Chapter 7

Compensator Design

Compensator Structure

Compensator = Control Law + Estimator

w v
Process

u ẋ = Ax + B2 u x y
y = C2 x + v
+B1w

x̂ x̂˙ = Ax̂ + B2u

−K
+L(y − C2x̂)
Control law Estimator

Compensator

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ESAT–SCD–SISTA CACSD pag. 190

 Standard Plant Formulation
In control theory the following general system description,
called standard plant, is often used
wk

B1 A vk

uk B2 + + C2 + yk
z −1

D2

C1

D1 } zk

xk+1 = Axk + B1wk + B2uk

yk = C
" 2 xk + D
# 2 uk + v k
C1 xk
zk =
D1 u k
where xk is the state vector, zk is the regulated output
vector, yk is the measurement vector, uk is the control in-
put, wk and vk are process noise and measurement noise
respectively.
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ESAT–SCD–SISTA CACSD pag. 191

Clearly there are 2 types of inputs :

• the actuator or control input uk : inputs manipulated

by the compensator
• the exogeneous input wk : all other input signals

and 2 types of outputs :

• measured output yk : inputs to the compensator
• regulated output zk : all outputs that are of interest for
control. These outputs may be virtual and not mea-
sured. They typically define the state feedback cost
function
XN N
X
JN = zkT zk = (xTk C1T C1xk + uTk D1T D1uk )
k=0 k=0

so, using the LQR formalism, by definition of zk ,

Q = C1T C1 and R = D1T D1.

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ESAT–SCD–SISTA CACSD pag. 192

 State-space Description
Plant :

xk+1 = Ax
" k + B#2uk + B1wk ,
C1 xk
zk = ,
D1 u k
yk = C2xk + D2uk + vk .

Estimator :

x̂k+1 = Ax̂k + L(yk − C2x̂k − D2uk ) + B2uk .

Control law :

uk = −K x̂k .

Compensator :

x̂k+1 = (A − B2K − LC2 + LD2K)x̂k + Lyk ,

uk = −K x̂k .

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ESAT–SCD–SISTA CACSD pag. 193

 Closed-Loop System

A state-space model for plant + compensator is

" # " #" # " #" #
xk+1 A −B2K xk B1 0 wk
= + ,
x̂k+1 LC2 A − B2K − LC2 x̂k 0 L vk
" # " #
h i x h i w
k k
yk = C2 −D2K + 0 I .
x̂k vk

Using the error system (estimator) dynamics

x̃k+1 = (A − LC2)x̃k + B1wk − Lvk ,

we obtain
" # " #" # " #" #
xk+1 A − B2 K B2 K xk B1 0 wk
= + ,
x̃k+1 A − LC2
0 x̃k B1 −L vk
" # " #
h i x h i w
k k
yk = C2 − D2K D2K + 0 I .
x̃k vk

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ESAT–SCD–SISTA CACSD pag. 194

 Separation Principle:
Pole Placement

The characteristic equation of the closed-loop system

" #
sI − A + B2K −B2K
det =0
0 sI − A + LC2
The poles of the closed-loop system can be obtained from

det(sI − A + BK) det(sI − A + LC) = αc(s)αe(s) = 0

⇒ Separation Principle (for Pole Placement):

The set of poles of the

closed-loop system consists
of the union of the control
poles and estimator poles.

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ESAT–SCD–SISTA CACSD pag. 195

Design procedure :

• Choose the desired poles for the state feedback control

loop. Determine the control law K via pole placement.
• Choose the desired poles for the estimator. Determine
the estimator feedback gain L via pole placement.
• Combine the estimator and the control law to get the
final compensator.

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ESAT–SCD–SISTA CACSD pag. 196

 Linear Quadratic Gaussian Control

Measurement feedback control

Let w and v be Gaussian zero mean white noises.

Our aim is to find an output feedback controller u = Ky

such that
 Z T  ( K
)
1 T 1 X T
lim z zdt or lim zk zk
T →∞ T 0 K→∞ K
k=0

is minimized.

This problem is called the Linear Quadratic Gaussian

(LQG) control problem.
The difference between LQG and LQR is that LQR uses
state feedback and hence K is just a constant matrix while
LQG uses measurement or output feedback and hence K
is a dynamic system.

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ESAT–SCD–SISTA CACSD pag. 197

 Stochastic Separation Principle

It can be proven that the solution

to the LQG optimal control prob-
lem consists in using the optimal
state estimator (Kalman filter) to-
gether with the same feedback as
would have been applied had the
states been measured (LQR). This
principle relies on the assumption
of linearity, the Gaussian charac-
ter of the noise and the use of a
quadratic optimization criterion.

