Astro 250

Crash course on Control Systems

Part I, March 3, 2003
Andy Packard, Zachary Jarvis-Wloszek, Weehong Tan, Eric Wemho
pack@me.berkeley.edu
1
Feedback Systems Motivation
Process to be controlled
- l

-
P

- l

-
? ?
d
1
u
d
2
y
P

Goal: regulate y as desired, by freely manipulating u

Problem: Eect of u on y is partially unknown:
External disturbances, d
1
and d
2
act
Process behavior, P is somewhat unknown, and may drift/change
with time
Note: arrows indicate cause/eect relationships, not necessarily power,
force, ow, etc.
Open-loop regulation: Make H the inverse of P
-
H
- l

-
P

- l

-
? ?
y
des
u
d
1
d
2
y
P

If the unknown eects (d

1
, d
2
, ) are small, this calibration strategy
may work. Well not focus on this.
2
Feedback Systems Motivation
Feedback regulation:
-
C
- l

-
P

- l

-
?
F
?
l

-
? ?
y
des
u
d
1
d
2
y

Benets of feedback
1. Strategy C turns y
des
and y
meas
into u, so u depends on d
1
, d
2
,
(and ). Automatic compensation for the unknowns occurs, but
it is corrupted by .
2. If C is properly designed, the feedback mechanism yields several
benets:
(a) Eects of d
1
and d
2
on y are reduced, and modestly insensitive
to Ps behavior
(b) The output y closely follows the desired trajectory, y
des
, per-
haps responding faster than the process naturally does on its
own.
(c) If the process P is inherently unstable, the feedback provides
constant, corrective inputs u to stabilize the process
3
Feedback Systems Motivation/Nomenclature
-
C
- l

-
P

- l

-
?
F
?
l

-
? ?
y
des
u
d
1
d
2
y

Drawbacks of using feedback

1. A feedback loop requires a sensing element, F, which may be F

2. Measurements potentially introduce additional noise, , into

process
3. System performance or even stability can be degraded if strategy
C is not appropriate for P

Nomenclature
If keeping the mapping from d
1
and d
2
to y small is the focus,
then the problem is a disturbance rejection problem.
If keeping the mapping from r to y approximately unity is the
focus, then the problem is a reference tracking problem.
In either case, the ability for C to augment the systems performance is
dependent on the dynamics of F, the noise level , and the uncertainty
in the process behavior, P

.
4
Feedback Loops Arithmetic
Many principles of feedback control derive from the arithmetic rela-
tions (and their sensitivities) implied by the gure below.
g
C G
g
H
F
S
g
- - - -
-
?
-
?
?

6
Process to be controlled
Sensor
Controller
Filter
r
d
e u
y
n
y
m
y
f

Analysis is oversimplied, not realistic, but relevant.

Lines represent variables, arrows give cause/eect direction, rect-
angular blocks are multiplication operators. Finally, circles are
summing junctions (with subtraction explicitly denoted).
(r, d, n) are independent variables; (e, u, y, y
m
, y
f
) are dependent,
being generated (caused) by specic values of (r, d, n).
Writing each operation in the loop gives
e = r y
f
generate the regulation error
u = Ce control strategy
y = Gu + Hd process behavior
y
m
= Sy + n sensor behavior
y
f
= Fy
m
ltering the measurement
5
d
C G
d
H
F
S
d
- - - -
-
?
-
?
?

6
r
d
y
n

There is a cycle in the cause/eect relationships - specically, starting

at y
f
(r, y
f
) e u
d
y
n
y
m
y
f
ie., a feedback loop. It can be benecial and/or detrimental.
d (and u) aects y, and through the the feedback loop, ultimately
aects u, which in turn aects y. So, through feedback, the control
action, u, may compensate for disturbances d.
However, through feedback, y is aected by the imperfection to
which it is measured, n.
Eliminating the intermediate variables yields the explicit dependence
of y on r, d, n,
y =
GC
1 + GCFS
. .
(ry)
CL
r +
H
1 + GCFS
. .
(dy)
CL
d +
GCF
1 + GCFS
. .
(ny)
CL
n
called the closed-loop relationship.
The goal (unattainable) of feedback (the S, F and C) is: for all reason-
able (r, d, n), make y r, independent of d and n, and this behavior
should be resilent to modest/small changes in G (once C is xed).
6
Goals Implications
The rst two goals are:
1. Make the magnitude of (d y)
CL
signicantly smaller than the
uncontrolled eect that d has on y, which is H.
2. Make the magnitude of (n y)
CL
small, relative to
1
S
.
Implications
Goal 1 implies

