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On Overshoot and Nonminimum Phase Zeros

Article  in  IEEE Transactions on Automatic Control · September 2006

DOI: 10.1109/TAC.2006.878745 · Source: IEEE Xplore

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1378 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 51, NO. 8, AUGUST 2006

On Overshoot and Nonminimum Phase Zeros

James Stewart and Daniel E. Davison

Abstract—It is widely known that real nonminimum phase zeros lead to

step response undershoot, and that the size of the undershoot necessarily
tends to infinity as the settling time tends to zero. In this note, we show
that the presence of two or more real nonminimum phase zeros can lead
to step response overshoot in addition to undershoot. A lower bound on
the overshoot is derived, and it is shown that the overshoot, like the un-
dershoot, necessarily tends to infinity as the settling time tends to zero. The
results are derived for single-input–single-output linear time-invariant con-
tinuous-time systems, and apply to both open-loop control and general two
degree-of-freedom closed-loop control.
Index Terms—Nonminimum phase zeros, overshoot, transient response,
undershoot.

I. INTRODUCTION
This note focuses on the control of continuous-time plants that have
real nonminimum phase (NMP) zeros, i.e., zeros on the positive real
axis in the complex plane. It is well established that NMP zeros limit the
achievable closed-loop performance; representative works that discuss
such performance limitations include [1]–[6], and good overviews of
these and related results include [7] and [8]. Perhaps the most familiar
characteristic of real NMP zeros is that they lead to undershoot in the
step response. The purpose of this note is to show that NMP zeros can
also lead to overshoot in the step response. The main result is that if the
plant has two or more real NMP zeros (and any number of additional
zeros located anywhere in the complex plane), then there is overshoot
if the speed of response is fast enough.
The conclusions of this note complement, and in no way contradict,
work on the synthesis of compensators that result in a nonovershooting
closed-loop step response. For example, in [9], a control strategy is de-
signed to guarantee a nonovershooting step response, but the results
assume there is at most one NMP zero (and also use state feedback,
whereas the results in the present note apply to output feedback); in
[10], a nonovershooting control scheme is devised that applies even if
the plant has multiple NMP zeros, but the scheme relies critically on
making the closed-loop response sufficiently slow; and in [11] and [12],
nonovershooting controllers are considered where there are no con-
Fig. 1. Control configurations considered in this note. (a) General two
degrees-of-freedom feedback scheme. (b) Classical unity feedback one degree-
of-freedom feedback scheme. (c) Open-loop scheme. (d) Observer-based state-
feedback control scheme with integral action.
a general two degrees-of-freedom (2-DOF) control configuration, as
shown in Fig. 1(a); note that classical 1-DOF control [see Fig. 1(b)],
open-loop control [see Fig. 1(c)], and standard control schemes based
on state-space methods [such as that shown in Fig. 1(d)] are special
cases of Fig. 1(a). Denote the closed-loop transfer function from R(s)
to Y (s) in Fig. 1(a) by H (s). Assuming closed-loop stability, the zeros
of H (s) include all the NMP zeros of P (s). Assuming that P (s) is
strictly proper, then H (s) is also strictly proper. Hence, throughout
this note H (s) is assumed to be a stable strictly proper NMP transfer
function with input R(s) and output Y (s). We are especially concerned
about the unit step response of H (s), so R(s) = 1=s throughout. The
following characteristics of the step response, y (t), will be used (see
Fig. 2).
• The steady-state value of y (t), denoted y , is y 1 1=
limt!1 y (t). The final value theorem immediately gives

straints on the speed of response, but the results apply only if the plant 1
y 1
= H (0). Throughout, we assume y > 0, although similar
is minimum phase. The conclusions of this note also complement other results can be derived if y < 0 by considering the signal 0y (t)
1
results related to step response overshoot and pole-zero locations. For instead of y (t).
example, it is well known that a single minimum-phase zero can lead • The undershoot of the step response, denoted yus , is the smallest
to step response overshoot (e.g., see [7]); of course, a key difference nonnegative number such that
between minimum-phase zeros and NMP zeros is that it is possible to
cancel out the former, but not the latter, and still maintain closed-loop y ( t) 0 yus 8 0
t :
stability. Similarly, a real unstable plant pole leads to closed-loop step
response overshoot, assuming that a one degree-of-freedom control
In this note, we say that y (t) “exhibits undershoot” if yus > 0.
configuration is used (e.g., see [7]).
(Readers should beware that alternate definitions have been used.
Throughout this note, let P (s) denote the known plant which has
For example, in [2] the term undershoot is used in the more limited
at least one NMP zero, let r denote the reference signal, and let y de-
situation where there exists a T > 0 such that y (t) < 0 for
note the plant output. The controller structure under investigation is
0 < t < T ).
• The overshoot of y (t), denoted yos , is the smallest nonnegative
Manuscript received September 21, 2005; revised February 3, 2006. Recom- number such that
mended by Associate Editor F. Bullo. This work was supported by the Natural
Sciences and Engineering Research Council of Canada.
The authors are with the Department of Electrical and Computer Engi- y ( t) ( 1+
y yos ) 8 0
t :
neering, the University of Waterloo, Waterloo, ON N2L 3G1, Canada (e-mail:
jmpstewa@kingcong.uwaterloo.ca; ddavison@uwaterloo.ca).
Digital Object Identifier 10.1109/TAC.2006.878745 We say that y (t) “exhibits overshoot” if yos > 0.

