Feedback Control Systems - HOzbay

Introduction to Feedback Control Theory
Hitay Ozbay Department of Electrical Engineering Ohio State University
Preface
This book is based on my lecture notes for a ten-week second course on feedback control systems. In our department the rst control course is at the junior level it covers the basic concepts such as dynamical systems modeling, transfer functions, state space representations, block diagram manipulations, stability, Routh-Hurwitz test, root locus, leadlag controllers, and pole placement via state feedback. In the second course, (open to graduate and undergraduate students) we review these topics brie y and introduce the Nyquist stability test, basic loopshaping, stability robustness (Kharitanov's theorem and its extensions, as well as H1 -based results) sensitivity minimization, time delay systems, and parameterization of all stabilizing controllers for single input-single output (SISO) stable plants. There are several textbooks containing most of these topics, e.g. 7, 17, 22, 37, 45]. But apparently there are not many books covering all of the above mentioned topics. A slightly more advanced text that I would especially like to mention is Feedback Control Theory, by Doyle, Francis, and Tannenbaum, 18]. It is an excellent book on SISO H1 -based robust control, but it is lacking signi cant portions of the introductory material included in our curriculum. I hope that the present book lls this gap, which may exist in other universities as well. It is also possible to use this book to teach a course on feedback control, following a one-semester signals and systems course based on 28, 38], or similar books dedicating a couple of chapters to control-related topics. To teach a one-semester course from the book, Chapter 11 should be expanded with supplementary notes so that the state space methods are covered more rigorously.
Now a few words for the students. The exercise problems at the end of each chapter may or may not be similar to the examples given in the text. You should rst try solving them by hand calculations if you think that a computer-based solution is the only way, then go ahead and use Matlab. I assume that you are familiar with Matlab for those who are not, there are many introductory books, e.g., 19, 23, 44]. Although it is not directly related to the present book, I would also recommend 52] as a good reference on Matlab-based computing. Despite our best e orts, there may be errors in the book. Please send your comments to: ozbay.1@osu.edu, I will post the corrections on the web: http://eewww.eng.ohio-state.edu/~ozbay/ifct.html. Many people have contributed to the book directly or indirectly. I would like to acknowledge the encouragement I received from my colleagues in the Department of Electrical Engineering at The Ohio State University, in particular J. Cruz, H. Hemami, U. Ozguner, K. Passino, L. Potter, V. Utkin, S. Yurkovich, and Y. Zheng. Special thanks to A. Tannenbaum for his encouraging words about the potential value of this book. Students who have taken my courses have helped signi cantly with their questions and comments. Among them, R. Bhojani and R. Thomas read parts of the latest manuscript and provided feedback. My former PhD students T. Peery, O. Toker, and M. Zeren helped my research without them I would not have been able to allocate extra time to prepare the supplementary class notes that eventually formed the basis of this book. I would also like to acknowledge National Science Foundation's support of my current research. The most signi cant direct contribution to this book came from my wife Ozlem, who was always right next to me while I was writing. She read and criticized the preliminary versions of the book. She also helped me with the Matlab plots. Without her support, I could not have found the motivation to complete this project. Hitay Ozbay Columbus, May 1999
Dedication To my wife, Ozlem
Contents
1 Introduction
1.1 Feedback Control Systems : : : : : : : : : : : : : : : : : 1.2 Mathematical Models : : : : : : : : : : : : : : : : : : : : 2.1 Finite Dimensional LTI System Models : : : : : : : : : : 2.2 In nite Dimensional LTI System Models : : : : : : : : : 2.2.1 A Flexible Beam : : : : : : : : : : : : : : : : : : 2.2.2 Systems with Time Delays : : : : : : : : : : : : : 2.2.3 Mathematical Model of a Thin Airfoil : : : : : : 2.3 Linearization of Nonlinear Models : : : : : : : : : : : : : 2.3.1 Linearization Around an Operating Point : : : : 2.3.2 Feedback Linearization : : : : : : : : : : : : : : : 2.4 Modeling Uncertainty : : : : : : : : : : : : : : : : : : : 2.4.1 Dynamic Uncertainty Description : : : : : : : : : 2.4.2 Parametric Uncertainty Transformed to Dynamic Uncertainty : : : : : : : : : : : : : : : : : : : : : 2.4.3 Uncertainty from System Identi cation : : : : : : 2.5 Why Feedback Control? : : : : : : : : : : : : : : : : : : 2.5.1 Disturbance Attenuation : : : : : : : : : : : : : :
1 5
2 Modeling, Uncertainty, and Feedback
9 11 11 12 14 16 16 17 20 20 22 26 27 29
2.5.2 Tracking : : : : : : : : : : : : : : : : : : : : : : : 29 2.5.3 Sensitivity to Plant Uncertainty : : : : : : : : : : 30 2.6 Exercise Problems : : : : : : : : : : : : : : : : : : : : : 31
3 Performance Objectives
3.1 Step Response: Transient Analysis : : : : : : : : : : : : 35 3.2 Steady State Analysis : : : : : : : : : : : : : : : : : : : 40 3.3 Exercise Problems : : : : : : : : : : : : : : : : : : : : : 42 4.1 4.2 4.3 4.4 4.5 Norms for Signals and Systems : : : : : : : : BIBO Stability : : : : : : : : : : : : : : : : : Feedback System Stability : : : : : : : : : : : Routh-Hurwitz Stability Test : : : : : : : : : Stability Robustness: Parametric Uncertainty 4.5.1 Uncertain Parameters in the Plant : : 4.5.2 Kharitanov's Test for Robust Stability 4.5.3 Extensions of Kharitanov's Theorem : 4.6 Exercise Problems : : : : : : : : : : : : : : : 5.1 Root Locus Rules : : : : : : : : : 5.1.1 Root Locus Construction 5.1.2 Design Examples : : : : : 5.2 Complementary Root Locus : : : 5.3 Exercise Problems : : : : : : : :
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5 Root Locus
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6 Frequency Domain Analysis Techniques
6.1 Cauchy's Theorem : : : : : : : : : : : : : : : : : : : : : 86
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6.2 6.3 6.4 6.5 7.1 7.2 7.3 7.4 7.5 8.1 8.2 8.3 8.4 8.5 9.1 9.2 9.3 9.4
Nyquist Stability Test : : : : : : : Stability Margins : : : : : : : : : : Stability Margins from Bode Plots Exercise Problems : : : : : : : : : Stability of Delay Systems : : : Pade Approximation of Delays : Roots of a Quasi-Polynomial : Delay Margin : : : : : : : : : : Exercise Problems : : : : : : : Lead Controller Design : : : Lag Controller Design : : : Lead{Lag Controller Design PID Controller Design : : : Exercise Problems : : : : :
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7 Systems with Time Delays
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8 Lead, Lag, and PID Controllers

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9 Principles of Loopshaping
Tracking and Noise Reduction Problems Bode's Gain{Phase Relationship : : : : Design Example : : : : : : : : : : : : : Exercise Problems : : : : : : : : : : : :
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10 Robust Stability and Performance
10.1 Modeling Issues Revisited : : : : : : : : : : : : : : : : : 155 10.1.1 Unmodeled Dynamics : : : : : : : : : : : : : : : 156 10.1.2 Parametric Uncertainty : : : : : : : : : : : : : : 158
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10.2 Stability Robustness : : : : : : : : : : : : : : : : : : 10.2.1 A Test for Robust Stability : : : : : : : : : : 10.2.2 Special Case: Stable Plants : : : : : : : : : : 10.3 Robust Performance : : : : : : : : : : : : : : : : : : 10.4 Controller Design for Stable Plants : : : : : : : : : : 10.4.1 Parameterization of all Stabilizing Controllers 10.4.2 Design Guidelines for Q(s) : : : : : : : : : : 10.5 Design of H1 Controllers : : : : : : : : : : : : : : : 10.5.1 Problem Statement : : : : : : : : : : : : : : : 10.5.2 Spectral Factorization : : : : : : : : : : : : : 10.5.3 Optimal H1 Controller : : : : : : : : : : : : 10.5.4 Suboptimal H1 Controllers : : : : : : : : : : 10.6 Exercise Problems : : : : : : : : : : : : : : : : : : :
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160 160 165 166 170 170 171 178 178 180 181 186 189
11 Basic State Space Methods
11.1 State Space Representations : : : : : : : : : : : : : : 11.2 State Feedback : : : : : : : : : : : : : : : : : : : : : 11.2.1 Pole Placement : : : : : : : : : : : : : : : : : 11.2.2 Linear Quadratic Regulators : : : : : : : : : : 11.3 State Observers : : : : : : : : : : : : : : : : : : : : : 11.4 Feedback Controllers : : : : : : : : : : : : : : : : : : 11.4.1 Observer Plus State Feedback : : : : : : : : : 11.4.2 H2 Optimal Controller : : : : : : : : : : : : : 11.4.3 Parameterization of all Stabilizing Controllers 11.5 Exercise Problems : : : : : : : : : : : : : : : : : : :
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191 193 194 196 199 200 200 202 204 205
Bibliography Index
209 215
Chapter 1
Introduction
1.1 Feedback Control Systems
Examples of feedback are found in many disciplines such as engineering, biological sciences, business, and economy. In a feedback system there is a process (a cause-e ect relation) whose operation depends on one or more variables (inputs) that cause changes in some other variables. If an input variable can be manipulated, it is said to be a control input, otherwise it is considered a disturbance (or noise) input. Some of the process variables are monitored these are the outputs. The feedback controller gathers information about the process behavior by observing the outputs, and then it generates the new control inputs in trying to make the system behave as desired. Decisions taken by the controller are crucial in some situations they may lead to a catastrophe instead of an improvement in the system behavior. This is the main reason that feedback controller design (i.e., determining the rules for automatic decisions taken by the feedback controller) is an important topic. A typical feedback control system consists of four subsystems: a process to be controlled, sets of sensors and actuators, and a controller, 1
2
disturbance desired output disturbance
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Controller
Actuators
Process
output
Sensors measured output
Plant
measurement noise
Figure 1.1: Feedback control system. as shown in Figure 1.1. The process is the actual physical system that cannot be modi ed. Actuators and sensors are selected by process engineers based on physical and economical constraints (i.e., the range of signals to be measured and/or generated and accuracy versus cost of these devices). The controller is to be designed for a given plant (the overall system, which includes the process, sensors, and actuators). In engineering applications the controller is usually a computer, or a human operator interfacing with a computer. Biological systems can be more complex for example, the central nervous system is a very complicated controller for the human body. Feedback control systems encountered in business and economy may involve teams of humans as main decision makers, e.g., managers, bureaucrats, and/or politicians. A good understanding of the process behavior (i.e., the cause-e ect relationship between input and output variables) is extremely helpful in designing the rules for control actions to be taken. Many engineering systems are described accurately by the physical laws of nature. So, mathematical models used in engineering applications contain relatively low levels of uncertainty, compared with mathematical models that appear in other disciplines, where input-output relationships
can be much more complicated. In this book, certain fundamental problems of feedback control theory are studied. Typical application areas in mind are in engineering. It is assumed that there is a mathematical model describing the dynamical behavior of the underlying process (modeling uncertainties will also be taken into account). Most of the discussion is restricted to single input-single output (SISO) processes. An important point to keep in mind is that success of the feedback control depends heavily on the accuracy of the process/uncertainty model, whether this model captures the reality or not. Therefore, the rst step in control is to derive a simple and relatively accurate mathematical model of the underlying process. For this purpose, control engineers must communicate with process engineers who know the physics of the system to be controlled. Once a mathematical model is obtained and performance objectives are speci ed, control engineers use certain design techniques to synthesize a feedback controller. Of course, this controller must be tested by simulations and experiments to verify that performance objectives are met. If the achieved performance is not satisfactory, then the process model and the design goals must be reevaluated and a new controller should be designed from the new model and the new performance objectives. This iteration should continue until satisfactory results are obtained, see Figure 1.2. Modeling is a crucial step in the controller design iterations. The result of this step is a nominal process model and an uncertainty description that represents our con dence level for the nominal model. Usually, the uncertainty magnitude can be decreased, i.e., the con dence level can be increased only by making the nominal plant model description more complicated (e.g., increasing the number of variables and equations). On the other hand, controller design and analysis for very complicated process models are very di cult. This is the basic trade-o in system modeling. A useful nominal process model should
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Physical Process
Process Engineer
Control Engineer
Math Model and Design Specs
Reevaluate Model and Specs
Designed Feedback Controller
Simulation Results Satisfactory? Yes Experimental Results Satisfactory? No Yes
No
Stop Iterations
Figure 1.2: Controller design iterations.
5
y1
u1
System
up
yq
Figure 1.3: A MIMO system. be simple enough so that the controller design is feasible. At the same time the associated uncertainty level should be low enough to allow the performance analysis (simulations and experiments) to yield acceptable results. The purpose of this book is to present basic feedback controller design and analysis (performance evaluation) techniques for simple SISO process models and associated uncertainty descriptions. Examples from certain speci c engineering applications will be given whenever it is necessary. Otherwise, we will just consider generic mathematical models that appear in many di erent application areas.
1.2 Mathematical Models

A multi-input-multi-output (MIMO) system can be represented as shown in Figure 1.3, where u1 : : : up are the inputs and y1 : : : yq are the outputs (for SISO systems we have p = q = 1). In this gure, the direction of the arrows indicates that the inputs are processed by the system to generate the outputs. In general, feedback control theory deals with dynamical systems, i.e., systems with internal memory (in the sense that the output at time t = t0 depends on the inputs applied at time instants t t0 ). So, the plant models are usually in the form of a set of di erential equations obtained from physical laws of nature. Depending on the operating conditions, input/output relation can be best described by linear or
6
Link 3 Motor 3
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Link 2 Motor 2 Link 1
Motor 1 A three-link rigid robot A single-link flexible robot
Figure 1.4: Rigid and exible robots. nonlinear, partial or ordinary di erential equations. For example, consider a three-link robot as shown in Figure 1.4. This system can also be seen as a simple model of the human body. Three motors located at the joints generate torques that move the three links. Position, and/or velocity, and/or acceleration of each link can be measured by sensors (e.g., optical light with a camera, or gyroscope). Then, this information can be processed by a feedback controller to produce the rotor currents that generate the torques. The feedback loop is hence closed. For a successful controller design, we need to understand (i.e., derive mathematical equations of) how torques a ect position and velocity of each link, and how current inputs to motors generate torque, as well as the sensor behavior. The relationship between torque and position/velocity can be determined by laws of physics (Newton's law). If the links are rigid, then a set of nonlinear ordinary di erential equations is obtained, see 26] for a mathematical model. If the analysis and design are restricted to small displacements around the upright equilibrium, then equations can be linearized without introducing too much error 29]. If the links are made of a exible material (for example,
in space applications the weight of the material must be minimized to reduce the payload, which forces the use of lightweight exible materials), then we must consider bending e ects of the links, see Figure 1.4. In this case, there are an in nite number of position coordinates, and partial di erential equations best describe the overall system behavior 30, 46]. The robotic examples given here show that a mathematical model can be linear or nonlinear, nite dimensional (as in the rigid robot case) or in nite dimensional (as in the exible robot case). If the parameters of the system (e.g., mass and length of the links, motor coe cients, etc.) do not change with time, then these models are time-invariant, otherwise they are time-varying. In this book, linear time-invariant (LTI) models will be considered only. Most of the discussion will be restricted to nite dimensional models, but certain simple in nite dimensional models (in particular time delay systems) will also be discussed. The book is organized as follows. In Chapter 2, modeling issues and sources of uncertainty are studied and the main reason to use feedback is explained. Typical performance objectives are de ned in Chapter 3. In Chapter 4, basic stability tests are given. Single parameter controller design is covered in Chapter 5 by using the root locus technique. Stability robustness and stability margins are de ned in Chapter 6 via Nyquist plots. Stability analysis for systems with time delays is in Chapter 7. Simple lead-lag and PID controller design methods are discussed in Chapter 8. Loopshaping ideas are introduced in Chapter 9. In Chapter 10, robust stability and performance conditions are de ned and an H1 controller design procedure is outlined. Finally, state space based controller design methods are brie y discussed and a parameterization of all stabilizing controllers is presented in Chapter 11.
Chapter 2
Modeling, Uncertainty, and Feedback

2.1 Finite Dimensional LTI System Models
Throughout the book, linear time-invariant (LTI) single input{single output (SISO) plant models are considered. Finite dimensional LTI models can be represented in time domain by dynamical state equations in the form
x(t) = Ax(t) + Bu(t) _ y(t) = Cx(t) + Du(t)
(2.1) (2.2)
where y(t) is the output, u(t) is the input, and the components of the vector x(t) are state variables. The matrices A B C D form a state space realization of the plant. Transfer function P (s) of the plant is the frequency domain representation of the input-output behavior:
Y (s) = P (s) U (s)

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where s is the Laplace transform variable, Y (s) and U (s) represent the Laplace transforms of y(t) and u(t), respectively. The relation between state space realization and the transfer function is
P (s) = C (sI ; A);1 B + D:

Transfer function of an LTI system is unique, but state space realizations are not. Consider a generic nite dimensional SISO transfer function ) P (s) = Kp (s ; z1 )) :: :: :: ((s ; zm) (s ; p s;p
1
(2.3)
where z1 : : : zm are the zeros and p1 : : : pn are the poles of P (s). Note that for causal systems n m (i.e., direct derivative action is not allowed) and in this case, P (s) is said to be a proper transfer function since it satis es
jdj := jslim jP (s)j < 1: j!1
(2.4)
If jdj = 0 in (2.4) then P (s) is strictly proper. For proper transfer functions, (2.3) can be rewritten as
n;1 + : P (s) = sn b1s sn;1 :+::+: bn a + d: +a : +
1
(2.5)
The state space realization of (2.5) in the form 0(n;1) 1 I(n;1) (n;1) 0 A = B = (n;1) ;an ;a1 1 C = bn b1 ] D = d:
is called the controllable canonical realization. In this book, transfer function representations will be used mostly. A brief discussion on state space based controller design is included in the last chapter.
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2.2 In nite Dimensional LTI System Models

Multidimensional systems, spatially distributed parameter systems and systems with time delays are typical examples of in nite dimensional systems. Transfer functions of in nite dimensional LTI systems can not be written as rational functions in the form (2.5). They are either transcendental functions, or in nite sums, or products, of rational functions. Several examples are given below for additional examples see 12]. For such systems state space realizations (2.1, 2.2) involve in nite dimensional operators A B C , (i.e., these are not nite-size matrices) and an in nite dimensional state x(t) which is not a nite-size vector. See 13] for a detailed treatment of in nite dimensional linear systems.
2.2.1 A Flexible Beam

A exible beam with free ends is shown in Figure 2.1. The de ection at a point x along the beam and at time instant t is denoted by w(x t). Ideal Euler-Bernoulli beam model with Kelvin-Voigt damping, 34, 46], is a reasonably simple mathematical model:
denotes the second moment of the modulus of elasticity about the elastic axis and > 0 is the damping factor. Let 2 = > 0, = 1, EI = 1, and suppose that a transverse force, ;u(t), is applied at one end of the beam, x = 1, and the de ection at the other end is measured, y(t) = w(0 t). Then, the boundary conditions for (2.6) are
@ 2w + 2 @ 2 EI @ 3 w + @ 2 EI @ 2 w = 0 (2.6) @t2 @x2 @x2 @t @x2 @x2 where (x) denotes the mass density per unit length of the beam, EI (x)
@ 2 w (0 t) + @ 3 w (0 t) = 0 @ 2w (1 t) + @ 3 w (1 t) = 0 @x2 @x2 @t @x2 @x2 @t
12
u(t) w(x,t) x=0 x=1 x
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Figure 2.1: A exible beam with free ends.
@ 3w (0 t) + @ 4 w (0 t) = 0 @ 3 w (1 t) + @ 4 w (1 t) = u(t): @x3 @x3 @t @x3 @x3 @t

By taking the Laplace transform of (2.6) and solving the resulting fourth-order ODE in x, the transfer function P (s) = Y (s)=U (s) is obtained (see 34] for further details):
P (s) = (1 + 1 s)
where
4
sinh ; sin cos cosh ; 1
; = (1+s2s) . It can be shown that
2 1 2 Y @ 1 + s ; 4s 4 A : n P (s) = s2 1 + s + s2 4 n=1 n
(2.7)
The coe cients n n , n = 1 2 : : :, are the roots of cos n sinh n = sin n cosh n and cos n cosh n = 1 for n n > 0. Let j < k and j < k for j < k, then n 's alternate with n 's. It is also easy to show that n ! 2 + n and n ! 4 + n as n ! 1.
2.2.2 Systems with Time Delays

In some applications, information ow requires signi cant amounts of time delay due to physical distance between the process and the controller. For example, if a spacecraft is controlled from the earth, meas-
13
u(t- ) Reservoir
Source u(t)
Feedback Controller
y(t) v(t)
Figure 2.2: Flow control problem. urements and command signals reach their destinations with a nonnegligible time delay even though signals travel at (or near) the speed of light. There may also be time delays within the process, or the controller itself (e.g., when the controller is very complicated, computations may take a relatively long time introducing computational time delays). As an example of a time delay system, consider a generic ow control problem depicted in Figure 2.2, where u(t) is the input ow rate at the source, v(t) is outgoing ow rate, and y(t) is the accumulation at the reservoir. This setting is also similar to typical data ow control problems in high speed communication networks, where packet ow rates at sources are controlled to keep the queue size at bottleneck node at a desired level, 41]. A simple mathematical model is:
y(t) = u(t ; ) ; v(t) _

where is the travel time from source to reservoir. Note that, to solve this di erential equation for t > 0, we need to know y(0) and u(t) for t 2 (; 0], so an in nite amount of information is required. Hence, the system is in nite dimensional. In this example, u(t) is adjusted by the feedback controller v(t) can be known or unknown to the controller, in the latter case it is considered a disturbance. The output
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-b 0
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+b
h(t) V (t) a c (t)
Figure 2.3: A thin airfoil. is y(t). Assuming zero initial conditions, the system is represented in the frequency domain by
Y (s) = 1 (e; s U (s) ; V (s)): s

The transfer function from u to y is 1 e; s . Note that it contains the s time delay term e; s, which makes the system in nite dimensional.
2.2.3 Mathematical Model of a Thin Airfoil

Aeroelastic behavior of a thin airfoil, shown in Figure 2.3, is also represented as an in nite dimensional system. If the air- ow velocity, V , is higher than a certain critical speed, then unbounded oscillations occur in the structure this is called the utter phenomenon. Flutter suppression (stabilizing the structure) and gust alleviation (reducing the e ects of sudden changes in V ) problems associated with this system are solved by using feedback control techniques, 40, 42]. Let z (t) := h(t) (t) (t)]T and u(t) denote the control input (torque applied at the ap).
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-1
u(t)
B0
+ B1
(sI-A)
C0
y(t)
Theodorsens
function
T(s)
Figure 2.4: Mathematical model of a thin airfoil. For a particular output in the form
y(t) = c1 z (t) + c2 z(t) _

the transfer function is
C0 (sI ; A);1 B0 Y (s) = P (s) = U (s) 1 ; C0 (sI ; A);1 B1 (s)

T
where C0 = c1 c2 ], and A B0 B1 are constant matrices of appropriate dimensions (they depend on V , a, b, c, and other system parameters related to the geometry and physical properties of the structure) and (s) is the so-called Theodorsen's function, which is a minimum phase stable causal transfer function
T
!r + J ! Im( (j!)) = (J (;(Y1 (!r )(Y0 ())2 )+ (Y1 (!r )J0 (J r()) ))2 !r ) + Y0 !r (!r ) ; 0 !r 1 1
T
)( ( + ( ! J 1 r Re( (j!)) = J1 (!r(JJ1!!r )+ YY0!!r )) + YY (!!)(Y1 (J r()!;))20 (!r )) ( ) ( ))2 + ( ( ) ;

T
1 r
0 r
1 r
0 r
where !r = ! b=V and J0 J1 Y0 Y1 are Bessel functions. Note that the plant itself is a feedback system with in nite dimensional term (s) appearing in the feedback path, see Figure 2.4.
T
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2.3 Linearization of Nonlinear Models

2.3.1 Linearization Around an Operating Point
Linear models are sometimes obtained by linearizing nonlinear di erential equations around an operating point. To illustrate the linearization procedure, consider a generic nonlinear term in the form
x(t) = f (x(t)) _
where f ( ) is an analytic function around a point xe . Suppose that xe is an equilibrium point: i.e., f (xe ) = 0, so that if x(t0 ) = xe then x(t) = xe for all t t0 . Let x represent small deviations from xe and consider the system behavior at x(t) = xe + x (t):
x(t) = _x (t) = f (xe + x(t)) = f (xe ) + @f _ @x x=xe x (t) + H:O:T:

where H:O:T: represents the higher-order terms involving ( x )2 =2!, ( x )3 =3!, : : :, and higher-order derivatives of f with respect to x evaluated at x = xe . As j xj ! 0 the e ect of higher-order terms are negligible and the dynamical equation is approximated by _x(t) = A x(t) where A := @f @x
x=xe
which is a linear system.
Example 2.1 The equations of motion of the pendulum shown in Fig-
ure 2.5 are given by Newton's law: mass times acceleration is equal to the total force. The gravitational-force component along the direction of the rod is canceled by the reaction force. So the pendulum swings in the direction orthogonal to the rod: In this coordinate, the acceleration is ` and the gravitational-force is ;mg sin( ) (it is in the opposite
17
Length = l Mass = m mgsin mgcos
mg
Figure 2.5: A free pendulum. direction to ). Assuming there is no friction, equations of motion are
x1 (t) = x2 (t) _ x2 (t) = ; mg sin(x1 (t)) _ ` where x1 (t) = (t) and x2 (t) = _(t), and x(t) = x1 (t) x2 (t)]T is the state vector. Clearly xe = 0 0]T is an equilibrium point. When j (t)j is small, the nonlinear term sin(x1 (t)) is approximated by x1 (t). So the
linearized equations lead to
x1 (t) = ; mg x1 (t): `
For an initial condition x(0) = o 0]T , (where 0 < j o j 0), the p pendulum oscillates sinusoidally with natural frequency mg rad/sec. `
2.3.2 Feedback Linearization

Another way to obtain a linear model from a nonlinear system equation is feedback linearization. The basic idea of feedback linearization is illustrated in Figure 2.6. The nonlinear system, whose state is x, is linearized by using a nonlinear feedback to generate an appropriate input u. The closed-loop system from external input r to output x is
18
Linear System r(t) . u = h(u,x,r) u(t) . x = f(x,u)
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x(t)
Figure 2.6: Feedback linearization. linear. Feedback linearization rely on precise cancelations of certain nonlinear terms, therefore it is not a robust scheme. Also, for certain types of nonlinear systems, a linearizing feedback does not exist. See e.g. 27, 31] for analysis and design of nonlinear feedback systems.
Example 2.2 Consider the inverted pendulum system shown in Figure 2.7. This is a classical feedback control example it appears in almost every control textbook. See for example 37, pp. 85{87] where typical system parameters are taken as
m = 0:1 kg M = 2 kg ` = 0:5 m g = 9:8 m=sec2 J = m`2=3:

The aim here is to balance the stick at the upright equilibrium point, = 0, by applying a force u(t) that uses feedback from (t) and _(t). The equations of motion can be written from Newton's law: (J + `2 m) + `m cos( )x ; `mg sin( ) = 0 (M + m)x + m` cos( ) ; m` sin( ) _2 = u : (2.8) (2.9)
By using equation (2.9), x can be eliminated from equation (2.8) and hence a direct relationship between and u can be obtained as J + ` ; m` cos2 ( ) + m` cos( ) sin( ) _2 ; g sin( ) m` M +m M +m cos( ) = ; M + m u: (2.10)
19
Mass = m Length = 2l
x Force = u Mass = M
Figure 2.7: Inverted pendulum on a cart. Note that if u(t) is chosen as the following nonlinear function of (t) and _(t) _2 ) u = ; M + m m` cos( +sin( ) ; g sin( ) cos( ) M m 2( J ;( m` + ` ; m` cos m ) ) ( _ + ; r ) (2.11) M+ then satis es the equation + _+ =r (2.12)
where and are the parameters of the nonlinear controller and r (t) is the reference input, i.e., desired (t). The equation (2.12) represents a linear time invariant system from input r (t) to output (t).
Exercise: Let r (t) = 0 and the initial conditions be (0) = 0:1 rad
and _(0) = 0 rad/sec. Show that with the choice of = = 2 the pendulum is balanced. Using Matlab, obtain the output (t) for the parameters given above. Find another choice for the pair ( ), such that (t) decays to zero faster without any oscillations.
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2.4 Modeling Uncertainty

During the process of deriving a mathematical model for the plant, usually a series of assumptions and simpli cations are made. At the end of this procedure, a nominal plant model, denoted by Po , is derived. By keeping track of the e ects of simpli cations and assumptions made during modeling, it is possible to derive an uncertainty description, denoted by P , associated with Po . It is then hoped (or assumed) that the true physical system lies in the set of all plants captured by the pair (Po P ).
2.4.1 Dynamic Uncertainty Description

Consider a nominal plant model Po represented in the frequency domain by its transfer function Po (s) and suppose that the \true plant" is LTI, with unknown transfer function P (s). Then the modeling uncertainty is
P (s) = P (s) ; Po (s):
A useful uncertainty description in this case would be the following: (i) the number of poles of Po (s) + (s) in the right half plane is assumed to be the same as the number of right half plane poles of Po (s) (importance of this assumption will be clear when we discuss Nyquist stability condition and robust stability) (ii) also known is a function W (s) whose magnitude bounds the magnitude of P (s) on the imaginary axis:
j P (j!)j < jW (j!)j for all !:

This type of uncertainty is called dynamic uncertainty. In the MIMO case, dynamic uncertainty can be structured or unstructured, in the
21
sense that the entries of the uncertainty matrix may or may not be independent of each other and some of the entries may be zero. The MIMO case is beyond the scope the present book, see 54] for these advanced topics and further references. For SISO plants, the pair fPo (s) W (s)g represents the plant model that will be used in robust controller design and analysis see Chapter 10. Sometimes an in nite dimensional plant model P (s) is approximated by a nite dimensional model Po (s) and the di erence is estimated to determine W (s). exible beam considered above is in nite dimensional. By taking the rst few terms of the in nite product, it is possible to obtain an approximate nite dimensional model:
2 N 2 Y @ 1 + s ; 4s 4 A : n Po (s) = s2 1 + s + s2 4 n=1 n
Example 2.3 Flexible Beam Model. Transfer function (2.7) of the
Then, the di erence is
1 0 1 Y @ 1 + j ! + 4!24n A : jP (j!) ; Po (j!)j = jPo (j!)j 1 ; 1 + j ! ; !2

n=N +1
4 n
If N is su ciently, large the right hand side can be bounded analytically, as demonstrated in 34].
Example 2.4 Finite Dimensional Model of a Thin Airfoil. Recall that the transfer function of a thin airfoil is in the form
C sI ; A ;1 B P (s) = 1 ; C 0((sI ; A));1 B 0 (s) 0 1

T
where (s) is Theodorsen's function. By taking a nite dimensional approximation of this in nite dimensional term we obtain a nite diT
22 mensional plant model that is amenable for controller design: );1 0 (sI Po (s) = 1 ; CC(sI ;;AA;1 BB0 (s) ) 1 o 0
T
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where o(s) is a rational approximation of (s). Several di erent approximation schemes have been studied in the literature, see for example 39], where o(s) is taken to be
T T T T
(18:6 sr + 1)(2:06 sr + 1) o (s) = (21:9 s + 1)(3:45 s + 1) r r
where sr = sVb :
The modeling uncertainty can be bounded as follows: )( o jP (j!) ; Po (j!)j jPo (j!)j R1 (j!; R (j!)); (j!()j!)) 1 1 (j!
T T T
where R1 (s) = C0 (sI ; A);1 B1 . Using the bounds on approximation error, j (j!) ; o(j!)j, an upper bound of the right hand side can be derived this gives W (s). A numerical example can be found in 40].
T T
2.4.2 Parametric Uncertainty Transformed to Dynamic Uncertainty

Typically, physical system parameters determine the coe cients of Po (s). Uncertain parameters lead to a special type of plant models where the structure of P (s) is xed (all possible plants P (s) have the same structure as Po (s), e.g., the degrees of denominator and numerator polynomials are xed) with uncertain coe cients. For example, consider the series RLC circuit shown in Figure 2.8, where u(t) is the input voltage and y(t) is the output voltage. Transfer function of the RLC circuit is
P (s) = LCs2 +1 + 1 : RCs
23
L C + y(t) -
R + u(t) -
Figure 2.8: Series RLC circuit. So, the nominal plant model is
Po (s) = L C s2 +1 C s + 1 Ro o o o
where Ro, Lo , Co are nominal values of R, L, C , respectively. Uncertainties in these parameters appear as uncertainties in the coe cients of the transfer function. By introducing some conservatism, it is possible to transform parametric uncertainty to a dynamic uncertainty. Examples are given below.
Example 2.5 Uncertainty in damping. Consider the RLC circuit

example given above. The transfer function can be rewritten as
P (s) = s2 + 2 !o s + !2 !
o o
1 where !o = pLC and = R C=4L. For the sake of argument, suppose L and C are known precisely and R is uncertain. That means !o is xed and varies. Consider the numerical values: 2 0:1 0:2] P (s) = s2 + 21 s + 1 Po (s) = s2 + 21 s + 1 o = 0:2:
Then, an uncertainty upper bound function W (s) can be determined by plotting jP (j!);Po (j!)j for a su ciently large number of 2 0:1 0:2).
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3 abs(W) 2.5
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1.5
0.5
0 2 10
10
10 omega
10
10
Figure 2.9: Uncertainty weight for a second order system. The weight W (s) should be such that jW (j!)j > jP (j!) ; Po (j!)j for all P . Figure 2.9 shows that 015 W (s) = (0s:2 + 0(80 s + 1) :45 s + 1) is a feasible uncertainty weight.
with time delay has transfer function in the form
Example 2.6 Uncertain time delay. A rst-order stable system

e;hs P (s) = (s + 1) where h 2 0 0:2]:
Suppose that time delay is ignored in the nominal model, i.e., 1 Po (s) = (s + 1) : As before, an envelop jW (j!)j is determined by plotting the di erence jP (j!) ; Po (j!)j for a su ciently large number of h between (0 0:2].
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abs(W)
0.2
0.15
0.1
0.05
0 2 10
10
10 omega
10
Figure 2.10: Uncertainty weight for unknown time delay. Figure 2.10 shows that the uncertainty weight can be chosen as
: (100 s 1) W (s) = (10200251)(0:06 + + 1) : : s+ s

Note that there is conservatism here: the set
;hs
e Ph := P (s) = (s + 1) : h 2 0 0:2]
is a subset of
P := fP = Po +
(s) is stable j (j!)j < jW (j!)j 8 !g
which means that if a controller achieves design objectives for all plants in the set P , then it is guaranteed to work for all plants in Ph. Since the set P is larger than the actual set of interest Ph, design objectives might be more di cult to satisfy in this new setting.
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2.4.3 Uncertainty from System Identi cation

The ultimate purpose of system identi cation is to derive a nominal plant model and a bound for the uncertainty. Sometimes, physical laws of nature suggest a mathematical structure for plant model (e.g., a xedorder ordinary di erential equation with unknown coe cients, such as the RLC circuit and the inverted pendulum examples given above). If the parameters of this model are unknown, they can be identi ed by using parameter estimation algorithms. These algorithms give estimated values of the unknown parameters, as well as bounds on the estimation errors, that can be used to determine a nominal plant model and an uncertainty bound (see 16, 32]). In some cases, the plant is treated as a black box assuming it is linear, an impulse (or a step) input is applied to obtain the impulse (or step) response. The data may be noisy, so the \best t" may be an in nite dimensional model. The common practice is to nd a loworder model that explains the data \reasonably well." The di erence between this low-order model response and the actual output data can be seen as the response of the uncertain part of the plant. Alternatively, this di erence can be treated as measurement noise whose statistical properties are to be determined. In the black box approach, frequency domain identi cation techniques can also be used in nding a nominal plant/uncertainty model. For example, consider the response of a stable1 LTI system, P (s), to a sinusoidal input u(t) = sin(!k t). The steady state output is
yss (t) = jP (j!k )j sin(!k t + 6 P (j!k )):

By performing experiments for a set of frequencies f!1 : : : !N g, it is possible to obtain the frequency response data fP (j!1 ) : : : P (j!N )g.
A precise de nition of stability is given in Chapter 4, but, loosely speaking, it means that bounded inputs give rise to bounded outputs.
1
27
Note that these are complex numbers determined from steady state responses due to measurement errors and/or unmodeled nonlinearities, there may be some uncertainty associated with each data point P (j!k ). There are mathematical techniques to determine a nominal plant model Po (s) and an uncertainty bound W (s), such that there exists a plant P (s) in the set captured by the pair (Po W ) that ts the measurements. These mathematical techniques are beyond the scope of this book the reader is referred to 1, 25, 36] for details and further references.
2.5 Why Feedback Control?