H
1 + GCFS

<< |H| ,
which is equivalent to

1
1 + GCFS

<< 1
This, in turn, is equivalent to |GCFS| >> 1.
Goal 2 implies that any noise injected at the sensor output should
be signicantly attenuated at the process output y (with proper
accounting for unit changes by S). This requires

GCF
1 + GCFS

<<
1
|S|
.
This is equivalent to requiring
|GCFS| << 1.
So, Goals 1 and 2 are in direct conict.
7
Conict Impact on achieving Goal 3
3. Make (r y)
CL
response approximately equal to 1
Depending on which of Goal 1 or Goal 2 is followed, Goal 3 is accom-
plished in dierent manners. By itself, goal 3 requires
GC
1 + GCFS
1.
If Goal 1 is satised, then |GCFS| is large (relative to 1), so
GC
1 + GCFS

GC
GCFS
=
1
FS
.
Therefore, the requirement of Goal 3 is that
1
FS
1, |GC| >> 1.
On the other hand, if Goal 2 is satised, then |GCFS| is small
(relative to 1), so
GC
1 + GCFS
GC
Therefore, the requirement of Goal 3 is that
FS << 1, GC 1
These are completely dierent. One is
actually a feedback strategy, and the
other is not it is a calibration strat-
egy.
d
C G
d
H
F
S
d
- - - -
-
?
-
?
?

6
r
d
y
n

8
Tradeos Arithmetic
Let T(G, C, S, F) denote the factor
that relates r to y
T(G, C, S, F) =
GC
1 + GCFS
.
d
C G
d
H
F
S
d
- - - -
-
?
-
?
?

6
r
d
y
n

Use T to denote T(G, C, F, S) for short, and consider two sensitivities:

sensitivity of T to G, and sensitivity of T to the product FS.
Obtain
S
T
G
=
1
1 + GCFS
, S
T
FS
=
GCFS
1 + GCFS
Note that (always)
S
T
G
= 1 + S
T
FS
Hence, if one of the sensitivity measures is very small, then the other
sensitivity measure will be approximately 1. So, if T is insensitive to
G, it will be sensitive to FS and visa-versa.
Defn: For a function F of a many variables (say two) the sensitivity
of F to x is dened as the percentage change in F due to a percentage
change in x. denoted as S
F
x
. For innitesimal changes in x, the
sensitivity is
S
F
x
=
x
F(x, y)
F
x
Other more interesting conservation laws hold.
9
Systems time, signals
Time: dominant (only) independent variable
usual notation, t (and , , ,...)
real number, so t R, often time starts from 0, so t R
+
Signals: real-valued, functions on time variable
usual notation, u, y, x, w, v
explicit example: u(t) = e
3t
sin 4t for all t R
+
.
Systems: mapping from signal to signal (often called op-
erator)
usual notation, L for mapping, and Lu for L acting on u.
explicit example: (Lu)(t) :=
_
t
0
u
2
()d
_

t
exp
4
u()d
A system L is linear if for all signals u and v, and all scalars ,
L(u + v) = Lu + Lv
10
Linear systems Examples/Non-Examples
Examples
(Lw)(t) =
_
t
0
e
2(t)
w()
1

2
+ 1
w( 4)d
(Lw)(t) = 5tw(t)
(Lw)(t) =
_
t
0
w()d
(Lw)(t) = 3w(t 4)
Non-Examples
(Lw)(t) =
_
w
2
(t) + 1
(Lw)(t) =
_
t
0
sin(w())d
(Lw)(t) = 3e
|w(t4)|
Alot is learned by considering feedback congurations of linear sys-
tems, and then studying how nonideal aspects aect the conclusions
Direct consideration of nonlinear systems is also possible, but is not
how we structure this crash-course.
11
Causality Time Invariance
A system L is causal if for any two inputs u and v,
u(t) = v(t) for all t T
implies that
(Lu)(t) = (Lv)(t) for all t T
ie. output at t only depends on past values of input.
Anything operating in real-time produces outputs that are causally
related to its inputs.
O-line ltering (ie., what is the best estimate of what was happening
at t = 2.3 given the data on the window [0 10]) is not necessarily
causal.
A system L is time-invariant if the systems input/output behavior
is not explicitly changing/varying with time.
12
3 Representations Linear, Time-Invariant, Causal Systems
Convolution: given a function g (on time), dene a system (rela-
tionship between input u and output y as
y(t) =
_
t
0
g(t )u()d
g can also be a matrix-valued function of time, and the u and y are
vector-valued signals. g is called the convolution kernel.
Linear Ordinary Dierential Equations: Given constants a
i
and b
i
, dene a system (relationship between input u and output y as
y
[n]
(t) + a
1
y
[n1]
(t) + + a
n1
y
[1]
(t) + a
n
y(t)
= b
0
u
[n]
(t) + b
1
u
[n1]
(t) + + b
n1
u
[1]
(t) + b
n
u(t)
with given initial conditions on y and its derivatives.
State-Space (coupled, rst-order LODEs): Given matrices
A, B, C, D of appropriate dimensions, dene a system (relationship
between input u, output y, and internal state x as
_
x(t)
y(t)
_
=
_
A B
C D
__
x(t)
u(t)
_
with given initial conditions on x. Well focus on these types of de-
scriptions on Wednesday.
13
Linear, Time-Invariance and Convolution Equivalence
Fact: Give a linear, time-invariant system. If for all T > 0, there is
a number M
T
such that
max
0tT
|u(t)| 1 max
0tT
|y(t)| M
T
then the system can be represented as a convolution system, with
_
T
0
|g()| d <
for all T.
If the convolution kernel, g, is the nite sum of exponentially weighted
sines, cosines, and polynominals in t, then it can also come from a
linear ODE, or a system of coupled, 1st order linear ODEs.
Translation between the representations, when possible, is easy...
14
Stability Things to know
A system L is BIBO (Bounded-Input, Bounded-Output) stable if
there is a number M < such that
max
t
|y(t)| M max
t
|u(t)|
for all possible input signals u, starting from 0 initial conditions.
A system L is internally stable all homogeneous solutions (ie., u 0,
nonzero initial condiitons) decay to zero as t .
Ignoring mathematically relevant, but physically articial situations,
these are the same, and are equivalent to:
for a convolution description:
_

