State-space pole-placing self-tuning regulator using input-output values

T. Hesketh, B.Sc. (Eng.), M.Sc. (Eng.). Ph.D.

Indexing terms: Multivariable control systems, Control systems, Poles and zeros Abstract: The paper describes a method for the design of a multivariable self-tuning controller and presents the results of simulations using this controller. The method uses state-space techniques to assign the closedloop system poles to prespecified locations. The state vector is made up of process input and output values, so that state estimation is unnecessary. Unity closed-loop gain in steady state is ensured by an additional controller term, and offsets are removed by a separate integral action.

Introduction

Several multivariable self-tuning controllers have recently been proposed [1]. Earlier work concentrated on univariate systems using a polynomial formulation of the process and controller, and certain multivariable systems have used the same formulation, being extensions of their univariate counterparts. Borisson [2] proposed a minimum-variance controller Ay{t) = based on that of Astrom [3], while Koivo [4] has extended l +A2q '2 (2) the controller of Clarke and Gawthrop [5]. The pole-placing A= methods of Wellstead and others [6, 7] have given rise to the B = Bc multivariable version of Prager and Wellstead [8]. The B polynomial matrix has zero-coefficient matrices to cater The controllers designed using the polynomial approach for time delays, being of order nb +k I,A is of order mentioned above have recently been supplemented by statena, while e(t) is a white-noise sequence of zero mean. A space self-tuning controllers proposed by Tsay and Shieh [9] suitable regulator for this process takes the form of and Warwick [10], in both cases using a pole-placing controller design. The focus of recent attention on pole-placing = 0 (3) techniques testifies to its attractiveness as a design method. The attraction of the state-space method is that the univariate where H and G are polynomial matrices to be determined case is more readily extended to deal with multivariable so as to satisfy the chosen control law, i.e. in this case to systems, while the order of the closed-loop system is suitably place the poles of the closed-loop system. Determimaintained to be the same as that of the open-loop system nation of H and G in the multivariable case is difficult because [9]. However, the price paid for this is estimation of the B and H do not commute. However, the polynomial matrices state vector. Tsay and Shieh [9] estimate the states by using of eqn. 2 may be rearranged to give an extended least-squares parameter estimator and deriving the state estimator gains from the noise model terms, while Warwick [10] shows how the state estimates may be obtained u(t-2) using the normal least-squares parameter estimates. It is possible to avoid state estimation and still utilise the u(t-\) state-space design techniques, operating on measurements of the plant inputs and outputs. The present paper shows how to suitably formulate a multivariable self-tuning controller with input and output values in the state vector. The resulting pole-placing design is simple and complements the polynomial and state-space methods which have been y(t-\) reported. The inclusion of input and output values in the state vector has been reported for optimal controller design by Sandoz and Wong [11], although using a different formulation to that proposed here. Section 2 describes the selftuning controller, and simulations are presented in Section 3 to demonstrate its behaviour.

principle asserts that the control law calculated from the biased parameter estimates can converge to the control law that would have been derived with a full knowledge of the noise process. Experience shows that this possible convergence point is usually attained in practice. Let the parameters which are estimated be the parameters of the model

u(t-3)

Pole-placing self-tuning controller

u(t-2)

Consider the multivariable process described by

A'y(t) = q-kB'u(t) + C'e(t)

(1)
0

where A', B' and C' are polynomial matrices. The self-tuning
Paper 1968D, first received 30th October 1981 and in revised form 6th April 1982 The author is with the Department of Industrial Management & Engineering, Massey University, Palmerston North, New Zealand IEEPROC, Vol. 129, Pt. D, No. 4, JULY 1982

I 0
-2)

B2

Bx

~A2
123

0143- 7054/82/040123 + 06 $01.50/0

may be used to modify the parameters ofZ>i ,D2,. . . , so that the resulting polynomial matrix has the same parameters as some model polynomial matrix with suitable poles; i.e. we can require

At) = [QDQ1 +QEF] x ' ( f - l ) = Amx'{t-\) (10a)

e(t) which, because of the form of QE, reduces to the following when the last m rows of eqn. 10a are chosen: [...0 0 Bo
i.e.

