CONTROL SYSTEM

DESIGN
Graham C. Goodwin1
Stefan F. Graebe2
Mario E. Salgado3

Valparaı́so, January 2000

1 Centre for Integrated Dynamics and Control

University of Newcastle, NSW 2308 AUSTRALIA

2 OMV Aktiengesellschaft

Department of Optimization/Automation
Schwechat, AUSTRIA
3 Departamento de Electrónica

Universidad Técnica Federico Santa Marı́a

Valparaı́so, CHILE
Dedicated, in thankful appreciation
for support and understanding, to
Rosslyn
Alice
Marivı́
 CONTENTS OVERVIEW

I THE ELEMENTS 1
1 The Excitement of Control Engineering 5
2 Introduction to the Principles of Feedback 21
3 Modeling 41
4 Continuous Time Signals and Systems 65
II SISO CONTROL ESSENTIALS 117
5 Analysis of SISO Control Loops 121
6 Classical PID Control 157
7 Synthesis of SISO Controllers 177
III SISO CONTROL DESIGN 195
8 Fundamental Limitations in SISO Control 199
9 Frequency Domain Design Limitations 239
10 Architectural Issues in SISO Control 263
11 Dealing with Constraints 291
IV DIGITAL COMPUTER CONTROL 313
12 Models for Sampled Data Systems 317
13 Digital Control 351
14 Hybrid Control 385
V ADVANCED SISO CONTROL 401
15 SISO controller Parameterizations 405
16 Control Design Based on Optimization 455
17 Linear State Space Models 483
18 Synthesis via State Space Methods 515
19 Introduction to Nonlinear Control 547
VI MIMO CONTROL ESSENTIALS 583
20 Analysis of MIMO Control Loops 587
21 Exploiting SISO Techniques in MIMO Control 627
VII MIMO CONTROL DESIGN 649
22 Design via Optimal Control Techniques 653
23 Model Predictive Control 715
24 Fundamental Limitations in MIMO Control 743
VIII ADVANCED MIMO CONTROL 779
25 MIMO Controller Parameterizations 783
26 Decoupling 823
vii
 CONTENTS

CONTENTS OVERVIEW vii

ACKNOWLEDGEMENTS xxi

PREFACE xxiii

APPENDICES xxix

I THE ELEMENTS 1

PREVIEW 3

1 THE EXCITEMENT OF CONTROL ENGINEERING 5

1.1 Preview 5
1.2 Motivation for Control Engineering 5
1.3 Historical Periods of Control Theory 9
1.4 Types of Control System Design 10
1.5 System Integration 11
1.6 Summary 18
1.7 Further Reading 19

2 INTRODUCTION TO THE PRINCIPLES OF FEEDBACK 21

2.1 Preview 21
2.2 The Principal Goal of Control 21
2.3 A Motivating Industrial Example 22
2.4 Definition of the Problem 27
2.5 Prototype Solution to the Control Problem via Inversion 29

ix
x Contents Overview

2.6 High Gain Feedback and Inversion 32

2.7 From Open to Closed Loop Architectures 34
2.8 Trade-offs Involved in Choosing the Feedback Gain 36
2.9 Measurements 36
2.10 Summary 37
2.11 Further Reading 39

3 MODELING 41
3.1 Preview 41
3.2 The Raison d’être for Models 41
3.3 Model Complexity 42
3.4 Building Models 44
3.5 Model Structures 45
3.6 State Space Models 45
3.7 Solution of Continuous Time State Space Models 49
3.8 High Order Differential and Difference Equation Models 50
3.9 Modeling Errors 50
3.10 Linearization 52
3.11 Case Studies 57
3.12 Summary 58
3.13 Further Reading 60
3.14 Problems for the Reader 61

4 CONTINUOUS TIME SIGNALS AND SYSTEMS 65

4.1 Preview 65
4.2 Linear Continuous Time Models 65
4.3 Laplace Transforms 66
4.4 Laplace Transform. Properties and Examples 67
4.5 Transfer Functions 70
4.6 Stability of Transfer Functions 74
4.7 Impulse and Step Responses of Continuous Time Linear Systems 74
4.8 Poles, Zeros and Time Responses 76
4.9 Frequency Response 85
4.10 Fourier Transform 92
4.11 Frequently Encountered Models 97
4.12 Modeling Errors for Linear Systems 99
4.13 Bounds for Modeling Errors 103
4.14 Summary 104
Contents Overview xi

