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Chapter 18

Methods

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

many of the results described earlier. In a sense, this

will duplicate the earlier work. Our reason for doing

so, however, is to gain additional insight into linear-

feedback systems. Also, it will turn out that the

alternative state space formulation carries over more

naturally to the multivariable case.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

◆ pole assignment by state-variable feedback

◆ design of observers to reconstruct missing states from

available output measurements

◆ combining state feedback with an observer

◆ transfer-function interpretation

◆ dealing with disturbances in state-variable feedback

◆ reinterpretation of the affine parameterization of all

stabilizing controllers.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

We begin by examining the problem of closed-loop

pole assignment. For the moment, we make a

simplifying assumption that all of the system states

are measured. We will remove this assumption later.

We will also assume that the system is completely

controllable. The following result then shows that

the closed-loop poles of the system can be arbitrarily

assigned by feeding back the state through a suitably

chosen constant-gain vector.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

model

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

controllable, there exists

Acl (s), where Acl (s) is an arbitrary polynomial of degree n.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

in the loop, because the scheme is based only on proportional

feedback of certain system variables. We can easily determine

the overall transfer function from to y(t). It is given by

r (t )

where

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

To do this, we will need to use the following results

from Linear Algebra.

Lemma 18.2: (Matrix inversion lemma). Consider

three matrices, A ∈ n× n, B ∈ n× m, C ∈ m× n.

Then, if A + BC is nonsingular, we have that

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

above result becomes

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

arbitrary vectors φ 1 ∈ n and φ 2 ∈ n, then

provided that W and W + φ 1φ 2 , are nonsingular,

T

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

leads to

is the numerator B0(s) of the nominal model, G0(s). Hence,

state feedback assigns the closed-loop poles to a prescribed

position, while the zeros in the overall transfer function

remain the same as those of the plant model.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

fundamental ideas in control design and lies at the

core of many design strategies. However, this

approach requires that all states be measured. In

most cases, this is an unrealistic requirement. For

that reason, the idea of observers is introduced next,

as a mechanism for estimating the states from the

available measurements.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Observers

Consider again the state space model

xˆ ( t ) the state estimate.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

The term

v(t) represents the feedback error between the

observation and the predicted model output.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

can be chosen such that the error, ~

x ( t ) defined as

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

x ( t ) satisfies

observable, then the eigenvalues of (A0 - JC0) can be

arbitrarily assigned by choice of J.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

As a simple application of a linear observer to

estimate states, we consider the problem of two

coupled tanks in which only the height of the liquid

in the second tank is actually measured but where we

are also interested in estimating the height of the

liquid in the first tank. We will design a virtual

sensor for this task.

A photograph is given on the next slide.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Water flows into the first tank through pump 1 a rate fi(t)

that obviously affects the head of water in tank 1 (denoted

by h1(t)). Water flows out of tank 1 into tank 2 at a rate

f12 (t), affecting both h1(t) and h2(t). Water than flows out

of tank 2 at a rate fe controlled by pump 2.

sensor (or observer) to estimate the height of liquid in

tank 1 from measurements of the height of liquid in tank 2

and the flows f1(t) and f2(t).

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

of the system. The height of liquid in tank 1 can be described by the

equation

The flow between the two tanks can be approximated by the free-

fall velocity for the difference in height between the two tanks:

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

state height difference (or operating point). Let

where

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

We are assuming that h2(t) can be measured and h1(t) cannot, so we set

C = [0 1] and D = [0 0]. The resulting system is both controllable

and observable (as you can easily verify). Now we wish to design an

observer

observer is readily seen to be

so we can choose the observer poles; that choice gives us values for J1

and J2.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

then k = 0.0411. If we wanted poles at s = -0.9291

and s = -0.0531, then we would calculate that J1 = 0.3

and J2 = 0.9. If we wanted two poles at s = -2, then J2

= 3.9178 and J1 = 93.41.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

system shown earlier

Set point for height in tank 2 (%)

80

Percent

70

60

50

40

0 50 100 150 200 250 300 350 400

Time (sec)

Actual height in tank 2 (%)

80

Percent

70

60

50

40

0 50 100 150 200 250 300 350 400

Time (sec)

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

compared below with the true tank height which is

actually measured on this system.

