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MIMO interaction measure and controller structure

selection
a a
Mario E. Salgado & Arthur Conley
a
Department of Electronic Engineering, Universidad Técnica Federico Santa María, Chile
Published online: 19 Feb 2007.

To cite this article: Mario E. Salgado & Arthur Conley (2004): MIMO interaction measure and controller structure selection,
International Journal of Control, 77:4, 367-383

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 INT. J. CONTROL, 10 March 2004, VOL. 77, NO. 4, 367–383

MIMO interaction measure and controller structure selection

MARIO E. SALGADOy* and ARTHUR CONLEYy

In this paper, a MIMO interaction measure is described and its use in structure selection of multivariable controllers is
discussed. The proposal is built upon a gramian-based measure of interaction in multivariable plants and the results in
this paper apply to stable processes. This measure provides support for decentralized input–output pairing as well as for
a richer controller architecture selection in continuous and discrete-time time frameworks, including triangular, block
diagonal and sparse structures.

1. Introduction its insensitivity to delays and the fact that only one
Most industrial processes are multivariable in nature point of the process frequency response is considered.
and the control designer usually hopes that, with a After Bristol’s work was published, several research-
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proper input–output pairing, there is no significant
channel interaction, since that makes a process variable
hard to control without perturbing other variables of
interest. This problem is embedded into the more gen-
eral problem of controller structure selection (ranging
from decentralized, up to full MIMO). However, before
dealing with this problem, the designer must decide on
which inputs and which outputs will be used to build
any control architecture (van de Wal and de Jager 2001).
Throughout this paper we will assume that the decision
has already been made regarding the input–output
selection problem. Among other things, this assumption
will reflect upon the fact that we will be dealing only
with square systems, i.e. equal number of inputs and
outputs.
Decentralized control, although it is a limited
flexibility choice, has several well-known advantages,
such as tuning, sequencing of loop closing and the
possibility to use the knowledge and intuition built
around the control design of single input–single output
systems.
In the decentralized (diagonal) architecture, a key
issue is how inputs and outputs are paired. This issue
has received a lot of attention over the last four decades.
The most significant result is the seminal work of Bristol
(1966), who developed the idea of relative gain array
(RGA). In the RGA, the channel interaction measure
is built upon the d.c. gain of the MIMO process.
Throughout the years the RGA has proved to be a
useful tool. However it has limitations which have
been explored elsewhere, among them is the inability
to cope with certain non-minimum phase structures,
Received 1 May 2003. Revised and accepted 13 January
2004.
* Author for correspondence. e-mail: msb@elo.utfsm.cl
y Department of Electronic Engineering, Universidad
Técnica Federico Santa Marı́a, Chile.
ers have studied the properties and usage of the RGA
(see, e.g. Witcher and McAvoy 1977, Skogestad and
Morari 1987). Some others have proposed new measures
of interaction and criteria to choose a sensible input–
output pairing. In 1971 Niederlinski suggested to use
an index (the Niederlinski index, NI) which is also
built upon the process d.c. gain matrix (Niederlinski
1971). Although no additional information is obtained
regarding input–output pairing, this index provides
direct information on the ability of a decentralized con-
trol to stabilize a 2
2 MIMO system (Chiu and Arkun
1991). A variation of the RGA was proposed by Zhu
(1996); his proposal is known as the relative interaction
array (RIA) and it is based on the concept of viewing
the interaction as an unmodelled term for a particular
pairing (at d.c.).
The NI and the RIA do not encode more informa-
tion on the process than the RGA, although they
provide valuable alternative viewpoints. The common
feature of those indices is that they only use the
system model at zero frequency. Dynamic features
were introduced in the relative dynamic gain array
(RDGA), (Witcher and McAvoy 1977, Bristol 1978).
The RDGA also provides information of how inter-
action varies with frequency, suggesting bandwidths
for alternative pairings. That line of work was con-
tinued by Gagnon and co-workers (Gagnon et al.
1999) through the generalized relative dynamic gains
(GRDG). More specifically, the frequency response of
the process and that of a complementary sensitivity
target are used to test different input–output pairings.
A major limitation is that the GRDG was devised
mainly for 2
2 systems.
Before proceeding any further it is necessary to
clarify that, in this paper, the expression system structure
is used to denote the web of paths from the (vector)
input to the (vector) output, independently of the dyna-
mical order of each scalar subsystem. Hence, if we have
a p
p MIMO system with transfer function HðsÞ, input

International Journal of Control ISSN 0020–7179 print/ISSN 1366–5820 online # 2004 Taylor & Francis Ltd
http://www.tandf.co.uk/journals
DOI: 10.1080/0020717042000197631
 368 M. E. Salgado and A. Conley

