Digital Control Systems Implementation Techniques: Advances in Theory and Applications
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Digital Control Systems Implementation Techniques - Academic Press
Digital Control Systems Implementation Techniques, 70
First Edition
C.T. Leondes
School of Engineering and Applied Science, University of California, Los Angeles, Los Angeles, California
Academic Press
San Diego New York Boston London Sydney Tokyo Toronto
Table of Contents
Cover image
Title page
Copyright page
Contributors
Preface
Techniques In Multirate Digital Control
I INTRODUCTION
II SYSTEM FORMULATION
II CONTROLLABILITY AND STABILIZABILITY
III MULTIRATE LQG DESIGN
IV CONTROL OF RESONANCE: A DESIGN PROBLEM
The Design of Digital Pole Placement Controllers
I INTRODUCTION
II UNIFIED POLE PLACEMENT CONTROL
III PREREQUISITES
IV ASSISTED POLE PLACEMENT CONTROL
IV ANTI-WINDUP COMPENSATOR
VI CONTROLLER VALIDATION
VII NUMERICAL EXAMPLES
VIII CONCLUSIONS
ACKNOWLEDGEMENT
Linearization Techniques for Pulse Width Control of Linear Systems
I INTRODUCTION
II LINEAR SYSTEMS AND PWM CONTROL
III LINEAR EQUIVALENT OF A PWM CONTROL
IV EXAMPLES
V CONCLUDING REMARKS
APPENDIX A COULOMB FRICTION MODULATORS
Algorithms for Discretization and Continualization of MIMO State Space Representations
I INTRODUCTION
II PROBLEM FORMULATION
III NUMERICAL EXAMPLES
IV CONCLUSIONS
V ACKNOWLEDGEMENTS
APPENDICES
A1 Algorithm E-Ad {Calculation of matrices E and Ad, Eq.(9)}
A2 Algorithm F-E-Ad {Calculation of F, E, Ad in Eqs.(16) and (20)}
A3 Algorithm R5R4 {Transformation from a non-standard five-matrix representation to an equivalent (standard) four-matrix representation.}
A4 Algorithm R4R5 {Transformation from a standard four-matrix representation to an equivalent five-matrix representation.}
A5 Algorithm Ln {Calculation of the natural log of an n × n matrix Ad.}
A6 Algorithm C-H-T {Efficient calculation of truncated power series.}
A7 Sequence of Algorithms Used for Example 3
A8 L-A-S Software Implementation of Example 3
A9 Deterministic Identification of D-T Models from Input/Output Data
A9.1 MIMO Structure Determination
A9.2 MIMO System Parameterization
A9.3 MIMO System Parameter Determination
A9.4 Algorithm
Discrete-Time Control Systems Design via Loop Transfer Recovery
I INTRODUCTION
II DISCRETE-TIME LQG/LTR METHOD
III INTEGRAL CONTROLLER DESIGN
IV NUMERICAL EXAMPLES
V CONCLUSIONS
ACKNOWLEDGMENTS
Appendix; Proof of Lemma 2
The Study of Discrete Singularly Perturbed Linear-Quadratic Control Systems
I INTRODUCTION
II RECURSIVE METHODS FOR SINGULARLY PERTURBED LINEAR DISCRETE SYSTEMS
III PARALLEL REDUCED-ORDER CONTROLLER FOR STOCHASTIC SYSTEMS
IV NEW METHODS FOR OPTIMAL CONTROL AND FILTERING
APPENDIX A
Modeling Techniques and Control Architectures for Machining Intelligence
I INTRODUCTION
II MACHINING PROCESS AUTOMATION
III MACHINING MODELS
IV MODELING AND CONTROL INTEGRATION
V CONTINUING RESEARCH
VI SUMMARY
Techniques in Discrete–Time Position Control of Flexible One Arm Robots
I INTRODUCTION
A LITERATURE REVIEW
II DYNAMICS MODEL OF A FLEXIBLE ONE ARM ROBOT
III IMPLEMENTATION OF THE LATTICE FILTER PARAMETER IDENTIFIER
IV THE PREDICTIVE ADAPTIVE CONTROL ALGORITHM
V CONCLUSIONS
Pole assignment by memoryless periodic output feedback
1 Introduction
2 Memoryless periodic output feedback control for time invariant systems
3 Memoryless periodic output feedback control for periodic linear systems
Acknowledgments
4 Appendices
Index
Copyright
Contributors
Preface
Effective control concepts and applications date back over millennia. One very familiar example of this is the windmill. It was designed to derive maximum benefit from windflow, a simple but highly effective optimization technique. Harold Hazen’s 1932 paper in the Journal of the Franklin Institute was one of the earlier reference points wherein an analytical framework for modem control theory was established. There were many other notable landmarks along the way, including the MIT Radiation Laboratory Series volume on servomechanisms, the Brown and Campbell book, Principles of Servomechanisms, and Bode’s book entitled Network Analysis and Synthesis Techniques, all published shortly after mid-1945. However, it remained for Kalman’s papers of the late 1950s (wherein a foundation for modem state space techniques was established) and the tremendous evolution of digital computer technology (which was underpinned by the continuous giant advances in integrated electronics) for truly powerful control systems techniques for increasingly complex systems to be developed. Today we can look forward to a future that is rich in possibilities in many areas of major significance, including manufacturing systems, electric power systems, robotics, and aerospace systems, as well as many other systems with significant economic, safety, cost, and reliability implications. Thus, this volume is devoted to the most timely theme of Digital Control Systems Implementation Techniques.
