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..,...., ADD ISON-WESLEY

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Michael L Workman

Stanford Univers ity

]. David Powell

Stanford Univers ity

Gene F. Franklin

Digital Control
of Dynamic Systems

THIRD EDITION

I'roof,.,.adn. Holly McLean.Aldi s

Compru';,or. Eig~nt~pe ComposilOf'i
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Digital cl)nTrol of dynamic system! I Gene F. Fran),:! in . J. David
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Fudbac(' COII/roi oj Dynamic Systemf.

Third Editi Cln. 0201521472
Gene F. Franklin and J, David Powell

Additional Addison Wesley Longman Control Engineering lilies:

. Contents

....------------------~+------

.xLx

~"Ilamit Response
!I
2. L I Differe nt ial Equa tions

12

11

5
i

ix

2. 1. 2 La place Transforms and Tra ns fer Func tions

2. LJ OUtput Time Histoms
14
2. IA The Fmn! Value Theorem
15
2. 1. 5 Iilock Diagrams
15
2.\.6 Respon:.e HrsuS Pole locations
16
2. 1 7 Time-Domain Specificat ions
20
2.2 BasIC Properties of Feeciback
22

2.1

Review of Conlinuous Con trol

\..,. SuggeSlions fo r Fu nher Reading

1. 5 Su mmary
8
1.6 Problems
to

1.2 Q\-en-icw of Design ApprlX\ch

I :;. Comp\ll er-Alded Design
7

I I Problem Definillon

Introduction

Preface

12

_----._- --._--_. - - - - - - - . _ - ---._ - - - -

Coments

24

25

23

l7

OJ

73

57

4. 1 lmear Di fferencr: Equat ions

73
4.2 Thr: Discrete Tra ns fer Funct ion
78

Discrete Systems Analysis

3 I Dlglllzauon
58
3! Effect of Sampli ng
33 PID Control
66
H Summary
68
3.5 Problems
69

Introductory Digi tal Control

2.03 Compensation: Combined ConlTol and Estimation

2 .6'; Reference Inpm
48
2.0.5 Imegral Control
't9
2.; Summary
50
2.S Proble ms
~2

28
2.:U Computer-Ai:!ed l oci
2,4 Frequency Respony- Design
JI
32
2.4.1 Speclfic.1tiOns
2.4 2 Bode PIOI Techniq ues
H
2.43 Steady-Stale Errors
l5
2 ,4 .4 S!abi!it}" Margins
)fi
2.4 ,5 Bodes Gai n Fh~se Rela tionshi p
Jtl
2';.6 Design
2. j Compens..1tion
39
2.6 Slate-S pace Design
41
2 ,6. 1 Control U W
42
2.6.2 Estimator Design
46

2.3 .2 ROOllocus C'T3wmg Rules

23.1 Problem Definit ion

2.3 Roollocus

22. 1 Stability
22
22.2 Steady. Slate ErrOT5
22.3 PID Conuol
24

121
\22

119

149

155

14{l

170
5, 5 Calcu l~ling the Srstem Ou tpu t Between Samples: The Ripple

164

1 5~

160
5," BlockDiagram Analysis of SampledData Syslems

5.3 D at~ Extrapola ti on

5,2 Spectrum of a Sampled Sig n ~l

5. 1 Ana lysis of the Sa:lIple and Hold

Sampled -Data Systems

4.8 Problems

125

13<1

" .6 Propenlcs of the :;:.Transform

137
4 .6 .1 Esse nlla\ Prope rties
1)7
4 .6 .2 ' Convergence of z- Transfonn
142
4 .6 .3 ' Anot her Den\":i.1I0n of the Transfu Function
4.7 SummaT)'
1..8

4 .4 .6 Step Response
128
" .5 Frequ~ncy Response
IJI
4 .5. 1 ' The DISCrete Fou ner Transform (OFT)

4.4.5 Correspon dence \\ilh ContmuoU! Signals

of .4 .4 General Smusoid

Exponential

of .4 .2 The L"nil Step

4 .4 .3

120
120

of :4. 1 ihel,;nitPu lse

4,3.6 't'onlinear Models

117
Slgnal
Ana!ySlS
and
Dyna
mic
Response
4 .4

79
4 .2.2 The Transfer Funcllon
80
4.2.3 Bloc k Diagrams and State-Vanabk Descnpnons
e2
4.2 .... Relallon of Tran sfer Fu nction to Pulse Response
90
U.5 External Stabilit y
93
96
4 .3 Discrtle ~t odels of Sampled . D~ ta S~"5te ms
4.3.1 Usi ng the tTransfonn
96
4.].2 'Conl1nuous Time Delay
99
4.3.3 State -S pace Form
10 1
4.].4 'Statr:-Space Models for S}"stems with Delay
110
4,3.5 't\'umencal Considerations in Computing 4> and r
I"

4 .2.1 The ~ -TI"".lOsfonll

180

eonlents xi

xii.

Caments

5.i Proble ms
5.8 Append ix

187

202
203

209

214

7.2 Design br Emulauon

211

238

Compens~tOrDesign

26(1

8.1 Control 12w Design

280

Design Us ing State-S pace Methods

7.6 Summa ry

7.5 Di rect Design Method of Raganini

26'-)
7.7 Problems
270

7... .4

279

264

i .4.2 Design Specificati ons in the Frequency Domain

243
i .4.3 Low Freq uency Gains and Error Coefficients
259

7 ... . 1 Nyquis t Stab ilil)' Cnt erion

i.2. l Discrete Equh'a\ent Controllers

2lj
7.2.2 E' "3!uation of the Design
218
7.3 Direct DeSign by Root Locus in the .t-Plane
222
7.1 1 z-Plane SpecirlCations
222
7.3.2 The Disc rete Roo t Locus
221
7. 4 Freq uenc y Response Met hods
2H

212

7. 1 Srstem Specifica ti ons

Design Us ing Trans rorm Tech niques

6.5 Proble ms

6 .3.2 A Non-Causal First-Order-Ho ld Equ!vale nt:

The Triangle-Hold Equivalent
2e4
6.4 Su mma r),
20S

6.3. 1 Ze ro-Orde r Hold Equivale nt

6 .3 Hold Equh'a lents

6. 1 Design of Discrete Equ ivalents \'ia Nu merical Integration

6.2 Ze ro Pole t-,'lmc hi ng Equivalents
200

Discre Te Eq uivalents

182

1BJ
136

5.6 Summar)"

18'

...

282

293

290

295
29~

294

2A(i

319

Hi
338
341

352

8.9 Probler.ls

328

359

345

9. 1 Dccoupli ng
360
9 .2 Time-\"ll)'ing Op ti mal Co nt rol
36-1
9.3 LQR Steady-State Op timal Co nt rol
371
9}! Recip rocal Root Prope rt ies
JiZ
9 .3.2 Symmetric Root l ocus
3iJ

Mulliva ri<lble <lnd Optima l Control

351

8.8 Summl t)'

8.7 Controllability an d Ob.se rvabi lity

8.6.1 Sensor Delays

8.6.2 AClllatorDclays

8 .6 EfTect of Dela)'s

8.').2 DIsturbance Estim ation

8.5 Integral Co:mo l and Disturbance Estimation

8.5.1 Integral Contro l by State Augmentation

md Cb ssical Met hods

8 ... .3 Outp ut Error Com mand

31i
S." .4 . . . Co mpariso n of lhe Estima tor 5uucture

8 .... 2 Reference Inputs wl1 h Estimators:

The State-Command Structu re
3i-i-

8.4 Introduction of the Reference Input

310
8 .... 1 Reference Inputs [or Full-Stale Feed back

8.3.1 The Se parat ion Principle

302
8.3.2 Guidelines for Pole Placement
308

323

310

8.3 Regulator Design: Co mbined Contro! 12'...- and Estima tor

8 .2.5 ReducedO rder Estimators

8.2. 4 Current Es timato rs

8.2.3 Pole Placement L"si ng CACSD

82 .2 Observabilil}"

8.2 Estimator Design

289
8 .2.1 Prediction Estim3lors

8. 1.2 ControlbbililY
285
8. 1.3 Pok Placeme nt Usmg CACSD

8. 1 I Pole Placeme nt

302

C<lnlemS

xlii

xiv

Contents

11

10

JS9

..OJ

420

41 5

449
.. 51
461

-H-I

-176

1l. 7 Sum mary

11.8 Problems

11.5 ~1easure ment Noise and Antia hasing Filters

11.6 Mu lt irate Sampling
-169

11.4 SenSiti\it)" to Parameter Variations

11.3 Erro rs Due to Random Plant Disturbances

11.2 Time Response and Smoothness

11. 1 The Sampling Theore ms Limit

Sample Rale Selection

'"

481
-IB4

4%

496

495

538
539

5H

')7)

')')9

579

599

13.5 Problems

1304 Summa ry

64}

6-+2

13.3 .1 Rand o m Neighbor hood. Search

D.] Design with Nonlinear COS t Fum;tion s

635

oJ5

13.2.3 Ex\ended PTOS fo r Flexible Structures

0"
]) .2.4 Introductio n wA daptive Cont rol
615

13.2.2 Time-Optimal Servomecha nis ms

13.1 No nllnear Co nt rol Structures. Design

j82
\ 3.2.1 Large Signal Linearizat ion: I nve~e I'o n!:nea rities

13. 1.5 Circle Criterion

577
13 .1.6 Lyap unovs Second Method

13. 1.3 Desl ribing Fu nCllons

13.1 04 EqUivale nt Gains

';50

54S

543
n.1 :\nalysis Techniques

Nonlinear C ontrol

12.9 Summar;.
12.10 Problems

12.5 Stoch as tic Leas! Squares

12 ,"U RecurSIvE." Lea5t Squares

506
510
12.6 Ma.':lmum likeli hood
521
12.7 l\ume ncal Search for the /l.laximum-Ukeli hood Estimate
12 .8 Subspace Ide nti lka non l\.!ethods
535

12.4 Dete rmim stic Estim~Ho n

11.4 , [ Leasl Squares
SO)

12 .3.2 Error [)cfi nition

12.1 1 Paramete r Selection

12.3 Models and Criteria fo r Paramet ric ldenllficJtion

Il l .2 linearization

-+40

479

L2 .2 IdenlifiC:llion of :-.!onparameuic l>!odels

10.) limit Cycles and Dither

10.4 Summary
445
10.5 Problems
445

13

System Identification
12 .1 Defi mr,g the " lode! Set for linear Systems

13.1 I 5imuIJt ion

" 5(1

-+07

..00

396

12

10.2 Effects of Parameter Round-Off

10.1 Ana lysis of Round- OIT Error

Quantization Effects

9.7 Problems

9.5 .. Magnetic-Tape-Drh"e Design Example

9.6 Summary
.. 19

9.5.3 Papn-Machinf Design Example

9.5. I Selection of \\~igh ling \ latrices Q 1 and Q,

9.:5. 2 Pince r Proced ure
..0 1

394
9 .4.4 Noise 1'.'latrices and Discrete Eq UIvalents
9.5 ;\,-lulti\"ariable Control Design
..00

380

374

Ja)

9.4.] Steadr-State Cptimal Estimation

9.4.2 The Kalman F:lter

9,4. 1 leastSqulfl'sEstimation

9 .35 Emula tion by Equh'alem CoSt

9 .4 Optima l Estimation
382

9.3.3 Eigcn\'eC10 r Decomposltion

9 .3.4 Cost Equi\"alcn,s
379

582

526

COn! nts

xv

14

Appendix C

ApPII.'"lldix B

Appendix A

Contents

650

658

655
655

665

663

659

689
6S9

70 1

A Few Results from Matrix Analysis

C. l Dete rmina nts anri the i>latrix Inverse
C.2 Eigenvalues and EigemeclOrs
707

Bl P rop enie50fz-Tra ns~onns

7(11
B_2 Ta ble of z -Transfonns
7(12

Tables

705

705

..\.4 Co ntrol Thro ugh a Flexible StPJcture

69i"
A5 Control of a Pressuriud Flow Box
699

A,2 A Servomechan ism for Anten na Az imuth Control

:\,) Tempe rat u re Co nt rol of Fluid in a Ta nk
694

A 1 Single-Axis Satellite Atwude Comrol

Examples

H. 4 . l DeSlgn of the Li near Response

671
14,-f ,2 Design br Random Numerical Search
674
14, 4.3 Ti me-Do main Respol15c of XPTOS Structure
144,4 lrn plemem auo n Considerat ions
683
14.5 Summary
586
14.6 Problems
687

14.3. 1 Plant Parameters fo r Case Study Design

14 ).2 Goals and Objectil'cs
669
14. 4 Disk Ser,'O Design
670

14.3 Design Specifica tions

].+ .2 .5 Posiao ll :'leaSl. remem Sensor

14.2.6 Runout
66-+

14 ,2,-\ AClUatorand HD.I. Dynamics

14 .2.3 Power A m pl i11 ~r Salurauon

14.2.2 5homd Turn

14 2 Co mponents and ~lcdeJs

14.2.1 Voice Co:l ).lotors

676

652

691

667

649

14. 1 1 High Perfotm~nce Disk Drive SC!....o Profil e

141.2 The Dis k-Dth-; Seryo
65-1

14,1 (h-e rdew of Disk Drin's

Design of a Disk Drive Servo: A Case Study

713

Op t irn~l

Index

731

Estimat10ll

737

References

F_3

730

f. 1 System Specificauon
727
F.2 Cominuous to Discrete Con\"ersion

729

DilTe rences Between MATl AB \'5 and \'4

Appcndb.: F

i ll

MATL.I,.S Funct ions

725

D,'::' More Than One R:lndom Vanable

7 19
0.4 Stocha.stic Processes

D. J Rando m Ya ri ahles
715
0 .2 Expectat ion

727

Summary of Facts from the Theory of Probability

and Stochastic Processes 713

Appendix E

Appendix D

(,3 Similarity Transfo rma tions

709
c.-I The Ca;'ley-Hamllton Theorem
ill

(on tent5

xvii

xix

the Laplace transform and assumes that Ihc reader has studied linear feedback
controls. The special topics of discrete and sam pled-data system analys is are
introduced. and considerable emphasis is given to the .:-transform and th e dor.c
c<lI1I1cciions betw~en the ::-lransfoITn and the Laplace transfoml.
The book' s empha;;.is is on designing digital controls to achieve good dynamic response and small errors while using signals thai arc sam pled in time
and quantized in amplitUde. Both transform (classical con trol) and state-space
(modem control) methods are described and applied to illustnl1i~'e examples. l1H':
transfonn methods emphasized are the root -locus method of Evans and frequency
response. The root locus method can be used virtually unchanged for the discrete
case; howel't':r. Bode's frequency responsc melhods require modification for use
with discrete systems. The state-space methods developed are the tec hnique of
pole as~ignment augmented by an estimator \obsel"'er) and optimal quadraticloss controL The optimal control problems use the steady-state constant-gain
solution: the results of the separation theorem in the presence of noise are stated
but not pfOl'ed,
Each ofthe>e: design methods--<:Iassical and modem alike-has advantages
and disaduntages. strengths and limitations. It is our philosophy that a designer
must understand all of them to develo p a satisfactory design with the least elTon.
Closely relaTed to the mainstream of ideas for designing linear systems that
result in satisfactory dynamic response arc the iss ues of !>.1.mplerate selection.
model identification. and consideration of nonlinear phenomena. Sample-rate
selection is discussed in the context of evaluating th e incTl"!i.Se in a least-squares
periormanct measure as the sample rate is reduced. The topic of model making is
treated as measurement of frequency response. as well as least-squares parameter
estimation. Finally. every designer should be aware thaI all models are nonlinear

over water. land, air. or space. The material requires some understanding of

This book is about the U!rC of digital com puters in Ihc real-time control of dynamic
systems such as servomechanisms. chemical processes, and vehicles that move

Preface

:0:

Prd.u

In (!Ole

and ampli:u dc aoo ""hieh must coexist wilh those th at are con.

MoS! of the gra ph ical figures in thi s third edition were generaled U5i ng
M....l1.A8 su pplied by The .\ialhl'o'orks. Inc. The files thaI crealed the fi gures are
3\"3ilable from Addison We sl ey Longman a t ftp.a"~com Of from Tht Math....'Ori.:s.
Inc. at /tp.mafh ....,or!.:s.colt/lpublborJb/froIlHill. The reader is enoountged 10 use
these MATlAR fi gure fi les a; an 3ddilional guide in leaming hl)\\' 10 perform the
\'arious calcul3tio ns.
To re\'iew the cha pters brieHy: C hapler I cont3ins int:rod uc tOty commen ts.
Cha~ers 2 a~d 3 are new to the third edition. Chapter 2 is a re"iew of the preteqUl sJle con~ lnuous control: C hapter 3 introd uces the key effects of sampling in
Ofder to el.uc tdate many of the topics that foUow. Methods of linear analys is are
~resented m Cha~ters 4 .through 6. Chapter 4 presents Ih e ! transfonn . Chapter 5
mtroduces comb med dIscrete and contin uous syste ms. the samplin g theorem.

and zeros In the .:plane to the kn(W,'H meanings atlached to poles and zeros in
the !-plane. Also. in dc,-clopi n! the design methods, we relate lhe digi tall;onlrol
de.~ lgn methods 10 those of cominuous systems. For more sophisticated methods.
we present .the eleme~ tary pans of quadratic-loss Gaussian desig n with minimal
proofs to gIve some Ide3 cr hO\\" thi s po ..... crful method is used nnd to motivate
fu rther swdy of its theory.
.
"!"he use ofc~mputer.a ideddesig n (CAD) is univen;al for practicing e ng in eers
In thI S fi eld. as 111 most other fi elds. We have recognized this fact an d provided
~ulclance to .the read.e r so that learning the contro ls analysis materia l can be
In~egrated wnh leanllng how to compute the answers with M,\TU, O. the most
WIde ly ~sed CAD software package in uni versities. In many cases. especially in
the earher chaplcrs. a~tua l M"TU.B sCript S 3te inc luded in the text tae.'(p la in hO\l'
to carJ)' out a calcu lation. Ir. other cues. the M A~ rou tine is simply named for
refererM;e. A!I the routines ! ;"'e n are tabu lated in Appe nd ix E for euy reference:
~refore. tht s boo.k ean be used 8S 3 reference for Ir aming hO\\" te usc MAl1.AS
m. oontrol calculations as well as for control systems analysis. In short ......e have
tne~ !O de scri be the entire process. from leaming the conce pts to computing the
de~l.re11 resu lts. But we hasten to add that it is mandatory thaI the student retain the
ablllt ) t.o com pute sim ple ans wers by hand so that Ihe comp uters reasonable ness
ca n be Judged. The First Law of Computers for enginecls remai ns "Ga rbage In
Garbage Out."
'

tinuous in both dimo;nsions. 111e philosophy of presentation is Iha! new material

sh~\lld ~c closely re l ~t ed 10 material aJn:o:ad)' fam iliar. and ~I . by the end. indicate
a directIOn IOwruU wIder horiulns. This apprO<l(h leads us. for cllample. to relate
the :.trans~orm to the Laplace ltansfonn and to describe the implicltions of poles

di screte

non linear design.

. MaT~ria.J thaT may be new to the student is the treatmem of signals which are

and be ram i l iar wi~ the CO~~cplsof thedescrib i ng funcTions of non.incar ~y5tems.
method s of studYing stablh ty of nonlinear systems, a nd thc basic concepts of

Qnd the phenomenon of aliasing. Chapler 6 shows methods by " 'h jch 10 gen~ rate discrete equations that will a pproxima te conti nuous dynamic s. The bas ic
de termin is tic design methods are pre~en ted in Cllapters 7 and S- the root l ocu~
and frequenl;}' response methods in Chapter 7 ami po le pl ~ce ment a~d ~st imat~rs
in Chapte r 8. The stat e-space maleri al assumes no prevlOus acqua Inta nce WIth
the phase plane o r State space, and the nece s~ analysis i ~ cleveloped f~om the
ground up. Some familiarity wi th ~im u lta neo[l ~ linear equ.atlons and ~atn~ notation is u~ed. and a few unus ual or mo~ ad\'a nc~cl lolJlcs such. il~ c tgen\"ll.lucs.
eigen\ec tor,;. and the Cayley.Ham ilton theorem are presented 10 Appendtx C.
Olaptcr 9 im.roduces optimal quadratic loss control: First the control by s tate
feedback is presented and Ihe n the estimatio n of the state in the prese nce of
syStem and measurement noise is de.e]oped. based on a recu r,;il"e leasl squ3res
estim ation deriva tion.
In Chapler 10 the nonlioear phenomenon of amplitude quan t i~31ion and
its effects OIl system error 3nd s)'stem d)'namic response are studIed. ~hap
ter II prese nts methods of analysis and design gu ide l~m~s for the .selecliOO of
the sa mpling period in a dig ital control ~ystt;m. It utJhzes the de stgn methods
d iSC'usse cl in Chapters 7. 8. and 9. in examples illuslrJting the em:cts of sample
rate. Cha pter 12 introdu ces both nonp.1ramctric and parametric i{\c.nti/kalio n.
No np3f.lmetric method s are based on spc.'Ctral estimation. ~ar.lmet ~c methods
are introduced by Slart ing with deterministic least squares. lIIt~uclll.g ~ndom
errors. a nd w mpietini! the solution "" itll an al~ri th m for max Imum likelihood.
Sub-space methods are also introduced for estimating the State m3triccs dif"t('tly.
Non li near control is the subject of Chapte r 13. includ ing e;>;am ple~ of pla nt nonli nearilies and methods for the analy sis and desig n of contro llers for nonlilM:ar
model s. Sirnulatioo. ~t abi l ity analy sis. and performance e nhance ment by non
linear controllers and by ada pth'c designs are also included in Chapte r 13. The
c hapter end, with a nonlinear design optimi zation a1te~ati \"e t.o lhe techn iques
presented in Chapter 9. The fin al c hapter. 14. is a detaIled de SIgn example of a
digital ~rvo fo r a disk drive head. Table P.I shows the differences betwct;n the
second and th ird edition~ of the book.
For pu rpose:s of organizi ng a course. Fig. P.I sho~'s the de~n~e llce of
material in each r;h apter on previou s c h3pt ers. By fol1ow1IIg the solid lI~es .. the
reader will ha\"e all tho.: background required 10 untJerstand the mtuenal In a
pankular chapter. e\"e n if the path omits some dtapters. Funhe~~ . sections
with a star (. ) 3te optional and m3Ybe s kipped wi th 00 loss of coounul ty. Chapters
may also be skipped. 3." sugge. ted by the dashed li nes. if the reader is w illi ~g 10
take some delai ls on faith: howe ver. the basic ideas of the later chapters WIll be
underslOod along these paths.
.
The fi r~ SC\'e n chapters j ,ki ppinS or qu ickl y reviewin g Cha pter 2) COn SI1IUh.'"
a comfortabl e onequart er co urse Ihat would follow a course in continuous li llear
control usi~g a t e ~t such as Frankli n. PO\\"ell. and Emami.Naeini r 1994). For a
o ne-semester course. lhe first eight c haptc rs represent a comfortable load. The

fi9u~

P: l

"""

""

content ofasecond course has

' b'["
"-. . .
Chaplers 8 nd 9 . h Cha
many POSSI 1ll1es. VIr<:" posSibility ii to combine
. a . wit
ptcr IO,II.or [2. As can Ix'-seen from th e fi
;:'Yc::nsaJ~x.~st for incl~din8 the material in the last five chapters. For /f~~~
.
Ourtcen c ~plers ca n be covered. One of the changes made in

"

",
""

r-r-------1-r------l,------- :

"

,,

Number

Number

,,
,,
,,

lndEditiofl
Chapter

:Ird Edition
Chapter

}---r----r--------.,

Im roduct;on
R~iew of Continuous Control
tntroductory Digitil Control
Discrete Anal)'\is and the z.Tr~n$form
Sampled Data Sl"t"ml
Di..::r"t" <,!uivatems
Design Using Tr~nsform Me thods
De<ign Uling St;II,,Sp.o(e Method,
Multivariable and Optimal Control
Quantization Effects
Sample-Rate Selection
S)"te m tdentific.ltion
Non li nea r Co ntrot
A~pti(ation of Digiti l Contro l

Comparison of IheTJlb le ofCOI'1tents

P!'I'face

Table P: 1

JOdi

xxiii

Sra ,rjord. California

M .L.W.

G. F. F
1.D .P

this thi rd edition i ~ that the optimal control material no longer depends on the
\cast-square$ de\'elopmenl in the system identification chapter. thus allowing for
more ilex.ibility in the sequence of teaching.
It has been found at Stanford thaI it is very 'J ;eful to su pplemen t the lectures
with laboratory work to enhance learning. A I'Cry satisfactory complement of
laboratory equipment is a digita l computer havm g an ND and a D/A conver1er,
an analog co mputer (or equivalent) with tcn operational amplifiers. a digital
storage scope. and a CAD package capable of performing the basic computations
and plouing graphs. A description of the laboratory equipment and ex.periments
at Stanford is described in Franklin and Powcll. Con lrot Syslem Maga:ille (1989).
There ate many impor1ant topicS in control that we have not been able 10
include in this book. There is. for cx.ample. no discussion of mu analys is or
design . linear matri~ inequalities. or convex. optimiza tion. [t is our expectation.
howe~er. that careful study of this book will provide the student engineer with a
sound basis for design of sam pled-data controls and a foundation for the study
of thc!rC and many othi."r ad\'~nced topics in this most ex.ei tin g field.
As doa11 authors oftcchnical works. we wish to acknow ledge the vast array of
contribut ors on whose work ou r own presentatiOn is based. The list of references
gives some indication of thosc to whom we are in debt. On 11 more personal level.
we wish to express our appreciation to Profs. S. Boyd. A . Bryson. R. Cannon.
S. Ci tron. J, HolI., and S. Roc k for their valua'Jle suggestions for the book and
especially to our long-time !':olleaguc, Prof. Dan DeBra. for hi s careful readin g
and many spiri ted suggestions. We also wish toexp!'l'ss our appreciation formany
valuable suggestions to the curre nt and fonn er students of E201 and E2M. for
whom this book was wrillen.
In add it ion. we want to thank the followi ng people for their he lpful reviews
of the man uscri pt: Fred Bui[ey. University of Minnesota: lohn Fleming. Texas
l\&M Uni\'Crsity : 1.B . Pearson. Rice University: William Perkins. Uni"ersity
of Illinois: J a m~ s Carroll. Clarkson University: Walter Higgins. Jr.. Arizona
State Un iversity: Stanley Johnson. Lehigh Uni';ersi ty: lltomas Kurfcss. Georgia
institute of Technology: Stephen Phillips. Clse Western Reserw University:
Chris Rah n. Ckmson Unil'ersi\y: T. Sri nivasan. Wilkes Unh'crsity: Ha[ Tharp.
Unh'ersity of Arizona: Russell Trahan. Jr.. University of New Orleans: and Gar}'
Young. Oklah oma State University.
Wl' also wish 10 exp ress our apprecia tion to Laura Cheu. Emilie Ballcr. and
all the 5tafT at Addison-We,ley for their quality production of the book.

Prefac(

--

- -- -

The digital controls studied in this book. are for closed-loop (feedback) systcms
in which the dynamic response of the process being controlled is a major con~ideration in the design. A typical structure of the elementary type of system

1.1 Problem Defin ition

In Section 1.1. you will learn about what a digital control system is, what the
typical stroClurt is, and what the basic elements are. The key issues are discussed
and an oven'ie w of whert those issues are di scussed in the book is gi,-en. Section
\.2 discussc, the design approaches used for digital control systems and provides
an o\-crview of where the different design approache s appear in the book. Computer Aided Control System Design {CACSD) issues and how the book.'s autho~
have chosen to handle those issues are di scussed in Section 1.3.

Chapter Overview

being stimubted by micropnx:cssor tec hnology including con trol of various aspeds of automobiles and household appliances. Among the advantages of digital
3pproa<.:h~~ f()TconU'()l are the increased flexibility afthe control programs and the
decision-mak.ing or logic capability of digi tal systems. which can be combined
\"lith th e dynamic control function to meet oth~r system requirements. In addition.
one hardware design can be used with many dJferent software variations on a
broad ran ge of products, thus simplifying and reducing the design time.

paper-making machines. Furthermore. many new digital control applicatiOns are

anisms e)list in ain:rnfl. automobiles. mass-transit \"chicles. oil refineries. and

becoming more and more commol.l. Examples of electromechankal servome\:h-

The control of physical systems with a di gital computer or microcontrOller is

A Perspective on Digital Control

- --

Introduction

_ ._ -- -- - - --

ChaPlef I

r(tn 0+-

PIA

_ , - ; - ..d.ca""der""

,. diJlutbInR inPUllO lhe plUI

- di$t..ro:anoe o. noise in the JttIJC.
ltta!OJto-diaitoi con.ener
0 1A - diajla>-I .......1o& co,...,n e'

,. , -y -1)'RmI emu

AID -

..

Notalioft:
,. .dCRlloo o. COftII\1.i!ld .. puiS
- """ trot o. K1ull'" lfIp<lt..".,1
- """Irollod o. output oipol
- Ins!nana.. o. HnSOl output, wwJ!y"" """rull.im~lioa 10 "~Ie
of y. (f", ..y . ariable, Sly', the DOt.ltion' ill ROW.............Jy Welt
flUm .... tlIIicI to ntUIl all euimlle o f , .)

,
".)

By satisfaaory response' W(" mean llut the pianl ou tput, )"1/) . is to be forced
~o follow or (rack the rtfen:nce input. r(O. despite the presclll."'t of disturbance
Inputs to the plant [w(1l in Fig. 1. 11 and despite errors in the sc nsor [v(l) in
Fig. 1.1 ). It is al$O esstntial that the tracking succeed even if the dynamics of
the plant should change somew hat during the operatio n. The process of holding
)"(t) close 10 r ( I), including the ~ase- where r _ O. is referre:l to gcnerall y as
Ihe process of rtgulalh-.n. A s)"Stcm thai has good regulalion in the: presence of
dislurbance signals is Slid 10 ha'e good dis turbance reject kin. A syStem lhat
has good reg ulat ion in the face of changes in the plant parameters is $aid to ha\'e
low sensiti vity to thest parameters. A sys tem that has both ~ood disturoance
rejection and low sensitivity we ca ll robu st.

a~tion.

Ihat will occupy most of ou r anen tion is sketched sc hematica lly in Fig. 1. 1. This
figure will he lp 10 define OUf basic notatio n and to introduce sevcral features that
di stinguish digi lal COI1t"oIs from those im plemented with an310g de\ices. The
process to be contfolled.(sometimes refen-ed to as the pla nt l r.tay be any of the
ph ySical processes mentioned above whose satisfaclory re sponse require s <:ontrol

Introd uC!lcn

Figure t.'
Block diag .}J"'! 01 a casic
digit.}1 control s~Iem

quantiution

Problem Defininon

I Seetspc<ial lylll< booItbyllode(I<J.IS).

The means by which roOu SI Jegulalion is 10 be accompiisht.'<I is through (he

conlrol inpn s to the pla nt IU {I) in Fig. 1.1 ). II was d iscovered long ago l Ihat
a sc heme (If feedback wherein the planl ompul is measured (or sensed) and
compared directly with the refereoce input has many advantages in the elTon to
design robl.l.st controls o\'er systems Ihal do not use such feedback. Mu ch of our
elTon in later pans or th is book will be dc\'oted 10 illustrating Ihis di scovery and
demonSlI1lling how 10 exploillhe advantages of feedback. H(l\o\C'oer. the problem
of con lfol as discussed thus far is in no way restricled 10 digital conuol. For llul
we must consider the unique feature s of Fig. 1.1 introduced by thc use of a di gital
device to gencnlte [he control action.
We consider first th e action of the analogto-<iigilal ( AID) convener o n a
signal. This deYice acts on a physical variable. most com monl)' an elcctrical
voltage. and convens it into a stream of nu mbers. In Fig. 1.1. the NO convener
aclS on (he se nsor outpul and suppl ies numbeno to the digital COmp"l1cr. It is
commoo for the sensor OUlpUI. )'. 10 be sampled and to have the error fonned in
thc co mputer. Wc need to know [he: times at wltich these numbeno arrive if we are
to analyre the dynamics of th is s)'stem.
in this book we will make the assumption Ihat all the numbers arrive with [he
same hed period T. called the: sampk period. In praclice. digital cOiltrol sys
terns someti mes ha\e varying samplc periods and/or different periods in dilTe rent
feedback ~nhs. Usual ly lhere is a clock 315 pat! of lhe computer logic which sopplies a pulse or interrupt e"cry T seconds. and the AID convener St'nds a number
to the computer each time the interrupt nrrive~. An al[cmathc implemcntation is
simpl)' to access the AID upon completion of each c)'cle of th c code execution.
a scheme oftcn refcrred to as rrH running. A further altemathe is to use some
o ther device 10 delennine a sample. such as an c ncoder on an engine c rankshaft
thai supplies a pulse 10 trigger a compulcr cyclc. This scheme is refcned 10 as
en ntbased sampling. In [he first case the: l:un ple period is precisely fixed: in
thc second case the sa mple period is esse nliall)' fixed by the length of the code,
providing no logic branches are present tha t could vary thc amount of code exec uted; in the third case. the sample period ,"aries with the e ng ine speed. Thus
in Fig. 1. 1 we ident ify lhe sequence of numbers into the compUlc r as e(kT J. Wc
eondude from the periodic sampling action of the AID convener that somc of
the sig nals in the digital control systcm. like r(A: n. are variablc only at discrete
time s. Wc ca ll these Yariables discrete signals 10 dis tinguish them from variables
like wand y, which change con tinuou sly in ume. A system hllyin g both discretc
and contin uous signals is called a sampled.data system.
in addi tion 10 gene rating a discrele sign al. however. the AiD converter also
provides I qURntiud signal. By thi s we ~n thai the OUtput of the AID
cOilvener must be ~toJed in digital logic corr posed of a fi nite number of digi ls.
Most commonly, of COUfsc. the logic is based on binary digits (i.c .. bilS) composed

I I

Chapte r I

?r

0.'

0.'

0.'
0.'
OJ

shown L? ~lg . 1.2. ,We would say that.\' has been truncal ~"{! \0 o ne decima l place.
~ Ihat Y IS q ila/III:M wih a q of 0.1. s ince .j. c hanges on ly in /hcd quanta of.
In th iS case. 0.1 un its. (We will use q for quantum si ~ . in IlcncraU Notr thlll
~uami7.ation is a nonlinear func tion. A sis nal thai is boI h di sc re te and quanli lcd
lS, c~ lIed. a d lglra l signa l. Not su rprising ly. digital rompulers in _his book process
dig ita l Signa ls.
In a rea l se nse the problems o f analysis and des ign o f diX'I(I/ ('Qlllmis are
conce.me~ wi~ taking account of the effects of the sa mpling period T and the
quan uzahon .~lzc q . If both T and q are extreme ly s ll"lal l (sall~ ling frequency
30 or mon,: IInt ~S the sys:e m ban.dwidth with a 16 -bit word s iZe), dig ital sign als
are neady COIlh nuOUS. alld contmuous melhod~ of analysi s and des ig n ca n be
used. The n.:s uhing dc ~ign could then be co nw rted to the d ig ital format for
Implemcntati? rt in a COmputer b.y us i ~g the s impl e method s de scri bed irt Chapler 3
lhe emu lall on method dc scnbed In Ch:lpter' . We will be interested in thi s tex t
m ga ining an unders ta nding of the effects o f a!l .~ ample rate s. fas t l!nd slow. and the
effect ~ of qu~ nti7.at io n for large and small word sizes. Many systems are Origina)) ),
~OnCel \~ wllh fast sam~e roues. and the compUitt is specified J.nd frozen earl y
m the deSign cycle: ~'C\e r. as the designs evol\e. more demands are placed on
the system . and the only ....ay 10 accommodate the inc n:ased computer load is to
slo\\. down the sample l'3.e. Furthermore. for cost-sens itive dig ia l syste ms. the
best design is t ~e one ~' i th the lowest cost computer tMt will do the fC"(juired job.
That Ir~nsla tes mtl) helnf the computer with the slowe~t speed and the small est
;rd siz e. W~ will, however. Ireat the prob lems o f vary ing T and q separately.
,",:e firsl con~lder. q to bo.: zero and study disc rete and sampled -lima (com bined
dlscft'"te and eOlllmu ous) sys tem s that are linear. In Chapler 10 ...e will :malyze

plollhe. \al.ues of y versuS the resu lting \'alues of.r we can obtain a plOllike that

oro's and I"s. but the esse ntial feature is (hal the rcp ~senlati oo h;r; a ti ni te number
of d ig its. A commo n situa tio n is Ih:l1 the conH:rsion o f \' to \' is done so that i'
can be thought o f as a number with a fixed nUlllber of pi ace ~' of acc uracy. If ",:e

Introduction

Figure 1.2
Pkll 01 outp.!t vers~
inPVI ch'lrilCl etlsti'".s 01
the AID COIWMel

emuiltion

..

O\,(I'''i~'

of Dfslg,n A pp~h

An overvie'" of the path we plllll to take loward the design of digita l controls
will be u!i.Cfu l before we begin Ihe specific details. As mentioned above. we
place sys terr.s of inten:st in three catq;o ri e~ according to the nature of the Signal s
pre1.C"nl. Th ese are discrete sys tem s. sampled -data s)stems. and di gital systems.
In disc ~te systems all signal;; vaty at discrete times on l),. We ..... iII analyze
these in Chapter 4 and develop the :-transform of d iscrete signal s and "pu lsctransfer f unctions fO li~ar constant d iscrete syste ms. We also deve lop discrete
transfer funC1io ns of continuous system s that arc sampl ed. systems that are called
samplcd-dacl systems. We d evelop the equations and gin: examples using both
transform n:ethods and state-space d escriptions. Hav ing the discrete transfer
functions . ... e consider the issue of the dynamir response o f di scre te systems.
A sampl ed-data syStem has bot h disc rete and continuous signals. and often
it is imponant 10 bo! able to compute the co ntinuous time re sportse. For exam ple.
with a slow !.3mpling rate. there can be significamn pple between sample instants.
Such sitU:l1ions 3re studied in Chapler 5 . Here .... e are concerned Wilh the que stio n
o f data extrapolation to convert discre te signals as they might emerge from a
digital computer into the cOrttinoou s s ignals ne~ssary for pro\'iding the input 10
one o f the plant s described above. This aclion t>'pically occurs in conj un clion
with the OIA conversion. In addit ion to dltu extrapolation. we cons ider the
analysis o f sampled signals (rom the \;ewpoim of co rttinoous ana lysis. For this
purpose "'"t! introduce impulse modu latio n as J. model o r sampling. and we use
Fourier analysis 10 gi ve a clear picture for the ambiguity that can arise bet",,'C"Cn
cont in uous and d isc rete signals. also known as a liasing. The plai n (act is th at
more than one continuous s igna l can resl,I lt in ell:actly the same n mple values. If
a sinusoidal signal. .\", . at frequency II has the same samp les as a si nusoid)'l of a
dijJeN!f11 freque ncy i" .", is said to be art a li as of Y1. A corollary of aliasing is the
sampli ng tbem1' m. which specifies th e conditions necessary if thi s am bigu ity is
to be removed and o nly one cOl11inuous sign al allowed to correspond 10 a gi\'en
set of !>amples.

1.2 Overview or Design Approach

in more detail the SOUKe and the effeclS of quanti~at ion. and ..... e Will discuss in
Chaplers 7 and 11 spec ific effects of sample-rate selecl ion.
Our approach to the design of d ig ital controls is to assume a backg rou nd
in continu ou5 system s and to relate the tom parable di gital problem 10 its continuou s co unterpart. We will develop the esSCntial results. from the beg inn in g,
in the domain o f discrete s)~te ms, oot we ..... ill call upon previous experience
in con t i nuou~ sySiem analysis and in design to gi" e al!emati\'e vie wpoi ntS and
deeper understanding of the results. In order \0 make meaningful these refe re tK'es
10 a bac kgroond in continuous-s),stem de sign. ""e will review Ihe concepts a nd
define ou r n(JIatioo in Chapter 2.

IZ

Chaple r I

identifkation

modern control

dig ital filters

w.

3 The "at< ,....,. is "" "'.n.>oo of IN 'P""" of dio.pl"".rnent and ,.. loci.y usN in ;>hJ';'; ' . />.loeb <!>at
'$ coi led modf.m t'Olurollh~' " " di fftretl u;\l e<jua<ion, in .ta,e-. p'''' form.
intro<\uce <h i'
n:presemation In Olapte, 4 and u.. it <"e""iv.ly aft ....... aro.J_
,. e\Jl"Ciai ly In Chopten 8 Md 9.

2 Nlm<d booca . .. IN)" . ", the LipI."" or Foo " e, Iran,form lO,epre~"' .}"em .

As a special case of discrete systems and as the basis fo r the emu lati on
~ sign method. we consider d iscrete equi,'alems to continuou! systems. which
IS ~ne aspect of the field of digital fillers. Digital fillers are discreTe syste ms
d~STgned to process di screte s ignals in suc h a fa~hion that the digital de\'ice (a
digI tal computer, fOf ex~mple ) can be used to replace a continuous filler. Our
treatment in Cha pter 6 " ill concentrme on the use of discrete filtering techniques
to find di screte equivale!V.S of contin uous-co ntrol compensa tor Innsfer functi ons.
Aga in. bot~ transform meThods and statespace methods are developed to help
understaTTdl~g and computation of particular cases of intere st.
Once we have de\"el~d the tools of analys is for discrete and sampled
s~sl ems we can begin the desi gn o f feedback controls. Here we dh'ide our tec hmques into two categori es: trallliform l and slate_space J methods. In Chapte r 7
we study the tTanSfOml methods o f the root locus and the frequency res]Xlnse
as they can be us~d t? design digital control systems. The use of state-space
tec hmqu es fo r desTgn IS mtroduced m Chapter 8. For purposes of understanding
the design method, we re.ly ma in ly on pole placement. a schem~ for forc ing the
c losed-loop poles to be In de Sirable locali ons , We discuss the selecti on o f the
desired ]Xlle location s and point out the advantages of using the optimal control
methods covered in Chapter 9. Chapte r 8 indudes control desigr, using feedback
of all the "state variable.!" as well as methods for estimatin g the Slate variables
that ~o.not ha\'e sensors directly on them. In Chapte r 9 the Topic of optimal co ntrol IS Introd uced, with emphasis on the steadystate so lution for linear constant
discrete s~ste n:s with q~adrati c loss functio ns. lbe resul ts are a valuab le part
of the deSigner s repcl10lre and are the only techni qu es presen t!d here sui table
for handli ng m~1t i\'ariab1e designs. A srudy of quantization effects in Chapter 10
mtroducc s the Idea of random signals in order to describe a method for treating
the "average" effects of thi s importan t non lin eari ty.
The last four chapt ers cover mo re advanced topics that are e!sential for most
~ompl ete desig ns. The first of these topics is sample rate selection, contained
HI Chap ter I I. In our e3rJi er analysis we develop methods for e:um ining the
e ffects o f differe nt sample rates. but in thi s dapter we consider for the first time
the questi on o f sample fiue as a design parame te r. In Chapter 12, we introduce
system identification. Here the maner o f mode l maldng is ell tended to the use
of ell~riment~l ~ata to '{erify and correct a theoretical model or 10 supply a
dynamIC de scnptlOn based only on input--output data. Only the mo st elementary
of the concepts tn thi s enormous field c an be covered, of course. We present the
mcthod o f least squares and some of the concepts of m311.imum like li hood.
[n Chapte r 13. an ineoduction to the most important iss ues and tec hniques
for the analysis and design of nonlinear sam plcd-data systems is g iven. The

lnlToduCllOn

Sl7

Design

As with an)' engi!k.'('ring de sign method, des ign of control systems requires many
computations that are greatly fac ilitated by a good library of well-doc umented
computer programs. In desig ning practical di gital control systems, :md especiall y
in iteraTing through the methods many times to meet essential specifi cations, an
int eracti "e compute r-aided control system de sign (CACSD) p~ckag e with si mpl e
access to plotti ng graphks is cmcial. Man)' com mercia l con trol system CACSD
packages arc a\'ailable which sati sfy that need, M A11.AB ~ and Matri:\, being
twO very popul ar ones. Mu ch of the di sc us si on in the book as sumes that a designer has acce ~s to one o f the CACSD products. Specific MATU8 routines that
can be used for performi ng calculatio ns are indicated throughout the text and
in some cas.es the full ,\oiA11.,\8 command sequen ce is shown. All the grap hi cal fig ures were de ve loped usi ng MATU B and the file s that created them are
contained in the Digital Control Tool box which is availab le on th e Web at no
charge. Files based on MATLAB ,-4 wi th Control System Toolbox \ '3, as well
as files based on MATLAB \"5 with COlitrol Syste m Toolbox \'4 are a"ailable at
Itpmathworks.(omlpublboo'( s/fran klin /d igi tal. These fig ure file s should Ix:
he lpful in un ders tand ing the specifics on how to do a calculatio n a nd are an
important augme ntati on to the book's examples. Th e MATLAB stateme nts in the
tellt are valid for MATLA B \'5 a nd the Co ntrol System Toolbox \'4. For those with
olMr versions of MA11.AB. Appendill F describes the adj ustment s that ne~d to be
made.
CACSD SUpp OI1 for a designer is univ ersa l: however. it is esse nti al that the
de signer is abl e to work OUI \'el)' si mple problems by hand in order to have some
idea about the reason ableness of the computer's answe rs. Ha\ing th e koowledge
of doin g the cakular io ns by hand is al so crit ica l for identifying trends that g ui de
th e designe r: the computer ca~ ide ntify probltms but the dc ~i gner must make
intellige nt choices in guidin g the refinemen t of '. he compu ter des ign.

Computer~Aided

Several historie s of feedb.ack control are readi ly avai lable, inc ludi ng a Sciemijic
American Book (1 955). and the study o f Mayr (1970). A good di sc ussion of
the hi storical developments of contro l i~ g i"en by Dorf (J 980) and by Fortmann
and Hitl (1977). and many other referen~es arc cited by these authors for the

104 Suggestions for Further Reading

Diq ital Control Toolbox

M ...ruo. s

1.3

Suggestions for FU::lne. Reading

analysis methods treated are the describing functio n. equ ivalent linearization. and
Lyapunov's s..."'rond method of stability analysis, Desig n tec hniques dt! scribed are
the use of in\'eTSC nonlinearity. optim al co ntrol (especiall y time-optimal control),
and adapli ve 'Ontrol. Chaple r 14 includes a ca:>e study of a di ,k-drin: de,i gn. and
treatme nl of both implementation and manufacturing iss ues is disc ussed.

1.4

Chapter I

1.1

cOJTtt1ion~ to the pilot. He wishes to do 't) eac h 9 mi of tl<l,'el of the IlilCraf! . and h i~
instructions ron~ist of (C Urr.t'" headings in inlegral degree val"" .

rnihlr. A feedback cO Dl",1 system is el!3.bli\hed through IN: rontroller who gives co urs<'

Su~ a radar search ante n... at the San Franc i""o lIi'POrt rotates 31 6ft,/min. aDd da,"
point! rorrespoJlding to '.he position of flight 1081 ar~ plolted un the (onlroller s >Cfttn
OOC(! p<" antenna fe,"Olu:io n. Flight 1081 i! tla"eliDg dire<:11}' tow;u-d In., ai'POrt at S40

1.6 Problems

Most designs loday ao"e carried out using compu!er-ba~d methods: however
the designer needs to know the hand-based methods in order to intelligently
guide the computer design as well as to ha\'e a sani ty chee k on its results.

tions.

The dl;"sign of a digital control sySte m includes delennining ,he effeci of the
sample nile and selecting a rate that is sufficiently fasll0 meet all specifica.

Design of a digital control system can be accomplished by transfonning a

continuous desi.g n. called emulation. or designing the digital system directly.
Either method can be carned ou t using trall sfonn or stale-space system
des cription .

In a digital contro l sy:;tcm. the analog electronics used for compensation in a

continuous system is repI3ccd \Iim a digita l compute r or microcOlllroller. an
analog-lo-digital (ND) converter, and a digital- In-a nalog (DlA) convener.

1.5 Summary

interc,tcd reader. One ur,he earlieS I published sludic~ of cont rol systems operating on discrete time data (sampled-dala systems in our tcrm i noJo~y) is given by
Hurewicz in Chapter 5 o: the book by James. Nichols. and Phillips ( 1947).
The ideas of traclting and robuslncSSembody many elements oh he objectives
of control system de sign. The COncept of tracking contains the requirements of
systcm stability, good Iransient response , and good sleady-state accuracy. all
concepts fundam ental 10 every control systcm. Robustne ss is a property essential
to good perfonnance in practical de signs !}e(;aur.c real parameters are subject to
change arK! because e"tcmaL unwanted signals invade c"ery system. Discussion
of perfonnance specifications of con trol systcms is given in mOS t books on
introduc tory control, inckJding Franklin, Powell. and Emami -Naeini ( 1994). We
will study these matters in later chapters with panicular reference to digital
control design.
To obtain a tinn understanding of dynami cs. we sugges t a compn:hensi" e
te"l by Cannon (1967 J. It is conce rned I>."ilh writinglh e equalions of mOlion of
physical syStems in a form suitable for co ntrol studies.

inl rod!J.Clion

screen"

;". rile pilot 'l ~etiO/l~ on the aircraft control ;urfaces.

ii i. ,he controlle, s iOS1<\,.;1;005 to the pilot.

ii. the range data as plotted on rh e radar ",,,,.n.

from the airpoo-1.

Idenlif>' the following .ignah as cQ/\linoou<. discrete.

i. Ill< .i.emfl's r311ge

Of

digital:

rad<r~

SI>o .. that it is ]X)S,iblo fOf Ih. pilot of flight lOS I to II)" a t igzagcourse w' hich
w'ould show up as a Sl.aighllin~ on lhe (ommlter 's sc~en 'What IS th e (lowe'll.
f 'l~ocy of a sinusoidal zigzag course which w,l1 he hIdden from the co ntroller 5

Describe he,,' VQu think the)' " 'ark aIld li st some of,Ile;! be""fits.

Of

Hi!;\orkally. hou5e nearing system thel1l"lO>tat < w,,~ a himetalhc ,trip that woold .m.ake
break rhe contact depending on te mperature . Today. most thcm10Stats are dIgItal.

that i. if ttlc rtloiwion mu!>! be 5 my. dctermit>e how man)" bit~ th e ana!og-1O-dlg1t~1
con,'enol mu~t ha,-c.
Oc;cri be fin digital rontrol .yst~mllhat yOlO are famili ar with. State w'h~1 )"ou think the
ad"ant_g<i of the di gital implernentatKm are o,'( r ao analog lmp[.,memat,on.

If a . igoal varies betwe("n 0 and 10 .-ell' (called ltle dy namic range) and it is :e'!uired
Ihat the lignal must he ",presented in the digital computer 10 the ne.,..,,1 5 m'lh~"O,hs.

(t)

(d ) Is this a cominuou >. sampled-data. or digilal ,ontrol system "

(e)

(bj Wh !tl is the sampling rate. in ~co nds. of the comrollds ; nwu<:tiQ/\ l~

on the top of rhe pa ge and y '"

-Ii on the bottom

1.5 Use ~!.\TLA B j-oblain a copy of ,he: Student Edilion or use what',; " 'ailable to yOU ) and
plol J n_( for ~ = I to I() where .I" '" _t'. Label each axi~ and put a title on il.
1.6 U..e M ATLAII (obtain a copy of the: Student Edition OJ u:;o< ,,-hat ' s l\'u il able to }"Ou) an<!
make 1"''0 plots \\1_<. M ATL.\~. subplOt) of J ,s x for x '" 1 to 10. Put a plot of y = .t-

1.4

1..3

1.2

Problems

(al Wh~ i~ the >ampling rate. ;n ...con,1;. of tht r.m 8~ sign al pkll,. d on the radar

l ,(\

$I

II

[n control system design. it is impor1ant to be able to predict how well a trial

design matches the desired pcrfonnan~e . We do th is by analyzing the cqu:nions
of the system model. The equation, can be soh-cd usin g linear url31ysis ap prox imatiorls or simulated via numerical methods. Linear analysis a llow~ the desig ner
10 eJl3mine quickly man}' candidate solutions in the coutre of de ~ig n iteratio ns
and is. the refore. a valuable tool. Numerical simulation allows the designer 10
check Ihe fiD al design more precisely includin g all known charactcristics and i,
discussed in Section 13.2. The discussion below focuses on linear anal ys is.

2 .1 Dynamic Res ponse

The chapter reviews the topics nonnall)' covered in an introductory controls

course: dynamic response. feedback properties. roolloc u ~ desi gn. frequenc ) re.!.ponse design. and stale-spacc de~ i!!n.

Chapter Overview

The purpose of Ihis chapte r is to provide a read~' reference source c rlhe material
that you h~\'e alr~ady taken in a prerequisite course. The presentlli on is nOl
sufficient to Jearn the material for the first time: rathe r. it is designed to state
concisely the key relationships for your rcfcren c~ as you move to the new material
in the ('nsui ng chaplcrs. For a more in-depth treatment of any of the topics. sec
an introducto ry con\rol lc:t1 such as Feedback COlUrol (>f Drllamle Sysums. b)'
Franklin. PQ\\.'cll. and Emami-Naeini ( 1 99~)

A Perspective on the Review of Continuous Control

Review of Continuous Control

Re\1CW

2.l.l

2.1.2

form

Chapter 2

.t~tevui~ble

12

(2.2)

(2,1 )

t~

,=[::]=[;]

st1e-variablc fonn as
(2.4)

(2.3)

H.

J a< .\t ~n..l!

(2.5)
d(W;$ ilItw~hoo'. W. prof.r ]0
<1> . r. fer ,,,. di",,,].

{Of C""Iin , "", pla-tt dc ..., ri pli O<l. A. R .. {or "'OO1pt"""tlOn. iIId

pi..,] dt>crip'ioo ,n order 10 (.linc,,~ 'he >"3rioo )''>fem .qua'ion u~ ,

~ .. . .. G

It i,so C(l",,,,,,,, 10 u.. A . I . C . D in pi"". of .'. G,

(j(r)1 = sF(s).

The analysis of linear systems is facilitated by use ohile laplace transform. The
most imponant propcny of the Laplace transfonn (\I.'ith zero bitial conditions)
is the transfonn of the d~rivative of a signal.

Laplace Transforms and Transfer Functions

is the vector of variable. necessary to descri be the future Ixha\'ior of the system.
gh"en the initial conditions of those variables.

where the state

can be wrinen in

.}'+2';w._i'+w;.\' "" KQu.

where the ,0Iu111n vedor :II: is called the state of the systenl and contains n
elements for an IIth-orc.er system. u is the /II x 1 input "ector:o tht> system, ). is
the p x I output vector. F is an II x II system matn.\:. G is an n x III inpul matrix,
H is a p x n output mnrix, and J is p x m . ' Unt il Chapter 9. all systems will
have a scalar input. u. <od a scalar output y: in this case. G is II X I. II is I X II.
and J is a scalar.
Using this ~ystcm deSCri ption. we s(:e that the sccondo()rder differential
equation

i=Fx + Gu
y= ",, + J u.

Linear dynamic sy~tems can be de.~cribed by thei r differential equations. Many

SyStems invoh'e ,oupling between one part of a system and another. Any set of
differential equations of any order ,an be transformed into a coupled sct of firstorder equations called the state-l'ariable form, So a general .... ay of expressing
the dynamics of a lineu system is

Differential Equati ons

of Continuous Co nt rol

D)llamic Response

13

Y(J)

,.

r + 2{w"s +w:

b s"

a, s'

='

+ b,S~ ~1 + ... + b.. ~1

+ a~s" - I + ... + a._,

el]

a"~, ] .

+ I) matrix. for example

+ \) matrix of

(2.6)

n;:.,,(s -

n:., (5

<,J .
p,)

(2.7)

,-,,,,;"'n -l. 5' "l'fI<""Idi . F if )'W loa,. I"to< ,-en;"",.

,\JI.\tMl.U ,,""omen", in tho~"' .""me ,be lISot of \I ...l t... ~ \'",..". 5 .. i,h ConI",1 S)'''m Toolbrn.

and the quanti ties specifying the transfer function arc an In x I matrix of th e
zeros. an II x I matrix of the poles. and a scalar gain. for example

G(s)

In the zcro.pole-gain fonn . the Iransfer functio n is wrillen as the ratio of two
factored polynomials.

sys = tf(nurn.den).

In MAnA!;. v5 with Control SyStem Toolbox \'4: the numerator and denominator
are combined into one system specification with the statement

den == [a,

(n

" ..... ,1

and Ihe qumtity specifying the den ominator is a 1 x

num = [b , b;

where the MATL"a quantity specifying the numerator is a I x (m

the ,oefficie nts. for example

G (s)

CACSD software typically ac,epl5 the spedfication of a s)'stem in either the

state-variab le form or the transfer function ronn. The quamitie. ~pec i fying the
state-variable fann (EQ5. 2. 1 and 2.2) are F. G. H. and J. Thi s is rderred to
as the SS' fonn in MATL"B. The transfer function is spedfied in a polynomial
(ann ( .. tf') or a factored zero-pole-gain form ("zpl("). The transfer fU nClion in
polynomial fonn is

U(s)

G(s)=--=

K. U(s).

K.

+ 2~w" s + w ,: )Y(s) =

and, thercfIXC. the tmnsfer fUnction. G(s). is

(s:

Thi, relation enables us to lind easily the transfer function. G(s), of a linear
continuous system. given the differential equation of that system. So we see that
EQ. (2.3) ha. the l1ansfoml

2,1

1..

RC\ 1 CW

= u_.ls-) = H(s l F )- IG + 1.

sys = ss(tf(num.den)).

Like wi se. o ne can find a state-space rea lizat ion of a transfer fu oction by

sys = zpk(sS{F,G,H,J)).

or the zero-pole-gain fonn by

sys = tf(ss(F,G,H,J))

In MATLAS. given F . G, II. and 1. one ca n find the polynomia l transfe r fun ctio n
form by the MATUB script

G':n

r(s)

For the eq uation s of motion o f a system with second -orde r or hig her equa.
tions. th e easiest way to fi nd the tra nsfer func tion is to use Eq. (2.5 ) and do th e
math by han d. If the eq'Ja tio ns of motion arc in the state' \'ari abIc fonn and th e
transfer func ti on is de~ired. the L:ip lac e tran sform of Eqs. (2. 1) and 12.2) yields

sys = zpk(z,p,k).

and can be combi ned into a syslem deSCription by

o f Contmuous Control

(2.8)

Y(.O = G(s)U (s}.

and s inusoids

parabolas

ramps

I/ (t)

,~

I l l).

B S; Il(wt l l (I) .

~,1l{t),

= R)(I).

11(1 )=

11(11

u(t)

V (.i)

V(s)

V(s )

= -,
-Bw-,
.i"+W

=A
,;,

,.

= -f .

U(s ) =.....t .

The transform of a tim e fun ction ('a n be fou nd by use o f a table (Sce Appendix B.l); how e ~'er. typic al inputs conside red in control syStem de sign are
steps

I'o'ith the transfonn U( s ). the

11 (1 ).

Ghen the transfe r fun ction and the input.

output is the product.

2_1 .3 Output Tim e Hi stories

Chapter ~

Fig ure 2,'

An eIfT"en\ilry IN'dback
system

Response

15

syste m beha"ior can be obtained by fi nd ing the individual factors without ever
so lving for the time history. a topic to be discus\ed later. The.-.e will be important
be,a u ~ ~pcc ific ation , for a con trol >ystem are freq uentl y givell in lenns o f these
time responses.

Isim.m for an arbitmry inpul time history. However. useful infoon;llion about

using com puter based methods such a, ,,"iATlAs's step .m for a .tep input or

analyzed thi, way. Usually. system output time histories are solved numericall y

ated with each term is found by lookin g it up in the table. The total time functioo.
1'( 1). is the sum of thes.e 1erIDS. In order to do the partial fraction exp~nsion.
it is ncce.sary 10 factor the denominator. Typicull y. only the simplest cases arc

=limf X(s ).
" )_ 0

(2.9)

R(,< I

R( s)

..,-:G~('O';,'=

1 + H (s) G(s )'

~C

(2. 10)

Manipulating bloc k d iagr ams is usefu l in th e , tudy of feedback con tro l system s.
llle most com mon and usefu l re sult is that ttle tmnsfer function of ttle feedback
systcm sho\,\ll in Fig . 2,I reduces to

Block Diagrams

llle theorem allows us to solw for that final value without solving forthe system',
en tire response. This will be very useful when exam ining st eady- statc errors of
contro l systems.

_'"

limx(l} = .r

A ke\' theo rtm involving the Lapl3ce tr.msform that is o ften u~d in control
s)'S le~ anal)'si, is the fi n al va lu e th eorem . It states th at. if the sySte m is stable
and ha s a final. CO nStant value

2 _1.4 The Final Value Theorem

2.1.5

~TlamlC

Using Laplace tmnsforms. the OUtput Y{ s ) from Eq. '2.S) j, expanded into its
terms using partial fraction expansion. the n the lime function assocI-

el~me nl ary

2 I

I
I

l ime (OnSl a nl

.tilb<lily

re"Pon.!

ChaP t~r 2

imp~ l !e

zera.

16

b(s)

a(s)

= -.

-.

12. 1 I)

(J'

jw.

+0 -

jw~)(s

+0 + jw. ) =
(s

+0/ + w;.
12 .1 2)

H (s)

S"

= ,

w'
"
,.
+ 2{w.s + w~

(2.13)

When finding the transfer funct i()n from differcntial equati ons, we typically write
the result in the poly norrjaJ form

a{s) = (s

This means that a pole has a negative real pan if (J' is positive . Sincc complcx po les
always comc in comple~ conj ugate pairs for real polynomials. the denominator
correspond ing to a complex pair will be

s=

as the tim e when the response is 1 times Ihe initial va lue.

Complex poks can be described in term s of their real and im aginary pans,
trad il iooally referred to as

r = -

When (J' > O. th e p()le is located at J < 0, the expo nential decays. and the system
is said to be ~lB bJe. Likew ise, if (1 < O. the pole is to the right of the origi n. the
exponential grows with time an d is referred to as un stable. Figure 2.2 shows a
typ ical response and the time cons tant

h(t)=I'- C1 1(r).

Table B.2. Entry 8, indicates that the impulse respo nse will be an expone ntial
fun ction; that is

HU

H(s)= -

the values of s such thm a(s) = 0 will be places where H(s) is infinity. and these
values of s are called poles of H(s) . On the othe r hand. values of s such that
bfs) = 0 are places where H(s) is ze ro.and the corresponding I locations are
called zeros. Since the Lap lace transform of an impul se is lflity. the impulse
rnponse is given by the time function correS-JX.lnd ing to th e tran sfer fUnction .
Each pole location in the Jplaae can be identified with a panicular type of
response. In other words. the poles identify the classes of signals contain ed in the
impul se response. as may be seen by a panial fracti on expansion o f H(J). For a
firs t o rder pole

H (s)

Given the transfe r func:ion of a linear SyStem.

2.1.6 Response versus Pole Locations

Review of Continuous Control

plot for a pair of

comolex poles

5pl~ne

Figure 2.3

damping ratio

""'''~

Figure 2.2
Firstorder system

"

~.

40

. -~-~.

_ . """\.........

1.0

'

20

Ti""'t .... '

.0

17

and

w. =w.JI - (.

(2 .14)

whc re the PlIamcte r (' is called. the damping ratio. and w. is called the undamped natura l frequency. Th e poles of this transfer function are loca ted at
a radius w in the J .plane and at an ang le 0 = sin- II;. as shown in Fig. 2.3.
Therefore."the damping ratio re fl ectS the level of dantping as a fraction of the
critical damping val ue where the poles becomc re al. In rectangu lar coordinates,
the po les art at s = - 0 jwJ When (" = 0 we ha\'e n() damping. B = O. and
wd ' the damped natural freqllency. equal s w.' the Ul1damped natural frequency.

(J'=(,w.

By expanding the form g iven by Eq. (2. 12) and compari ng wi th the coefficient s
of the denominator of H(s) in Eq. (2.13). we fi nd the correspondence between
th e parameters to be

00

. I

o.'!E~
'

OA

.0.6 ~r

$..

,:E==E
f\---'

2. 1 Dp\amic Response

18

Chapler 2

(J

w-

, '.

+ (w. J + w:(]

, .

- ( -)

2*Ze"Wn

Wn'2J

l _ e-

( COSWd l

:J
Si nw,/) .

(2, 15)

Fig ure 2.4 is a plot of .1'(1) for several values of ( ploued with time norm3liwd to th ~ un damped natural frequenc)' w, ' Note that the oct ual frequt:n~y.
w,,. decreases sli ghtly al the damping ratio increa'>Cs. Also note that for \'ery
low damping the respon~ is oscillatory_ whil e for large damping (~ near I) the
re,ponse shows no oscillation. A few step responses are s kelch~d in Fig. 2.5 to
show the effect ofpolc l()Cation s in the s -plane on the step reSf,Onses, It is very
useful for control desi gners to have the mental image of Fig. 25 committed to
memory so that there is an instant understanding of how changes in pole loca ti ons
influence the time response. The ll cgali\'e real pan of the pole. (J. determine s the
decay rate of an e~pon e nti a l en\'clope that multiplies the sinusoid. Note that if (J

ste p(sys)

where Wd = w"~ an d u = (w. , This coul d also be obtaire d by modifying

the la~t li ne in th e MATlAB description above for the impu lse response to

y{r) =

It is also interestin g 10 exam ine the step response of H( s). that is, the
rcsponse of the system I/( s) to a unit ~lep input II = l (t) wher~ V(.I) = l The
step response transfoml gil'en by Y(s) = IJ (s)U(s). contained in the tables in
Entry 22. is

Im pulse(sys)

sys = tf(num,den)

den = [ 1

num = Wrt 2

Ze = 0.2

Wn = 3

Fo r w. = 3 rad/sec and ( = 0.2. the impulse response time hi story could be

obtained and ploued by the MATLAB stat eme nt s:

h(l) =w"e - " '~ in (wdnl(t).

therefore. from Entry 21 in Table B.2 and the definitions in E.:j. (2 ,14). We sec
that the impu lse re sponse is

H(I) =

For the pliTpOS<.' of find ing the time response comsponding 10 a complex
transfer functiO!1 from Table B. 2, it is easiesllo man iplliate the H {s) so that the
complex po les fit th~ form of Eq. (2.1 2). bceau!>e th en the tilTH' respo!1S{' ca n be
found direc tl y from the tabl e. Th e H(I) from &j. (2.13) tan be written as

Review of C('Jn li n~ous Concrol

Fig ure 2.4

t~

s-plaoe

Fi gu re 2.5
Time fUllcti ons
~ssociated with

""'"' ,

~nts

Step responses of
second-order systems

in

RHP

D}"I1amic Rc,pons.:

19

is neeative. the pok is in the righ t-half pla ne. the response will grow wilh time.
and (he syste m is said to be unstab le. If (T "" O. the response neither grows nor
decay" so ,lability is a matter of defi nition. If r. is po, itivt':. the nalural response

LHP

'mO'

2 \

,i
!.

,I

t,.

o~elsh oot !.AD

Delir'litioo 01 lise time

settling time and

[f .

2.1.7

Specifications

"

1n:::::)

I,

is the time it takes the sys tem transien:s to deca y.

"

.,.
1
T

... ~,

The on'rshoot M. is the maximum amount that the system ove rshoots ils
final valu~ divided by its final valu e (and often expressed as a percentage).

The settlI ng time

The r ise lime t, is t:,c time it take s the system 10 reach the vicin ity of its new
sel point.

Specificati ons for a control system desig n often involve certain req uirement s
assoc ialed with the time response of th e system. Th e requirements for a step
response are expressed in terms of the standard quantities illustratcd in Fig. 2.6 :

Ti me~Domain

go initially in the opposite direction to its fina l value. Nevenheless. the secondorder syste m response is useful in gu id ing the designer during the itera tion s
toward th e final design. no matter how co mpl ex the system is.

right-half plane. the OYct5hOOt would be repressed and the response would likely

decays and the system is said \0 be stable. NOIe that. as long as the damping is
stri ctly pos itive. the S)"! tcm will e\emuall y convcrge to the commanded va lue.
All the r.e no tions OOout the correspon dence be tween pole location, and the
time response penained to the case of the step response of the systemofEq. (2. 13).
that is. a second-order system with no ~c ros . If th ere had lx-en a ~ero. th e effCi:t
would genenlly be an increased overshoot: the presence of m addi tional pole
wou ld ge nerall y cause ,he response!O be slower. If there had bee n a ~ero in the

Chaptn Z Re\iew of ContinuoU.\ Con~rol

Figure 2 .6

"

20

&I

Figure 2.7
P10t of the pea~
o~elsh oot Mr vers~ the
damOIr.g ratIo ~ for the
sc<o~d-order system

I,~

Dynamlt: Response

11

,.p

(2. 18)

(2. \ 7)

o .~

----_ .. --- --j

0.0

0.1

0.6

"

- ---;.-- ---:
"'10 ----.. - -.- --. - - - , ---_ .. _- ._--_. ,..

3 0~ -----

.j() ~- ----

The overshoot M is plott ed in Fig. 2.7. Two freq uently use d values from thi s
curyeare M :: 16'1 forI; = 0.5 and M :< 5'i forI; =0.1.
E quati o~s (2. 16H2.18) charac teriz; the transient re sponse o f a sys tem having no finite zeros and IWO comp lex poles with undamped natural frC(lue ncy w o'
damping ralio 1;. and negat ile real part (J. [n analysis and des ign. th ey are used
10 obtain a rou gh estimate of ri>e time. o,ershOOl.. and settling time for just.abo ut
any system. It is imponam 10 keep in mind. however. thai the)' are qua litat.JVc
guides and nOI precise design fonnulas. Th ey are meant to prOVIde a startIng
point for lh~ de5ign iteration and th.e ti me res.ponse .~ h ou ld alway s be chec ked
after the contro l design is complete by an exact calculation. usuall y by numerical
simulation. to verify whether the time specificalio ns are actua lly mel. If they have
not been mel. another iteration of Ihe design is required. For e~ample. if the rise

(I"

4.6
~

4.6
I;w.

~-

M ~t:' - .

W.

For a ~o nd-ordc r svstcm. the time responses of Fig. 2.4 ) ield informat ion
about the specification s that is too complex 10 be remembered unkss ap~roxi
mated. The -commonly use d approx imations for the set:ond-order case WIth no
ze ros are
1.8
(2. 16)

2.1

Chap t~r

A unity fe~ dba cl: sy-slem

Figure 2.8

An open loop system described by the transfer fun ction G($) can be imprOl'ed
by the addition of feedbac k including the dynamic compensaTion D (s) as shown
in Fig. 2.8. The fccd~k can be used to improve the stability. speed up the transient response. impml'C thl' sTeady-slale error characteristics. p:o\' ide disturbance
rejection. and decrease th e sensiti" ity to parameter variations.

2.2 Basic Properties of Feedback

time of the system l UI1IS out to Ix" longer tha n the specificatiOD, the target natu ra l
frequency would be iocreased and the design repeated.

Re,iew of Conll n uO\l~ Com rol

1 + D(s)G(s )

_ --:~D~(~.'~)G~(~'~)_ = T (I).
(2.l 9)

+ D(s lC (.I) =
O.
(2.20)

in"",

cC.,mm,,,,d
==,...;{0

This eq uation is called the characleristic equation and is '>C!)' important in

feedback control analys is and desig n. The moes of the charac teristic eq uation
rep resent the typc" of motion Th at will be ex hib ited by the feedback syste m. It
is clear from Eq. (2.20) that they can be alte red at wi ll by [he designer via Th e
selection of D (f).

someTimes referred to IS the complementary ~nsitil'itr. tn this ease. the dy_

namic charaCTerisTics and ~tabi1i t y are deTennined by the poles of [he closed-loop
transfer fu n ~ l i on. [hat i~. lhe roots of

R {s)

n~.,

The dynamir characte riS lirs of the opt""n-loop system are determ ined by the poles
of G(.f) lmd D (s), that i~, the roots of the denomi nators of G(s ) and D{s ). Using
Eq. \2 .1 0). we can see tha t the trans fer fu nction of the dosed.loop system in
Fig. 2.8 is

2.2.1 Stability

character ist;c equa tio n

22

4Sl

Table 2.1

1 + D( s) GI.I)

= SIS!.

\2.21 )

= lim
D\s IGCq
,-~

,- ~

lim J~ D[ !) G (s).

,.,

0
Typo:> 2

i-

,
0

IT7<:I

,
Type 1

Typo! 0

/lamp

Step

,
,

Parabola

Errors versullYltem ty pe fo r un ity feed back._ _ ..

When K is fini te. we call the ~yst em tnw I : likew!sc. when K. is fin ite. we
call th e S~'S!e111 II'pe- 2, Fo r the un ity feedback ca;;e. ' ~ I ~ con,'emcm. to cate-gofl~
the error' charac'teristies for t'omma nd inputs consiSlIng of step'. ramp s. an
parabola,. Tab le 2.1 ~ulmnarize, the result , .

and the acceleration constant as

K = IimsDI.I)C(s)

to as t\" pc fl .
.
.' F ' R In oruer
These resu!! s can also be seen quali tatl\'ely ?y exa mining Il!. -.. . ' f
for \' 10 be at some desired I'a lue ( = r ). the hIgher the forw.ard loop gam 0
DC' l d , tin~d 10 be K I. the lower the va!!le of lhe error. I'. An mtegrator ~as the
ro rt~ lh31 a ze ro :lead)' input can prod uct" a finite outpu t. thus prodUCIng ~n
p fi~
. Th'ere fore , ,'f there is an integrator in D or C. the Meady-state gam
m
nHe .gam.
will be x' ancl the error will be zero.
Contlnuing. we detine the n ' locily constant as

and is called the position-error constant. It" DI.qG (l) ha s a de nominato; th~
does 'not ha"e 5 a, a farlOr. K ~ and e are fi nite . This kIn d of s)'stem IS re err

where

someli ml'S re fem:d to as the sensili,ily. For the Clse where r(l) is a step inpul
~nd lhe ,yst~m i~ ~table . the Final Value Theore m te ll ~ us th~t

RI.<l

EIS )

e differt:nce betwee n the command input r (sec Fig. 2.8) and the ~tpu t y \,
1>
r' , 10) for the case where the dt"med output
c:llleJ the system error. e , U.
~1ng Eq ,_
i ~ e. we find lh;11

2.2.2 Steady-State Errors

2+

U(I) = KTDe(t)

T,

=:>

e(liJdl/

K e(1)
'='

K.

D(s ):. KTDf,

=:>

D (s)

(2.24)

(2.23)

(2.22)

D(s)

u(s)

f(S)

'=' -

:-

K{\

T,s

+D

+T
s)
'

(2.25)

widely~sed th~;~~~

:fn
....... 0 any parameter 10 D( r)

~::em:e~: ~:;~~:r~:~~~ ~r: ~:~te~~~~,~~;:~~~a~n"e~?, 1~~~2~~~)~h!~'~~~

Th e root locus is a technique wh' h h

h
characteristics influence the
tC sows 0'" changes in the system's open-loop
allows us to plot the locus of~~~1~~~1 dynamrc ~haracteristics. This lechnique
parameter varies, thu s producing a root~P roo~n the .i-plane as an open-loop

2.3 Root Locus

11 is
in
on ly need "tune" t " - '
L-.
are can be purchased where Ih ~ user
It<: gainS on til'" three teml $,

;~::(~:~~~~:~:~~a~l:~~~~~il~!~;:~roller.

inc1u~~s a t~n:rt pt!e~~~r,a~ ~o \~~~:g n~ie~t ho,ershoot. If the controller also

.
ra 0 t e errOT, the error to a Mep can be
eliminated w .
deteriof'lltio~ Ofet~~Wdtnn~he .prevlous seeti?n. Howe\~~. there tends to be a further
to the error de' . Y mlc respon~. Fma1ly_ addition of a term proportional
. nvat1Ye car. add dampmg to the dynamic re s nse Th

~ponronal feedback con trol can lead to redu ced e

.
Mill has a small steady-s-ate erro It
I '
rrors to d.srurbances but
but tical! .
.
r.
can a so Increase the speed of response

, IS called the Integral (or re sel) time T the deri t". e .

feedback ga in. Thus. the combined Tr~nsfer functi: li: 11mI', and K the position

T .

'='

Ki'

u{t)

11(1) '=' -

and derivative control

inTeg ral control

ProponiofHlI. integral. and derivative (PID) control contains tl:ree

are proponlonal control
.
[enns. They

PID Contro l

Syste",1 type can aliO be defined with respeCt to the disturb

.
'The same Ideas hold. but in th is ca
'
,
ance mputs w.
inte rat
. D
.
se the type IS detennmed by the number o f
wh"~h ors In (s) only. Thus, tfa system had a di sturbance as shown in Fig 28
~ was Constant Ihe stead
tal
f
..
if D(,) ,....m'.:" d '. .
y-s e error e" 0 the sys tem wc-uld only be zero
~""L..-",e an mtegrator.

R~"tw o f Conri nuous Ulntrol

2.2.3

ChapteT 2

root

I O(,,~

defi n ition

2.3.1

RoO! l <'C llS 25

'='

ISO + /360.

.> L

rdH, 10 It.. ph" .... <>f , 1,

- - '- '

where I is any integer. The sign ificam:e of thc definition is thm, while it is vcry
difficult to ~I\"e a high-order polynomial. com putation of phase is rdati\'ely
easy. When K is positi ve. we ca ll thi. the Pffl ith'e or ISO locus , When K is
real and negat ive. b (s )/o1( sl mmt be rcal and posi!i\'c for J to be on the locus,
'Therefore, the phase o f b(j' )/ <1(5) must be 0 This case is called the 0' or negative
locus.

(d.n

b(.l)
L -

Since the phase is unchange d if an int egral muhipk of 360' is added, we can
express the definition as'

lBO' Ions d".tin;lion : Til<' root locu~ of b (.<)/lIfH ;s til<' :;et of point S in the
.I- plane \I,here the phase of bts )/ "(J ) is IRO'

Typically, K &( I )/a (s) i~ the open loop trans fer fun ctio n D(s)G(J) of a feedback
s)"~lem: how~yer, this need not be Ihe case. The root locus is the sel of value s
of s fo r which Eq. (2.161 hold .. for some real ,allie of K. For the typical ca;;e,
Eq. a.26) represenls the characteristic equation of the closed-loop system.
The purpose of the root locus is to show in a graphical form the general trend
of the rootS of a closed-loop system as we , 'af), >ome parameter. Be ing able to do
thi s by hand (I) gives tho: de signer the ability to design simple syMems ""ithout a
computer. (2) helps the designer I'erify :md unckrstand computer-generated root
loci. and (3) gives insight to the design process.
Equation (1,26) shows Ihm, if K is rea l and pos iti ve, nls) / (I(s) mu~t be real
and negative. In other words. if we arrange b(s ) ((/(.~) in !X>lar fonn as magnitude
and pha:>e_ then the phase o f b (s )/a(s ) mU St be 180 ' We thu s de llne the fOOl
locus in lerrr.s of the phase condition as follows.

(2.26)

The first ~t ep in n eJ ting a root locus is to putl~.e polyno mi ah in the roollocus

form

Problem Definition

or G(J ). In faeL the method ca n !)e used to study the TOOtS of any polynom ial
\'ersus parameters in that polynomial.
A key auribute of the technique is that it allows you to Hud~' the closed-loop
roolS while only knowing th e fa~tor:<; l!X>les and zeros) of th~ openloop S}'stc m .

2,}

"

1\'

"

26

Chaptu 2

On the s-plaru.". mark po les (roots of (1 ( , )) by an x and zeros

I rootS

of

II

'1
1 '- -

II

+ (f -

III

=
.

11 -

- (J,

1)360'

L P, - L ~;

.... _ 180'

=
/==1.2"'/I - m .

"1

+ h,

= order of bt l)

Ol'

= order of (I(S )

11

III

STEP 7 CompleTe the locus. using the faclS devcloped in Ihe pn;:I'ious sleps aod
making reference to the illustrative loci for guidance. The loci bronchcs stan at
pok s and end at u ros or in fi nity.

STEP 6 For the case of mul tiple rOOIS. two loci N)me toget her IT 180 and break
away at 90' Three loci segments approach each other 3t angles of 120 and
depan at angles rotat<'!d by 60 .

STEP 5 If fun her refir_ement is required at the stability boundar)'. a~~U1ne $.-, =
jw(} and tom pute the point(sj whe re the locus crosses The imag in~ r: a.l is for
positive K.

where q is the order of the pole or zero and I ta kes on q integer '..alues so Ihat the
angles are between ISO' . 1/t, is the angle of the li ne going from the i" pole to
the pok or zero whose 3f1gle of dep anure or arriva l is being computed. Similarly.
4J, is the angle of th e lin~ fro m the I,. zero.

qr/J.", =

L if!, - LtP; - 180 - /360

q'lt.., = L ,- L J/I ,+ ISO' + /360

STEP 4 Compute locus dcpanure ang les from the polcs and arril'al an g le~ at
the zeros where

For II - m > O. there will be a branch of the locus approachir.g each as ymp wTe
and depan ing TO infinily. f or /I - II! -< O. there wi ll be a br~nch of the locus
arri ving from infin ity a ong each asym ptotc.

,I -

= number of asymplotcs

Draw th e as~mpl0tes . centered at a and kal'ing UI angles 41" whl."re

STEP 3

In

Draw the locus on lhe real axis to the ldt of a ll c<ld number of Tl'al

pole; plus zcro~ ,

STEP 2

0(5)

by a o. There wi!! be a branch of th e locus departi ng from el'ery pole and a

branch arrivi ng at every zero.

STEP I

The steps in dmwin~ a 180' rOOI [OCU .. follow from the basic pha>e definiti on.
"They are

2.3.2 Root Locus Drawing Rules

Re.iew of Continuous Control

S!

Example 2.1

Roo:

Locu ~

27

II -

Ill

(1 - 1)J60

/ = I. 2 ...

II -II!.

e l 'e ll

Locus S!t~I,h

number of rcal

STEP~:

<>, == 90- -

90 - t80 = - Hill .

lk dep':lT"Iurcc angle at the upper pole i~ c at<1I1at~d . ,

the negat;,,, real uis

STEP I: Tn.,. is a un; at , ;: 0 an d pole, ~t .' = jw,

STEP 2: Th:re i, a !<xu, on the enti re negalin: reat l~i_"
--_ .. 11
. "ep
.
~ It < ~t 180 . that is. along
STEP J : " _ '" = I. \hcrefOfe. there i<{me a~ y mpt<;(e allU

locu~.

K t po~iti ... and neg'l1i'CI for then ... whe re the openloop sy ~tcm

!MJlul;on. Fi r!;t let's do the ISO

Sketch tile .ool loclI.' "'1"$11<

R.~ t

Note thai th e I RO ' tcml has been remOI'cd.

L , - L 'f,+ 136(f .

~ "L.. ,p.. - ""

L.. . -/360'
q1/!." =

q'"'~"

STEP4 The locus dcpat1ure and anival angles are modified to

tPl ==

STEP 3 The asy mptotes depan at

STEP 2 Draw the locus on the T\""al a~ is to Ire left of ~ n

poles plus zero,.

For this casco Ihe Steps above arc modified as follows

" 'here th~ phase of b( s )/ a (sJ I~ 0' .

o locul definition : The root locus,..,f b($ ~/(IIJ ) i, the >et of point.- in the .f-plane

When K is negative. the definitiOn of the root locus in trrms of the phase
relationShip i.~

- Ib(I..l/ (I (I,.1I

K-

"
STEP 8 Select the desired point on the locu~ that mec~s the ~pedfications {,'"K
to lind th at the value 0
then use the magnitude condltlon from Eq. ("6,
_.associated with that point is

2. 3

,4

udmple fOOl locus

2.3.3

--------

sketch

..

a:

The most COmmon apprO.1C h to machine eo

'
thoc problem as:l polynomial in th e form ( ~putahon of the root locus is to cast
of val ues of K varying from near lerQ I
+ KiI (s) = O. 31!d, for a sequence
o a arge value. soh'e the polynomial for

Comput er-Aided Loci

FortheO ' locus.lherei'a s.egmen l al

II
,.
are both 0 The Fe.ull is ~'n in tile ti ong, 1 e POS'tl". re~l u ;s and lh eanglts of depanu",
~ure }' Ille dolled lines.

am",""
tn.:

We ).no", Ihat lhere ;, a locus .Iegllle!!t aloo

.
,
.
al,o .. no",' Ih.allhere'
","_
.
g lhe .nnre ne~au"e ~~l axl~: 00...'",,'" we
IS a oeUI "'4nch mo"lng 10 th . h
d .,
.
there is a Oranch depani ng 10 in tinily at Ihe f If , ~fl g 1 an
at the zero. and that
",usljoin the real axj~ al SOWle fIO;nt and > ~ . I
",fo~. lWO brarches from Ihe PQles
complex branches form.
.. l
P In OPPOS'te dlrecllOns. It tum s oot th aI Ihe IW(l
.' Crn-me e as they apprlCh be
I '
shoo.<' the sl etch ofilli. ISO locu s.
I ~a UIS. TIle "'l id lines in Fig, 2.9

thu s. Ihe locus 6epart s from the upper pole hori

I
lilt- tower pole aJo;Q lum. Om 10 be _I SO a d
zOflta Iy 10 lho: left . The <!epartu~ anSI<: fro m
10 lhe lefr.
n that branCh of lhl' tocus a lsodepan . OOrilon l3l1}'

.,

O,S

Chapler 2 Re..w:w of Continuous Cont rol

Figure 2.9

28

.; .

41

Example 2.2

Root locus 29

and

Df,)=K

in Fig:. 2.8 with

,

r + IO

31.

de nO" [1
denG=[1

OJ

101

=0:0. 1:4

prodocc. th e desired

5~

response shown in Fig. 2. 1o..b).

feedba< kll( ~ys_l)

step(sysCL)

sysCL =

K = 3.7

of K, (iii 3.71tM s.:ripl

will pl ace acros~hair on the plol which can be moved wilh tho: mouse 10 Ihe d<:!; ~d P'Jin l
on the l(Xus in order to lind the associated ~ain K ~nd P'J1e localiO!l~ p, Gi,'c~ lhi, ".tu.e

[K.p] = rlocfind(sys)

2. The .~Ial.mcnr

rkxus(s)'S);)

5)'S" tf( nllm O.denO)tf\numG,denGl

nllmG=10.

numD " [1

Fig. 2.IO:a).

I. The MAnAR scrip! follo" ing wi ll g:<'nerale lho: dcsiml locu~ plol which is "OO"'n in

Solution.

. Ie p re'pon", wilh Ille rules o f thumb in Eqs, (2. 16H2. 18),

J. Reroncile tile roo! 'oc~s plol Wi lh tho: hand ploni nl rules and com!""" Ihe compuler- ba5l'd

,31""

2. Find the g~in K a ~oci alcd Wi lh the: pci ot ofrlWtim~mdampin g 3I1<! plOt the Ste p ",$pOn!oe
wi lh Ih31
of K,

,(J + 21

G( ) ; - - " - .

1. Plot tlle:oot locu, using M.m. u for the open-lOOp Iy'tem ,ho""o

its II roots by any of many a"ailable numerical methods. A dis.ad vantage of this
method is Ihat the re,ulting root locati ons are very unevenl y diSlributed in the
s-plane. For example. near a point of multiple rOOlS. the sensi!h'it)' of the roo t
locations to the parameter val ue is \"ery great. and Ihe roO's just l1y through such
points. the plots appear to be irregular. and sometimes imponant feat ures arc
missed. As a result. it is uscful\o han' the roo t locus plotting ru les in mind when
interpreting computer plots. The polynomial is gene rall y solved by transforming
the problem 10 stalevariable fonn and using the QR algorithm which solves for
the eigenvalues of the closed-loop system matrix.

.U

Chapter 2

(a) root kl~us aild (0)

~tep le:sponse

rt)()I

-,

'W

,,
~o
,
..': 1

,"

'"

,5
Rtil At;1

,0'

"-'7-'

0,

C<=o

10
= - 4.5,

J ,'

rnl' '

101. fromlhegai n ofG('J.

M~

""

t , ""

~-,,:, ~ =

u4.6 = I.J J.ec

w.

4 <;(

L.
I, "" -- =0.38=

0 74 w
47 ad!
"
:..... ' = . r i I:C. an a

.. ' s uggest u .. t

5e.t;00' , ,,'

compk~ fOOl! ( 0

J.5 . Tile rules of thumb 8i,0" in

(Fig. 2.7).

""

II)<;;, The step ",spons. shown in FiS 2.IO( b l has I. i: 0 .4 Sec . f, ;;;; 1.4 ....,. and M i:
. The c~dloop IOOlS With K = 3.7 are 01 I = - 5,1 . - 3.5 ;"3 I' thus (o/tlle

s = - .;a

:be~ ~~ ~~7t~ di'lana: from tile root to the pole a1. = 0: 3.5 is thoe dis r~nce 10 tilt: pole
, - I
IS thI' d.staoc~ to til e pole at s = - 10; 3.2 is tile dis:~ncc !O the !ero at

(3 .2)(10)

K = (4.7)(3.51(7.2 )

<Step J); ,and, has bra,,<lw,. dep.arting tilt: real axi. al lilt: mulriple rOOl!; ixt"'Un the two
pole~ ~t = .IIO /5 rep 6). The ram ;l5!oci.ted ...ith tile desired roO! at f = -35 J I .
be dc1errmroed fro m SI{P 8 by
.
. ) . can

- :!+3
2

locus in Fig. 2.1 0{a) h.as locus 'egmenlllQ the left of odd n'Jmllers of poles and
zero. (Step 2): has ""0 asymptOle~ depani~g at 90' and cemm:d al

J. The

R~\-1ew o f Continuous ContrQI

Figure 2.10
Example of CA(SD lor

30

2
31

= G(s).

v.w,

(2.27)

a;

a'

.s-jw t

.I+jw 1

+--"-+--'-

(2.28)

where

Re[GUw, )l

J ,

. .
'W," ,

= LG( w) .

= IG(jwt) 1= IG(SH i
IjJ = tan - 1 Im[ GUwllJ

(2.30)

(2.29)

where
and
would be found by pcrfonning the panial fraction e)!pansion.
q
After the natural transients have died Qut. the time response is

ls) =,

A partial fraction expansion of Eq. (2.27) wi ll resu lt in terms that repres.cnt the
natural behavior Qf G(s) and terms repres.cnting the sinusoidal inpul. PrO\liding
thaI all the natural behaviQr is stable. those term. will die out and the Qnly teons
left in the steady state are those d ue to the sinusoidal excitation. that is

y(s) = G(s) ....,.----L--l- .

s ' +Wj

U.

r +w,

U(s ) = -,--"

has a respons.c with the transfonn.

which has a Laplace transform

u(l) = U. sinw,r.

where the input u(r) is a sine wave with an amplitude of UD and frequency w

Y( n
Ues )

The response of a linear system to a sinusoidal input is rcfl'm:d 10 as the system's

frequenq' response. A system described by

2.4 Frequency Response Design

------------------------------------ +

!IO zeros pdict a t,

and " th>.t ar.. a linie slow duc to the pre$Cnc~ of the extra pole. The predicted M ~ is
suMta.nti:oll y too sm311 due to the prese~ of the uro al J '" 3.

Frequency Response Design

11>< ",lcoOf-thumb '':lluc' based on the secor..t orner sySlem .... ith

2.4

'I

.,'

+ 2{(s /w. ) + 1

KG(s )

1+ KG (s)

The plot is typical of mOSl closed-loop system.~ in that I) the OUtput follows the
input. 17 1;;;;: I, at the !o'.... er excitation frequencie s. and 2) the output ceases to
foiiow the input. 171 < i, at the higher e~citalion frequende~.
The bandwidth w 8 W' is a measure of the speed of respon$./! and is therefore
similar 10 the limedomain measure of rise tim e I. or the sp:allc measure of
natura l frequen cy OJ". In fact, it can be seen from Fig. 2.1 I that the bandwidth
will be equal 10 the natul1!l frequency when,: = 0.7. Forotherdamping rati(>S, the
bandwidth is approximately eq ual to the natural freq uency with ao error typically
less than a factor of 2,
The resonant peak .41, is a measure of the damping. as evideoced by Fi,g. 2.1 I
where the peak is appro)[ imately the \'lIlue at w:: w. , which i~ :i for .; < 0.5.

Yes) :- T(s) =
RC\)

A natural .~pecification io r system performance in terms of frequency response

is the bandwId th. defined 10 be the maximum frequcnC)' at which the output of
a system will track an i"put sinusoid in a satisfactory manner. By con":ntion.
for the sys tem shown in Fig. 2.! 2 with a si nusoidal input r . the bandwidth is the
frequency of r at which the OUtput), is auenuated to a factor of 0.707 times the
input (or down 3 dB). Figure 2.13 depicts the idea graphically {or the frequ ency
response of th e c1oud.loop tran sfer function (defined to be 7(5) in Eq. (2.19

Specificati ons

are plolted for various I'alues of? in Fig. 2. 11 which is done by MAnAS with
bode(sys).

(s / w.)-

G(s ) = ,-,----".-,-,,,
, ;-C---'-c-c

So. a stable linear system G(s) excited by a sinusoid will e~entuallJl exhibit a
sin usoidal outpl.ll y witb the sa me frequen.::y as the input Ii . The mag nitude. II (W ,)
of y with respect to the input, '" IG(jw, )1 and the phase. (w, ). is L G(jw , ): that
is. [he magnitude and phase of G(.I) is evaluated by ielling 5 take on values along
[he imag inary (jw ) axis. In addition to the re sp:Jnse to a si nusoid. the analysis of
the frequency response of a sys tem is very useful in the dctcrm:nation of stability
of a closed. loop system given its open-loop transfe r fun ctio n.
A key reason [hat the frequency resJXlnse is so valuable is that the deSigner
can determine the frequency resp:Jnse c)[perimcnlally with no pior knowledge of
(he system'S model or transfer function, The sy~tem is elici ted by a sinusoid with
varying frequency and the magnitude A(w) is obtained by a m~asuremCnl of the
ratio of the OUtput sinusllid to input sin usoid in the steady statc ~t each frequency.
The phase (w ) is the measured difference in phase between input and output
~ ignals. A s an example. frequency reSp:Jnses of the second--()rder system

Re''ie ..... of Contin uous Control

2.4.1

ChapiH 2

bandwidth

32

(a) Mag nit~

(lnd (b )
phase of a se::ondOI'der
syste m

Figure 2.11

_.

. .-

...- - - - -

0,01 0,1

0.2

(],6

,.,

(/,g I

( -

o _o~

'"

- ,... ~--.-.,-;-....-;;.,.- -;c;c-~, 7,-- .~

0.'

I
. - - -..--: ..-'--

~\-\~~""' ----

------.--.-t....;.

0, 4

- " .- -- - - t -..

- 120" -

- "," - --c-'

"

f . _ - -1 --

ON - - - ----,-- ---- - - - _ .. - -

0.'"
0, 1 -

0_02

Frequency Respo:15e De:s'gn

-------~~~=.~~~~~~~~S2~T:-.

.. ----- ._-

~.c_

0.00 -. - ------ - - - .- - - .

o,~

, . _ __ __ . . . '-~

06-

,.. :::::==::~~~~~

2 _ ...

2.-1

33

'

j ,

Ch~pler 2

<

"
"

, "

Bandwidth... "~. ---I

,,,
" - - - '--1'-

~- ----,--.--j

. ",

'"
,
.,

KG(jo. )

-'=

(}lJJTa

K (jw)' (~Wfl

+ l){~wrl + I)
+ I)(JWTj, + I)

Manipulatc the transfer function into the Bode (onn

STEP 3 Determine the break points where lJJ = I I f;. Complete the composite
magnitude asymptotes by extending the low frequency asympt:>te umil the first
frequency break point. then stepping the slope by I or 2. depending on
whether the break poim is from a first or second order term in :he numerator or
denominator. and eominJing through all break points in ascend:ng order.
STEP 4 Sketch in the approximate magnitude curve by ineleasing from the
asymptote by a factor of 1.4 (+3 dB) at first order numerator breaks and decreaSing
it by a factor of 0.707 (-3 dB ) at first order deoominator breaks. At second order
break points, sketch in the resonant peak (or "alley) accordinJl to Fig. 2.11(a)
using the relation that IG(j ru)1::: I /(ZS ) at tlte break.

STEP 2 Delennine thc value of n for the K/jw }" term. Plot the low-frequency
magnitude asymptote th:-oogh the point Ko at w = I radlsec witft a slope ofn (or
II x 20 dB per decade).

STEP I

It is useful to be able to plot the frequency response of a system by hand in order

to (a) design simple systcms without the aid of a computer, (b) check computerbased results, and tc) uJderstand the effect of compensation changes in design
iterations. H. W. Bode de,'Cloped plotting techniques in the 1930s that enabled
quick hand plotting of the frequency rcsponsc. His rules are:

2.4.2 Bode Plot Techniques

and re-sanant peak

5 1"
'!
~

Re,-,ew of Continuous Control

Defini!ionsof bano::r.vidth

Figure 2.13

definition

Simpl,fied systl!m

Figure 2.12

3..

.,

21

r=O.I, _ _ _

+ 1:

3S

"

1
"

. ",

~>

'"

'"

0.01

O.O:!

,,

.. I ' ~O )

0.1

//-As)"mploot

".

0.2 0.4

- , - ---;;>""--- '

Therefore. we see thai the larger the value of the magnitude on the IO\>.'-frequency
asymptote. tfte lowcr the steady-state tlTors will be for the closed loop system.
Thi$ idea is l"try us.cful in designing compensatIOn.

\2 .31)

Section 2.2.2 showed that tfte steadystate error of a feedback systcm decreas:es
as the gain of the open loop transf<,"I function i~reascs. In ploning a composite
magnitude cU"ve. the low frequenc)' asymptote IS given by

2.4.3 Steady-State Errors

Figure 2.14
f>t1ase ptot 101 iwr

Frequency Respon5e DeSIgn

STEP 5 Plot the low frequency asymptolc of the phase curve. ifJ ::: n x 90'
STEP 6 As a guide. skctch in the approximate ph~ curve by changing the
phase gradually over two decades by 90' or 180' at each break pomt 10
ascending order. For firsl order tenns in the numerator. the gradual change of
phase is +90': in the denominator. the change is -90'. For second order tenns.
the change i~ 180' .
STEP 7 Locate thc asy mptotes for each indi vidual phase cur..-e ~ that their
phase change cOlTesponds to the steps in the phase from t~e a'ppro:(lmat~ curve
indicated by Step 6. Sketch in each indi vidual phase curw ilS mdlcatcd by Fig. 2. 14
or Fig. 2. 11(b).
STEP 8 Graphically add each phase cur-e. Use dividers if.an accuracy of ~bout
5 is desired. If lessor accuracy is acceptable. the CompoSlte curve can be donc
by eyc. keeping in mind that the CUr\"l~ will stan at the lowest frequcn~y a~ymp:ote
and end on the highest frequency asymptote. and will a?p~ach the mte~ed~ate
asymptotes to an ex tent that is dctcnnined by the proximity of the break POints
to each otlter.

2.4

)6

'"'

L ( K G(!)

= ISO' .

IKGljw )1 = I
L( K G(jlJ!)J = ISO' .

at

L ( K G(jlJ!) = - 180' .

(2.33)

)K G(jlJ!)I > 1

at

'-.(KG(jlJ! = -ISO' .

This stability criterion holch for all systems where increasing gain leads 10 instabilityand IK G(jwli crosses the magnitude '" 1 once. the most common situation.
However. there are systems where an increasing gain can leu! from instabil it y to
stability and in thi s case. the stability condition is

IKG (jw)1 < I

Thus a Bode plOi of a system that is neu tmUy stable (t hat i$. with the \'alue of
K such that the closed-loop roots fall on the imaginary u ;s) wi ll satisfy the
conditions ofEq. 12.32). That means that the magnitude plot must eq ua l I at The
same frequency that The phase plOi equals 180' . Typically. a ;.ystem becomes less
stable as the gain increases: there fore. we have the condition for stabiliTy

s =jw, so

AI the point of neutra l stability we see thalthesc root-locus conditions hol d for

IK G(s)1 = I

If the closed-loop Iransfer function of a system is kno..... n. the stability of the

system can be detcnnined by simply inspecting the den(lminator in faclOred
form TO observe whether the rea! parts are POSiTive or negative. HO\>o-e\er. the
closcd-loo p tmnsfer func ti on is not usua lly known; therefore. we wou ld like
to de termi ne closed-loop stability by C\~oIl uati ng the frcqu~ ncy response of the
OfHn-loop trans fer function K G (jlJ!) and then perfonning a simple test on that
responsc. This can b: done without a math model of the syStem by experimentally
detennining the open-loop frequency response.
W~ saw in S~ction 2.3.1 that all point ~ on the rool lorus I!a,'( th~ prope rt y
that

2.4.4 Stability Margins

For a system ..... iTh n = 0, (a type 0 system) the Jow frequency asym ptoTe is
a COnStanT and the goin K. of the open loop syStem is eq u~ 1 to tOe position error
constant. K,. For a SYSTe m where" "" - 1. (a type I system) the low freq uency
asy mptOle has a slcpe of -I and K,. = K~.
The easiest wa~ of derenn ining the val ue o f K. in a type I SYSTem is to read
the magnitude of the low frequeocy 3.Symptote at a frequeocy low enough to be
well below the an)' of the break points because ~ equal ~ the magn itude atthesc
frequencies. In some cases. the Iw.esl freque ncy bre ak. poirf will be below w = I
rad/sec. therefo re til: asympTOIe can be extended to w = I radls~c in order 10 read
K, directly.

Chapler 2 RC\1CW of ConUnuous Control

gain D'IoI rgin

phllof! margin

Frcq\lCOC~'

RNponM" DesIJlfo. 37

LGljw} ;; n )( 90' .

(2.3.:1)

if n =- 1.
if" = - 2.

slope is - I for a decade above and below the crossove r freque ncy. Inc PM would
be approxir.lately 9(Y: however. to ensure a reasonable PM. it is usually only

Rlr $lability we ,,'ant L G(jwJ > -ISO' for a PM > O. Therefore we adjust thc
IKG (jw)1 curve so that it ha.~ a slope of - I at the crossover frequency. If the

L G{jw) ;: -90'
L G(jw) : - 180

a.

where II is the slopt of IG(jw)i in unils of de.:ade of ampli tude per decade of
frequency.
Equation (2 .34) is used
a guide to infer stability from IG(jw)1 alone.
When !KG(jw)l "" I. the crOSSO\'er rrequ~ncy . the phase

~-alue

When the slope of IG(jw)1 "ersus eel on a log-log scale persists at a const:lDt
for nearly a decade of frequenc)'. the relationship is particularl)' simple

For an)' minimum phase sy:;tem (that is. onc with no time dcI3}'~, KHP zeros Or
the phase of GUw) is un iquel>' related to the integral of The magnitude
of Glj ",).
pol~5).

One of Bode's importan t contri butions is his Theorem tb at stales

2.4.5 Bode's Gain-Phase Relationship

is commonl )' lIscd. Therefore. if it \I.ere known that a system was to be desi ned
u,ing freque ncy responsc methods. it wou ld make sense to specify the speed of
response of the SyMem in tenns of a required bandwidth and the stability of the
system in tenns of a requi red phase If"IllI"lJ;in.

~ i: 100

PM

One way that will frequent I)' resolve the ambiguity is TOperform a rough sketch of
the rool loc"lls to resolve the question of whether increasing gain leads to stability
or instabi lity. The ri gorous way to resol\'e the ambiguity is to usc the NyquiM
stabili ty criterion, which is reviewed in Section 7.5.1 for continuous systems.
T....o ~anlilies that measure the ~tabi li t)' tllaJl:in of a s),stem are directly
related TO the stabilit), cri terion of Eq . (2.331: gain margin and phase margin.
The gain margin (G~t) is the factor by which the gain is less than the neutral
stability val ue when the phasc '" 180 The phase margin (PM) is the amount by
which the phase of G(s) exceeds - 180 when IK G(jw) 1= I . The TWO margins
are alternate ways of mea,uring the degree to which the stability conditions of
Eq. (2.33) are met.
The plt~ margin is generally related to the d.'1mping of a s)'!item. For a
second-order syst(m. the approx iltliltion that

2.4

38

2.4.6

St. + 1)-

Gi s)= K-- - "

cen: 11

0)

vm.ion 4.

s.. A;lp<ndi' F ii ) 'OIJ h.,. prior vers,on,

All ~1An.AB .t .. ' .... nts in,.. .. ,t 11;",,,,. the u~ of ."1 ...TUB "~fSj"" S "" nh C,."",l Systom Toolbo.

(a) We Ca n rcad the PM from Fig, 2.15 to be 22 '.

Ib) Fig, 2.16 sho\\,s that ttlc system is unstable for K =S.
ie) Ii) PM:"S wl\(n K =0 0.5. and nil P!>! : 70' "'hen K : 0.2

will also ",.. ate tho: plots rI tTL3.gnilUd< and phase for Ihi, e umple. The OU,",'1:S are drawn in
Fig. 1,15 showing tilt: PM3r>d GM for K '" 1 an d the Same cu,",'es af( drawn in Fig. 2,16
showing tt>.I'!>!". for K : 5. OS . & 0.2,

bode(sys).

5)'S = tf(nvm. den)

num .. 1.

US;!\l': the ha/ld plo4ti.g rult . " 'e sec: th~tlh ~ I()I>.' freqll(nc}' asymplC!e h~s a slope of-I
and ~o." thru magnitude "" I ot W = I radi5.e<;. TlIe slOJl<' cru.n.ges to -3 at tl\( brtru.: paint
('" : 1), We cao t""n \ket~b in It>. a.:tual magnitude cU,",'e, nming (STEP 4 in So::<;tion 2.4.2)
that it will go ~I()I>. t~~ a,ympMe interSoo::<;fion by - 6 dB because lhort is a slope chang( of
-2 at that breal. point. Ttl. curYe is s};ctched in Fi.g. 2. 15. The pha,., Cur"~ MartS OUt at -90"
and dropS to - 270' along "'e I 'mptotc a, sketched in ttl/: figure ac.:oro;ng to STEP 7.
L\ing MAn.AS'. the !tatements

&>Iul lon.

d<tennine Ihe PM and G!\.1 for 1m, system "ith unit}, feedba<;k and (;I.) K = I, (b) detennine if
the sy'tem i. <mbl~ if K "" 5, and Ie) find whal 'ialu( of K il required 10 ochieve a PM of (i )
.j.j ' . andtiit 10'

For a p l~nt gi"en by

f'{qlltn~y. R,,;ptm.,," Dt'>ig~

One of the very useful aspects of frequency.response design is the ease with
which we can eval uate the effects of gain ch ange~. tn fact, wt can determine the
PM for any value of K without redrawing the magnitude or phase in formation.
We need on ly indicate on the figure where IK G(jw)1 = 1 for sel~ red tnal values
of K since varying K has the effect of sli ding the magnitude plot up or down.

Design

necessary to insist on a - I slope (-20 dB per decade) persis:ing for a decade in

frequency that is centered at the crossover frequency.

2 Re"lew of Cont inuo us Control

Exam pl e 2.3

Chap!~r

$I

Iud

~om pensation

lag wmpe nsatktn

- !71t

~ - 100'

-'"

"

u .~

05

-J'

. :!O

Compen;alion

39

--

s +~

where it is called lead compensation if ~ < p and lag compensa lion if;: > p.
Lead compensation approximat~s the addition of a derivative.control t~~ and
tends to increa<;e the bandwidth and the spee d of response while dI.'Crea,smg the
o\'ershool. Lag r;ompensut ion apprcxim mes inte~ra l control and tends to Improve
the steadystate error.

Hp

D( s) = K -

Ii natUre that a satisfactory design can~o t be

achieved by adjustment of the feedback g ain a lon,e, then ,o~c modl~catton ~r
compen.,ation lllust be made in tht feed back to achl~vc the destred spec lficatto ns,
Typi..:a!!y. it takes th e form

If the plant dynamics are of such

"

rl__c'C'"'~-C'"'c'''~____________

H-

,,
,, ,,
,

_l..J ..

2.5 Compensation

plots with PM ,md G\.~

for 1lID + ~ _ _

figure 2 .15
Magnitude and chase

25

'i
,I

Chap\~r

, /(s + 1)'

f igure 2. 16
PM ven~ /( iOf

.. 0

11K ..,.,. ,;

0.2

.,

fnrK _ Ij. ~

- - IKG!) .. ,

. ,--,

"
;g

."4

where
p

()' = .::.

and is plotted versus a in Fig. 2. 17,

The design of lag compensation typica ll y entaih placing bolh bre ak poi nt s
,,:c~J ?elow the C!'(lssover frequ ency. Lag compe nsation decn,:3$t'S Ihe phase in the
vlc lmty of the two break points: therefore. ~ should be wdJ ~ I ow Ih e crossover

1+"

or/! = sin- r _I - _ a

hi gher than the croswver freq uency. Lead compensatio n pfO\'ides an increased
m~ ,I!nltude .llope and an increa,ed phase in the inte rva l betwe~n th ese two break
polms: the maximuill being ha lfway between Ihe twObreak points on a logari thmi c
sca le. The ma;';, mum phase increase is

The desig~ of l ~ad compensation typically e ntails placing the zero :: :l.1 a
f~equency lhm Hi lowe: than the magni tude'" I crossover frequency and th~ pole

-270'

0.'

0.2

"
, -+,-

- --

Review of Conti nuous Control

- -- -_ .

ob!e~'

"<lima!",

comper.satlon

Fig u re 2.17
M~~imum phase
irKre~se for lead

"

-. =-~

w~ saw in S~ct i()n 2. 1.1 thm equa tiens o f !ll() ti un cou ld be wri tten in the stm~
\"ari:lbl e form o f E.qs. (l.l) and I :!.2 l. The sUi te-s pace design approach utilizes
Ihis ..... ay of d e~c rib j ng lhe plant and arri ves din:Cll y wilh fel'd bad con trollers
ICOll1pensllticn) withoutlhe need to detenni ne tnms fonlls. Adv~ntages of state
space de sign are e.lpec iall y appaf\!nt v,hen the \y~t em to be controlled has more
th an one (()[IINI inpu t er mo re th an one scl1 >c d output. called mu hil'ariable
or multi inp:Jt- multi OUlp ut (M 1MOl. However. we will rev iew only the sing le
in put sing le output (5 150) cas~ here. F(l r readers nO( fami li ar wil h .<;tm e-space
desi,!!n. the mater ial in this section is no t required [D r compre hen sion o f the
remai mk r Df the book. The bas ic ideas o f state-'pa<.:e desig n are co\ered in detail
in Chapter 8 for the discrete case and that chapta does not re qu ire lha! the reader
be knowledge able about conlinuom; ,tat ~-~pace desig: n. Chapter 9 eXlends state
space de~ign for d i~reh~ system .. 10 optimal COnlrol de,ign fe r the llluhil'ariable
case.
One of the attrac ti ve fe J IUres of lhe Stale-space design method is that it
con. ists of a sequen<.:e of independent step~. T he fir~l .tep. discussed in Section
2.6.1 . is to ddenni ne th e cont rol . T he pu rpme of the contro l hl.'" is to allow us to
desig n a set of po le IOCJtioilS for the closed-loop system th at will ~orrespond to
snt isfactory dyn a mit respon se in term s of rise-lime. overshoot. or other measures
of transienl reSpOfl'iie.
The SC<:Dnd step-necessary if tlt~ fu ll state i .~ not ava il able - is to design an
est imator Homelim es called an obsefl'er ). which co mpl.u es an e~timat e o f tile

2.6 State-Space Design

frcqUCIKY in onkr to pre\en1 1he compcns~lion from degradin g the PM and the
system stabili t)'_ The primary role of lag compensation is to increase lhe gain
Imag nitude of the frcljuem;y re~ponse) n1 the low freq ul' nc ies. A~ we ~aw in
Section 2.-1.3. th i, will decrease the Sleady -state error.

i ~-

~ (,(1'

._-- --.-.---...

,
,

"

I"

Chap t~ r

- K ,, = - ( K , K l

K{J
(2.35 1

-'-<@

\~IOI"

Compro ratim

__ _ _ _ - ___ - - __ _ - .~;fII3'.
- __ __ - - - ____ I

,,,- -- -------- ----- ----,,,

,,
,
Cootrol l> ....
,,,
,,
,,
-K
E";m.",, ,
,,
,,
\Ia<ri, of
Stalre
,,
,,
<""' ia"' 5

"

i - F,, -GM

",.

,-

We a$S/lme for design ~llXlses thut a ll the e lem~ nts of thc state vecto r are at o ur
d isposal. an infreq uen t si tuation for an actua l syste m. but an expc:dient assumptio n
for the time being.
. For an nthorder system then: will be /1 feedback gains KI .... K and
sin ce there are n roots (or pales) of the system, it is possible tha: then: arc c nough
d~grees of freedoln to select (lrbirrarih any des ired root loca ti on by choosing the
proper values o f K;.

Ii=

The first step is 10 lind the contrallaw as feedba<:k of a linear comb ination of a ll
the state va riablc>-that is.

2.6.1 Control law

entire state vector whe n provided with the measurements of tt\( system indicated
by Eq. \2.2). We rcvie .... estimator de sign in Section 1.6.2.
The third step consi sts o f combining the control law ~nd the estimator.
Figure 2. 18 shows how the controlla ..... and the estimator fit togcther and how
the combination takes the place o f what we ha,-e been previously referri ng to as
compensatiOIl.
The fourth and fiul ~te p is to introd ucc the reference inpu t in suc h a way
that the plan! ou tpu t .... ill track ex tema l commands with acceptable ri ~e time.
?~'ershoot and settling time ~alue ~. Fig ure 2. 18 sholl.'s the command inpu t r
mtroduced in the same rel ative position as was done with the tran sfornt des ign
methods: however. in x-ction 2,6.4 we will show how to in troduce the refe rence
input in a different way th at results in a be tter system response ,

R"ie\\" of Continuous Control

Figu re 2.18
S-chematr{ d'agram oi
m r'espace design
elements

pole pla,eme nt

..2

control labil ity

State Spil~e

Desigll

.. 3

12.37)

.i "

S~ .....

So'

(.1 -

s, )(s - s~ )" . ($ - .I. ) =

O.

(2.38)

"

K = piace(F. G. P)
will provi&:: the desired value o f K. When selecting the des ired root locations. it
is always usefu l to keep in mind that the contmleffon n:qu ired is related to how
far the openloop poles are movcd by the feedbac k. Funherntore. when a zero is
near a pole. rhe system may be nearly uncon trollab le and moving such a pok may

K = acke r(F. G. p )

He nce the requ ired elements of K are obtai ncd by mat.;h in g coefficie nts in
Eq. (2.37) and Eq. (2.38 ). This forces the s),stem chamcteristiC eqllation to be
ident ical with the desired ~ h aractcrist ic equation and the closedloop pole_~ to be
placed at the desired locations.
The calculation of K can be d one provid ing the system is controllable.
Syste ms that are OOt ,ontrolbble have ,ertain modes or su bsystems thai are unaf
fected by th e cont roL This usually mcans that parts of the syste m are phYSically
disconnected fro m Ihe input. Although there is a mathematical test fO f eontrolla
bilit v it is good pract ice to insist on the stro ngcr condition that the comrol input
be a~ 's trongl )' coupled to the mode s o f interest a, possible.
It is th eoretically possiblc 10 solve for K by hand with Eq. (2.]7) and
Eq (238) In prac lice thi s is a lmos t never done Ackermann's formu la for this
calculation has been imp lemented in M ATl AB as the function acker.m and ra n
be used forthc design o f SISO systems with a small (:::; 10) number of state ,'ari
abies. For more complex ca~es a more reliable formu la is a\a ilab lc. imjJlememed
in MATLAB as the funct ion place. A modest limitation on place.m is thaI none
of the desired closedloop poles :lre repeated: i.e .. that the poles are di.nirrcl. a
requircmen t that does not apply 10 ac'<.er. Both acker and pla ce requ ire inputs
consist ing of the system descri ption matrice~. F and G. and a ,ectoT. p. o f II
desired pole locati ons. Their output is the fe-edba<:k gain K. Thu, the (\." ATLAB
statementS

aJn =

Then the corresponding desired (control ) characteri stic equation is

When evaluated. thi , yie lds an nthorder po lynomial in .~ contain ing the gains
K , .. ,K, . Th e co ntrol law des ign then consistS of pickirlg the gains K so that
the roots of Eq. (2.37) are in de~i rab1e locations. Sele';lion of deslfablc locat ions
for the foots is an inclll ct science and may require some iteration by the designer.
For now. we ....'ill assurrn: that th e desired locations afC Known. say

de l[s l - (F - GKl ) '" O.

The c haracteristic equation of th is closed-loop system is

Substituting the feed bacK law. Eq. (2J5) into the system described by
Eq. (2. 1) yields
(2.36)
x = Fx - G K x.

2_6

Chapler 2

(2.39)

and!?=!.

Q=

[~ ~l [ I~ ~]. ~OO

LQR wi rh

[I:

~J

)'ields dosed1oop 1"1)1)1, ,,;tll w, " 3 radJsec and i

(b) In" c ";gale thc rootS obtaincd by ",;ng

= 0.8

,-

Gh)= , .

- - - -- -- -- -

DoiJ"

(a) Find The fc.:dbad gan m",ri~ K thm

F"" a plan! givcn by

- - --

Staff-Space Cumm.'

solves for the K that minimizes the cost. .J.