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ESAT–SCD–SISTA CACSD pag. 198

Design procedure (summary) :
• LQR design: find an optimal state feedback control law
uk = −Kxk for the system

xk+1 = Ax
" k + B#1wk + B2uk ,
C1 xk
zk = .
D1 u k
where K = (D1T D1 + B2T SB2)−1B2T SA, in which S is
a solution for the Riccati equation :
 −1 T

T T T
S = A S − SB2(D1 D1 + B2 SB2) B2 S A+C1T C1.

• Kalman filter design : find an optimal estimator

x̂k+1 = Ax̂k + L(yk − C2x̂k − D2uk ) + B2uk

for the system

xk+1 = Axk + B1wk + B2uk ,

yk = C2xk + D2uk + vk ,

where L = AP C2T (R + C2P C2T )−1, in which P is a

solution for the Riccati equation :

P = B1QB1T +AP AT −AP C2T (R+C2P C2T )−1C2P AT .

&
with R = cov(v) and Q = cov(w). %

ESAT–SCD–SISTA CACSD pag. 199

 • Combination of the LQR control law and the Kalman
filter : the final controller K is given as follows :

x̂k+1 = (A − B2K − LC2 + LD2K)x̂k + Lyk ,

uk = −K x̂k .

Design strategy for LQG :

Trade-off between speed of time responses and

attenuation of noises by choosing the covariance
matrices of w and v.
Similarly,
Trade-off between the energy of the states and energy
of the control effort by choosing the weighting matrices
C1T C1 and D1T D1.

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ESAT–SCD–SISTA CACSD pag. 200

 Compensator Dynamics

Compensator :

x̂k+1 = (A − B2K − LC2 + LD2K)x̂k + Lyk ,

uk = −K x̂k .

Characteristic equation of the compensator :

det(zI − A + B2K + LC2 − LD2K) = 0

⇒
The poles of the compensator are not necessary in the unit
circle, the compensator might be unstable.

Transfer function of the compensator :

K(z) = −K(zI − A + B2K + LC2 − LD2K)−1 L.

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ESAT–SCD–SISTA CACSD pag. 201

 Summary of State Space Control
Design

system modeling

pole placement LQR Kalman filter pole placement

control law design estimator design

LQG

pole placement

compensator design

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ESAT–SCD–SISTA CACSD pag. 202

 Examples of Compensator Design

Example Boeing 747 Aircraft control - Compensator de-

sign
The complete model of the aircraft is

ẋ = Ax
" + Bu #+ Bw,
q 1/2Cx
z = ,
u
y = Cx + v.

where q is the weighting factor and w and v are zero

mean white noises with covariance Rw and Rv respectively.
(A, B, C, D) is the nominal aircraft model (D = 0).

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ESAT–SCD–SISTA CACSD pag. 203

First, we design a compensator via pole placement. From
results of pole placement design examples in chapter 3 and
chapter 5, we know that the state feedback gain
h i
K = 1.06 −0.19 −2.32 0.10 0.04 0.49

places the poles of the control loop at

−0.0051, −0.468, −1.106, −9.89, −0.279 ± 0.628i

and the estimator gain

 
2.5047e + 01
 
 −2.0517e + 03 
 
 −5.1935e + 03 
 
L= 
 −2.4851e + 04 
 
 −4.0914e + 04 
 
−1.5728e + 04
places the estimator poles at

−0.0255, −2.34 , −5.53, −49.45, −1.395 ± 3.14i.

The compensator then is

x̂˙ = (A − BK − LC)x̂ + Ly,

u = −K x̂.
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ESAT–SCD–SISTA CACSD pag. 204

The poles of the compensator are then at

−51.35, −4.074 ± 10.12i, −0.8372 ± 0.6711i, −0.027.

So the compensator itself is stable, which is preferred since

otherwise an accident resulting in a breakdown of the
control loop will cause the control output to go to infinity.

The transfer function of the compensator K(s) is

K(s) = −K(sI − A + BK + LC)−1L
5 4 3 2
2 −8.42s − 92.3s − 72.1s + 74.9s + 113s + 2.55
= 10 6 .
s + 61.2s5 + 640s4 + 7086s3 + 11029s2 + 7316s + 194

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ESAT–SCD–SISTA CACSD pag. 205

The initial condition response with β0 = 1◦ :
−3
x 10
12

10

r(rad/sec) 8

−2

−4
0 5 10 15 20 25 30 35 40 45 50
Time (secs)

The response is almost the same as with state feedback

control but with a slightly larger peak value and with the
slowly decaying error (see the plot on page 97) filtered out
here.

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ESAT–SCD–SISTA CACSD pag. 206

Now consider LQG design. Let q = 9.527, Rw = 0.7 and
Rv = 1. From the results of LQR and Kalman filter design
examples in chapter 4 and 6, we obtained a state feedback
gain K
h i
K = 1.06 −0.19 −2.32 0.10 0.04 0.49

and an estimator gain

 
−1.5465e − 02
 
 4.9686e − 02 
 
 2.2539e − 01 
 
L= .
 −7.3199e − 01 
 
 −3.0200e − 01 
 
−8.2157e − 15
The poles of the compensator with the K and L above are
at:

−9.845, −1.405, −0.2616 ± 0.5571i, −0.4756, −0.0049.

