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Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Automatic control and mixed sensitivity H∞
control
René Galindo Orozco
FIME - UANL
CINVESTAV-Monterrey, 20 de Febrero de 2008
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Contents
1 Automatic control
1 Basic notions
2 Degree of mechanization
3 History
4 Class of systems
2 Mixed sensitivity H∞ control
1 Motivation
2 Basic notions
3 Background
4 Loop-shaping
5 Mixed sensitivity
6 Standard solutions
7 Parity interlacing property
1 Mixed sensitivity H∞ control in a
non conventional scheme
1 A mixed sensitivity problem
2 Direct solutions
3 Controllers
4 Tuning procedure
5 Benchmark of a mechanical
system
6 Conclusions
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Basic notions
Automatic control [Wikipedia]
A research area and theoretical base for mechanization and
automation , employing methods from mathematics and
engineering
Mechanization
Machinery to assist human operators with the physical
requirements
Automation (ancient Greek: = self dictated) [Salvat
encyclopedia]
Control systems for industrial machinery and
processes, replacing human operators
Reduces the need for human sensory and mental
requirements
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Basic notions
Automatic control [Wikipedia]
A research area and theoretical base for mechanization and
automation , employing methods from mathematics and
engineering
Theory that deals with influencing the behavior of dynamic
systems
Mechanization
Machinery to assist human operators with the physical
requirements
Automation (ancient Greek: = self dictated) [Salvat
encyclopedia]
Control systems for industrial machinery and
processes, replacing human operators
Reduces the need for human sensory and mental
requirements
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Basic notions
Components [Wikipedia]
u (t) -
f ( )
O& O
O
%
#&
O
"
O
"
-y (t)
?
d (t)
System , set of interacting
entities, real or abstract,
forming an integrated whole
Sensor , measure some physical state
Controller , manipulates u (t) to obtain the desired y (t)
Actuator effect a response under the command of the controller
Reference or set point , a desired y (t)
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Controller improved by J. Watt
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Basic notions
Control objectives
1 Regulation. Ex. controller improved by Watt
lim
t!∞
x (t) ! 0, or lim
t!∞
[x (t) xd] ! 0, xd 2 <
2 Tracking or servo. Ex. radar
lim
t!∞
x (t) ! xd (t)
3 Model matching
4 Input / output decoupling
5 Disturbance rejection or attenuation, etc.
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Basic notions
Type of controller
Open-loop controller
-r
K(s) -L
di
?u- P∆ (s) -L
do
? -y
Can not compensate d (t), ∆ and noise
Closed-loop controller
r
-
L
-
e
K(s) -
L
di
?u
- P∆ (s) -
L
do
?
-
y
?L dm
6
1
6
Feedback on the performance allows the controller to dynamically
compensate for d (t), ∆ and noise
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Basic notions
Feedback [Wikipedia]
Basic mechanism by which systems maintain their equilibrium or
homeostasis
Types of feedback
Negative, tends to reduce output,
Positive, tends to increase output, or
Bipolar.
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
por flotante
4.pdf
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Kalman decomposition
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Degree of mechanization
[Salvat encyclopedia]
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
History
[Wikipedia]
Ktesibios, -270 Float regulator for a water clock
Philon, -250 Keep a constant level of oil in a lamp
In China, 12th cen-
tury
South-pointing chariot used for navigational
purposes
14th century Mechanical clock
1588 Mill-hopper, a device which regulated the flow
of grain in a mill
C. Drebbel, 1624 An automatic temperature control system for a
furnace
P. de Fermat, 1600’s Minimum-time principle in optics
D. Papin, 1681 A safety valve for a pressure cooker
Bernoulli, 1696
Principle of Optimality in connection with the
Brachistochrone Problem
T. Newcomen, 1712 Steam engine
E. Lee, 1745 Fantail for a windmill
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
curve
7.jpg
t12 =
R P2
P1
s
1 + (y0)2
2gy
dx
Brachistochrone curve
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
J. Brindley, 1758 Float valve regulator in a steam boiler
I.I. Polzunov, 1765 A float regulator for a steam engine
Pontryagin, Boltyan-
sky, Gamkrelidze, and
Mishchenko 1962
On/off relay control as optimal control
L. Euler (1707-1783)
Calculus of variations . System moves in such
a way as to minimize the time integral of the
difference between the kinetic and potential
energies
W. Henry, 1771 Sentinel register
Bonnemain, 1777 A temperature regulator suitable for indus-
trial use
J. Watt, 1788,
#Industrial revolu-
tion
Centrifugal flyball governor
A.-L. Breguet, 1793 A closed-loop feedback system to synchro-
nize pocket watches
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
R. Delap, M. Murray, 1799 Pressure regulator
Boulton, Watt, 1803 Combined a pressure regulator with a
float regulator
I. Newton (1642-1727),
G.W. Leibniz (1646-1716),
brothers Bernoulli (late
1600’s, early 1700’s), J.F.
Riccati (1676-1754)
Infinitesimal calculus
G.B. Airy, 1840 A feedback device for pointing a tele-
scope. Discuss the instability of closed-loop
systems . Analysis using differential equa-
tions
J.L. Lagrange (1736-
1813), W.R. Hamilton
(1805-1865)
Motion of dynamical systems using differ-
ential equations
C. Babbage, 1830 Computer principles
J.C. Maxwell, 1868, I.I.
Vishnegradsky, 1877,
"Prehistory
Analyzed the stability of Watt’s flyball
governor, Re froots (G (s))g < 0
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
E.J. Routh, 1877, A.
Hurwitz, 1895
Determining when a characteristic equation
has stable roots. Generalized the results of
Maxwell for linear systems
A.B. Stodola, 1893 Included the delay of the actuating mecha-
nism. System time constant
Lyapunov, 1892 Stability of nonlinear differential equations
using a generalized notion of energy
O. Heaviside, 1892-
1898
Operational calculus. The transfer function
P.-S. de Laplace
(1749-1827), J. Fourier
(1768-1830), A.L.
Cauchy (1789-1857)
Frequency domain approach
Wright Brothers, 1903,
"Primitive period
Successful test flights
C.R. Darwin Feedback over long time periods is responsi-
ble for the evolution of species
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
E.A. Sperry, 1910
Gyroscope
J. Groszkowski
Describing function approach
H. S. Black, 1927 Apply negative feedback to electrical amplifiers
H. Nyquist, 1930s Regeneration theory for the design of stable am-
plifiers. Nyquist stability criterion for feedback
systems
A. Einstein The motion of systems occurs in such a way as
to maximize the time, in 4-D space-time
H.W. Bode, 1938
Magnitude and phase frequency response plots.