K = Iqr{F.G,Q, R)

- --

Example 2.4

In'" lx r Qx + u ' Ru ] rIl

where Q is an n x n Siale weighting matrix . R i~ an III x III control weighting

matrix. and III is the num ber of control input~ in a multi-in;JUt system, For the
SISO systems that weare primarily("on ~emed with here, 11/ = I and R is a s.calar
R. l1lc weights Q and R are picked by th e designer by tria l-and-error in order to
arrive at the desired bllance between state errors x I x and control usage 1/ 1. thus
avoiding the necessit) of picking des ired pole locations that cu not use excessive
control. Generall y. Q is a diagonal matrix with a \\'eighting fac tor on one or
roore of tnc state-veclOr elements while R = I. It is perfectly acce ptable to only
weight one element, in fac\. the element representing Ihe syStem output is often
the onl}' element weigh ted. Rules of thumb that help in picki ng the weights are
that ( I) the bandwidth of the system increases as overall values in Q increa,e,
(2 ) the d:unpin g increases as the term in Q that weights the ,'clocit)' type state
elements increase, and (.1) a portion of a system can be made iaster by increasing
the weights on the Stlte elements represent ing thm ponion (I f the system. l1lc
M ARAIl Statement

,J =

requi re large control erTon, 1l1l.'refore. a pole placement philosoph y that aims to
fi x onl y the undesimtle aspects of th e open-loop response an:! avoids eithe r l(lrge
incre ases in b(lndwid:h or e1Tons to mo\'e poles that are near zeros will typically
allow smaller gains and thus smaller control actuators,
A method callee the linear qua dra ti c regulator (LQR) specifically addresses the issue of ac hie\'ing a balance between good syste m response and
the contro l effort required. The method ("Qnsi.~ts of calculating the gain K thm
minimizes a cost fu nction

Re_"kw of Continuous Control

optimal tontH)1

co,

44

1)

stat~- ,ariab l<

0',(:1)

damping of

natur~1

:md

[ 10

0,79.

},2 ra<i/"'c

and

md

~.5).

0,71

3,2 .

( = 0. 71.

w, '" 1.

f",qu.nc ic<; of

I.~ J.

[1000;0 S!

t it>; = O.

J=O

5],

"'~

= O.

~ =

O. aoo

---------------------------------- +

,omple~ ly~ tcnlS

Ihis limple U3 mp/e. u.e of <l( ker is the calier "'ay to;> find K: h",,-ewr. in !!lore
" ith hightr order rOOIS. it is ea\i~r 10 U)e Iqr ralhellhan iteratc 00 the
bf" r ,'at"" for alltht roots,
For

and

which produ=

K = [I

compute fee..1bac k Saini 01

110

Wn'2 J)

[100 0;0 01,

[W r.,Zel = d.Jmplp)

p=~tg{f-G K)

.'( = IqrlF,G.Q,fI.)

fI.=!

0= 110;0 01.

i_' (Eq (2 _-1) wilh

= l ' + 2(W,J

is

11 =[ 1 OJ.

2 ' Wn ' Ze

K "<K ker{f.G ,p)

p=roo:s~l

Ze = 0.8

Wn =J

G = 10; 11

F " (0 1;00)

G(.)

F = [~ ~l G = [~ J

de!<;riprion of

dt,i",d chJrac r~ri Mic equation

n..

Therefore. the ),I "Tl "R >cripI

The

(bl The .cripl.

(iI)

K,.

Solution,

2.6 State-Space o.:srgn 4S

i,

CO:ll rQl

(2.41)

(2.40)

{t' - LH)i.

o.
(2.43)

(2.42)

S,

= 131.
iJ l .....

P, .

(.I" - iJ1}(s -

{J~).
(J -

iJ").
(2 .44)

:he

L = ac<e r(F. H". Pl

or

L = place(F'. H". p)"

and we now sec that this is iden ti ca l in form to &j. (2.37) where K and L ' la
~ role. The~fo.re. we compute L to achieve estimator poles at the de~re~
oca tlOn. p. by typmg In M ATLAB

(2.45 )

We can .solve for L by comparing coefficie nt s in Eq. (2.43) and Eq. (2.44)
. A~ 111 th e control case. thi s is almost never done by hand Rather th . f
~~ns a(ke~.m a nd pla~em are used. but wi th a s light twi st. The ~ns~~n~f
'"""I . (2.43) IS

(1,/5)

then the de.~ i red esrimltor characleristi(; eq uation is

''',h

. Errors in the meed o f the plant ( F, G, 11) ca use addition~1 errors to lhe slate
esmn alC from tho se predicted by Eq. (2.42). Howe\er. l can typicaUy be choscn
so that Ihe elTOr 1S kept a(;,eptably s mall. It is importam 10 emphasize that the
nature of the plant a m the esti malor are quite different. The plant is a physical
system such as a c he mical process or sen:omechanism wher~a s the estimator is
usually an electrom(; M~i t computing the estimated stale accClrding to Eq. (2AO).
.
The se le(;110n of L IS approached in eKactly the same fashion as K is sel~cted
c control law des ign. If llie spec ify the desired location of the est imat or error
po es a~

We c hoo~ L so that f LH has s lable an d reasonably fast eigenvalues. so i deca s

"h 7-e TO
, ') l~ependem of th e eo mrol u(t) and the initial condi tions. This mea~s
[ at x I WIll conve rge to x(t) .

dell s l - (F - LH)I =

The characteristic equation of the elTOr is now give n by

i =

and is c hosen t? achieve sati sfa~!Ory error charac teristi cs. Th: dynamics ofthc erTOr can be obta1ned by subtracting toc estimate (Eq. 2.40) from the state (~n 2 I)
to get the error rqualion
'"""I . . .

I . = !I, . I: ..... I,]'.

Here L is a proporti onal gain defined as

.~ = I'i + Gu + L/y - Hi).

c(; tor, x , (;an be obtained based on measuremen ts of the OlItput, v, from

~o r a syste m descri:,ed by &js. (2.1) a nd (2.2), an estimate, i , of the fu ll s tate

2.6.2 Estimator Design

i6 Chapter 2 Re,; ew 0 1 ContLrlUOUS

optimal estirn.n ion

St Jte-Sp",e Des~gn

47

I'

y= Ih: +l'.

em eri ng Eq. (2. J) as

(F - LH ) ~

+ G 1tt.' -

L t.

(l A 8)

(2.47)

/2.46)

L = ka l fT\ an(sys, Rw. R~)

balance between thes e twO effects is required.

It tu rns out th at the optimal so lution 10 this balance ca n be fou nd as a
fu ncti nn of the process no ise intensity. R" and the sensor noise intens ity. R,.
be th of which are scalars for th e 5[50 ,a<;e under consi deratio n. Since the- on ly
quantity aff~tin g the resu lt is the ratio R,,/ R,. it makes se nse to let R, = I
~nd vary R. only. An important advantage of using the optimal sol ution is that
on ly one parameter. ROc . need s to be Iaried by the designer rath er than pkki ng II
e,timator poles fo r an ,,,\ order ~y~tem . The >e lu tion is calcu lated by M .'\T1.AB as

If L is Yer)" small. thenlhe effect of senso r noise is remoyt!d but the estimators
dy namic relopOnsc will be "slow'. so the elTOr wi!! nOI rej ec t effects o f u: very
we ll. The sll te of a low -gain estimator will not track uncertain plam inputs very
we ll or plant' with mode ling errors. On the other han d. ir L is "large. then
the es timator respon><: will be fast and the dislurbance o r pror;ess noise wi ll be
rejected. but th e sensor noise. mu ltiplied by L. results in large errors. Clearly. a

In Eq. (2A8) the sensor noise is multiplied b) L and the process noi.se is not.

i =

The eStimatClf e-lTOr equation ""jth these additiona l inputs is

and a randonl sensor noise.

~ = FX + G(I + G ]1t',

where F' is in dica\ed in MARAIl a~ F'.etc.

Then! wi ll be a uniq ue solutio n for L for a SISO system prov ided that the
system is ob~ n'abl~. Roughly ~peak ing . obseryability rtfers to our ability to
deduce information about a ll th e modes o f th e s)'stem by monitori ng o nl y th e
sensed ou tpUl S. Unobservability resu lts when some mode o r s\lbsy~tem has no
elTeet on the out put.
The select ion of the estimator po le~ that determ ine L are ge nerally chosen
to be a factor of l to 6 faSler than the con trolle r poles. This ensures a faster
decay or the est imator errors compared with the desired dynamics. thus (;ausing
the controller poles to dominate the total syStem response. Ii senso r noise is
part ic ularly i:J.rge. it sometimes make. sense for the estimator poles to be ~Iower
than twO time s Ihe contro ll er poles. whic h " ould yield a syste m with lower
bandwidth and more noise s moothing. On the ot her hand. the penalty in making
the estimator poles too fas t is that Ihe system becomes more noise sensitive.
The tradeotr~t,,'een faM and slow estimator root ~ can also be made using
results from o ptimal es tima ti on theo ry. Firsl.l et's consider that there is a random
input afft!cting the plan\. calle d process noise. u. thnt ent ers Eq. (2.1) as

2.6

mecha ~ l l<lt~n

+ Ly.
(2A9)

'"

_I

~"W

'--

c"""pe'.>aI'"

,,,
G~
~ i+"y f'i) -- Hil
H-,,

sli m..",

-------- ----- - -- -- -'

-,

Control Ja'"

~ i - h + Gu ~
"
- -------- --- ---- --------,,
,

"~,

-,

An altem~ti\"e a?proac h consists of entering the command r direc tly into th e

pJam and es timator in an identica l fashion as shown in Fig. 2. 20(a ). Since th e

One Obl'ious way to imrod uce a command input is to Subtmct y from ~ in exactly
the sa me way it has been done for the tran sform design methods di scussed pTe\'i_
ously. This scheme is shown sche matica lly in Fig. 2.20(b), Using this approach.
a step COmmand in r ente rs directl y into the estimator, thu s causing an esti mat ion
error that de<:ays with (he estima tor dynamic characteris tics in add ition to th e
respon.'ie corresponCi ng to the control poles.

Reference Input

ConlroL II . iscalc ujatcd gi\'en th c meas ured OUtp ut. y . Fig ure 2.19 shows schemal.
ically how the pieces fit together. The roots of thi s new dosed-loop systcm ca n
be shown 10 consis t of th e chose n roots of [he controller plus [he chosen roots
of the estimator fhlt have been de signed in separafe procedures in Sec tio ns 2.6. 1
and 2.6.2. The poles and ze ros of the compensator alone could be obtained by
c;o;ami ni ng the system descri bed by Eq. (2.49); hOwe\er. fh at step need not be carried out unless the ::Ie~igner is curio us how the compensation from this approac h
co mpares with cOmpe nsati on Obtai ned using a tran sfonn based deSig n method.

These equations [ escri be what we prev io usly caUed COr:1 pensa tion: that is. the

'- ----- --

,,

(F - GK - LH)i

u = - Ki.

i :.

We now put aillhis togethe r. ignoring for the time being ,:he effect of :l command
input. r . If we Wke the conlrol law fEq . 2.35). combine it with the es tim ator
(Eq. 2.40). and implement the control law usi ng the estim:ued stale elements, th e
design is complete and the equations describing th e resuit are

2.6.3 Compensarion: Combined Conrrol

and Estimation

RCli( w of COntinUOUS Co;m ol

2.6. 4

Croaptcr 2

Fig ure 1.19

fstlmatOf and (o~!IO.'ler

"8

2. 6.5

feedbad path.
(b) compensation in the
f@edforward path

iotroducing the
reference input:
(a) a>mpensa tion in the

Possible ~ati~ for

FIgure 2.10

'----c=---:=-.J :

the~ a~

I_--'"~'C"''----I

---~

N = N.+ Ki'l",

. .
In many cases it is diffic ul t 10 obtain an accurate value for the p l ~m 8.aln., m
M'" becaU5e plants are typ ically nonlinear am! the plant model is a llneanlat~o~
e -"
., . lllcrefore. [he value of N will no t. beacc
)_
at a p a",. c~ Iar pam
I uTate and
( fostea
r good
statc "lTOn will result even tho u~h th e model is suffiCient y aecura ~

Integral Control

where

command crea tes a step in u thaI affects the plant and es ~ i malor in an. identical
fash on both re spond identica lly. and no e stim~tor elTOr I S mduccd. 1 herefore ,
no estimator error characteristics in .the re,ponse and the toml n:spo nse
consists of con troller cha racteristics onl y. ThlS approach IS usuall ydwpe nor.
.The feed forward ga in. if. can be computed so that no stc a y-state r lTOr
ex ists Its value is bas ed on co mputing the steady-state \'alue of the comrol. " " '
and the steady-state valllCs of the state. ~", tha t result in no steady-~Iate error. e.
The re sult is

",

Compeftsaror
--------------- ----- -:

E:.I im. tr.or

'"

--- -------------- ----- --- -,

' -- -- - - ~~~~~~:.. - -- ---'

--------

Chapter 1

X, ""

e d,.

I'

(=: el.

System dynamic s can be represented by a slate-space description. Eq. (2.t).

orby a transfer function. Eqs. (2.6) or a. 7).

2.7 Summary

With thi s revised definition of th e syS!i'm. the de~ign te'hniques from Section
2.6,! can be app lied in a similar fashion . llle dements of K obtained are impl emented as shown in Fig. 2.21 .

or simply

The feedback law ir;

(l.SI )

This equation is augrrented to the state equations (Eq. 2.1) and they become

Thus

D(s)G(s)

T
I s).

State space design requires that all elements of the Slate veClor are availab le
for the ca ru rel: there fore. they must be measured directly or estimated using
measurements of a portion of Ihe ,tate vector. Pole placement or o pt ima l
method~ can also be used to arrive at the btst estimmor for Ihis pu rpose.

The frequency response: of the open loop transfer function of a system can
be easily analyzed to determine the stability of the related closed loop S)'Stem. The open loop mmsfer function can be detennined e;o;perimentally or
analytically.
Design of control systems using the state ~pace approach is carried out by
specifying the desired closed loop rOO( location. call~d pole-placement. or
by selecting weighting matrices in a cost iunction, called Oplimal or LQR
COntrol. Either method tend s to reduce the design iterations required o\'er
root locus or frequency respons.<: design. especially for hi~her orde r s)'stems
and those with multiple inputs andlor outputs.

Th e root locus is a method to sketch the location of the cloSt:dloop r()(){s

of a sys;em vs. some parameter of imcrest. usually the feedback gain It is
based on phMe considerations which can easily be determined graphica ll y
by hand. and are therefore very useful in checking computer based result s.

The basic types of feedback are proportional. integral, and derivative. and
arc defi ned by Eqs. (2.22H2.24).

-- = I + D(s) G(s):=

Yes)

For an open loop systcm given by D (s) G(.I). the closed loop s),stem as
defined by Fig. 2.8 is given by Eq. (2.19)

ConlIol systcm specifications are usually defined in terms of the rise time I, .
senling time '., and o~'e~hoot M, which are defined by Eqs. (2.16 H 2.18).

One can a~sociate cet1ain time response bt'havior with pole locations in the
s plane 1S sum marized in Fig. 2.5.

lim x(t):= l = linsX(s) .

_ -.:
"
,_n

If a system's OUtput is described by X Csl and is stable. the Final Valuc

1beorem states that

A system"s output can be determined by the invel"'le Laplace transform for

vet')' simpl e cases or, more often the case. by numerical methods ~uch as
impulse m, step.m. or Isim .m in MATLAn.

Cli (I) } = s F ($).

The key property of the Laplace transform tlat allows solution of differenti al

51

equatior,s is Eq. CU)

Su:n mar)'

in the feedback similu 10 the integral comrol discllssed in Section 2.2.3 .

Integral control i~ accomplished using STale-Space design by augmenting the
SlaH:' ' :e\:IOf wit h the ccsired integ ral .l,. It obeys the differential equati on

2.7

feedback control design. The ~o l lltion is to incorpor.!!e an integral comrol tenn

Re\iew of Continuous Control

Figure 2,21
Integral control SlI uctu'C

50

.-~

52

Chapter 1

'.6

~.
,.

de, ign f""dbad aosuming you ha~e acce~s ro alllhe .I,te dem~m . Elliure Ihat
t"ere are ,k>sc:d -Ioop system poles al S = - 3 J j,

,
,.

G(s . = ..;.

Find the lI.n sf.r fUflCtion ofille .:ompletc comro ller ronsisling of the cOOtlO] fmm

100:;. and

(e)

= , .
'
r'r + 25 )

D<:~ign an estim't{)f for tile Sfll.", so thaI it h" poles 01 J = - 2 2J. - 2 Bj.

Ftnd [he transf.. function of Ih. comple", con troller coo\i,..inEof the control from
part (a ) iI1d the e.umator from part (b),

(hI

(e)

fa) <!fsisn feedback .s~um i ng you ha"e acce,~ 10 all the sta te elements Place the
dosed -loop .y~l.m poles at = - 1 Ij_ - 0.5 5j .
.

GI,)

",ith a si ngle lead compon'ation'.' Jh." , . , ..a " . d, ." . If Y(lU <'n't_ show why not
For the open-loop sy5tem

Grs. "" s-(. s-,I...

2~ )

Find lhe tlan~fe;f~m:tiM of lhe comp lete controller consi,t ing of tho. control from

_,mte form, Gi,"

,'a lue~ for the

matr;C<"l F. G.II,

(f)

(f)

(dl

(c)

for

e. deriH' ~ coDtrolla'"
Dc:lllOnstrate the p"rform3n~ of the sys tem
rrf...~nc. command 00 (I I fl. aIld (ii) T.

b~'

pMting the ste p respon .... [0 a

Dr,,,' a block di~grJm ofttle S~'Slf m , th:W is. e;tin"'tor. plant. and rontrollaw.

to

l',in~ state ft:<"dbock of the eSlimatcd Mate variable, f) and

ria"" the clC&"d- loop ~'On "o) poles at j = -2 21-

Pid eStimator gains IL , . L;lT to pl",~ rolh fOOl' oi the ~'\;mator-error

.har""leri>lic equation at J = - 10.

Writ.e the eqimalU r ~uatioos

,~ _ ~= O.

( b) She"" u;ing i-I" te-,-ar;able methods. ihattne chafact~ri s tic equ. tioo of the model is

",ri[O.' lhe s)'S!~m c'4uat ions in

(I ) Tiokng the '\late 'CClor 10 be

(b) D<:sign an e~ti malor for tllc sYStem '0 that it ha.~ pole. Ihal pro"ide a natula]
{~ueocy (If",, = 6 radiStC with I; '" 0.5

,, =1/ ,

T,- and diS turb:.....:. lorque T" whose differential

8 + -W=T, + T.

Ccn,idera pendulum with ,onlrol torque

equu t,cn"

Ib) Add an inl~graltemlto !'OUr controller"" In..t there i, 00 _'IC,){\y_,t ate effi)!' in the
pre>eflCe of a con'>l:ult disturbancc _ TJ . and modify the compensation so that ille
' pe .;ncations arc still mel .

y=b.
(a] Design a lead compensa tion u., ing fr~ueflCyr.'ponse that pf(wid"" for 3 PM '" 50and a bandwidth. w u - > ] rad.'se<:

A ume there i, a potent iometer alt"e pi " tha t me.sures ttle OUlput ~n sJe (J, tll:l.I is,

ii-i--W=T,+ TJ ,

Cons idel a pendulum with control torque T, and disturtJ.oo:e torque Td who!.edifferentia]
~ualion is

(b ) Add an int~gml temt to rOOf controller SQ th:iltherc is no .tead~"'I1M error in the

pmen.,.. of a ccm taOI di ,turtJar..... _ T". :md modif) lhe co rnpen"lioo SO that the
specifi,-ation s are Mill met,

(I I Design ~ lead rompeosatioo u-, inS a rt>OI IOC"' thai pn)'lidn for an M~
~ ri!e time. I, <: I ..e<:.

e. that is_
<:

Assume I ~re i, poIen ti ome1cr a.t the pin th~t mea>lul'S the nutI'm an~le

,. = (1_

53

I;. and dist urbance tOf'lV<' To ",00,.., differentia.l

~+ -lIi=T,"'TJ

C()ll~id ", a. pendulum with rontmltorgue

e'lu~tion i~

Problems

A,"ume lhere i~ 0 pot.ntiomet~r at tile pin thai mea, urei the OUlput angI~ O. that i.

2.9

2.8

2.7

28

(a ) design feedbact assum ing )'OU ha'e acces. to .11 the , tate e lemenlS. Ensure that
ther. are do-.:d-loop ~y.tem poles that pro,itk a ""tural frequenc y of", = 3
radl." ", w11h I; = 0.5,

G'J' l eo - -'_
Jis ... 4)

p.u1 \~j and tt.. esti m;l tor from pan (hI.

FOrlhe open-loop sy'lern

(tl

(b) Design.an estinator for the system '0 th, t it hlls poles al J = -6 6j

(a)

F1X Ihe open-loop ",Slem

-;;; bandwidlh shoold be fasler than I radlloC'C and 1M pha ... margin ~ houl d be benellhan

G(H= ..;.,

,.

Do:,ign fdb",,!; "'ith lead co mpensarioo for th. open -loop <y~t.-rl

TIle rise time ~hou ld ~ I scc or less and tfle o"ershoo! should be Ic,s than J~.

GCIl ,.

Design fecdback "ith lead compe n,ation for tM open- loop system

pan I.j and Ihe :S llInatof from part Ib)_

2.5 Can you stabilize tile ,ystem

2,4

2,3

,.,

,.,

2.8 Problems

Rt,iew of Conunuous Comrol

51

Chapt n 2

J
G(J) = "~"-_"
r+2s-J

GI.) =

~"~3,-~

GIJ ) "", 3
.
, ' +2J+l

I
ic-,"",,,,,
+ 1(0)

Gt.- ) = "","" __
$ (r + 1.1

=
5(,'

Kh + l)

+ 2H. +

,.
11-

+ 2)
"

Kb+. I)
.
s{s + 11(r+ 25)
After oornp lct ing the hand sket~h. "enr), }'our res ull using MATL.OJ!,

GI.) =

2. 17 Sk~lCh the rootlocu! .. itll respect to K for lhe open-loop sys te m

After co mpleting the~:md ske1ch. " cn fy your ""ull usi ng MATl.AB.

K(s + 1)
G U ) = - -,_ "

2.16 Sketch the f()()I\O('u, " 'ilh respect to K for the openloop ., )",tcm

,\ftcr comp let ing ttle hand sketch. verif~' your resuit usi ng MATLAB ,

Gis) = -',',_

K (>

2. 13 Skelch tile root loc us w; lh re.l peel HI K fo r the open1oop ,;y,l~m

Atler completing the hand 'ketch. 'enr)" )'o~r rl!"iUlt usin!; 1'I IATLo\ 8.

G(S)

2. 14 S\;e1ch the root I<x'u! with ~.-;pe<:1 to K for lhe open -loop syslem

s:+b.l+b + I=O.

1 . 13 Sketch the IOCU5 Qf r;lOts vs. the par. meIer b for

u~ a sing le lead oompen.ation in 1he feedback to ad';.\"e as fast a response a. po$,ible.

1-; ping the dam pini of the reWrulnt mode !:>encr than.;- = 0.05.

2. 12 For the openloop .'}st~m

+2, - 3
as,ume thore i.\ a fecdback w ith a pruf"K\Kma l p. in. K. and Shtch a Ie"," ; o f the clo~.
loop fOOlS n _K. What j , the minimum , -aloe of K 10 achieve a ~ub lc system'

2.11 F", the open loop I~' tcm

Ib) Anl ..... r la ) fOrlho Co", wh e!"C

(a l thefiMI \alu~t{)aunitst~pinpul.

determine

2. 10 For ~ openloop .,)stcm

(Il ) DMi~~ a controller " ith an inlel'ml term and demon strate ~s jlCrformance!O the
.Itep input, as ,n (f).

Review of Conti nuous Centrol

f( ....

+ 2.1 +

'J+ 0. 1)

1)ul

100 ,

Pro hlems

55

+ 11

G(~) = .. : (s + lO~ iJ + ~O)

~OOOI '

Bode plot for the openloop sy't~m

Aftercompkiing lhe haoo !~elc h. verify )'001 ~,uh u, ing .MA"":a Wilh unity fccd""" k .
,,-oold the ,Y iltm!:>e '1abjc~ If oot. ho'" would you ,11~, he '1.

2.20 S~etl'h

AfltrCQlIlplcling the hand ske tc h. verif y )'ourresull u.ing M ATl..MI. Wilh unilY f~OOboc~.
woo ld III< 'ystem k s\ablc~ What is Ihc p.\t?

the hand ~k(tch. '.rif}" ~'oUf .. , cil u,; ng /.hTLAB. With unity ftedblCk.
wwld the ~)">tem be .I ab l(~
2. 19 Sketch. Bode plot for In. open-l oop ,yS lern
100(., + II
G(S) =: s~(J + 10)'

Afterro:nplctin~

G(l ):O

2. 18 Skrtoh a BOOt plOl for the: openloop ,}"s tem

2.8

57

In Section 3.1. you will ieam how to :Jpproximate a continuous Oi l' ) with a se t
of differenc( equation,. a design melhod someli mes re ferred 10 as emulat io n.
Se.:lion J.l is sufficient 10 l"nable you to appioximate a continuous feedback
controller in a digital control s)'Slem. Section 3.2 show s the basic effect of

Chapter Ovcn' icw

The continuous controllers you h:lw studied so far are built using analog t"lectronic~ suc h as resistors. capacitors, and operational amplifier<;, HO\O.'c\"cr, mOSt
co ntrol ~)'~k I1lS today use digital computer<; (u$uall)' microprocessors or
rnicroco ntrol!ersl with the lll.'\:essary input/output hardware to implcm~nt the
(ontrol!ers. The intent uf this chapter i~ tu show the \"cry basic ideas of designing control I~ws that wi ll be implemented in a digital computer. Unlike analog
el('(;!ronics. digital computers cannOI integr:l1c. The refore. in order 10 solve a differential equati un in a computer. the equation m:lst be appru:..immcd by reducing
it 10 ~n algebraic equation involving ,urns and products only. These approJlimation techniqu es are often rderreUlo as numerical intl'gration. This cha pler
shows a simple way to make these approximations as an introduction to di gital
control. Laler chaplers expand on variou s imprO"ements to these appmx:imations.
show hov.' to analyze them. and show that digita l com~n~ation may also be carried ou t direct l~' withou t resorting to these approximatio ns. In th e final analys is.
we will se~ that direct digital design provides the de"ig ner with the most acc urate
method and dIe InOSI nexibilily in selretion of6e sample rote.
From the materia! in lhh chapler. you ~ houl d be able 10 design and implement a digita l control system, The sy~tem wou ld be e.\ pec ted to give adequate
performance if the ,ample Tme is at least 30 times faster than the bandwidth of
the sy~ lem.

A Perspective on Introductory Digital Control

Introductory Digital Control

Chapler 3

",

Di~i'"

to", rorle,

,,,

~----- - - - - -- - - --- - - - -

u{rl :

L _ ____ _ ___ _ _ _ __ J

,:

'---Coo,;"
---u,,"",--,,,,,,,,,,ie,
-------:
cr.,)

"~,

CUI

FI.n ,
,~ "

. We conside~ tim the action of the analog -to-di gital (AID) OOfll'e rter o n a
signal. This devtce lCIS on a physical variable. most commonly :m electrical
v~!tage. and converts it into a binary number that u.. uall)' comist~ of 10 or 12
blls. A blfl~1)' num be r with 10 bits ca n take on 2 '~ == 1024 \'alues; therefore,
an AID conve ner With 10 bits has a resollJ(ion of 0.1%_1he conve rsion from
the analog signal y(t) occurs repet iti vel)' at inst:mts of time that are T seconds

Figu~ J.! (a) ."001' the topology of the Typical continuous sy~tem. 'The computa tIOn .of the, errOl si gnal. e. an d The dynamic compensmion, 0(5), cnn all be
accomplished JO a digital computer as s hown in Fig. 3. i(l). The fundamental
differences between the t"-O implementations afC that the digital system operates
o n samples of ~ sensed plant ou tput ralh er than on the cv ntinuolls signnl and
that the dynamICS.represe nted by D (s) are implemented by algebrai c TCl:"unive
equatlOns called dlfTerenc(' eq uat ions.

Digitization

~mpling O? the performance of th e ~ystcm and a simple way TO analyze That

e ffect. Section ).) shows how 10 convert a continuous PiD COntrol law to lhe
digital fonn.

Introd tK!O r~' Dignal Conlrol

3 .1

Basic control-\yste:fl
bkx~ diagrams'
(ii) cominoo u! system.
[b) wit h a digi:al
computer

Figure 3. 1

58

difference equations

Euler's method

mH

SlImp,,", period
sample rate

~ _u

6/

DigitlUltl on

59

x(k

1) - .T(k )

+ I ) is the value of .f

is the valu e of _t at

at /, .1 '

(3 ,2)

11I i. parti""tar ' -ersion;, o.J la1 lhe for ..~rd ...<t' '''Jylor tIll<. 5 PrOOl.m 1.2 for tr.. bac ......ard
roc:t:a ngular ... "ion.

This appro){imation ' can be used in place of all derivative s that appear in the
controll er differential eq uations 10 arrive at a SCt of equations that can be soll'ed
by a digital computer. These equations are called differen ce equation s anel are
solved repetitively with time steps of length T. For system s havin g bandw idths

x/k

x(k)

I,. and

== t, .. , - t, (the sample interval in scronCsl.

== kT (for a constant sample interval).
k is an integer.

Ij

where

.r(k);;;;:

when: ~x is the change in x o ver a time interval St. E\'cn if ~ I is not qui t ~ ('qual
to zero. this relati onship will be appro){imately true. and

apan. T is called the sample period and 1/ r is the sample rate in cycles per
seco nd or Hz (also someTimes given in radians/second or 2-:rJ T). The ~ampled
signal is J(kT) where k can take on any intege: valu e. It is often written simply
as y(k). We call this type of variable a disc rete sig nal TO distinguish it from a
continuous variable like vet), which chang~s continuou sly in tim!', Wc make the
assumption here that the sample period is fixed: however. it may vary de pending
on the implementation as discllssed in Section 1. 1
There also may be a sam pler and AID converter for the input command. r( / ).
producing the discrete r(kT) from which the s~nsed y(k T) .... 'O llid be subtracted
to arrive at the discrete error signal. I'(kT ). Thc differential equation of the
(Ontinuous compe nsation is appro){imated by a difference equation which is the
discrcte approx imation to The differentia l equation and can be made 10 dupli ca te
the dynamic behavior of a Drs) if lhe sam ple period is short enough_ The resull
of the difference eq uation is a discrete u(k T) at each sample instant. Th is sign al
is com'erted to a continuous u (1) by the D/A lnd hold. The D/A converts the
binary number to an analog voltage. and a zero-order hold (lQH ) maintains that
same V{lltage throu ghoUl th e _,ample period. The resulting utI) is then applied to
the actuator :n precisely the same manner as the continuous implementation.
One panicularly simple way to make a digital .;:omputer approximate the re al
time so lu tion of difkrentia l equatio ns is 10 usc Euler's method. It follows from
the definition of a derivative that
h
i:= lim (3. 1)

3, 1

60

"_.+b

(3,3 )

K).<+
(1)(5 ) .

,i+ b" "" K)~+ al),

cl)fIe~ponding differential . qu"lio n is

+ b )(.! i<) =

+ I) -

,,(1)

+ bu (lJ =
K"

[ ~(J:
T

+ l) -

~\t)

+ al rk)

l]

( ," + "T -,(k) + ,u(~).

136)

(3 _ ~ J

13.7)

In principle. lh e tiifTere nce equation is e\-'alualcd initially with k = O. then

/.: = I. 2. 3. .
Hov.cver. there is usu ally no requirement that va lu es for all
limes be sa\'ed in me:nory. Therefore. the computer need on ly have va riabl es
defined for lhe current and past valu es for th is first-orde r di fference equation,
The inStru Clions to th~ compu ter 10 implement the feedbac k loop in F ig. 3. l(b)
with the difference equation from &j, (3.7) wou ld ca ll for a C(lntinuall00ping
through the code in Twle 3.1. Note in the table that the calculations ha ve been
atTaItged so as 10 mi nim ize the computations requirt'd between the reading of
the NO and the wrili ~ g \0 the D/A. thus kee ping the computation de lay to a
minimum.

- - - -- -

Fll' compu!.niunal efficielCy. il is coovenient ro ~-arrangc Eq, (3.6) to

Equation . 3,6) ~hows 00-.:,. 10 compute the nC"\'>' \'alue of the: co ntrol. ull; + t ) , gi\'en rhe paSt
,'alll(" of lhe ~o nlrol. u rk ), and Ih. ne"- md past value, of the Ufo.- . i.!lul , t It + I ) and f (k) .

uO; +I )="(i r + T - bwfk ) +K..

R.amm~ing Eq_13.5) pu~ the diff~r.oc<: equat>o n in Ihe drs ired form

"IA:

Csi ns Eu le,'~ ml.'thod 10 ;wroximale E.j . (3.4) aCCOJding to Eq. I3.2). WI s:e l the ' ppro.\ imati n.!l
dirTerencc "'1u"lioo

"'c (an .<ee by illspcc!ioo rh"1 the

(5

Fif$t 5<>dlhe:!iffereotial equarion thar co=.pond, 10 Drs l, Afrercro,. multiplyinj!

Eq. (3,)1 10 obtain

So lution.

El l)

U1ing Euler.1~ttn.t.Ii[d the differeoce eq u11 ions to be pr()llrammed if,lo the c()ntrol compuler
in Fi g l _lib) fo.- Ih~ cast ,,-here tht !JiI' i~ Fig. 1.Ila) is
Dl s)= _Un)
_ 0 K s+a
__ .

Dljf<"01(( E(!UClIWrl S t;~in.r; E!<kr~ )It,;th,>d

of a few Hertz. samJle rates are often on the order of 100 Hz. so that sa mple
periods are on the o;dcr of 10 msec and errors from the approxim::uion can be
quite small.

11".1lOdunmy Di gital Control

Example 3.1

C h~p:er 3

Example 3.l

= .. ...

I(a~

READ

Olgili:auOll

61

L'sing a Digtl<ll

-----CO'llpI,rer

G( J)=

sV + I )

OS)

---

u(k

+ 1) =

O_5u ( ~r

+ 70 [t l< + I ) -

0 _9f(i)l .

Solution. Companng rhe compen,allon Iran.fe, ful1C!JOO 10 Eq (1.8) with F.q. (33) , how.
Ih.t the valu". of!he parameters m Eq ( 1 6) are" = 2. b = 10 and K. = 70. For a .<ample
rale oi 20 Hz T = 0 1)5 ~ aad Eq 136) em he "mpl'hcd!O

) riC
, iOf '0
Implement It..:,
co nltul cqualiom
on. an npcriru
- "n , .-,.~ ..w.liz
.'
.
'
' ental
f
u, .mgSarnpe
l~boral ory fae i:;!) lilt thaI depicted in Fig, 3. 1. rhal IS. one rhatln"looes ~ ancropIOtt .wr. or
the con rrol equa!ioo,. a ZOH. and analog el ectronks for rho: plant Co~pule lhe lheoxc~u' al
srep re..pon~ of the cominuou sySlem and compare thl! with the e.,penmentally dcremu ned
Sle p tespon!oC of the di~it.lly (on1tolled ,y<tem_

for lhe plan!

Db/=70 ,+ 1O

.<+ 2

Fioo. digilJl cODtro llus to impl ernc:nt th. lud compcn~aliOJl

L:ad GJIllP<'r. ~l1!iort

The sample rate required depends on the closed-loop bandwidth of ~he ~ys
tem. Generally. sample rates should be faster than 30 times the bandwidth 1n o rder
to assure that lhc digital controller can be made to closely m~lch the perfonnance
of the contin uous wntroller. Discrete de sig n methods descnbcd 10 later chapt.crs
will show hffi',.' to achieve Ihis performance and the consequences of samplin g
even slower if that is required for the comp uter b~ing used. Howeve r,.whcn usmg
the techn iques presented in th is chapter. a good match to Ihe .conllnuous co~~
troller is obtained when the sanlple rate is greater Ihan approximately ]0 tIme s
the bandwidlh .

go back to READ w"en T ,e(onds ";t ve e)/lp~ sine.. r

" =o,u +cr,"

OUTPUT U to D,A /lncf l OM

no wcompule .. for the flt'xt loop 1111"009"

eo _ , - y

1)
READ AID te obt,jn y arid,

"', = 1(,,(aT -

tt, ..

Defj,.,. comt~nu '

1 - bT

Real Time Controller Implementation

:=~"-------~.~_- ~ (jnj!j~fj;z~tfon of pal! V/I!Ueo. fo, first loop ''',augn)

r.. ble 3.1

3,1

0]

der.O = [1
10J

to compute lhe conti nuou s .<rep r"rom:. i,

derG= (l

2],

SysCL " feedbackt<; )'Sl. 1)

Chapter 4.

"

"

--

,.,

Dil i1-01 coo rrol

,..

An.alog cootrol

~-

-T--

- -~ - I- ~ - ---

5:

,1

O,!;

&. 1,0

- -.-- - -,

1--.1"

co,

Time (r.c<1

-:/-~::::lb""...__

" t~-

Fi gu,"" 3.2
tlx- step r.spon,. of tlx- two digital controll ers cO"l'ared to th~ continuous
:::: rer'~n ~. N01~ thal:hc: 40 II I s ample rate ta boo! .J.O " bMdwidlhfbeh.\"e, .".ntially like
. conlrmM.m s case. ~h-:reas t/)o> 20 Hz sample rate (aoout IS " baocwidrh ) has a <kte<:tablc
' f1C"'''ed o\"ersh()Qr slgrufYlng some degradation in the damping. TI!c ~amping wmld degr~
further ,fth. sample ral~ were made any ,Iovo'er,
The .\.1ATLAB tile tha, c~at.d Fi g, 3,2 (fig32 .m) compuled the <fgital "' ~potl~s as well
as lhe conhnuou, respo nse. You ....il1leam ho,,"' to compute the re.'pon~ of a digital sys tem in

,00.....,

mp (s)'SCL),

to

- 0 .9St (k rj,

000 Cq. (3. 6) ' implifit,

)) "" 0.75... (k ) + 70!<'lk + I)

Stt

sys 1 "tf(numD.denD) ' l f(nu rrG.denGI

rlu"llG = l.

rl\JmO " 70'(1

The sr"tement~ in M ATUB'

uik +

For a ,ample rale of 4Q li z. T '" 0.015

Chapler 3 InuoduclOry Digital Control

F;glll"(' 3.2
Cont, nuous ar.d dig itals:ep r1?SpOnse us.ng E lI 'e ,'~ method for discretizat ion' I
sample rdte. Ib) 40 Hz :;amp'e rate
.la 20 Hz

62

ofSa rnplrng 6]

,+-

, ,

"

(3,10)

Figllre 3.4 compares the respons.es from Fig, 3.2 with a continuoll~ analy,is
that includes a delay approxi mation according to Eq. (3.9).
This linear approx imation of the sampling de lay (Eq. 0 .9) could also be
ur.ed 10 detenninc the effect of a panicular sample rate on the rools of a system
,ia linear analysis. perhaps a locus of roolS "~so T. Alternatively. the effect of a
de lay can be analyu~d lIsing freq uency response te~ h niques becallse a time de lay
of T /2 lranslates into a phar.e dccrear.e of

(t is worthy to note that rite single mosr imporUlI1l impact of implementing a

control system digitall y is the de lay associatcd with the hold. A delay in an y
feedbac k system degrades thc stabili ty and damping of the system. Becallse each
value of u(kT) in Fig. 3.J(b) is held constam unti1 tbe ned value is a\"ailable
from the computcr. the eominuolls value of U( I) consists of sle ps (S<.'C Fig , 3.3)
that. on the average. lag u(kTJ by T / 2. as shown by the dashed li ne in Ihe figllre.
By incorporating a continuous appro~imal ion of th is T/2 delay in a cominuOlls
analys is of the system. ~n assessment can be made of the effect of the delay in
the digitally conl1ol1ed system. The de lay can be approximale<! by the method of
Pade, 'The simp1e5t first-order approximation is
2/ T
G~ (J) = -------:;--/T'
(3.9)

3,2 Effect of Sampling

Figure 3,3
The d!!liy due to the
ho'd operation

Eff~t

III Chapter 6. you will see Ihal tltere are ~\"eral wa}'s to approximate a
conti nuous transfer function. each with different me rits. and most with bener
qualilies than the ElIler meth od presented he re. In fact. MATLA8 provides a
function (c2d.m) that computes these ap proximations. HCM'C \'er. before those
methods can be examined. il will be necessary to understand discrete tram.fer
fllnctions. a topic CO\'ered in Chaplcr 4.

},2

"'

03

-.

........

o.~
II~

0.(>

0 .7

0 .8

- conlm""", cOOIrol
-------- dip. 1<""tn~ u'n~ E~Ic" m<thoo
. ....... ,000in<lt"""OIltml ",Ir. dcl~ "1'",0'

~ . -.-

denDL,,!l

"'.'p<:fl'"

2n]

"'di' . . ..

i,

hil., ~ P.'o ! or 49..'1" ~t J crc.,.",w, fI"'l uency<>f6.11

Eq ualion 111011lie n indica le> Ih JI
Ihe CQfTtXtion d "" 10 '.mpling <hould he 17 ,7". thu~ the PM of tlu: d gilal sy M ~m I' ool d boe

"lien: sysl i< Ih, t compued in E'lrnpk .l~ . The ff.u ll oi thi, <'" k ul a'ion is ( ~ .33
The f'<"'lueocy
of Ih~ ,M lin""", Iy.lcm is Ihown b)' tile ",lid hrle in Fig" , 3.5 .00
."""',~ thaI tl>;-,',O''''I\'", fr~qu",J(;)' i< aOOuI6rl<il,;cc and Ille P:>OI is ahoUI 5&. TIle Ii "C of.'mall
circles ,ho ... , IIIe p/l"'" ,",-,",--.;-t~<l hy Eq. \3 .t nl aoo, t!>erefore. Ihal the PM dce",a<;c~ 10 aboot
,W' For " IOn: pro"i ,ion.I!> _ u'" oi ma rgln.m in ~!ATL~~ ,OOw., that the co n li nlK>ll~ sy.lem

damp(Sy~Cl)

sySC l " feedbitd:/1)'S2,ll

sys2 " tfl'1lJmDL.d~nDi)s)'S I

numDL" M ,

T" 1110

obf,ilkd f,om

(3,9)1

T h~ d"mpil\!' of Ille ' rcm in e..ample 3,2 can be oo l3i ncd fm m Ihe ~lAn.AB

wnc", sysCL i, thai "Offiilln . d in lam p\( 3.2, The ,,,ult i~ C =0 .56.
T1>e dampi n~ of llx ' )'>I ~rn w;l h the simple de l ~, appro,~ lm ~r io)f) a~~d IEq.

Solution,
..tal<mem

a Tl.ll y,i.~,

Fo. llle 'y't~m in h amplc

<X INm ine tl>,;, d~,,, '-I."" in dampin g Iha t wou ld rc,u lt from
.'<Impling at 10 H" U~, hoIh lifICa! ;rnaly~ i ' and the frcqucnc~ l"C'fOI1'" "",mod. Camp. ",
IIIe time re!"".. ,~ of Ihe ","'l inllO u.' '~" tem ,",'iln Ih. di'Hele impl~"""m aljon 10 ,'atid) IC llie

.'.J.

- - - - --- - "/'/",(Wt,I!c .-I~~ly,'i> (If r~, Erfal ''.I s.:: "ll,linS

Thus. we s.e-e Ih at the los, o f pha ,e margi n due (() sampling Cln be estimated
by invoking Eq (], 10) with w equal to the frelj uency .... here Ihe magn itude equa ls
(lne. that b. the "gain cro,son:r freque ncy: '

-- -- -

Example 3.3

---

Jpproxi'TlOTi:m

f igu re ] .4
Com IlUOuSJ"d ogllal
step rl?$pOn>E' al 20 Hz
~mp~ r.lte show ng
'estJlt s with a Ti 2 d-Iay

ra te)

Figure ] ,6
(ontlflO(}lJ'; and o.gllal
reljX)rlse<; for harr pl ~
3.3 (.It 10 Hz sample

EJca mp:
' ,~)~)_ _ __

f req LJenCY r~!lSe fOf

figure ] .5

Elf~;:t

from

65

~
10"

o. ~

.. , 110

"'

,'"C

11'

03

Il. ~

Tin'" ,""' I

11.:\

0 .(>

0,'

([,~

O,Q

'~>I"""'" m Fil .1.6 h~\"e aboo l ~(l':~ ..

tm IOC (om imoo"s s~ >l em ~rnJ .boo! JO'J for
Ih. digil~l
Su. ,,~~ . th~1 lhe npp.o~imalc an , i) ,;is ,,';l' 'omcwhal co n"",,aUve on Ihe
prediction of tl:~ dttrca<.cd d~mpi ng and il1n~~~d Ol'CfSOOot In Ille d i~i lal ~ a \e. The tn!oo
th.1 dcc'rc~,inf sample rnle CaII'f' d e('rf;l'in~ d3mpin~ mtl Sl~bi!it~ will ho: ar.al) I.ed on.......,
rompk tdy cnrwgho ut th~ hook

"."h<>o!

BOIh a"" lv,i.' "",th,,,1> i ndi~ .I ' a . imilar r.:d u~ti"n in Ihe dam pi ng of In. '<~',Ie m, Ot1e
, hould. (herefo'ft. e~pcci Ihal tlk> o"er; hOOl of the qep '-'<>pon", ,hoold incl\'~"', re>r Ihe cast
" 11 h no l.o:ro,. Fig . ~ . 7 inJic~I~, ch atthi, <>e,rea'<' in ~ .<hou ld rt,d l;n I h~ > I ~p re>pon~
<>'Cl">Iloo! . Mr ' ~"i ng fmm 16~ 10.'-5<:< for;' 1nJ,,,,tkr 'y'lem " ,tn no l~ro'. T hc acmal SlCp

i; de,r~as~.

of Sampltng

J I.H" Sioce If><: PM i~ apj)f'Q., i matel~ lOll x (. Ihi, "n .I~, i , ,00"', Ih~t Ih~
aPPf,,~i mat~I~' 0,5 for the ,'onlLmM"', ,y'teln to O.3~ tor the di&i ta! 'y;tcm.

3.2

66

Chapter 3

T, ,

e('1)d'l.

Kl'

1/(1) = -

= Kc{lJ.

(3. 13)

(3, 12)

(3.1I)

lI(k ) =

u (t) =

T,

Te (k),

T " [e(k)- dk - I) ].

KT

lI (k - 1) +

(3.16)

0. 15)

(3. 14)

Til

1
= K (I +-+TDs).

[(1 +; + ; )t't k) -(1

0 .17)

+2; ) e(k -l) + ;e(k-2)]

and the use of Eu!cr's meth<Jd (twice for ti) n:sults in

r,

.
1
u = K k+- e+ TDe)

The refore. the differenti al equati on relating 11(1) and e(l) is

e(s)

0(.1) = -

II(S)

&juation (3.11) is already algebraic. therefore Eq, /3.14 ) follows directl\' whi le
Eqs. (3.15) and (3.1 6) re sult from an application of Euler's method (Eq. (3.2) to
Eqs. (3 , 12) and (3 .1 3). However. normally these term s are used together and. in
thi s case. the com bination needs to be done carefully. The combined con tinuou s
transfer fu ncti on (Eq. 2.24) is

and deri vat ivc control

in tegral co nt rol

u(k) = K e(K).

where K is called tbe proportional gain. T, the integral time. and TD the deri vat ive
tilTH,: , These three co nstants defin e the control.
The approx imati on ~ of the se individual control tern}, toan ~ J gebraic equation
that can be impleme nted in a digi tal computer are proponional co ntro l

and derivative control

integral control

r/(I)

The notion of proportional. integra l. and derivative (PID) control is reviewed in

Section 2.2.3. Reviewing again briefly. the three teons are proportional control

PID Control

lI(k)=I/(k - I)+ K

3.3

Introductory Digital Control

Example 3. 4
[Q

J6OOO)

Gls) = (J + 60)(s+~)'

inpJ! applied

,"Ol!a ~e to

67

(.l.18)

the OOtpu! speed

r ID Corll rol

+5(3.7667~(k~

- 6 .33J3tlk -

I)

+ 2.666"ltlk -

2)1

This cllample once again showed the characteristic s of a di gital conlrol

sys tem. The damping was degraded an i'l<!reasi ng amou nt as the sample rate
wa s reduced, Funherm ore. it was possible to restore the damping with suitable
adjustments 10 the controL

whi ch ..... hen implemente d in the digital oomputer results in tile: lin e with Slars in Fig. 3.1.
This imp lement3tion sh0"1 a considerably increased oVHshoot o"(r the eontin uoo<n, . The
line ,,ilh eirele\ in the figure sho ,,' s t'-: improvcl ptrfonnance olllained b )' increasing tile:
~ample rat. to 10 kHz; i ... a 5lI mpie rate abo ut 30Iimes band",idth. while using the 'ame PID
parame ters as before. It .hov," thai thoe digital petfomt:rnce has improved t" be ~semia ll )' the
, ame as lhe ron in"o"s case.
Increasing the sample rate. however. will incr.ali' the COSI of t ~ compute r and Ihe
AID com'ener: therefore. t~ '" ill be " COSt benefi t t) impro-.'i ng th e performance whi le
maintain ing. the .1.Z kH z ~mpl e r.lIe. A look at Fig. 3,7 Uto"", lhat the digitl l ",span""
f T = 0.3 msec) has a f.ster ri"" lime 300 Icss damping tharlthe rominu,," . ca!oe. lltis wg ..ests
lllat the proport ional gain. 1(. should be reduced 10 slow the system down and t~ deli va
ti,c li n..,. TD. !.hould be inc~3 ~d 10 increa~ the dalr.ping , Some !.ria l and error, kee ping
these ideas in tlind. produces the results in Fig, 3,8. Th e revised PID paramot"" thaI produced the!oe results are K '" 3,2 300 T" = 0 ,0011 sec. 11><: in:8,"1 fese t time , T,. was lefl
unclwlged.

u (kl = .. (k - I)

Solution. The sample rate nds to be .elected lim. BYt bef~ we can do Ihat. we need 10
kno"" how fast 111. sy,t ~m i, orwhat iu bandwidlh is. "The solid Ii,., in Fig , 3.7 sho",.., lhe stCp
respome of the OOOtinUOIlS system :md indicat., that tho rise time i. about I m= . Based on
Eq_(2_ 16). this ,uuesl. that "". ;;;: l SOO ..~<ilsec. and ;0 rho baoo""idth .'o uld be 00 the order
Df 2O.Xl radI$eC or 320 Hz. Therefore. lite sample nte ,,"OUld be about 3.2 kH z if 10 time!
b.and",idlit. So I.e! pick T = O,j mste. Use of Eq, ~3.17~ results in the diff.renc.: equal ion

Ithas ~ndcte!Tlli nWthatPID~ontrol wilh K = 5. Tp '" 0.0008 =. and T, = O.(X"13 ""'"' give<
\.ati~fmor}" performam:e for tbe rom inuoos cue. Pic~ an appropriate ).ample rate. determine
too corresponding disital controlla",. and impl emem OD II digiul sj"stcm. Comp:iJ~ II>< digit.t
~ep re.'po n ~ with the calculated resp<mse of a cominUOlls sy.~te m. A lso. separately in"esliga te
the err,...,t af a higher sample rate and f.-tuning rhe PID paramelers on the abilily of the digital
.~ys tem to match the romimmus <ponse,

(radI~ ).

l~

a Digiwl Compl<Ur

A micrtHer\"o malor h.>$ II lransfer function from

Tr'ln.ljonmllg a C(lItrimH.>Us PID

3.3

Chapter 3

3,4. S<lme PID

_ 0 di!i lJI.

T~O. t

m" t

- - <"<>",inLJ '
......... dit il> 1. T: 0.3 m;o'~

Wlll i" LOCU;

Ti""" m,,<!

(J.2)

G. {s) = 5+2I T '

21 r

0 .9)

For sample rates on the order of 10 10 3{) time s [he bandwidth. a first order
analysis can be carried out by introdUCing a delay of T/2 in the continuous
analys is to see how well the digital implementation matr:hcs the continuous
analysis. A zero-pole appro" ima tion for thi s delay is

d igirall y control led system will behave close to it~ ~ontin uous counterpart
and the continuous analysis that has been the s ubje<:t of your continuous
control systems >ludy will suffice.

As long as the Sim ple rate is on [he order of 30 x band""id[h or (aStllr. the

. k -... x(k -I- 1) - .T(k)

x( ) =
T
.

Eu lers method can be used for the digit ization

Digitization methods allow the des ign e'r to convcn a con tinuous compe nsation, D(s). into a set of differe'nce eq uati ons that can be programmed directly
into a control computer.

3 .4 Summary

Figure 3.8
Effect of pm tun ng en
the digit.J1response.
Exampif! 3.4

p3filf"1e ter5

",f---,--,c--t--C_C.-'-c,"-,.,--~,--:--cC--!"o

Introduclory Digital Control

Figure 3.7
Step respome of a
rr;(JO-lI'lOtor, E~am ple

68

3.2

- 1) + ;e(k - 2)].

<=

2JT

-----;-T
. + -/

.f(kJ - f {k - II
T

lbe back ..-ard rec\.anguJar '.... rs;on of Euler".' me1hod. Compa,ctbc fe.ulting difference
equations ,..it~ Ihe fo......'ani rttlanEul. , Eule, methoo. Also compllt e the nl\nxri~al "atu e
of the coefficients for both ca;es >"S. sample r~te fOf w, ,. 1 - 100 H ~ . AlSllm. Ih~
cOMinuoo! ", (....,s ffQfll !:<t. 13.8). !'/Ole th31 Ihe coefficien t, of ;nte"f(~! are B i'~n in
Eq. j3.7) f(lf the f"",art! ,ectangular case a< j t - bTl and (o T - 1)

ilk) ,,"

and determine Ihe <"e\'i>e<t root I(l<;ations for sample OIle., of "'. '" 5 Hz. to Hz. and
20 Hz where T = L/ "" ,ec
Repeal E< l mple 3.1. but use Ih. appro.imalion Ihat

G, (s I

(b) Assuming lhe compensallort ;< to be implemented digitally. appro~imale Ihe eff~
of til<: digita l implemoemation 10 be deja} of r /2 as gi,en b)'

ra) De sigll a comin\J("" lead compcn'ialiO<\ far the satellile at1i\~ dc connot eumple
(Gil t"" Lis: . described in Appendix A. I S(l that the compln ' OOI.S arc 31
app'ID.imate ly J = --1.4 j-l.4 ,ad/.ec,

Do the foll owing:

Problems
J.l

[(I + f + ; )e(k) - (1 +l; )e(k

+ TD.l1

(3.10)

The digital control system will behave reasonably close to the continuous
sys tem providing the ,ample rotc is fasler than 30 tilTleS th e bandwidt h.
In order to analyze the system accurotely for any sample rate. but especially
for sample rotes below about 30 times bandw idth, you will have to proceed
on 10 the ne"t chapters to learn about ztransfonns and how 10 apply them to
th e study of dis.crete sy~tcms.
For digital control systems with sample ratcs less than 30 times bandwidth.
design is often carried out directl y in th e dis.crete domain. elim inating approximation errors.

I/(kl = fllk - IH K

3.5

+ -T,s

can be imple mented digitally u.ing Eq. (3, I I)

11(5)

0 (.1)= = K (l
e(s)

= -

wT
2
A continmJUs PID control law whose lronsfer function is
~

The" delay can be analyzed more accur3tely using freque ncy response where
the phase from the continuous analysis should be decreased by

3.5 Prob lerr,5 69

70

Chap~er

compo!nsation

D(,)=2j ~.
5 + 13

~as tbe trans fer function

iIITIl

h ~!IIe

transf.r function

" ()f 100 Hz and a pha~ margin of S()' .

' 000
G(s) = - .

on a computer disk dri,..,

,.

= ,.

de.i!!n a continuou s comP<"\sation so tha~ the closed loop lystem has a ri se time
I, < I Joe. ane o,..,rslxxK Mp < 154 t<) a ~ep input comma:ld.

G(s)

(c)

computer.

find diff.,ene. eq uations thaI ..ill impkmcm

t~

co mptu ;ation in the digital

(b) ~l'is<: the compensation so the specification ..... ou ld still be ;net if the feedback was
implemented .jig il ally .... ith a sample rate of ~ Hz. and

(a)

FDr

De . ign a diS il.a1 comrollcr that has .. band ... idth

US<' a sample rate Qf6 kHz.

The read

De~ign a digital PID controller lbat lias a bandwidth of 100 Hz. a phaI-C margin of ~ (t'.
and h.as no OUtput ern>f for a (O nS~an t bias torque from the drir. motor. UI-C a sample
rate 01"6 kHz.

"

' 000
G(3)=-.- .

TIle read arm OIl acompu ter di>k drive

1 +2
D(.!' 1=3--.
1+20
usc Eu le,' s fo.v.aa . etangular me~hod to de termine the differenoe e\lu~tions for _ di!!i[.lll
implement.ali"" with ~ s.ample nlle of 80 Hz. Repeal the calc ulations using the back.... ard
rela!1 gular method (I Problem 3.2) and compare the di fferenc e equation coeffici ent s.

For the coml"' nsat.OI1

lISe Eylers f"",ar . ... tangular m~ to determine ~he di ffe ... noe equations fOf a digital
impkn>en1ation wl.h a sample rate of SO Hz. Repea~ the calcyla~bns using th e NcKward
.etan!!u lar me~hod (> I'roblem 3.2) and compare the difference equati on rocfficiems.

F OI ~Ile

3.9

excttd~.

G(J) =

_'_+2)
0_

.r{

Th e antenna tl1lc ker ha s the tran,fer function

001

Design a cOIltinuol.S lead compensaTion so t~.t the ck>sedloop system has a baodwidtb
of 100 Ih and a phase margin of SCI' Modify tile MATLAB tile f 932.m so that you C~
.,alu ate the di!!iT~l .-ersion of }'o u, load compensation us ing Eu"" . fo......ard retan!!ular
method. Try diffe,..,nt sa mpl e rates. and find the slo ..... st one .... teTe the o"ersllooc ~s

"

500
G(rl = --;-.

J.8 Thr,..,ad arm on a : omputer diSK d.i,e has the Il'ansfer funr;;tion

3.7

J.6

3..s

J.4

J.3

Im roouclo!'y Digital Control

Prob!err.s

71

"

<;

tl\(

c!oselHoop

)~ stem

ha5 a rise lime

0 . (.1) "' .

2/ T

+ ~ / T'

IW. Appro~im ate the effecl of a J igit:ll imple ment.

and "llim3l.e Mp for a digital implementation "iTh a >ample late of 10 Hz.

tiOnlO~

I, < 0.3 """ .nd o" cflhoot M~

!)c:-<.ign a ronl i nuou~ lead compensation so th at

G(l)= . (. + 21'

3.10 The Ilntenra tra,ke. has thoe I.onsfer function

lksign a o;>nlin nous lead compemation so that the close<l_loop 'ystem has a ri:;.e time
I, < 0.3 ~ and o,..,,,hoot M, < 11Y.t-. Modify the ~1ATI.AB file fig32.m so tl\31 J'ou can
.,a luat. the digital ve"iOll of J'our lead compens3t:on usi ng Eule!',; fOI ",'ard retangular
m~thod. Try different :;ample rat.s. and lind the sioweSl one .... here the n,. r;hoot done~
nOl exc."d 2M

3.5

73

We assume that the analogto-digita l convcner (A/D) in Fig. 1 I takes samples

of the signal y at discrete limes and passes them to the computer so that y(l,~ T ) =

4 .1 Linear Diffe rence Equations

Section 4.1 restates th e diftcrerKc cqu~lions used by a computer to re present a

dynamic system. a topic covered very briefl y in Secti on 3.1. The tool for ana lyzing
this sort of system. the :-transfonn. is im roducoo and de\ eloped in Section 4.2.
Use of the ~ -:ransform is oc\'eloped further in Section 4.3 to show how it applies
10 the combined system in Fig. 3. 1. Funhemlore, state-space models of discre te
systems are de\'eloped in this section. Section 4.4 shows the corresponde nce
between fOOlS in the :-plane and time response characteristics while Section 4.5
di SC ll ~se-, chr.r.. ctcristics of the discrete frequency response. The last secti on. 4.6.
deri ves properties of the :-Iransfonn.

Chapter Over\'iew

linear. dynamic (amrol compo nem. Needless 1;) say. digi tal complllcrs can do
many (hing, othe r than control linear dynamic ,ystems; it is our purpose in this
chapter to c);amine the ir , haraClcristics when doing th is elementary control lask
and to de\ei(lp the basic analysis 1001s needed 10 write programs for real-time
com puter control.

Tne unique elcmcm in the struc ture of Fig. 3. 1 is the digi tal computer. The
fundamenta l characler of the digital CompUler is that it takes a finite time \0
compute an s.... ers. and it does so at di>CfCte st~ps in time. The purpose of this
chapter is to dc\"clo p l00ls of analysis nettss.uy 10 understand and 10 gu ide the
design of programs for a compliler sampling ill discrete li mes and acting as a

A Perspective on Discrete Systems Analysis

Discrete Systems Analysis

- -- -

Chapter of

u,_,.

- O, JI I _ 1

-o!U t_ ~

- ... -o.u._.
+ b.. e. _...
(4.2)

1.1 ,_.
(4.3)

=u,.
+ V'11l .

+ 2a,)V'II, + (a, +l1 +

l)u. = boe,.

Although the two forms are equi valent. th e recu rren ce fonn of Eq. (4.2)
is more convenien t for computer implementation: we will drop the fonn using
differences. We will continue. however. to refer to our equations as "diffe rence
equations:' If the a'sand b's in Eq. (4.2) are cons tan t. th en the computer i ~ so lvin g
a eonstll n t-coefficient difference eq ua tion (CC DE). We pl an to demonstrate
later that with s uch tquations the comp uter can control linear constant dynamic
systems and approximate IT\Qst of the other tasks of linear. wnstant. dynam ic
systems, including p:rfonning the functions of electronic filters. To do so. it is
necessary first to examine methods of obtaining solutions to Eq. (4.2 ) and to
study lhe general pro pcnies of the se solutions.

a1V' u, - (a,

Thus. for a second-order equation with coefficients a , . a . and ho (we let

b, = b1 = 0 for si mplicity). we find the cqllh'alent di fferencc equation to be

U" _ I

= II. - Vu ,
II t _ l = U, - 2VII.

II,

If we solve Eq. (4 .3 ) for the va lu es of II. ". _,. and 11'-1 in terms of differ.
ences. we find

V' u, = V" - ' ", - V"- III. _1

'V~u. = Vu, - VU 1_ 1

'Vu, = u, -

Equation (4.2) is called a linear rec urrence equati on cr difference equatio n

and. as we shall see, has many simi larities with a linear differential equation. The
name ""difference equation" derives from the fact that we could write Eq. (4.2)
using u, plus the differences in III' which are defined as

+boe, + b,f". _, +.

u, =

Beca use we plan to emph asi~e the elementary and the dynam ic possibiliti es.
we assume that the : unction f in Eq. (4.1) is linear and depends on only afinill!
number of past e's and u' s. Thus we write

(4 .1)

y(kT). The job of the computer is to tal.:e these sample values and com pure in
S(lme fashion the s:gnals to be put out through the di g ital-to- analog converter
(DIAl. The characleristics of the NO a nd DIA conveners"..ill be d iscussed later.
Here we cons ider tt e treatment of the data inside lhe computer. Suppose we ca ll
the input sig nals up to lhe kth sample f"o' f" er .... e. , and lhe output signals
prior to thaI time 11( . U , .U l ...
Then. to gel the neXl OUtput. we ha" C the
machine co mpute some function. which we can express in symbolic form as

Discrete Systems Analysis

constant (oefficients

74

fig ure 4.1

The FiboNcci numbers

lmearDl!T~rence

Equ31ions

7S

~ orl d

aboul tM AD.

2 Wilde ( 1%4 ). M'~mc lhat " , ,epre>ml'l"'i"ofrnbbi" ODd ,hlot hob;", art born in p.ai". "",,,,me 111M
rIO rallbi15 di. 0I"Id 111.1 ~ ne .. ~;I be~in ,..prodac1ioo. .r", (U prriood. ThU\ .. 1;"", t. -.:e ha,.. 1I1111t
old ,abbi". a 1' plu, lhe .. wOOtn pai" !>om 10 lilt mIIlure :abbilS. ..,hi<h art " , _,.

Lcoo.ardo Fibon.oo;ci of ?iSll. wbo irllrodu,<tl A,ab;(: IIOI.alior I<> lilt L... in

"

c- .

,,~-----------~--~-,

u,

and stan at k = 2. Here there are no input value s. and to compute 11 1 we need
u () and u Let us take them to be lie = II , = l.
t
The first nine values are I. I 2. 3. S. 8. 13. 21. 34 .... A plot o f the values of
vcrsus k is shown in Fig. 4.1.
The results, the Fi bonacci num bers. are named after the thineenth-ce ntu ry
mathematician ' who studied them. For e ~amp le. Eq. (4.4) has been used to
model the growth of rahbilS in a protected environm en tl . Howc,'cr that may be,
the output of the systc m represented by Eq. (4.4 ) would seem to be growi ng. to
say the least. If the response of a dy nami c system to any finite initial conditions
can grow withou t bound. we c all the system unstable. We would like to be ablc
10 e~amine e:.J.uations like Eq. (4. 2) and. without having to solve them explicitly.
see if thcy arc stable or unstable and even unders tand the general shape of the
solu tion.
10 know the (initial ) values for

(4.4)

To solve a specific CCD E is an e lementary matter. We need a stani ng time

(k-value) and some initial condition s to characteriu the content s of the comput er
memory at thi s time. r-or example. s uppose we tale the case

4.1

chara<:teri!!i. eq uat ion

+ : -:

:~=: + I.

I = :-'

=I 0 and A =I O. \I'e cao divide by

+ A~t - ~.
A and multiply by
t-t,

u(k) = A,~,'

+ A::/.

+ A:~.

../5 + I
2../5 .
../5 - I
2../5 .

And now we h),'c [he complete solution of Eq. (4 .4) in a c losed form.
Funhcnnore, we can s.cc Ihat since : , = (I + ./5)/2 is greater !han I, the term
in :,' will grow ..... it'tou t bound as k grows. which COnfimlS o ur suspicion thaI
the cqllution represc::nts an unstable sy~tcm. We can gencrllile this re sult. The
equation in : that we obtain after we substilute u =:" i; a polynomial in :
known as the characteristic equa tiun of the difference equltion. If any solutio n
of this equation is outside the ullit circle (has a magnitude greater than one),

..1'1 =

A, =

These equa ti ons are easily solved to give

I = A,:,

I =A , + A ~ ,

We can SOh' f for the unknown conslants by requiring Ihat this general solution
s::ltisfy the spcdfk initial conditions given. If we substitute k = 0 and k = I. we
oblain th e simultaneou s equations

fo~

This polynomial of seco nd degree ha s two solutions. =u = 1/2 ../5/2. Let's

cal l these <, and :,. Since our equation is linear. a SLIm of th e individual solutions
will also be a SOlution. Thus. we have found that a solution to Eq. (4.4) is of the

Now if we a~sume ~
with th e result

A:' = A~' - '

One approach 10 solving Ihis problem is 10 assume a form for lhe solul ion
wilh unkn own ~onSla1llS and 10 sol\'e for Ihe ~onSlanls to mat~h the given initial
~ond ition s. For continuous. ord inary. differ"("mi al equations Ih at are constant and
lin ear. e~ponential sJl ution s oflhe form e" arc used. In the CIst: o f linear, conS lant.
differen~e equalions. it turn s ou t that solutions of the form ~~ will do where ~ has
the role of land k is the discrele independent variable replacing lime. 1. Consider
Eq. (4.4 ). If",eassume that j, ( I.:) = A:'. we get the equation
Example 4.1

~terval

allematrl'e
approximations to th~
area under the curve
OIIef s single t,me

Figure 4.2
Plot of a tuncti Ol1 ana

linn r o.lfclcncc Equallons

77

~'-09~+ O.2=Q.

The ch"':lCleri"ic eqw.tic n i,

ulkJ "" O.9u(k - tl - O.2~[k - 21

- -- --

e(tJdl.

(4.5 )

k-tk

'l-:(

k -t

k-tk

't::L .~

using only the discrete values e{O) . ... , ,.(I t _,) . efr,). We assume that w.e have
an approximation for the integral from zero to the ti~e rt _ 1 a~d we call.1I j" _I'
The problem is to obtain II, from this in fonllm ion. Taktn g the "Ie"" of the I~tegral
as the area under the curve e(r), we see that this problem reduces to findwg an
approximation to the area under the curve betw~en 1, _, .and I. Thn:c allernatives
are sketched in Fig. 4.2 . We can use the rectangle of heIght el _ , . or the rectangle

:J =

As an example of the origins of a difference equation with an eXICrna l

input. we consider the discrete approximation to integration. Suppose we have a
cont inuous signal. e(l). of which a segment is sketched in Fig. 4.2. and we Wish
to compote ~n approximation to the integral

cird e . t~ equ>tion i.<,';lJble.

and Ihe charloClC, i'li,' rOOIS are ~ = 0.5 and: '" OA. S; ~ boIh these roolS are ;n ,idt the unil

Sotution.

Is the !uat; un

D,s.:rm 5[abi~[.\

the corresponding difference equation is unstable in the specific sense that for
some finite initial conditions the soluti on will grow without bound as tim e goes
10 infinity. If (III the root s of the characteristic equmion are i"side the unil circle.
the correspondi ng difference equation is stable.

4.1

Cnapler "

Trap"zoid ru le

78

- -,-eel +01, _,).

1 _
1 1

kI

(4.6)

e, by a straight line.

ee,)

We will obtain the tra nsfer funCTion of linear, constant, discrete systems by the
method of z-transform analysis. A logical alternative viewpoint that requires a
bit more mathematics but has some appeal is given in Section 4.6.2. ll1e results
are the same. Wc also show how these same resu lts ,an be e~pressed in the state
space fonn in Section 4.2.3.

4.2 The Discrete Transfer Function

Each of these iluegration rules is a special case of oor gcner~ 1 difference eqllation
Eq. (4.2). We will elaminc the properties of these rules later. in Chapler 6. while
discussing means to obtain a di/feren,e equation that wi ll be equivalcnt to a given
differential eq uation.
Thus we see tlu.t diffcrence C\luations can be c~'a lu at ed dirc,tly by a digital
computer and That they can represent models of physical processes and approximations to inTegrati lln. It turns OUI that if the difference equJtions are linear with
cocflicjent~ that are ~onstan t. we can describe the relation betwecn u and e by a
transfer function. and thcreby gain a great aid to analysis a.~d also to the design
of li near, ,onstant, discrete controls.

The other possibiliTy is the backward recta ngula r rule. given by

e.

If e(t) = I. then e. =:: kT and substitution of u.:; (T~ /2)k.~ sati sfies Eq. (4.7)
and i ~ exactly the integral of (It should be. because if
is a straight line,
the trapezoid is the exact area.) If we approximate the arta under the curve by
the rectangle of height 01, _ 1' the result is calJed the rorward rectangular rule
(sometimes called Euler's method, as discussed in Chapter 3 fo r an approximaTion
to di fferentiation) and is described by

(4.7 )

Finally. if we assume that the sampling peri od, '. _ 1,_" is a COnstant. T. we are
led to a simple fOfTllUla for di>crete integration called the trapezoId rule

A ~

t. -

of height 01" Of the lrapezoid formed by connectin.!! ej _ ,

If we take the th ire choice. the area of the trapezoid is

Discrete S}'Slems Anal ~'5is

Example 4.2

',.

79

'. <

1: 1 -<: R".

(4.8 )

we dctinc the- :: -transform of the

The Discwe Tr:msft TFuncaon

I _ e ':

I~al

=~_,_.T

w.fi nd

1:1

>

f-

We will return to the analysis of ~i gnals and deve lopment of a table of useful
: -transforms in Section 4.4 : wc fi rst examine the U!>C of the transfonn to reduce

Solution. Applying Eq. (:l.g ).

~ 'lfan ; ronn 011~i' ,i~n"l.

TIle data f ar. ,ake n a, ...amples from lhe li me >'gnal ,-"' 1(11 at , ampli~g period Twhere 111 )
0 Then ~, --~--Ht(kn . Fioo the
is the unit ,'Iep function. lero for r < 0. ~<l< , one ror I:!.

TIl!" ~ - T'''1r.sfcrm

nnd we assume we ,an find values of ' n and R~ as bounds 0 11 the m.agnitudc of
the complex variable :: for which the scrie~ Eq. (4.8) converges. A d'Scusslon of
convcrgence is deferred until Section 4.6.

( ;: , :; Z {to(kJ l

If a signal has diM:rt:te values eu' f "

signal as the function ).

4.2.1 The z-Transform

4.2

80

Chapter of

L
11,:-1.

(4. 10)

(4.9)

(4.11)

+ "2['(:) + : - 1E(zl].
(4 .1 2)

For the more gcncralre latiOIl given by Eq. (4.2), it is readi ly verified by the sa me
techniques that

(4. 14)

We dtjille the ratio vf the transfonn of the output to the tnnsform of the input
as the transfer funct ion. H( : ). Thus. in thi s case. the transfer function for
trapezoidru le iotegration is

(4.13)

Equation (4.12> is nCM simply an a lgebraic equation in z and the function s U and
E. Solving it we obtlin

l.!( z) = z-I U(: )

By similar operatiOn> on the thi rd and fourth tenn s we can reduce EI::j. (4.10) to

" " ,~,-<,-1. -__~ - IU( ~" I

L...

From EI::j. (4.9). we recog ni ze the ldthand side as U(z) . In the first lenn on the
right, we It:t k - 1 = j to obtain

U(:)

The :transfOffil has the same ro le in discrete systems that tile Laplace transform
has. in ~nalysis of txnti nuous systems. For example. the :transforms for e, and
11,111 the differenc e ~quation (4.2) or III the trapelOid integration (4.7) are re lated
in a simple way that pennits Ihe rapid so lution of linear, conSIant. difference
equations of th is kind. To find the relalion. we proceed bi" direct ~ub stitution .
We take the definilion given by Eq. (4. 8) and. in the same way. we define the
:-transfoffil of the s~quence (u, j as

4.2.2 The Transfer Function

difference equalions to algebraic equations and tcchniques for representing these

3. block diagmms.

Dl.SC rele 5r5tcI!l5 AI1~ly5I S

,~

a(:)

be:)

+IJ~:' -- +

H (:)=-.

~~+al: "

o~

"~

<l .

b"+b -- I + . + b . '-"

h,

b.

= !l u

tl ~

a).

= tf( nu m. den. TJ

(4.17)

Although we have developed the tran~fer function with the z tram fonn. it is also
true that the tran sfer fun ction is the ratio of the output to the input when both
.... ary a~~.
Be~au se I/( z) is a rational fun~tion of a comple ... variable. we use the ter
minolog) of that subje.;-t. SUPIX/se we call the numerator polynomial bl: ) and
the denomillllto r at:). The places in : where biz) = 0 are zeros of the transfer
function. and the places in z where a(z) = 0 are the poles of H It). If ;, is a pole
and I: - ;)~ Ht:) has neither pole nor lero at ; . we say that H{ :) has a pole of
order p at ;. If p = I, the po le is simple. The transfer fun~tion Eq. (4.14) has
a s imple pole at z = I and a simple lero at z = -1. When completely factored.
the tran sfer function would be

(4.16 )

where T is the sample period.

llle general input-output relation between trunsform s with linear, constant,
difference equations is

~~

Note that H(:) ",as assumed to be in the fo nn givcn by Eq. (4.15). thai is. with
posit ive powers of : . The discrete system is specified as '

den

and when n ;., >II. there would be II - //I zeros after b" . The quantity specifying
the denom inator would be s]J<.'Citied as a I x (n + I) matri~. for example

num = JOG

This transfer fu nction is represented in MAnAS in the tf fonn similarly to the

continuous case as discussed after Eq. (2.6). The numerator of Eq. (4.15) would
be specified;n MAn.AU as a I x (n + 1) matrix of Ihe coefficient s. for exanlple.
whenm =n

H(: ) =

81

(4.15)

TM Discrete Tran;;fH Fun,lIon

and if n ::: m. we can wrile this as a rati o of polynomials in: as

1.2

~'"

p.

.. -

p, ]
[ P,

sys = zpk(z. p. k. n.

p=

k = K.

a,

e,.,.

(:)

_
--.:''C::-~"-'-'oC'~ I

-1

U(z). r

' (zj

Ito~~"~'~-~'~'-i-~'",""

Because Eq. (4.16) is a linear a lgebraic re lationship , a syslCm of such relations

is described by a ~yslem of linear equations. These can be solved by the method s
of linear algebra or by the graphical meth ods of block diagrams in th e same

II,.,.

The present value of the o utput. lip equals the input delayed by one pe riod. Thus
we see that 3 transfer function of z-' is a delay of o ne time unit. We can picture
the situatio n as in Eg. 4.3. where both time and transform relat ions are shown.
Si nce the relalion s of Eqs. (4.7). (4. 14), (4 . 15) are all compo5ed o f delays.
they can be e:<pres~d in terms of: _I. Consider Eq. (4.7). In Fig. 4.4 we illustrate
the differenc e equation (4.7) using the tran sfe r fu nction : . , as the symbol for a
unit delay.
We can follow the operations of the discrete integrator by trac in g the signals
through Fig. 4 .4. Fot e:<ample. the prest""nt value o f (', is passed to the first su mmer,
where it is ad ded tothe pre\'iou~ "alue
and the su m is multiplied by T / 2 to
compute the area of the trapezoid betwcen el ., and (' . Thi ~ is [he s ignal marked
in Fig. 4 .4. Aftenhis, [here is another sum. wht""rt; the {:revioos output.
is added 10 the new area to form the ne.'[ value of the intep-al estimate. u" . The
discrete intc gration occ urs in the loop 11Iith one delay. z" , and unity gain.

(4.18)

We can now give a physical mea nin g to the variable : . Suppose we let
all coefficie nt s in Eq. (4.15) be lero e,;:ce pt b, and we tak e b, to be I. Then
1/( z} = : " . But H (:) re pre,ents the transform of Eq. (4.2). and with th ese
coefficiem values the difference equati on red uces to

The system is then

.:-. .

:,
" ]

and the quantities specifying the transfer function in the MATLAB zpk fonn are
an >II x I matri,;: of the zeros. an /I )( I matri ,;: of the po les. and a Scalar gain, fo r
eumpk

Olscrete Srstems Ana!}'s~s

4.2.3 Block Diagrams and State-Variabl e Descrip tions

Chapter'"

Figure 4.3
The un t del~

82

diag'am 01 patanel

Figu re 4 .6
Bl oc~ diagram of
cascade blocks

bl oc~s

Bl oc~

Figu re 4. 5

represented by Eq. (4 .7)

trapezoid integra tion as

Fig ure 4 .4
A bloc~ diag ram of

".

The Discrete Transfu Function

83

H(z) - Ht(:)H1(:)

.. r.:I _1:1 ,
~

For the general diffcrcnc~ equat ion of (4.2). w~ already have the tran~fer
function in Eq. (4.15). It is interestin g to connect thi s case with a bl ock diagram

fun ctio n, (Fig. 4.6).

3. The transfer fun ct ion o f a si ngle loop of path s is [he transfer func tio n of the
forward path divided by o ne minus the loop transfer fu nctio n (Fig. 4 .7).
4. The- transfer function of an arbitrary multipath diagram is given by comb ination s of these cases. Mason's role can aho be used.

2. The transfer function of paths in series is the product of the path transfer

fun ction , (Fig. 4.5).

I. The transfer func tion of paths in parallel is the sum of the s ingle-path transfer

way as for continuou s system transfer functions. To use block-diagram analy sis
to manipul ate these di sc rete-transfer-function re lati onships. there are only four
primitive casts:

... 2

Chapte r -/

a(z)~

=
E(:).

at::)

E(~)

I ~

Hk

elk) ~ a,~(k

+ 2)
~ al~(k

= e ~a,z!~ ~ a;2 ~ ~ aJ~'

+ 3) =

z '~

We can write Eq. (4.1 9) as

(z "

+ I) -

+ a l :: l + a;z + u ; )~ = 1'.
(boz" + b,::~ + b;z + b , )~ = II.

u}Hk).

(4.21)

(4.20)

(4. 19)

AI Ihis poinl we Iced 10 get specific: and rather th~n ~arry through wilh a
system of arbitrary order. we will .... ork Olll the details fO{ the third-order o;ase.
In the de"elopment thai follows. we will consid er the "iariables u. e. and ~
as rime I'anables and: as an ad\"aTK:e operator suo;h that ::1I(k) = u(k + I) or
:-'rl(k) = IItk ~ 1.1. With this o;onvemion (which is simpl}' using the property of
z derived earlier). cons ider the equations

and thus

where

There are many w~ys to reduce the difference equation (4 ,2) to a block diagrnm
involving: only as the delay operator. :: - 1. The first one ...e will consider le ads
to the "con trol" ca nonical rorm. We begin wilh the tramfer fu nction as a ratio
of polynomials

*Canonicat Forms

using olZly simple delay forms for:: in order TO see s~vera l "canonica l" block
diagram s and to introdu<:e the descrip tion of discrete systems using equations of
state.

Discrete S,'Mems Analys!s

(entrel caoorliul form

Feedback transfer
function

Fi gull! 4.1

84

85

+ 1) =

~ (II.l ,( /;) ~ (ll.rl(k) ~ ay , )(k )

+ elk).

B,

Ul

[T TT]

x.'

A,x(k) + B, e(k) ,

[q

=:

we can write thi s in the compao;t form

+ 1'(/;) .

(4.24)

(4.23 )

(4.22)

The output equa tion i, abo immediate except that we must wil1o; h to cale h "II

+ I)

~ al .f l lk) ~ u.. x,( k)

""""0;01 orr p.'. n in Al'f"rldi, C

7 W ",u~ ,.., "'~"", r..., SOCIl< k""",l<d"" l>l mJ<ric." Tk ,..",1" wo ''''Iui:.oo ..f".oc(\ '0 ' Ioor

path~ by which the state variables comb ine in 6e output. The problem is o;auSo!d

and

where

xlk

Using ,~ctor- matrix notation.

x;(1-

XI (k

+ I) =: - a ,x,(kl
+ 1) = .ll l k).
-'",(k + 1) =: .l~ (J: ).

We o;ol1ecl these three equaTions together in proper order. and we ha\'e

.l ,(k

Now assume we have ::J~ , which is 10 say that we have ~(k + 3) txcause : '
is an ad l'anct operator of three steps. If we operat~ o n thi s wilh : - ' th ree times
in a row. wcwill get back 10 ~(k ) . as shown in Fig 4.8{a). From Eq. (4. 2 1). we
can nO\>,' compute : )~ fro m (' and the lower powers of: and ~ given in the block
diagram: the picture is now as gi\'cn in Fig. 4.8(b). To complete the represcntation
of Eq~ . (4.19) and (~,20). we need onl)' add the formmion of the outpUt u as a
weigh ted sum of the I'ariables :J(. ::f. :~, and ~ uo;o;ording to Eq. (4.20), The
completed pio;turc i~ ~ h []wn in Fig. 4.8(c).
In Fig. 4, 8(c). the internal variables have been named .t ,. Xl' and .\'J' lllese
variables comprise the Hale of this dynam ic system in thi s form . Having the
block diagram shown in Fig. 4.8 (c). we can write down. olmo<;t by inspection. the
differ~ n ce equalions Ihat describe th e el'olution of the S131e. again using the fael
that the lransfer function : - 1 corresponds to a one unit delay. For example. we
scc that x,{k + I ) = .f ,(k) and .l.(k + I ) = .r l l~). Finally. e!o.press ing the s um at
the far left of the figure. we ha\'e'

-/, 2 The OiSCTne Transfa Funcllon

C hapte~ ..

"

{b) SOl\o<n~ for W: + 3)

from t'(k) ~nd p.:r..t ~s:
(e) ,::>iv'fIg for U{k ) from

canon iul torm:

(a l SoIv I)<j for ~(k);

{.I

'-------1 ~,

"
"

(,I

I-----...J

'-----j -', 1+-----'

Disc!ele S~'5 te ms Analysi5

deveklprl1('l1l of conlrol

81o<:k diagram

Figure 4.8

86

obsI:'rver cano nical form

87

= (b, ~ a, bo) f,

+ (b,
~ a,bo )x :

+ (bJ ~ a , bo)_f ) + bnt',

(4.26)

(4.25)

+ I)

A,x(k ) + 8,e(I:).

+ II, Z' I' + 11 ,:14 + alu ::= be:le + h ,;;:!e + b,:e + b.,e.

: "11

+ 0,:1 11 + 11::11 ~ bQ~" e -

bl:!e ~ b~:e.
Here. t" ~ry' lenn on the right i. multiplied by al least one power of:. and thus
we can operate on the lot by : - . as shown in the partial block diagram drawn in
Fig. 4 .9(a).
Now in this internal result there appear iI , II and - b,e. which ,an be canceled
by add ing proper multiples of 1/ and e. as shown in Fig. 4.9(b). and once Ihey
ha\'e been ro:moved. the remainder can again be operated on by : - 1.
If we contin ue thi s process of su btracting out the It!rms at k and operating o n
the rest by : - ' . we finally arrive at the place where all that is left is rl alone! But
that is j ust what we assumed we had in the fi rst place. so con necting th is te rm
bac k \0 the stan fin ishes the block diagram. ""hich is drawn in fig . 4,9(c).

b.,e - a J I4 =

In Ihis equation. the external input is ((k ) . and the re sponse is 1411.:). which is
the so luli on of th is equation. The terms with factors of z are time -shifted toward
the future wi th re spect to k and must be eliminated in some way. To do this, we
aSsume at lhe stan that we have the u(I.:). and of course Ihe ( (1.: ). and we rewrite
the equat ion as

: " 14

where A, and B, for this co ntrol canon ical foml are given by Eq, (4.23). and C,
and D, are given by Eq. (4.25),
l1le other canonical form we want to illustrate is called the "observer"
canoniclll ro rm and is found by starting with Ihe difference equations in ope rator/transfonn form as

x (k

We can combine the equation s for the state el'olution and the output to give the
vcry useful and mor.! compact equations for th e dynamic s)'stem.

where

In vcctorJmatrix notation. we have

II

by th e bn (Urn, If be = O. then 11 ::= b,.r, + b,x! + b., x) . and the corresponding

matrix fonn is immed iate. However. if bo is not O. x, for example not only reades
th e ou tput throu gh b, but also by the parallel path with gain ~ b~a, . Th e complete
equation is

... 2 lhe Discrete Tran5fer Function

Cha pter -+

.(k )

. (k)

Discrete Syste:ns .... nalrsis

Figu re 4.9
Block diilg ram
develop rT1('~t of o~r\'t'r
(~nonica l for 'Tl: (a) thE!
first p.lrtlal sum afld
dPlay: (b) the second
p.;rtial SL'm an d delay;
(e) the co mole~i Oll with
the so iIJtion lor u(k)

88

('l

(.,

Figure 4.10
Block diagram of a
c.JSl:aae real 'zat,en

<.ascade (anonical form

The DiS(Tetf Transfer Fu nction

89

[b.]

h~(I,

b, -

[Z;=:::,]
[( 0 0]

- a) 0 0

[=:; : ~ ]

C"

8"

A"

+ B./(I;)

+ D"e<kJ.

I J = A .dk)

rdkl = C,.x(kl

(.U71

(~ !

0.8:

O. 2 S~+0.25

+ 2.4~~

0.5.: + 0.25)
:H.:" - 1.6.:: + 0.8) .

2 . 6~!

( ~ + I H:'

-~'

TIle zero factor: + I ca n be a.~\oci3ted wi th the pole factor : ' - .: to form

one sceond-()rder ~ystem. and the zero facwr :' - 0.5: + 0.25 can be associated
with the SC<."1Jnd .. ortie r pole fac tor:' - 1.6: + 0.8 10 form anOther. The cascade
faclOrs. "'hich could be reali~ed in a direct fonn such as control or obr.er... er fonn.
make a cascade fonn as shown in Fig. -1.10

H (_J _ ~'+ 0 .5:~

are coeftkieDts in thc tnmsfer function poly nomials.

Anoth er useful form i, obtai ned if we realiu a transfer fun ction by placing
scveral first .. or lecondorder direct fomls in series with each other. a cascade
c~ nonical form, In this case. the H (~) is repre!>Cnted a ~ a product of factors.
and the pole:- and ze ro, of the tr.m sfer function are clearly represented in the
coefficients.
For example . suppo<;e we ha ve a transfer function

reali ~at ions of the trans fer function H( : I beca!.lse the gains of the realization s

The block dia grams of Figs. 4.8 1nd 4.9 are c~l1ed direct canonica l form

wher~

,,(I;

A preferred ~'hoice of numbering for the 5t..le components is also shown in

the figure. Following the tec hn ique used for the control fonn. we find that the
matrix equations are given by

-+.2

Table 4. 1

L Ik = 01.
O. (k 40 ).

(4.29)

(4.28 )

_ '<

u._h.

~ In ,hI~ do:vrk>pm< n' ... e

,h.:ot Eq. /4.71" j",. ndNi W be U>N "-, (""" "Ia ('" <""'Plll i", ' '''''' 01
of ", .., I i"..,~a,~, . T1'<l0 i_' 1'1<) "'. "'" " 'hi uo ,....., Id IIOl ,ho ,01,'~ ( Of ', '" A II"". on "",,,;'.
n.t"",. Tht d"c~'"", ~f lm>< "'mrS (,"'" ,flo opphuc io: and 001 from ,110 ~ ""._ rqwlllon ,

-_. ------. "--urnr

,, ,, ,,
, Tn,
'
"
,, ,, '",, '/',, ,,
,
----.-----

_'_ ~f~~

StepbyJte p con~truction o f the unit pu lse response for Fig. 4 .4

- 0<

H ( --) = L
~ JI l--;;: L~h ,--' .

Th us the un it-pulse I't$ponse is lero fo r nega tive k. is T / 2 at k = O. and

e'l uals T lhereafter. The : .trans fonn o f th is seque nce is

Thu~ the Iral.\~ re r fu nct ion HI: ) is seen to be the lrans/orm o f th e response to
a ~n l t-puls.e Inpu t. For e xa mp le, let us loo k at the ~ys tcm of Fig. 4,4 a nd put a
umt pulse III a t the t, -node (w ith 0 0 s igna ls in the system ~forehand '. - W e c an
readil y fo llow the pu lse throug h the bloc k and build Tabl e ~ , I .

V(;; ) = H( z).

Thc n it follO\lo's thal E ~ :) = I and the re fore th ai

1',

We ha\"e shown th:l a transfe r furw:t ion o f ;;: - 1 is a unit d elay in the time do main.
We can a lso !!i\'e a lime-doma in meanin!! to a n arbi tra l)' tlllnsfe r functi on. RecaU
that ~ ;;::tran~forTJi. is d efi ned by Eq. (4 .8 ) to be (: ) = I:I", : -' , a nd the transfer
func tion IS lk fined ,rom Eq. 14.1 6) as I/ t: ) when the inpul Dnd o utput are re lated
by VI: ) = 11(;;:) :: ) . NO'A' suppose we dtlibenuely '>C lect t"{k , to be the unit
di screte p ulse defined by

4.2.4 Relation of Transfer Function 10

Pulse Response

91

T:+l
2: _1

(1 <

: -' )

T + T: -'

2( 1

21 - 1( 1 - : - ' )

::::: 2() - : - 1)

= 1_ :-' -"2

I:])

(l <

1: 1)

(4,30)

+e1ho.z:-1
+e 1ht.z:- 1
+eOh2.z:- 2

+ e2h l.z:- 3
+ e 1h 2.z:- 3
+eo h3.z:- 3

+e3hoz- 3

+" .

+ ...

anal)'sis o f the differen ce equ ati on.

A fi nal point of view useful in the interpretation o f the di sc rete tra nsfer
func tion is obtai ned by multipl yin g the in ti nite polynomial s o f E (: ) and H (: )
as suggested in Eq. (4. 16), For purposes of i llu~trat io n , we wi ll assume that the
un it. pulse response, hl is zero for k < O. Ukcwi sc. we wi1ltake k = 0 to ~
the stani ng time for t . Then the product that produce s U(~) IS the polynomial
prod UCt gi\'en in Fig. 4.1 1.

O f COUr5C. thi s is the tral'lsfcr functi on we obtained in Eq. (4.1 3) from d irect

simpler sum. n follows

of the product E(z)H(l ) ~ , product of polynomials

toho+elhoz- 1
+e Ohl:- 1

Rep~tation

Rgure 4.11

Tr.c DIScrete Tr~n5fer Funct ion

If we add T / 2 to the : o_terTn an d subtrnct T / 2 from the whole se rie s.. we ha\'e a

4.2

Chapll:r 4

con....,IUI;on

91

=- e/l u

+ f',h o

reS~11

,~

= '""'
L t I.1l I - i"

(4.31)

be

'=
h_x

"

~-. j L
e.h ..
_ _ :>.. J . - ,

I - -X

II
. _'/+/1

I~

~. ' " !_ I"

~ , .f-, ., 1L..
.f-- h .'
L.,
__ e< ,~
__ :< I ~

U(.;:)

=
E(:::)H(:).

and we recognize t~ese two separate sums as

VI,)

f-.

L..

' R _X

~ L..
"
, / ......
"

Now let Ie - j = I in the second su m

V(,)

Interchanging the !Urn on j with the ~um on Ie leads to

II.~-
l m_ ",

Negat~.~ val~es ~ j in the sum correspond 10 inputs apFlied before lime equals
zero .. a ues or J grealer than k occur if the unit-pulse response is nOnzero for
negal1ve argume~s. By definition. soch a syste m. which re sponds befare the
mput thaI. ca use s II. occurs. is called noncausa l. This is I~.e discre te com "olutJon
~sm and IS Ihe ana~og .of the convolution imegral that re lates input and impulse
ponsc t~ OUtput 1fl hnear. constant. Continuous system!.
To venfy Eq. (4.31) we can take the ~ -tr.lnsform of ooth sides

,--""

!~illenSion . ....c leI the lower limit of the sum be

111

,
- ::x; and the upper limit

If,= f'oh + tlh: + 1'/1 , + f',hn'

u~ =eoh~+e ,hl +e~h~

II, = e~ ll ,

110

The txtrapoJatioD of thi s s impk pa ttern gives the

~ll

Since this product. has been shown 10 be V( ~) -_ ..

... . -' .
h
ut _ , ltmus[!erefore
o ~h Iha/the coefficIent of ~ -j in lhe product is Ii " Listing these coefficients
.
we ave the reJa:!Ons

Discrete 5yS!~ ms Ana lYSI S

Tne D.screte Tr:ulSfer Functicm

93

k=1
kif!.

,~

L e,Il, _,.

+ ... + e,h, _,4o . + tlhw

(-- ><

L" f(Il , _,.

(4.)2)

A vcry imjX)rtant qualitative property o f a dynamic system is stability. and we

can consider internal or external stabili ty. Internal swbilily is concerned with
the responses at a ll the internal variables mch as those that appear at the delil)'

4.2.5 Ex ternal Stability

II.

that if the input sequence began in the distant pasl. we must incl ude
terms for I < O. perhaps back 10 I = - x. Similarly. if the syste m should be
noncausal. future values of e where I > k may also come in. The general case is
thus (again)

~ow not~

1<1

II, = e.p 1 + t,II,_,

Finally. by linearity again. the total respon>e at lime k 10 a sequence of these

pulses is the sum of the responses. namely.

t=er
=0.

These properties can be used to derive the convolution in Eq. i4.31J as

follows. If response to a unit pulse at k = 0 is h(Ic) . then resp onse to a pulse
of intensity eo is e,/ I(IcJ if the s)'stem is linear. Funhennore. if the system is
station ary then a delay of the input will delay the response . Thus. if

I. Li neari ty: A s>'S1em with input t and out put /I is liT/eM if superposi tion
applies. which is to sa)". if (' , (k) is the response to 1',(1e) and u , (Ie} is the
respon.\C to (,(k). then the system is linear if and only if. for every scalar a
and /3. the response to ae, + I3t, is au, + /311,.
2. Stati onarity: A system is stationary. or time invaria nt. if a time shift in the
input resultS in only a time shift in the output. For examplr. if we take the
system at rest (no internal energy in the s>'steml and apply a cenain signal
e(Ic). suppose we observe a response lI(h If we repeat this experiment at
any later time when th e syStem is again at n:~t and we apply the shi fted input.
t(k - NJ. if we see u(k - N). then the system is ~'a'ionary. A constant
coeffici~nt difference equation is stationary and lypically referred to as 11
constant system.

We can a lso derive the con'olution sum from the propenies of lin~arity and
s!ationarit y. First we need more formal definitions of "linear" and stati onary:

4.2

9.,.

Cha ple ' -I

00

for all I .

(4.3.1 )

I'/ h l _/) .

IE

L Jeri 1II,_rf.

bound~d input if
(4 .35)

(4.34 )

Ih _ll

Ir _r

--

=0

(h _1 = 0)

(fr _I -;t"O)

and apply it to Eq. (4.32). [he OUtpu t at k === 0 is

(4. 36}

Thh condition is also necessary. for if .... e consi der the bounded (by I!) input

Thus the OU tput w ill be bounded for every

-x

Bu!. because .... e assu me Eq. (4 .33). this res ult is in turn bounded by

:5

which is sure ly less than the sum of the magnitudes as g iven by

l/j~ f !"

If we con sider the mag nitude of the Tl': sponse given by Eq. (4.32 ). it is easy 10 see
that

it'rl 5 M <

dements in ;I canQn ical block d iagra m as in Fi g. 4.8 or Fig. 4.9 (Th e Slate).
Otherw ise .... e cln be satisfied to con~ider o nly the e." tcrnal stability as given by
the .. tudy of the input-outp ut re lati o n described for the !inear s tatio nary case by
the convoluti on EG. (4 .32 ). 1bese differ in that .<;om e int ernal modes might not be
connected to both the inpu t an d Ihe Output of a given syStem.
For eXternal stability. the m ost common defin ition of r.Jpprop ri(ll e rtlsponse
is that for every Bounded Input. we should ha'e a Bounded Output. If this is true
.... e say th e system is BIBO stable. A lest for BIBO stability ca n be ghen directly
in tenns of the unit-pul~e response. hI First we consid~r a suffic ient cond ition.
Suppol.C the in put e, is bounded. Ihal is. there is a n M s uch Ih at

Dis(; rft e Systems Anal/.sis

hamp le"'.4

E1'ample 4.3

The Discre te Tunsfer Function 95

5~abilll)"

.
.
Ihis di sc rete applc".imallOn
to .In tegrallon

idc

on,

. r\OI
IS

11,",_, + b,tl

",=

1 ~.38)

,~

: unboond!:d

b~ ~

"_= uibu

14 ..19)

Fo r a more general rati o~al tran ~fer functi on wilh l~anIn~i~::e~r:::~~ed~~;

expand th e function in pamal fractI ons .a bout ti S ~ s ~e sa.... earlier. if a pole
puls~ response will be a sum of respectIVe terms.

described b) lhis equation ;3 HIBO . table if lu i < I. aoo

Th u., .... e condude thai 1h <ptern
unSlable OIh.rwise.

-.

l 2: 0.

",b._

I.
)It,I :'
L>vlil,1=

Applying lhe Itsr. "'e have

u, : /1, :bnu'.

" . : "" 0

. 1.1<\
~-. " "'1"
l~d f rom th, firsl
Solution. Thfo unil-puls" re spon se is eaSily
. fe .... lenn i to be

,;tabl"~

"t :

(~.37 )

""POO'" u,e<.l to

BlBO .<Iabl e'

pIl l ~

- all coe ffi cccnlS e.>;e<: pt U, and bV equal 10 zero

tnc- diffew'Ke ~uat i on (~.2) ....lIh

Is Ihi s equarioo

General Difjmnct Eqllalion Slabi!il)"

Th~",f=.

L 1".1= T/1 + LT
= unOOundN .
,-,

h, = T.

hD=T/ 2

......J >ed 10 Ihe unil

Solution. Th< lest gi,-ell by Eq. (~. 35) can be. a.......
cornpult lht ~. column in Table ~. J . The re,uJt IS

I. the discrete appro~imalion 10 iJll~gr.u1on (Eq . ~ . 7 ) BIB O stable?

lnl rgmr t<m

Thus. unlcss the condition g iven by Eq. (4.35) is true. the system is not SlBO
stable.

-u

sall'ple-d-d~td

The systems and signals we have ~tudied thus far have been defined in discrete
time only, Most of the dynamic system s to be controlled. oowevcr, are continuous
systems and. if lin car. are described by continuous transfer functions in the
Laplace \'Uriable J. The interface between the continuous and discrete domains
are the AID and Ihe Df" converters as shown in Fig. !. l. In this :\.Cetion we
develop the analysi s needed to compute the dir.crele tran sfer function between
the samples that come from the digi tal co mputer to the O/A convener and the
sam ples that are picked up by the AID convener.l ~ Th e si tu ati on is drawn in
Fig. 4.12.

4.3 Discrele Models or Sampled-Data Systems

is inside the unit circle. the correspondin g pulse resp)nse decay s wit h time
geOmetri cally anc is stablc. Thus. if all poles are inside the unit circle, the sys tem
with rational tran;fer function is stable: if at leas t one pole is on or outside thl"
unit circle. th e correspond ing system is nOl BI80 smble. With modem compu ter
programs available. finding th e poles of a panicular traufer function is no big
deal. Sometimes. however. we ""ish 10 lest for s1ability of an enti re cla~s of
systems: or. as in an adapti~'e cont rol syste m, the potential po les are constantl"
changin g and WI;: wish to haye a quick test for stability in ternl, of the 1iter~1
polynomial coefficients. In the continuous casco such it test was pro\lided by
Routh: in the dlSCretc case. the most cOIlvcni ent such lest was worked out b)' Jury
and Blanchard(I961 ).'

Disc~te Systems Ana l)<$IS

sy,tem

1m. for I di SClOhKl" oflh.l~,, ' ell

an;. .. 5" <Om~",M""i,'. freq """"y on.I ),,;;, of..ample<! dat . J)'!I'm J ;' p~o;.en;"",

Hor. "'.
"n""rukc 001)' 'he 'ru;.1 p,<>hIem of fin<linA tI>e .. mplc'>-SlmI'If di",,,,,,, 'ran.fo, full<'l;'" of.
",n lin" ","" ,}'''om 1>eI,,'. o 0/..1, .nd on AlD ,

10 In

9 ~ F"'nklin. P"".. Il, ,nd Wm l.1mn. 200 ed illOn.

We .wish to find the disc retc transfer function from the input s.amples II (k T)
(whll;h probably come from a computer of ~ome kind) to the ou tpul samples
y(k T) picked up by the AID convener. Although it is possibly confus ing at
first. we fo llow convention and call the disc rete transfe~ fun cti on G(z ) when
thc co ntinu ous transfer function is G(.I). Although G(~) and G(s) arc entirely
di fferen t functions, they do describe th e same plam. and the usc of s for the
continuous transfo:m and ~ for the discrete transfonn is alwa~ maintained. To

4.3.1 Using the z-Transform

Cmpter';

Figure 4.12
The PlOto type

96

unitpul;e input

Figure 4.13
DlA OIltp ut for

Discrete Models of Sampled-Data Systems

97

(4.40)

.,

: - .Z{Gt S)

-T

T2T)T4T

G(zl=(I - ~ - )Z

- ,-

, [Gb' l

(4.4 1)

becaus.e e-T. is exactly a delay of one period. Thus the transfer function is

Z{e - f. G(s) 1=

This is the sum of two parts. The first pan is Z{";" ). and the second is

= ZI(1 _ e- T' I Gl j \

= ZIC - '{Y,h))}=Z{Y,(s ) }

G(:) = ZIY, (kT))

and the required transfer fu nction is the ! -transfonn of the sa mples of the in\'erse
of Y, (s). which can be expressed as

G
Y,(s)=(I _ e- r ' J (.I').

find G (z) we need o nly observe that the y(kT J are sample, of the plant output
when the input is from the O/A converter. As for the DfA comcrt cr. we assume
that this device. commonly called a zero-order I'lold or ZOH. accept s a sample
,,(kTI at f = k T and holds it ~ output constant at th is yalue until the nex t sample
is sent at I = kT + T. The piecewise constant output of the J)/A is the ~ignaL
,,(I). that is applied \0 the plant.
Our problem is now really quite simple because we have JUSt see n that the
discrete tran sfer function is th c .::-transform of th e sa mple s of the output when the
input samples are the unit pulse 31 k = O. If u(kl) = I for k = 0 and u(k T ) = 0
for k 7' 0. the.:tutpot of the D/A con\'en~ris a pulse of width T seconds and height
1. as sketched in Fig. 4.13. Mathematically. thi s pul se is gi\'en by I (r) - 1(I - 7).
Let us call th~ particular output in respon:\.C to the pu lse show n in Fig. 4.13 )',(1) .
This respons.t is the difference between the step response (to 1(1 ) J and the
delayed step responr.c [to [ (I - 7)). The Laplace transform of the step response
is G (s)/s. Thus in the transform domain the unit pul se response of the plant is

'; _3

Ctupl n 4

GI.<)

"I (kT I. and the : -lrllllsform oft~ s ample. is

1(0 _ ,, -"' I (F).

(: _ I){;

,,_. r )

:(I _ ,, _~ r)

: -1

I I; --'-- --:_ ',,_.T

-

(*n - ,,-

C' {G:')}=

G(: )

_,_T'

: (:
1 _ , -. 1

11(:_,,-01 )

= _._., """C-,-,'_-_'~IT

- I _

lUll

We could h.,," ~lI<'to the tables in Appendi~ Band fouRd thi! r~s ult directly a . Entry 12.
No'" we can romPUI< th e desired lr~nsfonn as

n.. sample s of t/U. !ignal arc

, -= ~ =; - . + ~ '

G (s)

We wiU lJIply the fonnula (4 .4 1)

G(J ) =a l fs + a)

and the corresponding rime fum-li on is

SolutlO<l.

precroed by a ZOIl"

Wh al is llIe di...,relC 1TID1,fer func tion of

Discrtte S)'SlemS A:l.iIlys is

Examp le 4.6

We hoI'"

= -;

G":I "" (1- :-' )2'

G(s)

{ ~ }.

T
1<:-])"

T' : (: + 1)

Thi . time ""C n:fn to tm, ' abies in Appendi. B and find that the : tra",f(M'T!l associated " ith
lIs ) is

Solution.

What i$ the discrete t-ansfer fUrlCIion of

Di ~"(I( T"mljer F~ 1't ion r{ fl lIsl P!an/

- .~~--~------~--

98

q ~

I l r.l P!flnl !hi n~ MA7LA B

G II ~ =

,.-;

find lhe d;>(;~te transfer fllncliOll o f

means Ihal

0.5

,""

den O = [1
O:~+ O.5~ + O.~
05 ~ + I
= , - --.
: . 2:+ 1
( ~ - I )-

0,51

GI~ )=,

Ie

01

whic h ;i; llle .am e as Eq. \4.43 ) wilh T '" J

whi~h

r.umO =

produces the r"I' ;ultll1at

[n Ur10. o'ffiO,TI '" tfo'at<l\sysD)

,ysO = c2d(sysC ,1 )

,ysC = tn - umC.o'enC)

o'e nC = ll

The M ...n.... B >cript

numC =t ,

T= 1

SoIUlion.

p",,,eclcd by a ZOH. I ,!uming tile 'ampk period is T = I sec

U s<: MATl.).B IQ

Dis.: fffr Tm"sJ~r FlI nC!iMl

,4,4 3)

99

- 2 II

We now con sider computing the dis.crete tran sfer function of a continuou~ system
preceded by a ZOH with pure lime delay, The response~ of many chemical
process-contro l plants exhib it pure lime delay ':>ecause there is a fini te time of
transport of /luids or m aterials between the process and the controls andlor the

....3.2 *Continuous Time Delay

Example 4.7

Dis.crete Models 01Sampled-Data Systems

The MATLAS function. c2d_m computes Eq. (4.4 1) (the ZOIl method is the
defau lt) as well as other discrete equivale nts discu ssed in Chapler6. II is able to
accept the system in any of the forms.

and therefore Eq. t4A I) &hov>-, lhal

4,}

100

Cha pter of

G j J)

= t- "
H (~ ).

The Hoid mi~ er problffll in Appendix "',J i. ~scribed b}'

d ' II (J )
G lf_l = r - H , t_
_
__
.

(1""
5+ "

~ _r'
- -l.

:_ 1

~ _~_" T

:- 1 ~ ( ~_ :~_'"

GI ~) = : :1: _ 0.3679)

: + O.('()25

t-l.,u)

,,-here the zero po. it;;)!l is .l -a = - (~-- ' -e-"' )/{ I -t"''' ' ). Noti ce thallrus ~ero i,
near the orig in of the ; -plane wh en", is near I and moves outside fie unit c ircl e to near - o;:
when m approac hes tl. For specihc I'aloe! of the mhe r, " 'e tal.:e n = I. T = I. and ;. = J,5 ,
T1>en we con compot e thut t '" 2 and", = 0.5. For these I'a )"" . we llet

:'
I: 1)1: _ " ')
= (1 - f-'''') . : + 0
:' 11 , ,,r )

= ~- I ( d:-e "" - (:- I)e ... ~ r l l

GI:) ;

To co mplete the trarMer funC\;on. we need Ihe ~-transforms of tte i nv~r ... of th e leTIllS in
the b~~. The ti rstt :nn is a unit .tep !.hilled lefl by m T sc>oos. and the second term i. ~n
e~ potlt ntiaJ Shifted left by the $.aIJIe amou nt. Because In < 1. the se , hi ft, ale less than on~ fu ll
period . aoo no sample; s pi cked up in negali'~ time. The sis naJ., art sketched in Fig . .\, 14,
The samples are given by !IkT) and r... r,' .... ' 1(kT!. The corre'p<:mding ~ 'lrans fofm s
are :J I ~ - I) and ~ , _ _ r ' (: - e.... '). Conse-q"emly the tinaltTun skr function i,

~ _- 2
I
G(: I = ~ ' .'

fraction "-' pan.ion of HI S )/S . We hnve

B~a~se t' is an integer, thi~ lenn redlJC ~' tO~ -' ",'hen We take the : :ran ,fonn, Bec ause m < 1.
the lrdllSf orm of the \>;hertenn is quite direct. We selcct II IJ) = ~ /( I + Q ) "" d. aftert~ partial

I."

T1>e term ~ - ... rcprt:smt <the .rIa)' of 1 secon ds. "'hich illC lude, 00" the proces , dela)' a nd the
co mpul ~ li o n delay. if any, We a ssome th. 1 11 \,.) i5 a F.llional tr~nsfcr f~nction. To prepare thi,
function for cDmputa:ion of the ~ - tran \form. " 'C Al'S t <!cA lle an int.~er i' and" positive n~mber
m
than I.O ~u ch (hal J. = t T - In T, With these deAnitioos "' e ean ,,-rile

S(llotIOlI.

Fi nd tt-... di scret e tr-.., f. r fOllCtion of the mi~~r in Appendi x A .J "" ith " = 1. T = l. aoo
}. = 1.5,

sensors. Al so, v..-c must o ften consider finite Imputatio n time in 1he digita l
controller, and this is e){actly the same as if the process had a pure time delay.
With the techniques we have developed here, it is possib:e to obtain the di sc rete
tran sfer function Df such processes e xactly. as E:I(amplc 4.8 illustrates.

Discret e SJ~tem s Analysis

points

2T

21

31 41

31 "1

S1

6T

S1 61

Oi5<:l'I'l" :>.lodels o f Sa:npled -Da lu Systems

tl(~. ll

T= l
~l :td ',Td)

a= l,

sysO = a d(sysc.T)

sysC =

Td= 1.5,

In M ATLAlI , Ihe 1rlIn$ler funclion for this s>' r.l em ","" uld be computed by

- 21 - T

- 21 - 1

101

(4.45 )

)"= H)( +)I1 .

(4.46 )

wh ere II is the scalar COnl101 input to the system and It' is OJ ~ cala! disturbance
input. The output was expressed in Eq. (2.2) as a linear combinmion of the state.
x. and the input. u, which become s for scalar output

x = Fx + Gu+G,W.

Computing the ~ -transform using the Laplace transform a s in Eq. (4.41 ) is a

~' ery tedious ousiness thai is unnece ssary with the availability of compUiers. We
will next o:ie1-'e lop a formul a using state descriplions Ihat moves lhe tedium to
the computer. A continuous, linear, constant -coefficient system of differential
equations wa.~ expre ssed in Eq. (2.1) as a sel of first order matri:l( differcnlial
equations. For a scalar input. it becomes

4.3.3 State-Space Form

sigl'l<!is ~ng sample

Skl!tth of th ~ shifted

Figure 04.14

4.3

representation

in dassicai

GIS) ",~.

---G

~J;: J

---,

(447 )

r '+ Ju.
)' =

q+Du.

Lf we designate th~ system matrices for the new state ~ as A. B. C. and D. then

J =

~ = TIl = T(Fx + Gu + G I w )
= TFx + TG u + TG I W.
~ = TFF ' ~+ TGu + TG 1 w.

The represcn:ations given by Eqs. (4.45) and (4.46) are nO! unique. Given
one ,Itate representation, any nonsingular linear transformation of thaI state such
as Bx = Tx is also an allowable alternative realization of th e same system.
If we let ~ = Tx in Eqs. (4.45) and (4.46). we find

9",

",hieh . in 1his casco rums (lUt to be a rather in~"(lh'ed way of writing

[ :: J

!he e<juati011 s of l11Ol ion can be wriuen u

Solution. The salellile auil\ldcoontrol cumple iJ shown in bled; dias:ram form in Fig. 4.IS
and the aui1u<k (0) _lid aui1ude r:lle IIi) an: dc~ned 10 be "'1 and Xl' respectively. Therefore .

Appendix A.l

Apply Eq s. (4.4S) a:><j \4.46) to \J"I e double integrator plant of the salellile (omrol prob~m ill

5wlc i"presm!ali01 of 0 /1,1 Plan!

Often the sampiell-llata system being described is the plant of a control problem.
and the parameteT J in Eq. (4.46) is Iero and will frequ ently be omiucd.

Disc rete Systems ..... nal)"sis

Example 4.9

Chapter 4

Fig ure 4.15

Satellite attitude (ontrol

102

Example 4.l0

A = TF'r- ' .

J/51 P1(U11

C = T-l .

'1

r>OI~lioo. lhe

II

1 h~ 'ymm

(4048 )

Most ofren. a change of stale i~ made 10 bring the description matrices into a
useful cano ni cal form. We saw earlier hov,' a ~ ingll" high-o rder difference equation
could be represe nted by a ~ t ate descrip tion in control or in obser\'er canonical
form. Also. there is a ,'ery useful stale descript ion corresponlling to the panialfraction el<pansion of a traflsfer function. State transformations can take a general
desc ription for either a conti nu ou~ or a di sc rete system and. subject 10 !;Ome
te<:hnical reslri, lions. con,'eI1 it into a descriptio n in one or the other of these
forms. as nded,
We wish to use the state descripti on to establish a general method for oblaining the difference equations that represent the :xha\"ior of the cont inuous p13m.
Fig. 4. 16 ag ain depicts the port ion of our system under consideration. LTltimatdy.
the digital controller wi ll take the !'-ample, y( k ). operate on that sequence by
means of a di fference equati on. and put out a sequence of numbe rs. u(k ) . whkh
are the inputs to the plant. The loop will. the re fore. be closed. To analYle th e
result. we must be able to relate th e ,amples of th e ou tput )'(k) 10 the samples of
the control u(k) . To do thi s. we mu~t r,olve Eq. (4 ....5 ).
We will >oIYC the general equation in two ~Ieps . We begin by solving the eq ua
ti on with only initial conditions and no external input. This is th e homogeneous
equation

A "'[~ ~] B =[ ~J C~ (O

exampl ~

tramfonna[;oo!O

In [his ,a~ r-' '" r. and 3pplicalion of If><: Irm,f01"lll$ion ~u'il ion! 10
IMtrkc_,of Eq. (.. 4 7) gi,-e,

, 0

T_[O
-

D = J.

"'ith lhe ,tale deliniliQlls of the prt",ioo.Ls

8 , = TG I .

SolUlion. lA E, '" .r: and (: "' .t, in Eq. (...471: Of, in m atri~
interchange tho: "~I. ! i5

~:I.<e

B = TG .

Find tile s_ ~tc !"epre;<' nTalion for lhoe

interch;mgcd.

5(,1/, r..mHJJr>lloll l,.... )(lr

where

.. 3 Dlscrtte Jo.lodels of Sar.lpled-Da t ~ Systems 103

Chapte r ..

,,-

'0

luI

+ 3A,(I - 1,/ + ... = Fx"

(1) '''' l~ I+F(I-I) +

2

F '(I- tn )'

+
6

F '(I -/o)J

==

"
,& ' -:-

2~

'~ _
II,,)
__

3~
(4.51 I

(4.50)

=
I' f"'''' X(I,,).

'=

I'r": - "' X(I,).

e"",-','eT" , -''' 'XII(, ),

X( I, )

XU, ) ""

Substill.lting for X(I,) gives

Becaus e I" is arbitral)' a ls.o, we ca n expres.< X(I,) as if the equation so luti o n began
.
at I,. for wh ich

X (I~ )

X(I, ) == e f!!,-t.' Xf t )
o

" can be s~wn that the solll1 ion give n by Eq. (4.50) i, uniq ue. which leads
10 vel)' lIlterestLng prope rti~ s of the matri x expone ntial. For ex ample. co nsider
two values of I . I, and I~ . We hal'e

- F" -,, = 1 + ' "(1 -

' + F,(I
- I... )' + "
" ___

e r "-'" I(lo) .

where. by de fi nition. the matrix exponenti al i,

1,(1)

This series is defined as the matrix exponent ial and written

arid. at I = 10. A, "" Fxo. :\"0\\-' we co ntinue to differentiute the series and tht
d itTe rential equation and eql.latr them a l l u 10 arri\e at the se ri es

1\ + 2A,(1 -

If we let r =
we find immediate ls
and su bs titute into Eq. (4 48). we h:lI"e

x~ (t J = Ao + A,(r - l~ )

+ A;(I - 1,/ + .
(4.49)
tha t A~ = "0. If we di ffere ntia te Eq , (4,49)

To solve this. weassume the sol ution i ~ sufficiently ~mOOl h that a series ex pansi on
of the soluti on is possible

Disc rete Syste ms Anal)"!is

Figure 4.16
System definitIOn wIth
s.amp"ng operat'D{ls

10..

D,s..' rete I.loods of Sampled.Om" Systems

] OJ

'=

e f ,, - ... ,

'.