0
|g()| d <
for a LODE description: All roots of

n
+ a
1

n1
+ + a
n1
+ a
n
= 0
(which may be complex) have negative real-part
for a state-space description: All eigenvalues of A have negative
real-part
15
Simple tools
Frequency Response for stable systems, derived frommodel and/or
obtained from experiment
Behavior (model) of interconnection of a collection of linear sys-
tems, from the individual behaviors
Quantitative, qualitative reasoning about 1st, 2nd, and 3rd order
linear dierential equations
Decrease in sensitivity and linearizing eect of feedback
Destabilizing potential of time-delays in feedback path
A few relevant architectures for control of simple dynamic pro-
cesses
16
Frequency Response Convolution
Assume convolution system is BIBO,
_

0
|g()| d <
The tail of the integral satises
lim
t
_

t
|g()| d = 0
and for all R,

G() :=
_

0
g(t)e
jt
dt
is well dened. Let R, and u C. Apply the complex sinusoidal
input u(t) = ue
jt
. The output is
y(t) =
_
t
0
g(t )u()d
=
_
t
0
g(t ) ue
j
d
=
_
t
0
g()e
j(t)
d u using := t
= e
jt
_
t
0
g()e
j
d u
= e
jt
__

0
g()e
j
d
_

t
g()e
j
d
_
u
=

G() ue
jt
+ e
jt
_

t
g()e
j
d u
. .
y
d
(t)
Clearly, lim
t
y
d
(t) = 0, and the response tends to a complex sin at
same frequency of input. For stable, linear time-invariant systems,
u(t) = e
jt
y
ss
(t) = H()e
jt
17
Frequency Response Other representations
If system is given in convolution form,
y(t) =
_
t
0
g(t )u()d
then H() =

G()
If system is given in linear ODE form,
y
[n]
(t) + a
1
y
[n1]
(t) + + a
n1
y
[1]
(t) + a
n
y(t)
= b
0
u
[n]
(t) + b
1
u
[n1]
(t) + + b
n1
u
[1]
(t) + b
n
u(t)
then
H() :=
b
0
(j)
n
+ b
1
(j)
n1
+ + b
n1
(j) + b
n
(j)
n
+ a
1
(j)
n1
+ + a
n1
(j) + a
n
Finally, if system is given in 1st-order form,
x(t) = Ax(t) + Bu(t)
y(t) = Cx(t) + Du(t)
then
H() = D + C (jI A)
1
B
18
Complex Arithmetic Review
Suppose G C is not equal to zero. The magnitude of G is denoted
|G| and dened as
|G| :=
_
[ReG]
2
+ [ImG]
2
_
1/2
The quantity

G is a real number, unique to within additive 2, which
has the properties
cos

G =
ReG
|G|
, sin

G =
ImG
|G|
.
Then, for any real ,
Re
_
Ge
j
_
= Re [(G
R
+ jG
I
) (cos + j sin )]
= G
R
cos G
I
sin
= |G|
_
G
R
|G|
cos
G
I
|G|
sin
_
= |G| [cos