85

80

75 Actual height in tank 1 (blue),

Observed height in tank 1 (red)

Percent

70

65

60

55

50

45

40 0 50 100 150 200 250 300 350 400

Time (sec)

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

an Observer

A reasonable conjecture arising from the last two sections is that it

would be a good idea, in the presence of unmeasurable states, to

proceed by estimating these states via an observer and then to

complete the feedback control strategy by feeding back these

estimates in lieu of the true states. Such a strategy is indeed very

appealing, because it separates the task of observer design from that

of controller design. A-priori, however, it is not clear how the

observer poles and the state feedback interact. The following

theorem shows that the resultant closed-loop poles are the

combination of the observer and the state-feedback poles.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Separation Theorem

Theorem 18.1: (Separation theorem). Consider the

state space model and assume that it is completely

controllable and completely observable. Consider

also an associated observer and state-variable

feedback, where the state estimates are used in lieu

of the true states:

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Then

(i) the closed-loop poles are the combination of the poles from the

observer and the poles that would have resulted from using the

same feedback on the true states - specifically, the closed-loop

polynomial Acl (s) is given by

external signal . ~

x (t )

r (t )

Proof: See the book.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

the use of state-estimate feedback. However, the reader

is cautioned that the location of closed-loop poles is

only one among many factors that come into control-

system design. Indeed, we shall see later that state-

estimate feedback is not a panacea. Indeed it is subject

to the same issues of sensitivity to disturbances, model

errors, etc. as all feedback solutions. In particular, all of

the schemes turn out to be essentially identical.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Transfer-Function Interpretations

In the material presented above, we have developed

a seemingly different approach to SISO linear

control-systems synthesis. This could leave the

reader wondering what the connection is between

this and the transfer-function ideas presented earlier.

We next show that these two methods are actually

different ways of expressing the same result.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

We first give a transfer-function interpretation to the

observer. We recall that the state space observer

takes the form

estimate.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

the following lemma.

Lemma 18.5: The Laplace transform of the state estimate

has the following properties:

(a) The estimate can be expressed in transfer-function form as:

where T1(s) and T2(s) are the following two stable transfer

functions:

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

linearly on the initial conditions of the error

~

x ( t ).

(c) The estimate is unbiased in the sense that

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Estimate Feedback

We next give a transfer-function interpretation to the

interconnection of an observer with state-variable feedback.

The key result is described in the following lemma.

Lemma 18.6:

(a) The state-estimate feedback law

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

denominator of the nominal loop respectively. P(s) and

L(s) are the polynomials defined above.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

assignment and state-estimate feedback lead to the

same result. Thus, the only difference is in the terms

of implementation.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

some simple interpretations in terms of a standard feedback loop.

A first possible interpretation derives directly from

following slide. We see that this is a two-degree-of-freedom

control loop.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

obtained if we generate r (t ) from the loop reference

r(t) as follows:

We then have

shown in part (b) of Figure 18.2.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

implemented as a system defined, in state space

form, by the 4-tuple (A0 - JC0 - B0K, J, K, 0).

(MATLAB provides a special command, reg, to

obtain the transfer function form.)

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Process

We finally give an interpretation to the innovation process. Recall

that

functions by using

as

We can use the above result to express the innovation process v(t)

in terms of the original plant transfer function. In particular, we

have the next lemma.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

associated nominal transfer function G0(s) = B0(s)/A0(s).

Then the innovations process, v(t), can be expressed as

characteristic polynomial).

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Parameterization of all Stabilizing Controllers

controllers (see Figure 15.9 below)

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

input U(s) in Figure 15.9 satisfies

and innovations feedback from an observer by using

the results of the previous section. In particular, we

have the next lemma.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

controllers can be expressed in state space form as

estimate provided by any stable linear observer, and

Ev(s) denotes the corresponding innovation process.

earlier results.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

is shown in Figure 18.3.

of all stabilizing controllers

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

State-Space Interpretation of

Internal Model Principle

A generalization of the above ideas on state-estimate

feedback is the Internal Model Principle (IMP)

described in Chapter 10. We next explore the state

space form of IMP from two alternative

perspectives.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

One way that the IMP can be formulated in state space is to

assume that we have a general deterministic input disturbance

d(t) with a generating polynomial Γ d(s).

We then proceed by building an observer so as to generate a

model state estimate and a disturbance estimate,

x

ˆ 0 (t )

These estimates can then be combined in a control law of the

dˆ ( t ).

form

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

automatically ensures that the polynomial Γ d(s)

appears in the denominator, L(s), of the

corresponding transfer-function form of the

controller.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

includes the plant-model state

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

partial models are (A0, B0, C0, 0) and (Ad, 0, Cd, 0) for

the plant and disturbance, respectively. For the

combined state [ x T

0 ( t ) x d ( t ) ] , we have

T T

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

observable but not controllable (on account of the

disturbance modes). Thus, we will only attempt to

stabilize the plant modes, by choosing K0 so that

(A0 - B0K0) is a stability matrix.