The first contribution to this volume is Techniques in Multivariate Digital Control,
by Hamed M. A1-Rahmani and Gene F. Franklin. One of the most significant areas of implementation techniques in digital control systems is that of multivariate digital control system techniques. This contribution presents and illustrates techniques in this broad area, and, as such, this is a most appropriate contribution with which to begin this volume.
The next contribution is The Design of Digital Pole Placement Controllers,
by Michel Kinnaert and Youbin Peng. The basic idea of pole placement is to assign the closed-loop poles at desired locations with respect to achieving desired design specifications. This contribution is an in-depth treatment of a comprehensive set of design rules to develop an assisted pole placement control with a number of essential design features. A number of illustrative examples clearly demonstrate the effectiveness of the techniques presented in this contribution.
The next contribution is Linearization Techniques for Pulse Width Control of Linear Systems,
by F. Bernelli-Zazzera and P. Mantegazza. Pulse width control techniques are an important means of implementing digital control systems. However, such types of control implementations are intrinsically nonlinear and discrete in time and fall into the broader class of pulse modulated systems. This contribution presents linearization design techniques for pulse width modulated control of linear systems and demonstrates their viability and substantive effectiveness through a number of illustrative examples.
The next contribution is Algorithms for Discretization and Continualization of MIMO State Space Representations,
by Stanoje Bingulac and Hugh F. VanLandingham. The modeling of digital control system implementations requires algorithms for the problems of discretization of continuoustime models as well as the inverse problem of recreating a continuous-time model from a given discrete-time model. This contribution presents and illustrates seven robust algorithms for dealing with these problems. With these algorithms, the system design engineer has complete flexibility to move between the continuous and discrete model domains. As such, this contribution is an essential element of this volume.
The next contribution is Discrete-Time Control Systems Design via Loop Transfer Recovery,
by Tadashi Ishihara. Most theoretical results on Loop Transfer Recovery (LTR) techniques, i.e., the system open-loop transfer function which produces the required closed-loop transfer function, have been given in the case of continuous-time system formulations. This contribution presents LTR techniques for designing discrete-time controls, taking into account the inherent limitations of digital control systems. A number of illustrative examples exemplify the effectiveness of the techniques presented in this contribution.
The next contribution is The Study of Discrete Singularly Perturbed Linear-Quadratic Control Systems,
by Zoran Gajic, Myotaeg Lim, and Xuemin Shen. The main goal in the control theory of singular perturbations is to deal with the system design problem by decomposition into slow and fast system time scales. This has been a fruitful control engineering research and design area for the past 25 years, and has been investigated for digital control systems since the early 1980s. This contribution is an in-depth treatment of this area of discrete-time systems with numerous illustrative examples which demonstrate the effectiveness of these techniques.
The next contribution is Modeling Techniques and Control Architectures for Machining Intelligence,
by Allan D. Spence and Yusuf Altintas. Certainly among the very many implementations of digital control systems in practice is that of Digital Numerical Control (DNC) of machine tools, which dates back to the early 1960s. This contribution is an in-depth treatment of the modern techniques and technology of DNC of machine tools and is a most appropriate element of this volume.
The next contribution is Techniques in Discrete-Time Position Control of Flexible One Arm Robots,
by Sijun Wu and Sabri Cetinkunt. Whereas DNC of machine tools was among the first implementations of digital control systems, robot systems are among the most recent implementations of digital control systems, particularly over the past decade. This contribution is an indepth treatment of the techniques for a broad class of robot systems, and is also a most appropriate contribution for this volume.