< I~ . we c an integrate Ii from I~ to

"

e- fI T-"'Gu (r)dr.

i'

r- f' '-'. 'GII (r)dr.

i'

II

1.>,..,

I I Doe 10 )""'>t> Lou;. Lavan!<. F",n"h nlalhcmaoi< i"" IliJ6- 1 ~ 1 3~

<h< <q\lotioo, .... It".." 1~<fffCl of ~' ,an bo od<lt<t

we ~ ...."'"

.l"-" G u(r )dr.

i''.

(4.54 )

o '"' u. oot bo"'"st

(4.55)

'i 0 is the sum of Eqs, (4.50) and (4.54):

efl<-JGII (r)d r .

i''.

~(' ) = t'F""'oIX(t~) +

The total solUlion for w = 0 and

x,(1) =

and , implif)'in g. using the res ults of Eq. (4.52). we obtai n Ih e panicular soluti on
(convolution)

x p{t)

Hence. fro m Eq. (4.53), we get

t' (t) =

Ass uming that the oontrolltU ) is zero for

to obtain

i'V) = I' - F"-'. 'G II( I ).

and. usi ng the fact that the inverse is found by changi ng the sig n o f th e exponent ,
we can s.oln for i as

where I'(t) i, a vectorof\'ariable parameters to be rlctenni ned [as contrasted to the

con,ta nt parameters x(r~ ; in Eq. (4.50)). SUbstituting Eq. 14.53) into Eq. (4.45).
we obtain

(4.53 )

Thus we coo obta in the inve r>e of e~' by mere ly changing th e sign o f t! We will
use Ihis resu lt in comput ing the panicular so luti on 10 Eq. r4.45 ),
The partic ular solution when 1/ is not zero is obtained by using the method
o f \arillt ion of pa rameters ," We guess the solution to be in the form

for alii,. It. lo.l\"ote especially thaI if I, == t~ . t hen

(4.52)

We now have t .....1) separate e)[pres~ion s for x (t. ). and. if the solut ion is un ique.
th('se must be the same, Hence we con<:lude tholt

.; ,}

106

Cm pl cr i

"

+ /'T_r em r~ I - "GIi (T )dr.

'I) =

(4.56)

obtain a diffcrence
and
tTl and

+T

10

kT~T<kT + T.

r=
iT ef OdllC.

$ =eH

-,,(/r.)

= H1I: (kl.

+ I ) = >x(k) + r uCk) + r ,w( k).

r,

(4.59)

(4.58)

(4.5 7)

12 If""11 ,...;." .;~";ii.:' ntl~ """"'~n its s. mple,at"", . tl"IcI "" i nt<'lfall i~ 'h"of Eq. ( 4.~J i, flU""~
.0 d(l<ribc ~ , inftLlt""<' On ~ I k - I ). Random d:i,!urbanot-> >rt u-eated in Cha)lle!" 9.

> =efl= I + FT+

where we inc lude the effect of an impulsive or piecewise constant di sturbance.

w. and a.~ sume Iha! J = 0 in this case. If w is a constam. Ihcn r, is iven by
Eq. (4 .58) wilh G replaced by C 1. If 10 is an impulse. then
= G ,.I. The (J)
se ries expansion

JI (k

Eqs. (4.51) and (4.~6 ) reduce to difference equati ons in st~ndard form

!fwe de fin c

Then we have

~ = kT+T - T.

If some other hold is implemented o r if there is a delay between the application

of the control from the ZOH and the sample point. this fact can be accounted for
in the evaluation o f the integral in Eq. (4.56). Th e equa tioo s for a delayed ZOH
will be g;\'e n in the next 5ubse<:tion. To facilitate the solorion of Eq. (4.56) for a
ZOH with rK) deJay. we change variables in the integral from r to '1 soch thm

u(r) = u (kT).

'Inis result is not depende nt on th e type of hold bcrausc u is specified in

terms of its contin uo us time history. /1(1 ). over the sampl! interval. A common
and typical ly \'alid 35S11mplion is th at o f 3 zero-order hold (ZOH) with no delay.
that is.

]I (kT + T) = e H x(k T)

Wc wi sh 10 use thi s solution ovcr one sample period

equalion: henc e we juggle th e nolali on a b it (leI I
kr
alTive at a particula version of Eq. (4.55):

Di5Cre te Sy~!err.s Analysis

by.")

Program kl gi( to
compute > and r fro m
F, G, and T for simple
cas.es. (The left am:m ....
is re ad a'i -is replaced

Figure 4.17

l+ l

l) ~

"" F" r

~ _g

(k

- TG

+ I)!

F'T'
= "' TC .

I_g

= L -

'"

f =L -(k + - "

~(I
+
N - I

We evaluat e '" by a series in the fonn

FT))
N

FT
1'"T l
"' = 1+ - + - - + .
2!
J!
integril in Eq. (4.58) can be e~'alua(ed term by lenn to give

$ = [+FTlII" .

Dis.crete " !odds of Sampled-Da ta Systems

(4.62 )

(4.6\ )

(4 .60)

107

9.
10.

8.

7.

5.
6.

I.
2.
3.
4.

Select sampling period T and description matrices F and G.

Matrix I +- Identity
Matri.\ ~ _ 1
k _ I I [We an: osing N "" II in Eq. (4.62 ).]
If k=Lgo toslep9.
MatrixV_ T+ ....
k ..... .i: + I
Go to Slep 5.
Matrix r ..... T "'G
Matri .. 41 _ I +FT'~

YW "" HX (:)

[=I - >JX = r u(:).

(4.63)

which has better numerical properties than the direct series of powers. We then
find r from Eq. (4.61) and > from Eq. (4.60 ). A di scuss ion of the se lecti on of N
and a technique to compute XV for comparatively large T is gh'en by Kall strom
(1973). and a review of \'3Jious method s is found in a c lassic paper by Moler
and Van Loan ( 1918). The program logic for compu tat ion o f > and r for simple
cases is given in Fig. 4.17. MAT!..ABS c2d .m and all control design packages that
we know of compute > and r f rom the continuo", matrices F. C . and the sample
period T.
To compare this method of reprtscnting the plant with the discrete transfer
function s. we can lake the ':; Iransform ofEq. (4.59) with w "" 0 and obtain

The

where

can al so be wriuen

,,".J

108

and

r Cakuiill101

(4.64)

(~ _ I)"

I)

I~

T'

=11OII~U

n-[~

;Jr[T/J

NOle that to compute YI U we find Ihat the denom:nato r is the delcnni nanl del(d - 4. which comes from the matrix inverse in Eq. (4.64). This
detenninant is the characteristic polynomial of the tran!fer fun ction. and the
7.ero~ of the deteI"lllinant are thc poles of th e plant. We hal"e two poles at .: = I
in t~is case. corresponding to the two intel! rali on~ in thh plant's equations of
motion.

[p hi.ga m, h)] '" IsdatajsysD)

sysD '" (2c1(~y>C . n

sysC '"' Ss( F. G.H .. )

M'>'T1..I\B S!lIt. men!<

whicll i~ th e 'lime SIlll Ih31 " "O\J1d be OOlained ",.ing Eq. 1-1.4 1) an d the : transfor", table ,.
NO(c Ihat the values for 4> and r CClIJld have been obtainw for a 'pccific ,alue of T Iw the

~:~:

Solulion. U>e Etj, . 14.60) and (4.6 11 ~nd the ,alw;" for F anti G delinw in EQ. (4 .~ 7 ). Si"~
F' = 0 m this ca<e. "'. hO\"

4.9.

By hand. calc~llt. tt. 4> :md r mnlri~ e, for Ihe '~t~lIite anitude-rontrol s)"~ero of Example

thcrefore

Discl?lr S)'Slems Analysis

E...:ampie +.11

Chapler..

109

ill

0- 1

-T ]
: - 1

-- ,

U(z)

(4.65)

-T

:-1

- T

-To'/2 ]

(;: -1 )

[-T
-T
'/2 ]
z- T
("2T')
= + T~ +

=Id~t

1J We d~ TI<)I. c'<lsi(ltr here !he "."" of ditTere nt numtK" of ;'p<l<.' and (>\Ilput .

de t

Once more the condition for the existence of nomri"ial solutions is that the
dctenninant of the ~quare coefficient system matrix be zero.'! f or the sate llite
ex3mple. we ha,'e

[or-<I> -r] [X(o']_lOl

wi ll produce a ve( tor, la m, of the poles of $.

Along the same line of reasoning. a system ~ero is a va lue of z such that the
sys tem outP\lt is zero e,'e n with a nonzero state-and-input combination. Thus if
we are able to find a nontrivial solution for X C;,) and U(;,) such that Y(;,) is
zero. then;. is a zero of the syste m. Combining the two pans of Eq. (4.59), we
must satisfy the requirement

la m=eig(phl)

which is the (hara<:tcri~ti c equaTion. as we have see n. To compute the pole~

numeri call y when the matrices are given. onc ""ould use an eigenvalue routine.
In M ATLAS . the statement

=det [

,,,lo r- <H[[; ~ ] -[ 6

ha,'e a nontrivial sol ution. From mat rix algebra the well-known requiremen t
for this i~ that del(: 1 - $ ) = O. Using the cJ) from the previou;; exa mple, we
have

[: l - cJ)jX (:) = (OJ

We can explore further the queStion of poles and ~cros and the state -space
description by considering again the transfonn equations (4.63). An interpretation
of transfer-function poles from the pe rspecti,'c of the corresponding diffcrence
equation is l.'1 at a pole is a value of .: such that the equation has a nontrivial
solution when the fon:ing input is zero. From Eq. (4.63a). thi s implies that lhe
linear eigenvalue equations

-; .3 Discrete ~Iood; of Sampled. Data Sys:ems

11 0

Tl

Tl

= + 2<:+1).

T'

=+-~+~

produces the transmission zeros in the quantit), zer.

zer=tzero(sysD)

Thus we have a si ngle zero at z = - 1. as we have .';Cen from the transfer func
tion. These zeros are called transmission zeros and are ~asilv compUlcd using
MATUS'S tzero.m.I' Using the discrete model sysD fourd in 'Example 4.1 1 the
statement

Discrete Systcms Ana lySIS

e f Tx (kT)

-d~)

iTef'Gu(kT+T_l.._I'I)d~.

1)(

find a modification of

+ !,~ ehGu (kT + T - .~ -

= efT,,(kT) +

+ T) =

"

T - r fOf r in the integral. we

_ A)d r .

(4.66)

14 In ~'~ '" tbi . fO" CIK>n. on. muS! be """,rul to ""COO'" l""I""r for IPI< l<ros that .... JI infi ";ty; tht
r"";;!,,,,, ,.m ght felom 1I"11:m U wr;' I"". nombe rl lhall~ w",r muS! lett.".,.. '0 '"\IJIro'''r'' II>!: finil '
lOro" Ih.at is. to ",ok tho fi ni numbe,.,. '" l1"li:1 don ' , apptill I<l be """ t) tht C<) mp'''''',

"rkT

+ T) = eFT x(kT l + J.lf-r eF'''+T' 'Gu (r

If we substitute 1'1 = kT
Eq. (4.57)

x (kT

'.

eFU " Gu (r - A)dr.

I'

+ T . then

ef""'x(l~) +

If lO'e let 10 = kT and r = kT

x (l) =

The general solution to Eq. (4.66) is given by Eq. (4.55): it is

~(I )

= Fx (t) + Gu(r - A) .
Y = Hx.

Thus far we have discussed the calculation of discrete state models from con'
tillu?Us, o~dinary.d iffcrential equations of motion. Now we present the fonnu las
for.l1lcli.ldmg a ume delay In the model and also a time pred iction up to one
pen.od ~'hlch corresponds to the modified ~tnUls fonn as defined by Jury. We
begin With a statevariable model that includes a delay in control action. The state
equations arc

4.3.4 *StateSpace Models for Systems with Delay

Cbpter 4

Fig ure 4.18

Sketch 01 a p ecewi~
input and time ax,s for a
system with tim~ delay

Di sc rete Moc1e:s of 53.mplfdDa:a SySlemS

III

O.
< I.
1/1

>

- mT.

(1

+n
= eFT x(kT)

l'

" fo Gu (kT

+ T - tT + lilT - I'I~ d/) .

(4.68)

(4.67)

x(kT

u(l)

kT - fT

kT - tT+T

_ _ _1-;;-;'1

iT

+ T)

kT - ~T+1T

+ r l u(kT - tn + r : u{kT - er + TJ .

iT)

+ 1"" eJ"~G dl) lI(k1" -

+J.'., eroGd l'll/(kT -

eFT x (k 1)

= ctlx (kT)

+ T) =

In Eq. (4.69) we defined

follow~

(4.70)

(4 .69)

iT (Fig. 4 .1 8). the nature

of the integrdl in Eq. (4 .68) with respect 10 the I'ariable I) will become clear. The
integral runs for I) from 0 to T. which corresponds \0 I from k T - tT + T + II! T
ba,kward to kT - i T + mT. Over this period. the control. which we assume is
piecewise c()nStanl. [ake~ on first the value lI (k T - i T + 1) and then th e value
u(kT - tTl . Therefore. we can break the integral in (2.66) into two pans as

"
lfwe sk.etch a segment of the time axis near r =" kT -

,,(k T

With this substitution. we find that the discrete system is described by

;.:=

If we now Sl': p~rate the syslem delay). into an integral number of ~ampIing periods
fraClion. we can detine an integer t and a positive number m Ie,s than one
such that
plu~ ~

4 .:>

r) -

1,1 T

in this intc1! ral. we h;t,l'e

(4.7 1)

= (T -

mT) ~ { mT) 'I' .

ha~e

(4. 73)

15

L: -do
Ir!

I ...

F' a'
L --.
k!

F'

l aO

ai -I

a ' ..(I k ! k

+I

~ - L: - -

1 /.. "" (0"0'

\V(a) = -

s..J"'Yrl96-1 ) orOc. uo(1 9n~

then ....'C get

.pCa ) = f' F~ =

The definitions in Eqs. (4 .72) are also useful from a computational point of view.
If we recall the series defin ition of the matrix exponential

r~ = mT"' .

rl

In tenns of thcs.: matrices. we

(4.72)

For notational pUrplSCS we will defi ne. for an y posili\'C nonzeTO .Calar number.
(). the two matrices

If we set (] .,

and! > \.
For t = O. A = - mT acco rding to Eq. (4,67). which implies not delay bul
prediction. Because mT is restricted to be less than T, ho'....'ever. lhe Outpul wi!!
not ~how a sample bfofore k = O. and Ihe discrete s),stem wi.! be causal. The result
is Ih,u the discrele ;y,tem computed with l = O. In ;;f 0 \\'ill show the response
at r = O. wh ic h the same syStem " 'ilh t = O. III = 0 wool:l sho\\' at I = lilT . In
OIhcr " 'ords. by laking l = 0 and m ;;f 0 we pick up the response values berwun
the nonn al sampling instants. In ;;-tr.msfonn theory. the: tfllnsform of the system
with l = O. III -=I 0 is called the modifitd t _lra nsfurm. ls 1be Slate-variable form
requires lhat " '1." evaluate the integrals in Eq. (4.70). To do so we first con\'en r l
to a form similar to the integral for r r From Eq. (4 .70 ) we factor out the ronstant
matrix G to obta in

To complete our analysis it is necessary to eltpress Eq . (4.69 ) in standard Slate$pace fonn. To do this we musl consider sc paralel), the cases of t = 0, l = I.

F' a'

Mood s of SJmpled.!hla S)'stems

h.ll

' L: .!
fk+l)

Dlscrel~

... P a'

+ ! in the sum. then. as in Eq. (4.60). we ha\'c

=1 + L To

(4,75)

(4 .7 4)

III

+ I} =

<IIx(.I: )

+r

ll/(k) + r :u (k

I ).

x(k

+ I)
l~ (k )

+ r ;II Ck l ] + r lll (k)

+ (CflT'l + 1', )10

<II1 ~(k )

r~u(k

+ I ).

(4 ,77)

(4.76)

x (k

+ 1) =

llt(kl

+ r ,l/ (k

- I)

+ r l u(k).

Th us for ( == O. the statc eq uat ion ~ are given by Eqs. (4.73). (4.76). and (4.77 ),
Note especially that if In = O. then r l = O. and these equations reduce 10 the
previous mOOel wi th no delay,
Our neu case is t = I. From Eq. \4.69). the equations are given by

= Hl ~(k ) + r :u(k>]
= IItlk) + Hfl u(k )
= H~ Ii {.I: ) + J. " (k).

y (,l:) ,.. H !tlk)

= ~~ (k ) + !" u (kJ.

+ I) =

+ I)

+ r 1u{k + I ) -

- r~u (k

= -Px(k ) + r lu{.!:)

+ I) =

The output eq uat ion is

~(k

t lk

" 'here r, and 1', are gi"en by Eq. (4 .13). In order to put thesc equations in
state-variable fo~. we must eliminate the tenn in u(k + I), To do this. we define
a new state. t (k ) = xCk) - r~ u(k ). Then lhe equations are

x (k

The point of Eq. (4.75) is that onl y the seri e.s for \V(a) needs 10 be computed and
from th is single Sum we can compute <11 1100 r .
If we return to the casc f "" O. m -=I O. the disc rete ~tate equat ions are

If we Ict k = j

l (a )

But now we note thatthc series for 4'\a ) can be written as

4.3

II..

"k)

..

X~.I(,I; )

O] [ xJo: , ] .

r,][

= u (k -

0
0

0 0
0 0

+[
I

,,(k)

r,]

I
0

x ,(k )

x , (k)
(t ) ]

0
0

0
0
0

t + I).

11 ( ,1;).

x. ... (I)

X. H(11

XHl( r)

x I(t)

.1'1.1: :

0
0
0
0

= li Ck -

.t,.,(kI

(4.79)

u(,I; )

I ).

To do thh we introd uc e

(4.78)

This fi nal solu tion is easily visualized in lenos of a block diagram. a~ ~ hown
in Fig. 4.19.

0 ... 0]

0
0

0
0

0
0

y {k ) = [ H

I)

, U:

.T. .

I)

.I ~ .~(~+

.1' II(k
H "I)

r,

lI (k -

1' , 0
I 0
0

f). x" . ~(,I; ) ""

The siructu re of Ihe equ ations is

,\,. , (k)

and we must eli mi r.ate the past comrols up to

new I'ariabl rs .uch that

For OUf fi nal t a,<;/;. we t Oliside r ( > I . In this case. the :quat ions ~rt

Y(.C:I=[ H

" ] ~ [<I>0
[ x._, (l..
(,I; + I)

In Ihis case, we mll~1 eliminate u(k - I) from lhe right-hand side. which .....e do
by defin ing a new SUle x._ 1 (k) = u ( k - I). We have th us Ir, il'lCt"cbed dimension
of the .!llle. and lhe equations are

D1SCrtte Sj'Stem5 :\n~I)"Sls

The numrrical ton ~ idcmt i on s of these computations are centered in lhe appro ~i
malion to the infi nite sum for II' gil'cn by Eq. (4.74) Of'. fOfil = T . by Eq. (4.62).
The problem is that if F T is lar.'! c. thell (FT)"" / N ! becomes e.ltremcly large before il bcroTll CS ~m aJ) . and before acceptable acc uracy is re alized mos t rom puter
num be r re presentations will ol'erfiow. des troyi ng the valut of the computation.
Kall Mr<im (1973) hu analyzed a tech nique used b)' Ka lman and Englar 11 966).

4.3.5 Numerical Considerations in Computing <b

and r

Chaplfr -+

re4

veaor valued "artab'e~

(4 .80)

)'/( N

+ 1 } !2~1 .

lo~

L
..., I F;, I T.

l.: = m a~Hl og: II FT II . 0).

k > 101i1 1l f T Ii.

of both sides. we fi nd

from which \I<e selec t

Taking the

2' > IIFT II = ma~

(4.81)

A simple r method i... 10 seltel k such thallhe ~ize of FT divided by 2' is less
than I . In this case:. lhe serie ... for FT / 2' will surely conl'erge. n,e rule is 10 sck.--C\
J:. such thai

R;;;: (H

We wi ll scleel k. the faclor that decides hO'" much the sample period is divided
do..... n. to yidd a small re mainder lerm R, Ka' lstrO~ Su!gesL~ that we estimate
Ihe size of R by the size of the fi rst term ignored in '1'. namely.

' IF( T/ 2') ]i

"'lFT/ 2')i
" (-2'T) ~ 'L
+L
~ " + R.
J~ <i+ I ) ~
, _" (j + I I!

Thus. if T is too large. we t an compule the ~ri es for T / 2 and square the result.
If T / 2 is 100 large. we compu te the seri es for T/ 4. an d so on. unti l we find a ,I;
such that T /2' i~ nQ/ tOO large. We need a (cst for dec iding on the value of k . We
propose 10 approximate the series for 'iT. \\'hich can be wri llen

11 5

which has been foun d cft'ecti ve by Moler and Van Loan (1 978). The basic idea
comes from Eq. (4.52) with 11 - /~ 2T and I, - '0 T. namely

O'5(;l'ele Models of Sampled-Data SySle ms

fl9U diagram
."
Block
of s~lem wil'" delay of mort tNn one perIOd. Double hne ind Il~

4J

Chapter'"

'l' f2 Tl =
'I1 (T).

+ 2TF'VITl + T: F:"'\

(I+ ~F "' fTJ)

= I

T):

W <--- (I + .-r >Jr) >Jr

k <--- k - 1 .
Go to step 15.

'" <- 1+ ~ '"

j _j _ 1
Go to step 10.
Comme nt: Now doub le '" k times.
If k = O. stop.

T,_7 / 2'
I _Identity
'" - I
j..- 11
If j = 1. go to step 14.

'It,

Selcct f andT.
Comment: Compute II FT II.
V - max/ I:, I F;, II x 7
Ii: ..- smalles t nonnega tive integer greatcrthan log. V.
Comme nt: compute
7)2').
-

Ib Similltloti<: i, u><d b)' M"TL>J! in (20 10.1,

16.
17.
18,

14.
15.

13.

I I.
12.

10.

4.
5.
6,
7,
8,
9.

2.
3.

1.

which is the form ,0 be used. The program logic fo r conllu ti ng '" is shown in
Fig. 4.20,'6 This algori thm docs nOl include the delay discussed in Section 4.3.4.

This is eq ui valent to

therefore

I + 2TF'V (2T) = [I + TF'I' (TlJ1I + TF\(T(Tl]

$ (2T) "" $ (T) I1 T).

whcn: the symbol r.r means the smallest integer greater :han ,t , The maximum
of this integer and zero is taken because it is poss ibl e th,;:! II FT II is a lre ady so
sma ll that its log il negative. in which case we want to select k = O.
Havi ng selected Ii:. we now have the problem of compuring W (T) from
,p (T/2'). Our o rigina l conCe pt was based on th e serie s for "'. wh ich >3.ti sfied
Eq. (4.80). To obta in the su itable formula for ""'. I'-e usc the re lation betwC(!n '"
and '" given by Eq. (4,60) as follows to obtai n the "doubling" form ula for 1jr

Discrete S)'Slcms Ar.alys15

Figure 4.2"
logic fo r a program to
compute '" USing
automati c time scaling

116

Dlscre1.(~ t odd\of s..mpled.Da ' aSystems

117

jo', .' '.

I).

(4.82)

(4.83)

or. simply

,;; = f (x, u ).

). = h{x. u) .

(4.84)

One proc~d . as follows with the process of li ne:ari zation and ~mall.si gn al
approximations. We assu me stati onarity by the approxi mati on that f and h do not
change sign ifican tly from th eir in iti al values al r&. Thus we can set

xflu) = xo'
Y = h(x, u . I).

x= (x. u , I).

or. more compactly in ma tri x notation. we assu me that our plant dy namic s are
described by

"to'

II ...

. . 11 ... 1),

\', = II /f"

I,(x ,. ... _t ,. I1, .

x. =

f),
'. 11 ..

x:=/l\x ,. ..t II ,'

x, = I,(I, .... ..(, . 11 ,. .11"' .1).

Contmry to the predominam deve lopmen tS in thi s book. models of dynamic systems are ge nera ll y nonlinear. However. it is more di fficu lt to apply analysis to
nonli near models and, thus. less insig ht is gain ed if mod e ls are left in thei r nonlinear foml througho ut the emire design process. Controls engineers commonly u,e
numeri ca l s imulati on o f nonli near models 10 e~'alu a [ e the periormance of control
syslem ~. a tech nique that shou ld always be a part of any control syste m des ign_
To ai d in the design sy nthe sis of control1e rs and to gain insight into approximat e
behavior. it is often advan ta geous to linearize the system so the methods in this
tex t can be utilized ,
We begin with the assumption that our plant dynami cs are adequatel~ de
sc ribed by a set of o rdi nary differential eq uations in state variable form as

4.3.6 "' Nonlinear Models

For th at. we must impleme nt the logic shown in Fig. -1.19. In the Contro l Toolbox.
the function c2d .m execu tes the logic with a dela~ if o ne: is specified.

-+ 3

11 8

Chaplel4

O.
(4.85)

di (Xc. + h
) = r (Xg + .Ix. IIu

+ 5u ;,.
(4.86)

f.
(4.88)

with respect to the vector 11

"

a,

af.

a,

all
(4.89 )

~'x "" r,. (Xc.. uo)Sx + r, o(x..,. 1Iu ) ~u .

6y = h ,. 6x+ h ,"Eu.

(4.90)

Now. to return to Eq. (4.87). ""'C note th at by Eq. (4.85) we c hose~, 110 to be an
equilibrium poi nt. so the first tenn on the right of Eq. (4.87) is zero. and because
the tenns beyond those sho ..... n depend on higher powers of the small signals 6x
and Eu. we are led to the approximation

r., =

'f,

'The row vector in &I. (4.88) is called the gradient of the scalar I I with respect
to the vector x. If r is a vector, we define itS partial derh'a[jvcs with respect to the
vec tor 11 as th e m~tri~ (called the Jacobean ) composed of rows of gradie nts. In
the Subscript nClation. if we mean to take the partial of all components. we omit
the specific subscript such as I or 2 but hold its place by the use of a comma

I. ,

, ~ (aax,f ,

where we define the par1ial deri\'ative of a scalar

by a subscript notation:

(4,87)

If we go back to Eq. (4.82) and do the e~pansion of the componenl5 It one at a

time. it is Tedious but simple to verify that Eq. (4.86) can be wrinen as l ;

;"'01'1',

if 11 and u ate "close" to Xu and u~. they can be wrille n as x = x,., + Sx: u =
uo + Su. and these can be substituted imo Eq. (4,84). The fact that.lx and Su an:
small is now used to motivate an expansion of Eq. (4.84) about Xo and un and \0
suggest that the only tenns in the first power of the slmII quantities lix and 5u
need to be retained. We thus have a vector equation and need the expansion of a
vector-\'a)ued fun~lion of a vector variable.

f(~ , Uo ) =

The assumption of small signals can be reflected by Taking x and u to be always

close to Their reference values ",:., u~ , and these values, furthennore. to be an
equi librium point of &I. (4.82). where

Di5Cl'1'te Systems Anal)~is

Anal~'Sis

uo)'

J = b. (i\f. u,, ).

G =(,. 11I~.

(4.91)

y (k)

~x(k)

+ ru Ck),

(4.93 )

(4.92)

inver1thc trnnsfonn to obtain !l(kT).

If the s\'stem description is available in difference-equation fonn. and if the
input signai is ckmentary. then the !i~! three >lcps of this process requi re \'ery
1iule effOr1 or computation. The fina l St~p. however. is te dIOUS if done by hand.
and, because we will later be preoccupied with design of transfer functions to
give desirab le responses, we attach great benefit 10 gai ning intuition for the ki nd
of response to be expected from a transfonn v;ithout actuall y im'er1i ng it or numerically evaluating the response. Our approa::h to this problem is to present a

4.

I. Compute th e transfer function of the ~ystem H( '! )

2. Compme th e transfonn of the input signal. (.;:).
3. Fonn the product. (:.) H( ~ ). which is the :ransform of the out pu t signal. U .

In $e<:tion4 ,2 we demo nstrated that if two variables are related by a linear conS tan t
difference equation, th en the ratio of the ;:transfonn of the output signal to that
of the input is a function of the system equat:on alone. and the ratio is called
the transfer function. A method for study of linear constant diserete systems is
thereby indicated. consisting of the following steps:

4.4 Signal Analysis and DynamiC Response

Thus we see That nonlinear models can be appro~imated as linear stale-space

modcls or as transfer fUllCtion models. The ae<:uracy of th e approx imation varies
with the problem, but is generally useful in designing the control system. The final
design of the control system should always be checked via numerical simulation
of the nonlinear equati ons.

= Hx(k ) + Ju(k).

+ I) =

from which the transfer function is

lI(k

We go e\'en fUr1hcr and restrict ourselves to the case of single input and single
output and discrete time, We then write the model as

y = Hx + Ju.

This resu lts in the fonn we used earlier in Section 2, I , I

F = f., (x.." U o)'

H = h ., (Xg . Uo)'

119

5,- notation and

and D)'lllImic Response

But now the notation is overly clumsy. so we drop the ~ x , ~ u and

simpl y cal! them x. u and y and defi ne the constant matrices

4.4 Signal

120

Aru lysis

E , (~J =

I t ::;iO)

It =0)

L
J, ~ - ' "" ~~ = I.
-,

= I
= 0
= &,:

In this case. the

~- trans fonn

Ik < 0)

=0

:;: I(k ).

:- t

= 1-.:- '

is

0: 1> I).

tk .:: 0)

t'! (.I: ) =

Consider the unit Stcp func tion defi ned by

4.4.2 The Unit Slep

This r~s~lt is much like the eontin uoo. case. wherein the Laplace tra nsform of
the untl LmplllSC' is the constam 1.0.
Tne'luamity E,(:) gives us an in'>l:lmancotLs method to re late signals to
sy~ te ms: To characterize the system H( ~). consider the signal ,,( AI , . ""'hich is the
unit pulse response: then UI: ) = H (:) .

th erefore we have

t',(k)

We ha\'e already seell thaI the uni t pulse is defined by "

(4.94)

re~n~ire of elemell.3ry signals wit h known features and to learn thei r representallOn, In the tra nsform or .:-domain. Thus. when give n lm un ~ nou'n transfonn,
we wi ll be 1I~le. by ref~rence to these known sol utiOrt.~. to mfer the major features of the ttme-domaln Signal and thus to delennine whcther the unk no ..... n is
of suffi.e ien~ inlere~t 10 warrant the effon of delailed time.response comput.:lIion.
To begin thl~ processor lIur hing a eonne<: tion bet ....een the ti me domain and the
:transfonn domain .....e compute the trans fonns of a few eknw:ntllr}' signals.

Discl~te S~'~u ms

4.4. 1 The Unit Pulse

Chapter +

'l{k)

,.)

(4 .96)

- r: - I

L ,-i:-'

= - -

,1: ) =

0:1 > Irl) .

H.97)

""hleb i ~ the ~mr: as , ' I(t \. u~i n !l the S) mbol 1(t) for lhe unit Mep fu nction.
r'\O\II' we gel

=: 0 )
<: 0)

(.I:

,t

=0

~)

,.

e,t.!:) "",'

ll\e Orte.:.ideC e.lponentia l in timt' is

4.4.3 Exponenlial

figure 4.21
(,) Pole and wo of / (1)
in the l-piane. The uM
cifde is ~hO\Ml for
refell?!"l(e. (b) Plot of

Here the tra nsfonn is eh:mlCteriz ed by a zero aI .: = 0 and a pole at : = I. TIle

significance of [Ile con\'ergence bei ng restricted to 1:1 > I will be t xploO!d later
when we con~ide r the inverse tra nsform operation The Laplace uansform of the
uni t step is I/J: we rna )' thus keep in mind that a pole at 5 = 0 for a continuous
~ ignal corresponds in ~omc: way to a pole at .: = 1 for discrete signals. We ",,:iIJ
ex plore Ih i~ funlw:r later. In any e,ent. we record that a pole at ~ = I WIth
C'Ortverge nC'e outside the uni t drck. I~I "" L will correspond to a cnnstant for
po5>iti\'e lime anti ze ro for negative ti me .
To emphasize the counection betwee n the lime domain and Ihe :-plane, we
sketch in Fig . .Ut tho: :-pt:me with the unit circle shown and tho: pole of , (:)
mar ked >( and the "o/.eTO marked e, Beside tlx' .:_pilne. we sket.ch the time plot of
... tt).

Figure 4.22

J{1:1

,.

t i l.

+ I"-)~" )
1(k ).

and compute

E~(z)

, ~

')'

L r\e)~(: -'

= L frl"i O ; -

0:

(4.98)

and because the :-transfonn is linear. 19 we need only compute the transform of
each , mgle complex exponential and ood the re sults laler. We thus take first

e.(l: ) == r' (

~ur ne~.t e~ample considers the modulated sinusoid t.j(k) = [r' cos(k8)1 1(k ) .
II here v.e as sume r > O. Actually. we can dec()mpor.e e (k, into the sum of two
romplex exponentials as
..

4.4.4 General Sinusoid

(a) Pole and zero of f/J)

In the ..plane. lll) Plot of

. The po le of E/<: J is at : = r. From Eq. (4.96) we know that ",(1:) grow~

wIthout bound If Irl > I. From Eq. 14.97) we c(lncl ude that a z- tran sfoml tha t
con\'('rge~ fe r ~ar~c : and has a real pole vl/nide the c ir:le 1:1== I correspond.,
to a growing st,!!nal. If slich a signal were the unit"pul se :esponse of o ur system.
such as our digiral con1rol program. we would say the program was IIfwabfe as
Yo:;: saw m Eq. (4,39). Wc plot in Fig. 4.22 rhe : -plane andthewrrespondin.!! lime
htstor}' of !(:) !IS e,(k) for the s table value. ,. = 0.6

(4.99)

123

2r(cos B):

+,'

(I ~ I

r) .

> r).

(1:1 >

(4. 101 )

(4. 100)

~J

45' . r - 0.7 OIl the z-plane. (b) Plot of e.{k)

The z-pl ane pole-zero pallcm of E.(:) and the tim e plot of t.(k) arc shown in
Fig. 4.Z3 for r = 0.7 and B = 45'.
We note in passing that if B = O. the n e~ reduces to t } and. with r = 1. to e~ . so
that three of our signals are special ca....:s of e.j' By exploiting the features of E,,(:).
we can draw a number of conclusions about the relation betwee n pole locations
in the z-plane and the timedomain s ignals to which the poles correspond. We
collect theo;e for later rcferen\:e.

and thus that

Figure 4.23
(a) Poles and zeros of E.'..z) for (I

OJ

(I!I > rl.

~s ponS(

The s ignall'j(k) grows without bound as k gets large if and o nly if r > 1. an d
a system with this pulse re sponse is BI80 stable if and only if Ir l < 1. The
boundary of stability is the unit ci rcle. To complete the argument given before
for e.(k ) = r' coste l(k), we see immediatel) that the other hal f is found by
replacing B by -B in Eq. (4 .99)

re' ": -'

Signal Anal)'sis and >:.-na rmc

1-

4.4

124

Chapter 4

11()(

21
9
5

0.8
0.6
0.4

me

A compil ation of sig nal responses vers us their po le location in th e :-plane is

sh O\O.'n in Fig. 4.25 . It demonstrates visuall y
fe atu res just summ ~rized for the
ge neral sinusoid. I-'nic h encompasses all possible si gnals.

For 0 = 45" . we have N = 8. and the plot of e. (.I: ) given in Fig. 4.23(b)
shows the eight samp les in the fi rs t cycle very clearly. A s ketch of the unit
ci rcle with scveral poi nt s correspondi ng to various num bers of sampl ~s pe r
cycle marked is drawn in Fig. 4.24 al ong with other cont ours th at will be
ex.plained in tl:e next section. The s~ mpling frequency in Hcnz is l I T , and
the signal frequency is 1 = I; NT so thai N = 1,/1 a nd II N is a l1omwli::.ed
sij!na l freq ue",y. Since 8 = (2JfJ / N. (I is th e nomlalize d signal freq uency
in radianslsam?le. (1/ r is the frequency in radians/second.

N -_ "e I,.oJ __ 360

B ... , samp les/cyc le .

2. The number r:L samples per oscilla tio n of a sin usoidal signa l is dete rm ined
bye. If we requi re cos (O k ) = cos(e(.I: + N )). we find th at a period of 2Jf
rad cont ai ns"" sa mples. where

(d, A po le at r = 0 correspo nds to a transient of finite du ration.

N
43

0.9

Res po nse DUf.tion

Pole Rad ius

sampl es..~' . in t crm ~ oflh e pole radius. r.

(e) For r < 1. the closer r is to 0 the shoner the settli ng time. The co rrespond ing system is 81BO Ita ble. We can compute the scttl ing time in

(b) r = I corresPO!lrl s to a signal with consta nt amplitude (which is

BIRO stable as a pulse response).

(a) r > I correspo nds to a grow in g sig nal that will !lot decay at al l.

1. The settling tim e of a tran sicn t, defin ed as the time' requi re cl for the signal to
decay 10 one perCcnt of its maximum va lue, is set mai nly by the value of the
r~dius , r. of the poles.

Di5Cn:te Srstt" l1'.s Analys l!

figUre 4..24

Ie

Si!1,nal Anal)";;; am.I

or ''''''''ft' t ",d "'

Rt'I"K"In>e

125

with
bT = ff / 4

(IT = 0.3567.

yV) = e .~, cosbl 1{t)

e.

From the calculation of the!iC rew : -transfo rm s. we have established th at the

duratio n of l tim e signal is related (0 the radi us of the po le locations and th e
nu mber ofSlm pl es per cycle is related to the angle. Another sct o r Ye ry useful
re lati onshi p!> can be estab lishe d by consideri ng the signals 10 be s~m~l es from a
c()ntinuou ~ ~i gna l. (/). "" ilh Lap lace tran sfonn EI.I). With thi s deV1C.e we can
exp loit o ur know ledge of s -plane features by tfansfe~ ng l ~em to e:tu \\'alent,,~
plane propen ies. For the spee ific nu mbe rs represented In the Illustmtl on of e". e
lake the continuou s ~i gn a l

4.4.5 Correspondence with Continuous Signals

- --t ..... t<.o.,..tr="fT

.-."

_ pi .... loci (>( toO"

. ,,,, ..,,

:-c::o~-ti~'-"C!l'

~ n~.mic

-- ~- c
, -----,------~----,

f---- -- --

,....

_ _ ,---- - --

, 0 f t"" "nit
( ,( Ie_wilh
in_
numbef5
of 5amp~
Sket(n
"
_ . angle (I ma rked
__
___
_ _ _ per
_ <yC
_ _ _ __

~ .-t

Chapter .f

Dlsne ll- Systems Analrsls

-,

-I

rr'

=t',(t).

=
(O .1 )lWS

(t>-o.J:;O' ), cos

=
1(t)

.TIi.I(t)
4

Sl.2

= -a

+ jb.
- (/ - j".

The pole .. oflhe L~place tran sform of ylt ) lin the J planeJ !U"C al

y(kT)

R.. :)

1--

- ------

'---- _ _ _

-c v

A_~'y/

And. lakin g sarnp l ~ ) one Sttond apart ( T = I). we have

..

-05

- - -

.-- - - - -

'\iV
-r--+__

Im ! ~)

Figure 4.2 5
nTe sequences assO(I(l\ed with pole oo tOO\ n tilt z-pl~ne _ _ _ _ ____ _

126

F''9ure 4 .26

r. = e,r

Correspond inglil1(!S in
the splal1e and the
iplane <Kcord,ng to

~transfonn

of E.. (:1 has po les at

SIgnal At1al)''!;is and O)"IlJ"'K Response

127

(4.103)

:!(l

.,
Unlel pol t of EI,.;,repe"'.~. w< h.a,< rO\ 1"<XI"'I"'IOllx di"" .... \~''' .... of.,if'''' .~pood; ng
h;p.eH,,>kr pnI<. Tbe """tl i, ",lIdily ;t" ,.o;n '0 b< a I'll) """nill in t m,hipt} lnl .' , ." .
[Q

(.,

"t

If we know what it means to have a pole in a certain place in the .i-plane. then
Eq. (4103) shows us where to look in the ::-plane to find a representation of
discrete sa mples hal'ing the .lame lime !ealllre,. It is useful to sk ~tch sel'cral
major featUre:> from the $ planc to the z-plane according to Eq. (4. )03) to he lp
fix these ideas. Soch a sketch is shown in Fill . 4.26.
Eadl fealure should be traced in the mi nd 10 obtain a good Ilra~ p of the
relation. These featu res are given in Table 4.2 . We note in passi ng tha t the map

: = e"

[f fez ) is a lOUio of polynomials in:. which will be the case if elk) is generated
by a li near difference equa ti on with conStant coefficients. then by partial fraction
CJl pans io n. E (:) can be e~pre ss~d as a sum of eleme ntary term s like " and E/;(J
In aU such cases. the discrete ~ignal can be generated by samples from continuous
sig n ~ls where- the relation betwcen the j planc poles and thc cont spond in g :plane po les i, give n by

but because .1'(kT) equals e)k). it (ol1ov.s that

From Eq. (4.10 1). the

4 .4

~a~i~,fi~ed

and """

Constant damping 'atio

= - a + jb

" .:: 0

M6

000

z .. ,
~

Z '" _ ,

Logarithmic spira l

~"'wn T\.' l - {'

z", reP' where r

z = '.0 .:: , .:: 1

_ bT

= t( ' .

'" up( - C","n

--

z ;;I~ne

then ,,' , = e', T The (great) ~ i gnifi cance of this fact will I:e explored in Chapter 5.
Lines of con;tant da mping in the s-plane are rn:lppcd into the ;:.plane according to Eq. (4.103) for seve ro l value, of ~ in Fig. 4.24. W~ often refer to the
damping of a pole in lh~ ;:-plan e in tcnns of this equh'alf'nl s- plane damping. or
sometimes we sinpl )' refer to the damping ofa ;:-plane pole. l. ike\\'ise. lines of
constant natura l frequency. w. ' in the spln ne (se mi -circles centered at the origirl)
are al!;() mapped imo the :-plane accord ing to Eq. (4.103) for se~ era l va lues of w.
in Fig. 4.24. It's jntere~ ting to note that in the immediate vicinity of: = + I. the
map of ~ and (t>" loo ks ex;)Ctly like th e Jplane in the vicin ity of s = O. Because
of the usefulness of this mappin g. the Control System Too lbox has th e function
zgrid.m that allows one to superimpose this mapping on vari ous plots to hel p itt
the inlcrpre t<lt ion of the results. You will sec it!; usc in the ligure tile s of d iscrel~
root loci in Chapter 7.

s, = .~,+j- N.

2JT

of Eq. 1.1. 103) is many -to--one. There are many \-a lues of s for each value
In fact. if

p.r

s "'jh ! n +~.

of ~ .

: =

' ''' -(""~j,,,"~ N>.

$",,, ~

Unit ci,cle

ceo

111_ 1

s - j",

Symbol

ReallreQuell<)'a . i.
. .. ..,- ~ 0

.-p!ane

Description of corrf'lponding linel in s-p l;!n! and z-plane

Discrete S)'SI~m s An alysl;

Our e\"entual purpose. of course. is to design digital con trols. and our interes t in the
relat ion between ~-plan e poles and zeros an d time -domain respon se comes from
o urneed to kn ow how a proposed desipn wi ll re spo nd in a given dynamic situation.
The generic dynamic test for controls is the step re sponse. and we will CQnc1udc
thi s discussion of di5Cret e syStem dynamiC respon se \\.ith an examination of
the relution ships between the pole-zero pattern s of elementary system s and the
corresponding ste p re sponses for a discre te tran sfer function from I. to y of a
hypotheti cal plant Our anemion will be restricted to the step responses of the
disc rete sys tem shown in Fig. -1 .27 for a selected set of values of lhe parameters.

4.4.6 Step Response

C h~ rJte r of

Table 4.2

128

the s\"i tem of Fig.

6- 1 8 ,3 nd ~-O . 5

and iJ, ~lccted for

4.27. with I t '"

P, . U(z) = z/(z- 1). a,

f~r

Poie-IEf"(l paltl'fn of Y(z)

figure 4.28

<,atalog ued

parameters of the
system whore step
re-spomes are to b~

Figure 4.27
Definition of the

= : - 'E ,(':) .

,,'

and we conclude th at under the se circ umstance~ th e system pulse re~pon se is a

de layed vers ion of e.(k). a ty pical second-order ~ystem pul se respon<;e.
For our ri r~t study we con;;ider the effect of zero location. We le t ~ , = P I
and explo re the effect oflhe (remaining) zero location. ~! ' OI l the step- re~pc nse
o ve rshoot for three sets of values of (I I and (/;. We select <I and,, ~ .~o that the
poks of the sySte m correspond to a response with an equi vaknt s- pl:lne d3mping
ratio t; = 0.5 and con s id~r \ alu es of Ii of 18. -15. and 72 degrees. In every case.
we wi1l tak e the !liiin K to b.: suc h that the ,teady-, tate o utput \":llue equals the
step size. The ~ ituat ion in the .;:plane j,; skelched in Fig. -1.28 for 11 = 18 ' The
curve for { = 0.5 is also shown for reference. In addi tinn to th e two pule, and
one ~ero of Ht ~ ). we sholl' the pole at ~ = I and the ze ro at;: = O. w hich come
fro m the tran ,fonn of the inpu t ~tep. U(:). gi\'en by : / 1.: - I ).

Y(;: )

This tTan;fonn. " 'hen co mpared wit h the tTalhform E... (;:) pil'en in Eq.
(4. 101). is seen to be

(4.10-1)

Note that if : , = Pro the members of th f one IXiI~-uro pair: cancel out:
and ifat the same time ;:~ = r co<;(/:I) . (/ 1 = - 2~cos(fI). and ll~ = r-. the syslem
response. Y(.:) . to the input with tTaMform U(.:) = I (a unit p!l h~) is

Y(z)

Chap l~r '"

1t

.ha" ,""

,.

" '1- 0 .7
. '1- 0.6

0: 1 - 0.9
0:1 -0.'

.~" c h ')'Icm. &r1' (oll od ~o"m<";m um pba<e by B.cd< I><.ou,," ,he pm IlIifl'''''y imparl 10 g
liflll>Oi cbl i"l'UI i l ""'""'
pt. ... or I I~" "" ..-1Ios< J"",~.i',,<h re,I""'''' i. ,h. >Un(' boI, llul
h;u a zeRl iIIllw! . rabtefalho, til ... ,ho " ",Uble "'1:'0<1.

' U)

The major effect of the zero .;:~ on the step response y(k ) is to change the
perce nt o\"er.ihoot. a. can beseen from the four step responses forthis case plotted
in fiB . 4.29. To SUlUmaril!e all thes.e da ta. we plot lhe percenl Ol"ershoot \'crsus
;rero loealion in FiB. 4.30 for { = 0.5 and in Fig. 4.31. for { "" 0.707. The major
future of thesc plots is thal lhe;rero has very lillie influence \\.hen on lhe ne!alive
aillis. but its inHue nc~ is dramal ic as it comes near + I. Also included on the plOb
of Fig. 4.30 are overshoot figures for a zero in the unstable legion on tilt: positive
real axis. These response~ go in the lIegm;I'e direct ion at fil~l . and for the zero
l'ery no.:ar + J, the negath'e peak is larger than I !!I
Our second cliI$ of slep re~ponses corresponds 10 a SluJy of the inHueoce of
a third pole on a basically second-order response. For this ca~e we again consider
the system of Fig. 4.27. but this lime we Ii:>. : , = ; = - I and lei P, vary from
near - I to neat + I In this case. the major influeoce of the moving singUlarity
is on th e rise time cf the step response. We plot this effect for 0 = 18. 45, and
12 degrees and ( = 0.5 on Fig. 4.32. In the ligUle we defined the rise time as the
time required for th ~ response to riSt': to 0.95. which is to 5% of ils final value.
We see hl.'re that th e e.lIra pole causes the rise lime 10 get very muc h longer as
the location of PI mO\'es toward z = + I and comes to dominate the response.
O~r cOnc l ~sio n s from these plots are that the aclditiCtll of a pole or lero to a
given system hasonl), a small etft.'Ct if the added singularities are in the runge from
o to - I. I-Io....e\'er. l zero m(r";ng toward : = + I greatly increases the S),Stem
olersnoot. A pole plat;ed to....ard : = + I causes the re sponse to slow do.... n and
thus primarily affect'; the rise time, which i ~ progressively increased.
The understanding of how poles and zeros affecl the llffit' responSt': is "ery
useful for the control system designer. The knowledge hel ps guide the ilerutive

Dl5<.:rele SySlcms Ana lysis

Plot 01 Sttp resp~

for a olSCl'et~ plant
ctSUlbed by the
poIe-Zl!ro p.lItern of
fie). 4.2810fY.JrtOlh
v.JlutS of 11

Figure 4.29

130

;IOd 72'

- } ,O

'"..

,
-0.'

'

. ..........
'---

,,'

respon~

Invoked without 1\ left hand arguttll.'n t Iy =). both functions re.~ult in a plot of the
on the scre~ n.

y::: slep(sysD)

and the di sc~le )tep respon.'iC b)'

y = impulse(sysD)

desig n process ;lnd helps the designer understand why a response is the .... ay il
is. Ulti malel),. ~D"'''C\'er, Ihe test of a design is typically the octual time response.
either by numerical simulafion or an e:tperi mental e\alualion. Today. lra n;;;fonn
in\'ersion would ncwr be camed out. In M..tTlAB. the nume rical simulation of
the impulse w..ponse for a dbcn'le sr~lem. sysD i~ accomplishc-d by

<

i, ""

~ IOO

_ 200

"'"
""
'"
1I

A very imponJnt concept in li near ~yste m~ analy;is is the freque ncy re s pon ~ .
If a ,inusoid at frequenc)' w~ i ~ applied to a stab le. linear. t;on ~ t am. conlin uoos
s),stem. the response is a tr(lnsient plus a sinu.oidal steady state at the J Ill/It!
frequrncy. w~ . as Iht inpu/. If th~ lrunsfer (unction is wrillen in. ga in - ~ha~e
form as H (jwl = A (ItI)eN'~' . then Ihe ead)state res poll>C to a unit-amplitude

4.5 Frequency Response

'5e)fId.()rdcr systeM,
f .. 0.5;8 = 18' . 45<,

on.J discfete

fl9Ure 4.30
Effects of an extra zt'fO

"

Chapler ';

d isc'ete ~h;rd' Ofdl'f

system. two ZelOS a l - 1.
one zero at x : ( '=
0 .5; (J '= IS". 4 5'. 72

f igure 4.12
Elioos of an extr a pole
Of) rio;e t~e fOf a

iocatKl n

ovefShoo! versus zero

an d 72 : perCe rll

- 1.0

100

-1 .0

"
"
"
"
,
,

)00

Pole locatioon

0.0

Zerokation

0.0

'.0

1.0

.1""0.107

s ~nusoidal si.g nal ha, ampli tude A (w) and phase 1jrlw,) relat ive to the input
sIgnal.
Wecan say al:uost exactly the same respec tin g the frequenc), response of a
slablc. hnear. constan t. discrete sy,teffi. If the ~y ste m has a :r:ursfer function H(~).

]" 200

""

""

1000

D.sem e Systems Anal}'s15

Effects cf an extr~ zero

00 a d.w ete
>ecc n(jo;def sys tem.
~ = 0.70 7; (J = 18 . 45 .

Figure 4.31

132

f requ ency Res ponse

133

= H (z )(:) .

(4.1051

I'
I
1
2

-: ~_H-tJW-c"
-+

, ....

: H( ~ )

(4. 107)

(4.106)

It

e! ~ :

2:_eJ",~

= - -- -

+ -2 :

. .

e -j ~ :

-,, ''''.''

+ _A e- ' ~ t-,,,, T/:

2
Acos(w,.Tk + </I).

A
U (10:7) = _
"J~ tJ~. 1t
"
2

the invcr:;e transfoml of U,,(:) is

(~)

(4.109)

(4.108)

A= l lf (ei .... r )t

and

1jr= L ( H (ej

,..r

t4.l l0)

wh ich. of course. arc samples at /.: 7 instan1s on a sinusoid of amplitude A . phase

0/1. and frequency w~.
We will defer the plaiting of panicular frequency responses until later chapters (see. for example. Figs. 6.3. 6.8. 7.16. and 7.28 ). However. il should be
noticed here that although a sinusoid of frequ ency w~ could be passed through
the samples of Eq. (4.109). there are olhe r continuous sinusoids of frequency
w" + l 2:r / T for integer l which also pass th ro ugh Ihese points. Thi s is th e phenomenon of aliasing. to which we will return in Chapter 5. Here. we define th e
discrete frequency response of a transfer func tion III :) to si nusoids of frequency
w as H(e1" .r ) so that the am plitude A and phase 1jr are

and

"

If H (e i ....T) = A(w. Tj", ... .. r '. th en we have

1be steady state of II (10: T) corresponds to the lenns in the expansion ofEq. (4. 107)
associated with the two polcs on the unit circlc. )fwe expand U (: )/ ~ into partial
fractions and multiply back by:. the ~leady StaU par1 ca n be found as
I H(eJ.._r) :
1 !/(,, - i ... r ):
U (~)= +.
"
2: el"'. r
2 : _ f!-,~"T

U{~ }= -

' )

(~) = 2"I : - r /~ + : - ,,-j,....

If we substitut e Eq. (4.J 06) inlO Eq. (4.105 J. we oblain

have

(f t'(k) == co~(wJk)l(k ). thell. from Eq. (4.10 1) wim r = I and 9 = IJJ" T. we

U(~ )

we define its magnitude and phase for z taking on values around the unit circle
by !f (t'''') = A(wTje l ';',.,TI If a unit-amp litude sinusoid is applied. then in the
steady slate. the response samples will be on a si nusoid of the same freq uency
with amplitude A(wJ) and phase 1jr (wJ). 1t is worthwhil e going through the
calculations to fix ideas on this poin!.
From Eq. (4.16). the di screte respon!>t Iransfonn is

i.5

F~\t

The analysis developed above bascd on the z-transform is adequate for conSidering the theoretical frequency response of a linear, constant sys tem or the
corresponding differenc e equation. but it is nO( the best fCO!" the analysis of realtime signals as they occur in the laboratory or in othe r e.'CpCrirnental situations.
For the analysis of real data. we need a transform defined over a finite data record.
which can be computed quickly and accurately. The required formula is that of
the Discrete Fourier l h lnsform . the DFT, and its numerical cousin, the Fas t
Fourie r Transronn. the FFT. Implementation of a version of the FFT algorithm is contained in all signal-processing software and in most computer-aided
control-design soft .... are.
To understand the DFT, it is us eful to consider two propenies of a signal and
its Fourier transform that are compkmeots of each other: the propeny of being
periodiC and the pHopeny of being discrete. In ordinary Fourier analysis, we have
Ii signal that is neither periodic nor discrete and its Fourier transform is also
neither diSl;rete nor periodic. If. however. the time funct ion i(tl is periodic with
period To' then the appropriate form of the transform is the Fourier series. and
the trans form is defined only for the discrete frequeocies w = 2tr n/ To' In other
words, if the fUncli;m in time is periodic, th e function in frequency is discrete.
The case where the properties are reverse<! is the ztransform we have just been
studying. In this case, the time fUn<:tions are discrete. be:ng sampled, and the
:-transform is periodic in w: fo r if : = ej ..r . corresponding to real frequencies.
then rep lacing w = w + 2trk/ T leaves ~ unchanged. We can summarize these
results with the following table:

4.5.1 "' The Discre te f ou rie r Transform (OFT)

sysD = ss(F,G,H,J,n .

where amplitUde i! plO(ted as a ratio as in the figures in this tex!. If tbe sySt~ m is
described by the state-space matrices. the scripts abovc c~ be invoked with

subplot(2,1 ,21. semilogl((w,phase)

subplot(2, 1, , I, loglog(w,mag)

[mag,phase,w] = bode(sysD)

where amplitude il planed in decibel~ (dB), or

bode(sysD)

sysD = tf(num,den,n

which can be evahated and ploned by MARAS'S bode.m with the scriptS

Chapter + Di\(rete S)'Stems An~ly5i5

Fourier Tra nsform

134

di ~.~:rele

~-l !11n,f()rm

peri od ic

di..""r"ele

Frequenc y

i'rc<\uen t }" Rtsponst

13 5

' ..0

f: f (k TIe-j~'H

.. ,,,,,.

,~

,'-,
" I, f' _,l......~ .

(,],,1 t I )

N
- \ 0

_f

k - t' : 0
k - i = I.2 ..... N-1

'The ,urn in the braces is a fini te geometric series. which we cun

follow s

lnterc hanging the order of the summations gives

If we- substitute Eq. (4.1 11) with summin g index t into this. we find

"""

~yaluale

as

To complete the DFT. we need the inverse tran sfonn. which. by analog y with the
standard Fourier transform. we guess to be the sum

F._

This is the same as the ~ -transform oyer o ne period evaluated at the di screte
frequenc ies of a Fourier series w = 2iTn / NT. It i, standard practi~e to suppre ss
all the argumentS except the indices of time a nd frequency and wme

NT

F (2irn) =

Suppose we now h;l\"e a time function that is both pe riodic and discrete.
Based on whal we have seen. we ""ould expect the tr.msform of this functi on ab o
to be both per.odic and di screte . And this is the ClSC . w~ic h leads .us t.o the fi~lIe
di screte Fourier transform and its finite invef1;e. leI the lime functlOn In quesllon
be i rk!) = I( k T + NT I. Bet:ause the funct ion is periodic. the transform can
be defined as the finite sum

p!:riodic

Fuurier Srrie s

Tim e

-{ ")

136

Ch ap l~r"

::ir 5lem, Analp is

.~

N . ...

(U I2 )

Bsin (2.'Tik

\'-'
!!.. [t'~ 1'" ~~I<
f:t 2j

,~

I:

== '\"'

u, =

The OFT of the outpul is

, .\' -

1' -

"

J~ (,-1';'' '' ''-'']1:'-).~.t .' " ."

+") t'-J'~Toi

( =11.

t = II

BecauM' there are N terms in the sum in Eq. (4.1) I ). il wou ld appcotr that to
compute the OFT for one frequency il will take on the order o f N mu lti ply and
add operations; and to compute the OFf for all N frequencies. it v.ould take o n
the order of N ; mL1tiply and add operations. However. seve ral authors. e,;pceially
Cooley and Tukey ( 1965). ha ve showed how to take ad-;antage of th e ci rcul ar
nature of the ex~nent ial so that all N value, of F~ ea n be computc."d with the
order 01' N logIN ) operatio ns if N is a power of 2. For N = 1024. this is a saving
01' a factor of 100, a very large value, Their algorithm and related schemes are
called the Fast Fourier Transfonn or FFr.
To use the DFTfFFT in eva luating frequency re~po.sc. consider a system
dc;.cribcd by Eq . .:4.105 ) and where the input is a s inusoid at frequency W I =
2rr tf N T so that I'lk T) = A sin(2.T lkT I Nn. We apply this input to the sys.tem
and ....(.Iil umi! alllronJil'lIII !I/ll't died OK'O.\'. Atlhis lime, Ihe output is gi\'en by
u{kT) = B sin(2Trkf N + 1fr). The OFf (If e(k) is

..,.

f (e -' ;"' .\' .

1 ' ,

!, = - L FeJ ;~'"

F. =

"-1

Eqll3tions (4.11 1) and (4.1 12) com prise the OFf

J(

(' = -N ""
F e l :.~ "" ,'L..

1 ."- 1

The sum is periodic with period N. \Vith Ihis eval uatiun, ,,-c: scc: that thf ,urn we
ha'-f bI:en considering is Nf" . and Ihu ) we have the inverse _~ um

D~5 C rel~

{ ~:el., !~~.

PrJ penics of the lTrnTl!.form

137

(.>1').' '''' '')

== ....! .

e.

L"

(a/,(k)

+ tlf/ k )J:- '

= aZ(f, (k)1 + flZ(f~(k)1
=aF,(:)+fJF)W .

Z{a/,(H ) + f3!l (H)) =

+ I'x. ) = a/(x,) + fJf(x l ).

Applying this result to the definifi on of the :-transform, we find immediately
that
1. Lirleariry: A function fIx) is linear if f(ax ,

In order to make muimum usc of a table of ,;.tran sforms, one must be ab le to

use a few simple propcnies of the ~-t rans fonn which follow directly from the
definition, Some of these. such as linearity. we have already used without making
a fonnal state ment of it. and others. such as the transfonn of the eonvolution.
we ha\'c prc\'ious!y de ri~cd. For reference. we will demonstrate a few propenies
here and collect them inlo Appendix B for future reference. In a!1t he propenies
listed below. we assume that f:C::) = ZU:(kT) l.

4.6.1 Esse ntial Properties

We have used the :;:-tr.lnsfollTl to show that lin ear. constant. discrete systems
can be described by a transfer function that is the :-wd.nsfonn of th e system'S
unit-pu lse response. and we have studioo the relationship between the pole-zero
pauem~ o f transfer functions in the :plane and the corresponding time responses.
We began a table o f ;;:-transforms. and a more extensive table is given in Appendi:'i
B , In Senior. 4.6.1 we tum to cOn5ideration of some of the propenies of the ~.
transform that are essential to the effective and correct use of this imponant tool.
In Section 4.6.2 com'ergenc e issues concerning the ztransfonn are discussed and
in Section 4.6.3 an alternate derivat ion of Ihe transfer function is given.

4-_6 Properties of the z-Transform

where .II = F FT(II, ) and , = fFT(e.). cach cyal uated at n =

We will
di sc uss in C1aptCr ! 2 the general problem of estimation of the tOTal frequency
response from e~perimental dala using the DFTIFFT as well as Other tools .

II

Oh'iding these results. we see th at with sin usoidal input and output. the frequency
respo nse atlhe frequency w = (2;ri) / NT is gh'en by

==

4.6

138

Chapter 4

I __ x

(t

I I(I )IP
= F,(Z)F! (:).

-1)1

Z(fO:

+ n)1
=

:~.

F(:).

L"

I _ _x

(4.11 3)

L
QED

I(k)(rz) -~

' -'/ (k):--

= F (r: ).

2 Ir- /(k) =

Zlr - l/(k) = F (r: ).

By direct subSlitution, we obtain

4. Scaling in the :.Pian e:

(4.114)

This property is the essential tool in solving linear constant...;:ocfficient di fference equations by trans form s. We should note her.: tha t the transform of
the time shift is not the same for the onesided Irar.sform beC:lUse a shift
can introduce terms with negative arg ument which ue oot included in th e
one-sided tran.form and must be treated separately. This effect causes initial
conditions forthe diffe rence eq uation to be introduced wh.cn solution is done
with the one-sided ITansform. See Problem 4.13.

QED

I(J):-' j-o

f(k+n): -' .

= t' F (:) .

Z(f(k +IIJT=

Ifweletk+n =j, then

Z[j(k+n)} =

We demonstrate thi s re sult also by direct calculation:

3. Time Shift:

We have already deve loped thi s result in con nection ",ith Eq. (4.32).lt is thi~
result with linearity th at makes the transfonn so u5-eful in li near-con stantsystem analysiS because the analys is of a combination o f such dynamic
syst~m s can be done by linear algebra on the transfer functio ns.

2. COmo llilion o(Time Seqllences:

Thus the z-trallsform is a linear function . It is the linearity of the transfonn

that makes th~ partial.fraction tec hnique work.

Discrete Systems Anal)'sls

~
=

::--;;-;cc
:
(I / r]

: - 1

:transfonn of the unit

z- Traflsfonn 139

: _1

(4.115}

T.:+ I

T -

+
1- ",

:-0.5 2:-1
:1

_
T
- - (:+ IJ

, ~1.: - 0 .5

=Iim -

,_ ,

lim I/(k) = lim t: - 1) - "- - " -

"

ha\ ~

1: 1 > 1.
Because U(.:) s alisfies the renditions of Eq. (4. 115). we

:-0.52: - 1

U(:)=----.

Howeve r. bccau~c all other tcnn s in /(k) teJd to zero. the conStant C is the
fi nal value of I (k ). and Eq. (4 . 115 ) re sults. QED
As an illustralion of th is prope ny. WI:'! CQns id erthe sig nal whose transfo nn
i ~ given by

:- 1

C = lim(: - I )F{:).

The co ndi tions o n F( : ) assure that the on ly possible pole of F(:) not strictly
inside the unit ci rc le is a si mpl e pole at : = I . whi ch is removed in (: I)F(:). Funhermore. the fact that F ( :) converges as the magnitude of:
gets arbitraril} large e nsure, tha t I(k) is zero for negative k Therefore. all
C"omponents o f /(k) tend to zero as k gets large. with the possib le exce pti on
of th e COllSlant tenn due TO the po le at : = I. The size of this constant is
given by the coeffici~nl of 1/ (: - I) in the part ialfraction expan sion o f
F (:). namely

I_ x

lim /(k) = li me: - I) F(:).

5. Fi/u.l/-Vmue Th eQrem: If F (:) co nverges for 1: 1 > I and a ll poles of (: I) rez) are inside the un it circle. then

As a mOTC general example. if we ha\'e a polynomia l at:) = i.~ 0,: + a,

with TOOts reJ~ . then th e scaled polynomial CI ~:: + a,a-: + a! has TOOtS
( r / a)t i'. This is an exampl e of radial projection whereby the roots of a
polynom ial ca n be projected radially simply by ch anging the c;"ocffidems
of the polynomial. The techniq ue is sometimes used in pole-placement designs as described in Chapt er 8. and sometimes used in adaptin' control as
derocriberl in Chapler 13.

r:- l

Zlr-' ! (kJ) = - - - ~

,-

. -0

t ,-, ~

By propeny 4 we ha\'e immediately that

Z { l(k))

th~

Prope:llCS of the

As an illustrati on of th is propc ny. we com ider

step. I (k ). which we ha\e com puTed before

4.6

] 40

1-0.5 2
= 2T,

]
T
= - - - ( 1 +1)

b~

[(kk -'.
14. 116)

,~

:L jlk): -' .
(4. 117)

Do:lcrmi ne the (IlJtpul for an

r = 0,5. That is

; ~pU1

1: 1> 0.5.

""riu

I~ ( > l

whicll is troc gC<ln1l:1ric

H ( ~) ""2~_I '

T~+-l
",prc!~nted

b)' <") Ik ) ...; th

The sy.tcm fo r lrapetoid-ruk inl egralion has the Iransf.r f~ "'I;on giwn b)' Eq, 14. 1.11

l r"<jr. ~f().rm Jm'o-sio1 by Lmg D:.i\i('11

Th e ri g ht-hand side of Eq . (4. 117) is a -;eries expansion of F ( ~ ) aboul

infi nity or abolt : -1 = 0, Such an expansion is especiall y casy if F(:l is the
ratio of two polynomials in :-1 We need only divide the nwneralOr by the
den omi nator in the corre<: l way. and when the d i\'i~ion is done. til<: coefficient
of :-' is automatically th e sequence va lue j(I:). An eum pl e we h ave worked
ou! before will illustrate lhc process .

F(~J =

magnitude of.: is unbounded: and thus if H z) convCJges as 1:1 approaches

inflUily. we h .ow th al j(k) is zero for k < O. In this case. Eq. (4. 110) is
o ne-sided. and we c an write

Eq. (4.11 6) with a posi til'e power of: . This (enn wi.] be unbounded if the

If any value of i (k) for negative k is non ze ro. then Ihere will be a tenn in

F]" =

pair of trans fOiTIlS th at co nnect funct io ns of ti me 10 fU.1Ctions o f Ihe comp l e .~

variable~. The ~-trnnsf()nn compu les a function of .: from a se quence in k.
(We idemify the seque nce number k wil h lim e in o\..r analysis of dynamic
sys tems. but lbere is nOlhing in the transform per St' Ihat requi res Ihis.) The
inverse z-tra n\foml is a means to compute a seque nce in /.: from a given
fun cti on o f :. We firsl examine twO e lement ary schemes for inversion of a
g iven F(:) whic h can be u>ed if we know beforeha nd l ~a t FI:) is rational in.:
and con\'crges as.: approache s infinily. For a ..equencr I(k), the : - Iransfonn
has been de fi n~d as

6. fm 'er.ion : A.I with the Laplace trat"l>funn. the ~- t ransf(lnn is actu ally one of J

This resu lt c an be chec ked aga inst the closed form for 11(.4.: ) given
Eq. (4. 121 ) beluw.

D1S<:rete SyStems Analysis

Example: 4 .12

Cholpter ~

Example 4.13

T :+ l
"" ~- 0.~2 : - 1 '

VI: ) "" E,I:) H (:)

The : -tnnsf<lOl1 of th e ()Ul put is

I~ I

> 1.

ProFntie 50ft he :t-Trans[o nn

(4.1 18)

.4'

+ 115;-'

1.25; - )

3.2S; - !
3.25;- '

~4,

t 20)

Repeat Example 4, 12 ~sing the p;inial froctioo

u~ s;on

z- Transjorm /nWf sion by ParliQ/ Fraclior, Expamiort

method.

The second special method for the in\'mion of :-trans forms is to decompose
F(:) by paniaJ-fraction exp ans ion and look up the components of the sequence
I(k) in a pre \~ ously prepared table.

Clearly, the "I.e nf a rompUI., will 8real1y aid lhe , peed oflhi s process in all bul lhe ,implest
of cases. Son><: nay prefer to U"",, sy ntltclic di~'i, ioo and On,il copy ing o"e' all the eXll"a~u,
~' s in the di"i Sicn. TItc f"OC ess is id.entkal H) co.,.."ni ~g F(~) to the ~ui\'alent differenoe
equation aoo $Oh'ing for the unit-puis . I'l'sponsc.

" , = (T/2)2.5,
u, = i T/ 2)3.25.

u~ = TI2 .

E:- <11*1:-'. We conclude thai

J.6~5:-'

1.625: ->

+ 1.625: - '
3.62~:!

4 . 87~:- 1

+ 1.2F'
3:75:-'

OS- - !

2.S;-'

+ 0.5:- 1
.,S_-l

f ! I + 2.5; -' + 325:-: + 3.625;- 1 + .

)T 1 + : - 1
t
U ; -'

By dimel comparison ,,"'jl h VI: ) ""

I _ 1,5:-1

and di"ide as follow<

(4.1191

&J uation (4 ,118 1 1'l'pn:~rus the tran~form of the system ()UtP"!. u (k) . Keeping ()U t tho f,.;tor
of T /2 . We write U (~) as . ral iGGf pol)'oornials in : - '

SoIuli<ln.

-\ ,6

142

E'lIluMion of Eq. (" .12 1) (/)I"

.,.c found in Eq. (4 .120).

dQv.n that

B =

2 1- 2

T 1+ 2

- -_~

2.

IT
__

3T

l it)

1:::1
< I.

J - l k <O
0k ;::O

- 1

This tran sform is cx3ctly the same as the 1r3nsform ofihe mil step I(k). Eq. (4.95).
excepttha[ this transform converges inside the unit ci rcle l/ld the trnnsform of the
I (k) converges oltside the uni t circle. Knowledge of the re gion of convergence

has the transform

f(k,

We now examine more c1rn;ely the role of the region of convergence of the
:-transform and prescnt the inve rse -transfo rm intcgrnl. We begin with another
example. T he sccp encc

~r *) 10$

{4.U I,

f/)l" the mome nt. we can copy

*. . O. I. 2. ... will . Il'Ullrally. aiw: !he wnc .....IUQ f/)l"

J.

Gf)

Tt)(k)

=f["-?}(k

= (2T - 3:

=2Tt1{.)-

. , = Ar!(t ) + Br,<t)

r,. which C<l n, liIUIC our '1ablc"

"~C"all1atc

Lookin8 back. now :II r 1 and

Simi13r))" ~- I

A "'Io., ", 2T.

T ,

: .1 _ 1. and comp<llc

Con$oM. lIpin f.q. (4 .118) ... d Qpand U (z) as I (unchon of Z ' as follQWS

We multip ly both ~id:~ by I - ~ '. l e1

Solu tion.

Disc rete S)'Slems Analysis

4.6.2 Convergence of z-Transform

Chapter..

ProFcnifsoftitet-Transrorm

143

dF (: I:I....::..

(4 .122)

=, )'

- ,' F{-,
~
= A -. + A.. ~, (.~-~ , ) + . .. + A _ ,(: - :,J~- '
+A n(: - :,)" +....
(4. 124)
- ~,

21

If ~ i>~'~d\loI f ltl ;' <1IU~l.'No i>. I IAI ~ 0 forA < 1).1"'" ,I>< "1"'" nt(OJl'<"'I""" ii 00l1>,.,t<
,be ,mall." circle oIl>l ronI~ lft, all ,I>< ""I .. of r( ;l for ' >lioool'r.>n:If",m'. 11'1 Ill ;' propeny ,hal
"",mltl ;",,,,,ioo. by "".:ti.,frao,\1011 ~,p "h,on and IonI ~~'i'"",

The argume nl of [ll<: illlel!Tal has no po l ~ insid~ the contour if k - / ;:: l. and it
has zero residue at the pole at ;: = 0 if k - / < O. Onl y jf k = I does the integra!
have a residue. and that is I. By Eq. (4.1231, the in[egrnl is zero if J; =/-1 and is
2Jr j if J; = I . Thus I = f(.I;). which demOnStr.l!eS Eq. (4. 122).

We ass ume thut the seri es for F<:) converges uniform I)' on the con tour of integration. so tnc series can be in tegrated term by I~rm. Thus we have

The residue of F (:) at ~ , i~ A. , .

Fi rst we will use Cauch ~'s formula to verify Eq. (4.123). If PI:) is the
: -transform of f( k ). then we wri te

(=

In Eq. (4. 123). Resf.;) me.3nS the resid ue of F(:l at the s ingul ari ty.a~ z,' We. ~' il l
be conSidering onl y ration.:ai runcl i on~. and thc<;e have only poles as stngulantleS.
If FI =) ha s a pole of order /I al : " then (::: F(:) is regu lar at ~, and can be
expanded in a Tay l()C scrie.\ ncar:, as

(4. 123)

result is that a closed integral of a function of : "hil:h is anal ytic on and inside a
c10Y>ed cOmOtH C exce pt at a fini te number of iso!att..-d singu b rities :, is given by

where lhe: cootour is a circle in the region of converge nce of F(:) . To demonS/rate
the COl"l"efi ness of the integral and to use it to compute in' eNes. it is useful 10
apply C3och)"s re sidue calcu lus [see C hu rchill and Brown (1984)]. Cauchy"~

_ :1")

I
ftk) = ~

is obviously e~scnl ial [0 the proper inversion of the tr.lnsform to obtain the time
seque nce. The: in l'er;;e :tran sform is lhe clo!ied. complex integral:.'.l

</ .6

144

5)'s \ ~m<;

Analys,s

2TfJ

I, (kJ = -1.

d
-"-.::'....:::..

:1m b ' Z - I

(4.125)

lim (.: -

z-

l.

- I

.: - I

z"
+.:::-j + ... ).

k < O.

(4.126)

k ?: O.

(4. 127)

( .~
I
- 1
= l (k)
(4.128)

! .~
I=
- 1

when z /(: - I) converges for 1.;: 1 < I.

Z"
l(k)- l

In symbols. corresponding to Eq. (4.128). we have

k < O.

At k < 0, there is a pole lit the origin of:. and as before, the residue is eq ual to
- I there. so

J: ?: O.

whe n .:/(.: - 1) converges for Izi :> I

If, on the other hand. convergence is inside the unit drcle, then for k ?: 0,
therc are no poles of the integrand contained in the contour. and

Z ',

Equations (4.1 23) and (4.124) correspond lothe unit-step function, as they should.
We would wrile tbe in"CM transfonn symbolically Z-'(.) as. in this case

II(k) = l.

FQr k ?: O. the argument of the integral in Eq. (4.125) has only the pole at
.: = I wit h residue I. Thus

tl (k) =0.

!be res idue is th us - I for all k. and the sum of the residues is zero. and

= -( I +Z -' + .: : -1+.

,~ -- ~-

: - I

and one pole at.: == 0 wi th residue found liS in (2. 109)lif k < 0, then .:::-1removes
th e pole)

:- ,

.'
1) - " - =

where the contour is a ci rcl e of radius greater than I. Suppose k < O. In this case,
the argument of the integral has two poles inside the contour: one at Z = I with
residue

we

To ill ustrate ,he use of Eq. (4.123) to compute me bvcrse of a ~tran sfonn.
will use the fu ncti on ~ /(.::: - I ) and consider first the case of convergence for
1.:::1 :> I and r.econd the case of convergence for 1.::1 < 1. For the first case

Chapter 4 DIS(rete

Pro;xmes of til;: z TransfOlTI.

I4S

'.-Q;.

I ,(kll/kk -'.

21fJ

= -1.

c,

(' )d!

F,(O F, - - .
'
{{

(4. 129)

This particular theorem shows how we can com pute the sum of sq uares of
a time sequence by e ~'aluatin g a com plex integral in the :~domain. The resu lt is
useful in me des ign of systems by least squares.

(4.130)

the contour C1 must be in the overl ap of the convergence regions of F~() and
FI(z/{). Then Fl(z) will conn~rge for tile ran ge of values of = for which Cl can
be fou nd.
If we let II = II and.: = I in Eq. (4.129). we have the disnete version of
Parseval's theo rem, where con"ergence is on the unit circle

FJ ( :

The sum can now be recognized as FI (.:/{) and. when we subst itu te this.

We ass ume that we can find a regio n where we can exchange the summation with
the integrati oo. !be contou r will be called C} in this case

From the inl'tfSion integral. Eq. (4.122). we can replace I:(k) by an integral

~,(.: ) =

and I I and I~ arc such that the transform of the product exists. An expression for
F/z ) in terms of FI(z) and F~(z) can be OCI'eloped as follows. By defini tion

Although. as we have just seen. the inverse integral can be used to com pute an
expression for 3 sequence to which a transfOffil corresponds. a more effective U.>t:
of the integral is in mo re ge neral manipul ations. We consider one such case that
will be of some interest later. First. we consider an expression for the transform
of a product of two seque nces. Suppose we have

4.6

=
u(k

+j
)

V(f(k)) = u(k).

+ jll
for all j

(4.132)

+ j) must resu lt in no other

(4.13 1)

forall j .

H(:. k) = HI:. k + j)

for aU "

a compariwn ofEqs. (4.133) and (4.134). it follows that

u/-O = u(k + j )
= Il (:. j + /.:) :'+i
(4.134)

(4.133)

From Eq. (4.13 1), if we let

that is, H does Mt depend on the second af.ument and can be writte n H (: ).
Thus for the elerrent al signal elk) = :1: . we have a so l ~tion 11(/.:) of the same
(cxpone ntia[) sha~ but modul ated by a ra tio 11(:. ). 1' (0 =: H (: ): ~.

From

:i Hr:. /.: ):(

:i U(/.: )

= fl( : . k): (' .

u, =

From Eq. (4.132). we mu st ha"c

Cl

Consider e. (/.:) = ~' - j = : /:1 for some fued j

= : 1. it mu st foJ ow th at

u(k ) = H(:.k):'.

If V is li near and time inva riant and is given an input :,' fOf a value of: for which
the output is finite at time k. Then the o utput w ill be of the fom l H{.: ): '
[n general. if el k) = :' . then an arbitrary fin ite re;;pOIlse can be written

Theorem

;r

Vle (k

If th e system is time invariant. a shift in elk) to el ir:

effec ts but a shift in the re sponse. It . we write

ffV is linear. then

tI (k) = V/e<kll.

Le t V be a discrele sy~tc m which mups an input sequence. k(k)l. into an output

seq uen ce (lj ( k) l .~' Then. ex pre;s ing thi s ru; an opcralOr Cf\ elk). we hav e

4.6.3 * Another Derivation of Ihe Transfer Fun ction

Prcptllies of [he

:z:. Transform 1+7

E (d '"

L
e(k): ..... .

r <

1: 1 < R.

(4. 136)

h)

f
f

= _'_. 1. EWLrespome lo:' J

dz

dH (~ ) E(:):z'''''::.

d(:)(H(:):] ....2:.
:

(4. 137)

' ''- :0<

u (k).: - '

= 1i (:) E (d.

(4. 138)

~4 80"",,",,~' i,u""'..,god in~"9" b) po..<..go 'bNugh ,"" tin<ll' """,,ani >~, t<m."'e .a,
e;~.n function of "",n '..r..." .

!hot ,' "3I1

Thus H (z) is the rmrujer jrmClioll . which is the ratio of the tran sforms o f e( k)
and u (k) as well as the amplitude response to inputs of the form : '.
This derivation beg ins with linearity and stationarit)' and dcrivc. the :transform as the natural tool uf analysis from the fact th at input sig na ls in the foml
z' produce an output that has the ~amc shape.: It is somcw hat more sati sfying
to derive the necessary transform than to start "'ith the transform and see what
systems it is good for. Better to start with the problem and find a tool than start
wilh a 1001 and look for a problem. Unfortunately. the direct approach requires
extensive use of the invers ion integra l and mo re sophiSlicated analysis to deve lop
the main result. which is Eq. (4. 138). Chacull it SOlt gout.

U(!) '"

We can define U(t) '" H (:) (: ) by compari son with Eq. (4.135) and nOlI' thaI

;rJ

~ ,
- I.

,.(k) = _ I .
2:r)

but. by the theorem. the response to :' is H ( ~ ):'. Therefore we can write

u(k)

for signa ls .... ith ,< R for whic h Eq. (4. 136i con~erges. We call E(: ) the
:transform of e(k) . and thc (dosed) path o f integrati on is in th e annu lar reo
gion of convergence of Eq. (4. [36). If el k) = O. k < O. then R - 00. and this
region is the whole zp lane oU/side a circle o f fi ni te radiu s.
The consequences of lin earit y are that the respon,e to a sum of sig nals is the
sum ofthc responses as given in Eq. (4.13 1). Allhaugh Eq. (4.135) is the limit of
a sum, th e rcsult sti11 holds. and we can wri te

where

(4. 135)

Can wc represent a general signal as a lin en' fUlil lintegral) o f such elemen ts?
We can. by tt.e inverse integml derived abovc. a.\ follows

4.6

liS

Chaptcl 4

(8180 Slability) if

I -~ ,.,

L
Ih, _, 1 <

Xl.

(4.35)

G:S) }

(4 ,46)

(4.45 )

(4.41)

)j(k

r=

Fr

+ r uCk).
1b:{.I:) + Ju (k) .
Ch(k)

11 er~d,/G.

4> "" e

y (l) =

+ I) =

4>[ -1 1"

which can be evalualed in MATLAB by the tf functien.

VI:)

rw :; H[ - I -

which can beevaluated by MATI..A1l"s c2d.m.

The di screte mmsfer function in lerms of the s t~te-space matrices is

(4.64)

(4.58)

(4.59)

preceded by 1 zero-order-hold. the discrele stale,spliCe difference eq uations

i := Fx + Gu.
.l':= Hx + JII.

For the contiluous state-space model

..... hi ch is ty pi: aJly e"alualed usi ng MATLAB's c2d.m,

G (=) := (] _ .:- 1)2

A discrete system can be defined by its lransfer fun<:lion (in z) or ils Slalespace differe nce equation.
The z-transform of the samples of a cominuous system G(.!') preceded by a
l.ero-order-hold (ZOH) is

OU/PUI

A system ....ill be stable in the sense that a Bounded '''Put will yield a Boundru

(4.113 )

The :-transronn (ao be used 10 soh'e discrcte diflc,eoc~ equations in Ihe

same .... ay thaI the Laplace transfonn is used to sol\"e eontiollOus differential
equations.
The key property of the :-tnmsfonn that allows $Ok tion of difference equalions is

4.7 Summary

DiscrCIC S},slems Analpi.

.49

4.2

.4.1

A. '" 1I/ (~" r ~ I

and

l$r '" L( Hi ~~- '

(4 .1101

the: (ulic"'IRS for ~I~bilit)' :

~(J' I

O.lI~ (k

- I) + OA,. l t

- ~)

_ ).6lo1J - I ) - ,,(t - 2)

:_1

(-I.J 151

O>'el lhis ran,c:.

sy~ltm

t.i~

!I , ~l and

O. 2~(t) .

~))trm

drm"i in Problem J .2,

find the clw:tClmllic equalion '" ~

+ 2) _

of lhe

fd)

1(1

and ilrKl A I a rid A!

R~ful

,,(k) = A. ' ~I'

I geMral...,tu lion uf Ihe fonn

~o

+ A:~:'

u\k

+ 2) '" -O.2~u(k)

,"atch IIIe initial r<lllditions ,,(0)

pan. la ). (b~. and Ie) for the equa tion

A~".II"t

= O. u( I ) _ 1.

eb) Find Ille chiltOOcO>l k I'OOcs:1 :lJ1d ~ and dc.ide if !be equ ation ,OMLOO' ~ $f :lb~
or u~.'able.

fa) A.... me .. sol ut io" ~ (' ) _

lili

UOI1'PU'~ rcspon~

i)1lcm BIBO >Uble?

4..S Considrt lM d ifftn:ncc C\juation

(b ) [s

-4.4 I.) COOI'I"e and pIoIthe

:as tile syllt'" of Fi. 4.91,(1.

II (~ )

MId I'loI lhe pok. ;and

Vmf)' INI lhe 1r:I.IIsfe. function of Ihe systrm of Fig. -'.8(ci is gi"en by .he same

(h) Find lht uansfer fUnc1ion of the rc.<ulling discr<:ll

1.eros In I~ ~-pliWlt.

~V)

(I' Oeme Ih e: di ffcren~ eqUOlioo ccrrespondjo~ 10 1M awro~;mal ;oo of illl~gntiO<1

fOllrod b) ' finin, a p~r:lbol. 10 Ihe p<l;ms t . _!. e,_I' t. and !al:.ing Ihe area under Ihi!
par..bola ~N"Cen I '"' i T - T and I '" iT os !he al'l'fO~ima1ion 10 lhe inlcl:n.l ol

~(( I

(b l
(f)

'I' ~ (( I ",O.5~{j' - I )-u .311It - 2 )

Ch,:,c~

1 _ ,..

lim J(I:} = lim(: - l ) F (:) .

which cun be evalua ted by M.ULABs bode.m.

The discrele Final Va lue Theorem. for an F (:) that cooverges and has a fi na l
val ue. iSEive n by

4.8 Problems

4J

Proble ms

The e ha:acteristic beha\'ior a.~o;oc iated wi th poles in the :-plane j~ sho",'o in

Figs,.(2 I lh rough -I.23:1nd summarized in Fig. 4.25. Respon.es are typically
dc-tenn ir.ed I'ia MATlAO'S impulse.m or step.m.
A ~yste c represcnled by H (:) has a discre te freq ue nc), response to si nusoids
at w~ . gil'en by an amphtude. A. and phase. ",. as

4.8

150

Chaplcr ~

R ~", p.11b I~ '.

:1 + 0, 25 = 0

".,.,.1,

"

t::.:

(Ii)

Dn .... 1M bb:k dinliTam COfTe~pO<lding to this ')'Mtm in CQll1ro1 unonie.J form.

dennc ,he st;).le ,crlO!. and !ive 1M corrc~pOItdinE descripioo malrices F . G . H . J.

n$)

3
-.-:G($)=
.
Ut.,
u+l)(J+3J

.1.11 Coo. ide.- llle sY'lem d.",ribeoi b)' ,lie t.""s(.. fuOClion

T .. 0.5.

(,,) ,hc t ....o-input_two-output paper machine dn.cribrd in r"l (A .241. Let T _ 1). 1 IIId

tb , til.: I.... o-mll' sy.krn " 'ich 1M colocakd a.:ruat(:O' and ' enMll" 1i\-eR b)' Eq. (A.B ).
t;$( T .. o,n ill\d T "" 0.1 . Plot tile uros and poles of !)e !elolil!~ ;n lite !pI:lIIe.
U-tGJ~ : 5.w. _ 3. ( p ""(, : O.

(I) the .....n- maI5 ~ystcm ,,; ch the non ..:o!cx_nI :octu~tor IIIdKn<;or o fEq. (A. 2 1) ...~th
Ilmpli n! ""riod s T = 0.02 -'" T = 0.1 . PIot.he lCros IJId pole~ of the rr\ lIh , in
tile :.pl~. LeI <V~ =; S. (, : 0-01.

'$

l b . Rt::'ptalthctalcul~lion of.llt~ di.~e 1I",,~ferfuDCI,on' \lSin, M"'T~e . Computc

fm the <amplin8 pt. iod T = O.OS and T _ O.S and plol thc local K)Ol of the poles
an.d!eros in the : .pJane.

(,) ~
,,o=.T

10

Ie)

td ) ~

(c.

Ib)

III

: "- 3,6:! + J: - J,6 : 0

Cnmputeb} hard and tablelool<-up tlte di"'~te trar\sferfuncticn iflhc aU) in FII. 4 .12 i,

(c)

(b! :' - I I : : ... Om :+ OA05= O

(I)

!J oe ~1 "TL\8 to <k1enniroe It()lo, man)" TOOlS o (.he fol lowin,""I: OutSide lh e uni. c ircle.

( hi Rcpt31 par: ( ~I for 1M diagram ofFi! . 4.9('1.

UII! L:~ .~ .... mod of ~t-<l~ ...n ~uchon . appJ~in, Fig~. 4.5. .1.6. and 4.7 to
compule the \r.Io'fer fut\Ction orR! . 4.8(c ).

" . It \,;"" ~1 "'TUo 8 to .:ompute the diSCll'te m.n~er function if the G(s) in Fil. U 2

4.'

" .7

:,.:_rr' '' ,

: 1_ 1r~osUI I~

+ ,:

.. (k + 2 1" " It + 11- 0.5.'(h

Ibl. ~noJ lei for me e'lll:l1ion

" .6 Silo.... thaltht' dwacteri ~. H.- equation

(el

Disc re te S)"r.lr ms Ana l)"sIS

By finding lite t"'n~fer func. ions )( ,IU and X ,IV of pan. (a) in paroll frac:tion
fom. up!CS$ " t and~: on lenn. of f, and E; . Write IIle<.;e n.11.ioJIs II!> the
.....'O--b).-....."O uulfomwiort T such that " = TE.

(: - O',{(I -

1:1 ):

hiS a zero ~t

: :

...

1(1 )= - 1

II} '"'

(: + I )(:l

_ \.3:

+ 0.8 L)

lran~fer

in IlICh ......ay Ihllthc cocfftcien15 i. !oho\1.'n in H (:) abo"e

bloc k diagram .

IlT'C

thf pararrtelel'!o of the

Onw . c<IJCf<J, rra lizal io n. u, inS obsef'\'(' canonical fo nm fot ~,ood-on.leJ blocks and

4.1S Con!KX' the tr.ll'lsfer function

fun~'Iom;. Eqs. ( 4.15)

N _ A:t and , _ 8:' into Eqs. ( 4.2 i and (4 .7. aJld shQ<oO. chat the
and (4 . L4). can be foun d in thi ..... a)'.

+',

SItt,w. mat if \Io-e add I forc;n, 1erfII (t ). to Eq. (4 .4) v;e nn general( the Fibooacci
nunben b)' I sy uem lhItt can be analyud by 1100 1"'o-sidnllJ'an>form : i.e . I",
", ..... , + ",_:
md lei t, :eo ' QU I (<\,<11 = I at k : 0 and Uri) else"'herr J.
T!llt. lite t ....n-sided .ransSorm IIItd illO'\lo' the.arne UI:) res~III" in pan (b).
S~bst itwe

(0

Ie) Shott tltaI if ... is thc hh RlJonKci number. then the rario ... . , ' ". WIll ,0 10
(I - .J;)/2. mc ,oiden r;\Iio of the Gn.eb.

td l Compute ,he '1I\"tfse U1Insform oflhe nllmbcn.

(c) Compu.e the Ioc:Mtion oh lle poles oh lle IlUliform of the Fibonacci numhen.

=:",

=f l ~) ~ :./(0).
(b) Uiit the on(-s ided 1r.lI'Isform to soh 'e f{)l" the tnlllsSonns of the Fibonacci n~mhcrl;
by '~'riting Eq. (...... as .... J _ ".~! + " . Let " 0
= I. (You ", ill nero 10
compute the tnnSform of lit + 2)1

Z!JI1

(II) Shol/o tlt!1llhe one- ~ided trall$form of I lk + I) is

F(:) ..

In " 'hal "'I)' is tilt step .espOltse of this s),stem unusual f{)l"" > I?

4.1J The oocsio:kd :_Ifan sform;s defined as

(~)

lb l 1'10: tile O"CI1 I1OO1 of Ihi~ ~)'SICm on the ....:'Ie coordinates ~, those appearin~ in
l'i&.4.30 for _ I < a < l.

1M, PIa: lhe ~tcp response for this ~y>lem for 0' ,. 0.8. 0.9. 1.1 . 1,2. 2.

s)'~eon

[) .. J.

C ", HT.

A ::: r -' FT.

B ,., T ' e.

(d) Verif)' tltll lite INtri~ ) '001 Iu"e found are ,et_ed by the fOl'T1-.Jl iIS

(c)

U2 The firSHlf<.kr

4.14

Problems 151

(b) Write G(s ' in pl1I1 ial (radions and oJn ... .Ilt COJTe,ponding parallel block diaSJam
",tb each rontponent pari in coPlrol <;at1Onical form. Define Ihe st3lC t and r'e the
u,ne~pondi"3 . ta.c dtscriplion rruttrio:es A. B. C. [).

4.8

152

Chapter...

Write the II(~ ) Qf Probkm -t.I~ in pania] fract ion, in [,,'0 term5 of ~cOl\d order
each. and dIu... a i'<"Gliti realizalioo, u'ing the ob~ner canonical ((lOll for
eac~ bloc]. and sho .... ing [he cOl:ffic~m.' of the pani.l.fraction eXp;lnsiOIl a!. the
paramc:te~ of the reaJizaliOf1.
diff.n:: n ~

equalion ie Prob lem

~ J ~.

5.01"0

u<in~

MATLAH .

? roblnr.s

153

11.1($ '" l)

,'I.. + 10 1
hlATl,~ B.

Ill:

.2) '

hp lain ""n~ [fte

t .... o

T'C., uhs of (aj and Ib ) differ,

<;

I.
<;

O.

F(~ ) = __

'_h_,'

I jl

<;

):1"" I:
1:1

1:1"" I;

1: 1> 1.

<

2.

y(k) =0,

"It)=

*<0.

f == ()

*<0

,I'\k l - 3ylk - I) ... 2) (* - 11 = 2,,(t _ I ) _ 2.. (.10 - 1).

4.24 Us.e tile ~'lrafi!(om 10 wl\"e the difference equalion

Iem 422 ,

4.U U... MATlA8 to plot I"" time !'Cquence as..:xiated with each ruthe Iran,fOll1'l.' in Prolr

(d) F (:) = ,: _ , ~, _ !"

F(:)

(e)

= " };~O l"

FI~I=o:?

(h)

(I)

4..22 Compute the im-e:sc transform. Il k I. for each of tfte foJlo....-ing tl3llsforms;

(b) If a 131;ooal funclion U(~) i. known 10 converge on thoe u1it circle J~I = I. sho'"
"""", pania lfraC1ion eXpaz1 siOfl can be u~d 10 compule t!!c <n"''''se lr.lns(orm. Appl)'
your le,alt [0 !he tran.form yOll found in par1 (a).

5nd Ihe in d;"idua llrans(orms. and determine value! of ~ for .... hich both lerm.
COfl\'e rge.j

[Him: ""rue k as thoe sum of 1,,"0 (UrlCUonS on. ror ( "" 0 and one for t

4.2 1 (a) Find [ne ~ 1tansform ilI1d be .\ure [0 gil-e the region Qf con;'lgc~ for [h ignal

(f)

(b) F"ind the fi~ll \a1"" of u\kl by taking the in\\"TSe tun!ifonn of VI ~I. using
pattialfraclon expansion and the tables.

(a) Whal \"3lue is gi\-en by the fonnu la (Fina l Valli<: Theorem) of (.2100) applied to
this U(: )~

VI: ) = (:

.... here tbere

i~

,
,

a one cre k delar af!... Ire AID <o n" ener

"

G(l) = ,-

4.30 Find the Sl<Ilespoce model for Fig. 4, 12 ""ith

4.2'.1 Find the di>crc[e !tale. ,~ model for Ihe sys lem in Problem 4.28 . Then compule Ihe
e;gen\alue.< of <l> and tho.- tran,miion ~ero. ofth~ <l ale spa~ model.

and lhe ",o,ple 1"";00 il T = 10 m<;e<: . Verify Ihe calcu lation u.ing .\I ATU.H and lind the
OC ~"in ofbo lillh e G L' ) and [he G!~ f ,

4..19 For a secoodonle r 'y~tem wilh dampin g ralio 0.5 and pOle . atan angle in [he ~.pl ane of
{J = 30". what p:tCent o,'C",floot 10 a step wou ld yOll eApe<:[ if the ~yslem had a zero at
~, = O.6?

4.20 Coosider a si~nal with Ihe traMform (which converges f"" 1=1 > 21

IOu + 1)
G(~ ) = .I~+ ' _ 10

4.28 CQ!"PUt~ by llaJtd _""[able l ook~pl"" discretetransferfuoctioo if the GI ' ) il\ Fig, 4.12 i~

and Ihe S3mpl" f"'riod is r = 10 m\eC. Verif)" [he calctJlalion using

4.27 Find the di sc ",!e $t~te 'pace model for tbe ~}'.t..,m in Problem .. ,26

GI.n =

J .26 Conlputeby h""d OlI1dtabk 1Q<\~ 'UPlbeJiliCn::!e tramferf"ncTion ift"" G(. ) in Fig. ". I.2 il

4.25 For lbe

4.8

4.18 Draw OUI each block of Fig. 4 , 10 in (a) 0011[.01 and (b ) 00sel"\'~ canOllical form. Wril~
OOt tile statede",riplion malrice' in each ca~,

4.17 SIKIw that the obet"VcrC:a/lO!l iul fOll1'l of Ihe sys lem equation< sho .... n in Fig. -l,9 can be
written in lhe s['[e . pace form as ,!li'.n by Ell. (4,271.

(b) Suppose t~e two factors in the ""nomina[or of II (~) .... ert identical (,.,.>. "t d,anj!c
the I.J [0 1.1 and the 0,81 to 0.5). Wh " would lhe partlleJ reali ll[iOf1 he in Ihi s
case?

4.16 (a)

Disc!l:[e Systems Analysis

'"

The use of digital logic or digital co mputers to calcuJm~ a co ntrol action for
a continuou>. dynamic system introduces the fundamental operation of sampling. Samples arc taken from the continuous physical signals such as position. velocity. or temperature and these samples are used in the computer
[0 calculate the controls to be applied. Systems where discrete signals appear in some ploces and continuoos signals occur in other parts art called
samp/ed-dara Snll"lfIs because continuous data are sampled befo re being used.
In many ways the analysis of a purely continuo us system or of a purely discrete system is simpler than is that of sampled-data sys tems. The analysis of
linear. time-i nvariant continuous systems can be done with the Laplace lransform and the analysis of linear time-invariant discrete systems can be done
with the z - traT/sform alone. If one is willing to restnct attention 10 only
the samples of all the signals in II digital control one can do much useful
analysis and design on the system as a pu rdy discrete syste m using the :transfonn. However the physical reality is that the computer operations are
on discrete signals while the plant signals are in the continuous world and in
oroer to consider the behavior of the plant between sampling instants. it is
necessary to consider both the discrete actions of the computer an d th e continuous response of the plan!. Thus the role of sampling and the convers ion
from continuous to discrete and back from discrete to con tinuous are very
im portant to the understanding of the complete response of digital control,
and we must study the process of sampling and how to make mathematical
models of analog-to-digilal conversion and digi tal-to-analog con\"ersion. Th is
analysis requi res careful treatment usi ng tht- Fourier transform but the effort is
well rewarded with the understanding it provides of sampled-data syste ms.

A Perspective on Sampled-Data Systems

Sampled-Data Systems

156

ChaPler

To get samples of a physical signal such as a poSi tion 01' a velocity into digiml
form, .....e I)'pically ha\'e a sensor that produces a voltage propon ional to the
ph)'sical variable and an analog-to-digital con\erter . cemman ly called a n All>
com'e rter or ADC. that transforms me \'Ollage intoa digiul nUlnber. lhe phYSical
converl'ion always takes a non~ero time. and in man) instances thi s time is
signifK8nt with respect to the sample period of lhe control or with re sprc1to
the rale of change of 1he sig na] being sampled. In o rder to gh'e the compu ter
an accurate representation of the signal exac tly 31 the sampl ing inSlants kT. Ihe
AID convener is typically preceded by a !Wmple a ndhctld cin:uit lSHC). A
si mple elcctronic schc-matic is sketc hed in Fig. 5.1. w~re the swi1eh. S. is an
electronic device :lriven by simple logic from a cloc k. Its ope ration is desc ribed
in the following paragraph.
With the swit;;h. S. in positi on I . the amplifierou lpu! 1.'.... ( , ) tracks the inpu t
vol tagr l.'.. (t) throogh the tran sfer function l / ( ReI + I). The circuit bandwidth
of the SHe. II RC. is selccted to be high compared to the input signal bandwidth.
Typica l values art R = 1000 ohms. C = 30 x IO- I ! fal1lds for a bandwidtll of
/ = 1/2lr Re = 5.3 MH z. During this "tracking time," th e ADC is turned off
and igno res t'.... When a sample is to be taken at r _ tT tht' switch S is se t

5.1 Analysis of the Sample and Hold

In this chapter. \\C introd uce the anal ys is of the sampli ng ~ss and describe
both a ti me-domai n and a frequency-domai n representation. We also describe the
compani on process of data extrapolati on ordala holding t~construct a con tinuou"
time signal from samplrs. As pan of this analysis we shel\Oo' that a sampled..:lata
!'>ySlcm is made time \a.rying by the in troduction of sampli ng, and thus il b
nO{ possible to ascribe such sys te ms (l[3Ctly by a conti nuous time tran~fer
function. However. a continuous signal is recovered hy lhe hold process and
we eDn approxirr.ate the sinusoidal response of a sample r and ho ld by fillin);
anOlher sinusoid of the same frequency to the complete response. We ~\Oo' ho",
to compule this be~t-fi l sinusoidal response analyticall) and use it to obtD in a
good approx imation to a transfer functio n. For th ose: fami liar with the idea. th i,
3pproach is equiva len l 10 the use of the "desc ri bing function'" that is used to
3ppro.\ imale a transfer fu nction for simple non linear syste ms. In Section :5. 1 lhe
ana lysis of th~ sample and hold operation is considered and in Sc<:tion :5.2 the
freque nc y analy sis of a sampled signal is gi\cn. Here the imponant phenomc non
of signal aliaSing :auscd by sampling is introd uced. [n Section :5.3 Ihc leroorde r
hold and some of its ge neraliza!ions are considered. Analysis of sampled.dam
sys tems in !he frequency domain is in troduced in Se<-tion 5.4 includ ing block
diagram analysis of these combined systems. Finall y in Section 5.5 computati on
of intcrs.ample rilllie is discussed.

Chapltr Oven-iew

5.1mpled Pata SyStems

Figure 5.1

.... hoId

Al1alog-to-digitat
conYef1er with ~mple

,,, ,-

H - Hold : Sift PO$illo n 2.

T-Tflg; : SlnP<nillon l.

-- - "n

., ..

,, ,,
I
I I ,
,
'
,
,
,H,
H:
'HI

.,,

.-

Analysis or [he Sample 300 Hold

157

to position 2 and the capaci tor C holds the o~tpU\ of the operational ampli ficr
frOle n from that time at v... (kTl = to" (kT). 'The ADC is now signaled to begin
conversion of the cons tant input from the SHe into a digital number whiCh
will be a lrue represen tation of the input vo luge at the sam ple instant. When
the eOfl\'ersion is completed. the diptal number is presented to the computer
at which ti me the calcul3tions based on this sample va lue can begin. The S HC
switch is 1\OIl-' mO\'ed to position I. 3nd the circuil is again tracking. waiting for
the nex t command to fltele a sample. The SHC needs onl y to hold the voltage
for a shoo lime o n the order of microsc:conds in order fOl' the conversion to be
com pleted before it s tarts tracking again. The va lue convened is held inside the
com puter for the en tite sam pli ng period of the syste m, so the combination of
the electronic SHC plus the ADC operate as a sample-and hold for the sampling
period. T , which may be many milliseconds klDg. 'The number obtained by the
ADC is a qUBnti1.cd \'ersion of the signal represe nled in a finite number of bits, 12
being a typical nu mber. As a result. the device is non linear. How ever. the sig na l.
arc typicall y large with respect to the small~t quanTUm and the effect of thi s
nonlinearity can be ignore d in a first analysis. A detai led study of quantiza lion is
included in Chapter 10.
For the purpose of the ana lysis. we separate the sample and hold into two
mathemll1ical opemtio ns: a sampling operation represe nted by impulse modula
ti on and a hold ope r3ti on represented as a lin ear filter. The symbol or schema!ic of
th e ideal samplcr is shown in Fig. 5.2; its role is to give a mathemat ical representation of lhe process of taking periodic sample, from r(f ) 10 produce , (kT) and

'.l

Chapter 5

The sampler

Figure 5.2

158

I'(t)Ht - kl)

t _ oo

, ' (t) -

=
~

L
,.(t)6(l- kTl.
(5 ,I J

(5.2)

l(1).

S( rj e-"dr = I.

L:
(5.4 )

(5 .3)

' (r)e -" dr .

1:

- >0

I .. -x

1"" t
r(rM (r -J: Tje-" dr.

R' (s) =

L r(kT)e -,/T.
' __ x

(5.5)

and nOVo', excha ngir.g integration and summat ion and usi ng EG. (5.2), we have

If we su bstitute Eq. (5.1) for ,.' (rl. we obtain

'c{r' (t) =

U~ing these prope rties we can see that ,.'(Il. defined in Eq. (5.1 l. depends only
on the discrete sa mple values r(kTl. The Laplace tran!fonn of ,' (I ) can be
computed as foJlO\O's

'c15(r)J =

and the Laplace t""'"sfonn of the unit impulse is 1, because

L~ S(rjdr =

for a ll functions ftha t are continuous ato. Th e integral of th e impu lse is th e unit
step

1(1)5(r - a ld/ = /(0)

L:

The i:npulse ean ~ vi~ua!ized ~ the Umit of a pulse of un:t area that has growing
a.m~lnude and shri nkmg duralJon. The essential pro~ of the impulse is the
slftmg propeny that
-

,.' (t)

to d~ this in s uch a way thaI we can include the sampled signal s in the analysis of
cont inuous signab using the Laplace transform . ' The technique is to use impulu
":od~larion as the mathematical representation of sampling. Thus, from Fig. 5.2,
\O>e pIcture the output of the sampler as a stri ng o f impuls.::s

T -

Sampled-Data Srstems

,f

.,:r~
shoWing typ~ sign~~
(a) Input sigrl<ll r:
fb) sampll'd lignal r':
(e) ootpul signal 'n;
(d) samp le and hold

figure 5,)
The samole- alld hold,

).!1.1I)'li~

of the 5<I!':Iple and Hold

159

..

"

\;

'

1>'.,,..,'.

"

"

",

l'

,ha, ;, "'" <"OII,i"""""

, -"-= '.

----;~-

"

tl t"" l"

!U- tT).

tilt _~-rf .

,~

( ( .... t

..
,

TIl< .. >de,- .<t ... ld be ",.o.t'JIe<l ,!\o., ,o. Foorirr In,ev"' (OO=-g<' \0 'he (!'H(J~' "III<>< of. fuoctiQll,
" . d'i<Co..ci!01l i.y and 001 til<- " tue l'I'I'fC>aChed fmm!llt rigtIC '" "'e assu""', Ik<'..... OIl, " \o< Ql
the ,,,,",I,",", tbto<). ;. .tomeJll3f) lI"IlI>c C<l",'~"i.oc. ~f "'I"""ivn Ib) ;oIxr.', ;, "Jb>t>n'w. ",,', ha'-.
.. I<".d ,t.< CC<lt i""",u,.f'OOI I~ ri~hl C!K"~"t""', In ciI-<C of dout.. " t.< di.;<'O n,inu",,, ,ell'll r.boI>ld t.<
~,'od a4d 're>1ed try' .peci:l1 ~oal}'>is, porn.1" in tb< tiff.' domain.

Md , USin g Eq. 05 .2). ",," """.in

<"" .,.

!
J

J
1,'
'::r

" ,., "

'-'

;.

"

"

\I

,I

2 11 ",ill to;:
rrom lime to ti", . I<> """"ilk. :<ampIirt> Ioign, t
Th. OIII ~
wil! ",.>iIIer ,"'i!! b< """i"'kf" '0 appi)'ing a ilep f_" 'bon, Iii'. '0 a """pi... r",.,~ pu""",,'
01 ,~i, book ~. "itt <l<f .... tllt ""i ."<p '0 b< >nI.inooY$ from ,h. right .."" o."me ,11,,,,he ;mp.ll...
6U '. pk ~, "I' II>c full ,al ... of "nit)" B) ,hi . <o",~..ci"" aoc Eq, .~ , t f ".~ COOlpult

.',

.2 :

'

J 't

'"

(\

, ',

,-I 1 f

:lr'c

,2~

,. ,

,/\
, ,

The nolation R'(s) is used to symbolize the (Laplace) tran sfomt of r'(t ). the
sampl ed or impulse-mod ul ated r(tl .~ Notice that if the sign al ref) in Irq. ( 5. 1) i,
s hifted a s mall amo unt then different samples will be selec ted by the sampli ng
process for the output proving that sampling is not a tim e, i n~' a rian t process.
Consequen tly o ne mu st be very carefu l in using transfonn ana lysis in thi s conte,,!.
Ha" ing a model o f the sampling opcrmion as impulse modulation. we need
10 model the hold opentlio n to complete Ih e de!cription of the phys ical samplea nd-ho ld which .... 'ill take the imp ulses that are produced by the mmhemat ical
sampler an d produce the piecewise constan t ou tput of the de vice.1'ypical signals
are ske tched in Fi g. 5,3 . O nce the sa mples are lake n. as represented by ,'(I) in

$.1

160

Chapter '

t5 .6)

l it) - J(I - T).

1"! L

6(1 - .tT) =

C.~'~IT",
_"'-'

c!i (r _kT)e- i.,b/i T dt .

- rtz t _ _ oo:

ov~r

one period as

3 "!be ho ld fil,.,;n ~ill. Hld) .... itt ~;\"~OII< uru.siu; imj)lJtK ifth. inplll liinal il ro .....,), wnple
.hnt .. ccpI I ., 0 addi! ~ .. l lo t ,n.... Thill i . if Flk T) _ O. I >I O ...J 110) _ I.

C. "'" TI

where the Fuurier coefficients. C.' are given by the integnl

j _ _

We can get funher insigt. into the process of sampling bl' an al ternative representation of the tra:lS(OITTl of , "(t) using Fourier analysis. From Eq. <'.1) we see
thaI r ' (I ) is a pt"oWct of ret) and the !nIin of impulses. I6(t _ IT). The laller
series, being periodic. can be represented by a Fourier series

5.2 Spectrum of a Sampled Signal

Thus the linearbehaviorof an NO(.:onvenerwirn sample and holdcan be modeled

by Fig. ' .3. We must emphasize rnat the impulsive signal , ' (t) in Fig. 5.3 is not
ellpe<:ted to represent a physical signal in the NO COn\'erter circuit~ rather it is
a hypothetical signal introduced to allow us to obtain a ltllnsfer-function model
of the hold operation and to give an input-outpu t model of the sampJe-and-hold
suitable for uansf(flll and other li near systems analysis.

"'" (l_~-'T)/S,

"'" l ""[ I(t ) - l(t - T* -"dt

ZOIl{s) = e{p(t))

The re quired trans:er fUllCtion is the Laplace transfoml of p(l J as

p(l)=

A generaltcchniqae of data exuapolation from .samples IS to use a polynomial

fit to the past samples. If the txuapolation is done by a constant. which is a
zero-der polynon ial. then the extrapolator is called a ztrtH'trder hold. and its
rransfer function is designated as ZOH (:s). We can compute ZOH(s) as the
uansfOlTTl of its iIT.pulse response.' If r' (1) "'" 6(t), then ',(t). which is now the
impulse response of the Z OH. is a pulse of heighl I and duration T seconds.
The mathematical rep resentation of the impulse response is simply

10

Eq. (5.1). the hold is defined as the means whereby these impulses are ~Irapolatcd
the piecewise CQnstant signal ,.(1). defined as

Sam pled.D:l tli Systems

.~

Spt rum of a Sampled Signal

161

_r,:

1 "~

S{t)~-,.'lJoo'/ ndl :

r et)

{ ~ .t"" ~j''',/ } [" dt

L-

_'"

r(t)e-I' -I-,"dl .

1"

where R(s) is the t~ foml of r (/ ). In communication or radio engineering

lenos. Eq. (5.8) upress.es the fact Ihat the impulse !rain corresponds to an infinile
sequence of eamer freq ue ncies at integral values of 211" / T , and Eq. (5.9 ) shows
that when 'If) modulates all lhese tamers. it produces a never.ending tIain of
sidebands. A sketch of the clements in (he sum gi~'en in Eq. (5.9) is shown in
Fig. 5.4,
An important fealllre of sampling. shown in Fig . 5.4. is illustrated at the
frequency marked w" Twu curves are drawn represeming two of the e1emenls
that enter intn the sum given in Eq. (5.9). The value of the larger amplitude
componen t localed at the frequen cy w, is the value of R (jw,). The smaller

0.-""

1bc integral here is the Laplace tunsform of r(l) with only II c;hange of variable
wheTe the frequency goes. The resu!! can therefore be written as
I
R' (s ) :::: T
R(s - jnw, ),
(5. 9)

T __ ><

R." {s) "'" -I

If ......e combine the exponentials in the integral. ....e get

and integrate the sum. teml by tenn to obtain

Cjr"{r )) "'"

1:

.--:>:

We define w, _ 21t I T as the sampling frequency (in radians per second) and
now substitute Eq. (5.8) into Eq. (5.1) using w, ' We take the Laplace transform
of the output of the mathematical sampler.

,--'"

Thus we hal"C de rived the representati on for the sum of impulses as a Fourier
seri es

I
(5.8)
li(t - .tT) :: T
e,l:!"'''" .

.
I
C. = T'

001 the sifting propcny from Eq. ('.2) makes thi ~easy to integrale. wi th the result

C. _ -I

The only tenn in the sum of impulses that is in the range of the integl1l1 is
the .&(/ ) al til: origin. so the inlegr.d reduces to

Chaptc r:;

~lia5ing

components of the
spectrum alter Sil mpling.
showing aI~sin9

5.4,

by

The sign ifi c~nce cfthe negative frequency is thallhe l Hz sinusoid in Fig. 5.5 i,
a negative sine fu~ction ,
'
Thus. as a direct result of t11e sampling operation, when data are sampled at
frequency 2lf} T. the total harmonic cont ent at a given frec;,ue ncy w is to be found
nOt only from the original signal at WI but also from all those frequ~ncies that are
aliases of w,, namely. components from all frequ encies w + 112:r / T = W + IlW
as shown in the fOlTIlUla ofEq. (5.9) an d sketched in Fig.
The errors ca~~d
aliasing ca n be very ~e"ere if a substantial qUOO1tity of hi gh. frequency components
is contained in the signal to be sampled. 10 minimize the error caused by this

10 =8 - 1 =-8'

component shown at w, come~ from the spectrum cent ered at 2:1"/ T and is
R(!wo) ' where % is suc h that Wo) = wI - 27f } T. This signal at frequency Wu
whIch produces iicomponent at frequcn,y w, after sampl:ng is called in the trade
an "ahas" of w,; ttle phenomenon is called a liasing.
The phenomenon of aliasing has a clear meaning if. time. Two continuous
sinusoids of di fferen t frequencies appear at the same freq uency when sampled.
We cannot. therefore. distinguish between them based on their samp les alone.
Figure 5.5 show~ a plot of a sinusoid at Hz and of a $inusoid at ~ Hz, If we
sample these waves:ll 1 Hz. as indicated by the dots. th en we get the same sample
val ues from both ,ignals and would continue 10 get the ~amt' sample values for
all time. Note thaI the sampling frequency is I. and. if I, = ~ . then

s.. mp!ed-Data Systems

(a) Sketd1 of a spe<:tr(;m

ampli!ud~ and (b) the

Figure 5,4

162

sampling

theorem

figure 5.5
Plot of two sinusoids
that have I(\entkal
va lues at unit Silmpling
interv~ls--an e:\olmple of
aliasing

\I

/\

!I

IU

1\

Sampkd Sigr:al

~ I 1\ IJ
'"

f V

5~~trum o r a

163

effect, it is standard practice to precede the 5ampling operation (such as the

sample-and-hold circuit discussed earlier) by a low-pass antialias filter that will
remove substanti ally all spectral content above the half-sampling frequency, i.e ..
above 11' I T. A sketch suggesting the result of an anti-aliasing filter is drawn in
Fig. 5.6.
If all speclroil content above the frequency 11' / T is removed, the n no aliasing
is introduced by sampling and the signal specuum is not distorted. even though it
is repeated endlessly. centered at 112"./ T. The critical frequency. "'1 T, was first
reponed by H. Nyquist and is called the NyquiSt frequency. Band-limited signals
t11at have no components above the Nyquist frequency are represented unambi guously by their samples. A corollary to the aliasing issue is the sampling theore m.
We have seen that if R(jw) has components above the Nyquist frequency w,/2 or
lf I T. t11cnoverlap and aliasing will occur, Conversely, we noticed that if R(jIJ)) is
lero for Iwl ~ 0' / T. then sampling at intervals of T sec. will produce no aliasing
and the Original spectru m can be re<:overed exactly from R' . th e spec trum of the
sam ples. Once the spectrum is recovered by inve rse tmnsfom, we can calculate
the original i\.ignal itself. This is the sampling theorem: One ca n recover a sig nal
from its samples if the sampling frequency (w, = 2.T / T) is at least tv.'ice the
highest frequency (If / T) in the signal. Notice that the sampling theorem requires
that R(jw) is exactly zero for all freq uencies abovc ~ / T.
A phenomenon somewhat related to aliasi~g is that of hid den oscillations.
There is the possibility that a ~ignal could contain some frequenCies t11at the

.,

:;

.S

, ,

,,

'>.2

Chapter ';

,I

tv'.

