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EECE 574 - Adaptive Control

Model-Reference Adaptive Control - An Overview

Guy Dumont

Department of Electrical and Computer Engineering


University of British Columbia

January 2013

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 1 / 73


Model-Reference Adaptive Systems

The MRAC or MRAS is an important adaptive control methodology 1

1 see Chapter 5 of the Åström and Wittenmark textbook, or H. Butler,

”Model-Reference Adaptive Control-From Theory to Practice”, Prentice-Hall, 1992


Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 2 / 73
Model-Reference Adaptive Systems

The MIT rule


Lyapunov stability theory
Design of MRAS based on Lyapunov stability theory
Hyperstability and passivity theory
The error model
Augmented error
A model-following MRAS

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 3 / 73


MIT Rule The Basics

The MIT Rule

Original approach to MRAC developed around 1960 at MIT for


aerospace applications
With e = y − ym , adjust the parameters θ to minimize
1
J(θ ) = e2
2
It is reasonable to adjust the parameters in the direction of the negative
gradient of J:
dθ ∂J ∂e
= −γ = −γe
dt ∂θ ∂θ
∂ e/∂ θ is called the sensitivity derivative of the system and is evaluated
under the assumption that θ varies slowly

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 4 / 73


MIT Rule The Basics

The MIT Rule

The derivative of J is then described by


 2
dJ ∂e ∂e
=e = −γe2
dt ∂t ∂θ

Alternatively, one may consider J(e) = |e| in which case

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

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 5 / 73


MIT Rule Examples

MIT Rule: Example 1

Process: y = kG(s) where G(s) is known but k is unknown


The desired response is ym = k0 G(s)uc
Controller is u = θ uc
Then e = y − ym = kG(p)θ uc − k0 G(p)uc
Sensitivity derivative

∂e k
= kG(p)uc = ym
∂θ k0
MIT rule
dθ k
= γ 0 ym e = −γym e
dt k0

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 6 / 73


MIT Rule Examples

MIT Rule: Example 1

Figure: MIT rule for adjustment of feedforward gain (from textbook).

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 7 / 73


MIT Rule Examples

MIT Rule: Example 1

Figure: MIT rule for adjustment of feedforward gain: Simulation results (from
textbook).

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 8 / 73


MIT Rule Examples

MIT Rule: Example 2

Consider the first-order system


dy
= −ay + bu
dt
The desired closed-loop system is
dym
= −am ym + bm uc
dt
Applying model-following design (see lecture notes on pole placement)

deg A0 ≥ 0 deg S = deg R = deg T = 0

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 9 / 73


MIT Rule Examples

MIT Rule: Example 2

The controller is then


u(t) = t0 uc (t) − s0 y(t)
For perfect model-following
dy
= −ay(t) + b[t0 uc (t) − s0 y(t)]
dt
= −(a + bs0 )y(t) + bt0 uc
= −am ym (t) + bm uc

This implies
am − a
s0 =
b
bm
t0 =
b

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 10 / 73


MIT Rule Examples

MIT Rule: Example 2

With the controller we can write2


bt0
y= uc
p + a + bs0
With e = y − ym , the sensitivity derivatives are

∂e b
= uc
∂ t0 p + a + bs0
∂e b 2 t0 b
= 2
uc = y
∂ s0 (p + a + bs0 ) p + a + bs0

2p is the differential operator d(.)/dt


Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 11 / 73
MIT Rule Examples

MIT Rule: Example 2

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 January 2013 12 / 73
MIT Rule Examples

MIT Rule: Example 2

Figure: MIT rule for first-order (from textbook)

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 13 / 73


MIT Rule Examples

MIT Rule: Example 2

Figure: Simulation of MIT rule for first-order with a = 1, b = 0.5, am = bm = 2 and


γ = 1(from textbook)

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 14 / 73


MIT Rule Examples

MIT Rule: Example 2

Figure: Simulation of MIT rule for first-order with a = 1, b = 0.5, am = bm = 2.