vðtÞ ¼ Rp and output wðtÞ ¼ Rp , its structure will be sensitivity and the nominal complementary sensitivity
described by a symbolic array, as illustrated in (1) are given by
v1 v2 v3  vp1 vp So ðsÞ ¼ ðI þ Go ðsÞCðsÞÞ1
0 1 w ¼ diag fSo1 ðsÞ, So2 ðsÞ, . . . , Sop ðsÞg ð5Þ
0    0  1
1
B C w To ðsÞ ¼ Go ðsÞCðsÞðI þ Go ðsÞCðsÞÞ
B  0 0   C 2
B C ¼ diag fTo1 ðsÞ, To2 ðsÞ, . . . , Top ðsÞg ð6Þ
B C
B 0  0  0 0 C w3
B C where
structureðHðsÞÞ ¼ B .. .. .. .. .. .. C ..
B . . . . . .C
B C . So‘ ðsÞ ¼ ð1 þ G‘‘ ðsÞC‘ ðsÞÞ1 ð7Þ
B C
B 0 0    C
@ A wp1 To‘ ðsÞ ¼ G‘‘ ðsÞC‘ ðsÞð1 þ G‘‘ ðsÞC‘ ðsÞÞ 1
ð8Þ
 0 0  0  wp for ‘ ¼ 1, 2, . . . , p.
ð1Þ We need now to assess the effect of our decision
to design a decentralized controller for a diagonal
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where a -entry in the (i, j) position signals the presence plant model. When the controller (4) is used to control
of a subsystem with input vj(t) and output wi(t), and (2), the achieved sensitivity is given by
Hij 6¼ 0. On the contrary, a 0-entry in the (k, ‘) position
indicates that there is no direct dependency of the SðsÞ ¼ ðI þ GðsÞCðsÞÞ1 ð9Þ
output w‘ ðtÞ on input vk(t). Furthermore, we will refer which is, in general, a non-diagonal transfer function.
to the structure of HðsÞ1 as the inverse structure of HðsÞ, A key result is then given by the following lemma.
provided that HðsÞ is non-singular almost everywhere.
The framework for the problem to be dealt with in Lemma 1: Consider the nominal loop defined by the pair
this paper is described next. ðGo ðsÞ, CðsÞÞ and the true loop defined by ðGðsÞ, CðsÞÞ,
We consider a plant with p inputs and p outputs where GðsÞ, Go ðsÞ and CðsÞ are given by (2), (3) and (4)
which can be modelled as a multivariable process with respectively. Then the nominal sensitivity So ðsÞ and the
matrix transfer function given by achieved sensitivity SðsÞ are related by
2 3 SðsÞ ¼ So ðsÞ½I þ HT ðsÞ1 ð10Þ
G11 ðsÞ G12 ðsÞ G13 ðsÞ    G1p ðsÞ
6 G ðsÞ G ðsÞ G ðsÞ    G ðsÞ 7 where the element (i, j) of the matrix HT ðsÞ is given by
6 21 22 23 2p 7
6 7 8
GðsÞ ¼ ½Gij ðsÞ ¼ 6 . .. .. .. .. 7 < Gij ðsÞ
6 .. . . . . 7 T ðsÞ i 6¼ j
4 5 ½HT ðsÞij ¼ Gjj ðsÞ oj ð11Þ
Gp1 ðsÞ Gp2 ðsÞ Gp3 ðsÞ    Gpp ðsÞ :
0 i¼j
ð2Þ Proof: We first note that
Assume next that, using one of the known tools GðsÞ ¼ ðI þ G
l ðsÞÞGo ðsÞ
to decide on a good pairing of inputs and outputs, a ð12Þ
¼) G
l ðsÞ ¼ ðGðsÞ  Go ðsÞÞðGo ðsÞÞ1
decentralized controller is designed. If the inputs
and outputs are re-labelled, when necessary, one only where G
l ðsÞ denotes the left multiplicative error. The
needs to design p independent SISO control loops, for ði, jÞ-element of G
l ðsÞ can be computed from (2) and (3)
G11 ðsÞ, G22 ðsÞ, . . . , Gpp ðsÞ. This approach implies that the to yield
plant is nominally described by a non-interacting model 8
and that interactions are captured in the modelling <0 i¼j
error. Thus the nominal plant model is ½G
l ðsÞij ¼ Gij ðsÞ ð13Þ
: i 6¼ j
Gjj ðsÞ
Go ðsÞ ¼ diag fG11 ðsÞ, G22 ðsÞ, . . . , Gpp ðsÞg ð3Þ
We next have that (Goodwin et al. 2001)
and the designed diagonal controller has transfer SðsÞ ¼ So ðsÞ½I þ G
l ðsÞTo ðsÞ1 ð14Þ
function
If we now use (6) and (12) in (14) the result (10)
CðsÞ ¼ diag fC1 ðsÞ, C2 ðsÞ, . . . , Cp ðsÞg ð4Þ and (11) is obtained. œ
The resulting closed loop performance, including In (11), Toj ðsÞ is the nominal complementary sensi-
tracking, regulation, noise immunity and robustness tivity of the jth loop. We observe that if the frequency
properties can be described using sensitivity functions responses of the off-diagonal terms, ½HT ðsÞij , are very
(Goodwin et al. 2001). In particular, the nominal small, then the resulting loops are well decoupled and
 MIMO interaction measure and controller structure selection
almost behave like p independent SISO control loops.
This is achieved if GðsÞ is strongly (column) diagonally
dominant, at least in the frequency bands of To1 ,
To2 , . . . , Top .
In this framework we can pinpoint several important
elements, namely
. The (plant and loop) coupling characteristics,
in general, are frequency dependent.
. The (loop) coupling characteristics, in general,
are dependent on the choices made for the SISO
control designs.
. Different dominance characteristics may lead to a
different pairing of inputs and outputs.
We want to focus on the situation when the above
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analysis suggests that no decentralized design yields
a satisfactory performance. This failure usually arises
from the conflict between having a suitable (nominal)
bandwidth and achieving a robust performance.
The natural next step is to increase the controller
complexity in such a way that one (or more) plant
input is made dependent on more than one plant meas-
urement, i.e. the controller is no longer a diagonal con-
troller. The structure selection might need to proceed.
The question is then: how do we gradually increase the
control structure complexity, beyond a diagonal controller
structure, such that a satisfactory performance is achieved
without necessarily going into a full MIMO controller.
One possible answer would be to use the dynamic
RGA (DRGA) developed by Witcher and McAvoy
(1977), which is basically a natural extension of
Bristol’s RGA, namely
DRGAðGÞ ¼ Gð j!Þ  Gð j!ÞT ð15Þ
where the operation symbol  denotes element by
element multiplication. Equation (15) applies to square
MIMO systems; however, it can be extended to non-
square systems using the Penrose pseudo-inverse.
Although this measure usually reveals some hidden
interaction features, it can be hard for the designer
to make decisions regarding the controller structure
based upon the comparative analysis of p
p frequency
responses. In particular, the interpretation of the phase
of those frequency responses is very hard. Furthermore,
this type of interaction measure does not provide
answers for certain plant model structures such as
those belonging to the class of triangular models, since
in those cases, DRGAðGÞ is a diagonal matrix, leading
to a unique input–output pairing, which is sensible only
if there exists a diagonal controller which delivers a
satisfactory performance.
Control of industrial interacting process is not only
connected to decentralized architectures, since there are
other control architectures which are simpler than the
369
full MIMO control (where every process input depends
on all process outputs), but more versatile than the
simple decentralized (diagonal) controller. These addi-
tional architectures include block diagonal, triangular,
sparse controllers, etc. Few, if any, of the known
indices and interaction measures are useful to evaluate
alternative controller structures other than diagonal
controllers.
In this paper we propose an interaction measure
which is based upon a dynamic model of the process.
(A preliminary version of these results was presented
at the CDC 2000 in Sydney (Conley and Salgado
2000).). This measure also quantifies interaction as a
function of chosen channel bandwidths, gives criteria
for input–output pairing and helps to assess alternative
controller architectures. The proposed index, which is
built on the system gramians, can also provide a meas-
ure of the achievable performance of a given controller
architecture with respect to either the full MIMO case
or to another controller architecture. We consider
mainly stable square MIMO systems in the continuous
time domain. The extension to discrete-time systems is
straightforward and it will be covered succinctly and
illustrated with examples.
The main advantage of the proposed index is that
it captures the relevant process dynamics in a reduced
set of numbers. This is similar to the HII developed by
Wittenmark and Salgado (2002). However, it has not the
limitation of being applicable only to decentralized con-
troller input–output pairing. Indeed, the interaction
measure proposed in this paper allows to select more
complex controller structures.
The paper focuses on interaction quantification and
alternative controller structures. This topic is strongly
connected to issues such as control synthesis, robust
stability, integrity and fixed modes. Although they are
outside the scope of this paper, brief comments will be
made regarding some of them.
This paper is organized as follows: in } 2 control-
lability and observability gramians are revisited, in } 3 the
connection between gramians and MIMO interaction
is built, in } 4 the new interaction measure is developed,
} 5 shows how the previous ideas are extended to
discrete-time systems, } 6 shows the application of the
new measure to the choice of controller structure and
in } 7, the connection between this new measure and the
control design problem is explored. Conclusions and
further research directions are presented in } 8.
2. Gramian fundamentals
2.1. Definitions
Gramians, in control theory, are matrices which
describe controllability and observability properties of a
given stable linear system. They can be computed for
 370 M. E. Salgado and A. Conley

continuous-time and discrete-time systems. We will state will be weakly observable from yðtÞ if and only if it
initially focus on continuous-time systems. coincides with the associated eigenvector.
Assume that a p
p stable MIMO system has a state In summary, gramians quantify how hard it is to
space representation given by the 4-tuple (A 2 Rn
n , control and to observe the system state, and the ranks
B 2 Rn
p , C 2 Rp
n , 0 2 Rp
p ), then the controllability of P and Q are the dimensions of the controllable sub-
gramian, P 2 Rn
n , and the observability gramian, space and observable subspace respectively. However,
Q 2 Rn
n , are symmetric non-negative definite matrices gramians depend on the state space realization. To
which satisfy the Lyapunov equations (16) extract valuable information, the product PQ is formed
and its eigenvalues,
i (i ¼ 1, 2, . . . , n), are computed. It
AP þ PAT þ BBT ¼ 0 AT Q þ QA þ CT C ¼ 0 ð16Þ can be proved that these eigenvalues are non-negative
Also, the matrices P and Q can be expressed as and that they do not depend on the particular realiza-
ð1 ð1 tion (see e.g. Glover 1984 and Kwakernaak and Sivan
T AT t T
1972). The system Hankel singular values (HSV) are
P¼ At
e BB e dt Q¼ eA t CT C eAt dt ð17Þ
0 0 defined as
ðiÞ
pffiffiffiffi
H ¼
i i ¼ 1, 2, . . . , n ð21Þ
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2.2. Physical interpretation where the
i s are ordered to obtain H ð1Þ ð2Þ
 H   
ðmÞ
Useful interpretations for gramians can be derived H  0.
using energy concepts (see, e.g. Glover 1984). The HSV condense useful information regarding
system controllability and observability. For instance,
2.2.1. Controllability gramian. Consider the (stable) the number, r, of non-zero HSV corresponds to the
system described by the 4-tuple ðA, B, C, 0Þ. Find the dimension of the controllable and observable subspace,
optimal (in a quadratic sense) control uðtÞ in ð1Þ
S co . Also, the ratio H ðrÞ
=H is a measure of the skew-
t 2 ð1, 0Þ which steers the system state from the origin ness of the controllability and observability of the state
at time t ! 1 to a specified state xo at t ¼ 0 (we will of S co .
consider a normalized state, i.e. kxo k ¼ 1), i.e. solve the Another useful property of gramians is that they are
problem directly related to the system 2-norm. Specifically if the
ð0 system has a transfer function GðsÞ, then (Doyle et al.
min JðuÞ ¼ min uðtÞT uðtÞ dt 1992)
u2L2 ð1, 0Þ u2L2 ð1, 0Þ 1 ð18Þ
subject to xð0Þ ¼ xo with kxo k ¼ 1 kGk22 ¼ trace CPCT ¼ trace BT QB ð22Þ

The solution to this problem can be obtained using This property applies to continuous-time as well as
standard linear quadratic regulator theory (Goodwin to discrete-time systems.
et al. 2001). The optimal control, uo ðtÞ, is given by Gramian characteristics and properties will be
exploited in the coming sections to build and to apply
T
uo ðtÞ ¼ B eA t P1 xo ¼) Jðuo Þ ¼ xTo P1 xo ð19Þ an interaction measure.

