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L6 STReight
L6 STReight
Steady State Regulation of Basis Weight and Moisture Content Benefits of Improved Regulation - 1970 data
Many thanks to Nils Leffler (Measurex and ABB) and Olle Alsholm (Billerud)
1
The Self-Tuning Regulator The Scene of 1960
◮ Servomechanism theory 1945
◮ IFAC 1956 (50 year jubilee in 2006)
◮ Widespread education and industrial use of
1. Introduction control
2. Minimum Variance Control ◮ The First IFAC World Congress Moscow 1960
3. System Identification
◮ Exciting new ideas
Dynamic Programming Bellman 1957
4. Self Tuning Control
Maximum Principle Pontryagin 1961
5. Properties Kalman Filtering ASME 1960
6. Examples ◮ Exciting new development
7. Summary The space race (Sputnik 1957)
Computer Control Port Arthur Texas+TRW
1956-1959
◮ IBM and IBM Nordic Laboratory 1960
Computerized Process Control
2
Properties of Minimum Variance Control Minimum Variance Control
Process model
◮ Output is a moving average y = Fe, deg F ≤ deg A − deg B+
◮ Easy to asess (log output compute prediction error) and validate yt + a1 yt −1 + ... = b1 ut −k + ... + et + c1 et −1 + ...
◮ Interpretation for B− = 1 (all process zeros canceled), y is a moving Ayt = But −k + Cet
average of degree npz = deg A − deg B. It is equal to the error in
predicting the output npz step ahead. ◮ Ordinary differential equation with time The output is a moving av-
◮ Closed loop characteristic polynomial is erage yt +j = Fet , which is
delay
easy to validate!
◮ Disturbances are statinary stochastic
B+ Cz deg A−deg B = B+ Cz deg A−deg B+deg B .
+ −
Td Td + Ts Tp
Ts t
3
Back to Billerud - Minimum Variance Control Before and After
IBM Scientific Symposium Control Theory and Applications 1964 Great Inspiration for University Research
Some Theses - System Identification and Adaptive Control The Self-Tuning Regulator
Self-Tuning Regulators Björn Wittenmark 1973 PhD
Stochastic Convergence of Algorithms for Identification and Adaptive Control Lennart Ljung
1974 PhD
Identification of Industrial Process Dynamics Ivar Gustavsson 1974 PhD
Self-Tuning Regulators - Industrial Application and Multivariable Theory Ulf Borisson 1975
PhD
Identification and Dead-Beat Control of a Heat Diffusion Process Bo Leden 1975 PhD 1. Introduction
Self-Tuning Control of the Dissolved Oxygen Concentration in an Activated Sludge System 2. Minimum Variance Control
Lars Rundqwist 1976 Lic
Adaptive Prediction and Recursive Estimation Jan Holst 1977 PhD 3. The Self Tuning Regulator
Topics in Dual Control Jan Sternby 1977 PhD 4. Properties
Stability of Model Reference Adaptive and Self-Tuning Regulators Bo Egardt 1978 PhD
Interaction in Computer Aided Analysis and Design of Control Systems Johan Wieslander 5. Examples
1979 PhD 6. Summary
Stabilisation of Uncertain Systems Per Molander 1979 PhD
Identification and Adaptive Control Applied to Ship Steering Claes Källström 1979 PhD
Adaptive Start-up Control Matz Lenells 1982 PhD
Multivariable Adaptive Control Rolf Johansson 1983 PhD
New Estimation Techniques for Adaptive Control Tore Hägglund 1983 PhD
Adaptive Stabilization Bengt Mårtensson 1986 PhD
Modelling and Control of Fermentation Processes Jan Peter Axelsson 1989 PhD
4
Kalman’s Self-Optimizing Regulator 1 Kalman’s Self-Optimizing Regulator 2
R. E. Kalman, Design of a self optimizing control system. Trans. ASME R. E. Kalman, Design of a self optimizing control system. Trans. ASME
80,468– 478 (1958) 80,468– 478 (1958)
Remark on computations
Inspired by work
In practical applications, however, a general-purpose digital com-
at IBM Research and DuPont
puter is an expensive, bulky, extremely complex, and sometimes
Repeat the following two steps at awkward pieze of equipment. Moreover, the computational capa-
each sampling instant bilities (speed, storage capacity, accuracy) of even smaller com-
Step 1: Estimate the parameters
mercially available general-purpose digital computers are consid-
a1 , a2 , . . . , an , b1 , b2 , . . . , bn erably in access of what is demanded in performing the compu-
tations listed in the Appendix. For these reasons, a small special-
in the model (8)
purpose computer was constructed which could be externally dig-
Step 2: Use a control law that gives the
ital and internally analog
shortest settling time for a step change in
the reference signal
Columbia University had a computer of this type
Remark: Many other methods can be Unfortunately Kalman’s regulator never worked!