The final contribution to this volume is Pole Assignment by Memory-less Output Feedback,
by Dirk Aeyels and Jacques L. Willems. The design requirement to achieve desired or specialized discrete-time dynamic systems is inherently related to the position of the closed-loop system poles. This contribution is an in-depth treatment of general techniques for achieving the required closed-loop pole positions for a digital control system implementation.
The contributors to this volume are all to be highly commended for their contributions to this unique and rather comprehensive treatment of implementation techniques in digital control systems, which should provide a unique reference on the international scene of this broad subject for many individuals in diverse areas of activity for many years to come.
Techniques In Multirate Digital Control
Hamed M. Al-Rahmani Department of Electrical and Computer Engineering, Kuwait University
Gene F. Franklin Department of Electrical Engineering, Stanford University
I INTRODUCTION
When a digital or a sampled-data system possesses different sampling rates at different locations, it is called a multirate system. Due to their importance, multirate systems have received a great deal of attention in the past years [1-16]. Unlike single-rate systems, multirate sampling provides more freedom in selecting the sampling rates than does single-rate sampling. For example, in a single-rate system, the sampling rate can be limited by the sensor speed or the A/D converter speed. A slow output sampling results in slow input updates which, in turn, may result in poor performance. On the other hand, with multirate sampling, a higher performance might be achieved by a higher control update rate. A typical example can be seen in robotics systems that utilize video cameras as sensors. Here, the accurate tracking requires a high control update rate as compared to the relatively slow rate at which the pictures are taken. Notice that a fast video camera together with the required large buffers and high-speed A/D’s can prove very costly.
A novel multirate scheme for the control design of linear periodic systems was introduced in [4]. It has been shown that such a scheme produces the near high performance of complex multirate methods while maintaining the design simplicity of single-rate systems. In what follows, we study that multirate design for the case when only the output is available for measurements. In particular, a multirate LQG design algorithm is formulated in Section 4, while a complete design example for the control of resonance in disk-drive systems is considered in Section 5. But first, a description of the multirate scheme together with a theoretical background on its controllability and stabilizability properties are provided in Sections 2 and 3.
II SYSTEM FORMULATION
The following notation will be used throughout: Given n × m matrix L, L′ is the transpose of L; if n = m, then L > 0 [L ≥ 0] implies that L is a real symmetric (L = Lis the expected value of L. . I n × n (or simply I, when dimensions are clear) is the n × n identity matrix. The samples of an analog signal f (t) at the points t = kT, k = 0, 1,…, are denoted by f (k), i.e., f (k) = f (kT).
Consider the following linear time-invariant plant
(1)
and the measurements
(2)
. A, B, C, and G are real matrices with appropriate dimensions. The disturbances wc (t) and v (k) are stationary zero-mean Gaussian noise and are independent of the initial conditions. Here, wc(twhile v (k) is discrete and its covariance is
Assume that the input vector u (t) is partitioned into m , i = 1, 2,…, m with p1 + p + pm = p. A block diagram of the open-loop multirate system is shown in Figure 1. The gains Ψ and θi (li), li = 0, 1,…,ri − 1, and i = 1, 2,…, m, are defined in Eqs. (12) and (6) below, respectively. Here the sequence {θi(li)} is periodic with period ri, i.e., θi(li + ri) = θi (li). Notice that the plant output is sampled every T seconds, while, the input to the ith channel is updated every T / ri seconds, where ri are positive integers and li = 0, 1,…, ri − 1. Also, notice that the input ui (t) is constrained to the following piecewise constant signal
(3)
Figure 1 A block diagram of the open-loop multirate system.
for t ∈ [kT + liT/ri, kT + (li + 1) T / ri), k = 0, 1,…, and li = 0, 1,…, ri is an arbitrary input updated every T seconds.