Closed-loop stability using gain and phase margin
N. Minorsky, 1922 Proportional-integral-derivative (PID ) con-
troller. Nonlinear effects in the closed-loop
system
A. Rosenblueth
and N. Wiener,
1943
Set the basis for cybernetics
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
plot
9.jpg
Nyquist plot
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
V. Volterra, 1931 Explained the balance between two populations
of fish using feedback
H.L. Házen, 1934 Theory of Servomechanisms
A.N. Kolmogorov,
1941
Theory for discrete-time stationary stochastic
processes
N. Wiener, 1942 Statistically optimal filter for stationary
continuous-time signals
A.C. Hall, 1946 Confront noise effects in frequency-domain
N.B. Nichols, 1947
Nichols Chart
Ivachenko, 1948
Relay control
W.R. Evans, 1948
Root locus technique
J. R. Ragazzini,
1950s Digital control and the z-transform
Tsypkin, 1955 Phase plane for nonlinear controls
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
J. von Neumann, 1948 Construction of the IAS stored-program
Sperry Rand, 1950 Commercial data processing machine, UNI-
VAC I
R. Bellman, 1957 Dynamic programming to the optimal con-
trol of discrete-time systems
L.S. Pontryagin, 1958 Maximum principle
C.S. Draper, 1960,
"Classical period
#Modern period
Inertial navigation system
V.M. Popov, 1961
Circle criterion for nonlinear stability analysis
Kalman, 1960’s Linear quadratic regulator (LQR ). Discrete
and continuous Kalman filter . Linear algebra
and matrices. Internal system state
G. Zames, 1966, I.W.
Sandberg, K.S. Naren-
dra, Goldwyn, 1964,
C.A. Desoer, 1965
Nonlinear stability
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
W. Hoff, 1969 Microprocessor
J.R. Ragazzini, G.
Franklin, L.A. Zadeh,
C.E. Shannon, 1950’s, E.I.
Jury, 1960, B.C. Kuo, 1963
Theory of sampled data systems
Åström, Wittenmark,
1984
Industrial process control
Gelb, 1974 Digital filtering theory
H.H. Rosenbrock, 1974,
A.G.J. MacFarlane, I.
Postlethwaite, 1977
Extend frequency-domain techniques to
multivariable systems. Characteristic lo-
cus, diagonal dominance and the inverse
Nyquist array
I. Horowitz, 1970’s Quantitative feedback theory
J. Doyle, G. Stein, M.G.
Safonov, A.J. Laub, G.L.
Hartmann, 1981
Singular value plots in robust multivariable
design
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Class of systems
8
>>>>>>>>>>>>>><
>>>>>>>>>>>>>>:
Non-causal or
anticipative or predictive
f
Causal or
non-anticipative
8
>>>>>>>>>><
>>>>>>>>>>:
Stochastic
with noise
f
Deterministic
8
>>>>>><
>>>>>>:
Static or
without memory
f
Dynamic
8
>><
>>:
Distributed
Parameters
f
Lumped
Parameters
f
8
>><
>>:
Non-linear f
Linear
8
<
:
Discrete f
Continuous
Time varying
Time invariant
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Motivation
Robust : some property is preserved
Uncertainty ∆
x (t0)
u (t)
; y (t)
∆ always exists due to frequency dependent elements,
unmodeled dynamics and failures
Infinity norm kargk∞
kargk∞ := sup
w
σ (arg)
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Motivation
Robust : some property is preserved
Uncertainty ∆
x (t0)
u (t)
; y (t)
∆ always exists due to frequency dependent elements,
unmodeled dynamics and failures
Zames in 1981 describes ∆ (s) in the frequency domain as
classical control
Infinity norm kargk∞
kargk∞ := sup
w
σ (arg)
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Motivation
Robust : some property is preserved
Uncertainty ∆
x (t0)
u (t)
; y (t)
∆ always exists due to frequency dependent elements,
unmodeled dynamics and failures
Zames in 1981 describes ∆ (s) in the frequency domain as
classical control
Infinity norm kargk∞
kargk∞ := sup
w
σ (arg)
kargk∞ is “good” for specifying the ∆ level and the effect of
kd (t)k2 < ∞ over ky (t)k2
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Basic notions
Robust H∞ control objective
rLe
K(s)
-
w- G (s)
z-
- e∆ (s)
?
1
?
Uncertainty and kw (t)k2 attenuation
in a bandwidth, over kz (t)k2,
guaranteeing stability
Minimize,
J := kz (t)k2 :=
Z ∞
∞
z2
(t) dt
1/2
For linear time invariant systems, minimize
J := kTzew (s)k∞ := supew(t):kew(t)k 1 σ (Tzew), or J := σ (Tzew (s))
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Basic notions
Uncertainty models8
>>>>>>>>>>>>>>>>>><
>>>>>>>>>>>>>>>>>>:
Structured or parametric
Finite number of uncertainty parameters
Ex. diag k∆1 (s)k∞ , ..., ∆q (s) ∞
diag m1, ..., mq
Non structured
The frequency response is in a set 8w
Ex.: a) phase and gain margins
b) k∆ (s)k∞ m
u - P(s) -L
-y
d
?
- ∆a
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
D.C. Youla, H. A.
Jabr, J.J. Bongiorno;
1976
Explicit formula for the optimal controller based
on a least-square Wiener-Hopf minimization of a
cost functional
C.A. Desoer, R. Liu,
J. Murray, R. Saeks;
1980
Controllers placing the feedback system in a ring
of operators with the prescribed properties. The
plant is modeled as a ratio of two operators in that
ring
M. Vidyasagar, H.
Schneider, B.A.
Francis, 1982
Necessary and sufficient conditions for a given
transfer function matrix to have a coprime factor-
ization . Characterization of all stabilizing compen-
sators
C.N. Nett, C.A. Ja-
cobson, M. J. Balas;
1984
Give explicit formulas for a doubly coprime frac-
tional representation of the transfer function in
state-space
K. Glover, D. Mc-
Farlane, 1989
An optimal stability margin. Characterization
of all controllers satisfying a suboptimal stabil-
ity margin, in state-space
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Loop-shaping
d (t), usually in w < wl
σ (P∆ (s)) " and any phase of P∆ (s), in w > wh =)worst ∆ (s) in
w > wh
σ (arg) gives a measure of the “gain” of ∆ (s) or d (t)
Stabilize the system under ∆ (s) ,
¯σ (To (s)) # ()
_
σ (Lo (s)) # , in w > wh
Regulation of y (t) under d (t) ,
_
σ(So (s)) # () σ (Lo (s)) " , in w < wl
9
>>>>>>>>=
>>>>>>>>;
Loop-shaping
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Loop-shaping
W2 (s) and W1 (s) high and low pass weightings
wl and wh depends on
the specific application
the knowledge of d (t) and ∆ (s)
the Bode Phase-Gain Relation
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Mixed sensitivity
r
-
L
-
e
K(s) -
L
di
?u
- P∆ (s) -
L
do
?