4.15 Further Reading 108

4.16 Problems for the Reader 109

II SISO CONTROL ESSENTIALS 115

PREVIEW 117

5 ANALYSIS OF SISO CONTROL LOOPS 119

5.1 Preview 119
5.2 Feedback Structures 119
5.3 Nominal Sensitivity Functions 123
5.4 Closed Loop Stability Based on the Characteristic Polynomial 125
5.5 Stability and Polynomial Analysis 126
5.6 Root Locus (RL) 132
5.7 Nominal Stability using Frequency Response 136
5.8 Relative Stability: Stability Margins and Sensitivity Peaks 141
5.9 Robustness 143
5.10 Summary 148
5.11 Further Reading 150
5.12 Problems for the Reader 152

6 CLASSICAL PID CONTROL 157

6.1 Preview 157
6.2 PID Structure 157
6.3 Empirical Tuning 160
6.4 Ziegler-Nichols (Z-N) Oscillation Method 160
6.5 Reaction Curve Based Methods 164
6.6 Lead-lag Compensators 167
6.7 Distillation Column 169
6.8 Summary 172
6.9 Further Reading 172
6.10 Problems for the Reader 174

7 SYNTHESIS OF SISO CONTROLLERS 177

7.1 Preview 177
7.2 Polynomial Approach 177
7.3 PI and PID Synthesis Revisited using Pole Assignment 185
7.4 Smith Predictor 187
xii Contents Overview

7.5 Summary 188

7.6 Further Reading 190
7.7 Problems for the Reader 191

III SISO CONTROL DESIGN 195

PREVIEW 197

8 FUNDAMENTAL LIMITATIONS IN SISO CONTROL 199

8.1 Preview 199
8.2 Sensors 200
8.3 Actuators 201
8.4 Disturbances 203
8.5 Model Error Limitations 204
8.6 Structural Limitations 205
8.7 Remedies 220
8.8 An Industrial Application (Reversing Mill) 225
8.9 Design Homogeneity Revisited 229
8.10 Summary 230
8.11 Further Reading 233
8.12 Problems for the Reader 235

9 FREQUENCY DOMAIN DESIGN LIMITATIONS 239

9.1 Preview 239
9.2 Bode’s Integral Constraints on Sensitivity 240
9.3 Integral Constraints on Complementary Sensitivity 244
9.4 Poisson Integral Constraint on Sensitivity 246
9.5 Poisson Integral Constraint on Complementary Sensitivity 252
9.6 Example of Design Trade-offs 254
9.7 Summary 257
9.8 Further Reading 258
9.9 Problems for the Reader 261

10 ARCHITECTURAL ISSUES IN SISO CONTROL 263

10.1 Preview 263
10.2 Models for Deterministic Disturbances and Reference Signals 263
10.3 Internal Model Principle for Disturbances 265
10.4 Internal Model Principle for Reference Tracking 269
Contents Overview xiii

10.5 Feedforward 269

10.6 Reference Feedforward 270
10.7 Disturbance feedforward 272
10.8 Industrial Applications of Feedforward Control 277
10.9 Cascade Control 279
10.10Summary 283
10.11Further Reading 286
10.12Problems for the reader 288

11 DEALING WITH CONSTRAINTS 291

11.1 Preview 291
11.2 Wind-Up 292
11.3 Anti-Windup Scheme 293
11.4 State Saturation 299
11.5 Introduction to Model Predictive Control 304
11.6 Summary 304
11.7 Further Reading 305
11.8 Problems for the Reader 307

IV DIGITAL COMPUTER CONTROL 313

PREVIEW 315

12 MODELS FOR SAMPLED DATA SYSTEMS 317

12.1 Preview 317
12.2 Sampling 317
12.3 Signal Reconstruction 319
12.4 Linear Discrete Time Models 320
12.5 The Shift Operator 320
12.6 Z–Transform 321
12.7 Discrete Transfer Functions 322
12.8 Discrete Delta Domain Models 326
12.9 Discrete Delta Transform 329
12.10Discrete Transfer Functions (Delta Form) 333
12.11Transfer Functions and Impulse Responses 334
12.12Discrete System Stability 334
12.13Obtaining Discrete Models for Sampled Continuous Systems 335
xiv Contents Overview

