Electrical Engineering Department

University of Hail
Hail-2019

Advanced Digital Control Syst

EE554
Chapter 5
State feedback control for digital linear systems

Dr Mourad Kchaou
Electrical Engineering Department
Hail University

Friday 27th March, 2020

Presented by Dr Mourad v. (b.2003271138)

Outline

1 Stabilization by state feedback

2 Pole Placement
The controllable Canonical Form method
Ackermann’s Method

3 Stabilizability

4 Observer and state estimation

The observable Canonical Form method
Ackermann’s Method

5 Observer-based control
Stabilization by state feedback

Stabilization by state feedback

LTI Discrete system
Consider an LTI discrete-time system described by state space model.
(
x(k + 1) = Ax(k) + Bu(k)
(1)
y(k) = Cx(k) + Du(k)

I If measurements of the state vector are available, we can set

u(k) = −(k1 x1 (k) + k2 x2 (k) + · · · + kn xn (k)) + r(k) (2)
I r(k) is an external input, also called a command or reference
input.

 
Find a feedback gain K = k1 k2 · · · kn that makes the
closed-loop system asymptotically stable
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Stabilization by state feedback

Stabilization by state feedback

r(k) u(k) x(k) y(k)

+
-
(A, B) C

Figure: State feedback

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Stabilization by state feedback

Stabilization by state feedback

In order to establish a feedback control for linear system (1),

the following linear control law can be implemented:
Definition
For LTI system (1), the state feedback control law is defined by

u(k) = −Kx(k) + r(k) (3)

where K is a gain matrix and r(k) is an external input vector.

This type of control is said to be static, because u(k) only
depends on the present values of the state x(k) and the
reference r(k).
Since all of the states are measured, this feedback system is also
called, full state feedback system.

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Stabilization by state feedback

Stabilization by state feedback

By substituting (3) into (1), we obtain a new linear state

equation, called the compensated or closed-loop system,
described by the following equations:
(
x(k + 1) = (A − BK)x(k) + Br(k)
(4)
y(k) = (C − DK)x(k) + Dr(k)

State equation (4) is the model of closed loop system.

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Stabilization by state feedback

Stabilization by state feedback

System (4) is asymptotically stable if and only if the eigenvalues

of system matrix,

Ac = A − BK (5)

lie inside the unit circle.

The eigenvalues are determined as the solutions to the following
characteristic polynomial:

det(zI − A + BK) = 0 (6)

This method of design is often called pole placement .

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Pole Placement

Pole Placement

I This section provides a method to design a state feedback

using the poles placement. Based on the controllability
concept, this method proposes how to design properly the
state feedback gain K to place arbitrary the closed-loop
poles in the unit circle such that the closed-loop system is
asymptotically stable.
I This method can also be used to improved significantly the
behaviour of the open-loop system. For example, the
method can stabilize an unstable system, increase or
decrease the speed of response, and increase or decrease
the steady-state error.

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Pole Placement

Pole Placement
The pole placement or eigenvalue assignment problem can be defined
as follows:
Pole Placement procedure
1. Let {λ1 , λ2 , . . . λn } be the eigenvalues of the open loop matrix A.
(
p(z) = Πni−1 (z − λi )
(7)
= det(zI − A) = z n + an−1 z n−1 + · · · + a1 z + a0

2. Let {λ̂1 , λ̂2 , . . . λ̂n } be the desired eigenvalues of the closed loop
matrix A − BK.
(
∆(z) = Πni−1 (z − λ̂i ) = det(I − A + BK)
(8)
= z n + αn−1 z n−1 + · · · + α1 z + α0

This method aims to find K such that (8) is verified.

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Pole Placement

The controllable Canonical Form method

We know that the controller canonical form specifies a
controllable single-input state equation. The construction of a
feedback gain vector that achieves arbitrary eigenvalue
placement proceeds as follows:
1. The coefficient matrices for controller canonical form are
given below:
   
0 1 0 ··· 0 0
 0 0 1 · · · 0  0
Ac =  . ..  , and Bc =  ..  (9)
   
.. .. ..
 .. . . . .  .
−a0 −a1 · · · −an−1 1
We recall that since Ac is a companion matrix, its
characteristic equation can be written as
z n + an−1 z n−1 + · · · + a1 z + a0 = 0 (10)
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Pole Placement