Then the optimal cost is low for every normalized 3. Gramians and MIMO interaction
xo 2 Rn if and only if all eigenvalues of P are large
3.1. Elementary system
(since then, all eigenvalues of P1 are small). It is also
true that if one of the eigenvalues of P is small, then Consider the system state space description (A, B,
the optimal cost will reach its maximum for xo being an C, 0), where
eigenvector corresponding to the smallest eigenvalue    
B ¼ b1 b2    bp ; C T ¼ c1 c2    cp
(recall that P and P1 share the same eigenvectors).
ð23Þ
2.2.2. Observability gramian. Assume that xð0Þ ¼ xo We can then associate with this MIMO system a
(with kxo k ¼ 1) and that uðtÞ ¼ 0 8t  0 then set of elementary (SISO) systems, each of them having
ð1 ð1
T a single input uj, j 2 f1, 2, . . . , pg, and a single output yi,
yðtÞT yðtÞ dt ¼ xTo eA t CT C eAt dt xo ¼ xTo Q xo i 2 f1, 2, . . . , pg, and a state space model given by
0 0
|fflfflfflfflfflfflfflfflfflfflfflfflfflffl{zfflfflfflfflfflfflfflfflfflfflfflfflfflffl} (A, bj , cTi , 0) with gramians Pj and Qi satisfying
Q

ð20Þ APj þ Pj AT þ bj bTj ¼ 0 AT Qi þ Qi A þ ci cTi ¼ 0

ð24Þ
Thus every xo 2 Rn (with kxo k ¼ 1) will be highly
observable from yðtÞ if and only if all eigenvalues of Q A key observation is that Gij ðsÞ is the transfer func-
are large. Also, if Q has a small eigenvalue, an initial tion of the minimal realization of the elementary system
 MIMO interaction measure and controller structure selection
with input uj and output yi. Hence, the sets of HSV for
the elementary system and for the minimal system, char-
acterized by Gij ðsÞ differ only in a subset of zero HSV.
3.2. Gramian decomposition
We next observe that a key property of the system
gramians is that they can be expressed as functions of the
gramians for the elementary systems. This is precisely
stated in the following lemma.
Lemma 2 (Gramian decomposition): Let Pj and Qi
be the controllability and observability gramians for the
elementary system (A, bj , cTi , 0) given by (23).
Then, the original system controllability and observa-
bility gramians P and Q are given by
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X
p X
p properties:
P¼ Pj Q¼ Qi
j¼1 i¼1
Proof: Firstly, Lyapunov equations in (24) are built
for all elementary systems, i.e. for ði, jÞ ¼ ð1, 2, . . . , pÞ

ð1, 2, . . . , pÞ, then the equations for the Pj s are added
and the result is the Lyapunov equation for P. The
same procedure is applied to build the equation for
the observability gramian. To P achieve those results,
T p T T
we
Pp use the fact that BB ¼ j¼1 bj bj and C C ¼
T
i¼1 ci ci .
Remark 1 (Gramian decomposition interpretation):
From the gramian decomposition introduced in
Lemma 2, it can be seen that the product PQ for the
multivariable process is given by (26)
! !
X
p X
p p X
X p
PQ ¼ Pj Qi ¼ Pj Qi
j¼1 i¼1 i¼1 j¼1
Then, the product PQ can be computed as the
sum of the corresponding products PjQi associated to
each of the p
p single-input single-output elementary
systems.
Also, if in some sense (to be defined later) the
products Pi Qj and Pj Qi , ði 6¼ jÞ, are much smaller
than maxfPi Qi , Pj Qj g, then channels i and j have little
coupling.
It is straightforward to prove that if the system
transfer function GðsÞ is diagonal, then Pj Qi ¼ 0 for
all i 6¼ j.
Obviously the maximum controllability and observa-
bility is attained when a full MIMO controller architec-
ture is chosen, then all terms of the form Pj Qi have
to be added to compute the system HSV. However if
a restricted complexity controller is chosen, then only
a subset of those terms is involved.
371
4. Interaction quantification
The above analysis requires, to have practical
interest, a way to quantify and to compare.
By definition, the products PQ and PjQi have non-
negative eigenvalues. However, the eigenvalues of a sum
of products PjQi is not equal, in general, to the sum of
the eigenvalues of each summand.
It turns out that the trace of the product PiQj is
a convenient basis to measure the interaction and the
degrees of controllability and observability of different
controller structures. Recall that the trace of PjQi is the
sum of the squared HSV for the elementary system with
input j and output i and also recall that the HSV associ-
ated to the pair (Pj, Qi) quantify the combined abilities
of input uj and output yi to control and to observe the
system state. This choice has the following interrelated
ð25Þ
(i) the trace of any PjQi is non-negative and state
realization independent;
(ii) the trace of any sum of terms PjQi is the sum of
the traces of the individual terms;
(iii) the trace of any sum of terms PjQi increases (or,
at least, it does not decrease) when new terms are
added;
(iv) the trace of PjQi is equal to the sum of the
squared HSV for the system with transfer func-
œ tion Gij ðsÞ;
(v) the trace of PQ is larger than, or at least
equal to, the trace of any sum of terms PjQi
(i ¼ 1, 2, . . . , p; j ¼ 1, 2, . . . , p).
The information encompassed in the above results
can be organized in a matrix ( ¼ ½ij  2 Rp
p , which
ð26Þ we will call the participation matrix (PM), defined by
 
trace Pj Qi
ij ¼ ð27Þ
trace½PQ
Note that the trace measure has been normalized by
traceðPQÞ. This implies that 0 < ij < 1 and that
p X
X p
ij ¼ 1 ð28Þ
i¼1 j¼1
A potential weakness of the PM is its sensitivity
to input and output scaling. If, for instance, the entry
Gk1 k2 ðsÞ is multiplied by a gain K, then tracefPk2 Qk1 g is
multiplied by K2.
One way to deal with this issue is to recall that (linear
incremental) plant models connect (incremental) con-
troller commands and (incremental) measured variables.
Both signals can be described in normalized ranges,
which arise from converting signal instrumentation
ranges (such as 4 to 20 [mA], 0 to þ10 [V], etc.) to either
 372 M. E. Salgado and A. Conley

percentage or per unit values. This leads to models

System class GðsÞ tracefPQg
which must be interpreted as in the following example.
CS 1 1 1
Example 1: Assume that an elementary system with K K2
sþ1 4
input uj(t), in the 0–10 V range, and (measured) output 1
CS 2 K 2 2 þ 2
yi(t), in the 4–20 mA range has a linearized model s þ s þ 1 K2
42
given by
CS 3 s þ 1 2 þ  þ 2 2
2
2
b s þ b0 K
s2 þ s þ 1 K2
Gij ðsÞ ¼ 2 1 ; a1 > 0, a0 > 0 42
s þ a1 s þ a0
Table 1. Simple transfer functions and their combined
Then a 2 V change in uj corresponds to 20% controllability and observability ( 2 Rþ ,  2 R, K 2 RÞ.
(0.2 p.u.) of full scale and yields a (steady state) change
in yi equal to
phase zeros, and so on. This, in conjunction with the
b0 b magnitude scaling property, has several useful applica-
20% ¼ 0 3:2 mA
a0 a0 tions. For instance, we can compute tracefPQg for
simple systems, as shown in table 1.
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since the full scale (100%) in the measured output

The utility of this table can be appreciated in the
corresponds to 16 mA.
following example.
This framework is similar to that proposed elsewhere
Example 2: Compute tracefPQg for the systems
(e.g. in Glad and Ljung 2000), and avoids the ambiguity
of models described in physical or engineering units. For 5 24
G1 ðsÞ ¼ ; G2 ðsÞ ¼ ;
a more detailed discussion on scaling see Maciejowski sþ3 ðs þ 6Þ2
(1989) and Glad and Ljung (2000). ð32Þ
3s þ 1
Another significant feature of this interaction G3 ðsÞ ¼ 2
ðs þ 1Þðs þ 4Þ
quantifier is that it is insensitive to frequency scaling.
This can be appreciated in the following lemma. G1 ðsÞ
Lemma 3 (Gramians and frequency scaling): Consider We observe that this system belongs to class CS 1 . This
a stable scalar system with transfer function Gij ðsÞ and can be appreciated by performing a frequency scaling
state description given by ðA, bj , ci , 0Þ. Let us denote its and computing the d.c. gain. Thus
gramians by Pj and Qi . Consider also the frequency scaled  
5 1
system with transfer function Gij ðs=Þ, with  2 Rþ , and G1 ðsÞ ¼ 
~ i . Then Pj Qi ¼ P~ j Q
gramians P~ j and Q ~ i. 3 ðs=3Þ þ 1

