Solution Manual for Adaptive Control

Second Edition

Karl Johan strm Bjrn Wittenmark

Preface

This Solution Manual contains solutions to selected problems in the second edition of Adaptive Control published by Addison-Wesley 1995, ISBN 0-20155866-1.

PROBLEM SOLUTIONS

SOLUTIONS TO CHAPTER 1
1.5 Linearization of the valve shows that

v = 4v3 0 u
The loop transfer function is then G0 ( s) GPI ( s) 4v3 0 where GPI is the transfer function of a PI controller i.e. GPI ( s) = K 1+ 1 sTi

The characteristic equation for the closed loop system is sTi( s + 1) 3 + K 4v3 0 ( sTi + 1) = 0 with K = 0.15 and Ti = 1 we get

( s + 1) s( s + 1) 2 + 0.6v3 0 = 0 ( s + 1)( s3 + 2s2 + s + 0.6v3 0) = 0

The root locus of this equation with respect to vo is sketched in Fig. 1. According to the Routh Hurwitz criterion the critical case is 0.6v3 0 = 2

v0 =

10 = 1.49 3

Since the plant G0 has unit static gain and the controller has integral action the steady-state output is equal to v0 and the set point yr . The closed-loop system is stable for yr = uc = 0.3 and 1.1 but unstable for yr = uc = 5.1. Compare with Fig. 1.9. 1

Problem Solutions

1.5

0.5

Imag Axis

-0.5

-1

-1.5

-2 -2

-1.5

-1

-0.5

0 Real Axis

0.5

1.5

Figure 1.

Root locus in Problem 1.5.

1.6

Tune the controller using the Ziegler-Nichols closed-loop method. The frequency u , where the process has 180 phase lag is rst determined. The controller parameters are then given by Table 8.2 on page 382 where Ku = we have G0 ( s) =
0

1 G0 ( i u )

/ arg G ( i ) = arctan = q q

q 0.5

es/q 1+s q

1.0 2.0 4.1

G0 ( i ) 0.45 0.45 0.45

K 1 1 1

Ti 5.24 2.62 1.3

A simulation of the system obtained when the controller is tuned for the smallest ow q = 0.5 is shown Fig. 2. The Ziegler-Nichols method is not the best tuning method in this case. In the Fig. 3 we show results for

Solutions to Chapter 1

Process output 2 1 0 0 Control signal 2 1 0 0 10 20 30 40 10 20 30 40

Figure 2. Simulation in Problem 1.6. Process output and control signal are shown for q = 0.5 ( full) , q = 1 ( dashed) , and q = 2 ( dotted) . The controller is designed for q = 0.5.

controller designed for q = 1 and in Fig. 4when the controller is designed for q = 2. 1.7 Introducing the feedback u = the system becomes 1 dx = 0 dt 0 y1 = 1 1

k y

2 2

3
0

0x

0 0 x 1

0 1 u1 2 1 0 1 x + k2 0 1 0

The transfer function from u1 to y1 is s+1 0 2 k2 s + 3 G ( s) = 1 1 0 k2 0

1 1 0 2 k2 s + 1 + k2 0
0

s2 + ( 4 k2 ) s + 3 + k2 ( s + 1)( s + 3)( s + 1 + k2)

Problem Solutions

Process output 2 1 0 0 Control signal 2 1 0 0 10 20 30 40 10 20 30 40

Figure 3. Simulation in Problem 1.6. Process output and control signal are shown for q = 0.5 ( full) , q = 1 ( dashed) , and q = 2 ( dotted) . The controller is designed for q = 1.

The static gain is G ( 0) =

3 + k2 3( 1 + k2 )

Solutions to Chapter 1

Process output 2 1 0 0 Control signal 2 1 0 0 10 20 30 40 10 20 30 40

Figure 4. Simulation in Problem 1.6. Process output and control signal are shown for q = 0.5 ( full) , q = 1 ( dashed) , and q = 2 ( dotted) . The controller is designed for q = 2.

Problem Solutions

SOLUTIONS TO CHAPTER 2
2.1 The function V can be written as V ( x1 xm ) =
n i, j = 1

xi x j ( aij + a ji ) 2 +

b i xi + c
i=1

Taking derivative with respect to xi we get V = xi

n j=1

( aij + a ji ) x j + bi

In vector notation this can be written as gradx V ( x) = ( A + AT ) x + b 2.2 The model is yt =

T t

+ et = ut

b 0 ut1 + et b1 ut ut1 1 u2 t1
t 0 otherwise

The least squares estimate is given as the solution of the normal equation

T 1 T = ( ) Y =

u2 t utut1 1 0

u t yt ut1 yt

( a) Input is a unit step

ut = Evaluating the sums we get 1 N N 1 = N 1 N 1

1 N

yt 1 = 1 yt

1 N N 1

1 N

yt yt

y1 N

yt
2

y1

The estimation error is

e1 1 N

et
2

e1

Solutions to Chapter 2

Hence E (
T

)( ) when N . Notice that the variance of the estimates do not go to zero as N . Consider, however, the estimate of b + b . 1 1 1 1 E( b + b b b ) = 1 1 N 1 1 = N 1 N 1
= ( ) 1 1 =
T 0 1 0 1 0 1

1 1

1 1 1 NN 1 1 1

With a step input it is thus possible to determine the combination b0 + b1 consistently. The individual values of b0 and b1 can, however, not be determined consistently.

( b) Input u is white noise with Eu2 = 1 and u is independent of e.