Again the compensator is stable.

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ESAT–SCD–SISTA CACSD pag. 207

The initial condition response with β0 = 1◦ :
−3
x 10
12

10

r(rad/sec) 6

−2

−4

−6

−8
0 5 10 15 20 25 30 35 40 45 50
Time (secs)

This initial condition response shows that the Kalman filter

is too slow compared with the state feedback control loop.

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ESAT–SCD–SISTA CACSD pag. 208

The reason for this result is that the measurement noise v
is large compared with the process noise w, so that the
Kalman filter has to reduce the measurement noise in-
fluence using a small estimator L, which slows down the
Kalman filter. Now increase the process noise covariance
to Rw = 700. The Kalman filter gain is now
 
−8.0289e + 00
 
 −3.3434e − 01 
 
 8.2913e + 00 
 
L= 
 −4.8082e + 00 
 
 −3.4682e + 00 
 
3.5982e − 11
The poles of the compensator are at

−9.845, −1.405, −0.2616 ± 0.5571i, −0.4756, −0.0049.

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ESAT–SCD–SISTA CACSD pag. 209

It’s not clear whether or not the Kalman filter is speeding
up from these poles location. But the following initial
condition response shows that the result is much better.

The initial condition response with β0 = 1◦ :

−3
x 10
7

5
r(rad/sec)

−1

−2

−3
0 5 10 15 20 25 30 35 40 45 50
Time (secs)

This response is even better than the one from pole place-
ment and with a better noise attenuation.

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ESAT–SCD–SISTA CACSD pag. 210

Example Tape drive control - LQG design
The complete model of the tape drive is

ẋ = Ax
" + Bu +# Bw,
Q1/2Cx
z = ,
u
y = Cx + v.

where Q is a weighting matrix, w and v are zero mean

white noises with covariance Rw and Rv respectively.

Pole placement design:

From the results of the pole placement design examples for
control law and estimator design in chapter 3 and 5, we
know that the state feedback gain K
" #
0.55 1.58 0.32 0.56 0.67 0.05
K=
0.60 0.60 0.68 3.24 −0.21 1.74
places the poles of the control loop at

−0.451 ± 0.937i, −0.947 ± 0.581i, −1.16, −1.16

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ESAT–SCD–SISTA CACSD pag. 211

and the estimator gain
 
5.3833e + 01 −4.2084e + 01
 
 2.0377e + 02
 −1.5615e + 02 

 3.9038e + 01 −7.9226e + 00 
 
L= 
 4.0009e + 02
 −3.0809e + 02 

 6.5103e + 02
 −5.8228e + 02 

1.7691e + 03 −1.5000e + 03
places the estimator poles at

−2.255 ± 4.685i, −4.735 ± 2.905i, −5.800, −5.800.

The compensator then is

x̂˙ = (A − BK − LC)x̂ + Ly,

u = −K x̂.

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ESAT–SCD–SISTA CACSD pag. 212

The compensator has poles at

−1.696 ± 8.531, −12.09, −5.847, −3.335 ± 0.2469i.

The initial condition response with x1(0) = x3(0) = 1 looks

like 1

0.8

0.6

0.4 T
0.2
Amplitude

−0.2

−0.4
p3
−0.6

−0.8

−1
0 1 2 3 4 5 6 7 8 9 10
Time (secs)

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ESAT–SCD–SISTA CACSD pag. 213

Now consider LQG design.

Let
" #
4 0
Q = 2I2, Rw = 0.001I4, Rv = .
0 0.0001
From the results of the LQR and Kalman filter design ex-
amples in chapter 4 and 6, we obtain the optimal state
feedback gain K
" #
0.55 1.78 0.45 1.14 0.86 0.46
K=
0.45 1.14 0.55 1.78 0.46 0.86
and the optimal estimator gain
 
5.56e − 02 −1.67e + 00
 
 7.74e − 04 −5.71e − 01 
 
 5.56e − 02 1.67e + 00 
 
L= .
 7.74e − 04 5.71e − 01 
 
 4.32e − 05 −6.02e − 01 
 
4.32e − 05 6.02e − 01

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ESAT–SCD–SISTA CACSD pag. 214

The poles of the compensator with the K and L above are
at

−0.7204 ± 1.093i, −0.6294 ± 0.90502i, −1.308, −1.365.

These poles are obviously slower than those for pole

placement estimator design. As a consequence, the time
response is slower.

The initial condition response with x1(0) = x3(0) = 1 :

0.8

0.6
Amplitude

0.4
p3
0.2

0
T

−0.2
0 10 20 30 40 50 60 70 80 90 100
Time (secs)

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ESAT–SCD–SISTA CACSD pag. 215

 Matlab Functions

initial
kalman
lqg
lqgreg
lqr
reg

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