Proof: We first note that dividing the frequency by  This leads to tracefPQg ¼ 25=36.
is equivalent to perform a time scaling, by multiplying G2 ðsÞ
time by the same constant , i.e. substituting t by 
where  ¼ t. Thus, the state space representation of In this case we are dealing with a system of class CS 2 .
the scaled system is To verify that we perform a frequency scaling and we
compute the d.c. gain. Thus
dxðÞ A bj  
¼ xðÞ þ uj ðÞ ð29Þ 2 1
d   G2 ðsÞ ¼ 2
3 ðs=6Þ þ2ðs=6Þ þ 1
yi ðÞ ¼ ci xðÞ ð30Þ
We have thus that the gramians for the scaled system and then tracefPQg ¼ 1=6.
can be computed from G3 ðsÞ
1 ~ i A þ  cTi ci ¼ 0
~iþQ This system is in class CS 3 , as can be verified using
AP~ j þ P~ j AT þ b bT ¼ 0 AT Q
 j j frequency scaling and computing the d.c. gain
ð31Þ  
1 6ðs=2Þ þ 1
The above equations imply that P~ j ¼ Pj = and G3 ðsÞ ¼
2 ðs=2Þ2 þ 52 ðs=2Þ þ 1
~ ~ i.
Qi ¼ Qi . Thus Pj Qi ¼ P~ j Q œ
Therefore tracefPQg ¼ 0:7025.
Lemma 3 says that what matters in the quantifica-
tion of interaction are certain dynamic features such A careful analysis of the results in table 1 provides
as the damping coefficient in resonant modes, relative valuable insight. Part of that insight is summarized in
location of poles and zeros, presence of non-minimum the following observations.
 MIMO interaction measure and controller structure selection 373

(i) The result for system class CS 1 says that the

combined controllability and observability for
first-order systems (as measured by tracefPQg,
i.e. by the sum of the squared HSV) is completely
determined by its d.c. (static) gain.
Figure 1. Discrete-time system with time delay.
(ii) Systems in class CS 2 are resonant systems when
0 <  < 2. The damping factor is then equal to
delay ‘, where ‘ 2 N. Further assume that S 0 is described
0:5 and tracefPQg grows as  decreases. This
by the 4-tuple ðA0 , B0 , C0 , 0Þ, with A0 2 Rn
n , gramians
suggests that highly resonant systems are strong
P0 and Q0 and with transfer function Go(z). If we denote
candidates to be considered when deciding on the
the gramians of S ‘ by P‘ and Q‘ , then
MIMO controller structure.
(iii) Systems in class CS 2 have two real poles for tracefP‘ Q‘ g ¼ tracefP0 Q0 g þ ‘  C0 P0 CT0
ð35Þ
 > 2. We also note that, as  grows, the system ¼ tracefP0 Q0 g þ ‘kGo k22
tends to a first-order system, since one of the
poles is much faster than the other. For   2, Proof: We will first consider the case when ‘ ¼ 1. Then,
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tracefPQg tends to 0:25, as expected. the composed system S 1 can be described by the 4-tuple
ðA1 , B1 , C1 , 0Þ, where
(iv) Systems in class CS 3 have a zero at s ¼ 1=. If    
jj  , i.e. the zero is much closer to the A0 0 B0  
A1 ¼ ; B1 ¼ ; C1 ¼ 0n
n 1
imaginary axis than the poles, then tracefPQg C0 0 0
becomes very large. If  < 0, we are in the pre- ð36Þ
sence of non-minimum phase systems and then Let us now express the gramians P1 and Q1 as
tracefPQg is even larger. This discussion is con-    
P11 P12 Q11 Q12
sistent with known design criteria which say that P1 ¼ ; Q1 ¼ ð37Þ
small zeros, and especially, small positive zeros PT12 P22 QT12 Q22
are significant dynamic features (see, e.g. Good- then those gramians can be computed from (33) and
win et al. 2001). (34), leading to
The functions considered in table 1 are deceivingly P11 ¼ P0 P12 ¼ A0 P0 CT0 P22 ¼ C0 P0 CT0 ð38Þ
simple. However, in different mixtures, they are enough Q11 ¼ Q0 Q12 ¼ 0 Q22 ¼ 1 ð39Þ
to model a vast number of MIMO plants. Time delays,
absent in table 1, are a dynamic feature highly signifi- We then form the product P1 Q1 and compute its
cant in process control, and they will be included in the trace, this yields
analysis of the discrete-time case. tracefP1 Q1 g ¼ tracefP0 Q0 g þ C0 P0 CT0 ð40Þ

5. The discrete-time case If we now let ‘ ¼ 2, we can similarly prove that

The theory presented in the previous sections applies, tracefP2 Q2 g ¼ tracefP1 Q1 g þ C1 P1 CT1 ð41Þ
mutatis mutandis, to discrete-time systems. In particular,
the gramians are computed from the equations where we can use (37) and (38) to obtain
C1 P1 CT1 ¼ C0 P0 CT0 . This leads to
P  APAT  BBT ¼ 0 ð33Þ
T T
Q  A QA  C C ¼ 0 ð34Þ tracefP2 Q2 g ¼ tracefP0 Q0 g þ 2C0 P0 CT0 ð42Þ

The applicability of previous results to discrete-time
systems is highly relevant for two reasons: firstly, modern
process control is based on sampled-data models to be
used in conjunction with digital technology and, sec-
ondly, in this framework we can deal with systems having
time delays (recall that in the continuous-time case,
delays yield state space models of infinite dimensions),
which are very common in industrial processes. Time
delays are not only common but they may also play a
key role when deciding the controller structure. This
latter feature is formally stated in the following lemma.
Lemma 4: Consider the scalar stable system S ‘ in
figure 1, composed by a scalar system S 0 and a pure
Then, the result (35) follows by induction and
on using (22). Note that a key in this proof is that
Ckþ1 ¼ ½ 0ðnþkÞ
ðnþkÞ 1 for k ¼ 0, 2, . . . , ‘  1. œ
Assume that Gij is the transfer function of S ‘ , then
Lemma 4 says that the value of ij in the PM will
consistently increase as we increase ‘.
To illustrate Lemma 4 we consider a plant model
which is a classic in process control.
Example 3: A continuous-time plant has a transfer
function given by
es
GðsÞ ¼ K ;  2 Rþ
sþ
 374 M. E. Salgado and A. Conley

The corresponding sampled-data model, with zero- Furthermore, a large ij indicates that the control uj
order hold, sampling period
and  ¼ N
, N 2 Z, is has strong authority upon output yi. Thus, the complex-
given by ity of a controller structure should be traded off against
1a the closeness to one of the sum of the chosen ij
Gd ðzÞ ¼ K ; where a ¼ e
elements. For future reference we will denote this sum
zN ðz  aÞ
by S.
To apply Lemma 4 we make ‘ ¼ N and Go ½z ¼ Note that, in singling out the most significant ij
zN Gd ðzÞ, with elements, the PM suggests an associated nominal plant
Ao ¼ a; Bo ¼ Kð1  aÞ; Co ¼ 1; Do ¼ 0 model. Then, it is plausible that the parameter S quan-
tifies the combined controllability and observability of
Then, using (33) and (34), we have that that associated nominal model.
1a 1 Consider the plant output y‘ . Then, the analysis of
Po ¼ K 2 ; Qo ¼ the ‘th row, ‘ , in the PM is required. If the plant has p
1þa 1  a2
inputs and p outputs, then the most significant elements
Thus
in ‘ are those which exceed the average value 1=p 2 .
K2 Those are the primary candidates to be considered to
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tracefPo Qo g ¼ define the nominal model Go(s). However, it is not

ð1 þ aÞ2
always true that the largest element in ‘ has to be
1a included in the array defining the nominal model and
kGo k22 ¼ Co Po CoT ¼ Po ¼ K 2
1þa the associated controller structure. That and other issues
from where are illustrated in the following example.