Eu2 t = 1 cov( Eutut1 = 0 0 N

1 N 1 In this case it is thus possible to determine both parameters consistently.

N T 1 ) = 1 E( ) = 0

1 1 N = 1 0

2.3

Data generating process: y( t) = b0 u( t) + b1 u( t where and Model: or where

1) + e( t) =
0 = b0

( t) ( t) 0 + e

T ( t) = u( t) ,
( t) = b1 u( t e

1) + e( t)

( t) ( t) = bu y ( t) + ( t) = T ( t) + ( t) y( t) = bu

( t) = y( t)

y( t)
e( 1) . . Ed = . ( N ) e

The least squares estimate is given by T (

) =
0

Ed

Problem Solutions
N

1 T 1 = N N 1 T 1 Ed = N N
1

u2 ( t)

1 N

Eu

N
N

1) + e( t)) N

( t) = u( t) e

( a)

b E (u( t) u( t 1)) + E (u( t) e( t))

u( t) = E ( u2 ) = 1 Hence = b E ( u( t) u( t 1 0

1 N

u( t) (b1 u( t

1)) = 1

t 1 t < 1 Eu( t) e( t) = 0 N

+ b1 = b0 + b1

Eu( t) e( t) = 0

converges to the stationary gain i.e. b

( b)
u( t) N ( 0, ) Eu2 = 2 Hence 2.6 The model is yt =
T t

Eu( t) u( t N

1) = 0

b
tT

+ t = yt1

a ut1 + et + cet1 b

The least squares estimate is given by the solution to the normal equation ( 2.5) . The estimation error is

= (

) 1 T =
y2 t1 yt1 ut1

1 yt1 ut1 u2 t1

yt1 et

ut1 et + c

yt1 et1 ut1 et1

Notice that T and are not independent. ut and et are independent, yt depends on et, et1 , et2, . . . and yt depends on ut1 , ut2 , . . .. Taking mean values we get E (

) = E(

) 1 E ( T ) 0 Eu2 t

To evaluate this expression we calculate 2 y2 yt1 ut1 t1 Eyt E = N 2 yt1 ut1 ut1 0

Solutions to Chapter 2

and

yt1 et

ut1 et + c

yt1 et1 c N Eyt1 et1 = ut1 et1 0

Eyt1 et1 = E ( ayt2 + but2 + et1) et1 = 2 Since yt = Ey2 t = Eu2 t we get E( a b q+c ut + et q+a q+a xb2 1 2 ac + c 2 2 + 1 a2 1 a2

= 1

Ee2 t

a) = b b) = 0 E( b
2 2

+ (1

2 c( 1

2ac + c )
2

a )
2

2.8

The model is

y( t) = a + bt + e( t) 1 = = t

= T + e( t) a b

According to Theorem 2.1 the solution is given by equation ( 2.6) , i.e. = ( T ) 1 T Y where

1 1 1 = 1 2 3

1 N

y( 1) y( 2) Y = . . . y( N )

Hence

= =

1
t=1 N

t
t=1

1 t t=1 N 2 t
N t=1

y( t) t=1 N ty( t)
N t=1

2 (( 2 N + 1) s0 3s1) N ( N 1) 6 ( ( N + 1) s0 + 2s1) N ( N + 1)( N 1)

10

Problem Solutions

where we have made use of

N

t =
t=1

N ( N + 1) 2

t2 =
t=1

N ( N + 1)( N + 2) 6

and introduced
N

s0 =
t=1

y( t)

s1 =
t=1

ty( t)

The covariance of the estimate is given by ) = 2 ( T ) 1 = cov( 12 N ( N + 1)( N

( N + 1)( 2 N + 1) 6 1) N +1 2

N 2+ 1
1

decreases as N 3 for large N but the Notice that the variance of b decreases as N 1 . The reason for this is that the regressor variance of a associated with a is 1 but the regressor associated with b is t. Notice that ! there are better numerical methods to solve for 2.17

( a) The following derivation gives a formula for the asymptotic LS estimate = ( T ) 1 Y = b 1 N

N k=1 N k=1

(k

1)
N k=1

N k=1

(k

( k) 1) y

u( k

1)
2

1 1
N E ( u( k

u( k

( k) 1) y as N

E ( u( k

1) )

( k)) , 1) y

The equations for the closed loop system are u( k ) = K ( u c ( k )

y( k)) ( k) = y( k) + ay( k 1) = bu( k 1) y

The signals u( k) and y( k) are stationary signals. This follows since the controller gain is chosen so that the closed loop system is stable. ( k)) = It then follows that E ( u( k 1) 2) = E ( u( k) 2) and E ( u( k 1) y E ( bu( k 1) 2) = bE ( u( k) 2) exist and the asymptotic LS estimate = b, i.e. we have an unbiased estimate. becomes b

Solutions to Chapter 2

11

Estimator d uc = 0

u K

y 1 q+a

y b

Figure 5.

The system redrawn.

( b) Similarly to ( a) , we get
1 N
N k=1

u( k

1)

1 1
N
0

N k=1

u( k

( k) 1) y as N

( u2 ( k
u2 ( k

1))
0 0

( k))0 , ( u( k 1 ) y

where ( ) 0 denote the stationary value of the argument. We have ( k)) 1) y

1)

2 = (( u( k)) 0)

( u( k

= ( u( k))0 b (( u( k) 0 + d0 )
Kb d 1 + a + Kb
0

( u( k))0 = Hud ( 1) d0 =
and the asymptotic LS estimate becomes = ( u2 ( k b

1))

( u( k

( k)) 1) y

= b 1+

d0 ( u( k)) 0

= b 1

+ Kb 1+a Kb

1+a K

How do we interpret this result? The system may be redrawn as in Figure 5. Since Uc = 0, we have that u = qK + a y, and we can regard K q + a as the controller for the system in Figure 5. It is then obvious that we have estimated the negative inverse of the static controller gain.