)
.,

rrR"j

0J\\
I

.r

'"

, \,

1\/\

'

I'V\

"

1
"

sam ples do not

s ~.ow at all. Such signals. when they oc:ur in a digital control

system. arc called "hidden oscillations:' an example of wbich is shown in a
de sign problem in Fig. 7.29. Hidden oscillations can only occur al multiples of
the Nyquist frequenc y (;r/TJ .

", /'
~ ., , \1,)
,
."
.r
'"

"I,

,."'.1
,

o.~ -

(5.10)

The signal r (r) is the inverse transfonn of R(jw). and because by Eq . (5.10)
R(jw) is the product of two transfonn s. its inverse tTan~form ret ) must be the
convolution of the lime functions e(l) and ,'(t). The form of the filter impulse

R(jw) = Ujw)R'(jw).

From Fig. 5.6 we can see that the spectrum of R(jw) is contained in the 10wfrequency part of R' (jw). Therefore. 10 recover R(jw ) we need only process
R'(jw) through a lOW -pass filter and multiply by T. As a matter of fact. if R(jw)
has zero energy fer freque ncies in the bands above 1r f T (such an R is said to be
band-limited), then an ideal low-pass filter with gain T fnr -Tr / T :5 w :5 ::r I T
and zero elsewhere wo uld recover R(jw) from R'(jw:' exactly. Suppose we
define thi s ideal low-pass filter characteristic as L(jw). Then we have the res ult

recover a signal from its samples: we now consider a formula for doing so.

The sampling theorem states thaI under the right conditions it is plmible to

5.3 Data Extrapolation

showing removal of
aliasing With an
al'ltialiaf.ing fi lt er

components o f the
s.pec1rvm alter samp li ~ ,

':[

Sampled-Data Sy5tcms

(a) Sketcn 01 a spectrum

amplltudl! ilnd (b) t~:e

f ig ure 5.6

','

Data Elitropolallon

1 65

.' i T

--;t I_'IT

Tr l

T'

tet f T

= smc

"

sin (:rt/ Tl

2:rjt

= ~(~. ," . r, _ ( _''''' 'r,)

= 2::r

T ei'"

=.2...
r ' Te''' dw
2::r J_.IT

(5,11)

n(l- r )

_ >c

'"

r (kTjsinc

,T(t -k TI

(5 ,121

j.

ZO If (jw) = ' -;-,--

I _ e- I ..T
(5 .13)

EquaTion (5.12) is a constructive ~ t ateme nt of the sampling theorem. It shows

explicitly how to construct a ban d-li mit ed fu nct ion r et) from ils sam ples. T.he
sine functions arc the interpola tors that fill in the time gaps between sam ples wtth
a signal that has no freq ue nd cs above rr I T. A plot of the impulr.c res!Xl nse of
thi s "ideal" hold fil ter is drawn in Fig. 5 ,7 from the formula of Eq . (5. 11).
The re is one serious drawbKk to the e,;.trapolating signal given by Eq. (5.11).
Because t(r ) is the impulse response oflhe ideal low-pass filter L{jw ), it fo llows
that thi s filter is rlQnCGlIsal because i(t) is nonzero for I < O. i(1) Mans at
1 = - 00 while the impulse that tri gge rs it does no t OIXur until I = O! In many
conununications prob lems the interpolated signal is not needed until well after the
~amples are acquired , and the noncau sali ty can be overcome by adding a phase
lag. e- J.... , to L (jw ). which adds a delayto the fi lter and. to thc signa.ls processed
through it. In feedback control systems, a iarg( delay IS usually disastrous .for
stability, so II.'e avoid such approximation> to thi s function and use some.th lll g
else,like the !Xllynomial holds. of which the zero-order hold al ready menllOned
in co nnC1:ti on with the ADC is the most elementary and the most common.
In Section 5.2 we introduced the zero-order hold as a model for the storage
regi ster in an AID convener that main1ains a constant s ignal value between!
samples. We showed in Eq. (5.7) that it ha s the transfer function

r( f) =

Using the siftin g propeny of the impulse, we ha,'e

r(l) = i _x r eT) t~'" J ( r - kT)Sin c --T- - h

t o<

Usi ng Eq. (5. 1) for ,'(t) and Eq. (5.11) for ((I), we find that th eir convolution is

let)

response can be computed by using the definition of L(jw ) from whic h the
inverse transform gives

5.3

Chapter 5

r
I
'.

"

/\-

T'

!
)w

-:-

e- ,.. T/2 ) 2j

.
2}

(5. 14)

IZOH(}w) l :::: T smcT

wT .

. I' I

(5. 15)

Thus the effect of the zero-order hold is to introduce a phase shift of w T /2, which
corresponds to a time delay of T /2 seconds. and to mul\iply the gain by a function
with the magnitude ofsinc(wT / 2). A plot of the magnituce is shown in Fig. 5.8,
which illustrates tbe fact that although the zero-order hold is a lowpass filter,
it has a CutofT frequency well beyond th e Nyquist frequ ency. The magnitude
funct ion is

Z OH(j w) = e-,..r.'7.Ts inc (w T/2).

and. usi ng the definition of the sinc function,

ZOH(jw) = Te_i " T/! sin( w T / 2)

wT/2

The term in brackm is recognized as the sine. so this can be written

ZOH(jw) "" e-!",m

ej.. Til

We can discol'er lhe frequenc)' properties of ZOHC;w) by expressing EG.

(5.13) in magnitude and phase form. To do this. we factor rut e- 1wT/l and multiply
and divide by 2j to write the transfer function in the form

iff

----"c- --o--;----::----,----;----;,----c
-2
1 0
4

-41

. e

..,

Sampled-Data Systems

P10t of the impulse

respo.1$e of the ideal
low-pass filter

Figure 5.7

166

hold f.tters

ph.ilse of polynomi al

figure 5.8
(al Magnirude ar.d (b)
.,/

-. -

FOH

FOH- ..

_
6

wT

- ~.,
10

--:-:.--....12

.-.-....

"

'

'

wT

1' 0 1 "

14

167

[5.16)
plus the 180- shifts where the sine function chiUlges sign.
We can now give a complete analysis of the sample.and.hold circuit of
Fig. 5,)(d) for a sinusoidal input rtf) in both the tlmc and the freque ncy doma ins.
We consider first the time domain. which is simpler. being j ust an C;I;ercise in
co nstruc tion. For purposes of illustration. we will use ,(I) :::: 3 5in(501 + :: / 6)
as plotted in Fig. 5.9. If we samplc 1'(1) at the i~ stants kT where the sampling
frequt'ncy is "-', = 2:.-r/ T = 20(h and T = 0.01, the n the plot of the resulting
r rkT) is as shOwn in Fig. 5.9. Notice that although the input is a single sin usoid.
the output is clearly 1101 sinusoidal . Thus it is no! possible 10 de~crib.! this system
by a transfer function, b.!eause the fundamental ~perty of linear. limeinvariant
sys tems is that a si nU >oid input produces an output that is a sinuS<Jid of the
sa me frequeocy and the re lative amplitudes anc. phases determine !ht' transfer
function. The sampleand hold system is li near bullime va!")ing. In the frequency
domai n. it is clear that the output '. (I) COntains more than one frequency. and a
complete analysis requi res that we compute the am plitudes and phases of them
all. However. in the applicalion to control systems. thc output of th e hold will
typ ically b.! applied to a dynamical syste m that is of low-pass character: Ihus
the most irnportanl component in ' ,,(1) is Ihe fundamental harmo nic. at w~ = 50

LZO H (jw ) =~.

-wT

which slO\\'ly gel~ smaller a~ w ge ts larger um il il is zero for th e first tim e at

w = w, = 2;r / T. The phase is

(b)

""0

.. ..

Data EXlI"lIpolation

"[~~. ~
- -~
:f'
'IH [
!l

(II

- -' "

o
2

o.j

'~
' ~~ ~ -' ..-.'.

1.'1-

5.3

Chapter 5

With
sample period T = 0.01

sarrp le<W1d~d

'.

, '

L.

\,

/1

:
.

,"

I,

if

r
I!
\

\1

"

\j

\,

\1

't o

?V i

fJ j

f '

A~!

it'

Ale J0 8(w - w)

+ e -J~Ii(w + w.) ],

ZOHUw) = r,,-Jy r:1sine(w T /2).

A sketc h of this spectrum is shown in Fig 5. I ()(a) for A '= I /Jr , We represent
the impulses by arrows whose heights are proponional :0 the intensities of the
impulses.
Aftcrsamplin g. as we saw in Eq. (j,9). the specTrum of R' is di rectly derived
from that of R as th e sum of mulTipl e copies of that of R shifted by n2;r / T (or all
im egers n and multiplied by 1I T. A plot of the resul t nonnali~ed by T is .shown
in Fig. j, IO(b) , Finally. to find the spectrum of R io' we need on l)' multiply the
spectru m of N' by the transfer function Z OHUw). which is

R(jw) =

rod/sec in th is ca!e. The Olhe r haITllonics are impoJ/ors. Ippearing a, pan of The
ou tp ut signal whtn they are really unwanted consequences of the sampleand
hold process. In any e\en t. we can proceed to analyze r~(l) fOf' all ilS haITllon i c~
and select out the fundamental compone nt. either by analysis or by a low-pas,
smootlJing fi lter,
First. we need the spec trum of r(r). Because a sinus ~ id can be decomposed
into two e;o;ponelJ(ials. the spectrum of r(t) = t\ cos(W} + ) is given by tWO
impulse functions at w. and -w. ofinlen"itY:T A and phlse Ii> and - I/J as

::,--~,;-_\lA-,,-~/~~'o~---c,~,___l~,,~lLLI_'- - !"

.,.

'I

Sampled-Data Systems

Fig ure 5.9

~t oj 3slfl(SOr +:1 /6)
and the output 01 a

168

.~

,,

~.

"-

,,

"

Fi gure 5.10
Plot of the spectra of
(al~: (b) If': and leI ~,

,
\
,

"

10

'"
,0,

ol l

",r

S 1, ",T

"

-:~ ~

to

"

"

"

" I ,. -,
.,"

10

..

tS

,s', , , . ; I"
';p- +-"'"- .. '- I

Daw Extrlpolalloo

169

A[sinc(wTI 2J)sin[w,,(t - "2)).

(5. 17)

" plot of th is appro~ im ation for Th e signal from Fig 5.9 is gh'en in Fig. 5.11
along with both the original input and the sampledand-held outp ut to show
the nature of the approximation. In control design. we can frequently ach ie"c a
sutisfactory design for II. sampled-data system by approximating the sample and
hold with a c{) ntinuous transfer function com:spond ing to the delay of T 12. The
controller design is then done in the conti nuous domain but is implemented by
computing a di scre te eq ui valent. More discussion of this technique. MJmct imes
called emu/mioll. will be givcn in Chapter 6. where M)mc examplcs illilstrate the
n' sult .

1.'1(1) =

Thus the spe~ tru m of R~ is al.w II. sum of an infinite number of terms. but now
with inten~ ili e .. modified by the sine function and phases shifted by the de lay
function w T(2. These in tens it ies are ploned in Fig. j.l()(c), Naturally. when all
the hamlOnics included in R. are convened 10 their time function, and added.
th ey sum to the pie<:ewise-constant staircase fur.ction plotted earliu in Fig. 5.9.
]( we want a best approximation to r~ using onl)' one si nusoid. we need
only take out the first or fundamental harmonic from the components of R'. This
component has phase shift rp and amp litude A si nc(wT / 2). In the time domain.
the com:~pondi ng sinu.wid is given by

0 "

.',,,

:i

l
,..

5,)

Chapter 5

arid filters

'"I

,1I'

,~
;

//

"

'ff

tiJ

',I

-,

R(J)

R (JI

EC')

E"~)

U(J I

0'

!rl.)

-~~ H~) p;~'

, Otl)

U (s ) = E " (s}G (s).

E(s) = R"( s) H (s },

(5 .1 8 )

We have thus far talked mainly about discrete, continuou!. and sam pled signals.
To analYle a feedbJCk syslem that contains a digital compute r. we need to be ab le
10 compute th e tr"<.Jlsfonns of output signals of systems that contain sam pling
operation s in various places, incl uding feedback loops, io the block diagram.
The technique for ;loing this is a simple ex te nsion of the ideas of block.-diagram
an alysis of systel1\'; that arc all co ntinuous or all discret e. but one or IWO roles
need to be carefully observed to assure suc cess. First, we should re,iew the facts
of sampled-signal analysis.
We represent the process of sampling a continuous signal and holding it by
impulse modulaticn followed by low-pass filtering . For example. the system of
Fig. 5. 12 leads to

Systems

5.4 Block-Diagram Analysis of SampledData

A cascadE' 01 ~mplers

Figure 5.12

II

I"

Sampled-Data Systems

Plot o/t he output 01 tilt>

~mp!e and hold and the
fi rst harm cni<
approximation

Fig .. re 5.11

170

Block-Diagra:n Analy;is of Sampled-Data S)!oIcms

171

=(E' (s)G (J lI' = E"(s )C'(.t) .

(5.19)

L'

' (s - j Il W,) =

1. -"

L'

, --'"

L'

(5.22 )

(5.2 1)

(S .20 )

"(sIC (s ).

QED

I '
"
C (s - jll W)
T~
,
E' (I) -

15.23)

u"""~""d

,.noJs

S Wr of <~ 1S,"me t~ njl"OC' {)( (I' I> ~. ",h><h; , , ,u",difCUI .. /I<h IO /~ro "H
lO ' ofin")
:>lie"" ... fa" '" I.... W. mu" be C>Nful t<> "'0>.1 'mp"l..- modul .. ioo of iml"' lsc<. fo< J"la lr l js

Note e ~peciaJly what is/lOt true. If U (s) = [ (.rl G(;), th en V ' IS) =I E'(s) G'( s)
butrather U " Is) = (EGn s ). The periodic characlerof E' in Eq. (S.19) is crucial.

V ' (s )

In other word" because " is :llready pe riodic, s:'ifling it an integral nu mber of

penods leayes il un changed. Substit uting Eq. (5.22) into Eq. (5.20) yields

= E ' (s ).

'\5 - jnw.l =

jkw, - jIlW, ).

[( s - j t w, )

[( .f -

Eis - jl:w, l .

e- II to gel

-".

'
L
...

E" (s - j ni<J) G(s - jlrw) :

.a_x

" ($) =

TI

Now in Eq . (S2 1) we can let k =

so that

but ' ($)is

U'( s) =

We Can prove Eq. (5. 19) either in the frequency domain. using Eq. (S.9). or
in the time domain. using Eq. (5. 1) and convolu ti on. We will use Eq. (S.9) here.
If V( s) = ' (s )Gf;) . then by definition we have

U" (s)

Impulse modulation of continuous-time signals lik e e( r) and 11 (1) produces a

~rics of sidebands as given in Eq. (5.9) and pl!Xted in Fig. 5.4. whic h result in
penodic functions of frequency. If the transform of the sign:;!l [0 be samp led is a
prod uct of a transform that is already periodic of period 2"./ T. and one that is
nol. as in U(l) = [' (s) G {s) , where " (s ) is periodic and G(.~) is not, we can
show that ' (s) comes out as a factor of the remit. This is the most important
relation for t ~ block-<liagrom analysis of sam pled-data systems. nameJy~

s. of

wnplin,

AID

Model of

Exam p le 5.1

, ,)-:'-t-~'

B~ocl: diagram

Sar.Jpl.,dDa ta Syslems

".."
,

U ( :) = U O(J)

I ... ,. , .

Soluti on. In FiE . 5 13 .... e ha'e rnodded the tVD COl1>"""<r plus computer program plus Dh\
ron,en,,, as an impulse modu lator (,,ruch I!lkcs the samples from ,Ir I). a cornplltor prD&r~m
that processc> these samples describf,d by VO (s) . and a UnHlTder hold that coostlUCt tM
piece.... ise-con'lant rutput of the D/A con,cncrfrom the impulses or ",- [n the actual compute r
" e anumc that the >ample.\ of ' H) "'" manipulated by a differee""ICe C<Ju3tion .... hose inputoutplll effe.:t isdescri>ed by the ~ -tr.msform D(: ). Tl\eseopcrationl are repre<emoo in Fi g. 5. 1_,
ll i/they ,,ere p"rlcrmed On implll:;c,;.. and hence the tran sfer fun:tion is V'I.5 ) accordin@.lo
Eq (5 .24) . Finally. !", manipllialoo impulses. "'III. are applied 10 1M zer(H}r(jer hold from
.... hich the picwi se-cons\;lJIt,coolIoJ signal "II ) .on.., . In rea lil. of course. the compuler
oper.lttS 00 the salll'le values of 'VI and the pi."cwiseconstarl OU lpIJl is genenuoo "ia a
storage reg i,ter and a DlA oo,,,"""e,. 1l!e impu l:;cs pro"ide uS ""ilh a con,enien'. c<.>nsiSlelll.

Compule the traMfonm of Y and Y for Ih~ ~y.t.m bloc k diagr.,." nf Fig. 5.13

Bloch /)a.gram .o\MaiY.lis

There is an imponam time -domain reflection of EQ. (5.2.:.). The inverse Laplace
transform of U"(s) is the sequence of implllu5 with in1<'1sities given by u(1; T I:
the invcrse ~-tran ! form of U(: ) is the sequence of ,alues rl(kT). Conceptually.
sequences of values and the correspond ing :;;-transforms are ~asy 10 think about
as being processed by a compu ter program. whereas the model of samp ling a~ a
sequence of impu lses is what allows us 10 analyze a discrete system embedded
in a continuous world (see Fig. 5.13). Of course. the impu lse modulator must
a/;I"/(H be eventually followed by a low-pas, circuit (hold circuit) in the physical
world. Note that Eq. (5.24) can also be use d in Ihe other di:eclioll to obtain U'(s),
the Laplace Imns(onn of the lrain ofimpu\ses, from aghen U(~).

(5.241

The final result we require is thai, gi\en a sampled-signaltrnnsfoml su(,:h as

U O($), we can fioo the corresponding : -Irnnsform ,imply by letting e" = Z Of

"""""

~,..w

Nodelof

of digit')l control as iI samp'ed-dalil sys.em

Chapter 5

figure S,13

1 72

..,

.'.

(11 '" R -

r.

(d)

(5.25 1

(5.26)

Y' = 11 - . - r,).W

CJI1 ", Iyo

r " = ~R".
I + If'

&j. 15.301 for Y- obtaining

Y- = tl - t - ") DO (G /s nt' - Y).

Eq. (5.26!11I for C yields

f''''''

(5.31 1

(5.30)

(5.291

(5. 2SI

6 In w-n pling f4 (S. 2S.o)1 ... , o>tcain~ . /5.26< , )1 bl u" of ,... """linU<lU\. fromlhc ,iOlh! ro",'eMicn
far ~. (~.5 ! f ... ;"'1"'1" nl<>Ju1~lioo of di"'''''linuou> fuoc'iorl . Fron ...... un -<Ioonain operalion of
'M .. f<)oQrdtr M id. it is clnr Ih'" 1110 ,","'pie, of .. ami '" I.f( ,II< umc. at>d ,II<"
,PlO. Eq. (~.26(c,.
fot IQ..,.

then .... "

If ....e call

.ubslitut;n ~

()".
I'" = ( l - t - ")E- D' (e / .)"

SUbsl;(Uting froll Eq . (S. 26(b)) for M' gi,es

ioclude ,W I. flo we have

And

(5.271

Taking o ut Ih. periodic parts..... hich are lho!.e in '~ hich.> app;:n~ o"ly as ( , r l,,hich

,-,- ) ,
[ (-'-'''']'
Y = G'\!

Now Eq. (5.U;(dJ) indioale, that we need U . tlOI U - 10 compute y ' . SO we must back up 10
,ubstilute Eq. (~. :!5(C II into Eq. (5.16(dll

",'"

(b ,

Y = IGUr

Ill:'
' " R" -Y-.
"""E'D'.
U"M '.

The usu al ide. is 10 relal. Ih~ di screet" OUtput. Y'. to the discrele inp ut. R" . Suppose we
,ample each of lt>e,e equalions by usi ng the ree sult . ofEq. (5 .J ~) to srar each tran,form. The
equalioos are

Y" Gel .

[' ,"']

WI

(Il )

U" '" , - -- - . (e l

,W(.I" E" D .

1 73

~pplicd.

Block-Diagra m Ar.alysis of Sampkd-Dat.a Syslerru;

and eff..,!iH nnkl oi t~ processes 1C) which Lapl~Nmn~form m<:1hods can be

From lhe resul!! ~i,en Ihus far. ,'"" c~n ",rile Rlatioo< among Laplace tran~form~ as

5.~

17'"

Exa mple 5.2

OUlput
COnllam
M)

that the zero-or<ier hQld is the Olfr.CI

15. 3.$1

!. The romputer P"'>gram COITe'POOOl tOa

(5.BI

Ul ~l

K.

= fl:l = 1 _ :-'

1
1/ 2

"
1)(,"

In)'

15.37 ,

15.36)

YeSI = R" I

(I_ .. - r, )

D"

+ f/"

G'~ ) ,

(5.38)

Equation 15,37 ) can I\()Y,' be used in Eq. 15,321 10 lind the d~dklop tf1lIlsfer fuoction from
..hich the dynamic and ~ ali, ~,pon>e~ can to<: ~ udied, a! a F~n ct i(ll\ of Ko' 1M program gain .
We OOIe also that to<:~inning with Eq (5251, we ca n ~adily calculate that

H "ls) ", K2" (... r

1-.-"' .-'" )

(~t2)t - "

IIr),"

')'
+0

=."_ 1/ 2
CQlnbining EQ, (:\.)6 1 aoo Eq. (S.lSlthen. mIhis C:1."<. we oblain

11_ . ')IG(rl/., )' = I

! , Ilis Teduces 10

11 - e- r' )IG " ' / SI" = (1 _ e-" ) (~_" ,

1- . '

Eq. IS.S). we u\"c

('
_ _ _

-"-,) '

rls + 0

K"~

;-::---I

, _r, J ( -

'"

= (1_ . - r, )

11 - ,, - r')lGln t J)" = (I -

plant and zeo'<lT<ierhold we requite

Becau,,-, ._or '"

U5i n~

Fo r the

D' I~ I =-"-~,' - J

K e, r

Using Eq. (S.H ). we gel lhe Laplace.lraIlsfonn form

D(~)

Solution" We w i., h[() compule llle com~nls of H" given in~. ( 5.3 1), For Ihe rom puter
pro gr am we have the l"lmsfet function of Eq. ( 5 . ~~). which in term; of ~ i!

""""

alld the: C()IYIpll1er Do'.... ho lds the

dilO;mc intc grator

,+,

G I 1 I = -- ,

compule Y" and Y for II\( calC ... hero

alld lilt: \o8 mpling period T is sud thai ~-,' =

,\ppl)' Ihe re~u1l5 of bam pie 1 10

Analysi' of a Spwji{ mod! Diagram

Chapter 5 Sampled-Data 5)'Slems

Example 5.3

function

A simple syste'T1 thaI

cIoes not have a tra ns.fer

Figure 5.14

175

Hollo' do we sot-..'t

the~1

f = R -Y.

(II)

= ( HR )' - I HY )'.

U' = ( H(R - Y)'

Takin g wilhe periodic U' in the

<lOt

(el
IQ Eq. (5 .4O(b " 'e nud E.

(b )

Y' = V'G '.

\0 ;'

(b)
(ct

U' = ( HE)'.

E' = R" - Y".

Y ",U'G :

U= HE .

l 5.40)

( 5.39 )

E' So we must go bad 10 Eq.

term on Ihe right gi"e ~

U .. IHR)" - U"WG )".

~co nd

U ' '" ( H R) ' - IH U "G)".

Using Eq. (3.J9(c- for Y. we ha.'e

(S.3~a))

5.14.

The equations describing the 'yslcm au (aU symbols are Laplace trnnd orms)

ar>d afler sampling. 1M: equations are

Solut;un.

Compute Y-o",; Y For the block diagram of Fig.

Ar.~h(r 8!.xk Diagram Anll/Y5'5

Equlllion (5.38) shows how to com pute the response of this system in between
sampling instants. For a given r(t ). the starTed terms in Eq. (5.38) and th e
U - ( - T')_term correspond to a train of impulses whose indi vidual I'alues can be
computed hy expanding in powers of e- T , . These impulses arc applied to G($)/s .
which is the slcp response of the plant. Thus. between sam pling instants. we will
sec segments (If the plant Mep response.
With the exception of the odd-looking forward transfer funttion . Eq. 15.32)
looks like the familiar feedback formula: forward-over-one-plusfeedbaek, UnfOr1unately. the sequence of equations by whic h Eq. (5.32) was computed was
a bit haphazard. and sudl an effort might not always succeed. Another example
will further illustrate the problem.

5.4 Block-DIagram Analysis of Sampled-Data SySlems

01

sampled-d~la

sys tems

:r<lnsfef,functl~n ~nalys ,~

yo
=

1 + (IIG )"

tHR,.

C'

(5Al,

S<oI Ullono >,\'e

~le<;t

Mtr) = 'IIC,.

Cis) = R - ,wC l ,

E and M as independent' ariable~ aJ1d " ri le

Comf"lle the transforms of Y' and Y fu, Ihe blocl dia.gram dr",,'n in Fig. 5.15.

A.nod,,,,-IJlu,:h DiagralU AIl<lI.\;is

Equation (5.421 displays a cu riou, fac t, The transform of the input is bound
up with H (S) l nd Call1Iot be divided out to give a tTansfer function! Thi$ syStem
displays an important fact that wit h the man ipulations)f stars for sampJing might
be overlooked A sampled,data system i~ lillll' m"yi~g, lbe response depend,
on the lime re/(UiI'e 10 lire sOlllp/;'lg ins/(/Ills at which the signal is applied, Only
when lhe inplll sam ples alone ~ required to generate the ou tput ,;amples c:tn
we obtain a disc rete transfer function. The ti llle variation occurs on the taking
of samples, In genera l. as in Fig, 5.14. th e en tire input signal r(r) is involved in
the system response. and the transfer-function concep: fails. Even in the ab,enc<.'
of a transfer function . hO\O:e\'er. the tech ni ques de\'ebped here permit study of
stab ili ty and rt:!;!xmse to ,p-ific inpu ts suc h as ste p, fim p. or sinusoidal signals.
We need 10 know the general ru les of block-diagram analysis. In soh<ing
Fig. 5.14 we fou nd ourselves work ing wilh U. the ,ig~al lhat was sampled. This
is in fact the key to the proble m. Given a block diagram with sntral sampl ~r> ,
1I1\\'1I)'s U{f'O filt' "(Hit/bles CII flle inplllJ 10 the samp/en liS !h~ w ltnQWns. Bcing
sampled. Ihese variables ha\'e pe riodic tmn ~ foml~ that will always factor Olll
after the )ampling process and reSlli1 in a sct of eq uat ians ill the sampled (s\:llTI'd ,
variable, that call be solved.

Sam pled-Data Sl'sttm>

Exam ple 5.4

Chapttr 5

Figure 5,15
A lina' example 10'

176

con si o;!, of impul~' appl ied 10 /1 /.<) in thi, ,'a,.,.

..

-.

C"""oIltr

- - ._It h.u bI:en p.-opo~d to "'"' an ~xperimcm to IlI('llUre Ihe loop gain of. lrial samp led-data
design on the octual phySic al s) "~m usin g the selup d Fig u/e 5,16, The JlfOPO\al i, to h.a,'c
zero referell<e input bu, 10 inj ec t 3 sinusoi d into It>e s~->Iem at \1' and 10 llI('a,utC the . .... pon""

Mc~; ~ri~g !ht TfI:m:;J.-r fUnai<l" oj" s..r"'p!cd, Dm<l 5.\Iw "

As u final e:\:amplc of ana ly~ i s of ~amp1ed-data SYSlems we consider u problem

of experimental trans(er funClion measureme nl in a sampled,data system.

- +

an: U!ed to ~ause lhe W !PUI . To obtain the Z'IT~n~fll<T11o f tho' _>:Imp! .... of the W lpu!. ".~ w(luld
let ~ ,' = ~ in E<j, ,5.47), From Eq. 15.46, we can wIn for- the continuo"_, OU!PUI. wh ich

.' ,

"

Hold

.
Ct.~

Plant

Figure 5.16
A block d ia~ram 101' exper,mef'tal meaSUfe Me<".t of a sampled,dat.l tr,J(l~fel fUrKlion

Examp le 5.5

H"Jl
1 +1 HG, loG;'

J" '" E' fI

15 .45t

C5, -l-\ )

177

In tb i_, .a<;<: "'~ h~ve a ltalh fer funClioo. Why' Ikcau~ <IIl ly !t>e sa mpl es o f tho ~xt(mal inpllI

, ",

r "'e u ~ It>e equation

R"

" = R' _ 'IIIC,r C;

!.OI,-. the'l! equatiutls hy .ub>lituling for .1f' in Eq. (5A41 ffQm Eq. j5..tJ~

To obwin

We

F.= H" - ""G ;

M' = rUIG ,r .

- - -- - - - _ ._ - - - -

SrStem~

Ne~t we ~ample Ihe se ~;g nat, . nd u>" tM "if periodic. t~n out"' rule from q, 15. t 9)'

J_-+ Block.Diagram Analysis of S~ mplC'd ' D:ua

Chapler:)

w"

"

V'tWG)"

+ O' (IIG )'

~
"0.

- I

"

s~nd

"

179

GII'j

",

M>

, '"

, = t

D' ( HG)"

+ D ' (IIG )'

W' f/

lbeo;c equ>lliOfls ~an De readily mlYCd. after laking 11>0: "$Iar"' of

{!'

, =V' H+W'!J

r to gi..e

( ~57 1

4. With th~inpl.l(~ppl ;cd Ihrouy. a .~ mpleand hold asdra\\ n in Fi g, 5.17the h~' nP"'"ion,
are gi len by

anti~lia.,

,T,T .
;$ a good

that G" = G fOf (rNtu.ncie~ les. than

E,
E
, = -D" (G II(.

;f'

....hich il It.. lran,f.! functio~ , Thus lne propoSN! metOOd ....orks well if there
fiher in the loop.

N cx~ Iha: if IGI = 0 for 1",1 ""

then Eq. (5 ,56 t reduce < 10

futKlion

J, If " " .<ubllitute Eq. (S .55) imo Eq. (5.5-1) and take the ratio. \\c find the dc:<:crib ing

(G If), = ,GljwoI2.TO(W - <0,.)

~.d

w,. < .,. / T thl're is no ow,lap and al "'''

2;1"
T

O.'le e.~ponenT i.J at a time 300 consider

of tM lignal is imboedded

G {Jw-jk-)!,,.~\,,,-W,, --'

~inu>oid

The 'pe<"lf~ ;n" oh'ed are u,ily skeld ed. Since

the signal is

,
1 ~
IG WI =- L-

T ,. _x

pan . .... e can """ider the

,,"' = 2:r8 fw ~ "" ," TIlen

tr~l\\fon!\

Y=UflG+!V' f/ G.

I)

(5.52 1

(~.S

D"{lI'G)"
1 + O"tHG) ' H

we do 1101 M" c a tran sfer fuoct;on si nC1: tht

~ig n l l t r:rn !fon ns,

2. For the

in the

Clearl~

p.rt a;

input

1"-----",-.J~"
lJ'

V'(I)

+ V ' (IIG)'

B!ock . DiJgram Anal)"'I. o f Sam p!ed - Dala Syslems

If ...c nov.' lubstiwte this "" ull inTO Eq . j~.-I8 1 and Eq. 15.49 ) .... e h:l,'c th c w lution or thi.

5 '!

: = U' H
= -D'y'

Conrolkr

Soh'ing Eq. (5.521 for U'

U ' = -O ' Y'

Y' = (WG )'

1' = IVG+ U' IIG

(3.101

= IP H

(5 .4~ J

15.-191

, = W + U'H

1. Following the lXOCedure j u" @i,. n ....~ exprels tile ~ignals Or ~nlere$t in terms of sampled
signal. as foll"",',

SoIUlion.

"nen "'0 < ""r,

4. Repeal m..,e cak: ulatiOfl s for Ihe SetUp of Fig ~ . 1 7 wne'e the input signa l i, first sampled
:rnd held Defore boeing applied 10 m.. s y~tem.

t!le results of 2) 10 get an expressioo for tile complex ratio of the siinal~ , and E,

U~

3.

of E; and E; for. general signal input at u' ,

Ihat tM signal ,,"' is lSinuSQid offrc<jueocy w~ 1e,1 than:r I T (no a li as ing). Plot
the ~lra of G W and (GW)" .nd show thaI (G'V)' = tGW at lne frc<juency

lrl\.form~

Sup~

Z.

I. Compute lne

at thaI fnq uellC)' at loc'li o ~ s E, and E, . It is Ihoughl that the (CO!'lple ~) , atio ofthc~ si 8~al>
"ill gi.c tile loop gun from which lhi gain at'ld phase margins on Ile de\tm1iroed and ".. ith
"'hich a fnquem')' f( lpon~ design can he "-orked 001.

Sampled-Data Systems

A block di <lgram for

experimental
nl'asurement of a
sampled4lla transfer
fu nction with sampled

Figure 5,17

1 78

180

Chapter 5

E,

tn.nl f.". function

'" - Do I HG )"

d;~rete

O::;m<1.

In re sponse to a panicular input. the output of a sampled-data syste m al sampling insla nlS can be computed by lhe : -transfonn. e;:en in thost casts wher~
there is no lransfer fu nction, However. in ma ny prob:ems it is imponant to
e)lamine the re~ponst between sampling insmnts_ a res?Onse that is call ed the
"ripple" in the respon!i.C. Often. for eumple. the ma)linum overshoot wi ll OOt
occ ur at a sampling instant but at some intermediate point. In other cm;es. hidden osc illations uc present. oscillations th at may or may not deca y with time.
The ripplc is generated by the continuous-time part of the system at the output. For c)lamplt. in the case drawn in Fig _ 5. I 3. the ripple is given by th e
response of G(s ).'s between samplin g instants . Three techniques have been suggested to compute ripple. The fi rst . suggested by J. SJ..:1 ansky, is based on the
panial-fraction e ~pan sion of G(s )/s . The second, sug ges te d by E, Ju ry. is based
o n introduci ng a time shin in the sampler at the outpLl o f th e system. If th b
s hift is less th an a sam pl e period. the new sa mpl es are taken between the system samples. The modified lransfonn from input samples to shifted sampl es i.~
call ed the modifird ~ - rrOlr.~fQrm o f G (s)/s. Th e thid technique. introduced
by G. Krane. is based on sam pli ng the output at a faster rate than the feedbac ~
loop is updated. Block dia gram s reprc semin g the three methods are gi~'e n in
Fig. 5.18.
In the panial-fraction method. shown in Fig. 5.18(a). the outputs of the se\'"
eral fract ions are sampled and the values of ,v, (kTJ. Jl(kTJ .... 3rC computed in
the regular way ..... ith ~ - I ransf orm s or MATLAB staTetn.'nts. These values at the
instant kT repre se nt ini tial conditions for the several parrillI fraction conti nuous
dyn amic s at tirTlC! K T and fw m them the tran sient over the period from k T to
(k + I) r can be ~omput ed. Th e total system output is the sum of thes.e componen ts, llJc method is somewhat tedious but gives an exact e)l pression for the ripple
duri ng any given sam pl e period from which. for example. the peak o vcrshoot can
be exactly complied.
The modilioo z - transform of the plan t with zero -order hold is de fi ned as

5.5 Calculating the System Output Between

Samples: The Ripple

From thcl(_ the ratio gi,'cs the true

Sam pled-Data S~'5le m.s

figure 5.18

("

.)

(.)

l SI

D(:)G(:.m)

1 + D(~) G (: )

R(:).

(5.58)

set(SYS.'td'. (1 - rr )T),

The delay for sa mple period T and shi ft m is set by the- command

SYS := ss( F. G. H. Jl

and its inverse will give sa mples at k T + m T. The mod ifi ed operation is noncausal
but is on ly being used as a computational device to obtain inter-sample ripple.
For examp le. if m = 0.5 then use of Eq, (5.58) will find S3mplc values ha lfw ay
between sample updates o f th e con trol. MATL.. a onl y pcnnilS de lays (causal
models) an d ca n be used 10 find the OUtput of t h~ modified plant delayed by one
sample show~ in the figure as : - . Y(:. /If ). If the plant is givcn in ~'tatc form with
description matri ces [F'. G. H . 1], then the repre!en tati on of the dc layed mod ified
transfonn caD be co mputed in M,\TI.AB using

Y(: . m )

and represents sam ples taken at the times k T + m T. The modified lTansform of
the ou tput of thc syste m shown in Fig. 5.18(b) is given by

Three meth od~ USEd to eval uate ripp~ . tal Partial tfaction ('xp.lrtsion; (b) Moditie1
ztr,)llStorm; (c) Mu ltirat:'C~:"",
:::_,"g,---_____ __ _ _ _ _ _ _ _ _ __

5.5 u lcu lating the 5)'stem Output & \WCl'Il 5;\mples, The Ripple

182

Chapler 5

conside~d the analysis of milled systems that a~ panh

S.l

S~~lCh 3 signa t that rCp"""ni' booll<k-d hid(lcn OM; ittoriOl1s.

5.7 Problems

The output of a sa mpled-data system between ,ampli'g instants can be computed llsing ~rtial fraction e.\ pansion. using the modified : - Irmr s/arlll .
or by multi~rate sa mpling. With a computer. multi-rate sa mpling is the most
practic al me thod.

If the input signal to a sa mpled-data sySte m is nO! sJmpled, it is impossi ble

to detine a tnrt sfer functi on.

Interco nn t'{:tiono; of systems th ai include sampling can be analyzed by blockdiagram anal ysis.

The sampling theorem s hows how a band-limited signal can be re~on s truct~ d
from its samples.

Sampling intmdu~es ali as ing. which may be imerprcttd in both the frequcnc~
and the time domains.

The transform of a sampled sig nal is periodic with j:eriod 21T / T fo r sampk
period T.

The large-signal behavior of an AID co nvener can be modeled as a linear

impulse modul ator followed by a lcro-ordcr-hold,
D/A convener ca n be modeled as a l ero- order-hold.

di screte an d partl} cominuous. taking the continuous poinl of view. These sys te m~
ari se from digital control ~ystcm s that include AID and D/:\ w n"cners. ~
imponant points of the chapler a~

In thi s chapter we hUI"C

5.6 Summary

The method ofm ulti-r.:lte sampling is shov.n in Fig 5.18(c). The outPUt 0\
Ihe controller i, held for Ihl'" full T seco nds but this signal is again samp led J (
the rate T / II for some small 1/. such as 5. The plant output is also sa mpled at tt\.:
rate T / 11 . The fe~db~ ck loop is unchanged by these add.tional samplers but tlk'
o utput ripple is now availab le alII points in betwccn tht regul3/" sample time~,
This teehnique is readily programmed in M AnAS and is regularly used in thi>
book 10 compute the ripple, An intere sti ng case is gi\'en in Fig, 7.14 whe~ it can
be secn that the maximum o vershoot occurs in the rippk

SYSD = c2d(SYS, T;.

: - r~IUJ$/oml i, given by the siandard convers io n

and finally. lhe dherele n:presentation of the system which has a delayed modified

Sam pled.DJta Systems

~n d

iirst.()rder

figure 5.21
A samp led-ddta system

"""

sample

Figure 5.20
Block diagra'Tl of a

Rgure 5.19
Impulse rcsponse of a
firstorder tdd filter

183

Sketch tho: fl'sponlc "faucondoro erhold circ ui llO' step unit. What nlight be the major
disadvarnage of thi~ dar > ClI.Ir.lp"tator~

Sk~.ch the impulse =pons.e of ttle

lriangte bold, NOIkc lhal it i, ooocausai.

,.

,'

- -- ~ - -~ --- ..... - - -

---~-:----: ---

L __ L
,, ___ J,I ____ l,I ___ _
- '~--7---~---+--~

_I

, ___ ~ ----J----~-_-_

"---'-,---,,----'-,----,

(c) L'sc MATl..o.JI1O ptollhc frequeno::y r pmtsoe ofthi': triangl e hold.

(h) COIIlputc th e transfer funct ion of lire hold.

(a)

5.7 A mangl e hold ;s II de->';"" lhat has an output, as ,](elc hcd in Fig . 5. 22 that connects the
samptes of an input with Straight liroes.

Sketch tile step res~sc ."(11 orthe 'I'Slem ~hown in Fig. 5,2. for K =

5.6

!. I. and 2.

Con side! the ,i reyi, of Fig . S,2D. By plotting tlx 1l"p<>n!.e t() a signal tl1at is zern fOf aJl
<;ampte instants e~cepll '" 0 IlIld thaI is 1.0., t = O. , h" ",' rhatthi , ci",uil implements a
nrst-order hold,

5.5

S.J

with slope gi\"cn by til<" samples r ei T - TI and , (kT) 51.11rti ng from r (l:1) a, . hown in
Fig , 5. 19, Compute the rfl'q~e""l' respon!le of tl1e timorder ho ld.

Show h"'" lCl construct a signa t of hidden o"illalicln\ thar gTO"'i in an unslable fashioo.
Wh<re io th e J-pla~ Il'" thl': p"t~ of the Ir.In,fonns of your sip'al(~ )?
5..3 A firsH,n.!<r hold is a de" itt that emJfOlalCSa li .... o'er the int.:,,-al fromkT ro II: + I)T

5.2

5.7 Problems

ClUpl(r 5

"'''''Ii

A ,te l' input .

(C)

,;ooroi;.! of frrquenc~'

( b ) A .amp inplll.

{Ill!

w,/ lO.

Ste lcll t~ OUlPU: of a!<;mlp1c and lc:nJ-Ofdc. huld 10

,\ '.ep inplli.

A ,in~soid of (req\JCnc~' w,/IO.

A )ioowid of frequeoc~ wJIO.

a l em. OOId.

up mb) " J2 .

can u""' MAn.AB 10 compute the tilt., sain.

Den,. EI:!. (5.38,

5.16 A "~tncc the foll cwi nf transfer funclions .n: preceded b)' a !o:I.:tpler and n',,,,oHler hold
""d foll",,'C d by I !'ampler. Compute the n:~u l ling di"':rclc tJar.. rcr fun.:lion ~.

5.15 Filld lhe lI~n>forn "flhe OUtput YU .! and il ~ ,ample. Y '(~) fOl'lhe block di~Mrums . h,," n
in Fl@.. 5.2J . Indi~nl . .. helher a tran, f. r fun elion .~ iSI~ in ~ach case.

S.1 4

~ m pled ; i~ .... ]

(b ) I"dinte the .., Iali'l'( amplitU<k-,i "f the .' igl)~ )s in lhe outplll if the ,jgnal i. p",:;c d
bdo sampling. y.,.,
Ihroullh the ;lIIti alia.inlllihc, ..;tll lJ'aJId. r funclion

(Ill) Ind ,cM. rhe rrcqltClK1 of the oomf'Ol""nt. in thI.'

5. IJ A >i, nal rlt) _ ,;n(2,) + , in( ) jj, ;,. ,ampled at rhoc r..,qutfICYw, _ 16

i~ follo;..."Cd,~

si nu~oid

of f~ucncy I I rad/-.ec. is sampled Itlhe frequent;' "'. _ j ",dl .....:.

(a) In"ic the component f.:qu.",,;', up 10", : .20 ",til sc<:.
(b l In",CM. the ..,l,..i,e am pl itud<"i "f thc<:'Ol1l~nIS up to:!O ruti/ !>U'. if the "ampk.

((I

(b l A ramp iopo l.

(1111 A stcp input.

lhe 0\1111": of a ,;.ample and ('oulilltriangle OOId 10

A ~i nu$Oi" of (req..,nc~ w, / IO.

5 ~~

ramp inpo t.

(b )

{el

S.12 A

S. I I

A Step inplll.

(Ill)

S.IO SkclCh the OIItpu: o f a :;.ample and tr';lIl gle hold to

( f)

(h ) ,\ ramp inpl'l.

(Ill)

S.9 Ste lch 1M Qutpu: of a <ample and tim-<lroc. hold 10

5.H

fd ) H ooo " 'ould lilt fKqUt ocy m.ponse be ctu~ aed if the triulale hold i. m:>1k to be
cau"",] by
~ del ay of ut1(' ..ampic pc1ioo'?

Sa mpledOm. S)'SICmS

Figure 5.U
Rl'SP(lI'rSe 0/ <l S<lmple
<VKI tI&iJnglt hold

18i

Figllfe 5. 24
th~

modi'ied z-trilns!QfM

BlocIc diagrams mowIng

(j'~I .. _I ' CJ: _ 11

I ,

of~ .

. "U . 'II ) "

RU1 I Gu~"T.

l'l~,

.. RI ~ IGI~ . "')_

1'-' cquh-:lkn, equali",. i,

NI'I "" -."nti

=-

T "" I.

0 :0: ", < 1

.1' (1)

y(,

+ ",n

R
/~
. G(, I Y t"" ~
y _. ( .... )
:.;."""./

III ) Comp utt .. (I ' h~ c.Jculalin~ .ltT I from the ",din,"-")'

lum!/",," and
oblOr.'II\l! th.t bel"c"" 5olImpk<. the QUIPUl "HI i, an e~poncnt i ~1 ok;;a~' wilh

1,-11

GI., ' = -- .

Tb: fUncl:<>n GI=. m ) j. callN the modi6cd =- lr(Jn,/orm of Gl, '. In the ti,llT('. leI

.... full('uoo

S. 17 On.: Ihniquc fOl"t,UtniniltJ! lhe rt,...,., .... of a <.lIl1pled d~l >~>I.m '-', ... n samplin,
in~UI1I~ i . t" ~h, ft!lw rt'p<ln,. " r,lI<;tk!n of ~ .,..ril to the left and to..:.mpk the .."uit.
T he: dfect ;, ~> .oo..n in the hl""k d,ap1ilm o f Fig. S.:!-' and dc""ri~ b~' lll(' ( qU:tlioo

'"

~-'

'" 1(.;
'"ob, ",II'
G.IJ! _
I I. + II
G,hl_l fJII + I .
'">d, ",(,I=r 1.' l f (.l _ 11

ro,

186

Chapler '

.ond coOlp.lle 1M loIImpl<'S

On lhe..arne plol: 1$ thai o f y O)

f-,'

t 'J ..,-j , ~ -j"" dl.

(5.59)

f_"".... F<jwJ ei- dw .

is gin ' n by

--.!..

f'"

t J"' dw.

' f'

e'''''-'dl

= 2:1"c Hw - w. L

J4

t " ,,_'-i 't -"" dl

f:
f:

= ,,'.

V( jwl =

Slwl = t !-A d , .
2rr _....

At the lasl step in thi ~ development. the sign of the argume nl in the della
function was changed. which is legal b"ause 51tl i~ an even funclion and.5(I) =
Sf - t)o The argumen t is more natural a~ (w - w) rother than the opposite.

Eq. (5.59) is of th i~ fono

2:1" _'"
Ilov.c\"er. excepl for n()(;ltion and a simple change of ,uiables. Ihis is exoctl),
the integral we n<.'Cded to e\'alua te !he spe<"tru m of the siql le ex ponential. If we
exchange I with w the integral reads

.5 It I =

If we apply the ilwers.e transform inlcgro.l to the impulse and its trllnsfonn . we
take /(t) = .i( l) and F(jw, = I ""ith !he result

/el) == ...:..
2:1"

= l.

t ra n~form

H r)e- '''dr

t\"ov.' the genera] fO/1l1 of [he il1vers.e Fouriu

f-,"'"

This integral docs DOl con,e rge in any obvious wa y. bu t 'W e can approach it from
Ihe back door. as it were. Consider aga in the impulse. .5(/1. The directlransform
of th is object is ea.;)". conside ring the sifting property. as fo llow!

V{jw; =

To compute lhe t nn.~ form of a sinusoid. we consider tirs1 the Fourier transform
of u{r) "" ~"-'-! ~ . For th is we haw

5 .S AppendiX"

and uri fy lhal ~ ou ha"e found Ihe ,,,Iursallht m,dpo.r.IS of lhe samp ling p.1llern

l b) Compute ~ modi6n1 ~ - 'rtJII,lo"" for ... _

...-.:.:.dini' m lJoe ~lIalion for YI ~ . "' ). P\o( the..,

.. nil li ~ oon~III. Sk<'lch Ih~ ~<pOII>C for he , ample .~ le,,"llI,. ~'OIK:e d\.31 lhui
I hniqlle IS lhe e-ssen::e of 1M pmial-fraction m~lhod 0( obta.ning l~ riWk.

Sampled-oala S)'Sle m s

Figure 6.1
fil ter \lVith a f\oiIrrow
rejection b<Iod

Jow.freqU('(l(y bolndp.lss

M(tgnilUde of ..

--

II

0-,-

20\o&I HIt

,.7

500

'*

One of the ~xdling fieltis of app licmion of di gital systems ' is in signal processing and di gital fi \t~ring. A fil ter is a device des igned to pa~~ desirable signal
componenlSand to reject undesirable o n e~: in signal processing it is common to
n:pn::.em si"nals as a sum of sinusoitb and to d~fine the "desirable components"
as those ~i gna ls who.IIe freq uencies are in a spedfied band. Thus a radio recei\'Cr
is designcd to pa~s the band of frequ;: ncies tr.msm iued by lhe !itation \\"e ..... ant
to hear and reject all ulhtrs. We \\"Ould call a f,lter ..... hich does this a bandpass
filter. In electrocardiogmphy it oflen happens Ihal power-line freq uency ~ignab
are strong and unwanted. so a mter is designed 10 pass sig.nals belw~ n 1 :md 500
Hz but to eliminate those at 60 Hl.. The magnitude of the transfer function fOf
this purpose may look like Fig. 6.1 on 3 log:- frequenc~' scak. whe re the ampli tude
response bel ..... een 59.5 and 60.5 Hz might reach 10- '. Here we ha\"e a b:lnd-rejeet
filter with a 6().dB rejt:<:"tion ralio in a I- Hz band cenlered 3t 60 Hz.
In long-distance te lephony some fihe~ playa conceptually different rol e.
There the is,ue is that ideal lnll1sm ission requires Ihal all desired frequenc ies be

A Perspecti ve on Com puting Discrete Equivalents

Discrete Equivalents

Chapte r 6

emulation

188

The specific problem of thi s chapter is to flnd a di scretc tran sfer function that
will ha"e approxiMately the sa me c harocteri sti cs O\'er the frequency ran ge of
importa nce a~ a gi~ en transfer function. H ($). Three approachcs to thi s task are
pres.e Dt ed. The first mcthod is based on numerical inttgrariml of the di fferential
eq uation s that describe the g iven design. Whil e there ar~ many techn iques for
numerical integration. o nl y si mple formulas based on rectang ul ar and trapezoid
rule s are presented. 'il1e second approach is based on compari sons of the f and
: domain s. Note that the natu ral response of a continuous filter with a pole al
somc point!i = s~ .... ill. when sam plc d with period T. represent the response of a
discrete filter with ~ po le at: = e' T. This fonnula ,an be used to map the poles
and l!cros of the gi'len design int o poles and zeros of an approximating discrete
flIter. This is called pole mId :ero mapping. The third and fina l approach is based
on taking th e sa mp:cs of the input sig nal. extrapolating bct\',een samples to fonn
an approximation to the signal. and paSS in!! thi s approximatioilthrough the given
filter transfCT funct ion. This technique is called hold equi;-alellct. The methods
are compared wi lh n'spect to the quality of the approximation in the frequc-ncy
domain as well as the ea!lC of com putation of the designs.

Chapter Overview

treated equally but tran sm ission media- wires or microw~\'es-i l1lroduce di;;torlion in the ampliu.de and phase of the si nusoids that comprise th e desired sign31
and this distortion must bt'! removed. Filters to correct ttl' di slonion are , alled
equalizers. Finally. the dynamic respo nse of control ~ystems requires modifica_
tion in order for the ,omplete system to ha\'e !illtisfactory dynam ic re spo nse. We
call the devices that make these changes compens.ators.
Whatel'c r the name-tilter. equalizer. or compensator-many tields have use
for linear dynamic syste m. havi ng a transfe r function Illith specified characteristics of am plitude and phase. In creasin gly the power ar.d Hcxib ility of digital
processors makes it attractive to perform these functions by digital mean s. The
design of continuClls electronic filters is a well-establishd subj ect that incl udes
not only ve ry so ph isti cated tec hnique s but also well-tested computer program,
to carry out the de signs [Van Valkcnburg ( 1982)1. Consequcntly. an imporwm
approach to dig ita l filtcr design is to s tart with a good ana log de sign and construct a filter hav ing II discre[e freq ue ncy re sponse that approximates that c f the
sa ti sfactory des ign For digital control systems we ha\'e much the same motivatio n: Continuous-~Jmrol designs are well establis hed and one can take advantage
of a good continuous design by finding a di screte eq ui\'alent to the ronti nuou ~
compens.ator. This method of des ign is called emulat ion. Altho ugh much of our
prese ntatio n in thi! book is ori ented toward direc t digital design and away from
emulation of continuo us des igns with digital equivale nts. it is important to understand the techniques of discrete equivalents bo th for purposes of compariso n
and because it is lIo; lk ly used by practicing engineers.

D,screte Equwa lems

6.1

DeSign of Disnelc Equi'"3lc ms yill Kume rical lmcgr.1l11.m

189

(I.

I+"

u(s)

E(s)

(6.2)

(6.1)

"

(6.3)

t6.4)

"
~-~"=~

:: (.: - I) j T + a

(forward rec tan gular Tule).

(6.5 )

Th e transfer fun c(ion correspond ing to the forward rectangular rule in thi s case

u , ~ kTJ = II I (k T - TJ + TI - (II/ ,(kT - TJ + ae(k T - TJI

= O-aT) I/ ,(k T - TJ+aTe(kT - T).

Many rules have been developed based on how the incre ment al area tenn is
approximate\!. Three possibilities are ~ketched in Fig. 6.2 . The fi rst approximati on
le ads to the forv.ard r..etangular ru le~ wherein we appTox i m~t e the area by th e
rectang le loo king forward from J; T - T and take th e amplitude of the rectangle
to be the value of the in tegnnd at k T - T. The width of the rectangle IS T. Th e
re sult is an equat ion in (he ti rst approximation. II ,

[-l1fc +Cle ldr

or _T
area of - CIIC + (I.e
o"edT _ T ~ T < kT .

[ - cw+l1e)dr+

= It(kT - TJ +

(I

' 1'_ 7

l '[ - md TJ+aetf) 1dr.

'1(1:1"1 = 1

u(t)=

Now. if we write Eq. (6. 2) in integral fonn. we have a de"e lopmenl muc h like
that described in Chapter 4. exce pt tnat the integral is more com plex here

U+a u =ae.

is eq uivalent to the di fTere ntial equation

- - = f/( s) .:= - -

a,

The topic of n umerical integration of differential equations is quite complex.

and o nl y the most elemen tary tcchniques are presented here. For example. we
on ly com;ider fonnulas of low compl exity aild fi;ted stcp-Sil.e. The fun dame nm l
a differentia l
concept is \0 repre se nt the given filter tran~fer function N (5)
equatio n and to deri\'c a difference equation whose r.oluti on is an approximation
of the differential equation. for exa mple. the system

Design of Discrete EqUivalents via Numerical

Integration

6.1

Chaple! 6

the area under the (urve

from /l: r to kT + r (3.'
b app roximated:
fa) forward loca ngu l(ll
rule, (bl backward
re<tangula r rule.
Ie) trapezoid ruie

Tr"P<''''l id

R ~1e

+ 1 + a T t(kT).

+ ru( kT)]
(6. 6)

3 I~ ,. wl'ltl! ~' "' ,1Ia< ift or"'" ro ;01,. 10< Eq, 16,M ,,-, had 10 , limi..." ~(tT ~ from ,he ri~l_h.nd
sid< wh o... ,t ""'crt'd rrum!be in"""nd. Hod Eq, (6_ 2 ~ t>tm ".,., linear. 1'Ir tnlI~ .. "" Id ha' -. bull ""
i"",heM cquMi.,., roq , iring an '''' Mi,'' ..,Iu ,;""_Th;' topOo il tho . ubjecl of pr.-dictO<<OrTeclo< "' ....
,,-hic h "'. bc)"<l nd "" ..cope o( inl...... , A oti,.",s>ioo i, fo und , . ...... , bed.! un numc:ric>l ... Iy.+<' Stt
Golub and Van lOIlI1 , 19831

-1 + a T

1I , (kT ) = lI / kT - T) + T [ - a ll )( kT)
1I ,(kT - T)
aT

A :second ro le follows from taking the amp litude of th e a pprox imating

rcnan gle to be th~ value looking backward from kT to'Nard k T - 1'. namel y.
- au (/I: T) + aeikT), Thc eq uation fOf" u ~. the second approximatio n. -' is

Ie}

Discre ' ~ Equ;,'alems

Sk tches of (h re\! ways

Fi gu re 6.2

190

19 1

~(~-~I)~"('T~'~+-'

aT:

(backward rectan gular ru le ).

;; (] + a T)
(6.7)

a T/;;+ I)
2

=~'2~(~T)~[,~,-c,~")(~(-,7+~,~~+-"

(2+ a T) : + aT

Trapezoid rul e

Backward rul e

Forward role

Method

H=

H =

H,. =

"

I)/(z

I )/ T~+ a

(2 / T ){ (z

(z

+ I ) +a

(trapezoid ru le).

I )/ T +a

"

Tra llSrer rU1Icti01l

(6. 10)

(6.9)

+ e, (k T) ).

(6.8)

From di rec t compariso n of H ($) with the three approximations in this tabulatio n, we em see that the e ffec t of each of our methods is to pre ~ m a discrete
tran sfer function that c an be o btained from the give n Laplace trans fe r fun ction

, +,

,+" "

H (s)

Suppose we tabul ate our results o bt aint:d thus far.

H (z)=

The corre spondi ng tran sfe r function from the trapezoid ro le is

+ar(kT - T) - a" ..<':T) +ae(kTl]

1 - (aT/ 2)
(I T/2
=
1I )(kT - T) +
[Fl(k T - T)
1 + (aT/ 2)
1 + ioT/ 2)

II / H ) = u)(k T - T) + 2'(-a ,, / kT - T )

Our tinal ve rsion of integration ru les is the trapezoid r ule fou nd by taking th c
arca appro~imatc d in Eq. (6.3) to tx- that of the Irapezoid fonned by the average
of the prc\,jously selected rectangles. The approximating differe nce equation is

H~ (z) = -, -+-,-T 7,-"0.-',"('''-+:-:''T", =

aT

Again we take the ~transform and compute the trnn sferfunction o f the bac k ward
rec tangul a r ru le

6 _1 Design of Discrete Equil'alents ,'ia NumerICal Int egration

192

Cbapter 6

Trapezoid Ru le
.~

2: - I

-T:-+-I

,- - -

Backward Rule

T
: -1
T-

H- - -

: - 1

App roximation

Forward rule

Method

an appro)[ima tion for the: frequC1lcy variable

a~

(6,1 1)

show n

Ts/2

1 - Ts
1+ T$/2

= 1+ TI.

(bilinear rule).

(backward rectangu lar rule).

(forward rectaflgu lar roie).

(6. 13)

I
2

1 1 + Ts
2 I - TJ

_I T s -

i+L

= - - - -- -

~=

it
(6 14)

If we let s = j w in the~e equations. we obtain the boun dari es of the regi on~
in the ~plane wh ic.l origi nate from the stable portion of the ,)-plane. The shaded
areas sketched in the ~ plane in Fig. 6.3 are these stable regions fOf" each casc.
To show th;11 rule (ii ) results in a circle. ~ is added to and subtracted from the
right-hand side to }ield

iii)

ii)

iI

Each of the appro)[imatiom gh-cn in Eq. (6. 1 I) can be viewed a,; a map from
the s-plane to the :-planc. A fun her understanding of the maps can be obtained
by ronsidering ttJe:n graphically. For example. because t~ h = jw) -axis is the
bouOOal)' between poles of stable syste ms and poles of ummble systems. it would
be interesting to kn ow how the jwaxis is mapped by the three ru les and where
the left (stable) ha:f of the J -plane appears in the :-p l an~ . For Ihis purpose we
must solve th e re la:ions in Eq. 16. 11 ) for z in terms of s. We find

(6 12)

The trapezoidrule substituti on is also known. especially in digi tal and

sampled-data control circles. as Tustin's m~thod (Tustin (l947)} after the British
engi neer who.~ work on nonlinear circuits stimulated a great deal of interest in
thi s approach. The transformation is aL~o called the bili ntar transfo r mation
from consideration of its mathematical form. The design method can be summ arized by stating the ru le: Given a conti nuous transfer fu.c tio n (filter). H (s ). a
di,crete equivalent ca n be found by the substitution

below

H(s) by substitutio n of

Disc re te Equh-al ent s

1.1

"1

1)/ (:+ I )] + n'

w'/n: + I'

= - u. and for real frequencies.

fil l:) "" (217)[(:

The ori ginal J/(.~ ) had a pole at

magnitude of fI {jw) is given by

= jw. the

and the CUf"\.'e is thu s a circle as drawn in Fig, 6.3( b). Beca use the unit circle
is the stability bou ndaT\' in th e ~-p la rte. it is apparent from Fig. 6.3 that the
forward recta~gular rule' could cause a stable continuous filter to be mapped into
an un stabk digital filter.
[t is especially interesting to notice that the bilinear rul e maps the stable
region of the s -plane e)[actly into the stable region of the ~-plallC alt~ug.h me
entire jw-axis of the s plane i ~ compressed intolhe :!Jf-Iength of the unu cl~ le~
Ob"ioush' a great deal of dislOnion takes place in the mappmg 111 spr te of the
congruen~~ of th e ~tability regions. As our final ru le deriv ing from numerical
integration ideas. we discuss a fommla th at extends Tustin's r:ule one step in an
attempt to correct for the inevi tabl e distortion of real frequem; res mapped by the
ru le. We begin with our ekmentary transfer function Eq. (6.1) and consider the
bilinear ru le appro)[imation

1 ~ - 2 '= 2'

Now it is eas), to see that wit h I = jw. the magnitud e of ~ -

193

t is consrant

Des ign of Dis;;rete Equll -a.lcms I'la :-I umt:riCiI Im egT~ti ()n

figu re 6 ,3
Maps of th e Ieft-h.J 1I of the s-plane by thE- >nteg ra:,Of! rules of Eq (6 10) onto tiw
z-p lane. Stable s-p la ne poles m iip into the shaded regIO ns In the z'plane, The unrt ( Ilele
is shown fOI refe rence. (~ ) Forward lectaTt~ular rule. (b) BarkW.Jrd rectangular rde,
(d Traoemid or bili near rufe

6,1

194

Chapter 4)

aT

(6.16)

(6.15)

w, by :l such th at

2
w T
a = T tan -t-.

'0""'I/Ii n stable;dtor ...arping.

w. COlI " " tb< bond <..... , of. bandp;w til .. ror l!!<
Cf<l l!(l' .r frequc'IC)' or. Bode plot oompe ..... "'. 11"""',""...." ", "'" h.. "'I "" ,.I T ifa ,table fill. , is

~ Tbt cri'i<.u rreq"'''''l I e! no< bt ,he b>.nd Nge.

2, Re place

1. Write the desired filler characteristi c with tran sform vari able sand n"itical
freque ncy w, in the form lI (s/w l ) .'

Equation (6.16) is a m easure of the freq uen cy d istonion or warping causOO by

Tustin's rule. Whereas we I'>'anted to have a half-power pointat '" = a. we realized
a half-power poin t at w, = (2/ T) tan - I ta T / 2) . "', will be l pproximately correct
only if aT / 2
J S() that tan - l (aT / 2) :;;; 0 T / 2, that is. if c.t,(= 2;r / T)
a and
the sample rate is much faster than t he hal f-power frequency. v.'c can turn our
inte nti ons around and suppose that we really want the hal f-power point to be at
"'" Equation (6 . 16) e an be made into an equation of prewarping: If we se lect
a according to Eq. (6 .16), then. using 1\I$l in' s bilinear n:le for the design, the
hal f-power point will be at w,. A stalement of a complete SCI of rule s for filter
des ign via bilinear :ransfonnation with prewarping is

tafl T=T'

"'IT

- Ian-- = a

w,T

The magnitude squared of Hr wi ll he ~ when

= o / (~jtan"'{ +0)

Thus our reference filter has a half-power point, I/l il = ~ . at", = o. It will be
interesting to know where fI, ( ~) has a half-power point. As we saw in Chapter 4, signals with pole s on the ima gi nary axi s in the $ plane (sinu soids) map int o signals on Ihe unit drde o f the :plane. A sinusoid of
frequency "', corresponds to:, = e'''''' . and the respon se of Il r (:) to a si nu so id
offrequency "', is IIr (~ , )' We consider now Eq. (6.8) for H,(z,) and manipulate
it into a more con\"~ nient form for our present purposes

Discrete Equi"aknls

Example 6. 1

Design of Discrete Equi" alents ' 1a Numeri::al Integrat lon

195

2 ;:-1

T .:+ I

J=---

,.., -

....' ...,1/:.

,~ I

~, {!. ___,_ i.::.! .

(6 . 171

~ ) +2.r: + 2s+ 1 '

5 A dtsrnl'llM ci l,," propt""s of BUI!''''ClIth fitton

in F"'nklin, Poo,..,1\ lI!d Emami Noel. i i (986)

i~

ghu in molt books 00 ri l.. rdcsi ~n and bricfty

Solution. Compuutioo "f tl><- di"'relee qui.-alem , i, numerically tediou. md the "ale-space
algori thms described ~IO\>. " .re ~s ed in MATL.UltO geDerale tl>r transfer functions and the
fespolls.: ~ur"e. pl OllN in Fig. 6.4. Fig 6.4( a) ,hows that at a high sample rate t T = O. I).
... her. th e ralio of sampling fn:ql.lellC) 10 ]XIssb and frcq. ell9 is w, I'~ "" 63, an th . ru les do
reaso nably w.IIOOlthe rectangular rules are al r.ady showing ';Orne dc:,fation . From Fig. 6.-I(b )
" 'e see that at (j))wp = 2:T lbe rtangular ruk s are use less (Ih e fOl"ward rule is ~n't abl e).
Finally. ill Fig 6.4(, ) at "ery slo'" sampli ng freQaency ,,'ilh w,Iwr =;"/ correspo ooing to a
samp li ng period of7 = 2 ~ .only with prewarp inBdo \\ e h,,'e a design ,hal comes "'.11 cl~
to the cont in~o~s response. In each case allhe Nyqu ist frequency. w '" .'-1 r ,the mag nitude

A sim ple frequency scali ng "'"OI,ld of COIlr:;( rranslate tM design'o ha,'C an)' de,ired passband
frequency. Compute the di s.e.ete eQui " a lent~ and plQlthe fre.qllenc~ n:spo~ses ~sing the fo.wanl
roctall guiar rule. the bac kward rcclan~~lar rule. the Tu>tin bi linear rule an<! tM bilinear ru le
with prewarping at w = I. 1'!tC sampli ng periods T = 0. 1. T = I . and T = l.

H ls)=

T11e lrander f~ocl ion uf a Ihird order low-pa,s Bul1."....rth filler dCOligncd 10 hay. unity pass
b:md"idth (w~ = 1) is

Compuring {I Dllcrm Eq~i \"aknJ

It is clear from F.q. (6.17) that when w = "'" H,(z ,) = H( j l ) and the di screle
filter ha s exoctl y the same transmission at w, as the continuous filter has al
this frequency. This is the co nsequence of prewarp ing. We a lso note that as the
sa mpling period gets sm all. H, (~) approache s H(j w/w,l.

" p(:) = If(

As a fre quen cy substituti on the result can be expressed as

in H (s/(l) to obtain the pre-warped equivalent Hp (: )'

J . Substitule

and in place of f((s/w , ), conside rthe prewarped fun ction H (s/a) . Fo r more
complicat ed shapes. such as bandpass fi ll ers. the spec ific ation frequencies,
such a s band edge s and ce nter freque ncy, should be prewarped before the
cont inuous d es ign is done: and then the bilinear transformatio n will bring all
these points to their correct freque nc ies in the dig ital filt er.

6. 1

6."

Chapte r (',

f It",r

fer w,lw~ = :r

and digital equivalents

lh;-d()Ide- lowpils~

Ie) R~5pome of

w,

"

as

'. '

. - . . . ~!

d2.!

! .......

"H~HI ' "''

'

I I , . . '.0 . . .

............. ..... j

j;. I

..... "";"'"""j

1-'

.. -.. .---.,~

, " , .,
"" "~--

': ::;:~

Ib)

.= o

!
1. 5
Normalized ~y ""w.,

1-'

.,'~o ItL-----,:,-------;-~
:'
'''''u~~~.

100.-

.~.

,~
' -

O.l ~

"
"r
"r

'"

1SOo

,oo~

'" :r ~

;r--==~

Discr.:te Equil'alenls

figure
(a) Respon>e of
~hirdorder iov.'pass tiller
and digllJ eqUIValents
for 'o),fw~ = 20".
(bt R~9Cns.e of
thl,dorder IoI.vpass li:tef
aM dig tat eQu.valents
fOf w,lw~ = 2.T.

196

~.

00

'. ' .'.'..' .

....
....

. ,'

". ",

t:'" ' .
'. ' ." ..
"

(6.19)

(6. 18)

-''-1
- x=

AX + HE.
(6.20)

Wc can now subslitutc for $ in Eq. (6. 19) any of thc fomls in : corresponding to
an integrati on rule. For example. the forward rectangular rule is to replace ;,- wit h
(z - I)I T fmm Eq.(6.ll)

s X = AX + B E.
U= CX+D E.

The Laplace transform of this equation is

x = Ax + Bt.
It = Cx + De.

The fonnulas for discrete equivalents are panicularly simple and convenie nt
when e.'{ presscd in state-variable foml and used with a computeraided design
pac ka ge. For cJtamplc. suppose wc havc a \'cclOr-matrix description of II continuous design In the fonn of the equations

lra1l~fer-fu nC1ion

di lcret( filtel> lIart to repeat 1l(:wrding to the period;' natu re Qf di S<.:r<:I(.

fr<:q uency re,pons . It "an be ",e n that the magnil00e and pha~ of the
prewarp.!'d designs match thosf Qfthe continoous ~lter exactly at the band edge. w = I. for all
theS<' caStS_Thi. is no surpri!;e. bctau.~ , ucl! m,1<:hing " ... , thoe \.,bole i<k3 uf prewarping

t~.-e

'"

:::t
,.,
.

0-'

... -' '

197

.'''-:>
'
.. 1

Equi"alents 11a :'\'umeri cal j,Hegralio n

"c'- ---,,;c----.~..~..~."c c.~:"..

~~;;~~~:;:.;.
0';':' :'=-==~' .
"""01 ;,,

IU -

re_'pem_1("!; of

"

0.6-

- ,. -

~ o.

D~stgn o r Discrel~

r'::'

0.8

6. I

198

C ~..ap\er 6

l[(.\:

x(.\:

+ I) (I

+ TA)x\.\:] + TIk CA:].

+ T BI'(.\: ).

u = ClI: + Dt .

+ I) =

);(.\:) "" T AlI:(A:)

); (.1:)

= TAx (k

+ I) + T8t' (k + I).
t6.22 1

(6.21,

+ II I).

+ I ) = {I -

A T) -' " '(k]

A T,- 10 Tlt'.

A T},I BTI'(kJ.

+ CIl -

+ (1 (6.261

(6.141

(6.131

= CX + DE .

x (k + I) - It{k ) = T

AT

(lt (1;

+ I ) + x(l;)) +

and the ti me domain eq uation for the State is

DT
T(dk

+ I) +

elk )).

(6.28)

(6.27)

Equat ion (6.15) plu; Eq. l6.16) are a slate-~e descri ption of the back....ard roh.equi\1l1em to Eq. (6. (8).
Final ly. for the Itapezoid or bili near ro le. the : ,"ansrorm eq ui\'alc nt is obtained from
!(: - 1)
- - - X = AX + 8 E
T(: + I )
AT
8T
(: -1) X = 2 1 ~ + I )X +
(: + I )E

lI (k) = C(I - A n ' I " . + [0

and the output equation is now

w [k

Wit h thi .. expressicn fOfl[. Eq. (6.23) 1;3n be pu t in standard form as

x = II - A T) 'I W+ II - A T) ' 8Te.

(I - A T;lI:= w +TBe

t!

,;;: " [1.: +

TA lI:(.I:+ I) - T Hc(k+ I ) = x:kj

From th is equalion. solving for x in temls of "" and

);(k

In Ihi ~ equation. there are tenn~ in k + I on both the right - and left-hand .~ ide~.
In order to gel an ~qumion with such term~ unly on the left. lunspme all k + I
tenns to the left and define them as a new statc vcctor

);( + 1) -

.... hich corresponds to Ihe lime domain equation~

~ X = AX + H E.

:- 1

Equat iOfl (6.21 ) is a state-space formu la for the forward ru le equi\alcm.

r'Or the backwmlrole. subst it ute .~ - I.: - I I/ .:T ..... ith the rriul{

.r (A:

In the time' dornak. the operator-: corresponds to for-""ard shift: that is. ~x{.l: l ""
+ I ). Thus the corresponding discrete equations in the time domain m

Di$c!'("\c Equwalerus

+ I)-

AT
T X( k

+ I) -

AT

To

Te(k)

(6.30)

I(

( TAT)" wt k) +

(6.31)

( TAT)" 2BTl dk).

D +C 1-

<'"

+ De(r).

+ Bd r) .

6 "The " ... 1. fae,lW 01 ~/f ., i""'Ml ...:<~ >Q 'hOI

goin nr,h. ~ i"""," "'I"i,. I'<>1 "ill "" b.\1"""od ... ,......"
input aod 00'l1\li . . ......... ..""n;"'1 .oondi,iooI . s.... ,\1s..Uaf ""d F"ftlltn 11 ~86) f ..... /Il""~ PIIM"" do"il.

u{1} = CxlT)

X(I) = Axl n

These resu1t~ cun be labulateu for conve nient reference. Suppose we have a
continuous S) Sle m desc ri bed by

!I(k ) =.fTc 1 -

(I + TAT) (I - TAT)" wal

AT) ( 1 - T
AT'",) + I "'""2'ett)
B-IT
+ 1+ T
AT)" w(i) + ( 1 - 2' T) ~ Ov're(k ).
(I + TAT)(' -""2
In follo..... ing this algebra. it is useful to know that in deri\ing the last part or
Eq. (6.3 1). we expre)scd the iden tity I as 11 - I(I - .!,IT I and factored oul
(1 - r ' on the ri ght.

obtail) the output eq uation for the bilinear equi~alent. we substitute Eq.
(6.30) inlo the second pan of Eq. (6.17):

:=

wlk + I)=

I+

AT)" I.JTW(I;)+T
BT I+ KT
( TA7')( ' -""2

Substituti ng Eq. (6.30J into Eq. (6.19). we obta in

./Tw(k+l )=

-I'

BT
( AT)" fl w + (1 - AT)"
2:1: .

'x '" 1- - "1

( 1_ A"1T)x==. ../Tw+ B; e

or

+ I)

199

+ T lI: tk ) + Tt(k)
~ ../Tw(1.: + I).
(6.29)

HT
Te( k + I) = ~ (k )

I termS onto the \eft and define these ID. " '(1;

Writ ing the ddi nit ion of w Ilt tiTllC" 1; . ~h'e for x as before

x(k

Design of Disc rete EquIH lents n a :-Iumcficalln:egration

Ooce more. collec t all the k

a~ foll ow.,

6.1

200

Cha;llc I 6

EqUll"alents

II (/;)

+ J dk).

iPw(k) T f ell;).

= II w(/;1

+ 1.1 =

I) +CtI - T ' B T/~

c2d( SYS,Ts, 'tustin' )

(6 ..1~)

2. Alljillil" zeros are also map ped by.: = (" T . If !I(, ) has a zero at .\ = - u ,
then If,r(': ; has a zero at .: = e- r . and so on.
3. The .leros of H (n at ,~ = oc arc mapped in H,r (~) 10 th e point; = - L The
rationa le behind this rule is thai the map of real frequ encies from jw = 0 to

1. All poles of H ( J ) are ma pped accord ing to ~ = e" . If fI (l - ) has a pole at

j = -,I. then H:rf ~) has a pole at .: = e-"T. If !li s) has a pole al - ( j jh,
then H,r (.: ) has a pole at n' )". where r = e-~ T 3m.1 'J = hT.

uou~ tmn~ fer funct ion is to be fou nd by extrapolation of th e relat ion derived ill
Chapter .. betwem the s- ~nd .:-planes. If we take the ~ -trJnsform of sam ple ~ llf
a continuous signal e(r J. then the poles of the di screk trlnsform E(.:) are re l.lI e"
to the poles of [is ) accord in~ to: = e T We must go th rough the ~-tra ns fonll
process 10 loc~te the zeros of E ( ~). howe\"l~r. The ide~ of the zero-pole match ins
tec hnique is that the map : = ~, r ,oul d rea sonably be applied to the zero~ al"-,,
The technique consists of a set of heuristic rules for locating the zero~ and pole_
and ~en ing th e ~ai n of a ~-tramfon n Ihat wi ll de>eribe a discrete. equi\'alenr
transfer funct ion that approximates the given H~ _, I- The rule, are as follows:

A ver)" simple oot effectil'e method of obtaining a discrete equil'alent to a contin-

6. 2 Zero-Pole Matching Equivalents

I f tustin is replaced wi th prewa rp . the bilinear equil'ulent with prewarping i,

computed.

SYSD

The MATLAIl Control Toolbox provide~ fer the compu tation of Tu,tin bIlinear equivaknls with the funclion ad . The symax of computing the bili n~ "r
equi'a lem SYSD of a continuou ~ ~~'stcm SYS at sampli rg perioo Ts i,

,/ r C!I - I- I

CII - A n - I

T,"' B./f

11 + ~ j( I -~t -'

D + CI I - ,\ T. -1 lI T

An -'T:l T

(J -

8i/i" "",

11 -

RT

B{I('L.".drti

---~-

(l- .-' n -I

[+ .-\T

r. H . and J a~ gin'n re,pect ive l}, as follow!>:

Fo n.m-,/

where .p.

w (/;

Then J di,crNe equ i ~:l!em al <;ampling period T will be d~~cribed by the equatilll],

Dis.: l't:l~

Example 6.2

ZnoPole Matd ling EqUl\"alems

20 1

i s~es ired .

all ze ros at J = Xl are

m.rching

. +a

==~

H",(~)L_l '

using ro le 3(b,.tr.c !'Clult il

\ - ;-' , . The final fuoctioo is i'i"~n by

(6.3ol)

m
(6 ..

As with llJe rules based on numerical analy!is. an algorithm to generate the

matched zeropole eq uh'alent is 31>1) readil)' construc ted. In ~ ATlA R. a matched

Of.

~ = 1 TequiT~1 gai n of

SoiUlion. The flQlr of fl i. ) aU == - a ",iU map to a pol.! of II (~I at t - T n.. l~ro au == X

"'ill map to a zero at ~ == - 1. 'The gain of Jl jS ) al J = ~ i, 1 To match this ga.i n in H (;) al

b~ ~ro.polr

He.)

H(s )I,ooQ =

to match the gain of H(s) at the band

cen ter or a si mil ar cri ti cal poi nt. In most control applicati ons. the critical
frequency i s .~ = O. and hence we typically !>elec t the gain so that

[f one sample period dela y is desired to gi\'c the computer time to complete the output ~alcu i lltion. the n one oi the zeros at s = ::00 is mapped
to: = x and the others mapped to === - I . With this choi~e . H. (:)
is left with 3 number of fi ni te zeros one fewer than the number of finite
poles.

4. The ga in of the di gital (ilter is selec ted

(b )

map~dTo~ =- I .

(a) If no delay in the di <oerel e re,pense

increasing w is omo the unit circle at .: = el'J = I until == e ' ~ = -1. Thus
th e point ~ = - 1 represents. in a real way. the highest frequency possible
in the di screte transfer fUncti on. so it is appropriate that if H (s) is zero at
Ihe h igh c~'1 (con ti nuous) freqllency. IH,r(:): shou ld be zero at .: = - I. the
high ~ st frequency th at can Ix' proces,ed by the di gital filter.

6_2

for

:y

$om",.

' b)

H,J.l)

no
hold

"Iu;-', Iont.

~ Ij lli

~ .tr... ,form

,""ueOj

Mall. u,;"g the

I ~')'I "".... ~

transf('"1 fun(1lO11. (b) Biod;

",. )

(ontlnuou~

7 Some booIo on di,US>ilnai prOO:e>,;",

H(:. I .. Z I 11 1. )1. Tho ct. oic~ i'called lite

~ """

~Iem .

hold equivalents. ,.) A

IUgliJm of dI1 eQuiva lent

System constructIOn

f"Igule 60S

.....;.al ,

Forthis IeChnique, we conSlroct the situation sketched in Fig. 6.5. The sampler.; in
Fig. 6 .S(b ) ptO"idc the samples at the inputof H (;:) and take samples at itsoutpul
insurin g thai H /tfJ(!) can be realized as ad iscrele transfer funelion.lllc ph i losoph~
of Ill/!: design is the foll owing. We are asked to design a disc rete syslerr: Ihlll. Wilh
an input coosisting of samples of e(t ). hu an output Iha t t pproximates the output
of the continuous fi lter II (s) whose input is the cOllli mWl1i e( I) . The discrete hold
equivalent is conS/.ructed by first approximating e(r) from the samples elk ) with
a hold fi ller and then puning this t~(1) Ihrough the give n /I (s). There are man ~
techniques for taking a sequence of samples and extralX'iati ng or hclding them tu
produce a continUOUS signa1.' Suppose we ha,'e the e(/) as skeu;hed in Fig_ 6.tl.
This figure also shows a sketch of a piecewise constant approximation to " I/)

6.3 Hold Equivalents

The frequem..1' response of the matched zero- pole equi\'.lent for the th i rd -Of(l~ r
Butterw orth I\l ter of Example 6.\ is plolted in Fig. 6.9 along with thai of OIl"K:r
equivalents for pLrposeS of comparison.

SYSD == c2d(SYS. Ts:matched')

zcro-pole eq uivalent. SYSD. al sample period T$ 10 the NllIin uous system. SYS.
is given by

101 ChapleT 6 Discrele Equivalenls

Rg~U

, , ,

obtai ned by the opt'ralion of holdi ng ~~( r) conSllUlt al elk ) o\"er Ihe inle-rvaJ from
k T 10 (t + I ) T. This operalion is the =tro-Ql-du h()/d (o r Z O H) we've d iscu~scd
before. If I'..e.se a fi rsl-order polynomial for ('x trapo lation. W(' have afirJI-Ordu
hold (or FO HJ. and so on for highe r-order holds.

".)

I ....

-,-

-. ' 11I'.!")1

(6.3.51

H(.' . --"

0."",",

.fU+ .. I

+a

_ _ _

<c 1...~looo(t.

8 R.nl l th .t ,,._ked I~
~ ,h .. ,Ite <lrnal; I. "" tl"lr """'Ec. dcl.)od (rum ~~. t / : .'it> . Tho
,;lC o(t n;, dot. ) I. "". l)lCa'~", uf It.. ~u.' i l) ,,(the 'ppfQlIma!too atld.3lI I>/" u",a.," ~... H1. ,,,,,..,

lib ) _ _ _
,_

fraclM;.n c~P"'l.ion uf ,he: ,-plane II'nns of Eq. (b.}!;, is

.0

troc ZCnH)I~er hold c'lui\a1~ nl to the fi rst-order trim ~f~r fu"" ,ion

Solul ioo. TIw- ;<mial

Fin~

." lI&d Eq~l\ak'1!

-------- ---- -----

H.~{=)= (I -;:

U the approxim:lIing hold is the zero-order hold. lhe n we hiwe for our approximlltion e~actly the same situa tion that in Chapter.5 was analyzcd as a sampled-dam
system.l Therefore. the- zcTO-<lrdcr-hold equivalent 10 H I.!" ) is gi,'en b)'

6.3.1 Zero-Order Hold Equivalent

Exam ple 6. 3

- --

rero-<lrder hold

A si9nal.. il~ sampl!'S. and

its aplJfQximatlon t>y a

6.3 Hold EquII.a!enls 203

j!!.}!l )= t~-, -t ~ . . . -..

(1 - : -')

I t - ~ - ' )(t - ~ - ' ~ - ' )

rl

"

i~

found it';

where the

contin u ou ~

'=

c2dCSYS. Ts: zoh')

syStem is described by SYS and

SYSD
th~

sample period is TI.

We n(){e that for the trivial example given. the zero-orderhold equivalent {li
Eq. (6.38) is identical to the matched zeropole equivalent given by Eq. (6.3h
Hov.. ever. rhis is r.ot generally true as is evident in the ~ompruison with frequenc y
reSlXlnsc, of oth~r equivalenl~ for the third-order Butlerv.o rth filler eX3m pl~
plotted in Fig. 6.9. Because a sample and zeroorder ho:d is an exact model for
the sample and he>ld with AID convener used in the majaity of discrete system ;.
we have already l-t'en the computation of this equivalent in MATLAR as

( 6.3 ~ )

-IT

-T

An interesting held equi"alem can be constn.lctC"d by imagining that we have a

noncausal first-oIder-h{lld impulse response. as sketched in Fig. 6.7. The result
is called the trianglehold equivalem to distinguish it from the causal firSI-<lrder

1.1)

Example 6.4

Figure 6.8
Bl oc~ o ,<gram of the
triangle-hokl et;Ulva!ent

1-H(SII
,
.

= I/ s:.

I~

(~

I)"

4~ + 1

IJ '

(6.4 1)

(6.40)

(6.39)

Ii, = 1.1(1

+ n.H r + T) -

x = Fx + Gl'.
ti :: IJ./ T.
2u(l ).I(1)

+ u(l

- T)rS(I -

n.

(6.42)

An alternative. con~'enient way to compute th e triangle-hold equi"alent is

again 10 wn~lder the \ t ~tc-space formul ation. The block diagram is , hown in
FiB. 6.8. The continuous eqU!l ti{l n. are

(~ -1I '

T: :: ....

(~ - Il' T! I~ : +4~ + 1I~

---::;:;:-

="6

"' ( ~ ) =

11

T J(~ :+ 'k + ll~

z jl!,~' ) = z l ;')

In this ,a'C'. from ,lie table. or ~tra nsfonn s

lI ( s )

and dire,r ,l ub'li/lltion intu Eq. (6 .39 t resu lt. in

Solu tion.

Comp ute the uiUl~lc oold cqui\~ lenl for

A Tnangk- Ho!ti Eqt''''(Iiell!

(z - I ):
If,.,.f:) :: - T:
- 2

Therefore the discrcte c<[uivalent that corresponds to Eq. (6.3S) is

T5

e" _ 2 + e- r,

205

....... '~- ' )

Hold E'l u;n,]cms

=l _ ~ - ' - I_~ -' T : - '

"

Sub\riruting Eq. (6J7) in Eq. (6.35). the :teft\Olderhol d equinlenl of H (s)

6 .3

hold. The effect of the triang le hold is to c:malX'Iate the samples so as to connect
<;.amp le to sample in ~ ~traigh t line. A lthough 1he continuous system that does
this is noncausal. th e resul ti ng discrete eq uivale n: i ~ cau~al.
The Laplace tran sform of the extrapolation filter that follows the impulse
sampling is

and. by <kfinitioo o;" [M opcrnrion gi'"n in Eq. (6J6)

Disc rete Equ:nlems

6.3.2 A Non-Causal Firsl-Order-Hold Equivalent: The

Triangle-Hold Equi valent

Chapler 6

figure 6.7
Impu'se (!"Spanse of the
extrapa!ati<m f i~ef for
the triangle hold

20+

206

Ch~ pte r

Eqtl' \'~lents

fO:TII.

(6.4.'1 )

= <J:>x (k) -

f l~ (kJ

+ f~w(k) .

(6.44 )

H I ~(I;)

(6.46 1

+ H r~.

r l'
(6.47 )

SYSD = c2d(SYS. Ts."foh\

where <1:>. f l . and r'~ are defined by Eq. (6.44 ). In the '''1.~TL\1I Con trol Toolbo);.
the funcrion c2d will compute the triang le-h old equivalent (referenced there a, a
tirst-order-hold equivalent) of continuous ~ystem SYS by

D= J

C= H .

B= f , + 4,r ~

,\ = <1:>.

Thus Ihe triangle ~qui\'alcnt of:J cominuous s ),s tem oo.cribed by IF. G . H. JI
with sample period T is g h-en by

+ f ,[I (k) + J [, (k)

"" H ~(.I:) + (J + Hf, ltj (k).

+ Ju(k)

+ r )u(k) + ( r, - r ~ )[j (k)

(J:>~(k ) + (f, + <J:>f~ - f ; )[, (k).

I J = <J:> (~(J;)

y (l,:) = Hx(k)

The OU tput eljuat'on is

9:k +

With care. the last tWO equations of Eq. (6.42) can be integrated to show thaI
l '( k ) = u (k ) and (hal u;(k) = u (k + I) _ u(k) . If a new S\:ate is defined as ~(k) =
!l (k) - f ,II(/:l.lhen the stare equation for the triangle ec.ui\"alent is

x(k +])

then the equntion in x bt.-.:omcs

because i; consis:s onl), of impulses at the sampling instJnts. If we define

where represents the input impulse functions. We define the larg~ matrix in E4.
(6.43 ) as Fr ' and the one-step solution to this equation is

and. in matrix

Discrete
figu re 6.51
comparison of digital
equivalents for sampling
po!riod (a) T = 1 and
oJ,lwp = 21f and
(I)) T = 2 and w,/wo ="
wherE' ZOH = 0,
le ro-poli! = +. and
triangle .. "

..",

.""

.000 ,

.""
"'"
....

'.

"

'"

,.,

"

"""'1

"
F"GIJr:><~

(b)

"""""hlt<! FreqJen'l" "'/OJ,

Nmmal ;z.d

2.5

Hold Equi"alcn15 207

In Fig. 6.9 the frequ e ncy responses of the zero-pole. the ~ero-order hold,
and the triani!le-ho[d equivalents are compared again for the third-order Bune rworth lowpass filter. Notice in panicular that the triangle ho ld has ell.cellcn t phase
responses. even with the re lati vel), long sampli ng period of T = 2. which corre
sponds to a sampli ng frequency to passband frequency rati o of on ly w,/w, = :r.

.H

,."
'H'
"
"
"

.H

'00

"

..,

'H'

6.3

208

Crn.pter 6

method
method
method
method
meth od

5Y5D

'tustir)"
'prewarp'
'matched'

'wh'
.joo.

c2d(5Y5, T5, method)

zero-order ho ld
fir, rmder hold ttrilngle hold)
TU>l in's bilinear method
bi li ~ar with ~'rrping
zerQ-pok: matchin~

lL'hu"

All me thods e~cept the forward r tangul ar ruk gUlrantee a stable discrete
S}'slem from a stable continuous protOlype with th e provision that the warping
frequency of the bilinear transfonnation with prewarping must be less than the
Nyquist frequency of ~ rad/ sec. Zero -pole matchi ng is the si mples t method
to app ly computJ.ti onalJy if the zeros and poles of the desired ti lter arc kn own
and takes advan lage of the Iillown relations betwee n response and pok s and
zeros. This is or.e of the most effect ive tnc!thods in the conte)!;t of an overa ll
design problem and in laterchaplers the zero-po le mateh:ng method is frequently
selected. With a ;ea;;onabk computer-a ided-design tool, the designer can se Jert
the method thai best meets the requiremen ts of the de sigD. The MA11.AB function
c2d computes the discrete description for most of these di sc rete equivalents from
a continuous syslem de'icribcd b)' SYS with sample period Ts as follows,

( bJ Nancau!altirst-order- or triangle-hold equivalent

(a) Zero-arder-hold equiva lem

3, Hold eql,il'(lien(S

2. liro-pole malching

(d ) Bilineartransformation with prcwarping

(el Trapc:w:d. bilinear. or Tu,tin's ruk

( b) Bockward rectangu lar ru Je

(a) Rll"\\'ard rectangular ru le

I. Numerical imegroriol1

In this chapter \\'e have presented several tec hniques for the construction of di ~ .
crele cqui\'alellts to COnTinuous trans fer functions so that known design methods
for continuous systems can be used as a basis far the delign o f discrete system, .
The me thods presented we~

6.4 Summary

Dt5Crete Equi-'alent,

6.4

,+,
H (s)= 0. 11 +1

Ztro-polc mappins
Triangu lar-h okl"'lui ,"~ le m

+ 1-

~aoguiar

rule

"',=O_Ol ..... "'.= IOrad.

(b) For each CaM' computed. 1'101

== 3 rad.an!

CUfWS ",'er

the rllIlge

a.' Ihe .... arping frequency)

the Bode amplitud. 3M phase

e~uj\alent

I'iL Triangle_hold e<!uin.lent

vi. ZtlQ-ordc r-hold

Eilineat' .... ith plew.. rp;n~ (U,. w,

w o-pole nwching

i~.
I' .

iii. Bi lill("ar ru le

ii. BJ.C],; .... ard rtCtangulnl" role

i. F......ard

(a ) For e3ch of tile following de.lign methods. compute and plot o n the :_pl. ". the
zcro"jXll~ patterns of the re.ulting di5Crel~ e<pJi,.. lems and giw the phar.e lag at
~,
~'M, r ~sponding to w, = 3_ Let T
0.25 loeC .

1((.) = 10 100.

10..- + I

The follo,,'ing trrutsfer fuoct ioo ;5 a lag network d ... igned to itICrca,( K, b)" a factor of
10 and ha,'e nC8ligibi e phaSf' lag at w, = 3 ,ad.

(b) PIN o,'or the f''''Iueocy range w. '" 0.1 _ "'. = 100 the amplitude and phase Bode
plots for eac h of tM ab<we e<!uivalenK

,ii.

,i. Zero-order-hold e<!uil'aicnt

Y.

il'. Bllinear .... ith prewarping (u>t w, as the w~rping fr.-quo""yl

iii. Eilincar rule

n Bac],; ...ard rectangu lar rul.

i . F...".-ard ,ectangu]..,. rule

(It For oach of th~ fullolO.ing d~si&n n1Ctoo,h compul(" alld ptol in Ih~ :.plane the pole
and l : 1Q 'ocalion, and comp'ue the amoont of ph .. ~ lead gi"en by the equi'-al~nl
netwo"" at: , = (J~, l if T = 0.25;e{; and the de_'ign i< ,-ia

3~

"!be following tramfe, fu tlC t;Qn is a lead Il('t""Ofk (\(,igned to IIdd ab<xn 61)' pl!aSf' I.ad

6.3
at ... , =

Sl!ow thatEq. (6.J5) is true.

6_2

209

Skeleh lho: lQ!le in the ~ - pia"" where poles ....".,.~;ixmding to tM lc ftl!alf nf tl!~ .' _piaM
..... ill be m<.pf"d hy tbe zero ""I. mappin~ techni que and th. zero-or(\(r-hold t("Cl!n ique.

Problems

6_1

6_5 Problems

6.5

id~a

2ll

called modern techniques. The landmark contributors to this classical" theory

art: E~an~ (1950) [root loc us) and Nyquist (193 2) and Bode (1945) [frequency
response). For random inputs. the work of Wiener (1948) should be 3dded. The
unifying theme of these methods is the u ~e of Fourier an d Laplace transforms to
represent signals and system dynamics and to describe thi: cootrol spedfic3tion~.
Controller design is then carried out in thi: ~elected transform domain. From the
pe r~pe.::tive of the 90, the lenns classical" and modem"' seem a bit pejorathe
and we prefer to classify the methods as transform techniques and state-space
techniqu es.
The methods based on transfofTTls were de-eloped before computeTli were
avai lable and Ihe engineer had 10 depend on hand cak ulaliuns and carefu l hand
plotting to achie'c lht' design . The JVJibbilil)" of ~ompu(~rs and SQI(\\arc .uch as
MATL>.B Ita,e made calcl.Ilations and plotting simple. fa st and accurate: and now
Ihe hand -plotting guidelines ~re used as verification of thi: automatic calculntions
and as a gu ide 10 des ign decision~. In thi~ ro lt'. the understanding of lhe design
process gained by the experience of doing a 5imple design by hand is well

del'cloped baloed on electronic feedback am plifierdesign modified for servomechanism problcr:lS. Thi s the ory was coupled with electronic technology suitable foc
implementing the re-quired dynamic compensators to give a set of approaches
to solve control problcm~ no ..... often called classical It'Chniques to distinguish
tho::se rnethod$ from designs bast"d on a sliite-space fonnulation which came 10 be

hicles 10 humln blood pressure. are considered fair targets for control. Ol er a
period of thre e d~C3dc s from about 1930 until 1960. a bod)' of conlrollheory was

~'e

of controlling processes that cI'olvc in lime is ubiquitous. Systems

from airplanes 10 the nmional raIl'. of unemploymem. from unmanned space

The

A Perspective on Design Using Transfonn Techniques

----

Design Using Transform

Techniques

(hapler 7

r""pons"

Building on previous understanding oflhe design of contin uous .~y~tcms. the fir;.t
method for digitll des ign is bas~d on emu latio n of a w ntinuous deSign, T h~
continllou5 controller is simply replaced "" ith a digital equil'alent comp Ul ~d b~
using one of thc lechniques described in Chapter 6. The res ult may be evaluated
in terms of poles and zeros in the :-planc. magn itude and phase in the frcquenc.,
reslX'nsc. or tramient response to step. impulsc or Other input.
The ~econd method introdUl;ed is the roo l locus ""h~rc it is denlOn strated
that the roles of the root loc us are unchanged from the ;ontinuous case but t h~
relations between pole location and time response must rder to the .:-plane rath-.>r
than the s-plane,
Fi na lly. Ihe N)'quisl scabiliTY criterion for discrete systems is deve lo ped and
Bode's design method~ for ga in and phasc margins ax extended 10 di s.c retc
systems. In addition to The usual results. the concept of ~ystcm sensitiv it y i)
developed to show how rrequ ency res pOR..e can be used 10 cause the system 1< '
be robu st wilh TC5pcct to both siability and perfonll ance when the plant tran.~fC' r
runclion is su bjected to botlnded bm unknown penurbations.

Chapter Overview

.....onh the effon spent in del'eloping the requ ired skills. lbe introduction of
dig ital control and sampled data adds new eonSlra ints Ind ne "" IX'ssibil ilits to
the transfonn de!ign methtXIs. The :-transfonn is :'ldded to the: Laplace and tl1.:
Fou rie r Ifllnsforms and IX'les and zeros ha"e meaning rclati\'C to the uni t do:le
nlthe! than to the imaginary axis. The meani ngful pan o hhe frequency respon<.:
is rest ricted to half the sampl~ frequency. Each of these dC\'clopments must be
understood in orec r to apply transform methods to digil::.i con troL

Design Using Tmnsform Tn:hmqU<"S

We first consider the de sign specifications that Ihe con troller is expeeu:d ttl
ac hieve. As rel'kwed in Chapter 2. the central coocems of controller desil!n
are ror good transient and steady-state responSt and for suflicjcn t robustncss.
Rcquirementson lime response and rotu\tncss nccd tobe ~.~prcssed aseon51raint~
on s-plane pole and zcro locations or on the shape of the frequcncy response in
order \0 permit lks ign in the tran sform domains. Dynamic performance in th e
time domain is de fined in terms of parameters of system response to a step in
command inp ut. The most freq uent ly uscd parameters are the ri se tim~. I,: the
scttlin g li me, I,: 6e pen:em overshoot. M : and the steacy-stnte error. '", These
r
parameters, which apply equally .....ellto dl!>Crete control ls 10 ..:o ntinuous control.
are di scussed in Section 4.1 .7. 1lle s.pla ne expressions of these requirements arc
summarized by the fo11o..... ing gu idelines:

7_1 System Specifications

d~lign by freq u"ncr

d".ign bj' root to(~S

design bv ~m~t"ion

212

Figure 7.1
A unity feedback system

..,Iocity (onsunt

System 5p!!cdkatlon.s

:=

u
:=

{w~ <! 4.6/ 1,.

(7.2)

(7. 1)

213

~
~

' -~

A reasonable choice of T is one that results in at least 6 samples in the

closed-loop rise tim e and better. smoother control results if there are more
than 10 samples in the rise time.

The facl that in discrete sy~e mS the cont rol is applied as a piecewise coostant
signal causes a rough ness in the respon se that is directly n: lated 10 the sample
frequency. A specificatio n on roughncss leads to a specification on um ple period , T. Thili parntneter is so imponant to the design of discrete cootrois tM t
Chapter 11 is de\~ted to the decision. At thi s point. let it suffice 10 point Oll t
that the smaller the T. the bener the approximation to continllOus con trol and the
smaller lhe roughness.

K = ....!!. = limsD{s)G(sl.

t"
,_G

The "elodl}' consta nt is th"n given by

The spetifitati ons o n steady-slale error to polynomial inpllts is determined

by the error const~nl appropriate for the case at hand as de scribed in Secti on 4.2.2.
Thc most COllllllon C"aSt is for sys tems of Type I . which is to say, systems that
havc uro ~teady-state error to a Slep inpm and finite error to a ramp input of slope
" 0 of size f ll - '01 K, where K, is the velocity conStan t. For a single- loop system
with 'Illiry feedback ga in and forward Iran~fer function Dc.)G(s) as shown in
Fig, 7,1. the system is ~'pe J if DG has a si mple pole at I = O.

(7.3)

The fract ional O\crshOOl. Mr' is gi\'en in lenllS of tht damping ratio. 1;. by
the plOt of Fig. 4.7 which can be very crudely approx imated by

IReIs,ll

The requirement on the magn itude of the real part of the pole is

w. :: 1.8/ 1,.

1be require ment on natural frequency is

7I

21t

T~dmi ques

(req~enc)"

and ~~,tem nJtural (~u . nC)' if tho.>re:tr~ II,

"'. '" "',/35.

rat t, "'" should tJe J5 times f~_<te, than ihe n~rural frequen9', "'., '

find that

we conclude that typically the sam ple frequency should

---------- +

,~ unplt

e~ampl e .

word., the

From this

othl,-r

""~

The elements of design by emulation have bun covered alread y. Continuous

contro l de sign is rel'iewed in C lulptcr 2, and in Chapter 6 the tech nique s of
computing discrelC equi valents are de scribed. Control des ign by emulation is

7.2 Design by Emulation

A typical roOCMness requirement is that one should hlvc gain marg in of t\\o
so that the loo p gain must double from the design va 'uc before reaching the
stabil ity boundary.

can be used but one would ex.pect the res ulting tran sient s t) be ex.cessi'ely rough.
Robustness i. the proper1y that the dynam ic response (including stabilit:
of course) is s ~tisfac t ory not on ly for the nominal plant transfer function used
for the design bUI also for the en tire class of tran sfer functions that ex.pre'i~
the uncer1ainty of the designer about th e dynamic env ironment in which the real
controller is expected to operate. A more comprehensi,-e discussion of robu,tness
will be gil'en when desi gn u~ing frequen,y response is ,onsidcred. For root l ocu~
design. the natur31 measure of robustness is, in effect. gain margin. One can
readily compare Ihc s),slcm gain at the desired openlling point and at the poin tb>
of nnSCt of instabi lity to detcrmine how much gain chang! is acceptable.

be chosen to be 2Oto 35 times the dosed loop nalUra l freq uen cy. Slower sampling

In

SulJ'>t ituting fOf T.

lO T

L'

"'. '" 1.S/ I,

StJIUlion. The ,amp ling f~""noy in radiansl~c i , gilen b)' "', = 2;I' / T and ",,'e a~su~ t h~t
ri>e time ~ nd natural r~lI<'!l<:~ arC re lated by E~. (7 . I) "" tit"t

Whal il ll!.; I'dat i"" ""'w~~ n <ampling

s ample. in ~ ri~ ti mo~

Chapin 7 Design Usi ng Tr~n5form

Example 7.2

Figure 7.2
Bloc. dl<lgram of the
pla nt t ransfer tuncl on

7.2.1

D;>sign by Emula tio n

215

.'
s(lOs + tt

Solution, From th e specificatio n_' one oan estima1e the acceptable region in the s-pl ane for
the closed loop poles_ From lhe o,,,rsl>oor rj uircmen:, we conclude that !he damping ratio

Design a ~ontroller for thi. syslem using the method of e mulation.

1. Ovm hoot to a step inpu1 less than t6<;t2. Settling time to 1% to be kl> than 10!;ec
3. Track.ing error 10 a ramp input of . lope om radls.tt 10 be less tlt.an 0.01 rad
4. S~mplin~ time 10 give atlea!;l to samples in a rise-time

Tho: sptti!icatoo, for !his system arc

G (s )

A block diagram of the plan! for an antenna anglt-tncker is drawn in Fig. 7.2. The transfer
funclion is gi\O" b~'

[kj,s:n oj Ammnaxr,o COIlrrolln

Techn iques 10 compute di screte equivalents rue described in ge neral terms in

Ch3pter 6, and their performance is illustrated on the bas is of filter frequency
response s. In this c hapter. we are interested in controllcrs for feed back control
and in perfonnance comparisons on the basis of time responses. Any of the
techn iq ue s from Chapler 6 can be used for the purpose: here we illustrate the
use of the po le-zero mapping equivalent and ex.plore the choice of sample period
by example. An alternative approach that considers directly the performance for
the discrete controller in the feedback context has been described by Anderson
( 1992). The method described in that reference leads to a muhirate sa mpling
problem of the sort which will be considered in Chaptcr II.

Discrete Equivalent Controllers

mainly a combination of these two ideas. A controller design is done as if the

system is to be continuous and. after a >ample period is selected, a discrete
equivalent is co mputed and used in place of the continuous design. This discrete
cont roller rna)' then be simulated and tested in the disc rete control loop and
modifications made. if necessary.

7_2

arller,na cont/ol

100atioos for the

Acceptab:~

po le

Chapter 7

Figure 7.3

216

"

Th(

r!ocus(sysol)

sywl = JeiKI l alit

Jeadl" tf(nc,dc.O.2);

d< '" II 1];

nc" 110 II:

ant", tf(nJ.dp):

d p=pO I 0):

np., I ,

root locus for thi, choi ~ i\ drawn in fig:. 7.4 u~ing '\\An.AB cw\!na nd~ to c nle, tile pl am
a, a 5)stem. a nt. the ( ompen,alioo as leiKIl and 1M product II the open 100" system . sysol.

,+ ,

DUl = - - - .

lOr + 1

mu,t Ix I: ~ 0.5. Fro", the senlinS lillie .. qu; rement "'e conclude that the root< mu.>t hale a
~al pan of (f ~ 4.6/ 10 = 0.46. fin ally. from the steady,tate err",~u;""Mnl. w. ~oocluJc
lhat the ,.locit)" ,omtanl is comtra;ned 10 Ix K, ~ ~;,: = 1.0. Ea.s.ed on tl><'" limils on lho:
damp;ns ratio and 11lt re~l.piI" of the pole ...... con sketch 1he ac<eplabk reg ion fOf d<>;eJ
loop pole~ ;n th e ,plolM as done in fi~ 7.3. UI;ng I.ad COmpemllilln to caoceJ a pJant pol~
a firn ,ho,ce for cont'olle r might be

Design Usmg Transform T.dmiqu~

"""'"

c()mD~ns.aled

Root 1o<:\lS :01

Fig ure 7.4

a n tenna

"

.1.5

.,

.o. ~

.,

"

Rool ,h"

!"
o .~

0'>

"

De sign

by Emulatio n

217

1',

: - I',

= K -- _ ._' .

=, - 1"' ; , = 0.81Wl .

I)( ~ ,

d;: ~;n

,- ,

<-"

j) . ~ l g7

., =-~0798~0~'
= K -;-

= lim Dl:I = lim m" = I

Tn rn.' . the d; g. in of 1)(: 1 and mSI be idem'ca!. w. lequire tll\

and a pole .1

and pi"". a zero "1

r"~

The natunl freq"" nty fnr the g;"en pole lOCalion.' ;s esrentially (to, = !. "hi.1I .orr6ponds 10
r;,e lime of J, = 1.8s The indicated ."mpling period i, th~, T = !.l 1O = 0. 18. A "a lue
of T = 0.2 "i~1 be u..:d fOf this e."m ple and a "a lue of T = 1.0 illu.m-aled later to d"m:lli~.
the df<cts of the ~hoice of T. The compen'" lion. D l.'). g:iH o b) Eq. 47.4 '. ha, t" o firstorde,
f.clors: lhe zero is ac s = - 0.1. and the pole ;~ :lI f = - I. The pole...,ro map ping 1echnique
"''lui,.> Iha l exll siniul.rily i, mappe<l according to ~ = . T: lh.r~for . we t3k. DI:) o f tile

p = rlixuslsysol.I.()).

The I""awn; of the rI)O(' with K = I rorr-e'llOn ding to a "docit)" "onmlnl of K. = 1 ....
murked t>:. 1h~ dot. m mpule<l b~

..

"

I ~

~.2

~dld

Example 7.3

K = 9 ,15,

- - - - -- - -

I 'I l~:'

.:

-:-

--, I'
,-'1
tI{ :

1)(:

.. . r )

-c_A~':,+",8-,,;"-

T,

(.::_ I ) l - a{:- IJ

A=(! -~T+ tl T - 1

G{:I=-,-

+ ;;-:_ .. _.r

"I

: 11> 1 T

.: + 0.9934

For th is ella mple. with T = 0.2 and a " 0. 1. this ev.alu3tcs to

where

Of' l

__ _____ _____ ___ _______ J

G(~)= -- Z

8'-Ef1

Us ing the tables in ApI'Cndix B. we fi nd

wh ich is

lOll

n.s)

- 1)),

G (-) = ,
- --I 2

1l'\S+(j
' )I'

0 .7;

A de SC ription of a dis;i tal controlle r that is ellI'C'ted to s3 ti sfy the _pedfication.<

for the allle nn a Cont roller i.~ now complete, A block diagram of the sampled-data
system with dbcrele controller is gh'e n in Fig. 7.5, To analyze the behavior of
thi s compensation. we first detenn inc the .::-transfonn of the w ntinllOOS plam
(Fig. 72) preceded by a ze ro-order ho ld (ZOH ).

7.2.2 Evaluation of the Design

- - --

Thi' eq uation C~n he directl y ,,alu.:ued hy a compUltr.

" I ~)

[n thi s case. the step response of the system with the discrete cont ro ller is shown
ill Fig, 7.6. The figu re ,on finn~ th at the discrete control,ler win perform ~t i sfac .
tori l\'. nlbeit with Mllllel< hat incre ased Ol'trshoot Th i, Sim ulation was ' 3med out
u"ing the linear. discrete model of the sy, tem. As menti oned earl!e r. ~ imulati o.n s
ca n be- embellished with the important nonlin earities such as fncnon and w1!h

ste p(s~c ld ).

sysold = leadl d '" antd

syscld = connectisyrold. l J - I])

With the tran sfer fundion of the plant-plus-hold and the di screte contro ller.
we can obtai!l the sys tem difference eq uati on and ,ompule the Slep rcspc)(Jse.
obviously most fas ily usi ng a Compu ! ~r aided desig!l p3c kage. The steps are

dntd " c2d(a nt,O 2).

Of course. this can be computed in MA11.AS as the di sc rete model of the antenn a

'I

219

= 0,81 87 ,,(t - I) + 9.1 51 e rA) _ 0.9802 ~ (k

Go;.

,---- ----- --------- ----1

DeSign by Emulatton

G(:) = 0.00 199 (.: _ I H: _ 0,9802) '

Agiure7.5

6kxk di.Jgram of 'KImp lE'd-d.lta system

7.2

The ~ t'~m,rorm (~rres~Hm alxwe is con"crted to the d;ffc .. n ~. e<jJation foml by OOIi n8 tl!~,
: - 1 repres-: nB a I-cyd e delay. Thu.

Solution. Tlte Ir:m!fer fun"ion is (om'C rtcd into a di ffe'~oce e'Pl. tion for impltmcll'3,ion
u. inS th~ Kk.\ d.,..~d in C~lpo:~r.j . Spiti<:a ll ~. we fi!>t omllip ly lop alld \>ottom by ; '
10 obcain
1
Df :) = F(:I = 9.15 I _0.9801:- .
1:)
1 0.81 57:.- 1

Gi,'c lhe differ"l!llCe equation lh~: cQfTe.ponds 10 the [)(ZI given by Eq. (,.6/.

11'1j1km"llll"g (hrC.'>I1 /1 ,>/il'!

fUmCl Hm

--_.-.

lfan sf~r

. _- - - - - _ . _ -

'" c2d(leadl ,0.2. '<Taldwdl

: 0,8 187
M,\n..... s. the command 1<

Dr~ ) = 9,)5 : - O, 9SO~

of the discrote equi,-a!ent corTtpt'n>",ion has Ihe

l~is re~lIh ;n

de>i~ n

To computC

aOO Ihe

DeSign Us ing TrJnsform Tech niques

- ---- - - -- - -

Chaple r 7

- - -- - - --

2 18

Chapter 7

Example 7.4

Hz contro'ler

0.8

' .0

0'

~"/~~------I

\ .. ,o"nnuoo! 000,,01

Ti rnc l!Cc)

o.~ o!--C,C--7---;,--.c--",",--;"~-,c,~~".---!",-~,,

"

0.4

"",'' (;c-'c'I ;+,

GI;, = O.
J(~0"96~7~2~c
0.90(8)

Repeating the calculations as in Eq. (77) ... ith T "" 1 SC-CTeSll1t ~ in

O .9 t

( .1 I

70

,\ plot of the Step ''''ponsc of the Tes ultlrtg sl~te m i$ $hown in Fig. 7. 7 ilfld sl\(w,s sub \t;;lJ\tial
deg'adation of the re~~ 3, a "" ult oft~ e slow s:o.mplin g. A partial explanation oflb<: extra.
o..-crshool can b<: obIai1ed b~' look ing at thr Bode ploc oftlte cooli nucu s design. compuled ,,'ith
bode(sy\.Ol) and piQue;! in Fi g. 7.B. The designe d pha<;e margin in lh ec{l ntinuoos sys tem i. Sn
to he ~ l .B ' . As " ..., ;n.l.ical.d in Chapler 4. the sample and hold can he rwg hly awro~imated
by a de lay of T 12 Stt . At the crosso..-"r f"'q1.le ncy of w< ~ = 0.8 nd. and ... ith ... mp~ng 3t
T '" 0.2. lh.is c<>m,pooos on ly to = w<p T = 4 . ~ . IIow"..-. ,. at r = 1.0. tile samplehold
dela~' Cl)I'Tcsponds to -; = 2)'. Thu s the effccti,e phase margin wi th a .anlplc and IlOld is
",dueed to Pm "" 51.8' - 23 = 28.8' With this small phase ml,~in. the eff.,.-,ti,e dampin~

;-().9048
DI ;)= 6.(i4 ~ 0 .3679.

FurthcrmGre. "'pealing the calculatiOfls that led to Eq . (7 .6) but ""i th T "" I sec. we otlta in

Solut ion.

Repeat the ante nna de,ign with a sample late of 1 Hz ( T = I se-c): i1 th is case the sample Me
il 3ppro~imately t..-o tampln pet n!le time.

.-l."lennQ 5<"r\"o "'1th ~I(l" 5amplir.g

computation delays in order to assess their effects in addition to the effect of th e

di sc reti zati on appro ;o;.imations.

~ 0.6

1i

0e51gn Usi":1g Tra llsform Tt chm ques

Fig ure 7.6

Step respoo ns e of the 5

220

Fi g ure 1.8
of Ine
contin uous design for
the a n tenna cOl"wo l

Bode plot

Figure 7.7
5t!'? responSE! of :he
l _HzcOll troiler

,,-

",

T irn< I""'"

..

10'

,,'

1
1

" "

22 1

ratio is abo ut 0.19;mJ the o,e", hooc i, e~pected to b<: about OA ,alhe' Ihan 0. 16 a.~ de,i~ 'JCd.
The ~e p ,""spoo>c .VK1><1' the actual .\10 '" 0 .5. so mo:<t of the nu-. o"c rshool ;, explain <->d by
th. wrtplehd d detar.

.. "..v>o1

10 0

00"

,
" " "

DesIgn b) Emulation

==~~
~
'- 'M ~
~
10"

.100

I~

>
J,w r

,. .,,,,

10 "

.>0

10"

~ 10 '

5,

,,

"

1. 2.

222

C hap\~r

7 .3

Di rect Design by ROOl Locus in th e z-Plane

The examples presented here illUMrate only ~ sma ll selection of the altema"
ti\'es for de~ign by em ulation, An imm ediate impro\'emen t """Qu ld be expected if
the continuous design were to inc lude at the outset the characteri stic T /2 delay of
the sample and zero order ho ld. Other than this modifica tion, the other algorithm~
for discrete cquiva:ent desi ~n can be tried. 1llcse include the \el)' simple Eu ler
rectangu lar ru les, the bilinear transformations. and the seve ral hold-equivalelll
methods. The triangle hold equivalent appears to be especially promisi ng.' There
does net ~em to bt a dominant te<:hnique that is best for every case, The designe r
needs to explore al:erna til'es bas.t:d on the particular syMcm. tfle required performance specifications and th~ prac ti cal constrai ms introd uced by th e tr:1:h nology
to be used for im!-= Iemcn tatio n to guide the final choice. Here we now turn 10
cons ider the direct discrete design me thods. begi nning ....im design by use of the
root locus in the ,:?lane.

Using Transform Techni ques

TI!c root loc\ls introduced by W. E'ans is based on graphical rules fa r plolting

Ihe roots of a polyno mial as a paramete r is varied. T he most co mmon root Jocu~
is a plot of the rOO I; of a closed loop ,haracteristic polynom ial in the s plane a~
the loop gain is \'aried from 0 to 00. In li near di~rete syste ms also the dynam ic
performance is large ly determined by the roots of the closedloop characteristic
poly nomial. in th is case a polynomial in ;: with stability represen ted by ha\'ing
all roots inside the unit circle, The consequ ences for dir::cl digilal de sign arc
that one can \lse E\ans root loc us rules unchanscd. but that the performance
~pecificatians must first be translated in to the ;:plane.