The main reason to use feedback is to reduce the e ect of \uncertainty." The uncertainty can be in the form of a modeling error in the plant description (i.e., an unknown system), or in the form a disturbance/noise (i.e., an unknown signal). Open-loop control and feedback control schemes are compared in this section. Both the open-loop control and feedback control schemes are shown in Figure 2.11, where r(t) is the reference input (i.e. desired output), v(t) is the disturbance and y(t) is the output. When H = 1, the feedback is in e ect: r(t) is compared with y(t) and the error is fed back to the controller. Note that in a feedback system when the sensor fails (i.e., sensor output is stuck at zero) the system becomes open loop with H = 0. The feedback connection e(t) = r(t) ; y(t) may pose a mathematical problem if the system bandwidth is in nite (i.e., both the plant and the controller are proper but not strictly proper). To see this problem, ; consider the trivial case where v(t) = 0, P (s) = Kp and C (s) = ;Kp 1:
y(t) = ;e(t) = y(t) ; r(t)

which is meaningless for r(t) 6= 0. Another example is the following
28
v(t) r(t) + e(t) C + + u(t)
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y(t) P
H H=0 : Open Loop H=1 : Closed Loop (feedback is in effect)
Figure 2.11: Open-loop and closed-loop systems. situation: let P (s) = s2s and C (s) = ;0:5, then the transfer function +2 from r(t) to e(t) is (1 + P (s)C (s));1 = s + 2 2 which is improper, i.e., non-causal, so it cannot be built physically. Generalizing the above observations, the feedback system is said to be well-posed if P (1)C (1) 6= ;1. In practice, most of the physical dynamical systems do not have in nite bandwidth, i.e., P (s) and hence P (s)C (s) are strictly proper. So the feedback system is well posed in that case. Throughout the book, the feedback systems considered are assumed to be well-posed unless otherwise stated. Before discussing the bene ts of feedback, we should mention its obvious danger: P (s) might be stable to start with, but if C (s) is chosen poorly the feedback system may become unstable (i.e., a bounded reference input r(t), or disturbance input v(t), might lead to an unbounded signal, u(t) and/or y(t), within the feedback loop). In the remaining parts of this chapter, and in the next chapter, the feedback systems are assumed to be stable.
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2.5.1 Disturbance Attenuation

In Figure 2.11, let v(t) 6= 0, and r(t) 0. In this situation, the magnitude of the output, y(t), should be as small as possible so that it is as close to desired response, r(t), as possible. For the open-loop control scheme, H = 0, the output is
Y (s) = P (s)(V (s) + C (s)R(s)):

Since R(s) = 0 the controller does not play a role in the disturbance response, Y (s) = P (s)V (s). When H = 1, the feedback is in e ect in this case
Ps Y (s) = 1 + P ((s))C (s) (V (s) + C (s)R(s)):

So the response due to v(t) is Y (s) = P (s)(1 + P (s)C (s));1 V (s). Note that the closed-loop response is equal to the open-loop response multiplied by the factor (1+ P (s)C (s));1 . For good disturbance attenuation we need to make this factor small by an appropriate choice of C (s). Let jV (j!)j be the magnitude of the disturbance in frequency domain, and, for the sake of argument, suppose that jV (j!)j 6= 0 for ! 2 , and jV (j!)j 0 for ! outside the frequency region de ned by . If the controller is designed in such a way that
j(1 + P (j!)C (j!));1 j 1 8 ! 2
(2.13)
then high attenuation is achieved by feedback. The disturbance attenuation factor is the left hand side of (2.13).
2.5.2 Tracking
Now consider the dual problem where r(t) 6= 0, and v(t) 0. In this case, tracking error, e(t) := r(t) ; y(t) should be as small as possible.
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In the open-loop case, the goal is achieved if C (s) = 1=P (s). But note that if P (s) is strictly proper, then C (s) is improper, i.e., non-causal. To avoid this problem, one might approximate 1=P (s) in the region of the complex plane where jR(s)j is large. But if P (s) is unstable and if there is uncertainty in the right half plane pole location, then 1=P (s) cannot be implemented precisely, and the tracking error is unbounded. In the feedback scheme, the tracking error is
E (s) = (1 + P (s)C (s));1 R(s):

Therefore, similar to disturbance attenuation, one should select C (s) in such a way that j(1 + P (j!)C (j!));1 j 1 in the frequency region where jR(j!)j is large.
2.5.3 Sensitivity to Plant Uncertainty

For a function F , which depends on a parameter , sensitivity of F to variations in is denoted by S F , and it is de ned as follows
S F := lim 0 F =F ! =
= o
= F @F @
= o
where o is the nominal value of , and F represent the deviations of and F from their nominal values o and F evaluated at o , respectively. Transfer function from reference input r(t) to output y(t) is
Tol(s) = P (s)C (s) (for an open-loop system) P Tcl(s) = 1 + (s)C)(s)s) (for a closed-loop system): P (s C (
Typically the plant is uncertain, so it is in the form P = Po + P . Then the above transfer functions can be written as Tol = Tol o + Tol and
31
Tcl = Tcl o + Tcl , where Tol o and Tcl o are the nominal values when P is replaced by Po . Applying the de nition, sensitivities of Tol and Tcl to variations in P are T SPol = lim 0 Tol =Tol o = 1 (2.14) P! P =Po T SPcl = lim 0 Tcl =Tcl o = 1 + P 1s)C (s) : (2.15) ! =P (
P
The rst equation (2.14) means that the percentage change in Tol is equal to the the percentage change in P . The second equation (2.15) implies that if there is a frequency region where percentage variations in Tcl should be made small, then the controller can be chosen in such a way that the function (1 + Po (s)C (s));1 has small magnitude in that frequency range. Hence, the e ect of variations in P can be made small by using feedback control the same cannot be achieved by open-loop control. In the light of (2.15) the function (1 + Po (s)C (s));1 is called the \nominal sensitivity function" and it is denoted by S (s). The sensitivity function, denoted by S (s), is the same function when Po is replaced by P = Po + P . In all the examples seen above, sensitivity function plays an important role. One of the most important design goals in feedback control is sensitivity minimization. This is discussed further in Chapter 10.
2.6 Exercise Problems

1. Consider the ow control problem illustrated in Figure 2.2, and assume that the outgoing ow rate v(t) is proportional to the square root of the liquid level h(t) in the reservoir (e.g., this is the case if the liquid ows out through a valve with constant opening):
v(t) = v0 h(t):
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Furthermore, suppose that the area of the reservoir A(h(t)) is constant, say A0 . Since total accumulation is y(t) = A0 h(t), dynamical equation for this system is p _ h(t) = 1 (u(t ; ) ; v h(t)):
A0
Let h(t) = h0 + h (t) and u(t) = u0 + u (t), with u0 = v0 h0 . Linearize the system around the operating point h0 and nd the transfer function from u (t) to h (t). 2. For the above mentioned ow control problem, suppose that the geometry of the reservoir is known as
A(h(t)) = A0 + A1 h(t) + A2 h(t)

with some constants A0 A1 A2 . Let the outgoing ow rate be v(t) = v0 + w(t), with v0 > jw(t)j 0. The term w(t) can be seen as a disturbance representing the \load variations" around the nominal constant load v0 typically w(t) is a superposition of a nite number of sine and cosine functions. (i) Assume that = 0 and v(t) is available to the controller. Given a desired liquid level hd (t), there exists a feedback control input u(t) (a nonlinear function of h(t), v(t) and hd (t)) linearizing the system whose input is hd(t) and output is h(t). For hd (t) = hd, nd such u(t) that leads to h(t) ! hd as t ! 1 for any initial condition h(0) = h0 . (ii) Now consider a linear controller in the form
u(t) = K (hd(t) ; h(t)) + v0

(in this case, the controller does not have access to w(t)), where the gain K > 0 is to be determined. Let A0 = 300 A1 = 12 A2 = 120 = 12 w(t) = 20 sin(0:5t) v0 = 24 hd(t) 10 h(0) = 8
33
(note that time delay is non-zero in this case). By using Euler's method, simulate the feedback system response for several di erent values of K 2 10 110]. Find a value of K for which
jhd ; h(t)j 0:05

x(t) = f (x(t) t) _
8 t
50 :
Note: to simulate a nonlinear system in the form

rst select equally spaced time instants tk = kTs , for some Ts = (tk+1 ; tk ) > 0, k 0. For example, in the above problem, Ts can be chosen as Ts 0:04. Then, given x(t0 ), we can determine x(tk ) from x(tk;1 ) as follows:
x(tk ) = x(tk;1 ) + Ts f (x(tk;1 ) tk;1 ) for k 1.

This approximation scheme is called Euler's method. More accurate and sophisticated simulation techniques are available these, as well as the Euler's method, are implemented in the Simulink package of Matlab. 3. An RLC circuit has transfer function in the form
P (s) = s2 + 2 !o s + !2 : !
o o
Let n = 0:2 and !o n = 10 be the nominal values of the parameters of P (s), and determine the poles of Po (s). (i) Find an uncertainty bound W (s) for 20% uncertainty in the values of and !o. (ii) Determine the sensitivity of P (s) to variations in . 4. For the exible beam model, to obtain a nominal nite dimensional transfer function take N = 4 and determine Po (s) by computing n and n , for n = 1 : : : 4. What are the poles and zeros of Po (s)? Plot the di erence jP (j!) ; Po (j!)j by writing a
34 function W (s) that is a feasible uncertainty bound.
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Matlab script, and nd a low-order (at most 2nd-order) rational
5. Consider the disturbance attenuation problem for a rst-order plant P (s) = 20=(s + 4) with v(t) = sin(3t). For the open-loop system, magnitude of the steady state output is jP (j 3)j = 4 (i.e., the disturbance is ampli ed). Show that in the feedback scheme a necessary condition for the steady state output to be zero is jC ( j 3)j = 1 (i.e. the controller must have a pair of poles at s = j 3).
Chapter 3
Performance Objectives
Basic principles of feedback control are discussed in the previous chapter. We have seen that the most important role of the feedback is to reduce the e ects of uncertainty. In this chapter, time domain performance objectives are de ned for certain special tracking problems. Plant uncertainty and disturbances are neglected in this discussion.
3.1 Step Response: Transient Analysis

In the standard feedback control system shown in Figure 2.11, assume that the transfer function from r(t) to y(t) is in the form
T (s) = s2 + 2 !o s + !2 !
o o
0 < < 1 !o 2 IR
and r(t) is the unit step function, denoted by U(t). Then, the output y(t) is the inverse Laplace transform of
2 Y (s) = (s2 + 2 !o s + !2 ) 1 !o o s
35
36 that is
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e; !o t sin(! t + ) t 0 y(t) = 1 ; p d 2
where !d := !o 1 ; 2 and := cos;1 ( ). For some typical values of , the step response y(t) is as shown in Figure 3.1. Note that the steady state value of y(t) is yss = 1 because T (0) = 1. Steady state response is discussed in more detail in the next section. The maximum percent overshoot is de ned to be the quantity
1;
; PO := yp y yss
ss
100%
where yp is the peak value. By simple calculations it can be seen that the peak value of y(t) occurs at the time instant tp = =!d, and
p PO = e; = 1; 2 100%:
Figure 3.2 shows PO versus . Note that the output is desired to reach its steady state value as fast as possible with a reasonably small PO. In order to have a small PO, should be large. For example, if PO 10% is desired, then must be greater or equal to 0:6. The settling time is de ned to be the smallest time instant ts , after which the response y(t) remains within 2% of its nal value, i.e.,
ts := minf t0 : jy(t) ; yss j 0:02 yss 8 t t0 g:

Sometimes 1% or 5% is used in the de nition of settling time instead of 2%. Conceptually, they are not signi cantly di erent. For the secondorder system response, with the 2% de nition of the settling time, 4 : t
s
!o
So, in order to have a fast settling response, the product !o should be large.
37
1.4 1.2 1 Step Response 0.8 0.6 0.4 0.2 0 0 zeta=0.3 zeta=0.5 zeta=0.9 5 t*omega_o 10 15
Figure 3.1: Step response of a second-order system.
100 90 80 70 60 PO 50 40 30 20 10 0 0 0.1 0.2 0.3 0.4 0.5 0.6 zeta 0.7 0.8 0.9 1
Figure 3.2: PO versus .
38
=0.6 o=0.5 Im
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53
x -0.5
Re
Figure 3.3: Region of the desired closed-loop poles. The poles of T (s) are
r1 2 = ; !o j!o 1 ; 2 :
Therefore, once the maximum allowable settling time and PO are speci ed, the poles of T (s) should lie in a region of the complex plane de ned by minimum allowable and !o . For example, let the desired PO and ts be bounded by PO 10% and
ts 8 sec:
For these design speci cations, the region of the complex plane in which closed-loop system poles should lie is determined as follows. The PO requirement implies that 0:6, equivalently 53 , (recall that cos( ) = ). The settling time requirement is satis ed if and only if Re(r1 2 ) ;0:5. Then, the region of desired closed-loop poles is the shaded area shown in Figure 3.3.
39
If the order of the closed-loop transfer function T (s) is higher than two, then, depending on the location of its poles and zeros, it may be possible to approximate the closed-loop step response by the response of a second-order system. For example, consider the third-order system
!2 T (s) = (s2 + 2 ! s +o!2 )(1 + s=r) o o
where r
!o :
The transient response contains a term e;rt . Compared with the envelope e; !o t of the sinusoidal term, e;rt decays very fast, and the overall response is similar to the response of a second-order system. Hence, the e ect of the third pole r3 = ;r is negligible. Consider another example,
2 s=( + T (s) = (s2 +!2o (1 + + !r2 )(1 )) s=r) !s +
where 0 <
r:
In this case, although r does not need to be much larger than !o , the zero at ;(r + ) cancels the e ect of the pole at ;r. To see this, consider the partial fraction expansion of Y (s) = T (s)R(s) with R(s) = 1=s
o o Since jA3 j ! 0 as ! 0, the term A3 e;rt is negligible in y(t).
A Y (s) = A0 + s A1r + s ;2r + sA3 r where A0 = 1 and s ; 1 + 2 2 A3 = s!;r(s + r)Y (s) = 2 ! r ;!(o!2 + r2 ) r + : lim
In summary, if there is an approximate pole zero cancelation in the left half plane, then this pole-zero pair can be taken out of the transfer function T (s) to determine PO and ts . Also, the poles closest to the imaginary axis dominate the transient response of y(t). To generalize this observation, let r1 : : : rn be the poles of T (s), such that Re(rk ) Re(r2 ) = Re(r1 ) < 0, for all k 3. Then, the pair of complex conjugate poles r1 2 are called the dominant poles. We have seen that the desired transient response properties, e.g., PO and ts , can be translated into requirements on the location of the dominant poles.
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3.2 Steady State Analysis

For the standard feedback system of Figure 2.11, the tracking error is de ned to be the signal e(t) := r(t) ; y(t). One of the typical performance objectives is to keep the magnitude of the steady state error,
ess := tlim e(t) !1
(3.1)
within a speci ed bound. Whenever the above limit exists (i.e., e(t) converges) the nal value theorem can be applied:
ess = slim sE (s) = slim s 1 + 1 (s) R(s) !0 !0 G

where G(s) = P (s)C (s) is the open-loop transfer function from r to y. Suppose that G(s) is in the form
G G(s) = Ne (s) ` DG (s) s
(3.2)
e with ` 0 and DG (0) 6= 0 6= NG(0). Let the reference input be

r(t) = tk;1 U(t) ! R(s) = s1k k 1:
When k = 1 (i.e. r(t) is unit step) the steady state error is
ess =
(1 + G(0));1 if ` = 0 0 if ` 1:
If zero steady state error is desired for unit step reference input, then G(s) = P (s)C (s) must have at least one pole at s = 0. For k 2
8 >1 < e (0) ess = > DG(0) N : 0G
if ` k ; 2 if ` = k ; 1 if ` k:
41
The system is said to be type k if ess = 0 for R(s) = 1=sk . For the standard feedback system where G(s) is in the form (3.2) the system is type k only if ` k.
2
Now consider a sinusoidal reference input R(s) = s2!o!o . The track+ 2 ing error e(t) is the inverse Laplace transform of
E (s) = 1 + 1 (s) G
2 !o 2 + !o 2 s
Partial fraction expansion and inverse Laplace transformation yield a sinusoidal term, Ao sin(!o t + ), in e(t). Unless Ao = 0, the limit (3.1) does not exist, hence the nal value theorem cannot be applied. In order to have Ao = 0, the transfer function S (s) = (1 + G(s));1 must have zeros at s = j!o, i.e. G(s) must be in the form
G(s) =
2 b (s2 + !o )DG (s)
NG (s)
where NG( j!o ) 6= 0.
In conclusion, ess = 0 only if the zeros of S (s) (equivalently, the poles of P (s)C (s) = G(s)) include all Im-axis poles of R(s). Let 1 : : : k be the Im-axis poles of R(s), including multiplicities. Assuming that none of the i 's are poles of P (s), to achieve ess = 0 the controller must be in form e (3.3) C (s) = C (s) D 1(s) R
e where DR (s) := (s ; 1 ) : : : (s ; k ), and C ( i ) 6= 0 for i = 1 : : : k.
For example, when R(s) = 1=s and jP (0)j < 1, we need a pole at s = 0 in the controller to have ess = 0. A simple example is PID (proportional, integral, derivative) controller, which is in the form
C (s) = Kp + Ki + Kd s s
1 1+ s
(3.4)
where Kp , Ki and Kd are the proportional, integral, and derivative action coe cients, respectively the term & 0 is needed to make the
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controller proper. When Kd = 0 we can set = 0 in this case C (s), (3.4), becomes a PI controller. See Section 8.4 for further discussions on PID controllers. Note that a copy of the reference signal generator, DR1(s) , is included e in the controller (3.3). We can think of C (s) as the \controller" to be designed for the \plant"
e P (s) := P (s) D 1(s) : R

This idea is the basis of servocompensator design, 14, 21] and repetitive controller design, 24, 43].

1. Consider the second-order system with a zero
o (1 ; s=z T (s) = s2!+ 2 ! s + ) 2 !
2
where 2 (0 1) and z 2 IR. What is the steady state error for unit step reference input? Let !o = 1 and plot the step response for = 0:1 0:5 0:9 and z = ;5 ;1 0:2 3. 2. For P (s) = 1=s design a controller in the form +z C (s) = Kc(2s+ !2c) s
o
2
so that the sensitivity function S (s) = (1+ P (s)C (s));1 has three zeros at 0 j!o and three poles with real parts less than ;0:5. This guarantees that ess = 0 for reference inputs r(t) = U(t) and r(t) = sin(2t)U(t). Plot the closed-loop system response corresponding to these reference inputs for your design.
Chapter 4
BIBO Stability
In this chapter, bounded input{bounded output (BIBO) stability of a linear time invariant (LTI) system will be de ned rst. Then, we will see that BIBO stability of the feedback system formed by a controller C (s) and a plant P (s) can determined by applying the Routh-Hurwitz test on the characteristic polynomial, which is de ned from the numerator and denominator polynomials of C (s) and P (s). For systems with parametric uncertainty in the coe cients of the transfer function, we will see Kharitanov's robust stability test and its extensions.
4.1 Norms for Signals and Systems

In system analysis, input and output signals are considered as functions of time. For example u(t), and y(t), for t 0, are input and output functions of the LTI system F, shown in Figure 4.1. Each of these time functions is assumed to be an element of a function space, u 2 U , and y 2 Y , where U represents the set of possible input functions, and similarly Y represents the set of output functions. 43
44
u(t)
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y(t)
Figure 4.1: Linear time invariant system. For mathematical convenience, U and Y are usually taken to be vector spaces on which signal norms are de ned. The norm kukU is a measure of how large the input signal is, similarly for the output signal norm kykY . Using this abstract notation we can de ne the system norm, denoted by kFk, as the quantity
ky kFk = sup kukY : k

u6=0
(4.1)
ky A physical interpretation of (4.1) is the following: the ratio kukY represkU ents the ampli cation factor of the system for a xed input u 6= 0. Since the largest possible ratio is taken (sup means the least upper bound) as the system norm, kFk can be interpreted as the largest signal ampli cation through the system F.
In signals and systems theory, most widely used function spaces are L1 0 1), L2 0 1), and L1 0 1). Precise de nitions of these Lebesgue spaces are beyond the scope of this book. They can be loosely de ned as follows: for 1 p < 1
Lp 0 1) = L1 0 1) =
: 0 1) ! IR kf kp p := L
Z1
0
jf (t)jp dt < 1
f : 0 1) ! IR kf kL1 := sup jf (t)j < 1 :

t2 0 1)
Note that L2 0 1) is the space of all nite energy signals, and L1 0 1) is the set of all bounded signals. In the above de nitions the real valued function f (t) is de ned on the positive time axis and it is assumed to be piecewise continuous. An impulse, e.g., (t ; to ) for some to 0, does not belong to any of these function spaces. So, it is useful to de ne a
45
1 X
k=1
space of impulse functions,
I1 :=
f (t) =
1 X
k=1
k (t ; tk )
tk 0 k 2 IR
1 X
k=1
j kj < 1
with the norm de ned as kf kI1 :=
j k j:
The functions from L1 0 1) and I1 can be combined to obtain another function space
A1 := ff (t) = g(t) + h(t) : g 2 L1 0 1) h 2 I1 g :

For example,
f (t) = 3e;2t sin(10 t) ; 4 (t ; ) + 5 (t ; 10)
t 0
belongs to A1 , but it does not belong to L2 0 1), nor L1 0 1). The importance of A1 will be clear shortly.
Exercise. Determine whether time functions given below belong to any

of the function spaces de ned above:
f1 (t) = (t + 1);1 f4 (t) = sin(4 t) t
f2 (t) = (t + 1);2 f5 (t) = (t ; 1);1=5
f3 (t) p 3 t+1 f6 (t) = (t ; 1);6 :
4.2 BIBO Stability

Formally, a system F is said to be bounded input{bounded output (BIBO) stable if every bounded input u generates a bounded output y, and the largest signal ampli cation through the system is nite. In the abstract notation, that means BIBO stability is equivalent to having a nite system norm, i.e., kFk < 1. Note that de nition of BIBO stability depends on the selection of input and output spaces. The most common
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de nition of BIBO stability deals with the special case where the input and output spaces are U = Y = L1 0 1). Let f (t) be the impulse response and F (s) be the transfer function (i.e., the Laplace transform of f (t)) of a causal LTI system F.
Theorem 4.1 Suppose U = Y = L1 0 1). Then the system F is BIBO stable if and only if f 2 A1 . Moreover,
kFk = kf kA1 :
(4.2)
Proof. The result follows from the convolution identity

y(t) =
Z1
0
f ( )u(t ; )d :
(4.3)
If u 2 L1 0 1), then ju(t ; )j kukL1 for all t and . It is easy to verify the following inequalities:
jy(t)j =
Z1
0
Z 01
f ( )u(t ; )d
jf ( )j ju(t ; )jd
kukL1
Hence, for all u 6= 0
Z1
0
jf ( )jd = kukL1 kf kA1 :
kykL1 kf k A1 kukL1
which means that kFk kf kA1 . In order to prove the converse, consider (4.3) in the limit as t ! 1 with u de ned at time instant as
8 >1 < u(t ; ) = > ;1 :0
if f ( ) > 0 if f ( ) < 0 if f ( ) = 0:
47
Clearly jy(t)j ! kf kA1 in the limit as t ! 1. Thus
ky kFk = sup kukL1 kf kA1 : k

u6=0
L1
This concludes the proof.
Exercise: Determine BIBO stability of the LTI system whose impulse

response is (a) f0 (t), (b) f1 (t), where
8 >0 < f0 (t) := > 1 : (t ; 1);k
if t < 0 if 0 t t0 if t > t0
8 >0 < f1 (t) := > t;` :0
if t < 0 if 0 t t1 if t > t1
with t0 > 1, k > 1, and t1 > 0, 0 < ` < 1.
Theorem 4.2 Suppose U = Y = L2 0 1). Then the system norm of F is

kFk = sup jF ( + j!)j =: kF kH1
>0 !2IR
(4.4)
That is the system F is stable if and only if its transfer function has no poles in C+ . Moreover, when the system is stable, maximum modulus principle implies that
kF kH1 = sup jF (j!)j =: kF kL1 :

!2IR
(4.5)
See, e.g., 18, pp. 16{17] and 20, pp. 18{20] for proofs of this theorem. Further discussions can also be found in 15]. The proof is based on Parseval's identity, which says that the energy of a signal can be computed from its Fourier transform. The equivalence (4.5) implies that when the system is stable, its norm (in the sense of largest energy ampli cation) can be computed from the peak value of its Bode magnitude plot. The second equality in (4.4) implicitly de nes the space H1 as
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the set of all analytic functions of s (the Laplace transform variable) that are bounded in the right half plane C+ . In this book, we will mostly consider systems with real rational transfer functions of the form F (s) = NF (s)=DF (s) where NF (s) and DF (s) are polynomials in s with real coe cients. For such systems the following holds
kf kA1 < 1 () kF kH1 < 1:
(4.6)
So, stability tests resulting from (4.2) and (4.4) are equivalent for this class of system. To see the equivalence (4.6) we can rewrite F (s) in the form of partial fraction expansions and use the Laplace transform identities for each term to obtain f (t) in the form
f (t) =
n k; X mX1 k=1 `=0
ck` t` epk t
(4.7)
where p1 : : : pn are distinct poles of F (s) with multiplicities m1 : : : mn , respectively, and ck` are constant coe cients. The total number of poles of F (s) is (m1 + + mn ). It is now clear that kf kA1 is nite if and only if pk 2 C; , i.e. Re(pk ) < 0 for all k = 1 : : : n, and this condition holds if and only if F 2 H1 . Rational transfer functions are widely used in control engineering practice. However, they do not capture spatially distributed parameter systems (e.g., exible beams) and systems with time delays. Later in the book, systems with simple time delays will also be considered. The class of delay systems we will be dealing with have transfer functions in the form
; ns N (s) F (s) = N0 (s) + e; ds D1(s) D (s) + e
0 1
where n 0, d 0, and N0 , N1 , D0 , D1 are polynomials with real coe cients, satisfying deg(D0 ) > maxfdeg(N0 ) deg(N1 ) deg(D1 )g. The
49
y
v r + + H + n e C + + u P
Figure 4.2: Feedback system. equivalence (4.6) holds for this type of systems as well. Although there may be in nitely many poles in this case, the number of poles to the right of any vertical axis in the complex plane is nite (see Chapter 7). In summary, for the class of systems we consider in this book, a system F is stable if and only if its transfer function F (s) is bounded and analytic in C+ , i.e. F (s) does not have any poles in C+ .
4.3 Feedback System Stability

In the above section, stability of a causal single-input{single-output (SISO) LTI system is discussed. De nition of stability can be easily extended to multi-input{multi-output (MIMO) LTI systems as follows. Let u1(t) : : : uk (t) be the inputs and y1 (t) : : : y`(t) be the outputs of such a system F. De ne Fij (s) to be the transfer function from uj to yi , i = 1 : : : `, and j = 1 : : : k. Then, F is stable if and only if each Fij (s) is a stable transfer function (i.e., it has no poles in C+ ) for all i = 1 : : : `, and j = 1 : : : k. The standard feedback system shown in Figure 4.2 can be considered as a single MIMO system with inputs r(t), v(t), n(t) and outputs e(t), u(t), y(t). The feedback system is stable if and only if all closed-loop transfer functions are stable. Let the closed-loop transfer function from
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input r(t) to output e(t) be denoted by Tre(s), and similarly for the remaining eight closed-loop transfer functions. It is an easy exercise to verify that
Tre = S Tve = ;HPS Tne = ;HS Tru = CS Tvu = S Tnu = ;HCS Try = PCS Tvy = PS Tny = ;HPCS where dependence on s is dropped for notational convenience, and S (s) := (1 + H (s)P (s)C (s));1 :
In this con guration, P (s) and H (s) are given and C (s) is to be designed. The primary design goal is closed-loop system stability. In engineering applications, the sensor model H (s) is usually a stable transfer function. Depending on the measurement setup, H (s) may be nonminimum phase. For example, this is the case if the actual plant output is measured indirectly with a certain time delay. The plant P (s) may or may not be stable. If P (s) is unstable, none of its poles in C+ should coincide a zero of H (s). Otherwise, it is impossible to stabilize the feedback system because in this case Tvy and Try are unstable independent of C (s), though S (s) may be stable. Similarly, it is easy to show that if there is a pole zero cancelation in C+ in the product H (s)P (s)C (s), then one of the closed-loop transfer functions is unstable. For example, let H (s) = 1, P (s) = (s ; 1)(s + 2);1 and C (s) = (s ; 1);1 . In this case, Tru is unstable. In the light of the above discussion, suppose there is no unstable pole-zero cancelation in the product H (s)P (s)C (s). Then the feedback system is stable if and only if the roots of 1 + H (s)P (s)C (s) = 0 (4.8)
are in C; . For the purpose of investigating closed-loop stability and controller design, we can de ne PH (s) := H (s)P (s) as \the plant seen
51
by the controller." Therefore, without loss of generality, we will assume that H (s) = 1 and PH (s) = P (s). Now consider the nite dimensional case where P (s) and C (s) are rational functions, i.e., there exist polynomials NP (s), DP (s), NC (s) and DC (s) such that P (s) = NP (s)=DP (s), C (s) = NC (s)=DC (s) and (NP DP ) and (NC DC ) are coprime pairs. (A pair of polynomials (N D) is said to be coprime if N and D do not ; have common roots.) For example, let P (s) = s(s(2s+s1) in this case +1) we can choose NP (s) = (s ; 1), DP (s) = s(s2 + s + 1). Note that NP (s) = ;(s ; 1) and DP (s) = ;s(s2 + s + 1) would also be a feasible choice, but there is no other possibility, because NP and DP are not allowed to have common roots. Now it is clear that the feedback system is stable if and only if the roots of (s) := DP (s)DC (s) + NP (s)NC (s) = 0 (4.9)
are in C; . The polynomial (s) is called the characteristic polynomial, and its roots are the closed-loop system poles. A polynomial is said to be stable (or Hurwitz stable) if its roots are in C; . Once a controller is speci ed for a given plant, the closed-loop system stability can easily be determined by constructing (s), and by computing its roots.
0 C (s) = 0:06s(s;:5):75) . The roots of the characteristic polynomial ( +0 ( Example 4.1 Consider the plant P (s) = s (ss;1)+1) , with a controller 2 +s
(s) = s4 + 1:5s3 + 1:56s2 + 0:395s + 0:045 are ;0:6 j 0:9 and ;0:15 j 0:13. So, the feedback system is stable. The roots of (s) are computed in Matlab. Feedback system stability analysis can be done likewise by using any computer program that solves the roots of a polynomial.
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Since P (s) and C (s) are xed in the above analysis, the coe cients of (s) are known and xed. There are some cases where plant parameters are not known precisely. For example, ( P (s) = s(s ; s) + 2) where is known to be in the interval (0 max ), yet its exact value is unknown. The upper bound max represents the largest uncertainty level for this parameter. Let the controller be in the form 1 C (s) = (s + ) : The parameter is to be adjusted so that the feedback system is stable for all values of 2 (0 max ), i.e., the roots of (s) = s(s + 2)(s + ) + ( ; s) = s3 + (2 + )s2 + (2 ; 1)s + are in C; for all 2 (0 max ). This way, closed-loop stability is guaranteed for the uncertain plant. For each xed pair of parameters ( ), the roots of (s) can be computed numerically. Hence, in the two-dimensional parameter space, the stability region can be determined by checking the roots of (s) at each ( ) pair. For each xed , the largest feasible > 0 can easily be determined by a line search. Figure 4.3 shows max for each . For 0:5, the feedback system is unstable. When > 0:5 the largest allowable increases non-linearly with . The exact relationship between max and will be determined from the Routh-Hurwitz stability test in the next section. The numerical approach illustrated above can still be used even if there are more than two parameters involved in the characteristic polynomial. However, in that case, computational complexity (the number of grid points to be taken in the parameter space for checking the roots) grows exponentially with the number of parameters.
53
beta versus alpha_max 70 60 50 alpha_max 40 30 20 10 0 0
0.5
1.5
2.5 beta
3.5
4.5
Figure 4.3: versus
max
4.4 Routh-Hurwitz Stability Test

