Modern Control Theory

Third Edition

WILLIAM L. BROGAN, Ph.D.
Professor of Electrical Engineering University of Nevada, Las Vegas

PRENTICE HALL, Upper Saddle River, NJ 07458

2 Introduction 31 System Representation 31 vii .1 2. 4 1.6 Classification of Systems 12 Mathematical Representation of Systems 14 Modern Control Theory: The Perspective of This Book 15 References 16 Illustrative Problems 17 Problems 29 2 HIGHLIGHTS OF CLASSICAL CONTROL THEORY 31 2.2 Experimental Modeling.2 1. 8 1.3.1 Analytical Modeling.Contents PREFACE 1 BACKGROUND A N D PREVIEW xvii 1 1.4 1.3 Introduction 1 Systems.5 1.3. Systems Theory and Control Theory 2 Modeling 4 1.1 1.

6 Feedback 31 Measures of Performance and Methods of Analysis in Classical Control Theory 37 Methods of Improving System Performance 41 Extension of Classical Techniques to More Complex Systems 48 References 49 Illustrative Problems 49 Problems 68 3 STATE VARIABLES A N D THE STATE SPACE DESCRIPTION OF DYNAMIC SYSTEMS 72 3.vili Contents 2.5 From Input-Output Differential or Difference Equations.4 2.2 Introduction Notation 121 121 .2 3.3 2. 98 3.4.5 3.1 3. 83 State Equations From Transfer Functions.4.1 4.6 Interconnection of Subsystems 101 Comments on the State Space Representation 102 References 103 Illustrative Problems 104 Problems 118 4 FUNDAMENTALS OF MATRIX ALGEBRA 121 4.2 3. 88 State Equations Directly From the System's Linear Graph.4.4 Introduction 72 The Concept of State 74 State Space Representation of Dynamic Systems 75 Obtaining the State Equations 80 3. 80 Simultaneous Differential Equations.4.5 2.3 3.4.4 3.3 3.1 3. 81 Using Simulation Diagrams.

3 References 140 Illustrative Problems 140 Problems 155 5 VECTORS AND LINEAR VECTOR SPACES 157 5.8 4.12.3 4.12.3 5.1 The Gradient Vector and Differentiation with Respect to a Vector.12 126 4.2 5. Basis Vectors and Dimensionality 164 Special Operations and Definitions in Vector Spaces 166 .12. Conjugate and the Associative Matrix 126 Determinants.6 Introduction 157 Planar and Three-Dimensional Real Vector Spaces 158 Axiomatic Definition of a Linear Vector Space 159 Linear Dependence and Independence 161 Vectors Which Span a Space.6 4. 134 Generalized Taylor Series.Contents ix 4.10 4.1 5. Commutative and Distributive Laws of Matrix Algebra 125 Matrix Transpose. Minors and Cofactors Rank and Trace of a Matrix 128 Matrix Inversion 129 Partitioned Matrices 131 Elementary Operations and Elementary Matrices 132 Differentiation and Integration of Matrices 133 Additional Matrix Calculus 134 4.5 5.4 Algebraic Operations with Matrices 123 The Associative.9 4. 137 Vectorizing a Matrix. 138 4.2 4.11 4.5 4.7 4.4 5.

12 5. 214 6.5 6.1 6.3 Introduction 207 Statement of the Problem and Conditions for Solutions 207 The Row-Reduced Echelon Form of a Matrix 209 6.2 A State Estimation Problem.10 5.8 6.4 6.9.9 Solution by Partitioning 214 A Gram-Schmidt Expansion Method of Solution 215 Homogeneous Linear Equations The Underdetermined Case The Overdetermined Case 219 221 226 218 Two Basic Problems in Control Theory 6.11 5. 226 6.1 A Control Problem.6 6.3.7 5.14 Orthogonal Vectors and Their Construction 168 Vector Expansions and the Reciprocal Basis Vectors 172 Linear Manifolds.9 5.1 Applications to Polynomial Matrices. 212 6.13 5.3. Subspaces and Projections 177 Product Spaces 178 Transformations or Mappings 179 Adjoint Transformations Some Finite Dimensional Transformations 184 Some Transformations on Infinite Dimensional Spaces 189 References 190 Illustrative Problems 191 Problems 204 183 6 SIMULTANEOUS LINEAR EQUATIONS 207 6.9.x Contents 5.7 6.2 Application to Matrix Fraction Description of Systems.2 6. 228 .8 5.

1 8.3 8.7 7.5 7.Contents xi 6.1 7.2 8.3 7.2 7.4 7.8 7.6 7.9 Introduction 245 Definition of the Eigenvalue-Eigenvector Problem 245 Eigenvalues 246 Determination of Eigenvectors 247 Determination of Generalized Eigenvectors 256 Iterative Computer Methods for Determining Eigenvalues and Eigenvectors 260 Spectral Decomposition and Invariance Properties 263 Bilinear and Quadratic Forms 264 Miscellaneous Uses of Eigenvalues and Eigenvectors 265 References 266 Illustrative Problems 267 Problems 280 8 FUNCTIONS OF SQUARE MATRICES AND THE CAYLEYHAMILTON THEOREM 282 8.5 Introduction 282 Powers of a Matrix and Matrix Polynomials 282 Infinite Series and Analytic Functions of a Matrix 283 The Characteristic Polynomial and Cayley-Hamilton Theorem 286 Some Uses of the Cayley-Hamilton Theorem 287 .4 8.10 Lyapunov Equations 229 References 231 Illustrative Problems 231 Problems 242 7 EIGENVALUES A N D EIGENVECTORS 245 7.

