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Guy Dumont
Fall 2007
dθ ∂J ∂e
= −γ = −γ sign(e)
dt ∂θ ∂θ
The sign-sign algorithm used in telecommunications where simple
implementation and fast computations are required, is
dθ ∂J ∂e
= −γ = −γsign sign(e)
dt ∂θ ∂θ
∂e k
= kG(p)uc = ym
∂θ k0
MIT rule
dθ k
= γ 0 ym e = −γym e
dt k0
Figure: MIT rule for adjustment of feedforward gain: Simulation results (from
textbook).
This implies
am − a
s0 =
b
bm
t0 =
b
∂e b
= uc
∂ t0 p + a + bs0
∂e b 2 t0 b
= 2
uc = y
∂ s0 (p + a + bs0 ) p + a + bs0
However, a and b are unknown3 . For the nominal parameters, we know that
a + bs0 = am
p + a + bs0 ≈ p + am
Then
dt0 0 1 am
= −γ b uc e = −γ uc e
dt p + am p + am
ds0 0 1 am
= γb y e=γ y e
dt p + am p + am
with γ = γ 0 b/am , i.e. b is absorbed in γ and the filter is normalized with static
gain of one.
3 after all, we want to design an adaptive controller!
Guy Dumont (UBC EECE) EECE 574: MRAC - 1 Fall 2007 12 / 41
MIT Rule Examples
∂e ym
= Guc =
∂θ θ0
dθ ∂e ym
= −γ 0 e = −γ 0 e = −γeym
dt ∂θ θ0
d 2 ym dym
+ a1 + a2 ym = θ0 uc
dt2 dt
d2 y dy
+ a1 + a2 y = θ uc
dt2 dt
dθ
= −γ(y − ym )ym
dt
This is difficult to solve analytically
d3 y d2 y dy duc
3
+ a1 2
+ a2 + γuc ym y = θ + γuc y2m
dt dt dt dt
Assume uoc and yom constant, equilibrium is
θ0 uoc
y(t) = yom =
a2
which is stable if
γ o 2
a1 a2 > γuoc yom = (u )
a2 c
Thus, if γ or uc is sufficiently large, the system will be unstable
Figure: Influence on convergence and stability of signal amplitude for MIT rule
(from textbook)
dθ
= −γϕe
dt
The normalized MIT rule is then
dθ −γϕe
= 2
dt α + ϕTϕ
For the previous example,
dθ −γeym /θ0
= 2
dt α + y2m /θ02
Figure: Influence on convergence and stability of signal amplitude for modified MIT
rule (from textbook)
Aleksandr M Lyapunov
(1857-1918, Russia)
Classmate of Markov, taught by
Chebyshev
Doctoral thesis The general
problem of the stability of motion
became a fundamental
contribution to the study of
dynamic systems stability
He shot himself three days after
his wife died of tuberculosis
The Lyapunov function has similarities with the energy content of the system and must
be decreasing with time.
This result can be used in the following way to design a stable a stable adaptive
controller
1 First, the error equation, i.e. a differential equation describing either the output
error y − ym or the state error x − xm is derived.
2 Second, a Lyapunov function, function of both the signal error e = x − xm and the
parameter error φ = θ − θm is chosen. A typical choice is
V = eT Pe + φ T Γ−1 φ
Putting the extra terms to zero will ensure negative definiteness for V̇ if Q is
positive definite, and will provide the adaptive law.
Process model
dy
= −ay + ku
dt
Desired response
dym
= −aym + k0 uc
dt
Controller
u = θ uc
Introduce error e = y − ym
The error equation is
de
= −ae + (kθ − k0 )uc
dt
System model
dy
= −ay + ku
dt
dθ
= ??
dt
Desired equilibrium
e = 0
k0
θ = θ0 =
k
dθ
= −γuc e
dt
gives
dV
= −γae2
dt
dθ
Lyapunov rule: dt = −γuc e MIT rule: dθ
dt = −γym e
First-order System
Process model
dy
= −ay + bu
dt
Desired response
dym
= −am ym + bm uc
dt
Controller
u = θ1 uc − θ2 y
Introduce error e = y − ym
The error equation is
de
= −am e − (bθ2 + a − am )y + (bθ1 − bm )uc
dt
First-order System
Derivative
dV de 1 dθ 1 dθ
= + (bθ2 + a − am ) 2 + (bθ1 − bm ) 1
dt dt γ dt γ dt
1 dθ 2 1 dθ
= −am e2 + (bθ2 + a − am )( − γye) + (bθ1 − bm )( 1 + γuc e)
γ dt γ dt
First-order System
First-order System
AT P + PA = −Q