( c) Introduction of high pass regressor lters as in Figure 6 eliminates or

at least reduces the inuence from the disturbance d on the estimate of b. One choice of regressor lter could be H f ( q1) = 1 q1, i.e. a differentiator. Another possibility would be to introduce a constant in

12

Problem Solutions

Hf d uc

Estimator

Hf

b q+a

Figure 6.

Introduction of regressor lters.

the regressor and then estimate both b and bd. The regression model is in this case b ( t) = u( t 1) 1 y = ( t) T bd

2.18 The equations for recursive least squares are y( t) = T ( t 1) 0 ( t) = ( t 1) + K ( t) ( t) ( t ( t) = y( t) T ( t 1)

to introduce it as an auxiliary variable w = P . The following computer code is then obtained:

1) 1) P ( t 1) ( t 1) = + ( t 1) P ( t 1) ( t 1) P ( t) = I K ( t) ( t 1) P ( t 1) / Since the quantity P ( t) ( t 1) appears in many places it is convenient

K ( t) = P ( t) ( t
T T

Input u,y: real Parameter lambda: real State phi, theta: vector P: symmetric matrix Local variables w: vector, den : real "Compute residual e=y-phi^T*theta "update estimate w=P*phi den=w^T*phi+lambda

Solutions to Chapter 2

13

theta=theta+w*e/den "Update covariance matrix P=(P-w*w^T/den)/lambda "Update regression vectors phi=shift(phi) phi(1)=-y phi(n+1)=u

14

Problem Solutions

SOLUTIONS TO CHAPTER 3
3.1 Given the process H ( z) = B ( z) z + 1.2 = 2 A( z) z z + 0.25

Design specication: The closed system should have a pole that correspond to following characteristic polynomial in continuous time s2 + 2 s + 1 = ( s + 1) 2 This corresponds to with Am ( z) = z2 + am1 z + am2 am1 = am2 =

( e
e2

+ e1 ) =

2e

( a) Determine an indirect STR of minimal order. The controller should

have an integrator and the stationary gain should be 1. Solution: Choose Bm such that B m ( 1) = 1 Am ( 1) The integrator condition gives R = R ( z We get the following conditions

1)

( 1) ( 2)

B T = B m Ao AR + B S = Am Ao

. This makes ( 1) B T = As B is unstable must Bm = B Bm B Bm Ao T = Bm Ao . Choose Bm such that ( 1) B ( 1) B m ( 1) = A( 1) = 1 Bm A( 1) B ( 1) = b = Bm m

Further we have A( 1) 0.25 = B ( 1) 2.2

The simplest way is to choose

( z2 + a1 z + a2)( z 1)( z + r) + ( b0z + b1)( s0z2 + s1 z + s2)

= ( z2 + am1 z + am2 )( z2 + ao1 z + ao2 )

Solutions to Chapter 3

15

with a1 = 1, a2 = 0.25 and ao1 and ao2 chosen so that Ao is stable. Equating coefcients give r 1 + a1 + b0 s0 = ao1 + am1 r + a ( r 1) + a + b s + b s = a + a a + a 1 2 0 1 1 0 o2 m1 o1 m2 ar + a2 ( r 1) + b0 s2 + b1 s1 = am1 ao2 + am2 ao1 a2 r + b1 s2 = am2 ao2 or 1 b0 0 0 r ao1 + am1 + 1 a1 a s 1 b b 0 a a a a a a + + + 1 1 0 0 a 2 m 1 o 1 m 2 1 2 = a a 0 b b s a a a a a + + 2 1 1 0 1 m 1 o 2 m 2 o 1 2 a2 0 0 b1 s2 am2 ao2

Now choose to estimate

= b1

b1

a1

T a2

and ( b) As H ( z) is not minimum phase we cancel B = B between R . This is difcult, see page 118 in the textbook. An indirect STR is S given by Eq. 3.24. +S y Ao Am y = Ru

by equation 3.22 in the textbook.

= B S , T = B Ao . Furthermore we have = B R, S with R m

uc = B Tuc = Tu c Ao Am y m = Ao B m u c = Ao B B m
y = R 1 1 u +S y Ao Am Ao Am
= uf = yf

ym = T

1 uc Ao Am
= uc f
m

= y

f +S yf = Ru

u T

cf

, S and T with a recursive method in the above Now estimate R equation. Then cancel B and calculate the control signal.

( c) Take a = 0 in Example 5.7, page 206 in the textbook. This gives

dt0 dt ds0 dt
m uc .

with e = y

= y

= ye

= uc e

16

Problem Solutions

3.3

The process has the transfer function G ( s) = b q s+a s+p

where p and q are known. The desired closed loop system has the transfer function Gm ( s) = s2

2 + 2 s + 2

Since a discrete time controller is used the transfer functions are sampled. We get b0 z + b1 H ( z) = 2 z + a1 z + a2 H m ( z) = b m0 z + b m1 z2 + am1 z + am2

The fact that p and q are known implies that one of the poles of H is known. This information will be disregarded. In the following we will assume 1 G ( s) = s( s + 1) With h = 0.2 this gives H ( z) = 0.0187( z + 0.936) ( z 1)( z 0.819)

Furthermore we will assume that = 2 and = 0.7. Indirect STR: The parameters of a general pulse transfer function of second order is estimated by recursive least squares ( See page 51) . We have

T = b o b1 a1 a2 ( t) = u( t 1) u( t 2)

y( t 1) y( t 2)

The controller is calculated by solving the Diophantine equation. We look at two cases 1.B canceled:

( z2 + a1 z + a2 ) 1 + b0( s0z + s1) = z2 + am1 z + am2

z1 : a1 + b0 s0 = am1 z0 : a2 + b0 s1 = am2 am1 a1 b0 am2 a2 s1 = b0 s0 =

Solutions to Chapter 3

17

The controller is thus given by R ( z) = z + b 1 b 0 S ( z) = s0 z + s1 T ( z) = t0 z t0 = 1 + am1 + am2 b0

where

2. B not canceled: The design equation becomes

( z2 + a1 z + a2 )( z + r1 ) + ( b0z + b1)( s0z + s1 ) = ( z2 + am1 z + am2)( z + ao1)

Identication of coefcients of equal powers of z gives z2 : a1 + r1 + b0 s0 = am1 + ao1 z1 : a2 + a1 r1 + b1 s0 + b0 s1 = am1 ao1 + am2 z0 : a2 r1 + b1 s1 = am2 ao1 The solution to these linear equations is r1 = b2 b0 b1 n2 + ao1 am2 b2 1 n1 0 2 b0 a2 a1 b0 b1 + b2 1 n1 r1 s0 = b0

s1 = where

b 0 n2

b n r (a b b )
1 1 1 1 0 1

b2 0

n1 = a1

a a
m1

o1

n2 = am1 ao1 + am2

The solution exists if the denominator of r1 is different from zero, which means that there is no pole-zero cancellation. It is helpful to have access to computer algebra for this problems e.g. Macsyma, Maple or Matematica! Figure 7 shows a simulation of the controller obtained when the polynomial B is canceled. Notice the ringing of the control signal which is typical for cancellation of a poorly damped zero. In this case we have z = 0.936. In Figure 8 we show a simulation of the controller with no cancellation. This is clearly the way to solve the problem. Direct STR: To obtain a direct self-tuning regulator we start with the design equation

AR + B S = Am Ao B + Hence B + Am Ao y = ARy + B Sy = B Ru + B Sy y = R B u Ao Am
uf

+S

B y Ao Am
yf

18

Problem Solutions

2 uc y 1 0 1 2 0 u 10 0 10 0 10 20 30 40 50 10 20 30 40 50

Figure 7. Simulation in Problem 3.3. Process output and control signal are shown for the indirect self-tuning regulator when the process zero is canceled.

From this model R and S can be estimated. The polynomial T is then given by t o Ao B m T = B where to is chosen to give the correct steady state gain. Again we separate two cases. 1. Cancel B: If the polynomial B is canceled we have B + = z + b1 b0, B = b0 . From the analysis of the indirect STR we know that no observer is needed in this case and that the controller has the structure deg R = deg S = 1. Hence bo bo u( t) + S y( t) y( t) = R Am Am Since b o is not known we include it in the polynomial R and S and estimate it. The polynomial R then is not monic. We have

y( t) = ( r0 q + r1 )

1 u( t) Am

+ ( s0 q + s1 ) T s1

1 y( t) Am

To obtain a direct STR we thus estimate = r0 r1 s0

Solutions to Chapter 3

19

2 uc y 1 0 1 2 0 u 10 0 10 0 10 20 30 40 50 10 20 30 40 50

Figure 8. Simulation in Problem 3.3. Process output and control signal are shown for the indirect self-tuning regulator when the process zero is not canceled.

by RLS. The case r0 = 0 must be taken care of separately. Furthermore T has the form T ( q) = t0 q where BT B to q to q = + = AR + B S Am B b o Am
B

To get unit steady state gain choose t o = Am ( 1) A simulation of the system is shown in Fig. 9. We see the typical ringing phenomena obtained with a controller that cancels a poorly damped zero. To avoid this we will develop an algorithm where the process zero is not canceled. 2. No cancellation of process zero: We then have B + = 1 and B = b0 q + b1. From the analysis of the indirect STR we know that a rst order observer is required, i.e. A0 = q + ao1. We have as before B B u +S y ( ) y = R Ao Am Ao Am
uf yf

20

Problem Solutions

2 uc y 1 0 1 2 0 u 10 0 10 0 10 20 30 40 50 10 20 30 40 50

Figure 9. Simulation in Problem 3.3. Process output and control signal are shown for the direct self-tuning regulator when the process zero is canceled.

Since B is not known we can, however, not calculate u f and y f . One possibility is to rewrite ( *) as y = R B
R

1 u Ao Am

+ S B
S

1 y Ao Am

and to estimate R and S as second order polynomials and to cancel the common factor B from the estimated polynomials. This is difcult because there will not be an exact cancellation. Another possibility is to use some estimate of B . A third possibility is to try to estimate B R and B S as a bilinear problem. In Fig. 811 we show simulation when the model ( *) is used with B = q q + 0.4 1.4 q 0.4 B = 0.6 B = B = 1

Solutions to Chapter 3

21

2 uc y 1 0 1 2 0 10 u 10 20 30 40 50

10 0 10 20 30 40 50

Figure 10. Simulation in Problem 3.3. Process output and control signal are shown for the direct self-tuning regulator when the process zero is not canceled and when B = 1.

3.4

The process has the transfer function G ( s) = with proportional feedback u = k( u c b s( s + 1)

y)

we get the closed loop transfer function Gcl ( s) = kb + s + kb

The gain k = 1 b gives the desired result. Idea for STR: Estimate b and . To estimate b introduce use k = 1 b

s2

s( s + 1) y = bu 1 s( s + 1) y = b u ( s + a) 2 ( s + a) 2
yf

22

Problem Solutions

2 uc y 1 0 1 2 0 u 10 0 10 0 10 20 30 40 50 10 20 30 40 50

Figure 11. Simulation in Problem 3.3. Process output and control signal are shown for the direct self-tuning regulator when the process zero is not canceled and when B = q.

The equations on page 56 gives db ) = P e = P ( y f b dt dP = P P T P = P dt

( 0) = 1, P ( 0) = 100, = With b in Fig. 14.