0...D'2 O...Am2

D[]+Fc Aml]

[...0

The m input signals may be calculated from

x(t) = y(t) = C x(t)

T

u(t-\) = Fcx'{t-\) = FcQx{t-\)

(4)

(10

The pole-placement design procedures of Wolovich [12] may be applied to the pseudo-state-space form of eqn. 4. The requirement placed on D and E is that this pair of matrices be controllable, as this representation must be transformed to a controllable companion form for the analysis that follows. It will also be assumed that there are m outputs and m inputs. The controllability matrix is
= [E,DE,D2E,...] (5)

x(j 1) is defined in eqn. 4, and it is possible to rewrite eqn. 11 in the same form as eqn. 3, i.e. to define polynomials H and G, which are required by the pole-placing regulator. The full pole-placing algorithm may now be given: (a) Estimate the parameters of eqns. 5 and 6. These parameters are estimated using a least-squares estimation procedure described below. (b) Form the Q matrix using eqns. 5 and 6. (c) Transform the D matrix as in eqn. 8. (d) Calculate Fc using eqn. 10. (e) Apply the control defined by eqns. 11 and 3. The full sparse matrices described by eqns. 4 and 8 need never be formed in their entirety, but their structure defines a set of operations which must be performed. At first sight, two matrix inversions are required. However, as only the last m rows of J~l will be used, writing J~lJ = I reduces the problem to one of solving simultaneous equations by triangularisation of Z 7 , a matrix which, with many zeros , is not far from upper triangular form already. Similarly, writing QDQ'1 = D', or QD = DQ, enables the same routines to be used for deriving [ . . .D'2 D\ ] (eqn. 8). This parameter set comprises only nam values from each of the last m rows of/)'. The solution of (na + nb + k \)m simultaneous equations is required to find the J~l values, and nam simultaneous equations must be solved to find [ . . . D'2 D\]. The computation of the J and Q matrices must also be taken into account. The resulting structure of the matrices of eqns. 7 and 8 is of interest. Owing to the form of QDQ'1, and zeros in C T Q " 1 , part of the x'(t) vector is redundant, and eqn. 7 reduces to a state-space representation in controllable companion form, with {nb +k \)m or nam states (whichever is the greater). The state vector is formed in the transformation x =Qx, which maps input and output variable values onto this vector, and no other state estimation is required. The algorithm is similar to that described by Prager and Wellstead [8], and, given the same identified model parameters, the two algorithms will produce identical regulator parameters. However, Prager and Wellstead [8] use a polynomial approach throughout, which involves calculation of polynomials satisfying the pole-placing requirements, followed by a transformation to produce polynomials which are suitable for use with process input and output values. The pole-placement requires solution of {na + nb + k \)m simultaneous equations, and then, in the polynomial transformation, (a + nb + k 2)m simultaneous equations must be solved. The controller proposed in this paper requires solution of fewer simultaneous equations than the controller proposed by Prager and Wellstead [8] if nb > 1. The saving is greater for higher-order processes or for those with a large time delay.
IEEPROC, Vol. 129, Pt. D, No. 4, JULY 1982

which must be of full rank for this analysis, i.e. the pair (D,E) must be controllable. If / is full rank, it is possible to form Q' Q'D Q = Q'D2 (6)

where Q' is composed of the last m rows of/ x . Following the analysis of Wolovich (pp. 78-79 of Reference 12) for scalar processes, and the subsequent extension to multivariable processes, this choice of Q implies its invertibility, and it is apparent that the transformation x - Qx yields

At) = Q D Q-l x\t-\) +

y(t) = C TQ- At)
where QE = [0, 0,
,

QEu(t- 1)

(7)

o
QDQ1 0 =

I 0

0 / 0 0 0 0 ... 0 D'2 (8) 0

Eqns. 7 and 8 make it clear that a controller of the form

wO-1) = Fx\t-\)
124

(9)

However, this advantage is reduced by the additional computaloops. The resulting self-tuning-plus-integral controller is tion of/ and Q. similar in concept to that described by Morris, Fenton and For processes with a single input and a single output, the Nazer [13]. The closed-loop pole positions will be altered identified parameters may be inserted directly into the con- by an integral term, and so the reset constants must be kept small. trollable companion form. Only calculation of the / - 1 parameters is required, and the resulting procedure is similar to 2.3 Parameter estimation that of Wellstead, Prager and Zanker [7].
2.1 Set-point attainment

A set of parameters is separately identified for each of the m loops: y&t) = zT{t)di(t) + efc) z {t) =
T

The regulator described above will not ensure set-point attainment if the set point is nonzero. If it is assumed that the set points will be held steady between changes, and that these changes will be relatively infrequent, then the closed-loop behaviour of the process may be determined from the transformed eqn. 7, with the control signal being derived from u(t - 1) = / > ' ( / - 1) + Lr(t - 1) (12)

i = 1 , . . .,

[u (t-l),x (t-l)]

(18)

where r{t) contains the required (set-point) values of y(f). This is the same as eqn. 9 with the addition of the set-point term. Substituting eqn. 12 into eqn. 7 gives the closed-loop response of the system: x\t) = (QDQ1 + QEFc)x'(t - 1) + QCe(t) + QELr(t-\) (13)

where x(t 1) is defined in eqn. 4. The m parameter vectors 0,(f - 1) contain the parameters of the last m rows of the D and E matrices required for eqn. 4. As Prager and Wellstead [8] have pointed out, zT is used for all the loops, necessitating only one updating at each time step of the covariance matrix which is common for all the m loops. The Kalman filter 'measurement updating' procedure, using the U-D factorisation described by Bierman [14], is employed for the parameter estimation of the vectors 6t(t).
3 Simulation results