Controller parameters for γ = 0.2, 1 and 5(from textbook)

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 15 / 73


MIT Rule Examples

MIT Rule: Example 2

Figure: Simulation of MIT rule for first-order with a = 1, b = 0.5, am = bm = 2.


Relation between controller parameters θ1 and θ2 . The dashed line is θ2 = θ1 − a/b.
(from textbook)

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 16 / 73


MIT Rule Stability of the Adaptive Loop

Stability of the Adaptive Loop

Consider again the adaptation of a feedforward gain


1
G=
s2 + a1 s + a2
e = (θ − θ0 )Guc

∂e ym
= Guc =
∂θ θ0
dθ ∂e ym
= −γ 0 e = −γ 0 e = −γeym
dt ∂θ θ0

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 17 / 73


MIT Rule Stability of the Adaptive Loop

Stability of the Adaptive Loop

Thus the system can be described as

d 2 ym dym
+ a1 + a2 ym = θ0 uc
dt2 dt
d2 y dy
+ a1 + a2 y = θ uc
dt2 dt

= −γ(y − ym )ym
dt
This is difficult to solve analytically

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 18 / 73


MIT Rule Stability of the Adaptive Loop

Stability of the Adaptive Loop

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

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 19 / 73


MIT Rule Stability of the Adaptive Loop

Stability of the Adaptive Loop

Figure: Influence on convergence and stability of signal amplitude for MIT rule
(from textbook)

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 20 / 73


MIT Rule Modified MIT Rule

Modified MIT Rule

Normalization can be used to protect against dependence on the signal


amplitudes
With ϕ = ∂ e/∂ θ , the MIT rule can be written as


= −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

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 21 / 73


MIT Rule Modified MIT Rule

Modified MIT Rule

Figure: Influence on convergence and stability of signal amplitude for modified MIT
rule (from textbook)

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 22 / 73


Lyapunov Design of MRAC Lyapunov Theory

Lyapunov Stability Theory

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

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 23 / 73


Lyapunov Design of MRAC Lyapunov Theory

Lyapunov Stability Theory

Consider the nonlinear time-varying system

ẋ = f (x, t) with f (0, t) = 0

If at time t = t0 kx(0)k = δ , i.e. if the initial state is not the equlibrium


state x∗ = 0, what will happen?
There are four possibilities

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 24 / 73


Lyapunov Design of MRAC Lyapunov Theory

Lyapunov Stability Theory

The system is stable. For a sufficiently small δ , x stays within ε of x∗ . If


δ can be chosen independently of t0 , then the system is said to be
uniformly stable.
The system is unstable. It is possible to find ε which does not allow any
δ.
The system is asymptotically stable. For δ < R and an arbitrary ε, there
exists t∗ such that for all t > t∗ , kx − x∗ k < ε. It implies that kx − x∗ k → 0
as t → ∞.
If asymptotic stability is guaranteed for any δ , the system is globally
asymptotically stable.

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 25 / 73


Lyapunov Design of MRAC Lyapunov Theory

Lyapunov Stability Theory

A scalar time-varying function is locally positive definite if V(o, t) = 0


and there exists a time-invariant positive definite function V0 (x) such that
∀t ≥ t0 , V(x, t) ≥ V0 (x). In other words, it dominates a time-invariant
positive definite function.
V(x, t) is radially unbounded if 0 < αkxk ≤ V(x, t), α > 0.
A scalar time-varying function is said to be decrescent if V(o, t) = 0 and
there exists a time-invariant positive definite function V1 (x) such that
∀t ≥ t0 , V(x, t) ≤ V1 (x).
In other words, it is dominated by a time-invariant positive definite
function.

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 26 / 73


Lyapunov Design of MRAC Lyapunov Theory

Lyapunov Stability Theory

Theorem (Lyapunov Theorem)


Stability: if in a ball BR around the equilibrium point 0, there exists a scalar function
V(x, t) with continuous partial derivatives such that
1 V is positive definite
2 V̇ is negative semi-definite
then the equilibrium point is stable.
Uniform stability and uniform asymptotic stability: If furthermore,
3 V is decrescent
then the origin is uniformly stable. If condition 2 is strengthened by requiring that V̇ be
negative definite, then the equilibrium is uniformly asymptotically stable.
Global uniform asymptotic stability: If BR is replaced by the whole state space, and
condition 1, the strengthened condition 2, condition 3 and the condition
4 V(x,t) is radially unbounded
are all satisfied, then the equilibrium point at 0 is globally uniformly asymptotically
stable.