-
y
?L dm
6
1
6
Robust stability
By the small gain theorem if e∆ (s)
∞
< 1, stability is guaranteed if,
W2 (s) Tu∆y∆
(s) ∞
< 1
Robust performance
kW1 (s) So (s)k∞ < 1, minK(s) ke (t)k2
So (s) = Tdoy (s) = Ter (s) = (I + P (s) K (s)) 1
: output sensitivity
P∆ (s) : uncertain plant
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Mixed sensitivity
Minimize
kW1 (s) So (s)k∞ and W2 (s) Tu∆y∆
(s) ∞
in the frequency range in which kd (t)k2 and k∆ (s)k∞ are
significative by a stable K (s) designed for P (s), guaranteeing robust
performance and stability, i.e. minimize,
J1 :=
W1 (s) So (s)
W2 (s) Tu∆y∆
(s) ∞
Uncertainty model Tu∆y∆
(s)
Additive K (s) So (s)
Multiplicative at the output To (s) := So (s) P (s) K (s)
Feedback at the input So (s) P (s)
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Standard solutions
General Standard H∞ Optimal Problem
[Doyle, 1981], [Glover, 1984], [Francis, Doyle, 1987], [Chiang, Safonov,
1997]
K (s) stabilizing P (s), and minimizing, J := sup
w:kwk2
2 k
kz (t)k2,
J = kTzw (s)k∞
[Nett, Jacobson, Balas, 1984]
Formula for the YJBK-parametrization,
using static state feedback to stabilize P (s)
=)
Recursive
procedures
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Parity interlacing property
P (s) 2 L
pxm
∞ is strongly stabilizable ()
the unstable poles of P (s) between every
even real and unstable zeros of P (s), is even
9
=
;
) 9K (s) 2 RH∞
Strong stability )
8
<
:
For loop breaking
For closed-loop bandwidth "
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Problem
J1 is transformed into [Galindo, Malabre, Kuˇcera, 2004]:
J2 :=
Sol
Tu∆y∆h ∞
R (s) is fixed solving a MSP without an augmented system
Sol and Tu∆y∆h becomes real matrices
J2 involves the simultaneous minimization of kSolk∞ and Tu∆y∆h ∞
,
min
K(s)
kSolk∞
subject to kSolk∞ = Tu∆y∆h ∞
that is equivalent to minimize the Lagrange function [Galindo,
Herrera, Martínez, 2000],
f := kSolk∞ η kSolk∞ Tu∆y∆h ∞
η Lagrange multiplier
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Direct solutions
[Galindo, Sanchez, Herrera, 2002]
Suppose that det f(s + a) In R (s)g is a Hurwitz polynomial, R (s) 2 <H∞
Define
X (s) = eX (s) = aIn + A 2 <H∞
Y (s) = eY (s) = In 2 <H∞
eNp (s) = Np (s) =
1
s + a
In 2 <H∞
eDp (s) = Dp (s) =
1
s + a
(sIn A) 2 <H∞
NpD 1
p =
1
s + a
1
s + a
(sIn A)
1
XNp + YDp = (aIn + A)
1
s + a
+
1
s + a
(sIn A) = In
eNp (s), Np (s), eDp (s) and Dp (s) are of low order ) less
computational effort
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Direct solutions
[Galindo, Sanchez, Herrera, 2002]
Then, a proper stabilizing K (s) 2RH∞ is:
K (s) = A + [(s + a) In R (s)] 1
[(s + a) aIn + R (s) s]
and,
kSolk∞ = 1
a2 k(aIn Rl) Ak∞
kKhSohk∞ = kA + aIn + Rhk∞
kTohk∞ = 1
wh
kA + aIn + Rhk∞
kSohPhk∞ = 1
wh
kSolk∞ # by a ", and kTohk∞ # by wh "
For P (s) strictly proper Toh = Loh
Select rIn for Rh and Rl, and r < a,
kSolk∞ =
a r
a2
kAk∞
A solution of kTohk∞ = kSolk∞ for Tu∆y∆h = SohPh is,
re = a 1
a
wh kAk∞
(1)
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Direct Solutions
9 [ a, a] in which kTohk∞ # (") and kSolk∞ " (#) as linear functions of
r [Galindo, Malabre, Kuˇcera, 2004],
-
a
6
1
wh
kA + aInk∞
1
wh
kA + 2aInk∞
1
a kAk∞
@
@
@
@
@
@
@
@
@
@
@
@
a r
kSolk∞
kTohk∞
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Direct solutions
[Galindo, Malabre, Kucera, 2004]
Let rIn be for R (s) 2 <H∞
Then, a value for r is:
r = a 1
γmina
(wh + 1) kAk∞
where
γmin = [1 + λmax (YX)]1/2
being Y and X the solutions of the Riccati equations
ATX + XA X2 + In = 0
AY + YAT Y2 + In = 0
The optimal value for r lies in,
r 2 [rb, a]
and a lower bound rb for r is:
rb =
a (wh a) kAk∞ a2
wh kAk∞ + a2
lim
wh !0
rb = (a + kAk∞), lim
wh !∞
rb = a
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Let rIn be for R (s) 2 <H∞
Then, an optimal value for r is:
re =
b2 b1
m1 m2
where
b1 :=
1
a
kAk∞ , m1 :=
1
a2
kAk∞
b2 :=
1
wh
kA + aInk∞
m2 :=
1
awh
(kA + 2aInk∞ kA + aInk∞)
Moreover
kSolk∞ =
kA + 2aInk∞ kAk∞
wh kAk∞ + a (kA + 2aInk∞ kA + aInk∞)
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Controllers
˙x (t) = Ax (t) + Bu (t)
Define v1 (t) := Bu (t) ) ˙x (t) = Ax (t) + v1 (t)
+
u (t) = BLv1 (t) ) ˙x (t) = Ax (t) + BBLv1 (t)
) E1 := BBL In
xd-L
- K1(s)
v1- BL -u
(sIn A) 1
B -L
d1
? -x
?L d2
6
1
6
A 2 <n n, B 2 <n m, C 2 <p n
v1 (t) the output of the precompensator K1 (s)
BL a left inverse of B
xd (t) the input reference
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Controllers
Let A, BBL, C ,
u (s) = BL
K1 (s) (xd (s) x (s))
Dual system AT, CT, BBL T
,
u (s) = CT
L
KT
2 (s) (y (s) by (s))
In original coordinates,
u (s) = K2 (s) CR
(y (s) by (s))
x
-
L ξ
- C - CR - K2(s) - BL -
v2
(sIn A) 1
B -
bx
6
1
6
CR a right inverse of C
v2 (t) the output of K2 (s)
bx (t) and by (t), the estimated state and output
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Controllers
(
bx (t) = Abx (t) + v2 (t)
by (t) = Cbx (t)
Define
bφ (t) := bx (t)
)
(
bx (t) = Abx (t) + v2 (t)
bφ (t) = bx (t)
+
bx (t) = CRby (t)
)
(
bx (t) = Abx (t) + v2 (t)
bφ (t) = CRCbx (t)
) E2 := CRC In
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Controllers
Nominal plant P (s)
(A, B, C) a stabilizable and detectable realization of P (s) satisfying
the parity interlacing property
A =
A11 A12
A21 A22
B =
0
B1
C = C eC
B1 2 <m m non-singular
For P (s) proper, transform quadruples into and extended triples
[Basile, Marro, 1992]
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Controllers [Galindo, 2006]
exd-L e- K1(s)
v1- BL -
?
u
P(s) -L
d1
? -y
?L
?
d2
6
1
6
L
- (sIn A) 1
B
bx- C - 1 -L
CRK2(s)
v2
BL
6
bx (t) : estimated state
e1 (t) : deviation from the desired state trajectory xd (t)
exd (s) := Wr (s) xd (s) : filtered state reference
Satisfies the separation principle
Allows to get a stable H∞ compensator
bxss = xss, lim
ri!ai
xss ! xdss, Toh ! 0
The class of systems depends of the observability in closed loop
Some of the poles are fixed. For eC = 0, det (sIn m A11) must be
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Controllers
[Galindo, 2007]
exd-
L e1- K1(s)
v1 -
?
BL -
u
P(s) -
L
d1
?