tracefPN QN g ¼ tracefPo Qo g þ NkGo k22 Example 4: A plant with three inputs and three out-
puts has the PM given by
K2 1a
¼ 2
þ NK 2 2 u1 u2 u3 3
ð1 þ aÞ 1þa 0:1400 0:0645 0:0233 y1
(¼ 4
0:1633 0:1485 0:0661 5 y2
1 þ Nð1  e2
Þ 0:0739 0:0591 0:0863 y3
¼ K2
ð1 þ e
Þ2
where we have highlighted all those elements which
exceed the average value which, in this case, is
1=9 ¼ 0:1111.
6. Application to controller architecture selection If we first evaluate a (square) decentralized structure,
The key idea presented in } 4 is that the PM high- we have to choose a pattern with three rows and three
lights those elements in the transfer function matrix, columns where only one element per row and one
which are more significant in the description of the element per column are allowed. We then observe that
MIMO system. At the same time, the PM suggests a the pairing (u1 , y2 ), corresponding to the largest element
path to gradually increase the complexity of the nominal in the row 2 , should not be chosen in the selected
model Go(s) and, as a consequence, to gradually increase controller structure, since then the maximum attainable
the controller structure complexity. S would be
Thus, to determine the structure of the controller Sa ¼ 12 þ 21 þ 33 ¼ 0:3141
we must first obtain a nominal model Go ðsÞ. In a non-
discriminant (very unlikely) scenario, all 0 < ij < 1 However, if we discard the pairing (u1 , y2 ) and,
have the same value, i.e. they are all equal to 1=p 2 . instead, we choose the pairing (u1 , y1 ), a higher S can
However, in a highly discriminant PM, i.e. when there be achieved with
exists a pair (i, j) for which ij 1=p 2 , one can say that
Sb ¼ 11 þ 22 þ 33 ¼ 0:3748
all states in the elementary system with output yi and
input uj are either hard to control or hard to observe. Hence the best pairing for a decentralized controller
This suggests that there are no significant benefits is (u1 , y1 ), (u2 , y2 ) and (u3 , y3 ).
to consider the transfer function Gij ðsÞ in the nominal If we are prepared to use a controller which is more
model. The converse is also true, i.e. when ij is much complex than a decentralized controller, we could make
larger that 1=p 2 , then some states in the elementary y2 to be commanded not only from u1, but also from u2,
system with output yi and input uj are easy to control this sparse controller would yield
and easy to observe. Hence the transfer function Gij ðsÞ is
a strong candidate to be included in the nominal model. Sc ¼ 11 þ 22 þ 33 þ 21 ¼ 0:5381
 MIMO interaction measure and controller structure selection 375

Once the PM has been computed and Go ðsÞ has been an indication of a dynamics dominance in the system.
chosen, we then know which plant inputs are affected More will be said when closed loop design specifications
by which plant outputs. This determines the web of are discussed in } 7.
dependencies of y on u. We then need to determine the Some additional examples are presented next for
controller structure, i.e. the web of dependencies of u further illustration of the proposed ideas.
on y (feedback controller structure). This can be done
Example 5 (Continuous-time system): Consider a 3
3
by inspection from the PM if Go(s) is either a diagonal
system with transfer function
or block diagonal system with blocks having symmetric
2 3
structure, but it is not usually so for those models which 0:4 4ðs þ 3Þ 2
include sparse or triangular structures. In the general 6 ðs þ 1Þ2 ðs þ 2Þðs þ 5Þ sþ4 7
6 7
case, one has to mirror the dependencies in such a way 6 2 2 1 7
6 7
that the dependency of u from y (feedback controller GðsÞ ¼ 6 2 7
6 ðs þ 2Þðs þ 1Þ ðs þ 2Þ sþ2 7
structure) be the inverse of that in the nominal model 6 7
4 6ðs þ 1Þ 4 8 5
structure (dependency of y on u). The rationale of that
ðs þ 5Þðs þ 4Þ 2 ðs þ 2Þðs þ 5Þ
mechanism can be appreciated from the discussion ðs þ 3Þ
below.
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ð43Þ
Given Go(s), we require that C(s) has a structure
The PM for this system is
which, at least, can achieve a diagonal complementary
sensitivity, so that we are able to decouple the channels. u1 u2 u3
We recall that 2 3
0:0370 0:2018 0:0385 y1
(¼ 6 7 ð44Þ
To ðsÞ ¼ Go ðsÞCðsÞðI  Go ðsÞCðsÞÞ1 4 0:2226 0:0578 0:0385 5 y2
¼ ðCðsÞ1 Go ðsÞ1  IÞ1 0:2193 0:0457 0:1389 y3

Hence, to be able to have a diagonal To ðsÞ it is Note that this system has non-minimum phase zeros
necessary that the structure of C(s) be the inverse of at 0:1134
j1:8216.
the structure of Go(s). We observe that Case 1. Decentralized controller: In this case we need
1 to select three elementary systems, to pair every input
(i) C(s) is not required to be equal to Go ðsÞ .
(ii) C(s) will usually be unstable to ensure integral to a different output. The PM matrix suggests that the
action and, in general, it should exhibit high best pairing (the reader can verify that any other pairing
gains in the frequency bands where reference yields a lower S) would be (u1 , y2 ), (u2 , y1 ) and (u3 , y3 ),
and disturbances have significant energy. this yields
(iii) The choice structureðCðsÞÞ ¼ structureðGo ðsÞ1 Þ Sd ¼ 12 þ 21 þ 33
ð45Þ
gives the simplest controller structure to achieve ¼ 0:2018 þ 0:2226 þ 0:1389 ¼ 0:5633
a diagonal To(s). However with that controller
structure, other than diagonal structures for The nominal plant model would be
To(s) can also be achieved. 2 3
4ðs þ 3Þ
6 0 0 7
For large scale systems, where the number of inputs 6 ðs þ 2Þðs þ 5Þ 7
and outputs precludes a selection by inspection, it is 6 2 7
6
Go ðsÞ ¼ 6 0 0 7
7
possible to solve the controller structure problem using 6 ðs þ 2Þðs þ 1Þ 7
a computer program, since the selection problem can be 4 8 5
0 0
set in a dynamic programming framework. In those high ðs þ 2Þðs þ 5Þ
complexity systems, the heuristic limits suggested above ð46Þ
tend to go down.
In general, there is no simple theory yet to say what Then
is the minimum S which makes a given nominal model 2 3
0  0
acceptable. However, in the authors’ experience, the 6 7
structureðGo ðsÞÞ ¼ 4  0 0 5 ¼) structureðCðsÞÞ
nominal model should yield S > 0:70 to be on the safe
side. When S < 0:5, it is highly likely that no controller 0 0 
0 1
with the selected structure yields satisfactory perform- 0  0
ance. If a high S is achieved mainly by the contribution B C
¼ structureðGo ðsÞ1 Þ ¼ @  0 0A
of a reduced (in comparison with the total number of
0 0 
entries, p
p) number of elements in the PM, then
useful insight is being obtained, since that situation is ð47Þ
 376 M. E. Salgado and A. Conley

Therefore, in this case, the controller will have the to increase S, can be formed by making u3 depending
structure not only on y3 but also on y2, this yields
2 3
0 C12 ðsÞ 0 Sb ¼ 12 þ 21 þ 23 þ 31 þ 33
6 7
CðsÞ ¼ 64 C21 ðsÞ 0 0 7 5 ð48Þ ¼ 0:2018 þ 0:2226 þ 0:0385 þ 0:21930 þ 0:1389
0 0 C33 ðsÞ ¼ 0:8211
One can observe that the selected structure yields ð53Þ
a value for S which is just over 50% of the overall For this choice, the plant nominal model is
combined measure of controllability and observability. 2 3
In the next case, to increase S, we add an additional 4ðs þ 3Þ
6 0 0 7
term in the nominal plant model and in the controller. 6 ðs þ 2Þðs þ 5Þ 7
6 2 1 7
Case 2. Sparse controller: Assuming the initial pairing 6 7
Go ðsÞ ¼ 6 0 7
chosen in Case 1, the next largest contribution to S 6 ðs þ 2Þðs þ 1Þ sþ2 7
6 7
would be obtained on making u1 driving not only y2 4 6ðs þ 1Þ 8 5
0
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but also driving y3, this yields ðs þ 4Þðs þ 5Þ ðs þ 2Þðs þ 5Þ

Ss ¼ 12 þ 21 þ 33 þ 31 ð54Þ
Note that this model has non-minimum phase zeros
¼ 0:2018 þ 0:2226 þ 0:1389 þ 0:2193 ¼ 0:7826 at 0:3119
j1:7905.
ð49Þ Then
0 1
For this choice, the plant nominal model is 0  0
2 3 B C
4ðs þ 3Þ structureðGo ðsÞÞ ¼ B C
@  0  A ¼) structureðCðsÞÞ
6 0 0 7
6 ðs þ 2Þðs þ 5Þ 7
6 7  0 
6 2 7 0 1
Go ðsÞ ¼ 6
6 ðs þ 2Þðs þ 1Þ 0 0 7
7 0  
6 7 B C
6 7 ¼ structureðGo ðsÞ1 Þ ¼ B 0 0C
4 6ðs þ 1Þ 8 5 @ A
0
ðs þ 4Þðs þ 5Þ ðs þ 2Þðs þ 5Þ 0  
ð50Þ ð55Þ
Then The corresponding controller is then
0 1 2 3
0  0 0 C12 ðsÞ C13 ðsÞ
B C 6 7
structureðGo ðsÞÞ ¼ B
@ 0 0C
A ¼) structureðCðsÞÞ
CðsÞ ¼ 4 C21 ðsÞ 0 0 5 ð56Þ