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 27 / 73


Lyapunov Design of MRAC Lyapunov Theory

Lyapunov Stability Theory

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

where both P and Γ−1 are positive definite matrices.


3 The time derivative of V is calculated. Typically, it will have the form

V̇ = −eT Qe + some terms including φ

Putting the extra terms to zero will ensure negative definiteness for V̇ if Q is
positive definite, and will provide the adaptive law.

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 28 / 73


Lyapunov Design of MRAC Lyapunov Design of MRAC

Stability of Adaptive Loop

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Lyapunov Design of MRAC Lyapunov Design of MRAC

Lyapunov Design of MRAC

Determine controller structure


Derive the error equation
Find a Lyapunov equation
Determine adaptation law that satisfies Lyapunov theorem

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 30 / 73


Lyapunov Design of MRAC Lyapunov Design of MRAC

Adaptation of Feedforward Gain

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

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 31 / 73


Lyapunov Design of MRAC Lyapunov Design of MRAC

Adaptation of Feedforward Gain

System model
dy
= −ay + ku
dt

= ??
dt
Desired equilibrium

e = 0
k0
θ = θ0 =
k

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 32 / 73


Lyapunov Design of MRAC Lyapunov Design of MRAC

Adaptation of Feedforward Gain

Consider the Lyapunov function


γ 2 k
V(e, θ ) = e + (θ − θ0 )2
2 2
dV dθ
= −γae2 + (kθ − k0 )( + γuc e)
dt dt
Choosing the adjustment rule


= −γuc e
dt
gives
dV
= −γae2
dt

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 33 / 73


Lyapunov Design of MRAC Lyapunov Design of MRAC

Adaptation of Feedforward Gain


Lyapunov rule: dt = −γuc e MIT rule: dθ
dt = −γym e

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 34 / 73


Lyapunov Design of MRAC Lyapunov Design of MRAC

Adaptation of Feedforward Gain

Lyapunov rule: MIT rule:

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 35 / 73


Lyapunov Design of MRAC Lyapunov Design of MRAC

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

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 36 / 73


Lyapunov Design of MRAC Lyapunov Design of MRAC

First-order System

Candidate Lyapunov function


 
1 2 1 2 1 2
V(t, θ1 , θ2 ) = e + (bθ2 + a − am ) + (bθ1 − bm )
2 bγ bγ

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

This suggests the adaptation law


dθ1
= −γuc e
dt
dθ2
= γye
dt

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 37 / 73


Lyapunov Design of MRAC Lyapunov Design of MRAC

First-order System

Lyapunov Rule MIT Rule

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 38 / 73


Lyapunov Design of MRAC Lyapunov Design of MRAC

First-order System

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 39 / 73


Lyapunov Design of MRAC Lyapunov Design of MRAC

Lyapunov-based MRAC Design

The main advantage of Lyapunov design is that it guarantees a


closed-loop system.
For a linear, asymptotically stable governed by a matrix A, a positive
symmetric matrix Q yields a positive symmetric matrix P by the equation

AT P + PA = −Q

This equation is known as Lyapunov’s equation.

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 40 / 73


Lyapunov Design of MRAC Lyapunov Design of MRAC

Lyapunov-based MRAC Design

The main drawback of Lyapunov design is that there is no systematic


way of finding a suitable Lyapunov function V leading to a specific
adaptive law.
For example, if one wants to add a proportional term to the adaptive law,
it is not trivial to find the corresponding Lyapunov function.
The hyperstability approach is more flexible than the Lyapunov
approach.

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 41 / 73


Lyapunov Design of MRAC State Feedback

The Lyapunov Equation

Let the linear system


ẋ = AX
be stable
Let Q be an arbitrary positive definite matrix
Then the Lyapunov equation

AT P + PA = −Q

always has a unique solution where P is positive definite.


