loop transfer function P (s)C(s).90 −0. or ss()..8 −2. which will be quite far to the left. where −0.3 −0. with your pole locations clearly marked on top of the trajectories taken as kp varies.5.4 A= . and . (c) Apply the kp you selected to P (s)C(s). B= .7. you will find very useful the convolution function conv() which can be used to combine systems. for this model. using the plant above and a PID-type controller: 1 .3. (a) Use the Matlab command tf(). for numerators. the transfer function φ(s)/δ(s) is needed.. so that Yr = ˙ Nv = 0. The relevant output is yaw rate: C = [0 1] and D = 0. e. the origin coincides with the center of added mass. use the Matlab command rlocus() and then rlocfind() to select a controller gain kp .

Note that the plant output is position for this problem. create the feedback system.178 24 PROBLEMS step() to plot the closed-loop system response to a step input in desired heading. the expression for p22 is messy. luckily. (d) Use the Matlab command nyquist() to make a Nyquist plot of P (s)C(s) for your design. where ωc = 2. 19. invert the plant to come up with a compensator: C(s) = L(s)/P (s). for the root-locus design. and plot the closed-loop step response. how does it differ. choose the positive one.0. you won’t need to use it. give the P. . Consider the state-space system and LQR design: A = B C D Q R = = = = = 0 −1 1 0 [1 0]T [0 1] 0 CT C ρ. Also. Make a visual estimate of the gain and phase margins. The plant is an undamped oscillator with undamped poles at ±j. and what would L(s) have to contain to make it a PID? (h) The controllers you just designed are in nondimensional time coordinates. LQR. (e) An alternate approach for controller design of this stable plant is loopshaping: For the open-loop function L(s) = ωc /s. (a) What is the control gain K in terms of ρ? Hints: There are two solutions for p12 . This design has infinite gain margin and 90 degrees phase margin. and D gains for use on a real time scale. (f) As above. (g) The loopshaping control is not quite a PID-controller.I. .

The state-space matrices are A = B = C = 1. with ρ → 0. 0 0]. LQG/LTR. and compute the eigenvalue (there is only one) of the closed-loop system. giving the frequency and damping ratio of the Butterworth pattern in terms of ρ. (c) Now look at the expensive-control problem. write the approximations for P and K. LQR. and then make it fit the form s2 + 2ζωn + ωn = 0. For the inverted pendulum plant (see previous question) with state-space matrices A= 0 1 1 0 . and find the closed-loop system eigenvalue. 20. (c) Derive the limiting closed-loop pole locations for ρ −→ 0. 21. with ρ → ∞. You can get the characteristic equation for the poles as det(sI − 2 (A − BK)) = 0.179 (b) Determine the limiting approximations for K with ρ very small and very large – these are the cheap control and expensive control problems. C = [0 1] . unstable system governed by x = x + u. the KF Riccati equation yields H = [100 14]T . Your answer should give a positive P as a function of ρ alone. (a) Solve the LQR Riccati equation for P . (b) Consider the cheap-control problem. Consider the first-order. Again. Note that eig(M ) = M . . Write the leadingterm approximations for P and then K. for the choices V1 = [100 0 . (a) Compute the open-loop transfer function for the Kalman filter loop: L(s) = C(sI − A)−1 H. and V2 = 0.01. for the case Q = C T C and R = ρ. if M is a scalar instead of a matrix. ˙ for which the output is y = x.

016 . and what kind of tracking performance should we expect from the associated LTR design? (c) Now consider the closed-loop transfer function. all nondimensional except [U.1 . What is the characteristic equation for the closed-loop system. . What is the low-frequency gain for this L(s). m = 0. and about what damping ratio has the Kalman filter provided? 22.180 24 PROBLEMS (b) Even though this L(s) is unstable.013 . Nv = -0.03 .055 . Yr = 0. and it is suggested that you compose a single Matlab script to perform the steps in sequence. (a) Plant Modeling and Characteristics . Yrdot = 0. which you can write as S(s) = L(s)/(1 + L(s)) (the sensitivity). its magnitude plot confirms that it is a reasonable loopshaping design. xg = 0. .L] U = 4. and include a listing of your code.0034 . Ydelta = 0. . % Parameters.0 . Yvdot = -0. Yv = -0. This entire design is made in nondimensional coordinates. Please make sure you answer all the questions.027 .0074 .1415 .006326 . Nr = -0. Ndelta = -0. % m/s L = 5. Nvdot = 0. % m Izz = 0. LQG/LTR design.3 . Nrdot = -0. The parameters for the linearized sway/yaw motions of a swimmer delivery vehicle are given below. You are asked to develop an LQG/LTR controller for this plant.