D~sign

1 In tho ).,hll...\U C~nt",tTooIbo~ ful\Cl'o" c2d.l~ InU gt, Mld i,calted . fi"' -ord<rholdi~m:"I!nirio"
of 11>< I...' lhat it ;, fi"" Qr~" bold .Itt.oo g~ il i. """"a~l(!/,

Figure 4.26 is a map of the unit disk in the :-planc on which is superimposed
di screte system tiITe re sponses that correspond to se'cral typical :plane pole
locations. TlJcse can be used to make the translation of d; nam ic re-spanse performance specifications to a region of acceptable poh: locations. For example.
we have seen thaI ri se time of a contin uous ,econd-order system is found to be
ime rsely proportio nal to nawral frequency as given by Eq, (7.1 J. Since poles in
the s-plane are mapped 10: = e,r. the natural freq uency in f map s to t~ ang le of
the pole in polar coordinates in the :-planc as (J = Wd T where w~ = '" 1 - (w.
Settling time is fou nd to be inverscly proportional to the magnitude of the rea l
part of a pole in the s- plane (0") which maps to the radiuJ of the pole in the ;:_
plane a~ r = e - r . The step response overshoot ''aries inl"crsely with the damping

7.3. 1 z-Plane SpedficaHons

of constant
damping and n~tur~ 1
frequenC)' in the zpi.Jne

li n~

Figure 7.9

getting 1K(~pt able po le

Io<ati on in th~ Lp la ne

Oire<:t Design by Root locus in the t Plane

213

c=:

e-" r.

.,

.,.,

<.

<.

<.

"'

7<rlIOT

4....5r

%/10r
0.2 1

0.'

0.'

o,s

3m3T

0.'

: ( w .9

.'..

)",.10T

.'., . .

\ .... :

. .1'.1

, Q,;"

:u

"
.,

"

Obtai n a plot of the zplane showing lines of fixed damping and w. TIlC
MflTLAB ~om man d zgrid will do thi s. ploui ng { in steps of 0.1 from 0.1 to
0.9 and w = N;r/IOT for in tel;er N from I to 10. An example is shown in
Fig. 7.9. The com mand a _is equal will cause the unit cirt:le to be plollcd as
a circ le and the ~omman d axis([- l 1 0 , Dwill cause only the upper hal f of
the d rcl e to be: ploned .
Mark the region of acccptable closedloop pole locations on the plane,

Compute th e radius r

Estimate the desired w. ( . and Mp fr(lm the continuous-lime re ~ponse specificati ons. Compute u = ~w .

ratio. Unde r the .\" toz mapping. lines of constant damping map into logarithmic spirals in the r-plane, With these guidelines. one ~an read il y estimate th e
dynamic response parameters based on the polezero patte rn for simple transfer
fun~tions and can derive usef\ll guidelines for design of more complex systems.
In summary. to get the specifications on acceptab le pole locatio ns in the : -plane

7.3

the zplan-e

Plot Of a((o~ptable poi>

locatiOl1~ .n

~ ---1!.Jr

'" 1).9O-l8. The enn:e.'

;:-')Z {G;S) }.
(7.11)

.,: .--

..

.... ::: .

R l A<is

., .l,- --c.;,;,::::;;;;::~o;::::::::::::::;o~,;---~

-(/,g

(/,6

, 0,2

s
0,2
<

0.8

1be closed.loop system can now be represented in a purely discrete manner.

The disc rete transfer functions of the controller. D (z) . and the plant, G(z), are

Gfl) = (] _

The ~pedfication of steady-state error also follows the continuous ca'll: but
transferred 10 the z-pl~ n e when the controller is implemented in a computer and
re presented by ill) discrete transfer func tiOn D(:). The discrete transfer function
of the plant is given by

that the roms in tbe ~ -plan e mu~, be insidoe a ci ,,;le of rediu! r ::;
corres ponding to lhc!ol: cri teria
mar ked in Fig. 7.11).

Solntlon. The gi'en ~pecifical;On\ Ir. Ihallhe ,y,len! i. to ha\'( a damping ratio of { :: 0.5,
nalUral fl'e{]l.lenq' of "', :: I . and lhe real-parts of [he roo" are 10 toe g[ealn than (U. The
standard ~ oflht ~ pla.ne ,how. lhe curve corresponding [0 .. = 0.5. With 1M 'oquiremem
thai the I"00I; co~pond to a n~ tu",1 freql.leOCY greaTer than "', '" I. ...e rleCd a plot On tM
!oIandard grid corresponding 10 N '" lOT "',/.7 '" 2/:r :::: 0.64. The last requirement mea",

Indicate vn a.~ plarte map the region of accopuble closedloop pole. for the antenna design of
Example 7.2,

Z- Pl"nt5~'ifkm.vm

IXsign Using Transform Techmques

Example 7.5

:::hapter 7

Figure 7. 10

22-+

diKrete sy.tem type

discrete time final .alue

Dtrect Design by Rool Locus in the Z-P laIX

22.S

H( :]

- I I

,
.

II

+ K~

of

(7. 12)

rOOI S

ltm (~ ,-I

T,

(z - 1)-

T:

1
I + DC

K,

(7 . 13)

':_1

. (z - DO
K = , 1m

T~

+ D(.:)C (z))

Th us the wlocity co n~tan t of a Type I discrete system with unity feedback (as
shown in Fig. 7.5) is

1) - - - , - --

+ D(zlG(:)

= li m ;,-~,,"i'-:-;o=
,-I (: 1)(1 + DG)

.,

eeoc) =

Now the steady state error is

E(z) = - - . - ,
(~- J) - I

T'

Thus. O (I)G( I) is the position error constant. K~ . of the Type 0 system in

discrete time if the limit in Eq. (7. 12) is fin ite, If DC has a pole al ~ = I. th en the
error give n by Eq. (7 .12) is zero. Suppose there is a single pole at ~ = 1 Then
we have a Type 1 sy~e m and we can compute the error to a unit ramp inpu t.
r(kTJ=kTI(kT)as

1 + O(1 ) C(1)

D( z)C (z)

stable with all

, --,,,,'
=0:;
+
: -

e(x) = !t ru(: - 1) - - ,
: _1

i~

+ D(:)C(~)

+ D(z)G(~)

of e{k). if the closed loop system

= I

a inside the uni t circle. is. by Eq. (4.115)

~'a l ue

1 + DG =

"The final

Ef~)

combined as before according to Fig. 7.5. where it i ~ now understood tha t the
reference r and the disturbance III are sampled versions of their continuous
counterparts. Proceeding as we did for the continuous syste m. suppose the in put
r is a step. r{k) = I(kl. and the disturbance w is 7.ero. The transform of th e
error is computed using the same block-diagram reduction tools that app ly for
contin uous systems represented by th eir Laplace transfonns, eXCept tha t now we
use D (z) and G(,) , Doing this yields the tran~form of the error

7,J

116

' ,- ,

Tt

K = lim (: - I)DWG(z).

(7. 15;

T,

= (z _

1) 1 0

.
1)-

Tz

(: -

K,

1) - - . ( 1 - H (=JJ = - ;

(7.16)

I'

1- H(z)

TK. =~~": z

(1.11)

therefore (omi"in, a factor of ::: in the numcrator. which makes no difference in

the res ult)

:-1

e(oc ) = hm( ~ -

- H(z.

R (z)(l - H(z)

and the final value of thi s error is given by

(= J

Furthermore. by definition we can e.o;press the error to a ramp as

H(1) = I.

Now suppose thaI H(z ) is the closed-loop transfer fu nction that resu lts from a
Type I system, which implies that the steady-state error of this system to a $tep
is zero and requires that

(z - p ,)(z - p) ... (z - P.)

H (z)= K (Z - Z,)(Z-,<) (z - ; )

Because systems of Type I oo;:cur frequently. it is usefu l to observe that the value
of K. is fixed by the closed-loop poles and zeros by a relation given. for the
continuous case, by Truxal (1955). Suppose the overall uansfer function Y/ R i,
H{ =), and that Hi t ) has poles p; and zeros z;_ Then we can write

"Truxal's Rule, Discrete Case

Although it appears from F..q. (7.14) that K. is inversely proportional to

the sample period. this is nOl the case if comparing for the same G(s). Th~
reason is that the transfer function of G(z) computed from Eq. (1. 11) is typically
proportional to the sample period. This proportionality is exact for the very
simple case where O(s) = I/s. as can be seen by using q. (7 .11) and inspecting
Entry 4.in Appendix B.2. For systems with a finite K. and fast sample rates. th is
proportIonality will be approximately correct. The result of this proportionalit~
is that the de gain of a continuous plant alone preceded by a ZOH is essentiall\
the same as thaI c{ the continuous plant.
-

which simplifies 10

Chapler 7 Design Usi ng Tr;msform Techniques

Oireu Ot:Slgn
b~

Root

LQ(u~ In

,he z-Plane

227

(d ld:)(:

;- 1

dz

TK,

:)
''"'In(= - p,l + ln
, - L

n (: - Pi )

- II:
~ [""'In(:
L

d=

={; I -P,

-~ I - =,

= -''.~ I L:-~. - L~!

..,

= ,_
tim,

;- 1

,- I d:
=lim _~ ! lnKn (: - :;l !

I
.
rJ
--=hm--lnl/ (: )

H( ~)

1. we have

Id
d
= --HI:) = -HI:).
H d~
d:

"I

:=

O.

(7. 18)

The significant thing abou t Eg. (7. 18) is that this is exactly the same equation
as that found for the s-plane TOOl loo;:us. The implicatioo is that the mcchrmics
of drawing t~e TOOt loci are e.o;actl y the same in the :plane as in the s-plane:
the rules for the loo;:us 10 be on the real axis. for asymptote construction. and

I + D (~)G (:)

The root loo;:us is the locu~ of points where r(JOts of a characteristic equation can be
found as some real paramcter varies from ze ro to lafc \alues. From Fig. 1.5 and
bloo;:k.diagmm anal ysis. the characteristic equation of the single-loop system is

7.3_2 The Discrete Root Locus

We note especially that the farther the po/n of the closed-loop system are from
:: = I. the larger the velocity comtaIll ;;lnd the smaller the errors. Similarly. K ,
can be inerea,ed and the errors decreased by ~ r(J j d(Jst to :: = 1. From the resu lts
of Chapter 4 on dynamic response. we recall that a zero close to :: = 1 usually
yiC"lds large Q,crshoot and poor dynamic response. Thus is expressed one of the
classic trade-off silUations: We must balance small steady-state errors against
good tran s i~nt respollse.

so th;;lt

d
- In
dz

I)

~ =

= li m!_dH (::J ! .

: -1

However, nOl.c thaI by using Eq. (1. 101 agai n. at

TK,

_ ,_ = lim (d l d z)( 1 - I{(d)

Because of Eq. (7.16). the limit in Eq. (7 . 17) is indeterminate. and so W~ can use
L Hopital"s rule

7.3

ROO! kXi lor antenn3

Locus w lh

D(~)

having the ~el and

ZNOS of Ec . (7 . 10)

[b)

".

r . ......... ,....

, . -j" ... , .... ,~

, - ';''' '.,dof_, o(,,,,,, ''t ..... ,

...

ar~

f~ " .

-1

,
I

,,'

for man)' ,alue , of K. The .esult co mpmed b~ rlocuS(3ntd) is lOOWO in Fig. 7.1 I a, lhe da,~d
marhd (a). From , tudy of tIM: TIIOI. locus ,,~ shou ld remember that this locu., . with t"o
pole M! ooe 2~rQ. i., . ci"le cenLered allhe lero (: '" - 0.9612) 3M br~:1l:ing ~wa)" from th~
. eal ..~i, b<:twcc~ lhe 1"0 real pole,.
From the roor: loocus of lhe uncornpen.'kIted s}stcm IFig. 7.III~U it is de .... IMt >om.
d)n3mic ~omp"'n\.ation i.\ . equired if we are 10 gel ",ti,f""to.)" .espon~ from this s)'~em. The

SoIUlion. The e"Kt di>ereLe modd of the plant plu, huld i< gi\-.:n by the GI~' in Eq.I7 .9 J.
If the controller c"OO,i>led <imply ofa p",ponionll ~.in r O~~ \ = KI. rhell)("tl~ of r()()l5 ,e .'I.I,
K con b-e foond by sohing the charncl~ri\lic e'lualion

))",i!!" tho.> nntenna '),ilem for the .Iow s~ onpling cas.e- ",ilh T = I sec using t~ di,n.,te rOOt
locus.

DiS<:lrlC RllOr Lilcu. DrJign

- - - ---

Uncompensa ted system;

desig n: i3)

Tr.ms Foml Techniq ues

for arrival/departure ang les are all unchanged from those developed for the s.
plane and reviewed in Chapter 2. As mentioned earlier. the difference lies in
the interpretation (f the results because the pole location" in the ~.p lanc mean
different things than pole locations in the spJane when we come to interprel
system sta bility and dynamic re5pon~e .

DrSlg:l Using

Example 7.6

Chap:er

Fi9u re7. 11

228

Direct

De~ign

br Root LOCU5 ln Ih e .::Pia:'.e

229

(1. 19)

+ o.~

: - 0.88

D(z)= I } - - .

(1.20)

meets the requi:"ed ~pla11(" constrainli fOf Ih. comple .. roots and has a K, = 1.26. T he root
locu~ fOf Eq. (1 191 i, ,ho ..n in Fig. 1.12(a). and tile ~I corrc.pondiog 10 K = 6 are marked
by square . The fXI thaI all requ irement, >e<:m to be met i, erw:ouraging. bullh.", is an
additional real root at ~ = 0 .74 and a tero ~t ~ = 0.8. which may degnde lhe actual respons.efrom tim e:<l)(X'lW if it wen a second-order ~yS\em . The aclual time history is ,h o,,n in
Fig. 7.12(b). II sho"'s thai lhe o,"el1hooo. is 29';< aod the sellling time i.1 I ~ ,oc. Therefore.
further ileration is re'luirw to improv( the damping ;lIId to p,.nent lhe real rOOl flom slowi ng
do.... n the re5~.
A compensation Ihat ad,ie\"(! lhe desired resull is

DI ~) = 6 ~ _ 0 .05

; - 0.80

radiu~ofllM: rOOIS nc'"Cr "eTS Ie,;, than 0.95. pre'enting the r, ;~ifica lion from being me!. The
system goe~ umtable al K ~ 191 ..here K, = 0.92. as can b-e \"eri6ed b~ usin~ Eq. I 7.14JI .
".. hieh mean, thaT lhere is no stable ,al~ of gain thaI mem t~ steaody ~tat e error ,pecification
with thi. tompensalioo.
If we canoe lt))e plant pole al 09()..lS ..i!h a '1"0 ud add a pole al 0.3679. We arc using
lhe lead compen~lion of B] . 17 .10\. 1lte rooc locu s for thi, control ,ersus the g.in K lK was
.qualm 6.6-1 in bj. 17.10)1 computed "i lh rfocus(sysolcl) is abo sketched in Fig. 7.11 as t~
solid CUf"\"C (b). T~ poinl> . p, ",hen K = 6.6-1 are computed .... ilh p = riocu5(sysok:t6641
and mark.:d by dot,. We can ~ thai a damping ralio 0f aboul 0 .2 is to b-e expe.:led. al ",e
have pre,ioosIJ =n from rhe Slep respollst of Fig . 7."/ . This gain.llowt"\er. does result in the
speri5ed \-;uut of K,. = 1 because Ib.is crilerion w~, used in am,ing al Eq . (7.10). The locu~
sho"'s Ihat inc reasing tl>e p in. K. woold LO\\"er the damping ralio ,{ill fu nher. Bener damping
could be achie'td by docrea>ing tl>e gain. bll1ll>en lhe criterion of sleady,sllllC error ,.o uld be
,iol:uw. II is 1be,eforc clear lhatlhi~ chui.., of compensation pole and zero canllOl meet t~
specificatiOn> .
A bc1ter choke of oompensat ion can be e~~led If we transfonn Lhe specifications inm
The ~.plane and seleet I~ compensation 10 lal l the closed loop fOOlS meet those ,,,lues. The
originalspeci tkalions ",ere K,. ~ I. I, ~ lOs. and , ::: 0.5.lf .... e tran.lfonnthe ,pecilkations
to I~ ~plane \Ie COnl pute that 1~ 1, specification require, Ihal the roots be inside Il>e .adius
r = e-o! = 0.61. and lhe o'CfShoo Trequires Ihat tl>e r<.>JlS arc inside the { = 0.5 lpiral. Thc
f"e([uiremc:n! lhl.! K, ==: I "ppliC'5 in e ither pllll"1e b>JI i, computed by Eq. 0.1 .1) for the :p lan e.
It is typic . l1y adYan!>gcou. 10 u >c the design ohta.irlCd using enlulatiOil and to modi(~ it
uling discrete desi&ll melh OOs!oQ that it is at:ceptable "The problem with Ib: emulationl>alld
design is that Ih: damping il too Jow at the mandaLed gain. a situation that is Iypically remedied
by adding more lead in the compensalion. "lore lead is ob:lined in the J plane by increasing the
~paralion beI,,~en lhe compcnsal ioo ' pole and el"O: aDd t~ Sa!l"K' Ilolds troe in the :.plane.
Therefore. fOf a first try. lefs kttp the 'ro ",here it is Icanceling me plml pole ) and <l"IO'e the
rompensaLion ,ole to tl>e left unt il the 1000S and K , arc ileXeptable. After a few lrial.l. we find
that There is no f"'le locat ion thal sali,fies all the requirement s ' ,'\though mming the pole 10
the left of ~ :;; 0 wi ll produce acceptable ~.plane pole locltion . the ~a.in K .. is not sufficiently
high to meet t~ce criterion (Of steadystale error. The only ...ay to raise K,. and to mtt l lhe
require ments fer damping a tld s.e1t lin~ lime is to mo,. lhe zero 10 the left also.
After SOme lrial and elTor. "'"C see lhat

7.3

Fig ure 7.12

(a)

DI.J) g iven by Eq . (7. 19):

root kxus.1b) step
re<..pDI1 Se

Anten....a Ce50grl with

'b>

"

"t

i .+

,,,

f---...,

'" "

._,

.. :

" "

'';

RUI,

lhr <:-Plant""

231

(7 .11)

In Ihe des ign examples to this point. [he computed OUlput tim e hbtories
have assumed that the control. u(k). was available fro m the computer at the
sample instant. Howrvn. in a real system thi s i~ not always true. In the contro l
implemenTaTion example in Table 3.1. we set Thal sc me time mu st pass between
the sample of y( k) an d the output of II (k) for the compUTer TO calculate The \'alue
of u(l ). Thi s ti me de lay i ~ called latency and u ~ uall y can be kept 10 a small
fraction of the sample period \I'ith good program min g and compuler des ign. Its
effoct on pcrfo nnance C:11\ be e~a l uat(d precisel)' using the transform analys is of
Section -1.4.2. th e state-space analysis of Stt'lion -l-. 3.4. or the frequency response.
The designer can usually determine the expected dela~' and ~CCOUni for it in Ihe
des ign. However. if nOltaken into ilCcou nl. the re ~ u l t s can be seriolls as can be
seen by ~n anJlysis us in g the roOl lucus.
Because a one-cycle delay has ~ : -tran sform of .;: -' . the effoct o f a full cycle de lay can be analyzed by adding : - ' 10 the numerator of the comroll er
representatior.. Th is will resu lt in an additi onal pol e ~t the o rigin of the :-plane.
If there is a delay of two cycles. two poles wi ll bc add~d 10 th e :-pla ne origin.
and so on,

n.. root 1;>;11\ ,'sus K and Iii<- "ep rosjX>nse ar~ shown in Fig . 7.14. A ll rooI.' are
real " 'ith one root al ~ = - 0.59. BUI 1his no: gatiw real " i, mol h~, ( = 0 .1 and repre,..ms
a damP<'d sinusoid wi th fJ e<:jllellC)' of "'.12. The ourplll has , 'ery 10"," oHr-<IJOOI. rome< "cl)'
<1.,... 10 meetin~ th~ ""!t ling lim< s!,<,cilkltion. and has K, '= I . ho"'c, 'cr. 1he: ~Ont rol. 1< _ hal
large osc illaliOM " 'ilh a damping and fr-rqvcI>C)' l"OO,i"ent "ilh the negat,w real rOOI. Tn i,
indiclt c~ 1h11here arc -'h idden o""il1ut ioo~" Of '-i ntn>:>mpl< ripple" in the outpu l 1hat are
onl)" apparen t by compu ting th ~ continuou, pl ""t ou tpu1 boe1w~en !oarllple poi ml as i~ doni.'" in
Fig. ;. 14, Th~ compu tation of1he intc.,..mple heha" ior """., CarriN oo t by computing it at
, much highc:r """pte f"~1c than the digi1.:11 controller. !;;i:ing , are that the comro l "a lvc ,,'a!
CO"llam throoghoo\ the wnlrol lo;,r ""n' pte p<"riod , The ~1 ,~R..-\A fuoctioll ripole , 'oc luded in
the: Di git al Conro! Too lbo,\. ha, boeen ,,rill..-O 10 do Ihe;c calculat ion . :-; Ol( th ai if only the
ootpu l allM ~pk jX>im; had been <ktermincd. the s."Hem wou ld appear 10 ha,'c ,'cry good
re~pon'c . Thi ' dc,ig" u",:, mu ch Il"IOf\'C <'OO t101 cffon Iha. rhat ,hol"n in Fig, 7. 1.; . l fact thaI i,
usua ll y '"<"I)' urlde, irable , So ","e l ee thai ' ,omp<"n",tioo pole in a lightl)' damped loca tion on
lhe negali"c n:a1 a~;, could tead 10 a i""",ly dam.po!'d s),stem pole and ur,de,if"dh lc p<"rformaocc .

(: + 0,8 )

Df~ J =9(:-O,8~

"'.-;porI"'.

Dlr~ct DeSIgn by Root Locus in

T he d,mpinl', a:>d radill' of lh . ~"mpl~~ ro01, slIt...r,nli..lI) c~,ecd th~ 'P<'cifi(d limirs . (lfH.!
K. = I.. AlI:IOIJgh Ih( re.:ll 1"001 i~ .to....., Ih.n the rf~'i"u . <k\ig~. it i, wf) olQ$e 10 a
zero Ihat altenu , tes iI' comribo.lli on to In.,
The <00I 10<"u, fOf all K's is ,OO"n in
Fig . 1 I J(~)and t!>c lime ",.>'On,., f/)f K = D in Fig. 7 .1 3<b ~.
NOte Ih a1 6. pok- ofEq. 0.20 ) is on the negali" e re11 ~-plJlIC axi" In g~O>eral. pl:k:ement
of poles <m the >lCl!'ll i~e real a~ is , hould be- dotIC .... ith .,ome <:lIl1ion, In thi. else , how.,'er. no
ad,uS( cff....:t. rUl/lted I:><'.alls. alll"{lOl' were in ,,d l-damp.'d local ion~. A' .:In u ample of
" 'hal coold haJl?" n. co n,i der the "omP<'n.ation

7.3

Chlpltr 1

"'''''~

, ,

L'sln g Tra nsfo rm TC\:hniques

'bi

De 51 ~

AntEflna design wltn

f),l) 9M!fl by Eq. (7 20):
(a) roo! Iocu~. fb) Step

Figure 7.11

232

" " " " "

Ro. I.

"""""'

F'tgure7.14
Antenna design 'Mtn
O(z)gwen by [ q 0 .2 0 :
(a) root locus. (b) step

,.,

,
.)

DIrl~C:1 ~sign

" "

7)
In

the z:Plane

.. .

R..t .

br Roo: Locus

233

234

1lC"o"

~ -0,88
D(~ )= 13 -(
0' .

IXInlrnl le, repre>ematioo is

(7,22 1

locus anJ

Use of the frequency re sponse in the design of continuous systems has

been revi ewed in Chapler '2 and the idea of di screte frequency re sponses has

1. [fa ph ysical realization of the syste m is available. the frequency response can
be measured eApcrimentally without the necessity of ha\'ing a mathema ti cal
model at aiL
3. Nyqu ist' s stabili ty cri terion can be applied, and dynarr:i c res ponse specifications can be reld ily interpreted in term s of gain and phase margins. which
are easily seen on the plot of log gain and phasc-versus-Iog frequency.
4. The system err"," constants. mainl y Kp or K" can be read directly from the
low-frequency asymptote of the gain plot.
S. 'Ille corrections to the ga in and phase curves (and thus the corrections in the
gain and phase margins) introd uced by a trial pole or ~ero of a compensator
can be quickly and easily computed, using Ihe gain , un'l' (I/Oll f!.
6. The cffect of role. zero. or gain changes of a comper.S3tor on the speed of
response (whi d! is proportional to the crossove r freq uency) can be quic kl y
and easil y determined [/.Sing rhl' gain ellrvl' alone.

by hand.

l. The gai n and phase CUITes for a rational transfer function can be easi ly plotted

The frequency response methods for co ntinu ous control S)'stem design were de
veloped from the original work. of Bode (1945) on feedbackamplifier techniques.
llJci r attrolCtiveness for design of continuous linear feedback systems depends on
several ideas.

7.4 Frequency Response Methods

new p<Jle at ! = O. The \e"ent)' ofth!: on~-cycle ""lay is dlJC to the f.,:1 thaI lhis controller ;,
operating at a , 'ef)' sl",, sample IlIte ,.ix time. lhe closed loop band ... idth ), Thi, sensil'''i!), to
tkla)'s is one of many reason s .... hy one ,,"WId prefer to a\'Oid sampling a!!his slow a ",Ie,

z+ I
The rOOl locus and lime respoo>e are shown in Fig. 7, 15. which are wrll subsumially chanted
f'(Im the sam<: COOlrnl.e. ,,""thout the dela)' as sho""",, in Fig. 7. 13. lhc: on ly differeno;e j, th.

50IuIIOl1. Thc:

Add ooe cycle delay 10 lhe compensa l'on ()fEq 0.21) and pi!)! lbe , e.u lt ing root
! Iep respool-<'.

fjfl oj l..'ncxpmtd Dt/<l.v

Design Using Transform Tuhniqlll5

Example 7.7

Chapler 7

Figure 1.15

antenna
d>si9n With Dlz) gov cn
try Eq. (7.22): (a ) loot
locus. (b) step respon>e

~de-deli!y

Freql.loOncy

<b,

,
o

la)

Tim< (lee)

Rcsp:m~

'" " " "

lm'F "
) -'--'-" --'-" -"

I, ~

\.

\-

:>.lct::oos 235

236

Chapler 7

\(l

+ I)

tho plam trarsJer function

tran~fer

G.(: )

'"';"=,

(~ - I J t :

0.13 5)

= OJM:---'0' ,+~OC
I.~
11(: 0.3681
G(:I = I !35
: + 0.52)

G ,(:) = 0,0187 i:

functioo ,

for T=2stc.

fOf T= IloI:c

~ .2~c

!iamp~ng periods arc

for T =

spttified

(7.21,

computed

It is clear that the cur.. es for the di scre te systems arc nearly ,oincident with
the continuous plot for low frequencies b ut de viate substantially as the frequent)'
approaches if / T ir. e:lCh case. In particular. the ~mplitude plo ts do not approach
(he simple asymptotes us ed in the hand-plotting procedures developed by Bode.
and hi s theorem rcl:lling the phase to the derivatil'e of th~ magnillldc curve on

bodet5ysc. ' - ' sysdl ' -,'.sysd2,' :' ,'i)"idJ:- 'J.

The frequ<n,}' responses of Eq. (7,23) aoW Eq. (7 ,24 1 are plOolled ia Fig. 7.16 usiTlll (he
statement

with

'" c2d(s)'S(.I)

s~d3= (2d(sysc,2)

~ysd2

5yIod 1:t2d(sysc.Q,2}

sysc"ti([t j.(tt O))

(Of the

: - 0.9355
11(: 0.11 187)

The disc rete tran,fer functions

,,ith e2d.m as

Soluti,,IIl.

rc:'ponse.

samplin with a zero order hold at T = 0.2. I. soW 2 !tcond.' at>d compare " 'ith IIlI- rol1finu ou,

J.( J'

G(fl = --' -

Plot tho dis.crete freq oerocy res.pons. rorre'ponding

magnillldc = I H (: ) I,,~J .
phase
= _lh::) I . '~f '

been introduced in Chapter 4. [n order to apply these concepts to the de~ig n of

digi tal controls. the basic result., o n stability and performance must be translated
to the dis<:rete domain. The conCeptS are the same as for continuous system ~.
but plots of the magnitude and phase of a discrete transfer function. H{ ::;). are
accomplished by letting ~ take on val ue s around thc unit circle. ~ = ~j,., r that i.~.

o.:sign l 'sing Transform T~c h m ql.:cs

figUl'I! 7.16

N~quist l1~bility

criterion

Frequency respon,cs Oof

continuous and discrete
transfer funo ons
10'

.'r'

,.

Frequenq Rl spmse ~! et hods

237

(7.25)

is abo shown and demonstrates the accuracy of this approximation for sa mple
rates up to wT = if / 2. which com:sponds to frequencies up to 1/4 the sample
rate. Crossover frequencies (w here magnitude = I) for designs will almost always
be lower th:ln 114 the sample rate: therefore. o ne can obtain a good estimate of
the phase margin if a S:lmpk and hold is introduced into a continuous desi gn by
simply subtra~ling the factor wT / 2 from the phase of the continuous de sign!.
pha.~ marg in.
The inability to use the standard plotting guidelines de tract s from the ease
with which a designer can predict the effect of pole and zero changes on the
frequency re~ponse. Therdore. points I . S. and 6 above are less tn.lt."' for dis<:rete
frequency-respon se design using the ~-transfonn than they are for continuou s
sys tems and we are more depend~nt on computcr aids in the dis<:rete ea5C.
With so me care in the interpretations howeller. points 2. 3. and 4 arc essentially
unchanged. All these point~ will bediscussed further in thi s c hapter as they pcrtain
to design using the discrfle frequency response. We begin with the discrete form
of the Nyquist stability criterion and follow wi th a discussion of specifklllions

wT

!lIP "" '"2

additional phase Jag. Fig. 7.17 shows thi s additional phase lag by plotting the
phase diffen:ru::e. !lIP. between the continuous case and the discrete cases. The
approximat ion to the discrete phase lag given by

a log-log plot does nOt apply, The prima!)' effe<:t of sampling is to cause an

.~

i ,.

>"

>"

i.'I

samp ling

l't1i1se lag c ue to

"
"

", .

~.

30 ~

"

...

.,

"

(ad)

._ L

T.1S:

if-- ,
/ :. t- O.2 "'"

NonnaJiud frequency. fi>T

-; ...

+ K DIs ) G(s ) =
0

w".

17.26)

in the right half-plane. The method e.~tn bli s hes stabilit y by dctcnnin ing the excess
of zeros o\'erpolesofth e c haraCTeri sti c equation in the right -half pl a~ by ploning
K D Is)G(s) for s along the 1) comour that encloses lhe emire right-ha nd side
(unstabk reg ion ) of the .I-plane as sketched in Fig. 7. 18(a).
It is 3ss umed that the des igner knoh'.~ the number d (unstable) poles th ut
are inside the conlOu r and from the plO( can then determi ne lhe number of
zero~ of Eq. 17.26) in the un stable regio n that is the same as the number o f
clo~ed- l oop system un stable po les. Th e entire con tour ~I'a l ua l ion is fixe d by
examining K Dl S )G(5) over.f = jw for 0:::: W < 00......-hic h is the frequencyre sponse evaluation of The open-loop sys tem. For experimental data. the plot is
to be made for w,,., :::: W :::: w~, ~ . where w,... is small ePQug h to allow the low.
frequen cy heha\'ior to be dcridcd (usually the gain is vely high at w,",. and the
phase is appro ill;hbg a fixed multiple of90 ) . and where
~ i~ taken to be high
enoug h th~t it is lnown th at the magnitude i.~ muc h less t~an 1 for all higher

Fo rcontinuom; S)'$\t.'ms. the Kyqu ist stabi lity criterion seeks to dctennine whether
there are any zeros of the closed-loop characTcrist ic equation

Nyquist Stability Criterion

of performance a i d Slabilil)' robustness as expre-ssed in the frequency domain

before we introduce the design techniques directl)'.

:;

~.

"

Desi gn t.:sing Tr3ns:o rm Techniques

7.4.1

Cha pler 7

Figure 7.17

238

Figure 7. 18

thl'z-plane

(a) In the s-plane; (b) 11'\

Nyqui st stal:ility crite rion :

Contours used fOf

~,

fe,

h la ..

.....

0.5

RuJ .

Freo.uency Rtsponse :\!ethods

239

fre quencies. Fig . 7.18(a) shows the full 1) como~r and the portion of th e contour
for w
< w < w . The indentatio n near w = 0 excludes the (know n) poles of
K DG~t~ = f~~~ the unstahle region~ the map of thi s small semicircle is done
analytically by letting s = r! for r I . - ~ :::: tP ::::

, b)

., .,

0.8

~.

0.4

0.2

'"

"

"

"
0.'

~std

,.. pense ~viILLO!iQn )

epen loop f!Oq"<ncy

(porli<ln

0<.</..

7 '+

240

C,a p:er 7

TransfOlm Tech niques

+ N.

= the number of unstabl e (open loop) poles o f K D(s) G(s).

= the net ru mbe r of cncirdcments o f the - I po iI t for the con tour eval.

+ K D( s)C(, .

la

'(>

1:<0 , 1'

.ff,."

,I Wb<. obt d :I/l'''I<ri"i< "'l""'ioo ;., "1i<lona" i _ K DC. "'ccanpIolQni y DO l nd ro~menrud.menb

of DO _ - ;!. .n~ lnu, .aSlt)"WII>id<, th'
of K On """;thy lIId ,""ilily m"'l'''''

d;"i"g~i>hl.

rt""""bor ' '''''c-direCliQ" and "Jl1lO'ilo dirccliOIl .... irclemtnl1 lh""

do,hi ,.. 3nd ,..O.JnI"""I,x k.... i ..

~ tl h mllCn <ali

The origin of Ih e I
K DC p lane i~ the same as the point K D C = -I so
we can plot K D C and COUnt /II as the encirc le me nt s of the - I point just as
we ll :'

Thus the 1If~1 number of same-dircct ion encircl eme nt!. N. equals the differ.
e nce N = l _ P."

If the s-plane contour encircles a :;,uo of I + K DC in a cenain direction, the

image con to ur will encircle the orig in in lhe some direction. In th e lp lan ...
lhe ~ngle of the vector from the zero to S on the contGur goes 1hrough 360'
If the I plane contour encircles a pole of I + K DC. the image contour will
encircle the ori gin in the opposite direction. In thi s case. the ,.plane vec tor
angle also goes through 36(}" but the contri buti on to tbe im age angle is a
negath'c 360:.

region, we can p lot lhe correspond ing values of the fur.et ion I
in an image plane.

If we take va lues of s on a contour in the .v-plane tha: encloses the unstabl~

For the eomm>n case o f a Slab le opt"'nloop !iystcm (? = 0) lhe closed-loop

sys tem is st able ir and only if the contour e\'a luation of K D()') G (s) does not
encircle the - I poin\. For unstab le open- loop systems. !he clo~ loop system
i~ stable jf and on ly if the contour evaluation end rcles the -I po int Counter to
thc s di rec ti on as many time s a, there arc un stable open loop poles (N = _ P
in Eq. 0,27. TIE proof of this criterion relies on Cat:c hy's principle of the
argume nt and is give n in most in troductO ry textbooks on continuous control
s)'stem.~, The e le rn:ntary interpretat ion is based on the foll owing points:

uatio n of K D(.f)G(s ) in the .llIme direction as thaI tak.en by s along D~,

shown in Fig 7. 18(a). Usually s is taken cloc kwi se a-ound D and there fore
clockwise encircle ments afe taken as posith'e.

,II

Z = the number of unstabl e zeros of Eq. (7.26)(thal are unstuble closed loop
poles, . For mbili ty. Z = O.

where

z=

The specific s t~tcment of the Nyq ui st stab ilit), criter.on for co ntinuous ~)',.
term is

D~ sigr. l;;ing

Example 7.9

fo ll ow~

immediatel y.

Fre<;uency Re>p(>nse

~leth ods

2 41

(7.28)

z.

PI

P - N.
i.~

s)'stem~ i~

(7.2 9)

s~<re<n Wilh

I
Ghl= 1(. + 0'

Evalu ale the Mability of (~ unity feedback di >c.~!c

,\1',/11151 Slabl!ir....

(7.30 )

tru, plaIlt tr;1mf.. fUn<'lion

Plot K Di:;,)C (:) for the unit c irc le. <: = e'''' and O :"S w T ~ 211'. T his is
a eounter..;-lockwise path around the unit ci rcle. Po ims for the plot can be
convenienlly taken from a di screte Bode plot of K DC.
Set N equal to the ne t number of rou merciockwi, e (s ame direct ion) e ncircleme nts of the poin t - I o n the plot.
Com pute Z = P - N. The ~rstem i, ~table ir and o nly if Z = O.

Detcnnine the number. P. of un s1able poles af K DC,

In sum mary. ttle discrete Nyq ui st stability criterion

z=

There fore . the Nyqui st stability cri terion for di screte

= P-

= {Il - l) - {'l -

N = {number of s1ab le zerm;) - lnu mber of stabl e poles)

and . as in Ih c wnl inuous case. it i ~ a~sumcd that the numbe r. J'. of un stab le poles
o f K D(~)C(:). which are al so un stable pole s of I + K D(~)G(:L is ~nown and
we wi sh to determin e the num be r. Z. of un smble zeros of Eq. (7.28). which
are the un,table cJor.e d. loop poles. Examinatior. of Eq . (7 .28) reveal, 1hat the
(poss ibly un known) tota l number of stable plus un stab le poles. 11. is the same
as th e total nu mber of lCroS of Eq. (7.28). Thu> the number of SiaMI' zeros is
II - Z and the number of ;'wbif: poles is II - P. Fo ll owing the mapping result
used by Nyquist. the map of I + K Dl:;,)C(:) for the : con tour of Fig. 7 . 18\b)
will e ncircl e the ori/!in N times where

1+ K D(:IC(: ) =0.

For the discrete case. the ideas are identical: the only diffe rence is that the
un stable reg ion of the :;,-pla ne is the Quu ide of the unit c ircle and it is aw kward to
vi suali ze acoow ur thaI enc!o~, th i, region. The problem can be avoided by the
simpl e device of CQns iderin g the enc ircleme nt of th e $/(lMe reg ion and ca lculating
the ~t abilit y re sult from that. The c haracteri stic et]uatio n o f the di r.crete system is
written as

Fro m all of this. Eq. 0.27)

7.+

Chapler 7

Nyqu,st pklt of
Example 7,g

Figur.7 .19

242

=
1Hz

0.135)

I.JJS(: + 0.523)
(:

.
P.31 ,

~ual

.,

i ",
.,
,

Real A~i l

-,

The: al<.i-s 51 atement sas the x and \. :u.s to ha"c equal

grid

al<.is

nyquist(sysd))

i~t"l'mc!llS,

and Ihe plot of maglillldt and pha$e of G(:) for: '" ( i" T i$ inc:uded in Fig. 7.16 fDr I} :!i
w T :!i ;r. U~i ng the da ta from Fig. 7. 16 for T '" 2. !he plOi of K D(:)G(:) can be dra ...n a,
shown in Fig. 7, 19. The rlOi j. marked ...ith correspoftding po in!> from Fig. 7.1 8(b) 10 faeilital.
und<"tanding the re!u l~_ Note .hat the: f'OI'Iion from a __ b __ c i~ di r~tly from Fig. 7.16.
and !he S(ctiOfl from c __ d __ ~ il the same in formation n:fIe<.: ted about lhc: real uis, The
large !;emicirde frorn~ _ a is the analyticall )' drawn map of the ~mall.emicirc1e about ~ = I
drawn by lening(: - II = rt '~ in Eq_ (7_31 lforr I and - ~ :!i " !:: 'j-. Btt-ausethi . 'y'tem
is open1oop s!lIbl. and th.re are 00 - I point enci""lement~. we rondo.u.k that the closedloor
system will be stable as ploned fOf K = I, Note that all thc neceslar',>' informatiOfl todeterminr
"ability is rontai ned in the Bode plOl in fonnat iOfl from Fig, 7.1 6....-~ich determiJ\Cs the pot'tio n
from a _ C in fig.. 7, 19, Usi~g M ...n ... lI. the plOi can be made by lhe ltli.1emenlS

v(: )

Solut ion. The dicle' e lran sfer fUlKlion allM spi tkd sampling rate and ZOH i. given b,
sysd3 of E~ample 7.1 ...itn tra nsfer function
.

...i,h sampling a be nl1e of 1/2 Hz or T = 2 a ~dzeroOfder hold.ll,erontrollc. i~ proport;Ofl~1

d i;.crele feedback [KDI ~I = Kl_

o., s'gn lis ing Trans form Txhniques

Exam ple 7. 10

pn8W mar!l;n . nd
damping r~ l io

phase m.rgin

gain "",rg in

i~

C'.8 1$71: '

i~

d i ~1\'tc foo:l bx ~

-- +
For continuo us syslems. it has bee n observed that the p hase margin. PAl.
related to the damping rati o . .;. for a second -orde r system by the approximate

,,,,<)

margin' ... h<-" in a loop ,,i ,n proponio nal

I )(~

Solut ion. The di ...re te Bode plot i, I!i"~n in Fig. 72ft al'k.l tl", pon icm of the K~qui" plot
repre<.enl;ng thefrC<lllency rc'pon,e in the ' iein't) o f - I i,plotted in Fig, 7,21, I.: nl ikc E. "mplc:
13.5 "hieh had a HI'}' ,In" ~mple rete. the hig h.r .ampl. rate hert <'au>t', lhe magnitude
to 1.10: e;.sent ially iCrQ at wT = ". and hence the :-lyqui>l plot see, al mc>'t to the orig in. n.c
plot i~ "cry ~ i ffi\la r to "hot would re.u ll for a NM1 tinllol ' cootroller. Furthe"n",,,,_ ju, 1 a, in
the conlinllOOs ca,e. there are '10 - 1 point ell"in'lt "", n" if K = 1 as plOlted ( , ,. = 0) . and
, ioce then: are fi'" "n<table pol .. I P '" 0). the .Iy>te rn lI'ill be , Iabl e al thi s ~ai n (l = 0 1, [f
the N~qui.t plot is multiplied b~ 1.8. lhen the r lOi ",i ll f,o Ih rw;:h Ihe - I point. nu, the gain
='t'in is OM = 1,11, For ' a li.lCsnf J( ,. 1.8. lhe - 1 poi nt lie) ",ith'n the <wllounh", c"'"tin g
unlIable clo_",d1oop pole. IZ = 2), ,\. indi,'aled on the
1"'(1 e ""irclemeNS I N = 2.) ~n<.l
plot. Ihe anSle <i the pk>t whcn the gain i, I i, 18 froot l'1t n ~8ulin a' ;~ , \0 the pha", m~rg i n
i. 18

ph~sc

tran,ferfu!l<t'oo is gi'en by
- .U8)1~ -0.2'2)

dir.<:~c

G, z) = O.OO l~ t~

tale of 5 Hz . ne

\\'hat are the gJi ~ and

ID ( ~ I = K = lr'

~ nd \.l mpl~

., 4.< +

G I.H= - - _

lae opo:n1o<Jp tran.fer fU,""liQ~

",illl lOB

Consi<.ler

S1i!blli!.'",~Ja'!(in~

The Nyqu ist p lot ,hows the number o f cocirdemenl. an d lhus Ih e stabi lity of
th e c1osed loop sys tem . Gain and pha,e marg ins arc de fined .~ a<; to p ro,-ide a
twopoi m mea.ure of how c lose (he Nyqui~t plot is 10 encircling the - I po int.
and the)' ~re identical to the definitions developed for cominu ou ~ ~yslem,. Gain
margin (GM i is lhe factor by \\"hich the gain can be increased before causing the
system 10 go unstab le. and is usually the in\"ene of the magni tude of m=,G(: )
" 'ben its phase is I X() . The phase margin (PM) is the di fference beTween - [80
and the phase of D (:) G (:l when il~ amplilude is 1. Th e PM is ~ mea~ure of
how much add itional phase lag or t ime delay can be to1emled in thc loop before
in ~tabi[it y results,

Gain and Phase Margins

7.4.2 Design Specifi cations in the Fre quency Domain

Chapter 7

Fi gllre 7.21
Gain ar"ld ohase marg ns
on a ~qL.ist p~01 for
Exa 'nP1e7.10

lOG

1(1'

.~

1.'

IS

,-~-~-,--~-~----,

relat io n. {:: PM/IOO. This relationship is examined in Fig. 7.22 for the con
linllous case and fO!" discrete systems with tWO values of the samp le rate. Figure
7.22 was ge nerated by evaluating the damping ratio of Ihe closed-loop I)'stcm

Rea l A, i.,

!. S .':;---.--=----,..,----:-~

"

"

... ,roJi ..CI

,,",,-----------c,'''''----..:oo~--~'''

llr '

w" ':;----------c;;--~-----_C

Design Using Trans:orm Tedmiquc s

Fi gllre 7.20
Gam ar"ld phase marg ns
on a Bode plot for
Exa-nple7.10

244

/J'MJ

Fig ll re 7.22
Damping ralK) of a
seco:"ld-0fder system
versus phase marg in
<CdW>O<lI

10

_.- T_0.11CC ("", . 3(h~)

_'. T_1OK (..,,.6,,,,,,)

.)

. /

Frtquency Response Method;;

G(s)= - - - .
s(s
II

u~

with the ope n-loop

24'5

The gain and phase margins gi,'e useful information aoout the relatil'e stability of
nominal systems but can be very misleading as guides to the design of realistic

Tracking Error in Te rms of the Sensitivity fu nct ion

A ,,-tramfonn analysis of this sys tem resulted in :-plane roots that were the n
transformed bock to the .~-plane via the inverse of: = e, r. The ~ or the resul ting .\plane roots are ploHed in the figure . As Ihe feedback gain was varied. the damping
rati o and ph ase margin were related as shown in Fig. 7.22. The actual sampl e rates
used in the figure are I Hz and 5 Hz. which represe nt 6 and 30 times the opt:n-loop
system po le at I rad/sec. The co nc lusion to be drawn from Fig. 7.22 is that the
PM from a discrete :-plane frequency response m13ly,is carri es essentially the
same implicl tion, aoout the damping ratio of the closed-loop system as it doe s
for continuous systems. For second-order systcm~ without zeros. the relations hip
between { and PM in the fi gure show s that the approximation of { ;:::;: PM / 100 is
equally valid for continuous and discrete- systrrns with reasonably fast sampling.
Fer hi gher-order systems. the damping of the indh'idua l mode s need s 10 be
determined using other methods.

sy~tem

thaI res ulled when discrete proportional feedback was

"'"~f,,~...~~~-~-~~~~-~~
"'

"'

0.4,

0.7-

"-

O.g -

74

ChJpter J

sensitivity funct;" "

2 46

r-)

f-

5" - I

VG M= ~.
0.3;'[

The VG ~ ~nd re l~ted geometry are marke d on the ..... yqui, t plot in Fig. 7.23.
We can e;>;press more co mplet e frequency domain design specificat ion-; than
any of these m ar~ins if we first give frequency d escription s for the e xternal
reference and di sturbance sig na ls. For exampl e. we ha~'e described so fardyna mir
perfonnan ce by Ihe Imnsient re~po n se to sim ple steps and romps. A more reali st ic
description PI' tm: ~ctual complex in put signa ls is to repr~sen! them a$ random
proce~ses with correspondi ng frequ ency ,pectra, A less sophi stica ted de s.:-ript ion
which is ~deq uate fo( ou r purposes i> to assume thm the ~igla l s can be represe ntCil
as a ,urn o f ~ inU .lOids wilh frequel1cie~ in a ; pccitied ra nge, For e.um p1e. we can
u~ually de ,;cribt- tht freque ncy cont ent o f the refe rence inpt:t as asum of sinusoids
with re b th'c amp lil ud es give n by a magnitude function Ii i such as that pl olted
in Fig , 7.2-1. which re prc_~ent s a ,ig nal with sinusoidal compone nts e ach havin g:
about the same a mpli tude o f 150 up to some value w , and vcry small amplitudes
for frequencies utx)\"c thm. With thi, 3%umpt ion the respunse specificati on can
be c-"pressed by a Itatcment such as "the magnit ude o f (ht systcm error is to b<:
le~s than the bound ..~ (a ~' a l uc such as 0.01 (hat defines the required trac kin g

f-

il follows tha t the diqance of th e clo~cst point on the l"yquist cu rve fro m - I is
If the N"yquiS! CUT\"t' came thi , close to the -I point on the real axis. it would pa~,
throu gh I and by definition. the prod uct \I G M x (I = I . The refore
we have lhal ...
...

S" =n~x I S I .

where we ha\'e de fined the sells ithi ty funl"1io n S. In addi:ion to being a factor of
the sy~te m error. thl.' sensitivi ty functi on is al so the rec iproca l of the distance or
Ihe ~'yq uist curve. DG. from the critica l pcint - I. ,\ lal};e value for S indie:!tc,
a Ny qu ist pl ot Ihat come s dose to the point of inst~bilit)'. The maximum vai li<'
of lS I i~ o ft en a more acc urate measure of stabil it y mollS in than either ga in or
phase margin alor.::. For ellample. in Fig. 7.23 a Nyquis t plot is sketche d t!wl i ~
much do.er to instability than either ga in o r ph ase m;,rg in would indicate. The
vector gai n ma rgin ~VG.\I) is defined a_~ the gain margi n in th e d irection o f the
wor,t possible phase. For el(ample. if the ~yqui~t plor: come, clo.o;est 10 - I on
lhe negati"e real ~){is, the n the vec tor marg in is thr ~amt"' as the standard gain
marg in. From the geometry o f the Nyq uis t plot, thr distancr from the curve to
- j j, I + DG = 10 and wi th lhr de fi nitionl hut

1
.
EUw J = 1+ DG R ,: SUw) R.

control problem, _A mo re accurate margin can b ~ giv~n in t enn ~ of the sensiti " it:
f un clio n. For th~ unity feedback system dr3wn in Fig. 7.1. the e rror is given by

Des ign L:smg Trans:orm Ttchn;q<Jes

Figu re 1.23

Figu re 1.24
Sketch of typical
$pecikalioro of
freq uency con ten t for
reference inpul trac\:.ing

th e vector ga in marg ....

A NjlqUI5t plot shewing

10'

Response /l.le[hods

24 7

accuracy) for any si nu so id of frequency w" and of amplitude given by ,IR (jw.l l"
We can now de fine the size of the error in terms of the se ns\tlvlty fUllchon and the
amplitude of the input. Using Eq. (7.32 ). the frequcncy-b~d error specification
(an be clIpressed as IEI = ISII RI :: e~ . In order to normalize the problem without

",,,.<II~o

L.-------1c:;--------:~";;_------_;~"------_;;
' "'
JO" '
tO
10
10-1

!I)-'

,,'

,
,, '0'
i

FRq~ncy

,,' ,-------------------------------.----------,

7. 4

Ploto! prlorrrance
freq uency Il.lna ion for
hamp le 7. 11

w,

to"

w'

;f-l--,--,---~
1,

The express ion in Eq , (7.3 4 1can be translated to the more fami liar Bode plot
coordi nates and ~h'en as a requiremen t on the open-loop gai n. DC. by observing

Solution_ The 'p<Clrum_ from lhe problem de",lil)\ion. i~ un ity for 0 ~ w ~ 2OO.T, Sin",
' . = 0.005. Ihc reql ired {unCl ion is g:il'en by a rec!ang.ie of ampl ilJdc 110 ,005 == 2<Xl o\"('r the
gi'en r""~ . The {uoction is ploned in Fig. 7.25.

OO;ig~.

A Unil)' f~e-dback i~51em i, 10 h~I'e an error I.", lh,n 0 .005 for fi l unit y ampl itude ,j~lJsoid >
ha,j~g freqUoi.'ocy below 100 Hz, Dr.,, tile performam'" f=Ju, "c~' fUllClioo !I',\w) for lhi,

Pn.tormar.u B,,~ ~ J f~ " aWfI

O.3-H

defin in g both the spec trum R and the error bound eac h time. we define the real
func ti (ln of frequency LVI(w) = IRi le ~ and the requirement can be written a~

Design Using Transform Techniq ues

Ex ample 7. 11

Chapter 7

Figure 7.25

248

i ~ approx imate! )

(7.351

In Eq. n ,}6). C ,. ljW) i ~ th~ no min al plant transfer t"uncti on_and the rea l fun<: tion .
a mag nitude fu nc ti on thm exprrso;e, th e ~i7.e of cha nges a~ a fuoction
of" freq ue ncy that 1he transfe r function io; ('".\pel-ted to experirnce and is kllo,, "1
/0 be /t'H IlIOn ,"Ollli' IIPI"''' b"unt! IV. (w) . The va luc of the bound II" is almost
alw ays \'et}' s ma ll f() r low frequenc ies (we kno ..... the mOlle l vrry well -therel and
in creases , ubstan tially as we go 1() high freq~e ncics whe re parasi tic p arameters
corne into play and un modeled StruC1l1rai tl ex ibility is com mon.
w.(w l. i~

(7.36)

In addi tio n to th e requi rernenls on dynami c pc'rfonnan ce. the designer i ~ usuall y
req uire d to desig n for stabili ty robuslncs~. Th~ model;; u>cd for des ign are alrno<;!
always only appro.\ im ~lions to the real system , ;\'Iany small effects are omi tt ed.
such as slight flex ibi lit y in stru.:tural mclllb~~ or pamsi!ic e l('('trica l cle ments
in an ele': llOnk d rcu it, Usually thc>t' e!fec\.1 influence the tranlfer function at
fret:jue ncies above Ihe comlOl bandwidth and a nom in altran~ fer (unction. G".
is used for the design. Howeve r. whil e the design is done for th e nom inal plam
H:msfer fllll("!ion. t h~ actual system is expected to be s tab le for an e!1lir~ class
of lransfer functions th at repre <.e n! the range o f c hanges that are ex~ted to be
faced as all el e ments arc included and as ch ange s due to temperature. age. and
other environmt'nla l fadoT>; vary the plant dynamks from the nomina l c a ~e. A
re al istic way to exprr s<; plant unce n aint y is to deSl ri be the plant t ra n ~fer function
as having a multiplicative uncrrtainty as

Stability Robustness in Terms or the

Sensit iVity Function

DC I ?: 11'1

IDGI -

- -'- < I

II'

lSI "'" -- an d th e requi reme nt

IDCI

thar over the freq uency range Whetl eITon; are small the loop gai n is large. In tha t
case

25 0

Chapter 7

gi'~n

by &t. (7 38) ca.n bewri tten as

J'

GI"'~ ~[' " (~J-.W

1
+ B~ + l

Th. modrl transfer functi on

Stabi lity rotJI.Istne ss requ ires that we construct a control ~s ign for G ,,(J) which
wi ll result in a stable syMem for any transfer func tion desc ribed by Eq. (7.36 )
To deri\-e the fe{ju ire ment. we begin with the a$sumpti on t~ at the nomi nal design
has been done and is stabl e so mat the Nyqui,t plot of DC .. satisfi es thc Nyquist
stability crit eri on. In thi s case. the equation 1+ D (jw )Gu(jW) =0 is ne\'er
sati sfied for any real fre{j uency. If the system is to ha \"~ ,tability robustne ss.
the charac teristic equatio n using the u!'l(;cl1ain plant as described by Eq, (7.36)

(7.41 )

In ge neral. a model tmcenainty bound is small for low frequ encies and large
for higher frequencies. A typic al shape is sketched in Fig. 7,27. The complex
function. n( jw ). represents the un cel1ainty in phase and ;; restricted only by ttl<.'
constraint

(; _-10,

----------

,\ pl ot of thi s fuoctiOi is Jiven in Fi g, 7.26 for "-', = ) and B = ,OJ.

Comparing Eq_(7 _39 , with Eq, 17.36). ttlc model uncenaim)' fuoction is gi,en by

Sol ution.

How,",,'er. the rum s~in~ tn., readl ....rit. h~ad has ,Q rn~ liBht :~' damp<d ftexi biht> with
uocem.in """nant frcquc1Ky. With s.:al ing !O plac~ the r~ ~nant f'"'!uencl' at w,,' arid dampin~
8. tn., more aCcm" t~ model i~ Ttpre5Cn t.:ci a.

Design l)si ng Transfonn Techmques

a typoca l plant

fUrlctiOl1

uncel1a ln ty l requ-enq

A plot of

Figure 7.27

disl dr,VE! re<Kilwme

heiid assE'mbly

uncertainty tun c:.on tOf

Figure 7.26
P10t oj mode>!

:i

i' ~

IO ~

10-'

101- '

to"

.:" 10 '

,.[

w' ,
,

10- '

t01

w'

10-'

10: , - - -- --

10"

.. (.-..d/>tc '

W'

",,,.<li,-<")

",

10'

to:

Frequenc)' Respon~ Me\hcxls

- -- - - -- ----,

7,-+

25 1

Ctla pter 7

DC" !.I."Ll) ",0.

I+DG c '
(I + DG)( I + T u:t:.i ",0.

Th~

(7.45.

(7.461

Soillt iuu.

The func:ion I / w,(w~ i, plotled for B = .()3 and w = I aoo w = 6 in Fig. 7.2::1
usi n!,: bode. It is d e" lhal if ille rewnanl frequ ency un take 00 an}' "alue g"'~l e' lhan 1.0.
then the bound I I I\', need. !O he e~ lendoed al th. n,lue .OJ fOJ" al l f"'Guenc;"s gn:lter than 1.0.
Th . boundary line ii ;narked ...ith hatching in f ig, 7.28.

Tile urocemi nl}, in It.. ITIOdo I of" di., k ,ead/write head aHembly is ghn in E>.ampl~ 7.12
Suwose il is kOO'>< n Ihal ille p~ter 8 il ~m>C I~d!O tile range .03 ~ 8 :'0 ,3 aDd thai the
resonant f'Cq""flCY "'. is kno.... n 10 be no less than 1.0. Plot the !tabil i~' robuSll\C'SS bound .
I I I+', fo, 1hi. prot>len

Srability RoPlistnoS Fh ~.(lion

ID GblW1 < I
I
I DG~t < W

making use of Eq. 0.4 1) and the fact that U', is bounded by W. As with the
perfo rmance specification. fo r singJe-input-sing le-o utput unity feedback system~
this requirement can be ap proximated by a more convenient form. Ove r the
range of hi gh freqJ cnc ies where there i ~ signilkant model uncertaint), and W2 i~
non -neg li gible. D C" is small , Therefore \10'1' c an approximate T :::: DG q and the
constrai nt becomes

whkh reduce s to

ITwl t:.1 < I ,

ITl lw11 1t:.1 < I.

whe re the oomplr mentary sens ilil'ity fu nctio n is de fi ned as T(jw) ~ DG,)
(1 + DC) = I - S. Because the nominal sys tem is stable. the first term in
Eq. (7.42 ). (I + D(j w) G)jw)). is nOt ura for any w. TluS. ifEq. (7.42) i~ not
to be zero for any frequency. any 11), :5 IV, . or for any pr,ase functi on t:., then it
is nece ssary and SJfficient that
.
-

(1 + DC ) ( I +

1+ DC.!l + w:t:.J ::# 0.

I+DG=lO.

must not EO to leJO for any real frequency for any value of e ither W, or t:..
requirement can bI.> wri tten as a function o f jw in th e fornl
-

Design L:sing Transform Techniques

Enmpie 7.13

(omplemtotary
seositivityfun(tion

1 51

-'------

Figu re 7.29
Typica l dellgf"l lirrita tio ns
as displayed 0fI a Bode
magnitude plo t

Rgure1.28
Plot of the s t a~ 'ty
robustr.fSS frequency
functio n for dls~
re.ldlwrite head
assembly

100
... " "d.'> 1

H) '

,.
:l

""

'"--

10 '

tOO

to '

...,r.>d/"""

tu :

10.'

10'

L-c---ec---,-----J==:;:::=::J.
w '!O:

,~ 100 I--------------:::-~c__r_--:;c;_-,

w'

In pract ice. the magn itude o f the loop ga in is plotted on log- log coordinat ~s.
and the cor_mai ms of Eq. 0 .35) and Eq. (7.46) are in cludt'd on thc ~ am('. plot. A

10'

~ t O~ t
", (
1)L,-----~.,____----~

L,~

to'

to-'

to' !,--------------------------__--------,

Chapte r"

8ode's gainphue
integral

formu la

8ode's 9 ainph.a~

254

w, ::

on Design: Continuous Case

_ "<

dll

'1-' (dM)

!T

= -

1"1

In (c oth - )du.
2
(7.47 )

The asympto te s of the Bode plot magnitude. whi ch are re stric ted to be intcgml
val ue s fOl' mtioul functions. s hould be made 10 crossove r the magnitude I

in Ihe neighborhood of crossovu. If we tl)' to make the a~'erage slope Sleeper

(more negath'e) thal thi s ncar crosso,er. we will lose the phase maf!in. From
th is cond it ion there ,;kve loped the de sign nile:

dll!T
180
~ - 1.667

dM
2
,7
-::::,; - ( - 150- )

If. for example, the phase is to be kepI above -150' to maintain a 30' phase
margin, the nlhe magnitude slo pe is estimated to be

_ du ......

IP(W)~1-

:'( dMI

where ,It1 = In r)DG I) and II = In ( .; ' l. and thu s ~~ is the rnagnitude slo~ o n the
log- log (Bode ) plot. The weig hting function in Eq. (7.47) b concentrated near
w~ . and if the slope is conSlant for a substantial range around w~. then the fonn ul a
can be approx imate\l by

(w~}

One of the m~j or contributions of Bode wa s 10 deri\'e im?Or1anl lim itations 0 1)

tran sfer fun cli ons tbt setlimi tl; on achieva ble de sig n specifcations. Fo r example.
we wou ld like 10 have Ihe system error kept small for the wid est possible range uf
frequ<:ncies and yet 10 have a system that is stable in the presence ofuncenainty
in the plant tran sfer function. In tcrmsofthe plot in Fi g. 7.29. we want W, and W,
to be large in their r.:spectil'e freque ncy ranges and for w, \0 be close to w: ' Thus
the loop gain is expected to plunge with a large negat ive slq>e from being great ~ r
Ihan W, to being I ~ ss than I / W~ in a soon span. whil e maintaining stabilit ~
which can be expre$scd as hilI'ing a good phase margin. Bode showed that thi s i~
imp05sible with a linear controller by showi ng thai the mir.imum possible pha~e
is determined by an integral depending on the slope of the magnitude curve, A
common form of th~ formu la for phase is

Limilation~

typical ske tch is draw n in Fig. 7.29, The designer is expected toconstrucl a loop
gai n thai wi ll slay above \II, for frequencies below w,. cross over the magnitmk .
of-I line (log (J DCI) = 0) in th e range
ill :: ill~ and stay below 1/ W~ for
frequencil's abo\'e w, . We have developed Ihc design comt raint s Eq. (7.3 5} and
Eq. 17 .46~ in term s of jw as for continuous sys tem s. The alg~bra and theequation,
are the samc for the dicrete case: one need o nly substitute the discrete transfe r
functions for the ccntinuous one s and use the \'ana ble ,''''.

DeSign Usi ng Transform Tdon iques

systems

non_minim~m

(onltrllinton
phalof>

~sit ivity i nl~gr~1

Frequency RtSponse Methods

255

'

In(lS l)dw =

;r

"
L
Re\p) .
,.,

(7.48)

a
"

u;+(w

In{lS I) ,

(7.49)

In thi s case, we do oot ha~'c Ihe 'roll-off' res trictio n and there is no possibility
of sp reading the po,iti\ e a rea over all high freq uencies becausc the weighting
fun ction goes to zero with freq uenc)', The important point about this inte gral IS
that if the non-mini mum phase zero is close to a right-half plane pole, the nght
side of the integral ~an be I'ery large and the excess of positive area is reqUIred
to be correspondingly large , Based on this resu lt. o ne e.lpeclJ espe('i(llly g"ilf

_~

If there are no right -half plane poles. then Ihe integral is zero. This mean s thai if we
make the log of the se nsitivity functio n veT)' negative over some freque ncy band
to reduc e errors in that band, then ojl1ecf!SSily In lS I will be positive over another
pan of the band and errors will be ampl ified there. If th:',C .are un sta,bJe poles. the
sit uati on is wors e because the posi til'e area where senSItI vIty magmfles the error
must exceed the ne gative area where the error is reduced by the feedback. There
are also comequences if DC ~ has any ~ems in the righi -half plane. If the ,openloop system has no zeros in the right-half plane, Ihen il is in princi.p.le. po~slble to
k(.'Cp the ma~nitlJde of the .ensiti\,ity small by spreadmg the se~s l1lVI\Y mcre~se
O\'er all posilil'e frequencies to infinit y but such a deS Ign requ Ires an excess Ive
bandwidth and i, mrely practica l. If a specific bandwidth is imposed. then the
sensitivity function is constrained to take o n a finite, possibly large, positi ve val ue
al some poiJt below the bandwidth and a large value of 1St" leads to a s mall
VGM and ge nerally an un satisfactol)' design.
.
..
An altemalj'e to Eq, (7 ,48) is also true If there IS a (non-mln,mumph ase)
zero of DC in the ri ght-half plane. Suppose th ~ zero is located at z. = u~ + jw
where (1 >" D. Again we ass ume there are 11 right-half plane poles at locations
ugate v31 ue ~ p;. Nov.' the conditlO
r n can be expressed as a tWO-Slue
' -'-d
p. with conj
weightcd integral

/.

Modificati ons to this rule need of course te be m3de in panicular cases. but
the lim itation expressed by Eq. (1,41) is a hard limitlhat cannot be avoided ..
In Freudenberg and Locze (1985) an ex tension to anotherofBodes relatlOn s
was derived. Th is is a ~onstraint on the integral of the sensitiv ity function depen de nt on the prese nce of open-loop right-half plane poles. Suppose the loop gain
DG. has n ~ pole" p.' in the right-half pla,ne and .'rolls off' at hi gh ~requencies
at a slope faster than -I. For rali onal fun ctIons. this means thai there IS an excess
of at least two more total poles than zeros. Then it can be shown that

line at a slope of - lover a frequency rang e of about one dec ade around the
cross-ol'e r frequ<:ncy.

7.4

Cnapler 7

Zl!'ro-ord('f hold

figu re 7.30
Discrete Bode plot of
I /r pIoln!Wlth

inug,,,1

c! im e te IBI!iliv'ty

256

,,,.
",

. )00
1(1 1

"" r>d/"",,)

,~-------------------c,o~.--------C.O''--------:'O '

" 00

.,,,
1.,,,

I !O)

10.1

10 :

tal

,1 ,,'

00 '

,,'

. In(!S(ti")!Jd = 11"
In(r,l.
(7 .50 )
/.o
,~I
l1le implica tions cfEq. (7.50) are the same as in the continuous c ase e~cePi for
the f:let that the ir tegral in Eq. 0.50) is over a finile limi l. If ..... e require that

though it is appro.:c imately t~ for fre-quendes well below the Nyquist fr<."<j uency.
The situ ation is il kJS(rated b y the Bode plot in Fi~ . 7.30 ror the plant G :: l I s:.
Ni;!tice that the p hase is always s lightl y more: negative than the - ISO one wou ld
g.et for th is plant in the cont inoous case and deviales more as we approac h the
Nyquist limi t al If .' T. 1lJe effcct is approximated by the delay of T / 2 d ue to th<:sample and ZOH. From this example. one suspecu that the resuiclion on phas.:
due to gai n slope is mort Sfl"e" in the discre: te case than i'l the conti nuous case.
In Sung and Han (1 988) the di scrl'te versions of lhes e des ig n limitation s
arc dl'ri\"cd. We c~ n s i der the sing leloop unit y feedback Slructure a nd defi ne the
sensi th'ity fu nct ion as S = I"' ~ as before. We also assume that the ope n-loop
lransfe r func ti on D(:)G(:) has n p po les outside the uni t c irc le at =/ '" r,eJ..
r/ > I. It can be shown thaI

In the discrete case. the relalion Ixtwee n gain slope and phase does nOt hold al.

limitations on Design: Discrete Case

difficulty muting sfHci/imfions O Il .JelISilil'ir:> with a sys"m hal"ilts right.h(,lf

plant po/I'.f clIId :trof clast fagt/hl'r.

Design Using Transform Tfchniques

ful>Cl icn

inUg,,1 o j the
d iscet e >en,;tivity
Wl'ight~d

Respo~

Mc(hcO(is

l S7

S" -

magnc:ic levi lat ion.

'iI" . '

1 I
r,,-

"

(7. 51;

The main conseq ue nce o f thi s COIl . trai nt is that it expresses a lim itati on impo.<.ed
by the non-mini mum ph ase lero on the se nsiti vity func tion. The co nstrai nt is
especially se~'ere: if there is a non-m inimum phase zero near an unm ble pole
(f3. "'" 0).

r InIISle'. )!Jr;. -2r. cos(-tlJo, + 1dtl>= 2lf L,.1 ln l f3~~("t,f3".

J_~
ai

The .....e18hted inlegral o f the discre le .sensilivity fu nct ion is similar to that of
the contin uou.~ case. We ass ume again that Ihe sp.lem ~s li p po les ou tside the
unit eircle :r. ("I; . .
> I. and conjugate a,. and a lso has a zero outside
the unil eirc l<: :lt P" '"' r"e JJ '. > I. Then

g rid .

sernilogy(w,mag)

(rnag,ph,w]"'oodeCsens):

In eac h C3!e ....1' will inchlde a zero-order hold and sample with T::: 0.2 and
in clic h Ca.\.e the co ntroller transfer fu nctioo is D = 15 ~ . ~Iccted to gi ' e
approJl imatd y th e same rise time a nd bandwidth. The step responses are show n
in Fig. 7.3 1(a ) and the sens iti vity plOts are sh{)\\.n in Fig. 7.3 I(b). Notice the
sub sta nt ia lly larger va lue of the sensi tivit y fo r tll' unstable plant compared to that
of the staple one. Th e ' ec tor ga in margin for G, is 5.4 ..... hile that for G ~ is 2.25.
less than half as much. To plOt the )ens it ivity mag ni tude. it is necessary to obtain
a system having the transfer fu nc tion of S. 'r1Ii s can Ix done using the feedback,
funClion if a represen tation of the open loop syne m DG is give n a.~. for exampJc.
the open loopd isc rcle system ~ysold . The eJl pression syscl '" feedback,(sys 1,sys2 )
generates the loop with fOfV,'ard system sys I and feedback system ~ys2 . For
scnsit i,'it y, DG is the feedback system. and we need 10 consuuct the dummy
gain o f I for the forv.an:J system. Th is c an be done with the statement sysf '"
SS(O,O.O, U s). Finally, the se nsitivity is gi,en by sens = feedbdck(sysf,syso ldl.
l lie plOt is gi' e n by the statements

G , (S) '" - ,-

G ,Is, '" -,

, 1 che mi cal process.

---,>+ ,

Frequenq

sens iti,ity is small (neg~t ive log l o,er a g iven range of frequencies. the re: i ~ onl)'
a finite frequency range o'l'r whic h .....1' can ~pread the re<[uired sens itivity gain
or "positilt log" area. Ag ai n. un stabJl' poles make the s ituati on ""1JI"SI' and the
effcci increases if the poles are locmed far from Ihe un it circle. We can ill ustrate
the implic lllions of Eq. (7.50) by t..... o s imple cumplcs. Consider a stable generic
model o f a chemica l proce ~s and an un~tabl~ model o f a magne tic levita tion
syStem. The twO Iransfcr functions are

i .4

plots

lellitation: 1a) slep

res porl5es (h) sen5iti.ity

I).~

(b)

r;

I'ro< ...

,..,",,01

If " .. ,'

,
Ti me

... , ,>dI:e1

lO' ,!-----;2----~.,-----,,-----.c----c,',----o,e,----c,.,----!,.

'0' r-c---.-----.-----.----------------------------,

-0.6 ()

...

-0.1

(0)

>

,.
,~ ,.
~ "
<
,

Chaptet 7 Des'gn Usmg Transform Te~hmqucs

Figure 7.3 1
Co mparisOilS of a stable
process (ootrol with an
ui"\Stable r'13Qnet l(

258

Fl"fquency Response

Example 7.14

~ltt hods

259

:~ ,

T~

J"- ~

= (0.{'''84,

"

: +o.%n
~-0,80
1)1: O.~a..B~ (6) ~ _ OM '
"hich ~' ie lds lh, magnitude verliU. frequcncy in fig. 7.-'2. E,'a!uali"n Of lhe magnitllde of Ih e
ny mplOie at W "' t indicalC, lhal K, = J .lb. At'-O DOle in /he figure that 1he
10,", fJ"CGlIency

G(~ ) D(~}

Solulion. 1lIeope:nloop d i."'rcl~ rra~~f.r fUOCIioo i

US<' Ihe di saete Bode pl o<: 10 determ ine the K. for the antenna .' Y'le m of Eumpl. 7,6 with
lhe cll mpen,arioo given by E<j . /7.19),

FinJi':g lto1ow.1 Gm,IWl! ,lD ~ Bo.:k Pim

thus establi s.iing the fact th at evaluat ion of the low.frequ ency a~ymptote of
D(:)G(~) at w = I yields K,. Th is fact is most ea~il)' used if the frequenc),response magnitude is plotted versus <u in units of rad/sec so thm w = I rad/sec
is readi ly found. If th e magnitude is plol1ed versus tv in uni ts of Hz or ver,us
w T. o ne woul d need to pe rfonn a calculaT ion 10 find the w = I Tad/sec point.
However. the error con ~l3nt s cou ld be calculated di rectly with good software
tools: therefore the issues in their calculat ioo are of pu%ing interest only. Bul no
mailer how the constanll are found. the facr rem~ins for di,~cr{'/I' mid comillUOUii
frequency rl'!poIISI' alike. rhe higher fh e magllimdl" cun'e aJ /QII" freq uem::.... IIII'
lo ..... er Ihe stead.\",~I(lte errors .

,~ ,

' (: - I;
.
(" " ----- = Ilin w,

for a Type I ~)'stem . In the frequency doma in. fora Type 0 system, Ihe procedure
is identical to tht- continuous case. Since : = e J " ' . : ..... I implies that wT __ O.
and the magnitude frequency- re sponse plot will show a constan t value on the 10110'frequ ency aSj'mptolc which is equal to K . For a Type I 5)" Tem. the procedure
is again identical to th e continu ous case fn that the manitude of D (:)G (:) at
w = I on th e low-frequ ency asy mptote is eq ual to K ,. This can be seen from
Eq. (7.52) if we note that for wT ---+ O. e'"" ;:;;: 1 + jwT . The refore

K = lim f: - I) Df: )G( :).

"
:~,
T:

for a Type 0 system. and by

K = lim D (z) G t:)

The steady-slate error constants fo r polynomial inputs for discrete systems were
es lablished b Section 7.2 and are given by

7.4.3 low frequency Gains and Error Codficiems

7.";

Cho.pl~r

r "-

-,

,.~

10"' E :::'~;

,"'

,.

".

._.

"' ~j<r:~!,
"~ .

",,:;::

Bodc's relationship bctwren the amplitude and phasecur\"e is losl ror dis.crete
systems becauM:th! I'mable : takeson value, around the unit circle in contrast to 5
Iraver,ing the ima~inary axis as in continuous systems. Figure 7.16 illustrates the
degree to which the relationship is lost and indicates thaI tl:~ error wou ld be small
for frequencies lo",er than lI20th of the sample frequency. ;.Jowelcr. it is typically

cases,

The amplitude and phase curves can be used to determine the stability margins
based on the ~ yqu .sr .tability criterion for either continuOlis or diM:rett': sys tem ~,
In lhe continuous Clse \\lith minimum-phase transfer functions. Bode showed that
the phase is uniqu ely determined by an integral of the slope of the magnitudt"
curve on a log-log plot as ellprcssed by Eq. (7.47), If the function is rJtional. the,e
slopts are readily and adequately appro)l;imated by conslants ~ As a consequence
the amplitude curve must cross unity gain Izcro on a log scale) at a slope of - l
for a reasonable phase margin, The ability to predict stability from the amplitudo:run'e alone in minimum phase systems is an important ,omributor tu the ease
with which design~rs can evaluate change~ in compensator parameters in those

7.4.4 Compensator Design

~I ,,)

--------.

':," 'J:, .'l '.':~~ t~:

;oj

~'

':1j.;,i i,~

"
"'fT
;.X;:, '4

e'tcmioo of the Iow-freql><ncy usymploce reaches cr~<O"er:>t w .o 1.2.6. thus indicating

thai K, = I ,26 ~in,,, Ihis Type I <ystcm h" a low-f",quen~y >Iop:- of - I

,t

K,.'" 1.26

".

Design l si ng Transform Ta:hn iq ucs

Figure 7.32
DE'termlrJa:ion of /(
from frequerKy re,paflse

260

Frqumcy Response Melhods 26 1

I
The >ysl~m (ramfer funcrion is

thi, m~ans that th~ exten sion ofthoe Iow.frequenc)'magnilude asymptote should pa;s rhroogh
(hoe >"alue I ot '" = 1 for the uTlCOffi!"'n sattX! case (in Fig. 7.33). and the f ain "f thi s I" w'.
frequency asy~\()(e should nac be dcrreascd with any candidare lmpen,atiOfl. To maintain
an Icr"]ltable K,. " " win (~aluate ooly D( ~ )" s " 'ith a DC gain of I The uncom)Xnsated

T1Jc magnimde and ph.a>e of (he uncompensated sy~Tem [ G\~)l ,llQ\\n in Fig. i ..~~ i!ldical~ rhal
with a cornpen'iltor gai n of K = 1 the syStem has a PM of g. and a gain coms.c,,,r frequency
(a; ) of 0.3 radl>cc. T11c 16'l O\'~r!hoot requirement tr.... slate' into ( ~ O. ~. ,,hich trlUlsllte$
in tum imo th<. rcq uiro:-mcnl that th e PM be ~ ~O from Flg. 7,24, The lopttificatiOl' for><lIling
rime translates into the Injuirem ent thul w. ~ 0 .92.
Bccouse the gain of (~ - I IG(~) 1t ~ = I is I. and T = I. (hoe ~ompen .. ted system will
alw have K . = I pro~ i<kd the DC gain of D(~) '" 1. In tenns of the freq~ncy response.

$olurion.

K.

De,ign a discrete coo(rol1cr for the al1lenna )"slCm with T == I u~ing ttle frequency relpon~,
The spec ificaticfl i are as boron: ' o"'c,.,booIlc~~ than 16\i. !oeuling timf le>s llllln 10 >cc and

necessary to determine Ixlth magnitude and pha~e for discrete .:-plane systems
and not depend on magnit ude alone for an accu rale assessmt"m of the stability. In
carrying out direct digital designs. some intuition from continuous design can be
used if the z-plane poles and zeros on the real axis are measured b)' their distanc~
from + 1. FOJ example. the ~quival~nt idea in the :-plane for th e "breakpoinf' in
BOOr's hand-plaiting rule~ is that the magnitude will change slope at 3 frequency
when wT. the angrllar po,ition on th~ unit cin;:le in radians. has the same 1'lIlue as
the fractional distance of the si ngularity on the real allis to z = + I. For e.s:ample.
a pole at ~ = 0.9 wiU produce a slope change atwT = 0.1 rad. This equivalence
is I'er), accurate for low angular values (cuT .:5 0.1 rad. i.e .. sampling at more
than 60 time, the frequency) and is a reasonable approllimation for angular
I'alues less than 0.8 rad (i.e .. sampling a! more than 8 times thc frequency ).
In order to urive at trial COl11pensarions wit h poten ti al for bener PM. GM.
steady-state errors. or crossover frequency. it is useful to understand how a pole
or zero placerlll:nt will affect the magniwde and phase cu r.... es. Because of the
equivalence of the break-point concept between the continuous and discrC"le cases.
this is accomplimed for discrete syStemS using th e ideas from the continuous
Bode hand-p:olling techniques. keeping in mind that their fidelity degrades as
frequency approaches th~ Nyquist frequcncy. It is easiest to select compen~ator
break poing if the frequency-response magnitude and phase is ploned versu,
w T so that the correspondence between those curves and the location of the
compensation parameters is retained.

7.-1

Chapter 7

resp{)r1~s

' 00

",

10"

10-'

10-'

.,

10"

;,it

l"~ - '~

Ill- '

&=,2.i

0,(:)" 10

..,,'

.. '"-.

...:.,

,.

.,

OJ"

':1"";.:

F"'GlIrn<Y (1'001/5'1

'~'i::'

'.\ ..

[},el_ ""~

,,'

..... ..

--

-._- "

,.

i.

-' -

,,

e'

'"

W'

'H'~120

O,gS I<'OIlld lS>lIsl.,< inIQ, 1_5 t"IIdI<a: ~t<.kpoi"l ,

<T<.

",ro '" ~ ., tl85 ' m",lalc, intQ' 0 I~ f3d1,.~ brc.l;poifH gnJ)' bee, "", Ihe _<ampk pmod. T_ ii J

_,<c_fur T ,, 0.1 >." UfO .. :

4 "Tho

.y.tern -s PM Qf 8' iDdi~3te, poor damping. and the "-" '$ Q{ 0.3 r<dl,~c i~di(ate' lhal it will be
100 ,low, Jll~t a, fc-r continuous 'y't~m., "'c! OCc ul.' approximal<'ly ~t tf>e ,ys{em hand"' idl h
3M oominam n ~tu;aJ f""qu~",y: the""forc. W~ 500uld tl)' tQ ch~nge the dcsij,m SQ thllt it h3<
~ "-'" of about 0:9 tad f sec in Qn l", tQ m~l the I, ::: 10 1'. On,'c ",.'e ij,\d a ro<npcn.~t iofl
thaI meet, th gUltkl incs of PM", 50 ~nd w" '" 0,9 radlsec. we w,ll need \Q ched WhClh(r
{h. se ttling li~ am onrshoot "P'ilicatious arc actuall }' met bc"au,~ III(: design gu idelin~,
followcd ~rc 001)' itppm~imatc,
Fisure 7.33 5hJw5 s<: '~r.J alt~mpb (0 proouce a design_ The bre3kpoin( (If the nn;t attempt
(0 ,(:) in Fig. 7.33) wa~ at 0 .15 rad/,ec' and dtd not incr"aoe lhe Ilope of the magnitu<k c~rw
3t a kroo-' cnoo~h frequency tn \>ring aboLl1th~ desired "', . ' Thi, "'" remedied in D, (:" "')-.er~
the breakpoint " a. lo ....'.r"" tQ 0 _1 radi.<ec (lero at : = O,!fl cau!ing a w, . Qf 0,9 lad/,c.: . bot
tl>c re 5ult ing PM Q -10 "'3, ,' ti ll lo ....~r Ihan desired . By mo. ing the C(lmpcn >lltor pole out I"
~ = -0.5 in D.' I~I wc had very-lilll~ effect Qn tl>c w. 001 achit:,,,d an im:rea,., in the PM
10 ~O . Bel'au<e botl go al< are ~(. 0 ,(:) has a r.ason~bl~ chJn<e to meet the spccific .... ron"
in facl , If>e calcu latlOll of a lim. hi<;(ory of the s)",\ t.rn re lpons<: I,) a stcp input _,l1000i"1 t~t tho
" is 7 s<:<:. bm, alas.ti>c Q\'.r,hoot i, n ,", . lbe guideline . "-"ro rOt $U cr~ "flll in n~i~g {n..:
sp"cificaliQDs because the , y,( cm is third ordor wi th a lem. wh:rea, thc rul ....... ere dl-ri"-"tl
assumiog a _'KOOd-ordc r ~ySlern .... itOOut a z;oro.
The ~.~'sarl' rev; s;o", lOoorde'ign guidelitles are dear; we Woot more (han a 50- P1>1
,."d do not Tequ ;"" . 0 .\1 rudlsec "',,' Figure 7.34 ,hOWl ,he system f""ll" ""'Y re,poo"'" u,ins
D,{:) along with 1"'0 rt\,j,ioo ,Qf VI :) thalSltoli lfy oor"""io;l: d gQ)ls. n, {:) ha, a 60 PM a nd
a 6.6 rad/sec "'.,' a rd D,(; ) tw a 58 ' PM and aO,S radls<X'w,, _The time: hi'tory(li lh~ s~'~lem

f 'UO
.""
.,,,

>

,.'"
I

'"

Design Using Transfo m. Techni q u~ s

wth
1 , and OJ for
Exa mple 7.1 5

0,.

Freql.leflCy

Figure 7.33

262

Stl'P r'!5p()()J.e of the

system with (Ofltrol!er

FIgu re 7.35
D~

figure 7.34
Bode plotS of designs
with cor,troHers OJ. 0.
and D~ fOf hamp1e 7.1 S

!
i

,I .J
Ls,

-O.l -

,~.

"10-'

" "
limo (... "

rnq""9' (r.od/se:;)

"

,.

'"

" " "

\',

Frequency Ikspons.e Melhods

.- ..~

,-PtP

~+
'f!!1

...

-+

263

re,poo se tn a , Iep u~ing 0,(:) in Fig. 7.35 ~oows thai il cxactl)' mect., the .. qujrem~m s fOf
1M;- o,"~f$hoc< and I, = 10 s<:~. Funhermore , the de>i gn Qfth~ ' I's tem impo>etl {he .on,munt
thaI K, = I "lid the: de'ign il cQmplete,

1,

O,S -

,= r

<>,:'1 _"-'

[}'!'l t~

o,., \ "'~

-.-. __.......

,- .. "-...

1. 5

Ill-'

m-

l ."" -- -

I$() L _ _

IOO ~

hamp'e 7,IS

Dj' D. , and D~ for

7 _5

Fig IJre 7,36

SenSI" vity plots 01
deSJg ns wl ~h controllers

I~

- - --~ D,-- ~-

D,

--

]3

"f &."

.Iufl'....

In t~, boo!.. h~ Tru,. llt'i5h ..- ~ .... mud,,,fllli, 1110:0') ;, coIle..... e.1 >I obrulth< ~;gt" ""MS ~' Sl <la. <
'~ . ~ chal"<' i, do l ",.d t" lie ....1..'(lI"~ '! n,"", ;"

Much of the style of th e 1r.msform desi gn techniques \I'e hare been discussin<:!
in thi ~ chapter grew out o f 1he Iimitatiofls of (e~hnology that was a'"ai Jabk
for realizatiofl or CQfl tinuou~-tirne compensators wi th pne umatic componen ts or
electric networks a nd am plifier,. In particu lar. many constr.lint~ were impoCd in
o rder to <ls s ure thc realizatio n of e lectric compen~a1or nC1V;orks D($) cons isting
o nly of resistors arxl eapac ilU~. 1 With controllers realized by digi t:!l compu ter.
such lirnitmion s on reuliz<lti on are. of course. not rele\'unt amo nc can ig nore these
panicular con,;trairts. An aitemati\'c Ue sign method that ignores constraints or

Direct Design Method of Ragazzini

_'jl\'<"ilicati{)fl

v"" I('of gain m",in. C..,lmlkr D, ha, im~(/\~d IOO'W1C<S (lower m.... imum of t~ e .wmi li \ iI ' ,
bul ahu [",... cr oonJ"idln , Finally. In.. ,bign given b~' D. splil' the dif!e",N.~ al,J meel' ('" II

I: i, mlN~~ling tl)l,,01< at ,he -.:n~iti\ ity functiun, forth .", dc:,il n~ , plO1 tcd in fiS' 1.31'> a.
log of tf!.: .' ell"t;' it)' ' "t'rw> 3 Ii""ar r"'<jue", )' ",ale to illustrate th e balan-::e bclw~en plniti'"
and ncgat;"e :m:u> rOI .<uc~ pl ot' for <ta ble ,)" tems, On this pkl(. on,- can ",c Ihat ronlrollc,
D, I'<,ult, in the hi~he,t bio nJ" i<llh and ~l>o lh~ hi g!>e >l m..\im~m cf tt.. ,;en_i!i,-ity Of [owc"

wiT "lid)

11'-'oL--".,--~---~--...,--~7_--7---,J

1(,-'

,.' C,- ----r----__--_,_____.----__----__--_,

Oir.::: \ lXsign ,l,tethod o f Rag:n:ini

265

47.54)

~ame

orde r

17.55)

(7 .56 )

17.57)

(~

+ be)

+ b(:)(~
- u-)t iid

(: - Cf) il (~ )d (:)

- a )E( :)

O.

== O.

(7.58)

Now suppose there is a common factor in DC_ a~ wou ld result if DI~) ...... ere
cal led upon to cance l apole or zero of C( : ). Let this factorbc: - Cf and suppose
it is a pole of C( :). so we can writ e at: I = (: - a )a(:)_ ilnd to cance l it we have
d:) = ( ~- a )C(:) . Then Eq, 0.57) becomes

od + bc =O.

Wi'; can expres, Eq , 17.56) as a polynomial if D arw C are rationa l and ".-e iden tify
D = c(:)/d(:l and G = b(: )/o(:) where a , b. c. and d are polynomials. Then
the charaetcri slic polynom ial is

I + D( : ,G (:) = O.

This requirement has an elementa ry interpretation in the tim~ domain: A zero

o f o rder /.; ~t infini ty in G (:) corresponds to a delay of /.; samples in the pulse
respomr of the pl ant. T he ca usali ty requirement on H (~) is that the dosed-loop
sy <;\em musl h ~ve at least a, long a delay as the plant.
Co n~ideration, of , lability add a s.t'co nd eon,;raint. The roots of the eharacteri.\tic equ ation o f the dosed-loop system are the rOO! s of the c4uation

as the zero o f G(:) at intinity.

HI:) must have a zero at infini ty o r the

From Eq. 0.54) we can ~ee that thi, design calls fOr;l D(: ) that will cancel
the plant e/T('Cts and add whate,-cr is nccessal)' to gh e the de~ired result. The
problem is to di.\.Cover an d impkmcnt constraint> 011 H (:) so that we do not ask
for the imposs:ble.
First. the design mu st be cau~a L From ~-tran sfonn (heory we know that if
Df t } i~ to be causa l. th en as ~ _ x ib transfer function i, bounded and doe s nOl
have a pole at infinity. Look in g at Eq. (7.54 ). we see th3t if G( ~I were 10 ha"e
a zero at in fin it >,. then D(:) would ha\'c a pole there un less we require an H(~)
Ihat cance l, it. Thus we have (I'k: constraint that for D(~} to be ca usa l

fmm which we get the dimt design fonnula

H (:)= I+DG"

DG

lCchn'11ogy has been fo und to be useful in adapt i\'ecomrols, Suppooie we are given
transf~r function G( ~ ) of the plant (plus hold) and a de,ired !ran~fer
funct ion H( ~} belween reference R and output y, Thc structurc is ll,sum ed to be
a unity fcedbac k system and the design is to ,ele<:tthe computer transfer function
D (:) to rea li ze H (:). The m-erall tran sfer function is given by the fonnul a

a discrete

7,5

266

E1O:3mpie 7.16

=
H(:) ( I - H (:)!.

Becau~e

of

(7.6 1)

H( :) is thc

(7 .60)

;_1

;_1

= lime: -

r--"-. ( 1 -

f: - I )'

1) -

K.

I
1i(: )1 = - .

(7.63)

(7.62)

K;

umplin~

peiQd T .. 1 sec .

ROOt> (1ft ,lot ~nil dITI ..., 01<0 ".:IUIlI. \oy """e dtfillOlion'>. .... d ,,,,,,I pn<'ic. II" Ii,,,,,, ,'''' ,,-.
oJ>oo.olcll'1O'1 ,;oncel ""ru11f'iIioh ""1<;<1< !he nod .., of d<oj,d ... ttlinl lino:.

.... i'h I

'! + J + I = O.

Coo.ider a@linthe plant tkocribed by the 1 1~,,~fcr fU" .-lion or ~. 0 ..13) and M'Ppm;I: ,,"' t L.k
fOf ~ di,ital dc:.ijl r IIIaI hal .he c!urocteris. i<: equal;"n thai ;s I:W discrete .quinlenl of thc
roftlinoou. charac[(rislic rqIlMi<,m

Onlg" J;.:.' flit DJrc.cr Mtrhod

T~: I:., =
(7.65 )

From Eq, 0.63) we know that I - H (:) is zero at : ::: I. liO that to evaluate the
limit in Eq, (7.6-+). it is neeessaJ)"o U ~ L'Hi)pitul"s mk WilM. the result

1'(00)

H<l) =!.

: _

.
I
rlool = hm(: - I ) - - [ I - 11(:1 1 ::: O.

1be velocit)' constant requirement is that

which implies

TtIUS if the system

is to be Type I wilh \'elocil), constant K,., we must have zero

steady.state eITor to 8 step and 1/ K, error to a uni t ramp. The first requiremenl is

E {: )

Con sid ~r finall y lhe constrai nt of steady-state aecu ra~y.

o\'crall transfer funct ion. tile crmr U1)nsform is given by

G(:) Ihat are outside Ihe unit circle.

If (:, must contain as zero~ all the :(f0$ of

H (:) must contain as leros allthePQ/1I"$

G (:) that are outside the unit circle.

I-

Ihl' system is UQ~tabk~ How do we avoid such cancellation? Considering again

Eq. (7.54). we see that if D t: ) is not 10 cancel a pole oj G (:). then thaI faclor of
a(:) mUSI also be a faclor of I - H( : ). Likewise. if D ::) is nOllO cancel a UfO
of Gt:), such uros must be faClofS of 11 (:). Thus we ..,ritt the constraints e

a jaclnT oj 'hI" charactuistic poI.'nI'>tI.ial. If Illis faclor is outside Ihe un it circle.

In Other word~aps it was ob,ious from thl' stan -a common factor re/lw;,u

Chapter 7 Design Using Tral'\Sform Techn:ques

"

,.

~! - 0_1859~ ... 0 .36"11:18 = 0 _

The di 5C~'e ch~I:oct.nloli<: . qua!lfI!l iltt'O("JinllO . he 'pedtk;oTion, i.

11 .681

17.67)

'

J:' : - 1

dlfl .. ~K .

+ ... O.SR20

1- 0.05Ot 41

- I

17,71 1
a.721

_ O.DIS.

b; '" - O.IISOt ...

+ 21>,

b, ", O,fon l ,

h,

h, _ b; .. 0.511:0.

Ikcu~ se ...e ha\'~ "nl~' Iv.-I) equation, I" ,....i ,fy. ,,~ rwcd only I"' U un~no ..n' ~nd ... c (au
tru"'''I( I/ (: I:JI b!. The " ",ul!;nl! eqoal ion,:ore

h, .,. 2b. + 3/),

, O .S8~){\).5S2/h

17,701

an- I ....c Ulo< Eq. 17.69 1 ood (he" dcrh1.O Iiw " 'j,h re<p{ lQ

- T

K,
d~ - ' I,. ,
_ 10.5i!10))h, - 2/>; -+- 3b,.,.. .. ' 1- 10.5)(2011-0.710:59+ 0.36791211

1 ""..!...=~ 1

~ - 'loobl:ain

8ec"u>c in lhi u :a..: both T and K

Th.refore

h, + ",+ h, + ' "

.. 1-0.7H~~0.3b19" J.

E.jU;>tio<t~ (7.59, and . 7.601add no oons'f1I.inh bec3Ulo< Gi: 1 ha~ all poIC\ and zeros in,idr lhe
uni,d,d., ctpl for'he Jin81c ~croa{ X . ,," hich " lakcn I.".. reofb~ Eq. 17.68 1. T .... ,{~ad\'.s. lt~
(rmt rt:quircmcn{ ie Jdllo
.

"

HI: )I:. ... _ 0

11' - 11: II , +h,:- ' + 11;: ,; + b .. : - J ...

t -O.1859~ ' +0.3619:-'

n... cau,aJl1~' <k<ign COfI".ainl. u,in~ Eq_ t7.5~1 ~'res th.a l

Lrt u< therefore as~ for ~ oks.ign lh:K ;1 Mabl . has K. '" I. and h~5 pole. ~t Ihc root~ o f
Eq, f7.661 p:us. if 'lCus':lr'). odd;l ional poles at : '" rio ... here the "am i. 1II ;, ~ .lohor1 ~,
pos~iblt. l"ho: form of 1It ~ 1 i. lh u_<

Sollliion.

Ch.:IJKer 7

c irectd~

""

:.

O.05IJ14

(; -0.07932 )
1,1; O.U801

(: + O .967~ )

I;

0.4 1801

1~.07I: - O.9M81 (: - O.Oi9)~) .

I:

11.7.1,

at : = I. No.'. 1urn,ng 10 1M N , ...

i
!

1,

-I,S

"

'r

.(I,s -

! ,,;

..

-,
0.$ - _

,.

' v'

f\

'" " " " "

T irno ( IK)

iiI
~ JJL I

vr\ ./'V'\/ 'Vr\/\/ ,V --'.

u - - - - : - - - - - - - -_ _ _ __

A plOI of lhe Slep response oflhe re sull in g design for this exam ple is provided
in Fi g. 7.37 ~nd \"trifies that the response ~ampl es beha\"C as specified b~' II I:).
HO\le\'er. as ca n be seen a lso from lhe figure . large oscillations occur in the

+ 0.%721

- O.9n.18)(O.61~ 1 1

IO.().I8J7 11 ~

01:1 = I: - I I!;

~cro

-O.7lIS9~+O. 3679

Cl .63~J ~

We h o," 11m HI I J '" 1 .O lrot I - HI : . muq ru,,'': I

<k.ign formula. Eq . 75h ".~ (ompu~

Ht~ )

DC5ign Using Tran~form Techmques

Figure 737
Step resporn.e of
an:enna !)'Slem (,0M

268

= 13.06 ,

: - 0.0793

lies in the fact

(: - 1)(: - 0.90-'8 )

an~ ..... er

Uow

269

Discrele contro llers c an be dt.- si, ned by e mul:uion. roOilocus_ or frequency

re sponloC methods.
Succe~~ful dc~ign by emu lation typically requires a sampli ng fl"fijuency at
lea.>;! 30 times lhe e.\ ptcled closed-loop bandll.'idth.
Expres~ioos fOf slead)'-Mme error con~lant s for d iscrete s~' stem s have bee n
8i~'e n in Eq . (7. 12) and Eq. (7. 14) in term~ of open- loop transfc r functions
and in Eq. (7. 18) in le nllS of closed -loop pol ~s 0.00 zeros.
Root locus rules for d b.crete sys tem characleri Mic equ:nions arc shown to be
the ,a me IS the rul es for continuous sys te m characteri ~t ic equation~.
Step rc~ponsc characteristics ~uch as rise ti me and overshoot can be corre lat ed with reg ions of acce ptable po le loc ation s in the :-p la n~ 3S sketched in
Fig. 7.)0.

In th is chaplet we have renewed Ihe philosophy and specific-alions of Ihe design

o f control s)s:ems by lransform teCh niques and discussed Ihrec s uch melhods.

7.6 Summary

HI : )
: - - U.7859: + 0.3619
: + 0 .9672
The pole at : = - 0.%72. very 1"IC3r to the un it circle. is the source of the oscil[3tion in the control response. Th ~ poor transient due to the pole d id not s how
up in the outpu t response beca use it was exacl!y canceled by a c ro in lh e plant
transfer functi on. Th e large comro! osc ill at ion ;n turn caus.es the ripple in the
output rt"".lpt.Jl1se. This pole was brou~ht about be\:au>e we allowed the controll er
to h31'e 3 pole to cancel a pl ant lero at this position. The poor re spe nS\: th at
resulted cou ld have bc.:n 31'oidcd if th is lIearly un stable zero had been incl uded
in tne .~tab il itr con~lra; nt list. In that case we "''Qu[d introdoce a nOt her term in
1ft :). bl : -" _ and requi re th31 I/I ~) be zero at : = -0.%72_ so this zero uf G(:)
is nOI canceled by D (:). The re~u l t .... m be a si mpler D (:) wit h a sl ight ly more
com plica ted HI : ).

U(;)

..... hich for Ihi s e~ ample is

iN : )
D
II f: }
R(: ) "" I +DG "" G(:,"

that is d .... signcd to h3\'e only t\l-O well-damped roms? The

Ihal the ~'"Omrol re~ponse is dc lerm ined from

Y( :) - H - _~
R{: ) k ) - I + DG-

sam p1e~.

Summal)'

control that cauS( 3 IMge ripple in the syste m ~ponse bctv.ee n

C3n lhis be fo: a system ~SpOllse Ira nskr fu ncticn_

i 6

270

Chapter 7

7 .7

Des~gn

re~ponse

plots do
1101

of CO/l>!~nl
:;

in 5 i,
J

7.3

locations,

Plm in the

,- plan~

the comlpon.!ing

~gion

of

oc,epllb l ~

closed loop pole

Whal is lhe .s timated pha.'" rna!')!:in in

d.gr'''~''

What i. the sa mple period T if Ih en: lrc 10 he g ,;a mpl e, pcr rise- lime?

of t~

heha,;

~ ar
j

= II of

+ p,)

=0

a doobk in legralO( "ilh lead (ompe",atioll

'-IS

1 +1i: , .< +1

ilfeaJ,:-ill 3m brcak,.,,ay point>.

Cl J ,inJ:!le in le,\!rati Qrl with a 13~ ""tll.'flrk and """ add ili ..... al n:al pok. Shtrh the
lo,:u, ,-e,,~ K for ,.lues of 1', of 5. ~. and 20. p~y clo<e attent ion to t~ !l'al a.~;'

i.' typical

laJ Thc locus to.-

Rom locm ",,'i...,. The following roo( loci ill us Irate impor1anl futures of Ihe roo! )o..:u'
tednique All ale capabk ofheing ,'kelched b~' hand. aild it is ~rommeOOed Ihal the y b.111m. thaI ",a~' ir orlk.lo d....,1op skill' in "'rifying Con'rultr" ~ ()IllpU!. Ooce S~clch cd
rooghl\' by hand. il is u,..,fullo fill in lhe detail, ", ilh a comrul .

(el

(d ) Whal i, th e "'mplc p< riod. T, if the eSlirnated ph,.,., shifl d"" til the =rte atxl
hold i~ It> Ix' no more than 10 althe gain c!"O$IO"er~

(cl

Ib) What i, th. " timated Bode gain trO<~O"'1 fl'l'<luenc~' (rajJ,""c l~

(aj

7_2 A .,,-,,",'omhan;,m >)" .\l~m ;>~\r<c(Od!O hal 'e a "se-- (i"", Ilfnomo,e than )0 mil l isccOl~.'
and an o"e"hoa 0{ nil more Ihan 5'l-,

U$<' lh~ ~ = ~,r mapping function and prow (hal (h~

l{)~";(hrnic 'ri nl in ~.
,UTI"\'"

j\"yquist's stability criterion and gain and phase margins were developed for
discrete syster:ls,
The sensitivit y function was shown 10 be useful to de,'clop specifications on
performam;:e r.)bl.lStneSS as expressed in Eq, 0.34).
Stability mbus1lles~ in t~nn.~ of\he o\' ~rall trar.sfer furrtion. the complementary sensilivi t~' function. is expres~d in Eq, (7.47).
LimiTations on the frequt'ncy response of closed-lcqJ discrete designs arc
made more (,Cwre by poks and zeros outside the unit circle as expressed by
Eq. (7.50) and Eq. 0.5 1I.
Lead and lag compensation can be used to imp row the steady-slate ami
transient resjX,nse of di!;Cre le systems.
The direct de";gn method of Ragallini can be used to realize iI closed-loop
transfer function limited only by causality and stabililYconstra ints,

apply for diSCre te frequency response.

Proble ms

7.1

Ttthm'lu(~

Asymptotes as used in continuous system frequency

Csing Trar.sf..,rm

~ u~

for

1+ K
.<IS

1
,

+ 1. (ls + ". .- +-')

= 0

7.6

,.~ .

ccrre$pondin~

,is( (in.. "lid Ih e per,ent

errOl ronslanl?

r~

Select a ,ampling period Ih at "'ill ~i" " S samples pc r ri S/: ti me. rompule tt.. di\<."TC le
o!qui'alem Ilsin~ Tu'lin', meiliod. and co mp",e ri .e time and o"en.hooi Ilf this
des ign ... ith the ronlinoous ca.,""

design the di,\Cre' e compen!.ll; o~~.

Repe~ t 1M deli ~ n of the ....tdllte luituJe control of Problem .. indudin, method of "hoi~e
of sampling pcriod oot y.' ; n! thoe triangle twld equi,. lent ( nllm:au,alli" tordC'r hold) 10

Repea t II>r d ..ign for thoe sa tellite alTitude control of Problem -' . i.... ludin" mettlo<i of
eM.,in,\! !ampling period!. 001using the matched pIllezero method to obtain tho: discrele
compensa;iQrlS

(t)

Ib) Sele<1 a samplin g perioo 10

10 samples in a rise time and compute the di ocre rc
cqui.-a]ent to 'he Itud using the Tu.lin bili.... arU'3",fllffiWlioo, PIO! the steprcsponsc
Qf tho: diocrCle .'r.t~m and com?"", the ,is/: lime and overshoot TO tllme of Ihe
continuou.' delisn

gi'''''

ii, What is Ihe ,}"Stem type and

Pi ol the ,;Iep rron'" of fhe dt,\ign aI1d "Qte

o'... 'hooI

Dcsi~n a conti nuous lead nel"'on.: co mpem.aliQrl >0 as to gi'''' closed-lOOp po les
(crresponding (0" = 0.5 and nalural frequerlC y "'. == 1.0, The rltic of pole to .. ro
of (he lead is to he nOmllre than 10.

7..1 The tla,ic tr.,hfe. fu n,tion of a "'tdlile attil ude c(lrllrol ;, Gisl =

Sh"" Ihal Ihe locus is a cirde LOf radius ,fl';l; (entered .tlhe origin (locali"" of
!he L.rc). Can thi.; re., ull bt tran,lawj to ttx- ::a", of Iwo JXlI<s Jnd a zero on the
tlCgati,'c real axis?

(d) For

the use of comple .. zeros to compt'nsa fe for IIIe preseoc< of ~omple..

poles due (0 structural Huibilit~,. Be SUre (0 e5( ima(( t~ :mgle. of .le panurc aoo
:mi"a!. SketCh ttle loci fOf we = I alld w~ = ) Whi<'h c..-<e is uocoildificnally
stab'" (subk for all po>iti"e Ii: les' llun the design "alue)~

illus!:llt~ !

(el The foell' for

lal

Problems 171

is a wpical locu. thar ;n ciu(\e, compk~ pole, and shw.. the ,".Iue of (\ep.1.rrurc
angles . PIO! the locI!_ for" = O. I aM 2 . De >lire 10 nofe fh e deparrurc angles froon
lhe compl.... poles in ea,h ".

(bl TI>e

7.7

272

Chapter T

"'. ~

w.l30_

(e)

w.

w.l5.

(b l "'. ~ w j lO,

{ lI)

to,: :! O.~ and

Repeat ttlc di,crete M';gn "i lh sampling period TJ = Ilsec. plot the slep
reponse. aid "omp= r;", ti fO e and o . e"hot:>! ,,';,h the oom inYou~ casoe.

7.11 Sketch th o rcgioo in tile > pl""e of di!.L"TeIC pole Iocatinn . c()ffi'spunding

(b)

III ) Le t sampling period Ix 7. = O.5se.: an d CQmpute ttlc jiscrct. model of tile

plant with ~ '!antple."d zeroorder hold , Us ing this mudd . oksig n " discrete Iud
co mpens Jt ioo wilh pol~ at ; '" - 0 _5 and a u ro SO as to gi,'. clO.Ied loop poles at
lhe mapped place ff urn the CQlltinuou, poles . = 0 .5 an:! w. '" 1,0 . Wllat i\ ttlc
ratio of "'./"', for th ;, problem~ How mall) sample_' do)ou upe..1 to 1100 per ri.e
lime" PI<.H the 'tep resp""'" 300 CQml'<lrc R: IU]( with e:<ptatiQrl. Compare the
discrete de!'ign ,,-ith IIx c()Otinuoos do: sign_

of the rompcn ,aI;oo shooW nOl be "",re than HI. Piol the ~t.p r. spon;e of the closed
loop ",,01 noIe th. rise t; me "M o",,,hoot

7.W For th~ satellite ~'i lh tran ,fer funt: tioo lI s'. oks;gn a lead corrlX'll$at;oo to ~i "e c~
looppole-!' " itn (bmpin g. = O.~ ~ nd na1ural fre<jucnc)" w. '" 1_0 . The po!e_to.lerotal, n

(e) Compare tt.. dtgrodatiorl of the equi"alcm damping rat;/} { doc: \0 sampling for
bo th M~ign metltod.,

tocn ,cde~iPl D b f aM fi.,.] tbe discrel( e<tui"alem "im the matchcd poic-lero
equ;"akn l cmul~ l io n mcl OOtl . PIOI the <Iep respome .... d CQrnpare with the
COIltinllOOS do:_<ig n do,... on the unaugmcnted plant.

s + 2f T

I'IS ) = - - - .

li T

I b I Augment tile plan l mood with ." ~ppr\l.il1lal ion of t~ ,arr.p1ehold (\ei a)" consisti ng
,C

U,e the zeropole mapping equivale nl emulation method,

De.<ig'l the anten , a coot",1 s)'stem "' 'f""'; ~ed in E \ampk 7.~ ."ith a .<amp!e period of
T= O . ~ _= _

7.9

Ill)

o." ,ign ~ discrete eo mp..>n<atioo f()l" the lntenna ,'OI\lfOI ,y >!cm as 'pe<.""ilied in E:o:amplc
7.2 " ' ilh a sampl(pclioo or T = 0.1 using a matchw po!e.,ero oqu;vale nt fortlle disc!'("t<
conlf"'n",-lion. Pk>l lhc ,tep !'("'JlOO'" and compare rise time an-J o"ellh""t " 'ith t~ of
the cominuous d.~ign.

d~in! \.IIl"npl; l~ perk.:!s. U ~ tke ma lch<'d poI~lero rntl bOO to obtai n tho: d iscrete
.um]l"<n.utlom. Comp J'" ttle do<i~n ,,;In the , ont ;nuou5 c~ .

~f()l"" do ;n!, the ~"OntinllOu.' do, ign. One: t!lot d( ;ign of th~ le-'" compen~tion is ~Oll\
plet~d. l'OOl;nu c wilh the di ",rete eq u;"a1em, h in Ptoble m 4. indudin~ the meth Dd of

R ~pcnt th e de~;!,1 for the ,.~Il;te au;t...oe l'QrltfQI of Problem..j but augment the pbm
with a Pad<: appr~ ximat iQn to the delay of T I~ " 'hidl i~ II} Iny. nultiply the plant n ansfcf
fUfk:tioo by

7.11

7.7

Design lI smg Trans form Tedmiques

an ~ectromagnet

A steej ball balanced by

Figure 7,38

a 'a mple pt riotJ of T ,.,

I) ,

~~,

.y~tem t)']l"< Jud .om:>p<l{lding error ("OII'tlm!".' What can be dnn" to

reduC<" tke stead y-Mate. 1TO< In" 'te p inpul'!

di >crete IJ~ c"O"'P"Il .....tiotl thai will Cut tit< <t ["adv ~latc clTO< ;n ha lf.

".p rpnn'" and cnmP"'"" the complele rt,pon",,' to Ih~ Ir311S;.m :md

slcady_.tate efT(lI' 'pec;ficatinn',

Plot tho

Iksi~n'

III X=

-/Il ,~

+ /t,'!. I I.

Ill.;: = t ,x + t,i.

ut

and dra" It>e tcont;nuoo rooI l ocu~ for

th~

,pe,-itic ations

lht ",mple P<'rioo be T = 0_02 "'" ""d wmput~ th~ pl ant di "r~t~ tran,fer
fUncli()O when used with a i'J.mplc.od zero -",dtr hold,

[Q . .

(el Design a digital conlT ol f()l" tile mJsnet;c le";m; un 10 ffi<'.1

" ~ 0_1 s<'C . ', ~ 0 .-4 >eC- and QHro;hon! ~ ~()<N.

(h)

(ll) Compule th e tra nsfer function from i

pf()JXlflic>na l fecdhac" i = - K_r .

\",Iues m, asurc d for a pan im larde, i<:~ in ttlc Stan fordCootrol, Labor atory arelll = 1),02
kg. ~' , = :!O .'1lm. k~ = O.-l t';'1A.

[j)

the d"'lromagnrt i, giwn by / 1X. I). h ;, found that

the magrlt1 fo,,. balance, llle gra .-ily f()fe. wilen me ntJllne1 CUfTcnt j~ 10 and tile b:<11 al
X .. ' !f we ,...-;te l = J,. +i .ndX = X" ~_raode,pand / about X = X , . nd I = l.,.and
t!>e 'l ncg lc\::1 h,gfto::rorder t trm~. ".( otJl.,n a h'lCar .p"ro~' mal;uo
w lll' re tn., fo rce on tM b all dlle

m",.,

7. 13 It i ~ pos. ible to .".pend a .leel b~lI l:>.:"" ing by me"". of an eleclromagnct ".' ~ CUfTent
i, c0<l1roll<d by tit< po~i 'ion Of 1h<
IWood"", and Melcher 11%t!!I, A .I cht-matic of
a J>(>'i.,ihl e ,""up i_' shown in Fig _7.38_ T he equation, of mot;,m are

(e)

u~; n g

DeSigncon'pen.ation u.ing Ihe ~ .planc ro01I""u, that w;lI r"';fIOnd to" "op ,,-ith a
r; s~ lime of ~ 1 ;.e,:: and ,n o.'~rsl>oOl ~ 5((. j>lotthe Ilep respollse"OO "<fif), Ihal
the "" pun '" meel, Ih. 'peciti"al;o n,.

(hi Whal is the

(II)

IJ + O.I~u+Jl

G(, I = CO-,-,,'c-C'C
is to be cItrolled ,,;th a J ;g ;1a! CO<Itroller

7.12 The p lan t tran'fer function

.. 7 Pr..,bkms 273

Chapter 7

,'amu.

limit,. u.i n! '~

= 0. 02 k g ~

Plot a j tep r!~ponse of ) o urde!isn IOaIl ;n;t ;ol distu~c. di~ pl~me:m O!I tM !>:Ill
and soc...' boAh ,r:md tne control CUTTent i If the >Cn!OC" c~~ mea,Uf. x o,'cr 11. ran g(
of o nl\' ~ cm , and it 1M alnplif,e. can pro, ide a maximum current of \ A. what i.
tne m';',im"i.." inil; .l di splace"" nt . "W) ... , that w ill keep Ih e ,'anables w';thin the,.

11.

~j g n

a PO cOI1 troller \(l achie,. a" <I f 5 5CC with no o,u-slloot.

De.ign a PID rom roller \[) mett the ~me spo:ci~cali<l<ts IS in part (a) and lhat ha,
zero ' te iffi~SIllle error on ronstant srades. What is t~ ,,<,Joci t)" con~tant of your
des illo ','

Se n..".

Gnrdc. G,

of the continuou s compen sation before computing tlie disc"'te equivalent. Plot th e
, tep , espon;c: and compare it wi,h the C<){1t inuous d~,ign's n 'JXlnsc.

1M Assume a sampling period T = I m~ and use matchej pole-zero emulation. If

)'00 wish, I"'" tun include" Fatk IIpprm.irnation to th e delay and do II rroc sign

PC s.ampli ng arKl use 1\ continuous co mpensatirn. Plol the S1ep respan'"

and eri f)" '.hal y"",r ~ s ign meelS the \po:c i~catioos.

(a) A.,,;umo

7.\ 6 For the dir.k dri, e ~adI\\'file head assembly <kscribed in FiJ . 7 .40. you are to !ksig"
a C<lmpensation tlLat " 'ill rC'S ult in a cl{)sedloop settling time r, == 20 m~ and w';lh
o,'Cr.hoot CO a step injXIt M. :::: 20% .

(cl

lb) Determine the ~peM error 00 a 3<,0, grade \i.e .. G, = 3 in Fig, 7.39).

ta)

7.1 5 Fort~ aut omot ,"t cl\li.e-<:<l ntrol ~~'SI~ln Shown in fig . 7.39. t~ ~m pl~ period is T =
0.5 sec.

Can this be J OhC'? Suppon )our an!".er w'i' h the differeoc. equation that would be
re<juiR<l and dio;.;u" the re quirement ' co impl ement it.

- 1)
0 (:)"' K, T,, - ,- _

(~

where the pole at ~ = 0 add. ro me: d<'tabilizing phase lag. It therefore J.ms that it
",,,uld be ad"ontlgeoo, to re rno'e it and to us. de,i, at;'. (o n.-ol of the f()tTl1

DI: I'"' K,.Tr>- T~ .

--

7.14 A di,;cme t~ sf:, [uocti"" for app'o~ iflUle den,'ali>"e control is

Ie)

(d ) PIO!

rom Iox u> of >'our des,s!! versuS m a~d di >cu" the poss;b;l;t)' of balan~l!\g
ball . of
maS!.!:S.

DeSIgn U,irog Transform Te.:hniqucs

Figure 7.39
An automotive
cru; ~-(O<'lt(o l system

274

Figure 7.41
A tethered sat e'lite
system

"'_od_'_"_''''':'c'___

figUf1! 7 ,40
A disk drive re~dlwlt(e

275

the<e

I h,...~

d.,igns with fe!.jX,.-tlO mee ting the tr.lll.ien,

pcrformanc~.

Do, : -pI 3ne de.ig n tn. lho.: .am.: 'p<'CiIXatio" and pi(\( il < sttp ,e spon.e . Cnmpare

Senso.

,.

Pmh lems

Ie)

_ _ _ T.ther

Dc' i~n compe ns ation for. the ')'!;t<m u s in~ the .",n""rl\) that ~"" ",Iected in pan
1M so that II ha~ a 2-St1: n., " ri me and equ i\,aJ. m closed loop damping of <; = OS

Ib ) Supf'O'e it is po;t>\b lc to "'ca, ~,.., ~ . and !] a, well "-' e, Sclttt the , 'anablel') nn
which you \\oold like to p l.:K"~ a "..n sor(~) 10 t ugmen! tlk: Ii feedbock.

(a l I< it l'05, ible to , t~bi liz~ this 'r'lem with 11 fdb""" to a PI D commll~'" SIIPJ>On
you, an " ',er with a TOOl Io.: ~ ; urgum<nr.

7.17 Th e lclhere<i ' "tell i t~ '~.1em >110" n in Fi ~ . 7,JI hI< 3 movcable t~th., allochment point
'" lhal .t()f~Ue! cln be produced for al titude ,"()ntrol, The bloc k <liagram oft"" sy'l~m i,
'ih(m'n In FIJ:. 7.42, NOI~ thaI the integrator ;n tho.: ""maw r bloc~ indi<;3tes ~h ~l a ~O",l;mt_
"olt .g~ command 10 the ""'omot<.>l" will pmduce 3 COO Stant "~l"';t' of lhe on :..chmc nt
po int.
.