0.1, and a = 1 we get the result shown

P
2

Solutions to Chapter 3

23

2 uc y 1 0 1 2 0 u 10 0 10 0 10 20 30 40 50 10 20 30 40 50

Figure 12. Simulation in Problem 3.3. Process output and control signal are shown for the direct self-tuning regulator when the process zero is not canceled and when B = ( q + 0.4) /1.4.

24

Problem Solutions

2 uc y 1 0 1 2 0 u 10 0 10 0 10 20 30 40 50 10 20 30 40 50

Figure 13. Simulation in Problem 3.3. Process output and control signal are shown for the direct self-tuning regulator when the process zero is not canceled and when B = ( q 0.4) /0.6.

Solutions to Chapter 3

25

2 uc y 0 2 0 10 u 5 0 0 1 b 0.6 0.2 0 5 10 15 20 5 10 15 20

10

15

20

Figure 14. Simulation in Problem 3.4. Process output, control signal and estimated parameter b are shown for the indirect continuous-time self-tuning regulator.

26

Problem Solutions

SOLUTIONS TO CHAPTER 4
4.1 may be small because of a poor estimate. One possibility The estimate b is to use a projection algorithm where the estimate is restricted to be in b1 . This requires prior information about b:s a given range, b o b values. Another possibility is to replace 1 b by b 2 + P b

where P is the variance of the estimate. Compare with the discussion of cautious control on pages 356358. 4.10 Using ( 4.21) the output can be written as yt + d = R S R u t + yt + 1 et + do C C C = ro ut + f t

( )

Consider minimization of
2 J = y2 t + d + ut

( +)

Introduce the expression ( *) J = ( r o u t + f t ) 2 + u2 t

2 2 = ( r2 o + ) ut + 2 ro ut f t + f t 2 = ( r2 o + ) ut +

2 rou t f t r2 o + ro f t r2 o +
2

+ f t2

= ( r2 o + ) ut +
Hence 1 J = 2 ro +

rr +f + f
2 2 o t 2 o

2 t

r2 + ft + o ut ro ft + ro +

+
ut
2

r2 o +
2

f t2

= =

1 r2 o + r2 o 1 +

ro ut

r2 o + f t2

f t2

yt + d +

ro

r2 o +

Since r2 o + is a constant we nd that minimizing ( + ) is the same as to minimize J1 = y t + d +

ro

ut = f t +

ro +

ro

ut

Solutions to Chapter 5

27

SOLUTIONS TO CHAPTER 5
5.1 The plant is G ( s) = The desired response is Gm ( s) = 1 B = s( s + a) A

2 Bm = s2 + 2 s + 2 Am

( a) Gradient method or MIT rule. Use formulas similar to ( 5.9) . In this

case B + = 1 and Ao is of rst order. The regulator structure is R = s + r1 S = s0 s + s1 T = t0 Ao

This gives the updating rules dr1 = e dt ds0 = e dt ds1 = e dt dt0 = dt 1 u Ao Am p y Ao Am 1 y Ao Am 1 uc Ao Am

( b) Stability theory approach 1. First derive the error equation. If all

process zeros are cancelled we have Ao Am y = AR 1 y + b o Sy = B R 1 u + b o Sy

= b o( Ru + Sy)
Further Ao Am ym = Ao Bm uc = b o Tuc Hence Ao Am e = Ao Am ( y

) = bo( Ru + Sy

Since 1 Ao Am is not SPR we introduce a polynomial D such that D Ao Am is SPR. We then get

e =

b ( Ru + Sy Ao Am

Tu )
c

Tu )
c

e = where uf =

bD Ru f + Sy f Ao Am yf = 1 y D

Tu

cf

1 u D

uc f =

1 uc D

28

Problem Solutions

( c) Stability theory approach 2. In this case we assume that all states

measurable. Process model: a = x 1

0 x + 0

1 0
Bp

y = 0 1 x
C

Ap

Control law u = Lr u c The closed loop system is = ( Ap x y = Cx where A( ) = Ap

Lx = u x x
3 c 1 1 p r c

2 2

B L) x + B L u

= Ax + Buc

a Bp L =

3 B ( ) = Bp L r = 0
The desired response is given by

m = Am x m + B m u c x where

2 Am = 1

2 Bm = 0

We have

A (B B
(A

2 a 1 0 T = m) 2
m

)T

= 3

0
2 2 m

Introduce the state error e = x we get = x e

= Am

A x B e + ( A A ) x + ( B B )u
m

= Ax + Buc
m

m m

m uc

( )

The error goes to zero if Am is stable and A( )

= 0

( )

Solutions to Chapter 5

29

B ( )

It is thus necessary that A( ) and B ( ) are such that there is a for which ( *) and ( + ) hold. Introduce the Lyapunov function V = eT Pe + tr( A

= 0

( +)

A ) Q (A A ) + tr( B B ) Q ( B B )
m T a m m T b m

Notice that

tr( A + B ) = trA + trB xT Ax = tr( xxT A) = tr( AxxT ) tr( AB ) = tr( B A)

we get dV T Qa ( A T + Pee T + A = tr P ee dt

A
m

+ (A
But from ( *)

+ B Qb ( B Am ) Qa A
T

B
m

) + (B

B m ) Qb B
T

( +)

e T = P ( Am e + ( A Pe T = Pe ( Am Pee

Introducing this into ( + ) and collecting terms proportional to ( A Am ) T we nd that they are 2 tr( A 2 tr( B Hence Similarly we nd that terms proportional to ( B