12.14Using Continuous State Space Models 338

12.15Frequency Response of Sampled Data Systems 340
12.16Summary 343
12.17Further Reading 346
12.18Problems for the Reader 347

13 DIGITAL CONTROL 351

13.1 Preview 351
13.2 Discrete Time Sensitivity Functions 351
13.3 Zeros of Sampled Data Systems 353
13.4 Is a Special Theory of Digital Control Design Really Necessary? 355
13.5 Approximate Continuous Designs 356
13.6 At-Sample Digital Design 360
13.7 Internal Model Principle for Digital Control 371
13.8 Fundamental Performance Limitations 375
13.9 Summary 379
13.10Further Reading 380
13.11Problems for the Reader 381

14 HYBRID CONTROL 385

14.1 Preview 385
14.2 Hybrid Analysis 385
14.3 Models for Hybrid Control Systems 385
14.4 Analysis of Intersample Behavior 389
14.5 Repetitive Control Revisited 391
14.6 Poisson Summation Formula 392
14.7 Summary 394
14.8 Further Reading 395
14.9 Problems for the Reader 396

V ADVANCED SISO CONTROL 401

PREVIEW 403

15 SISO CONTROLLER PARAMETERIZATIONS 405

15.1 Preview 405
15.2 Open Loop Inversion Revisited 405
15.3 Affine Parameterization. The Stable Case 406
Contents Overview xv

15.4 PID Synthesis using the Affine Parameterization 416

15.5 Affine Parameterization for Systems having Time Delays 425
15.6 Undesirable Closed Loop Poles 428
15.7 Affine Parameterization: The Unstable Open Loop Case 437
15.8 Discrete Time Systems 444
15.9 Summary 445
15.10Further reading 449
15.11Problems for the reader 451

16 CONTROL DESIGN BASED ON OPTIMIZATION 455

16.1 Preview 455
16.2 Optimal Q (Affine) Synthesis 456
16.3 Robust Control Design with Confidence Bounds 462
16.4 Summary 476
16.5 Further Reading 476
16.6 Problems for the Reader 479

17 LINEAR STATE SPACE MODELS 483

17.1 Preview 483
17.2 Linear Continuous Time State Space Models 483
17.3 Similarity Transformations 484
17.4 Transfer Functions Revisited 486
17.5 From Transfer Function to State Space Representation 488
17.6 Controllability and Stabilizability 489
17.7 Observability and Detectability 499
17.8 Canonical Decomposition 505
17.9 Pole Zero Cancellation and System Properties 507
17.10Summary 511
17.11Further Reading 513
17.12Problems for the Reader 514

18 SYNTHESIS VIA STATE SPACE METHODS 519

18.1 Preview 519
18.2 Pole Assignment by State Feedback 519
18.3 Observers 523
18.4 Combining State Feedback with an Observer 529
18.5 Transfer Function Interpretations 531
xvi Contents Overview

18.6 Reinterpretation of the Affine Parameterization of all Stabilizing Con-

trollers 537
18.7 State Space Interpretation of Internal Model Principle 538
18.8 Trade-Offs in State Feedback and Observers 543
18.9 Dealing with Input Constraints in the Context of State Estimate
Feedback 544
18.10Summary 545
18.11Further Reading 547
18.12Problems for the Reader 548

19 INTRODUCTION TO NONLINEAR CONTROL 551

19.1 Preview 551
19.2 Linear Control of a Nonlinear Plant 551
19.3 Switched Linear Controllers 556
19.4 Control of Systems with Smooth Nonlinearities 559
19.5 Static Input Nonlinearities 559
19.6 Smooth Dynamic Nonlinearities for Stable and Stably Invertible Models560
19.7 Disturbance Issues in Nonlinear Control 567
19.8 More General Plants with Smooth Nonlinearities 572
19.9 Non-Smooth Nonlinearities 575
19.10Stability of Nonlinear Systems 577
19.11Summary 581
19.12Further Reading 583
19.13Problems for the Reader 585