Gcos sin

Gsin ]
= |G| cos ( +

G)
Im
_
Ge
j
_
=
= |G| sin ( +

G)
19
Complex Arithmetic Real-valued Interpretation
g is real, u is complex, so
y(t) :=
_
t
0
g(t )u()d
is complex. The linearity, obvious from the integral form, implies that
the real part of u leads to/causes the real part of y, and
the imaginary part of u leads to the imaginary part of y
namely
y(t) =
_
t
0
g(t )u()d
y
R
(t) =
_
t
0
g(t )u
R
()d
y
I
(t) =
_
t
0
g(t )u
I
()d
In steady-state (after transients decay), we saw
u(t) = e
jt
y(t) =

G()e
jt
The real and imaginary parts mean
u(t) = cos t y(t) =

G()

cos
_
t +


G()
_
u(t) = sin t y(t) =

G()

sin
_
t +


G()
_
20
A most important feedback loop... Feedback around integrator
Diagram and equations:
_

l

- - - - -
?
l

6
?
x x
d
r
y
n

x(t) = r(t) y(t) n(t)

y(t) = d(t) + x(t)
Eliminate x to yield
y(t) + y(t) = r(t) +

d(t) n(t)
Frequency Response Functions (r y, d y and n y):
G
RY
() = G
NY
=

j +
G
DY
() =
j
j +
Properties:
If r(t) r, d(t)

d, then
y(t) = r + e
t
(x
0
+

d
. .
y
0
r)

d, not d itself, aects y. Slowly varying d has little aect of y
The bandwidth of the closed-loop system is , the time constant
is
1

.
r and n, though interpreted dierently, enter in essentially the
same manner; feedback loop and integrator combine to a low-pass
lter to y.
Apparent from time simulations and frequency response function plots.
21
MIFL Step/Frequency Responses
_

l

- - - - -
?
l

6
?
x x
d
r
y
n

y(t) + y(t) = r(t) +

d(t) n(t)
G
RY
() = G
NY
=

j+
G
DY
() =
j
j+
Time Responses
0 2/Beta 4/Beta 6/Beta 8/Beta 10/Beta 12/Beta
0.2
0
0.2
0.4
0.6
0.8
1
1.2
TIME
REFERENCE R, and OUTPUT Y
Reference, r
Output, y
0 2/Beta 4/Beta 6/Beta 8/Beta 10/Beta 12/Beta
0.5
0
TIME
DISTURBANCE D
0 2/Beta 4/Beta 6/Beta 8/Beta 10/Beta 12/Beta
0.2
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
TIME
STATE X
Frequency Responses
Beta/100 Beta/10 Beta 10Beta 100Beta
0.01
0.1
1
10
FREQUENCY
FREQUENCY MAGNITUDE RESPONSE from R > Y
Beta/100 Beta/10 Beta 10Beta 100Beta
pi/2
pi/4
0
FREQUENCY
FREQUENCY PHASE RESPONSE from R > Y
Beta/100 Beta/10 Beta 10Beta 100Beta
0.01
0.1
1
10
FREQUENCY
FREQUENCY MAGNITUDE RESPONSE from D > Y
22
MIFL Application Integral Control
Process model:
y(t) = H

u(t) + d(t)
with H

uncertain gain of process, and d an exogenous disturbance.

Goal: Regulate y to a given value r, even in the presence of slowly-
varying d and measurement noise n.
A Solution: Integral control action:
u(t) = K
I
_
t
0
e()d
(equivalently: u(0) = 0, u(t) = K
I
e(t)).
_
K
I
H

- - - - - -
?
6
l

?
e x u
d
r
y
n

After K
I
is chosen, certain properties of the closed-loop system are
insensitive to H, others are still 1-1 sensitive to H...
Description Value Sensitivity
Time constant
1
HK
I
1
Time-Delay for instability

2HK
I
1
(r y)
ss
for r(t) r, d(t)

d 0 0
23
MIFL Application Some plots
2 1.5 1 0.5 0 0.5 1 1.5 2
2
1.5
1
0.5
0
0.5
1
1.5
2
Experimental Process Data Runs
U
Y
Shown are several plots of the
(u, y) relationship
y = Hu + d
for dierent values of H and d.
Fix these, and try the integral
control solution to regulate y
0 15/KI 30/KI 45/KI 60/KI
0.5
0
0.5
1
1.5
2
2.5
3
TIME
REFERENCE R, and OUTPUT Y
Reference, r
Output, y
Closed-loop time-responses of
y(t) for staircase r: Note that
time-constant is aected by the
variability in H, but the steady-
state tracking (y = r) is not.
0 15/KI 30/KI 45/KI 60/KI
0
2
4
6
8
10
12
TIME
U
/
K
I
CONTROL ACTION, U
Corresponding value of control
input u: Even though regula-
tory strategy is xed, namely
u(t) = K
I
_
t
0
e()d
the value clearly depends on the
specic d and H.
24
What limits bandwidth? Discussion
Without loss in generality,
Take H
nominal
:= 1;
Drop r from the discussion (r = 0, or recenter variables around
the value of r).
Give sensor a model, S.
Then, closed-loop (nominal) appears as
_
K
I
H
f f - - -
?
d
- -
?
S
?
6
f
e x u
y
n