-
y
?L
?
d2
6
1
6
L
- (sIn A) 1 bx- C - 1 -L
CR
e2
K2(s)
v2
6
A simplified version of the one of [Galindo, 2006]
The separation principle is not satisfied
Ki (s), become PI as ri ! ai, low complexity controllers
The closed loop poles depends on the selection of the free
parameters of BL and CR, and the rest s = ai, are stable poles
Some of the poles are fixed. For eC = 0, det (sIm A22) and for
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Tuning procedure
Tuning Procedure [Galindo, Malabre, Kuˇcera, 2004]
For a desired time response, attenuation of kd1 (t)k2, i.e., for a given a1
1 Select a2 = a1 > 0
2 Find the largest free parameters of BL and CR, and the lowest wh,
satisfying
a) The stationary state error specifications,
b) ri ai (1 ai), i = 1, 2,
c) and minimizing kE1 (ρ1A + In)k∞ and k(ρ2A + In) E2k∞
ρi :=
(ai ri) /a2
i if ri 6= ai
wl/a2
i if ri = ai
wl a fixed frequency in the low frequency bandwidth of Ki (s)
3 If possible select xd 2 Im B to assure that lim
ri!ai
bxss ! xss
4 If needed, use a pre-filter Wr (s) for the reference
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Controllers
[Galindo, 2007]
exd
- φ(s)
?- C -L e- K2(s)CR -L
- V(s) -u
P(s) -L
d1
? -y
?L d2
6
1
6
V (s) := σ (s) BLK1 (s) Γ 1 (s), Γ (s) := In + σ (s) K2 (s) CRC,
σ (s) := s+a1 r1
(s+a1)2 , Φ (s) = sIn A
For P∆ (s), we must satisfy also the Small Gain Theorem
Tu∆y∆
(s) does not depend on exd (t), indeed Tu∆y∆
(s) becomes
K (s) So (s), To (s) := P (s) K (s) So (s), and So (s) P (s), where
K (s) = V (s) K2 (s) CR
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Controllers
Assignment of part of the poles by a change of basis
Let a change of basis, [Galindo, 2007]
T =
Iq 0
T21 Iq
, T 1 =
Iq 0
T21 Iq
preserving the structure of B, where q m, and
A =
eA11
eA12
eA21
eA22
be partitioned accordingly with the block partition of T. So,
A = TAT 1 ="
eA11
eA12T21
eA12
T21
eA11 + eA21 T21
eA12 + eA22 T21 T21
eA12 + eA22
#
Then,
T21 = eAR
12
eA11 Λ11
assigns a desired dynamics Λ11 to A11, and,
T21 = Λ22
eA22
eAL
12
assigns a desired dynamics Λ22 to A22
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Mixed sensitivity
[Galindo, 2007] The norm-∞ of Tu∆y∆h is,
kKhSohk∞ = 1
wh
BLD1D2CR
∞
kTohk∞ = 1
w2
h
CBBLD1D2CR
∞
kSohPhk∞ = 1
wh
kCBk∞
Di := A + (ai + ri) In, i = 1, 2.
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Mixed sensitivity
[Galindo, Malabre, Kuˇcera, 2004] lim
s!0
lim
ρi!0
So (s)
∞
=
wl
a2
i
kAk∞
Robust stability is achieved
ai # , but the performance is ameliorated
wh " , but the high frequency bandwidth is decreased
Tuning Procedure
1 Look for the highest values of ai, i = 1, 2, satisfying stability
conditions, minimizing Tu∆y∆h ∞
and satisfying plant input
specifications
2 Fix the value of the free parameters of BL and CR
3 Select wh, satisfying stability conditions, stationary state error
specifications and minimizing Tu∆y∆h ∞
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Benchmark of a Mechanical System
-
u
m1
7 ! x1(t)
k
b
m2
7 ! x2(t)
-
d
Consider a model of a mechanical system,
˙x (t) = Ax (t) + Bu (t) + Ψd (t)
y (t) = Cx (t)
where x (t)T
:= x1 (t) x2 (t) ˙x2 (t) ˙x1 (t) ,
A =
2
6
6
6
4
0 0 0 1
0 0 1 0
k
m2
k
m2
b
m2
b
m2
k
m1
k
m1
b
m1
b
m1
3
7
7
7
5
, B =
2
6
6
4
0
0
0
1
m1
3
7
7
5 , Ψ =
2
6
6
4
0
0
1
m2
0
3
7
7
5
C = 0 1 0 0
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Benchmark of a Mechanical System
Non-collocated case,
The control input acts only on one uncertainty mass 0.1 m1 3
and the output is the position of m2
The nominal value of m1 = 1
d (t) unknown disturbance
k and b the elasticity and friction coefficients
m1 and m2 the mass
m2 = k = b = 1
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Benchmark of a Mechanical System
Let a := a1 = a2
So, r := r1 = r2 which implies K1 (s) = K2 (s)
(A, B, C) is a minimal realization and B has the desired structure
P (s) satisfies the parity interlacing property
eC = 0, det (sIm A22) = s + 1 is Hurwitz
A desired dynamics Λ22 =diagf 2, 2g, and T with q = 2 is
realized, getting,
A =
2
6
6
4
1 1 0 1
1 1 1 0
1 3 2 0
3 1 0 2
3
7
7
5 , B = B, C = C
det sIm A22 = s + 2 is Hurwitz
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Benchmark of a Mechanical System
Select a = 2 and,
BL = g1 0 0 1
CR = g2 1 0 g3
T
g1 = 1.6, g2 = 0.3, g3 = 0.55
CB = 0 =) kTohk∞ = 0 and kSohPhk∞ = 0,
wh kKhSohk∞ kKhSohk∞ kKhSohk∞
with r with rb with re
1 1.9 stable 0.05 unstable 0.909 unstable
3 0.675 stable 0.487 unstable 0.57 unstable
5 0.412 unstable 0.35 unstable 0.377 stable
10 0.209 unstable 0.195 stable 0.201 stable
12 0.175 unstable 0.165 stable 0.169 stable
15 0.14 unstable 0.134 stable 0.136 unstable
17 0.124 unstable 0.119 stable 0.121 unstable
18 0.117 unstable 0.113 stable 0.114 unstable
20 0.105 unstable 0.102 unstable 0.103 unstable
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Benchmark of a Mechanical System
Select wh = 3 rad/sec., wh = 17 rad/sec. and wh = 12 rad/sec.