QE is given in eqn. 8, while {QDQ~X + QEFC) is defined by eqn. 10. The form of these two matrices makes it possible to write, ignoring noise terms,

Simulations are presented to illustrate the capability of the controller in dealing with offsets, delays, nonminimum-phase and unstable processes.

y(t) = [Qo+Q1q ~l

(14)

z(t) comprises the last m rows of x'{t), and the last m rows of Q l are [...QX,QO]. Eqn. 14 relates j < 0 and r{t) and enables the choice of the matrix L to ensure unity closed-loop steady-state gain (i.e. eqn. 14 evaluated with q = 1):
L = [I-Aml -Am2 - . . . ] [Qo + Q, + . . . ]- (15)

Unless the parameters of the noise-filter polynomial are identified, it is not possible to cancel the dynamics represented by this polynomial from the system response to a changing set point (tracking). However, L ensures steady-state set-point attainment.
2.2 Offset elimination

Offset elimination may be achieved, together with set-point attainment, by incorporating a digital integrator into each loop, but, following a set-point change, parameter estimates will be perturbed from their values. Clarke and Gawthrop [5] have described how offset terms, arising, for example, from instrumentation offsets and drifts, may be incorporated into eqn. 2 as = q~x Bu(t) + d + e{t) (16)

where the d values are identified by the least-squares algorithm. Eqn. 16 may be used to calculate steady-state values of the control signal to achieve steady-state set-point attainment. Alternatively, a robust arrangement results from incorporating a digital integration term into eqn. 12:
steps

u(j - 1) =

- 1) + Lr{t - 1)
Fig. 1 Response of nonminimum-phase process with offset

(17) M is a diagonal matrix with 'reset' constants for each of the

IEEPROC, Vol. 129, Pt. D, No. 4, JULY 1982

a>>,(r)and/-, (r) c y2 (0 and r2 (r)

d u7 (f)

125

3.1 Nonminimum-phase process with offset

The process to be simulated is: [1 0 01 I-1.368 0.000 0.368 0.000 1.5 0.7 0.5 0.5 1 0
0.0 0.8

-0.5621 -0.786 0.000 0.368 1.0 0.5 0.7 0.7

,-3

The process is nonminimum phase with zeros at q = 0.625 and - 1.4. The poles are at q = 1, 0.368, 0.393 /0.462. The first loop exhibits integral behaviour and is the source of the pole on the unit circle. There is a time delay of two sample intervals and an offset on the second loop. Offset removal is ensured by choosing a matrix M = diag (0.02, 0.04). Selection of these values is somewhat arbitrary, and no attempt has been made to optimise their choice. The poles are chosen to be those of the polynomial 0
-0.2 0.0

u(t)
0.0 -0.2

0.0
-0.2

oi

ro.5
0.0

e(f)

e(t) is a white-noise sequence with zero mean and covariance R =

fo.i
.0.0

o.ol
0.1

The results of the simulation are presented in Fig. 1. Because of the way in which the set points are changed, interactions between the two loops are not excessive, even though the input signal changes testify to the strength of the interactions. Fig. 2 depicts the convergence of the estimated model parameters. Note the rapidity with which the parameters converge and the lack of any changes to these estimates when, for example, the set points are changed. In the absence of changes to the actual process parameters with time or operating point, the variable forgetting factor in the estimation routine is maintained at a value very close to unity throughout the run.

b,2
42

f
70 140 210 steps 280 -2 a,,
2)0

steps

28

"a42
70 140
210

steps

28

-2

70

210

steps

28

rA.

V
-2 o 2r
70 140 210 steps

a21
a

22

.a 31 a 32
280

-2
.^22

70

140

210 steps

280

b21
b

20

b31

-2

70

140

210

steps

280

-2 Fig. 2 Estimated parameter values for nonminimum-phase process with offset, for the model:
y(t) a B1 b A, c A2 d B2 parameters parameters parameters parameters = e fi4 fA4 g A3 h B3 parameters parameters parameters parameters

70

140

210

steps

280

offset loop 2 offset loop 1

-2

70

140

210

steps

280

126

IEEPROC, Vol. 129, Pt. D, No. 4, JULY 1982

steps

steps

Fig. 3

Response of nonminimum-phase unstable process

bu, (0 c y2 (f) and r3 (r)

ayl (r)andr, (r)

b12

-2

70

210

steps

280
ail Q 12

70

210

steps

280

70

210

steps.