I ~)

7,-

automatic COniro! syslem

An I?Xca " HOf wi th an

Figure 7.43

Gil '

"'"

"" ' e< + 10)4.<' + 1.2. + 1.l.I )

.>0',,""-...

The co mpe",....inn i., implem. meo.! in J CQlltrQI computer !-IIm,ting al " "" 50 Hz _Old i'
of lhe form DI: ) '" K it + Ii. , I I - ~- ' ) + K,II - 2:- ' + ~ . :)J. The ""'ill llO')' 100"
in Gi ll .ri~ fro m the compressibilil Y of the hydraulic fluid ("j th s.omc- enlraincd ai"
aOld i , onen ",feruu to a, th~ o;r-mu .......

"''""-'f.

1.111 lbe ewa,.tOf SMwn in Fig. 7.H ha~ a seno.or m~a\llfing th e ,"",~Ie of th e ., tick "" pm of
a comml ')"'temlo cont rol automatically the mmioo {J ft hc- ooeket ttuough the earth. The
"'n<ed 'lic k angle i, t{J be u-oo to d.tcrmino Ihe co ntrol , jgnal to Ih~ hydrau lic OCtu aTOr
mo-. ing the , tid. The schematic d i a~r.l m fOf thi, ~(Jntrol ~)',:em i, shown in F;~ 1A.l.
Gi l) i , tre system tram,fer fUOCM n ~ i 'en by

,\I _

rnorno,,! on <.l101I;1'
<.la tlit . a11itoo.

6 diipliccmenl of lethel iU Khmcnt poim

To_ mher ! . n $lo~

L---'-------JI-;:,,":J,
(" 1----- ?

De>i gn Csi ng Trilns:,,,m Techniques

7.42
liiagl3'1l fOf the

Chapter 7

tethl'rli"d so lei .Ie system

Bloc~

F j g~re

276

f igure 7.44

excavator

the CO<1 uol ~Y!>tem of the

Schem atic d~9[am for

Det , rmi ne
com rol .

th~ high~, t

1....1

il, - ttl. i,

277

>t ah; li t~ ~ ounJary!

for PO I K, '" 0)
-

at Ih' siabil; ty b<Jun.dat)) for proponional

K pv"ibk ' ;.c .. at the

~si ble ( i. ~ ..

,rxl = T

(=

Problcms

tr4 n,f~r

~";n

and phH;.e margin' wilh juS! Unil)

func tion

+ JOII '- + 1.1, + 1..14)

''''''

7,18 wi th

feetlboc~

Pi ol ,I><: Bode plOl for this . p t em and d".i~ n a lead ~OInl"'n\.ation to hal" a phl ~
of 50 ano.! a cros .. " cr "', ,. of 1.0 radl.,",c. flOl the SICp response and ,\Ol e
the Il~ ti me ano.! o\ershool .
mar,i ~

=.

G I. )

= - -'-' - .
.1< + '"

\\" ;thsample p:riod T '" 0 .3

design a o.!isnctc compenlOlt;on to g;I" 50 pha ,;e
Inat&in and "r'-""io,",,, '" = 1.0. PlOI lhe ' '"P re,pon~ and cQrnpare Ii,e ' ime and
(J\mtt<:M "irh lite e()l!ti'~OO\IS desi~ n .
7.21 Rlr a ,y""' m g i'.n by

I ~!

(b ) With >;<mple perind of T '" O.~ 5. d~'i ~ n l di<a~te compe n.,alion 10 gil' 50
pha~ m~in and CloHOWr w,. = 1.0 . Plot tl><: >I ep rcspon'" and comp;ot"<' Ii~e
time and mershoot with Ihe continuou s d.~i,!!ll.

(aJ

7.20 ,\ s imple model Or" .~aldlite ~ltilude ~ontrol has tx transfel fu nction 1/.1: .

I b) Wilh .<a ,npk ffl'q~ncy f. = 5OfI ~ , d. ' ign ' di'iCrete control!cr lO meet Ihe same
<peClfi calion , gi, 'en fur Ihe contin uOlJ' c ... .. PIOl lhe Bode plol o f tile- de,iS" an d
verify that the sl"'ci licat ioll.' are mel.

la ) Design a roml"'n ,ation that " ill gi" c a pita", margin of 50 . a 8ain m3rg in <u
m(mu r~d at lire rr.lt>flGIIU "..,,~ of al leaSI 2 a nd cn)'\.>o,'er of at lea'i w" 2: 1.0
Plot Ihc ' Iep rt ! pon;e o f the .. ~u lling d.sign and lIOIe Ihe riS<" lime and tho:>
o,ershool

plo! the Bodt plot and lI"I<'a\ ure 11K-

J i5

Probj~m

GI')=

7.19 For th e . , Ca,amt descrilx'd io

Id) Detmn inc thc hishest K po~;;.i b l e ( i. e .. 31 Ike slab ilil Y OOu 'Kbr)"! for PD plm
.lCC<' leraliQll I K: -=I- 0 I conlrol.-

Ie)

Ibl /)elermi"" the higt>o.t K

<"QIIl rol I K, '" K, '" 0 ).

,,hen/!. is a unit ramp .

(al Sh",, lhat the Ste adYMal ~crror.

T-O.02 .. "

" - ~~I

77

278

Chapin i

[)(:t~rm ine

[)Q 1\'"0 d~,ip,,_

+ Bs + 1)

<II '"

I mllSI
be

bel<)\\

(a) De,ign 3 continuoos compensation to metlth e specificatic-ns. Ifposlibl . uep II",

pll"r.e aoo-'e - ISO ,0 tile '~'Slem ",i ll not be <'on d iliona ll~ $tabk.
(b) Oesip\ " dis,rele compen~atioo fort"- .YSlem with lh. lo.:"t'<ampling: freqClCn"~
p!, i\)le. A ~riu will be ~i\'en 10 the 't\ldcnl who obtain; lho! lo"est !amplin~
freq uency with. design th'" meets tm: 'f"Xitkatioos.
I(I Ploc the ~n<i ti\' il) of tho: digital dt5i~ n arid CO"'pll IC ,II<. \eclOr gain "'''gin.

'" = 0.005 mu." \I( aoo\'e :Kt arid Ihe gain for frequen cie, abc'e
O.S. The pIl.~"" margin mu<1 be 311eht 15 '

For lhe p.lfamcte." K = 0.05 and B '" 0, J pl"t the Bode 1'1 ,'1 arid indicale I"" p in
aM pha~ m'lrin <. For performance tr;Kkin~_ t"- "P"n lOOfl gain fot freq uen<.;", b"k.>-.,

Gh/ = K , .
nr

8,< _ I
'

7_2.3 .-\ get>eric mechar ical co ntrol prnblem is that of lwo !l"".<"'~ coup led b)' , li gh tl ydampeJ
fie~ible SII\lClure. Witll amplitude;md time seating. tile nxxie l Carl be reduced to

tal

a V(~I ".,ing ~mulati"n with Ihe mmcl'k'd pol~-zero 'rlapfl ing 'e'hn i",,~ .
0",," for T = 100 msa' and ()tle for T = 2S1 t m""",
Ib) Repeal jXil1 tal u ,i~ lhe ~-plane root loc us tn~lhlKl fo, lhe l" (} sam!'l. penIx!'
te) Simulate III<. dosed_)oop >}'~Icm relp<lm,e 10, un it . Iep " itll Ihc O(~r , obIainc d
i ~ pan, la) md d. ). l :so: Ihe discre te "'jui,'oknt of the pi",,! in Y(lUI calculalion<
Compare tt\( fOUl Jigi tally contm lkd r,-,p<l<lS<:. "ilh Ihe original spe.:if",.. ion.
E~plain ~ny differences lhat yoo finJ.

< 15<:1. , nd 7.em . ,~ad)"- >I a, ~ e",,,, to , ~lep cummand, [111m." C~ llcd tho! plant p(l ie al
= 0,'- " ith a Cl)!llpen' alor Lew; a [roll\l-dt. dosed-loop .' !'tem "'ill result . mOll.: i"J;
the tf~n,knt "".poo", c(lmp-.ui>on belween e,'pcrim.:m and th "~' m",h eaIOe'.1

C'-'I: - -'- , .. + 0.41

pre~dcd by a. ZOH ,u Ihaul>e rMpono;,: ha. a ri", tim.. uf appr.uimntel) 0.5 'ICC , ow,.,ho"t

7.22 Ot-.itn ~ dig ital (ontroller f(l,

fUfI<;l ion,

.x,l e"~ i"" 1"- cOidiliuns

"'hi,h Ih~ K., of In.. conlinUOO~S)'lcm i. ;lppmslm~ld\
equal 10 I h~ K. o l lhe ')Sl ~," p~nkd b)" a ZOH and ,cpre.. n~d b~' i" di,cretC ,r,,,,I-":,

uoo.,

Design L;"ing Tran.sf('lrm Techniques

Perspective

on

Stat e-Space Design Methods

279

In Chapter I_ we d iscussed how to des ign digita l con trollrn; using tran sform
techniques, meillods nol'o' commonly des ig nated as "classical design. " The go al
of thi s chapter is to solve the identical problem using the state -space fonnulation .
The difference in the two approache, is e ntirely in th e des ign method; the e nd
result. a M"t of difference equat ions providi ng I:cntroJ. is ident ical.
Adva nt ages of th e state-space formulation are especially apparent when designing contw llen; for multi-input. multi-(}Ulpul (~-IIMO) syste-ms. that is. those
with more than one control inp ut andlor se nsed output. However. state-space
methods are also an ai d in the design o f controll.n for single-input. singlt-output
(S ISO) syStems bccau>c of the widespread use of computer-aided con trol system
design (CAC5D) too ls. which often re ly heavily o n thi s system repres entati on_
Chaplers 4 Oltd 5 hOlve already demonstrated the ;;dvOlntages o f lhe StOlle-space formula tion in using CACSD packages for the computati on of di~ret~ equ iva lents.
State-space me thods also offer advOlntages in the stru ctu re for co mmand inputs
and disturbance e stimation. In thi s chapter_ we will limi t our state-space design
e lTorts to S I50 controll ers. similar to those found in Chapfer 1 with classical
methods. Tedl11iques for MIMO des ign are discuss ed in Chapte r 9 .
In Chapter 7. two basic methods were described: emu/arion and direct digira[
design , The ~ame two methods apply to the state-.' pace fonn ulat io n as well. Using
e mul ation, or.e would design a contin uous controller using state-space methods.
then transform the controller to a discrete form by using one of the discrete
equivalents h om Chapter 6. The discussion of the method and its accuracy in
Chapt er 7 applies equally well here. Funhermore. the deve lopment in Chapter 6
used both classical and st ate-space system descriptions in the comput atio n of the
eq ui valents. There fore _ no fu rther discussion of emulation is TC<juired, and we
will concentrate so le ly o n the di rect digi tal design method.

Design Using State-Space Methods

y = Hx + lu.

(811

(8.1 )

'r"

(/'.
= f~' ,l"d~G .

$,, (k) + r ulk).

Jhlk l + luCk).

18.-"1

18.:'1

App"ndi~

In ~ tAn ~6 4. GIS ' ... ",Id be "'p"~",.d b~ I num.d~nl an~ ,be t !2~
F.

sysC == ss(sysTf)
fu ... ion ~ ""IJ b< \"\,,~.d. S...

We can easily tran,fonn between the classical transfer fUlction of a cominuou<;

system. G(l) (repre sen ted by sysTF in MATL\8). to the state-space continuous
descript ion by the M ATLAB script I

where

y(k)

x(k+ 1)

We assume the cor.lml is applied from the computer through a ZOH a~ ~hown in
Fig. 1.1. Therefore. Eqs. (8 .1. and (8.2 ) have an exact dis~rete representation a~
Bi,en by Eq. (~.591

and Eq. (1 ..2 ~

~ = F,, + GII.

In Chapler 1. we saw Ihat the state-spac.> description of a con tinuou s system i..
ghen by Eq. 12. 1)

8 .1 Contro l Law Design

the n de sign of an estimator to reconsttuct the ~tale g i,en a partial me as urem ent
of it. Section 8.1 co,cr.; the di~cret c control design while Section 8.2 cover~
th e discrete estimator design. Section 8.3 puts it together into II hat is called the
regulator and Section 8.4 di scusses the re lative mcrit~ of the various ways of
introducing the reference input command. Section l!.5 prc!i.tnTS how a designer
builds an integrdl control fe:l1ure or di sturbance estimation. and how the) nccomplish similar goals. SCI; Tion 8.6 discusse, the limitations impo.' ed by delays in the
system nnd how to minimi ze the ir effect. The chapter concludes in Sectiun 8.7
with a discussion of obsenability and controllability. the required cond itiOn<; fot
the design to be pc-ssible.

As for the continuous case review ed in Section 1.6. desig n using stale-spac~
inl'olves separate d;>~ign of the conl rol assumi ng all stat e elements arr a\'ailabk.

Chapl er Overview

estimator

[]

'.,
'

(8.5 )

~-transform

nob,1O rh,,,,

d,,k.;~, ..ut>;.,,, .. .<"" . ...,.... ,<r .....

(8.6)

"" ... ""'~ ..bI)

tiL", be ",rm Nim,,,,, "much 1110", J~.crirl"c of (II<" iu .... ;.", ~,~" .."",,,, ... imrl .~'
di"" ""'""rt""'"'. In {hi. ""'k 'n< ll""rnl ,... im.u"' ,. "",J but lh' .. oder o~n 'hin' of 'be "' nth

fo~t

rKx lkl .

(: I - $ + rK1X (:J = O.

of Eq. \8.6) is

$,, ( ~) -

no. t "~r",,"'" I L" , .N,r~r 119bOil ,"''''''''''I ~

Therefore the

x(k + IJ =

Note that Ih i.~ struc ture does not allow for a reference input 10 th e sy ~lem . The
topology th3t we used all through Chapter 7 (Fi~ . 7.5 ) always included a reference
input. y. The cont rallaw. Eq. (8.5). ass umes that r = 0 and is. therefore. usually
referred to 3~ a regu lato r . Secti on 8.4 will discus. how one introduces rderence
input s.
Substitut ing Eq. 18.5) in Eq.IS.JI. we ha'c

One of the attractive fealUr~ s of state-s plice design methods is that the procedure consists of two independent steps. The firsl ste p </nu"It'j that we hale all
the state ele ment l at our dispo~~l for feedbac~ purposes. In genera l. of C() Urs<!.
thi s would nOt be a good assumplion: a prac tical ~ngi neer would nol. a.~ a rul e.
find it nece;sary to purc hase such a large numbe r uf ~ensol> . especially becau~
he or ~ he kn ows !hatlhev .....uuld not be needed u ~i n (! c1a.-,.ical design melhod~.
The assumption that all stat es are :w<lilable merelY-Jllows us [0 p;oceed with
the first de~ign step. namely. the comrol law. The remai nin g ., tcp is to design
an c.timator" lor obserler'~l. which esti rl'lat es the entire s t at~ vec tor. give n
measurements of the pon ion of the )tate prolided by Eq. \11.11. The fi nal control
algo rithm will con~ i ,t of a combination of the control law and the estima tor with
the contro l-law calculations based on the estimated stat~s rather than on the actual
~ tates. In S~cti(ln 8.:' we show tha t th is subl:.tilUlion is reasonab le ;jnd that the
combined c~ntrol law and estimat or can give closed-loop dynam ic c hnr<K:teri~tics
lhat arc unc hanged from those a~~lIme d in design in g the control law and estimator
separatel y. The dynamic system we obtain from the combined (unlrol law Jnd
estimator is the s~mc thai ha, been previously referred 10 as compensation.
As for the c011linuous c~'iC. !he control la\\" is simply the feedback uf a lincar
combinatiun of all the stale e1emenb. that is

sysD = c2dfSysC T)

where sysC contain~ F. G. H. 1. Provided the continuous sy,tem i> preceded by

a ZO H. wr can tran~fonn to th e discre te mOOe!. (f) . r . lI. 1. lur sysDJ with a
sa mple penod T. using the 1-1ATLA8 .'\Cript

Example 8. 1

8.1.1

characteri~lI("

U - l + 1"KI =O.

(8 7)

equation of th e ,y,tem wi lh Ihe hypo/heli.:al control law i,

.1 Di\(:~I'wn ~f h"" ~ .. '01<-1:1> pole I<>..... ic "" ,,'. ,' "" ,,,"W ifI SeelOOlI ~.6 (<or ,tic ,""",in""", "'" aooJ
" 'ill OC<"\lf It.oooh It.. roll"" in! <A.", plo. ,00 in Semon 8..' fcor to. di <.cK1< co.,.. Th<- 'e'u\:' of ill<
, prcificatio" di>C""'011 '" C~ ap!" 1 can . 100 "" u,..c '" ,!>"cify P'~"

=.

Doi:sign. rofltrollaw' for It.. -"lI eni", alli mde_co nlrol '~' I em d.:s..'ribod by Eq. (447). Pid lhe
~ 'r'ane ~ ! of (he cb~d-Ioop chara=(~l i" ti<: equaliOll 0.0 Ihal Ihe ~~i"alenl $-plallC TOOl'
ha", a d""'pi~!l ratio of ~ ,. (). ~ and real pan of 1 ,. - I .S r:ldI )e( (i,e . .f , . -I .S j J.1 ~
radl~c ,. UI<' a I .mpl~ p<'rio<l of T" 0. 1

Pc'],' p!a,:..,"r~!}"r 5~:dji l" :\tI ;W,j,- 0 ",/",/

Equali ons (8.7) and (8.8) are both lhe c haracterisli ~ equa:ion of the controll ed
system: th erefore. Ihey mu~t be idenl ica l. term by term. Thu ~ we see that the
required elements cf K are obtained by matching lhe coefficien ts of each power
of: in Eq. (8.7) and Eq, (8.8). and there will be f! e\ju miom; for an II1h-order
syste m .

Ihe des ired conlrol-: hamcterist ic equation is

The appro ach we wis h 10 take allhis point i~ pole placement: Ihal is. havi ng picked
a controlla", with m ough parameters 10 influence all the closed-loop poles. \\~
will arbilr.lrily SClcC1 \hc des i~d pole location s of the closed-loop sySte m and "Ce
if the approach will work, Although this approach can often lead 10 trouble in the
de sign of complex ,ys tcms l,;ee the discuss ion in SC{;tions 2.6 and 8.3). we UM: it
here to illustrate Ihe power of full slate feedbuck. In Chapt~r 9. we ""ill bui ld o n
this idea to arrive at a more practical design meThodology.
The control-law design. then. cons ists of fin di ng the elements of K so Ihat
the roots o f Eq. (8,7). that is. the poles o f th e d osed-loo p system. are in the
d e;;i red locatio ns. Un li ke class ical desig n. where "'c iterE ted on paramelcn; in
Ihe compen,ator IDJping) to find acceptable c1o.s.cdloop DOl IOC31ions. the fu ll
state feedback. pokplacement approach guarantee s success and a llows li S 10
arb itrarily pic k an} po le locati o n. providing that II pole! are specifi ed fo r an
II lh-order s)'ste m.
Given desired pole location <;.' say

Pole Placement

and the

mo6<-1 for Ih i'

or Eq

T'I2 ](K

IS.71 for any cnntmllaw K 1...1> I~

~ '-1 .6~ + O . iO ,. O.

: .o,n
T - ."., llnI I>OfiOOl

... <011".1 .0<10

11 ..,;nwor ""'''

, - pl. o< 1o< 1~' tooU of ,.,... ... , ~ ..,d w.

, - --1".... 0 i .... vT"=""F

,,"

Des fee foot Iocat oos to( sate:lite altJlude-cootroi system of Eocampl es 8.1 and 8.4

Figut(' 8.1

",'

lhe d i".;r~l~

<),(~nl

i,

Cu ntwl Law Dcsi,l!1l

283

'
18.10)

18.9)

r' " 'ilh a ;" mpl~ pe.io.l of T '" (l, I >(,'. '" li nd ' hal J = - 1.8 } 3.12 radl<~c
10: '" I). ~ jO. ~.5. a.< soo"n in Fig . 8. 1 The OC.' ; r~d characteri' lic ",!uatiu n i, lhen

""mplc 4. 11 . oowcd Ih ~l

and the e\"lu~l iu "

.r:m ~)3\e'

L'~ itlg ; ,.

5<;olullon.

8, I

Chapter B

De~i gn

control unoniul form

284

=10.

K, = 0.35 = 3,5.

[i l

H< =

[b ,

K I )~~+(lIl

+ K): + ta, + K;Y =0.

: J + O'I : ~ +O'~:
+0' )

= O.

Thus, if the desired pole locations resu lt in the characteri stic equation

~ J + (a ,

By inspection. we find that the characteri stic eq uation of [-q , (S.12) is

(S. 12)

(8.1 1)
Note that fro m Eq. (4,15). the characteristic polynomial of this syste m is at::) =
~ ) + a l ~ ! + a~.z + uj . The key idea here is that the elemc ~tS of the fi n;t row of
$ , are exact ly the coefficien ts of the c haracteristic polynomial of the system. If
we now fonn the cklsed-loop system matrix~, - r, K. we fin d

r, =

Th e cakulatio~ of the g ain s u,ing lhe method i11u ~ t raled in the pre\' io\."
exa mp le become s rath er led ious when th ~ order of the system (and the rc for~
the order of the determinant 10 be eva luated ) is greater than 2. A compu ter doe.,
not solve the tedi um unless it is used to penorm the algebraic manipulati on.'
necessary in eJlp anding the determinant in Eq. \8.7) to obtain the characteristi c
equatio n. Thercfon:. other approaches have been devcloped to provide convenient
computer-based solut ions to this problem.
The algebra fOJ fi ndin g the specific va lu e of K is especially simple if the
system matrices happe n to be in the fonn assoc iated with the block diag ram of
Fig. 4.S(c). This structure is called control canonical f)ml" because it is so
useful in co nt rol la"" d ~sign, Referring to thaI figure and taking the stat e elements
as the outputs of lhedelays (:- ' blocks). numbered from the left, we get (ass uming
bu = 0 for thi s case)

fT

0 . 10

c"",fficiem, and enluatoxl for T = 0 I "''"

T K,

+ (T ' ( 1 )10. , - 2. = - 1,6.

IT '{l)K , - T K: + 1 =0.70 ,

th ~

K,=

which au easil)' ~h'f~ for

"'l ualion~

Equali ng cnefficiems in Eq s, (8.9 ) and 18.(0) with Ilke plwe" of:. ".,.obtain two,imultane-w,
in lhc IWO ynKnOwn elemcm.' of K

Usmg Stal e-Space Methods

8. 1.2

II I '

K., =

0' , - II,

(lUJ ~

o.

and explicitly exhibits the cri terio n for controllability: No e lelll~nt in 1" can be
zero. If any r c lcment was 7ero, Ihe contro l '.\"OIlIJ not influence thm normal
mode. and the associa led , t ~ tc would remain unco!\!rolkJ. A good phy.~ical
understanding of th e , yStem being co ntrolleu usually prel'ent s any attempt to
desig n aconl roller for all uncontrollable ~ys1 e m: however, there i, u mathematical
te st for ctlntrollabi1ity applicubl ... to any sys t ~m de scri ption. which ma}' be an
additional aid in di scoveri ng this condition: a di SC1.lssion of Ih i, test is cont ained
in Section 8,7.

(S.1 4)

are d istinct. the n Eq. (8.3 ) writte n in th is way (normal mode o r JorJan canonical
fonn") bcco m~s

1: 1 - <P l =O

Th~ fi r.;t que,t ion thi s proc~s., mi se <; i<; existence: Is it a lways possib le 10 find an
equ iva lent (efl, . r ,) for arbitr:lry ~ , r ) ~ The answer is a lmost alway s ''Ye,:' T he
exception occur.; in ce rta in path ological systems. dubbed uncontro llab le: for
which no cootrol will give arb itrary pole loca lions. Th ese sys tem.s have certai n
modes or subsy,tems that are unaffected by the co ntrol. Uncontro llabih ty is
beSt exh ibited by a realization (rel<X"tion of Slate e leme nts) where enc h Slate
elem~nt represe ntS a natural mode of the system. If nll the root.'; of the open-loop
charactrristic e<..juation

Cont rollability

Conce ptuall y. then. we have th e canonical-foml desig n m~thod : Given an arbitrary ($.
and a desired chara ,t~ ri stic equation (it .:: 1 =
we COn\'crt (by
redefinit ion of the state) (<P. n to c ..m trol fo rm (4),.. r ,) and ~ol\"C for the ga in
by Eq. (S , IJ) , Because Ihi s ga in is for the stale in the co ntrollorm. we mu ,t.
finally. expl"l.'s,; the re sult bnc k in tenns of the original st:l1e e le ments. Thi., method
is som~time, used by CACSD packages becau'>C of the nume rical ad\'antage~:
however, the tran )fOnTIation is transpa rent Il) th ~ d~ ';gn er. who ge nerall y prefers
to lise a state defin ition that i~ re l ~ted to 1he ph y s i~al ~y.,te!tls dtaracteri sti rs ,

K , = CI ,

then the necessary values for conl ro l ga ins arl:

[k~lgn

Usmg Stale-Spa ce Methods

(o ntrollilbility matr;x

coefficient~

o f the desired

charactcri~tic

(lUi )

equa tion. that is.

Tbe ~I.~nn S"1tement~

I. B-+-i ~ . 2S; . B' .25J

D{~erl P hl, Gam ,:

p"

K"

Gam ", [T1f2: TJ

Phi " [ 1 T:O 1)

T" . 1

Sotutl on.

Design" coom, ] la" fur Ibe \alellile at1 itllde-c,mtroi '}' tem as in
~.pl arte cwdloop PO~$ at ~ = 0.8 )0.25.

Exampl ~ 8.1. PI""e tho

The controllability matrix, C, mus t be full rank forihe malnl( to be in\'cn ibl e and
for the system 10 be c ontrollable.
p lace IKautsky, Nichols. and Van Dooren (1985)] is bes t for hi gherord~ r
sys tem s and can handle MIM O s ystems. but will not handl e systems where the
de si red rOQ{s are repeated.
Note thalthcr.c fu nctions are used for both the conti nu ous and discre te car.c~
because they sol\'e the same mathematica l problems give:! by &is. (2.37) and
(8.7). The on ly diff~rence is th at the desired root loc3tion~ arc in substantiall y
diffcr~nt locati ons fJr lhe- jplane and :,plane und thm F. G have been replaced
by <II and r ,

where the il', 's are tbe

(8,16 )

where C = [r 4lf ... 1iscaUed the controllability matrb , n is the o rde r of the
sy~tem o r number eX stale ekm ell\S. and we substitute <t for z in il', (: ) to fonn

MATLAIl has two func ti ons Ihm perform the calculation of K : place.m and
ad:.er.m. Acker is ba~cd on Ac kermann's formula IA cke!mann ( 1972)J and j,
~atisfa('tory fo r SISO sy$lem.~ of order I~s s than 10 and can handle system~ with
repeated rOUl'. The relation is

8.1.3 Pole Placement Using CACSD

Chapter 8

A(kerman n', formul"

286

Exampl e 8.3

Com rol Law Design

287

.. er.

an ~ "

--- +

0
0 ,0036

0
0.91
0
- 0.091

1
-O.~36
o

0,036

"

J
J = 0,

,0

sysC " ss(f,G,H. J)

~l AnAB

..: rip'

fate Shou ld be 15 rddl.cc " 'hich tramb., 10 appro~irnalely T = 0.-1 .eel.

0 .091

,
-0.036

l' ]'

[+
sampl~

"

(a) All poles 11 Z = 0.9 . tlx:

The

IJ
=
.t

From Eq . (A 171" 'e can "'rite the stale,spllCe descriplioo 3'

at: = 0,9 jO.OS. 0.8 JOA.

Solution.

(b) Pk:k the pole!

fa ) Pi<:kallthepole,at: =0, 9,

n~a.u",men'-

D.!sisn a cootrol lalli for tM

dou bt~ mas.-spring spkm in Appendix A.-I usin):; d as the

Thi s syS tem is rep<e$enlal iv. of man)' 1)'Stem' whe", tlterl' ~ SOOl{' Hnihilit}'
between tlx: meal~red OIltl"" and eomro) input. AI,ume tbe "'Ionan l mode lial a f"'q""nc),
w = 1 rldi.l . oo damping' = 0,02 and ""lecI a 10: I "rio of tho 1"<) masses. T "eparametef~
Ib'at pro"iok these charocl~ri.'ilk. are: .w = I kg. m = ('.1 kg. l> = 0.0036 N.\eelm. and k =
0 .09 1 fo;lm. I'kk Ibe s:lmple u te to be lS time~ faller than the "'.1 0""""" and sl'Krol' tite free
""ponlot 10 an initial cood il ion of d = I m for tw... n!;e"

Pole P!<1,:('m .. r'{Ior(l " r~O, dcr S-"it<'111 with ~t'\n.'l!I

A mo re complex system demonstrates the kind of difficulty you might e-n

counter in using the JXI1e pl acemen t approach, The specific difficulty is brought
abou t by the nece ssity to pick II des ired pole hxations. Where should the higher
frequency pole s be picked? The system spec ifications typically help the de signer
pi ck onl)' two o f the desired poles, As discussed in Sec ti on 2.6. it is he lpful
to move pole.> as lillie as possible in order to rr.inimize th e requ ired amount of
control effort and to uvoid exciting the system an y more than ncteS \.(lry. The
following ~xampl e ~pecifically illustrates how a poor choice of desired poles
can cause an undesirable response. and how a wise choice of de sired poles can
drastically improve the situation.

same

result in K = (1O.2S J A875J . The di(fe~nce beN'em tlx: .... "31"" s arod tho >e Mlown in
EJ.ample 8.1 ate due to round-{)(f error in the hand calculation. place wQU ld b.a\'e gi'''" tho

8 .1

C h~pler B

poles all =
0.9 jO,OS, 0,8 {J,4

in

p in

K= (O,6W

Ih~ fe~dback

p "

[.9+r' ,05;.9; ' ,05;,8+i' .4;,8; ' ,4 )

jO.OS. O.~ j OA . ...... modif:.' Ih. !-Cripr aoo'"(: with

,l

tS

Tim<-I ..-c,

20

"'.{lIJ1. y

- - - control, u

,c::=============

10

,b(

"

- M .-I5 O.1Bj ,
~n

productl (h. dos ~l00p fespons~ fOf d(m = 1 m. sho ..... n in Fig. B.2Ia), It exhibits a
respOns.e th~( i . m:lrk large r thall Ihat of the in irial condirion. bo;r thoe rim~ .haracteri,tic,
arc consistent ",il~ lhe s..-1e<:led peM s,

y " in tial(s~CL,XOI

Xo,,(1:0:0:0J

$'fiCL" feecwcl::(" " sysD, I )

1M For the desired poles ~t: = 09

'"

-O.6~ 1

pla<e C.mKll he IUd for ca..e (a) because of ,he repeal ed rootl. For the n::.'ponse to
initial condition. ( ~script

,~sull \

"=ac~e((phisam.p)

[phi. gam.H.J[ = ssd ata(s'fiO)

p" [.9; .9;,9;.91

S'fiD" c2(!{:.ysCT,'zoh',

Design Using Slate-Space ~Ie! hods

Ini lial condition rl.";pom~

for b:ample 8.3;
(al desired poles all at
1 = 0 9. and (bl desired

Figure 8.2

288

Q,56R

0.9(8).

<8.191

289

So we see ,ha t the mec hanic s o f computin ~ the control law arc eas y. o nce
the de~ired pole locations arc known. The tric k is to pick a good set of poles! 'llle
de signer should itemte between pole selections and ,orne other system eval uat ion
to de termin e when Ihe dcs ign is w mplete. SySte m e\'al uatio n might consi5t of an
inilial-condi li on ti me response a, ~ h own in th e examp le. a step response. steady"
513 te errors. gain and phase margins. or the en tire frequency.response shape. Pole
placement by itself leaves something 10 be de si red, Bu t it is usefu l as a desig n tool
to be used in ~onjunetion with th e other design methods discu~sed in Chapter 7
or as a part of an optimal design process that will be discussed in Chaptcr9.

The eomrol law designed in the last section assumed thm all state cit-ments were
a~a il ab le for feedback. Typie311y. not all e le ments arc measured: th erefore. the
missing portion of the Stale needs to be reconstructed for usc in the control law.
We will first disc uss methods to obtain an estimate of the e ntir~ state given a
measurement of one of the Stal e elements. This will provide the missing c le ments
as well a;; prO"ide a smoothed value of the measure ment. which is o ften COtltaminat ed with mndom errors or "noise." There are IWO basic k inds of est imates of
the state. x (I.-): We ca ll it the current estimate. ~o.:). if based on measurements
.1'(1.-) up to and in cluding the kth instant: and we ca ll it the predictor es timate.
x(k). if based on me as urements up to "(1.- - 1). 'The idea eve ntually will be to let
II = - Ki o r" == - Ki. repla cing the'tnr e Statc used in Eq. (8.5) by it. est imate.

8 .2 Estimator Design

controller pole selection

- O,;!49

ESlim."Itor Design

which prr duce! lhe rcspons.e to an iniria l coodi rion. d = I m. .nown in FiS . 8.2(bj. II
exllibiIS ",,,,ir le<.S rc.pon-e 0( d ""ilh !lO iocrea\(' i~ m lllfO] elTon. al lhou~h Ill.: n::wnJnl
mode os< il1atioo~ did infl""",~ (he n::'pon,e .... ith damping cOn>isten\ " 'illl lhe pol es
~lcCled. ! be pri mary f~a)On for the , up:rior re'JlIst' il Ihar the m.: illamry mode "'"'
nOI chan~cd sub"o"tially by It!<: cOO lro!, Th'o ofthoe st'kctcd pol", (: "" 0 .8:1:- JOA I ha"e
a nJrural frequency .... .. I r..uts<:c with a dampinX ( ~ 0,2. Therefore. Ihe ,'omrol i,' nO{
atlcmptin~ 10 chan~e the natur~l f!'O!<jllellq' of lhoe re"",ant "'ode al all : fatt!<:r. rh ~ ollly
ta.,k for til: conlrol in moJifying thi< pol~ i, 10 in:;reas.e il> damp ing from (' = 0,02 10
( ;: 0 .2. Sir.;. the mode rema ins hgblj~' damped, its oHill~lion' :lfC >lill "isible 00 thoe
OllipUt. 'The selected poles aI : = O.g jO.O~ aFree: the 0\'C!~11 lflOIion " frhe .\J.l ltm "I1 d
their placement i\ Ie .., critical G.!nerall)', pole seltions ",j rh a damping <; ;: 0.7 gi'. a
bencr balance belwun ~)'.'lcm fC' pons~ :md coo ilol ~.<agc. The control i, dearly milch
more cfl'ccti,"(: ....ilb lhoe de.ired pole locations,

K = 1-0,458

8,2

Dt~I&n ~i ns

Slate-S;

~lethods

Opl>nloop ~I malor

+ Il =
eJli tk)

+ r uCk).

w.:

(&.20)

(8.2 11

+ I) == eJlx(k) .

hac"

(8.22)

"Ill

itO )

Model

0.'

PI ~ ftl

."

x{k + I) = <Pi(k)

+ r ll ('!;) + l , l.r (k) Hi (k ).

(8.23)

Thus. if the init ial \'ulue of x is off. the d ynamic s o f the tsli mate error are those
of th ~ uncompensated plant. ell. For a marginally sta ble or un s13b!e pla nt. the
error will ne\'cr dec rea5C from th e initi al \alue. For an asy m~o llcall y stable
pl ant, un initial ellor will decreas.e only because the plant and esu male wl ~ l .~)\h
apflfoach ze ro. Basically. the estimator is running ~n loop an d nm ut lll zmg
any continu ing m~asure mems of the system 'S ~hal"lor. and we wou l ~ e ltpeci
that it wou ld d iverge from the tnuh , Howe\;u. If we fe !d
the difference
between the measured ou tput and the estimated output and conSiantl y correc~ the
modd ..... ith this error signal. the dh'crgcncc shoul d be minimi 7.~d . The id~ a IS 10
COflStruct a feedback system around the open-loop ~timltOr WIth the est ~ m 3ted
OUtpu t error as the feedback. This sc heme is sho ..... n m RI. S.4; tilt equalton for
il is

i lk

and substi tute Eqs. (8.3) and (8.20) into Eq ..(S.2 1).....e find tha.t lhe dyna mi cs of
the res ulti ng i)'ste:n are d esc ribed by the estl mator-c rror equation

i = )( - i .

Wr: "nov.' c". r. and u(k). and Ilence this eitimator should ':"'ork i~
ca n obtai ~
tile correct )1;(0) and set i tO) equal to it. Fig ure S.3 dePIcts thi S ope n-loop
estimatOl'". If we define the ttrol' in the estimate a~

i lk

One me thod of at imating Ihe state "eCIOl'" which mig~l come to mind is 10
construct a model of the plant dynam ics.

8 _2.1 Prediction ESlimalOrs

ChaPle r 8

Figure 8.3

290
Figure 8.4
C~loop estimator

.,

Model

PI. nl

Eillm:1I0T DtS lgil

291

(S.25)

~;IS<

'"

!>llcoo2.6.l.

.. 1l>c roll""'in ll .....'ion' di",~" 00..' on.. >I>o old ... Ie<-IIIot~ ;1Ot .. i . .. Iation 10 Ir..: <O.MtOi ,"",Ie:< alld
ho-.< ba,h ,.." POI< " al'\l<" in llot ...."IIi...-d .plen. The it"', ..., alw di ,cu_d (ot ,he rorMin"",,,

===-

(8.26)

where the f3's are the de sired estilll.J lo r pole loca tiOlls' and represen t ho\l' foS!
the eSlimator sta te \'eclOr converges 10\<'ard the pla nt state vector. Then fonn the
characteri stic equal io n from the estimator-error eq uation (8.14).

Th

This is a homogeneou s equmion. bu tl hc dynamic s are gi" e n by [~ - lp ll J ; and

if this sYSte m ma tri x represents an asy mpwtically stable system. X ..... ill cOllVcrge
to zero for Uly I'alue o f .~!O ). ]n ()(her wOI'"ds. XO.:) ..... ill con\'erge toward x{k )
regardless of the \"3.lue ofi {O) and cou ld do .w faste r than the normal (open- loop )
mo tion o f .1[11.:) if the est imator- gain. l~ . \l'ere la r1Je e nough so Ihat the footS o f
<11 - l H are ~ufficient ly fast. In lin actulI] implementatio n. i rk) \l'il] IIOt equ.1 l
)((k) be'::-aus.e Ihe llIodel is not po.T1i.:ct. there :ln'" unmodelled d istu rbances. and the
se nsor has ~me e rror.. and added noise. Howel~r. typically the sensed quantit)'
and L can be chosen so that the syste m is ~t ab]e and the error is acceptably small.
li nd the \'alueof l . we lake the same approach that we did ..... hen desig ning
the controll:;w. Fi rst. s~fy the de~ired ~timator pole Ioc-at ions in the :-plane
to obtain the deSi red estimator characteristic equati on.

(8. 24)

ti me k + I ; that is. the es tinml C ha~ bee n pred icted one C)tle in I ~ future.
A di fference eq uat ion lkscri bing the beha\'ior of the estimatiun errors is
obta ined by sublr.ICtins Eq. \8 .23) from Eq. (8.3 ). The result is

a mell.~ Ufe me nt at time k re sult s in lin e~ timate of the state vector that is ~'alid a t

where l , is the f:db~ck blli n mat ri x. We call ,hi, a prediclion estimat or beC8llSt:

""

62

unknown clemCIllS o f L, for an 'l1h -Qnkr

~y~tem .

< ;;:

= 0.

f 8 .~81

L ,-, =~=5.2 .

and c"alualro for T '" 0.1 ""c

18.29 1

- - --

- +

. "imale.
The Iran.iem .ettlmg in i , could ~ ha,t. n,d by hi~~r ,-a lues o:A lh~ ga;n,. l.r ' thai M)U ld
result ~y .. 1,""lin~ b ,rer es timalor pol ~.< . bm thi, ", wid ottur :1.1 ,he e. pe nse of !l,ore ,e~pon'"
of both " anti ., 10 Irl'JsurellX'nl "";"".

Figure 8.S ,,,,,,," , th~ time hi.tOl) of the e"imator ..TO, from Eq . IH .2.~) for 'he p illS in
Eq (829 1arxl II.ith an inil i~l erTm of 0 for lhoc po.it ioo ~<t;male alld I r.odl.,>, f(ll" Ihc ' .loc;t~

f ,(k + 11 "" .t,lkl + O.lf: ll ) ;- O.OOSI k) + I . 2(.'"( ~ 1 - . , Il li

' :Ik -'- I) = .t, (kl + 0. 1"'.\ ) ->- 5.~( ,' (k) - i ,lt)].

Thu. Ihe eMirnal'" ~ ll!'orithm wou ld be Eq. 18. 231 wnh Lr gi\'e n b)' Eq . 18.291. and the
equations to he cO<kd;n the complMr arc

) .2.

coeflici. nl~

L~I =

which are ea,i ly .Ol,ed fo, the

TL. ; + I - L . , = O.n .

L" - ! '" - 0.8

Equating ccd fick m, i t Eqs. ,8.:::71and 11:1.281 wi ~h h~e power> of :. we ob tain two simul13nroll' equ atio", in the two unx ntM'n d ement> of L"

~'+( Lc ,- 2 1~+ TL,,: + I - Lr l=0 .

~: - O. 8~ ... O.3J

Soluti<Jn. Th e de, i.-d characte';'I;' cqual;"n i, tlle n fa~pro~ ;'nat .

three t; mo.', faSl. r thao ihe ~de~ \eJ c(lnl rol pok' 1.= F;$. 11.1).

~ o,; t; "" >lme d ement. "" '" Ih~t I I = ( I 01 as g;--.o ~y Eq . (-'A 71. l'id the M,iml pol~ "I
tile c,l;mator to he ;lC : '" 0.4 jO.-' ~ that the ,.plone po ~ \ h"".
0.6 and w. " . bout

( OO, lruet 3n ell;"" IIO ' f(lf the ,~me ,'a,c '" ;n Eurnple 8. (. ".. he't the m. asu,"me ~t ;.; III.!

L.<{l m,l/or D."SIJ; II )or ~'I! dlll<" .~rll iHd..

II

----

Examp le 8 ....

in

Equation~ (8.25) and (8.261 mu~t be id~nticaL Therefore. tile coeffic ient of eac h
power o f : must be t'1~ same. and. just a.'; in the control case. .... e obtain" eqlliil ion;,

0'

Time (Soc )

------- i,

-- x,

"

293

It is imponam to note that an initial estimator transient or. eq uivalently. the

occurrence o f:m unmodelled input to the plan t. can be a rare even1. If the problem
is one of regul ation. the initial transient might be unimponant compared 10 [he
long-term perfonnance o f thc estimator in the presence of noisy measurement s.
In the regulalDr case with very small plant distur':lances, \-ery s low poles (maybe
e~'e n slower than the cont rol poles) and their a ssocia ted low estimator gai n$ would
gi\'e smaller ~ sti mate errorc;. Optimal se lection of estimator ga ins based on the
system 's noi se characteristic s will be discus sed in Chapter 9.

1.5

-,

Given a desired set o f est im ator poles, is Lr un ique ly determined~ It is. provided
.I' is a sc alar and the sy ~tem is "observab le:- We might have an unobservab le
. ystem if some of its mode s do nOt appear at the gi\'t'"n measurement. ForeJ(ampie.
if on ly derivatives of ceMain states are measured and these states do not affec t
th e dynamics. a constant of integration is obscured. This situation occurc; with
a l / s~ p lan t if only ,'cl oc ity is measured. for then it is imposs ible to deduce
the ini ti al conditi on o f the poSi ti on. For an o sc illat or. a ve locity measurement
is sufficien t to estimate positio n because the acceleralio n, and consequently the
velocity, observed are affected b)' posi tion. A system with cycle delays can
also be unob>ervable bec ause the ,tate elemen(s represe nting the delays hal'e
no influence on the measurement and c:;ln there fore nO{ be reconstructed by the
measurements. A malhematicallest for obser\'ability is stated in the next section

B.2.2 Observability

Figure 8.S
Time h ~ tory of the
prediction eltimatcr
erro r

8.2 E:<.tI:T.ator ~sign

~b r.vd&

gin~n

in Section 8.7.

a~ a necessary COnCi li on for the soluti on of Ackennann' s fonnula: its proof i~

Des:gn Csing Stat~ Sp;atC

Exam ple 8.:5

= <117 _ H r LT.

(8.3 11

t,1(: -

/3~I'" I.;: - /3.) = :"

+ a ,:"-' _ ... + a. _
(8.3 1 )

The

)'l ,\n.~B

<tatem.nt,

p = [.4+i".4;.4i',4]

Phi=d l T,O 1]
Gam" [T1!2;n

T" 1

Solution.

De<ign an e.<lim",o< fot the .wl.lIit~ attiwde<O;lntml 'y,t~m a' in E u IIpl' 3 ,~, I'l""e the : .pbll<
r<>k' at: = 0.4 jO.~

P,,;J,,!,'r E'lima!.'!" P"lc P!tl[<'Ilt<~ ! lI'l1.~ .\!.-ITlAE

- - - -- -

The coefficient mmr;;": with rows H<I>I is ca lled the o bsen'abitity matrix amI
mu sl be fu ll rank forthe matrix to be invenible .. nd for the system to beobSCf\'able,
For calculat ion of L ",ith ~An..."B . d ther acker or place can be used h~
iO\'oking the s l.lbstitution ~ above. The same restrictions apply that existed for th~
co ntrol problem,

a,(: ) = (: -

and the a ; \ are the coefficients of the de sired eharucteristir equation, Ihm is

where

we sec Ihal the re~J h is the satn(' fonn as the ~)'slem m~trix $ - rK of thEcontrol problem fro:n Eq. (8.6). and the mlithematks of the solution is the sam..:,
Therefore . to so lve Ihc problcm. we sub~tit ul e I T for ct>. H' for f and L; for K .
and use the contml.Je~ign re~ult s. Making the substitutio ns in Eq. (S. I 5) resu lt,
in Ackermann's e stimator fomluia

"

LI - L Ht

If we take Ihe tr"nspose of the crrorcqumion system matril from Eq. (S,24 )

8.2.3 Pole Placement Using CACSD

Chapter 8

observabitity matri~

294

Lp",
iK~ ei P hi . H

,:::.)'

Lr ~ ["l
5,2'

29 5

--.

ESllmatoT Dc'"si,!!,"

+ L, [.I(k) -

Hi {k)J.

(8.33)

I)

+ f llit -

I) ,

(S,)4)

pL.'-~ 0(

~I'e ' . ~ h

utt , = _ Kx
6 Th;, f""" of It.. equ.1'ion., i< u ~ d In the K.I""",

5 We pi .... to.s< .11- >_ - IU in

.-" i, di<-<:"",d ;.,

C~""t<r 0)_

Cont rol from thi s estimator c annot be implemented ~xactly because it is impossi b le to sample, perform ca lcu lations. a nd output with aboo lu tely no time elapscd .
Howeve r. the caku13tio n o f lI (k) based on Eq, (8,33) can be arranged to minimize
compUlationaldelays by pt'rfonni ng all calculation s before the sample instant thaI
do not directly depend on Ihe -'"ttl me as urement. In Chapter 3. we also had a
lI(k) that was dependent o n yet) (see Table 3_ lt: and here. too. we organ ized the
calcu lations to minimize the delay. If thi s lat cnq in the imp leme ntat ion cau~s
significant err.;) rs in Ih e perronnancc of the syMe m compared to the anal:ysis.

i lk ) = >i(t

where _T(O i, the predicted estimate based on a model pred iction from the
p re l'iOtls time es tim~t<. that is

i (O = ilk;

As was al rea dy noted. the previous fo rm o f the e.<; timator equation (~ .13) arrives
at the state yoctor e 'tim~ te i af!er TITeiviog mea,; tlrements up through y{ k _ I).
Th is mean s that thl." current \olue of co ntmf does nl){ depend on th e mo~t current
value ofthc obse rviltion and thus might not be as ~CCllrm~ as it cou ld be, For highorder systems controlkd with iI s low computer or any tim~ the samp le periods are
com parab le to the computati on tim e. this delay ltetwccn the obserntion instant
and the vali dity ti me of the control output can be a bless in g bcca u5e it allows
time for the compu ter to complete the c ak ulationl, In many systems. ho",<;:\cr. the
computation time required to evaluate' Eq. (8.231 is qui te short compared to thc
samp le peria<!. and the delay of almost a cycle betwee n th e measuremen t and the
proper time to apply the res ult ing control calculatio n repre f>C nt s an unnece ss uT)'
" aste. Therefore. it is useful to const!1Jc t an alternati--e e~t imator fonmdation thaI
pro\"ide.~ 3 ~urrcnt esti mate based on the cu rrent meO$urement y(O, Modifyin g
Eq. (8.231 to yie ld this ieature. we obtain

8.2.4 Current EstimalOrs

result in

S2

296

Chapter fI

Destgn

Fun hermorc. Ihe

tMimalion - ~ rror

equation fOl" i(kl. o b:ained by

(8.301

sublr~ct i ng

rclation~ hip betw~e n Ih~ t wO est i mat~s

is funher ill uminated by

(8.J91

e."im:o, or .."".

J r.,""'io n .l(. 2 1)

ct<""", i", "" ,. _i : tww-''''f. "'. ~><e ' h,,~ ,(> 1>< ~ _ X. tn b<>I h ~a""

i ,<I..,; w the

where r.t () is ba>ed o n the desired root locations and i! given by Eqs. (8..11'
and (B.32). To use Ihe cont rol form of Ackermann's fo,mula to perform th e
calculations. we take the transpose of <J) - L,H<t> and get 4>' - <t>r1e L: . whkh
is the same form as [he sys tem main., <t> - rK of th e co nt rol problem. Therefore

root~.

The tll"O error ~quat i ons. 18.36) and (8.38). can be .h(lwn to have the same
as should be lhe ca...e because lhey simply represe nt the dyna mi c.' of
di fferent Output s of the same system. Therefore. we CQuld use ei th er form:h the
b~sis for com puting the e~limalor gain. L,.. Us ing Eq. (8.38). we nOle th at it i,
similar to Eq. (8.24) except that H$ appears instead of H. To use Ad,ermann.'
fomlUla for Le' we use Eq. (8.30) wi th II replaced by Hot> ~nd find

(8.3,s 1

rep re>enl different output. of the same estimator sys tem.

We can a lso detenlline the estimator-error eq uat ion for:\: by s ub tractin~
Eq. (8J~) from (83 I. The result is'

anJ .~

Writlll~

Eq>. (S.33) and (8.141 as a blox-k d iagram. as in Fig. B.6. II shows th at :\:

The

By compar ing Eq" (8 .35) with (8.23) ::md (1.;.36 ) wilh (8.24). we can concl uJ~
tlult j in II!;:> curren! e, limator equati on. (8.33). is the ~arre quant ity as j in th~
predi ctor est imator equation. (8.23). and that th e c,ti m:ltor ga in malrice, ~r~
rel;lIed by

Eq. (8.3) fmm Eq. 1.8.351. i,

(8.3." 1

il cou ld be modc led and accounted for in the c>tima!Or equalion, by usin:; tl~
re su lls of Section 4. 3...1.
To help understand th e difference be tween the prediction ::md current form
of e.- ;limalion-Ihar is. Equations (B.:!3) 31"1<1 (B.J3)-il i'i useful 10 sub~ti lUh::
Eq. (8.1J) in to Eq. (8.34). Thi , re~ul t ~ in

Li~mg 51J1~-Sp:KC ",i~lh <lds

o'a9[<Hl1

Example 8.6

bl oc~

figure 8.6

Estirr.ator

ESlimator De5ign

297

(840)

I.. =[M'
]
5.2'

a~d

after .an'pli n~ .' IL )

~.;

'" u -

t \ 1" O. I .i,l k - 11.

.i":I A) ", .. ;

+ 5.2."11)

",\0 '" ., ; .,. O.6$J -,"I t) .

5.2 ).i"(L)+.'~'

.T; '" I t - Q.6Il1.(, ' h.

1).

n + O.iXY.\ "a ", It) = i: lk - I) 1"0.1 III} -

.l,(t) = ", IL -

Theref<.>rc. t~ e,timator implementation usin g Eq. j 8.33 ' in a wa~' that reduce, the {"Qfllp'-'Mioo
<lela) BS ntL><.;h::., possible i<. before samplin~

lc" ack el[Phi.Phi H.p)"

p" [. 4+1" 4:.4-i".4]

G.lm " (T~n: TJ

f>hi =(IW l ]

T" 1

D>i~~ J {"UfTem (, Iimato!" for the "'l~llite ati it udecorm~1 5 y \tern ., in Exa mples. S.J"oo oS.5.
Pla.;e the : plaoe JlQl ~ , .1 ~ = 0.4 JOA and CQrnpare the errOr ~IPO ~ '" tt> an initial error in
Ihe ~docit} ...i th Ihat obtaint"d in E~atnpk SA.

,.
IJ)- I L

0,,",,",>( E$lim.lt'r P,.>ie PI..tc.:mml I-\it" H UL-IB

L =

substituti ons <t>r for ot> and <lITH ' for r yield L, instead o f K. Altcmmi\ely.....e
cou ld compute L, usi ng Eq. (8.30) and then COt:1pUle L, using Eq.(8.37) : th at is

8 .2

Ch ~p!er

-- 'I
Tim""""

-20l--------------"~~,--------------._------------~,!.,

."

.,

"

km

If 4> is singular. a~ can happen with systems having tim~ de lays, neither
Eq s. (8.39 ) flOf (8 .40) can be used. Howe\'er. estimators can be deSigned for the ;;e
S\'stem s as discussed in Section 8.6.
- Note that we 00-.... have twOestimates that could be used fur control purpose~.
the predicted estimate Ix(k) from~. (8.23) J _and the currert e,tim~te. [:..: (k) froo~
Eq. (8.33) J. The CUiTtnt est imate IS the otl\'JOUS chOIc e because. It IS b~~
the most current va:ue of the measurement, y. It s di sad" .:l1tage IS that IttS Ollt
of date before the co mputer can complele Ihe complltatioo of Eqs. (8,33) ~nd
(8.S), thll' crealing a de lay that is not accounted for in the ~es.tgn process, w~ ! ~h
will calise Jcss damping in Ih e imp lemen ted system than speC ified by the deSIred
lc ~ , Th~ use of the predicted estimate for control eliminates the modehng error
th e latcncy becau>e it can be calclllatcd using the measurement. .'"(k --: I ) ,
thus pro"idin" an entire sample period to comp lete the n<x:essary calculation,
of u (k) befo~ ils ~alue is require d. Generally, however. o ne should llSC the

--- +

1~. cur.. nt estimalor i,,-p1e mcn tatoon .xhibit' a relJ'O" '" " hlCh" about (]. "~de flsle .

at "hi<:h lime the _" Jte '-ector estimate ii a,'ailable for the calculallon of the controll1(k ).
Figure g.7 shows 'he lime hi.cDf)" of the .'Iim:llo.- e!TO!" equation from ~q, \ 8:381_aBam
",ilh an initial ermr of 0 f (lt 1110= ~ilion e!>timat. and 1 rad/,ec for tre velocuy eS ltmlte, Tt.<

,.",.1
figure .I>o..,.. ~ very' s imilar r._Iult ; comparetl to the pr. dK"tl()ll
es_'
.... in f"," 8 5'- hcw.C'~
r

DcSlgn Usi]",g Sowte-Spa,e Methods

TimE' histOf)' of (urrent

est,matOf eHOf

figure 8.7

298
EStl m~I O r

lksi.>:n

299

= [I

(8.42 )

Gop i ~h'

t971,

",i.,.,.",,, (or o~"< r" weI< "'"igi...... ') propo><~ ~)

o!<\.lupm' . t rolO,,,.

RtJuc",h>r<J,or

t....,.,t>t"o, I J~,. TIIi,

Note that this is a re lationship between a measured qu anti ty on the left and the
unknown , late "ector on the right. TIle re fore, Eqs. (8.43) and (8.44 ) have the
same re lll1 ionsb.ip to th e Mate "cclur Xb that the o rigina l eq uation, (8.31. ha d to the

(8,44)

where the right-hand tll'O leons are known and can be conside red as an in put into
the :..:~ dy namics. I f we reord er the _I'~ portion of Eq, (8.41 ), we obTa in

(8.43)

and the ponion describin g the dy nam ics of the unmeas ured s tate e lemen ts is

yO.:)

18.4 1)

The estimators disc ussetl so far are des ig ned to reconstruct the entire st::ttc "ectoT.
given m ea~urement s of somc of the stale e l emt nts. ~ One might therefore ask:
Why bother to recon ~truct the ,llllte e le ments Ihat ure mea~llI'~d di rectly'! The
:mswer is: You oon't hUl'e to, although. when therc i ~ sill nifiC:lnt noi se on the
mea.lurement;, the estimator for the fuJI state ve{:tor provides s moolhing (J f the
meas ured e lement s as well as reconstruction of th~ umnea,ured SMe elements.
To pursue an estinmtor for only lhe unmea sured par1 o f the ~t ate vector, let
us pa r1itiun the state vec tor into 1\\'0 pam,: -'". is the portion d irect ly measured,
whic h is .1. and :'(~ is the remaining portion to be estimated. Thc complele system
desc ription, like Eq. (8.3). bccom~s

8.2.5 Reduced-Order Estimators

c urre nt e!;tim~te because it prOI'ides th e fas test response to unknown di sturbances

or measu re ment c rron; and thus bener regulati on Of the desired QUlpU1. Any
deficienci es in the system response due 10 the latcncy from th e co mput ation lag
that is found by si mulati on or e:..:perimen! can be patched up with addilional
iterations o n the de sired pole loc mions or accounted for eXllctly by including
computation delay in th e plant mode l.

82

300

imo the

+ IJ

+
I ) - > ., r~ {k)

+ r~u(k ) .
- r . u(kl.

,,(k)

+ r buo:)

_
+ L,!x,,(k +]) - cP . r) k) - r. u (k ) - $ . , xb(k)l

+ $ """

+ 1) "" !ctl.. - l , $.~ l~(k).

(8.-17 1

E,lim<lt",-j,,, S~It"a; h'

:\ llIi~df

T]
I .

[ ~: ]=[ T~' H 00":' ]

" ] _ [ the m<a\~red position 'Iat" y.

[ .\ : the: "eloci l)" 10 be t MimalN

_
] ~[ 0'
0 ,..,

..-

Soluti on. We su n OUt by partitioning Ihc planl eq ualion~ 10 til Ih . mol d of fAJ'.
/ 8.-121. Thi.1 re,u lts i.

Determ.i!lC: u reduced-onkr ~" i malor for \00 ,am.: ca", a, in umpl es SA and 8.5.

R.J~I (t"d O/{k r

ofL , .

18. ~

18.J9 .

II artd

We 1101e here that Gopinath ( 1971) proved that if a fu ll-order esti mator as g ive n
b v Eq. HI.23 ) exi,ts. then the reduc ed-order estimator gil'en by E-q. (8.45) al so
e~isls: th~ t i.~. we can place the root s of Eq. t 8.41) anywh ere we choose by choi c~

to be in de sirable locatio ns. or ( b) using Ackemlann'S formu la

1:1 - IPM + L,ctl.... 1 = Q):) = 0

and therefore L, is selected exactl y as before. that is. (aJ by pic king roo ts of

i . (k

SUbtracting Eq. (8.-l-5 J from (8.43) yie lds the erro r eq uat;on

x. (/.:

ct:l.~ .

x"O.:

~...,x~ ( k)

estimator equations (8.23 J. Thus the redllced-order estimator

-0-

"" (P..".i'o(.i; )

pred i ctio~

equations are

rt-'n
II

r l.(k)

x.,.

$ .

emire state vector x. Fo llowi ng this reasoni ng. we arrive at the desi red estimato r
by ma ki ng the t"o:lowing sub stituti ons

Design L.sin!', State-5p;1ce Method ,

Example 8.7

Chapler 8

Figu re 8.8

01

.rr~

led llCed-{))e: e5l1mator

Tim e hillory

Es tlmalor DeSign

301

+ S.Ofy (k) -

.\ ( k -

I I - O.U05 111k - I ) - (0. 1).r. (k - Il J

=i, lt - 11 + 0. 1 u(k - I I

(8.5()1

x'

.i~ lkI =.f

+ 5 .l"(t ).

= OS .i.l t - Il+ 0.075 1t1t -1I - 5 ylk - 11.

-_._- -_._-._ - .

Ti me h "' l

,}o------o,",------c------~"

t.s

"

--

,00....

Fi gure RH , hooo" til(, time hiMOI)' of!hc ~'ti m al orerrorl"quat ion 1~ ~ 61 ... ilh an in itial {"eloc il> I
e~ l imale eJTOf of ( radlo;ec. The fi gure
vel)' , imi tar resulls compared 10 the: ,elocit)
elemem .slim.tes in Fil"s. 8.5 and 8.7. Of eXi urse. lhere i . nO posilio n e.<lima!. he<:ausc Ihis
formul atio n a! $ume, thaI tile n",alaremen! j ~ u-,eo:! dirccl ly " 'ilhout .\ moorhin ~.

and .fter r.amp li ng

TIl(: implcme",ation in 3 conlrol co m PUler ...ootd. hefo'e .<:tmpling. look .o mcl hing: like

f~U )

For !hi, c.<lim!lOl" to he aboot the same speed u the 1',0 pn\<io u\ e~li mal"'" examples. wh ic h
had 1... '0 pole$ It ~ '" OA:t: JOA ..... e will yick Ihe pole ar ; = 0.5: lh erefore L, T _ I = - 0 .5
and L , = 5. The e<li marQr cqU 31iOfl. 18 . 4~ ). i.

~ - I +L, T "' O.

whe'. "'.. , and "0 00. arc a ll ,c~ laH . There fore L , i. a .'-Calar 31",. and Ih ere i~ o~ly Onl'
.'Ii malor pok 10 pick. the pole correspond in g 10 the 'pd ;w "'~ ic h Ihr . 'timat. of S<:31:uvelocity <"Of1\~cs. From Eq. (S A 7/ ... pick L, from

8 .2

302

8.3

Il(k) = - Ki (k)

l)

= $ x(k) - rKilk ).
(8.52 1

rK
: 1 - l + fK

1=0

JI;{k)

'

1:1- <I> + rKI

:=

cr, t:)O'.(~) = O.
(8.55 )

18.541

(8.531

9 We ,oo" Q<ll y ,"" prediclioo ~,'im ....... co.... Th' OlhN" .,hm.,,,,, lew '" id ..ruic.1 c""d~.ioo,.
to Th i> dc-",ril"iom vi' ,he ("tll itt ')'>I<m 00., II<t1 "PIl '} i f "" ~.";",,,!OI ....okl ;, imptrf~, .... Se<tioo
I t.~ (Of un ~ ...Il " '..r Ilw """'.

In other words. th ~ characteristic poles of the complete syst~m consist o f the

combination of Ih~ estimator poles and the control pol~ s thaI are unchanged
from those obtained a;;suming aclua l slate feedback. The fact thaI the combined
comrol-estimator sy~tem has the same poles as those of th~ conlrol alone and the

!: l - <I> + LcH!

which. becausc of the zero matrix in the upper right. ea:! bt" written as

::1 - 4) + L,.H

The c haracterisli.: equation is

41 - fK

0][""]

Combining this with Ihe est imator-error eq uation (8. 24 )" \\'e obtain two coup led
equation~ that describe the behavior of the complet"' syste:n,n

x( k + I ) = <l>x(k) - fK (x(k) - xlkl).

which can al~o be "'rillen in tenns o f th e ",stimator error ming Eq. 1.8.2 1)

x(k

and the controlled plant equation (8.6) becomes

The control is now

(8.511

[f I.\"C lake Ihe conlrol [aw (Section 8.l) and implement it. using an estimated
state vector (Sect ion 8.2). the control S)'STcm can be completed. A schematic of
such a sys ttm i ~ ~t.own in Fig. 8.9. However. becaus..: we dc~igned the contro l
law assuminJ! that the True state. x. was fed back instead ofx or X. it is of intere'l
to examinc whal effcct this has on Ihe system dynamics. We will see that it h~ s
no effect~ The pole'\ of the comp lete sys tem consisting o f the esti mator feeding
the contro l law will have the same poles as Ihe two cases ~alyzt:d s..:para tcly

Regulator Design: Combined Control Law

and Estimator

DeSIgn Usin g Stale-Sp:oct' /I.'.elhods

8.3.1 The SeparaLion Principle

Ch;lJxer 8
Figure 8.9

.,,(t) +r~(t)

~
H

~-,

-K

CQ1It:ollaw
X(t)

I+-'=-

i(Ht) - .i(t) +r~(l)

+L, [y( k) - Hi(l)]

"'","b

Co.

compematcr

JO J

+ Lr.,(k

- I).

(8.57)

(8.56)

1::1 - 41 + r"K + L)Il - L,lIfK I =

o.

(8.59)
and are neillz .. nhe camral law poles. Eq. (8.8). nor the estimator poles. Eq. (8.25).
These poles need not be detennined during a Shtespace de sign effort. but can
be of imeres t for comparison with compensators designed using the tr.msfonn
methods of Chapter 7
If desired, Eq. (8.56) can be converted to transfer function-fann using the
~me steps that were used in arriving at Eq. (4.64). Thi~ resulg in what was called

and. for Eq. (8.57).

(8.58 )

The poles of the compensators above are obtained from. for Eq. (8.56).

11ft) = - K i(k).

ilk) = [40 - fK - L,Hl + L,.IlfK]i (k - [J+ L,..l'(k) .

and UShlg Eq. (8.33) yields for the current estimHor

lI(k) = - fli Ck).

x(k) = [40 - rK - Lr H l~(k - II

estimator alute is a special case of the separatio n principle by which comrol and
estimation can be designed separately yet used together.
To compare thi~ method of d.sign to the mel~ods discussed in Chapter 7. we
note from Fig. 8.9 th at the portion within the dashed liae corresponds to classical
compensation. The difference equation for thi s !ystcm or "Statl"- space designed
comp~nsator"' i ~ obtained by including th e control feedback (because it is part
of the compensation) in the eSlimatur equations. U~ ing Eq. (8.23) y ields for the
prediction estimator

"",tOl"

-,

I
I
I
I
I
_ __ _ I

-----------------------------..(k)

",,"
1{k+ 1)

Regulato r Design: Co mbined ('ntro! Law an d Estir.JJIOr

I
Of Eq. (S.H) or (8.45)
IL _______ _ ______
_____ _______ _

"~)

::stimator and (oo troner mechamzotion

83

est imalor pole .el&tiOf1

~nd usu~ll y

K~ J[:: ]
(8 .61 1

[~~;: ::J

L, H~ ~

rK - L)lcJ:I

where

:.:(k+
[ XI>(k

l)
J)

K4

- rK"

:':h(k )

.1Jld the result for the reducedorder estimator using Eq. (8,45) is

I)

[ '" - -rK J[""J

['<'+I'J
xU; +
J [<P-r[ 01 J[ ~ (k) J.
+

i(k)'

[L~I ~ - '-;-~~L~H ][~i:iJ

the result for the current estimator using Eq. (8.57) is

(8,64 )

(8,63)

(8.6! J

In the pre\<iou~ sections. we de.'eloped techniques to compu te K and L

(w hic h define th.' compemation). given the desired localio~s of th e root~ of the
ch~racteris tic equatbn ~ of the (Xlnlrol and the estimator. We now kno'w thaI the,?
desired root locations will be the closed-loop system poles. The same meIer ~tick>
that applied 10 Ihe clas~ical design and were discussed in Section 7,2 also app ly
to picking these poles. In practice. when measurement noise is not an issue. it is
J;onvenientto pick the control poles to satisfy the performance specifications and
actuator limitatiOnS, and then to pick the estimmor poles somewhat faster (by a
faclO r of 2 to 4) so that the total response is dominated by the re .. ponsedue to tlK>
slowe r control pole!, It docs nOt t'o,t anything in terms of actuator ha rd ware to
incrca~ the estjlllat~r gains land hence speed of responsc) because they appt"ar
only in the computer, The upper li mit to estimator speed ofrespon~e is based 011
the behavior of .s.ens[lr-noise rejection. which is the subject of Chapter 9,
In order to evaluate the fu ll systcm response with the es tima tor in the loop,
il is necessary to simulate both the real s)'stcm and the estimator system as II a,
formulated in Eq. (8.5J). However. it is cask-r 10 see what is going on by using
or in place of i. The n:~ult for the predictor case using Eq. (8.56) is

IIfk/=IK.

The 0(:) could al~o be found fro m Eq , 18.56) by u ~ing If.m in M,\TlAB or. for
the current es ti mator. from Eq, 11:1.57). Likewise, the tr~nsfer function for th~
n'ducedorder oomfen~ator is found by using the measured pan of th e state. f
directly in the controlla"" and the estimated pan ..~Jl:). forthe remainder, Thu.' .
the coniroJ gain K rlC't:<is to be pnrti tioned. so lhnl

+ rK + L H )- ' L ",

referred to as Dl z). For the prediction

VI:) = D (:) = - KJ : I _ 4>

Y(:)
"

compo;:ns~tion in Chapter 7
estima tor, we find

Exa m ple 8.9

Example 8.8

B=

~I>/O - r~ K. -L, <ll'.~

Re~ulalor De,i!;n : Comil,ned Con lrol

bw rend EStllllJtof 305

&:t.~J ,m I~.' C~'mll f;lm1<lhlr

I J E.qu>ti"" 18,601 i""lu<k s ~ mim>.> ,i, n b<'<"",~ ;1 " IIx U>,,<"O" ("""1'00 from t" h , '" 1,: 1') wile< ,h.n
from (, 1, a- ;, ,tor DOn",,1 cOIII'.mion ~,..,.,[ in 00"""" 7

Put togelher tlK- full fCf'db:loCk mnlml _'y,lem b:\""d on tt.e ,aleulaliuM alrcad)' <k:one in E, .
amples 8, 1 and S_5.lhat is. using Ihe ~1I!T.nl e<limator, U"" Ihccoolrol gl in. K = (10 },5) .
aDd I!>c .. timato, g.in. L.r '" 10.68 5.~1. Delermine l!>c Dr:.) forl'Olnp.ari;.on wilh a cl assical
lead corn ... n~li cn , Plot the re~pon", 0( til<: s),tem "ari""Ie_, for un initial pbm "elocily <.If
- I mdiSC( and l1'ftl for all Qlher initial condit ion,. Commem On I>ilelhcr Ihe ~.pon""s are
ronl;slem ,,"'Llh your e~p"cl:uioos.

COmp'''S<llior.

There i., a compell,alor 7Cro ntM the N "O plam pule, at: = + I and tllo~ a,e !woCQmpe"~tor
poles con.iderabty 10 t!>c I~fl. This i. 'crl' .<;milar 10 a d~ ;,io: all.ad compen>3w r cepl thai
it ha, rwo pOle~ in<lcad of OOe, StaI.'_'p"ce de>i~n u<iol' a full""I r<limalor wilf al"'3)'$
produce C<Jmpc nllli(Xl tlla l i. tk~ Sa"", order as Iix' plant, I'OIc that the diffe ..... n<:e equalion
thai ..... ' uIIS from Ihi s 01:1 "ill na,. a ot\<.' cycle dela)" !>ell'o'<'(n the ;npul and OOlpUi.
Figure 8, IOsho",~ Ille ,espOt!'" oflhe s)" lem arKi~"Of.lroll.f 10 the injli~1 CCOOi lioo_I, Th;;
could be lhoughl (lf~, a condilion Ihat ""(}\lId ""uh from a sudden di'-lu,txmce QIl lhc 5} "~m.
NOlo the estimatorerrnr allMe bo!ginning "hi"h ~ay' in aboul 0.7.....,. con;;,tenl wilh In.e
e!limalor polc~ , TIl<.' o" er~n Iystcm ":'Ixm>e;< !kn,.., aoo ha, a '-Cliling lime of al>O<Jt ~,5 "'~.
con.iS1cm wi lh tlte control pote"

(8.115)

Sotution. Th~ ~ornpen_,ation etj ~al ion; con,i,1 of eq_ 1~ , 5M " -Jib I~C "alue, of K and L,
plugge<l in wd. t.e;ng ind ifferen<:eequalion form. can be rQded d LI"<'" ly in ~ ""nITo! compuler,
To tind lhe Iramrer runcl,em form. we u<,e zp m (or Eq, (g,W II. II) lind Iha,"

Pul I ~~th~r the futl feedtmc\.; C(><1trol S}Slctl\ b3scd o n t~ calrulJlLons a l ~adrdone in E~"m.
pi n S.1 and 8A, Ihat i,. using the p,e<licli(>n e<l ima t...... L ,~ I h~ con trol gain, K = 110 _15).
a~d l!>c e<I;n-.al<Y. gai~. L~ = 1I ,2 5. 21. tXlcrmine the J)I~ ' for compari,nn wilh a d .s" ical
I ~ad compen,aliOil . Plot Ihe ~'pon,e or dle 'y,tem ,ari.ble, for at! iMiil plant ,..Iocity of
- t rad/""c and ieTO r...... 11 ot!>cr initial oondjlion~, C.:.mnl<m Of! "helhcr the rI."!'JlOn"'" arc
l'Qflsi_" enl " 'ilh l om ~'pI"t j()rlS.

and where K. and K~ are partitions of K accord ing to the dimens ion, of _(. and x.'

S,3

Chapter 8

Exam ple 8. 10

0.,

-~

""<,
'1

,r:

1.5

0.~ ~ 5jO.39J

:(: - 0,792)

18M,

\"~ Iue, of K anJ

signal.

you r ~xper:1allo n s
A I~o, u>e The O(~ J 10 comlruci a mol locus for Ihis .yslem and sho'" where lhe desire<l
,001 Joe . lion" for lheco ntrol 100 estimation lie on The locus,

Put togclher Ih e full le<:dback co ntrol system based on the calc ulation, already done ;n EJ\ampb 8.1 and 8,6. lhal i5, u, ;ng lhe r~ducedonkreSl i matQr. Us.( lhecont rol Bain, K. '" (10 3.5 1,
and the ~\ima tor ~;n. L ~ '" 5. D.lermine the 0 (: 1 for "ompariSOI w;lh a clasma l k arl COl'"
pe n, "t;Oll. Plot Ihe respon.t of the S~'Stem ,'ar;.blh for an in;l; al planl veloc ity of ~l rad/"'.'
:.w d Z<'TO for all OI her inili l l CQ<1d iT;ons. Commenl on ... helh er , he ~po n>e> a, .oIlS,STt '" "li n

COn~j1f1ll0!i('~ &1l"';OlII~ Rc<ii,ccdOrd.: r ESl il'lc,w.

mClsu ~d

Thi, compen, mioo i, n~I)" much like tllal fro m the pred iCIKm ~'til"latOr: hOI', ever. ~a u ~ " I
II>< e, lra : in th e nu ll1C'~ 'or. thtre i~ no;> 1 cl'c1e delay bf,' ",,,,, n mpu t and outpu' . Thi s fa'l. r
cycle .espotlSf requi red le,5lead from the compcnsal io;> n, as exhib; led b) the ,.ro bei nj! funh
from: ""
.
Figure S.t I ,ho"', Ill<! ~po n '" of Ihe cQmrolkd s)',tern to j". ;n;,t;al COfl dnions. ~ Ol.
Ih. "om ....h"1 faSl., r.spon~e "-, compared 10 I'ij!, 8.1 0 due to the Dore ,mmed,ate uSC or Ih,'

DJ: ) '" -15. 1 :

Solution. TI>< c<l mpenlal;on c'luationl cons;'t o f Eq. (8,51) and. w; lh the
L, plugged in. w. li n:ilhal

o,~

1:1

De,lgn Using Stale,Sp:Ke \lc lhods

(ontroll E>d system with

prediction est'n~tor.
Example a,8

Time his:o'il?S 01

Fig ure 8.10

306

current estimilto r,
Example 8,9

Figu re 8. 11
Time histories of
controHed syltem w t il

"

Ti,,,,, ,"-""

':

-- ,"

-- ""'

1..1

.'

. _ +
The highe r orde r c()mpcnsut ors that re~ul ted in Exa mples 8. 8 and 8,9 h a" ~ the
be ne fi t o f more atte nuation at high fn:quenci es. th u, n:d uci ng the sens iti vity to
meas urement noise. T hi s a lso follows from the fac t that they provided a sm oothed
val ue of th e mea~ured outp ut as well U~ recon.<tfUCl in g Ihe "e locity slate \ari able.
Full o rder est ima tors are al so cu;ie r to imp leme lll because o f the sim pler mat ri )!;
equa tions th at resu lt usi ng /I = - K ii ra the r th an th e pa rtiti uned Eq. (8 ,6 1), As a
res ult, reducedorder e,ti mation is nOt () flen usee. in prac tice.

- _.. _ -

,'H.6'l)

FiBur. 8, 11 . how.' Ih e I~Spon'" of the ,}'sl~m 10 Ih e init ial ,ond itions, It i. "~r:-' 'imi la,
10 Iha l of h ampk 8.9: lhe only !lOI~bl< diff~",oce ;s thc fi r;! -Qrdt', re\pon '~ of Ihe e.<ti mat Q1"
~rr/)l" ..... hich slight ly 'Iuced II>< conlrol ",age.
Tkj, <om>'!nsutioo !'IOU' lool s e"ucdy like The da~~ic ko.d compcn,'lion that wn, ,,<oe d
ofte n m Chapte, 7 a<>d .... oul d l}'pKJlIy be u.cd f01 a 1(. : plallt. A sketch of . root l(X"u,, ; . K
i, given ill F;g. 8.13. For Ihis d"sign a gJin of 27.7 i~ " '"'' lh<' ,ari.ble K
11le d osn!- toop rollt Iocal ion< cortt'poooing 10 K '" ~ 7,1 are indi.::aTed h)' the lri"n~lc\
and I;'" on the 1'0 " COfltrol ,001; al ~ = 0.8 jO.2~ and Oft lhe on<: t<limalor root al ~ '" 0,5,
"" they ,hould.

_ _ _ "77~-O, 8 1 82
~. _ 0,2n5
0,1.) -

SoIUlioll. The com l"' "'kl tion equtll;o n. co n.i" of Eq' , (8,501 and 18,611, With the \"alue.' nf
II: and I,. plugp'd in. we Moo alief mud ' algcbra IhaT

I, S

Ch.'pler 8

o.~

"

nrn< ' ~ 1

- -

"'

--.",
-_ _ .i',,

Ro.l Ax;'

.'.l,~___".,::::~-C,,,,"-",,::C"",,---~

.,

"

The se lection criteria of the c losed-l oo p control and estimator poles (or root, 1
have been e ncount m~d throughout Ihe eJlam ple~ in Chapter 8 to this poin!. Also
see the review o f st ate-space design for co ntinuous syStems in Sec tion 2 .6 as well

8.3.2 Guidelines for Pole Placement

Fig ure 8.13

Sketch of the root locus
fOf Example 8, 10

.~ 0

.1. ~

.,

..,

"

'1\

Design t;sing Sl ~:e- Space Methods

Fig!.He 8.12
Ttme hl s tOf ~ of sys:em
with rech.oce'.lOfde r
es timator. b ample 8 .t O

308

Regu lator Design: Combined Contr(>l UW Jild Esumaw r

309

as Frank li n. Powe ll. :md Emami- Naeini ( 1994). Section ~ 7.4 and 7.5 .3. The key
idea for CQnt rol-pole selection is that one needs 10 pick the poles so that the design
specific3\ion ~ are met while the use of control is kept to a level th at is no more
than needed to m~et the specifications. T h i ~ pole-se lect ion criterion will keep
the actuator sizes to a minimum. ,,hich he lps to mi nimi ze the cost and weight
o f the contrc-! syste m. The relationships between ,'arious sy~t e rn spec ifkations
dcvelopo!d in Sect ion 7,1 ca n be used 3, ~n aid b the po le-selec ti on process. For
hi gh.order s~stems. it is so metimes he lpful to use the ITAE Of Besse l protOtype
des ig n [(Jot locat ions as discuss ed in Section 7.4 in Frank lin. P\Jwell. and Emami_
Naeini ( 199--1 ). For the case where there is a lightly da mped open-loop mode. a
technique that minimizes co ntrol usag~ is si mpl~ I\J add damp in g with li nk o r nO
change in freq ue ncy. a technique ca lled r adial proj ~ lion that was demonstrated
in Example U.
Th e optimal des ign methods di scusse d in Chapter 9 can also be used to selec t
pole location . They are based on minimizing a cost funct ion that consists o f the
weighted sum of Mjuares of the state eITon; and control. The relali\'e weig htings
between the state errors and control afe \'aried by the designer in order to meet
all the system spec ifications with the minimum cuntrol. Optimal methods can be
applied to lhe SISO sY 'lems. wh irh arc the subject of ch is c hapt er. Of to MJ,'.1 0
systems.
Estim ator-eITor pole , election is a simi lar kind of design proce ss to the
control-pole se lect ion process; however. the des ign tmde-off is somew hat di ffe rent. Fast poles in an estimator do not caIT)' thc penalt~ of a large actuatuf li ke
they do in t~ control case because the large signal., e"ist only in the computer.
Th e penalty assoc iated wi th fas t estim ator poles is that they create an increased
serlSi til'ity betll'cen se nsor erro n; and est im ation errors.
The key idea for est ima tor-e rror pole selcctio n is tha t th e estimati on CITors
shou ld be min imized with respect to the pre'-~iling ~ys tem disturbances and
\oe nsor noio;e. It is also conven ient to keep the estimator JX>le s fa.~ler th an tnc
control poles in order that the total system respen se is dom in ated by the con trol
po les, Typically. we se lect wc ll -damped estimator pe les that are two to six time s
fas ter than th~ contro l po les in order to provide a n:spo nse dominated by the
contro l po les. For cases where this criterion produces estimation e rrurs due to
sensor noise that are un acceptabl y large. the poles can be slowed d own to be less
than two times the control po les : however. in thi s case the total response co uld
be strongly in fluenced by the l oc~tio n of the estimator poles. thu, coupling thc
e stimator dc ~ign with th e control de sig n and l"QlUpli c3ting the proccss,
In thc optimal e~timat i on di scussion in Chapter 9 we will >cc that the optim al
estimator eITor poles are proportiona l to the ratio between the p lant mlXk l eITOI">
and the sen,or e rror s. For an accu rat e plant model with small disturbances but
large se nso r ~rrors. the opt imal estimatio n i ~ ac:1ie'.. ed with ve ry low estimmor
gains (slow re spo nse) becau ~c th e estimator is beS t served by rely ing p rim ari ly
on th e plant mode l. On th e othe r ha nd. a >yltCm wi th a plant mode l that inc lu des
th ~ poss ibilit) o f large dis turbances blll ,,ith an a~cu rat e sensor ac hi e\'es th e best

8 .3

8.4

Introdu cti on of the Reference [nput

estimation by U SIn~ a large e!.timator gai n (fast respon)(') in order

sensed informatk>fl 10 comet the mode l error; as quickly as pos~ible.

UsIO,I\ SW.IC-SpKt ~ I e\hc>ds

\0

use tl!,.'

Let us nrst co nside r a referen ce inpUI for a full state ieedback system as in
Eq. 18.51. Thc SlrllCIUn." is shown in Fig. !:i. I ~ and consi~l s of a state l'omm~nd
matrix N , Ihal derints the des ired value of the stale, x,. We ... ish 10 li nd N, :.u
that some s)'~tem output. Y, = " , " . is al a desi red reference \'alue. This desired
OUlput. ~.,. might (Ot be the same quanTiTY thai we sense and feed 10 an esTimator
tha i has been culled y and detenn incd b)' II in the prc\'IOOS two !iCCtions.
Ahhough 0;0 h I' in th is book we ha" e onl~' considered systems wi th a single
control input and single ou tput (SI50). Chapter 9 cOnSidl'rs the case of mOl\.'

Reference Inputs for Full-State Feedback

The cumJX'nsalion obtained by combinin1the conl ro l law studied in Sectil.'1 t

8.1 with any of the estimators of StctiQn 8.2 i ~ a fegullllOT design in Ihm till'
goal wa~ to drive :III states to zero, We designed the eharJeterhl ic equOllil)Jl,
of the control and the IStimalor to give S:ltisfaclOry nD Ur.l1 mode nan ~ic nt~ 10
initial conditions or disturbances. bu t no rncOIion w:lS made of how to MNCtUr\"
a reference II1put or of the considerations ~ary te ob4:ain good tr.lnsient
respon)e to refell'lK'e inputs. To siudy Ihest matters we wilt eon~ider fiT'i1 hO\,
one introdllCe~ a reference input to the full~tn te feedbacJ.. case, and lhen we will
proceed tu the ca~e wi th estimators. We then tum to a diloCu<;sion of out put errur
command. a structure that occurs when the St'n!Wr is capab le of providing onl.1
an error s i g n~l. for C"'~lI1ple. an altitude error from a gyro or lhe pointing crror
from a radar ~i!!nll. The output error ~ truclUre is also tht one that resu1t~ if one
is desi~ning the compens.alion u~ in~ U'llOsferfunction methods and the rcferelll:,'
input i ~ structu re<! accord ing tu Fig. 7.5, the typical nse. It is. there fore. of
inlercSt lO srudy this structure in order to understand the Impact of its use on ttJ.:o
dynamic response of the system. In conclusion. we 1'0111 disc uS!; the implication.
of this $CClion's resu lts aOO compare the rdat i\";: /Id\'an lagcs of the structurt
made p<b~ible by the stmespace control/estimation approac h with the ciassic:..J
approac h.

D<:~lgn

8.4.1

Chapter 8

Fi9urI!8.1 4
BIoc~ dl3gram for
fu'lstale feedOa<::~ \'.lith
refe'ErlC" I)out

) 10

N; ""

u == - K(x - x,l.

(8.68)

X(X)= X,, == X, .

or hi gher and r is a step, the re will be no s teady.s t~!c

and

N.r.

(8.69)

(O~

IhoI> ~.p:>. M.n CMlIed "'n>o::Xkl {<!limo In,:

t ~ TIIi' i, th ' ""I._ <.u Ib;w h'" a oo ioj ... ao.d

""""cr .1I1>oo@h olh<r , il ~;w..,.,~ h.,. be~" ,,"~;'d
13 S~ Tr ..,l~~ :>r.d B","", t 1978) f",,, ~ <o:nple1~ d,,,uo.>.ion ond ~".~>ioo, 0;0( Ih. idt;b '" i"" .. ,

",,<I

as sho ..... n in Fig. 8. 15(a). Thc proportionali ty constant. ..... . wi!) be solvcd for in
lhe form ulation.
If the resulting II" is actu al ly computed and implemented in the ref~rence
input SlIUCturt'\ we refer 10 it :l.~ 'feedfofwaro." bul the fttdforv,nrd componcnt
of t ~ input is oflen not used, Instead. the pre ferred melhod of prol'iding for zero
steady.state enol' is through integral control Q:' bias estimation ...... hic h esse:ntiall)'
rel,laces the II .. in Fig. 8. IS(a) with an integnl tha t is an estimate of the steady.
Slate co ntrol. a topic that is the subject of Section 8.5. In some cases. it is di fficult
10 achiele a hi.g h enough bandwidth when replacing feedforward \\ ith inte!!r.l l
cOlllrol: therefore, feed forward is !iOmelimes uSl'd to re duce (he demands on the
intcg ral so that it need only pro\'ide Ihe error in Ihc feedforward COnt rol. Thus

II ,,,

For Type [) systems- there will be an error rec ause some control is n-quired to
mai nlain the system :ttlhe desired x, .
Often the designer has sufficiem knowledge of the plant to know whal the
equilibrium slate is for tIM: desired output. in which case the detennination of N
is complete. For complex plant>., hOYo'e~'er, this can Ix di fficult. In these ca!>e$, {t
b u~fu l to soh'e for the equilibrium condition thai s:l1i.dies y, == r.'"
tn ordrr f~ the solution to be I'alid for all system types, whether they requ ire:
a steady-state CQnt rol in pu t or nOl, we ..... iII include the pos.~ ibility of a $ tead y-~ tate
control !elm thai is proportional 10 the reference input step. that is.

If the s}'~tcm is Type I

error. and lhe fi nal state

N, r = x,

IntroductiOI) of the RcfenmCf Input 11 1

than one input and ou tpu t (MIMO). and. therefore. we will allow (or that in the
here and in the follo"','i ng subsect ion. We will. howe~'e r, require
that the number of inputs in u and des ired OUlp uts in )', Ix the same.'~ The
basic idea in determining N, is that it should transform the re ference input. r.
10 a referenc e state tha t is an eq uilibriulll on~ for that f . For exam ple. for a step
( J OJ; Iha t is, we wish to command the position
command to Example 8.1,
state element. but the velocit), stale elemem will be zero in steady ~ate. For the
double mass-spring system of Example 8.3. jf we desire that d r-thal is.
that II, = II 0 0 OJ- then we should set N: = I I 0 I D) beealiSC thai
provides ;;tstate reference, !Ii" lhat. if matched b)' the actual stale. is at equilibrium
for the des ired OUtpu t.
More specifically.....-e h.we defined N , so that
dele lopm~n l

8"

Chaptcr 6

doagram fer fl..l rllale

feedback. ':lIth refrrM(e

rnptJt and feoedforw.lfd

Mel hod~

".

,OJ

H, N, T

=r
and

II, N,

= I.

(<J)

- JIX..

\I,'hich reduces to

+ ru"
;or:

0:

(<J) - l IN.

+ rN. =
0.

(41 - I)N, r + rN, r = O.

aoo. from Eqs. fS.69) and (S.70)

"

Fun hcnnore. we are ass um ing the system is nl steady Slate: therefore.

which reduce to

II'X" = .\', '" r.

(8.72 1

(8.11 1

18.70)

speeding up the s)'Slcm response. On the other hand. if the system is Type 1 or
higher. the steadys:ate val ue of wntrol for:l Slep will be ~ero. and Ihe r.ollllioo
will simpl)" gi\c u~ N. = 0 :lnd N,. which defines the desired value of lhe
Slate. x, .
COllli nuing on then. the stcildy state requirements for '1C syS tem arc thai

Design t,;smg Sta:e.Space

fa) Bloc!: df39'a'Tl and

(b) modifle':l block.

Figure 8,15

3 12

nn

(8.B l

K= N.+ KN,.

-- - - - --- ---- -- - - - - - - - J.'r Ib, .\fUS>,Srnn): 5~<hm

I~

n" camoo "" .",,'1

,j

rt.. pl""I Il:. "'" or ... 1

This example shows thatlher.: ~re some ~y"'ems where it is Ix'tter to use the
of Fig, S. I 5{a). Howew r. m OS t ca.'iC~ do not t"xhib il thi s sen~i t i\'i ty and
Fig. 8.15(b) is prefelTl"!d due to its .~jmplicil)'.
Structure

I""

------------- +

:v

Solul iOtl. n..~ ~"~, dt fincdlob.: ~ _r,/ it ,. ,-(. T11erefon:: .lOwmm!tnd aOOiKd
,1[Il1Cof d. iI ,=l t 0 () OI.and ,l>ee,a1 ull;,;..,OfEq.18.73,lead,.o N; _ \1 0 t 0 ]
a<l d N. _ 0, lIS c \ poecrro h) m.'f"X1;ng the phpical ~)~re m <h()v.'n in Fi g. A8. The fael .hat
N. = 0 m.. kc, >( n'C bau ~ Ihi. 'ySicm i , in ~"ilibrium ,,illm"ll1'1< ,.. cd of w,)' control as
Jong J' d "'.' ",h;';h is en.un:d by lbe n-sul lin, ,"~Iue of N, . In fOCI. ;\,. ",II bo.' ~cro for an)'
'} <t~m ufT)P<' I 04' rughe r. a< ~[read) di..:us<.ed. n.., ekmenl.' of :" , OO~ depend 011 .poeci~c
,a)""" of an)" p;uamclrr< rn 1t1i' plan! and:ue therefore r\OI .e~ili'e IQ modeling t'lfors .:.fmc
plant.
L'.e <>f Eq. (I .U ) k;ul~ 10 N =< O.tXl5 usr n, Ilk- K from Eq.18.181 and N '" '1.01 1 u";nl
, .... K from Eq (8. 19). f lo" ~,cr. 1lQI" I h;ott~i ' inplJl <tnJl."lun: can be wry ."n"li\~ IO Crr<lr) in
K In Ihi, p.mic~lor "~ Dmple.
i. til( re<~l l of a diffc ~oce oft lAo nu,nh(o~ 0:, and K) ) Ih1.
~redm.e ,,,cad, OI~ in :Ib....tule ,';).1"". c> I",,,,clyclme(or the n",. ~:J<.e'" hich ~\jo nh ibi l cd
poor ""pon<.e, c h~ ; prod",; ng an ( ,<creme sen, ili, il),. Spo:cift"'lly. if one: c f lile (~J1'k' n" of K
i ~ Eq. 18.IS llA c'T( in CfTI.)r b~ t <; , Ih~ ~u llin ~ CrtOf j~ li! ,,"'OOld Ix 12O'''! To ~"o!d
high
sen";ti,'il)" (or c~<.e' l i~e 1hi . ;1 is ;rd,i!-ablc 10 j.lnrCIUfl: the ",feTell<.~ rnpUl11o:< III f ill. 8. 151 3 1.

C"""",I~ Ihe ,d"n:D':" inpul quaDlilie> rno 1M i ) , tern of E.>.arnpk 8 ..\ "bere II Ij dc<.,rN 10
rommand tf toa D('\O' '~h",. Co:nnp ...... ,he I"" >lnlCtu, c la ) and (h) ' n RH. 8. 15

R4~'l'nd Itll'l. ,

- - . - - -- - - - Example 8. 11

[ ~: ]=[ ,.~i

resull "

Caku l<ltKm of N, and N. can be carried out by the MATlA8 function refi.m
contained ill the Digi tal Control Toolbox.

- - - - ._ - -

de~ired

3 13

It is ah C) p\h~ib le to enter th ~ ref<' rence input after the gain llIultiplic,u ion
according 10 Fig. 8. 15(b) by combining N, and :'ll. accnrding In

yields the

l'llu3tion

N, ] _ [ 0 ]
1'0. I

r] [

.. - I
[ H,
II

rnatri .~

ln m-..:h;c u<Jn "f tll( Rde rcl'lcc lr;p m

Collecting Eq,. 18.71) and (8.72 1 into one

8""

figure 8,16
Block doagram~ for the
best reference Input
SlroctUlewlth
est imators: the Siale
command Slructure.
(a) as eer'Ied,
(b) smplof>ed

8.4.2

,",

Esl " <>:KO<

(.,

..

1-----'

"

'

:------0 ------1

and (8.57) shou ld

be used in the e sti mator box in Fig. 8. 16 because they \l e r\,'
based on contro l feedback that d id 001 incl ude the reference input. The ba ~;"
idea of the esti mt tOf that resulted in the s lruclUre of Fig. 8,4 h to d ri' "c the pla nt
model in lhe est im ator wit h the .'ilIIII~ inpu ts that arc applied to the aClual pl ant.

'10'

11'11:' sanlt" ideas can be appl ied to the C'as.e where thC' est m:llor is used to ~uppJ~
a state estimate tOT control in ploce of thC' actual state feedback. Ho wever. it I~
importa nt 10 structure the sys te m so thutthe control u thIt is applied to the pl nn l
is also applied to the estima tor as shown in Fi g. 8. 16, This Oleam that Eqs. 18.:'i6 t

Reference Inputs with Estimators; The

State-Command Structure

If the syMen in the c~arnplc had been Type O. we v. ould have round Ih:u
N. was nonzero and Ihat its \'aloe .... as in\'e rsely proponional to the p lam ~ai n
However. the phint ga in can vary considerably in practice: there fore. design.r.
usually choose not 10 U.'\C any feedfor....ard for Type 0 syste ms. re lyi ng instead (Ill
the feedback 10 keep errors acceptably small or by im plementing integral contr,,1
as d isc ussed in S ~c l ion 8.5. If this is the desi red action ror a con lrol design u~m~
stalt" space . the lksigllcr can simpl}' ignore the computed \'alue of N an d .~k l\
rt" lyon N, for gu idance on hov. to comm:md the stale \eaor to the ~ired \'3 lu(~.

!ntrodlll'llOn of Ih( Rdcrrnce inpu l

3 1:;

+ N. r = - Kilt) + ~r .

with

- Ki rk ) + Nr.

K.J[

- Jl .

[i:]

] + ~.r =-[K.

K.J [

i:]+Nr.

18.76)

(8,75)

+ 1,:: If)xt k) + r ill!' ) + r , u:.t).

.rl t ) :: Hx(k) + ),, (t ).

( 8.71!)

I~~~ LpH ] [ ~ JI + [ ~k

r.kl+ [

(8.19)

I~, ] utk) .

k)

, 0] [xOd 1
~ __~
[H

18.80,

NOte thai :hc term o n the right with r int roduces tho! command input in an
ident ic a! \lay to both the pla nt nnd estimator equati ons. The I~ml o n the ri gh1
\I'i th w in1roduce~ the di ... lur bi! nce int o the pia nt only: th e eMimUlor is unall'are
of it.
It ma~' be usefu l to i n~pectt he ~rfonnanC'e u f lhe ~yst('fll in tenos of Ihe de
sired OO lput .1' the coo trol II . a nd the eSlimatorerror i . Th is can be accomplis hed
\\ ith the OUlput equa tion

cp -

Fur the predictor estimator. Eq. (8.62) is a'Jgmented \\ ith the input command
as fullow s:
d i ~lUrbance

[~ L, '" [ L~H

mtd

lO: tk

/8.771
Undet idea! ('Qndil ion~ where the mode! in the est imator is ~rfecl and the
inpul It applied to p lan t and c);ti malor i~ identical. no e)t imator error w ill be
exci ted, We use the feedback to the est im:~or Ihrou!;h ,I' onl y to correC I for
imperfections in tilt' e~l i malOr model. in put scale faclor errors. and unKn own
plant disturbances.
To a nalyze the re~p(mse of a sy~t e m . we must ('Qmbine the estima tor C'l.]ua tions
with the mode l of the ~)'~t em to be controlled. It is ofte n useful to anal yze tho!
e ffect of d i;"lUrbances. so the ~ystem eq ua tions 18.3) are augmented 10 include the
disturb.:!nC'e. u'. as

U(!')=- (K~

or. for the reduced-order e SlimalOr. Eq . (8,45 , shou ld be used with

u (k ) .. - t\ (i ft) - ~)

u~d

+ N"r =

or. with the curren t e stimm or. Eq.(8.33, is

u (k , = - K (x(k) - x,l

Ih u~ mini mizi ng esti mation errors. There fore. lhe fonn o f the estimator g i\'e n by
Eq. (8.231 ~hould be used \\ith u fk) as )OOwn b)' Fi g. 8. 16 . thai is

8,..

<

"'3 '

(8.811

found ;n E.~amr!c

]W(.I; l.

8 .12

Figure 8.17
Stepresponse time
histo nes fO( Example

.5 0

.,

05

T'"", ,,.,,,

,.,

___ i,

- - - Y;

- - "'
-- .',
2.3

' r-- - - - -- - - - -- ---;

Solution. E\'aluat ioo Q( Eq . (8.73) yield, S , = [I O) r and N. '" (I, 1berefor~ . ....' "" K .
I
The dt.li r. d respon >e of tile s)'stem is oblai""d from Eqs. (8.7'1) ,nd (8_80 1. U~ing st ep m
MAn.AB yield . th~ uni t step "'_'pollses slK>\'o'n in FiB. 8_ 17. Not< Ihat the eSlimator cr:or
r~mains Z([,,; thu s th. r~spon.se is exactly the 11)( as if 00 e,rimal0 t "'r,e prnc nt :\'01.- al >
lh althe Stfm'1W1: sho"'n in Fig_ 8.16( b) doc s 'lOt allow ~s to rep", ... nl1 hc s),.tem in a ,Ii mpk
classical manner with tht D,(~) from EAamplc 8.8 placed in the upper palh a. in Fig. 7.5. nOr
docs il al low us to pl",e Dp( :1 in the I"",er fudbxk path . Ratiler. it is beSt to stay "'ilh tmSlalr" p""" dr~criplio" and enler the equation< in the control cwn putt r ba.<ed o n Fig. 8.16. Tho
=pon~ in Fig _8 .1 7 'Nould also have le l U!ted if using IlO estimal or. a cu""nl e>l imalor. Or ~
reduced-<:lfde, .s timatill_

Del ennine tile $tate-tmmaoo 5!ru,tmc for tht system whme regukcor
8.8 and ' erif)' chal ;If,Step rr~pon.se doe, not tAc ile all esti mator emr,

<

+[ ~~. + LHrN] '(k)+ [L~r

[ Lc:~ ~ - rtt~L,H$ ] [~ l

RcjnrnCt" Input Command ", Sardtilt" .A.!tiwdc

[z L,

For the cu rrent es tima tor. the system equati ons are found b)' co mbini ng
Eq s . (8.57) and (8.78). which yields

Design USing Sta te -Space \fethoo.

Example 8. 12

C hapter 8

------------------------------------

316

Figure 8.18
Referen ce input as an
outp utellOi' command

8.4.3

lmnx!U( !lon o f the Ref~r~n cc Inpu!

3 17

IJ = ( ~ - rK - L~ lIli

+ L ee)' -

'

!::,',ma'e r

- - - - - - - - - -,
I
I
I
I

(om",,"'. t"". D(.)

OJ IP"I error

r) .

1 [ - oL, ] rOd + [ ~I
] [,;;: , +

t_____________ ...J~

r - I
I
I
I

"

(J)-fK - L}1

- rK

ancllh e system respo n.-.e c an be oe!ermined by soh'ing

x(1.:

nU:c)

It'(h

Another approac h 10 the reference- input structure i ~ 10 introduce the commnnd

only at the mea;;lI red estim ator input. as shQl.\.'n in Fi,!;. IUS. Th is ~olution is
sometime s forced on the control des igner because the sensor me 3~ ures only (he
error. Forexampl e. many the rmostat~ have an output that is the difference betwee n
th e te mpe ratu re to be controlled and th e re ference. o r ~t-po inL tem peratu re. No
ab~olute in:l ic at ion o f the reference temperatu re is a~'ailabJ e to the con troll er.
Likewise. some radar !racking sy,tc llls have a reildi ng that is propor!iona ll o lhe
pointing error. and thi s sign al a lone m us t be 'J _o;ed for control. In thi s case. the
est imator eq uilt ion (8. 56) \)e{:omes

Output Error Command

II i, wllnhwh il e to re fl ect on the fact that the co mbined s},s!em has pole, that
consist of me cont rol (lnd the e.q imator poles. as gi\'en by Eq. (8.551. The fact
that the sy!tem response to an input ~tnJct ured a~ in Fig. 8.1 611:1) did not e_\ d te
the estimator response me-ans thll! th e transfe r func tion of this sys tem had Zl'ros
th at ca nceled th~ estimator pole ~. Th' detcrm in.:lt ion of Ih e st ruc ture in w hich
the re Fer'tK'c command i, e-nie-red in to a ~ystem can be \"icwe-d a~ one of "1.ero
p lacement" and. in fact. it has been sho,," n that it is poss ible to p lace the z('ro~ o f
the clo~ !oop transfer fun'tion at ~ny arbitrary locati on [(Ernarni-Naeini and
Frank [i n ( 19I;2I J.

M.-I

hampl,CC"C'C'_ __

predictiOll e~timator
wit .... ou tpu t comma~d.

Figure 8,19
O\Jtput time hislOfies for

["ample 8 .14

., 0

.,

",
.,
.,

AnaJ y~.

(I~

wh~n

Timr(>cc,
"

~.

the pe rformance of ... mpl~ 8. J3

.edocedorder eS-limllOf.

2..1

"'i ng th e QutplI:.co.nmand ,trocture and

O~rpul Cllm l'wlI(l ~l'll(ftu'f wirh u RcdlludO.-der El'/i m;l!or

S ... lution. The sy;.ttm i, anal)-led using Eq, (8.g2~ and Ih. OU1Ful Eq. jS,go). The rtl'uli i,
., I'O'lm in Fig . 8. 19, !,-'oc e the e"im"OT em)I' 1'1:,'1"'"'" and Ihat il (lase' a ,ub>l:lnti~1 inerta",
in o".rshooi as rom,,,,,,,d 10 thai of Fig, 8,17 (JbooJ l 7O'K rad,er Ihan 2O'l) and an iocr~a'~,1
U~ of (onlrol, Al lhough this degradation could Ix .edu""d " 'ilh raSter eMimalorerror ">O! ; ,
Ihtl'l: "'" limits du.. '" Ih e ad,..,,,,. effeci on lhe ' Slima!lx'~ "," <il;"'ily 10 measurement "<li,~,
Some of the degradaliOfl can !J., reduced by uo;ing a cu rrrnl orrc:ducro or(ier.'l imaIOf bc:<:lU'.
of their 4uickc r "'poose frum the immediale uSC of the measured .igna l.

Analyze the performance of Eumple 8.12 ..... ~n u.;ng lhe OUlpuH:ommaoo 0.1",,,'11>1'1:. sp..'<.' ;t'.
ical!~' 10000;n& 01 lhe .rep ""POO"" of Ihe estimator error.

O~rp"{ C<"nmmla ~rnrur<' " ,[il II Prcd:aor fSlimmor

Notl" that the wrrmand input r only enten; the est imator: therefore. th e plant and
eS timaTor do not !ee the same comma nd and an estimator error wi ll be e:>.cited

Design Using Stm~-Space ~!ethods

Examp le 8 . 13

Chapter 8

3 18

8.20

- - ,Y,

_,l,

""0

IntroduwOrl of the R<::ference Inp'J I

319

and the

Ir ~n>rer

2 (: - It
funclion Ih.ll aro>e from the reduced-order e<timatO! is g"'cn b~ Eq. j8.6h
Th eootput time hillori es " , jng these l"'lfIs f~r (uncl;on\ IrC shown in Fi S' B.20. ~ote again lhat
there il more O"ersOOot I OOo Ut 50'i<:) lban shown in Fig . 8 ,17 but 001 as much :os lhe prediclion
e"imalor, The conl.ol usage for Ihis ca"" is a\r.o les~ th~n in Fi l: , 8, 19 . ."d ;1 starti at lhe
first cycle raT!>:r t1T~n being delay.d hy Ofl. cycle. ll'; was Ihe ca~ in Fii' 8.19. Th is .e,u ll
produced a seltling lime forth ...ooredorder Cllse' thaI is abooJt on.: sample period fasler than
the prediction b limulo,. A 'IlITe nt f .' l ima1or would produce resu ll' .imilar tn thi, Cale bo!<:ausc
il. 100. ,hares me fealure of an immed iate responr.e It> Ihe mea.med output

Gt:) '" - - - -,.

r : (~ + I I

Solution. Th< ea.ie ~t \\'~y 10 anllyz. this sy,lem ii bytran~f"",, method . The plartllran,fer
fun,l ion ,,- analyzed in Seclion 4.3. 1 and found to be

Tim:: ' 5<0'

, !,---o"C'~--""---c",----;----,.,,--

.;

.,
.,

Th is sec tio n has demonstrated a key resull: The cO lllrolier structure based on
state-space Jesign of th e cOlllrol an d estimator exposes a ml"lhodology for th e
introducti on o f the reference input in a way that produces a beHer respon se
than that typically us.ed with transfer-function design. The state-comman d input
~hown in Fig. 8. 16 provides a faster re sponse with less contro l usage than the

8.4.4 A Comparison of the Estimator Structure and

Classical Methods

!~~~;;j~::~tllitcnes fer

I:l

320

Chapter

~tethods

, .
1"1.-

I x Iff

+ :!(,"',' + w;)

lilt reSOfla!IC~ frequency"" = I U!~ and the dampin~ t;, = 0.05. 1.1~ a ;ampl~ r:m o ( (\
aoo design contr.>1 'ystems thaI haH a ri~ limc of to n1O ,,ilh an o\'crohoot It lh;t"
IS':<,.

(b) c\aluale Ihe K am L from la) uling til< outpul elTO' SIr1,lcture ...hclh cr or nOl they m~ 1
Ihe ~p"c;fi~aliQn,. and

(a) Do the de'i~n u)ing a ~I"IC CSl in1otOf and the: Sla le comm""d " ruc{Ure.

~H l

wh~rI:

Gl s l =

A computer disk dri,~ h., a contro t systcm that .ommand, the rca:! held to moVe to'il,ti.
tnoch Ofl the d i~1.:. One such s)"51em is described in Chapler 14. Although the dynarr.,(,
between the xquernd the: head mOlioD are primarily CI.'! = I/ s' .lhel"l' are t~-pi"al l )" ",,c ral
l"I'>OI1a""., dm 10 the arn'-s fle.\ ibihly Ihat limil lhe: perfonnance oflhe ",r..o .ystem. He,.. ,,<
wi,b to limit til< fk~ibilily 10;1 one rl:SQn'r><.:e mooe fox si mplicil ~. The mmsfer futlCtiOll is tho:
same as lilt m:>s~spr,n8 sy"em sho"n in App"<>di~ AA. al illouv II>c dcriva liQfl of il "ould
i",'O hc rot alional dyoamics rather th 311 11l< Ii"".,. d)namic\ in Appendix A.-1. I See Fr~nkhn.
Powell. Md Emami:>;...,ini I t99-l). Ch~pter 2. for more detail . )
"The .y>1e,n tramfl'f fUrllt;OIl i,

output-error-command <;cherne shown in Fig. 8.18. wh id is the typical tran sfer

function s trocturc. The reason for the advantage is th at t~ St aleI;ommand SUlK
tun.' provides an immediate input to the plant and does not t'Acite any mode s of lh~
compensator th at degradc the response. Although thi s resllt has been specificall~
shown on ly for a s imple second-order syMe m. it appliei to more comp licated
systems as well. h fact. for higher-order plant!;. higher-o rder compensators aT...
often required with more mode s for poten ti al eAcilation.
It is not mandltory that the state-space representation and th e s tate-estimat or
design appma<:h be used in order to determine a stro cture Ihal docs not eAcit ...
compensator modes. Howe\er. the detennination is d ifficult us ing the transferfunction approach. especiall)" in the MIMO case.
The advantages of using the transfer-function representation are that highorder sy,te ms arc easier to trol.lble shoot. the desil!ns are made robust wiTh II'.'~
efforl. and CApc rimental frequency-responSl: daTa can be used to do~ a loop
qui c kly without a time-consuming modeling e rTort. These ad,antages might not
alwa ys warrant transforming to the state- space form in o rder to achieve easil~
the better referenc ~ input muctUTe.
Although not di sc ussed in lhi s sec ti on u~ing linen sy~lems. the ~Iate
command struCTure allowsforsuperiorrespon>cof system! with nonlincarconlrnl
characteristics. for e Aample. S-aturolion or on- o ff actuators. Whatever nonlinear
ity is p resent in the plant can usua ll y be modeled to some degree in the eSlimal(lr
as well. thus reducing errors that would otherwise be excited by the nonlinearil~

8 De sI gn L:sing $tateSpacc

Figure 8.21
Disk read beaG
uample 8.15

fesp<lrlse.

'OIllp"n.~lor.

IntrodUClton of the "" re rence In llU l

:>

IRO ....;dI_

desi~ n

32 1

1I.~

1.5

,>

.'

,,/
'.
"i

j'"

" "

.:0

Ti_'m~l

~~

.10

"

spt.m; '" le!"< pick Ihem al w = I kH z and ~ = 0.06. As dis<:uss.:d in Seclio" ~ . 6. il is

no! .... ise to nxwe pole. ""~. more than ~O" hn 10. b Ihi, c .."'. vee h;tw relained the same
nalural f""luenc)" and iocrl:ased the dampi ng slight ly. For the estimator. a good start;ng
point is 10 pick II>c nalural f""tuen,i., twicc Iho'" dlhe ffiIllmllcr. Ihat if>. al-lOOr~dI.ec
aM 2 k H1_ Th~ damping "3....let:te d 10 be 0.7 fN both ,,,Is of poles in the ~.'timaIOr.
The .elecled pole, .... cre: coo,crted to th eir di<e<elc equi\'alenl~ and u,ed ,,ith a(\:er!()
find K:wd L. Evaluatiou of Ill< rc:sponse fQf Ihe st~le (onun . nd ~tnK:Me i< found using.
Eq. t8.791 in step a,,.j is soov,n in Fig. 8.11 We ICC Ih:>llhc ri~ lime 300 o.-"r>hool
spec ification. we~ me l fur thi, ca,. and that !he s)~I.m >en!., to iIS fi.",,] ,""J.tue at al>oul
JSm=.
(b) L:<ing Eq. i8.82f show~ tho! re spon.~e of tho! >yslem wi lh lhe same K and L for the ootput
errorco nlmand ~a,c and ;I ;S ,hown in the figure: a!!.o. l\"~c that the e >limal(){ ellcil31ion
for Ibis case causeJ an <)\crs hOOl of 130'* rather ill:rn Ihe desired IS'I and the ,y.tem
~ppears !() be lith tly damped e'cn though il< poll.1 are in prec;>cly Ihe s.ame plac. 3,
cal<' II). It is interc:' lin,g that the large o\"el>hUOl " .. s. in part. <a u>ed by u~ing <k.lired
pole. that 'ncreased the resonanl mode damping (1"001 ~ '" 0.05 100.06. Had tile doornping

(il Fort~ .1ar(; .pace de~ign. a good 'ilarting point wovld b.' ",,illl lWO OFlOO iles irtd pole~ at
"'. = 200 f3d1~c ~1I<l ~ = 0.6. Two more p<>lcs allo need 10 be "dccled for thi , ~, . order

501u110n. Eq.at;OIl \2. 1(1) ioo;cal~s (ha l a" < 10 m!.t<: ...ould be mel if "'.
and tile M. < IS~ would he mel if ~ :> 0.5.

~pec;ficatio n '.

Jtmne on wbal",er de.iE" par_meters are appmprialC for ( 3) and Ie ) tf"l meet Ihe

(e) do a classical de sign .... ith a lead

8...

311

Ch~pter

.. "'

lntegra l control is useful in e liminating t he steady- state errors due to constan t

disturbances or reference input .::ommands. FUr1hemlOre. most actual control
system;; an: nonlilear and the input gain r and the stalC matrix I vary wit h
time andJor the set point. The line ar analysis which is tr.e su bject of this book
pertains to per1urbations about a set point o f the non linear plant and Ihe contro l I,
is a perturbation from a nomi nal value. The use of integral contro l eli minates Ih~
need to eata log nomina l va lu es or to rese t Ihe control. Rather. the in tegral term
.::an be though t of f.S .::onstan tl y ca lculating Ihe \'alue oflhe control required atlhe

8.5 Inlegral Control and Disturbance Estimation

e~dted and lhe o;,:ltling ti me of lhis sYStem is cn"sitkrably looger than Ih e Siale command
structure. The """Ullage of this apprOIKh i, Ihat the compen.\aIOr is fiTSI (ltde, while I~ e
estimator approoch (al requ ired a 4" order CQrnpc:nsalion.

DI:) = 73'}4 ~ +0,9934 .

: + 0.8-165
The clOstd loop <1ep respon~ with DI:) in the fOr""'ard pat~ is foond using step "r.d
sllown in Fig , 821. II al,Q m~I' lhe specifications. bul a s l o~' compons.alor mode "J-

Dt n ; K - -- .
5 + 1000
L:sing th;, w;lh '.he G(~) abon in a Bode plOl shows lhat lho: re>ooant rnode does not
affOCl the design significantl,,'. the PM i~ met.. amI the de!;ir\XI crOIW,'tr is achieved whcII
K = 8001. To COO,'en to the disilal fonn. we in'"<lke c2d u'''S' the matched pole ' z~J"
approach and fill:! that

PM

bun kepi at 0,05. the O\'cr.hoot woold have t>e~n a!>wl 50,., \"hich j, Ilill exct>s;n btu
significamly Ie.. Thi s i llu~lnleS the $Cn<;ilivi l ~' of dll! SYltern Ie 1M pole plucemen t when
u.ing Jh<o Qutpul
command .tmcture.
(el For tl>e da,.ical drsign. we nOIe thaI tl>e s.a mple rate of 6 kH.l is o,'eT 100 ti ~~ fa'I~.
than tM deSired (Iosed loop natUI.l f.eque"", (200 .adI>eC 2= 3) HI.). TheTefore. tM TTK1
e. podi em de l ign IIICtl>OO i~ 10 use the t _planc and ronVert Ihe result tQ the discrt'te cas.:
when through. ful'1 he11Tl<)re. ,ince tlK' re500anCe frequc'KY i, ~i~nificilTllly fa,te, Ih~n
lhe desired hand".. id\h (2= 200 radlsecl. we can ignQn: tho: .<-,"""anee for lhe fi~l em.t
the del ign and .imply find a cnmpcn~ alioo fw a I f~: 5)'>lcm, L"~ing frequenc} re ,poIl'""
ideas. we !rno,,"' that a lead romp"nS3tion ,.:ilh a ralio of 2.~ tel ween the zerO and pok
"ill "icld a maximum in erea... in phase of a!>wt 60 ' (F ig. 2.1 7), We .1;0 kr>OW th >! a
6(l
(S<:etiQf 2.4, 4) " 'ill translate J[t a dampins '~lio of about 0.6 which wilt rrrcC l
the o'crlilmol 'pificalioo. FoI" a II,' plant, the phase: is 180' t'-eT)''' h~re: the.efOl\' , th..desired PM " 'ill be obta i""d if \Ie place the I t~ co mpen>atiOfl so that the n,a~ imu'n
ph".", le~ i, at tt.. de,;ired cros,O''ef point i= 200 lad/_I. Thi, is ac<:omplilhM b"
placi~g It.. zero a facIO. of 5 belo'" 100 (at 4Q radlsec) a~d the pole fac lor of !I 300'(
200 (a\ 1000 rad'scCI. Ihu. prOO1,lf;ing

IXSlgrl t.:sing State-Space Methods

figure 8.22
Block dlil9.am fOI
ilteq.~1 control w'tll
fu n.sta le feWback

8 _5 .1

Inl egral Contrvl 3nd Dt:itmba nce Estimuuoo

323

T he idca is to add an integrator so as to obtain an integral of the error signal. This

intcgrator will be physically implemented as part of Ihc .::ontroller eq uat ions. We
then fecd bac k thai integra l along with the esti mated or measured state as shown
in Figs , 8.22 and 8.23 in a simi lar manne r a, before. To accompli sh the design of
the feedback gains for both the int egral and the original sta te I'CClor. we augme nt

Integral Control by Slate Augmentation

set point to ca use the error to go to zero. For t hese reaso ns. some form of integral
control is typically included in most control symms. More generally. the ex lernal
signals frequ:ntly indude perliistem deterministic .::ompo ncnt s an d lhe cont rol
eng inee r is required to design a controll er which wi ll force the stead ystate error
to be zero in the presence of such signals. A pa ni cul ar case is that oft~ di. k drive
se1"\"O required to follow a data tra.::k that is slightly off center so the referenee
signal is sinusoida l.
In the slate-space design methods discusse d so far. no mention has been made
of integ ral control: nor have any of the design examples produced a compensation
with an integral kind of behavior, In facl. state-space designs wi ll nOI produce an
integral act ion un l es~ special steps are taken. There are two basic met hods to for.::e
zero steady-state error i n the prese nce of pe rsistent signals: state augmen tation
a lso ca lled iDtema l signal model control and disturbance estimation . The idea
of st ate au gme ntation for const ant com mands or disturbaoce. was diseus>ed for
rontinuous systems in Section 2.6.5 and is essentially t~ same as Ihe <Iddition
of an in tegra l term that was d iocussed for transform design in Seeti on 2.2.3 , The
generali latio~ augment s Ihe state in a " 'ay that ach ic\'es ze ro ,tcady-state error
for a general class of reference a nd distu rba nce sig nals, Dimlrbance estimation
provides the same effect based o n estimati on of lhe stat e o f a model whiCh could
generate th e external sig nals. We begin with th e heuri stk introdu.:: tion o f integral
control.