A ) x + ( B B )u ) e e + ( A A ) x + ( B B )u )
m c m m c m

+ PexT ) T Qa A

) are

+ Qb B

PeuT c

dV = eT PAm e + eT AT m Pe dt

A ) + 2 tr( B B )
+ 2 tr( A
m m

T T

+ PexT Qa A + PeuT Qb B c

Hence if the symmetric matrix P is chosen so that AT m P + PAm = where Q is positive denite ( can always be done if Am is stable!) and parameters are updated so that

(A (B

A ) B )
m m

T T

+ PexT = 0 Qa A + PeuT = 0 Qb B c

( +)

30

Problem Solutions

we get dV = dt

Qe

The equations for updating the parameters derived above can now be used. This gives 2 2 a 1 0 1 T = 0 Q Pex + a 2 2 0 0 0 3 3 2 0 Qb = 0 + Peuc 0

Hence with Qa = I and Qb = 1 d 1 = p11 e1 x1 + p12 e2 x1 = ( p11 e1 + p12 e2 ) x1 dt d 2 = p11 e1 x2 + p12 e2 x2 = ( p11 e1 + p12 e2 ) x2 dt d 3 = ( p11 e1 + p12 e2 ) uc dt where e1 = x1 P such that

m1

and e2 = x2

m2 .

It now remains to determine

AT m P + PAm =

Choosing = 0.707, = 2 and 41.2548 11.3137 Q = 11.3137 16.0000 we get

4 P = 2

2 16

The parameter update laws become d 1 = ( 4 e1 + 2 e2) x1 dt d 2 = ( 4 e1 + 2 e2) x2 dt d 3 = ( 4 e1 + 2 e2 ) uc dt

A simulation of the system is given in Fig. 15. 5.2 The block diagram of the system is shown in Fig. 16. The PI version of the SPR rule is d d ( ) = 1 ( uc e) 2 uc e dt dt

Solutions to Chapter 5

31

2 States x1 xm1 x2 xm2 1 0 1 2 0 10 Estimated parameters 1 0.5 0 0 10 20 30 40 20 30 40

Figure 15. Simulation in Problem 5.1. Top: Process and model states, x1 ( full) , xm1 ( dashed) , x2 ( dotted) , and xm2 ( dash-dotted) . Bottom: Controller parameters 3 ( full) , 1 ( dashed) , and 2 ( dotted) .

0
uc

ym s

1 y s

Figure 16.

Block diagram in Problem 5.2.

To derive the error equation we notice that

dym = 0uc dt dy = uc dt

32

Problem Solutions

Hence

de = ( dt

)u
0

we get

d2 e d uc + ( = dt2 dt

) du dt
0 2 2 c

Inserting the parameter update law ( *) into this we get d2 e = dt2 Hence

duc de e + uc dt dt

uc

u e + ( ) du dt
0

d2 e de + 1 u2 + c 2 dt dt

1 uc

duc e = ( + 2 u2 c dt

) du dt
0

Assuming that uc is constant we get the following error equation d2 e de + 1 u2 + 2 u2 c ce = 0 2 dt dt Assuming that we want this to be a second order system with and we get 1 u2 1 = 2 u2 c = 2 c 2 2 2 uc = 2 = 2 u2 c This gives an indication of how the parameters 1 and 2 should be selected. The analysis was based on the assumption that uc was constant. To get some insight into what happens when uc changes we will give a simulation where uc is a triangular wave with varying period. The adaptation gains are chosen for different and . Figure 17 shows what happens when the period of the square wave is 20 and = 0.5, 1 and 2. Corresponding to the periods 12, 6 and 3. Figure 18 show what happen when uc is changed more rapidly. 5.6 The transfer function is G ( s) = b0 s2 + b1 s + b2 s2 + a1 s + a2

The transfer function has no poles and zeros in the right half plane if a1 0, a2 0, b0 0, b1 0, and b2 0. Consider G ( i ) = B ( i ) A( i ) A( i ) A( i )

The condition Re G ( i ) 0 is equivalent to Re ( B ( i ) A( i ) ) 0. But g ( ) = Re ( b0 2 + i b1 + b2 )( 2

= b0 + ( a1 b1
4

b a b )
0 2 2

i a
2

+ a2 )

+ a2 b2

Solutions to Chapter 5

33

Process and model output 10 10

Process and model output

0 0 1.5 1 0.5 0 0

10

15

20

0 0 1.5 1 0.5 0 0

10

15

20

Estimated parameter

Estimated parameter

10

15

20

10

15

20

Figure 17. Simulation in Problem 5.2 for a triangular wave of period 20. Left top: Process and model outputs, Left bottom: Estimated parameter when = 0.5 ( full) , 1 ( dashed) , and 2 ( dotted) for = 0.7. Right top: Process and model outputs, Right bottom: Estimated parameter when = 0.4 ( full) , 0.7 ( dashed) , and 1.0 ( dotted) for = 1.

Completing the squares the function can be written as g ( ) = b0 2 + a1 b1

b a b
0 2

2 2

2 b0

+ a2 b2

b a b ) (a b 4 b
1 1 0 2 0 2

When b0 = 0 the condition for g to be positive is that a1 b1 If b0 > 0 the function g ( ) is nonnegative for all if either ( i) holds or if a1 b1 b0 a2 b2 < 0

b a b
0 2

( i)

and a2 b2 > Example 1. Consider

( a1 b1

b a b )
0 2 2

4 b0

We have a1 b1 b0 a2 b2 = 24 function G ( s) is SPR. Example 2.