 0  0 C23 ðsÞ C33 ðsÞ

0 1 In this case, the selected structure implies that we use
0  0
B C a full MIMO controller for the 2
2 subsystem with
¼ structureðGo ðsÞ1 Þ ¼ B
@ 0 0C
A inputs u1 and u3 and outputs y2 and y3. The controller
structure is completed by a SISO controller for the
0  
scalar subsystem with input u2 and output y1. This
ð51Þ arrangement yields a value for S which is only slightly
and the corresponding controller is larger than that obtained for the sparse structure; this
2 3 suggests that there is little incentive for designing and
0 C12 ðsÞ 0 using a block diagonal controller instead of a sparse
6 7 controller.
CðsÞ ¼ 4 C21 ðsÞ 0 0 5 ð52Þ
0 C32 ðsÞ C33 ðsÞ
6.1. Discussion of the results
In this case, the selected structure yields a value for S
The PM for the system in this example seems to
which is over 75% of the overall combined measure of
contradict the analysis of the results in table 1 in one
controllability and observability.
respect: the presence of a non-minimum phase zero in
Case 3. Block diagonal controller: Assuming the sparse G31 ðsÞ does not make 13 large enough to force the pair-
structure chosen in Case 2, a block diagonal structure, ing ðu1 , y3 Þ into a decentralized controller. This is due to
 MIMO interaction measure and controller structure selection 377

the small d.c. gain in G31 ðsÞ, equal to 0:3 when compared no indication in the RGA on how to select a more
to the d.c. gain of the main competitor, G21 ðsÞ, which has complex model (sparse or block diagonal).
a unit d.c. gain. To go deeper into this discussion we
To complement the illustration of the interaction
consider two cases.
quantifier and the controller structure selection we will
Change 1: The d.c. gain of G31 ðsÞ is changed from 0.3 next consider two examples in discrete-time.
to 0.45.
Example 6 (Sampled-data control): We assume that
Change 2: The zero is shifted from 1 to 0.5, keeping the the plant in Example 5 is going to be under digital con-
d.c. gain at its original value, i.e. equal to 0.3 trol, using a sampling period of 0.1 s and a zero-order
hold. We then need to choose a controller structure
Change 1
based upon a sampled data model. That model has a
In this case transfer function given by
2 3
9ðs þ 1Þ 0:001872z þ 0:001751 0:3307z  0:2451 0:1648
G31 ðsÞ ¼ 2 6 z2  1:81z þ 0:8187
6 z2  1:425z þ 0:4966 z  0:6703 7
7
s þ 9s þ 20 6 0:009056z þ 0:008194
6 0:008762z þ 0:007668 0:09063 7
7
Gd ðzÞ ¼ 6 2 7
u u2 u3 6 z  1:724z þ 0:7408 z2  1:637z þ 0:6703 z  0:8187 7
2 1
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3 6 7
4 0:3604z þ 0:3993 0:01642z þ 0:01344 0:03184z þ 0:02522 5
0:0290 0:1584 0:0302 y1
¼) ( ¼ 6 z2  1:277z þ 0:4066 z2  1:482z þ 0:5488 2
z  1:425z þ 0:4966
7
4 0:1747 0:0454 0:0302 5 y2 ð58Þ
0:3873 0:0358 0:1090 y3 The PM for this system is
The change in the d.c. gain of G31 ðsÞ yields a signifi- 2 u1 u2 u3 3
cant increase in the value of 13 , making it mandatory 0:0319 0:2289 0:0461 y1
(¼ 4
to have u1 depending on the measurement of y3 in any 0:1943 0:0514 0:0389 5 y2
controller structure. In particular, for a decentralized 0:2394 0:0418 0:1273 y3
controller, the pairing ðu1 , y3 Þ makes it possible to If a decentralized controller is to be used, the pairing
reach the maximum value for S, which is 0:5759. Note yielding the highest S is the same as in the continuous
that the d.c. gain of G31 ðsÞ is still less than half the d.c. case, i.e. ðu1 , y2 Þ, (u2, y1) and (u3, y3). A highly relevant
gain of G21 ðsÞ. feature in this example is that it illustrates the fact that
Change 2 the largest ij must not necessarily be included to form
the controller structure. In this example the largest ij
In this case is 31 ; however, the pairing (u1, y3) would yield at most
6ð2s þ 1Þ S ¼ 0:5072.
G31 ðsÞ ¼
s2 þ 9s þ 20 The next example highlights the ability of PM to
u u2 u3 assess the significance of time delays in MIMO inter-
2 1 3
0:0251 0:1370 0:0262 y1 action and therefore in the controller structure selection.
¼) ( ¼ 6 7 This example also verifies the validity of Lemma 4.
4 0:1512 0:0392 0:0262 5 y2
0:4698 0:0310 0:0943 y3 Example 7 (Sampled-data system with time delays):
The sampled-data transfer function of a 2
2 plant
We have moved the non-minimum phase zero has a transfer function given by
closer to the origin, while maintaining the d.c. gain at 2 3
0:5 0:15
its original value. Now the predominance of 13 is even 6
GðzÞ ¼ 6
ðz  0:5Þ ðz  0:8Þzl 7
7 ð59Þ
stronger than when the first change was introduced, 4 0:1 0:3 5
forcing the dependence of u1 on y3 in any controller
ðz  0:5Þðz  0:8Þ z  0:7
structure. In particular, for a decentralized controller,
the pairing ðu1 , y3 Þ makes it possible to reach the maxi- where ‘ is a non-negative integer, quantifying a pure
mum value for S, which is 0:633. time delay in the path from u2 to y1. The participation
A final point to note is that the RGA for this plant matrix is next computed for ‘ ¼ 0, for ‘ ¼ 3, and for
is given by ‘ ¼ 10. The results are
2 3    
0:3171 0:1239 0:2797 0:2272
0:0831 0:9111 0:1720 (j‘¼0 ¼ ; (j‘¼3 ¼ ;
RGAðGÞ ¼ 4 1:3809 0:2745 0:1064 5 ð57Þ 0:3122 0:2469 0:2754 0:2177
 