. is the plant state-controllable and state-observable? iii. Q. C matrices. i.00001]. Construct a state-space plant model. for an input of xdesired = [vdesired = 0. and R = ρ. and V2 . and post-multiplying it by C: ˙ x = (A − BK)x + BKC T ydesired y = Cx.01. with one input channel and one output channel. (b) LQR and KF Designs i. rdesired = 0. and make a plot of the closed-loop step response. Please provide the numerical values for the A. For the choices V1 = I3×3 and V2 = 0. ii. B. compute H. There should be three states in your model. B. How do the gains and step responses change as you make ρ smaller and smaller? Note that the fundamental closed-loop LQR system is ˙ x = (A − BK)x + BKxdesired y = x.e. you can compute the LQR feedback gain K.1. for given A. and R matrices. Where are the poles of your plant model? Is this model stable? iv. 0. list K and plot the closed-loop step responses for the choices ρ = [0. 0. ii.. Your plot should show specifically the output φ. Compute and list the controllability and observability matrices. C. The Matlab command lqe() can be used to generate the Kalman filter gain H. This compression can be achieved in one step by premultiplying the system by C T . V1 . Be sure to give the numerical values of H. φdesired = 1]. Using the Matlab command lqr(). Show a plot of your plant’s step response.181 i. to take rudder angle δ as an input and give heading angle φ as an output. With the choices Q = C T C. given design matrices A. the input to the closed-loop system is xdesired and the output is x.001.

the product P (s)C(s) → L(s). The closed-loop KF system is as follows: ˙ x = (A − HC)ˆ + Hy ˆ x y = C x. and small at high frequencies. y . ii.182 24 PROBLEMS Note that the lqe() command asks for a disturbance gain matrix G. |L(s)| should be large at low frequencies.. sysPC = sysP * sysC .e. Make a closed-loop step response plot for the smallest value of ρ. the particular values of V1 and V2 can be picked to control the low-frequency gain. consistent with the rules of loopshaping. i. e. iii. Make a log(magnitude) plot of the KF open-loop transfer function L(s) = C(sI − A)−1 H.g. in Matlab. you may simply multiply the systems. How does it compare with the KF step response of part 2b)? In real LTR applications. the compensator C(s) has the following state space representation: ˙ z = (A − BK − HC)z + He u = Kz. the input is the measurement y and the output is an estimated version of it. and overlaying the respective |P (s)C(s)| over the plot of part 3a). ˆ ˆ i. so that the input to the compensator is the tracking error e = r − y. and crossover frequency of the openloop KF system L(s) = C(sI − A)−1 H. You may find the Matlab command freqresp() helpful. The total open-loop transfer function is the P (s)C(s). and its output u is the control action to be applied as input to the plant.. Demonstrate this by computing P (s)C(s) for the three different values of ρ above.. ˆ (c) Loop Transfer Recovery The LQG compensator is a combination of the KF and LQR designs above. you should set this to I3×3 . With normal negative feedback. versus log(frequency). . As ρ → 0.

and then consider the orientation of the body which would lead to it. up) axes of an underwater vehicle.y.80. Inertial navigation. At a particular instant in time. z = 9.z] (fwd. port.73] meters/second. (b) Given that the acceleration due to gravity is 9. this sensor will always report that the vehicle is accelerating upwards. (a) Ignoring the coupling of Euler small angles. what estimates can you give for the roll and pitch angles? I suggest that you draw the measurement vector in the coordinates of the vehicle frame. Note that under the x ¨ ¨ influence of gravity alone. the three raw accelerations from the strain guages are [¨ = −0.96. how do we know that these are reasonable (but not foolproof!) angle calculations to make? . A triaxial accelerometer package is aligned with the [x.183 23. y = 0.81m/s.

5kg/s 70000N m 60Hz 32 0. Unexpected deviations in speed from the calculated trajectory are likely to create loops or kinks in the cable.184 24 PROBLEMS 24.025 0.1 1.22 7.876 0.0833 2.1 -0.21m 1.07ρ 0.0939 1. This vessel needs to have very good speed control so that the cable. which is being paid out constantly and sinks slowly under its own weight. You are asked to carry out modeling and control system design for the surge dynamics of an oceanic cable-laying vessel. length L draft h beam b displacement surge added mass ma thrust reduction factor t wetted surface area Aw towed resistance coefficient Cr wake fraction at propeller w propeller diameter D pitch/diameter ratio P/D rotative efficiency ηr zero-speed thrust coefficient kt (J = 0) slope of kt with J zero-speed torque coefficient kq (J = 0) slope of kq with J rotational moment of inertia Ip engine parameter a b c d maximum fuel rate fm maximum torque Qm maximum speed nm gearbox reduction ratio λ efficiency ηg vessel 145m 9m 22m 17750m3 0. so the vessel will need to slow down and speed up frequently.173 -.208 2.522 0.0025 0.97 .6 -0.03 × 105 kgm2 0. The bathymetry for the path is well-known but variable. lies properly on the seafloor. or induce large tensions. LQG/LTR design: term project.19 5585m3 0.