H = 1
Here, K
I
sets the bandwidth of the system. What limits our choice?
Time-delay in feedback path
Tradeo between eect of d and n on y
H may actually not have constant gain at all frequencies.
We know this, and use a more complex corrective strategy
(Wednesday)
We dont know this, or choose not to gure out (for instance,
too dicult and/or unreliable to predict) Hs behavior at
high frequencies
25
What limits bandwidth? Case 1: Lag/Delay in Feedback Path
If the feedback signal is subject to a time delay of magnitude T, some
of the properties are adversely eected.
Diagram and equations:
_

l

- - - - -

delay, T
6
?
x x
d
r
y

x(t) = r(t) y(t T)

y(t) = d(t) + x(t)
Eliminate x to yield
y(t) =

d(t) + [r(t) y(t T)]
or
y(t) + y(t T) = r(t) +

d(t)
Properties: If 0 T <

2
, then the system is stable. Time re-
sponses for T = {0, .1, .3, .5, .7, .9}

2
are shown on left. Time
delay in feedback loop degrades the systems ability to reject a rapidly
changing disturbance.
Time responses for T = {0, .1, .3, .5, .7, .9}

2
are shown:
0 2/Beta 4/Beta 6/Beta 8/Beta 10/Beta 12/Beta
0
0.5
1
1.5
2
TIME
REFERENCE R, and OUTPUT Y
Reference, r
Output, y
0 2/Beta 4/Beta 6/Beta 8/Beta 10/Beta 12/Beta
0
0.5
1
1.5
2
TIME
REFERENCE R, and OUTPUT Y
Reference, r
Output, y
26
What limits bandwidth? Case 2: Sensor Noise
_
K
I
H
f f - - -
?
d
- -
?
S
?
6
f
e x u
y
n

H = 1
Consider given power spectral densities for independent d and n

d
() =

2

2
,
n
() =
2
With integral feedback, the PSD of y and variance of a weighted (by
a scalar q) multiple of y are

y
() =

2
+ K
2
I

2
+ K
2
I
S
2
, E(q
2
y(t)
2
) = q
2

2
+ K
2
I

2
2K
I
S
The integral gain which minimizes the variance is K
I
=

, leading to
a closed-loop bandwidth of BW =
S

, and variance
E(qy)
2
(t) = q
2

S
.
A specication imposes a lower bound on bandwidth. If E(qy)
2
(t)
M is a requirement, then we must have

MS
q
2

,
and relating this to bandwidth gives
BW
q
2

2
M
.
This has implications on how much the actual process H can deviate
from its idealized model within the frequency range [0, BW].
27
What limits bandwidth? Case 3: Process Uncertainty
_
K
I
H
f f - - - - -
?
S
?
6
f
? e x u
d
y
n

6
perception
_
K
I

H
f f - - - - -
?
S
?
6
f
? e x u
d
y
n

6
reality
How much can process H change if
G() := G
DY
() =
1
1 + H
K
I
j
S
=
j
j + HK
I
S
is not to degrade signicantly? Let BW denote bandwidth here
BW = HK
I
S. Pick R > 0. Easy-to-show that for all stable

H
satisfying

H(j) H
H

R
1 + R

j + BW
BW

it follows that

G()

(1 + R) |G()|.
0.01 BW 0.1 BW BW 10 BW 100 BW
10
2
10
1
10
0
10
1
10
2
R=10
R=0.1
R=1
Take R = 0.1 (for example).
For a guarantee of no surprises
10% degradation across frequency
then one should be able to say
that

H(j) H

< |H| for

[0, 10 BW].
Statement above is general, and tight, in that no stronger statement
can be made.
There probably is a better way to get the take-home-message across...
28
Eect of Process/Model Mismatch Toy Example
Take = 1, S = 1, q = 1 and from 0.5 3, giving
BW =
S

= 2
1
3
, E(qy)
2
(t) = q
2

S
= 0.5 3
Suppose that the (u, d) y relationship is not simply y(t) = u(t) +
d(t), but rather y(t) = f(t) + d(t), where f behaves

f(t) + 2
n

f(t) +
2
n
f(t) =
2
n
u(t)
with
n
= 10 and = 0.1.
10
0
10
1
10
2
10
2
10
1
10
0
10
1
M
A
G
N
I
T
U
D
E
FREQUENCY
10
0
10
1
10
2
180
160
140
120
100
80
60
40
20
0
P
H
A
S
E