The Routh-Hurwitz test is a direct procedure for checking stability of a polynomial without computing its roots. Consider a polynomial of degree n with real coe cients a0 : : : an : (s) = a0 sn + a1 sn;1 + + an where a0 6= 0:
The polynomial (s) is stable if and only if the number of sign changes in the rst column of the Routh table is zero. The Routh table is constructed as follows:
a0 a1 R3 1 R4 1 Rn+1 1
.. .
a2 a4 a6 a3 a5 a7 R3 2 R3 3 R3 4 R4 2 R4 3 R4 4
.. . .. . .. .
::: ::: ::: :::
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The rst two rows of this table are determined directly from the coefcients of the polynomial. For k 3 the kth row is constructed from the k ; 1st and k ; 2nd rows according to the formula
1 Rk ` = Rk;2 `+1 Rk;1R ; Rk;1 `+1 Rk;2 1
k ;1 1
k 3 ` 1:
We should set a` = 0 for ` > n for constructing the 3rd, 4th, and remaining rows. If n is even, the length of the rst row is `1 = n +1, and 2 the length of the second row is `2 = `1 ; 1 if n is odd then `1 = n+1 , and 2 `2 = `1. Then, for k 3 the length of kth row, `k , can be determined as `k = `k;2 ; 1. Therefore the Routh table has a block upper triangular form. Another important point to note is that if Rk;1 1 is zero, then the kth row cannot be determined from the above formula because of the division. A zero element in the rst column of the Routh table indicates existence of a root in C+ , so the polynomial is unstable in that case. Suppose that there is no zero element in the rst column. Then the number of roots of (s) in C+ is equal to the number of sign changes in the rst column of the Routh table.
Example 4.2 Consider the polynomial (s) = s3 + (2 + )s2 + (2 ;

1)s + , for which the Routh table is 1 2+ 2 ;1 0
R3 1 R4 1
where R4 1 = , and R3 1 = (2 ; 1) ; (2 + );1 . So, for stability of (s) we need > 0, > ;2, and (2 ; 1)(2 + ) > > 0, which imply > 0:5. These inequalities are in agreement with Figure 4.3. It is now clear that the exact relationship between and max is
max = 2 2+3
; 2 for
> 0:5:
55
Exercise: The unstable plant

P (s) = (s ; 1)(s21+ 2s + 2)
is to be compensated by the controller ( + 2) C (s) = Kss+ 3) : ( The gain K will be adjusted for closed-loop system stability. By using the Routh-Hurwitz test, show that the feedback system is stable if and only if 3 < K < 14 and (68 ; K ; K 2 ) > 0. So the gain K should be p selected from the range 3 < K < 68:25 ; 0:5 = 7:76.
4.5 Stability Robustness: Parametric Uncertainty

The Routh-Hurwitz stability test determines stability of a characteristic polynomial (s) with xed coe cients. If there are only a few uncertain parameters (due to plant uncertainty) or free parameters (of controller) in the coe cients of (s), then it is still possible to use the Routh-Hurwitz test to determine the set of all admissible parameters for stability. This point was illustrated with the above examples. If the number of variable parameters is large, then the analysis is cumbersome. In this section, we will see simple robust stability tests for plants with uncertain coe cients in the transfer function.
4.5.1 Uncertain Parameters in the Plant

Recall that P (s) is a mathematical model of the physical system. Depending on the con dence level with this model, each coe cient of NP (s) and DP (s) can be assumed to lie in an interval of the real line.
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For example, taking only one mode of a exible beam, its transfer function (from force input to acceleration output) can be written as
P (s) = s2 + 2 Kp s + !2 : !
o o
Suppose Kp 2 0:8 1:3], 2 0:2 0:3], and !o 2 10 12]. Then, NP (s) = q0 , where q0 2 0:8 1:3], and DP (s) = r0 s2 + r1 s + r2 , where r0 2 1 1], r1 2 4 7:2], r2 2 100 144].
; + NP (s) = q0 sm + q1 sm;1 + + qm qk 2 qk qk ] k = 0 ::: m ; + DP (s) = r0 sn + r1 sn;1 + + rn r` 2 r` r` ] ` = 0 ::: n: Since P (s) is proper, n m. The set of all possible plant transfer functions (determined from the set of all possible coe cients of NP (s) and DP (s)) is denoted by Pq r . More precisely,
m m;1 + + q 2 N Pq r = DP (s) = qr0 ssn + q1 s n;1 + + r m : qk 2 (s) + r1 s r` P 0 n N Generalizing this representation, we assume that P = DP where P
; + qk qk ] ; + r` r` ]
; + ; + ; + ; + where r0 r0 : : : rm rm q0 q0 : : : qn qn are given upper and lower bounds of the plant parameters. In the literature, the class of uncertain plants of the form Pq r is called interval plants. Total number of uncertain parameters in this description is (n + m +2). In the parameter space IR(n+m+2) , the set of all possible parameters is a \multi-dimensional box," for example, when n + m + 2 = 2 the set is a rectangle, when n + m +2 = 3 the set is a three dimensional box, and for (n + m +2) 4 the set is a polytope.
N The feedback system formed by a xed controller C = DC and an C uncertain plant P 2 Pq r is said to be robustly stable if all the roots of
(s) = DC (s)DP (s) + NC (s)NP (s)

N are in C; for all P = DP 2 Pq r . P
57
For each qk , k = 0 : : : m, we assume that it can take any value within the given interval, independent of the values of the other coe cients. Same assumption is made for r` , ` = 0 : : : n. For example, if two parameters are related by, say, r0 = 3x ; 1 and r1 = 1 + x ; 2x2 , where x 2 0 1], then a conservative assumption would be r0 2 ;1 2] and r1 2 0 1:125]. In the (r0 r1 ) parameter space, the set Rr0 r1 is a rectangle that includes the line Lr0 r1 :
Rr0 r1 Lr0 r1
= f(r0 r1 ) : r0 2 ;1 2] r1 2 0 1:125]g = f(r0 r1 ) : r0 = 3x ; 1 r1 = 1 + x ; 2x2 x 2 0 1]g:
If the closed-loop system is stable for all values of (r0 r1 ) in the set Rr0 r1 , then it is stable for all values of (r0 r1 ) in Lr0 r1 . However, the converse is not true, i.e., there may be a point in Rr0 r1 for which the system is not stable, while the system might be stable for all points in Lr0 r1 . This is the conservatism in transforming a dependent parameter uncertainty to an independent parameter uncertainty.
4.5.2 Kharitanov's Test for Robust Stability

N Consider a feedback system formed by a xed controller C (s) = DC (s) C (s) N and an uncertain plant P (s) = DP (s) 2 Pq r . To test robust stability, P (s) rst construct the characteristic polynomial
(s) = DC (s)DP (s) + NC (s)NP (s) with uncertain coe cients. Note that from the upper and lower bounds of the coe cients of DP (s) and NP (s) we can determine (albeit in a conservative fashion) upper and lower bounds of the coe cients of (s).
Example 4.3 Let NC (s) = (s +2), DC (s) = (s2 +2s +2) and DP (s) = r0 s3 + r1 s2 + r2 s + r3 , NP (s) = q0 , with r0 2 1 1:1], r1 2 4 4:2], r2 2 6 8], r3 2 10 20], and q0 2 3 5]. Then (s) is in the form
(s) = (s2 + 2s + 2)(r0 s3 + r1 s2 + r2 s + r3 ) + (s + 2)(q0 )
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= r0 s5 + (r1 + 2r0 )s4 + (r2 + 2r1 + 2r0 )s3 + (r3 + 2r2 + 2r1 )s2 + (2r3 + 2r2 + q0 )s + (2r3 + 2q0 ) = a0 s5 + a1 s4 + a2 s3 + a3 s2 + a4 s + a5 where a0 2 1 1:1], a1 2 6 6:4], a2 2 16 18:6], a3 2 30 44:4], a4 2 35 61], a5 2 26 50]. We assume that the parameter vector a0 : : : a5 ] can take any values in the subset of IR6 determined by the above intervals for each component. In other words, the coe cients vary independent of each other. However, there are only ve truly free parameters (r0 : : : r3 q0 ), which means that there is a dependence between parameter variations. If robust stability can be shown for all possible values of the parameters ak in the above intervals, then robust stability of the closed-loop system can be concluded but the converse is not true. In that sense, by converting plant (and/or controller) parameter uncertainty into an uncertainty in the coe cients of the characteristic polynomial, some conservatism is introduced. Now consider a typical characteristic polynomial (s) = a0 sN + a1 s2 + : : : + aN where each coe cient ak can take any value in a given interval a; a+ ], k k k = 0 1 : : : N , independent of the values of aj , j 6= k. The set of all possible characteristic equations is de ned by the upper and lower bounds of each coe cient. It will be denoted by Xa , i.e.
Xa := fa0 sN + : : : + aN : ak 2 a; a+ ] k = 0 1 : : : N g: k k
Theorem 4.3 Kharitanov's Theorem. . All polynomials in Xa are

stable if and only if the following four polynomials 1 (s) : : : stable:
a a1 a a4
(s) are
(s) = a; + a; ;1 s + a+ ;2 s2 + a+ ;3 s3 + a; ;4 s4 + a; ;5 s5 + N N N N N N + + a+ s + a; s2 + a; s3 + a+ s4 + a+ s5 + 2 (s) = aN N ;1 N ;2 N ;3 N ;4 N ;5
59
a3 a
(s) = a; + a+ ;1 s + a+ ;2 s2 + a; ;3 s3 + a; ;4 s4 + a+ ;5 s5 + N N N N N N + + a; s + a; s2 + a+ s3 + a+ s4 + a; s5 + 4 (s) = aN N ;1 N ;2 N ;3 N ;4 N ;5
a a
In the literature, the polynomials 1 (s) : : : 4 (s) are called Kharitanov polynomials. By virtue of Kharitanov's theorem, robust stability can be checked by applying the Routh-Hurwitz stability test on four polynomials. Considering the complexity of the parameter space, this is a great simpli cation. For easily accessible proofs of Kharitanov's theorem see 5, pp. 70-78] and 9, pp. 224-229].
4.5.3 Extensions of Kharitanov's Theorem

Kharitanov's theorem gives necessary and su cient conditions for robust stability of the set Xa . On the other hand, recall that for a xed controller and uncertain plant in the set Pq r the characteristic polynomial is in the form (s) = DC (s) (r0 sn + r1 sn;1 + : : : + rn ) + NC (s) (q0 sm + q1 sm;1 + : : : + qm )
; + ; + where rk 2 rk rk ], k = 0 : : : n, and q` 2 q` q` ], ` = 0 : : : m. Let us denote the set of all possible characteristic polynomials corresponding to this uncertainty structure by Xq r . As seen in the previous section, it is possible to de ne a larger set of all possible characteristic polynomials, denoted by Xa , and apply Kharitanov's theorem to test robust stability. However, since Xq r is a proper subset of Xa , Kharitanov's result becomes a conservative test. In other words, if four Kharitanov polynomials (determined from the larger uncertainty set Xa ) are stable, then all polynomials in Xq r are stable but the converse is not true, i.e., one of the Kharitanov polynomials may be unstable, while all polynomials in Xq r are stable. There exists a non-conservative test for robust stability of the polynomials in Xq r it is given by the result stated below, called the 32 edge theorem 5], or generalized Kharitanov's theorem 9].
60
N N
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First de ne 1 (s) : : : 4 (s), four Kharitanov polynomials corresponding to uncertain polynomial NP (s) = q0 sm + : : : + qm , and similarly de ne 1 (s) : : : 4 (s), four Kharitanov polynomials corresponding to uncertain polynomial DP (s) = r0 sn + : : : + rn . Then, for all possible combinations of i1 2 f1 2 3 4g, and (i2 i3 ) 2 f(1 3) (1 4) (2 3) (2 4)g de ne 16 polynomials, which depend on a parameter ,
D D e1
;16 (s ) = Ni1 (s)NC (s) + (
Di2
(s) + (1 ; ) i3 (s))DC (s):

D
Similarly, for all possible combinations of i3 2 f1 2 3 4g, and (i1 i2) 2 f(1 3) (1 4) (2 3) (2 4)g de ne the next set of 16 dependent polynomials,
e17
;32 (s ) = Di3 (s)DC (s) + (
Ni1
(s) + (1 ; ) i2 (s))NC (s):

N
Theorem 4.4 9] Assume that all the polynomials in Xq r have the same degree. Then, all polynomials in Xq r are stable if and only if 2 0 1]. 1 (s ) : : : 32 (s ) are stable for all
e e
This result gives a necessary and su cient condition for robust stability of polynomials in Xq r . The test is more complicated than Kharitanov's robust stability test it involves checking stability of 32 polynomials for all values of 2 0 1]. For each k (s ) it is easy to construct the Routh table in terms of and test stability of k for all 2 0 1]. This is a numerically feasible test. However, since there are in nitely many possibilities for , technically speaking one needs to check stability of in nitely many polynomials. For the special case where the controller is xed as a rst order transfer function C (s) = K(cs(s ; )z ) where Kc z p are xed and z 6= p ;p
e e
the test can be reduced to checking stability of 16 polynomials only. Using the above notation, let 1 (s) : : : 4 (s) and 1 (s) : : : 4 (s) be the Kharitanov polynomials for NP (s) = (q0 sm + : : : + qm ) and
N N D D
61
DP (s) = (r0 sn + : : : + rn ), respectively. De ne Pq r as the set of all ; + plants and assume that 0 6= r0 r0 ], i.e., the degree of DP (s) is xed.
Theorem 4.5 5]. The closed-loop system formed by the plant P and the controller NC , where NC (s) = Kc (s ; z ) and DC (s) = (s ; p), is DC stable for all P 2 Pq r if and only if the following 16 polynomials are
stable:
NC (s) i1 (s) + DC (s) i2 (s)

N D
where i1 2 f1 2 3 4g and i2 2 f1 2 3 4g. This result is called the 16 plant theorem, and it remains valid for slightly more general cases in which the controller NC =DC is
NC (s) = Kc (s ; z )UN (s)RN (s) DC (s) = s` (s ; p)UD (s)RD (s)
(4.10) (4.11)
where Kc z p are real numbers, ` 0 is an integer, UN (s) and UD (s) are anti-stable polynomials (i.e., all roots in C+ ), and RN (s) and RD (s) are in the form R(s2 ), where R(s) is an arbitrary polynomial, 9]. When the controller is restricted to this special structure, 32 edge theorem reduces to checking stability of the closed loop systems formed by the controller NC =DC and 16 plants P (s) = i1 (s)= i2 (s), for i1 2 f1 2 3 4g, and i2 2 f1 2 3 4g.
N D
For the details and proofs of 32 edge theorem and 16 plant theorem see 5, pp. 153-195], and 9, pp. 300-334].

1. Given a characteristic polynomial (s) = a0 s3 + a1 s2 + a2 s + a3 with coe cients in the intervals 0:1 < a3 < 0:5 1 < a2 < 2
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1 < a1 < 3 1 < a0 < 4. Using Kharitanov's test, show that we do not have robust stability. Now suppose a1 and a0 satisfy
a1 = 1 + 2x2 a0 = 1 + 3x2 where ; 1 < x < 1 :

Do we have robust stability? Hint: Use the Routh Hurwitz test here Kharitanov's test does not give a conclusive answer. 2. Consider the standard feedback control system with an interval plant P 2 Pq r , + Pq r = P (s) = r s4q0 s r + 3q1 s r + 2q2 s r sq3+ r + s + s +
0 1 2 3 3 2 4
where q0 2 0:95 1:25], q1 2 ;4:0 ;3:6], q2 2 3:0 3:5], q3 2 0:6 q], r0 2 0:9 1:1], r1 2 11:5 12:5], r2 2 20 24], r3 2 16 24], r4 2 ;0:1 0:1]. By using the 16 plant theorem nd the maximum value of q such that there exists a robustly stabilizing controller of the form
C (s) = K (ss+ 1)
for the family of plants Pq r . Determine the corresponding value of K .
Chapter 5
Root Locus
Recall that the roots of the characteristic polynomial (s) = DP (s)DC (s) + NP (s)NC (s) are the poles of the feedback system formed by the controller C = NC =DC and the plant P = NP =DP . In Chapter 3 we saw that in order to achieve a certain type of performance objectives, the dominant closed-loop poles must be placed in a speci ed region of the complex plane. Once the pole-zero structure of G(s) = P (s)C (s) is xed, the gain of the controller can be adjusted to see whether the design speci cations are met with this structural choice of G(s). In the previous chapter we also saw that robust stability can be tested by checking stability of a family of characteristic polynomials depending on a parameter (e.g. of the 32-edge theorem). In these examples, the characteristic polynomial is an a ne function of a parameter. The root locus shows the closed-loop system poles as this parameter varies. Numerical tools, e.g., Matlab, can be used to construct the root locus with respect to a parameter that appears nonlinearly in the char63
64
0.6 0.4 0.2 0 0.2 0.4 0.6 4
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Figure 5.1: Root locus as a function of h 2 1 100]. acteristic polynomial. For example, consider the plant
2 =12 P (s) = s((sh))2 =12; sh=22+ 1) ((sh + sh= + 1)
(5.1)
as an approximation of a system with a time delay and an integrator. Let the controller for the plant P (s) be
: C (s) = 0:3 + 0s1 :

Then the characteristic polynomial (s) = ( h s2 + 1)(s2 + 0:3s + 0:1) + h s (s2 ; 0:3s ; 0:1) 12 2 is a nonlinear function of h, due to h2 terms. Figure 5.1 shows the closed-loop system pole locations as h varies from a lower bound hmin = 1 to an upper bound hmax = 100. The gure is obtained by computing the roots of (s) for a set of values of h 2 hmin hmax ]. As mentioned above, the root locus primarily deals with nding the roots of a characteristic polynomial that is an a ne function of a single parameter, say K , (s) = D(s) + KN (s) (5.2)
2
65
where D(s) and N (s) are xed monic polynomials (i.e., coe cient of the highest power is normalized to 1). In particular, 32-edge polynomials are in this form. For example, recall that 3 (s ) = 1 (s)NC (s) + ( 2 (s) + (1 ; ) 3 (s))DC (s) = ( 1 (s)NC (s) + 3 (s)DC (s)) + ( 2 (s) ; 3 (s))DC (s): By de ning K = 1; (i.e. = KK ), N = ( 1 NC + 3 DC ) and +1 D = ( 1 NC + 2 DC ), it can be shown that the roots of 3 (s ) over the range of 2 0 1] are the roots of (s) de ned in (5.2) over the range of K 2 0 +1]. If N and D are not monic, the highest coe cient of D can be factored out of the equation and the ratio of the highest coe cient of N to that of D can be absorbed into K .
e N D D N D D D N D N D e
As another example, consider a xed plant P = NP =DP and a PI controller with xed proportional gain Kp and variable integral gain Ki
C (s) = Kp + Ki : s
The characteristic equation is (s) = s(DP (s) + Kp NP (s)) + Ki NP (s) which is in the form (5.2) with K = Ki , D(s) = s (DP (s) + Kp NP (s)) and N (s) = NP (s). The most common example of (5.2) is the variable controller gain case: when the controller and plant are expressed in the pole-zero form as ) P (s) = KP (s ; zi1 ) :: :: :: (s ; zim ) (s ; p ) (s ; p ) C (s) = KC (s ; zj1 ) :: :: :: ((s ; zjm ) (s ; pj1 ) s ; pjn the characteristic equation is as (5.2) with K = KP KC , and D(s) = (s ; zi1 ) : : : (s ; zim )(s ; zj1 ) : : : (s ; zjm ) N (s) = (s ; pi1 ) : : : (s ; pin )(s ; pj1 ) : : : (s ; pjn )
i1 in
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To simplify the notation set m := im + jm , and n := in + jn , and enumerate poles and zeros of G(s) = P (s)C (s) in such a way that ) (s) G(s) = K (s ; z1 )) :: :: :: ((s ; zm) = K N (s) (s ; p s;p D
1
then assuming K 6= 0 the characteristic equation (5.2) is equivalent to 1 + G(s) = 0 () 1 + KG1 (s) = 0 (5.3) where G1 (s) = N (s)=D(s), which is equal to G(s) evaluated at K = 1. The purpose of this chapter is to examine how closed-loop system poles (roots of the characteristic equation that is either in the form (5.2), or (5.3)) change as K varies from 0 to +1, or from 0 to ;1.
5.1 Root Locus Rules

The usual root locus (abbreviated as RL) shows the locations of the closed-loop system poles as K varies from 0 to +1. The roots of D(s), p1 pn, are the poles of the open-loop system G(s), and the roots of N (s), z1 zm, are the zeros of G(s). Since P (s) and C (s) are proper, G(s) is proper and hence n m. So the degree of the polynomial (s) is n and it has exactly n roots. Let the closed-loop system poles, i.e., roots of (s), be denoted by r1 (K ) rn (K ). Note that these are functions of K whenever the dependence on K is clear, they are simply written as r1 : : : rn . The points in C that satisfy (5.3) for some K > 0 are on the RL. Clearly, a point r 2 C is on the RL if and only if K = ; G 1(r) : (5.4) 1 The condition (5.4) can be separated into two parts: jK j = jG 1(r)j 1 (5.5)
67
6 K=0
= ;(2` + 1)180 ; 6 G1 (r)
` = 0 1 2 : : :: (5.6)
The phase rule (5.6) determines the points in C that are on the RL. The magnitude rule (5.5) determines the gain K > 0 for which the RL is at a given point r. By using the de nition of G1 (s), (5.6) can be rewritten as (2` + 1)180 =
n X6 i=1
(r ; pi ) ;
m X6 j =1
(r ; zj ):
(5.7)
Similarly, (5.5) is equivalent to

n i=1 K = Qm jjr ; pi jj : r;z j =1 j
(5.8)
5.1.1 Root Locus Construction

There are several software packages available for generating the root locus automatically for a given G1 = N=D. In particular, the related Matlab commands are rlocus and rlocfind. In many cases, approximate root locus can be drawn by hand using the rules given below. These rules are determined from the basic de nitions (5.2), (5.5) and (5.6). 1. The root locus has n branches: r1 (K )
rn (K ).
2. Each branch starts (K = 0) at a pole pi and ends (as K ! 1) at a zero zj , or converges to an asymptote, Rej ` , where R ! 1 and ` is determined from the formula (n ; m) ` = (2` + 1)180
`=0
(n ; m ; 1):
3. There are (n ; m) asymptotes with angles ` . The center of the asymptotes (i.e., their intersection point on the real axis) is
a=
P P ( n=1 pi ) ; ( m zj ) i j =1
n;m
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4. A point x 2 IR is on the root locus if and only if the total number of poles pi 's and zeros zj 's to the right of x (i.e., total number of pi 's with Re(pi ) > x plus total number of zj 's with Re(zj ) > x) is odd. Since G1 (s) is a rational function with real coe cients, poles and zeros appear in complex conjugates, so when counting the number of poles and zeros to the right of a point x 2 IR we just need to consider the poles and zeros on the real axis. 5. The values of K for which the root locus crosses the imaginary axis can be determined from the Routh-Hurwitz stability test. Alternatively, we can set s = j! in (5.2) and solve for real ! and K satisfying
D(j!) + KN (j!) = 0:
Note that there are two equations here, one for the real part and one for the imaginary part. 6. The break points (intersection of two branches on the real axis) are feasible solutions (satisfying rule #4) of d ds G1 (s) = 0: (5.9)
7. Angles of departure (K = 0) from a complex pole, or arrival (K ! +1) to a complex zero, can be determined from the phase rule. See example below. Let us now follow the above rules step by step to construct the root locus for
s G1 (s) = (s ; 1)(s + 5)(s(++ 3) j 2)(s + 4 ; j 2) : 4+

First, enumerate the poles and zeros as p1 = ;4 + j 2, p2 = ;4 ; j 2, p3 = ;5, p4 = 1, z1 = ;3. So, n = 4 and m = 1.
69
1. The root locus has four branches. 2. Three branches converge to the asymptotes whose angles are 60 , 180 and ;60 , and one branch converges to z1 = ;3. 3. Center of the asymptotes is = (;12 + 3)=3 = ;3. 4. The intervals (;1 ;5] and ;3 1] are on the root locus. 5. The imaginary axis crossings are the feasible roots of (!4 ; j 12!3 ; 47!2 + j 40! ; 100) + K (j! + 3) = 0 for real ! and K . Real and imaginary parts of (5.10) are (5.10)
!4 ; 47!2 ; 100 + 3K = 0 j! (;12!2 + 40 + K ) = 0:

They lead to two feasible pair of solutions (K = 100 , ! = 0) and 3 (K = 215:83, ! = 4:62). 6. Break points are the feasible solutions of 3s4 + 36s3 + 155s2 + 282s + 220 = 0: Since the roots of the above polynomial are ;4:55 j 1:11 and ;1:45 j 1:11, there is no solution on the real axis, hence no break points. 7. To determine the angle of departure from the complex pole p1 = ;4+ j 2 let represent a point on the root locus near the complex pole p1 , and de ne vi , i = 1 : : : 5, to be the vectors drawn from pi , for i = 1 : : : 4, and from z1 for i = 5, as shown in Figure 5.2. Let 1 : : : 5 be the angles of v1 : : : v5 . The phase rule implies ( 1 + 2 + 3 + 4) ;
5
= 180 :
(5.11)
As approaches to p1 , 1 becomes the angle of departure and the other i 's can be approximated by the angles of the vectors drawn
70
Im -4+j2
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v1 v5 v4
x
-5
v3 v2
o
-3
x
1 Re
x
-4-j2
Figure 5.2: Angle of departure from ;4 + j 2. from the other poles, and from the zero, to the pole p1 . Thus 90 , 3 tan;1 (2), 1 can be solved from (5.11) where 2 2 180 ; tan;1 ( 5 ), and 5 90 + tan;1 ( 1 ). That yields 4 2 1 ;15 . The exact root locus for this example is shown in Figure 5.3. From the results of item #5 above, and the shape of the root locus it is concluded that the feedback system is stable if 33:33 < K < 215:83 i.e., by simply adjusting the gain of the controller, the system can be made stable. In some situations we need to use a dynamic controller to satisfy all the design requirements.
5.1.2 Design Examples

Example 5.1 Consider the standard feedback system with a plant
1 P (s) = 0:1 (s + 1)(s + 2) 72
71
RL for G1(s)=(s+0.3)/(s^4+12s^3+47s^2+40s100) 6
Imag Axis
6 8
2 Real Axis
(s+3) Figure 5.3: Root Locus for G1 (s) = (s;1)(s+5)(s+4+j2)(s+4;j2) .
and design a controller such that the feedback system is stable, PO 10%, ts 4 sec. and ess = 0 when r(t) = U(t)
ess is as small as possible when r(t) = tU(t).