G ( s) =

s2 + 6 s + 8 s2 + 4 s + 3 3 8 = 13 > 0. Hence the transfer

G ( s) =

3 s2 + s + 1 s2 + 3 s + 4

34

Problem Solutions

Process and model output 10 10

Process and model output

0 0 1.5 1 0.5 0 0

10

15

20

0 0 1.5 1 0.5 0 0

10

15

20

Estimated parameter

Estimated parameter

10

15

20

10

15

20

Figure 18. Simulation in Problem 5.2 for a triangular wave of period 5. Left top: Process and model outputs, Left bottom: Estimated parameter when = 0.5 ( full) , 1 ( dashed) , and 2 ( dotted) for = 0.7. Right top: Process and model outputs, Right bottom: Estimated parameter when = 0.4 ( full) , 0.7 ( dashed) , and 1.0 ( dotted) for = 1.

we have a1 b1

a b b
2 0

= 3

12 1 = 10. Furthermore
a2 b2 = 4
2 0 2 2

( a1b1

a b b )
4 b0

100 12

Hence the transfer function G ( s) is neither PR nor SPR. 5.7 Consider the system dx = Ax + B1 u dt y = C1 x where

1 0 . B1 = . . 0

Let Q be positive and let P be the solution of the Lyapunov equation AT P + PA =

( )

Solutions to Chapter 5

35

Dene C1 as

C1 = B T P = p11

p12

...

p1 n

According to the Kalman-Yacobuvich Lemma the transfer function G1 ( s) = C1 ( sI

A) B
1

is then positive denite. This transfer function can, however, be written as p11 sn1 + p12 sn2 + . . . + p1 n G ( s) = sn + a1 sn1 + . . . + an Since there are good numerical algorithms for solving the Lyapunov equation we can use this result to construct transfer functions that are SPR. The method is straightforward. 1. 2. 3. Choose A stable. Solve ( *) for given Q positive. Choose B as B ( s) = p11 sn1 + p12 sn2 + . . . + p1 n 5.11 Let us rst solve the underlying design problem for systems with known parameters. This can be done using pole placement. Let the plant dynamics be B u y = A and let the controller be Ru = Tuc The basic design equation is then AR + B S = Am Ao In this case we have A = ( s + a)( s + p) B = bq Am = s2 + 2 s + 2 We need an observer of at least rst order. The design equation ( *) then becomes

sy
( )

( s + a)( s + p)( s + r1 ) + bq( s0s + s1) = ( s2 + 2 s + 2 )( s + a0)

( +)

where Ao = s + ao is the observer polynomial. The controller is thus of the form dy du + r1 u = t0 uc s0 y s1 dt dt

36

Problem Solutions

It has four parameters that have to be updated r1 , t0 , s0 , and s1 . If no prior knowledge is available we thus have to update these four parameters. When parameter p is known it follows from the design equation ( + ) that there is a relation between the parameters and it then sufces to estimate three parameters. This is particularly easy to see when the observer polynomial is chosen as Ao ( s) = s + p. Putting s = p in ( + ) gives

s p + s
0

= 0

Hence s1 = ps0

( )

In this particular case we can thus update t0 , s0 , and r1 and compute s1 from ( **) . Notice, however, that the knowledge of q is of no value since q always appear in combination with the unknown parameter b. The equations for updating the parameters are derived in the usual way. With a0 = p equation ( + ) simplies to

( s + a)( s + r1 ) + bqs0 = s2 + 2 s + 2
Introducing we get A ( s) = s + a y = S ( s) = s0 T = t0

BT uc A R + B S e B B uc uc = t0 A R + BS Am e = s0 e r1

BT B B B ( A R u = y A R + BS A + BS ) A BT A A u = y = (A R + BS ) A R + BS A A B B u u = = A A A ( s + p)
2 c 2 c m m

y y

The MIT rule then gives dr1 = dt ds0 = dt dt0 = dt

( s + p) Am
1 y e Am

u e

1 uc e Am

A simulation of the controller is given in Fig. 19.

Solutions to Chapter 5

37

2 Model and process output 1 0 1 2 0 2 1.5 1 0.5 0 20 40 60 80 100 20 Estimated parameters 40 60 80 100

Figure 19. Simulation in Problem 5.11. Top: Process ( full) and model ( dashed) output. Bottom: Estimated parameters r1 ( full) , s0 ( dashed) , and t0 ( dotted) .

5.12 The closed loop transfer function is Gcl ( s) = s2 kb + s + kb

This is compatible with the desired dynamics. The error is e = y Hence

kb uc p2 + p + kb

e b b2 k u uc = 2 k p + p + kb ( p2 + p + kb) 2 c b ( uc y) = 2 p + p + kb b p2
c

1 ( u y) +p+1 b

p =

d dt

The following adjustment rule is obtained from the MIT rule dk = dt

e e = k

1 ( uc p2 + p + 1

y)

38

Problem Solutions

2 ym y, gamma = 0.05 0 2 0

2 k, gamma = 0.05 1 0 0

20

40

60

20

40

60

2 ym y, gamma = 0.3 0 2 0

2 k, gamma = 0.3 1 0 0

20

40

60

20

40

60

2 ym y, gamma = 1 0 2 0

2 k, gamma = 1 1 0 0

20

40

60

20

40

60

Figure 20. Simulation in Problem 5.12. Left: Process ( full) and model ( dashed) output. Right: Estimated parameter k for different values of .

A simulation of the system is given Fig. 20. This shows the behavior of the system when uc is a square wave.