85

Fig(Jt"e 8.23

Integral control wIth

state estim,;tion

!lloc~ di<lgla'Jl 101

= >xl k)

= II x(k),

+ I)

y(k)

+ ru Ck) + 1', wlkl.

= x,(k) + e(t) = .f,lk) + Ih; (k) - flk).

x(k)

K[ [ x .. l k )

1+

'

KN r'k) .

<8.841

18_831

With thi s revised de finitio n oflhe system. th e de sign tec hni~ues already de vcloped
can be u:;cd direc!ly for the contro l law design. Following: Figs. S.1 5(a) an ti
8.16(a). it wou ld be implemel11ed as show n io Fig, 8.22 forthe full-statc rcedb~ck
C3se and a s shown in Fig. 8.23 for the case where an estimator is use d !O pro\'lJe
x. The integml is f1'placing the feedforward term, N . a nd has th e additio na l role
of eli minating errors duc to U'.
The est imator is based 00 the uo augmented model and is used to recoostru~t
the una ugmemcti state. It will be rlth -order. where II is th~ OrUer of th e 0~gin31_
system 3nd requ ires the pl aceme nt o f n poles. On the otrer hand. the de$lg n ot

'ilk ) = - [ K ,

The control 1aw. followiog Eq. (8.75). is

[ '~(~:l\) ]=[6 : ]['~(~~I)] + [~] I/(k)- [ ~] r(k ).

therefore arrivi ng a the augmented plant mode l

.l,(k + 11

we augment the state with .1",. the integral of the error. e = _I' - r. The di scrc t ~
inl egnil i ~ ~imply a sum mat ion of all past values of e(k) IEq. 3. 15). which result~
in the di fference equation

x l/!.

the modd of the plant with an integratOr. thu $ adding an error integral o utput to
the e:dst in g plant ,Wte output. Th is augme nted mode l is '_he n used as tx: fore h)
ca lculate the fredl:uck contro l gains for th e augmented sllIe . Moll." specJficall~'.
to the staod ard sy"em

Example 8. 16

325

Delermine lhe intcgrat lXlntro! m\lctule and ga ins for tll~ salellite auitudc contro t problem
usi ng full Siale ferobac~_ Pl~ the <;:Oft lro! poleo; al : = 0.8 )0_25. 0,9 and use a =ple

IlIt0lral CO'lI,..,1 for Ih, SQldlire Arrir~de Cruf

=,

If implemented as in Fig. 8.23, th e addition of the extra po le for the integrator

state ele ment will typically lead to a deteriorated co mmand input response compared to th at obtained without integral control. While it is possible to iterate on
the l\ + I selected control poles until a sati sfactory response is obtained. il is also
possible to retai n the reference response obtained fro m a non-integral-control
design by pl ac ing a zero in th e con troller as shown in Fig. 8.24 so that it cance ls
the eXIra pol e rrom the integrator. Note !hal the feedforward N, Imn in Fig. 8.22
has bee n repJaced by N whi ch int roduces a zero at
= [I'. Us ing the zero
10 cance l th e closed-l oop pole that was added fo r lhe in tegra l state element cancels
the exci tat ion of that po le by command inputs. Note that this does not cancel the
imegralactioo, it mere ly eliminates the excitation of the ex tra root by command
inputs. A change in the disturbance. w. will also e~cite the integra l dyoamics and
the Me~ dystate errors due to either cons tam dist urbances or constant command
inputs arc elimioated. As always. the integrator OUtpUt changes until its input.
which is cOos tructed to be the system error. is zero. The config uration of Fig.
8.24 ca n be changed to replace the feedforv.'ard of r to add itiooal feedforward of
t' and mod ifi ed feedback of y.

-t,

K J requires the a ugment ~d system matrices (Eq. 8.S4j: there fore, there will

+ [ poles to be >elec ted for thi s porti on of the des ign.

I:!tegra l Control and Disturoo.nce Estimation

'

>0 .h

..1.",iotI of m. ,ero lorarioo COI"ITospon(h

1-- - - - - - - '
15 10 ["'I, ,be 'Y",rn of Fi~ , a,22 h.... Z<fOaI t "'. p,VIkul.. I<'lectmn of N. .

",. r . H , t.

Figure 8.24
~Ic diag ram for ' n t~ral control wi th fu l', ta;e feec'oack and an added zero

integralm pole
uncellation

[ KJ

be /I

8 .5

Chapter 8

I _

integral ( 0111101 a(\joo.

Example ':~16=---_ __

at t "" 2 sec With no

" 0

.,

.,

1 ,....

'-..

(f] Thf im picmcnlatioo is sU\II:tLlrcd a> .>hown in Fi~. S.! J .... hieb prod~ ,,,,rc:ll ; = 0.'1
All Other paramel el'i arc lhe ...."'" a, (bl. N",. Ihat the Ic.ull, n: re>pOn'" in Fill. 8.y",.. ,

Ib ) A l>kady >late error ",s ulting from a di,nnballCf i. a d aS\H:- Imh"alien for the :ldd ,w" ,
of in~lral ~Qf1 tr<.1. The .<)Slem model from . ..rnpl e S. I is augllll;:nlt d KroNin~ III
fuj . 1&.8..., and ~se.l" ilh acker loobl~in tile aLlgmented feedl>:lo;l. gain maHh. [K, K1 =
[1.02~ ]J,7.t 4 )1)1 \' a, ung (or romro) root. at : _ 0,8 :1: j O.l~ . 0 .9. We , a... fr'-'Ill
IOU llIple R.12 rh:t l.; = II vI' : IMff(Of . 1M .)'".m<ks, ~. is compl.;'1 e and c ~o ""
impl ~mcnt ed a.ccord i ~g to Fig. S.22 . L;sc of 151m prod..ee~ 1M r~ s ponse;o Fig. ft , !N~,.
~ethat Ih. dc, h d rc,~lt ha~ bcc nobt ained in th.at IlIc re is no longer a "'.:ld) '>I.tc~ n\ll
in IIIC OU lput. x " fio,>.'~wr. ~I.<o 004e tha t it hl.< COll ie with 3 prioe: tM t>eM' ior bdOll' Ih,'
disl ~rbl l>l'C ' 1. 1' M, to.:.n tlel r;ojed.. M~ COI1trol .... :1.< u><:d. and Ih. in;li.1 ,-," c,,11001 t...
inc.u<ed frum tlf! ori~ in al 20"'<- to aboUl -4O':" b 1IlI~ of the .MitLon.1 root at : _11.<1 .

t.) Thi,c~ i~ the..,me ~onuol lcr as u~ in hampk: 8.12. n.. ol'ly d ifTfll:lICf .S thaI tht r.
IS a ~I( P in 1M tl i,tLll'ha",< at .2 !Ott . Th~fOle. Isom mU>l be ....cd ,n onler to alkwo til.;
mull ipl. input~ . the ~ICp i ~ r Ill / = 0 and the- distu/b;uK'c MCP h \I' ~~n i nJ at ~ 5'. The
r~.uh i,.ttov.n in Fig. 8.1'. We >IfI.' that tile 'y,t.m re>pond~ icc",,,,. Uy 10 Fi... 8.17 fl'.
tile: fiN :2 'te. t.... l llle:le is a steo.d} ,Iat. eITOI in the Ol-Olp!J I. .0'1 aft., tb. Inln,~nt. (rum
t!ll' di llu,b,u" c die out. n.. OIII"ut ~TTOI' .-an to.: ,.bO\lo'n ,'i. I.... ril\~1 ,'al..e t~m Ill .....
" '! K, _ lJ.~. Ibu , the ~nal ,al"" of . , is 1.5 in , lead Gf the COlI'fnano.led ,'aluc o( I.

p:riod of T ,. 0 . ~C. Cttnputc m. li_ re<opoo>otS ('" ~ ~ nil ' tep in r at r 0 ~ ~ nd ~

\.I ep dllolurbance of 5 dtg.!," al t = 2 !Ott fOI 1.' no illl"iral ~'OIt trol .( b ) i m~' ~1 <'OIItrol a, ,n
FI, . 8.22. and ( ~ ) in lCJ~1 canuot:J:I in Fig. 8.:!-I ... ulu he id<k'd .cro lll ~ "' + 0.9.

Dc: Slgn Using StlttSpxe Ml'lhod~

and ill Sl~ d l5l u/Oaf'l(e

a ample to a un t
.eferente Input at

Response of satell te

Figu re 8 .2S

326
Fig ure 8.26

Fig. 8.24

wilh ontegral control.

ElIdmp e 8. 16. (a) As on
Fig. 8 .22. ib ) with an
added ze<() as In

ciisturb.loce a! I ., 2 sec

attitude to a tiM step

input <II f = 0 and oil step

Jiesponse of satef'l le

' hi

("

Control and O ls turb.:mce Estimation

- ,.

.,-"
~"

327

._ - +

l)e fon: 2 .. .c i, no.... i!lent;caltO th~ ca in Example 8.12 with 00 imc,ral control: yet. tile
integr.1 ac-lion sU<....,(..fu!l} eliminate ' (~C .'IICOO}''IUIC (nor.

T_ . ~,'

.'"}------:------c,c------:--::::~,""'-----.------1.

.,

-----;

' r---------------------------------------

Ti "" I ~""

-J oI- ------t------t-------c-~::'=,~'c----_c----~
~
"

.,

Int ~gra l

; ------_ ... . _- - ----- ..

11.5

Fig ure 8.27

B'ock d'(I~fam ' or nput
d ,stllfbafl(e (ejection

d in urba nte modell"'il

d iil u, blll(~ ,~je-nion

4>. T". "

,\n a lternate a ppro;lCh to state au!,!menlafion is to estimate the d is turbance si,l;n,,1

in the estimator 3r.d the n 10 use thai eSlimate in the con lrol la ...' so as 10 fOI\:~
Ihe error 10 zero at- shown in Fig _ 8.27. Th i~ is called d isturba nce .....jttliun.
Th is approach y)eld~ re~ult~ that are equi\'aknt to int elr.:ll control " hen the
d h lurbance is a con,lanl. Aft er the t'stimate. u'. cO lwerg(~. the feedback O! it,
valu e as , OO,,n in Fig. 8.27 \\ ill cance l the :!CllI al disturbance. u. and the sy,tem
will be have in the steady ~tate as if no dis turba nce were presenl. Therefore . I h~
,y, tem will have no steady-stale error. aS~lIl1l i ng. of course. that the $teadY 'Mal~
error was due 10 a disturba nce describc.'d by Ihe ass umed equation used in lhe
esti mator. It h impof1antto nuti ce thaI whi le a di st urbance mlly. in genera l. app.~~r
al an)' point in the plant equations. the contro l ca n apply a signal to ca ncel it Oll l ~
.ltlhe control input. To reconcile these facts. we introdu ce the input equi \"al,' nC
di sturbance. Thi s b a \'inu31 signal applied at the (o ntrol input .... hkh \l oulu
produce the S(lIIIi' Head... SI(llt (wrpUl at )' a~ the aelUal dbturbance doe~. TIlen .
.... Ile n the cO!1trQI ~plil.'"s the negative of the \' inual dist urbanc e , the e ffect (If th.,.
real di.~ t urbanee at the o utput iscaneelled and the e rror is d;\"en to zero. To obtain
an estimate of the virtua l disturbance. wc build the: estimator with the equ~lLun'
of the \'irtual d isturbance incl uded.
Disturbances ather Ihan (;onstant biases can be m():leled . included in the
e~timator equat io~ s. eSlimated along wi th the plant stale. and their cfft"t"1 un
eno~ eli minated in s teady-, tate. If we assume- the di stu rba.nce is a COOSl3nt. thecontinuous mode l is qu ite simple:

8 .5.2 Disturbance Eslimalion

It should be c ear from lhe discu,~ion an d the uample that the pr.:rCCT~d
im plemCllllllion o f integral control is g i\~n by FiS. 8. 2-1 \lhere the zero c ~ncc l ,
the in tcgrator cl ~- Ioop root.

Integra l C.lIl lnll and Oi:s.wrb':IIl\;~ Esnmm k"ln

u =

" .,)(J'
(8.85 1

329

~an

Q kl= n [ Xf/,; i ]
.
.- X., ltl

[:,:~t+l:, ] = I~. [ :~~;)] + r .lI(k.

be wrille ll a ,

111.881

IS.H7)

II

II

.'"Ik l

"'Ik}

u'rk l

"U I.

18.90)

(8.89)

. All. the ilka~ of Slall,' esti n13tion in S",rtion S.:! st ill appl v. .:l nd an}' of the
e~lm~~ "on IIl\'ihods can be used to ft!COn~lruel tte Slate cnnsi;,ing o f x /IIld )(J'
prt)\'ld.ed the ~~ ~tem is oiY.<en'3ble. ' The computation of the requi red eMima[or
gains I.~ exucII) as gil'e n in Se~ tioll S.2. the on l~ ch;mge bc.' ing Ihat the system
mo de l IS [he au gmented one g iven aoon' by <tJ .:lnd H . :-"Ot..: from Fig. 8.27.
howe lcr. lhal I~e. cOlllr?J gai n 1I13tri .... K. b 'WI obtained u~ing the a ugm en lc-d
mod el. R 3 Ihe~. I tl~ Obt31ned u ~ i ng the <ll a nd r a $.ocialed wit h the un augme med
F anu G . J III~I. ,l he augmented sy~ t cm dl,'~cri bed by !<fl .. U .. l will al\\uys be
1I1K"ontroJl able \\ . h~\c nu mflue nce o\er th e ,allie of 11 by mean,; of the co ntrol

,,'tk

['" r,] [ 'I"] + [r]

[ XII:+II]
+
=
= [
01 [" "]

In the panicular e a~ whe n.' the d h tll rbance i$ a con~ant . the~e etju.:ltions
reduce to

\\!tie h

Y= [1I0 J[:,]

[ ~::t+I :J] '" [ ~ ~JIIJ ] [ =:~}J] + [ ~ ]U(LI.

ut kl = H~ x", d':l
rK. 86)
whcre <fl~ -- t . r , I ." Fo ( PUrpose
- ~ 0 f ,'uIM
....
.
.
U, uance estl m::m on. we uugllle ntlhc .')'~IC Ill
modd 1\lIh t~..: d l ~turbarn:e mode l. 'I{) Eq' _18.85) and (8.S6) bc.'come

XJ I.t + I,= q,J )() ~1

and the di"c rete mode l is g iven by

:i;~ = FJxJ

or. in ge nera l ..... e cnu ld say th3 t the ui ,turb3nce obeys

Ii = - w,: u"

A ~inu-oidal di.<;( urbafl(:e wou ld ha\e tn.: model

R.5

~k(hods

;;'I~

"

' 1

+-

.t". ~.

..' ol----~--~c---~,-...:._C,"''---,,---~,

- -

.'

----_.- ----_.----.;.:.;. ;...

.

Sol ution. Fo r PU!pO..e ~ of findinS the '~ ntro l g~ in. w~ u'"" Ihe un:-.ugmcnted mudd " . in
Eu ml'le S. L ' 00. tl>crdorc . finJ ttle same \'al"" of K = (10.23 3A9] . Fo r p~~<":
cksigning Ihe cnim3tor. we augme nt th" plant model a~cofd in~ to Eq'. t1l.89) and tM.()OI ., ~
find that th e desi red poles )' ield L:. = ( t ..\ 6.1.. 5. !] . Su ocmn ng lhoc control". on Fit . S~.
and applyi ng the in",,:. a~ specifie d abo,c. Is"" )ie\d. th. re,pon>. a. -,how n ,n FIS: ~,._:-'.
NOle the similari1Y to Eumple ~.16 . ho,, n in Fig!. 8 . 26(~) and Ibl. The J l>l urbln~~ reje,;,." n
approach al'<l) elim;,.., lc> Ihe , teadY_'>l 3t O"m>f. But ai M! !\OCe the ."'I~ ,e~I"'''-.c: to \he ref~"" ,'"

pr.di~ tor e, lim:uor

f'lac~ the control

po)", :It : = 0.8 jO.2S arK! u,"" a s lm pi< poerioo of T '" 0. 1 ~~. L", .,
aM ploce th" wimato , pole, at ~ = O..! jO A. 11.9. C:0mputc II!.: "m"
responses for a ~n;1 >lep;n r 311 = Oio<'C aoo a SItp d i,wro ~m:c of S Deg/'~c- J t l = : ,.,.: a:JJ
compare ,,," results wi lh the integral conlrol in E ~ Jtnp l~ 8. 16.

Delermi~e Ih e bi as rejc-;liQfl control ~l n.t<.1 U'" and S ~; n, for 1h" >'l1~ lIi l( alt itude control proM,"'"

Bfa.1 Eslimm i<!l1 iillJ lI.:l<"f!l(Jf1 f," Ih,' Smdlilt" .-1 I ' l wd~ C<l~"

input. II . and must live with whatever va lue nature deals us; hence. the aug me nt~J
s yste m is uncon tro nable. Our plan is nO( to con.tt"01 U. 00'. I~ U'iC the eShmmcJ
\'alue o f w in a feedfol"Vl'ard control S(;h~ me 10 eillmn ate liS efl ee t o n stca dy-,(:!t~
errors . This basic idea wo rks if w is a con~ tant . a s inmo id. or an y co mbi nat ion of
functi ons that c an oc c:encratcd by a linear model. It work.~ regardless of ... he r~
the actual d hturba~ ce-ac ts s in ce the des ign is ba>ed o n the "inual di sturb:m,"'~
The only constraint i~ thm the di stu rba nce ~tat e. " J' be ob>~f\ a b l e.

De,ign L:5ing Swte-S?"c,:

Examp le 8.17

Ch Jpcff 8

Fi gure 8.28
Response of \.<l Ie/lite
e~3mple to a unit
refelence mput at t = 0
~rnl ~ step disl;'oIlbance
at r = 1 5-ec with bias
e-5"t1 maIKJn as in
f ig. 8.27 . Exarr ple 8.17

330

blcgl"al Control Jnu DisHl rb;lnC(" ESlinl.lliun

K = I to.~~

H9t

"Ill< f~edb~~k f..... the unaugmor.ted ,y.<tem i, ,ompo.,t N as in Eump ~ 8. 17 10 Ill'

r ,,,, r

and

H I "" ( J

nl

Th" d i<lurh.flCc :1<:1< al It "OI1 lrol inPO I .>0 lhocre i. no need for Ihe <""''''<! pl of ,~ ,jrtual
d'.,lUroo ""o . It is ,' \odoted by choo' i n~

SOlution.

De t ermine ,~ Ji,lurhan~c rei<'clion <olUm l ' t"",t ure and gain.< for Ih~ atti tude <"OOlrol
" ilh a d"tym an'."e IQrtjue fmm .>(lIar p!"Curr o f ~ d~gI~': " he,.., Ihe satdl ; l~ i, !pir>ning a!
15 rpm. Pla~~ II>:.- ,'o num pok' at :. '" 0 .8 ) 0 .:5 ~n d u." , a "" ",p l. period of T = 0. 1 .,ce. a,
be fore. Uoe J p"di~l or ~'Iim~ t..,.. all<! [}lac. th e .,timat,.,.. pole' at ; '" OA jO .... 0.9 )0. l.
Th. locution 0 1" th~ e,ti"' lt()/" polc~ {o",-"po ndin!; to Ih~ di, turbaoc. can be ~!cclod at "
rel~li\~I )" ,j"". f~ ucn9' a; abuw if loc , inu'-Oid "1 di. lu ooncc j, k _ n 10 be relat;"" h' .l Iable
in ma~ niludc and phu .... B~' pic~i ng those e,1im~lor pok'a t a slow irt><juc ....' . th<c dj <t~rbJlI<"<."
";limalC witi llO! ...... ';W~ J much 10 o lh ~1 higha fn."<lo"nc} di~l u rhanc"C1\.
.
Plo! I~ lime htl10ry of lhe di<lum JIl<.-.:. t ~., c ' lim:orc or the dislu,ban(."<:. and lh' 'y.<lem
output to ,-.:rif, th at. in '1clOd)' tat . there;, no CIT...,. remaining from the di~turhan,e. Pul in "
5tep commaf\d 01 1 at r '" 5 ... c to ' clif..- iIlatthe inpu l " ill nnt e ,cit~ "ny un ....ant~d e.' I; m~tor
enOl . Examine ,he mol, oft~ 81h order .;..Iem anJ c.'piai n ",h'l coch of th em repr.:~m.

For a ,<f'inning :>!d lite. a di.lurb;u\ce lorque from wl.r pres"ure :>Ct, on Ih~ " ~>1em a< ~
,i nu.' oid 3t th" <pin f~uen('y. The alli lOOe dyn~ "'iC"> 1;-..'0)(,....- Jt h orde, as the IWO ax", are
no,,' c"C>Ilpled ; t..: .... e' c r. r"l , ."',. 'pin rale, . th~ d)"n~mic, mu~ be upproll.im;)led 10 be I ;.,' as
In EX3 mpie S.I)

Vi,II,,""''';' r'"lfu< R(i<"d i<" : ) ", ,\ Sp;nn;".>: 5.:ld ll/'

- - - - - - ------- - - -

E)l ampl e 8. 17 shuws th at dist urbanc e esti mmion ca n be used to e ~ti mmc a
constant di s t urbanc~ input and th~n to use th at tstimatc , 0 ,h to rej~ct the c ifcei
of the disturbance o n .~ tcad y-s tJte efTOr~. When th e o:list urbance is a constant. ihis
approach eSSl: miully o:lup lic ates the functio n o f integra l con trol. Th e folJo wing
eJl amplc shows how dis turbance " sti mali on can be used 10 est ima te the value of
th e di sturbanc e "'he n it is a si nusoid. The t'~t im a te is u:.cd to ca ncel the e ffect of
th e di Sturban ce. th us c rea ti ng o:l isturbance rcje.;-tio n .

-- - - - - - - - - - ---- -- - - - - - - - -

Example 8. 18

331

inpu t; T here i, no inc ....... "'d owrshOO1 "' in Fig . S.26-rJI:; n f",t. 1)....- ,e,roo'" j, ide ntical ' 0
Fig. 8.26(b l U? umi l thoc di.m,oo...-t cnl~r . :II r "'! >Ce. NOle funl\cr tn:>! Ihe di,turb;,,><:e
e, ri matc . Ii'. ~pproad"l"s the ....:n' ll di;t u";'unc, "a!u~ J'ymptO!icnlly. :-iOlice tllat in lhi.; ,'~",
the l1eady ,tate error dUo! to th e refer"...-t in p~1 is maok 10 b<: zero tw the~ a lcul.t ion of N .rK!
i, Dol robU:l11O 'm~n p.ranwl~r chane, ;n the way pro" ided hy int~8ral control.

B.5

Ch J[lter 8

"" ( I.ns 6.801

8.18

In Fig , 8,n. h3rllple

d 6turwoce with
cisturbaoce reject on as

Figu re 8.19
Resp()(1~ of sate:lile to a
sm\..'Wioa l lnp..l1

g,Wl

- 6.);..\).

..

0 ,-10-1)'.

0.9O. lj.

0.988 O. 156j.

t''''

fee.n--I;.

---

.;

"

.,

. '
'.'

,, ', d;,lurbon"",
.... dbturb.:oo"", <>1i""'l<

_ _ l'"out""t

'"

The previous example had a ~inusoid:ll di stu rbance torque acti ng on the input
to the SI'Stem , It is also possible 10 have a me asure ment or !.ensor erro r thai i,
sinusoidal in nature that one would like to eliminate as a sc urcc of error to t h~

---

Thr t'n.1 6 roolS rep'(ni lhi>se 1(jN'led in It.. ( I)ntrol .:too e\lim,c iofl ,k< ign The lJ'1
repre>enl the dis(T<:t( ,qui"aknt oflhe pIIre cs(illal ion 31 15 rpm. whi<-h aT<: unchanged hy Ik,'

; =O .8 ::!:O. 25j.

~ time re,pooso: of the sy'tem dco.:ribe<! by Fig. S,lI is fOllnd by u>e nf lsim "tJef~ It...'
,[.11(> of Ih. complote I~ 'tem comi~t' of tho: augrn~nl.J state a\ ... <11 a, the e,l imme of tt..,
au~monted !lol". an 81h 01" ),.tem. The feedback of" Ii' ~.n be a:compli,hed by ~,in:; an
augmenled fewboc l; g:lin K" '" \1\ 1 01 . Figure 8.~ ,ho,,, 'he .",ul l<. ).:01" in the n~"
thallhe e,limatt tlk~ lbout ~ ",c 10 com'ergo to the ,orr(,(:1 "alue ""~ Ihatthe.< i" !\OIic~"hk
error in Ihe outpYI due \Q the di., turban,,, unt il thaI lime, Tho: 'Iep at S,eo; ho, no eff.:.:t M Ihe
.,l;ma le qualil)' and Ih;refore Ihe f. spon,. to It.. 'lop j< Pfeci,el~' ~s it ,,'a., urigina ll)' Je >i~l\c<J
W;lhoot the dil turN oce 1"C"~ti"n. there would naw oc t n a <1e.ul~ ,inu:;oiJ.l CIT()I" c f ON1ut
O.~ superimpose<! on Ihe ompul.
The rooO:S of the , I<>sed loop 8th order sy.t(m are:

L~

m &j~ , (~ . 87 ' and (8 .88 f. U>,<, Qf a.cl:e r ""ith 4>. "lid II . and tn~ <le~ircd roles re,,,h, on

Design Usmg Slate-Spact \lcthods

--- - --- --- -

3}2

Exampl e 8.1 9

Figu re 8.30
BIoc~ diagram fOf sen SQ(
di51urtarKl! rejection

lnt cgr~ 1 ComnJl and Disturoo no:( EsI ;m ati01l

333

t h~ au~m"nted romi n~"u,

-N~

()

=[OJ
i = F~ - (;"
= t"JxJ
\. = I" II.,].
~J

,)Sl(m i,

r'

,K 91f

O .1 6~~

O.0(!~5

0 ,7.178 1,
Th. lime respoo'" of the '~'S lem ck ~ri~ b} Fig, 8..1() j , fou...:l bJ use of k, .... " 'hen: tlx
.":Il~ of In.: ~owpl'le ' ~'''em con si,I.' of the augmenteJ .<Ul. 'is ",(II a, lhe .,ti"~le of the

l ~ "" 10 ..1899

From 1"-'", mattie'",". u,;e of c2d "ill compule Ih~ di,.:r::IC malrices 4> and H. from h' h
with l~ d<:,t1"C"~ pol"~ the c,timator gamlS complll. d 3'
".
" Ie .

and

"

,.,=[ 0, 'J .

SolutiulI" A~ in Eumple 8.IS. lhe t'eedbad forthcunaJgmemw ~~'.'le ... ;, " = llO,~5 3, ~9].
The OOlput <l,,,wrban"c" nloode<.l by augmenting I"" rnnli nuou, plant "Ilk lbe malri,c!

CO~ t ml system , The wk of the estimat or in thi., case is 10 u~e the contaminated
rneas urt"ll1 enl to reconstruct the erro r-free ,tate ior use in the con trol. The esti mate
of the sensor error IS ignored by the controller.

fl, i

fellow;"'}

8.19

In fl~ 8.30.

Ex.Jmp:e

disturbance rejectlOll CIS

sinuwidal SI'Il~or
dISturbance wuh

Figure 8.11
ResponSl' ol !oiItelli:e to a

,eferefl(~

- - - --

or. i~ i~noud, Fi~ u '" 8.3 ' ...,.,., ,II.tlk fig ...~ [h31 !he .,>lim:.c lale~ ab<1Ut 3 sec to CO<t,~.,~ 10 tho! ( OITI \& .....

thlll

._- - - - -- - - - - - - - - - - .

,.,,,,,.,,,rN""'puo

". ><n)'(>r di "urb_'~ ."i",,",.

,.><_",jh,wli>orl,'"

"_""'1"' ' -

.' , +

....

Ti""."""

-, .l--7-...,-~:--"'::..:::,;:':::':".='-';::=::"---o.--i""

.,

' -' .

A fi nal example of Inc- use of the estimator to achie-'e :tero ~teady ~t;j, ~
error a ri se~ when it is dc~ i rnb1e to t.-ad; a refereoce signal wi th liS linle error ~.
pos~ible and it i~ knO\-l'n that the ~ignal follows some persi,t!.' nt pallcm. Since it
wo uld usua lly talte some contro! I.'flot1 to follow such a signal. Ihe system \\'ould
normally ex hibit a following error of suffi cient m:lgnitudc to proom."c the requirl.'t.l
contro l elTon. This followi ng error can be eliminated if ,h., ~ys tet11l11i c pa U ~rn
can be modeled and eMimated. then used in a f..:cdforward manner to prodtlcc the.'
desired control eITon, This is called reference followin g. Tt"le idea is the S~II1C a,
I'lith dis turban ~e rejec tion except that the CITOf is now not the OUtput only bu l the.difference between the reference and the outpuT. The idea agai n is to construe! a
I"inual reference. p. at the control input whic h would pmdUl'e the s)'~tem error
at Inc- plant output. u shown in Figure 8.32(a). The feedback gai n K is desi!n..:d

lI'lI':t'>u' ell'll'nt .

and

111m: h. 1IOI~"blc.m-or in the OU'plll d~ 10 !he mo:;wJrclmni error- unli' thaI un ..

~ ~ep ~t S s Ig~ no dfcC1 on the es';..... ,C quality;uld tlKrcforc lhe rtSpon,.c 10 I.... . tC!)
i~ pn:<;~ly 1OS;1 ...-n Orlir>3l1~ <k!-igned. V,'ithou"hc disturbance ,..,,imion. there 1l"Ollld h3\t
b n SIC~y .;ousoid.:lt error Q/" about 0.2 3~ the CO<ttrolkr al l.,mplW to folio... the <illll-.Jicbt

""~tJl"'. Note in

~u'lI'lI'llIed ~131".:lII SIt onIer >~. <.tm1_ T he c<limalC

ifnple mentct.on model

i!Ild (0) the

j i~lulba lXe

lor S('flS()(
fol lOWing.
(il) The pretffid model.

B loc~ d iagram

figure 8.]2

lnteg:.ll Contr>Jland OtslUrh~t)(f E!illm:ni<>n 335

",

'"

~~,

"',. r ., II,. Lr

E,,;t1UItor

4>.

',,",

4>... _VO I

0.'

..... r . II . t.,.

... fer~ mOOtl

"

~Y. est ~mlll ing p and feeding that esti ma te into the planl ",'ilh the ronlrol as
~o", n In FIg. 8.32(al. Ihe elTccl of p is eliminated in t hi~ \'in ua l model and t' !!!i: 0
t ~ steady stale. The- ~t ua l ~i l ua l ion that is implemented is shown in Fig. 8.32(bJ
"'here the reference tS subtrac ted from the OUlput 10 form the error. t'. and IhI:

using the ull3UgIl"I('mcd plam described by ~ and r . but the feedback ~i ' 1 '
lhe system error t'.
gna IS

8'

Example 8.20

d-

~,~

1000

RUI

oc~

in the comrol a.

"= IU - p

w. ,,;,h .o ir.,:lu3c the ,-in ual rcf<...

rll< vf 2 11k

"

. _ IQII(M
_
. Ofl the di,~ "ilh
15{(X) rvnl , o...' ;go a c ()nl"-,I r_'~'I,,m In.,1
.,. Ir~ck>
'P'~< ~ _ he IT 'nl r b\ """"" >m~ll amount, Pkk lhe C3"" "" Ihat I~~
no ~rwr "\'0 " though 11><:.' "OJ)
0 Cc e .
III I a IjC o.-c rshoot. u,~ a sampk
'y,l~m h~, a ri.e lin .. bt-tlcr Ihan 3 m,;ec ,00 no mor.
ru
.
.

_.

~nu tHe

GI.')=

' - subIrJet ct.I I'ro m the control.

. lTherefore
'
h t 'i.~r
estimale of the vi nua l rderomee. -p. I,
will be h aw~; if p was (~nee l ed. so that in steady slate. t' "" O. IIll P ymg t a .l
folio" ing ,.

figure 8.33

00

.,

lO

'I

., I

fO)

\ /

,I

_ _-

I1

/\

/\

_ __

IS

:!II

'
I
!

\1
:

l.I

/\
I

/\

_ _ _ __

~.

\ /

~
I
I
/

0c

Y0

I\ ~<>o~~_

_ _ _ _-

marked by ,,~al l ";rdcs in Fig _8..lj, .~ O l~~t. on,,, Ii ha, ,o.wer~ed _ thor.
foIIO\<-;"Cen.....,

, :

~I.~ ~

- o,

ItI

o,~ l l
~ rl ~

~-

1/\

c._

' I '\

j,

For ,tate~pace de., ign. \, e saw in Section .1.3 .4 that, for an ac tllaror del ay,
OIl<' stutC clement mu st be ~dd ed to rhe model fOf eac h C)cte o f del ay or fracti on
[hereof, In otherwonls. a dt:layofO < ), :: T will reqllil'e an inc rease in the orde r
of Ihe system model by I. a dday of T <: ;.. :: !T will in cTe a:.e th e Order by 2.
and _'\0 on. !;sing the pole placement approach. we cun assig n an y de"i red pole
loca ti ons to the ~ystem. Therefore. we arc ablt' fO ae hic,'e lhe ';am~ closed. toop
poles in a sy,!em with detar~ as nne withoul delays: howe'-cr. the re ~re eXIra

Secti on 7.4 by reducin g the phase by "',-. This analysis easily shows lha t. if no
changes ~re made to lhe compen'al ion. the phas~ m~rg in ~nd h~ncc _"ability will
be reduced, Either design method can be used 10 modify the Co mpensati on so the
reSponse is impro\'("d

Many !(-cdbad; control syslems ha\'e ;] pure l~rne deby, , .. imbedded in some
paMoflhe loop, A une cycle del~y was analyzed in Section 7.3.2 by add ing a ~ '. I
to the syStem model and llsing the roo t IOCllS melhod 10 Show that Ihe stability
of th e system was decreased wh~n no ~hange to Ihe "ornpen~ation "-a~ made.
We can also anal}'~e the effecl uf dela}'~ "jIll frequency re._pons e mt:t hods as in

8.6 Effecr of Delays

.
no nOl;c. able

-- - -- -- --- - ---- - -- - - - -- - ---~ - ----

-~ -- - - - --

Examp le 8 20

5i.' ... ~cf<tl ff'fe rence

follo \\'; '19 as In Fig. 832,

ResOOf'\5.e of cI,st dr,'~ (0

------------------..

Ch~pler

8.6.1

(~)

sensor

:jela~,

(b) actuator delay

For the sensor dela~. Fig. 8,3~(a). an est imator can be used 10 reconstruct th.'
entire state: therefore . the undelayed state is a"ailable forcontrei. The system can
be made \0 respond to command inputs. r. in exactly the same way tha t a syStem
would re spond without a sensor de lay because th e est imator sees the command
through the feedfOf'>"ard o f I, and does nO{ depend on the delayed output 1.0 dete~t
it Therefore. no est im ator error is e;t;;cited and the undclaycd state estimate Iaccurate On lhe other hand. a disturbance input. w. will not usually be seen b:
thl' esti~ator unt il the ou tput. Yr re~ponds: therefore. the estimator error will be
incr~a<;cd by the delly.

Sensor Delays

poles in the system with delay s, Those extra po les can slo .... oown the respon se
even if they are se lected as fast as possible. that IS. al : = 0 The re sponse o f th~
system to commnnd input ~ and disturbances is also affened by the locati on ~ r th e
delavs, that is. whetber they are part of the control actuator or th e sensor, Figure
8.34' show s systems with the delay s in the two locations,

8 Design Usmg SI J:e-Space I>.!<thods

Fi9ure 8,34
System wilh del~ys,

df!lay model

338

+ I) =
.\'(.\: ).

Effw of DdJ~ ~

(8.92)

339

+ I) =

_" IJ( A'),

(8.93)

.I' ll.:) = H x(.i:).

+ II = <IIX(/;) + rH (I.: )

Y//;) = ( 0 ()

I)

1[

I 0

Y:i k )

_\~~~) ] .

Y:ik )

[~]U(I.:)'
(8.95)

--

---

---

._-

- - - - --- --

--

17 W. ,,:ill ><e;~ Chp' 9 lbal. ," "~ u) ... o mo,';.,

will ~J"", coo", ,1If!i<"I,) " :111 alqr.

w",

Exam;"e the ,< tcr rhpon~ 10" (om,nand inpul r of the s;l"llit< "liitud~ "ontrol ..... ith nne c)""le
of M ia)' at the ><no;or, Ptace t ..... o nfthe l'QlllrGl pol<, at.- = 0 .5 O_ 2~ j . '" \la, the C3<e fOf
Examples 8.2:md 8.11. and II><: OOdiliooal pole for Ihe de-Il)' ,talc al ~ = () Plac~ Iflc rok.< roo
a I''di~liOl1 ~,;Iimator at ~ = OA O,~j. ~,
the n ... for E\~mpk, 5.5 "1"1(\ 8 .1 ~. af1d Ihe
addi riOl1al p<)ic for l!>e del~y <lale al Z = 0, Compar< Ihe ,esults ..... ith hamp le 8.12. ttHo same
'Y"em >tcp " .pon '~ without ~ delay_

- -- -- --- -- - - - ---

",,'here _" J is the OUl put y delayed by 111.'0 cycle.~. Any number of cycles o f delay
can be ac hie\"fd easily by u;;ing this scheme _
Jf a scnStt had de la)' that was no! an intt'ge r numrer of cycles. it would not
inHucnce the ,ampled value until the next sample ins tance_ Therefore. sensor
delays must be an integer number nf sam ples ,
Note that. due to the column o f zeros, the aug mented ~ystem malrix. <II.
in Eq. (8_9~ ) will alway~ be singu lar. a f1l(:t that wi ll cause difficulties wht'n
calcu lating gains for a curren t e,timator u~ing a c~e r in M ...TlAfI. "

y;,,(k

] ~ [ ~ g ~] [.\:~~il)]
[_\~;~:I:)
+

the system model including a tl\'o-cycle .I cnsor drlay is

x(1.:

to Eq, (8.9:! ) where .I':,.t is one more ~ tat~ elem~n t ~nd i, the value o f y Ihat i.~
de layrd b)' tw'o cycles. The refore. fo r a system given by

_" :~{ I.:

where .r'd is the dclayed , 'ersiou of _, Jnd is ~n addi tiona l .~tat e element thai is
added 10 the system model. The model lor more than o ne lYclc can he obtained
by adding mere s imilar equations and state elt-m~n t s , So, for two cycle~ of delay.
we would add

'\'1.1 0.:

The rno& l of a one cycle delay of a quantity .I is

8_li

340

Ch~P' f

~nd 8.9~ ,

......lI ro1 pok l<xuiOfl>

~1'\1U8

'"

I0

1 0

1 [
" ,~ I tt

~;:r:ltl' .

K '" I m.1.~

~i(lds

.1.-l1\7j OJ.

"nh the aU~fTIO'nl~d 41 and r Tn:lln.:es 3~ dtlin..-..! 31'10\"1' Iornh t~"

~I, tl

.'"101('" - ..

.V. '" O.

N_
lo. ~.'i .

11>"

""pan"" ..... . ,_

" jIll

It is remarbble lha l a syste m with a se n.'<OI" dela~ can rer.pond to a comma n.d
inpul in pr~i!<tly the sam e way Ihat ttl<: unde layed sys tem "'01,1 11.1 respond. Th"
iTl1plie~ that the S~ Sltm closed loop trans fer function ....3) luch that. the pol e at
: "" 0 was nOt e xcilc,J. The ability 10 des ign soch a co nt rol syslem IS enhan",'!
by Ihe state'pace con1To l1er/e,~ l imator approach. It i,~ im~mntlO n~t"" hu~'e \ .'r.
that if Ih e sYSI~m had a disturbaoc .... U', that wa s nut fed Into Ihe eSlJrnator 10 tht
feedforward path, the dehtyed o utpul rneasure!lH: nt wou ld cau~e a delayed e~tl'
mawr re ~pon ~e and. :hus. a degmdcd response o f the syslem to that di sturban ce

Tnt u~ of~ tl'P "j ll! lhe >y.... tn dd..ro h~ Eq. t ~. N ) prod ......,s l he .tcp .-..spoo1~ 'l1()11, n III
fiji. 8..'5 It includes tlor output _" alld the cklay.ro output .1'.' Note tbllh.
pctt,>c I~ thr .ame 3' 'h._~ for E>.amp'" lI.1 ~ ,n Fi, . 8.17"'...., lhou,h 'ho: onl~ qu:an""
fnl OOc-k "-:I~ thr dtla..-d OUlptll. Thi' re;utl rol..,..', b:au". IIk' Curr~nl _al ow o/"Ihe Sll'~ .. ~_
t"'timaled cOrTC'C, ly d~c :o the (ttdfo.,urd from It..: command inpul aold Ihe c'umnt "allW ".
Ihr "'-l ~tt "'-:H u~d b~ the c'Orurotln.

N,= [

..,

In cV3 l uatin~ Ilk' .ttp ""poo.... ac~ord;n8 to E~ , 18.191. ~ ....-.:ds 10 be C\"lI iuat<"d
"'" . ,'ahlc> 0( S . ~nd N. , In Ihi, c:t'e. Eq. t8.7." ~how, tIL:1I

1.1

'

'"
' 1

Tilo.' Iil~ '''oficmenl':.n: tile C~Xt ' ~n ... ,'al"", Ih:>l wne oblJ;nro ;n E~ :lmplr. 8. ~ al>ll 8.1:
and lho> uro (hild d.mm, mCan, I!.;,' ,he Llcla}ed ,'"Ie clc:"",nl i, ;~nor-.:d. Thu. Ihe 'n''''
lk)~} ""~ 00 eff..... on tl (onlmllc r,
.
1:--.:: of iK~er m ~1.\Tl.AB "';Ih lhe Jugm"nlcd <l> ,,,,J II Il1JI ""el~' IkhnN aho,c ",1M
lhe dt,i,...J .,timator p" e k>cJtion~ yidd.

lk' i~d

,1:.I"- >fXICC' r<;j uallon. (or ,hi, 'y"lcm are (f ...." Eq" !!.9J

[;;:;:::]_[~ ~ ~ ] [ ;;:~: ] + [T~'~ ] /Ilt).

r .... or OK ker in

501,11100.

Deslg:.n L'smg $l3 ICSICt M<'I.hocls

o..~

,<"I."J'

";

' 1'Y'

Au ex~mp le of 11 ~y,' ! em in (.'()mmon use \\';lh a ;.c nMX delay b the fue l
injection control for an automobil e engi nC'. Here. lhe sensed l":tlue of the fuel-air
ratio in the eMau st i~ de layed by lhe pi ston molion an d ttl<: lim e for !he ex hau.<;t
stream !CI rtlKh the sensor. 1be primary d i ~t urballCt' i.<; lhe moti on of the Ih ron lC'
by lhe drjl"l!r's foot; howe"er,lhi s motion ("an be sensed and used as feedfor.....a rd
tQ the esti rlUtur. Thu~ the e"Sl imato r slruclUre is ("a pabk o f inst3ntaneou ~ rejection
of the throllie dhlUrbancc in sp ite of the sig nifica nt delay o f lhe exhausl !.I' I!.<;OT.
(See Fe l;.ele. 1995.)

..' ()

"

..'

I .,"

' r-------------__-,

The mode l fOT an lIC!U3tOr ,Ielay is derived in $ei;tion 4.3.4. TIt!: result is Eq.
(':.79). \\'hkh allows for any lel1~ ! h de lay. fract ional or whole r.'ycles. The po l~
ofa sy~lem ..... ilh lICtU:HoflJe lays can be p laced arbitrari ly. j usll ike the se nsor deJ ay
ea.'>e. and il makes se n!.l' toadd a pole;n ~ = 0 for eaeh added de lay Slate elemen t.
Howel'er. for i.pu t commands or di.~lurbat1Ce inpuls. lhe eXlr.l poles at : = 0 will
~ eAc ited and the sYMem reSpon.'\C will be de lOly~d by Ihr aCluator de la)". This
foct can be un derstood by c.\3 mining Fig . S.34(b' ,lnere is no way thm the input
'call influence the plan! wi thOU t pa.~s in g through Ihe delay. A di slurb nnc<' 11' wi ll
inilueoce th e pbnt withOu t de IOlY: howel'e r, the feedback lhrou gh the e~t itnmur
..... ill be delayed before it can co unt crdclthe dist ur b~nce, thus causing an increased
se ns itil'i ty to di , tu rbance~,

8.6.2 ACluaLOr Delays

apptk,lIiO<1 to <mg;""
controt

- -- - -

figu"" 8.15
Step resp:!OSe 10 1 Input
coml'lldnd for f JlilfTlple8.2 1

8.6 EITw of IXla)"s 34 '

Examplf B.22

K ,. 9,.103

l O.30~ .

=(

,ruw,',

r = I - ~ --<' ~.

T~ e.t imulor polc~ w..e pIa"." at;

K = 18.76

'00

N=
10"l(lJ

L~== [ 0'~4~]

== il.~. O. "hieh }icl<lcd an .'liolatu< gain M

U,j.ll

I'i.'! urc 8.)7ID~

Ill<: respon.e 01 Ihis 'y,wn ", ilh lhe d a"",(al fecdbacl "' , he>" "
in Fi g, 8 ..'61 h! using the , arne- gain' a, in la~. :oIot onl~ i, Ihe re<!"' n,e dela)nl b~ a eyek.
hur it ha, be,:oolC o><:illoIO,). A :- pbn. an:dys;~ of thi. >:,",cm explains wmoo I h~ , 001.> arc al
; ,. OA7 0,5, j, whi,-h yidJ an equi ", lenl .,-pla.... damping of:: ., 0 ..\3.
Fi gure 8.37' I .,hcw< !~o ""'po<I>I' of the >~'I trn" ith th~ eSl imaor >\OJ ct~ r~ as soo" o i"
Fig. 8.36tcl u, ing. Ihc (~~i...,<l eo,m ol flOIc loulioo. of ~ = 0 ..1 . O. Thi.' rielded f!.,jlls of

'"'

...- lIt re <l> and r Can be fou nd u,;ng M AILA!I ' ~ c2d. hUl can ab o bccomputfd ea,il ) ror ,I",
lil.,1 u<del case 10 h<

,10

fOf r '" I is soo.." in Fi g. 837(a) and " ." obI.ur>o::d using step,
Th~ mOOoI of Ihe 'j'l~m with lhe dela)' in Fi!,-, 8.361b) con he ","compli.;ho: d " ilh th. "ill
o fEq, 1~ . 191 For thi~ 'slem it reduc", to

T~ >lCP r ~~pon~

N,.

&>luI ion. The ,tcp re<pon~s are ,hOI..,' in Fig. lU7, For lhe ide. ! ca>c . fig . ~ . .l~"I. the
)!aim were round to he

"nl.,

An ..:n~;nc " P<'~ d go"~mur ~(IIl, i,,' of an rpm ~n,OI". y>u all) "d.,K( th. t ~ounh ttl< l i tlt~
h;:tw~~n the p"-"ag~ of '''''th O~ " ge~'. and ~ic to dC1:ermine the in put to the Iud inj~,wr
1dl~ 'c1 e n~i"." , or u' 11~ lhrottic "cWator or ,p"k .d,'ance ll! cL",lill<' ~n~;rl<:p. Fi~u", S.1f>
, ho"" Ihe blo.:l.. diagrm" in cluding the <ogin< m<>Je1. \\ hi,'M i< a ~i.'ple 1;",1
lag "uh
a ti llle "on~,ant of arotnd ;I ....- sn tMl " == 0..0, Fi~ . 8 .36I ~1 -'hOW, Ihe 'y,tem " 'il h''''l a".1
deb) . the ideal ~"-"" . Tile aClu.tor Jda) 'hm\l' in Fig . l! . ~b) ,ari ., fro m eOi i"" 10 eng i"".
For a ~ J,nlo r>( cn~ ; n . with a lhrottl ~ ""tualor. it ;, typi,ally ar(RInd half e"~i .... ,ydc dur tn
the piitUl\ ,nocion 1100 m-."c " t b()) rpm l. F<>r dic.el cng",e, tn., oct.am, [ "" l>r ma<k 10 .1<'1
moo: quic ~ly' """'~"e r, ,orne manufX lu",n. U~ in~o rs that ha,e. ful l engine c)de dola ,'
( ~I~)",>" al 600 rpm). For thi> exampl . In' ..-ill u,"" ~ <am ple time of T ,. WO rn"'~ anJ "
one ")de acluator dd a~
Ime.tiplc th~ ...... ,por.>C or the .~'l,'m for 'Iep input c'(llnmand.<. r, and impu l!;"e di"",.
bane. " '. Com l"l'c tf>t re,ull, for contm l ",tern, <trocillred in thr th ...... e Cl'es in Fi ~, 8._'t>.
Pi,~ the conlwl p in -.(,t hat th<: poles ",e at ~ ,. I~A for Ih. ideal.-.>e ~nd In., <<ti '''''t <>r ~ai ~
lif Ihere i. One).o lhal '" polt i, ~t : = O. ~, Sd...1 N ~Q thai t""r. i< nn 'tead~ - '~'te errol

,In

Figu re S.36
Eng ne speed (001101
b lock diagram,. ~a) the
ideal feedback ,ystem
...~Ihovt a delay and
...Mhovt
e5timator.
(0) t;"le claSSICal feedback
WIth an actuator oe lay,
lei 'he estimator
structure with an
actuater ~Iay

.-=-c~!uJ< 1

L__r:"""~""""0.1" _ pt"",

,I

s,~~

f, ~ I
'
I~~
,-;;;c

Effect 01 Delays

343

Tilt ""pon,,, "-:lS oblained u.ing Eq, ,8.79/:.md is id enticJl to t~ ideal ca ....: howe,cr. it i,
dd"~'~ d D~ one ~)"~ Ie. As I"""" io~.' ly d i ,cu,~d. Ihi' dday camilli ~ Iffiuccd if its source is
due 10 the a.ctu:nor.
The oocill,Of)' respons<: sl\o-.>.n in Fig. g,J7ID) alsocan Dc elim inated by redu,'in~ Ihe u rn
in th ~c!a:;sio::al >trlKlUrc of Fig. g,361Di. an eas;e, ,olulioo 'han ooJi ng an c; t; m. lllf. Red;:i ng
tile g.in. K . from 9 ,) to 4 .1l produced Ihe re'l"'lI,e i ~ Fi~. g,37(d ), While t~e oscitiJti om han
t.een rerTkJ,.ed. l h~ "" p,m,., 1wI< , lowed dO,,'lI , The,e i , f.O "aluc of pi n in this si mpl ~ .\ lrucIU.t
Ihat U'ill dupll(alc Ihe qUl !it ycft he ",spon<.e ootai~d from the e;limator sy;t~ m. although the
d iff. renc. is n(>llarg~ for th i' ~~arnp l c
Th,ee of6eca",\ " ...... analy(ed f()r ~ impul si >e diStllfb.:lr>c-.:. U' and 'ho" " in Fig. 8.J8(a.
b, aoo 0, Q",Jil~ t i\"dy. til< sa ",,,' krnd of ,-."pon'>C!' \/;ere obtamrd : howe,'c", the predit!{),
e<l itn:ltor hoo ~n e.\lra C)'cle of .kla~' comp;;r~d to Ihe cla i, .1 f~edba,,1.. ~ysl~ m: Ih crdorc.
(h.re is lil tl~ J illere",e t.el "'~n til< r~<pooS(' in Fig, . X J8(b) and ~ ..'H(c). A curre nt e<lim'-lol

'"

,b)

s -a

c_'_O_"_ r 0 --

I"

..,+\ .

8.6

ChJ.pI~r

- - ---

'"

.',

,
,
~ ,

Time,,,," ,

Time,,,,,, ,

ta '

--

Tim< Il' "

.,"

"

( C!

"

"I~

., ,7---;---;,~-"

,
T,"", ,_ ,

[)(~grl Usm~ St3t~-S p act' :- l~\h(>(!s

Figu re 8.38
R.esponses!O IrP:1u1sive
disturbiln<e, w. for
Example 821 _[;I) Ideal
G!5e, flO deloY (,I( '" 9,3),
[bl clas~I<a1 ff'edbiKk
wit h delay (K" 4).
~(I piec IC101 esllmalm
wldela~ 1,( " 9.3),
Id ) CO,:(fl'nt I'Stima TOf
w/dela~)I( " 9.3)

344

Tim , ' ''''' '

"p

,.,

,"

Ti...""" ,

.,,\---,-- - -,. --- {,

,~------,

,~,

),

.: ,

:,p

,",

"
,

.,

", ~Q

,
Ill<
anJ ;,
,~.<)\'n

"III) imrr""'"
in Fi~ ~. ~g.d.,

c~l r~ Jda~

tI,~ ,~,p.",,, .

,"""i",,~

b,

i~

r l ;scolllJoliable- ihnd ollly ;fth~ r:m k o! C = [r :<.i>r :

Th~ idea of pole pbcement thn t i ~ u'd abnl'e ~o deti ne controJl,10ili,y b cs.;e lll inll y
a ~-t r:m~1'0rm conc~pl. A li me doma in <.k li ni li ol1 i~ the fo llowing:

i~ "

Th~ pa i' (<b.

t~~t'

c'tmtroJbhk if for e"of: mhordO:f pol)'oomia! (1, I:).

= - K~ ,ud \ Ih,1t ~he c h ~ racleri' l ic- pol)'''OIuial of
, ~" Ir

And. from th< re,u lt~ of Section S. I ,3 , 11-' hale' the

$ - r Ki , o) ,~:' _

I. The s),s!em l 'l) . n

Ih~n: c,i~t,,, (,(lIllml

! h r~~ ):

i~ nonsingulal, then by a tnn~rQrm~t ion of the , l ~te we can ,",on\ert th~ gil'en
description imo th~ -.-o n!f'l l ca n,lIli<:al i,lrm and l'olh tnK! a nJntrol law ,och that
the clo_,cd-Ioop char:Jc\erist ic equa tion ran he gil'e n arb itrary Irc:JI) coeftidcnl~.
We beg in our dbeu~sion of c,mtroll abililY b) making th ... dc tin it ion Ilho:: tinl oj

C{)ntro!l~bilit~ and obs ... [\abili t ~ ar~ pf'OjX' n. i ~,~ that de~cribt' , lrue'lUrJ I fealurr-s
of a dyn ~mic ,~ ~ !e!ll," These concepts were explici t l~ identi lkd and ~Tud i ed hy
Kallll~l1l l 960J and Ka im;ln. Ho. and Narend ra I 1961~ , W~ wil l di \cu" onl~ J
few of the known r,;,~uh~ for li[}t'~r. (on,wn! ~~ q~I11 " thaI l1 a\ e on~ illpu! an d one
ootp ut.
We h""o: e ncounte'rcd lheSC com:cpts alr.:::ldy in COflIlCCl ion II i!h de~ign ()f
comro l loll-Sand cstim ato r ga i n~. We ~ugg <" 't ed in S~l' t i\l!l 8.1.3 th~! if Ihe matrix
C gil'cn by

8,7 *Co ntrollability and Observabilil y

co nt rollabi li Ty definition.

" I",'to Wa,

E,u mple ll,~:: ,hows Ihn! ao aClunlOr ddn:.' will .:11"''('t lhe' re,poo'oi: 10 a
inp ut or a di~lu rbanc~ r... g~rd k~~ of It.e comrul impkmell1at i{)o , This
i ~ an i n hcrenH: harac'!e ri.~!ic of 'lI1 ll1.: lllnlOr tkby f(IT any ~ystem H ow~wr. us.: of
~n e~timalOr including the dd:lY minimize< it, etlec t lis..' of J curre nt eqimalo[
pnl\'ides Ihe }x!.>1 re~pon~e 10 a dis!urbanre,
cOlll ll1 ~nd

c"alu ,, ' i n~ E'l.,~,Io:I'

for m~bl iO(l ~ 1 ;nH ~Ulc,

+I)=
<1lX(k)

+ I'Ij(k).

+ f /l ll )

' f)

,.(0)

~ [ ::;:~ := ~: ] =
XI - ,p ' x"

n)" ,

n is contro llabl e if ever\' mode in 4> i ~ L"tmn~ c ted 10 thl'

Beca use of the gene ra li ty of modes. we will treat on ly the case of sy slem ~ f~' I '
which <ll ca n be transfo rmed to diagona l form , (The double-integrator modd
for the sate llite d oe, " 0/ qualify.) Suppose we have a di ~gonal $ , matri x ami

II I. Th e WSlelr, ( I ,
comro l in put

of the coefficient matri x of th ese equations. is II: th e nUlr lX"r o f colum n~ b .\'.
If N is less than ' 1. \\"~ ca nnot possib ly find a solu ti on for every 1l , If. o n [h~
olh!;'f hand, N is gn'aler than II. we wi ll add a column <1l'T. and so on, SUI. h~
the C~yley-Hamilt(ln th eorem. (~ee Append ix Cl. I' is a li near (omb in:llioll 011
lowe r powef<' of (I>. nnd th~ n!;'w columns add no ne" ran k There fore we hare "
soluti on. anJ our ~r ste11l is co ntrollable by definition II if and on ly illhe r:tIl~ of
C i ~ II . exac tl y the .<ame conditio n a, we fo und fOf po le assignrnent~
Our fina l d efinition is closest to the struc tural c hard('Kr o f .;ont ro llabi li ly

We have assumed t:lat the dimen~ion of the .~ tat e . and henu! the number of

(...

If x(N) is to equal x,, then we must bo! ab le 10 soln' the c(jU;:l.1 ions

= $ \1 + ,pfl/ (Ol

xl I ) = fPx" + fll (O) ,

x (2 ) = fPxll ) + f ll ( 1)

amI. sol ving for a few s t ~ ps. we find Ih",\ if x lO ) = \ ,.then

xl k

III th is dt"rinilion we ",rc considering the direct action of the ,'o ntrol " on the st;\te
X an d are not con":Cl'11ed ex plic itl y with modes or c har~c t eri~tic cquJl ions. Let IIden-:lop a te.t for co ntrollabili ty for ddi.n ilion II . The ~ y~te;n eq ua\ ion~ are

II . The system ( 4) . n is ~'onlrol1abl e if for e,'ery \ , and XI there is a tinit~ N and

a , eq uenc e of cumrol, ,,( 0) . U ( 1 1, . 1'(:'1 ) ~ u ch that if I~ e ~~'te m ha< , tate \ .
at I: = O. it is fOl,: ed to , Ime " , 3t k = IV ,
---

"'-matrix

Bkx~ di;tgrarn for a

system 'M th a d,;tgonal

Figu re 8.39

!
! _)",

'~.

I
I

+ 11

- Y,w/ k

+ 1';11 .

+ Y,It.

I J = ;' I ~I/:)'

;:"Y~II' I (k l - iJyl u,':O;)

+ r ,Y;!! -)' Y: lI.

1',u';. the equatio n in ~ is

W.: +

+ 1) =

('lit' , -

i" 11': 0,:)

= ;' , "', (1')

+ 1) =

C =

y.

[ Y,

1':" :

y,/ .

1'/,

Y, '"

..-, 1
..-,
Y.'. j

:\ow let as I.:on~ide r the cont rollabi li ty matrix of lh i~ diagonal system, By

direc t computa1ion. we obtain

I. All characterh tlc \'alue~ of 4>,. are d istinct. and

2. No eielnc:n t of r , is zero.

The po int is that if two c haracteri stic root s arc equal il/ a diagollal c.... .H,n~ /IJ ,rilli
onlY 011 .. ;'lp"l, we e ffec ti" ely ha,'e a hidden mooe that is not con~~l ed to the
COnt ro l. and the ~y,tel1l is not controllable. Therefore. even in thi s simple 1.:1I5e,
we have tl.\O co nd itions for controllability:

whic h is the ,.;arne as

Y; 'I'j (k

If we now de lin e ~ ""

if; t k

U'llk + ])

no 1:'. IS l ero. ~owe.\'er. this is nOt enoug h if \he roo ts i>.; are not distinct , Suppose.
for mstance. ", = "~ . The n tire eq uat lon.s In the h rst twO . tate, arc

corresponding input matTi" f , wi th elements Y;' Then the struc ture is as show n
111 FIll: 11.39. By the definition. th e input must bo! cQ nncrle d 10 !;'ach mode so [hat

"

348

ChlPl cr 8

()

['0

cr. Of. eq ui va lently

(iii

IT =O.

r on the right. IW find

,..... r = : I'T

o.

41: r = : ,'" 411' = O.

and ,0 on. Thu~ wt derive ,'"C= 0' h a~ J nontriv ial soJUl ion. C is singlll~r. an oJ
the system is nut conlrollab le. To show tha t a nontrh ial ," eJ\ i, t ~ if C is singular
fI.'( juires a oit mo re wurk and is omitted , See Kailmh ( 197\1).
We ha\e given two piClUres of an oncomrcll3bl(" system. Eit her lhe input
is not connected to a dynamic part ph ysically or e),e two pamllel pans h'.I~
identical characterist ic J"OO!S , The engine er ~hou l d be aware of the e:o:i~lence of a
th ird simple situali,1n. illo.m m ed in Fig. 1\.40. Here t.h~ problem is that the moJo
a[ : = ~ appears to be conn~'Ct etl to [he input but i~ masked by the zero in til\.
precediilg me mber. thc result j, an unco ntro ll ab le syltem. Fi~t " e lI'ill confi rm

I'

Then. multiplying oy ,pr. we fi nd

multipl yi ng (i) by

This lest is equiva:ent to the f'"J nk-of-C lest. It is e:ls}" to ~how that if ~ ueh a I
e ~i $I S. then C is sing ular. For if a nonze ro I e.\i~ t ~ s uch t h~t IT = 0 by Ii). th~n.

o r there is nn nonzero v ' .w eh thaI

rank[: I-"' : rj = ll.

h;}s only the trivial o;o luli on ," =

T he controllabili ty m:ltri :o: i~ a prodUCI uf two term~. a nd C i, nonsingular if ar.\!

only if each faClor i\ nonsin gular. The li!>t tenn has a ri:termi n<lnt that is the
produc t of the y.. J l1d the second ternt is n(ln <;ingu lnr if and on ly if the " , "r~
d istin ct! So once aga in we find Ih,l t ou r deti nition (If Clll1\:o lJabilily kads 10 Ih",
sami:': tes t: The rnouix C mUM be nons in gular. If C i~ nonsi ngu13r. then "I' can
assign the ~y~te !ll poles by Slat~ feedback, we can d ri\"(~ t:Je state to nny p;m I,f
the space in tinite time:. and we know that eve ry modc is coonertcd to the in pu t.'
As ollr final rema rk on the top ic of co ntro llabi lity " e present a te~t thaI i,
an altemati-e 1U te sti ng the rank (or dClermina nt ) of C. Thi s is th e Rl.I~enbr"d..
Halll us, Popo\' (RHP ) test lsee RO!;enbroc'k 11910). Ka ilath (1 979)]. Th e S~' WIl1
(41. r ) is con tro llable if the system of eqllati on~

Y,

Design J;si ng State-Space Me liwd,

diagram 01 a

ob ",rv~U;lity

system

simpJe lIncOfi\follable

B l oc~

Figure 8.40

C = [f

41r ] = [ ;

f{ (~ 1

: - 1

__

: - 1:

-~

, - ~
;
= - - - - -,

we

18,91)

(8.96)

II 10.1', .

- ,

()

- I
-~

- I

,-~

1. the n we ffi Lh l te st the rank of

n.

whi ch is clearly less than two. which means. again. unco ntrollable, In conclu,ion.
we ha ve three defi ni ti ons of controll abil ity: pole assig nm ent. ~tale rea~h;}b ili ty,
and mode coupli ng to the input. The defini ti on, ~ r~ equi'alem. and the l est~ for
Jny of the~ propenies are fuund in the ran k of the ~O n1mllabil it ~ matriJ\ or in
IhI! ran k of the input splem matrix 1: 1 - 41
We have thus far di ,cu.~>ed on ly con troll ability, Th ~ co n~ cpt of obse n abili ty

and let : =

1: 1 - 41 r] --

BcrauS<' the naluml mcxle at : = ~ di,.;,tpp ean;. it i) not con nCCled to the inpul .
Fin~ll y. if we coth ider the RHP test.

fiod

which is c le~rly ~i ng u l ar, If we compule the m nsfe r funclioo from

ami

[ 1

th is all egation by computing the dl'te:mlillant of the controllabilit y matrix. The

syst~'m m:urk-es are

R 7 'ConlTfOllabililY ami Ohs.: n3bIIIlY 349

Chapltr 8

\Il'lhodi

I) = <l>xlk).
= Hx(k):

y(/.:)

nx.."

In matrix form. thesc equations are

II I" - 'x".

H"'x(1)

.It N - I)

"x(2)

\'(2)

,(1) = Ib(1) = H<l>x..,.

.1"(0) =

ami sueees~ i \"t': outputs from k = 0 are

XII.:

1I1\,.

We "'ill consider th e development of a test for observability a(Cording '"

definition 011 . The system is de scribed by~

01. The sYstem (.... H ) is ob,ervable if for any n th-order polynomial ", ( ~ t .
there ~)(iS1S an estimator gain L such th at the charac teristic equauon of th e'
state error of the estimator is 0'/:).
011. The system (<fl. H ) is observabk if for any X(O) . there is a linite N su(:h
that x(O) can be comp uted from obsernlion of .1'(01 . .I"( I! .... , yiN - I I.
Dill llle system ( . . HI is obser..able if eyery dynamic mode in <l> is conne( tl'd
to the outpllt y via H.

is parallel to that of contrullability, and most of the result;; .thus far d;~~us>l'"d.
can be tran~ferTl"d to statemcnts about ob~r\'abilit) by th ~ ,tmple C)(pcrllem oj
substituting the tran\po~e, ~ ' for ~ and II r for f . T~ result of the ~ ~U~~!1'
tution>; is a "dual"' s}stem. We have already seen an apphcallon of dua hty "hen
we n01;ced that the condi li on~ for the ability to selec t an oblt'rwr gam L ~o gl~e
the state-error dvnamio an arbitrary characteristic equallon were that (.... H )
mu st be eontroll~ble--and we were able to use the ~ame Ackemlann formula lor
~s ti'mator !!ain that v.e used fur comrol gain. The othe r pmpertie~ that arc dualt!.)
cont rollability are

D~5 ign U5I0i: StatcSpaa

obleN~bility ~Iinitiom

350

8.8

Sumrr.ary 351

Integral conlrol is [tChie"ed by im pl emen t i~g the desired error integral and
including thh as part of an augmcnte<! pla~t model in calculating K. The
estirnatOI is ba~d on the non-augmented model. Integral control eliminntes
stcady state errONi due to co mmand inputs a.~d input disturbances.

CalculutiQn of 1\', and N. via refi.m and their usage wi th the strucrure in
Figs. 8.15 or 8.16. the slate command structur~. provides the best response
to com mlnd inputs.

Estimator poles are lI~uully selected 10 b<' appro~imately twice as fast as til!.""
controll er poles in orde r for the response 10 be domi~atcd by the control
de~ig~. However. in orde r to smooth the effttl, of measurement noise. it is
sometimes useful to select es timator poles >IS slow or slower than the control
poles.

:= IH 11 4> .. . ]. the obsernlbility matrix, mu st be of ra nk II, tnc order of

the s)"Mem, for the system to be obser\able. obsf.m perfomls th is calculation.
Fe.."'(!bnck ~ i a K lI"ing the estimated ~tate elements results in system poles
that comist of th e II control poles plu, the II estimator poles.

For atly co nlrollable system ('''.f) of order II. there exists a discrete full statc
feedback control law 1K ) that wiII place the n closed-loop poles at arbitrary
locations. acl::e r.m or place.m using ob.r perform this funct io n.
C = Ir <])1' ... ]. the co nt rollability matrix. must be ofrank,[, the order of
the system. forthe system to becontrollable.ctrb.m perfonns this calculation .
The generJI role in selecting the desired pole locutions is 10 move existing
opt"'n-loop pole~ as little as possi ble in oroerlo mcctthe syste m specifications.
For any observable sy,tcm ( 4) ." ) of order II. Ihere exists a di screte estimator
with gai~ L that will place the n estimator error e-quation poles at arbitrary
locat iOn>. acker.m or place.m using ... r.II ' calculates L

Summary

mUSt be no nsinguJar. Ifwe take the transpo>t: ef 0 and let H I = r and I T = ob.
th en we find the conlrollability matri)( of (eI>. fl. ;mother manifestation of duality.

As we saw in the discussion of state comrollabililY. new rews in lhe~

equations cannOt be indcpt"'ndent of previous rows if N > II beca u~ of the
Cayley-Hamilton theorem. Thus the test for oo;en'ability is that the matrix

8.8

i npa~

, . + o. ~ ., '" I

""riod T s (1.5 .-..

(b l l'i n<J 11'1<: (ull ~Ialc di~ilal fe.:dbact 1""1 pro" id~" ~i'~kn l ,. pbl1~ p<l1c>:M "'" . :
rOO/""" '" il~ <; : O.~.
(f) E.amim- lhe ""'f'o,,,e ofille d,,",w (Qop '} SI<'1l1 10 an in.li.1 "alue 0/'" lIIl\I w, f)
1....1 1M ""'pon~ i. ronii>lrnl "",Ih 1M de.in:<! poIe~.

"T ", l00 m.<'C.

Find II", .Ji.crele ,1;l1"."P"'" """"' I. ;o,;,umin, Ihelt 1<' ZOII and 1M ""mpl<' I~I~

I -.
Ou, .. _.'-Is
- ' : -.-,,\s.
s'ls + 2)

"oJ

Ie) 3 ",dU<:nI'oHkr ~im"lor I:Jo = 0.6),

~'Iim;olor.

la) u pr.:<ticlor em nlllOl.

(b l a (,,,,.(I,t

CljUalion' ond IhI: ,. Iue of Ill<' lr'l1n I.

Verify th:n " i> .al1>ocd b~ plot! in~ t"" response: 10 ~n initial "alllC of ., ._

f or the 'p.len, w. l'robkm 8.2. lind til<' c, l;m3101'

by h;ond so Ihat :.... "" O.b:l: jO,~ for

(c)

polc, ", ith rull .t~IC f~bxJ;:.

I bl Pic1.pob '-O lhallll<' .e-tlli;,~ time ', '" I =:&Itd find lhe K Ihat ""ill pmduo:~ t~ O""

(al

8.J For II... 0~1oc1" ~)",,,"m

I;(Ntlpu,," K b, I~nd,;o llul tM poi.,,; ofthc c!o.e-dloop ~~':\I"1I .. nh full '1~1e f .. nIb;,.:l
an. aI: .. 0.9 JO.1.

11.2 For Ih~ OfICn locp ~y<leUl

IIA

" I. )

"U)
01.1 ) = - - -

and disturbances.

(Il) Find IMdi..:mo 'Ia l e<~~ rq>r<' ~nl:llion a.su min, Iller!" a ZO Ii aflol1ll'1<: " "mplt.'

8.9 Problems

command

DiSlurballCC esli m:l1ion is llCl;omplishOO b) augme nt ing Ihe mod el used in

the eSlimalOr 10 include: the unknown dislumancr as a Siale elcllicm. I n..'
d i~l urbance l;ou ld be an unknown conSlanl or a sir.usoid wilh un known
magn il ude and phase. The disturbance eSlimme can lhen be used in the
l'On lrol la\\' 10 reject ils effect. called disturba nce rejection ur 10 cause lhe
~ple m 10 lI3ck Ihe d i ~turbaocc ", ilh no error, called dtsturbanct' following.
Delays in Ihe ac luator or sen<;.Or can be modeled in IhI!: esti m:llor SO Iha l 00
estimation CIT\.1fS occu r. St'nsor del a~'S will cauS(' 3 delay in Ihe re~pon'~
10 a diSturbance bul lhere need nOi be an~' delay in Ih-c response to com
mand inputs. Eowl;:'er. actuator dela~'S will c au!'oe a eela)ed m;ponse frOIll

11.\0

..,

.5

FQr I.... 'y'~m

in ProbIen. 11..1.

G( ,

" ' sl

(= ,;)

1O:m inillal , ,,,Ioc.

dlrr~",llCt'!o,

C.(ltnp;1n' Ih . co mp.:n'~ t; on InUl . f.... fUlIC livn, fl()l[1 ~ \. I ~~d Id l ~ nd <l l" ~ "

fn:c,.u~lIcy le;'l'On ~ ,

til.'

1X"~n load \."""flenoalio n \0$;\1 '; t'an. fonn t(chn i~ .... > !;n I~all ilc e<juha"' nl
, p ane nalUul fl'( ue,,,,,y "'. ... IOrad/"", ~n d ,;:;; 0. 7. Ii", eithn rO\)llo;:u5 or

,-r ..
11111

flu) - _.-

: "';C.~",
"b + .11)(11

I~I

r-[n

If = ["I

eonlt,,1 eanonlul form .

h,

h,l.

;1' ~ ~ T ..'_tll<'n tho! ",!uacions <n ..' "ill be- in

I .
"~ or o' T]

f()f '" 011(\ r e ~lIed wn1101 nooruc~ 1 fOlm?

find J tran,form matri. 'r SU Ihac

For

[-",,
Wh~' ;, th!. form

~-

ComplM GI~I from Eq. ( .J.~)fnr

"I'M',

df.i~ n . l h. COOI!rollH , nd. e>litnlllor ,;0 rhallhe cWtllonp um! ' Ii"p ""'pon~ to a rom.
..und ,nflUl h;>< a n~
< 1(10 O'be..' and I n (T'-f f>hooi M < IS'i .. hen U,,"'
I~ "" Ie ~om mand <UUo;{Ule. Chc"k ' Ila! Ihe ,pt'I.-:fic3l;on. "'" /l1e'~ b, ploui", ,.... 'Iep
""JWln.e-

For Ihe tlf>\'n .1oop ))''Iern

FQr boih('....e-~. ~hed Ibllhl: 'pt'l.i fie,I<<Jn.:.rr:. ~I b) pIotli,,: lit.- ." Cf' rbp<m<e .

{bl IhI: OU II'UI CmJI' ('flInmand SlruCtu.., _

(IJ Iii<: ,Iale <'umI'll3.Ild Sl ruCIU,.,.

I~~IM ':~Ifm in Problem 8.6. docsig n I.... c"Onlloilcr and <'S 1;n'lalor "'th~! Ihe do......d..toop
lln,l .Iep rt"pun~e 10 a I;(Ntl mand mp... h3~ 3 ri -e li me " < 100 nl>'X' ~nd ~n o"Cf>hooi
"', < I~'l"-hen u, ing;

Irl

'"

Ie) IXI(IInirle' 11'1<: di""...",c lIa",fer fUn<:tion of 1M compcn" uiun,

,"

lO radl.....c arl<l, . 0.7.

",I Find lhe fecdtoa<:t IJin K '" thai the Cl)ntlOl po:ob h", .. an cqu i'-:o ic nt s . p/an.......

"

",~=..!.

procNc:d h~ a ZO H ~nd a <OImpk 1;IIe vf !II lit.

Fur Iii<: <>pen. loop '~'ICI1'

lb ) ''tnf)" ilull, Ij 'ati,tkd b~ plon'nj! the r""poIl"'" of .f,

t.l f'ir.d 111.: prW K'lor a-lIOl.1t<Jr e(jualiun ~:.n.J I....' ,al"" or 1m i"!;n l ..., Ihal lhe
"'I .l'II3.t""', <O.~>.
~

ll ~

T frum pan ca , co(oml'," e I\, . he pin in the lH,t:lleS.

u "" C(,+D.,,.

11 "' 11) 1].

oo""n'a~i llty

fOf:

r
= [

= - 1/ 2 :i j( ./1/ 21.1'1ot llie 'Iq

()csilln a prdiClion ~imalOr ..... ith L irk-ned so lhal " .:; 1 ,., ::: Ihat i., both
pole' !R aI tk miin.
~

"""""w oftk rew'l ing dc:,ign.

IN.lri('C~ }'. G .

PIIII the IOOIIocu~ or Ih. closed-loop S~'>l fflL ... ~ h rc~. I" .he planl gain ~ntl
TruLlk Ihe 1oo.~lil"" o r. he d lO>Cd1oop p>les.

Ihe sampling lime. T. be JO mso:.

.\ "" IlXXlx

+ 2Ow.

m:lf~ I'IC desi, n pole IQc:ot K)O,.

Ploc sle p "';.ponse' "f ., . ,t oand" for 1Il ini tial x displ ,.....,'~e nt.

(d 1 1'101 the root h.>cu, for chan gc~ in Ihe pi on, gain and

(C ,

( b) Dc.ign a red"~ed~, e,l imalor for .f for this .~s.c m \U( h Ihat lhe efl(lr-se l1 l "'~
tIIn" " ill be Ie," than O(~ ""c,

(II) U>c p>I ~ pla;c n~m 10 dc~i gn I!li S sy'lem 10 ...... , the ~;ific3I ioo~ that >cnlins
tilm is less Iha" 0 ,15 sec ant.! ,,"cl>I>ooI1<.I an ini1ial offWI in .t is les. !han 20'0-,

I.~

c'luat;on ~

8. 14 In Pmbkm 7.11 we ~scribcd an upmmcnt in ~ne. ic le,ilal;"'" de!;o;ribcd b~ Ihe

Ie)

(d l UK 'IieCQillllded wu.,.. fOfcompulinll the control and inm:d utc Ihc rcfc.~ inpul
so IS '" k a'" Ihe SIIIC e.timate undi>!urbed Plot the unil lioep "'\fIOIISoe h om Ihi .
n:femK'C '"put wtd from a ..... ind ,u~t (step ! di\lurbance lhal actIon the amrnnaJuoI
li ke . he COfttroi f(lf~ Cbul "III "n Il!C eSlt m:uOf),

(e l

I b l Le. T _ I :In:I dc,ign K for cqui,-alcm p.lles aI

I\I\d II . LeI ... O. L

8.U ()c$ia n lhe anlenlll in AWndi~ A.2 b~ sllIc,ariablt pole a.si,inmenl .

la ) Write Ihe cqnlinns in Slate form " ' ilh .t, "" ," and x, _ }'. Gi,., .he

.....-cumd,

(el Ralional ize )'OtIr .esull.< 10 ' J ! ar>d , bl. ,CaliRI "" Ily Ille lIt.,.:-r';abil ity (1 .1:1<:1;: of It

(h) 1\ = [ 1 0).

(a l

tiled lhe

8.12 FCilhe orcnloop 'y,",em

Ibl Uw the", ... llSof Eq. c.f ,(5 )ln ,11001' th:n the COftlrolle . b~ 00 a ~...,...n. e.<l im:>! n.
al"'lI~" h;r, a ,em ~I : = 0 f~ 1Il~' dtoi~ <:If C\)fIlrQI 1:1... K X c).lima.Of la .... L., '

.. hne t, ;= i, - l.. .,',. A eo (I - L, H). <&> - 1'1\). B = AI.... C 05 _ K. lind

LJ = - KL., .

E'_L ;='''~ L + B '',

8.1 1 Ca l Show . h31 Ihcctl""tion, f...- the t1ItR1l' c;lim3l 0r ( an he .... rin en m stand:lr'd , \;1.1<:
fnnn

(tl

Cb l O''''IMe 1\, . !he r"; n. ~uch .hat if" ,., - K . ... thC' ,h~rK .. ri$tic Ctj.lllfion .... ill hoc
" , . :1-;: - 1.6: + 0 .7.

35'5

.~';l

,, (;1

u!:,

0.9(l.I1I

+ 0.9fl691
1.67 )S:

O.II!I5\;

ifN '" (1.'

= II

OJ.

or

Sc<

u' ln -

1000w;
' !(J~ ... 2(, w,J+w;)

f,.n~" lt, ~"~ Em~( l m). E",mpl< ~,~.

"P )

C,.! .. y( u = ~ _

8. 19 A di.k dri" .ead hud~' ~as Illt opc- n-luop lJ>ln,fcr fuoc t;"n

(t l Plot lhe "' Ipon.., I'll' ." and ii, to a unit Mep in r .... ,ith U' .. 0, Sm" "helhcr lhe
'eS(1011,e< IIIe'CI your t ,' pc<.:laliolli.

meel yao.o. e.pctMI,Dn .

"'.'pOIl"" of \' and ,i..., ~ uniT Me:p in u ..... ith r .. O. SIBIC wllelhcr Ih"
'~p<.!r...,"

(b ) Plot the

la, ~l1Iina U I:.I<CS oa StIII~ Unbl(l,"'n bul CQI"I>.unt \~[U~. """"!1'\It:1 an ~i ""lor ' hll
. ...Iudn an e.li .... l( of lhal d ;"lurbal1('C. Pl ..., pole of d~ ")'~lCm :IS in Problem
S.17. e!tCC'pt place the eJ trl estimator pole al : 0.11. Dncrmi .... ,,,Iues of K and
l., ar.J .l~,h doc bloc k diagram ' howin, h_ ~ I~OUS quanlitin an: u~d in
lhe co.uml. . Delude . ..... command inpul r in lhe diagram u.in,lhc :Stat" C<>Ill mand
$t ruet.....

8. 18 For lhe "flI"!.1oop .)~m from Problem 8. 17

lI'.

~mnioc an i nt~I'3t control p in . nd ,00.., Il!C 'l>tem block d 'aifl'lm ...illl the
In.~ ..1conlrol lCnn incl uded. xt the utra co:llm l pole II ~ = 0.9 ,
( d) IkmonMr.t. lhal the '~'~lem "'111 hal'e no Meuystalccnor for a di<turbmcc.

leI

( b I PIo! .he "'l'ponw. ill I(t I fot .. unit <tep of the d;"lurhan..~ \ '.-).

fo.3.

11.'.

(a ) Fitld the con trol fdt>;lCt K otld Q.i01" 'or pin l. I"'" wilt ploc~ (otwrol pole a.
: '" 0.6 j O.J atld nti nt:olor poles al; = 0 .3

-O,J561 0 .7903'

~ . [ 0,88 15 0,4562 ]

1' = r = [ 0.1185]
'
O.J5fi2

Dcmcnstral c 1M ! 'he <y~lem \\ i)) ~I~ "" , Ieady 11lI" e lTQT for a di llurbanc~.
an In""t co mmand, " . p , .Pr\ when N" O.

H. ' 7 For Ihc optnloop ~l~lcm

(rl

~ d ) ~eTcrmine 1111 i ~ k'glal cOl1lro1 g~i1\ atld silo'" IIIe ")MCm l>1oc~ d;agr~m ..... il~ Ihe
,nlegral ,'nm ' oll" " " includol. Scllhc e,m a cOll1roi pole 31: = 0,9.

dl ~tulb~~tc. U' .

It I ~!.rm ;TlC .... hill !he .< I('a\I)' " ~t( laJ ue of l'tA) lI'ou kl hc if . tIc. c was an inpul

-<trueIUI . WCII>ld lhe!\' he a I IC:ody~al~ error

(b) Pin! tlk.- rc.p<ms.: oi ! (kl rOTa unit 'I~p Inpul lMl romm:tnd u<ing the .13 lt rommand

lal Find the COOl roJ ftlb.x:t 1\ and c.'!;maI~ gaoll l. thai wil! pbce cOOI rul poleS :ll
: ,., O.S :r jO. ~ and C,I"nalQr pole. ~l : "" O.6 [ 0.3.

G r:) _

8. 15 o.-n 'cEq .8.63 ) fmmBj. IS.57J.

8. 16 F..,.. lheupen,loop.y'.em

~I

P.oblems

(pI lnlrooJOC'f: ~ comtn:&nd ",(.",nu ...ilh fdf""ard >0 thaI the e~imate of .T is 1101
fon:td b~' r. :o.lca",rc or ("'''PUte Ilk- frcq~oc)" rc.'fX'Il.e (rom r '" 'Y<lCm enor
r - ~ and g"'c the h18 ...... frcqurncy for ... hich 11x- ....m. ampli t"de: i~ Ies.!han 2()<;\
lOf the command amplt"I<k .

8.9

_ 6tlOO ndl~:md{.

O.O~.

.>f J kHz.

pin rpm.

c:m.

Eno bclll<h ,'001 de.ign f.oon 1 ~ 1 -.0 thai the e,ror due to lit.: ~.,!bbk;' ("I"n;natw ".
k'l)"oo
?I.,. Ille frequo: ,)o;! re;J'OO>o! oflb.: I..... ~in~ cm)tit" in F;SILI~) .... II~I\.
Ih. ;npUlIQ ltt '!'>lCIII ;.1)0,: 1..:k " .,>bble. 'I;d. Ihe fl\"<l"cn.:! Ih :\! ",pre...:nl' II I<

Ihe I I"~ fnlk.... "" error d"" 10 thi ..... obbk. E~p-<' the ~""".' a. a pc""<nl~,,.... ,'I
lho .... obbk m ~nill11k .

The d ... k ' !liM ~1 3OUO rpm. Thcu ,. lypioc31l~ ~ . mall off!o<"l l>elw~cn tho: ~c"'Cf "I
lh cin:ul3r Ir..,~. 00 lhe: d i.k ~...J III.: cellt.'T nr fOlatioo. thJ' ... wucin~ J ,. vbbk
in Ihe )o..:al''''- of lhe I......J.:> lh'" >ho,",ld bI' fnllu",~d by Iht I"(.td II.~. o..lermi""

~ -<;lInpl~ 1~IC

l:I<-'i, 1I ~ dig''''' "olJ' pcn>;lllion 100 Ihal (t.., i, no >I'''.:I! ' I.1lC crroo: to :on inpul
......111ITIa1ld no. to ~ CO<N..anl d,>lUIOOn<.", h . Tile pI~nlla,n of ICOJ 1~ l1l)I Lnll"'"
pr.,.,i;;(ly. <Q i is II<JII ;w;cepl:abk 10 a....~ume Ihe $lc;wl! >1:11: cr'TOf .Jut l(I .'np~l
co' """,lids c:on b.: cI"nin;llcd ,i a f.,.,dfono~rd ,."h an N. IUTTI. TIle 'pc"<"'Ilo.'~I1"n.
;oJ. lh~1111e ri~ lime I, mu~ be k", than ~ nl> ~nd Ih.,' 1" .... ~ ,\I, < I()'"; l ...

c.o.

=jO.1'. o. O.

Pkll lho! un;1 ~Iep "'>pon", to an inpul . omlll"'1Il. u<i nt thc Jlf\"d'~lor e>l """IOI"
,h()"'in~ 11>0.: ptant out put a, ".11 oS tile deb!oo ,en."" <lUtpUl.

in p<Ill ICI lind ,, ;lh : .., '" [IA ::I: .'O .~ . 0 . 1. O.

-~~'""--,

.,' +0. 1l1 .1 +9

lal Con\,clIllo.;, ')"Mem to d i'':'''l( slmc .p:l:'C furm "ilh T '" 0 .1 "':0: .

G IJ I =

8.2~ I)( ICm )me Ihe ,In:cwtHmand inpul 'Inx:lule 1"0. a fdba" ~ ,)~:c n ' "i thtIoeT)pf I)pl~m

If)

:k<

Comput. L~ ,"'ilh : ... . = OA jO.~ . o. O.

Cd ) Compl>le L, wilh:""

te)

Ib l I. lhe <pleTT oI),;c1"".1bIo!'~ Cho-d for p!"(1.\i\.1"" aTld C" lTCnl e<t i'1i~lor- .

lal Compulc K fo r ;".. '" 0 .8

111C;"urenll'nl ;.lI'lI;l~ble 10 Ill<: ro'npol .....

a ~"OIllroll:l .conlrol plu, "'1"'Ulon for tho , ame ,,'Itrn ~ 111 E.,~mplc K 11.
U.-epl add 1I dehy ,;( IWO sample po.-riot!s bd"ccn llIi.> ~! ,I.m "U1P'" and " 'hcn I~~

ILl I ~,n

ob><:1"'-:lbk '!

IC ) AUl!Jncnl lh( ~)<tem modd '0 Ih~1 boIh bia<C"S:ore . I:i1C C.efllC'''So. h Ih), <)'~lC'1I1

Ib) Wilh no mn"Uf"(IlIC1I1 b~' Cb " 0). lIu!:"""nt tilt 'l.,.~n' rru.k l ...o tMt lhe 101""
b,,," i . a ~lalC ~kmtl1l. "' lhi~ s)-,;Icm ~"3bk?

111 1 With no 10rQIX bia,' ,I' '' 0). :ou~men( ~ho ') .1(111 JIlOIkI ..:0 Ih:IC 1~. m.:m... ' cll .......l
bi:K i. ~ ,I;o(td.m~nt. Is Ihi' '~-';Itrn ~m1bk!

.... Ioere ~ ' = I'" e l. " = an~l. of tlo.;, pendulum from ,,<1;':al. . = 10f\IUI'. u . lOI\jU C
bib. and II _ mu,Uf\'m.m bia,. A n.' ....... Ifle '1uest", n' I>clow ;o...' ~l n ifl~ the oc, ~ I'
~~mpkd ....iln T I : 100 III"";: and 1",-"" o;"DI'HJ()lt u + ... ) i~ ~ppll<d thfO~~h 1I ZOH.

,. == I I

[ ::)- [

~.20 A p.;ndulu m "" i1 b I lurquet al iI, hin~ e;" d.::.,.;; rib<:d b!

'"~

Ib '

hl1

,.hore

0=0

_ S ra:...~.

PI", Itc .tCp t"PVI1>C and ~unfinn you. ails ...... ro ( C) .

<I,,;!

or.pU I?

8.2~

~.io, >?"r K and L ... del tnlli nc the lim. t""~ of the .pl~m Iv a unil. <Up

'''PI'' u.,ng lhe ,t~lc...:-o'''m~nd mpul >lruc'Uf"(.

~S::l:

',-.-C+-",,"'),-,.
:II

.-00",..,,,, ,,

~)' I ''1II.

Rcpeal 1Kl" IhJ. but rccpl:o(c Ihe pllInl OUIPilt. 01. "';111 " .

Ct)

If )

fi"t'

PI", II\( fre~ "C'1C) " 'PO" " of Ih. o:ompensal;or, t,'onlroi ptu, e't""~lOr! from P""
(e ). Slate wit ) you Ilt onl (hi. kind o f "ompcnsalion i, usua ll v .eferred 10 a' ~ 'IO/C/o

["'~ign, A founh-orokl comrolk, .... ilh control po'~s al ~ '" (l.7~::1: jO.2. O.~ jO.b.
and .S!'m~~'" pole. ~I ~ _ 0..1 jO,.1. 0 jO.-l ..... ilh" a, 110.- mca'-Utemenl . Again,
" en f)' 1. "mut~"oo th l it pro, ido;< the tOrre,', ""por!-e 10 a un;Htcp com nund
U,II'll lk >l alc ....-o'""n3T1d inpuT .tmclu' e.

Id) AIIJ I )" ~ W~(1l: the rt.IlJIS or llk.- ,plein " 'ookl be if }'ou _~urcd land ;. directh
("" e-l,m",o' ) and red Ilk.-m bod ... i n~ JOu. K fWIII part la ).
.
.
,

(el

I b) U"<C the co.nlroller ,Ii: ""d L, I obtalflM in pw1 ca') i., a ",,"ulalion o f lbe ~y<tem
~'htrcc thr rntinl1t . pnns '.' replaced with the tk~ible (IOC and Ihe OUlput i, d . Ihal
1>. a (run h .............,. pJanl ...."11 !<I.wldorder ronlroll ..... Eumint Ih~ rn~ and
rurnpane' il qualilal"'c:y \1.1111 an 30l11 1!,i~ of ,100.> du ..... toop fQfIIS of lhi, combined

: .. 0

jO.2. and ~lin ...!or POIe:-:,: == 0.1 j O.J. Vair. I.... , imubl,on Ihal
II P'Q'1!k, Mre'ponse 10 a uniHOIep o;ommand using Iht .O;O:3~-<:~mm3nd inpul
" .u,1on Ibat'~
11h (he ~kC1.d poles.

Desi," 3 d" i l~1 cunlmller ! K ~nd L I ,,ith T = 2110 m>o!c. control poIe-s

,-,,-,-) =

"/'1

,"" ,rn;pli n~ is ri~ioJ. thaI ;~. t h inlinil~ . llII- lr.lII,f f~ro::l ion i. IIt"n

,.) To '~p!"(..,nlthe ~~,~ "he lhe dr . ig"'" did 001 knaw aOOulthe rcwnanCt . .lS.,un",

TIm (xmhk ma,~-sp rill d ....; Ilcs..rib<:d in Al'P"ndi, A... is "'p"'!..mI31;\,c of "'an),
dC\'l~e, Ih31 ha\'~ <omc sUucl ulal n:<onJ,:1~c.-. Plaling t h~ sen....... >IJ Ih31 ;1 n"' :"ur~~
." is c.tkd lhe <1,1n<'mfd ,~,c. "h.'Te as ptnci n ~ it '" Ihat il m.3.<u ...' " i , . 'alled tfle
lUm,'uIiX<IIu/ ' DI., O ften, 110.;, tte. ig>IC ' i, ~ .....'lff ini lian, lhal a rc'onaotc: C';' I~ on
llIe '~" cm. ~ ~it"" lion th~1 i< ado.!rc,>c:d b)' t h i~ prob:em.
.
F<)I" .II _ 2O ~i. m I ~g . k _ JS :>JIm. and h 0.2 :'I!>c:clm. w~obta'n ar~ancc
f..-qu~ru:y c f S "JdI~ "lib J damp;"i' r:llio., _ 0 .02 .

( b. I:I<-tcI Clint Ihe compr nS3t;Cln in I",nlkt fUOCll{Jf1 form. D"!~ I. alld C1>n,lrucl a . 001
lox". I '), Ihe de ~"III [If D" ' ~). :-"3Jl the root, where lho! ' ~ a: n ,"t)ITc'J'OOds 10 lhe
\al ~ ...,.nruIN for K and L, .

IMJ

o1roulbto.'l.Jc.igo becauo,(" tllt~) >I~m will .""11k: 'n a nnite number of ,""mple pcrio;h. )

8.!J Rc,....:ot Iht ~~i!!n nflhe ':0lIl1011.... (control anJ.sl i m~I..1 fOf E.~pI".. 8 ... and UI. bul
plxe ~JI four tk>.ircd pule< ~t; _ Q. !Thi> i> ofl~n refm.....d 10 ai aji!lilr ltl/lil" liNl,' Of

In

It! Do yllU nreC1 ll1= .... ')11 be a '1~:ul) " 'J'" enor for llii, S!'lern for a

<"q\J~lIon.' in.:' udini the ",fere~ ;"i'"'

(d l DeltrmiM N. ..1d S ,. Ihen ,k ....... h a blocl. <iatrarn o.pecif"in.!; lhe"rumrolle

== ~ radls.:t

n..'i~.J....

Pmbk ms 357

n. S :ond '"

(c) Find I., Iu nbtain <"<I,",,\,alcm "'plar>< ( >l nr.31Olpok. 31 <'"

( b J Fi nd K to ob.. in <"qui, ate-fli spJ~r>< <"Drurol poles aJ (

R~

358

Chapttr 8

:.plan~ rOOlIoc~.

of

Ih~ '~' \tem

~,

10

I~

l'OnU1}II~rl

OI-."al i loop gain,

Iplnn l pi\!'

GU/ = 110J+ I U6ili+ I/ '

and

~"<Jmmem

on

Sec Franklin, /\)",dl, .nd E'!'Wl1 i , 199h &.mplc

~,J6,

the COOlro!. Vcnf)' lha tthe .. i.' !l<) delay for 1M ({lmmcnd lnpul.

(e ) De sign I"" COffipo"",lioI , indL><l ing tOO c~ ar.d ;"I'"-t " 'ith Ihe romrol pok. :I!
0.8 jO.l5 and the estimator p<lk. aTOA lO A. O.
(d ) Cnmpulr The , tcp r.spon..e 10 J ref.ren,. inpul 'tep and 10 a di sturb.,,,;. inp..t al

(b ) Compul. lhe Lero..:.rotr-hold model ...ith a mple period of 5 ~'.

the sense "

(al Wrile sure oqualioo, for thi , .,'l~m.

"be.. the del.~ i, <.lue

8.25 A heat e~ch.:ln~ .r: has 11\0:> l ran~fer fUIlCI ion

Ihe ",",iti"il)' of Ih i. design 10 rn:mges in

19l Plot lho"

D<>sig:J Using SI 3h>-SpJCe \lethod.

.-

--- -

-- -

--

--.-- -- -

-- -

-- - - - -

359

take n in o rder to com'en a ~1E\-10 sy~terTi illlo a 51S0 one. Although this ca nnot

111(' chapt er ;tans OUI ill Sect ion 9. I by di scussi ng )ome o f the )teps thai migh t be

Chapler Overview

Thc con trol-design procedures described in Chup ter s 1 and 8 we re applied to

~yst cms with a .lingle input and ~ in g le output ,5IS0). The tIan.' fe r-functi on
approKh in Ch~pte r 1 is best sui ted to 5150 ~y~t~m s : the st at e-,p~ ce method ~
of Chapler 8 were limi ted to 5150 in order!Q si mp lify the p!"OL'edures, In fact.
i f we tl)' to apply the po le-p lacemen t ~pproarh of Chapter l': to a mu lt il'ariable
(multi -i nput. m ulti -oUTPUt. or MI.\10f syste m. wc fin d th at the gai n~. K or L. an:
not uniquel), deterlJlill ~d by the reSu lti ng eqUillion . Therefon:. a de sign appro ach
is requi red w hich intelligent ly uses thi., extra freedo m for MI~10 sys tem s. In
additi on. IH saw in Example 8.3 lhat tilt! .election uf desired pole l ocat i on~ for
SISO syste ms ca n be tric ky busines,. Some SOIl of sys te m ati c gu idance for the
se lect io n of co ntrol and e . timato r po le loc at ions sce m.~ h ighly des irabl e. The
ma!eri~l in ,his Chapte r provide , a tool thm meet, both the se nred s.
The subject oflhis chapler is the use o f optimal control teChni ques a~ a 1001
in the des ig n o f comrol.'ystems , It i ~ impoIlant th at the desig ner hal-e no illusio ns
tl1 m .so m ~ true 'optima l"' de s ign is being achieved: rat her. Th e idea is to transfer
the de.o,igners iTel'J ti on on polc loc ati ons a.s u ...t'd ill C hapter 8. or compe nsat ion
pardme ter<; as used in Chapter 1. to i1 erotion< 011 e le ments in a co.t fUllction.
3 . The method will de temline th e cont rol la\\' that minimize, 3 . bu t becallse
the parameTen. in .J are arbitrarily , el ected. the design i~ :It best only partiall!'
optimal. Ho,,cver. these designs will achieve <;Q lll ~ compromise between the usc
of nmtrol 1'11"011 and the s~ed of re)pon~e ~nd will guarnmee a sTnbJe 'iystem. no
~mallli:at . lh~rc fore. each iterati on on the para;nete r.; in.J produce'i a ~~ndidate
desig n that ~hou ld be t".al u:lTed in the lig ht of the <!esiEn .~peC' ifiC'ation s.

A Perspective on Muhivariable and Optimal COnlrol

Multivariable and Optimal Control

or

Rudd .r 6,

'- EIt.-.IO:-'.