=) r = 1.61, rb = 1.622, and re = 1.631
with r with rb with re
kE1 (ρ1A + In)k∞ 2.067 2.052 2.042
k(ρ2A + In) E2k∞ 1.627 1.625 1.623
The characteristic polynomials det (sI AK) of the overall
compensators are stables
Tol = CclA 1
cl Bcl =) exd (t) = (1/To2l) xd (t)
xd (t) = 0 yd 0 0
T
/2 Im B
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Benchmark of a Mechanical System
yd = 5, under d (t) = 0.1 (sin (10t) + sin (100t))
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Benchmark of a Mechanical System
yd = 5, under d (t) = 0.1 (sin (10t) + sin (100t))
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Benchmark of a Mechanical System
x2 (t) tracks the reference signal with r, rb and re, under the d (t)
and the variation of the parameter m1
d (t) remains as very small oscillations at y (t)
Sinusoidal functions of frequencies over wh = 3 rad/sec.,
wh = 17 rad/sec. and wh = 12 rad/sec. for r, rb and re, are well
attenuated at y (t)
Bigger time response with re and less control energy, the contrary
with r, and rb in the middle
Smooth control energy
As m1 ", more energy is required, and the peaks and frequency
of the oscillations decrease
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Conclusions
1 A methodology to design a mixed sensitivity H∞ compensator
for a LTI MIMO plant is proposed
2 A nominal compensator is designed for the nominal plant
solving a mixed sensitivity H∞ problem, in a non-conventional
observer-compensator scheme
3 A mixed sensitivity H∞ control law and necessary and sufficient
stability conditions are given
4 Good performance guaranteeing stability, in spite of the
uncertainties and of the external disturbances that are attenuated
5 The controllers with r, rb and re have good performance and their
selection depends on the desired time response and the plant
input specifications
6 An analytic or a numerical method replacing the tuning
procedure is still an open problem
Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions
Thank you

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Automatic control and mixed sensitivity Hinf control

  • 1. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Automatic control and mixed sensitivity H∞ control René Galindo Orozco FIME - UANL CINVESTAV-Monterrey, 20 de Febrero de 2008
  • 2. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Contents 1 Automatic control 1 Basic notions 2 Degree of mechanization 3 History 4 Class of systems 2 Mixed sensitivity H∞ control 1 Motivation 2 Basic notions 3 Background 4 Loop-shaping 5 Mixed sensitivity 6 Standard solutions 7 Parity interlacing property 1 Mixed sensitivity H∞ control in a non conventional scheme 1 A mixed sensitivity problem 2 Direct solutions 3 Controllers 4 Tuning procedure 5 Benchmark of a mechanical system 6 Conclusions
  • 3. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Basic notions Automatic control [Wikipedia] A research area and theoretical base for mechanization and automation , employing methods from mathematics and engineering Mechanization Machinery to assist human operators with the physical requirements Automation (ancient Greek: = self dictated) [Salvat encyclopedia] Control systems for industrial machinery and processes, replacing human operators Reduces the need for human sensory and mental requirements
  • 4. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Basic notions Automatic control [Wikipedia] A research area and theoretical base for mechanization and automation , employing methods from mathematics and engineering Theory that deals with influencing the behavior of dynamic systems Mechanization Machinery to assist human operators with the physical requirements Automation (ancient Greek: = self dictated) [Salvat encyclopedia] Control systems for industrial machinery and processes, replacing human operators Reduces the need for human sensory and mental requirements
  • 5. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Basic notions Components [Wikipedia] u (t) - f ( ) O& O O % #& O " O " -y (t) ? d (t) System , set of interacting entities, real or abstract, forming an integrated whole Sensor , measure some physical state Controller , manipulates u (t) to obtain the desired y (t) Actuator effect a response under the command of the controller Reference or set point , a desired y (t)
  • 6. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Controller improved by J. Watt
  • 7. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Basic notions Control objectives 1 Regulation. Ex. controller improved by Watt lim t!∞ x (t) ! 0, or lim t!∞ [x (t) xd] ! 0, xd 2 < 2 Tracking or servo. Ex. radar lim t!∞ x (t) ! xd (t) 3 Model matching 4 Input / output decoupling 5 Disturbance rejection or attenuation, etc.
  • 8. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Basic notions Type of controller Open-loop controller -r K(s) -L di ?u- P∆ (s) -L do ? -y Can not compensate d (t), ∆ and noise Closed-loop controller r - L - e K(s) - L di ?u - P∆ (s) - L do ? - y ?L dm 6 1 6 Feedback on the performance allows the controller to dynamically compensate for d (t), ∆ and noise
  • 9. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Basic notions Feedback [Wikipedia] Basic mechanism by which systems maintain their equilibrium or homeostasis Types of feedback Negative, tends to reduce output, Positive, tends to increase output, or Bipolar.
  • 10. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions por flotante 4.pdf
  • 11. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Kalman decomposition
  • 12. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Degree of mechanization [Salvat encyclopedia]
  • 13. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions History [Wikipedia] Ktesibios, -270 Float regulator for a water clock Philon, -250 Keep a constant level of oil in a lamp In China, 12th cen- tury South-pointing chariot used for navigational purposes 14th century Mechanical clock 1588 Mill-hopper, a device which regulated the flow of grain in a mill C. Drebbel, 1624 An automatic temperature control system for a furnace P. de Fermat, 1600’s Minimum-time principle in optics D. Papin, 1681 A safety valve for a pressure cooker Bernoulli, 1696 Principle of Optimality in connection with the Brachistochrone Problem T. Newcomen, 1712 Steam engine E. Lee, 1745 Fantail for a windmill
  • 14. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions curve 7.jpg t12 = R P2 P1 s 1 + (y0)2 2gy dx Brachistochrone curve
  • 15. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions J. Brindley, 1758 Float valve regulator in a steam boiler I.I. Polzunov, 1765 A float regulator for a steam engine Pontryagin, Boltyan- sky, Gamkrelidze, and Mishchenko 1962 On/off relay control as optimal control L. Euler (1707-1783) Calculus of variations . System moves in such a way as to minimize the time integral of the difference between the kinetic and potential energies W. Henry, 1771 Sentinel register Bonnemain, 1777 A temperature regulator suitable for indus- trial use J. Watt, 1788, #Industrial revolu- tion Centrifugal flyball governor A.-L. Breguet, 1793 A closed-loop feedback system to synchro- nize pocket watches
  • 16. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions R. Delap, M. Murray, 1799 Pressure regulator Boulton, Watt, 1803 Combined a pressure regulator with a float regulator I. Newton (1642-1727), G.W. Leibniz (1646-1716), brothers Bernoulli (late 1600’s, early 1700’s), J.F. Riccati (1676-1754) Infinitesimal calculus G.B. Airy, 1840 A feedback device for pointing a tele- scope. Discuss the instability of closed-loop systems . Analysis using differential equa- tions J.L. Lagrange (1736- 1813), W.R. Hamilton (1805-1865) Motion of dynamical systems using differ- ential equations C. Babbage, 1830 Computer principles J.C. Maxwell, 1868, I.I. Vishnegradsky, 1877, "Prehistory Analyzed the stability of Watt’s flyball governor, Re froots (G (s))g < 0