used for parameter estimation and control
Later planned attempt at IBM Research with hybrid computing Dick
design
Koepcke canceled because group moved from Yorktown to San Jose
Self-tuning regulator
Specification Process parameters yt +1 = −a1 yt − a2 yt −1 + · · · + b1 ut + · · · + et +1 = φ Tt θ + et +1
φ t = [−yt − yt −1 . . . ut ut −1 . . .]
Controller Estimation θ = [ a1 a2 . . . b1 b2 . . . bm ] ,
design
y ( t ) + a 1 y ( t − 1 ) + a 2 y ( t − 2 ) + · · · + an y ( t − n ) 1!
u (t ) = − s0 y (t ) + s1 y (t − 1) + · · · + sn y (t − n)
"
= b0 u(t − k ) + b1 u(t − k − 1) + · · · + bm u(t − k − m) b0
− r1 u(t − 1) + · · · + rm u(t − m)
+ e(t ) + c1 e(t − 1) + c2 e(t − 2) + · · · cn e(t − n)
has colored residuals and the estimate will then be biased
1. Measure y(t)
◮ Many methods tested, extended least squares, ...
2. Update estimate θˆ(t ) = θˆ(t − 1) + K (t ) y (t ) − ŷ (t )
! "
◮ Serendipity, an unplanned fortunate discovery, common in the history
of product invention and scientific discovery 3. Compute control u(t ) from above equation
◮ Proc 2 nd
IFAC Symposium on Identification and Process Parameter 4. Set output u(t )
Estimation, Prague 1970: V. Peterka Adaptive digital regulation of 5. Update φ (t ), P (t ) and K (t )
noisy systems. J. Wieslander and B. Wittenmark. An approach to
adaptive control using real time identification.
400
Assume that the estimate converges
Self-tuning control
200 Minimum-variance control t −1
1X
0 r̂y (1) = lim y ( k + 1) y ( k ) = 0
0 100 200 300 400 500 t →∞ t
Time k =0
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The Self-Tuning Regulator STR Integrator with Time Delay
Process model, estimation model and control law
yt + a1 yt −1 + · · · + an yt −n = b0 ut −k + · · · + bm ut −m
+ et + c1 et −1 + · · · + cn et −n
yt +k = s0 yt + s1 yt −1 + · · · + sm yt −m + r0 (ut + r1 ut −1 + · · · rn ut −{ )
ut + r̂1 ut −1 + · · ·r̂n ut −{ = −(ŝ0 yt + ŝ1 yt −1 + · · · + ŝm yt −m )/r0 A(q) = q(q − 1)
If estimate converge and 0.5 < r0 /b0 < ∞ τ
B(q) = (h − τ )q + τ = (h − τ )(q + )
h−τ
ry (τ ) = 0, τ = k , k + 1, · · · k + m + 1
C (q ) = q (q + c )
ryu (τ ) = 0, τ = k , k + 1, · · · k + {
Minimum-phase if τ < h/2. Controller with d = 1, τ changed from 0.4 to
If degrees sufficiently large ry (τ ) = 0, ∀τ ≥ k
0.6 at time 100.