0:2979 0:3634 0:9345 0:2193 0:3941
(j‘¼10 ¼
It can be seen that the RGA suggests the same 0:2159 0:1707
diagonal structure as the PM does. However, there is ð60Þ
 378 M. E. Salgado and A. Conley
When ‘ ¼ 0, the PM indicates that a decentralized
controller should be based upon the pairings (u1, y1)
and (u2, y2), leading to S ¼ 0:3171 þ 0:2469 ¼ 0:5571.
However, when ‘ ¼ 3, the information provided by the
PM is ambiguous. But, when ‘ ¼ 10, the PM indicates an
anti-diagonal controller, i.e. the pairings (u1, y2) and
ðu2 , y1 Þ, yielding S ¼ 0:3941 þ 0:2159 ¼ 0:61. The quali-
tative nature of these results is in agreement with intui-
tion, since as the delay increases, the authority of u2 on
y1 grows in importance in the overall system dynamics.
Note that the four static gains in GðsÞ are comparable.
The values for S in all cases are similar. To increase
its value, a triangular structure in the controller should
be used. In each case, the structure of the controller is
determined by building the structure of Go ðsÞ1 .
When ‘ ¼ 0, a sensible triangular controller is
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obtained if we make u1 depending on y1 and if, at the
same time, u2 depends on y1 and on y2, this yields a pair
(u1 , y1 ) and a triad (u2 , y1 , y2 ) leading to S ¼ 0:3171þ
0:2469 þ 0:3122 ¼ 0:8693. When ‘ ¼ 3, a triangular
controller is built with the triad (u2 , y1 , y2 ) and the pair
(u1 , y2 ); in this case S ¼ 0:2797 þ 0:2754 þ 0:2272 ¼
0:7823. The same controller structure should be chosen
when ‘ ¼ 10, leading to S ¼ 0:3941 þ 0:2159 þ 0:2193 ¼
0:8293
7. Control design and the participation matrix
The PM idea is not tied to any particular design
methodology, since its role is to provide support to the
designer in the preliminary and crucial stage of building
a nominal model for a multivariable plant starting from
a full MIMO linear, stable model.
In any linear MIMO control design problem we
assume that we have a calibration model such as the
transfer function (2), which is already an approximate
description of the process to be controlled. When a
decentralized approach is pursued, what we are doing
is to approximate the calibration model by a nominal
model of the form (3). We know that, in doing so, addi-
tional modelling errors are introduced; however we are
prepared to accept that (i.e. its deleterious effects on the
control performance) in exchange for simplicity in the
controller design and other practical advantages. In this
case, the role of the PM (and other alternative tools) is
to help us to choose a suitable input–output pairing to
build a decentralized description of the plant.
If no decentralized controller is able to deliver an
acceptable performance, we must refine our nominal
model, by including one or more significant interactions.
This is a stage where the contribution of the PM
becomes unique: it helps us to decide which of the inter-
actions are the most significant (and to provide a sensi-
ble definition of significant interactions). The refining of
the nominal model may involve several iterations going
from decentralized to full MIMO control, through
sparse control, triangular and block diagonal. In a prac-
tical situation, when a MIMO plant with many inputs
and many outputs is to be controlled, one would aim,
at least, to break the control design problem in several
simpler MIMO control problems, i.e. we are aiming to
describe our process using a block diagonal nominal
model. The advantage of doing this is manyfold: design
simplicity, robust performance, integrity, online tuning,
maintenance, and so on. The PM is one tool to support
this approach.
Except when dealing with a decentralized nominal
model, which breaks the problem into p-SISO designs,
in all other cases we need to use the available tools
provided by the MIMO control theory and practice.
The proposal of a tool like the PM does not pose
problems that are different to those which are
currently research topics in the field.
Our preferred choice to synthesize a controller can
be explained considering the fact that its structure is the
inverse of the structure of the nominal model. We can
use the Youla parametrization of all stabilizing control-
lers for a stable plant (see, e.g. Maciejowski 1989, Glad
and Ljung 2000, Goodwin et al. 2001). In this method-
ology, the controller satisfies
CðsÞ ¼ ½I  QðsÞGo ðsÞ1 QðsÞ ¼ QðsÞ½I  Go ðsÞQðsÞ1
ð61Þ
where QðsÞ is any stable proper transfer function matrix.
We recall that the Youla-parameterized control loop has
the form shown in figure 2.
It is then straightforward to verify that
structureðCðsÞÞ ¼ structureðGo ðsÞ1 Þ if structure
ðQðsÞÞ ¼ structureðGo ðsÞ1 Þ and if Q(s) has the same
structure and if I  Go ðsÞQðsÞ is either diagonal or has
also that structure. Therefore, if the PM leads to a block
diagonal Go ðsÞ, then C(s) must be block diagonal, and
that is achieved if Q(s) is chosen to be block diagonal
of consistent dimensions. For instance, in Case 3 in
Example 5, the design problem breaks into a set of
one SISO design problem and one 2
2 full MIMO
design problem. In that case Q(s) must be chosen
(modulo a column permutation) as a diagonal matrix
with a 1
1 block and a 2
2 block. A similar sym-
metry can be built for triangular, block triangular and
sparse models.
Figure 2. Control loop with Youla parameterization.
 MIMO interaction measure and controller structure selection 379

At this stage, the fact that the model Go(s) was We next illustrate these ideas with Cases 1 and 2 in
obtained using either PM or other tool is irrelevant, Example 5, where a significant difference exists in the
since the issues to face now are classical MIMO design values for S. The nominal models, diagonal and sparse,
issues, some of which are discussed below. given by (46) and (50) are denoted by God ðsÞ and Gos ðsÞ,
respectively, and their inverses are
7.1. Stability God ðsÞ1
2 3
The controller Q(s) is designed using the nominal 0 0:5ðs þ 1Þðs þ 2Þ 0
model Go(s), thus stability of Q(s) is necessary and suffi- 6 0:25ðs þ 2Þðs þ 5Þ 7
¼6
4 0 0 7
5
cient for the stability of the nominal control loop. Since sþ3
Go(s) is open loop stable, there is always a controller of 0 0 0:125ðs þ 2Þðs þ 5Þ
the given structure, that stabilizes the loop. This can be ð63Þ
proved either using root locus arguments or fixed mode
ideas (see, e.g. Anderson and Clements 1981, Tarokh Gos ðsÞ1
2 3
1985). However, since this controller must be able to 0 0:5ðs þ 1Þðs þ 2Þ 0
control the real plant, we must guarantee that, at least, 6 0:25ðs þ 2Þðs þ 5Þ 7
6 0 0 7
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the designed Q(s) stabilizes the calibration model G(s). ¼6

6 sþ3 7
7
4 2 2
ðs þ 2Þ ðs  1Þ 5
This is a robust stability issue and has to be dealt with 0 0:375 0:125ðs þ 2Þðs þ 5Þ
sþ4
using the existing theory which mainly relies on the
ð64Þ
singular values of the modelling error. A simulation
of the control loop with the calibration model can We immediately observe that in none of these cases
anticipate whether the design is robust stable. If the we can achieve the ideal Q(s), i.e. that leading to
simulation result is unsatisfactory, the designer can To ðsÞ ¼ I, since the inverses in (63) and (64) are impro-
either modify the bandwidths or he/she can use the per. A simple strategy to overcome this problem is to
PM to refine the nominal model, incorporating new choose Q(s) as
interactions to diminish the modelling error. It is not 2 3
HðsÞ 0 0
known so far a quantitative relationship between the 6 7
PM and the degree of robustness. However it is sensible QðsÞ ¼ God ðsÞ1 4 0 HðsÞ2 0 5;
to assume that the larger S is, the more robust is the 0 0 HðsÞ2
2 3 ð65Þ
control design. This assumption is consistent with the HðsÞ 0 0
results obtained in the case studies. 6 7
QðsÞ ¼ Gos ðsÞ1 4 0 HðsÞ3 0 5
0 0 HðsÞ2
7.2. Performance
The Youla approach leads to a nominal complemen- for the diagonal and the sparse cases, respectively. In
tary sensitivity function which is given by (65) HðsÞ ¼ 1=ðs þ 1Þ, and  is a small positive number.
We thus ensure that the complementary sensitivity To(s),
To ðsÞ ¼ Go ðsÞQðsÞ; where YðsÞ ¼ To ðsÞRðsÞ ð62Þ for both cases, is close to the identity matrix I in a
This highlights another known feature of the Youla frequency band determined by the choice of . This
parametrization, namely the controller Q(s) should be setting, although simple, due to the lack of other con-
chosen as close as possible to the inverse of the nominal straints, allows us to evaluate the effectiveness of the
plant model. In other words, the control design problem PM for comparable nominal designs. To perform the
can always be formulated as the building of a stable and evaluation we use the loop shown in figure 2, where
proper plant inverse which, at the same time, satisfies now the calibration model (43) substitutes the block
a web of constraints (linear and non-linear) and funda- named Plant, and the nominal model Go(s) is replaced
mental limitations (Goodwin et al. 2001). In the limit, by either God(s) or by Gos(s). The conditions for the
i.e. when QðsÞ ¼ Go ðsÞ1 , perfect tracking would be simulation are:
achieved, although one of the trade-offs implies to
negotiate a good inverse against requirements such as (i) The loop is initially at rest.
having a proper and stable Q(s). (ii) Step references are applied at different instants,
A key issue is that the underlying inversion require- in particular r1 ðtÞ ¼ ðt  1Þ, r2 ðtÞ ¼ ðt  10Þ
ment in the Youla approach is consistent with the and r3 ðtÞ ¼ ðt  20Þ where ðtÞ is the unit step.
requirement, derived from the PM, that C has the The reference levels give the same weight to the
same structure as the inverse of the nominal model performance in each of the three channels. Also,
Go(s), since this requires that Q(s) has the same structure their time profiles have been chosen to facilitate
as Go ðsÞ1 . the display of the results.
 380 M. E. Salgado and A. Conley

(iii) A quadratic measure of the performance is The cost function (66) has been also computed for
computed on line, as both cases and it is shown in figure 5.
A brief analysis of the above results shows that:
ðt
J¼ eðtÞT eðtÞ dt ð66Þ (i) Both designs are robust stable. However, it can
0 be verified that this does not hold if  1.
(ii) The choice of  ¼ 0:1 has been made only for the
where eðtÞ is the vector error rðtÞ  yðtÞ.
sake of illustration of the control methodology.
The performance of both loops are shown in In a more realistic environment, there are other
figures 3 and 4. requirements (such as noise, input saturation and

3
Plant outputs

2
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1 y1(t)
0
y (t)
3
−1
y2(t)
−2
0 5 10 15 20 25 30
Time [s]
Figure 3. Plant outputs. Diagonal controller.  ¼ 0:1.

2
Plant outputs

1
y1(t)

0
y (t)
3

−1
y2(t)

−2
0 5 10 15 20 25 30
Time [s]
Figure 4. Plant outputs. Sparse controller.  ¼ 0:1.