The observer and state-feedback gains can then be

partitioned as on the next slide.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

used, then, clearly Kd = Cd. We thus obtain

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

following transfer function:

in polynomial form is

the polynomial form of IMP.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Principle via additional dynamics

Another method of satisfying the internal Model

Principle in state space is to filter the system output

by passing it through the disturbance model. To

illustrate this, say that the system is given by

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

output through the following filter:

controllabililty of ( A T

d , C d ) . We then estimate x(t)

T

leading to

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

back both xˆ ( t ) and x ′ (t ) to yield

system.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

system is completely controllable, provided that the

original system does not have a zero coinciding with

any eigenvalue of Ad.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

following transfer function:

required.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Context of State-Estimate Feedback

We give a state space interpretation to the anti-wind-

up schemes presented in Chapter 11.

We remind the reader of the two conditions placed

on an anti-wind-up implementation of a controller,

(i) the states of the controller should be driven by the

actual plant input;

(ii) the state should have a stable realization when

driven by the actual plant input.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

of state-variable feedback. This leads to the anti-

wind-up scheme shown in Figure 18.4.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

estimates of disturbances. Actually, to achieve a

one-degree-of-freedom architecture for reference

injection, then all one need do is subtract the

reference prior to feeding the plant output into the

observer.

We thus see that anti-wind-up has a particularly

simple interpretation in state space.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

Summary

❖ We have shown that controller synthesis via pole placement can also be

presented in state space form:

Given a model in state space form, and given desired locations of the

closed-loop poles, it is possible to compute a set of constant gains, one

gain for each state, such that feeding back the states through the gains

results in a closed loop with poles in the prespecified locations.

❖ Viewed as a theoretical result, this insight complements the equivalence

of transfer function and state space models with an equivalence of

achieving pole placement by synthesizing a controller either as transfer

function via the Diophantine equation or as consntant-gain state-

variable feedback.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

would require sensing the value of each state. Due to physical,

chemical, and economic constraints, however, one hardly ever has

actual measurements of all system states available.

❖ This raises the question of alternatives to actual measurements and

introduces the notion of s-called observers, sometimes also called soft

sensors, virtual sensors, filter, or calculated data.

❖ The purpose of an observer is to infer the value of an unmeasured state

from other states that are correlated with it and that are being

measured.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

systems:

◆ they are dynamical systems;

◆ they can be treated in either the frequency or the time domain;

◆ they can be analyzed, synthesized, and designed;

◆ they have performance properties, such as stability, transients, and

sensitivities;

◆ these properties are influenced by the pole-zero patterns of their

sensitivities.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

◆ constraint monitoring;

◆ data logging and trending;

◆ condition and performance monitoring;

◆ fault detection;

◆ feedback control.

above, one can use state-variable estimates from an observer in lieu of

unavailable measurements; the emergent closed-loop behavior is due to

the interaction between the dynamical properties of system, controller,

and observer.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

this chapter: the nominal poles of the overall closed loop are the union of

the observer poles and the closed-loop poles induced by the feedback gains

if all states could be measured. This result is also known as the separation

theorem.

❖ Recall that controller synthesis is concerned with how to compute a

controller that will give the emergent closed loop a particular property, the

constructed property.

❖ The main focus of the chapter is on synthesizing controllers that place the

closed-loop poles in chosen locations; this is a particular constructed

property that allows certain design insights to be achieved.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

well.

❖ Examples of constructed properties for which there exist

synthesis solutions:

◆ to arrive at a specified system state in minimal time with an

energy constraint;

◆ to minimize the weighted square of the control error and energy

consumption;

◆ to achieve minimum variance control.

Chapter 18 ©

Goodwin, Graebe, Salgado , Prentice Hall 2000

into a so-called cost-functional, objective function or criterion,

which is then minimized numerically.

◆ This approach is sometimes called optimal control, because one

optimizes a criterion.

◆ One must remember, however, that the result cannot be better than the

criterion.

◆ Optimization shifts the primary engineering task from explicit

controller design to criterion design, which then generates the

controller automatically.

◆ Both approaches have benefits, including personal preference and

experience.

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