It is clear that the second design goal (the part that says that ess should be zero for unit step reference input) cannot be achieved by a simple proportional controller. To satisfy this condition, the controller must have a pole at s = 0, i.e., it must have integral action. If we try an integral control of the form C (s) = Kc=s, with Kc > 0, then the root locus has three branches, the interval ;1 0] is on the root locus three asymptotes have angles f60 180 ;60 g with a center at a = ;1 1 and there is only one break point at ;1 + p3 . See Figure 5.4. From the location of the break point, center, and angles of the asymptotes, it can be deduced that two branches (one starting at p1 = ;1, and the other one starting at p3 = 0) always remain to the right of the point ;1. On the other hand, the settling time condition implies that the real parts of the dominant closed-loop system poles must be less than
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or equal to ;1. So, a simple integral control does not do the job. Now try a PI controller of the form
In this case, we can select zc = ;1 to cancel the pole at p1 = ;1 and the system e ectively becomes a second-order system. The root locus for G1 (s) = 1=s(s + 2) has two branches and two asymptotes, with center a = ;1 and angles f90 ;90 g the break point is also at ;1. The branches leave ;2 and 0, and go toward each other, meet at ;1, and tend to in nity along the line Re(s) = ;1. Indeed, the closed-loop system poles are
C (s) = Kc (s ; zc) s
Kc > 0:
r1 2 = ;1
1;K
where K = Kc =0:72 :
The steady state error, when r(t) is unit ramp, is 2=K . So K needs to be as large as possible to meet the third design condition. Clearly, Re(r1 2 ) = ;1 for all K 1, that satis es the settling time requirement. The percent overshoot is less than 10% if of the roots r1 2 is greater p than 0.6. A simple algebra shows that = 1= K , hence the design conditions are met if K = 1=0:36, i.e. Kc = 2. Thus a PI controller that solves the design problem is
The controller cancels a stable pole (at s = ;1) of the plant. If there is a slight uncertainty in this pole location, perfect cancelation will not occur and the system will be third-order with the third pole at r3 = ;1. Since the zero at zo = ;1 will approximately cancel the e ect of this pole, the response of this system will be close to the response of a second-order system. However, we must be careful if the pole zero cancelations are near the imaginary axis because in this case small perturbations in pole location might lead to large variations in the feedback system response, as illustrated with the next example.
C (s) = 2 (s + 1) : s
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rlocus(1,[1,3,2,0]) 3
Imag Axis
3 4
1 Real Axis
Figure 5.4: Root locus for Example 5.1.
Example 5.2 A exible structure with lightly damped poles has transfer function in the form
2 P (s) = s2 (s2 + 2!1 s + !2 ) : ! 1 1
By using the root locus, we can see that the controller

2 2 )(s C (s) = Kc (s + 2s !1 s )+(!1+ 4)+ 0:4) ( +r 2 s
stabilizes the feedback system for su ciently large r and an appropriate choice of Kc. For example, let !1 = 2, = 0:1 and r = 10. Then the 2 root locus of G1 (s) = P (s)C (s)=K , where K = Kc!1 , is as shown in Figure 5.5. For K = 600 the closed-loop system poles are:
f;10:78 j 2:57 ;0:94 j 1:61 ;0:2 j 1:99 ;0:56g:

Since the poles ;0:2 j 1:99 are canceled by a pair of zeros at the same point in the closed-loop system transfer function T = G(1 + G);1 , the dominant poles are at ;0:56 and ;0:94 j 1:61 (they have relatively large negative real parts and the damping ratio is about 0.5).
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5 4 3 2 1
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Imag Axis
0 1 2 3 4
12
10
4 Real Axis
Figure 5.5: Root locus for Example 5.2 (a). Now, suppose that this controller is xed and the complex poles of the plant are slightly modi ed by taking = 0:09 and !1 = 2:2. The root locus corresponding to this system is as shown in Figure 5.6. Since lightly damped complex poles are not perfectly canceled, there are two more branches near the imaginary axis. Moreover, for the same value of K = 600, the closed-loop system poles are
f;10:78 j 2:57 ;1:21 j 1:86 0:05 j 1:93 ;0:51g:

In this case, the feedback system is unstable.
Example 5.3 An approximate transfer function of a DC motor 37,

pp. 141{143] is in the form
K Pm (s) = s (s + m= ) 1 m Pb (s) = K2b s
m > 0:
Note that if m is large, then Pm (s) Pb (s), where
is the transfer function of a rigid beam. In this example, the general 1 class of plants Pm (s) will be considered. Assuming that pm = ;m and
75
4 3 2 1 0 1 2 3 4 12 10 8 6 Real Axis 4 2 0
Imag Axis
Figure 5.6: Root locus for Example 5.2 (b).
Km are given, a rst-order controller (s ; z C (s) = Kc (s ; pc ) c)
(5.12)
will be designed. The aim is to place the closed-loop system poles far from the Im-axis. Since the order of G1 (s) = Pm (s)C (s)=Km Kc is three, the root locus has three branches. Suppose the desired closed loop poles are given as p1 , p2 and p3 . Then, the pole placement problem amounts to nding fKc zc pc g such that the characteristic equation is (s) = (s ; p1 )(s ; p2 )(s ; p3 ) = s3 ; (p1 + p2 + p3 )s2 + (p1 p2 + p1 p3 + p2 p3 )s ; p1 p2 p3 : But the actual characteristic equation, in terms of the unknown controller parameters, is (s) = s(s ; pm )(s ; pc ) + K (s ; zc ) = s3 ; (pm + pc)s2 + (pm pc + K )s ; Kzc where K := KmKc . Equating the coe cients of the desired (s) to the coe cients of the actual (s), three equations in three unknowns are obtained: pm + pc = p1 + p2 + p3
76
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Imag Axis
6 10 8 6 4 Real Axis 2 0 2
Figure 5.7: Root locus for Example 5.3 (a).
pmpc + K = p1 p2 + p1 p3 + p2 p3 Kzc = p1 p2 p3
From the rst equation pc is determined, then K is obtained from the second equation, and nally zc is computed from the third equation. For di erent numerical values of pm , p1 , p2 and p3 the shape of the root locus is di erent. Below are some examples, with the corresponding root loci shown in Figures 5.7{5.9. (a) pm = ;0:05, p1 = p2 = p3 = ;2 =)
K = 11:70 pc = ;5:95 zc = ;0:68:

(b) pm = ;0:5, p1 = ;1, p2 = ;2, p3 = ;3 =)
K = 8:25 pc = ;5:50 zc = ;0:73:

(c) pm = ;5, p1 = ;11, p2 = ;4 + j 1, p3 = ;4 ; j 1 =)
K = 35 pc = ;14 zc = ;5:343:
77
1.5
0.5
Imag Axis
0.5
1.5
2 6
3 Real Axis
Figure 5.8: Root locus for Example 5.3 (b).
Imag Axis
6 16
14
12
10
8 6 Real Axis
Figure 5.9: Root locus for Example 5.3 (c).
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Example 5.4 The plant (5.1) with a xed value of h = 2 will be

controlled by using a rst-order controller in the form (5.12). The open-loop transfer function is
2 P (s)C (s) = Kc s((ss2 ; 3ss+ 3)(ss; zpc)) + 3 + 3)( ;
and the root locus has four branches. The rst design requirement is to place the dominant poles at r1 2 = ;0:4. The steady state error for unit ramp reference input is
ess = Kpcz :
c c
Accordingly, the second design speci cation is to make the ratio Kczc =pc as large as possible. The characteristic equation is (s) = s(s2 + 3s + 3)(s ; pc) + Kc (s2 ; 3s + 3)(s ; zc) and it is desired to be in the form (s) = (s + 0:4)2 (s ; r3 )(s ; r4 ) for some r3 4 with Re(r3 4 ) < 0, which implies that (s)
s=;0:4
=0
d ds (s) s=;0:4 = 0:
(5.13)
Conditions (5.13) give two equations: 0:784(0:4 + pc) ; 4:36Kc(0:4 + zc) = 0 4:36Kc ; 0:784 ; 1:08(0:4 + pc ) + 3:8Kc(0:4 + zc) = 0 from which zc and pc can be solved in terms of Kc . Then, by simple substitutions, the ratio to be maximized, Kczc =pc, can be reduced to
Kczz = 3:4776Kc ; 0:784 : pc 24:2469Kc ; 3:4776
79
1.5
0.5
Imag Axis
0.5
1.5 2.5
1.5
0.5 0 Real Axis
0.5
1.5
Figure 5.10: Root locus for Example 5.4. The maximizing value of Kc is 0:1297 it leads to pc = ;0:9508 and zc = ;1:1637. For this controller, the feedback system poles are
f;1:64 + j 0:37 ;1:64 ; j 0:37 ;0:40 ;0:40g:

The root locus is shown in Figure 5.10.
5.2 Complementary Root Locus

In the previous section, the root locus parameter K was assumed to be positive and the phase and magnitude rules were established based on this assumption. There are some situations in which controller gain can be negative as well. Therefore, the complete picture is obtained by drawing the usual root locus (for K > 0) and the complementary root locus (for K < 0). The complementary root locus rules are
` 360 =
jK j
i=1 Qn jr ; p j j=1 i=1 = Qm jr ; zi j : j j =1
n X6
(r ; pi ) ;
m X6
(r ; zj )
` = 0 1 2 : : : (5.14)
(5.15)
80
10 8 6 4 2
H. Ozbay
Imag Axis
0 2 4 6 8 10 20 15 10 5 0 Real Axis 5 10 15 20 25
Figure 5.11: Complementary root locus for Example 5.3. Since the phase rule (5.14) is the 180 shifted version of (5.7), the complementary root locus is obtained by simple modi cations in the root locus construction rules. In particular, the number of asymptotes and their center are the same, but their angles ` 's are given by
` = (n ; m)
2`
180
` = 0 : : : (n ; m ; 1):
Also, an interval on the real axis is on the complementary root locus if and only if it is not on the usual root locus.
Example 5.5 In the Example 5.3 given above, if the problem data is modi ed to pm = ;5, p1 = ;20 and p2 3 = ;2 j , then the controller
parameters become
K = ;10 pc = ;19 zc = 10:

Note that the gain is negative. The roots of the characteristic equation as K varies between 0 and ;1 form the complementary root locus, see Figure 5.11.
Example 5.6 (Example 5.4 revisited). In this example, if K increases from ;1 to +1, the closed-loop system poles move along the
81
5 4 3 2 1
Imag Axis
0 1 2 3 4 5 4
2 Real Axis
Figure 5.12: Complementary and usual root loci for Example 5.4. complementary root locus, and then the usual root locus as illustrated in Figure 5.12.

1. Let the controller and the plant be given as
2 C (s) = K (s +s02:5s + 9)
( P (s) = (s2 +s0+s2) 10) : :5 +
Draw the root locus with respect to K without using any numerical tools for polynomial root solution. Show as much detail as possible. 2. Consider the feedback system with
C (s) = (s K 5) +
1 P (s) = (s ; 1)(s + 2) :
(a) Find the range of K for which the feedback system is stable. (b) Let r1 r2 r3 be the poles of the feedback system. It is desired to have Re(rk ) ;x for all k = 1 2 3
82
H. Ozbay
for some x > 0, so that the feedback system is stable. Determine the value of K that maximizes x. Hint: Draw the root locus rst. 3. (a) Draw the complementary root locus for s G1 (s) = (s ; 1)(s + 5)(s(++ 3) j 2)(s + 4 ; j 2) : 4+ and connect it to the root locus shown in Figure 5.3. (b) Let r1 : : : r4 be the roots of 1 + KG1(s) = 0. It is desired to have Re(ri ) ; , i = 1 : : : 4, for the largest possible > 0. Determine the value of K achieving this design goal, and show all the corresponding roots on the root locus. 4. For the plant
P (s) = s(s 1 4) +
design a controller in the form (s ; z C (s) = K (s ; pc ) )
c
such that (i) the characteristic polynomial can be factored as

2 (s) = (s2 + 2 !n s + !n )(s + r)
where 2 0:6 1], !n = 1 and r 5, (ii) the ratio Kzc=pc is as large as possible. Draw the root locus for this system. 5. Consider the plant
s P (s) = (s2 (+ +s2) 2) : 2 +
83
Design a controller in the form ( ;z C (s) = (sK+sas +)b) 2 such that the feedback system is stable with four closed-loop poles satisfying r1 = r2 = r3 = r4 , the steady state tracking error is zero for r(t) = sin(t)U(t). Draw the root locus for this system and show the location of the roots for the selected controller gain. 6. Consider the plant ) P (s) = s(1 ; ss) (1 + where is an uncertain parameter. Determine the values of for which the PI controller where K z a b are real numbers
C (s) = 5 + 10 s
stabilizes the system. Draw the closed-loop system poles as varies from 0 to +1. Find the values of such that the dominant closed-loop poles have damping coe cient 0:85. What is the largest possible and the corresponding ? Useful Matlab commands are roots, rlocus, rlocfind, and sgrid.
Chapter 6
Frequency Domain Analysis Techniques

Stability of the standard feedback system, Figure 2.11, is determined by checking whether the roots of 1 + G(s) = 0 are in the open left half plane or not, where G(s) = P (s)C (s) is the given open-loop transfer function. Suppose that G(s) has nitely many poles, then it can be written as G = NG=DG , where NG (s) has no poles and DG(s) is a polynomial containing all the poles of G(s). Clearly, 1 + G(s) = 0
()
N F (s) := DG (s) +(s) G(s) = 0: D

G
The zeros of F (s) are the closed-loop system poles, while the poles of F (s) are the open-loop system poles. The feedback system is stable if and only if F (s) has no zeros in C+ . The Nyquist stability test uses Cauchy's Theorem to determine the number of zeros of F (s) in C+ . This is done by counting the number of encirclements of the origin by the closed path F (j!) as ! increases from ;1 to +1. Cauchy's theorem (or Nyquist stability criterion) not only determines stability 85
86
Im Im
H. Ozbay
s-plane
x x
s
o
x Re
F( s )
F(s) plane
F
Re
o x x
Figure 6.1: Mapping of contours. of a feedback system, but also gives quantitative measures on stability robustness with respect to certain types of uncertainty.
6.1 Cauchy's Theorem

A closed path in the complex plane is a positive contour if it is in the clockwise direction. Given an analytic function F (s) and a contour ;s in C, the contour ;F is de ned as the map of ;s under F ( ), i.e. ;F := F (;s ). See Figure 6.1. The contour ;F is drawn on a new complex plane called F (s) plane. The number of encirclements of the origin by ;F is determined by the number of poles and zeros of F (s) encircled by ;s . The exact relationship is given by Cauchy's theorem.
Theorem 6.1 (Cauchy's Theorem) Assume that a positive contour

;s does not go through any pole or zero of F (s) in the s-plane. Then, ;F := F (;s ) encircles the origin of the F (s) plane
no = nz ; np
87
times in the positive direction, where nz and np are the number of zeros and poles (respectively) of F (s) encircled by ;s . For a proof of this theorem see e.g., 37, pp. 584{587]. In Figure 6.1, ;s encircles nz = 1 zero and np = 2 poles of F (s) the number of positive encirclements of the origin by the contour ;F is no = 1;2 = ;1, i.e., the number of encirclements of the origin in the counterclockwise direction is 1 = ;no.
6.2 Nyquist Stability Test

By using Cauchy's theorem, stability of the feedback system can be determined as follows: (i) De ne a contour ;s encircling the right half plane in the clockwise direction. (ii) Obtain ;F = 1 + ;G and count its positive (clockwise) encirclements of the origin. Let this number be denoted by no . (iii) If the number of poles of G(s) in ;s is np , then the number of zeros of F (s) in ;s (i.e., the number of right half plane poles of the feedback system) is nz = no + np . In conclusion, the feedback system is stable if and only if nz = 0 () no = ;np , which means that the map ;G encircles the point ;1, in G(s) plane, np times in the counterclockwise direction. This stability test is known as the Nyquist stability criterion. If G(s) has no poles on the Im-axis, ;s is de ned as: ;s := Rlim IR CR !1
88
Im jR
H. Ozbay
j x
o
Re
-j x
o
-jR
Figure 6.2: De nition of ;s . where
IR := fj! : ! increases from ; R to + Rg CR := fRej : decreases from + to ; g: 2 2

When G(s) has an imaginary axis pole, say at j!o , a small neighborhood of j!o is excluded from IR and a small semicircle, C" (j!o ), is added to connect the paths on the imaginary axis:
C" (j!o ) := fj!o + "ej : increases from ; to + g 2 2

where " ! 0. See Figure 6.2. Since ;s is symmetric around the real axis and G(s) = G(s), the closed path ;G is symmetric around the real axis. Therefore, once ;+ := G(;+ ) is drawn for s G ;+ := ;s \ fs 2 C : Im(s) 0g s
89
the complete path ;G is obtained by ;G = ;+ G ;+ : G
Moreover, in most practical cases, G(s) = P (s)C (s) is strictly proper, meaning that
R!1
lim G(Rej ) = 0 8 :
In such cases, ;+ is simply the path of G(j!) as ! increases from 0 to G +1, excluding Im-axis poles. This path of G(j!) is called the Nyquist plot in Matlab it is generated by the nyquist command.
Example 6.1 The open-loop system transfer function considered in

Section 5.1.1 is in the form
s G(s) = K (s ; 1)(s + 5)(s(++ 3) j 2)(s + 4 ; j 2) 4+
(6.1)
and we have seen that the feedback system is stable for K 2 ( 100 215:83). 3 In particular, for K = 100 the feedback system is stable. This result can be tested by counting the number of encirclements of the critical point, ;1, by the Nyquist plot of G(j!). To get an idea of the general shape of the Nyquist plot, rst put s = j! in (6.1) this gives NG (j!) G(j!) = DG (j!) . Then multiply NG (j!) and DG(j!) by the complex conjugate of DG(j!) so that the common denominator for the real and imaginary parts of G(j!) is real and positive:
4 2 4 2 ; G(j!) = ;100( (9!!4+ 101! ;+ 300) + !2j!(! 2 ; 11!2 ; 220) ) ( ; 4!2 100)2 (12! ; 40)
Clearly, the real part is negative for all ! > 0 and the imaginary part is zero at !1 = 0 and at !2 = 4:6173. Note that Im(G(j!))
0 for 0 ! 4:6173 0 for ! 4:6173:
90
2 1.5 1 0.5 Imag Axis 0 0.5 1 1.5 2 4
H. Ozbay
2 Real Axis
100(s+3) Figure 6.3: Nyquist plot of (s;1)(s+5)(s+4+j2)(s+4;j2) .
Also, G(j 0) = ;3 and G(j 4:6173) = ;0:4633. These numerical values can be used for roughly sketching the Nyquist plot. The exact plot is shown in Figure 6.3, where the dashed line is G(j!) for ! < 0 and the arrows show the increasing direction of ! from ;1 to +1. Since ;s contains one pole in C+ and ;G encircles ;1 once in the counter clockwise direction, the feedback system is stable. By looking at the real axis crossings of ;G , it is deduced that the feedback system remains 1 stable for all open-loop transfer functions G(s) as long as 3 < < 1 0:4633 2:1583. This is consistent with the results of Section 5.1.1.
Example 6.2 The Nyquist plot for the Example 5.3 (part b) can be
obtained as follows. The open-loop transfer function is 25 0 73) G(s) = s (8:+ 0(:s +(s :+ 5:5) : s 5) The system is strictly proper, so G(Rej ) = 0 for all as R ! 1. In this case, there is a pole on the imaginary axis, at s = 0, so ;s should exclude it. The Nyquist plot will be obtained by drawing G(s) for
91
(i) s = "ej with " ! 0 and varying from 0 to 2 , and for (ii) s = j! where ! varying from " to +1. Simple substitutions give G("ej ) 2:19 e;j
"
and as varies from 0 to 2 this segment of the Nyquist plot follows the quarter circle which starts at 2:"19 and ends at ;j 2:"19 . For the second segment of the Nyquist plot let s = j! and as before, separate real and imaginary parts of G(j!):
2) 27!2 2 G(j!) = ;8:25 ! (1:63 + !75 + j (5):2 + 36+ 2):0075) ! ((2: ; !2 !
Note that as ! ! ", where 0 < " G(j") ;1:7782 ; j 2:19 :
1, we have
"
Also, the real and imaginary parts of G(j!) are negative for all ! > 0 so this segment of the Nyquist plot follows a path which remains in the third quadrant of the complex plane. Hence, the critical point, ;1, is not encircled by ;G . This implies that the feedback system is stable, because G(s) has no poles encircled in ;s . The second segment of the Nyquist plot is shown in Figure 6.4.
6.3 Stability Margins

Suppose that for a given plant P and a controller C the feedback system is stable. Stability robustness, with respect to certain special types of perturbations in G = PC , can be determined from the Nyquist plot. Three di erent types of perturbations will be studied here gain scaling phase shift combined gain scaling and phase shift. Throughout this section it is assumed that G(s) is strictly proper.
92
30
H. Ozbay
20
10 Imag Axis
10
20
30 2
1.5
1 Real Axis
0.5
25(s+0:73) Figure 6.4: Nyquist plot of s(8:+0:5)(s+5:5) . s
Case 1: G has no poles in the open right half plane.
In this case, the closed-loop system is stable if and only if G(j!) does not encircle the critical point, -1. A generic Nyquist plot corresponding to this class of systems is shown in Figure 6.5, (only the segment ! 0 is shown here). The number of encirclements of the critical point does not change for all Nyquist plots in the form kG(j!) as long as 0<k< 1 where ; 2 (;1 0) is the Re-axis crossing point closest to ;1. Similarly, the critical point is not encircled for all e;j G(j!) provided 0 < < ' = minf + 6 G(j!c ) : !c is such that jG(j!c )j = 1 g: Here we assumed that 6 G(j!c ) 2 (; ). Also, if jG(j!)j < 1 for all !, then we de ne ' := 1. In the light of these observations, the following de nitions are made:
93
Im
-1 Re
Figure 6.5: Stability margins for G(s) with no pole in C+ .
GM: the gain margin is
;20 log10 ( ) dB.
PM: the phase margin is ' (in radians).

There might be some cases in which negative real axis crossings occur, not only between 0 and ;1 but also between ;1 and ;1, yet the feedback system is stable. For example, consider the Nyquist plot shown in Figure 6.6. The total number of encirclements of the critical point is zero (once in counterclockwise and once in the clockwise direction) and this does not change for all kG(j!) when
k 2 (0
1) (1
3
1 ):
1
The nominal value of the gain k = 1 falls in the second interval, so the upper and lower gain margins are de ned as GMupp = 1 > 1 and GMlow = 1 < 1:
1 2
94
Im
H. Ozbay
-1 1
Re
2 3
Figure 6.6: Upper and lower gain margins. In such cases we can de ne the relative gain margin as GMrel := GMupp = GM
low 2 1
20 log10 ( 2 ) dB:
1
For good stability robustness to perturbations in the gain, we want GMupp to be large and GMlow to be small.
Exercise: Draw the root locus for

3 K( G(s) = (s + 0:001)2(s +s0+ 0:s25) 0:5s + 0:125) :1)( 2 +
(6.2)
and show that for K = 0:0536 the system is stable. Draw the Nyquist plot for this value of K and determine the upper, lower, and relative gain margins and the phase margin. Answer: GMupp 6 dB and PM 4 . Figure 6.5 suggests that the distance between the critical point and the Nyquist path can be dangerously small, yet the gain and phase
95
margins may be large. In this situation, simultaneous perturbations in gain and phase of G(j!) may change the number of encirclements, and hence may destabilize the system. Therefore, the most meaningful stability margin is the so-called vector margin, which is de ned as the smallest distance between G(j!) and -1, i.e.
VM = = inf jG(j!) ; (;1)j: !

An upper bound for the VM can be obtained from the PM: = inf j1 + G(j!)j j1 + G(j!c )j = 2 sin( ' ): ! 2
(6.3)
Simple trigonometric identities give the last equality from the de nition of ' in Figure 6.5. Note that, if ' is small, then is small. A rather obvious upper bound for the VM can be determined from Figure 6.6: minf j1 ; 1 j j1 ; 2 j g: Recall that the sensitivity function is de ned as S (s) = (1+ G(s));1 . So, by using the notation of Chapter 4 (system norms) we have
;1 = sup jS (j!)j = kS kH1 :
!
(6.4)
In other words, vector margin is the inverse of the H1 norm of the sensitivity function. Hence, the VM can be determined via (6.4) by plotting jS (j!)j and nding its peak value ;1 . The feedback system has \good" stability robustness (in the presence of mixed gain and phase perturbations in G(j!)) if the vector margin is \large", i.e., the H1 norm of the sensitivity function S is \small." Since G(s) is assumed to be strictly proper G(1) = 0 and hence
!!1
lim jS (j!)j = 1: 1 whenever G(s) is strictly proper.
Thus, kS k1 1 and
96
H. Ozbay
Case 2. G has poles in the open right half plane.
Again, suppose that the feedback system is stable. The only di erence from the previous case is the generic shape of the Nyquist plot it encircles -1 in the counterclockwise direction as many times as the number of open right half plane poles of G. Otherwise, the basic de nitions of gain, phase, and vector margins are the same: the gain margin is the smallest value of k > 1 for which the feedback system becomes unstable when G(j!) is replaced by kG(j!). the phase margin is the smallest phase lag > 0 for which the feedback system becomes unstable when G(j!) is replaced by e;j G(j!). the vector margin is the smallest distance between G(j!) and the critical point ;1. The upper, lower and relative gain margins are de ned similarly.
Exercise: Consider the system (6.1) with K = 100. Show that the
phase margin is approximately 24 , the gain margin (i.e., the upper gain margin) is 2:1583 6:7 dB and the relative gain margin is 6:47 16:2 dB. The vector margin for this system is 0.339.
6.4 Stability Margins from Bode Plots

The Nyquist plot shows the path of G(j!) on the complex plane as ! increases from 0 to +1. This can be translated into Bode plots, where the magnitude and the phase of G(j!) are drawn as functions of !. Usually, logarithmic scale is chosen for the frequency axis, and the magnitude is expressed in decibels and the phase is expressed in degrees. In Matlab, Bode plots are generated by the bode command. The gain and phase margins can be read from the Bode plots, but the
97
vector margin is not apparent. We need to draw the Bode magnitude plot of S (j!) to determine the vector margin. Suppose that G(s) has no poles in the open right half plane. Bode plots of a typical G(j!) are shown in Figure 6.7. The gain and phase margins are illustrated in this gure: GM = ;20 log10 jG(j!p )j PM = + 6 G(j!c ) where !c is the gain crossover frequency, 20 log10 jG(j!c )j = 0 dB, and !p is the phase crossover frequency, 6 G(j!p ) = ;180 . The upward arrows in the gure indicate that the gain and phase margins of this system are positive, hence the feedback system is stable. Note how the arrows are drawn: on the gain plot the arrow is drawn from the magnitude of G at !p to 0 dB and on the phase plot from ;180 to 6 G(j!c ). If either GM, or PM, or both, are negative then the closedloop system is unstable. The gain and phase margins can be obtained via Matlab by using the margin command.
Example 6.3 Consider the open-loop system

s2 ; + (s + 1:1637) G(s) = 0:12972(+ 3s 3s 3) 3) + 0:9508) s (s + (s
which is designed in example 4 of Section 5.1.2. The Bode plots given in Figure 6.8 show that the phase margin is about 70 and the gain margin is approximately 14 dB.
Exercise: Draw the Bode plots for G(s) given in (6.2) with K =
0:0536. Determine the gain and phase margins from the margin command of Matlab. Verify the results by comparing them with the stability margins obtained from the Nyquist plot.
98
Gain 20log|G(j)|
H. Ozbay
0 dB
c GM
Phase
-180
PM G(j)
Figure 6.7: Gain and phase margins from Bode plots.

20 10 Gain dB 0 10 20 30 40 2 10 10
1
10 Frequency (rad/sec)
10
120 Phase deg 180 240 300 360 420 10

1
10 Frequency (rad/sec)
s2 3s+3) (s Figure 6.8: Bode plots of 0:1297s2(+3;+3) (s+0+1:1637) . s( s :9508)
99

1. Sketch the Nyquist plots of + 1) (a) G(s) = K((ss; 1) s K ( + 3) (b) G(s) = (s2 s+ 16) and compute the gain and phase margins as functions of K . 2. Sketch the Nyquist plot of
s :s G(s) = K (ss+s5)(4)(+20+34)+ 2) ( + s
and show that the feedback system is stable for all K > 0. By using root locus, nd K , which places the closed-loop system poles to the left of Re(s) = ; for the largest possible > 0. What is the vector margin of this system? 3. Consider the system de ned by
2 ; + 3)( ; G(s) = K((ss2 + 33ss+ 3)(ss; pzc)) s
where K = 1, pc = 3zc and zc is the parameter to be adjusted. (a) Find the range of zc for which the feedback system is stable. (b) Design zc so that the vector margin is as large as possible. (c) Sketch the Nyquist plot and determine the gain and phase margins for the value of zc computed in part (b). 4. For the open-loop system
K G(s) = (s ; 1)(s + (s +23) 8s + 20) 5)(s +

it was shown that the feedback system is stable for all K 2 (33:33 215:83).
100 (a) Find the value of K that maximizes the quantity minfGMupp (GMlow );1 g:
H. Ozbay
(b) Find the value of K that maximizes the phase margin. (c) Find the value of K that maximizes the vector margin.
Chapter 7
Systems with Time Delays

Mathematical models of systems with time delays were introduced in Section 2.2.2. If there is a time delay in a linear system, then its transfer function includes a term e;hs where h > 0 is the delay time. For this class of systems, transfer functions cannot be written as ratios of two polynomials of s. The discussion on Routh-Hurwitz and Kharitanov stability tests, and root locus techniques do not directly extend to systems with time delays. In order to be able to apply these methods, the delay element e;hs must be approximated by a rational function of s. For this purpose, Pade approximations of delay systems will be examined in this chapter. The Nyquist stability criterion remains valid for a large class of delay systems, so there is no need for approximations in this case. Several examples will be given to illustrate the e ects of time delay on stability margins, and the concept of delay margin will be introduced shortly. The standard feedback control system considered in this chapter is shown in Figure 7.1, where the controller C and plant P are in the form
N C (s) = Dc (s) (s)

c
101
102
v(t) r(t) + e(t) + u(t) P(s)
H. Ozbay
C(s)
e-hs
u(t-h)
P (s)
0
y(t)
Figure 7.1: Feedback system with time delay. and
N P (s) = e;hsP0 (s) where P0 (s) = Dp (s) (s)

p
with (Nc Dc ) and (Np Dp ) being coprime pairs of polynomials. The open-loop transfer function is
G(s) = e;hs G0 (s)

where G0 (s) = P0 (s)C (s) corresponds to the case h = 0. The response of a delay element e;hs to an input u(t) is simply u(t ; h), which is the h units of time delayed version of u(t). Hence by de nition, the delay element is a stable system. In fact, the Lp 0 1) norm of its output is equal to the Lp 0 1) norm of its input for any p. Thus, the system norm (de ned as the induced Lp 0 1) norm) of e;hs is unity. The function e;hs is analytic in the entire complex plane and has no nite poles or zeros. The frequency response of the delay element is determined by its magnitude and phase on the Im-axis:
je;jh! j = 1 for all ! 6 e;jh! = ;h! :

The magnitude identity con rms the norm preserving property of the delay element. Moreover, it also implies that the transfer function e;hs is all-pass. For ! > 0 the phase is negative and it is linearly decreasing.
103
The Bode and Nyquist plots of G(j!) are determined from the identities
jG(j!)j = jG0 (j!)j 6 G(j!) = ;h! + 6 G0 (j!) :

This fact will be used later, when stability margins are discussed.
(7.1) (7.2)
7.1 Stability of Delay Systems

Stability of the feedback system shown in Figure 7.1 is equivalent to having all the roots of (s) := Dc(s)Dp (s) + e;hs Nc(s)Np (s) (7.3)
in the open left half plane, C; . Strictly speaking, (s) is not a polynomial because it is a transcendental function of s. The functions of the form (7.3) belong to a special class of functions called quasipolynomials. Recall that the plant and the controller are causal systems, so their transfer functions are proper: deg(Nc) deg(Dc ) and deg(Np ) deg(Dp ). In fact, most physical plants are strictly proper, accordingly assume that deg(Np ) < deg(Dp ). The closed-loop system poles are the roots of 1 + G(s) = 0 or the roots of (s) = D(s) + e;hs N (s) (7.4)
() 1 + e;hs G0 (s) = 0
where D(s) = Dc (s)Dp (s) and N (s) = Nc(s)Np (s). Hence, to determine closed-loop system stability, we need to check that the roots of (7.4) are in C; . Following are known facts (see 8, 49])
104
H. Ozbay
(i) if rk is a root of (7.4), then so is rk , (i.e., roots appear in complex conjugate pairs as usual), (ii) there are in nitely many poles rk 2 C, k = 1 2 : : :, satisfying (rk ) = 0, (iii) and rk 's can be enumerated in such a way that Re(rk+1 ) Re(rk ) moreover, Re(rk ) ! ;1 as k ! 1.
Example 7.1 If G(s) = e;hs=s, then the closed-loop system poles rk ,

for k = 1 2 : : :, are the roots of 1+ e
;h k e;jh!k
k + j!k
e j 2k = 0
(7.5)
where rk = k + j!k for some k !k 2 IR. Note that e j2k = 1 for all k = 1 2 : : :. The equation (7.5) is equivalent to the following set of equations (2k ; 1)
e;h
= j k + j!k j = h!k + 6 ( k + j!k ) k = 1 2 : : :
(7.6) (7.7)
It is quite interesting that for h = 0 there is only one root r = ;1, but even for in nitesimally small h > 0 there are in nitely many roots. From the magnitude condition (7.6), it can be shown that
k
0 =) j!k j 1:
(7.8)
Also, for k 0, the phase 6 ( k + j!k ) is between ;2 and +2 , therefore (7.7) leads to
k
0 =) h j!k j
2:
(7.9)
By combining (7.8) and (7.9), it can be proven that the feedback system has no roots in the closed right half plane when h < 2 . Furthermore, the system is unstable if h 2 . In particular, for h = 2 there are two
105
roots on the imaginary axis, at j 1. It is also easy to show that, for any h > 0 as k ! 1, the roots converge to 1 rk ! h ;ln( 2k ) j 2k h
As h ! 0, the magnitude of the roots converge to 1. As illustrated by the above example, property (iii) implies that for any given real number there are only nitely many rk 's in the region of the complex plane C := fs 2 C : Re(s)
g:
In particular, with = 0, this means that the quasi-polynomial (s) can have only nitely many roots in the right half plane. Since the e ect of the closed-loop system poles that have very large negative real parts is negligible (as far as closed-loop systems' input{output behavior is concerned), only nitely many \dominant" roots rk , for k = 1 : : : m, should be computed for all practical purposes.
7.2 Pade Approximation of Delays

Consider the following model-matching problem for a strictly proper stable rational transfer function G0 (s): approximate G(s) = e;hs G0 (s) b by G(s) = Pd (s)G0 (s), where Pd (s) = Nd(s)=Dd (s) is a rational approximation of the time delay. We want to choose Pd (s) so that the b input{output behavior of G(s) matches the input-output behavior of G(s). To measure the mismatch, apply the same input u(t) to both b G(s) and G(s). Then, by comparing the respective outputs y(t) and b y(t), we can determine how well G approximates G, see Figure 7.2. b
106
G(s) P (s)
d
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G (s)
0
y(t) + error
u(t)
-hs
G (s)
0
y(t)
G(s)
Figure 7.2: Model-matching problem. The model-matching error (MME) will be measured by
b MME := sup kyk;kyk2 u

u6=0
2
(7.10)
where ky ; yk2 denotes the energy of the output error due to an input b with energy kuk2. The largest possible ratio of the output error energy over the input energy is de ned to be the model-matching error. From the system norms de ned in Chapter 4, MME = MMEH1 = MMEL1 :
b MMEH1 = kG ; GkH1 b MMEL1 = sup jG(j!) ; G(j!)j

! !
(7.11) (7.12)
= sup jG0 (j!)j j(e;jh! ; Pd (j!))j:
It is clear that if MMEL1 is small, then the di erence between the b Nyquist plots of G(j!) and G(j!) is small. This observation is valid even if G0 (s) is unstable. Thus, for a given G0 (s) (which may or may not be stable), we want to nd a rational approximation Pd (s) for the delay term e;hs so that the approximation error MMEL1 is smaller than a speci ed tolerance, say > 0. Pade approximation will be used here:
e;hs
P Nd (s) = n=0 (;1)k ck hk sk : k n P c hk sk Pd (s) = D (s) d k=0 k
107
The coe cients are (2 k ck = 2n! n !;(n)! n!)! k ;k
k = 0 1 : : : n:
For n = 1 the coe cients are c0 = 1, c1 = 1=2, and
Pd (s) = 1 ; hs=2 : 1 + hs=2

For n = 2 the coe cients are c0 = 1, c1 = 1=2, c2 = 1=12, and the second-order approximation is
2 Pd (s) = 1 ; hs=2 + (hs)2 =12 : 1 + hs=2 + (hs) =12
Now we face the following model order selection problem: Given h and G0 (s), what should be the degree of the Pade approximation, n, so that the the error MMEL1 is less than or equal to a given error bound > 0?
Theorem 7.1 33] The approximation error satis es

j(e;jh! ; Pd (j!))j
2( eh! )2n+1 4n 2
! !
4n eh 4n
eh
In the light of Theorem 7.1, we can solve the model order selection problem using the following procedure: 1. From the magnitude plot of G0 (j!) determine the frequency !x such that
jG0 (j!)j 2
and initialize n = 1. 2. For each n 1 de ne
for all ! !x
!n = maxf!x 4n g eh
108 and plot the function
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E (!) :=
3. De ne
E
; 2jG0 (j!)j eh! 2n+1 4n 2jG0 (j!)j
for ! 4n eh for !n !
4n
eh
(n) = 1 maxfE (!) : ! 2 0 !x ]g:
If (n) 1, stop, this value of n satis es the desired error bound: MMEL1 . Otherwise, increase n by 1, and go to Step 2.
E
4. Plot the approximation error function
jG0 (j!)j j(e;jh! ; Pd (j!))j

and verify that its peak value is less than . Since G0 (s) is strictly proper, the algorithm will pass Step 3 eventually for some nite n 1. At each iteration, we have to draw the error function E (!) and check whether its peak is less than . Usually, for good results in stability and performance analysis, is chosen to be in the order of 10;2 to 10;4. In most cases, as decreases, !x increases, and that forces n to increase. On the other hand, for very large values of n, the relative magnitude c0 =cn of the coe cients of Pd (s) become very large, in which case numerical di culties arise in analysis and simulations. Also, as time delay h increases, n should be increased to keep the level of the approximation error xed. This is a fundamental di culty associated with time delay systems.
Example 7.2 Let N (s) = (s+1), D(s) = (s2+2s+2) and h = 0:1. The
E E
magnitude plot of G0 = N=D shows that if = 0:1, then !x = 20, see Figure 7.3. By applying the algorithm proposed above, the normalized error (n) is obtained, see Figure 7.4. Note that (2) < 1, which means that the choice n = 2 guarantees MMEL1 0:1.
109
10
max(|Go|) |Go| delta/2 10

1
10
10
10
10 omega
10
10
Figure 7.3: Magnitude plot of G0 (j!).
20 0 20
20*log10(|E(n)|)
40 60 80 100 120 140 0 1 2 3 approximation order: n 4 5
Figure 7.4: Detection of the smallest n.
110
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Exercise. For the above example, draw the root locus of

for n = 1, 2 and 3. Show that in the region Re(s) ;10, predicted roots are approximately the same for n = 2 and n = 3, for the values of K in the interval 0 < K < 60. Determine the range of K for which the roots remain in the left half plane for these three root loci. Comment on the results.
D(s)Dd (s) + KN (s)Nd(s) = 0
7.3 Roots of a Quasi-Polynomial

In this section, we discuss the following problem: given N (s), D(s) and h 0, nd the dominant roots of the quasi-polynomial (s) = D(s) + e;hs N (s) : For each xed h > 0, it can be shown that there exists max such that (s) has no roots in the region C max , see 51] for a simple algorithm to estimate max , based on Nyquist criterion. Given h > 0 and a region of the complex plane de ned by min Re(s) max , the problem is to nd the roots of (s) in this region. A point r = + j! in C is a root of (s) if and only if
D( + j!) = ;e;h e;jh! N ( + j!)