  • 17. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions E.J. Routh, 1877, A. Hurwitz, 1895 Determining when a characteristic equation has stable roots. Generalized the results of Maxwell for linear systems A.B. Stodola, 1893 Included the delay of the actuating mecha- nism. System time constant Lyapunov, 1892 Stability of nonlinear differential equations using a generalized notion of energy O. Heaviside, 1892- 1898 Operational calculus. The transfer function P.-S. de Laplace (1749-1827), J. Fourier (1768-1830), A.L. Cauchy (1789-1857) Frequency domain approach Wright Brothers, 1903, "Primitive period Successful test flights C.R. Darwin Feedback over long time periods is responsi- ble for the evolution of species
  • 18. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions E.A. Sperry, 1910 Gyroscope J. Groszkowski Describing function approach H. S. Black, 1927 Apply negative feedback to electrical amplifiers H. Nyquist, 1930s Regeneration theory for the design of stable am- plifiers. Nyquist stability criterion for feedback systems A. Einstein The motion of systems occurs in such a way as to maximize the time, in 4-D space-time H.W. Bode, 1938 Magnitude and phase frequency response plots. Closed-loop stability using gain and phase margin N. Minorsky, 1922 Proportional-integral-derivative (PID ) con- troller. Nonlinear effects in the closed-loop system A. Rosenblueth and N. Wiener, 1943 Set the basis for cybernetics
  • 19. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions plot 9.jpg Nyquist plot
  • 20. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions V. Volterra, 1931 Explained the balance between two populations of fish using feedback H.L. Házen, 1934 Theory of Servomechanisms A.N. Kolmogorov, 1941 Theory for discrete-time stationary stochastic processes N. Wiener, 1942 Statistically optimal filter for stationary continuous-time signals A.C. Hall, 1946 Confront noise effects in frequency-domain N.B. Nichols, 1947 Nichols Chart Ivachenko, 1948 Relay control W.R. Evans, 1948 Root locus technique J. R. Ragazzini, 1950s Digital control and the z-transform Tsypkin, 1955 Phase plane for nonlinear controls
  • 21. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions J. von Neumann, 1948 Construction of the IAS stored-program Sperry Rand, 1950 Commercial data processing machine, UNI- VAC I R. Bellman, 1957 Dynamic programming to the optimal con- trol of discrete-time systems L.S. Pontryagin, 1958 Maximum principle C.S. Draper, 1960, "Classical period #Modern period Inertial navigation system V.M. Popov, 1961 Circle criterion for nonlinear stability analysis Kalman, 1960’s Linear quadratic regulator (LQR ). Discrete and continuous Kalman filter . Linear algebra and matrices. Internal system state G. Zames, 1966, I.W. Sandberg, K.S. Naren- dra, Goldwyn, 1964, C.A. Desoer, 1965 Nonlinear stability
  • 22. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions W. Hoff, 1969 Microprocessor J.R. Ragazzini, G. Franklin, L.A. Zadeh, C.E. Shannon, 1950’s, E.I. Jury, 1960, B.C. Kuo, 1963 Theory of sampled data systems Åström, Wittenmark, 1984 Industrial process control Gelb, 1974 Digital filtering theory H.H. Rosenbrock, 1974, A.G.J. MacFarlane, I. Postlethwaite, 1977 Extend frequency-domain techniques to multivariable systems. Characteristic lo- cus, diagonal dominance and the inverse Nyquist array I. Horowitz, 1970’s Quantitative feedback theory J. Doyle, G. Stein, M.G. Safonov, A.J. Laub, G.L. Hartmann, 1981 Singular value plots in robust multivariable design
  • 23. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Class of systems 8 >>>>>>>>>>>>>>< >>>>>>>>>>>>>>: Non-causal or anticipative or predictive f Causal or non-anticipative 8 >>>>>>>>>>< >>>>>>>>>>: Stochastic with noise f Deterministic 8 >>>>>>< >>>>>>: Static or without memory f Dynamic 8 >>< >>: Distributed Parameters f Lumped Parameters f 8 >>< >>: Non-linear f Linear 8 < : Discrete f Continuous Time varying Time invariant
  • 24. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Motivation Robust : some property is preserved Uncertainty ∆ x (t0) u (t) ; y (t) ∆ always exists due to frequency dependent elements, unmodeled dynamics and failures Infinity norm kargk∞ kargk∞ := sup w σ (arg)
  • 25. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Motivation Robust : some property is preserved Uncertainty ∆ x (t0) u (t) ; y (t) ∆ always exists due to frequency dependent elements, unmodeled dynamics and failures Zames in 1981 describes ∆ (s) in the frequency domain as classical control Infinity norm kargk∞ kargk∞ := sup w σ (arg)
  • 26. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Motivation Robust : some property is preserved Uncertainty ∆ x (t0) u (t) ; y (t) ∆ always exists due to frequency dependent elements, unmodeled dynamics and failures Zames in 1981 describes ∆ (s) in the frequency domain as classical control Infinity norm kargk∞ kargk∞ := sup w σ (arg) kargk∞ is “good” for specifying the ∆ level and the effect of kd (t)k2 < ∞ over ky (t)k2
  • 27. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Basic notions Robust H∞ control objective rLe K(s) - w- G (s) z- - e∆ (s) ? 1 ? Uncertainty and kw (t)k2 attenuation in a bandwidth, over kz (t)k2, guaranteeing stability Minimize, J := kz (t)k2 := Z ∞ ∞ z2 (t) dt 1/2 For linear time invariant systems, minimize J := kTzew (s)k∞ := supew(t):kew(t)k 1 σ (Tzew), or J := σ (Tzew (s))
  • 28. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Basic notions Uncertainty models8 >>>>>>>>>>>>>>>>>>< >>>>>>>>>>>>>>>>>>: Structured or parametric Finite number of uncertainty parameters Ex. diag k∆1 (s)k∞ , ..., ∆q (s) ∞ diag m1, ..., mq Non structured The frequency response is in a set 8w Ex.: a) phase and gain margins b) k∆ (s)k∞ m u - P(s) -L -y d ? - ∆a
  • 29. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions D.C. Youla, H. A. Jabr, J.J. Bongiorno; 1976 Explicit formula for the optimal controller based on a least-square Wiener-Hopf minimization of a cost functional C.A. Desoer, R. Liu, J. Murray, R. Saeks; 1980 Controllers placing the feedback system in a ring of operators with the prescribed properties. The plant is modeled as a ratio of two operators in that ring M. Vidyasagar, H. Schneider, B.A. Francis, 1982 Necessary and sufficient conditions for a given transfer function matrix to have a coprime factor- ization . Characterization of all stabilizing compen- sators C.N. Nett, C.A. Ja- cobson, M. J. Balas; 1984 Give explicit formulas for a doubly coprime frac- tional representation of the transfer function in state-space K. Glover, D. Mc- Farlane, 1989 An optimal stability margin. Characterization of all controllers satisfying a suboptimal stabil- ity margin, in state-space
  • 30. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Loop-shaping d (t), usually in w < wl σ (P∆ (s)) " and any phase of P∆ (s), in w > wh =)worst ∆ (s) in w > wh σ (arg) gives a measure of the “gain” of ∆ (s) or d (t) Stabilize the system under ∆ (s) , ¯σ (To (s)) # () _ σ (Lo (s)) # , in w > wh Regulation of y (t) under d (t) , _ σ(So (s)) # () σ (Lo (s)) " , in w < wl 9 >>>>>>>>= >>>>>>>>; Loop-shaping
  • 31. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Loop-shaping W2 (s) and W1 (s) high and low pass weightings wl and wh depends on the specific application the knowledge of d (t) and ∆ (s) the Bode Phase-Gain Relation
  • 32. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Mixed sensitivity r - L - e K(s) - L di ?u - P∆ (s) - L do ? - y ?L dm 6 1 6 Robust stability By the small gain theorem if e∆ (s) ∞ < 1, stability is guaranteed if, W2 (s) Tu∆y∆ (s) ∞ < 1 Robust performance kW1 (s) So (s)k∞ < 1, minK(s) ke (t)k2 So (s) = Tdoy (s) = Ter (s) = (I + P (s) K (s)) 1 : output sensitivity P∆ (s) : uncertain plant