VI MIMO CONTROL ESSENTIALS 587

PREVIEW 589

20 ANALYSIS OF MIMO CONTROL LOOPS 591

20.1 Preview 591
20.2 Motivational Examples 591
20.3 Models for Multivariable Systems 593
20.4 The Basic MIMO Control Loop 603
20.5 Closed Loop Stability 605
20.6 Steady State Response for Step Inputs 609
20.7 Frequency Domain Analysis 610
20.8 Robustness Issues 620
Contents Overview xvii

20.9 Summary 622

20.10Further Reading 625
20.11Problems for the Reader 627

21 EXPLOITING SISO TECHNIQUES IN MIMO CONTROL 631

21.1 Preview 631
21.2 Completely Decentralized Control 631
21.3 Pairing of Inputs and Outputs 635
21.4 Robustness Issues in Decentralized Control 638
21.5 Feedforward Action in Decentralized Control 641
21.6 Converting MIMO Problems to SISO Problems 643
21.7 Industrial Case Study (Strip Flatness Control) 644
21.8 Summary 648
21.9 Further Reading 649
21.10Problems for the Reader 650

VII MIMO CONTROL DESIGN 653

PREVIEW 655

22 DESIGN VIA OPTIMAL CONTROL TECHNIQUES 657

22.1 Preview 657
22.2 State Estimate Feedback 657
22.3 Dynamic Programming and Optimal Control 660
22.4 The Linear Quadratic Regulator (LQR) 663
22.5 Properties of the Linear Quadratic Optimal Regulator 665
22.6 Model Matching Based on Linear Quadratic Optimal Regulators 669
22.7 Discrete Time Optimal Regulators 672
22.8 Connections to Pole Assignment 674
22.9 Observer Design 676
22.10Linear Optimal Filters 677
22.11State Estimate Feedback 690
22.12Transfer Function Interpretation 691
22.13Achieving Integral Action in LQR Synthesis 693
22.14Industrial Applications 695
22.15Summary 709
22.16Further Reading 712
xviii Contents Overview

22.17Problems for the Reader 715

23 MODEL PREDICTIVE CONTROL 719

23.1 Preview 719
23.2 Anti-Windup Revisited 720
23.3 What is Model Predictive Control? 724
23.4 Stability 728
23.5 Linear Models with Quadratic Cost Function 731
23.6 State Estimation and Disturbance Prediction 734
23.7 Rudder Roll Stabilization of Ships 736
23.8 Summary 740
23.9 Further Reading 741
23.10Problems for the Reader 743

24 FUNDAMENTAL LIMITATIONS IN MIMO CONTROL 747

24.1 Preview 747
24.2 Closed Loop Transfer Function 748
24.3 MIMO Internal Model Principle 749
24.4 The Cost of the Internal Model Principle 749
24.5 RHP Poles and Zeros 750
24.6 Time Domain Constraints 751
24.7 Poisson Integral Constraints on MIMO Complementary Sensitivity 756
24.8 Poisson Integral Constraints on MIMO Sensitivity 758
24.9 Interpretation 760
24.10An Industrial Application: Sugar Mill 762
24.11Non-Square Systems 773
24.12Discrete Time Systems 776
24.13Summary 777
24.14Further Reading 778
24.15Problems for the Reader 780

VIII ADVANCED MIMO CONTROL 783

PREVIEW 785

25 MIMO CONTROLLER PARAMETERIZATIONS 787

25.1 Preview 787
25.2 Affine Parameterization: Stable MIMO Plants 787
Contents Overview xix

25.3 Achieved Sensitivities 789

25.4 Dealing with Model Relative Degree 789
25.5 Dealing with NMP Zeros 800
25.6 Affine Parameterization: Unstable MIMO Plants 817
25.7 State Space Implementation 820
25.8 Summary 823
25.9 Further Reading 824
25.10Problems for the Reader 826

26 DECOUPLING 829
26.1 Preview 829
26.2 Stable Systems 830
26.3 Pre and post Diagonalization 837
26.4 Unstable Systems 839
26.5 Zeros of Decoupled and Partially Decoupled Systems 848
26.6 Frequency Domain Constraints for Dynamically Decoupled Systems 852
26.7 The Cost of Decoupling 854
26.8 Input Saturation 858
26.9 MIMO Anti Wind-Up Mechanism 859
26.10Summary 867
26.11Further Reading 869
26.12Problems for the Reader 871

NAME INDEX 873

SUBJECT INDEX 877