Solutions to Chapter 6

39

SOLUTIONS TO CHAPTER 6
6.1 The process is given by G ( s) = and the regressor lter should be G f ( s) = 1 1 1 = = 2 A f ( s) Am ( s) s + 2 s + 2 s0 s + s1 t0 ( s + ao ) Y ( s) + uc ( s) s + r1 s + r1 b s( s + a)

The controller is given by U ( s) =

For the estimation of process parameters we use a continuous-time RLS algorithm. The process is of second order and the controller is of rst order. The regressor lter is of second order and both inputs and outputs should be ltered. Hence we need seven states in . The process parameters are contained in , and the controller parameters in . The relation between these are given by 2 + ao a r1 2 ar ( a 2 ) b + s o 1 0 = ( ) = = 2 s1 ao b 2 t0 b To nd A( ) , B ( ) , C ( ) and D ( ) we start by nding realizations for y, y f , u f and the controller. We get a 0 y b y d = + u dt y y 1 0 0 f 2 f 1 y 2 y d = + y dt y f 1 0 yf 0

/ / /

and

f 2 u d = dt u f 1

f 1 u + u 0 uf 0
2

and the control law can be rewritten as u =

0 0 c

+r s s y + t u + sp + r
1

1 0

y+

ao t0 t0 r1 uc p + r1

We need one state for the controller and it can be realized as = x

r x + ( s
1

+ r1 s0 ) y + ( ao t0

u = x

s y+t u
0 0

r t )u
1 0

40

Problem Solutions

Combining the states results in a y bs0 0 y 1 0 0 f 0 1 2 y d 0 0 1 = yf dt u s0 0 0 f 0 0 0 u f 0 x s1 + r1 s0 0 y bt 0 y 0 y 0 f yf uc 0 + u t 0 f u 0 f ao t0 r1 t0 x

0 0
2

0 0 0 0

0 0 0 0
2

0 0 0 0

2
1 0 0 0

b 0 0 0 1 0 r1

which denes the relation d = A( ) + B ( ) uc dt Now we need to express e and in the states so that we nd the C and D matrices. The estimator tries to nd the parameters in yf = which is rewritten as b uf p( p + a)

p2 y f = py f

a uf = T 0 b
bu

Clearly

0 0 = 0 0

y y f y 1 0 0 0 0 yf 0 0 0 1 0 f u u f x
f 2

and e = p2 y f

2 y

y f yf + y + a

Solutions to Chapter 6

41

= If we use the relations a written as e =

= 2 t0 then e can be + 2 + ao and b

2 y
f

f y f + y + ( r1 + 2 + ao ) y

= 0 1

+ ao

2
t0

y y f y y 0 f u f u f x

uf

Combining the expressions for and e gives

0 1 e = 0 0 0 0

+ ao 1 0

0 0 0

0 0 0

2
t0

0 1

y y f y 0 yf 0 f u 0 u f x

= C ( )

i.e. D ( ) = 0. As given in the problem description, the estimator is dened by d = P e dt dP = P P T P dt

where P is a 2 2 matrix and e and are given above. 6.3 The averaged equations for the parameter estimates are given by ( 6.54) on page 303. In this particular case we have ab2 ( s + a)( s + b) 2 a Gm ( s) = s+a G ( s) =

42

Problem Solutions

To use the averaged equations we need avg ( Gm uc ) ( Guc )

= avg v

b v ( p + b) 2

= =

2 1 2 b2 a2 u2 0b v 2 cos 2 2 cos2 = 2 b + 2 2( a2 + 2 )( b2 + 2 )

2(

a2

a2 b2u2 0 + 2 )( b2 + 2 )

2 b2 + b2

2 2 a2 b2 u2 0( b 2 2 2 2( a + )( b + 2 ) 2

1 )

where we have introduced uc = u0 sin t a uc v = p+a

= atan
Similarly we have avg ( uc Guc ) =

u2 0 G cos ( 2 + 1 ) 2 ab2

= =
where

u2 0 2

+ 2 ( b2 + 2 )

( cos 2 cos 1

sin 2 sin )
1

2 2 u2 2 ( a + 2 b)) 0 ab ( ab 2( a2 + 2 )( b2 + 2 ) 2

1 = atan b a It follows from the analysis on page 302304 that the MIT rule gives a stable system as long as < b while the stability condition for the SPR rule is a b < a + 2b
with b = 10 a we get

= atan

MIT = 10 a SP R = 2.18 a

6.10 The adaptive system was designed for a process with the transfer function ( s) = G The controller has the structure u = 1uc b s+a

( 1) ( 2)

2y

Solutions to Chapter 6

43

The desired response is Gm ( s) = bm s + am

( 3)

Combining ( 1) and ( 2) gives the closed loop transfer function Gcl = b 1 s + a + b 2

Equating this with Gm ( s) given by ( 3) gives b 1 = b m a + b 2 = am If these equations are solved for 1 and 2 we obtain the controller parameters that give the desired closed loop system. Conversely if the equations are solved for a and b we obtain the parameters of the process model that corresponds to given controller parameters. This gives a = am b = bm

b / /
m 2 1

The parameters a and b can thus be interpreted as the parameters of the model the controller believes in. Inserting the expressions for 1 and 2 from page 318 we get 229 31 2 a( ) = 259 2 ( +) b( ) = 458 259 2

When

229 = 2.7179 31

we get a( ) = 0. The reson for this is that the value of the plant transfer function 458 ( ) G ( s) = 2 ( s + 1)( s + 30s + 229) is G ( 2.7179 i) = 0.6697 i. The transfer function of the plant is thus purely imaginary. The only way to obtain a purely imaginary value of the transfer function = b G ( ) s+a is to make a = 0. Also notice that b( 2.7179 i) = 1.8203 which gives ( 2.7179 i) = 0.6697 i. When = 259 = 16.09 we get innite values of G a and b. Notice that G ( i 259) = 0.0587 that is real and negative. The ( i ) negative and real is to have innite large values only way to make G

44

Problem Solutions

of a and b. It is thus easy to explain the behavior of the algorithm from the system identication point of view. The controller can be interpreted as if it is tting a model ( **) to the process dynamics ( *) . With a sinusoidal input it is possible to get a perfect t and the parameters are given by ( + ).