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Olivier Gehan
Ensicaen
olivier.gehan@ensicaen.fr
Outline
∗
1 1
∗
1 1
1 ∗ 1
Minimal Variance Control
The criteria
Find the control value u(t) that minimizes the following criteria
1 ∗ 1
Optimal prediction
/ 1
j = d+1
1/
Derivation of the criteria
∗
1 1
∗
1/ 1
Derivation
! ∗
! 1/
2 1/ 1
! !
#$ %& & /% () *) +)
=,- .-
#' % )
! ∗
0⇒ 1/ 1 0
!
Linear Time Invariant controller structure
! ∗
0⇒ 1/ 1 0
!
1/ ∗ 1
∗
1
∗
1
∗
2 3 4 1
Closed-loop analysis
7' 7$
v
+ + + y(t)
1 u(t) 5
∗
T 5
3 5 + 5 +
-
+
η t
2 5
+
∗ Reference sequence
A 7 System equation
2 ∗
3 4 1 Controller equation
Output performances
4 ∗
3
5 7
8+ 5 8+ 5
Input performances
4 ∗
2
5 1 7
8+ 5 8+ 5
Closed-loop performances
Characteristic polynomial
8+ 5 5 3 5 5 2 5
5 5 5 5 5 5
5 5 5 5 5
5 5
Perfect tracking !!
∗
D E / 1
2
7 7
8+ 5 5 5
One step ahead predictive control
The modified criteria
Find the control value u(t) that minimizes the following criteria
∗
1 1
∗
1/ 1
Derivation of the criteria
∗
1/ 1
! ∗
! 1/
2 1/ 1
! !
!
2
!
! 1/ ,- H- -
,-
! .-
J
! ! .. J
1
! !
Derivation of the criteria
! ∗
2,- 1/ 1 2μ
!
! ,- ∗
0⇒ 1 1/
!
Operate by () ∗
C L
1 1/
C
Linear Time Invariant controller structure
() ∗
C 1 1/
L
() ∗
C
L
1
,- ,- ,- ∗
+C 1
∗
3 2 4 1
Closed-loop performances
A 7 System equation
2 ∗
3 4 1 Controller equation
Output performances
4 ∗
3
5 7
8+ 5 8+ 5
Input performances
4 ∗
2
5 1 7
8+ 5 8+ 5
Closed-loop performances
Characteristic polynomial
8+ 5 5 3 5 5 2 5
,-
5 5 5 5 5 5
,-
5 5
(
5 5 5 + L) 5 5 5 5 5
,-
8+ 5 5 5 5 5
Equivalent implementation scheme
,- ∗ 1 1/
∗
1/ + ,- 1 5 5 y(t)
5 5
-
Prediction
1/
Equivalent scheme for stability analysis
&
7 0⇒ 1/ ) = y 1/ ) =
,- 1 5 y(t)
5 5
-
y(t+d+1) &
() ()
8+ 5 5 5 5 L
5 ⇒ 8+ 5 = 5 5 L
5
,-
4 ∗ ∗
,- ∗
8+ 8 8
5 ,- 5 ,- 5
∗ 5 8 5 5 5 5
Static performances
0
No bias 0⇒ 0 0
0 0 0
⇒ 1 D′ Integral action
Disturbance rejection
3 ()
7 S L
C
8+
O)
C :;< P
B :;< 9 :;< &C :;<
O)
C :;< B :;< 9 :;< &C :;<
P @ :;<
@ :;< >Q :;< C :;<
D
O)
P
B :;< 9 :;< &C :;<
>Q :;<
D
Find the control value u(t) that minimizes the following criteria
∗
1 1
R :;< ,- T-
with ) μ
S :;<
U-
∗
1/ 1
! ∗
! 1/
2 1/ 1
! !
!
2
!
! 1/ ,- H- -
,-
! .-
! U-
! T-
Derivation of the criteria
! ∗
U-
2,- 1/ 1 2μ
! T-
! ,- T- ∗
0⇒ 1 1/
! U-
Operate by C ∗
1 1/
C
Linear Time Invariant controller
∗
C 1
Operate by C H H ∗
1
H
∗
C H 1
∗
C H H F H 1
∗
3 2 4 1
Disturbance rejection
3
7 S C
8+
⇔ [
S C [
Closed-loop performances
A 7 System equation
2 ∗
3 4 1 Controller equation
Output performances
4 ∗
3
7
8+ 8+
Input performances
4 ∗
2
1 7
8+ 8+
Closed-loop performances
S C [
Characteristic polynomial
8+ 3 2
\C [
]
[ +
8+ [
Equivalent implementation scheme
∗ 1 1/
∗
1/ + 5 5 5 y(t)
5 [ 5 5
-
Prediction
1/
Equivalent scheme for stability analysis
&
7 0⇒ 1/ ) = y 1/ ) =
5 5 y(t)
5 [ 5 5
-
y(t+d+1) &
8+ 5 5 5 5 [ 5 5 5
&
7 0⇒ 1/ ) = y 1/ ) =
5 5 y(t)
5 [ 5 5
-
y(t+d+1) &
8+ 5 5 5 5 [ 5 5 5
4 ∗ ∗
8+ 5 5 [ 5 5 5
5 5 5
∗ 5 5 5 [ 5 5 5
Static performances
1 1
No bias 0⇒ 1 0
1 1 [ 1 1 1
1 ′ Integral action
Semi - Perfect and Perfect tracking
4 8+
9
5 5 4 5 5 Semi-perfect
∗ 5 8+ 5 1 tracking
5 5 [ 5 5 5 5 ^ 5
T 5 ^ 5
5 5 4 5 5 ^ 5 Perfect tracking
∗ 5 1
8+ 5 5 ^ 5
3 ()
7 S L
C
8+
O)
C :;< P
B :;< 9 :;< &C :;<
O)
C :;< B :;< 9 :;< &C :;<
P @ :;<
@ :;< >Q :;< C :;<
D
O)
P
B :;< 9 :;< &C :;<
>Q :;<
D