280

70

KO

210 steps

280

-a21
.031

" a 22

Q32

2 9

70

KO

210 steps

280

steps

280

70

KO

210 steps

280

Fig. 4 Estimated parameter values for nonminimum-phase unstable process, vrocess. for for the model:

I:
a Bt parameters b A, parameters c A 2 parameters d B2 parameters

y(0 =
B e B4 fA4 g A3 h B3

u(t) + e(t)

parameters parameters parameters parameters 127

IEEPROC, Vol. 129, Pt. D, No. 4, JULY 1982

3.2

Nonminimum-phase unstable process

The equations describing this process are:

0j 1J

[- 1.368 I. 0.000 - 0.368 0.000

-0.562 -0.768 0.000 0.368 1.0 0.5 0.7 0.7

M (r)
-2

y{t)

1.5 0.7

0.5 0.5

-0.5 0.0

0.0 -0.2

lations. The two algorithms require similar computational effort. The controller discussed in Section 2 is conceptually simple, imposing only modest programming requirements. The programs have been implemented on a Z-80-based (8-bit) microcomputer. They are written in Fortran and may be placed in EPROM. Execution time, even with no floating-point hardware, is reasonable. The simulation results presented in Section 3 demonstrate that the controller exhibits good control with very rapid convergence of the estimated parameters. Methods for dealing with set-point changes and with offset errors and drifts have been described. Continuing work will involve testing this controller on industrial processes.

e(t)

References

These equations differ from those describing the process of Section 3.1 in that there are no offsets, and the poles of the process are located at q = 1.598, - 0.23, 0.393 /0.462. The change of sign of one of the parameters has rendered the process unstable. Apart from the instability and the removal of the offset, this is exactly the same as the previous simulation. Because there are no offsets, the reset constants in the M matrix are set to zero. Fig. 3 depicts the response of the system, while Fig. 4 shows the estimated parameter values.
4 Conclusion

A method for designing self-tuning pole-placing controllers has been presented which deals with scalar or multivariable systems. State-space techniques are used, but the state vector contains process input and output variables, and the state matrices are derived from the polynomial matrix representation. Consequently, in common with the polynomial approach, no state estimation is necessary. The results stem from the form which is obtained when these state matrices are reduced to controllable canonical form. The controller presented in this paper complements state-space controllers designed by other methods which have already been reported [9, 10] and differs from the controller of Prager and Wellstead [8] in that, although a polynomial representation is used as the starting point, a state-space model is used for the pole-placing calcu-

1 ALLIDINA, A.Y., and HUGHES, F.M.: 'Generalised self-tuning controller with pole assignment', IEE Proc. D, Control Theory & Appl., 1980, 127, (1), pp. 13-18 2 BORISSON, U.: 'Self-tuning regulators for a class of multivariable systems', Automatica, 1979, 15, pp. 209-215 3 ASTROM, K.J., and WITTENMARK, B.: 'On self-tuning regulators', ibid., 1973,9, pp.185-199 4 KOIVO, H.N.: 'A multivariable self-tuning controller', ibid., 1980, 16, pp. 351-366 5 CLARKE, D.W., and GAWTHROP, P.J.: 'Self-tuning controller', Proc. IEE, 1975, 122, (9), pp. 929-934 6 WELLSTEAD, P.E., EDMUNDS, J.M., PRAGER, D., and ZANKER, P.: 'Self-tuning pole/zero assignment regulators', Int. J. Control, 1979,30, pp. 1-26 7 WELLSTEAD, P.E., PRAGER, D., and ZANKER, P.: 'Pole assignment self-tuning regulator', Proc. IEE, 1979, 126, (8), pp.781-787 8 PRAGER, D.L., and WELLSTEAD, P.E.: 'Multivariable pole-assignment self-tuning regulators', IEE Proc. D, Control Theory &Appl., 1981, 128, (1), pp. 9-18 9 TSAY, Y.T., and SHIEH, L.S.: 'State-space approach for selftuning feedback control with pole assignment', ibid., 1981, 128, (3), pp. 93-101 10 WARWICK, K.: 'Self-tuning regulators - a state space approach', Int. J. Control, 1981, 33, pp.839-858 11 SANDOZ, D.J., and WONG, O.: 'Design of hierarchical computer control systems for industrial plant. Parts 1 & 2', Proc. IEE, 1978, 125, (11), pp. 1290-1298, 1299-1306 1 2 WOLOVICH, W.A.: 'Linear multivariable systems' (Springer Verlag, 1974) 13 MORRIS, A.J., FENTON, T.P., and NAZER, Y.: 'Application of self-tuning regulators to the control of chemical processes', in VAN NAUTE LENKE (Ed.): 'Digital computer applications to process control' (IFAC and North Holland Publishing, 1977) 14 BIERMAN, G.J.: 'Measurement updating using the U-D factorisation', Automatica, 1976, 12, pp. 375-382

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