Taking the magnitude square of both sides of the above equation, (r) = 0 implies
A (x) := D( + x)D( ; x) ; e;2h N ( + x)N ( ; x) = 0

where x = j!. The term D( + x) stands for the function D(s) evaluated at + x. The other terms of A (x) are calculated similarly. For each xed , the function A (x) is a polynomial in the variable x. By symmetry, if x is a zero of A ( ) then (;x) is also a zero.
111
If A (x) has a root x` whose real part is zero, set r` = + x` . Next, evaluate the magnitude of (r` ), if it is zero, then r` is a root of (s). Conversely, if A (x) has no root on the imaginary axis, then (s) cannot have a root whose real part is the xed value of from which A ( ) is constructed.
Algorithm: Given N (s), D(s), h,

Step 1.
min
and
max .
Pick values 1 : : : M between min and max such that min = 1 , i < i+1 and M = max . For each i perform the following. Construct the polynomial Ai (x) according to
Step 2.
Ai (x) := D( i + x)D( i ; x) ; e;2h i N ( i + x)N ( i ; x)

Step 3.
For each imaginary axis roots x` of Ai , perform the following test: Check if j ( i + x` )j = 0, if yes, then r = i + x` is a root of (s) if not discard x` . If i = M , stop else increase i by 1 and go to
Step 2
Step 4.
Example 7.3 Now we will nd the dominant roots of

1 + e s = 0:
;hs
(7.13)
We have seen that (7.13) has a pair of roots j 1 when h = =2 = 1:57. Moreover, dominant roots of (7.13) are in the right half plane if h > 1:57, and they are in the left half plane if h < 1:57. So, it is expected that for h 2 (1:2 2:0) the dominant roots are near the imaginary axis. Take min = ;0:5 and max = 0:5, with M = 400 linearly spaced i 's between them. In this case
Ai (x) = i2 ; e;2h i ; x2 :
112
10
1
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Detection of the Roots
10
F(sigma)
10
10
10
10 0.5
0.3
0.1 sigma
0.1
0.3
0.5
Figure 7.5: Detection of the dominant roots. Whenever e;2h

i
i , Ai (x) has two roots
x` = j e;2h i ; i2
` = 1 2:
For each xed i satisfying this condition, let r` = i + x` (note that x` is a function of i , so r` is a function of i ) and evaluate
F ( i ) := 1 + e r
;hr`
`
If F ( i ) = 0, then r` is a root of (7.13). For 10 di erent values of h 2 (1:2 2:0) the function F ( ) is plotted in Figure 7.5. This gure shows the feasible values of i for which r` (de ned from i ) is a root of (7.13). The dominant roots of (7.13), as h varies from 1:2 to 2:0, are shown in Figure 7.6. For h < 1:57 all the roots are in C; . For h > 1:57 the dominant roots are in C+ , and for h = 1:57 they are at j 1.
113
Locus of dominant roots for 1.2<h<2.0 1.5 1 0.5 Imag(r) 0 0.5 1 1.5 0.2
0.15
0.1
0.05 Real(r)
0.05
0.1
Figure 7.6: Dominant roots as h varies from 1.2 to 2.0.
7.4 Delay Margin

Consider a strictly proper system with open-loop transfer function G(s) = e;hs G0 (s). Suppose that the feedback system is stable when there is no time delay, i.e., the roots of 1 + e;hsG0 (s) = 0 (7.14)
are in C; for h = 0. Then, by continuity arguments, it can be shown that the feedback system with time delay h > 0 is stable provided h is small enough, i.e., the roots of (7.14) remain in C; for all h 2 0 h0 ), for su ciently small h0 > 0. An interesting question is this: given G0 (s) for which the feedback system is stable, what is hmax : the largest value of h0 ? At the critical value of h = hmax , all the roots of (7.14) are in the open left half plane, except nitely many roots on the imaginary axis. Therefore, the equation 1 + e;j!hmax G0 (j!) = 0 (7.15)
114 1 = jG0 (j!)j ; = ;! hmax + 6 G0 (j!) :
H. Ozbay
holds for some real !. Equating magnitude and phase of (7.15)
Let !c be the crossover frequency for this system, i.e., jG0 (j!c )j = 1. Recall that the quantity
' = ( + 6 G0 (j!c ))
is the phase margin of the system. Thus, from the above equations
' hmax = ! :
c
If there are multiple crossover frequencies !c1 : : : !c` for G0 (j!) (i.e., jG0 (j!ci )j = 1 for all i = 1 : : : `), then the phase margin is
' = minf 'i : 1 i `g where 'i = ( + 6 G0 (j!ci )):

In this case, hmax is given by
' hmax = minf ! i : 1 i `g:

ci
Now consider G(s) = e;hs G0 (s), for some h 2 0 hmax ). In the light of the above discussion, the feedback system remains stable for all open-loop transfer functions e; sG(s) provided
< (hmax ; h):
DM: The quantity (hmax ;h) is called the delay margin of the system
whose open-loop transfer function is G(s). The delay margin DM determines how much the time delay can be increased without violating stability of the feedback system.
115
2 1.5 1 0.5
Imag Axis
h=0.5
0 0.5 1 1.5 2 4
h=0.16
h=0.05
2 Real Axis
Figure 7.7: E ect of time delay (Nyquist plots).
Example 7.4 In Example 6.1, the Nyquist plot of

3) G0 (s) = (s ; 1)(s100(s + + 8s + 20) + 5)(s was used to demonstrate stability of this feedback system. By using the margin command of Matlab it can be shown that the phase margin for this system is 24:2 0:42 rad and the crossover frequency is !c = 2:66 rad/sec. Therefore, hmax = 0:42=2:66 = 0:16 sec. This means that the feedback system with open-loop transfer function G(s) = e;hs G0 (s) is stable for all values of h 2 0 0:16), and if h 0:16, it is unstable. The Nyquist plots with di erent values of h (0.05, 0.16 and 0.5) are shown in Figure 7.7.
Example 7.5 Consider the open-loop transfer function

G0 (s) = s(s10 6) : +
116 The feedback system is stable with closed-loop poles at
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r1 2 = ;3 j 1 :
The Bode plots of G0 are shown in Figure 7.8. The phase margin is 75 1:309 rad and the crossover frequency is !c = 1:61 rad/sec, hence hmax = 1:309=1:61 = 0:813 sec. The Bode plots of G(s) = e;hs G0 (s) are also shown in the same gure they are obtained from the relations (7.1) and (7.2). The magnitude of G is the same as the magnitude of G0 . The phase is reduced by an amount h! at each frequency !. The phase margin for G is
' = 1:309 ; 1:61 h

For example, when h = 0:3 the phase margin is 0:826 rad, which is equivalent to 47 . This is con rmed by the phase plot of Figure 7.8.
Example 7.6 Consider a system with multiple crossover frequencies

2 + : + 1) G0 (s) = s20(s + 20:44ss+ 36) : 2 (s2
Nyquist and Bode plots of G0 (j!) are shown in Figures 7.9 and 7.10, respectively. The crossover frequencies are
!c1 = 0:57 rad=sec !c2 = 4:64 rad=sec !c3 = 6:57 rad=sec:

with phase values
6 G0 (j!c1 ) = ;161 6 G0 (j!c2 ) = ;40 6 G0 (j!c3 ) = ;127 :
Therefore, '1 = 19 , '2 = 140 and '1 = 53 . The phase margin is
' = minf'1 '2 '3 g = '1 = 19 :
117
Bode Plots of Go and G

Magnitude in dB
20 0 20 40 60 1 10 90 10
0
10
10
Phase in degrees
105 120 135 150 165 180 1 10 10

0
h=0 h=0.1 h=0.3 h=1.2
10 omega
10
Figure 7.8: E ect of time delay (Bode plots). However, the minimum of 'i =!ci is achieved for i = 3:
'1 '2 '3 !c1 = 0:59 sec !c2 = 0:53 sec !c3 = 0:14 sec:
Hence hmax = 0:14 sec. Nyquist and Bode plots of G(s) = e;hs G0 (s) with h = hmax are also shown in Figures 7.9 and 7.10, respectively. From these gures, it is clear that the system is stable for all h < hmax and unstable for h hmax .
118
Nyquist Plot of Go, and G with h=0.14 1
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0.5
h=0 h=0.14 unit circle
0.5
1.5 3
Figure 7.9: Nyquist plots for Example 7.6.
Bode Plots of Go and G 20 15 10 5 0 5 10 15 20 1 10

Magnitude in dB
10
10
10
0 30 60 90 120 150 180 10

1
Phase in degrees
h=0 h=0.14
10
10 omega
10
Figure 7.10: Bode plots for delay margin computation.
119

1. Consider the feedback system de ned by : C (s) = (s +005001) P0 (s) = s2 +1s + 1 : with possible time delay in the plant P (s) = e;hs P0 (s). (a) Calculate hmax . (b) Let h = 1. Using the algorithm given in Section 7.2, nd the minimal order of Pade approximation such that 1 MMEL1 := kG ; G0 Pd k1 = 100 : (c) Draw the locus of the dominant roots of 1 + G0 (s)e;hs = 0 for h 2 (0:9 1:9). (d) Draw the Nyquist plot of G(s) for h = 0:95 1:55 1:85, and verify the result of the rst problem. What is the delay margin if h = 1? 2. Assume that the plant is given by P (s) = e;hs s2 +1s + 1 where h is the amount of the time delay in the process. (a) Design a rst-order controller of the form 0 C (s) = Kc ((ss+ z5)) + such that when h = 0 the closed-loop system poles are equal, r1 = r2 = r3 . What is hmax ? (b) Let z0 be as found in part (a), and h = 1:2. Estimate the location of the dominant closed-loop system poles for Kc as determined in part (a). How much can we increase Kc without violating feedback system stability?
120 3. Compute the delay margin of the system

;2s 2 0 +0 G(s) = Ke s(s s2++ :003s s + :001)(s + 1) 2( :06 :04)
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when (a) K = 0:02, (b) K = 0:025. 4. Consider the feedback system with
;hs C (s) = K and P (s) = e s (s(s + 1) : ; 1)
For a xed K > 1, let hmax (K ) denote the largest allowable time delay. What is the optimal K maximizing hmax (K )? To solve this problem by hand, you may use the approximation tan;1 (x) = 1:06x ; 0:271x2 for 0 < x < 2 .
Chapter 8
Lead, Lag, and PID Controllers

In this chapter rst-order lead and lag controller design principles will be outlined. Then, PID controllers will be designed from the same principles. For simplicity, the discussion here is restricted to plants with no open right half plane poles. Consider the standard feedback system with a plant P (s) and a controller C (s). Assume that the plant and the controller have no poles in the open right half plane and that there are no imaginary axis pole zero cancelations in the product G(s) = P (s)C (s). In this case, feedback system stability can be determined from the Bode plots of G(j!). The design goals are: (i) feedback system is stable with a speci ed phase margin, and (ii) steady state error for unit step (or unit ramp) input is less than or equal to a speci ed quantity. The second design objective determines a lower bound for the DC 121
122
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gain of the open-loop transfer function, G(0). In general, the larger the gain of G(s), the smaller the phase margin. Therefore, we choose the DC gain as the lowest possible value satisfying (ii). Then, additional terms, with unity DC gain, are appended to the controller to take care of the rst design goal. More precisely, the controller is rst assumed to be a static gain C1 (s) = Kc, which is determined from (ii). Then, from the Bode plots of G1 (s) = C1 (s)P (s) the phase margin is computed. If this simple controller does not achieve (i), the controller is modi ed as
C (s) = C1 (s)C2 (s)
where C2 (0) = 1:
The DC gain of C2 (s) is unity, so that the steady state error does not change with this additional term. The poles and zeros of C2 (s) are chosen in such a way that the speci ed phase margin is achieved.
Example 8.1 For the plant

1 P (s) = s(s + 0:1) design a controller such that the feedback system is stable with a phase margin of 45 , and the steady state error for a unit ramp reference input 1 is less than or equal to 20 . Assuming that the feedback system is stable, the steady state error for unit ramp reference input is
ess = slim sG(s) !0
;1
Hence, the steady state error requirement is satis ed if C1 (s) = Kc 2. For G1 (s) = Kc P (s) the largest phase margin is achieved with the smallest feasible Kc . Thus Kc = 2 and for this value of Kc the phase margin, determined from the Bode plots of G1 , is approximately 4 . So, additional term C2 (s) is needed to bring the phase margin to 45 . Several di erent choices of C2 (s) will be studied in this chapter. Before discussing speci c controller design methods, we make the following de nitions and observations.
123
3.5 3 2.5 Ratio 2 1.5 1 0.5 0 0 Wb/Wc Wb/Wo Wc/Wo
0.1
0.2
0.3
0.4
0.5 0.6 zeta
0.7
0.8
0.9
Figure 8.1: !b and !c as functions of . Consider a feedback system with closed-loop transfer function (from G( reference input r to system output y) T (s) = 1+Gs()s) satisfying
jT (j!)j
1 p2 1 < p2
;3 dB for all ! !b ;3 dB for all ! > !b
The bandwidth of the system is !b rad/sec. Usually, the bandwidth, !b , and the gain crossover frequency !c (where jG(j!c )j = 1) are of the same order of magnitude. For example, let
2 2 !o G(s) = s(s + 2 ! ) then T (s) = s2 + 2 !o s + !2 : !o o o
By simple algebraic manipulations it can be shown that both !b and !c are in the form
!b c = !o
rq
1 + x2 c ; xb c b
where xc = 2 2 for !c , and xb = (1 ; 2 2 ) for !b . See Figure 8.1.
124
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Note that as !o increases, !b increases and vice versa. On the other hand, !o is inversely proportional to the settling time of the step response. Therefore, we conclude that the larger the bandwidth !b , the faster the system response. Figure 8.1 also shows that 0:64 !c !b 3:2 !c :
So, we expect the system response to be fast if !c is large. However, there is a certain limitation on how large the system bandwidth can be. This will be illustrated soon with lead lag controller design examples, and also in Chapter 9 when we discuss the e ects of measurement noise and plant uncertainty. For the second-order system considered here, the phase margin, ' = ( + 6 G(j!c )), can be computed exactly from the formula for !c:
c ' = 2 ; tan;1 ( 2!! ) = tan;1 (2 o
qp
1 + 4 2 + 2 2)
which is approximately a linear function of , see Figure 8.2. Recall that as increases, the percent overshoot in the step response decreases. So, large phase margin automatically implies small percent overshoot in the step response. For large-order systems, translation of the time domain design objectives (settling time and percent overshoot) to frequency domain objectives (bandwidth and phase margin) is more complicated but the guidelines developed for second-order systems usually extend to more general classes of systems. We now return to our original design problem, which deals with phase margin and steady state error requirements only. Suppose that G1 = PC1 is determined steady state error requirement is met, phase margin is to be improved by an additional controller C2 .
125
80 70 Phase Margin (deg) 60 50 40 30 20 10 0 0 0.1 0.2 0.3 0.4 0.5 0.6 zeta 0.7 0.8 0.9 1
Figure 8.2: Phase margin versus .
8.1 Lead Controller Design

A controller in the form
C2 (s) = Clead (s) = (1 + ss) (1 + )
where
>1
>0
is a lead controller, and are to be determined. Asymptotic Bode plots of Clead(j!) are illustrated in Figure 8.3. The phase is positive for all ! > 0. Hence the phase of G1 (j!) is increased with the addition of the lead term C2 (j!). The largest phase increase is achieved at the frequency 1 !o = p : The exact value of is given by sin( ) = ; 1 : +1 Note that 2 (0 90 ). See Figure 8.4 for a plot of versus .
126
Magnitude (dB)
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10log() 0 dB
Phase
0o o
Figure 8.3: Bode plots of a lead controller.
90 75 phi (in deg.) 60 45 30 15 0 0 10
10
10 alpha
10
Figure 8.4: Phase lead versus .
127
The basic idea behind lead controller design is to increase the phase of G1 , to increase the phase margin. Therefore, the largest phase lead should occur at the crossover frequency, i.e. !o should be the crossover frequency for G = G1 C2 . Since the magnitude of G1 is increased by 10 log10 ( ) at !o, the crossover frequency for G = G1 C2 is the frequency at which the magnitude of G1 is ;10 log10 ( ). Once is determined, !o can be read from the Bode magnitude plot G1 and then p = 1 :
!o
How is selected from the desired phase margin? To understand the e ect of additional term C2 on the phase margin, rst let !c be the crossover frequency for G1 and let
'old = + 6 G1 (j!c)
be the phase margin of the system with PC = G1 . Then de ne
(8.1)
'des = + 6 G1 (j!o ) + 6 C2 (j!o )
(8.2)
as the desired phase margin of the system with PC = G1 C2 (in this case the crossover shifts from !c to !o). Since 6 C2 (j!o ) = , equations (8.1) and (8.2) yield = 'des ; 'old + (6 G1 (j!c ) ; 6 G1 (j!o )): (8.3)
Equation (8.3) is the basis for the lead controller design method summarized below:
Step 0
. Given Bode plots of G1 (j!), determine the phase margin 'old and crossover frequency !c. Desired phase margin 'des > 'old is also given. . Pick a small safety angle 'saf = 'des ; 'old + 'saf : 5 to 10 and de ne
Step 1
128
Step 2
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. Calculate from the formula = 1 + sin( ) : 1 ; sin( )
Step 3
. From the Bode magnitude plot of G1 (j!) nd the frequency !o for which 20 log10 jG1 (j!o )j = ;10 log10 ( )
Step 4
. Check if
'saf (6 G1 (j!c) ; 6 G1 (j!o)):

If yes, go to Step 5. If no, go to Step 1 and increase 'saf by 5 (if this leads to 90 stop iterations: desired phase margin cannot be achieved by a rst-order additional lead term).
Step 5
. De ne = 1 !o p :
Draw the Bode plots of G1 C2 , and check the phase margin. The potential problem with the test in Step 4 is the following: As increases, and !o increase. On the other hand, if the phase of G1 (j!) decreases very fast for ! > !c, then the di erence (6 G1 (j!c ) ; 6 G1 (j!o )) can be larger than 'saf as !o increases. Therefore, lead controllers are not suitable for such systems.
2 desired phase margin of 'des = 45 . The Bode plots of G1 (s) = s(s+0:1) , shown in Figure 8.5, give 'old = 4 and !c = 1:4 rad/sec. By de ning
Example 8.2 The system designed in Example 8.1 did not satisfy the
129
80 Magnitude (dB) 60 40 20 0 20 40 2 10 90 Phase (deg) 105 120 135 150 165 180 2 10 G1 G1*Clead
1 0 1
G1 G1*Clead 10
1
10 omega
10
10
10 omega
10
Figure 8.5: Bode plots of G1 and G = G1 Clead.
'saf = 5 additional phase is calculated as = 45 ; 4 +5 = 46 . This leads to = 6:13 and ;10 log10 ( ) = ;7:87 dB. From Figure 8.5, we see that the magnitude of G1 (j!) drops to ;7:87 dB at !o = 2:2 rad/sec.
Also note that 5 safety is su cient. Indeed, 5 (6 G1 (j!c) ; 6 G1 (j!o)) = (;176 ; (;177:5 )) = 1:5 :
Example 8.3 For the system considered in the previous example, introduce a time delay in the plant: 2 ;hs G1 (s) = P (s) = s(s e+ 0:1) and study the e ect of time delay on phase margin. Let h = 0:5 sec. Then, the Bode plots of G1 are modi ed as shown in Figure 8.6. In this case, the uncompensated system is unstable, with phase margin 'old = ;30 . Try to stabilize this system by a lead controller with 'des = 10 and 'saf = 6 . For these values = 46 (same as in
130
80 Magnitude (dB) 60 40 20 0 20 40 2 10 90 120 150 180 210 240 270 300 330 360 2 10 10
1
H. Ozbay
10 omega
10
Phase (deg)
10
10 omega
10
Figure 8.6: Bode plots of G1 for Example 8.3. Example 8.2), hence = 6:13 and !o = 2:2 rad/sec. But in this case, the phase plot in Figure 8.6 shows that (6 G1 (j!c ) ; 6 G1 (j!o )) = (;210 ; (;240 )) = 30 > 'saf : The lead controller designed this way does not even stabilize the feedback system, because
6 G1 (j!o ) + = ;194
;180
which means that the phase margin is ;14 . The main problem here is the fact that the phase decreases very rapidly for ! > !c = 1:4 rad/sec. On the other hand, in the frequency region ! 2 0 0:3], the phase is approximately the same as the phase of G1 without time delay. If the crossover frequency can be brought down to ! 0:2 to 0.3 range, then a lead controller can be designed properly. There are two ways to reduce the crossover frequency: (i) by reducing the gain Kc, or (ii) by
131
10/
Magnitude (dB)
-20log()
Phase
Figure 8.7: Bode plots of a lag controller. adding a lag controller in the form (1 + ) Clag (s) = (1 + ss)
>1
> 0:
(8.4)
The rst alternative is not acceptable, because it increases the steady state error by reducing the DC gain of G1 . Lag controllers do not change the DC gain, but they reduce the magnitude in the frequency range of interest to adjust the crossover frequency.
8.2 Lag Controller Design

As de ned by (8.4) a lag controller is simply the inverse of a lead controller: (1 + ) C2 (s) = Clag (s) = (1 + ss) with > 1 and > 0. Typical Bode plots of Clag (j!) are shown in Figure 8.7.
132
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The basic idea in lag controller design is to reduce the magnitude of G1 to bring the crossover frequency to a desired location. To be more precise, suppose that with the phase lag introduced by the controller C2 , the overall phase is above ;180 for all ! < !c , and at a certain \desired" crossover frequency !d < !c the phase satis es
'des = + 6 G1 (j!d ) + 6 C2 (j!d ):

Then, by choosing = jG1 (j!d )j > 1 the new crossover frequency is brought to !d and the desired phase margin is achieved: for this purpose we must choose 10 !d . Usually is chosen in such a way that
!d = 10=
where !d is determined from the phase plot of G1 (j!) as the frequency at which
6 G1 (j!d ) + = 'des + 5
(note that 6 C2 (j!d ) ;5 ). Thus, lag controller design procedure does not involve any trial and error type of iterations. In this case, controller parameters and are determined from the Bode plots of G1 directly.
Example 8.4 We have seen that the time delay system studied in Example 8.3 was impossible to stabilize by a rst-order lead controller. Bode plots shown in Figure 8.6 illustrate that for a stable system with 'des = 15 , the crossover frequency should be !d = 0:2 rad/sec (the
133
G1 G1*Clag
120 100 80 60 40 20 0 20 40 0.0001 90
Magnitude (dB)
0.001
0.01 0.1 omega
10
Phase (deg)
120 150 180 210 240 0.0001 0.001 0.01 0.1 omega
G1 G1*Clag
10
Figure 8.8: Bode plots of G1 and G1 Clag for Example 8.4. phase of G1 is ;160 at 0:2 rad/sec). The magnitude of G1 at !d is about 33 dB, that means = 45 33 dB. Choosing = 10=!d = 50 the lag controller is 50 C2 (s) = Clag (s) = 11++2250ss : The Bode plots of the lag compensated and uncompensated systems are shown in Figure 8.8. As expected, the phase margin is about 15 . Although 15 is not a very large phase margin, considering that the uncompensated system had ;30 phase margin, this is a signi cant improvement.
8.3 Lead{Lag Controller Design

Lead{lag controllers are combinations of lead and lag terms in the form
1 s (1 C2 (s) = (1 ++ 1 s) ) (1 ++ 2 s) ) (1 1 2 2s
134
120 100 80 60 40 20 0 20 40 0.0001 90 Phase (deg) 120 150 180 210 240 0.0001 0.001 0.01 0.1 omega 1 Magnitude (dB)
H. Ozbay
G1 G1*C2 G1*C2*C3 0.001 0.01 0.1 omega 1 10
10
Figure 8.9: Bode plots of G1 , G1 C2 , and G1 C2 C3 . where i > 1 and i > 0 for i = 1 2 and ( 1 1 ) are determined from lead controller design principles, ( 2 2 ) are determined from lag controller design guidelines. system, let C3 (s) be a lead controller, such that the phase margin of the lead lag compensated system G1 C2 C3 is 'des = 30 . This time assuming 'saf = 10 , additional phase lead is = 30 ; 15 +10 = 25 . That gives 1 = 2:46, and ;10 log10 ( 1 ) = ;4 dB. The new crossover frequency is !o = 0:26 rad/sec (this is the frequency at which the p magnitude of G1 C2 is ;4 dB). So, 1 = 1=(0:26 2:46) = 2:45 and the lead controller is
Example 8.5 (Example 8.4 continued) Now, for the lag compensated
C3 (s) = 11+ 62::027 ss : + 45

The Bode plots of the lead lag compensated system, shown in Figure 8.9, verify that the new system has 30 phase margin as desired.
135
8.4 PID Controller Design

If a controller includes three terms in parallel: proportional (P), integral (I), and derivative (D) actions, it is said to be a PID controller. Such controllers are very popular in industrial applications because of their simplicity. PID controllers can be seen as extreme cases of lead{lag controllers. This point will be illustrated shortly. General form of a PID controller is
CPID (s) = Kp + Ki + Kds: s

Let e(t) be the input to the controller CPID (s). Then the controller output u(t) is a linear combination of e(t), its integral, and its derivative:
u(t) = Kp e(t) + Ki
Zt
0
e( )d + Kde(t): _
Unless Kd = 0 (i.e., the derivative term is absent) the PID controller is improper, so it is physically impossible to realize such a controller. The di culty is in the exact implementation of the derivative action. In practice, the derivative of e(t) can be approximated by a proper term:
s CPID (s) = Kp + Ki + 1Kd"s s +

where " is a small positive number. When Kd = 0, we have a PI controller
CPI = Ki (1 s+ s) where = Kp =Ki.

Typical Bode plots of a PI controller are shown in Figure 8.10. This gure shows that the DC gain of the open-loop transfer function is increased, hence the steady state error for step (or ramp) reference input is decreased. In fact, the system type is increased by one. By choosing Kp < 1 the magnitude can be decreased near the crossover frequency
136
Magnitude (dB) 10/
H. Ozbay
0 dB 20log(Kp)
Phase (deg) 0 -90
Figure 8.10: Bode plots of a PI controller. and, by adjusting and Kp , desired phase margin can be achieved. This is reminiscent of the lag controller design. The only di erence here is that the DC gain is higher, and the phase lag at low frequencies is larger. As an example, consider G1 of Example 8.4: a PI controller 1 can be designed by choosing = 50 = Kp =Ki and = 45 = Kp . This PI controller achieves 15 phase margin, as does the lag controller designed earlier.
Exercise:
(a) Draw the Bode plots for the system G1 CPI , with the PI controller (Kp = 1=45 and Ki = Kp =50) determined from the lag controller design principles and verify the phase margin. (b) Now modify the PI controller (i.e., select di erent values of Kp and Ki from lag controller design principles) so that the the crossover frequency !d is greater or equal to 0:1 rad/sec, and the phase margin is greater or equal to 30 .
137
A PD (proportional plus derivative) controller can be implemented in a proper fashion as
CPD (s) =
Kd Kp (1 + Kp s) (1 + "s)
where " > 0 is a xed small number. Usually " Kd=Kp. Note that by de ning " = and Kd = , PD controller becomes a lead controller Kp with > 1, > 0 and an adjustable DC gain CPD (0) = Kp . Thus, we can design PD controllers using lead controller design principles. By cascading a PI controller with a PD controller, we obtain a PID controller. To see this, let
p1 CPD (s) = (K(1 + Kd1s) and CPI (s) = Kp2 + Ki2 + "s) s
then
CPID (s) = CPI (s)CPD (s) = (Kp + Ki + Kds) (1 + "s);1 s

where Kp = (Kp1 Kp2 + Ki2 Kd1), Ki = Ki2 Kp1 and Kd = Kd1Kp2 . Therefore, PID controllers can be designed by combining lead and lag controller design principles, like lead{lag controllers.