The matrix B can be partitioned according to the partition of the input vector u(t), that is
(4)
, define the matrix
(5)
where ji , and where
(6)
Since A and B are constant matrices, one can write
(7)
where
(8)
, Eq. (5) defines the generalized reachability Gramian of the pair {A, Bi} of order ri on [0, T] [17]
(9)
by
(10)
and let Λ be an n × ν full rank matrix such that
(11)
where ν . Let Ψ be the right pseudo inverse of Λ′, that is,
(12)
Moreover, define the matrix
(13)
One can show that the state at any time t ∈ [kT, kT + T] can be determined by the following equations:
(14)
In particular, when t = kT + T, we have
(15)
where Φ = eAT and
(16)
is a stationary white Gaussian noise with zero mean and covariance
where
(17)
to the output y (k) given by
(18)
This system is in the form of a single-rate multi-input discrete system with ν ≤ n inputs. In fact, the discrete system described by Eqs. (15) can be viewed as a generalization of the single-rate sampled-data system. Assume that the matrix B has a full column rank. Then, when r1 = r2 = … = rm = 1, the multirate Gramian of Eq. (10) is reduced to
where
, one can directly choose
and the system of Eqs. (15) is essentially the standard single-rate system.
II CONTROLLABILITY AND STABILIZABILITY
In considering any control scheme, it is of a great importance that we study the controllability aspects of that scheme. In this section we study the controllability and stabilizability properties of the multirate system and discuss the conditions under which controllability is preserved with sampling. For the sake of completion, some of the results in this section are adapted from [4].
A.CONTROLLABILITY
We use the standard Kalman definition of controllability [18]. The following definition is useful in the sequel.
Definition 1
An eigenvalue λ of A is said to be uncontrollable in the pair {A, B} if there exists a left eigenvector z′ ≠ 0 of A associated with λ such that z′A = λA and z′B = 0. Otherwise, λ is said to be controllable in {A, B}. Furthermore, the pair {A, B} is said to be controllable if all eigenvalues of A are controllable in {A, B}.
The controllability of the multirate system is considered in Theorem 1 below. First we have the following definition.
Definition 2
The numbers T > 0 and , i = 1, 2,…, m, are said to be proper if, for any two eigenvalues λ and of A, either of the following is satisfied:
(19)
for i = 1,…, m and κ = ± 1, ± 2,…, or
(20)
and κ = ± 1, ± 2,…
We will use the two statements "T , i = 1, 2,…, m, are proper and
the sampling rates are proper" interchangeably.
Theorem 1
Assume that T > 0 and , i = 1, 2,…,m, are proper. Then the pair {Φ, Λ} is controllable if and only if the pair {A, B*} is controllable.
Proof
(i) Assume that for some T , i = 1, 2,…, m, the pair {Φ, Λ} is controllable but {A, B} is not. Then there is an eigenvalue λ of A with an associated left0 eigenvector z′ ≠ 0 such that z′A = λz′ and z′B = 0. Thus, z′Bi = 0, i = 1, 2,…, m. It follows then from Eqs. (6), (9), (10), and (11) that z′Λ = 0 (note that z′ eAt = eλt z′ ). Since eλT is an eigenvalue of Φ with an associated left eigenvector z′, eλT is uncontrollable in {Φ, Λ}, which is a contradiction.
(ii) Next, assume that T and ri, i = 1, 2,…, m, are proper, and that {A, Bis not controllable. Then there exists an eigenvalue λ of Φ with a left eigenvector z′ ≠ 0 such that z′Φ = λz′ . It follows from Eqs. (9) and (10) that, for all i, z′θi(li) = 0, li = 0, 1,…, ri , for li = 0, 1,…, ri – 1. Furthermore, forany ki ≥ riand some li ∈{0, 1,…, ri – 1}.
Hence,
Therefore, for all ki , i = 1, 2,…, m. Thus,
Since T / ri, satisfies Eq. (19) (if Eq. (20) is satisfied then so is Eq. (19)), one can use an argument similar to that of [19, proof of Theorem 12] to show that
for i = 1, 2,…, m. That is,
contradicting the assumption that {A, B} is controllable. This completes the proof.
Theorem 1 gives necessary and sufficient conditions for the controllability of the multirate system. It also gives sufficient conditions for choosing T and ri, i = 1,…, m, such that controllability is preserved with sampling. We notice from Definition 2 that if Eq. (20) is satisfied, then Eq. (19) is satisfied as well. Therefore, one can choose T > 0 according to Eq. (20) and controllability is preserved for any , i = 1,…, m. On the other hand, for any T > 0, one can choose the ri’s such that Eq. (19) is met. In other words, if the plant is controllable, the multirate system can be made controllable whatever the measurement rate is. In contrast, single-rate sampled-data systems may lose controllability if the sampling period T does not satisfy Eq. (20) [19].