◮ Converges to minimum variance control even if ci ,= 0
◮ Automates identification and minimum variance control in about 35
lines of code.
◮ The controller that drives covariances to zero
KJÅ and B. Wittenmark. On Self-Tuning Regulators, Automatica 9 (1973),185-199
Björn Wittenmark, Self-Tuning Regulators. PhD Thesis April 1973
−5
0 100 200 300 400
Time
u
20
−20
0 100 200 300 400
Time
Controller with d = 2
(b) 5 y
0
−5
0 100 200 300 400
Time
u
20
U. Borisson and B. Wittenmark. An Industrial Application of a Self-Tuning Regulator, 4th
0
IFAC/IFIP Symposium on Digital Computer Applications to Process Control 1974.
−20
0 100 200 300 400 U. Borisson. Self-Tuning Regulators - Industrial Application and Multivariable Theory. PhD
Time
thesis LTH 1975.
yt + a1 yt −1 + · · · + an yt −n = b0 ut −k + · · · bm ut −n p p 1 fp 2 1 2 2
dx = f (x )dt + g(x )dw , =− + g f =0
+ et + c1 et −1 + · · · + cn et −n t x x 2 x2
Estimation model dθ
θ t + 1 = θ t + γ t φ e, = f (θ ) = Eφ e
dτ
yt +k = s0 yt + s1 yt −1 + · · · + sm yt −m + r0 (ut + r1 ut −1 + · · · rn ut −{ )
Method for convergence of recursive algorithms. Global stability of STR
Theorem: Assume that (Ay = Bu + Ce) if G(z ) = 1/C(z ) − 0.5 is SPR
◮ Time delay k of the sampled system is known L. Ljung, Analysis of Recursive Stochastic Algorithms IEEE Trans AC-22 (1967) 551–575.
◮ Upper bounds of the degrees of A, B and C are known
Converges locally if ℜC(zk ) > 0 for all zk such that B(zk ) = 0
◮ Polynomial B has all its zeros inside the unit disc
◮ Sign of b0 is known Jan Holst, Local Convergence of Some Recursive Stochastic Algorithms. 5th IFAC
Symposium on Identification and System Parameter Estimation, 1979
The the sequences ut and yt are bounded and the parameters converge to
the minimum variance controller General convergence conditions
G. C. Goodwin, P. J. Ramage, P. E. Caines, Discrete-time multivariable adaptive control. Lei Gui and Han-Fu Chen, The Åström-Wittenmark Self-tuning Regulator Revisited and
IEEE AC-25 1980, 449–456 ELS-Based Adaptive Trackers. IEEE Trans AC36:7 802–812.
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Control of Orecrusher 1973 Control over Long Distance 1973
Plant in Kiruna, computer in Lund. Distance Lund-Kiruna 1400 km,
home-made modem (Leif Andersson), supervision over phone, sampling
period 20s.
Results Steermaster
Kockums
◮ Ship dynamics
◮ SSPA Kockums
◮ Full scale tests on ships
Significant improvement of production 15 %! in operation
C. Källström Identification and Adaptive Control Applied to Ship Steering PhD Thesis
Department of Automatic Control, Lund University, Sweden, April 1979.
C. Källström, KJÅ, N. E. Thorell, J. Eriksson, L. Sten, Adaptive Autopilots for Tankers,
Automatica, 15 1979, 241-254
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The Self-Tuning Regulator Summary
1. Introduction
◮ Process control - steady state regulation
2. Minimum Variance Control
◮ A very simple natural algorithm for regulation problems
3. System Identification
◮ Kalman could have done it in 1958
4. The Self Tuning Regulator
◮ Usefulness demonstrated in many industrial applications
5. Properties
◮ I don’t understand why it is it not more widely used!
6. Examples
◮ How about trying it on some computer related tasks?
7. Summary