13 Introduction 308 First-Order Scalar Differential Equations 309 The Constant Coefficient Matrix Case 310 System Modes and Modal Decomposition 312 The Time-Varying Matrix Case 314 The Transition Matrix 316 Summary of Continuous-Time Linear System Solutions 318 Discrete-Time Models of Continuous-Time Systems 319 Analysis of Constant Coefficient Discrete-Time State Equations 322 Modal Decomposition 323 Time-Variable Coefficients 324 The Discrete-Time Transition Matrix 324 Summary of Discrete-Time Linear System Solutions 325 References 325 Illustrative Problems 325 Problems 340 10 STABILITY 342 10.AND DISCRETE-TIME LINEAR STATE EQUATIONS 308 9.9 9.6 9. 9 ANALYSIS OF CONTINUOUS.6 Solution of the Unforced State Equations 291 References 292 Illustrative Problems 292 Problems 306 .7 9.11 9.5 9.x jj Contents 8.12 9.10 9.3 9.2 Introduction 342 Equilibrium Points and Stability Concepts 343 .1 10.2 9.8 9.4 9.1 9.

3 11. 382 11. 375 11.1 Controllability of ContinuousTime Systems.2 Observability.2 Introduction 373 Definitions 373 11.3 Discrete-Time Systems. 375 11. 383 11.4 10. 374 11.2.2.8 Stability Definitions 344 Linear System Stability 346 Linear Constant Systems 348 The Direct Method of Lyapunov 349 A Cautionary Note on Time-Varying Systems 358 Use of Lyapunov's Method in Feedback Design 361 References 364 Illustrative Problems 365 Problems 370 11 CONTROLLABILITY AND OBSERVABILITY FOR LINEAR SYSTEMS XIII 373 11.8 Kalman Canonical Forms 383 Stabilizability and Detectability 386 References 387 Illustrative Problems 387 Problems 401 .6.3 Dependence on the Model. 380 11.7 10.3 10.6.5 11.1 Controllability.6 10.6.1 11.4 11.Contents 10.6 Time-Invariant Systems with Distinct Eigenvalues 376 Time-Invariant Systems with Arbitrary Eigenvalues 377 Yet Another Controllability/Observability Condition 379 Time-Varying Linear Systems 380 11.2 Observability of Continuous-Time Systems.5 10.7 11.2.

419 12.6.3 13.5 13.3 12.1 13. 461 .1 Jordan Canonical Form Approach.1 12.4 12.4 13.6 Introduction 443 State Feedback and Output Feedback 443 The Effect of Feedback on System Properties 446 Pole Assignment Using State Feedback 448 Partial Pole Placement Using Static Output Feedback 457 Observers—Reconstructing the State From Available Outputs 461 13.2 Kalman Canonical Form Approach to Minimal Realizations.5.5.2 12.5 Introduction 404 Transfer Function Matrices From State Equations 404 State Equations From Transfer Matrices: Realizations 406 Definition and Implication of Irreducible Realizations 408 The Determination of Irreducible Realizations 411 12.2 13.1 Continuous-Time Full-State Observers. 411 12.6 12.xiv 12 THE RELATIONSHIP BETWEEN STATE VARIABLE AND TRANSFER FUNCTION DESCRIPTIONS OF SYSTEMS Contents 404 12.7 Minimal Realizations From Matrix Fraction Description 422 Concluding Comments 425 References 425 Illustrative Problems 426 Problems 440 13 DESIGN OF LINEAR FEEDBACK CONTROL SYSTEMS 443 13.

8. 517 . 505 14.8.8 A Separation Principle For Feedback Controllers 474 Transfer Function Version of PolePlacement/Observer Design 475 13.4 Discrete-Time Reduced-Order Observers.6.3. 503 14. 470 13.3 Introduction 501 501 Statement of the Optimal Control Problem 501 Dynamic Programming 503 14.9 The Design of Decoupled or Noninteracting Systems 486 References 488 Illustrative Problems 489 Problems 498 14 AN INTRODUCTION TO OPTIMAL CONTROL THEORY 14.4 The Infinite Horizon. 478 13.4.1 General Introduction to the Principle of Optimality.3.3 Continuous-Time Reduced Order Observers. 471 13.2 Application to Discrete-Time Optimal Control. 507 14. 482 13. 484 13.3.2 14.1 The Full-State Observer.1 Linear-Quadratic (LQ) Problem: The Continuous Riccati Equation.6.4 Dynamic Programming Approach to Continuous-Time Optimal Control 515 14.3 The Discrete-Time Linear Quadratic Problem. 464 13.3 The Discrete-Time Pole Placement!Observer Problem.2 The Reduced-Order Observer.6.2 Discrete-Time Full-State Observers.8. 512 14.7 13.1 14. Constant Gain Solution.Contents xv 13.3.

6 Introduction 563 Linearization: Analysis of Small Deviations from Nominal 565 Dynamic Linearization Using State Feedback 570 Harmonic Linearization: Describing Functions 573 Applications of Describing Functions 578 Lyapunov Stability Theory and Related Frequency Domain Results 582 References 588 Illustrative Problems 589 Problems 614 ANSWERS TO PROBLEMS INDEX 618 639 .6 14.5 14. 522 14.1 15.9 Pontryagin's Minimum Principle 523 Separation Theorem 525 Robustness Issues 527 Extensions 533 Concluding Comments 539 References 540 Illustrative Problems 541 Problems 559 15 AN INTRODUCTION TO NONLINEAR CONTROL SYSTEMS 563 15.xvi Contents 14.3 15.5 15.2 Infinite Time-To-Go Problem.2 15.7 14. The Algebraic Riccati Equation.4.4 15.8 14.

Sign up to vote on this title
UsefulNot useful