A
N
G
L
E

(
d
e
g
r
e
e
s
)
FREQUENCY
Frequency re-
sponses of H(= 1)
and

H. Similar
over [0 1], dier by
about 10% at 3,
and 100% at 8.
As decreases (and is exploited by increasing the bandwidth) the
output variance decreases. But, for large bandwidths (about 1.4 and
higher), the performance actually degrades as ones attempts to exploit
the sensor quality.
0.5 1 1.5 2 2.5 3
0.5
0
0.5
1
1.5
2
2.5
3
3.5
V
A
R
I
A
N
C
E
Noise
Actual
Expected
10
0
10
1
10
2
10
3
10
2
10
1
10
0
10
1
M
a
g
n
i
t
u
d
e
FREQUENCY
Percentage Mismatch
R=5 Bounds
29
Multi-Input, Multi-Output MIFL
C
f f - - -
Q
-
?
S
?
6
f
? e u
d
y
z
n

Many control inputs, many disturbances, many sensors (not the regu-
lated variables)
Process, Measurement, Error criterion:
y(t) = u(t) + d(t)
y
m
(t) = Sy(t) + n(t)
z(t) = Qy(t)
For now, assume all are the same dimension, so S is a square matrix.
Statistical descriptions of d and n: say, for instance

d
() =
1

,
n
() = NN

Note that everything is a matrix: , N, S, Q. Each component of the

problem has its own prefered directions, and these will interact...
Goal: Find best feedback strategy, min
C
Ez
T
(t)z(t).
Solution: Easy to use singular value decomposition to reduce to
many scalar problems (exercise) ... Facts:
Optimal control is integral control, u(t) = K
I
x(t), x(t) = e(t).
K
I
depends in a complicated way on the directionality/magnitudes
of the matrices , S, N (though not on Q).
Feedback loop has many bandwidths (eigenvalues of matrix SK
I
).
30
Linear Algebra Singular Value Decomposition (SVD)
Theorem: Given M F
nm
. Then there exists
U F
nn
, with U

U = I
n
,
V F
mm
, with V

V = I
m
,
integer 0 k min (n, m), and
real numbers
1

2

k
> 0
such that
M = U
_
0
0 0
_
V

where R
kk
is
=
_

1
0 0
0
2
0
.
.
.
.
.
.
.
.
.
.
.
.
0 0
k
_

_
We need to apply it to real, square, invertible matrices...
31
Multi-Input, Multi-Output MIFL Solution
C
f f - - -
Q
-
?
S
?
6
f
? e u
d
y
z
n

Process, Measurement, Error criterion:

y(t) = u(t) + d(t)
y
m
(t) = Sy(t) + n(t)
z(t) = Qy(t)
Statistical descriptions of d and n: say, for instance

d
() =
1

,
n
() = NN

Solution:
1. Calculate SVD of =: U

V
T

2. Calculate SVD of N =: U
N

N
V
T
N
3. Calculate SVD of
1
N
U
T
N
SU

=: UV
T
4. Dene K
I
:= U

V U
T

1
N
U
T
N
This is a special case of the LQG problem.
32
Linear-Quadratic Gaussian Problem Statement
General dynamical system setup for process:
_

_
x(t)
e(t)
y(t)
_

_
=
_

_
A B
1
B
2
C
1
0 D
12
C
2
D
21
D
22
_

_
_

_
x(t)
d(t)
u(t)
_

_
Assumptions:
All matrices known
d zero mean,
d
() = I (absorb actual PSD into process model)
Measure y, manipulate u
Goal: Find the best dynamic, linear control strategy (matrices F, G, H, L)
_
(t)
u(t)
_
=
_
F G
H L
__
(t)
y(t)
_
to minimize Ee
T
(t)e(t).
Solution: Well-known since 1960s (Kalman, Bucy, Kushner, Won-
ham, Fleming, and others).
Computation: Easy to compute controller matrices, solving 2 quadratic
matrix equations. Ordered Schur decomposition is the main tool.
Issues (1978): There are no guarantees as to how sensitive the
achieved closed-loop performance is to variations in the process be-
havior. [Doyle, IEEE TAC].
Robust Control (1978-199X): Tempering the optimization based
on description of what is possibly unreliable in process model.
33
2nd MIFL Controlling the position of an inertia
Diagram and equations:
_
K
I
1
m
_ _
K
D
K
P
- f - - - f - f - - - -
?
f
?
f
6
-
6
-
?