0018-9286/$20.00 © 2006 IEEE

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 51, NO. 8, AUGUST 2006 1379

Fig. 3. Factoring H (s) as in (6).

step response of H (s) exhibits undershoot. To derive the undershoot

bound, first use (2) and the fact that 0y (t)  yus to obtain

1 t t
Hs
Fig. 2. Representative step response of ( ) used to show the definitions of y ( t) e
0zt dt = 0y(t)e0zt dt  yus e
0zt dt
y
steady-state value ( ), undershoot ( y y
), overshoot ( ), and settling time
t
( ). For this example, y > y >
0, y >
0, and 0. If ( ) does not yt t 0
0zt
0
y yt (1 0 e
yus
exhibit undershoot, then = 0; similarly, if ( ) does not exhibit overshoot, = ): (3)
then y y >
= 0. It is assumed that 0 throughout, although similar results z

can be derived if y < 0.

Second, use the fact that y (t)  0 98 1 for 2 [ s 1) to compute

: y t t ;

that
• The settling time of y (t), denoted ts , is the smallest time such that

1 1
0zt dt  0zt dt = 0:98y1 0zt
0:98y1 e
j
y ( t) 0 1 j  0 02 1
y : y 8  t ts :
y ( t) e
z
e : (4)
t t

The following theorem is critical in the development that follows, Combine (3) and (4) to obtain (1).
and is important in its own right since it shows that real NMP zeros In the next two sections, we investigate step response overshoot.
lead to undershoot. The proof is included for completeness.
Theorem 1 [3]: Let H (s) be a stable strictly proper transfer function
with a real NMP zero at s = z and with any number of additional
zeros located anywhere in the complex plane. Assume y1 > 0. Then, II. CASE WHERE H (s) HAS AT LEAST TWO REAL NMP ZEROS
the step response of H (s) exhibits undershoot that, as a fraction of the
steady-state value, is bounded by Theorem 1 establishes that the presence of at least one real NMP
zero in H (s) is enough to guarantee undershoot, and that the under-
shoot grows without bound as the settling time tends to zero. The
following theorem, the main result of this note, shows that a similar
yus

y 1
 0:98
zt
e 1 0 > 0: (1) result holds for step response overshoot, assuming that H (s) has at
least two real NMP zeros. The intuition behind the proof is that one
zero leads to undershoot while the other zero introduces negative
As ts ! 0, the bound (1) tends to 1. derivation action [see (7)]; the effect of the negative derivative action
Proof: Since z is a zero of H (s), it is true that Y (z ) = is to increase y (t), and the increase gets more severe as the settling
H (z )R(z ) = H (z )=z = 0. Now, the Laplace transform of y (t) is
time decreases.
Theorem 2: Let H (s) be a stable strictly proper transfer function
with real NMP zeros at s = z1 and s = z2 and with any number
1 of additional zeros located anywhere in the complex plane. Assume
Y (s ) = y ( t) e
0st dt y1 > 0. Then

yos 0:98 1 0 z1 ts
01
which (due to the stability of H (s)) converges for all s with positive
y 1
>
e
z t 0
1 z 1 ts
: (5)

real part, including the point s = z . Hence

For sufficiently small ts , the bound in (5) is positive, so the step re-
sponse necessarily exhibits overshoot. As ts ! 0, the bound (5) tends
1 to 1.
(z ) = y ( t) e
0zt dt = 0: (2)
Y Proof: Begin by factoring H (s) as
0

Since y1 > 0, (2) implies that time intervals where y (t) is positive
must be balanced by time intervals where y (t) is negative. Thus, the
H (s ) = G (s ) 1 0 1
z1
s (6)
1380 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 51, NO. 8, AUGUST 2006