1. Design an appropriate controller (lead, or lag, or lead{lag) for the system
;4s(s2 0 G1 (s) = Ke s2 (s++:032ss+ 00:01)(s + 1) 2 0: + :04)
so that the phase margin is 30 when K = 0:02.
138
H. Ozbay
2. What is the largest phase margin achievable with a rst-order lead controller for the plant 2 ;hs G1 (s) = s(s e 0:1) + (a) when h = 0? (b) when h = 0:3? (c) when h = 0:5?
Chapter 9
Principles of Loopshaping
The main goal in lead{lag controller design methods discussed earlier was to achieve good phase margin by adding extra lead and/or lag terms to the controller. During this process the magnitude and the phase of the open loop transfer function G = PC is shaped in some desired fashion. So, lead{lag controller design can be considered as basic loopshaping. In this chapter, we consider tracking and noise reduction problems involving minimum phase plants and controllers.
9.1 Tracking and Noise Reduction Problems

Control problems studied in this chapter are related to the feedback system shown in Figure 9.1. Here yo (t) is the plant output its noise corrupted version y(t) = yo (t) + n(t) is available for feedback control. We assume that there are no right half plane pole zero cancelations in the product P (s)C (s) = G(s) (otherwise the feedback system is unstable) and that the open-loop transfer function G(s) is minimum phase. 139
140
r(t) + C(s) u(t) P(s) y(t)
H. Ozbay
y(t)
o
+ + n(t)
Figure 9.1: Feedback system considered for loopshaping. A proper transfer function in the form
N G(s) = e;hs DG(s) G (s )

(where (NG DG) is a pair of coprime polynomials) is said to be minimum phase if h = 0 and both NG(s) and DG(s) have no roots in the open right half plane. The importance of this assumption will be clear when we discuss Bode's gain{phase relationship. The reference, r(t), and measurement noise, n(t), belong to
r 2 R = fR(s) = Wr (s)Ro (s) : krok2 1g n 2 N = fN (s) = Wn (s)No (s) : knok2 1g

where Wr and Wn are lters de ning these classes of signals. Typically, the reference input is a low-frequency signal e.g., when r(t) is unit step function R(s) = 1=s and hence jR(j!)j is large at low frequencies and low at high frequencies. So, Wr (s) is usually a low-pass lter. The measurement noise is typically a high-frequency signal, which means that Wn is a high-pass lter. It is also possible to see Wr and Wn as reference and noise generating lters with arbitrary inputs ro and no having bounded energy (normalized to unity).
Example 9.1 Let r(t) be

r(t) =
t=
1
for 0 t for t > :
141
For 0 < 1, this signal approximates the unit step. There exist a lter Wr (s) and a nite energy input ro (t) that generate r(t). To see this, let us choose Wr (s) = K=s, with some gain K > 0, and de ne
ro (t) =
( p 1=
0
for 0 t for t > :
Verify that ro has unit energy. Also check that when K = 1= , output of the lter Wr (s) with input ro (t) is indeed r(t). There are in nitely many reference signals of interest r in the set R. The lter Wr emphasizes those signals ro for which jRo (j!)j is large at the frequency region where jWr (j!)j is large, and it de-emphasizes all inputs ro such that the magnitude jRo (j!)j is mainly concentrated to the region where jWr (j!)j is small. Similar arguments can be made for Wn and the class of noise signals N . Tracking error e(t) = r(t) ; yo (t) satis es
E (s) = S (s)R(s) + T (s)N (s) where G S (s) = 1 + 1 (s) and T (s) = 1 + (s)s) = 1 ; S (s) : G G(
For good tracking and noise reduction we desire
jS (j!)R(j!)j jT (j!)N (j!)j
1 8 ! 1 8 !
i.e., jS (j!)j should be small in the frequency region where jR(j!)j is large and jT (j!)j should be small whenever jN (j!)j is large. Since
S (s) + T (s) = 1
it is impossible to make both jS (j!)j and jT (j!)j small at the same frequency !. Fortunately, in most practical cases jN (j!)j is small when jR(j!)j is large, and vice versa.
142
H. Ozbay
We can formally de ne the following performance problem: given a positive number r , design G(s) so that the largest tracking error energy, due to any reference input r from the set R, is less than or equal to r . A dual problem for noise reduction can be posed similarly for a given n > 0. These problems are equivalent to:
r2R n=0
sup kek2 sup kek2
() kWr S k1 () kWn T k1
(9.1)
n2N r=0
n:
(9.2)
The performance objective stated via (9.1) is satis ed if and only if
jS (j!)j jW (rj!)j 8 !: r
(9.3)
Clearly, the system has \good tracking performance" if r is \small." Similarly, the e ect of the noise n, on the system output yo, is \small" if the inequality
jT (j!)j jW (nj!)j 8 ! n
Assume that Wr is a low-pass lter with magnitude
(9.4)
holds with a \small" n . Hence, we can see r and n as performance indicators: the smaller these numbers the better the performance.
jWr (j!)j
r for 0
! !low for ! > !low
for some !low indicating the \low-frequency" region of interest. Then, (9.3) is equivalent to having
j1 + G(j!)j
1 8 ! !low
143
which means that jG(j!)j 1 in the low-frequency band. In this case, jS (j!)j (jG(j!)j ; 1);1 , and hence, by choosing 1 r jG(j!)j ; 1 jWr (j!)j 8 ! !low the design condition (9.3) is automatically satis ed. In conclusion, G should be such that
jG(j!)j 1 + r;1jWr (j!)j 8 ! !low :

For the high-pass lter Wn , we assume
(9.5)
jWn (j!)j
where !high
for 0 ! < !high n for ! !high
!low . Then, the design condition (9.4) implies

1 8 ! !high
j1 + G(j!)j
jG(j!)j
i.e., we want jG(j!)j 1 in the high-frequency band. In this case, the triangle inequality gives jT j jGj(1 ; jGj);1 and we see that if
jG(j!)j 1 ; jG(j!)j
n jWn (j!)j 8 ! !high
then G satis es (9.4). Thus, in the high-frequency band jG(j!)j should be bounded as
; jG(j!)j (1 + n 1 jWn (j!)j);1 8 ! !high:
(9.6)
In summary, low and high-frequency behaviors of jGj are characterized by (9.5) and (9.6). The magnitude of G should be much larger than 1 at low frequencies and much smaller than 1 at high frequencies.
144
H. Ozbay
Therefore, the gain crossover frequencies are located in the transition band (!low !high). In the next section, we will see a condition on the magnitude of G around the crossover frequencies.
9.2 Bode's Gain{Phase Relationship

There is another key design objective in loopshaping: the phase margin should be as large as possible. Now we will try to understand the implications of this design goal on the magnitude of G. Recall that the phase margin is
' = minf + 6 G(j!ci ) : i = 1 : : : `g

where !ci 's are the crossover frequencies, i.e., jG(j!ci )j = 1. Without loss of generality assume that ` = 1, in other words gain crossover occurs at a single frequency !c (since G = PC is designed here, we can force G to have single crossover). For good phase margin 6 G(j!c ) should be signi cantly larger than ; . For example, for 60 to 90 phase margin the phase 6 G(j!c ) is desired to be ;120 to ;90 . It is a well known mathematical fact that if G(s) is a minimum phase transfer function, then its phase function 6 G(j!) is uniquely determined from the magnitude function jG(j!)j, once the sign of its DC gain G(0) is known (i.e., we should know whether G(0) > 0 or G(0) < 0). In particular 6 G(j!c ), hence, the phase margin can be estimated from the asymptotic Bode magnitude plot. Assume G(0) > 0, then for any !o > 0 the exact formula for the phase is (see 10, p. 313])
6 G(j!o ) = 1
Z1
;1
M ( )W ( )d
where = ln(!=!o) is the normalized frequency appearing as the integration variable (note that ! = !o e ) and M ( ) = dd jG(j!o e )j
145
6 5 integration weight 4 3 2 1 0 5
2 1 0 1 2 normalized frequency
Figure 9.2: W ( ) versus .
W ( ) = ln(coth( j2j )):

The phase at !o depends on the magnitude at all frequencies ! 2 (0 1). So, it is not an easy task to derive the whole phase function from the magnitude plot. But we are mainly interested in the phase at the crossover frequency !o = !c . The connection between asymptotic Bode plots and the above phase formula is this: M ( ) is the slope of the log{log magnitude plot of G at the normalized frequency . The weighting function W ( ) is independent of G. As shown in Figure 9.2, its magnitude is very large near = 0 (in fact W (0) = 1) and it decays to zero exponentially. For example, when j j > 4 we can treat W ( ) as negligibly small: W ( 4) < 0:04. Now assume that the slope of the log{log Bode magnitude plot is almost constant in the frequency band ! 2 !c e;4 !c e4], say ;n 20 dB per decade. Then M ( ) = ;n in the normalized frequency band
146
H. Ozbay
j j 4 and hence,
6 G(j!c ) = ; n
Z4
;4
W ( )d = ; n
Z1
;1
W ( )d = ; n2
(the error in the approximation of the integral of W ( ) is less than 2 percent of the exact value 2 =2). Since Bode's work, 10], the approximation 6 G(j!c ) = ; n2 has been used as an important guideline for loopshaping: if the Bode magnitude plot of G decreases smoothly with a slope of ;20 dB/dec, near ! = !c , then the phase margin will be large (close to 90 ). From the above phase approximations it is also seen that if the Bode magnitude of G decreases with a slope ;40 dB/dec, or faster, near ! = !c, then the phase margin will be small, if not negative. In summary, we want to shape the Bode magnitude of G so that around the crossover frequency its slope is almost constant at ;20 dB/dec. This assures good phase margin.
9.3 Design Example

We now have a clear picture of the desired shape of the magnitude plot for G = PC . Loopshaping conditions derived in the previous sections are illustrated in Figure 9.3, where Glow and Ghigh represent the lower and upper bounds given in (9.5) and (9.6) respectively, and the dashed lines indicate the desired slope of jGj near the crossover frequency !c. It is clear that the separation between !low and !high should be at least two decades, so that !c can be placed approximately one decade away from low and high frequencies, and ;20 dB/dec slope can be assigned to jGj around the crossover frequency. Otherwise, the transition frequency band will be short: in this case, if Glow is too large and Ghigh is too small, it will be di cult to achieve a smooth ;20 dB/dec slope around a su ciently large neighborhood of !c . Another important point in the problem setup is this: since C =
147
|G| Glow
0 dB
c low
high
Ghigh
Figure 9.3: Loopshaping conditions.
G=P must be a proper function, jG(j!)j should decay to zero at least as fast as jP (j!)j does, for ! ! 1. Therefore, Ghigh (!) should rollo with a slope ;` 20 dB/dec, where ` is greater or equal to the relative degree of P = NP =DP i.e., ` deg(DP (s)) ; deg(NP (s)):
This is guaranteed if Wn (s) is improper with relative degree ;`. The example we study here involves an uncertain plant
P (s) = Po (s) + P (s) where Po (s) = s2 + 2 !o s + !2 !o

o
In this case, the standard feedback system with uncertain P , depicted in Figure 9.4, is equivalent to the feedback system shown in Figure 9.5. The feedback signal y(t) is the sum of two signals: yo (t) and y (t). The latter signal is unknown due to plant uncertainty P . Using frequency
P (s) is an unknown stable transfer function, !o > 0 and
2 (0 1).
148
r(t) + C(s) u(t) P(s) + (s) o
H. Ozbay
y(t)
Figure 9.4: Standard feedback system with uncertain plant.

r(t) + P(s) o y(t)
-1
C(s)
u(t)
y(t) P(s) o (s)

P o
+ y(t)
Figure 9.5: Equivalent feedback system. domain representations,
Y (s) = P 1 s) P (s)Yo (s): o(

Now de ning
k kn (s)No (s) := P (s)Yo (s) and Wn (s) = Pn (s) o (s)

we see that Figure 9.5 is equivalent to Figure 9.1 with P = Po and N = Wn No . Assuming that the feedback system is stable, yo is a bounded function that implies no is bounded because P is stable. The scaling factor kn (s) is introduced to normalize No. Large values of jkn (j!)j imply a large uncertainty magnitude j P (j!)j. Conversely, if jkn (j!)j is small, then the contribution of the uncertainty is small at that frequency. In summary, the problem is put in the framework of Figure 9.1 by taking out the uncertainty and replacing y (t) with n(t). The noise n(t) is from the set N , which is characterized by the lter Wn (s) = kn (s)=Po (s), where jkn (j!)j represents the \size" of the uncertainty.
149
Let us assume that jkn (j!)j 0 for ! < 10 !o =: !high, i.e., the nominal model Po (j!) represents the actual plant P (j!) very well in the low-frequency band. Note that, jPo (j!)j 1 for ! !high. So we can assume that in the high-frequency region the magnitude of the uncertainty can be relatively large, e.g.,
j 1 !=!o kn (j!) = 0:05 1 + 0:0:01 !=! j
8 ! 10 !o :
In this numerical example the uncertainty magnitude is 0.05 near ! = 10 !o , and it is about 0.5 for ! > 100 !o . To normalize the frequency band, set !o = 1. Now the upper bound (determined in (9.6))
Ghigh (!) :=
n n jPo (j! )j + jWn (j!)j = n jPo (j!)j + jkn (j!)j n
can be computed for any given performance indicator n . Here we take n = 0:25 arbitrarily. For the tracking problem, suppose that the steady state error, ess , must satisfy
ess
1 2
for unit ramp reference input,

1 40
jess j
or larger.
for all sinusoidal inputs whose periods are 90 seconds
The rst condition implies that

s!0
lim sG(s) slim s 2 = 2 !0 s
thus we have a lower bound on the DC behavior of G(s). Recall that for a sinusoidal input of period the amplitude of the steady state error is
jess j = jS (j 2 )j
150
1 and this quantity should be less than or equal to 40 for Therefore, by using the notation of Section 9.1, we de ne
H. Ozbay
90 sec.
;1jWr (j!)j = 40
8 ! 2 (0 !low ]
where !low = 2 =90 = 0:07 rad/sec. In conclusion, a lower bound for jG(j!)j can be de ned in the low-frequency region as 2 jG(j!)j maxf ! (1 + 40) g =: Glow (!): The low-frequency lower bound, Glow (!), and the high-frequency upper bound Ghigh (!) are shown as dashed lines in Figure 9.6. The desired open-loop shape
2) : 0 + s2 G(s) = s(12+5(17+ 1::2s=+:1250:072=0:125s=7)2 0: s=0 07 s2 = )(1 +
(9.7)
is designed from following guidelines:

: as ! ! 0, we should have jG(j!)j > 2=! the term 2s5 takes care of this requirement
!c should be placed near 1 rad/sec, say between 0:6 rad/sec and 2 rad/sec, and the roll-o around a large neighborhood of !c
should be ;20 dB/dec to have !c in this frequency band we need fast roll-o near ! 0:07 rad/sec the second-order term in the denominator takes care of that, its damping coe cient is chosen relatively small so that the magnitude stays above 20 log(41) dB in the neighborhood of ! = 0:07 rad/sec, for ! > !low the slope should be constant at ;20 dB/dec, so the zeros near ! = 0:125 rad/sec are introduced to cancel the e ect of complex poles near ! = 0:07 rad/sec,
151
|G| G_low G_high
60 40 20
Gain (dB)
0 20 40 60 80 2 10
10
10 omega
10
10
Figure 9.6: Glow (!), Ghigh (!) and jG(j!)j. in the frequency range !c < ! < 10 rad/sec the magnitude should start to rollo fast enough to stay below the upper bound, so we use double poles at s = 7. For this example, verify that the gain margin is 25 dB and the phase margin is 70 . It is possible to tweak the numbers appearing in (9.7) and improve the gain and/or phase margin without violating upper and lower bound conditions. In general, loopshaping involves several steps of trial and error to obtain a \reasonably good" shape for jG(j!)j. The \best" loop shape is di cult to de ne. Once G(s) is determined, the controller is obtained from
C (s) = G(s) : P (s)
152
2
H. Ozbay
In the above example P (s) = Po (s) = s2 +2 !oo s+!o so the controller is 2 !

2 2 ! C (s) = G(s) (s + 2 !2os + !o ) o
(9.8)
where G(s) is given by (9.7). The last term in (9.8) cancels the complex conjugate poles of the plant. As we have seen in Chapter 5, it is dangerous to cancel lightly damped poles of the plant (i.e., poles close to Im-axis). If the exact location of these poles are unknown, then we must be cautious. By picturing how the root locus behaves in this case, we see that the zeros should be placed to the left of the poles of the plant. An undesirable situation might occur if we overestimate !o and underestimate in selecting the zeros of the controller: in this case, two branches of the root locus may escape to the right half plane as seen in Chapter 5. Therefore, we should use the lowest estimated value for !o , and highest estimated value for , in C (s) so that the associated branches of the root locus bend towards left.

1. For the above example let G(s) be given by (9.7) and de ne = 0:02, !o = 1, b := + , !o = !o + !o , where j j 0:004 and b j !o j 0:1. (a) Draw Bode plots of
for di erent values of and !o , illustrating the changes in gain and phase margins. (b) Let = 0:004 and !o = ;0:1, and draw the root locus. (c) Repeat part (b) with = ;0:004 and !o = +0:1.
! 2 bb b2 b G(s) = G(s) !o (s2 + 2 !o s + !o ) : 2 (s + 2 !o s + !o ) 2 bo
153
2
2. In this problem, we will design a controller for the plant 2 s=!n P (s) = s(1 ++ 2n s=!n + ((s=! ))2)) (1 s=! +
d d d
by using loopshaping techniques with the following weights

r
;1 jWr (j!)j = k ;1 jWn (j!)j =
!2
!low = 0:1 rad=sec

3
!high = 10 rad=sec 1 + 0:001 !2 where k > 0 is a design parameter to be maximized.

n
p 0:01 k !
(a) Find a reasonably good desired loopshape G(s) for (i) k = 0:1, (ii) k = 1, and (iii) k = 5. What happens to the upper and lower bounds (Ghigh and Glow ) as k increases? Does the problem become more di cult or easier as k increases? (b) Assume that n = 0:3 5%, d = 0:03 8%, !n = 4 5%, !d = 2 8% and let k = 1. Derive a controller from the result of part (a). For this system, draw the Bode plots with several di erent values of the uncertain plant parameters and calculate the gain, phase, and vector margins.
1 3. Let P (s) = (s+0:1)(s+0:01) . Design a controller C (s) such that
(i) the system is stable with gain margin 40 dB and phase margin 50 , (ii) the steady state error for a unit step input is less than or equal to 10;4, (iii) and the loop shaping conditions kWr S k1 1 kWn T k1 1 hold for Wr (s) = 10(s3 + 2s2 + 2s + 1);1 and Wn (s) = 0:008 s2 .
Chapter 10
Robust Stability and Performance

10.1 Modeling Issues Revisited
In this chapter, we consider the standard feedback control system shown in Figure 10.1, where C is the controller and P is the plant. As we have seen in Section 2.4, there are several approximations involved in obtaining a mathematical model of the plant. One of the reasons we desire a simple transfer function (with a few poles and zeros) for
v(t) r(t) + e(t) C(s) + + u(t) P(s) y(t)
Figure 10.1: Standard feedback system. 155
156
H. Ozbay
the plant is that it is di cult to design controllers for complicated plant models. The approximations and simpli cations in the plant dynamics lead to a nominal plant model. However, if the controller designed for the nominal model does not take into account the approximation errors (called plant uncertainties), then the feedback system may become unstable when this controller is used for the actual plant. In order to avoid this situation, we should determine a bound on the uncertainty and use this information when we design the controller. There are mainly two types of uncertainty: unmodeled dynamics and parametric uncertainty. Earlier in Chapter 4 we saw robust stability tests for systems with parametric uncertainty (recall Kharitanov's test, and its extensions). In this chapter, H1 -based controller design techniques are introduced for systems with dynamic uncertainty. First, in this section we review modeling issues discussed in Section 2.4, give additional examples of unmodeled dynamics, and illustrate again how to transform a parametric uncertainty into a dynamic uncertainty.
10.1.1 Unmodeled Dynamics

A practical example is given here to illustrate why we have to deal with unmodeled dynamics and how we can estimate uncertainty bounds in this case. Consider a exible beam attached to a rigid body (e.g., a large antenna attached to a space satellite). The input is the torque applied to the beam by the rigid body and the output is the displacement at the other end of the beam. Assume that the magnitude of the torque is small, so that the displacements are small. Then, we can use a linearized model, and the input/output behavior of this system is given by the transfer function
P (s) = P1 (s) = K20 + s
1 X
2 k !k 2 + 2 k !k s + ! 2 k k=1 s
157
where !k 's represent the frequency of natural oscillations (modes of the system), k 's are the corresponding damping coe cients for each mode and k 's are the weights of each mode. Typically, " < k < 1 for some " > 0, k ! 0 and !k ! 1 as k ! 1. Obviously, it is not practical to work with in nitely many modes. When k 's converge to zero very fast, we can truncate the higher-order modes and obtain a nite dimensional model for the plant. To illustrate this point, let us de ne the approximate plant transfer function as
PN (s) = K20 + s
2 k !k 2: 2 k=1 s + 2 k !k s + !k
N X
The approximation error between the \true" plant transfer function and the approximate model is
PN (s) = P1 (s) ; PN (s) =
2 k !k 2 + 2 k !k s + ! 2 k k=N +1 s
1 X
As long as j PN (j!)j is \su ciently small" we can \safely" work with the approximate model. What we mean by \safely" and how small is su ciently small will be discussed shortly. First try to determine the 1 peak value of the approximation error: assume 0 < " < k < p2 for all k N , then
PN (j! )j
1 X
k=N +1
Now suppose j k j k 2k;2 for all k N . Then, we have the following bound for the worst approximation error: sup j PN (j!)j !
1 X
k=N +1
2 !k ; !2 + j 2 k !k !
2 k !k
k=N +1 k
1 X j kj p 2
k;2
Z1
x=N
1 x;2 dx = N :
For example, if we take the rst 10 modes only, then the worst ap1 proximation error is bounded by 10 . Clearly, as N increases, the worst
158
H. Ozbay
approximation error decreases. On the other hand, we do not want to take too many modes because this complicates the model. Also note that if j k j decays to zero faster, then the bound is smaller. In conclusion, for a plant P (s), a low-order model denoted by P (s) can be determined. Here represents the parameters of the low-order model, e.g., coe cients of the transfer function. Moreover, an upper bound of the worst approximation error can be obtained in this process:
jP (j!) ; P (j!)j < 1 (!):

The pair (P (s) 1 (!)) captures the uncertain plant P (s). The parameters represented by may be uncertain too. But we assume that there are known bounds on these parameters. This gives a nominal plant model Po (s) := P o (s) where o represent the nominal value of the parameter vector . See next section for a speci c example.
10.1.2 Parametric Uncertainty

Now we transform a parametric uncertainty into a dynamic uncertainty and determine an upper bound on the worst approximation error. As an example, consider the above exible beam model and take
!2 P (s) = K20 + s2 + 2 1! 1s + !2 : s 1 1 1
Here = K0 1 1 !1 ]. Suppose that an upper bound 1 (!) is determined as above for the unmodeled uncertainty using bounds on k 's and k 's, for k 2. In practice, is determined from the physical parameters of the beam (such as inertia and elasticity). If these parameters are not known exactly, then we have parametric uncertainty as well. At this point, we can also assume that the parameters of P (s) are determined from system identi cation and parameter estimation algorithms. These techniques give upper and lower bounds, and nominal
159
values of the uncertain parameters. For our example, let us assume that K0 = 2 and 1 = 0:2, are known exactly and 1 2 0:1 0:2] with nominal value 1 = 0:15, !1 2 9 12] with nominal value !1 = 10. De ne
o = 2 0:2 0:15 10]
and the nominal plant transfer function Po (s) = P o (s) = s22 + s2 + 320+ 100 : s The parametric uncertainty bound is denoted by 2 (!):
jP (j!) ; Po (j!)j < 2 (!) 8 !

for all feasible . Figure 10.2 shows the plot of jP (j!) ; Po (j!)j for several di erent values of 1 and !1 in the intervals given above. The upper bound shown here is 2 (!) = jWp (j!)j: + :15) Wp (s) = (s10(s13s0+ 64) : 2+ Parametric uncertainty bound and the bound for unmodeled dynamic uncertainty can be combined to get an upper bound on the overall plant uncertainty
P (s) = P (s) ; Po (s)
where j P (j!)j < j 1 (!)j + j 2 (!)j
As in Section 2.4, let W (s) be an overall upper bound function such that
jW (j!)j > j 1 (!)j + j 2 (j!)j > j P (j!)j :

Then, we will treat the set P = fP = Po + P (s) : j P (j!)j < jWa (j!)j and P and Po have the same number of poles in C+ g as the set of all possible plants.
160
Uncertainty Bound 0.8
H. Ozbay
0.6
magnitude
0.4
0.2
0 3 10
10
10
10 omega
10
10
Figure 10.2: Parametric uncertainty bound.
10.2 Stability Robustness

10.2.1 A Test for Robust Stability
Given the nominal plant Po (s) and additive uncertainty bound W (s), characterizing the set of all possible plants P , we want to derive conditions under which a xed controller C (s) stabilizes the feedback system for all plants P 2 P . Since Po 2 P , the controller C should stabilize the nominal feedback system (C Po ). This is a necessary condition for robust stability. Accordingly, assume that (C Po ) is stable. Then, we compare the Nyquist plot of the nominal system Go (s) = C (s)Po (s), and the Nyquist plots of all possible systems of the form G(s) = C (s)P (s), where P 2 P . By the assumption that Po and P have the same number of poles in C+ , for robust stability G(j!) should encircle ;1 as many times as Go (j!) does. Note that for each !, we have
G(j!) = Go (j!) + P (j!)C (j!):
161
Im
G G -1
Re
|WC |
Figure 10.3: Robust stability test via Nyquist plot. This identity implies that G(j!) is in a circle whose center is Go (j!) and radius is jW (j!)C (j!)j. Hence, the Nyquist plot for G lies within a tube around the nominal Nyquist plot Go (j!). The radius of the tube is changing with !, as shown in Figure 10.3. By the above arguments, the system is robustly stable if and only if ;1 is outside this tube, in other words,
jGo (j!) +
P (j! )C (j! ) ; (;1)j > 0
for all ! and for all admissible P (j!). Since the magnitude of P (j!) can be as large as (jW (j!)j ; ) where & 0 and its phase is not restricted, we have robust stability if and only if
j1 + Go (j!)j ; jW (j!)C (j!)j 0 for all !

which is equivalent to
jW (j!)C (j!)(1 + Po (j!)C (j!));1 j 1 for all !
162 i.e.
H. Ozbay
kWCS k1 1
where S = (1 + Po C );1 is the nominal sensitivity function.
(10.1)
It is very important to understand the di erence between the set of plants P , (where P (s) can be any transfer function such that P and Po have the same number of right half plane poles and j P (j!) < jW (j!)j) and a set of uncertain plants described by the parametric uncertainty. For example, consider the uncertain time delay example of Section 2.4.2
e;hs P (s) = (s + 1)
h 2 0 0:2]
1 with Po (s) = (s+1) and W (s) = (10::20025 (10006s+1) . It was noted that s+1)(0: s+1) the set
e Ph := fP (s) = (s + 1) : h 2 0 0:2]g
is a proper subset of
;hs
P := fPo +
(s) is stable j (j!)j < jW (j!)j 8 !g:
Hence, if we can prove robust stability for all plants in P , then we have robust stability for all plants in Ph . The converse is not true. In fact, we have already determined a necessary and su cient condition for robust stability for all plants in Ph : for a xed controller C , from the Bode plots of the nominal system Go = Po C determine the phase margin, ' in radians, and crossover frequency, !c in radians per second, then the largest time delay the system can tolerate is hmax = '=!c. That is, the closed-loop system is robustly stable for plants in Ph if and only if 0:2 < hmax . The controller may be such that this condition
163
holds, but (10.1) does not. So, there is a certain degree of conservatism in transforming a parametric uncertainty into a dynamic uncertainty. This should be kept in mind. Now we go back to robust stability for the class of plants P . If a multiplicative uncertainty bound Wm (s) is given instead of the additive uncertainty bound W (s), we use the following relationship:
P = Po + P = Po (1 + Po;1 P )
i.e., multiplicative uncertainty bound satis es
jPo;1 (j!) P (j!)j < jWm (j!)j for all !:

Then, in terms of Wm , the condition (10.1) can be rewritten as
kWm Po C (1 + Po C );1 k1 1:
(10.2)
Recall that the sensitivity function of the nominal feedback system (C Po ) is de ned as S = (1 + Po C );1 and the complementary sensitivity is T = 1 ; S = Po C (1 + Po C );1 . So, the feedback system (C P ) is stable for all P 2 P if and only if (C Po ) is stable and
kWm T k1 1.
(10.3)
For a given controller C stabilizing the nominal feedback system, it is possible to determine the amount of plant uncertainty that the system can tolerate. To see this, rewrite the inequality (10.3) as
jWm (j!)j jT (j!)j;1 for all !:

Hence, the largest multiplicative plant uncertainty that the system can tolerate at each ! is jT (j!)j;1.
164
3 2.5 2 alpha(K) 1.5 1 0.5 0 0.5
H. Ozbay
1.5
2 K
2.5
3.5
Figure 10.4:
versus K .
Example 10.1 Let

0 Po (s) = s(s ; 010(ss+ +:2)s + 12) :5)( 2 4 c W (s) = W (s) = 0:4(s + 0:25) : (s + 2) The system has \good" robustness for this class of plants if is \large." We are now interested in designing a proportional controller C (s) = K c such that k W CS k1 1 for the largest possible . First, we need to nd the range of K for which (C Po ) is stable. By the Routh-Hurwitz test, we nd that K must be in the interval (0:65 3:8). Then, we de ne
;1 (K ) = sup
c W (j!)K : ! 1 + KPo (j! )
By plotting the function (K ) versus K 2 (0:65 3:8), see Figure 10.4, we nd the largest possible and the corresponding K : max = 2:72 is achieved at K = 0:845.
165
H1 + H2 +
Figure 10.5: Feedback system with small gain kH1 H2 k1 < 1.
10.2.2 Special Case: Stable Plants

Suppose that the nominal plant, Po (s), and the additive uncertainty, (s), are stable. Then, we can determine a su cient condition for robust stability using the small gain theorem stated below. This theorem is very useful in proving robust stability of uncertain systems. Here it is stated for linear systems, but the same idea can be extended to a large class of nonlinear systems as well. in Figure 10.5, where H1 and H2 are stable linear systems. If
Theorem 10.1 (Small Gain) Consider the feedback system shown

jH1 (j!)H2 (j!)j < 1 for all !
(10.4)
then the feedback system is stable. The proof of this theorem is trivial: by (10.4) the Nyquist plot of G = H1 H2 remains within the unit circle, so it cannot encircle the critical point. By the Nyquist stability criterion, the feedback system is stable. Now consider the standard feedback system (C P ). Suppose that the nominal feedback system (C Po ) is stable. Then the system is robustly stable if and only if S = (1 + (Po + P )C );1 and CS are stable. It
166 is a simple exercise to show that
H. Ozbay
S = S (1 + P CS );1 :
Since (C Po ) is stable, S , CS and Po S are stable transfer functions. Now, applying the small gain theorem, we see that if
j P (j!)C (j!)S (j!)j < jW (j!)C (j!)S (j!)j 1 for all !

then S , CS and PS are stable for all P 2 P , which means that the closed-loop system is robustly stable.
10.3 Robust Performance

Besides stability, we are also interested in the performance of the closedloop system. In this section, performance will be measured in terms of worst tracking error energy. As in Chapter 9, de ne the set of all possible reference inputs
R = fR(s) = Wr (s)Ro (s) : kro k2 1g:

Let e(t) := r(t) ; y(t) be the tracking error in the standard unity feedback system formed by the controller C and the plant P . Recall that the worst error energy (over all possible r in R), is
r2R
sup kek2 = sup jWr (j!)(1 + P (j!)C (j!));1 j = kWr (1 + PC );1 k1 :

!
If a desired error energy bound, say r , is given, then the controller should be designed to achieve
kWr (1 + PC );1 k1
(10.5)
for all possible P = Po + P 2 P . This is the robust performance condition. Of course, the de nition makes sense only if the system is
167
robustly stable. Therefore, we say that the controller achieves robust performance if it is a robustly stabilizing controller and (10.5) holds for all P 2 P . It is easy to see that this inequality holds if and only if
jW1 (j!)S (j!)j < j1 +
P (j! )C (j! )S (j! )j
for all ! and all admissible P , where S (s) = (1 + Po (s)C (s));1 is ; the nominal sensitivity function and W1 (s) := r 1Wr (s). Since the magnitude of P (j!) is bounded by jW (j!)j and its phase is arbitrary for each !, the right hand side of the above inequality can be arbitrarily close to (but it is strictly greater than) 1 ;jW (j!)C (j!)S (j!)j. Hence (10.5) holds for all P 2 P if and only if
jW1 (j!)S (j!)j + jW2 (j!)T (j!)j 1
for all !
(10.6)
where T = 1 ; S is the nominal complementary sensitivity function and W2 (s) = Wm (s) is the multiplicative uncertainty bound jWm (j!)j > jPo;1 (j!) P (j!)j. In the literature, W1 (s) is called the performance weight and W2 (s) is called the robustness weight. In summary, a controller C achieves robust performance if (C Po ) is stable and (10.6) is satis ed for the given weights W1 (s) and W2 (s). Any stabilizing controller satis es the robust performance condition for ;( some specially de ned weights. For example, de ne W1 (s) = S(s) and s) s W2 (s) = T ((s)) with any ; and satisfying j;(j!)j + j (j!)j = 1, then (10.6) is automatically satis ed. Hence, we can always rede ne W1 and W2 to assign more weight to performance (larger W1 ) by reducing the robustness weight W2 and vice versa. But, we should emphasize that the weights de ned from an arbitrary stabilizing controller may not be very meaningful. The controller should be designed for weights given a priori. More precisely, the optimal control problem associated with robust performance is the following: given a nominal plant Po (s) and two weights W1 (s), W2 (s), nd a controller C (s) such that (C Po ) is
168 stable and
H. Ozbay
jW1 (j!)S (j!)j + jW2 (j!)T (j!)j b 8 !
(10.7)
holds for the smallest possible b. It is clear that the robust performance c condition is automatically satis ed for the weights W1 (s) = b;1 W1 (s) ;1 W2 (s). So, by trying to minimize b we maximize c and W2 (s) = b the amount of allowable uncertainty magnitude and minimize the worst error energy in the tracking problem. optimal proportional controller C (s) = K such that
Example 10.2 Let Po (s) =

!
(s2 +2s+2) s2 (s2 +4s+6) . Here we want to nd the
J (K ) := sup (jS (j!)j + jT (j!)j)
for the smallest possible b, subject to the condition that the feedback system (C Po ) is stable. Applying the Routh-Hurwitz test we nd that K must be positive for closed-loop system stability. Using the Bode plots, we can compute J (K ) for each K > 0. See Figure 10.6 where the smallest b = 2:88 is obtained for the optimal K = Kopt = 7:54. Magnitude plots for jS (j!)j and jT (j!)j are shown in Figure 10.7 for Kopt = 7:54, K1 = 4:67 and K2 = 10:41. In general, the problem of minimizing b over all stabilizing controllers, is more di cult than the problem of nding a controller stabilizing (C Po ) and minimizing in
jW1 (j!)S (j!)j2 + jW2 (j!)T (j!)j2
8 !.
(10.8)
A solution procedure for (10.8) is outlined in Section 10.5. In the literature, this problem is known as the mixed sensitivity minimization, or two-block H1 control problem.
169
J(K) versus K 11 10 9 8 J(K) 7 6 5 4 3 2 0 5 K 10 15
Figure 10.6: J (K ) versus K .
Kopt=7.54 (), K1=4.67 (), K2=10.41 (.)
10
Magnitude
10
10
10
10
10 omega
10
Figure 10.7: jS (j!)j and jT (j!)j.
170
1 Exercise: Show that if = p2 b, then (10.8) implies (10.7).
H. Ozbay
Sometimes robust stability and nominal performance would be sufcient for certain applications. This is weaker (easier to satisfy) than robust performance. The nominal performance condition is
kW1 S k1 1
and the robust stability condition is
(10.9)
kW2 T k1 1:
(10.10)
10.4 Controller Design for Stable Plants

10.4.1 Parameterization of all Stabilizing Controllers
The most important preliminary condition for optimal control problems such as (10.7) and (10.8) is stability of the nominal feedback system (C Po ). Now we will see a description of the set of all C stabilizing the nominal feedback system (C Po ).
Theorem 10.2 Let Po be a stable plant. Then the set of all controllers
stabilizing the nominal feedback system is
o
Q(s) C = C (s) = 1 ; P (s)Q(s) : Q(s) is proper and stable : (10.11)
Proof: Recall that the closed-loop system is stable if and only if
S = (1 + Po C );1 , CS and Po S are stable transfer functions. Now, if C = Q(1 ; PoQ);1 for some stable Q, then S = (1 ; PoQ), CS = Q and Po S = Po (1 ; Po Q) are stable. Conversely, assume (C Po ) is a stable feedback system, then in particular C (1 + Po C );1 is stable. If we let
171
the proof.
Q = C (1 + Po C );1 , then we get C = Q(1 ; Po Q);1 . This completes
For unstable plants, a similar parameterization can be obtained, but in that case, derivation of the controller expression is slightly more complicated, see Section 11.4.3. A version of this controller parameterization for possibly unstable MIMO plants was obtained by Youla et al., 53]. So, in the literature, the formula (10.11) is called Youla parameterization. A similar parameterization for stable nonlinear plants was obtained in 2].
10.4.2 Design Guidelines for Q(s)

An immediate application of the Youla parameterization is the robust performance problem. For a given stable plant Po , with performance weight W1 and robustness weight W2 , we want to nd a controller C in the form C = Q(1 ; Po Q);1 , where Q is stable, such that
jW1 (j!)S (j!)j + jW2 (j!)T (j!)j 1 8 !:

In terms of the free parameter Q(s), sensitivity and complementary sensitivity functions are:
S (s) = 1 ; Po (s)Q(s) and T (s) = 1 ; S (s) = Po (s)Q(s):

Hence, for robust performance, we need to design a proper stable Q(s) satisfying the following inequality for all !
jW1 (j!)(1 ; Po (j!)Q(j!))j + jW2 (j!)Po (j!)Q(j!)j 1 . (10.12)
Minimum phase plants

In the light of (10.12), we design the controller by constructing a proper stable Q(s) such that
172
H. Ozbay
Q(j!) Po;1 (j!) when jW1 (j!)j is large and jW2 (j!)j is small,
jQ(j!)j 0 when jW1 (j!)j 0 and jW2 (j!)j is large.