? r u x x
n
2
n
1
d
y
2
= x + n
2
y
1
= x + n
1

m x(t) = u(t) + d(t) m x(t) = u(t) + d(t)

Controller equations:
e(t) = r(t) y
1
(t)
z(t) = e(t)
u(t) = K
p
e(t) + K
I
z(t) K
D
y
2
(t)
Eliminating z and u:
m
...
x(t) + K
D
x(t) + K
P
x(t) + K
I
x(t)
= K
I
r(t) + K
P
r(t) +

d(t) K
P
n
1
(t) K
I
n
1
(t) K
D
n
2
(t)
Facts:
Knowledge of m implies characteristic polynomial can be set
with n
i
0, r(t) r, d(t)

d, x(t) r.
K
P
gives initial control reaction to error
K
I
keeps ghting low frequency biases
K
D
adds damping
34
2nd MIFL Design Equations
Characteristic polynomial is
p() =
3
+
K
D
m

2
+
K
P
m
+
K
I
m
Parametrize roots with positive real numbers ,
n
,

n
j
n
_
1
2
,
n
which implies
p() =
_

2
+ 2
n
+
2
n
_
( +
n
)
=
3
+
n
(2 + )
2
+
2
n
(2 + 1) +
3
n

Matching coecients yields the design equations

K
I
= m
3
n

K
P
= m
2
n
(2 + 1)
K
D
= m
n
(2 + )
Look at results for = 0.707, and = 0, 0.4, 2.5. Start with a
robust stability calculation - how much variation can be tolerated in
the process behavior, which nominally is m x(t) = u(t).
0.01 wn 0.1 wn wn 10 wn 100 wn
10
0
10
1
10
2
P
E
R
C
E
N
T
A
G
E

V
A
R
I
A
T
I
O
N
FREQUENCY
The maximum allowable percent-
age variation in U X (described
in terms of Frequency Response)
for which closed-loop stability is
guaranteed to be maintained.
35
Results Frequency Response Functions
0.01 wn 0.1 wn wn 10 wn 100 wn
10
4
10
3
10
2
10
1
10
0
10
1
M
A
G
N
I
T
U
D
E
FREQUENCY
Magnitude of frequency response
from R X,
K
P
(j) + K
I
m(j)
3
+ K
D
(j)
2
+ K
P
(j) + K
I
0.01 wn 0.1 wn wn 10 wn 100 wn
180
160
140
120
100
80
60
40
20
0
P
H
A
S
E
FREQUENCY
Phase of frequency response from
R X
0.01 wn 0.1 wn wn 10 wn 100 wn
10
4
10
3
10
2
10
1
10
0
M
A
G
N
I
T
U
D
E
FREQUENCY
Magnitude of frequency response
from D X (normalized).
0.01 wn 0.1 wn wn 10 wn 100 wn
10
4
10
3
10
2
10
1
10
0
10
1
M
A
G
N
I
T
U
D
E
FREQUENCY
Magnitude of frequency response
from N
1
, N
2
X.
36
Results Time Responses
0 10 20 30 40
0.5
0
0.5
1
1.5
2
2.5
R
e
f
e
r
e
n
c
e

R
Normalized Time, t/wn
Applied reference signal r.
0 10 20 30 40
1
0.5
0
0.5
N
o
r
m
a
l
i
z
e
d

D
i
s
t
u
r
b
a
n
c
e

D
Normalized Time, t/wn
Applied disturbance signal d.
0 10 20 30 40
1
0.5
0
0.5
1
1.5
2
2.5
O
u
t
p
u
t

R
e
s
p
o
n
s
e
Normalized Time, t/wn
Output (x) response.
0 10 20 30 40
10
5
0
5
C
o
n
t
r
o
l

A
c
t
i
o
n
Normalized Time, t/wn
Control action u.
37
Reduction in sensitivity from feedback
L
l

- - - -
6
?
e
d
r
y

Constraints are
y = d + Le, e = r y
Eliminating e (for instance) gives
y =
L
1 + L
. .
T(L) orT
r +
1
1 + L
. .
S(L) orS
d
Obviously, L > 0 (which is negative feedback) means

1
1+L

< 1.
Suppose L changes to L+. Obviously T changes as well. Compare
percentage change in T to percentage change in L,
% change in T
% change in L
=
T(L+)T(L)
T(L)
L+L
L
=
T(L + ) T(L)

L
T(L)
Compute for dierential changes in L, so take lim
0
, giving
% change in T
% change in L
=
dT
dL
L
T(L)
=
1
(1 + L)
2
L
T(L)
= S
This is why Bode called S the sensitivity function.
38
Linearizing eect of Feedback
K
()
l

- - - - -
6
?
e
d
r
y

Constraints are
y = d + (e), e = K(r y) y = r
1
K
e
whose solution (for certain ) implicitly denes a function y(r, d). The
chain rule implies
y
r
= K