The function
V(x) = xT Px
is then a Lyapunov function

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 42 / 73


Lyapunov Design of MRAC State Feedback

State Feedback

Process: ẋ = Ax + Bu
Desired response: ẋm = Am xm + Bm uc
Control law: u = Muc − Lx
Closed-loop system

ẋ = Ax + Bu = (A − BL)x + BMuc = Ac (θ )x + Bc (θ )uc

The parametrization is Ac (θ ) = Am and Bc (θ ) = Bm


For compatibility we need A − Am = BL and Bm = BM

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 43 / 73


Lyapunov Design of MRAC State Feedback

Error Equation

The error e = x − xm satisfies

ė = ẋ − ẋm = Ax + Bu − Axm − Bm uc

Hence

ė = Am e + (A − Am − BL)x + (BM − Bm )uc


= Am e + (Ac (θ ) − Am )x + (Bc (θ ) − Bm )uc
= Am e + Ψ(θ − θ0 )

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 44 / 73


Lyapunov Design of MRAC State Feedback

The Lyapunov Function

Try
1
γeT Pe + (θ − θ0 )T (θ − θ0 )

V(e, θ ) =
2
Differentiating V
γ
V̇ = (ėT Pe + eT Pė) + (θ − θ0 )T θ̇
2
Then with ė = Am e + Ψ(θ − θ0 ) we can write
γ T T
e Am + Ψ(θ − θ0 ) Pe + eT (Am e + Ψ(θ − θ0 )
 
V̇ =
2
+(θ − θ0 )T θ̇

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 45 / 73


Lyapunov Design of MRAC State Feedback

The Lyapunov Function

Now, consider the Lyapunov equation ATm P + PAm = −Q (possible


because reference model always stable)
γ
V̇ = − eT Qe + γ(θ − θ0 )T ΨT Pe + (θ − θ0 )T θ̇
2
γ
= − eT Qe + (θ − θ0 )T (θ̇ + γΨT Pe)
2
If the parameter adjustment law is chosen as

= −γΨT Pe
dt
We obtain
dV γ
= − eT Qe
dt 2
which is negative semi-definite
Note that this assumes knowledge of the state.
Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 46 / 73
Lyapunov Design of MRAC Adaptation of Feedforward Gain

Adaptation of Feedforward Gain

Consider the error

e = (kG(p)θ − k0 G(p))uc = kG(p)(θ − θ0 )uc

With

ẋ = Ax + B(θ − θ0 )uc
e = Cx

A candidate Lyapunov function is


1
V = (γxT Px + (θ − θ0 )2 )
2
Let
AT P + PA = −Q

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 47 / 73


Lyapunov Design of MRAC Adaptation of Feedforward Gain

Adaptation of Feedforward Gain

Differentiating V
γ T
ẋ Px + xT Pẋ + (θ − θ0 )θ̇

V̇ =
2
Which after using the model for ẋ and the Lyapunov equation gives
γ
V̇ = − xT Qx + (θ − θ0 ) θ̇ + γuc BT Px

2
Using the adaptation law


= −γuc BT Px
dt
gives
dV γ
= − xT Qx
dt 2

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 48 / 73


Lyapunov Design of MRAC Adaptation of Feedforward Gain

Output Feedback

The adaptation law



= −γuc BT Px
dt
assumes knowledge of the state x
If we can find P such that
BT P = C
then the adaptation law becomes


= −γuc e
dt
i.e. this is now output feedback and the state x is not required
When is it possible to do so?