1
Jdiag(t)
Control error measure

0.8

0.6

0.4 Jsparse(t)

0.2

0
0 5 10 15 20 25 30
Time [s]
Figure 5. Accumulated control errors.  ¼ 0:1.

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j1:7905. A general situation can be
MIMO interaction measure and controller structure selection
transient performance) likely to suggest a much
larger . This issue is also connected to the
discussion below.
(iii) The sparse controller provides a better perfor-
mance than the diagonal controller. However
those results change with the reference direction-
ality. For instance, if we use r1 ðtÞ ¼ r2 ðtÞ ¼
r3 ðtÞ ¼ ðt  1Þ, i.e. the direction is ½1 1 1T and
the three references change simultaneously, then
the performance of the sparse controller would
be even better than that of the diagonal case.
(iv) Several other references might be tried. However
in every trial, the references in all channels should
have the same magnitude; otherwise we would
be allocating arbitrary weights to the different
channels.
In a general framework, the performance of the
nominal control loop is limited by the presence of non-
minimum phase zeros in Go(s). In this situation, Q(s)
can never be made equal to Go ðsÞ1 , since then Q(s)
would be unstable. It is also known that non-minimum
phase zeros limit the bandwidth of the closed loop
(Goodwin et al. 2001). This is the situation for Case 3
in Example 5 where, as noted, there are two zeros
located at 0:3119
Once a diagonal FðsÞ is chosen, we compute the PM
dealt with using sophisticated techniques such as factor-
ization with zero-interactors (Wolovich and Falb 1976,
Goodwin and Sin 1984, Goodwin et al. 2001) or equiva-
lent inner–outer factorization (Havre 1998, Zhou and
Doyle 1998). Going into a design of that complexity
is worthwhile only if it improves significantly the loop
performance. This can be analyzed comparatively using
the value of S for the competing structures.
7.3. Closed loop bandwidth specification
In the derivation of the participation matrix and
in the development of its applications to controller
structure selection no design specification has been
considered. A natural question is how to modify the
proposed tools when a closed loop bandwidth constraint
is introduced. To address that issue we consider a
standard MIMO nominal control loop, which is
shown in two equivalent (assuming a stable nominal
model) structures in figure 6.
We observe from figure 6 that
YðsÞ ¼ Go ðsÞUðsÞ ¼ Go ðsÞSuo ðsÞRðsÞ ¼ To ðsÞRðsÞ
Figure 6.
381
where Suo ðsÞ is the control sensitivity (Goodwin et al.
2001). If we assume no constraints on the reference,
we thus observe that the plant input spectrum is shaped
by a filter, where the filtering characteristics are deter-
mined by the control sensitivity.
A simple yet effective way to introduce the band-
width limitation is to choose a diagonal transfer func-
tion FðsÞ which captures essential features of Suo ðsÞ.
Every diagonal entry in FðsÞ is associated to the intended
closed loop bandwidth. In this strategy the (i, i) element
in FðsÞ is then defined by
Ao ðsÞ
½Fii ðsÞ ¼ ð67Þ
Ai ðsÞ
where Ao(s) and Ai(s) are stable polynomials, with Ao(s)
containing, as roots, the poles (at least the dominant
ones) in the ith column of the plant transfer function.
Also, Ai(s) having roots suggested by the intended band-
width in the ith channel. Note that when the closed loop
is specified to have a larger bandwidth than the plant,
then (67) describes a high-pass filter; when the situation
is the other way around, then (67) describes a low-pass
filter. In every case, F(s) is normalized at d.c., i.e. to
have Fð0Þ ¼ I; this avoids the introduction of arbitrary
scaling.
for the filtered plant Gf(s), which is defined as
Gf ðsÞ ¼ Go ðsÞFðsÞ
The introduction of this (or a similar) type of
filtering is necessary to capture some essential design
trade-offs. For instance, we know that a delay or a
non-minimum phase zero is model-relevant depending
on the closed loop bandwidth. Something similar applies
to slow poles, resonant modes and so on. To illustrate
this approach we next consider an example.
Example 8: Consider the same plant as in Example 5.
We observe that the dominant system poles are located
at 1, 2 and 2 for the first, second and third column
respectively. Further assume that the dominant closed
loop poles in the three channels are at 4. Hence a
suitable choice could be
sþ1 sþ2 sþ2
FðsÞ ¼ diag 4 ,2 ,2
sþ4 sþ4 sþ4
where the static gain in all entries has been normalized
to 1.
Equivalent loop.
 382 M. E. Salgado and A. Conley

We next compute the PM for the filtered function is not a wide-band signal. To overcome this latter prob-
which gives lem, one could also model the reference as the output of
an additional filter with white noise input; however, that
2 u1 u2 u3 3
is beyond the scope of this paper.
0:0094 0:2279 0:0167 y1
(¼ 4
0:0645 0:0236 0:0112 5 y2
0:5740 0:0300 0:0427 y3
8. Conclusions
If a decentralized controller structure is chosen, then In this paper a new measure of dynamic channel inter-
the pairing should be (u1, y3), ðu2 , y1 Þ and ðu1 , y3 Þ leading action in stable MIMO systems has been proposed. This
to S ¼ 13 þ 21 þ 32 ¼ 0:8091. An interesting feature measure is based upon the system controllability and
of this result is that the entry 13 , corresponding to observability gramians. It thus makes use of the ability
G31 ðsÞ, is now the predominant element. This is due not of the gramians to describe the difficulty (or otherwise)
to its d.c. gain, which is small, but to its non-minimum to observe and to control the system state. In particular,
phase zero. The strong presence of this feature is due to it has been shown that the sum of the squared Hankel
the choice of the dominant closed loop pole, which is singular values reveals several relevant control design
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much faster than the non-minimum phase zero; this trade-offs.

describes one of the design conflicts (see Goodwin The gramian-based measure, which we have called
et al. 2001). To investigate this issue a bit further we the participation matrix (PM), is a matrix of numbers, it
make the dominant closed loop pole equal to 8. We is built upon a dynamic plant model and it has no
thus choose limitations regarding the number of plant inputs and

sþ1 sþ2 sþ2 outputs. Some criteria have been associated to the pro-
FðsÞ ¼ diag 8 ,4 ,4 posed measure to pair inputs and outputs in a decentral-
sþ8 sþ8 sþ8
ized control architecture. However, the key feature of
leading to the PM is its unique ability to provide support for a
richer controller architecture selection in continuous
2 u1 u2 u3 3
and discrete-time time frameworks, including triangular,
0:0046 0:2210 0:0139 y1
(¼ 4 block diagonal and sparse structures. Furthermore,
0:0315 0:0124 0:0060 5 y2
0:6695 0:0187 0:0225 y3 preliminary results show that this measure helps the
designer to comparatively assess the benefits of those
By making the closed loop even faster, an even more richer controller structures. The PM also sheds light
predominant role is played by the non-minimum phase on fundamental design limitations and highlights
zero in G31 ðsÞ. dominant dynamic features (small stable zeros, non-
minimum phase zeros, time delays and resonant
The use of this type of filtering can be made part of
peaks). It has been also shown that the PM, when
the iteration process which normally takes place in any
applied to a suitable modified plant model, can provide
control design problem. One has to keep in mind that
information regarding interaction as a function of a
the effect of the filter is meaningful only if the frequency
projected closed loop velocity. In this usage, the PM
response of GðsÞ is significantly different to that of
also helps to spot design conflicts. Those are the main
GðsÞFðsÞ. Also, the benefit of this filtering strategy does
contributions of the ideas proposed in this paper.
not lie in numerical accuracy but in that it reveals an
Further research should include extension of the PM
interplay of the different interactions as the projected
ideas to unstable processes (which would require a new
closed loop bandwidth changes. As seen in Example 8,
definition of gramians (e.g. as in Zhou et al. 1999) and
when the closed loop speed is increased, some entries
the building of more precise numerical guidelines to
in the PM become more and more significant. Those
select the controller structure. Optimality with restricted
particular elements are associated to dynamic features
structure controllers and input-saturation effects are
which are usually hard to deal with in any control design
also challenges for future research.
process. In those cases a high S is obtained by including
only a couple of elements in the PM. That is an
indication that the specified closed loop bandwidth is
unsuitable for the given plant and that, consequently, Acknowledgements
a design trade-off has to be achieved by choosing a Helpful discussions with Professor Pedro Albertos
different bandwidth. from Valencia Polytechnic University, Spain, are
The limitations of this filtering strategy as an accu- gratefully acknowledged. The authors are also grateful
rate numerical tool are originated in the simplicity of for the support received from CONICYT-Chile
the filter (67) and in the fact that usually the reference through grant FONDECYT-1040313.
 MIMO interaction measure and controller structure selection
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