Obviously, if jW1 (j!)j and jW2 (j!)j are both large, it is impossible to achieve robust performance. In practice, W1 is large at low-frequencies (for good tracking of low-frequency reference inputs) and W2 is large at high frequencies for robustness against high-frequency unmodeled dynamics. This design procedure is similar to loop shaping when the plant Po is minimum phase.
Example 10.3 Consider the following problem data:

2 Po (s) = s2 + 2s + 4 Let Q(s) be in the form
2 e Q(s) = s + 2s + 4 Q(s) 2
W1 (s) = 1 s
W2 (s) = s(1 + 0:1 s) : 10
e where Q(s) is a proper stable transfer function whose relative degree is at least two. The design condition (10.12) is equivalent to
Q (!) := j (1 ; j!(j!)) j + j j! (1 + j 0:1 !) Q(j!) j < 1 8 ! : 10
e e So we should try to select Q(j!) = 1 for all ! !low and jQ(j!)j 1 for all ! !high, where !low can be taken as the bandwidth of the lter p W1 (s), i.e !low = 2 rad/sec, and !high can be taken as the bandwidth of W2 (s);1 , i.e. !high = 10 rad/sec. Following these guidelines, let e us choose Q(s) = (1 + s);2 with ;1 being close to the midpoint p e of the interval ( 2 10), say = 1=5. For Q(s) = (1 + s=5);2 the function (!) is as shown in Figure 10.8: (!) < 0:55 < 1 for all ! hence, robust performance condition is satis ed. Figure 10.9 shows J ( ) := max! (!) as a function of 1= . We see that for all values of
173
;1
value of that minimizes J ( ) is = 1=5:4, as expected, this is close to = 1=5.

0.55
2 (2 10) robust performance condition is satis ed and the best
0.5
0.45 Phi
0.4
0.35
0.3
0.25 2 10
10
10 omega
10
10
Figure 10.8: (!) versus ! for = 1=5.

3
2.5
2 J(tau)
1.5
0.5
0 0
5 1/tau
10
15
Figure 10.9: J ( ) := max! (!) versus 1= .
174
H. Ozbay
Non-minimum phase plants

When Po (s) has right half plane zeros or contains a time delay, we must be more careful. For example, let Po (s) = e;hs (s2 (s;z) 2 with some +2s+2) h > 0 and z > 0. For good nominal performance we are tempted to 2 +2s+2)2 choose Q(s) = Po (s);1 = e+hs (s (s;z) . There are three problems with this choice: (i) Q(s) is improper, (ii) there is a time advance term in Q(s) that makes it non-causal, and (iii) the pole at z > 0 makes Q(s) unstable. The rst problem can be avoided by multiplying Q(s) e by a strictly proper term, e.g., Q(s) = (1 + s);3 with > 0, as demonstrated in the above example. The second and third problems can be circumvented by including the time delay and the right half plane zeros of the plant in T (s) = Po (s)Q(s). We now illustrate this point in the context of robust stability with asymptotic tracking: here we want to nd a stabilizing controller satisfying kW2 T k1 1 and resulting in zero steady state error for unit step reference input, as well as sinusoidal reference inputs with frequency !o . As seen in Section 3.2, G(s) = Po (s)C (s) must contain poles at s = 0 and at s = j!o for asymptotic tracking. At the poles of G(s) the complementary sensitivity T (s) = G(s)(1+ G(s));1 is unity. Therefore, we must have
T (s) s=0 j!o = 1 :
(10.13)
But the controller parameterization implies T (s) = Po (s)Q(s). So, robust stability condition is satis ed only if jW2 (0)j 1 and jW2 ( j!o)j 1. Furthermore, we need Po (0) 6= 0 and Po ( j!o) 6= 0, otherwise (10.13) does not hold for any stable Q(s). If Po (s) contains a time delay, e;hs , and zeros z1 : : : zk in the right half plane, then T (s) must contain at least the same amount of time delay and zeros at z1 : : : zk , because Q(s) cannot have any time advance or poles in the right half
175
k Y zi ; s
plane. To be more precise, let us factor Po (s) as
Po (s) = Pap (s)Pmp (s)
Pap (s) = e;hs
i=1 zi + s
(10.14)
and Pmp (s) = Po (s)=Pap (s) is minimum phase. Then, T (s) = Po (s)Q(s) must be in the form
e T (s) = Pap (s)T (s) e where T = PmpQ is a stable transfer function whose relative degree is at least the same as the relative degree of Pmp(s), e T (s) s=0 j!o = P 1(s) s=0 j!o ap e e and kW2 T k1 1. Once T (s) is determined, the controller parameter e Q(s) can be chosen as Q(s) = T (s)=Pmp (s) (note that Q is proper and stable) and then the controller becomes e Q(s) ( C (s) = 1 ; P (s)Q(s) = T (s)=Pmpes) : o 1 ; Pap (s)T (s)
(10.15)
The controller itself may be unstable, but the feedback system is stable with the choice (10.15).
Example 10.4 Here, we consider P (s) = (s ; 3) :

o
(s2 + 2s + 2)
(s s So, Pap (s) = 3;s and Pmp (s) = (s;+2+3) . We want to design a con2 s+2) 3+ troller such that the feedback system is robustly stable for W2 (s) = 0:5(1 + s=2) and steady state tracking error is zero for step reference inputs as well as sinusoidal reference inputs whose periods are 2 , i.e., !o = 1 rd/sec.
176
H. Ozbay
e There are four design conditions for T (s): e (i) T (s) must be stable, e e (ii) T (0) = (Pap (0));1 = 1, T ( j 1) = (Pap ( j 1));1 = 0:8 j 0:6, e (iii) relative degree of T (s) is at least one, e 2 (iv) jT (j!)j 2(1 + !2 =4); 1 for all !.
We may assume that
2 2+a e e T (s) = a2 s (s + 1 s)3+ a0 + s((ss++ )1) T0 (s) x x3
for some x > 0 the coe cients a2 a1 a0 are to be determined from e the interpolation conditions imposed by (ii), and T0 (s) is an arbitrary stable transfer function. Interpolation conditions (ii) are satis ed if
a0 = x3 a1 = Im( (0:8 + j 0:6)(x + j 1)3 ) a2 = x3 ; Re( (0:8 + j 0:6)(x + j 1)3 ) :
e e Let us try to nd a feasible T (s) by arbitrarily picking T0(s) = 0 and testing the fourth design condition for di erent values of x > 0. By e using Matlab, we can compute kW2 T k1 for each xed x > 0. See Figure 10.10, which shows that the robustness condition (iv) is satis ed for x 2 (0:456 1:027). The best value of x (in the sense that kW2 T k1 is minimum) is x = 0:62.
Exercises: e 1. For x = 0:62, compute T (s) and the associated controller (10.15), verify that the controller has poles at s = 0 j 1. Plot jW2 (j!)T (j!)j
versus ! and check that the robustness condition is satis ed. 2. Find the best value of x 2 (0:456 1:027) which maximizes the vector margin. 2 1 a0 ) e 3. De ne T0(s) := ; ((sa+s2)(+a+s++1) , and pick x = 0:62. Plot jT (j!)j s2 s versus ! for = 0:2 0:1 0:01 0:001. Find kW2 T k1 for the same
177
9 8 7 6 || W2 T || 5 4 3 2 1 0 0 0.5 1 x 1.5 2 2.5 3
e Figure 10.10: kW2 T k1 versus x.

values of and compare these results with the lower bound maxfjW2 (0)j jW2 ( j 1)jg kW2 T k1:
Smith predictor
For stable time delay systems there is a popular controller design method called Smith predictor, which dates back to 1950s. We will see a connection between the controller parameterization (10.11) and the Smith predictor dealing with stable plants in the form Po (s) = P0 (s)e;hs where h > 0 and P0 (s) is the nominal plant model for h = 0. To obtain a stabilizing controller for Po (s), rst design a controller C0 (s) that stabilizes the non-delayed feedback system (C0 P0 ). Then let Q0 := C0 (1 + P0 C0 );1 note that by construction Q0(s) is stable. If we use Q = Q0 in the parameterization of stabilizing controllers (10.11) for Po (s) = P0 (s)e;hs , we obtain the following controller
Q0 C ) C (s) = 1 ; e;hs P(s) )Q (s) = 1 + P (s)C 0((ss)(1 ; e;hs ) : 0 (s 0 0 0
(10.16)
178
H. Ozbay
The controller structure (10.16) is called Smith predictor, 48]. When C is designed according to (10.16), the complementary sensitivity function is T (s) = e;hs T0(s) where T0 (s) is the complementary sensitivity P 0 function for the non-delayed system: T0 (s) = 1+0 (0s()sCC(0s()s) . Therefore, P ) jT (j!)j = jT0 (j!)j for all !. This fact can be exploited to design robustly stabilizing controllers. For a given multiplicative uncertainty bound W2 , determine a controller C0 from P0 satisfying kW2 T0 k1 1. Then, the controller (10.16) robustly stabilizes the feedback system with nominal plant Po (s) = P0 (s)e;hs and multiplicative uncertainty bound W2 (s). The advantage of this approach is that C0 is designed independent of time delay it only depends on W2 and P0 . Also, note that the poles of T (s) are exactly the poles of the non-delayed system T0(s).
10.5 Design of H1 Controllers

A solution for the H1 optimal mixed sensitivity minimization problem (10.8) is presented in this section. For MIMO nite dimensional systems a state space based solution is available in Matlab: the relevant command is hinfsyn (it assumes that the problem data is transformed to a \generalized" state space form that includes the plant and the weights), see 4]. The solution procedure outlined here is taken from 50]. It allows in nite dimensional plant models and uses SISO transfer function representations.
10.5.1 Problem Statement

Let us begin by restating the H1 control problem we are dealing with: given a nominal plant model Po (s) and two weighting functions W1 (s) and W2 (s), we want to nd a controller C stabilizing the feedback system (C Po ) and minimizing > 0 in (!) := jW1 (j!)S (j!)j2 + jW2 (j!)T (j!)j2
2
8 !
179
where S = (1 + Po C );1 and T = 1 ; S . The optimal controller is denoted by Copt and the resulting minimal is called opt . Once we nd an arbitrary controller that stabilizes the feedback system, then the peak value of the corresponding (!) is an upper bound 2 2 for opt . It turns out that for the optimal controller we have (!) = opt for all !. This fact implies that if we nd a stabilizing controller for which (!) is not constant, then the controller is not optimal, i.e., the peak value of (!) can be reduced by another stabilizing controller.
Assumptions and preliminary de nitions

Let fz1 : : : zk g be the zeros and fp1 : : : p`g be the poles of Po (s) in the open right half plane. Suppose that Po (s) = e;hs P0 (s), where P0 (s) is rational and h 0. De ne the following proper stable functions
` Y p ;s Md(s) := pi + s No(s) := Po (s)Msd)(s) : Mn ( i=1 zi + s i=1 i Note that Mn (s) and Md(s) are all-pass and No(s) is minimum phase. Since P0 (s) is a rational function, No (s) is in the form
Mn (s) := e;hs
k Y zi ; s
(s) No(s) = nNo(s) dN

o
for some stable polynomials nNo(s) and dNo (s). Moreover, jPo (j!)j = jNo (j!)j for all !. As usual, we assume Po (s) to be strictly proper, which means that deg(nNo ) < deg(dNo ). For example, when
2 + 3) Po (s) = e;3s (s 5(s ;s1)+(s s + 2)2 2 2 ; 2)(
we de ne
Mn(s) = e;3s (1 ; s)2 (1 + s)

2
Md(s) = (2 ; s) (2 + s)
180
H. Ozbay
s+ 2 No(s) = (s;5(2)(s21) (2ss+ 3) 2 : + + + 2)

We assume that W1 (s) is in the form W1 (s) = nW1 (s)=dW1 (s), where nW1 (s) and dW1 (s) are stable polynomials with deg(nW1 ) = deg(dW1 ) = n1 1. We will also use the notations
M1(s) := dW1 (;s) dW (s)

1
; E (s) := nW1 ((ss) ; 2 dW1 (;s) : dW1 ) nW1 (s)

W Recall that since W2 (s) = Wm (s) we have jW2 (j!)j = jjPo(j!)jj , (j!) where jW (j!)j is the upper bound of the additive plant uncertainty magnitude. So we let W2 (s) = W (s)No (s);1 with W (s) = nW (s)=dW (s), where nW (s) and dW (s) are stable polynomials and we assume that deg(nW ) = deg(dW ) 0.
10.5.2 Spectral Factorization

Let A(s) be a transfer function such that A(j!) is real and A(j!) for all !, for some > 0. Then, there exists a proper stable function B (s) such that B (s);1 is also proper and stable and jB (j!)j2 = A(j!). Construction of B (s) from A(j!) is called spectral factorization. There are several optimal control problems whose solutions require spectral factorizations H1 control is one of them. For the solution of mixed sensitivity minimization problem de ne
A(j!) := jW (j!)j2 + jW1 (j!)j2 jNo (j!)j2 ; jW (j!)j 2
;1
Since W1 (s), W (s) and No (s) are rational functions, we can write A(s) = nA(s)=dA(s) where nA(s) and dA(s) are polynomials:
nA(s) = dW1 (s)dW1 (;s)dNo (s)dNo (;s)dW (s)dW (;s)
181
dA(s) = nW1 (;s)nW1 (s)nNo (s)nNo (;s)dW (s)dW (;s) + dW1 (;s)dW1 (s)dNo (s)dNo (;s)nW (s)nW (;s) ; ;2 nW1 (;s)nW1 (s)dNo (s)dNo (;s)nW (s)nW (;s):
By symmetry, if p 2 C is a root of dA(s), then so is ;p. Suppose ^ ^ is such that dA(s) has no roots on the Im-axis. Then we can label the roots of dA(s) as p1 : : : p2nb with pnb +i = ;pi , and Re(^i ) < 0 for all ^ ^ ^ ^ p i = 1 : : : nb . Finally, the spectral factor B (s) = nB (s)=dB (s) can be determined as
nB (s) = dW1 (s) dNo (s) dW (s) dB (s) =
dA(0)
nb Y
Note that B (s) is unique up to multiplication by ;1 (i.e. B (s) and ;B (s) have the same poles and zeros, and the same magnitude on the Im-axis). Another important point to note is that both B (s) and B (s);1 are proper stable functions.
i=1
(1 ; s=pi): ^
10.5.3 Optimal H1 Controller

The optimal H1 controller can be expressed in the form )M )E Copt (s) = W1 (s) L (s) + B (sM (ds()sM (s) N (s)B (s) (10.17) opt opt opt 1 n (s) o where Lopt (s) = nL(s)=dL(s), for some polynomials nL(s) and dL(s) with deg(nL) = deg(dL) (n1 + ` ; 1). The function Lopt (s) is such b that Dopt(s) and Dopt(s) do not have any poles at the closed right half plane zeros of Md(s) and E (s): (s ) opt Dopt(s) := Lopt (s) + B (sM1 (s()sMn(s) No (s)B (s) (10.18) )Md )E ; opt( b Dopt(s) := Lopt ((s))M 1(=LE (s;s) (10.19) B s d s) ) Next, we compute Lopt(s) and opt from these interpolation conditions.
182
H. Ozbay
First, note that the zeros of E (s) can be labeled as z1 : : : z2n1 , with ^ ^ zn1 +i = ;zi and Re(^i ) 0 for all i = 1 : : : n1 . Now de ne ^ ^ z
i :=
pi i = 1 : : : ` zi;` i = ` + 1 : : : ` + n1 =: n ^
where pi , i = 1 : : : ` are the zeros of Md(s) (i.e., unstable poles of the plant). For simplicity, assume that i 6= j for i 6= j . Total number of unknown coe cients to be determined for nL(s) and dL(s) is 2n. Because of the symmetric interpolation points, it turns out that b nL(s) = dL(;s) and hence Dopt (s) 0. Let us introduce the notation
dL(s) = nL(s) =
v v
n;1 X i=0 n;1 X i=0

v
i si = 1
s s
sn;1 ]
(10.20)
J v
i (;s)i = 1
sn;1 ] n
(10.21)
where := 0 : : : n;1 ]T denotes the vector of unknown coe cients of dL(s) and n is an n n diagonal matrix whose ith diagonal entry is (;1)i+1 , i = 1 : : : n. For any m 1 de ne the n m Vandermonde matrix
J V
21 6 .. m := 4 .
1
.. .
m;1 3
1
m;1 n
F
.. .
7 5
and the n n diagonal matrix whose ith diagonal entry is F ( i ) for i = 1 : : : n where
F (s) := M1(s)Mn (s)No (s)B (s):

Finally,
R
opt
is the largest value of for which the n n matrix

F V
:= n n +
V J
183
R
is singular. By plotting the smallest singular value of (in Matlab's notation min(svd( ))) versus we can detect opt . The corresponding singular vector opt satis es
R v R
opt vopt
=0
R
(10.22)
v
where opt is the matrix evaluated at = opt . The vector opt de nes Lopt(s) via (10.20) and (10.21). The optimal controller Copt (s) is determined from Lopt(s) and opt .
R
The controller (10.17) can be rewritten as 1 Copt (s) = dW1 (s) 1 + H (s) opt opt opt H (s) := Dopt (s) ; 1
opt
(10.23) (10.24)
where Dopt (s) is given by (10.18), and
dopt
W (1) jW (1)j= dopt := Dopt(1) = q1 1 ; jW1 (1)j2 =
2 opt : 2 opt
Clearly Hopt (s) is strictly proper, moreover it is stable if Lopt(s) is stable. Controller implementation in the form (10.23) is preferred over (10.17) because when Mn(s) contains a time delay term, it is easier to approximate Hopt (s) than Dopt (s).
Example 10.5 We now apply the above procedure to the following

problem data:
Our aim is to nd opt and the corresponding H1 optimal controller Copt (s). We begin by de ning (1 ; s) Mn(s) = e;hs Md(s) = (1 + s) No (s) = (1;1s) + 2 ) + (100 2 ; 1)s2 : M1(s) = (1 ; 10s) E (s) = (100 ; + 10s)(10 + s) (1 + 10s) (1
e;hs Po (s) = (s ; 1)
(10 W1 (s) = (1 ++ ss)) 10
W (s) = 0:1 :
184 Next, we perform the spectral factorization for
H. Ozbay
dA(s) = (100:01 ; ;2) ; (2:01 ; 1:01 ;2)s2 + (1 ; 0:01 ;2)s4 :

Sincep (s)dB (;s) = dA(p we de ne dB (s) = (a + bs + cs2 ), where dB s) p a = 100:01 ; ;2 , c = 1 ; 0:01 ;2, b = 2:01 ; 1:01 ;2 + 2ac that leads to
;hs(10s ; +s B (s) = (1a++10s)(1cs2 ) ) and F (s) = (e + bs + cs21) : ( bs + a )
Let min be the smallest and max be the largest values for which this spectral factorization makes sense, i.e., a > 0, b > 0, c > 0. Then, opt lies in the interval ( min p max ). A simple algebra shows that 100 min = 0:2341, and max = q :01 = 10. For 2 (0:2341 10) the 100 zeros of E (s) are z1 2 = j 100 ;;21 and the only zero of Md(s) is ^ 2 q 100 p1 = 1. Therefore, we may choose 1 = 1 and 2 = j 100 ;;21 . Then, 2 the 2 2 matrix is
R R
1 1
1 2
1 0 ; F (0 1 ) F (0 ) 0 ;1 2
R
1 1
1 2
The smallest singular value of versus plots are shown in Figure 10.11 for three di erent values of h = 0:1 0:5 0:95. We see that the optimal values are opt = 0:56 1:23 2:49, respectively (since the zeros of E (s) are not distinct at = 10, the matrix becomes singular, independent of h at this value of this is the reason that we discard = 10). The optimal controller for h = 0:1 is determined from opt = 0:56 and the corresponding opt = ;0:4739 ; 0:8806]T, which gives dL(s) = ;(0:4739 + 0:8806 s). Since nL(s) = dL(;s) we have Lopt(s) = (1 ; 1:86s)=(1 + 1:86s). Note that Lopt (s) is stable, so the resulting Hopt (s) is stable as well. The Nyquist plot of Hopt (j!) is shown in Figure 10.12, from which we deduce that Copt (s) is stable.
R v
185
1.5 h=0.1 h=0.5 h=0.95 1 min(svd(R)) 0.5 0 0
6 gamma
10
12
Figure 10.11:
min(svd(R))
versus .
Nyquist Plot of Hopt, h=0.1 0 5 10 15 5 0 0.5 1 1.5 2 0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4 0.5
10
15
20
25
30
Nyquist Plot of Hopt Zoomed
Figure 10.12: Nyquist plot of Hopt (j!) for h = 0:1.
186
H. Ozbay
Example 10.6 Here we consider a nite dimensional plant model P (s) = (2 ; s)

o
(2 + s)(1 + s)
with the weights W1 (s) and W (s) being the same as in the previous example. In this case, the plant is stable and W1 (s) is rst order, so n = n1 + ` = 1, which implies that Lopt (s) = 1. The matrix is 1 1 and opt is the largest root of
R R
= 1 + F( ) = 0
2
(10.25)
where is equal to
of the previous example and
; s F (s) = (2 (1 s)(10+)(2 ; s) 2 ) + a bs + cs
a b c being the same as above. The root of equation (10.25) in 2 (0:2341 10) is opt = 0:83. After internal pole zero cancelations within
the optimal controller, we get
s + 1) Copt (s) = 8:3 (s(s + 2)(s + 0:1) : + 15)(
10.5.4 Suboptimal H1 Controllers

In this section, we characterize the set of all suboptimal H1 controllers stabilizing the feedback system (C Po ) and achieving (!) 2 for a given suboptimal performance level > opt . All suboptimal controllers have the same structure as the optimal controller: 1 1 Csub (s) = Wd(s) 1 + H (s) sub sub Dsub (s) ; 1 Hsub (s) := d sub Lsub(s) + M1 (s)Mn (s)No (s)B (s) Dsub (s) := B (s)Md(s)E (s) dsub := Dsub (1) :
187
In this case Lsub(s) is in the form ( b Lsub(s) = L0 (s) 1 + Qbs)=L(;s) 1 + L(s)Q(s) (10.26)
where Q(s) is an arbitrary proper stable transfer function with b kQk1 1 and L0(s) = nL0(s)=dL0 (s), L(s) = nL0 (;s)=dL0(s), with deg(nL0 ) = deg(dL0 ) n. By using (10.26) in Dsub (s) we get
bs b Dsub(s) = D0 (s) ; D(s) L(b)Q(s) 1 + L(s)Q(s) s )N D0 (s) := L0(s) + BMs1)(M)Msn)(s(s)o (s)B (s) ( d( E 0 ; 0 s b D(s) := LB((s))M 1(=LE((;) ) : s d s) s
In particular, for Q(s) = 0 we have Dsub (s) = D0 (s). Note that, in this case there are 2(n + 1) unknown coe cients in nL0 and dL0 . The interpolation conditions are similar to the optimal b case: D0 (s) and D(s) should have no poles at the closed right half plane zeros of Md (s) and E (s). These interpolation conditions give 2(n1 + `) = 2n equations. We need two more equations to determine nL0 and dL0 . Assume that nW1 (s) has a zero z that is distinct from ~ ; i for all i = 1 : : : n. Then, we can set dL0 (~) = 0 and nL0 (~) = 1. z z The last two equations violate the symmetry of interpolation conditions, b so nL0 (s) 6= dL0 (;s) and hence D(s) 6= 0. Let us de ne
dL0 (s) = 1 s nL0(s) = 1 s ~n+1 = 1 z ~

z v v v
zn] ~
w
sn ] sn ]
v w
(10.27) (10.28)
where = 0 n ]T and = 0 n ]T are the unknown coe cients of dL0 (s) and nL0 (s), respectively. The set of 2(n + 1) equations corresponding to the above mentioned interpolation conditions can be
w w
188
Nyquist Plot of Hsub, h=0.1 0 5 10 15 5 0 0.5 1 1.5 g=0.57 g=0.6 g=0.7 g=5 0 0.1 0.2 0.3 0.4 0.5 g=0.57 g=0.6 g=0.7 g=5 0 5 10 15 20 25 30 Nyquist Plot of Hsub Zoomed
H. Ozbay
2 0.5 0.4 0.3 0.2 0.1
Figure 10.13: Nyquist plot of Hsub (j!) for h = 0:1. written as
2 0n 1 3 2 6 0n 1 7 6 6 7=6 6 0 7 6 4 5 4
1
n+1 F Vn+1 Jn+1 01 (n+1) ~n+1 z

V
n+1 7 Vn+1 Jn+1 7 7 ~n+1 5 z 01 (n+1)

F V
3
w v
(10.29)
For > opt equations (10.29) yield unique vectors and . Then, by (10.27) and (10.28) we de ne nL0(s) and dL0 (s), and thus parameterize all suboptimal H1 controllers via Lsub (s), (10.26).
w v
Example 10.7 For the H1 optimal control problem studied in Ex-
ample 10.5 we have determined Copt (s) for h = 0:1. Now we nd suboptimal controllers for the same plant with a performance level > 0:56 = opt . In this case, we construct the set of equations (10.29) and solve for and , these vectors along with an arbitrarily selected proper stable Q(s), with kQk1 1, give Lsub (s), which de nes Csub (s). For Q = 0, i.e. Lsub = L0 , the Nyquist plots of Hsub (s) are shown in Figure 10.13 for = 0:57 0:6 0:7 5.
v w
189

1. Consider the set of plants P := P (s) = Po (s) + (s) : p (s) is stable and j (j!)j < 2 8 ! 1 where the nominal plant transfer function is Po (s) = s+4 . We want to design a controller in the form C (s) = K such that s (i) the nominal feedback system is stable with closed-loop system poles r1 and r2 satisfying Re(ri ) < ;1 for i = 1 2 and (ii) the feedback system is robustly stable. Show that no controller exists that can satisfy both (i) and (ii). 2. A second-order plant model is in the form 2 o P (s) = s2 + 0:2!!s + ! : 2 o o Let !o 2 (9 15) and 2 (0:1 0:3) with nominal values !o = 10 and = 0:15, i.e. Po (s) := s2 +320+100 . Find an appropriate W (s) s so that
jP (j!) ; Po (j!)j < jW (j!)j 8 ! :

40+s De ne W2 (s) = W (s)Po (s);1 and W1 (s) = 1+100s . By using the Youla parameterization nd a controller achieving robust performance: jW1 (j!)S (j!)j + jW2 (j!)T (j!)j 1 8 !.
3. Let
Po (s) = e;2s P0 (s)
and W2 (s) = 0:8(1+s=4)2. Design a robustly stabilizing controller achieving asymptotic tracking of step reference inputs. Write this controller in the Smith predictor form C ) C (s) = 1 + P (s)C 0((ss)(1 ; e;2s ) 0 0
( ; 1) P0 (s) = (s + 2)(s 2 + 2s + 2) s
190 and determine C0 (s) in this expression. 4. Consider the H1 optimal control problem data ( ; ) Po (s) = (z +zs)(ss+ 1)
H. Ozbay
(10 W1 (s) = (1 ++ ss)) W (s) = 0:1 10
and plot opt versus z > 0. Compute H1 optimal controllers for z = 0:2 1 20. What are the corresponding closed-loop system poles? 5. Consider Example 10.5 of Section 10.5.3. Find the H1 optimal controllers for h = 0:5 sec and h = 0:95 sec. Are these controllers stable?
b 6. (i) Find L0(s) and L(s) of the suboptimal controllers determined in Example 10.7 of Section 10.5.4 for h = 0:1 sec with = 0:57 0:6 0:7 5. (ii) Select Q(s) = 0 and obtain the Nyquist plot of Hsub (s) for h = 0:5 sec and = 1:25 1:5 7:5. Plot (!) versus ! corresponding to these suboptimal controllers. ;s s; (iii) Repeat (ii) for Q(s) = e (s(+3)3) .
Chapter 11
Basic State Space Methods

The purpose of this chapter is to introduce basic linear controller design methods involving state space representation of a SISO plant. The coverage here is intended to be an overview at the introductory level. Interested readers are referred to new comprehensive texts on linear system theory such as 3], 6], 11], 47], 54].
11.1 State Space Representations

Consider the standard feedback system shown in Figure 11.1, where the plant is given in terms of a state space realization Plant :
x(t) = Ax(t) + Bu(t) _ yo(t) = Cx(t) + Du(t)
(11.1)
Here A, B , C and D are appropriate size constant matrices with real entries and x(t) 2 IRn is the state vector associated with the plant. 191
192
v(t) r(t) + y(t) + + u(t) P(s) y(t)
o
H. Ozbay
C(s)
+ n(t)
Figure 11.1: Standard feedback system. We make the following assumptions: (i) D = 0, which means that the plant transfer function P (s) = C (sI ; A);1 B + D, is strictly proper, and (ii) u(t) and yo (t) are scalars, i.e., the plant is SISO. The multiple output case is considered in the next section only for the speci c output yo (t) = x(t). The realization (11.1) is said to be controllable if the n n controllability matrix U is invertible:
U := B .. AB ..
.. n;1 .A B
(11.2)
(U is obtained by stacking n vectors Ak B , k = 0 : : : n ; 1, side by side). Controllability of (11.1) depends on A and B only so, when U is invertible, we say that the pair (A B ) is controllable. The realization (11.1) is said to be observable if the pair (AT C T ) is controllable (the superscript T denotes the transpose of a matrix). Unless otherwise stated, the realization (11.1) will be assumed to be controllable and observable, i.e., this is a minimal realization of the plant (which means that n, the dimension of the state vector, is the smallest among all possible state space realizations of P (s)). In this case, the poles of the plant are the roots of the polynomial det(sI ; A). From any minimal realization fA B C Dg, another minimal realization fAz Bz Cz Dg can be obtained by de ning z (t) = Zx(t) as the new state vector, where Z is an arbitrary n n invertible matrix. Note that Az = ZAZ ;1 , Bz = ZB and Cz = CZ ;1 . Since these two realizations
193
represent the same plant, they are said to be equivalent. In Section 2.1, we saw the controllable canonical state space realization 0(n;1) 1 I(n;1) (n;1) 0 Ac := Bc := (n;1) 1 (11.3) ;an ;a1 1 Cc := bn b1 ] D := d (11.4) which was derived from the transfer function
n;1 + : N P (s) = DP (s) = sn b1 s sn;1 :+::+: bn a + d: (s) +a : + P
1
So, for any given minimal realization fA B C Dg there exists an in; ; vertible matrix Zc such that Ac = Zc AZc 1 , Bc = Zc B , Cc = CZc 1 .
Exercise: Verify that Zc = UcU ;1 where Uc is the controllability

matrix, (11.2), of the pair (Ac Bc ). Transfer function of the plant, P (s), is obtained from the following identities: the denominator polynomial is
DP (s) = det(sI ; A) = det(sI ; Ac ) = sn + a1 sn;1 +

and when d = 0, the numerator polynomial is
+ an
NP (s) = C adj(sI ; A)B = b1 sn;1 + : : : + bn

where adj(sI ; A) = (sI ; A);1 det(sI ; A), which is an n n matrix whose entries are polynomials of degree less than or equal to (n ; 1).
11.2 State Feedback

Now consider the special case yo (t) = x(t) (i.e., the C matrix is identity and all internal state variables are available to the controller) and assume r(t) = n(t) 0. In this section, we study constant controllers of
194
H. Ozbay
the form C (s) = K = kn : : : k1 ]. The controller has n inputs, ;x(t) which is n 1 vector, and it has one output therefore K is a 1 n vector. The plant input is
u(t) = v(t) ; Kx(t)

and hence, the feedback system is represented by
x(t) = Ax(t) + B (v(t) ; Kx(t)) = (A ; BK )x(t) + Bv(t): _

We de ne AK := A ; BK as the \A-matrix" of the closed-loop system. Since (A B ) is controllable, it can be shown that the state space system (AK B ) is controllable too. So, the feedback system poles are the roots of the closed-loop characteristic polynomial c(s) = det(sI ; (A ; BK )). In the next section, we consider the problem of nding K from a given desired characteristic polynomial c(s).
11.2.1 Pole Placement

For the special case A = Ac and B = Bc , it turns out that (Ac ; Bc K ) has the same canonical structure as Ac , and hence,
c (s) = det(sI ; (Ac ; Bc K )) = sn + (a1 + k1 )sn;1 +
+ (an + kn ):
Let the desired characteristic polynomial be

c (s) = sn + 1 sn;1 +
+ n:
Then the controller gains should be set to ki = ( i ; ai ), i = 1 : : : n.
Example 11.1 Let the poles of the plant be ;1 0 2 j 1, then DP (s) = s4 ; 3s3 + s2 + 5s. Suppose we want to place the closed-loop system poles to ;1 ;2 ;2 j 1, i.e., desired characteristic polynomial
is c (s) = s4 + 7s3 + 19s2 + 23s + 10. If the system is in controllable
195
canonical form and we have access to all the states, then the controller C (s) = k4 k3 k2 k1 ] solves this pole placement problem with k1 = 10, k2 = 18, k3 = 18 and k4 = 10. If the system (A B ) is not in the controllable canonical form, then we apply the following procedure:
Step 0
. Given A and B , construct the controllability matrix U via (11.2). Check that it is invertible, otherwise closed-loop system poles cannot be placed arbitrarily. . Given A, set DP (s) = det(sI ; A) and calculate the coe cients a1 : : : an of this polynomial. Then, de ne the controllable canonical equivalent of (A B ):
Step 1
Ac =
Step 2
0(n;1)
;an
I(n;1) (n;1) ;a1
Bc =
0(n;1) 1
Step 3
e k . Let ei = i ; ai for i = 1 : : : n and K = en : : : e1 ]. Then, k k the following controller solves the pole placement problem: e C (s) = K = KUc U ;1
. Given desired closed-loop poles, r1 : : : rn , set c (s) = (s ; r1 ) (s ; rn ) = sn + 1 sn;1 + + n .
where Uc is the controllability matrix associated with (Ac Bc).