Fig. 4. Representative plot of f (t), including a zoom-in near t = t showing the two possible cases discussed in the text.

where G(s) is stable and strictly proper with a NMP zero at s = z2 . Inequalities (9) and (10) imply that jy (tsf ) 0 y1 j  0:02y1 ; in other
Let f (t) denote the step response of G(s) and, as usual, let y (t) denote words, signal y (t) must have a longer settling time than signal f (t):
the step response of H (s) (see Fig. 3). By (6)

ts  tsf : (11)
y ( t) = f ( t) 0 1 d

z1 dt
f ( t) (7)
From (11) and (8), the following bound on fus results:

holds for all t > 0. The signal f (t) tends to a positive number as
t ! 1, namely y1 , since H (0) = G(0). Fig. 4 shows a representative fus  0:98y1
e
z t
01 : (12)
plot of f (t). Since G(s) is NMP, Theorem 1 implies that f (t) exhibits
undershoot: more precisely, denoting the minimum value of f (t) by
0fus , Theorem 1 states Next, choose to be any value in the (necessarily nonempty) set
t2

f t : f ( t) = 0 g and define
fus t1 := maxft : f (t) = 0; 0  t < t2 g,

as indicated in Fig. 4. By the mean value theorem, there exists a t3 in

fus  e
0:98y1
z t
01 (8)
the interval (t1 ; t2 ) such that

d 3 f (t2 ) 0 f (t 1 ) 0 fus

where tsf is the settling time of f (t) (again, see Fig. 4). It is desirable dt
f (t )=
t2 0 t1
=
t20 t1
: (13)

to express the bound (8) in terms of ts (the settling time of y (t)) instead The machinery now exists to determine a bound on the peak value
of tsf . There are two cases to consider, as shown in Fig. 4. In the first of y (t). In particular, use (7), (13), the fact that f (t3 )  0fus , the fact
case, f (tsf ) = 1:02y1 and, therefore, (d=dt)f (tsf )  0. Equation that ts > t2 0 t1 , and (12) to obtain
(7) yields

max y (t)
2[0;1)
 y (t
3
)
y (tsf ) = f (tsf ) 0 1 d
f (tsf )
t

z1 dt 3
= f (t ) 0 1 d
f (t
3
)
= 1:02y1 0 1
z1 dt
d
f (tsf )  1 02
: y1 : (9)
3
z1 dt

fus 1
= f (t ) +
z1 t2 0 t1

In the second case, f (tsf ) = 0:98y1 and, therefore, (d=dt)f (tsf )  0 fus +
fus