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 49 / 73


Lyapunov Design of MRAC Kalman-Yakubovich Lemma

Kalman-Yakubovich Lemma

Definition: Positive real transfer function


A rational transfer function G with real coefficients is positive real (PR) if

Re G(s) ≥ 0 for Re s ≥ 0

A rational transfer function G with real coefficients is strictly positive real


(SPR) if G(s − ε) is PR for some ε > 0
G(s) = 1/(s + 1) is SPR
G(s) = 1/s is PR bur not SPR

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 50 / 73


Lyapunov Design of MRAC Kalman-Yakubovich Lemma

Kalman-Yakubovich Lemma

Theorem (Kalman-Yakubovich Lemma)


Let the linear time-invariant system

ẋ = Ax + Bu
y = Cx

be completely controllable and completely observable. The transfer function

G(s) = C(sI − A)−1 B

is strictly positive real if and only if there exist positive definite matrices P and
Q such that

AT P + PA = −Q
BT P = C

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 51 / 73


The Small Gain Theorem Definitions

Operator View of Dynamical Systems

L2 norm
Z ∞
 21
2
kuk = u (t)dt
−∞

L∞ norm

kuk = sup |u(t)|


0≤t<∞

Truncation operator:

x(t) 0 ≤ t ≤ T
xT (t) =
0 t>T

L2e = x | kxT k2 = hxT |xT i < ∞




Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 52 / 73


The Small Gain Theorem Definitions

The Notion of Gain

Gain of a nonlinear system


Let the signal space be Xe . The gain γ(S) of a system S is defined as

kSuk
γ(S) = sup
u∈Xe kuk

where u is the input signal to the system.


The gain is thus the smallest value γ such that

kSuk ≤ γ(S)kuk for all u ∈ Xe

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 53 / 73


The Small Gain Theorem Definitions

The Notion of Gain


For a linear system G with signals in L2e ,
γ(G) = max |G(iω)|
ω

Static nonlinear system y(t) = f (u(t)), the gain of the system is


|f (u)|
γ = max
u |u|

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 54 / 73


The Small Gain Theorem Definitions

BIBO Stability

Definition
A system is bounded-input, bounded-output (BIBO) stable if it has bounded
gain

A BIBO stable system is a system for which the outputs will remain
bounded for all time, for any finite initial condition and input.
A continuous-time linear time-invariant system is BIBO stable if and
only if all the poles of the system have real parts less than 0.

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 55 / 73


The Small Gain Theorem Definitions

The Small Gain Theorem

Theorem (The Small Gain Theorem)


Consider the system

Let γ1 and γ2 be the gains of the systems H1 and H2 . The closed-loop system is
then BIBO stable if
γ1
γ1 γ2 < 1 and its gain is less than γ=
1 − γ1 γ2

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 56 / 73


Positivity and Passivity Background

Positivity and Passivity

Positivity and passivity are nearly equivalent concepts.


Positivity is a property of linear systems, while passivity is a more
general concept, applicable to both linear and nonlinear systems.
The scalar, controllable system

ẋ = Ax + bu
y = cT x

with a transfer function

H(s) = cT (sI − A)−1 b

is said to be positive real (PR) if Re[H(s)] ≥ 0 for all Re(s) ≥ 0.

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 57 / 73


Positivity and Passivity Background

Positivity and Passivity

If s = jω, it means that the Nyquist diagram of H(jω) must lies in the
right half plane, including the imaginary axis.
Thus, the phase shift must be between −90 deg and +90 deg.
The Kalman-Yakubovich lemma states that the system H(s) is strictly
positive real if there exist positive definite matrices P and Q such that:

AT P + PA = −Q
Pb = c

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 58 / 73


Positivity and Passivity Background

Positivity and Passivity

Passivity is a general form of positivity


A passive linear system must be positive real and vice-versa.
Consider a system with input u and output y. The energy of the system is
such that
d
[Stored energy]=[external power input]+[internal power generation]
dt
If the internal power generation is negative, then the system is
dissipative or strictly passive. If the internal power generation is less
than or equal to zero the system is passive.

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 59 / 73


Positivity and Passivity Background

Positivity and Passivity

If the input u and output y are such that the external power input is
expressed as uT y, then
The system is passive if hy|ui ≥ 0
The system is input strictly passive (ISP) if there exists ε > 0 such that
hy|ui ≥ kuk2
The system is output strictly passive (OSP) if there exists ε > 0 such that
hy|ui ≥ kyk2
Examples include electrical networks (power proportional to product of
current and voltage), mass-spring systems (mechanical power is force ×
velocity).