According to such that the closed-loop matrix of the overall system, Φ + ΛK, has any desired set of self-conjugate eigenvalues. In the case when Λ is nonsingular, we can assign the whole closed-loop matrix by choosing
where Φcl is the desired closed-loop matrix.
B STABILIZABILITY
In previous subsection, we studied the case of completely controllable systems. Next, we will consider the case of stabilizable plants. The notion of stabilizability was first introduced by Wonham [20]. We say that a pair {F, G} (continuous or discrete) is stabilizable if and only if there exist a real matrix K such that the closed-loop matrix F + GK has stable eigenvalues (i.e., those with negative real parts, if the plant is continuous, or with magnitudes less than unity, if the plant is discrete). Using Definition 1, one can also say that the pair {F, G} is stabilizable if all uncontrollable eigenvalues of F are stable.
The next theorem gives necessary and sufficient conditions for the stabilizability of the multirate system.
Theorem 2
Assume that T > 0 and , i = 1,…, m, are proper. Then the pair {Φ, Λ} is stabilizable if and only if the pair {A, B} is stabilizable.
Proof:
(i) The necessity part (only if
) can be proved in a similar manner as in part (i) of the proof of Theorem 1 with each of the words controllable
and eigenvalue
to be replaced by stabilizable
and unstable eigenvalue
, respectively.
(ii) Next, assume that T and ri, i = 1, 2,…, m, are proper, and that {A, Bis not stabilizable. Without loss of generality, we assume that A and B are in the controllable-uncontrollable form:
(21)
,{Ac, Bcis stable. Here, nc < n with nc = n if and only if {A, B, be the ith partition of Bcare decomposed into
(22)
and
(23)
with
(24)
(25)
where
is uncontrollable. Therefore, there exists an eigenvalue λ of Φc with a left eigenvector z′ ≠ 0 such that z′Φc = λz′ . It follows then from Eqs. (23) and (24) that, for all i, li = 0, 1, …, ri , for li = 0,1,…, ri – 1. Furthermore, for any ki ≥ riand some li ∈ {0, 1,…, ri – 1}. Hence,
Therefore, for all ki , i = 1, 2,…, m. thus,
Since T/ri satisfies Eq. (19) (if Eq. (20) is satisfied then so is Eq. (19)), once again we can use an argument similar to that of [19, proof of Theorem 12] to show that
for i = 1, 2,…, m. that is,
and the pair {Ac, Bc} is uncontrollable. A contradiction.
Thus, if the sampling rates are proper and the continuous plant is stabilizable, the multirate system can be made stable by the proper choice of the feedback gain matrix K. as in , where νc i.e νc = ν). Then
as
is such that the matrix Φc + Λc kc has any desired set of self-conjugate eigenvalues.
III MULTIRATE LQG DESIGN
We discussed, in the previous section, the conditions under which the poles of the multirate system can be arbitrarily assigned. However, since, in general, the discrete pair {Φ, Λ} represents a multi-input system, there can be many feedback gain solutions for any given set of desired poles. Such freedom can be utilized in an optimal design based on solving the continuous-time LQG problem.
Consider the open-loop multirate system of Figure 1. The optimization problem is defined by the cost function
(26)
and the dynamic constraints given by Eqs. (15) with the initial state x . We assume that Q ≥ 0 and R > 0 are real symmetric n × n and p × p matrices, respectively. Furthermore, for simplicity, we assume that R = block-diag {R1,…, Rm. One can show that
(27)
where
(28)
(29)
(30)
The optimization problem can then be solved using the Separation Theorem [21]. Thus, the optimal control is obtained by solving the deterministic LQR problem (neglecting the disturbance effects and dealing with the state x (kis obtained, using any of the classical estimation techniques, to substitute the actual state in updating the control.
Now, the optimal solution of the LQR is well-known and is given by
(31)
where
(32)
is determined by the algebraic discrete Riccati equation
(33)
The existance of a positive-definite solution of Eq. (33) and the asymptotic stability of the system are guaranteed by the next theorem.
Theorem 3
Assume that controllability is preserved with sampling. Then, there exists a unique positive-definite solution of Eq. (33) if {A, B} is controllable and {A, Q} is observable. The corresponding closed-loop system is asymptotically stable.
To simplify the proof of Theorem 3, we transform J of Eq. (27) into an uncoupled cost function. Define
(34)
and
(35)
to obtain the equivalent discrete LQR problem defined by the uncoupled cost function
(36)
and the dynamic constraints
(37)
that minimizes J is given by
(38)
is the solution of the discrete algebraic Riccati