  • 33. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Mixed sensitivity Minimize kW1 (s) So (s)k∞ and W2 (s) Tu∆y∆ (s) ∞ in the frequency range in which kd (t)k2 and k∆ (s)k∞ are significative by a stable K (s) designed for P (s), guaranteeing robust performance and stability, i.e. minimize, J1 := W1 (s) So (s) W2 (s) Tu∆y∆ (s) ∞ Uncertainty model Tu∆y∆ (s) Additive K (s) So (s) Multiplicative at the output To (s) := So (s) P (s) K (s) Feedback at the input So (s) P (s)
  • 34. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Standard solutions General Standard H∞ Optimal Problem [Doyle, 1981], [Glover, 1984], [Francis, Doyle, 1987], [Chiang, Safonov, 1997] K (s) stabilizing P (s), and minimizing, J := sup w:kwk2 2 k kz (t)k2, J = kTzw (s)k∞ [Nett, Jacobson, Balas, 1984] Formula for the YJBK-parametrization, using static state feedback to stabilize P (s) =) Recursive procedures
  • 35. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Parity interlacing property P (s) 2 L pxm ∞ is strongly stabilizable () the unstable poles of P (s) between every even real and unstable zeros of P (s), is even 9 = ; ) 9K (s) 2 RH∞ Strong stability ) 8 < : For loop breaking For closed-loop bandwidth "
  • 36. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Problem J1 is transformed into [Galindo, Malabre, Kuˇcera, 2004]: J2 := Sol Tu∆y∆h ∞ R (s) is fixed solving a MSP without an augmented system Sol and Tu∆y∆h becomes real matrices J2 involves the simultaneous minimization of kSolk∞ and Tu∆y∆h ∞ , min K(s) kSolk∞ subject to kSolk∞ = Tu∆y∆h ∞ that is equivalent to minimize the Lagrange function [Galindo, Herrera, Martínez, 2000], f := kSolk∞ η kSolk∞ Tu∆y∆h ∞ η Lagrange multiplier
  • 37. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Direct solutions [Galindo, Sanchez, Herrera, 2002] Suppose that det f(s + a) In R (s)g is a Hurwitz polynomial, R (s) 2 <H∞ Define X (s) = eX (s) = aIn + A 2 <H∞ Y (s) = eY (s) = In 2 <H∞ eNp (s) = Np (s) = 1 s + a In 2 <H∞ eDp (s) = Dp (s) = 1 s + a (sIn A) 2 <H∞ NpD 1 p = 1 s + a 1 s + a (sIn A) 1 XNp + YDp = (aIn + A) 1 s + a + 1 s + a (sIn A) = In eNp (s), Np (s), eDp (s) and Dp (s) are of low order ) less computational effort
  • 38. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Direct solutions [Galindo, Sanchez, Herrera, 2002] Then, a proper stabilizing K (s) 2RH∞ is: K (s) = A + [(s + a) In R (s)] 1 [(s + a) aIn + R (s) s] and, kSolk∞ = 1 a2 k(aIn Rl) Ak∞ kKhSohk∞ = kA + aIn + Rhk∞ kTohk∞ = 1 wh kA + aIn + Rhk∞ kSohPhk∞ = 1 wh kSolk∞ # by a ", and kTohk∞ # by wh " For P (s) strictly proper Toh = Loh Select rIn for Rh and Rl, and r < a, kSolk∞ = a r a2 kAk∞ A solution of kTohk∞ = kSolk∞ for Tu∆y∆h = SohPh is, re = a 1 a wh kAk∞ (1)
  • 39. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Direct Solutions 9 [ a, a] in which kTohk∞ # (") and kSolk∞ " (#) as linear functions of r [Galindo, Malabre, Kuˇcera, 2004], - a 6 1 wh kA + aInk∞ 1 wh kA + 2aInk∞ 1 a kAk∞ @ @ @ @ @ @ @ @ @ @ @ @ a r kSolk∞ kTohk∞
  • 40. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Direct solutions [Galindo, Malabre, Kucera, 2004] Let rIn be for R (s) 2 <H∞ Then, a value for r is: r = a 1 γmina (wh + 1) kAk∞ where γmin = [1 + λmax (YX)]1/2 being Y and X the solutions of the Riccati equations ATX + XA X2 + In = 0 AY + YAT Y2 + In = 0 The optimal value for r lies in, r 2 [rb, a] and a lower bound rb for r is: rb = a (wh a) kAk∞ a2 wh kAk∞ + a2 lim wh !0 rb = (a + kAk∞), lim wh !∞ rb = a
  • 41. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Let rIn be for R (s) 2 <H∞ Then, an optimal value for r is: re = b2 b1 m1 m2 where b1 := 1 a kAk∞ , m1 := 1 a2 kAk∞ b2 := 1 wh kA + aInk∞ m2 := 1 awh (kA + 2aInk∞ kA + aInk∞) Moreover kSolk∞ = kA + 2aInk∞ kAk∞ wh kAk∞ + a (kA + 2aInk∞ kA + aInk∞)
  • 42. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Controllers ˙x (t) = Ax (t) + Bu (t) Define v1 (t) := Bu (t) ) ˙x (t) = Ax (t) + v1 (t) + u (t) = BLv1 (t) ) ˙x (t) = Ax (t) + BBLv1 (t) ) E1 := BBL In xd-L - K1(s) v1- BL -u (sIn A) 1 B -L d1 ? -x ?L d2 6 1 6 A 2 <n n, B 2 <n m, C 2 <p n v1 (t) the output of the precompensator K1 (s) BL a left inverse of B xd (t) the input reference
  • 43. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Controllers Let A, BBL, C , u (s) = BL K1 (s) (xd (s) x (s)) Dual system AT, CT, BBL T , u (s) = CT L KT 2 (s) (y (s) by (s)) In original coordinates, u (s) = K2 (s) CR (y (s) by (s)) x - L ξ - C - CR - K2(s) - BL - v2 (sIn A) 1 B - bx 6 1 6 CR a right inverse of C v2 (t) the output of K2 (s) bx (t) and by (t), the estimated state and output
  • 44. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Controllers ( bx (t) = Abx (t) + v2 (t) by (t) = Cbx (t) Define bφ (t) := bx (t) ) ( bx (t) = Abx (t) + v2 (t) bφ (t) = bx (t) + bx (t) = CRby (t) ) ( bx (t) = Abx (t) + v2 (t) bφ (t) = CRCbx (t) ) E2 := CRC In
  • 45. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Controllers Nominal plant P (s) (A, B, C) a stabilizable and detectable realization of P (s) satisfying the parity interlacing property A = A11 A12 A21 A22 B = 0 B1 C = C eC B1 2 <m m non-singular For P (s) proper, transform quadruples into and extended triples [Basile, Marro, 1992]
  • 46. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Controllers [Galindo, 2006] exd-L e- K1(s) v1- BL - ? u P(s) -L d1 ? -y ?L ? d2 6 1 6 L - (sIn A) 1 B bx- C - 1 -L CRK2(s) v2 BL 6 bx (t) : estimated state e1 (t) : deviation from the desired state trajectory xd (t) exd (s) := Wr (s) xd (s) : filtered state reference Satisfies the separation principle Allows to get a stable H∞ compensator bxss = xss, lim ri!ai xss ! xdss, Toh ! 0 The class of systems depends of the observability in closed loop Some of the poles are fixed. For eC = 0, det (sIn m A11) must be
  • 47. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Controllers [Galindo, 2007] exd- L e1- K1(s) v1 - ? BL - u P(s) - L d1 ? - y ?L ? d2 6 1 6 L - (sIn A) 1 bx- C - 1 -L CR e2 K2(s) v2 6 A simplified version of the one of [Galindo, 2006] The separation principle is not satisfied Ki (s), become PI as ri ! ai, low complexity controllers The closed loop poles depends on the selection of the free parameters of BL and CR, and the rest s = ai, are stable poles Some of the poles are fixed. For eC = 0, det (sIm A22) and for
  • 48. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Tuning procedure Tuning Procedure [Galindo, Malabre, Kuˇcera, 2004] For a desired time response, attenuation of kd1 (t)k2, i.e., for a given a1 1 Select a2 = a1 > 0 2 Find the largest free parameters of BL and CR, and the lowest wh, satisfying a) The stationary state error specifications, b) ri ai (1 ai), i = 1, 2, c) and minimizing kE1 (ρ1A + In)k∞ and k(ρ2A + In) E2k∞ ρi := (ai ri) /a2 i if ri 6= ai wl/a2 i if ri = ai wl a fixed frequency in the low frequency bandwidth of Ki (s) 3 If possible select xd 2 Im B to assure that lim ri!ai bxss ! xss 4 If needed, use a pre-filter Wr (s) for the reference
  • 49. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Controllers [Galindo, 2007] exd - φ(s) ?- C -L e- K2(s)CR -L - V(s) -u P(s) -L d1 ? -y ?L d2 6 1 6 V (s) := σ (s) BLK1 (s) Γ 1 (s), Γ (s) := In + σ (s) K2 (s) CRC, σ (s) := s+a1 r1 (s+a1)2 , Φ (s) = sIn A For P∆ (s), we must satisfy also the Small Gain Theorem Tu∆y∆ (s) does not depend on exd (t), indeed Tu∆y∆ (s) becomes K (s) So (s), To (s) := P (s) K (s) So (s), and So (s) P (s), where K (s) = V (s) K2 (s) CR
  • 50. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Controllers Assignment of part of the poles by a change of basis Let a change of basis, [Galindo, 2007] T = Iq 0 T21 Iq , T 1 = Iq 0 T21 Iq preserving the structure of B, where q m, and A = eA11 eA12 eA21 eA22 be partitioned accordingly with the block partition of T. So, A = TAT 1 =" eA11 eA12T21 eA12 T21 eA11 + eA21 T21 eA12 + eA22 T21 T21 eA12 + eA22 # Then, T21 = eAR 12 eA11 Λ11 assigns a desired dynamics Λ11 to A11, and, T21 = Λ22 eA22 eAL 12 assigns a desired dynamics Λ22 to A22
  • 51. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Mixed sensitivity [Galindo, 2007] The norm-∞ of Tu∆y∆h is, kKhSohk∞ = 1 wh BLD1D2CR ∞ kTohk∞ = 1 w2 h CBBLD1D2CR ∞ kSohPhk∞ = 1 wh kCBk∞ Di := A + (ai + ri) In, i = 1, 2.