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 60 / 73


Positivity and Passivity Background

The Passivity Theorem

Theorem (Passivity Theorem)


Consider the system

Let H1 be strictly output passive and H2 be passive. The closed-loop system is


then BIBO stable

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 61 / 73


Positivity and Passivity Background

Positive Real Transfer Functions

A rational transfer function G(s) with real coefficients is PR if and only if the
following conditions hold
1 The function has no poles in the right half-plane
2 If the function has poles on the imaginary axis or at infinity, they are
simple poles with positive residues
3 The real part of G is nonnegative along the iω axis

Re(G(iω)) ≥ 0

G is SPR if conditions 1 and 3 hold and if G(s) has no poles or zeros on the
imaginary axis

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 62 / 73


Positivity and Passivity Background

Positivity and Passivity

Positive real (PR): Re G(jω) ≥ 0


Input strictly passive (ISP): Re G(jω) ≥ ε > 0
Input strictly passive (ISP): Re G(jω) ≥ ε|G(jω)|2
Examples
G(s) = s + 1 is SPR and ISP but not OSP
G(s) = 1/(s + 1) is SPR and OSP but not ISP
G(s) = (s2 + 1)/(s + 1)2 is OSP and ISP but not SPR
G(s) = 1/s is PR, but not SPR, OSP or ISP

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 63 / 73


Positivity and Passivity Background

Positive Real Transfer Functions

Theorem (Lemma)
Let r be a bounded square integrable function, and let G(s) be a positive real
transfer function. The system whose input-output relation is given by

y = r(G(p)ru)

is then passive.

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 64 / 73


Positivity and Passivity Application to Adaptive Control

Adaptation of Feedforward Gain


MIT rule:

Lyapunov rule:

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 65 / 73


Positivity and Passivity Application to Adaptive Control

Analysis
Redraw (b) as:

Because γ/s is PR, H is passive


Thus, if G is SPR, the passivity theorem implies that the system is L2 (BIBO) stable
If non-zero initial conditions, e(t) is still in L2 and thus goes to zero as t → ∞
This is stable for all γ > 0, so the adaptation can be made arbitrarily fast as long as G is
SPR
If G is not SPR, then may be possible to introduce a compensator Gc such that GGc is
SPR
Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 66 / 73
Positivity and Passivity Application to Adaptive Control

Analysis

The Kalman-Yakubovich lemma can be used to find Gc such that GGc is


PR
However, when relative degree of G is greater than 1, Gc will contain
derivatives
Augmented error

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 67 / 73


Positivity and Passivity Application to Adaptive Control

Augmented Error

Factor G as
G = G1 G2
where G1 is SPR

e = G(θ − θ0 )uc = (G1 G2 )(θ − θ0 )uc


= G1 (G2 (θ − θ0 )uc (θ − θ0 )G2 uc − (θ − θ0 )G2 uc )

Introduce the augmented error

ε = e+η

where η is the error augmentation defined by

η = G1 (θ − θ0 )G2uc − G(θ − θ0 )uc = G1 (θ G2 uc) − Gθ uc

The correction term η vanishes when θ is constant


Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 68 / 73
Positivity and Passivity Application to Adaptive Control

Augmented Error

The adaptation law


θ̇ = −γεG2 uc
gives a closed-loop system where e(t) goes to zero as t goes to infinity

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 69 / 73


Positivity and Passivity Application to Adaptive Control

Augmented Error

Error augmentation is a fundamental idea in MRAC


Details can sometimes be messy...
See example in Section 5.8 for an output feedback design
Error signal
b0
e= (Ru + Sy − Tuc )
A0 Am
Key is introduction of a filter Q such that b0 Q/A0 Am is SPR and
ef = Qe/P
Then the closed-loop system is BIBO stable

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 70 / 73


Positivity and Passivity Example

Active Suspension

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 71 / 73


Positivity and Passivity Example

Active Suspension

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 72 / 73


Positivity and Passivity Example

Active Suspension

Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 73 / 73

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