z1 t2
1
0 t1
0 and
> 0 fus +
fus

z1
1
ts

y (tsf ) = f (tsf ) 0 1 d
f (tsf )
= fus
1
z1 ts
01
z1 dt

= 0:98y1 0 1 d
f (tsf )  0 98
: y1 : (10)  e
0:98y1
z t
01
1
z 1 ts
01 : (14)
z1 dt
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 51, NO. 8, AUGUST 2006
Fig. 5. Lower bound on the step response overshoot for Example 1. The dashed
line marks where the bound becomes positive.
Finally, use (14) and the relationship max y (t) = y
2[0;1)
os
t
obtain (5).
Note that the bound in Theorem 2 is equally valid with z1 and z2
exchanged, but neither of the two arrangements of z1 and z2 yields a
consistently tighter bound. Also note that, although the bound may be
conservative in particular examples, it does prove that the step response
of a transfer function with at least two real nonminimum phase zeros
exhibits overshoot if the settling time is short enough.
Example 1: Consider the plant
P (s) = (s 0 1)(s 03 2) :
(s + 1)
Assume that any of the control configurations shown in Fig. 1 is used,
and, for simplicity, assume that perfect steady-state step tracking is re-
quired, i.e., y1 = 1. Using z1 = 1 and z2 = 2, the bound on overshoot
in (5) was computed as a function of the settling time, and is plotted
in Fig. 5 as a solid curve. Note that the bound is negative, and there-
fore provides no meaningful information, for ts > 0:4237 s. However,
for ts < 0:4237 s, the bound is positive and, therefore, there must
be overshoot for every possible stabilizing linear time-invariant con-
trol scheme. As expected, the overshoot tends to infinity as ts tends to
zero.
To demonstrate more explicitly the overshoot trend for this example,
consider an observer-based state-feedback controller with integral ac-
tion, as shown in Fig. 1(d). Let x_ = Ax + Bu, y = Cx be any minimal
state–space realization of P (s). To describe the controller in Fig. 1(d),
introduce
A~ :=
A 0
and B
~ :=
B
: H (s ) = 0 K (s 0 z ) :
C 0 0 (s + p )
The controller equations are then
z_ = y 0 r
x^_ = (A 0 BK1 0 HC )^x 0 BK2 z + Hy
u = 0 K1 x^ 0 K2 z
1381
Fig. 6. Closed-loop step responses for Example 1 using three different values
of . The inset plot illustrates that y = 1 for each of the curves. The example
clearly demonstrates overshoot associated with multiple real NMP zeros.
+ y1 to where the two controller gains K := [K1 K2 ] and H , are chosen
such that the eigenvalues of (A~ 0 BK ~ ) and (A 0 HC ) are all in the
open left-half complex plane. (The closed-loop poles are, of course,
the union of the eigenvalues of (A~ 0 BK ~ ) and those of (A 0 HC ).)
The gain K was computed so that the eigenvalues of (A~ 0 BK ~ ) are
placed at f0; 02; 03; 04g (where  > 0 is a parameter), and
H was computed so that the eigenvalues of (A 0 HC ) are placed at
f05; 06; 07g. Fig. 6 shows the final closed-loop step responses
for three values of . In all cases, zero initial conditions are assumed.
Observe that, due to the integrator in the feedback loop, y1 = 1 holds.
Also note the presence of overshoot in the plots; the overshoot is much
(15) larger than the bound (5), indicating that Theorem 1 can be conserva-
tive. Finally, it is interesting that the overshoot is significantly larger in
magnitude than the undershoot, implying that overshoot is, at least for
some examples, a greater cost associated with multiple real NMP zeros
than is undershoot.
III. CASE WHERE H (s) HAS ONE REAL NMP ZERO
Theorem 2 establishes that step response overshoot results from the
presence of two real NMP zeros and sufficiently small settling time. It
is natural to ask if the same type of result holds if H (s) has only one
NMP zero. In fact, it does not.
Theorem 3: Let H (s) be a stable strictly proper transfer function
with exactly one NMP zero, at s = z . Then there does not exist a
nontrivial lower bound (possibly dependent on ts , y1 , and z ) on the
step response overshoot of H (s).
Proof: Consider the special case where all the poles of H (s) are
real and distinct:
n
(16)
i
i=1
In (16), K > 0, z > 0, and p > p 01 > 1 1 1 > p1 > 0 with
n n
n > 1. As usual, let y(t) denote the step response of H (s). Then,
p
y(t) exhibits the following characteristics:
1) y (0) = 0 (since H (s) is strictly proper);
2) y1 > 0 (by direct calculation of H (0));
1382
Fig. 7. Closed-loop step responses for Example 2 using three different values
of . The example clearly demonstrates that there need not be overshoot if only
one NMP zero is present.
3) y (t) exhibits undershoot (using Theorem 1);
4) y (t) has exactly one extrema for t > 0 (using the results in [13]).
From these four properties, we conclude that y (t) does not exhibit over-
shoot, no matter how small ts is. Consequently, there does not exist a
nontrivial lower bound on the overshoot.
Theorem 3 does not imply that there is never closed-loop step
response overshoot for a plant that has a single NMP zero; indeed,
it is not difficult to generate counterexamples where overshoot is
exhibited because of the positions of other poles and zeros. How-
ever, the theorem does establish that a single NMP zero does not
necessarily lead to step response overshoot, as demonstrated by the
following example.
Example 2: Consider the plant
P (s) = (s 0 1)3
(s + 1)
with the same “observer-based state-feedback with integral action”
controller constructed in Example 1. Note that P (s) is the same as in
Example 1, except one of the NMP zeros has been removed. Fig. 7
shows the final closed-loop step responses for three values of . The
step responses exhibit no overshoot.
IV. CONCLUSION
The main contribution of this note is a proof that multiple real NMP
zeros lead to step response overshoot for sufficiently small settling
time. Although motivated by the tracking problem, Theorems 1 and 2
also have immediate consequences if H (s) is interpreted as the transfer
function from r to u in Fig. 1(a); in this case, unstable poles of P (s)
show up as NMP zeros of H (s) and, therefore, Theorems 1 and 2 imply
that the control signal has undershoot and (if ts is small enough) over-
shoot if P (s) has at least two unstable real poles. Like almost all re-
sults in the performance limitation literature, the focus of this work has
been on real NMP zeros, and both insight and formulas for the com-
plex NMP zero case are sparse.
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