Systems

A system can be
memorylesscurrent
depends on
Us
input
dynamic
or depends on a pas.VEurestale isput
linear Us nonlinear
time invariant vs time variant
causal Us non causal
6 depends
only on depends on currentt
torrent inputsMale
past future inputsGtales

Linearization in equilibrium

virile system in state space equations

And equilibrium if notgiven by egaling E o

leg so no change in stales
compute linearization
usually
K xej fdxe.ae
where
yo252 tAQ Xe tBCu Ue

21
a i

2 2
a rue

and x fk u
Lipschitz
A traction is Lipschitz continuous it
hot foodis continuous Cie non defined derivative
differentiable fix exists
1in f'let lim f't
xoxo X KI

its derivative is bounded

by a ask.t
maxftK EcorfHlx o

System wth e Ax
the solution to this system is x ett to
Thee are 2 cases

A is diagonalizable h eigenvalues

mnT M
Af
F Imam

and A T AT s t et T
n
ITT Xo
A is not diagonalizable

At and

if eigenvale occurs n times

an
and has a distinct eigenvectors
Ji di Else size of Ji isgivenby is
 Ji al Ls 8

Lyapunov stability
For a system KlH FINA and Kotto
thesystem is stable if
Vcd is posthe definite

UK 1 i is negative definite
all k 0 tile 20
Gofer

with UK a scalar knchion with continuous hirst desirable

Reachability and observability

rank Wn n
A system is observable it
ranktwo n

for rank Ml n rank MN ranking

square hen matrix A
a
if det A to rank A n rank Ml 2h rank MN 2h

bl h
 probably handier for
Hautus conditions nz3 actually for all d c CC
but for d's which are not
A system is reachable if q an eigenvalue of A DI A is

µI is all Eligentialves of A
rank Al B n la
row rank h
A system observable it

rank n la all eigenvalues of A

col rank h

Duality
CA B reachable to BT observable
It c observable t rftt.at reachable
Transformations
A system slate variables can be transform

2 CH THA
The slate space equations become
ed
ICH III 2 CH TIE UH
A 1 B
HH CT 2 CH t D ult
C D
Reachability Observability
The reachabilityobservability does not change und a
state transformation
Ta WT wi T WT two
Canonical forms
If wants to control
one observe a system
Wwwo must be fell rank If this is not the
the
case
one can put system in a canonical form
Reachable

Observable

where 1dg Sh ta s t tan Stan

is the characteristic
model
polynomial of the original

system response
Transfer function

HIS ISI AT Bt D
 Output response input

yet C ett xltfttf.CH BVctIdotDvct

initial slate eg
10 0
SCH for impulse
Ut
feltfor step
ult
for ramp
Note we use the transformation E Tx to help
in the compilation of ett
i
T win me hn where Mi is the eigenvector
belonging to Ji

1 442
Observer design
For each observable system with pot
coals s t an s t tan Stan
there exist an observer
E AetBut2ly Ct
thatgives a losed loop system

pls Stp s t Pms tpn desired pol

the feedback gain L is given by
L T E T
n
pin a p a Pn auf
 using E Len la lift
pcs Sh t Hn ta s t t Hmtan
1st tan
Nole observer canonical form makes it to
easy
and the cheer polynomial coefficients ai

sleek feedback
controllable system
For each with pot
coals s t an s t tan Stan
there exist stale feedback
U K Xt ko r
thatgives a losed loop system
desired pol
pls s tp s t Pms tpn
the feedback gain K is given by
K ET pin a p a Pn anTT
using Te Lk Ks kn

pcs Sh t kn ta s t then fan a

stfu tan
Linear Quadratic Regulator
Minimises a quadratic function which is tradeoff between
a
closed loop performance and input effort

To Q Xt ut Qu u dt Qx O Qu O
solution is given by
1
Ue Qu BTP
where P is a square hen matrix D o is the solution to A R E
i
PATATP P B Qui Btp tax o
with P Pp
for n 2

Kalman Filter Design

Aims to minimise the mean square of the estimation error This
model assumes Zero mean Gaussian noise and uses the error
spaces to more accurately estimate the signal
car of noise
A model in p
E Axt But Fu E udVTH Rp
westuicHg
tutmeasureantnoise E
Thesolution is given
by
E A It But LI Ce with L P E Rui
p is solution of the t.AE
Apt PAT PCTRai Cpt FRuFT o
Integral feedback
Integral feedback is used to achieve 0 steady slate error
For this a new state is introduced

I y r

The feedback becomes

U Ket Kr r ki Z
 we obtain the system

It III ftp.YIr
Model uncertainty
Additive
PtrueG pG this rds PtrueCs Pls
Multiplicative
PCs
Ptruels Pls fit fcs Scs Pty
Acs Scs Pcs
Stability margins
4mi Phase at Klux 1
gm gain or Vga.n at Leah 0 000

Sm closest distance of Lcw to 1 or mais Kastel

stability under uncertainty meet lust for all w's
think filial 011k Sha 1
I mustholdforall w
Kiosk Hiu I 118TH t

where

s and T Ifpc
Stability nominal model

Nominal model is stabilized it poles of HIS are in LHD

Soft constraint loosens the constraints

Minimal time
ygftsastopobg.meback
into teasible operation as

Constraint priorization disregards constraints based on their importance

Optimisation parameters

Infeasible problem can not always be made feasible by

increasing Nc NEN can still yield an infeasible solution

Finite horizon with terminal cost function gives same performance

as infinite horizon

Yss can be obtained from fuss 0 or Uss C

unconstrained controller is always stabilizing otherwise
Na
whymake a controller By increasing N there will be a value Ns
atter which the controller is stable
IO gives zero mean elk
IIO considers trends in noise
MPC system
use
optimalv14 Falk the elk Dw wk
ID Even 5 1
2D Ev 10 5 1

elk wk can become 0 depending on the problem def

Lor def of predictor 2 a

Closed loop stability

Closed loop stable if eigenvalues of are inside1 21
A Br Dri Ci
A BF
obtained from optimal