(e)
_
1
y
r
_
,
y
d
= 1 K

(e)
y
d
where e = K(r y(r)). Rearranging, gives
y
r
=
K

(e)
K

(e) + 1
,
y
d
=
1
K

(e) + 1
Note, if K

>> 1 everywhere, then the function y is more linear in

r than , and nearly unaected by d.
10 8 6 4 2 0 2 4 6 8 10
15
10
5
0
5
10
15
20
25
Solution of y
e
y
y = (e)
y=r e/K
r
y(r)
39
Linearizing eect of Feedback Dynamic Example
_
()
l

- - - - -
6
?
e
d
r
y

Replace K by an integrator and inject sine wave, r = 10sin0.01t. At

= 0.01, the gain from the integrator is 100.
10 8 6 4 2 0 2 4 6 8 10
20
15
10
5
0
5
10
15
20
Nonlinear function 1
x
e
y = x + 0.01x
3
10 8 6 4 2 0 2 4 6 8 10
20
15
10
5
0
5
10
15
20
Nonlinear function 2
e
y
y = 2e for e < 0
y = 4e for 0 <= e <= 2
y = e + 6 for e > 2
10 8 6 4 2 0 2 4 6 8 10
20
15
10
5
0
5
10
15
20
Nonlinear function 2
e
y
y = 2e 0.05e
2
+ 5
0 100 200 300 400 500 600 700 800 900 1000
20
15
10
5
0
5
10
15
20
Function 1: Ref(o), Output(), Openloop(.)
Time (sec)
O
u
t
p
u
t

y
Openloop
Ref &
Closedloop
0 100 200 300 400 500 600 700 800 900 1000
20
15
10
5
0
5
10
15
20
Function 2: Ref(o), Output(), Openloop(.)
Time (sec)
O
u
t
p
u
t

y
Openloop
Ref &
Closedloop
0 100 200 300 400 500 600 700 800 900 1000
20
15
10
5
0
5
10
15
20
Function 2: Ref(o), Output(), Openloop(.)
Time (sec)
O
u
t
p
u
t

y
Openloop
Ref &
Closedloop
20 15 10 5 0 5 10 15 20
10
8
6
4
2
0
2
4
6
8
10
Reference vs Input, compared to inverse of function 1
Reference r
I
n
p
u
t

e
20 15 10 5 0 5 10 15 20
10
8
6
4
2
0
2
4
6
8
10
Reference vs Input, compared to inverse of function 2
Reference r
I
n
p
u
t

e
20 15 10 5 0 5 10 15 20
10
8
6
4
2
0
2
4
6
8
10
Reference vs Input, compared to inverse of function 3
Reference r
I
n
p
u
t

e
The scatter plots of r vs e look like the e =
1
(r), i.e. the inverse
function of (e).
40
Linearizing eect of Feedback Dynamic Example (contd)
_
()
l

- - - - -
6
?
e
d
r
y

However, if r = 10sin0.1t, the gain from the integrator is 10, and the
time responses for this system with the same nonlinear functions are
shown.
0 10 20 30 40 50 60 70 80 90 100
20
15
10
5
0
5
10
15
20
Function 1: Ref(o), Output(), Openloop(.)
Time (sec)
O
u
t
p
u
t

y
Ref &
Closedloop
0 10 20 30 40 50 60 70 80 90 100
20
15
10
5
0
5
10
15
20
Function 2: Ref(o), Output(), Openloop(.)
Time (sec)
O
u
t
p
u
t

y
Ref &
Closedloop
0 10 20 30 40 50 60 70 80 90 100
20
15
10
5
0
5
10
15
20
Function 2: Ref(o), Output(), Openloop(.)
Time (sec)
O
u
t
p
u
t

y
Ref &
Closedloop
20 15 10 5 0 5 10 15 20
10
8
6
4
2
0
2
4
6
8
10
Reference vs Input, compared to inverse of function 1
Reference r
I
n
p
u
t

e
20 15 10 5 0 5 10 15 20
10
8
6
4
2
0
2
4
6
8
10
Reference vs Input, compared to inverse of function 2
Reference r
I
n
p
u
t

e
20 15 10 5 0 5 10 15 20
10
8
6
4
2
0
2
4
6
8
10
Reference vs Input, compared to inverse of function 3
Reference r
I
n
p
u
t

e
Notice that the output, y, does not track the reference, r, as well as
when r = 10sin0.01t. Also, the scatter plots of r vs e have more
dispersion and indicate that e does not invert (.) as well as in the
previous case.
This example shows that feedback can have a linearizing eect when
the gain is large enough.
41