  • 52. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Mixed sensitivity [Galindo, Malabre, Kuˇcera, 2004] lim s!0 lim ρi!0 So (s) ∞ = wl a2 i kAk∞ Robust stability is achieved ai # , but the performance is ameliorated wh " , but the high frequency bandwidth is decreased Tuning Procedure 1 Look for the highest values of ai, i = 1, 2, satisfying stability conditions, minimizing Tu∆y∆h ∞ and satisfying plant input specifications 2 Fix the value of the free parameters of BL and CR 3 Select wh, satisfying stability conditions, stationary state error specifications and minimizing Tu∆y∆h ∞
  • 53. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Benchmark of a Mechanical System - u m1 7 ! x1(t) k b m2 7 ! x2(t) - d Consider a model of a mechanical system, ˙x (t) = Ax (t) + Bu (t) + Ψd (t) y (t) = Cx (t) where x (t)T := x1 (t) x2 (t) ˙x2 (t) ˙x1 (t) , A = 2 6 6 6 4 0 0 0 1 0 0 1 0 k m2 k m2 b m2 b m2 k m1 k m1 b m1 b m1 3 7 7 7 5 , B = 2 6 6 4 0 0 0 1 m1 3 7 7 5 , Ψ = 2 6 6 4 0 0 1 m2 0 3 7 7 5 C = 0 1 0 0
  • 54. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Benchmark of a Mechanical System Non-collocated case, The control input acts only on one uncertainty mass 0.1 m1 3 and the output is the position of m2 The nominal value of m1 = 1 d (t) unknown disturbance k and b the elasticity and friction coefficients m1 and m2 the mass m2 = k = b = 1
  • 55. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Benchmark of a Mechanical System Let a := a1 = a2 So, r := r1 = r2 which implies K1 (s) = K2 (s) (A, B, C) is a minimal realization and B has the desired structure P (s) satisfies the parity interlacing property eC = 0, det (sIm A22) = s + 1 is Hurwitz A desired dynamics Λ22 =diagf 2, 2g, and T with q = 2 is realized, getting, A = 2 6 6 4 1 1 0 1 1 1 1 0 1 3 2 0 3 1 0 2 3 7 7 5 , B = B, C = C det sIm A22 = s + 2 is Hurwitz
  • 56. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Benchmark of a Mechanical System Select a = 2 and, BL = g1 0 0 1 CR = g2 1 0 g3 T g1 = 1.6, g2 = 0.3, g3 = 0.55 CB = 0 =) kTohk∞ = 0 and kSohPhk∞ = 0, wh kKhSohk∞ kKhSohk∞ kKhSohk∞ with r with rb with re 1 1.9 stable 0.05 unstable 0.909 unstable 3 0.675 stable 0.487 unstable 0.57 unstable 5 0.412 unstable 0.35 unstable 0.377 stable 10 0.209 unstable 0.195 stable 0.201 stable 12 0.175 unstable 0.165 stable 0.169 stable 15 0.14 unstable 0.134 stable 0.136 unstable 17 0.124 unstable 0.119 stable 0.121 unstable 18 0.117 unstable 0.113 stable 0.114 unstable 20 0.105 unstable 0.102 unstable 0.103 unstable
  • 57. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Benchmark of a Mechanical System Select wh = 3 rad/sec., wh = 17 rad/sec. and wh = 12 rad/sec. =) r = 1.61, rb = 1.622, and re = 1.631 with r with rb with re kE1 (ρ1A + In)k∞ 2.067 2.052 2.042 k(ρ2A + In) E2k∞ 1.627 1.625 1.623 The characteristic polynomials det (sI AK) of the overall compensators are stables Tol = CclA 1 cl Bcl =) exd (t) = (1/To2l) xd (t) xd (t) = 0 yd 0 0 T /2 Im B
  • 58. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Benchmark of a Mechanical System yd = 5, under d (t) = 0.1 (sin (10t) + sin (100t))
  • 59. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Benchmark of a Mechanical System yd = 5, under d (t) = 0.1 (sin (10t) + sin (100t))
  • 60. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Benchmark of a Mechanical System x2 (t) tracks the reference signal with r, rb and re, under the d (t) and the variation of the parameter m1 d (t) remains as very small oscillations at y (t) Sinusoidal functions of frequencies over wh = 3 rad/sec., wh = 17 rad/sec. and wh = 12 rad/sec. for r, rb and re, are well attenuated at y (t) Bigger time response with re and less control energy, the contrary with r, and rb in the middle Smooth control energy As m1 ", more energy is required, and the peaks and frequency of the oscillations decrease
  • 61. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Conclusions 1 A methodology to design a mixed sensitivity H∞ compensator for a LTI MIMO plant is proposed 2 A nominal compensator is designed for the nominal plant solving a mixed sensitivity H∞ problem, in a non-conventional observer-compensator scheme 3 A mixed sensitivity H∞ control law and necessary and sufficient stability conditions are given 4 Good performance guaranteeing stability, in spite of the uncertainties and of the external disturbances that are attenuated 5 The controllers with r, rb and re have good performance and their selection depends on the desired time response and the plant input specifications 6 An analytic or a numerical method replacing the tuning procedure is still an open problem
  • 62. Contents Automatic control Background Mixed Sensitivity Benchmark of a Mechanical System Conclusions Thank you