Step 4
. Verify that the roots of c (s) = det(sI ; (A ; BK )) are precisely r1 : : : rn .
Example 11.2 Consider a system whose A and B matrices are
21 0 13 213 A = 6 0 ;2 2 7 B = 6 1 7 : 4 5 4 5
0 1 0 0
196
H. Ozbay
. . First we compute U = B .. AB .. A2 B ] and check that it is invertible:
21 1 U = 6 1 ;2 4
0
2 67 5 1 ;2
2 U ;1 = 6 4
1 2 5 1 ;1 ;2 7 : 5 0:5 ;0:5 ;1:5
Next, we nd DP (s) = det(sI ; A) = s3 + s2 ; 4s + 2. The roots of DP (s) are ;2:73, 0:73, and 1:0, so the plant is unstable. From the coe cients of DP (s), we determine Ac and compute Uc:
2 Ac = 6 4
0 1 0 0 0 17 5 ;2 4 ;1
203 Bc = 6 0 7 4 5
1
20 Uc = 6 0 4
0 1 1 ;1 7 : 5 1 ;1 5
Suppose we want the closed-loop system poles to be at ;2, ;1 j 1, then c (s) = s3 + 4s2 + 6s + 4. Comparing the coe cients of c (s) and e DP (s) we nd K = 2 10 3]. Finally, we compute
e K = KUc U ;1 = 7:5 ; 4:5 ; 9:5] :

Verify that the roots of det(sI ; (A ; BK )) are indeed ;2, ;1 j 1. When the system is controllable, we can choose the roots of c (s) arbitrarily. Usually, we want them to be far from the Im-axis in the left half plane. On the other hand, if the magnitudes of these roots are very large, then the entries of K may be very large, which means that the control input u(t) = ;Kx(t) (assume v(t) = 0 for the sake of argument) may have a large magnitude. To avoid this undesirable situation, we can use linear quadratic regulators.
11.2.2 Linear Quadratic Regulators

In the above setup, assume v(t) = 0 and x(0) = xo 6= 0. By a state feedback u(t) = ;Kx(t) we want to regulate a ctitious output y(t) = Qx(t) e e
197
e to zero (the 1 n vector Q assigns di erent weights to each component e of x(t) and it is assumed that the pair (AT QT) is controllable), but we do not want to use too much input energy. The trade-o can be characterized by the following cost function to be minimized:
JLQR (K ) :=
Z 1;
0
jy(t)j2 + jr u(t)j2 dt = kyk2 + kr uk2 (11.5) e e e2 e 2
where r > 0 determines the relative weight of the control input: when e r is large the cost of input energy is high. The optimal K minimizing e the cost function JLQR is
K2 := r;2 B T X e
(11.6)
where X is an n n symmetric matrix satisfying the matrix equation
ee AT X + XA ; r;2 XBB T X + QTQ = 0 e

which can be solved by using the lqr command of Matlab. The subscript 2 is used in the optimal K because JLQR is de ned from the L2 0 1) norms of y and ru, (11.5). e e
In this case, the plant is P (s) = (sI ; A);1 B and the controller is C (s) = K , so the open-loop transfer function is G(s) = C (s)P (s) = K (sI ; A);1 B . For K = K2, it has been shown that (see e.g., 54]) G(j!) satis es j1 + G(j!)j 1, for all !, which means that VM 1, PM 60 , GMupp = 1 and GMlow 1 . 2
e Example 11.3 Consider A and B given in Example 11.2 and let Q = 1 4 ; 2], r = 1. Then, by using the lqr command of Matlab e we nd K = 9:3 ; 4:82 ; 10:9]. For r = 10 and r = 0:1, the e e results are K = 6:5 ; 3:0 ; 6:5] and K = 56:6 ; 34:6 ; 84:6],
respectively. Figure 11.2 shows the closed-loop system poles, i.e. the roots of c (s) = det(sI ; (A ; BK2 )), as r;1 increases from 0 to +1. e
198
1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1 4.5 4 3.5 3 2.5 2 Real Axis 1.5 1 0.5 0
H. Ozbay
Figure 11.2: Closed-loop poles for an optimal LQR controller. The gure coincides with the root locus plot of an open-loop system whose poles are ;2:73 ;1:0 ;0:73 and zeros are ;0:4 j 0:2. Recall that the roots of det(sI ; A) are ;2:73, 1:0 and 0:73. Also, check that e the roots of Qadj(sI ;A)B are 0:4 j 0:2. To generalize this observation, e let p1 : : : pn be the poles and z1 : : : zm be the zeros of Q(sI ; A);1 B . ~ ~ ~ ~ Now de ne pi = pi if Re(pi ) 0 and pi = ;pi if Re(pi ) > 0, for ~ ~ ~ ~ i = 1 : : : n. De ne z1 : : : zm similarly. Then, the plot of the roots of e c (s), as r;1 increases from 0 to +1, is precisely the root locus of a system whose open-loop poles and zeros are p1 : : : pn , and z1 : : : zm , respectively.
Exercise. For the above example, nd G(s) = K (sI ; A);1 B draw the Nyquist plot, verify the inequality j1 + G(j!)j 1 and compute the
stability margins VM, PM, GMupp, GMlow for r = 0:1 1:0 10. e Another interpretation of the LQR problem is the following. De ne e (s) := Q(sI ; (A ; BK ));1 , 2 (s) := rK (sI ; (A ; BK ));1 and e 1
Imag Axis
e J2 (K ) :=
Z1
;1
(k 1 (j!)k2 + k 2(j!)k2 )d!
(11.7)
where we have used the notation kV k := jv1 j2 + : : : + jvn j2 for any 1 n complex vector V = v1 : : : vn ]. Then, the problem of minimizing e JLQR (K ) is equivalent to minimizing J2 (K ) over all state feedback gains K resulting in a stable c (s) = det(sI ; (A ; BK )). A slightly modi ed optimal state feedback problem is to nd K such that the roots of c (s) are in the open left half plane and
199
e H2 :=
Z +1
;1
(jW1 (j!)S (j!)j2 + jW2 (j!)T (j!)j2 )d!
(11.8)
is minimized for
e jW1 (j!)j = jQ(j!I ; A);1 B j and jW2 (j!)j = r e
(11.9)
where S (s) = (1+ G(s));1 , T (s) = 1 ; S (s) and G(s) = K (sI ; A);1 B . e It turns out that K2 is also the optimal K minimizing H2 , see 54, pp. 390-391].
11.3 State Observers

In the previous section, we assumed that the state variables are available for feedback. We now return to our original SISO setting, where yo (t) = Cx(t) is the single output of the plant. The basic idea in state space based control is to generate x(t), which is an estimate of x(t) obtained b from y(t), and then use x(t) in state feedback as if it were the actual b x(t). A state observer is used in generating the state estimate x(t): b _ x(t) = Ax(t) + Bu(t) + L(y(t) ; C x(t)) b b b (11.10)
where L is the n 1 observer gain vector to be designed. The observer (11.10) mimics the plant (11.1) with an additional correction term L(y(t) ; y(t)), where y(t) = C x(t). b b b
200 The estimation error (t) := x(t) ; x(t) satis es b

e e
H. Ozbay
_ _ (t) = x(t) ; x(t) = (A ; LC ) (t): _ b

e e e e
Therefore, (t) is the inverse Laplace transform of (sI ;(A;LC ));1 (0), where (0) is the initial value of the estimation error. We select L in such a way that the roots of o (s) = det(sI ; (A ; LC )) are in the open left half plane. Then, (t) ! 0 as t ! 1. In fact, the rate of decay of (t) is related to the location of the roots of o (s). Usually, these roots are chosen to have large negative real parts so that x(t) converges to b x(t) very fast. Note that
e e
o (s) = det(sI ; (A ; LC )) = det(sI ; (AT ; C T LT )):
Therefore, once the desired roots of o (s) are given, we compute L as L = K T, where K is the result of the pole placement procedure with the data c o , A AT , B C T . For arbitrary placement of the roots of o (s), the pair (AT C T ) must be controllable.
Exercise. Let C = 1 ; 4 2] and consider the A matrix of Example 11.2. Find the appropriate observer gain L, such that the roots of o(s) are ;5, ;8 j 2.
11.4 Feedback Controllers

11.4.1 Observer Plus State Feedback
Now we use state feedback in the form u(t) = v(t) ; K x(t), where x(t) is b b generated by the observer (11.10). The key assumption used in (11.10) is that both y(t) and u(t) are known exactly, i.e., there are no disturbances or measurement noises. But v(t) is a disturbance that enters the observer formula via u(t). Also, y(t) = yo (t) + n(t), where yo(t) is the actual plant output and n(t) is measurement noise. We should
201
not ignore the reference input r(t) either. Accordingly, we modify the observer equations and de ne the controller as Controller :
_ bb x(t) = Ax(t) ; L(r(t) ; y(t)) b u(t) = ;K x(t) + v(t) b
b where A := (A ; BK ; LC ). The input to the controller is (r(t) ; y(t)) and the controller output is ;K x(t). Transfer function of the feedback b controller is
N b C (s) = DC (s) = K (sI ; A);1 L: (s)
C
e
(11.11)
In this case, the state estimation error (t) = x(t) ; x(t) satis es b
e
_ (t) = (A ; LC ) (t) + Bv(t) + L(r(t) ; n(t)):

e e
(11.12)
Moreover, the state x(t) can be determined from (t):
x(t) = (A ; BK )x(t) + BK (t) + Bv(t): _

e
(11.13)
Equations (11.12) and (11.13) determine the feedback system behavior: closed-loop system poles are the roots of c (s) = det(sI ; (A ; BK )) and o (s) = det(sI ; (A ; LC )). If the state space realization fA B C g of the plant is minimal, then by proper choices of K and L closed-loop system poles can be placed arbitrarily. In general, the controller (11.11) has n poles: these are the roots of b DC (s) = det(sI ; A). The zeros of the controller are the roots of the b numerator polynomial NC (s) = K adj(sI ; A) L, where adj( ) denotes the adjoint matrix which appears in the computation of the inverse. Therefore, the controller is of the same order as the plant P (s), unless K and L are chosen in a special way that leads to pole zero cancelations within C (s) = NC (s)=DC (s).
202 loop transfer functions are given by
H. Ozbay
Exercise: By using equations (11.12) and (11.13) show that the closedS (s) T (s) C (s)S (s) P (s)S (s)
= = = = (1 ; KM1 (s)B ) (1 + KM2 (s)B ) CM1 (s)B KM2 (s)L (1 ; KM1 (s)B ) KM2(s)L CM1 (s)B (1 + KM2(s)B )
where M1 (s) := (sI ; (A ; BK ));1 , M2 (s) := (sI ; (A ; LC ));1 , S (s) = (1 + P (s)C (s));1 and T (s) = 1 ; S (s).
11.4.2 H2 Optimal Controller

We have seen that by appropriately selecting K and L a stabilizing controller can be constructed. As far as closed-loop system stability is concerned, designs of K and L are decoupled. Let us assume that K is determined from an LQR problem as the optimal gain K = K2 e e associated with the problem data Q and r. Now consider the state estimation error (t) given by (11.12). Suppose r(t) = 0, v(t) 6= 0 and n(t) = ;qw(t) 6= 0 for some constant q > 0. Then, the transfer function e e from v to is 1 (s) = (sI ; (A ; LC ));1 B and the transfer function from w to is 2 (s) = q(sI ; (A ; LC ));1 L. De ne e
e e e
b J2 (L) :=
Z1
;1
(k 1 (j!)T k2 + k 2 (j!)T k2 )d!:
(11.14)
Comparing (11.14) with (11.7), we see that the problem of minimizing b J2 (L) over all L resulting in a stable o (s) = det(sI ; (A ; LC )) is e an LQR problem with the modi ed data A AT , B C T , Q B T , r q, K LT . Hence, the optimal solution is L = L2 : e e
L2 = q;2 Y C T e
(11.15)
203
the n n symmetric matrix Y satis es
AY + Y AT ; q;2 Y C T CY + BB T = 0: e
We can use the lqr command of Matlab (with the data as speci ed above) to nd Y and corresponding L2 . The controller C2opt (s) = K2 (sI ; (A ; BK2 ; L2C ));1 L2 is an H2 optimal controller, see 54, Chapter 14]. As q & 0, the optimal H2 e controller C2opt (s) approaches the solution of the following problem: nd a stabilizing controller C (s) for P (s) = C (sI ; A);1 B , such that e H2 , (11.8), is minimized, where S (s) = (1 + G(s));1 , T (s) = 1 ; S (s), G(s) = C (s)P (s) and the weights are de ned by (11.9). Recall that in (10.8) we try to minimize the peak value of (!) := jW1 (j!)S (j!)j2 + jW2 (j!)T (j!)j2 whereas here we minimize the integral of (!). (11.16)
Example 11.4 Consider the plant P (s) = s3 + ss2 ; 1 s + 6 ;4

with controllable canonical realization
2 A=6 4
0 1 0 0 0 17 5 ;6 4 ;1
203 B = 6 0 7 C = ;1 4 5
1
1 0] :
e Let Q = 1 ; 1 1], r = 2 and q = 0:1. Using the lqr command e e of Matlab we compute the optimal H2 controller as outlined above. Verify that for this example the controller is
(s + 3) ( C2opt (s) = (s +20:6(s2 + 5:34ss+ 10) :52) 5) + 22
204
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and the closed-loop system poles are f;2:6 j 1:7 ;3:0 ;1 j 1 ;1:2g.
e Exercise. Find the poles and zeros of P (s) and Q(sI ; A);1 B. Draw
the root locus (closed-loop system pole locations) in terms of r;1 and e ;1 . Obtain the Nyquist plot of G(j!) = C2opt (j!)P (j!) for the above q e example. Compute the vector margin and compare it with the vector margin of the optimal LQR system.
11.4.3 Parameterization of all Stabilizing Controllers

Given a strictly proper SISO plant P (s) = C (sI ; A);1 B , the set of all controllers stabilizing the feedback system, denoted by C , is parameterized as follows. First, nd two vectors K and L such that the roots of c (s) = det(sI ; (A ; BK )) and o (s) = det(sI ; (A ; LC )) are in the open left half plane (the pole placement procedure can be used here). For any proper stable Q(s) introduce the notation s B )(1 ; CM s CQ (s) := KM (s)L + (1 ; KM (;)CM (s)B Q((s))L) Q(s) (11.17) 1 ; CM (s)L Q (11.18) = KM2 (s)L (+)(1 ; CM2 (s)B) Q((ss)) 1 + KM s B
b b where M2 (s) := (sI ; (A ; LC ));1 , M (s) := (sI ; A);1 and A :=

A ; BK ; LC . Then, the set C is given by
C = f CQ (s) : Q is proper and stableg
(11.19)
where CQ (s) is de ned in (11.17) or (11.18). For Q(s) = 0, we obtain b C (s) = C0 (s) = K (sI ; A);1 L, which coincides with the controller expression (11.11). The parameterization (11.19) is valid for both stable and unstable plants. In the special case where the plant is stable, we can b choose K = LT = 01 n , which leads to A = A and CM (s)B (s) = P (s), and hence, (11.19) becomes the same as (10.11). A block diagram of the feedback system with controller in the form (11.17) is shown in
205
Controller A C + + + x
CQ(s)
+ 1/s
Plant P(s) + B + + + + v u + + A B 1/s x C y o
+ r -L -K
Q(s)
+ + n
Figure 11.3: Feedback system with a stabilizing controller. Figure 11.3. The parameterization (11.19) is a slightly modi ed form of the Youla parameterization, 54]. An extension of this parameterization for nonlinear systems is given in 35].

1. Consider the pair
20 1 A = 6 1 ;2 4
0
0 1 7 5 0 ;3
203 B = 617 : 4 5
0
What are the roots of DP (s) := det(sI ; A) = 0 ? Show that (A B ) is not controllable. However, there exists a 1 3 vector K such that the roots of c(s) = det(sI ; (A ; BK )) are fr1 r2 ;3g where r1 and r2 can be assigned arbitrarily. Let r1 2 = ;2 j 1 and nd an appropriate gain K . In general, the number of assignable poles is equal to the rank of the controllability matrix. Verify that the controllability matrix has rank two in this example. If the non-assignable poles are already in the left half plane, then the pair (A B ) is said to be stabilizable. In this example, the pole at
206
H. Ozbay
;3 is the only non-assignable pole, so the system is stabilizable.

2. Verify that the transfer function of the controller shown in Figure 11.3 is equal to CQ (s) given by (11.17) and (11.18). 3. Show that the closed-loop transfer functions corresponding to the feedback system of Figure 11.3 are:
S (s) T (s) C (s)S (s) P (s)S (s)

4. Given
= = = =
(1 ; KM1(s)B ) (1 + KM2(s)B ; CM2 (s)B Q(s)) CM1 (s)B (KM2 (s)L + (1 ; CM2 (s)L) Q(s)) (1 ; KM1(s)B ) (KM2(s)L + (1 ; CM2 (s)L) Q(s)) CM1 (s)B (1 + KM2 (s)B ; CM2 (s)B Q(s))
where M1 (s) = (sI ;(A;BK ));1 and M2(s) = (sI ;(A;LC ));1 . ( ) P (s) = (s +sz;sz; 1) )(
z > 0 and z 6= 1
obtain the controllable canonical realization of P (s). e Let Q = 10z 1], r = 1 and q = 0:1. e e (i) Compute the H2 optimal controllers for z = 0:1 0:9 1:1 15. Determine the poles and zeros of these controllers and obtain the Nyquist plots. What happens to the vector margin as z ! 1? (ii) Plot the corresponding (!) for each of these controllers. What happens to the peak value of (!) as z ! 1? (iii) Fix z = 4 and let K = K2, L = L2 . Determine the closedloop transfer functions S , T , CS and PS whose general structures are given in Problem 3. Note that s (s CM1 ( P (s) = P (S)S)(s) = C (T )S)(s) = 1 ; KMs)B)B : (s s 1 (s Verify this identity for the H2 control problem considered here.
207
5. Di culty of the controller design is manifested in parts (i) and (ii) of the above exercise problem. We see that if the plant has a right half plane pole and a zero close by, then the vector margin is very small. Recall that VM;1 = kS k1 and S (s) = (1 ; KM1(s)B ) (1 + KM2(s)B ; CM2 (s)B Q(s)). (i) Check that, for the above example, when z = 0:9 we have (s;1) S (s) = (s+1) S0 (s) where s :26) ; ( ; S0 (s) = (ss2 + 1)(57+ 0:9) (s + 47:88)(s ; 3295 s + 9:s05 0:9)Q(s) + 4: s + 9 s2 + 10: Clearly kS k1 = kS0 k1 . Thus, VM;1 = sup jS0 (s)j jS0 (0:9)j = 19
Re(s)>0
which means that VM 0:0526 for all proper stable Q(s), i.e., the vector margin will be less than 0.0526 no matter what the stabilizing controller is. This is a limitation due to plant structure. (ii) Find a proper stable Q(s) which results in VM 0:05. Hint: write S0 (s) in the form
S0 (s) = S1 (s) ; S2 (s)Q(s) where S1 (s) and S2 (s) are proper and stable and S2 (s) has only one zero in the right half plane at z = 0:9. Then set 1 Q(s) = Q0(s) := (1 +1 s)` S1 (s)S;(S) (0:9) 2s where ` is relative degree of S2 (s) and " & 0. Check that Q(s) de ned this way is proper and stable, and it leads to kS0 k1 20 for su ciently small . Finally, the controller is obtained by just plugging in Q(s) in (11.17) or (11.18).
Bibliography
1] Akcay, H., G. Gu, and P. P. Khargonekar, \Class of algorithms for identi cation in H1 : continuous-time case," IEEE Transactions on Automatic Control, vol. 38 (1993), pp. 289-296. 2] Anantharam, V., and C. A. Desoer, \On the stabilization of nonlinear systems," IEEE Trans. on Automatic Control, vol. 29 (1984), pp. 569-572. 3] Antsaklis, P. J., and A. N. Michel, Linear Systems, McGraw-Hill, New York, 1997. 4] Balas, G. J., J. C. Doyle, K. Glover, A. Packard, and R. Smith, -Analysis and Synthesis Toolbox User's Guide, MathWorks Inc., Natick MA, 1991. 5] Barmish, B. R., New Tools for Robustness of Linear Systems, Macmillan, New York, 1994. 6] Bay, J. S., Fundamentals of Linear State Space Systems, McGrawHill, New York, 1999. 7] Belanger, P. R., Control Engineering, Saunders College Publishing, Orlando, 1995. 8] Bellman, R. E., and K. L. Cooke, Di erential Di erence Equations, Academic Press, New York, 1963. 209
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38] Oppenheim, A. V. and A. S. Willsky, with S. H. Nawab, Signals and Systems, 2nd ed., Prentice-Hall, Upper Saddle River NJ, 1997. 39] Ozbay, H., \Active control of a thin airfoil: utter suppression and gust alleviation," Preprints of 12th IFAC World Congress, Sydney Australia, July 1993, vol. 2, pp. 155{158. 40] Ozbay, H., and G. R. Bachmann, \H 2 =H 1 Controller design for a 2D thin airfoil utter suppression," AIAA Journal of Guidance Control & Dynamics, vol. 17 (1994), pp. 722{728. _ 41] Ozbay, H., S. Kalyanaraman, A. Iftar, \On rate-based congestion control in high-speed networks: Design of an H 1 based ow controller for single bottleneck," Proceedings of the American Control Conference, Philadelphia PA, June 1998, pp. 2376{2380. 42] Ozbay, H., and J. Turi, \On input/output stabilization of singular integro-di erential systems," Applied Mathematics and Optimization, vol. 30 (1994), pp. 21{49. 43] Peery, T. E. and H. Ozbay, \H 1 optimal repetitive controller design for stable plants," Transactions of the ASME Journal of Dynamic Systems, Measurement, and Control, vol. 119 (1997), pp. 541{547. 44] Pratap, R., Getting Started with MATLAB 5, Oxford University Press, Oxford 1999. 45] Rohrs C. E., J. L. Melsa, and D. G. Schultz, Linear Control Systems, McGraw-Hill, New York, 1993. 46] Russell, D. L., \On mathematical models for the elastic beam with frequency-proportional damping," in Control and Estimation in Distributed Parameter Systems, H. T. Banks ed., SIAM, Philadelphia, 1992, pp. 125{169.
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47] Rugh, W. J. Linear System Theory, 2nd ed., Prentice-Hall, Upper Saddle River NJ, 1996. 48] Smith, O. J. M., Feedback Control Systems, McGraw-Hill, New York, 1958. 49] Stepan, G., Retarded Dynamical Systems: Stability and Characteristic Functions, Longman Scienti c & Technical, New York, 1989. 50] Toker, O. and H. Ozbay, \H 1 optimal and suboptimal controllers for in nite dimensional SISO plants," IEEE Transactions on Automatic Control, vol. 40 (1995), pp. 751{755. 51] Ulus, C., \Numerical computation of inner-outer factors for a class of retarded delay systems," Int. Journal of Systems Sci., vol. 28 (1997), pp. 897{904. 52] Van Loan, C. F., Introduction to Scienti c Computing: A MatrixVector Approach Using Matlab, Prentice-Hall, Upper Saddle River NJ, 1997. 53] Youla, D. C., H. A. Jabr, and J. J. Bongiorno Jr., \Modern Wiener Hopf design of optimal controllers: part II," IEEE Transactions on Automatic Control, vol. 21 (1976), pp. 319{338. 54] Zhou, K., with J. C. Doyle, and K. Glover, Robust and Optimal Control, Prentice-Hall, Upper Saddle River NJ, 1996.
Index
A1 , 45 H1 , 47 H1 control, 168, 180 H2 optimal controller, 203 I1 , 45 L1 0 1), 44 L2 0 1), 44 L1 0 1), 44
ts (settling time), 36
complementary sensitivity, 163, 178 controllability matrix, 192 controller parameterization, 170, 204 convolution identity, 46 coprime polynomials, 51, 102, 140 DC gain, 122 delay margin (DM), 114 disturbance attenuation, 29 dominant poles, 39 estimation error, 200 feedback control, 27 feedback controller, 201 feedback linearization, 17 nal value theorem, 40 exible beam, 11, 21, 33, 156 ow control, 13, 31, 32 utter suppression, 14 gain margin (GM), 93 lower GMlow , 93 relative GMrel, 94 215
16 plant theorem, 61 32 edge theorem, 59
additive uncertainty bound, 163 airfoil, 14, 21 all-pass, 102, 179 bandwidth, 123 BIBO stability, 45 Bode plots, 96 Bode's gain-phase formula, 144 Cauchy's theorem, 86 characteristic equation, 65, 66 characteristic polynomial, 51, 63, 194 communication networks, 13
216 upper GMupp, 93 generalized Kharitanov's theorem, 59 gust alleviation, 14 high-pass lter, 140, 143 improper function, 28, 135 impulse, 45 interval plants, 56 inverted pendulum, 18 Kharitanov polynomials, 59 Kharitanov's theorem, 58 lag controller, 131 lead controller, 125 lead-lag controller, 133 linear quadratic regulator (LQR), 196, 202 linear system theory, 191 linearization, 16 loopshaping, 139 low-pass lter, 140, 142 LTI system models, 9 nite dimensional, 9 in nite dimensional, 11 MIMO, 5 minimum phase, 140, 144, 171, 175, 179 mixed sensitivity minimization, 168, 178
H. Ozbay
multiplicative uncertainty bound, 167, 178 Newton's Law, 18 Newton's law, 16 noise reduction, 141 nominal performance, 170 nominal plant, 20 non-minimum phase, 174 Nyquist plot, 89, 184 Nyquist stability test, 87 open-loop control, 27 optimal H1 controller, 181 Pade approximation, 106 PD controller, 137 pendulum, 16 percent overshoot, 36, 124 performance weight, 167 phase margin (PM or '), 93, 114 PI controller, 135 PID controller, 41, 135, 137 PO (percent overshoot), 36 pole placement, 194 proper function, 10 quasi-polynomial, 103, 110 repetitive controller, 42 RLC circuit, 22, 33 robust performance, 166{168, 170, 171
217
robust stability, 56, 160, 170 robust stability with asymptotic tracking, 174 robustness weight, 167 root locus, 66 root locus rules, 66 complementary root locus, 79 magnitude rule, 67 phase rule, 67, 80 Routh-Hurwitz test, 53 sensitivity, 30 sensitivity function, 31, 163 servocompensator, 42 settling time, 36, 124 signal norms, 44 SISO systems, 5 small gain theorem, 165 Smith predictor, 178 spectral factorization, 180 stable polynomial, 51 state equations, 9 state estimate, 199 state feedback, 193, 200 state observer, 199 state space realization, 9, 10, 191 controllable, 192 controllable canonical, 10, 193 equivalent, 193 minimal, 192 observable, 192
stabilizable, 205 state variables, 9 steady state error, 40 step response, 35 strictly proper function, 10, 179, 192 suboptimal H1 controller, 186 system identi cation, 26 system norm, 44, 47 system type, 41 Theodorsen's function, 15, 21 time delay, 12, 24, 33, 101, 174, 177, 179, 183 tracking, 141 tracking error, 29, 141, 166, 175 transfer function, 10 transient response, 35 transition band, 144 uncertainty description dynamic uncertainty, 20, 156 parametric uncertainty, 22, 156 unit step, 35, 40 unmodeled dynamics, 156 vector margin, 176 vector margin (VM or ), 95 well-posed feedback system, 28 Youla parameterization, 171, 205

Feedback Control Systems - HOzbay

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Introduction to Feedback Control Theory

Hitay Ozbay Department of Electrical Engineering Ohio State University

Dedication To my wife, Ozlem

2 Modeling, Uncertainty, and Feedback

2.5.2 Tracking : : : : : : : : : : : : : : : : : : : : : : : 29 2.5.3 Sensitivity to Plant Uncertainty : : : : : : : : : : 30 2.6 Exercise Problems : : : : : : : : : : : : : : : : : : : : : 31

6 Frequency Domain Analysis Techniques

6.1 Cauchy's Theorem : : : : : : : : : : : : : : : : : : : : : 86

7 Systems with Time Delays

8 Lead, Lag, and PID Controllers

10 Robust Stability and Performance

11 Basic State Space Methods

Sensors measured output

Introduction to Feedback Control Theory

Math Model and Design Specs

Reevaluate Model and Specs

Designed Feedback Controller

Simulation Results Satisfactory? Yes Experimental Results Satisfactory? No Yes

Figure 1.2: Controller design iterations.

Introduction to Feedback Control Theory

1.2 Mathematical Models

Link 2 Motor 2 Link 1

Motor 1 A three-link rigid robot A single-link flexible robot

Introduction to Feedback Control Theory

Modeling, Uncertainty, and Feedback

x(t) = Ax(t) + Bu(t) _ y(t) = Cx(t) + Du(t)

Y (s) = P (s) U (s)

P (s) = C (sI ; A);1 B + D:

jdj := jslim jP (s)j < 1: j!1

Introduction to Feedback Control Theory

2.2 In nite Dimensional LTI System Models

2.2.1 A Flexible Beam

@ 2 w (0 t) + @ 3 w (0 t) = 0 @ 2w (1 t) + @ 3 w (1 t) = 0 @x2 @x2 @t @x2 @x2 @t

Figure 2.1: A exible beam with free ends.

@ 3w (0 t) + @ 4 w (0 t) = 0 @ 3 w (1 t) + @ 4 w (1 t) = u(t): @x3 @x3 @t @x3 @x3 @t

sinh ; sin cos cosh ; 1

; = (1+s2s) . It can be shown that

2.2.2 Systems with Time Delays

Introduction to Feedback Control Theory

y(t) = u(t ; ) ; v(t) _

h(t) V (t) a c (t)

Y (s) = 1 (e; s U (s) ; V (s)): s

2.2.3 Mathematical Model of a Thin Airfoil

Introduction to Feedback Control Theory

y(t) = c1 z (t) + c2 z(t) _

C0 (sI ; A);1 B0 Y (s) = P (s) = U (s) 1 ; C0 (sI ; A);1 B1 (s)

)( ( + ( ! J 1 r Re( (j!)) = J1 (!r(JJ1!!r )+ YY0!!r )) + YY (!!)(Y1 (J r()!;))20 (!r )) ( ) ( ))2 + ( ( ) ;

2.3 Linearization of Nonlinear Models

x(t) = _x (t) = f (xe + x(t)) = f (xe ) + @f _ @x x=xe x (t) + H:O:T:

which is a linear system.

Example 2.1 The equations of motion of the pendulum shown in Fig-

Introduction to Feedback Control Theory

Length = l Mass = m mgsin mgcos

2.3.2 Feedback Linearization

m = 0:1 kg M = 2 kg ` = 0:5 m g = 9:8 m=sec2 J = m`2=3:

Introduction to Feedback Control Theory

2.4 Modeling Uncertainty

2.4.1 Dynamic Uncertainty Description

j P (j!)j < jW (j!)j for all !:

Introduction to Feedback Control Theory

Example 2.3 Flexible Beam Model. Transfer function (2.7) of the

Then, the di erence is

1 0 1 Y @ 1 + j ! + 4!24n A : jP (j!) ; Po (j!)j = jPo (j!)j 1 ; 1 + j ! ; !2