The controllable Canonical Form method

1. Let
 
Kc = k0 k1 . . . kn−1 (11)
The closed-loop system dynamics matrix is given by
 
0 1 0 ··· 0
 0 0 1 ··· 0 
Ac − Bc Kc = 
 
.. .. .. .. .. 
 . . . . . 
−a0 − k0 −a1 − k1 · · · −an−1 − kn−1
(12)
The closed loop matrix Ac − Bc Kc is also in companion
form, so its characteristic polynomial can be written down:
z n + (an−1 + kn−1 )z n−1 + · · · + (a1 + k1 )z + (a0 + k0 ) = 0
(13)
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Pole Placement

The controllable Canonical Form method

1. Assume that the desired characteristic equation is given as
z n + αn−1 z n−1 + · · · + α1 z + α0 = 0 (14)
By equating
z n + (an−1 + kn−1 )z n−1 + · · · + (a1 + k1 )z + (a0 + k0 )
= z n + αn−1 z n−1 + · · · + α1 z + α0
(15)
and comparing the coefficients of like powers of z, yields
ki = αi − ai , i = 1, 2, . . . n − 1 (16)
and the state feedback controller is given by
 
Kc = α0 − a0 α1 − a1 . . . αn−1 − an−1 (17)

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Pole Placement

Ackermann’s Method

In order to compute the feedback gain matrix, we we present the

Ackermann’s formula. Given the controllability matrix C and
the desired characteristic polynomial ∆(s), we compute the gain
using the following formula, known as Ackermann’s formula.

Kc = 0 0 . . . 0 1 C −1 ∆(A)
 
(18)

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Pole Placement

example
Consider the following unstable system
( " # " #
1 0.5 1
x(k + 1) = x(k) + u (19)
0.2 1 0.5
Find a matrix K such that the closed-loop are z1 = 0.5 + 0.3j
and z2 = 0.5 − 0.3j .
 
1 − k1 0.2 − k2
A − BK = (20)
0.2 − 0.5k1 1 − 0.5k2
the desired characteristic equation is given as z 2 − z + 0.34 = 0.
So, we get
z 2 − z + 0.34 = z 2 + (−2 + k1 + 0.5k2 K)z + (0.96 − 0.3k2 − 0.9k1 )
(21)
 
Finally, we design K = 0.067 1.867
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Stabilizability

Stabilizability

It has been seen that the system under consideration is partially

controllable. In this case, it will be necessary to see how this
affects the ability to assign poles of the closed-loop system.
We have seen that if system (1) is uncontrollable i.e.
Rank(C) = n1 < n, there exists a nonsingular matrix P such
that by letting x̂ = P x , we can transform the system into
      
x̂c (k + 1) Âc Â12 x̂c (k) B̂c
= + u (22)
x̂c̄ (k + 1) 0 Âc̄ x̂c̄ (k) 0

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Stabilizability

Stabilizability
We see that the x̂c̄ component is decoupled from x̂c . Hence the
eigenvalues of Âc̄ will be unchanged regardless of what feedback
law we choose. On the other hand, since (Âc , B̂c ) is
controllable, by suitable choice of feedback
 
u(t) = − k1 k2 xc (t) (23)

the closed-loop system can be written down as

    
x̂c (k + 1) Âc − B̂c k1 Â12 − B̂c k2 x̂c (k)
= (24)
x̂c̄ (k + 1) 0 Âc̄ x̂c̄ (k)

Thus we can see that, by feedback, only n1 poles in block barAc

can be modified and n − n1 poles, corresponding to the block
Âc̄ , will remain fixed. The eigenvalues which can be modified
by feedback are called controllable eigenvalues.
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Stabilizability

Stabilizability

Definition
I System (1) is said to be stabilizable if there exist a
matrix K such that for u = −Kx, the closed-loop system
(4) is stable.
I From the decomposition (22) it can be seen that the system
is stabilizable if and only if Âc̄ is asymptotically stable.
I System (1) is stabilizable if and only if all the unstable
modes are controllable.

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Observer and state estimation

Observer and state estimation

I From previous sections it is clear that the state feedback

control law is designed using the full state of the system.
Thus it assumed that the entire states of the system under
consideration are measured.
I However, it happens very often in practice that the full
state variables of the system are not available for
measurement.
I In some cases sensors are not available to measure the
states.
I In other cases the required sensor which one would desire to
use is too expensive.
I This problem can be To overcome by estimating the state
vector using the available mathematical model of the
system.