. in which you show: advance ratio seen by the propeller.95. engine rotational speed. propeller rotational speed. If the plant input is δf . (b) Make a table of some steady operating conditions for fo /fm in the range of 0. C matrices for your plant. and engine system are as given in the table. e.g. The gas turbine torque-speed characteristic fits the relation: f ne f Qe =− a +b + c +d . engine. and the eigenvalues. where the calculated torque exceeds Qm . and ne the rotation rate of the engine in Hz. and the output is δu. engine torque. make a contour plot which gives Qe /Qm (the fraction of maximum torque developed) as a function of f /fm (the fraction of the maximum fuel rate) and ne /nm (the fraction of the maximum rotation rate of the engine). Plot the pairs [fo /fm . and propeller are well matched to operate over a range of fo .8. (c) Construct a linear approximation for the plant dynamics around the operating condition fo /fm = 0. Qm fm nm fm where Qe represents the engine torque in N m. driving one propeller. and vessel linear speed. δ here indicates the perturbed value from the steady state.185 It is desired to create a linear controller for the nominal surge motion. For instance. B. and then demonstrate that it will work with a simulation of the real nonlinear system. The parameters for the vessel. propeller. list the A. The vessel is powered by a single gas turbine engine. and assess whether the vessel. f the fuel rate in kg/s.05–0. Be sure to include clipping on your contours. neo /nm ] on the characteristic plot from Part 1. f = fo + δf . Similarly. within a neighborhood of the nominal speed. (a) Make a map of the gas turbine characteristics. the engine cannot develop negative torque. .

First. This is not acceptable in the long term.[1 0]) . This is to be kept as a separate controller design. and the A. (f) For the purpose of demonstrating your controllers. a listing of your V1 and V2 choices.. for example. construct a nonlinear simulation of the plant system. An integral action can be added quite easily in the LTR design technique. Note that for this scalar design.186 24 PROBLEMS (d) Create an LTR-type controller for the plant.6rad/s. You should prepare for this part: a plot of log(|L(s)|) versus log(ω). you will be able to move the curve |L(s)| up or down on the Bode plot. This choice corresponds with the closed-loop system being able to overcome waves with period 10seconds or longer. with the augmented plant model. choose the filter gains V1 and V2 to make the crossover frequency (where the magnitude of L(s) = C(sI −A)−1 H passes through unity) about 0. the actual vessel speed will vary from the nominal value. with input f . The addition of an integrator channel to the plant or compensator can be accomplished with the command sysPaug = sysP * tf([0 1]. When this is done. First. B. Present a figure of |L(s)| and the other quantities as you gave them in Part 4. Secondly. This augmented plant has one more state than the original plant: A B 0 0 Aaug = Baug = [0 1]T Caug = [C 0] The idea is to then carry out the KF design and LTR as before. (e) In the event of a current or wind disturbance. so that an “augmented plant” is created. C matrices of your LQG compensator. using a small control penalty. recover this loop shape with an LQG-type controller. You don’t . but you cannot easily change its shape. move the integrator from the augmented plant into the compensator. or move it side-to-side. given that the vessel is laying out a cable. add an integrator to the input of the plant.

Recall that you are implementing a controller for operation about a nominal condition. A suggestion is to let uprime = uprime + k*sin(10*omega_c*t). You may wish to use global variables in Matlab so that you don’t have to type everything in more than once. whenever your compensator generates f from the error signal. it is mostly to verify that the steady conditions you calculated above. the part needed to keep us near the steady condition. We are interested mainly in disturbance rejection.8fm . I suggest you implement a disturbance as an acceleration: uprime = uprime + k. and your simulation has states [u. be sure to then add on 0. np ]. which you just designed. try . where u is the speed of the vessel and r is a reference speed. The output of the compensator is then fuel rate f . where omega_c is the crossover frequency. Cc ]. You will propagate the first two states as usual with the nonlinear equations and the fuel rate f as input. are actually steady conditions from the point of view of the whole simulation. this line would drive the system with an additional acceleration of km/s2 . In the absence of a controller. showing time-domain simulations for each: • The first controller. np . does not completely reject steady disturbances. however. For example. This adds an oscillating acceleration at ten times the crossover frequency. The compensator states z are propagated by a set of system matrices [Ac . • The first controller does.187 need to show anything for this task. z]. with f = 0. without integral action. Bc . reject some lower frequency disturbances. This line is to be added after computing the usual parts of uprime. (g) Augment your simulation above with the compensator dynamics. • The first controller does not reject high frequency disturbances. Note that the input to the compensator is an error signal: e = r − u. make a new state vector [u. for which you will just set r = uo . the steady condition speed. If the compensator has states z. thus modelling the effects of steady wind or current. Demonstrate four properties.8fm .

velocity u. • The second controller. Use the same approach as above for steady disturbances (h) What is the propeller response during the high-frequency disturbances? Is it reasonable or do we need to slow down the controller bandwidth? . scales with the inverse of the frequency. rejects steady disturbances. with integral action. The effect of an acceleration disturbance onto the observed output.188 24 PROBLEMS uprime = uprime + k*sin(omega_c/10*t)/100. Note the extra factor of 100 is included so that the result can be compared directly with the high-frequency disturbance case above.

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