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Observer and state estimation

Observer and state estimation

The Luenberger observer is widely used as a method for

state-vector estimation or reconstruction.
In order to practically estimate the state x(k) of linear system
(1), the following observer model can be constructed:

x̂(k) = Âx̂(k) + B̂u(k) + Ly(k) (25)

where x̂(k) is estimate of the state variable x(k).

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Observer and state estimation

Observer and state estimation

As all of the states of the system are estimated, the observer is

referred to as full order observer.
Define the estimation error e(k) = x(k) − x̂(k). The following
equation cam be obtained:

e(k + 1) = (A − LC)x(k) − Âx̂(k) + (B − B̂)u(k) (26)

Letting  = A − LC and B̂ = B. the errore(k) satisfies the

differential equation

e(k + 1) = (A − LC)e(k) (27)

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Observer and state estimation

Observer and state estimation

If the eigenvalues of the system matrix A − LC are all in the
left half plane, the system in (27) is asymptotically stable which
ensure that x(k) −→ x̂(k) for k −→ ∞
Define the estimated output as
ŷ(k) = Cx̂(k) (28)
the state observer (25) takes on the form
˙
x̂(k) = Ax̂(k) + Bu(k) + L(y(k) − ŷ(k)) (29)
The gain matrix L is called the observer gain matrix to be
designed.
Theorem
Consider the system (27). There exists an observer gain matrix
L such that σ(A − LC) = {λ̂1 , λ̂2 , . . . λ̂n }, if and only if the pair
(A, C) is observable.
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Observer and state estimation

The observable Canonical Form method

The observer canonical form involves the observable pair

(Ao , Co ) below:
 
0 0 0 · · · −a0
1 0 0 · · · −a1   
Ao =  . . . , and Co = 0 0 . . . 1 (30)
 
. .
 .. .. .. .. .. 


0 0 · · · 1 −an−1

We recall that since Ao is a companion matrix, its

characteristic equation can be written as

z n + an−1 z n−1 + · · · + a1 z + a0 = 0 (31)

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Observer and state estimation

The observable Canonical Form method

Let
 
l0
 l1

Lo =  (32)
 
..

 .
ln−1
The closed-loop system dynamics matrix is given by
 
0 0 0 ··· −a0 − l0
1 0 0 · · · −a1 − l1 
Ao − Lo Co =  . . . (33)
 
. . . .
. .. 
. . . . . 
0 0 · · · 1 −an−1 − ln−1
The closed loop matrix Ao − Lo Co is also in companion form,
so its characteristic polynomial can be written down:
z n + (an−1 + ln−1 )z n−1 + · · · + (a1 + l1 )s + (a0 + l0 ) = 0 (34)
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Observer and state estimation

The observable Canonical Form method

Assume that the desired characteristic polynomial is

z n + αn−1 z n−1 + · · · + α1 s + α0 = 0 (35)

The observer gain can be computed by

 
α0 − a0
 α1 − a1 
Lo =  (36)
 
.. 
 . 
αn−1 − an−1

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Observer and state estimation

Ackermann’s Method

The following Ackermann’s formula can be also used to to

compute the observer gain matrix:
T
Lo = ∆(A)O−1 0 0 . . . 0 1

(37)

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Observer-based control

Observer-based control
When the entire state is not measurable, we can not design a
state feedback control law using (3). To estimate the state, we
use observer (25) and the state feedback control law can be
computed using the state estimate x̂(k) produced by the
observer.

u(k) = −Kx̂(k) (38)

The interconnection between a state feedback control law and a

state observer yields the following dynamic observer-based
compensator:
(
x̂(k + 1) = Ax̂(k) + Bu(k) + L(y(k) − ŷ(k))
(39)
u(k) = −Kx̂(k)

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Observer-based control

Observer-based control

The closed-loop state equation becomes in the new coordinates

   
x(k + 1) A − BK BK x(k)
(40)
e(k + 1) 0 A − LC e(k)

Because closed-loop system dynamics matrix has a triangular

structure, the
S 2n closed-loop eigenvalues are given by
σ(A − BK) σ(A − LC)

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