, "

q y~

pil oh rale
.... nte

,.. - altitulk rat,

Ant;ulll v";ocity oompo<l,ntl:
p - ",],al.

notera t lpeed)

V.ladly <a:npo ~.nU :

u - rorward ",Ie
" - l id ..... l:p rale

~~~"'~"""~'~~i~~~~==. 2r

sho\\~n g v~ " ab 'e de'in~ions

resemin!! longitud inal m(){ion (I" . I. ,/1 and late r.!l mn1ion I,). r. 1') . The c le\'a!(ll

. For ..:.xample , th~ 1in ~arized cquatioll~ o f m<'1 ion of on l iro;raft (Fi g. 9, J) "r,;
of d ghth onk r bu t l~ almost <lI\\' ~ y~ -,eparJ t... d im o tl'O t::ntnh orMr .~et, r~I"

Sl ' ~ t c m,

"ill gil"e bt.:1t~r phylic:Jl imight im o I h~ impor1an t fetdback I'lnlble ... and c nn
k~d to ~ plam de,niplion th J ( is ~ubs lmui~lIy s impler for d~~ign purpo.;es an .! ~ ~ t
yields 1\0 s i,g ni licanl degradotion from a n <lnalysi,; ba~ d on lh~ full ntulti l':lri"hk

Th~ tiN ,t ... p in ~ny rnu lt il'ariuble d~ ,ign shDuhJ bt.: Jil alt c-n pT ~i\her to lind ,I n
appf(Hima1 ~ mod el ('Qn~i~t ill g OJ two or lllore ~ingk inpli t- uuIPU\ modcl~ or eb ..
10 decoupk Ih" l'Ontru ] gai n maui\ K nnd th ... cMil1l~tor ga in maln ,\ L T hi, '(q'

9 .1 Dccou pling

Figure 9.1
Schema1ic 01 an ai'craft

'I'

in )(:ompk' ';)' .'I~1ll

th~t th ~ lal.:r op timiJ;ut ion of th ... whole "y_,t em wil l be b<-tte r understood, S~, t i')n
9.~ dcriy~' 11K- l im'::-\';IT;.ing optimal cun tml ..olulion thul le,ul t,; d i r"'CI I ~ fh)m
th e up timal control proo l... m sl:ncment Sl'elinn l).3 ~ h ow~ how \() li nd Ih~ ~t e~d:
stute \'alu~
th ... fl pfimal fced ha~k goin Ihut h signitkilnll y I."'~~ i cr tu imp lell"'111
and;~ 11K- one lyp i c a , l~ u, ... d in contro l im plem ... m~li o!l~. SecTi un 9A tI ... ri,..:' T h~
co mpa niun oplimul ..." li lllat ion prob km, A~ for the ..:ontrol ~a,<,. The ti m e - >ary;n~
lOuin '>(l lutil1 n i~ found hr:,\. t h ~n \\~ find the ~t~ud: -.,t~l~ gainc~>c th~t i, t~pican:
tIl<' 011~ lI\lpl em~nt~d, Tne fi nal secti on, 9.5. ,h()\\, how to It!e ( h~ ,e re,u h~ in Ilk'
ok., ig n of :\111\10 \:(l!\\ r'Ol sy~t~nb ,

alw~y~ ~ Jon~, it ~UIl h~lp (0 ~larif~ th~ k.:~ co nt rol is)u",s

Decoupltng

361

~ j rcrafl

~ I~

+ 1~ =

<1>:< lk ) + ruth

(9,1)

Thi s mal.e, goodph)'si<:al >Cn\C b:t.usc the t\Jdtlcrprimaril), yaw, tho ai"'f"~fl about a "en;cal
a.< ;'/r.nlOlioo).ihu, directl)' cau,ing ,ideshp ~ l). and the ailelOf\' primarily roll the .;",,,,fl
about an a i, through !he nos . Ihu s caming changes in the rolt ang\c, Q . and the roll rate. p.
Ginn an achie\":I ~I ..,t of de_'i red pole loca\ions, th ... "'" uniqu e ,'atu:s of Ihe foo r r'0tl l ero
~ompo!lent> ,,( K: Imw!"'\cr. the go\'ern in g equ ations eam Oi be caSI ill lhe '-lime ((\I"rn a, ;n
Eq, /8,~) and therefore: C~n be diflicu h to sohc .

(93)

>1\0,,"' lhatt~re:lre eighl .kments in !he gain mal ri~ to 0.: .;elccled. 300 IIII' ip" ";fj,,... ;on of
four do>cd loop roo!> clearly cau,"" tho probkm to be umkrde tenn ined . nd ,,-i lllea'e m.1n}"
poss ibl. ,atue. of K lh(l1 will meet the ~pe<"ifjc3Iion>. Thi_, ,oo\\" th~l tM pokpla<:<:mc nt
app<oach!O mu l:inriable sySl(nl de,;ign po1oC5 difficu lties and :i<ldilion.al criteria need to be
imroduced.
A dewuptir_s that remo~ .. the ambiguity is 10 re,lri<tlhe (ont rol la,," 10

wh.:re

19, 11

Founhordc r iuatjO<1 ~ ;ntQ(WO $<'C Oll!]order equation , and ,hmo,

5<l1I.I;on. The aircr..fl la leral equ3tiorls .,.., Illulij\'ariabte and of the Form

hQ..\ tu de' ;go tt.! COntrol.

Decoople Ihe lal.ral

control surfaces affect longitudinal motion: the aileron and rudder primarily affect latera l mOlion . Although t nere is a sma ll amount of coupJing of la\crol motion
inl O long itud ina l motion. this is ig nored with no serious con~ucnce s II hen the
contro l. or " stability-a ugmentation." syste ms are dc;igncd independcllIl y for the
1\\"0 fou nh-ordc r systems,
Further decou pli ng o f Ihe equations is also pos~ible.

9. 1

362

h '

I)

I)

I)

I)

[:::::~
(9...1,

D.-col<pJir.g

"'here

Solution.

[~::_] can position IlI1d \'C\ocily.

[ : ] Slid, angle . nd angular ralC.

". =

".

Decoup[ ~ 1M eS timalor for lilt in"ened j'C'ndutum on a motorized eaC! , F'g. 9,2),

ES lintUlor

19.6 ,

The sam e idea, apply eq uall y well to the dec oupli ng of th~ estimator iruo
SISO parts.

.... hich lesults from cnrrbining Eq, (9,3}.OO (9..1) . .

af
i ' im p<.>nanl the r<JOI'
If Ihe planl coupling thai "as ignored in lhe gam comput lor. >
S (93I a~
"
d ',-m "- (9 51""i1l differ from lOOse used to co mpute the gaml usmg Eq ', ~.
(
ov ,. me
u ...... d
ed look no UI~ , cr. n
as<s the method will be accurat e enough an 0I"':>e
(9.4). In many c ' (',
'-se Ihe "desired"" root [ontion, and [terale until lhe comet rOOl'
OIhe r nsel .onccOlJ "'"
. I mrol to be de....,.ibcd in
from Eq, (9.~ I ore sati,cfac lor)"OI" else tum to the ""'Ihods of opU1n ~ (0
the folw..ing sections.

4>" 9:, -

r "K" 9" - r ,, ~ ,:
r"K" 9" - r: , ~ ,~
dI"- r" K,, <1:- r",:
'~ , - r" K" <P" - r" K12

"" """""P=

and that [he controll a ... i\ ~iven by Eq . (9.3"1.

'""" [ coupling \octw c~n the lwO a;rc",'[
This make s son'" ph},~ical _"'n~ but Ignore_, ,m"". n
r 'h:tt the tn~th<>J,
ode [t<.lce> hov.""~r. decouplethe systcmintolecood.o.-&r\y;lems or ... Ie
. "
m
S.
.
, h
. The result ing c~_[oopcharact."'t ',
of Chapter 8 can be apphd di,re<:~l~' 10~~I:u:~~:~~s~3ICU\ating the eigen,"al~, of !he clos..d
roots of the fu\! lateral cq uatK)tls " rn "" C

loop matrix: Isee elg.m in I-hTtAll 1

d,
P

[~l

is of tr..form

A furt her <kc{lUplin~ thai .... ""ld permit an easy ~ [n c.lculation i, 10 .." ume tnat Eq . (9.' t

l\\uhh'ar,abk and Optimal Control

Exam ple 9.2

Cha?er 9

mO loflze<! cart

Hingeo s~id and

figull! 9.2

:J[H

[kc<)Upitng

363

'=

r.".

(9.8)

= <P" i,,ik l + 9" i J k ) + 1". " Itl + L , ('. (k) - J: (AI).

= "'.. ii, IA I + 9,5.1')"" r ." ik, ... L,I"lk , - .:Ilk)).

E'~n " 'i cho-JI t!>e "cry ....e(t].: one_way cou pling in . , thol "'"' obvious for this e xample.
one co uld ""u!T.c this.o Ix- Ih~ ~a~e. th en cllc:d: lhe rc, ull ing (u l[ " lem dtarOC leri~lic roOb
using a '~11lod !i milar tl) Ihe previous airplane ample . ,~~ Ihal ignoring the coo plin&onlr
~ au""s approximalion. in 1he g.in-malri ~ cuiculacion oM thu, 1M <OIJ/ [r.calions. The re i, 00

" 'h('''' L and L. an' both 2 )( I macrice,.

11

+ I)

x,fI' -

i , III

which "an Ix- done wit h the method. "'""rilx-d in Chapler 8. T he,"" is "" e.wa~ <--oupling into
the l ti<'k equ.tiJfl_ hut !hi~ j~;;1 Xh !ix\. an adtlilionaJ OOfltrol input and can be ig~orod in
the \.a kulal ion of IIx- _,cicl c<t;mator pin IT1.iIl ri ~. L, . using the !'O!e, p[ac.:-me nt '''<'thod, of
Chapter 8. Ho"t '-.:r. Ihe ' coopting should ItOt Ix- ignored in (he .,ti malOr cqu "cions. a"d
the." is no roa",n I" igrt<)r'e~the ""a~ ~oupl ing. ,The linaltprediclOf I e_, .i m~lor "'OIlid be
of Ihe form
"

~J.

9 " ",_( (1 ...

.\ "' 11 Ol[

\ It ... I)

An ~>tima:or for the <y~tcm de.<etibo.-d b) Eq. (9_61 aoo Eq. 19.7) requires the <kteroninalion
o f e' ~ hl demeRI> of :ln e,Hmatn r g. in m"tti . , L. Hen". <p<"<:if)-ing the fou, estimator root,
and using Ihe metho d., of Chaplcr 8 ,,"OOld not delelmi ... thi> L uni"-!'J dY-'I!IOI~ r .,ample
of an und.-rdetermi ned sY'1 em uU>cd b}' II", mU[1inri"tle nalUre of 1M pmb[.m.
But bcc au,<= we can ""ume thai . , = O. Ih e carl equalioo in Eq. 19.(,) uncouple., ff<!lll
Ihe ~!ick equmion. and "'c >imply de.ign,n e,limAlor fIX

The Stick pK-lur("(\ in Fig. 9.2 i, M11no131l1i ally l i g~' tt Ih:rn l~e ,'art. Thil m"an ~ Ihat 'lLek
mot ion has ~ , mall d~'nan'i c effed on cart motion . wh:ch in turn imp'ie~ Ihal '" ;:: O. Th i_.
does !lOt impl)' thai " : 0: in fae!. c art !!lOtion;~ Ille 'Tl<'Cna ni"m fOf influencin g ~;ic ~ motioo
and he nce OIabi[i,jng;!

[;H,;::

9.1

36... Chapter 9

and Opt imal Control

=
- Kx

+ 1) = <[)x( k) + r u Ck ).

I .'

.~

1: l:)xr(k)Q,x(k) + u T (k )Q ! u(k) )
(9.11)

(9. 10\

(9.9)

2 Matrix ~i'.I.n' of.

J>05'ibl< s and u.

"""fIOr"". number: i, .nS~ ~1aI . ' Q, 1 .n~ H' Q, ,,

aN:

'I.Ot.

" ",,"'pil" rOt >I I

t t(,h. """,,piin g "" . r." Ion~. _ .... .,. control 1I1a1 """u the ... Ie ll ()O"" as mpidl~ IS pos.il:>l<
mitf>! b<- f,", i~l<. Sum "",," 01 . ... c. tl<J d'ad-b<-.. beu\!"," tho)' bealthe
' D. dead SlOp in.'
most~ st .,.. Th'~ coneir:!d ' 0 p1actmcn, of .11 pol.> O! ~ = O. See Probtem 8,23.

is minimi~erl. Q, and Q1 are symmetric weighti ng matrices to be se lected by (h e

designer. who basel the choice on (he re lative im portance of the vario us states and
controls. Some wei ght will almost alway s be selected for the control (IQ,I =i 0):
otherwise the f,Ol u:ion will indu de large components in th e control gains. and
the states would bt: drive n to ~ero at a very fast rme, whkh could satu rate th e
actu ator device. ' The Q's must also be n onnegath-e defi nite / wh ich is most

J =

we wish to pick u (l) so that a cost fu nction

x(1<

thal was used in Cbapter 8 and illustrated by Eq. (9.2) in Exa mple 9. 1.
Given a discre:e plant

Optimal control mnhods are attractive because they hand le MIMO sy~tems easily
and aid in the selection of th e desired pok locations for SISO system s. They also
all ow the designe r to determine many good c andidate ~<Llue s of the feedbac k
gain, K, usin g \"Crye flicient C(lmpmution tools. We will de'lelop the time'~'arying
optimal C(ln trol solut ion firs t and then reduce it to a steadystate solut ion in the
following Sttti on. The result amounts to another method of compUling K in !h~
contrellaw Eq. (8.5)

9 .2 Time-Varying Optimal Control

In short. it is often useful to apply your knowl edge of Ihe physical aspec ts of
lhe system a\ hand to break the design into simp ler and more tra ct ab le subsets.
With lock. th e who!ejobcan be fin i<;hed thi s way. At worst. insight will be gained
that will aid in the design proced ures to follow and in the implementa tion and
ch"kout of the eOD trol system.

appro~imation in tile !Y'lem model ~ 5 ed in the ~'tim"lor: t!lo!refore. the ~,!i!Il3 1ion errors " ill
Mill appro och 7.er{) for stabl e estimator ,00l>.

M u~ tivariab le

~r~nge

multipli ers

t ,.()

., N .

[9.101

(9.1 1)

x(1;.

(9.12)

':1'

+ I)

"=

- x (I;.

+ AT(k + l)r

o.

[9.10)

(9. 13)

adjoint equations. (9. 14)

s tate equations. and

= O.

O.

contro l equations.

+ I) + Q,x(k).

where, using Eq. (9.13)

x(k

+ I) =

<tox(k)

+ ru Ck) .

Restating the res ult s in more con"en ie nt fonu s. we h:l\"e from Eq. (9.1 0)

Ark ) = <to ' A (k

\\ard dl fferer.ce cqU3nOn

(9.11)

(9.16)

(9. 15)

The
"
. last
' set of tile equal"
. mns. t he a d""
JOin t equall!)ns.
can be written a$ the back-

+ Jt! U' + 1)$

+ I) + ot>x (k) + ru (k ) =

u' (k )Q l

(J x (k ) = x'(k) Q, - A' (kl

(J Ark

'J

au(k)

a:r

In magm t~dc. ~ mdcx .on A is arbitrary conceptu ally. but we let it be k + I

because th iS chOICe W! 1l y t~l~ 3 .particularly easy form of th e equatio ns later on.
Proceedi ng wah the nun ml1 la tion l ead~ to

J. are ident ical

Not~ that for an

+ I) + <[)xl k) + fu (k))J.

1
[ -2 x r (k)Q ,x(l;. ) + ~ Ul (k) Ql u(k)
2

+ A r (k + I ){ -

l "jl

and find the min im um o f J ' with respec t to x(k). u(k) . and A (k).
?pl1mal ~ (k) th at o~ys Eq. (9.10). th e two cost fUnction s.':1" and

J'=

Th is is a standard co ns trained minima prob le m which can be soh-cd usin

the rrn:the~ of L agra nge m u ltip li ers. There will be one Lagrange multiplie~
vector. wh ' ~ h we will call A(k + I). for e ach val ue of k The proc d
.
rewnte Eq s. (9. 10) and (9.1 1) as
e ure IS 10

k =0. l.

+ u TO: )Q . u (k)]

+ I) + ("'x(k) + rU Ck) =0.

subject to the constraim that

- x(k

,\'

J = :;- L)x'( k)Q ,)[(k)

Another :\'ay of5lating th e problem gh'cn by Eq s. (9.10) and (9.11 ) is that

we WIsh to mini mIze

easHy accomplished by pickin g the Q's to be di agonal with all d iagonal elements
poSIII\'C or lero .

9.2 Tl me.\'lI rying Opti ma l Con:rol 365

Chapter 9

,weep method

366

and Op umal Control

(9.19 t

+ 1)
+ fu (l;).

+ r ' S(1: +
n n -' f TS (1: + 1)$x(l.: )
(9. 2 1 ,

+ I) +
O,x(l.:) .

SO.. JX(,/;) = $ I S (I: + l}x(1: + I) + 0,:.:(1:).

and substilUting Eq. (9.20). we ha .... e

Alk) = <I> ' A(k

for conveni ence. If we nov. SUb,lilule Eq. (9 .20) into Eq. (9. 15) for Jt. (I.: ) and
A(I: + I). we eliminate A.. The n we subSl illltc Eq. (9.21) inn Eq. (9.16) to eliminme xt l.: + I) as follow\. From Eq. (9.15). w<'" have

R = Q:+ f ' S(I:+l )f

In Eq. (9.2 1) we h3\e defined

= - R - lr ' St J.: + 1)<I>x(k) .

U(I.:) = -(Q :

Solvi ng for u(1.: '. we obtain

= - f ' S(1: + lJ(<I>x (l.:)

Q: u(I.:J = - f ' S (1: + I Jx (k

This definit ion allows the tran sformalio n of the two -poinl boundary-I'alu e prob lem in x and A to on<'" in 5 with a single-point bou ndary corKIi tio n. With th e
definition Eq. (9.20). the contr(ll Eq. (9.13) becamcs

A(I.:, = 5( I: )x(I:).

A set of ~qua!i(l[ls de ~ribing the sol ut ion to the opt imal control problem i~
now completely specified. It cOflsbts of th e two dilTerence equations (9. 16) anJ
(9 .1 5) wit h u g iV~ll bv Eq. (9.1 7 J. the l1nal con ditio n on A gh-en by Eq. (9. J9). ~ nd
Ihe ini tial cond ition ~n .~ wou ld be given in the prob lem statement. The so lw ion
to th is two-poim bo undarYInlue proble m is not ea~y.
One method. ca ll ed the s weep method by Bryson and Ho (1975 ). b tu
assu me

A.(N) = Q ,x(Nl.

:r

Equations (9. 16). (9. 17), and either 19. 15) or (9.18) are a sct Qf cou pl ed differenc~
equation s defining tlx- opt imal solution of x(k ). A(I:) . an d u(/:). provided the
init ial lOr final) condi tions are know n. The initia l condi tio ns on x (k) must Ix
given: howcIe r. usud ly A(O) woul d not be known. and we are Jed to the endpoint
\0 establhh a boundan' cond ition for ~ . From Eq. 19. 11 ) we sec that u(,\'.
shou ld be lero in orde r'to minimize
because u( N) has no effect on x (N) lM:e
Eq. (9.1 0)1 . Thus Eq. (9.1 3) suggests that A(N + 1)= O. OInd Eq. (9.14 1 lhu'i
~ how s that a suitable boundary condi tio n is

(9. 1~)

and from Eq. (9.15) 'J-'e can dex-riOe A(I: + I ) in the forv.'ard difference equa tion
form

~ l uh'\'a,;ablf

R i~ ti

equiltion

+ 11

- Q , jx(k )

+ l)<I>x (I:J) +

+ !) ~ + $ TS (k + J lfR- 1rr S( k + 1)$

rR - 1r 7 SI J.:

= O.

367

I) = S(k

+ I) -

S(k

+ I) J<I> + Q,.

+ Ilr(Q: + r r S(k +

l)fl-' r ' S (1:

+ l)<fi + Q I'

I )rR-' r ' s(1.:

S (I.:) = 4, TM (1.:

+ I).

(9.25 J

(9 .24)

(9.23)

== Q,.

(9.26 )

K(k)

-= [Q~ +

(,1 S(k

+ 1Jrr' r TS (k + I )<fl

u(t) = - K (k)x{I.:).

J. Let SI N) =
2.l.et t =N.

Q, and

K( N) = O.

and is th e de sired "optimal" time'\'a!)'ing feedba~ k gain.

L~ I us no... summarize the entire procedure:

where
(9.28)

(9.27)

and we see 00", that the problem has been trar.5formed SO Ihm the so lution is
described by the rec ursi on rela lions Eq. (9.24 ) and Eq. (9.25) w ith the sing le
boundary ,o ndition given by Eq. (9.26). The recurs ion equation s m ust be solved
backwards becausc Ihe bou ndary ,ondi lion is gil'en at the e ndpoint. To solve fOT
u(t). we u~e Eq. (9.21) to obtain

S{N)

Eq uati on (9.23) is ~alled ttl<: discre te Riccati equation. II is nO! easy to solve
blxause it is nonl ine ar in S. But notc that the m alrix to be i n~' ened in Eq . (9. 25)
R. ha.-; the same di memion as the number of controls. which is usually less than
the number of stales.
The boundary condition on the recursion rrlationshi p fo r S(I: + I) is obtai ned
from Eq. (9. 19) and Eq. (9.20): thus

M (I:

where

which is o ften rewritte n as

S(k) = ol>T1S(1.: + 1) - S(I.:

(9.22)
Because Eq. (9.22) must hold for any x(O. Ihe cacfficiem matri x must be identically zero. from which follows a backward difference equation describing the
so luti on of S(k )

[S(.I:) - .p' S (.I:

and collect al l tcnns on one s ide

+ n[o:J"Ix(k ) -

Q lxt k ).

Time\'ar:n ng Opc imal Control

S(I.:) x(l.:) = op TS (1.: + I .H41.~( k) + I'u (k)) + Q , x (I.:).

use Eq. (9.2 1) for u (k ) in the atx)\"e

S(I.:)x(k) = .IlTS (k

Next we

Now we use Eq. (9. 16) for x(1.:

92

368

LeI M(k ) = 5,:k) - S(k)f[Q , + r I S(kWr ' r T S(k).

Lei K (k - 1) = [Q~ + r ' S(k') r r ' r ' S(I::)<t>.
Slre K(k - II.
LeI S{k - lj= <t>' :\lt kl+ Q, .
Letk = k -I.
Go to step 3.

an d Op\i mal Control

~nd

,,(.I;

<t>,,(k) + r u (k).

u (O = - K (k) :k ).

+ 1) =
[9.27 J

[9.16J

(9.29,

and

1.0.

(9 .301

initial li me period.
Fig ure 9.3 wntains the ""u tling gain time hi >lories plott ed by lhe co mp.,ll~r. W ..ee from
lhoe figure that tht pl"Oblem lenglh affect! only Iht "a l llC~ of K ot<J" thl: end, lI1d in foct. the
!lm portions of all ChroeS show COIl Sl ant ,'~ I uei o f the g:a in $. If lhe problem length had been

G( I) = I/ s:. The proolem I~ngth for purpose, o f detinin g 3 ",a, ci1 ),en to be ~ I ".ps. ,,"'hic h.
with the .ample iXriw of r '" 1).1 $<>C, "",an< that the tIXallirne "as ~,l so:. This time W3,
d~ n lo ng enough !O thaI it was "ppl"ent that lhe gainl we rt .,,,,,,tiall), o:o.." \.I ,,t o\'er the

Equation! (9.2-1) Ihrough 19.28 ~ ncoIlO be ~h'ed forthe ~ysttm tra~ >fer function

ptIX the resultingl irm historic> of K.

Solutiol1.

and

0. 1,

"'hich Imans th.t ttl<: angl e staw is w~ig.ht.d bu t not tht angular ,!:locit)'. Choose the control
weighting rnatrh. a I':al :ar in this ca,. be<:au\C tbere ;.~ a ~ingle con trol inpm. 10 tlllse thrl'C

Q , = [~~J.

So lH forth<: time history of K for the ,atoll ite attitude..control U3n1pU, de .. ri\>ed in A p iXndi.~
A. I. C""",,", tit<: ,tate w eight ing nu.l1i ~ to be

Tlm,- \'a'ying ,....uillr( of C."'H"OI Gu ins

Note that Ihe opti mal ga in. K lk). ch:;lnges at each time step but can be preco mputed ~n d sto red for lal<!r use as long as the le ngth. N. of the problem i,
known. This is so beca use no knowledge of the initial stale xiO) is required for
co mputation of the (;ontrol gain K (k ).

where

Kl k)

For ~ny given init ial condition for ". 10 apply the COnt ro l. ,,e use the slored gains

3.
4.
S.
6.
7.
8.

~I\l lth-ar ,able

Exampl e 9 .3

Chap~er

- --

Figure 9_3
Examp l@of(olll,otgair.s
verws lime, Example 9.3

~Q,'c:
CO~.O~''-

______..

~Q'!.,~.~'~O:...

oo,lo----"'o0--1,~o--."'-c"Io-.::,,,,;,~o~---.

0,

0.0

2.0

"

Time-Varying Ophm al Con trol

369

. lbc fact that the gai~ over the firs! por1ion of the exam ple was con,ta nt is
typ ical of the.opumaJ ,gains for all constant coeffi cient systems. prov ided thai
th e problem li me lS I.oug enoug h, Th is means that the optimal contrOller o\"er
~h e early_cODsta nl-ga m pofllon is idrntkal to the constant-ga in ca~s discussed
m Chap ter S and Se~tioll 9.1 e ~ ce pt that the \'alues of the consta nt gai n. K 2re
based o~ thr mll1! mlzation of a CO~ t function rather than a co mputation bas ~d
o n spec tfied rool location s. We could also vicw thi s result as a meth od to find

-------- - ---- --- - -

chosen to be looger. Ihe end ch:U""leriMic~ " "OO ld haH heen ident ic al arK! the early COI1>tam
gain ponion woold ha, '. exi, te<;l for a longer time,
.

Ql IO

2.5'' '"____~Q'!.,~::0~.'__~

20

i ..,r-__________

:I.

.!f .

i.e'"' J 0

"

4.0

,
,

..,'-__________

,
,
."i, ,,
,
~

9.1

370

Chapter 9

and Opti mal Com rol

."

+ I) .

(9.3 1)

Thus we <oCC th at hav ing computed S. we c an inunedia tely evaluate the C~.I
assoc iated with the control. Although the. ~ost could be used in evaluatmg d ltferen t candidate designs, in fact. it is not very usefu l bec.a use the. weight ing
matrices. Q, and Q.. are arbitrary quantitie, that change WIth the dIfferent de
s igns. Furt hermore.' the value of the discrete co>;t as defined by Eq. (~ . II) )~
roughl y proporti onal 10 the )""1mple rate. th us e liminatm ~ an)' usefulnes s In el'aluating the petfonn~ nce for differem sample r:l.I.e ~. TypIcally a deSigner. " ould
evaluate diffe re nt designs by looking at the tradmonal measures th at ha\e been
di s~ussed in Chapter 7 or possibly by evaluating quadratic perfo~an ce me~l
sures th~t are indo;:pendent of the Q's an d the sample nte. We wtll show In
Section 9.3.4 how to re mO\'e the effect of sample rate o n the \ alue of the
cost.

= ~XT (O) S(O) ,, (O).

2

~ A ' (O)X(O)

O. and thus. u,ing Eq. (9.20). we fin d

l)x CN

+ l) x(k + 1))

+ 1) =

3' = 3 =

Howevn. from Eq. (9. 19). A(N

A' (k

,\'(O )X(O) - - A' (N

I _I

~ frAT (k)x(.l: ) -

+ I )x{k + I)

x, (k)Q )x (k ) + ( _ u T (k) Q !lu (J.ll

[x T( k)QIX1k ) + u T (k ) Q~ u (k) - A r (t

+{ A~ (k) -

,~

2: L

= -

.:r =

a "good" set of pole locati ons be ca use the const ant. optimal K durin the earl~
portion o f the solu tion detennincs a !;Ct of dosed-loop roo~'
.
.
For MIMO problems, the time-v31)' in g gams ac t exady as m the preced m.!;.
e~am ple. The next secti o n dl-Yelops a method to compote the consta~t value ot
the optimal gains 50 th at the)' can be used in place of the tlme -"aJ)' tng value,.
thus yielding a mu:h simpler implementation. l1ie o nly regIon wh ere the gaw ,
are not optimal is Curing the transient reg ion near t.he end. In fact . many cont rol
syste ms arc turned on and left to run for ,ery long limes: fur example. a sate IIne_
anirudc control s),.tem might ru n for years. This kind ,)f problem is treated
mathematically as if it run s for an infinite time. and there fore the constant- gJ ln
ponio n ofth~ time-\":lr)'ing optimal solution is the true optimal.
.
Before we lea\"~ the time-varying case it is infonnali\'e to e\'aluate the o pllrnal
cost func tion 3 in term s o f A and S. I f we substitute Eqs. (9.1 3) and (9. 14 ) f<lr
ATO: + I)r and A'(k + IJ in Eq. W12 1, we find

MU~ l1\'an abl e

Ricca(i equation

EulerLi>grang e !!q uatio~.

alg~b'.k

CQ'

regul ilt or

LQR Steati )'-Sta tf Opuma l Cl"lfltr,)1

37]

~irc" m'n( I~i'd l tli<uhy.

.1 F,,"," <)''''''''lS ~';1I " 1"' ''' lim.: d.'I "~ ' hat i, ~r~"' .... , b.~
",rnptin~ I"'~. T. 4> i, ' ir>guI3r aM 'Il<
iol kw. mg d<""'Pnl<n t " "uIJ fa.1. Sfl'I~"",' p;o.b.o> ~, ... )I! fl , r,u,,,,",, in Ito." f<><mul.l.(j"", (h",

"'"

M()'; t software packages use \";triations on a me thod call ed eigenvector decomposition due to its supe rior computatio nal effic iency compared to the meth ods abow. It is based on the li near dcS("rip tio n of the combi ned statt' and :tdjoint
equat ions gh'~ n by Eqs. (9.16). t9. 17,. and (9. I 8,. which de ~c ribe the time-varying
so lution. We ca n comb ine the se equatio ns into a se t of difference equation s in
standJrd foon in x and A if \Ie ass ume that Q , and $ are nons ingular. \ The!;C
eq Ua ti ons are called Hamilton's equations or the ..: ulcr-Lagrange equations

wh ich is usu ally refefTeU to as the a lgebraic Riocati equa tion. Because o f the
quadratic appearann'" of S" . the re is mure tba n ont" ~olut ion. and one needs to
know that S musl be pos itive defin ite to selecl t~e correct one . The fact that S is
positive definite follow s by inspection o f Eq. (9.311 and that J mu st be pos itive.
For ex tremely simpl e probl e ms. one i, SOme times able to use Eq. t9.32) to fin d an
analytical solution for S". bu t in most C3!;cS th is is imp o.~sib l e. and a num eri cal
SOlution is l"eI.luired.

(9 ..I2 t

The pre\"i o~s section developed the optimal control gain that min im ized the COS t
in Eq. 19. 11). We saw Ihm the re~ult wa~ a time varyi ng gai n. K (k). but that
there would usua ll y be a port ion o f the , olut io n that produced a con~tant ga in.
K ". which W(luld be much ea,ier to implem ent in a con trol syMem. In fact. for
the infinite time probl em. called the regulator case. the con~ tant-gai n so lution
is [he optimum. Wf call [hi ~ ~C luti on the linear quadratic reguialor. or LOR.
because it applies to lilH?1Ir ~ystem.\. the cos t is qlwdrmic. and it appli es 10 th e
rrS lllaror n 'iC. This section will d iscuss how o ne fi nds the LQR soluti on ~n d
vari ous prope ni es of the soluti o n.
One obl-ious method t(l com pute Ille \'alue of K during the eurly. constam
po rti on o f a proble m is 10 comp ute S backward in tim e until it re""hes a steady
val ue. So'\.' then u!;c Eq. (9.28) to compu te K". Th is has been done in .o;ome
softw are paclmges and gives reliable answers. Its drawbac k is that it re qui re s
substanti all y more cumputation than the alternate melhods .
Anoth er method is to look for steady-M at e o;o lutions of the Riccal i eq wll ion.
In steady .~ tue . Sit ) becomes ~uaJ to Sik .;- 1"1 (we'll ca ll them bot h 5,,1 and
the Ricc3ti Eq. (9.23, redu ces 10

9.3 LQR Steady-State Optimal Control

9.J

372

' 4o- Q,

_ 40 - 1Q,

+ fQ;' r
- rQ i"' r T<11 _ 1
4o- T
].

\9.34 )

+ rue:).

= Q,X (: ) + : 4> ' A (:).

(9.36)
(9.31 1

(9.35 )

_Q

: 1 - 4>

rQ;-' r

_- II_4o T

] [

X (.:) ] = (OJ.
u \ (.:)

[ _QI

:-' 1 _ 40'

rQ;- ' r

] -0
.

matri~

z- ' I -

40'

rQ;' r T
] =0.
4o )-' rQ ;-' r '

+ Q , (: 1 -

is blockwise triangu lar. we hs\'e

zI - <fl

det(: I - 4o )det l: - ' I - 40T + Q ,(: I - 4>r 'rQi" l r ' j = O.

Be(;au se this

det [

If we now reduce lhe tenn - Q , to zero by addin g Q , (:1- <flr' times th e fir:sl
rows to the second rows. we have

det

: 1- 40

Thus th e roots of tbe Hamiltonian sy,le m arc those values o f Z fOf wh ich

If we substitu te Eq (9.36) into Eq. (9.35) and writ~ the re~in ing two equation,
in terms oflhe vari ables X C:) and : A (:). we find.tn matrix form

A( :)

U (~ ) = _: Q ~' r r A I: ).

: X {:) = X(:}

Let us tum to Ih e (;ucs tion of the redprocal nature of the Toots of ~q . 19.33). Ii
we take tbe z - tran5:orm~ of Eqs. (9.16). (9.17). and (9. 15 ). we obtam

Reciprocal Root Properties

L _
. "bed by Eq
matrix
Because t,,,,,
system d esen
. " (9 33) is linear and tre
[ Hamiltonian
fE (9
13 1)
is constant. we ca n )(JIve for the eIge nvalues o f Eq. (9.34) Jrroots 0 q. ..
using standard te<:hniques (sec eig.m in MAT LAS) . For .an mh ord er. system. there
will be 211 e igenvalues. We will ~how in the next secllon lh a! II 01 the TOOts ar~
stable and the other II arc unstable. In fact. the 11 unstable roots are the rec lp~ al'
of thc II stable roo ts. FunhemlOre, the II stable root ~ are th e roots of th e o pll ma l.
constant. gain. cl osed-loop system! If we we re tryin g to fir.d th e opumal K ~or a
SISO s)stem. the prob lem would now be complete. because knowmg the opt im al
roots allows u.' to use Ackennann .s f onnu 1,"
a 0 "nd K. But we want the .optimal K
for M1MO system ~ . 100. so it's not lhat simple. We will o:tum to the cigenvco:tor
decompmit io n solution after establish ing the cha ractenstl~ of the root~ JUSI
Slated.

1( = [

40

and their sys tem matrix is callcd the contro l Hamiltonian matri:o.:

)"lultivanable and Oplimll Cont rol

9.3.1

Chiiptu 9

LQR Sleadr-State Optimal Cont rol

373

T-T

(9.38)

+ p H I: I -

r' rr '{:- ' I - 4o rr ' n 'j = O.

(9.39)

(9. 40)
and is the c haracteristic equati on for SISO opti mal control. It is an equation in
root-loc us t"onn with respe(;t 10 p. thc param eterthat reflect s the re lat ive we ighting
on outpu t ClTOr .r a nd control I /, H" p is small. tht optimal roots are near the !XJles
of the pl ant (o r the stable reflections of the poles if G(:) is un stable ). and as p
gel, large. the roots go toward th e zeros of G (~- I )G(:) . wh ich arc insi de the un it
cire lr.

An interesting spedal case of Eg. (9.39 ) occur; for SISO systems. In thi s c ase_lhc
cost function J can be '-\-linen as J = PI" + u' where v "'= Hx and Q . was set
equal to I. lberefo re. == r and we seE" ;hat H(: l - 4o ):"l r is the plani tran sfer
function G(: ). Eq. (9.39) reduce s to

9.3.2 Symmetric Root Locus

and the rOOlS of thi s simplified /JIh orde r de SCri ption mu st be 11 of the 211 roots
of Eq. (9.33). But whi c h ones are the y? The an swer mu st be the n stabl e ones,
be(;ause i f any unstable roots wert inclUded. th e valu e of J wou ld be approaching
intinit y and would be fa, from optimal.
Therefore we see th at once the roots of Eq. (9.33) an: found. the 'I stable
o ne s are th e rool, of the optima l COI1.t fant-gllil1 (;a.e.

u(k) = - K ", xlk ).

lewe replace: by : - ' in Eq. (9.39). the result is unchanged boxause detA ' ==
delA. Therefore. if :, is a characteristk root o f the optimal system. so is the
reciprocal :,- ' . and th e desi red relationshi p has been established.
These 2n roots are tho se o f the coupled x , ). sys tem de.<;cri bed by Eq. (9.33).
which describes the solution of the tim e-varying gai n case. But thr time-varying
gain so luti on inc ludes the ponion wherE" the gains are (;onstan t. Funhennore.
during the cO nStant ga in ponion. the systcm can be described by Eq. (9. 16) wilh

lJ (z) a(.: - ' )det [l

where Q , == p H H and rQ;- r = rr . Now we use the result (Eq. C. 3 ) from

Appendix C for the de terminant of a Stllll of I an d a matrix prod uct AB. choosing
A == (;:- ' 1 - 4o r ) " H T to write

To s implifj' th e notation. we note that dct{;:1 - 11:0) = a(.:) . the plan t charac teri stic
polynomial. and det(z - ' I - 40') = a (z- ' ) . Thus. using the fac t that d et AB =:=
det A det B. we fi nd thm the Hamiltoni an (;harac teristic equation is

det(: 1 - (J:I)detH: - 'I - 4> T)[ 1 + (;:-' 1 - /)-' Q , (;: I _ 4o )- 'rQi" ' r T)) = O.

Now we factor the term : - '1 - 40' from lh e sccoml term to fin d

9.3

374

- --

9.3.3

---

- - --- -- - - -

- I) (l

i, ,klcnniocd b)' _
,ullj _

$",

--

,.. ""' .

m;

1( , will I"" e ftl""><<-<I rool. ""j c"""'" ~ mod< d~,"1 1>,' ch",,~< "f '~riahk" In
11>0 .... ,.,, _a ,,,,.11 <"""EO ill Q , N 0 , ",III "",.'" ,lit r,,*lem. ,....b~ ~.~ n--,~" CO"''''''~ In. J..,..J""
form for 'k: 1<" Smln: { 1 97~11.

~ In r:If'<

N Q\O.' let

return to the optimal constant-gai n solut ion for the genen l case. \V~
CUll solve Eq. 19.3]1 by trans fonning to a new StJtc thJt ha~ a diagonal >),Sleni
maIn.' . and from tl'~ s solution we can o btain the stcady-!tatc oplimJI con trol.
JUSI as before. the eigenvalues of this main ;.; are such that the reciprocal of e\'Cr~
cig~nvalue is also an eigcnl"aluc. The refore. ha lf the root~ of th~ charaClen,ti,'
equation must be inside the unit circle and h~lf mu st be outside. In this cas~.
therefore. 1-f..- can be diagonalized to the fonn'

Eigenvector Decomposition

- -- - - - - --

aad th e u .~ of cOMroL

that is it' reci procal.

T h.c opt imal d:lmping ratio for ~"... p i, ~ ~ 0.7. De<igner, h,c ahu) , KnOwn til ...
picking ~ ~ 0.7 prodr>eed a good compromi.>e belween 'p<'{:d ofr.:"pJnse. n,er<hoo!. ~nJ ",,'
of comrol: it al>Q tum, ,),n. for thi s example. 10 be th. ol' limol ""l otion, TIt;, reseh n"'~~ '
~n,< !xcae<c the opI imal tOnnel31ion is "11em pl in~ 10 do the so me ming that <ksi~n(r; hOI.
al,,-cy< tried 10 00. that is_ find the rool, that ""hie\'e a SOQd bal a",:': ':>etween the oo tput eflnr

Tbe k>c.1S i~ dr~wn io Fi g, 9 ,4. :-;oto how ,,,- stable I<xu, se~mc"I' ,tan from Ihe opo:n I""r
poles aad t(nninal~ at the let,.". , Also lIQIe thaI. for each .l.1.bl< root. there is on un<tabk [>1'"

(; -11

, . , ~(:
_ _- _I ):
, =0.

n..rcfore. the: loco, of optimal root localioo, ,'eI1'U, the p.rnTT"l(ter

lu tin~ the: IW
Q G ',\ into Eq. 1 9 , ~I) 1 to mi.-e at

I~

GI; - I) = ~( ~.,. I ~ .

Repl ""i n~ .lIl he ::' wilh ~ - I and multip lying top and bottom by~ ' ,.-ults in

(~-+ I)
G( ~) = --_
I ~ - 11-

Sul ution. Tile di":rclc tran,f.r funrtimr from E,"mple ~ , ll i,

r:

0,.,, Ih~ ,,'mmt<{nc rOOl locu. for tho ,atellite " l1ituM-contro l problem in Eumple 4, II
I, ~ >e . CMlrt>C"t o~ 11K d,mping of 11K optimal <"Q]ltfolkr ,.~ , p.

5.lI'lm,pr, R.~ >{ L ~'''~J'' 5<lh-JlI:, Allill lik C."'/I,>j

--- ---

\luh i''3n3blr ami Oplimal (:>nt,,,1

Example 9.4

--

Ciuplcr <I
Figure 9.4

""----- - -

LQR Steadr-Statc Opllm31 Co mlol

375

where

IV =

[X
X'l:\,' I\.

where W is the matrix of eigenvectors of r( and can be wri tten in block form 35

1-(.,- = W - ' 1-f.c W

whe re t: is a diagonal ma lri x of the unstable rootS (1: 1 > 1) and E- 1 is a diagonal
matnx oft~ stable roo ts {I: I .:: 1) , 1-(; is obtained bythc si milarity tran sfonnation

SymmeHK rOOI locus of h aIr,p'e 9.4

9.3

376

(hap!cr 9

and Opurnal (0111101

\\'ilh the eigen\'alues lrootS) oulside lh..-

[ ",~, J

as..~oc i ated

IV [

~: H ~: ~; ][

n
(9.111

0
E"

J[",oJ.
n '

(9.,w /

)1:'(0)

= A,X,' l[lkl = S,. I[(t,.

= E' X,' x(k).

'o()

.1 FfQtII r.... ,9.4 1 ,,,~ .....' tho: if A' ;,. "'" z<m 'lltn \~ >1:11 . . .. ill ~"" i. II ..... . nd II>: "em ",I)
he y. ,WlIt H "".'~r. ,f tt>< ,)""m i, ,"Ofitn;lll,blt ....~ ~""'" Ihal 3 "...., 1101 ." .11 ,,-i'Hch ""II ~~ It\.
')'''em <tilblt ond , ,,. a finil< \01..., '" J. B",~",.. "e ""vo III< "pli~ ('<) ", rol ,n F.q. ,\1.3.11, .. ",". ,
ful)uv, lhal.he opllmol ,.""en, i. "",,10 and A' '"' a ifQ , ",""h th" .tll ~ "".. ' sff1 J.

5"" = A, Xi '

which is the same fann as our assumption Eq. (9.20) for Ihe sweep melhod.
we: conclude that

)'(k)

Thus, from EqS.19A4 ) and (9A5)

Therefore Eq. (9.43) leads 10

19...l;'i1

19AJI

= A, E, I,,CO).

,\(k) = .\,x'(t)

x{t) = X,,,' O;) = X, E ' ''x' (O).

To oblain the stead y slate. we lei !Ii go to infinit),: therefOR: x'(N, goe~ t.o
lero and. in genel'lli. ),' (N) wou ld go to infinity be.::au~e each element of [ '$
"realer than One' . So we see Ihat the onl y sensi ble sol ulim for I~e steady,state
(N - XI , ase is for '\'(0) = 0 and Iherefore )" (k ) = 0 ((If all k .
From Eqs. {9.411 and (9.42, with ),' (k) __ O. we have

[ ~,' J.' = [ E-0 '

The solution to the coupled set of difference equations Eq, (9,33) can be
sim ply Slated in temt, or the initial and final conditions and the normal mode~ .
becau.le the solutiO:! for the nomtal modes is ~d\'en by

[n ~

where x ' and ), ' are the normal modes. Conversely. we alw have

[ ~: J~ w-' [ ~

is lhe m:urix of eig~ n'eclon. a~soc ialed wil h the e igenla h.lC'~ of1(that are in,uk
the unit I." irde.
This same transformation malrix. lV. can be used to uOllisform lI: aod ), 10 tho:
normal modes of tl:e system, that is.

is Ille m~ lril ofeigenveclors

unil cirde and

~1ub\"anahk

LQR Stead}"Stat<'" Optimal Contml

377

,9.47)

I
= lXT (0)5 ,- x (O).

Example 9.5

R,~~ L1.;a.l j,1l Ih( /Jt]hb!,' ,\I'l,-"S!,'-ing 5..-s"'111

!WIUlion. U"ng II\(, ..am. model and !.ampic p"rux! a~ in E~ampl~ S.J. we fitxl '"IltUh for
ct>. r "hk h "'" 'hen u.se<l "'i,h dlqr.m 10 .-.o<,-~ (lr In., do>oed-Ioop tuOI~ for ":uiou; ,'lllllCS of

uminc Ih e q.1imall ....... us f(ll" Ihe doublr m:t1s-~prin2! I~ .lCm of ApJl<'ndi, A.'; ud comment
01\ the rd~li,! I"r'I("ti" Of,hiJ ~I'proa~h ,.~. the pOlr' pl:lt::"m<nI appt'lCh u,ed in E~a lnpk S.3
for Ih i. "} stCIn

Drlflnal

- - - - - - - - --------------- - - - - - - - - - - -

We hal'e alrcadr seen thm the stable eigcm-a.lues rrom Slep I abo\'e are the
re~ult in g s~'Stem closed,loop roolS "";Ih conslllnt gai n Kx rrom Step 3. We can
also ~h{)\\' ihatlhe matrix X, of Eq. (9"',) is the- malrix of eigenvectors of Ihe
optimal steadY'Slato! doso:dloop syslem.
Most ~ftwa~ packages (see \1 ATLAS'S dlqr. m for the discrete case as de\'CI .
oped here or IQr,m for Ihe conlinuOlls case, use algOrithms for lhese calC'U laiions
that are d n<;ely re lated 10 lhe procfilure abcl\"e. In !;Orne cases the SOftware g i\'~)
the user II choice of (he pan icular melhod to re used in Ihe SOlulion. Although it
is possible to find the LQR !!ain K" for a SISO sy~ ~m by picking opti mal fOOlS
from a symnloCtric mol locus :lI1d then using Ackt"rmann's formula.. it is easier to
use the geflC'r.J1 IQr roul ines in M ATl..AS for either SISQ or MIMO systems. If a
locus of the optimal TOOI~ is desired. dlQr.m 'U1 be used repeli ti\'ely for \'arying
\'lllues of elementS in Q , or Q;.

3. Compule (O nfrol gain 11: .'" rrom Eq. (9.481 with S .... given by Eq. (9Ao).

3nd I."all them

L. Compute c:iEem'alues of the s)'stem matrix 1( defined by Eq. 19.]4).

2. Compute eigenvector); asso.::iate-d with the stable \ 1: 1 < I) eigenvalues of,(

In summaI'}. the complele computational procedure is:

J-.:

(9AS)
Funhemtore. from Eq. 19.3 1). lhe COSt associated with using Ihis control law is

K_... = (Q : + r ' s,. n ' tr Tsx'P.

where. from Eq ~. 19.46) and (9,28).

lilt) = - K ", x(t) .

is the Sleady,stal t scl1 ulion to 19.23). and thaI the control law for this s}'stem
\\;th N_ X is

cOIT~spor.d1t1, 10.7

9J

Cha.pltr 9

.... mple9.5

~ ~ ~ l'

0 0 0

,~,~ ....'

02: 1

Rtll "";,

.,.~,---C.;;",::::""-",~""::,,",,--~

,.,

.,

,.
"
,.,

produced a '>erk< of ,.. Iue< of lhe do~ l oop !~'\Iem I"00I.< H' moll') whi, h "'~fe plou ed ur.
the: ~ plalle in Fi g. 9.S . 1'00C that the rOOI> ,c1ted in Eump~ 8.3 tbl ~a"e the be.1 r(;ul"
I ~ alth e poiml man.ed 'Y ~t an on the s tab le portio n oflhc locu s. So"e iCC th at lit(' opl"lI,t
.solution pm' ide. guidaOC( on whe,., to pic~ th coscill at'll")' poles. !II (act. [he re., ut" f~n Ihl>
dc.ign led 1<> the 1(lt>oo of the po~ localion, for the SOnd C3'>C in E..mpl<' 8.3 that >,dlkd
the: superior rtspon!oC.

,,'"

Ik,s,l'l.dlqr(ph',gam,O I ,02);

01.d,~ [q{i):O;O;OI);

IQ( i.l 100,

Q .. logsPclCf(3.9,300).

and Q: i. arbnrari ly SC']e<:{cd to be I , The]~ is dClnTninm by ,"'}.;"the , 'alII': of fI" " ,.

M ,m.AB !Imp!

Q,= [qf

I~ ""tl,h lillt mJlri.. Q,. BttlIu>e the OUtput d i. the onl~' quami!)' oflntCfC>t. it malt!.
10 use .. ci,htinj! on thai stale demclIl ooly. dUll is

Mull tl"3r1ablt and Opcimal Control

lOctJs of 01':'11.311 f{JOb 0 1

Figure9.S

378

lQR Stead}-Statt Opt imal Cont rol

3 79

xII: 1"

r(r) =

eF'd"G

1:

+ r) ::: ~:JI( r)x (t T) + nr )u(kTl.

Q :! Q!!

1ft

Q,!

I'fITJJ" <-

(952)

(9.5 1)

(9.53)
Eq ulItion (9.53) h a relationship fo r the desi red equivalent. discrete weighting
malri ..."e~: howe.'er. \10'1' see that a comp lication has ari~n in that thefe are now
cross tcrms th at lI'eight the produl:I of x and u. This can be circu mve nted by
trans forming thc control to includ e a Iincar combination of the Slate. as \I'e will
.~ how below: llowc\cr. it i ~ also possible 10 formu late the LQR Wlution so that it
can OCCOllnt for the eross !enI1S.

[0" 0"J:1'[ "'r ;" ) 0J [O" 0J[ "" <)

where

as indicated b)' Eq. (.1.58), sub.>lilulion of Eq, (9.51) inlO (9.50) yields

where

and bcc:miit

(9.50)

H:l\'in~ thb equiva lence relationship will allow us to compu te the 3. of two
discrete deslgns implemented wilh differcm ~am pk periods and. Iherefore. will
pro\ide a (:lir basis for compllrison. II wi ll alw provide a mClhod for fi nd ing a
disc rete illlpicmelllation of an optimal . eOlllinuous design- an "optimal" ,'n sion
of Ih..' emulation deSign method discussed in Section 7.2. In Ihis section. we will
develo p the eost equh'aJence. and the u!\(' of il for an emulation design will be
disc u5sttl in Section 9.3.5.
The integration of the COSt in Eq. (9 ..19) can be broken imo sample periods
according to

(9,49)

It is somelimh IfS('ful to bt.- able 10 fi nd the discrete COSt fU OCIion defi ned by
Eq. 19.1 1). \Io'hich i ~ the cquil'lIlenl 10 an analo~ COSt funClion of the form

9.3.f COS ( Equ ivalents

<) J

380

Opllm~l Control

G' ,

q,~/ = ~~: :

CIJ" = [ :

, ,

Q"
o Q,~
' ] T
f
G

~]

~~

[ ..o" ""j .
(9.54 )

I~

desired res ult

[g: g~]
=

q,:l~W

Routines 10 calculale the discrete equ ivalem of a continuous cost are availab le in
some of the CA D control des ign packages (see jdequiv. m in the Digital Control
ToolbOlc). Furthermore, MAll.AB has an LQR romine (called Iqrd.m) that fi nd ~
the disc rete contro ller for a continuous COSt and com putes the ntssary discrete
cost in the process.
In summary. ttl' 1;000tinuous I;ost function .1, in Eq. (~ .49) can be compUied
from discrete samples of the state and I;ootrol by tr3nsroming the ron t inuoo ~
weighting matrices, Q, 's. 3(:coroing 10 Eq. (9.55). The resulting diSl:re te we i~~I
ing m:m ices include cross tenns that weight the product of x and u. The abli ll~
to eumpute the continuous COSt from discrete samples of the Slate and conlfOl I)
useful for com paring digital controllers of a system with diffe rent sample rate._
and will also be use fu l in the emu lat ion desig n method in the nUl section.

we have

cz, 1!'

howC'O'er, one netd! to calculate the matrix expone ntial Eq. (9.54; in order 10 find
BecJust

It will tum OUt that

u p[

- t' ,

A method for com puting the equh'3.lem gai ns in Eq. (9.53), due to Van Loan
( 1978), is 10 form the matri x expooential6

Multi''a:iJble and

pori<l<l. T.

~ 1':01< Ihlo I~~"<ri .. I .' drnOOtI 11.",1'0'< . ..-h...", <be ..,at ",atri~ ;.,; ,""I"p lied b)' the .ompl<

lbe em ulation dcsim me thod discussed in Section 7.2 look the approac h that tlK'
design of the comp;nsalion be done in the contin uous domain and the resu ltlfl~
I)(s) then be ap pro~ im al ed usin g the digita l filtering ideas of Chapter 6. This sam<"
approach I;an be applied when using optima! design melhod! [sec Par~n s (1982)].
Firsl. an optima! de;illn iteration is carried 001 in Inc l;onlinuQUS do mai n until the

9.3.5 Emu lation by EqUivalent Cost

Chapter 9

Example 9.6

root locatlOl'l for me

OPtimal MlUlal:(ln
me1hod. x.ynp~ 9.6

Degradiltioos of s-plan(o

Figure 9.6

lQl StndY-Statc Optimll Control

38 1

Eq~;'a!ol(

COSI

- -----

= ( toooo. t. 0.5 .

0.2 . O,!. 0,05. 0.Q2. O.Ot )

~)'5Iem i, Ipt'cified by F and G from

.-

COI'Iti_. <lui",

",/ell. ,"

i",

<>00 Emulalioond..
o:- -____________________

,.

re_.ults in , plane root . " ' IoC1 I}' 3t ( '" 0,7 I S sho;)-.n by ~he line in Fill'. 9.6. U~ of 1M
iqrd m function compJ ln Ihe di:<cr<'1~ coocrolle. lilal minimize. the samt conlinuou. co.t,
tl\U~ ~rri~in , nl an emu latMlt1 uf the conlinuous de si~n. The njUiv"tenl I . plane rooI_ of IM oe
dill'il.1 C(l<)u()lk:n ~ , 10;0 plot!ell in MI:. 9,6. The tl,lU'( 5Jloo". s lhac ~ery till k: change in root
tocariollS O(\,'ur b) thi~ cnu ra/ion "",lhod, In fact lite dtanllt in rooIiocatH;.ns ;s aboul 10:;, ... t..n

Q,:

Q,,- [~

the

Eq. (4 .47,.1.:se of a conlinuous LQR c~ kllialion tkr_m in '\1ATu.B ) ... ilh

Solution, The roIIli noous ' epK'f113 ticm of

Euminc: It.: 3CCUI1tl(~' of lbe equr.-atent CO>l emuiali;)f1 m.:thod for the salelille all ilude conlrol

uampk.

LkUgn b)

-------

desired specifications are met. The discrete- appro.~ im~ tion is then obtained b)'
cakulming the discrete equi"alem or the 1;000tinuous COSt fu nction via &t. (9.5!5),
and the n using that rest in the disc-rete LQR eum putation of Table 9. 1. with
modifica:ion_~ to account for the cross tenns in the v.Yighting mauices. These
steps are all accornpl i~hed by MAlLAH'S Iqrd_m.

93

Optimal estimation met hods are attractil'e be<:auoe they haoole mu lTi- output sy."terns easi ly and allow a designer quickly to determin e many good candidat~
designs of the est ima tor gain matrix, L. We wi!! firs l devdop the least square,
estima ti o n solution for the static caoe as it is the basis for optimal estimation, then

9.4 Optimal Estimation

In general. use of the optimal emulati on method will result in a digital

controller whose performance will match the oonttnuoi.ls delign much closer than
any of the emulation design melhods di s ~us,ed in Section 7.2 and C hapter 6. A
requirement to U!'.e tbe method. hO\\-ever. is that the original con tinuous de,ign be
done w;ing optimal methods so thm the continuous weighlt ng matrices Q, I and
Q,., are available for the conversion because they arc the parameters that define
the design.
As discussed in Chapter 7. emulati on design is attraeth'e because it a ll ows for
the desig n process to be canied out before specifying the sample rate. Sampling
degr.ades the perfonnance of any system to \'al)'ing degree; . and il is satisfying
to be able to ans wcr how good th e comrol sys lem can be in terms of disturbance
rejection. ste ady-stale errors. and so on. before the sam pliJg degradation is in
troduced. Once the charac teri stics of a reasonable continu ous design are known.
the designer is betteT equipped to se lect a ~ample rate with full knuwledge ofhol\
thaI sel ~tion will affect performance.
We acknowled~e that the scenario just presented i ~ w\ the reality of the
typical digital de sign process. Usually. du e to the pressure o f schedulcs. the
computer and sam ple rate are specified long before the control s engineers haw
a firm grasp on the controller algoriThm. Given th at realit). the most expedient
path is to perform the de sign directly in the discrete domain and obtain the be,1
possible wiTh that constraint. Fun hcnnorc. many de sign exercises are relatively
minor modifications to previous designs. In the se cases. 100_ the mosl expedient
path is 10 work direct ly in the discrete domain.
But we maintair. th at the most des irable design scenario is to gain kn owledge
oflhe effects of sampling by first pcrfomung Th e de sig n in the continuous domain.
then performing dis:rete design~. In this case. The emulation method described
hert:: is a usefu l tool to obtain quickly 3 co ntroller to be implemented digimlly or
to use as a basis for funher refinement in th e discrete domain.

l ampling at si~ lime~ the cl~-Joop nawral frt:<ju~n<:y (w.fw. : 6) Md ;ncrea>e~ 10 aoout
IW furw, /"'. = \ Dr """'''''Y ufthe zem-polt mapping e mulJt;cn nJethod was ~'aluale<.l
in Exampl~ 7.3, ils cak~lat;OIl~ for ~ .lm;lar c.~ample ohol',e.llhat "-''/''-'. = 30 f~sulle<.l in "
IW change in fOQlIOCllion. and w) w. = fI 'c,u it( d in a ~ ,cduClion in <lamping.

Multivanab!( and Oplimal Cont rol

adv~nTag e ~

Cha;>m 9

em ulation

382

least 'quare' e,timate

9.4.1

Optimal Esnmation

383

+ L (y (k) -

5:(k)).

x(k+ 1) = <Iti(k) +ru(k):

i lk) = x(k)

(9.56)

(9.57)

1
I
2"
v = 2(1 -

"xl (y - Hx )

(958)

(9.60)

(9.59)

where designates lhe best esti mate ofx. Note that the matrix to be inl'ened is
II x /I and that p must be :: II for it to be full rank and the in\'crse to e.~isl. If lhere

so that

which result; in

"

-' 3 = (\' - Hx)'( - H l = 0

and. in order to minimize this expression. Ille lake th e derivati\e with respecl to
the unknowlI. that is

J =

where y is 3 P x 1 measurement vector. .Ii is an 11 x I unknown v~tor. \' is a p x I

measurement error vector. and H is the matrix relating the measurements to The
unknown s. We want to d~term ine the best estimate of .li given the meaSUrements
y. Often, the syste m is ol'erdetennincd: that is. there are more measurements in
y than the l:nknown vec tor. .Ii . A good way 10 find the beSt estimate of.li is to
minimile the sum oflhe squares of \-. the fit error. This is ca lled the least squares
so lution. ThiS is both oensible and vcry convenient analytica lly. Proceeding. the
sum of squares can be written as

y= lIx + \.

Suppose we Imve a linear static proc ess gi\'en by

LeastSquares Estimation

howev~r. no.... L will be basedon minimizing estimation errors ratherthan picking

dynarruc characteristics of the estimator error equalion.

where

we will extend that to the ti me -\'ary ing optimal eSTimation solut ion (commonlv
known as til e ""Kalman filter",. and finally show the correspondence between th~
Kalman filter and the Time-varying optimal contro l solut ion. f"'Oliowing the same
r?ute that we. did for lne optimal comrol solution . we will then develop the opIlmal eSl1matlOn solutioo wi th a steady-state L -matri~ , (n the end_ thi.~ amou nt s
to ~no ther method of computing the L- matrix in th e equations for the current
est imator. Egs. (8.33) and (8.34)_ \\ hieh are

9.4

Chapter 9

i - x = [H ' H ]- ' H ' (Hx + v) - x

= [H ' Hr 'H'v,
(9.61 )

< n ), there are t~ few measurements

delenninc a uniqJe value of x ,
The difference between the estimate and the actual va lue of x is

X)T)

(9.62)

~1""" isham

Co, are given by

C{)rltaN

1-

the parabolic fu ncri<:oo

t;, cal led rN: nporto"'JI aod doc';,d)' "'nn, i.h< ." ~"re ofllle qu.n,;:y in I

" = 11" + 111+a,'

-,
,,
~ , + v.
,

Solu lion. The ""Iutien;s obtained u~iog Eq. (9_60), wh= H

to be fil. axh month's sal es obeys

Find tile kast>quare~ fit parotbo la to this da,a and use tlw m predict what lhe mon,hly ",Ie. will
be during the: ~oond rear, Also Slate wha'the predic,ed """ur.><~' of 'he parabolic coeflicier>h
arc. assuming th 't the rm! lIC<:urac~' of the data i, $700.

y' '" [0. 2 0,5 1. 1 1.2 1.1 1_3 I I 1.22 .0 1.22_2 4_0).

The monthly sales lin thoos.ands S) fOf 1f1e firs, year of 1f1e

UaslSq~~r"'Fit

and is a measure of how well we can estimate the unknown x. The square root of
the diagonal eierner.!s of P represe nt the nns val]les of the errors in each element
in x.

(9.64)

where a is the nn, va lue of each element in ,. In this eaie. Eq (9.62) can Ix:
written a~

(9.63)

If the elements in the noise vector. l '. are uncorreiaied with one another. (n-'l '
is a diagon al malri", ..... hich we shall call R. Funhennore. if all the ele me nts of \.
have th e same uncertainty. then a1l1he diagonal elements r:i R are identical. and

= (H TH)-I H ' [! w r] H (H TH)- 1

= !(H' U)- ' J( Tn TU (J( TI I )-']

p = l(i - x)(i -

Equation (9,61) shews thaI. if v has zero mean. the error in the estimate. i - x.
will also be l ero m~an . sometime) referred 10 as an u n b i~ estimale.
The rovarianc~ of the es timate error. P. is de fin ed to be

10

arc fewer measurerr.ents th an unknow ns (p

Multi ..ariablt and Optima! Control

Enmpie 9.7

"'t;matf! acrura L)'

384

Fig ure 9.7

Least-s.quares fit of
parabo!a to o,J'.a in
Example 9 ,7

'.

1 r.

,;

,;

.=[;:]
0.09-\3 J
[ - 0.""
0.0239

"'.

J.

"

,,

0
~

"
,"

"

_, '"

10

l~

- 0,(19.13, +

, [\1 00110<)

O,7':'.~l

002J~,.'

m d.,erm llIC .I~ pMabola only occurred during the firs! II

an eUrapol'!Jo n.

a IS

"

which is Use.:lIO pioo th.o "beSt fit" par:abola .iloog with rhe raw data in Fig , 9.7. TIle dot> used
nlOfllhs, after that tile ""!abo! -

.f =

,.-

Opt imal Estimation 38 5

,:l";
" " C] l-:;' J+ ["]
[ "] [ ~'~r;

E"alu4tion ofEq. (9,60) produces an e>l ima,e of Jl

so th at. in ''''''or form

9.4

386

Cr..ptH I,l

[ om II
-OJ)(W8

0.00J.I

(9.65 1

(9.691

Th is choice of weightin g matrix is proven in Section 12.7 to mi nimize the Iraa

of P and is calh.""d the best linear unbiased es timate. With th i~ choice. Eq. (9.6(.1
becomes

A logical choice for '" is to Ie! il be inversely proponional to K. Ihus wcighlint!

the square of the r.leasure ment errors eu ctly in proporti on to !he in,'erse of their
a priori mean sqUlJ"e error. th at is, le t

(9.6'1

11tc co\'ariance of ih iseSlimate also directly follows the de" elopment ofEq . (9.621
and results in

(9.66 '

where '" is a d:agona[ w'eighting matrix. w hoS(' elemenlS are in some "' II}
in\'ersely related to the uncen aint y of the corres pondi ng element o h . Pe rforminl,:
the slime algebra as for the ullweighted case above. w'e fi ne mat the Ixsl wfighl td
If llSt ${JUlns solution is given by

I
:r = -v"
,:"'.
2

[n many cases. we knov. a priori that some measure ments arc more acc urate th an
ot hers so that all the diagona l elemcnts in R are 11(J1 th ~ saine. In thi s ca.r.e. it
makes >cosc to weight the measurement errors hi gher for those Il1 ca~\Jre nlcm~
kno"" n !O be more acc urate be~ auM: th at will cause tho se measure me nts to have
a biggcr infl uence on the cost minimi u tion. In other words. the COSt fU nction in
Eq. (9.58) needs \0 be modi fi ed to

Weighle d Leas t Squares

o., = JO.OO).I .. 0.0192.

o ; JO.0b3S _ 0.2559

.,

IJ., = JO.~23.l = 0.7235

0 . .111 (n ,,'U ,,,'cn 10 Ix 0.11. ~.~ Ihit,

.. h,eh mullS tlAl the om accu~' of lhe- CodfiCIU IS ~

P=

'"

o.~n.. - 0.1 670 omll

-0. 1670
0.0655 -o.QO..l1I

Equl ion (11.641. ,,i.h H as aOO"c and n 1

Multil'a riablc and Op:imal C(lnlrol

Optimal Estmu tion

(9.70)

387

(97 1i

<9.72'

x_+ .!ix.

C9.73 )

C9.74)

""

+ H'K' H J ' II TN-n ' ,~ .

I'"x,,}.

(9.76)

(9.7S)

(9.77 )

~~a~:~~1~9~O~~~t~~e! the C(Wariance of the zstimate. 3nd in ternt s of the old

"

~ x = [UTR- ' Il

whic h can be solved for the desired re~u lt

n ; R; ' II. i n + fll: R; ' lla + H,; R; ' If. ].5x = H~N~'y. .

Exp:mdi ng out the tem l5 in Eq. (9.72) and us ir.g Eqs. C9.73J and /9.7_1) yields

(JI~ R;l H~Jx_ = U: R;'yo'

where .~_ iS~ the beSt esti",1lllt gi"en only Ihc old data. , . . Wc wllm to find
l
e~I"eSslon or I.be C~CIIOO 10 this estimate. .!ii . gi\"en -ii.e ncw dll ia i an
... a~ the be~t esh mlltc gwc n the old data. it satis fi es
. S nee x.

i =

re JI IS the beSt C51nn:IlC o r x gi\'cn Ill! the d~"

n~ ....
" . old ,_"
' .... ,,~
~ LeI's deiine i as

.1 ~: n"i' R~' ][ ~: l' ~ [~J [Ri' R~' 1U:l

where the subscript 0 reprcsents old data and n re sent s new

.
es ti mate o: JI gh'en all the data follows di re<: tI ,. from pre
Eq (9 69) _~ data.L.~ he best
a...
. .
:I' N can ..... wnnen

U:H ~:J. + [::j

algorit hms in th at all Ihe data is obtained '::d'l~

and r9.6~J. are bot h balch
blcm tha
". processed III one calcUlation .
For an e.~imllti on
would becom . pro
t nJns for a lon8 time. tRe measurement ~tor
. e \cry large:. and Ollt' would h:l\"e to wail unt il the " oblem
comp Iett III order to calculate the eSlimat Th
.,
.
was
both these diflk:ult ies b
rf
'
e.
e .rccu.rsl\e fo rmu lallon so h'cs
.
. Y pc omll ng the calculatIon In small ri me 5t
The
'd '
~:~~,r.~.~cBcl.l e IY the same. that i~. a weigh r: d tea, t sq uares ealcUlationeFsbei n,
,.- ..... ""'. ut 0011' .... c br~ ak lhe probl
.
ld
.
found X, and new data. for which we W~~I Into 1.1 .data. f,!," which we already
ncw X. is adj USted for the ne~ l}' acq uired dla~a~orreellon (1.1 Ji . so that the O\'e rall
The prob lem is Slated as

The IWO ieasl-squ.1res algorith ms abO\-e E s [9 60

Rec urs ive l e3st S quare s

and Eq./9.67 J reduce~ to

9....

Chapter 9

ptooedure

(9.78 1

[P.: ' + H~ R ; ' H.l - ' .

(9,80 )

show~

that

i::

[ H : R;;-' II . rI H~ R;l y.

which ignores the ()ld data. Mosl cases are somewhere between these two extremes. but the facl remains th at thi s recursive-wcighted- Icast-sq uares algorithlll
weights th~ old and new data according to the associated oolmance.

and Eq. (9,SO)

p. :: [ 1I: R ~ ' H "r ' .

This algorithm assigns re lative weig hting 10 the old i \s. new data based on their
relative accuracies. si milarly to the weighted least square~. For example. if th ~
o ld data produced in extremely accurate estimate so thaI }'~ was almost zero.
then Eq. (9.79) soo...s that p. is :: 0 and Eq. (9.80) shows that the new estimate
will esse ntially ignore the new data. On the other hand. if the old estimate s ar~
very poor. that is. p" is very large. Eq. (9.79) shows that

T3ke new data and repeat the process.

x = x" + },. H ; R;;-'(y, - li.x) ,

Compute the nev. \'alue ofj; u~ing Eqs. (9.73). (9.78). and (9.79)

p. =

Compute the new covariance from Eq. (9.79)

Note here that it is no longer necessary forthere 10 be more new measurementS

than the elements in x. The only TC{juirement i> that P, be full rank. which cou ld
be sat isfie d b)' virt ue of p. being fu ll ran k. In other word~. in Examp le 9.7 it
wou ld have been pu;sible (0 stan the process with the first th ree monlhs of saks.
then recursively update the parabo lic coefficients usi ng one month"s addition~l
S3leS al a ti me. In fxt. we wi!! see in Ihe Kalman filter tlnl it is typical ror th e
new y to have fewe r elements than x .
To summarize the procedure. we start by assum ing that ' " and p. are availab le
from previous ~a1cu!ations.

(9,79)

and we see that the correction 10 the o ld eStimale can be determined if ..... e
simply know the old <-Slimate :md il~ cOI'arianc<-. Note thaI the correction to x is
proportional to the difference between the new data y. ad the esti mate of the
new data H, i . based on the o ld x.
By analogy wi t~ the weighted !east squares. the covariance of the new eMi
mate is

<Ii = [P; ' + H: R; IH.r 'H; R; I(y. - H"x).

so that Eq. (9.761 rOOLlces to

Muh,\'ariablc and Optimal Control

re<~r! ive le"t s.quar~

388

x (k

+
y (k)

+ fu(k) + f , w (k)

= Hx (k) + v(k) ,

I ) = IPx(k)

Optimal Estimation

(9.82 )

(9.81)

389

== O.
= [ v (i)vr(j) ~ = 0

if; ~ j.

== R".

E [v(k)''' (k)

= R,.

L (k)

ilk) = x(k)

= P (t) H ' R-, '.

+ L (k)( y (k) _

H iCk.

(9.&4)

(9.83)

P(k) = M O:) - M (k) H T(lI.\l(k) H T + R ,)- 'HM(k).

(9.86)

(9.85)
The
size
of
the
matrix
to
be
inverted
in
Eq
(985)
.
h

d'
.
,.
Isnxll.werenlsthe
. l ~enslOn of;\: . For the Kalman filte r. y usually has fewer e lemenlS than x . and
It IS more effiCIent to use the matrix inversion lemm a (See Eq. (C.6) in A ' d'
C) 10 con\'err Eq. (9.85) to
ppen IX

P(k) = [M- 1 + UTR,-' H' - '.

Equat ion (9.79) is used to find P(X). where we now call the old covariance M(k)
Instead of p . thus
.

where,

We a llow L. in Eq . (9 .SO) ( 0 v~nt

("- .
.
-; w'"
I~, ' 10,; u me step. and we WIsh to pick L (t) so
that the estimate of xix). given all the data up 10 and including time k is opt'mal
. Let us pre~~nd t~lltporarily that witlKlut us ing the curren t measur~mcnt ~'(k):
we alrtady h~l~ a pnor eS!lmate of the Slate at the time of a measurement. which
we WI ll call x (k). Th, problem at th is point is 10 update this old estimate based
o n the currell! new measurement .
.Comparing this problem to the recursive least Stjuares. we see th at the estimatIOn measuremen t equat ion Eq. (9.82) relates the new measurements to x J'~st
doe s. hence ,"
.
.as the
. lower row in Eq '(971)
.
U K,: ophmal state estimati on sol ution
tS given by Eq. (9.80). where x takes the role of j(k) P = P(k) H - H
d
R. = R ,. The solution equatio~s are
.
' . . an

[ w (k) w T(k)

and hU\'e C\:Ivariances or mean square "'noise levels" defined by

( W(i) WT(j )

have no tir:le corre13tion or are "white"' noise. that is

( w (k)) = ( v(kil

where the procus noise .... (k) and measureme nt Mi~ ,'(.1:) 3re random seq uenees wlth zero mean. that is

with measurements

Now conside r a discrete dynam ic plant

9,4,2 The Kalman Filter

9.4

390

Chap te r 9

== li (k - I ) + ru (k - 1).
\9.871

+ 1) -

i (1;

!J = I(x( k) - i (/;))

+ I) = E[ >(:II: (k) and

x(k ))( x( k) - i 1k))' l1

P (O = [( :II: ();:) - x(kJ)( :II: (I; ) _ ~ (.\:))Tl

But because

~ I (I;

R. = [( w (k) w T(k)),

f ,wlk )WT1k W : I. 19.891

If the measure menl noise. ' .. and th~ proce ss noise, w. are unco rrclated >0 that
:11: (1;) and w(l;) are also un correlat ed. lhe cross product temls van ish and w ,' filiJ
that

x (k

(9.881
+ f , w {k ).
which we will use 10 find lhe covarian ce of lhe state m time k + I before lak in
y(k + 1) into an:ou nt
M {I; + 1)= [[( xlk + 1) - iU.: + 1))( x(1; + 1) - i (1; + 1)/).

l"e change in estimate from i (1; - II to XI/;) i ~ called a time u pdale:' where~ ~
the change i[lthe e stimatc from i l k ) toi (l;) a~ given by Eq. (9 .83) is a measure
ment updme: whi ch occurs at the fixed time k but ex pre sses the il1lpro\<em~nt
in the estimate d ul:' to the measurement ~ (k ) . The same kind of time and mC Js urement updates appl y to the esti mate cOIariances. P and <".I: I' represents the
est imate a.;;eu rdcy im med ime-ly after a measurement. wherelS i\"I is the propagatt'd
"alue o f P and is va lid just before measureme nt s. From Eq (9 .8 1) and Eq. (9 .l-\ 71
we see that

i (l;)

M (k) i~ th e co\'ari~nce lor expected mean square eITQr) of the , tat e es ti mate.
i (I; ). before the measurement. The state e~li mat e after the mea surement, ~ (I;).
ha s an crro r co\ari a~ce P(k).
The idea of conbi ni ng the previous est im ate with the current measure mem
based on the relative accuracy of the tw O quantities--the recursive l ea st-~quare<;
concept-wa~ the gencsis for the re lat ionships in Eq. (9.83) and Eq, 19.85 ) and
is o ne of th e basic ideas of th e Kalman filter. Th e other key idea h as 10 do wi th
us ing the known dynamks o f x to pn;dict its behavior betwcen samples. an idea
th at was diseus:<.ed in the deve lopment of the esti mator in Cha pter 8.
Use of dy nami cs in the propagation of th e esti mate of .\ be tween k - 1 and I;
d id not come up in the static leastsquares estimat ion. but h~re thi s issue needs to
be addressed. The Slate estimate at I; - I. given data up thro ugh I; - !. is call ed
~I k _ I ). wherea s '>ie defined itl; ) to be the esti mate 3\ I; given the ,arn e data up
through I; - 1 [n tbe static leas! squares, these twO quantites were ide ntical ;md
both called :11:. because it wa~ presumed to be a constant: but he re the es ti matc~
diffe r due to the faa that the 5tale will change according to the syste m dynamic,
as lime pa;ses. Specifically. lhe e~ti mate i lk) is found frum i lk - I ) by usin g
Eq . (9.8 1) with w ( ~ - 1) == O. becau~e we knuw thaI this is the expected val ul!
of x (l; ) since the e~led value o f th e plant noise. [( w(1; - I)) is zero. Thu s

Multi v~ri~bk ~ nd Oruma! Comrul

Exa mpk 9.8

;\1 (k

+ 1) =

lP(k)l T + r ,RJ:.

Op,:r. ~ 1 Est im.llt On

19.90)

391

IS :

(j)x (l;)+ ru (k)

+ I) = <f)P(J.:)$ ' + r ,R" r ;

+ l) =

+ R, r' H .\ I (k ).

(9.94)

(9.93 )

(9.92)

(9.9))

!.life

'''~r ~n(e- mpu,

maln~

Ru = O.CXll. om . 0. 1

(det!/>cc'~ .

a nd a,s~ mc ~'er"l 'a lue~ for t ~ mt'an squ a~ magniw Oc: of th i~ di >l.ufban~.e:

G," [ : ]

n.oi~ is due .to di slUrn"~ torq"", ac, in~ on Ih e 'pacecraf, wil h the
d~ssll mbe 'ke.p<oce~.s
d,stnOOhon

R, '" 0. 1 deg:.

~ol.e for ~~kt for ,he .\;I'elti t. ~ni\~de control prob lem :n Example 9.3 a."lImin g (he angle . Ii.
,s sensed" nh ~ measurement 1lOI'. oonui:mce

nrn~ . \.~I)itil: KaJ"1<ln Fi!uI Gal ~j

Because ~f is time-Iary in g. so will be Ih e es timator gain. l.. given bv

~ . (9.84) Fut1hermo~. we see th u.t the stn:c tu ~ of the estima tion proces~
tS exactly the same a, th e curren t esllmator ,iIen bv Eq (956)" d'
'"
'" L . . .
.
. . . te l"erence
109
t t tS tIme
va ry lOg and determined so as tn
p IV
~" ,d, 'h' m mtmum
' ,
,

"
eSIl'
matlOn error;. gt ~en a prj?ri know ledge of the process lIoise magnitude. R . the
measureml:'n1 nOI se magnl1ude, R, . and the CO I'llrimlce init ial cond itio n. M(Q ).

where lhe initia l co nd itions for x (Q) anc M (O) = [( i (O) x r(Q)) mUM be
assumed !O be some valu e fo r in itializJ tio n.

M (k

i lk

- ,

Pl k) WR,- '(y( kJ _ Mi lk)) .

Po.: ) :: M (I;) - M (k)H (HM (k)H'

i lk ) = x(k)

Behreen mea.wrtmems (time update )

..... here

At l/i e mra.lUremtm rime Imeasurement update)

relations

estl maI1 0~. commonly referred to as the Kalman filter. A su mm~ni of th ~ req' , d

. Thi.s comple tes the required rela ti on ~ for tlle optimal. time -va rying gain SI ~le

Eq. (9.89) redu.;;e s 10

9.4

Chapter 9

---------

Figure 9.8
Example oj ~lImalor
g.J1m lI('rn.s lime

H =-\ 1 01.

... nstd. "C ba,c from Ell. ~.! ..!1 ,

problem . One can often as~i!n ~ tnea

"3Iue
be nin
'dgful
f< R
Thtu...
sal or ~ .

is diu.:ll)

R"

_0.1

---- --_. ~ __-__: ________ ~~ ~R~._.y~o1_ __ _

Ic___, ,_ _ ;,____, ,_ "__",","-"--_,,;"c"c;~.c;;~~~"~jc_,

- ;,,----",,,
.~
~
10
I~
::0
'0

o,~

0.'

0.'

0.'

It, . lI'hieh i~ based on tnc sensor accuraq. The smne ca nnot

"'
GI\'cn
an a.c , u;u

1;1

d,''"
~

SoIuti(MI. Bau>( onI}

,\lu.h\\-anabk and Opllmol\ C"rurol

-------- --- -------

392

divergent tjllers

~I' ~ i.~ ~ ... ..,.. "'".. ,,1<Jdr. ,0:1. " /\I nning Opt'n

m.nd;, m><k upMd 10M ,"' ..... :M.n rx, ..

oJ"""'''

1' ''p'5 ""~,~i",,,

""bi Ll""'" '" "r...
I, ;., "'m , ~ n:.. J"":~I"""'~ 'h, PO""" .. ~ ....

<!<ImI>.,oo ~'f'I'!.,. b<\-.>u", ., i~ ......, , iI< ....,,~"' .n.:'" ,

a A

--------

3'''UlllptiOIl of \\hit<;: pro!':l:~~ noise is oflcn a m31 hematicill an ilice tha t is u)cd
because- of lhe ca~e of -.oh'ing t~ re~u lt illg olMimilation problem. Physically. R.
i, cOJdd~' accoun li ng for un knwn di5.(Uroancel>. whether they be steps. .... hi le
nobe. or some ....here in l:lCtw("('n. and for imperfections in the plam model.
If then: i\ a ra ndom disturbance thaI i5. time ~I ated- thal i\. colorttl
noise-it l U) be 3C"eUr:ll cl~ IllOIkled by augll1eruill.!! '" ..... ilh a coloring filler tbm
com.ms 3 \l hi te-noilo(' input into lill1c -correl:uoo noise. Ihus Elf. 19.11 I I C31l 3b.o
be Illa<k 10 deSCTibe 110n,,'hite dil> t urbance~. III praclice. hOwe\er. th i ~ i.i oflen lIot
dont due lu the c()lI1ple" ity. Insle3d. the dimlfoo.nce~ are :l~s llmed white. and lhe
nube imcnsily i~ ~djustcd 10 .t!he acceptable n:s uh~ in Ihe pres~ nce of e"peeled
di slurballC('~ whether lime ....-oITl' I~ I,~ or not.
H R_ \\~" ,'ho!>C II IU be zero due 10 a 13d: of kn owledge of a precise noi~
mod.::!. lhe h limalor 8~ in wou ld e\'emua lly go 10 zero. T hi~ i .<>0 bcca u s~ Ihe
Upf iln allh in~ 10 lIo in lhoc idcalh tic ~i1 uat iOJl of 110 di.'lu rbance~ aOO a /I""1i'(1 plant
model i. to e~\i J11a tc opcn loop afte r Ihc illiti al ~()ndilion error.' h:!\"e l'oJllpll'lt'/y
died uut: a f1 ~r all. the ,'cry best iilt.r fo n he noisy measuremelllSis lO!OI~JI )' i.goorc
lhem, 111 pra~ tke. l h i ~ win not work beo:au!'oe thtre afe always ~oll1e di.'Hlrbnnces
~lId Ille ]llmu nlOl.lcl j, nc\"er p..'rfe":l: [h u~ . lhe fih er \I'jlh urn gain \\"ill drift a\\"~y
from renli l)' and is referred tu as a dh'crge nt filler.~ If an eSlim:l\or mod~ \l illl
len) gaiJi W l~ aJ.-.o naturally Il n~l ~ble . the estimator errOl" \\ou lll di verge fro m
re31i lY \'cry qu ickly and likely re sult in ,murm ion of the ..:ompu ter. We therefore
are oft en fon::ed to pick "n l ue~ of R. and SOmetimes r out of a hJ(' in the
l
design IlfOCe,s in orde r to a..~su re (h31 no modes of the e"till13tur Jre " 'ithout
feedba"."k and Ihat Ihe estimator \\it! track all ~s of the actua l >)'~te m . n,.,
d isturban ce noise nlUdcJ ., hou ld be selected to appro.~ i ma !e that of Ihe actual
known d i~turb3nces "hen pr.lClicaL but Ihe desig ner oflen f.('ulC!; on lIC(:epfable
,';lIues based 011 lhe qua li ty of the estjmat:ioo that fesult.~ in sub;;equelll simulatiQlls
including all kno\\ n di.'\Iuroooces. ""hile 3nd otherv.'isl.'" ,
It i ~ po~$jble to ioclude a nonzero process noi~e illPUI in the plant model
and YCI ,till ( lit! up ..... ilh J divcrgem filler IH'l son ( 1978)/. This can arise \lhcn
the proci.'S\ noi.... i\ modeled so Ihal it dOl'~ not ~ffeet some of the modes of Itle
~yStem. Bry..on ~hoI\"ed Ihal ttle filTer will not be d i\'er~em j f you select 1', su that
the sy~tem. jell. r ,l. i~ " wl/ml/aMt' and all diagooal ele me nt~ of R. arc non1.ero,
Fur 3n i mple ll1e Ol~ l iOIl of a t imc. \"a1y i n~ lilter. iniliul conditions for )1 3nd X
are 31so required. Physicall y. t hl~ n: prcse nT [he (I p rior; e ~ l jm3 le or the accuracy
of X(O). \l hid in tu m rep1~se nt s the (l p riori eSlimat.. uflile Sl~ l e. In ..ome l'3l>\'S.
t""re might be test data of some kind 10 ~ upport tIleir imclligem choice: nov.'c'er.
Ihul is l1ot t~ pi cn l. In lieu of any bene r informalion. one could logK:all)' as)lllne
Ihat tne COll1p()ne nt~ uf x!O) containetl in y are equal 10 the first measun:mem. aOO
the remain ing l'OO1ponC ll1s un: equal 10 l ern. Similarly. the cOTlljXlnenh in ) '1 that

39+

C,mlml

rt"present a mt"a~un: d l'omponent could be logicall y SCt 10 R,. and the remaining
component, set to J hi gh I'alue.
In ob tain ing lhe values of L in Fig 9.8 . it was necessary to soll't" for lhe
timt" history of P. Because P is the covariance of the estimation errofl'. wt" c~n
somel il1l e~ usc I' as;m indi cator o f esti mation accuracy. provided that the value,
of R. and R_ art" based on some knowledge of the ac t u~l noise Char:lCleri~l i..:'
and that \\' and \. all" appro)(imately while.
The intent of this section and example i~ to gh'e ,orne insig ht into tht" nature
of the ,o!ution so as to motil'att" and prol"ide a basi ~ for the following section,
Readers interested in Ihe application of Kalman fi ltt"rs are etli;"Ouragcd to rel'iew
wor ks devo ted to that subject. ~uch as Bry~on and Ho :1975). Anderson anJ
Moore (1979). ~nd Stengel' 191\6).

)'ldm~ riJhle ~1ll1 Opti m~ l

+ r , R~ r ~

=:

<P rM (k + 1)41 + Q I'

\'),'J~ '

19,')~'

(9.~4 )

p) ,~51

recursion re lation':lir'

+ r ' S(k) r r'), I"S(I.: >.

cOlI/lVi

+ R, )-' IDl(k).

.... e see thai they are precbc\y of the samt fonn! The only c:lception il lh ~t
Eq. (9.94) goes forw ard instead of b.1.ckw:lrd as Eq. (9.24) does. Theref[}[).-'. ",:
can simply change variable, and directly u., e the steacy-;;t:lte lolutiun "I th,-

SI t)

t\11J.:) "" S(t) - S(J;)f[Q;

Compari ng Eqs. (9.92) and (9.94) to the oplim;Jl

EQ. (9.2 ~) and Eq (9,25)

I\I (k + I ) "" 1Jl1' (k )IJl'

P (~I "" 1I.W:) - 1I.1LO H' (1I:\l lk) H T

A, shown b)' Example 9.~. the estimator gains wi ll eve ntually reach a ' Ie;!uystJte \ alue if enOllgh time pas>cs. Thb is so because the \,a!uel of :\, lnd P
reach ~ , teady \'a lJe . Be-cau,e of the substantial simpli fkation in the co1l1ro JJ ~r
afforded by a comtant estimmor gain fIlJlriX. it is often desirable to determine'
the constant gain curing th e de,ign pfIX'ess and to implelT,ent that constant \'~ hl~
in the controller. As dis{'us~ed in Section 9.2. many control .~ystems ru n for 1'<:1)
lo ng ti mes and ,all be treated mathematically as if they run for an infmite t i m~ .
In th is case the constalll gain i ~ tl~ opti ma l because the early transient period ha,
no significant ef'fcl't. Whateycr the motil'ation , a constJnt-gain Kalman tilter i,
iden ti cal in Stfuc t~rc to the estim<ltof discu~scd in Cha pter 8. the only differer,,,'
being that the gai n. L. is deu::nnined so thai the estimate ~iTors are rnin imi ud fN
th e a,sumed level of process and measurement noise. Thil approach replace~ tIle'
pole-placement method of finding the es ti mator ga in and bas the hig hly desir~h'"
feature that it can be applied to MIM O systems.
The eq uat ion, to be solved that determine l\-I and P are Eq. (9.92) ,lI1d
Eq, ( 9.~ ). Repealed. they arc

9.4.3 Steady-State Optimal Estimation

Ch~pta.;l

COG

- <p - ' r I R)" ~

[4>' + II TR: 'HIJl-' r ,R_r :

41- "

- II'R, ' HCP-'

19.95)

"

X-'

"

D:J

::= ,\

(9.% )

L ... = ,'I ' " H ' (lOI ... H f + R, )- '.

19.97)

r, l\,r:
<'

.'

Estimation

- - -'.
Q,

Q,

,
,
M

Control

3,

~is is.~ standard ~akul Jli on in MMLAB's kalman.m. Sometimes thi s S()!uti on i~
re efreu to the hnear quadratic G:,lIIssian (LOO)
b'
b
..
.
a'
d' h d ' .
pro 1."111 ~cau se rt lsofteJ1
. :um,e r ~~t ~_ en\,a\lon that the noise has a Gau~ sian dist ri bution As ~an b,
....h"~ n r0111 UJ ~ uc,"elopme nt here. th'IS as ~umpt .
.
. ,
r on IS nOt necessarv However 1'''lh
I IS assumpt,on. one can shuw that the estimate is flo t un I, ,"_
o~~
h
... , 1
H,; " '" t at m!tllmr~~ s

fi ergall1 10 ""

"qs. ( " _)J~~.(9,S4) aft er som~ mampul:lIIon we lind Ihe ~te a d\' state Kahn""
.
_. -

~re I~ ~~gell\'ectors 01 7-i.,- a,sociated. with. its stable eigenval ue.I. Hern:e. from

where

l1lercfore. lhe ~teadysti!t e \~lue of 1\1 is deduced

Eq. (9 Ao) an d is
by COmpJrison wi th

'

" =

19

. . By analog}, with the con tro l problem. F.qs. (9.92) and (994) must h .
ansen from two coup',d , quauoM
.
.h
'
. 3H
Wl\ lhe same form as Eq (9 33) 1:'
h
corresp~:l1Idences in Table 9.1. the con trol Hamiltonian in Ecz 34)'~ sm~ th'
eSl tm nllon Hamiltonian
"
comes t c

.e equa tions ~re solved in opposite directions in tim c

Table 9: I lrs.ts lhe correspondences that res ult by direct comparis~n ofthe contr.:'l and eSUma tlOn recu rsron relations: Eq. (9.25) with 1': " (992) d'o
WIth Eq. (9.94),
'-'-I'
.
an '-'-I' (9.24)

Opumal Esnmallon 3 95

~~~~~~!rog~lt~m as t~ desired ~1<:adY-SI3IC solution to the estimation problem

Y. "",

396

Ct>.... pICT 9

9.4.4

G . {~ ) = H (:I - 41 )-lf , .

,,(I:

+ 11

'" cf)" ll: l

f'"
ef'G 1",'(rpdrj .

The process noise acts 011 the continuous ponion of the sys tem ~nd . assulnin~
that it is a white continuou; process. va ri es widely througrout one sample period.
Its effect over the sample pe riod. therefore. ca nnot be determined as it was t,)r
Eq . (9 .90): instead, it needs to be integrated. Fro m Eqs . (.l.55 ) and (4.561. we 'e,;
that lhe effect of oontinuous noise input oyer o ne sam ple period is

Process Noise,

Typ i c~ lly. if there i; mor<: ilian one process or mcasuremcn: noise compo nent. un,;
has no information on the eross-co mlation of the noise ~lemenls and therelnr~
R.. and R, are selec ted as dillgonal matrices. Tht magnitudes of the d iagonal
ele ments are the \'ariance~ of the noise components.

The quantitie. de fi ~ing lhe noi se mag nitude. the covar iance matrices R~ and R,.
were defined in Se:llon 9.4.2 as

Noise Matrices and Discrete EquivalenlS

Therefore. for ~ystcrm whe n;: the process noi se i, addit ive "ith the com rol inputth at is. r = r l -Ih e control and estim:.lti on o ptimal roo t loci :.Ire identical. and the
co nt rol an d estimation rootS could be .>elec ted from the same loci, For cxample.
the loci in Figs. 9 .-1 and 9.5 could be used to select estimator roots ~s well as the
contro l roots.

where q = R,J R, lnd

(9.981

the eTTor ~q uared . 't ut al so the one that is the statistically "most likely." In th i_
derhat ion. th~ resul1 i. re ferred to JS the maxitn um likelih ood esti mate.
Because Eq. (9.341 and Eq. (9.95) arc th ... same fonn. the eigenvalu ... s ha~'c
the same red proc al propenies in both ca;.es. Funhen norr. for sys tems wit h a
si ngle output and a single process noise input. the symmetric root locus follow~
by analog y with Eq. (9 .40) an d the U$e ofTable 9.1. Spedficall y. the charJcterhtic
eq uati on becomes

1I.luhi\"anable and Opamal (,mImi

r,

OplimJi E S[l ma lion

39 7

+ 1) =
"' PI I:J4I '

+
~

LI

l'f'

fl wl'1) W' H ) = R"r'I J(h' / - r ) '

CJ ==

j"

M (I:

"
41(f IG I R'f'-' G 4l ' (1)dr.

+ 1) '= cf) P (i; l>' + C

(9. 100)

r , ;:: G,T.

=R.,....,
T'

(9, I0 1}

s.,"Sl<ntd' t 986~-;:J!-;-n ao;lI, :.:.t<>nJ i" S wq 4 58 III.mor< ",,, .. Ih.s."",

.
:"
I.
>pp<O.,i<TL''',"II'''' foJlo~'f'''C , i'''''tN.''' i.ll)
oc ,
:lp~r""m:~,on . ,'.~ G ,

l t H) C<>f\,!, ulini r

10)

as lung. ~~T is much short er th an the SYSTe m ti me constant s. [I' thi~ ass umpti Dn
IS !lot va I, onr InU.lt re"ert tu {he in tegral in Eq.19. IOO ).
' [n rea hty .. however. ther... is no such thin2 a, whi te continu'"'' , A p"
w hlI~ - nOi s e dlsturb '
ld
.
v .. , " v "'"
ure
from
0
. T nnee wo u have equa l magmtl.lde content at all frequenci es
o
si n~l i: ~'" r.mslated. that me ans that th~ currelati on tim e of the randum
g
pr~ t ,dy zero. TIl<; only reqUI re ment fo r our use of the white-noise

Therefore,
can appl y the di screte cO" ariallce updo'''~
Eq . (9.9 .. ) to the case
wh~re w 'cne
"
IS contmuou s nOI;.e by u~ing the approx imation that

C.1 ;:: r I R~""'

r I' '
T

C" :: T G I II
G'
.... r-J , .

then thl' in tegral is apprvximate ly

41 = 1 and

~~~~t ion of th,is in tegm.1 lsee disrw.m in the Digital Control Too lbox) can
E 9 led OUt uS ing a ~I mllar exponential fo rm due to Van Loa n ( 1978 ) .
q. ( 5 4), If T i~ very ~hr>rt com pared to the ~yst<.!m lime' conSta!1lS. that i~ a~ In

where

whert'
' power,
' . or me:ln-square spectml de nsil\'
f h R~~.iSl'allcdth
. "
.
' pect ra Id en~ l1y
o t e COntIOUOU$ whIte !lOtse . Therd ore. Eq. t9.991 re duces to
.'

(9.991

IP( r)) G, l (W ('1 1w' (r )]G ,' 41 ' (r)d rd>'>. / .

BUlthe white noise modd for w mea ns th at

1\1(1:

~'h ~re G , i" defined b) Eq. (.. .45). Repe ating the deri\'3tio n l" of Eq. (9.90) " ' Ih
lte Integral above replaclOg w(l: ~ in Eq. (9.810. we find that Eq. 19.90) be.:'oT~es

~.;.

398 Chapler i)

:-.<ote frolll Ell. \9.103) that R" and [ tll~(t)) arc not the same quantities. Specifi.
cally. the diagonal e:emen ts of R" are Ihe m~an square va lu e;.ofthe dis.:;rNe noilc .
u(i;:). lhat produces a respon~ from the di screte model gi"en by Eq. (9.90) Ih~t
matches the responsc of the continuous system octed on by a w(l) with [(w' (/ I j
and T, . N{){e also that it has been assumed that the noise is while compared 10
lhe sample period. that is. T,
:lIld that T any s)stem ti me constant>.
Under the se condition~ th e di sc rete equivalent mean square \'~lue is less than Ih~
continuous signal mean square because the con tinuolls random signal a~ting on
the continuou~ system is averaged o\"er the sample period. If r, is not T. then
the noise is not while and Eq. 19.100) is nOl valid: Ihos calculation of R" is not
relevant.

(9.10.' 1

Typically. one can melsu re the mean square value. E{U"(I)). 3nd ean either
mtasure or eSlimme ils correlation lime. r, ' Ih u, allowin g the compulation I,f
each diagonal elen:ent of R. t,J ' However, the desired result for our PUl"J'O"c'
IS the dlscrele equivalenl noise. R~. _ It can be l"Ompuled from Eq. (9.101 ) anoJ
Eq. (9.102). where-each d iagonal ~lcmenl. [R.. J,. is related to the mean .q uar~
~nd correlation time of the ith di sturbance accoroJing 10

mode-l in discrete sySle ms is that the disturbance have a corre l ~lion tim~ that i.'
shor1 com p~red to the sample period. If the correlation time is on the- same- order
or longer Ihan Ihe ,ample period. the correci methodology entails adding the
colored-noise madello Ihe plant model and e-stimating the random disturbance
along wil h the original state. In fact, if the corn.. lation lime is C;I;tremely long. Ihe
disturbance aCIS mu;h li ke a bias. and we have already d iscu~sed its estimation in
Section 8.5 .2. In pnctiee. diSlurbances are often assumed I:> be eilher white or i.l
bias. because Ihe irl1Jro\'ed accuracy pos~ible by modeli ng a random disturbal)('<:
with 3 ti ~ constant on tile same order as the ,ample period i~ not de emed wOr1h
the e)(trJ comple);it~.
The detennination of the appropriate ,"aille uf R ~f'"'J thaI represents a physicll
process is aided by the re l li zation that pure wh il e noise dOo!s not exist in n<llur~.
Di~turbances all hal'e a nonlero correlation time. the onlyqllestion being: How
shor1'! Ass uming Ihll th e time correlnti on is c:r;ponen tial I>.;th a correlation timl."
T,. ' and that T, system lime constanh. the relalion belwe~n Ih e powe r spec{ rJl
den sity and Ih e meJn >quare of the signal is':

t.lu it il;Hiable and Optimal Contlol

Opmna l ESlir: IJuon

399

The ;}I.l mpt!on of no time correlation i~ l'onsislent wilh the deve lop ment of the
optimal estimalor Ih;}t "as di,cus sed in SITtion 9.4. :>. If the l"orrel~tion tim e of
a se nsor is l(]nger than the sample period. the a.;surnption i~ not correct. and an
accurate treatment of the noise reql.lire ~ th:ll itl coloring modrl be included
wilh the plnm model and Ihl' measurement noi~e error es timated alo n!.: w ith the
re,t of Ihe staTe.'! One could also igno~ thi ~ comp li cation and proce<!d as if the
noise were white. with the know ledge that the effect of the meMiUre ment noise
h in elTOf arrlthat ,; keptidsm i ~ required in the interprel<ltioll of estimate error
predictions ba.l ed on P. FUr1he rmore. one co uld no long er claim that the fi l!er
was op timal.
Sensor m an uf~cture rs typica lly list bia~ errors also. This component should
at least be evaluated to detem]ine Ih e , en,i tiv ity of the _,,)'-,tell\ 10 the bias. and if
the df:t is ~ot neglig ible. the bias _.. Iwold bl' modeled. augmented to Ihe _~ t ate.
and eSlimated using the i d~as of Section !I.5.:>.
NOlI' th a! neither the S-ilrnple period nor tilt correlation time of the '>Cnscr
error has an impact o n R, if \. is white. Although the nns value of \. is nol affected
by the samp li ng. sampling at a higher rale will ca use more mc~ su relnCllts to be
a,"erag~d in ani ving at the sUM estimate. and the ~,t im a l ()r <IC<.:ur<ICY wi ll improve
with sample rate.
In :\(lme cases. the de~ igner \\'i~hes to kno\\' hol'. the ,ethOr nobe II il l affect
all e~limato r thaI is implementt'd wilh analog t' lectroni cs. !\ llhoug h Ihi~ (:an
be do n~ in principle. in practi.:e il is rarely done OCC.:luo;e of the low cost of
dig ital implenlemations. The I-alue of lnalyzing th~ co nlinooos ca:-.e is that the
kn ow ledge ca n be useful in selecti ng a sa mpl e rate _FOr1hemwre . th~ designer is
sometimes in.erested in ;;reating a digital implem~ntation woos.: rool.' match that
of a conl in uoJus des ign . and find ing the di.;;crcle eguivalcm noise is a method to
appr0.\im3te thill design goal. What~\cr the rca,o n. the CI)lltinliOus filter "an be
evalu.:ltcd digit.:llly. with the appro priate "aloe of R, being the one that provides
the discr~te eq uivalent to th.: continllous proce~s . the ~ame situltion thlt was

(9.104)

The pertinen: infonnation given by th~ m;lnufncturcr of a sen~or product would

be the nns " j ltt~ r"' error level (or .~omc other si mi lar n:lme ). whk:h call USO:ll1y be
interpreted a.1 the ra ndom component and a~~u rncd 10 be whil e. that i~ . uncOITeImed from one ~ampk to the ne); t. The rms \"~)U~ is .,imply ."<!uared to arri\e at
the diagmlal element, of [( ~. : (I )). Unlike the proce~, noise ca:-.e these, alue, ~re
used di re<:tly. th at i~

Sensor Noise, R,

~-!

BryiOl'I'l . u le-!

9,5.1

9.5

R.,..,

or

IR,I,
=

'j=lr,. I"!VlIJ, .

(9.105)

S.... 8ry...... . :od

It ~, '~i ~,.

II ~ "", I~"'''"'~'

=alll ,. lilen

q"y; :

.1',

,'11:1;'.' [ro", ' ~ n...,''''''''' , -0( . .,

""."'"t< ,1.:.,,8<' (m", ..~",,,,.1 101...,: I.,,~""" .....

q:;,1'~ =

I ~ 1(~'"~~""""':mJ 5",,,,, , N i l f ,uiF" u<'ng.

I~

Ihus

q"y; =

The ru le is that if .", = am " y: = am;. and

ij".'-; + q~: y; + q nY~ '

,.\ s can be ~en from Ih... dbc us~ion in Sections 9.2 and 9,). the stleclion of Q ,
and Q . i~ on ly weuk l)' conne~ted to the perfo rmall..:e specificmi olls. and a ce rt ain
amounl uf tri.d and enur i$ u ~uall y requ ired with an inter:ICllI'e (Ompulerprogram
before:. ~lIl i,facIOl)' de1>i~n resull,.. There are, howe,eT. a few guiddincs that can
be employed, Fur e"ample. Bryson alK! Ho ( 1975, and KII'akemnak an! Si\'B.ll
I IY72) ~ugi!e$t e'!Cll liaUy the ,;';lmt' approach, This i~ to take Q, = II ' Q,II so
that lhe ~Iale~ ente- the co~t \'ia Ihe important OUlpu ts ~which m~ Iud to H = I
if a ll states are to be kept under close re<~u l ation) aoo to ).CICCI Q , and Q; to be
d '(lgonal "dlh ... ntnes so <.eleCled that a fhed pereelll!lge ci 3n~e of euh \-ariable
makes an eq ua l ccntriootion 10 the 1.."."01 ,'< For e.taAlp le, 5-lIpposc w... have Ihree
OUlputS with ma ... imum de\'iat ion~ III " III " and III " The o~t for d iagonal Q, i~

Selection of Weighting Matrices Q , and Ql

The elements of It.: design pruc e~, 01 ~ .'.HMO ~yS lcm ~\'l' !x'ell d i ~c u~sed in
the preced ing )'cclions. Thi~ secliu n di scu~.'..cs .<,(I m.: uf Ih~ h~u.:~ in des ign and
prol ides III'U exml1)les of l11e proce_,s.

Muhivariable Control Design

unl ~ R ......

"ho:~ f) I': (I)1 is tl'r mean Mj uare value oflhe ~ensor noii\(" and f , is ihCorn::13Iion
lime. Al!ernnli\ely. if one desire~ on lv the COnlinuou~ tiller performance for a
baseline. Oil<! can U~ a pure ('QllIinuo'us analys is of tho: f il er." which retjuire~

R .:::
.

o:xnmi n...-xI for IhI! pro.:e1>~ noi<;e. "f'herefort'. the proper re lalio n ill thiS ~pecial..:asc
is frum Eq. 19.101 ) or (9.10 ) )

9.5,2

19.107)

19. 1(6)

0,

(9. 1081

.:J~

,."

= t

l1i.' Q , ... + u' Q;U)u ':'>.

here

7. (~) = il"xlkl.

.-"

+ (il"

l fk

--I ~ Sr."",;,,,,,, Cillo") 11",-<,.;:;;';1.:

Ul r Q ,Iil't u n

' -lkl "'OI U(k, .

'" L lz' Q,z ... ,.f Q: 'I.

,,

..

= L\-- ila"1i. ) Q ,Iil" .XI

'

+ I ) = il' ;+I .I",.k + I,.

The equ:lliolls in 7. and " a rc read i l ~ ruun d. CUll,ider

II

:J

(9. 11 11

19.1 lUI

We can d j~t ribute Ihe ~olar t;;>nn" ~ III Eq. t9.1(9) as a'a' and ",rile il 3,

conSider

~uppoS(' Ihm a~ a luooifica tion to ttlC ~rfol111 aoce criterion of Eq, 19.1 1), "~

T,he .d.e'iignu can introduce anut her deg ree of fr... edo ll1 into Ihi, problem b,'
req umn 8. thaI allthc clo~cd.IOop pole.~ be ill~ide:J c ircle of "ldiu, I/ a. where
a .~ I. It w~ du this, tht' n Ih e ,!,agnitude of en::ry transient irt lho: c ltl-.ed 100
11'111 ~ecay at least ~., .fa~1 a~ 1/ 11", whi c h (Ilrm~ pine.."" around lhe tnm~ienl~ an~
a llo" 5. a dc~ret 01 d lr\.'Ct control Olef the ..... ttling lime. W... can illfroduce thi ~
effect In Ihe fol lO\1,ing way.
'

Pincer Procedure

II ~lCr.c
and Q: arc ~hell by Eq. 19. 1(6). and Eq. (9.107 1. and p is to Ill." ~kcted
b) trial a~d crror, A compu terimefal'tile procedurl' Ih al aIlO\l'~ l'.u rninat iou of
rOOI
"~~ ol -Q , . Q
,.
. locutions
. 3Jld' transient r-...~pon~ for :.e1ec t~d
- ':J I .....
,"OU
.e~~( 1tC'
tht" proce.'i\cOfl' l d~fHbly.
.
.

.:J = p 1i. ' H' Q,lh + u ' Q: u.

T~re rcmaill) a .~..:u lar .... Iio !>e1\1,ccn the ~t ate and the con lrol lenlh. which \1,,,,
WIll call p . Thu~ the 100 ai CO~I b

Q:... = 1/ 1/;...... Q:.:: = I J II ~ ... \.

Similarly, r..'lr Q: we ~k"Ct a mmri.~ \1,-ilh dia~()nal e kmenh

Q'_ II = 11m;. O l :~ = I /"'~. 0, _" = 1/ 111 ;.

A -.at b fa..: tory ~Iution for e lemenl.< o f 0, is the n )~

;02

C hJ J>I~ r Y

+ I). So) tnat

+ II = (1'-' [<IlxO: 1+ [ u (l ll

ddini l i()ll~

zft

+I)=

~ame

as

(I<I.IZ(t ) ~ O r\,(t) .

the

+ O' l" lo ' U\.(: )1.

I hi ~ i~

u <trol u ' x(t))

in Eq. t9.11 11.

+ II =
19. 1l:! 1

= - K x( k).

!s

(9. 113 \

t, '

, tk J :::: .f,(0)( I / ed.

100".

19. 11-l 1

~ tecl Ihe sclli ing time. r. . wi th in wh 'l'h all state. sh ould .~l1t c 10 le~s Ih; n 1.(":
Eq u;J1 ion (9. I I" I i! lhen used 10 compute ()' an..!. accord ,ng to Eq. 19. 11 _ 1. t h~

[n ~um mn r}'. ~pplic Uli on (J f lhe pince r proced ure requ irc ) that Ih~ dCSi g nc~r

,,> IOO, t =

Il i a l' ::;: 0.0 1 = -

' 00

.1,(tTl::: 0.01",, (0).

we must have

..... hich '" ill be sati sfi td if " is such Ihat

then \I hen 1. T =

"

We conclude from all thi s that if we u!'\' the controlla\\" Eq. 19.1 13) in I~ SI31C
equminn.< (9. 101. then ~ trajeClory resu lts thai opl i m ~ l.f~ Ihe perfonnaO!."e 3.
8i"en b.. Eq. (9.1091. Furthennore. the ~ tate Ir.IJectory sati sfies Eq. 1? lll ). "he rl.""
Zll ) is ~ stable ,tUf so thm xlt I must ()eeay (U l~aSI as f:tSl :ls I / o . o r else 7,(l )
coul d nol be guararlel.""d to be stable.
To appl)' Ihe pincers wo' need to relalC the settli ng lime. to Ihe ..a lue of (1.
Su ppose we defi ne ,;eltling time o f x as lhal timc I , such Ihll tf x (01 :: I and ~ II
Ot her statc~ are ero m J,; = O. Ihe n the tra nsients in XI a re less Ih!1Il 0.0.1 \ 1,:," of
the l1la>: imum l rOt" ::1I time:. greate r than I" If .....e approxi mate tht tra ns tent 11\ .t ,

uttl

",' u On:: - K \U' .'l: I~))

which. if we work hldward. is

\' :: - Kz.

The perfunnance funclion Eq. 19.1 10 1 and the e'lual ion~ li mo lion Eq. {9. 11:! 1
detin~ a new problem in optimal comrol for which the sol u:ion iS:l control law

but from the

tit

If we mu ll iply Ihn;lllgh by Ihe u ' -'-teml."e can \\.rile Ihis IS

z{k

From Eq. 19.10) we ha\"t~ the state equatiuns for xlk

"luII W,ln~ble and Opllm.!1Cum rul

I ,.

- I

:]<+[ g0'7 ]".

-0.2 0.1
- 0.05

(9. 115 )

described in Appendix A.5.

[0." 0]

o ,

11 =[ 1 00]

Bcc nuse we are intereSlcd o nl y in .\ , and .\': . the output ma tri .~ H in Eq. i9.108) is

-Q ,

No\\" let U!. So.' lcc t the COSt mat rices. B'lsed on the spec ifications and tile
discussion in Section 9.5. 1. we can conclude Ihal III , =:! :lIld In : "" I. and thus

(j > 100' l ~ = 1.47 .

First [el us apply the pi nce r procedure to ensure th at the settling Il mes are
met. We ha\'e asktd Ih:at lhe st il li ng times be 2..1 -ec for .\"l and 8 set; for x . If. fl"
purposes o f ilIUSlrat ion. we ~Iect i lle more string ent of thest and in Eq. -'9.1 1-1)
~elt, = 2.'" for whic h 1.1 T :: I:!. then

4. The un its Oil ihe stat es have b..:en selected:>o thal lhe m3)ti mum pennissible
deviation o n total heall. x,. is 2.0 units and the ii'luid level. .I"~. is 1.0.
5. T he un it~ o n control ha\'e btt-n seleCied so Ih:a t the ma1(imu m penni ~sjble
de" i3Iionon" , (air control I ; ~ 5 uni ts :and Ihat o f I I . (stoc k control) b 10
units.
.

3. The sett ling ti llle 10 demand s on .l .(= liquid le\'e l) should be leh Ihan fiI sec
140 periods}.
.

I. Th t ma.\ jrnum ~ ampling freq uC tlC), is 5 Hz (T = O.:! sec.l.

2. T he 1'1 scttlin g lime tu dcmand s on .\ ,1= total head) shou ld be l e~s than 2.4
)t'C 11 2 periods).

We a).' unlC the tk~ig ncr h... s the following spt....::itications on the respo nse.1 of Ihis
s}''item:

~=

\I'ill consider control of Ihe paper machi ne head box

The conti noous I.""q u~ t ion.~ or motion ilre gin.~n by

t\ ) a n ill ustr.ll lon of a lTlultivilri able contro l u~il!g optimal control t hniq uc). \I'e

9.5,3 Paper-Machine Des ign Example

states that Mille wi lhin the pn:scribcd

J"e" iscd system (jIll ond a f for UloC in an LQR comp utation for the feedbac k ~il i n
rnatril K . U~ o f K \lith the u riginal ~yslem. tlt. will prod ucc a n:spon~ of a ll

i04

Ch.:ai:ller \l

amI OpurnaJ C('lllrol

Q, =
[

0 0

I 0

0.2500]

0 .8187

0.0 1

arnl

r=
[

jO.068.

-9.79 3.79]
H-I 0. 10

= 0.108. OA91

__
[6.81
0.95

(T

a)

0.1813

- 0.0001
alltl uo;ed

0. 1J9(1
0
III

O. ~

Q, =
[

x,.

0 0

0 0

025 0 0 ]
,

wh ich are we ll y"ilhin 1/1,47 = 0.68. Fig. 9.9(al sho\\; ~ the lra nsient rcs pon~<'
to unit- state initial conditions on
and Fig. 9.9 Jb) shows the ~ame for ini ti,1i
cOfld ition ~ o n .1" .. Exami na tion o r these results ~how~ th~t Ihe requ irement on
~ lIl i n1!- time' has- been substantially exceeded bccau<;C .1" ~Il les to \',llh io I q, h~
1.8 )C(.'. and .1", ~lIles within 1'k by 1,6 ~ec for both cases. 11(}\I'cIcr. the conlrol
e lTon o n " , is I ~rger th an ilS specitie3lion for both in itial condit ion ca~~. and
funher iteration ~n the design is requin.>d , To W lTect Ih.s ~i t u:ll ion . the des igJ'l('r
should IX' led by the f~1 res ponse 10 re la.~ lhe de mands on respon <;c limc in old."!"
10 IO\I CT the overa ll need for COntrol. Fig ure 9 .1 0 mOl'" tile re.<q:lOn 5e wil h I, in
Eq. (9. 11-1) seleu cu to be 5 ~ec for the ca~c wilh x(O) "" [0 10 1', The cOImo l II ,
is j u, t with in the spec ifi cati on, and tho: re~ponse lime of .1, b 2.3 sec and thai of
.11 is 2.0 sc" All specifications are now me l.
It is po,sible to improve the de,ign sti ll fun he r by noting th~tthe rc ~po n S<'!lf
.1_ beats i t ~ ~pec iti ed maxim um va lue and .~el1l ing ti me by a subslilntial lll argifl.
To ca pi ta lize o ll ihis obse rvation. let us Iry relaxi ng lhe .:ost 011 .( .. After '-Olm'
ile ration (sec Prob lem 9.7 t, we ti nd lhat ,'" cost on .( " that i ~
-

and dosed-loop poles "I

The~e

on~

0.0 185 O. I!}7-1]

in Eq . 9. 115 . toa di..cretc

0.960-;' 0 .0196
0. 1776 ]
-0.0098 0.9999 -0.0Cl09

sy~lem

two matrices are the n mult ipli ed by the ..;clll ~r 1.-17 f =

M ....1l... ... BSdlqr.m wilh th e prt'ceding Q , and QJ'
Th ~ LQR calc ulat ion gives II Lumro l gai n

(J)

:.t.'C) yield~

COIlI'Crliion oflte cont inuous

~ =

Q[ 0.040]

Fun hermore. becau se 11 ,_, = 5 and " : .." = 10

~Iu h\'i.riabl(

f igure 9.9

. '(0)=[0

1 OJ

dosed-loop co ntrol t::l.

(a) inihal mte
. '{OJ = 11 0 0];
(b) 10;\1031 slate

pape!"miICh,1le

Re;ponse of

"

n"'l_)

-~

-,-

'.

"

","
"/ 10

' ,n

"

Mullh"anabk (ontro.l! DI: >Isn

i05

n: ~u lt.~ in a de,ign that ., till meets a ll spec ifi cat io ns and su b~l a mia ll\' red uces
the usc or both cn nlro ls, It s response 10 x(O) = [O IO)T is ~ ho\\'n in Fi su r~
9,] 1.

,.,

.,, .,

1-' -

1-

'I

9.5

0] WI th

1 O]Wlth

t, lengthened to 5 sec
..lid no \"""9"",\ on x_,_

. '101_10

closedloop control I::.

II'lII al slate

R('Soonse of
papeo--mac/-..rc

Figure 9.11

r, ~ I heneo to S!oK

'",!loll sl ate
J( ' (O) - 10 1

figure 9. 10
","""",0'
Doapt'f-m(!eh,ne
clo~-loop lontrol to

"

........-

"

Tim se< 1

--

,.,

" .110

,,"

.t,.'2

-,- .' .

"=

"

Till><

,>,

";"'-'o".,,-,-,, <,--;-'~-i:,-,-,:;---,

loS-

,t,

.,,

.,.

..0." "

~: ~;
.~. .;:."..""..n.=____._._._.____

l'~

,-

figure 9.12
MagnetIC -tape-cr,",
dPsIgn exanplt>

"

+ K" i,..

k I.f: - .f ,) + bU': - i ', ).

x, '" (x, + -':1/ 2.

r. :-

J(i,:: - Tr

Jii, ==- T,r + K,';,.

li miTed 10 I A at each dd,'c mOlor.

TIle cl.JlIf.1 ions of mOfiOfI of the syslem are

(9.116)

A~ a funher iliuSlr.l!ion of ~IIM O de.~ign. lO't \l iII now apply the i dea~ [0 an
e.t a mple thaI inc ludes integra] control a nd estima tion. The .~)'~I em i~ ".hOl\ n in
Fig. 9.12. The n: lS:ln indcpenckntl) comro llable dri ,'!, motor- on each end of
the tape: lhcrd~. il h po:.sible In con trol the- tape JJOsilion o\'er the read head.
xJ a~ ""cit as the tensi on in the ta pe. We ha\"(' modeled the !.:Ipc [0 be a li near
spri ng " 'jlh a small amount of \' is\:ou~ dlmping. Although the fi~lIre shov. s the
tape head 10 the lefl of the spring. in facT. the springiness is di mi buu~d alon!!
the full lenilh o f tile tape as shown by rh ... equarions be low. The Sool of the
conTrol ~y~lem is 10 enable ..:urnm:ondi ng lilt: tape ro specific posirions o"er tlxread head .... laile Illaimuining a ~pecilicd rension in rhe tape 3t all ti lllc~. We will
ealT)' OUI the tiesig" u~ing MIMQ techni 4u ~ s applied to The fu ll )y;;tl' m cquation~
3rlll conc lude the di scu~~ion by illuSlf'..Iting how o nc cou ld perfoml rhe de~i~n
u., ing a dccouplcd mooe) and SISQ tec hniques.
The ~pcc ification s are lh m we wi~ h to pro, ide a step change in position of
the ta pe head. x,. (If I mm wit h a I'N sett li ng time of 250 Ill.'i.ec wi th o'ws hoot
le..;s than 2M . Initial and filml "c locity of .\'J is to be zero. The tap.! tension. Te'
~hould be controlled to 21\- lI"i th the co nstrain( thai 0 < T. < 4 ~. The curre nl is

9.5.4 Magnelic-Tape-Drive Design Examp le

.[,.

"

,=

.1" ,

.f ~

=
=

~. =

H,. H,

it ;,

curre m imo driw motor~ I and 2. re ~pe-:ti\"ely (A).

tension in tape (N).
angu lar position of mo:wr/ca~l an as~\.'mb l y tradians) .
po~i ti on o f tupe:l.I c:tp ~tan ( mm, .
po )sition o f tape over read head (mnl) .
0006375 kg - m~ . motnf and capmm inel1 ia .
O.lm. cup,;mn radius.
O.54-l-N - m/ A. motor torque constant .
2113N/ m. tape "pring l"On<-w.nt. and
3.75 N - sec/ m. t3f1<! damping cons tant.

'v,.

T,

(ti:

-10

8.53.1

o ]
o
o [ ;,i,

1
(~',
.

w~
w.

.L

][''']

matri.\ in Eq. t9.117) are

s 2: O. O. j8 rJd! ~ec.

~y~te m

= a ngu lilr ratcs of mo tor/ cap>tan a~<,e mb l ) . &, (rad/ st'"cI.

(tI~

.<,
o
.\.,
0.5
0
05
-2 .113 2.1 13 O.J75 0.375 ] [

outplilS are

10
()
3 .., 15 -.lJ15 -0.588~ - 0.588
2
3.315 - 3.315 -0.5882 - 0.5 882

The eigt'" n,alue s of the

where

de~ ired

w~

w~

[ ,', 1 [

where the

.r.

<,] [

ms

{9. I I S,

(9.1 1~ )

In order to be able !e> simulate a control sy~!em Je,ign on inexpensive eql.lipllll.'llt

where the ~ys tem
time constant..; much faster than 1 1.<'l". it is often useful
[0 time-<cale the eqJuti on~ f;() that th e s im u l ~tion run s slo.\er in tm: laboral ... :;.
than it wou ld o n the 3ctual system.'; We have ch o>en to tiJre-scale the equati ('n '
:lbcwe so they run ~ factor of to slower than the ac tult l .'y~tl.'m. Therefore. Ih"
~w ling time ~lX'cificati o ns become 2.5 ~c in ~ tcad o f 25(J m.o;e( for th e actual
~y~tem . The nu merica l I.'qua tions below and all th e fu ll ol.\.i~g discus"iun pe n'l i ~
to the tirne->caled ~ys t em. In~'orpora tin g the parameter ,alues and writin g th~
time- sc aled equations in stale form re sults in

wht!re

~ !u hl\ ~ri abk

C<lmn>1 Design

""09

[~

n
=

I 00]
0 I 0
00 1

0.5

])

0.5

O.~75
] .
0.5

t9.120)

K = [ -0.823 0.286 J.-I~I 0 .." II

-0.286 OK!3 O . ~ l l J..l-I I

U~e of tJ:t: Q, and Q: with the di Kre te equhalr n! of Eq . (9.1 17 ) in M ATLASS

dl qr.m res ults in th e feedback .pill Il1ll ri.~

2. 1J.l O.."7~

(9.1 19)

Ilhl.'re a thi rd o utput Ilas bt'en added to thm of Eq. t 9. I III t. which repr~~e nlS t
in cmler to obtain hwer damping of thl' ten siun. Thu~ we u bl ai n the weighting
11I3Iri.\ frmn

QI

Althoug h th~w weighting ,; gO!\"e an O1Ccep(abl l.' result. n some"hat n}[lre de si .....lble
re"til t w;). , fuun d b~ modifying these weight ing, to

and b.!\:au,1.' we <"":l.peCI eoc h contro l to be l.I ' l'"t.i equ all y

(I, =

The outpu t qllJntitic, 10 be c~l!rn ll\.'d are x , and T.. so that it i ~ logicJI to
weight thO);c q u ~n t i!ies in the co:;t Q,. Acc ordi ng to the gu ideline, in Eq. (9. 1(6 ).
we ., hc uld pic k

A, a fin,t st<'p in the design . le t"s try ~t ate feedbad : {)f all four .'t a t ~s in Eq. (9 11 i ,.
W e lI'i li ad dre~s the ~tatl.' eq imntion in :i fell' page, .

Full Stale Feedback

where the- o., cillatof)- mots are from the .,pring-ma~~ ,;y.,te m cons isting o flhe tape
and the motorkapslan in ~r1ius. Th is open-loop re.w nancc has a hillher freque ncy
than the Tl.'lju ire d d o.'O<' d-loop rO(l t, to meet the ,e ttlin g time spcc ificution s: Iht.>r;fore . it "'ould be w i s~ to "a mple at 15 x the op-;:n- loop re sonano:e at 8 radl~ . A
".Ilnpl~ rate of T = 0.05 ~~ c re,ults.

\1.5

Chapt~r

Fig ure 9.13

Referene", In~ut
structure US(!() for
F'g 9.14 _ _ __

410

and Optimal Con l",l

21 J3

."'
]
0
[

=O.~7m==0.941mm.

"

result~

in

0. 1

0,1

- 0.2 10 0.D18 0.14-1 0,014]

K = [ -0.018 0.210 0.014 O.7-l-4 .

01 =

0.'

Eval uation of th~ lime response using the struct ure In Fig, 9. 13 (from
Fig. 8. 14 ) shows that the input curren! li mits are ,iolated and re~u l ts in a .\.C!t1iIl~
tim e of I ~ ec . which IS significantly fa.~ter than required. In :'Jrder t.2., ,low down
the respon\.C and thus r~duce the cont ro l usage. we ,hould lower Q, Re"i,in~
the weightings to

x, =

1.47:'

Solving th ese two eqllations and adding the zero veloci lie.<; fl',u lts in

_I', +.f: = 2.l ) = 2.

T
2
_t'.-_l =.....!:.== _ _

To bring the ~ystem to the desired values of T, and

we u..;e the ~ta:e !;om
m.md structure described in Sedion 8.4.2. Let us ti ~t lry wi thout the fecdtorwnrc
val ue of steadv-slate control. II . Calculation of the referen:'e state. :1:, . can b ~
carried out fro"m the phys ical ~iationships th:l.t must exbt al the desired \alues
Of _f~ = I mmand T, = 2K

x,.

s == - 5.5 j5 ,5.- IOA j1 2.4sec

which can be used to ionn the dosed -loop sy~u:m for eva lu ation. C dculmion of
the eigen\alu e~ of the j iscrete systcm and transformation ofthell1 to their u.i.~cret<.:
equ i\'alcnt by : = r.' r results in closed-loop roots at

~lult i\-;lriable

Fig ure 9.14

Time resDOI15l:' lI!>,ng
Eq. (9.12t)

:\lultiwriable Control Design

= -3. 1 j3. 1 -45 j9 ,! sec -I .

4 11

[ :0

~~:;~:
]
0

'"'

N, =

[~

0.1 839 ]
0. 1839 .

. T.(Nl

_____ i:(A)

_ _ i,(A)

2.5

=
. .=..--:.======::=.:=:1
~./C
"".:..
::;::
...:::..
OOl

0',"-'

r',:

0.5-

,I,

,,-

.... - .. .rlVttn)

,,---------------------------------

wh ich can be used to command the system as in Fig . 8.15(a) wit h

r = [lmm !Nl ' No tethatNr = x =[0.521
1.4130 OI J asal _
ready computed above. and we ndw h.:l\'~ the stea dy state comrol. u = N r =
"
! 0.368 0.)68 )r , that ~hou ld eliminate the tension etTOr. The response
of the
system with this mod ifi cmi on is shown in Fig. 9 ,15. h \'erilies the ehminmi on of
the tens io n error and that all othe r spec ifications are mel.

.:>r,' , --

and produce:; the response shown in Fig. 9. 1~, The tlgure shows lhat x, has a
>Cllii ng time of about 2 sec with an ol'ershoot less than 20% while I~ control
CUTTent s are within their limi ts: howner. the tension did not gD to the des ired
2 N, The sleady-~late tension error o f the system is ~ ubstantial. and so we shall
proceed to correct it.
As d iscussed in Section 8.4.2. we can provide a feedforward of the required
steady-sta te ~a lu e of the control inputthut eli minates steady-state erron;. Evaluation of Eq (8,73) (see refi,m in lh~ Digital Control Toolbox) using H from
Eq, (9. 11 8) and ([). r from Eq. (9.1 17) leads to

which produces a c losed-loop sy~tem whose foots tra nsform to

9.5

Chapter 9

teed'orward of u"

Figure 9.15
Time resporl5e IJSirt9
Eq, (9, 121 ) arid

4 12

anc. Optimal Control

o,s

... .,

--',''''

T.....'<'

. .. , "0\""'"

~ ] ,, (k).
(9. 1nJ

We will use the augmented syslt'rn mat rices (Il>". r ) from Eq. (9. 122) in an L.QR
colmp utati on with a revised Q th at al so wdghts the in tegra l ;tate variable. Thl> b
most ea~ily accomplish~d by ronn ing a n..'Vi~d II, from Eq. (9 , 120) thai include,

" ,"" 1- 2.1132 ,1 130.3750.3751 .

where. from Eq. (9,118)

+[

[: L~ [: '.:; ][.~ 1

Normally. de~igneJ"5 prefer to avoid the use of fccdforward of u . alon<:

because its value dqends on accurate knowlcdl1c of the plalll gain . The preferrrd
me thod o f reducing steady~tate rrrorll is to usc illtcgml contro l or possib ly
to combi ne integral cont rol wi th feedforv.ard. In the I:.mer ca,e. the integra l" ,
function is simply 10 provide a correction fO.T a possibl e error in the fct'dforward
and thus ca n be des igned to have less of an Impact 1m the s~stem bandWidth. So
.
le t's de~ign an integla l co ntrol to replace the u" feedforwad.
Beca llSt" the tenlion was the- only quant it)' wi lh the error. the mtegral con trol
need only correc t th;.t. Therefore. we will intcgr.:lIe a meas\l~ment of the t~n.li('>n
and u~e iT to au~me nt the feedbal'k. We sta n o ut by augm en ~n g the Slate with the
integ~aJ of 1. accordi ng to Eq, (8.83) so that

l.h

"

" - ---:--- -- -

~ Iul (j\"ari~ble

x,.

M 'J ~ \lva:latlir

Conlrol Design

413

fl

(9.12JJ

01
o 0,10 0() 00
[ o 0 0. 1 0
o 0 0 0,1

(9. 1 ~6)

ga ins, one for the int el1ral and one folr thr
K ~ [ - 0.926 0.7.'14 1.2(, 0,585]
- 0.734 0.926 (J.S!! 5 1.26

\\\'o

19.125)

.,e('-'.

11,.=[ -_.1~.5 13 ._,113

,0.5 0.375
0 0..'175
0].

The on ly unfini,he d bu~ine ss now

(9.l~7t

is to replace th e full sIDte feedback wit h an

esti mated ,; Iate , We will a,~ume th~re are two mea~uremen t s. the te n~ i on. T.. and
tapr posi ti on , .l'.'. Althoul1h measurements of (II and fJ; wou ld possi bl)' be ealier
to mak e. it is lypically bes ttol mea.' ure di rectly the quantilie~ that one is interested
in cont ro ll ing. The refore , for purposes of esti ma tioln. our mea,urement matri K is

Add the Estimator

and the ti me response of the ~yste m is shown in Fig. 9 ,1 7. Aga in. lhe te nsio n
goes to the des ired:2 N. as il sholu ld. and all other specificalions are mel.

s "" -9.3. -3.1 j3. 1. -5.8 j 11 .8

rep laced the u" feedfol"\lIard wi th an ime,gral of the ten,ion elT(lr.

The rOOlS o f t11~ cloo~d-loop system Iransform ed to the x-p la ne are

Th ~se feedback gain matrices arc then u~d to conlfO] the sys tem a~ shown
in Fig. 9.16. whicb i ~ based on the ideas from Fig. 8,23. Essentially. the only
differenc~ between Ihi. impleme ntation and t~e prelioos o ne is thaI we ha l'e

K _ [0. ).'17]
,0.137

which Cim be pani ti oned into

olri gina ) state

K = [ (j,137 -0.926 0.134 J.26 O.51l5].

"
0,137 -0.734 0.926 0.51l5 l.16

Pe rforming the calcu latio ns reb ll lt.~ in an :wgmented feedback gain ma trix

0, =

The rc"i ~ed weighting rnmriccs ar~ then obtained by the u;,e of Eq. t9 . 119 ) wit h
an additional diagonaltenn in 0, rorre,ponding 10 an equJI weight on xI" that is

[ 0000.50.5'

0.'

"

0.5

() -2.1 JJ ~. I 13 0 ..'175 0.375

Ii =

n fourt h output con~i~tin g of the tension inte~ral.

an d thut is used with lhe
augmented , Iatc defined by Eq. (9 . 11~J. The r.: sult is

9.5

Chapl~ l

Mullll'anahl~

with
and full

,..i

'_.,

,"

l',

.-.-

'/

'

..

Tim," (se:)

',

(,II)

/ 2{A)

I J (A)

- - ---- T,

i ~ ----
',,,':- ... ,.. .. ,.. ''''''1 '

--- I

III Fig. 9.16

-N .... ,',. ,

--

,,
,, I
,,
,

,,

~r .,

"

,,r,

,,
,,
,
,,,
,,
,,
,,
,,,
,,

,
I ;

,,

a'5

'.

and Opti mal Com ral

Figure 9. 17
Time reS:l{)f'ls e us ng Eq. (9 116) and 'll1eg ral control

,elere nce in~ut

slate fee<.Jtad:

implemE'nt a~ion

Figure 9. 16
Integral com'ol

i11

"

!,

I
I

,~_--,-_...J

'.

Co nlrol Des'gn

i .5

(9.128)

,.

[ 0.000 1
0
0
0.000 1

(9.129 )

= -3.0 I~ .5, - 4, I ) 15,4

:;-' ,

(9.131 )

19. 130)

[8 0..1)' ,,,., pi""

.,..,. ,hoe "" '"",,," ,

If implemented us ing Ih e state com mand stniClure as in Fig. 9. 18. whi ch ha.~ the
sa me rd erence input struct ure as in Fig. 9. 16. the response will boo: ide nt ical to
F ig. 9. 17. Th is fo llO\\.'s because th e estimator mode l receivc, the su me cont ro l
inpu t thut lhe plnnt does an d thu s no eSlimal or crrOf is excited, In ord~r to eva luate
the estim.110r, WI.' need to add measureme nt no be and/or some pl am d i.qu rbance
Ihat is IlO t see n by Ih e e~ti mutor. Figure 9 , 19 shows the syste m respom,e to the
s:lme re feren:e inpu t as Fig. 9. 17: but zero mean random noise "'ith an mls of
0.02 mm hasbet!n added [0 the x J measuremen t. noi se with an rm s o fO,OI N ha~
been added to the T,. meas uremen t. and a ~Iep di stu rbance o f (J,O I A has been
added to the i, entering th'" plant ' at 1.5 sec, :-IutC in the fig ure [hat there is

which re sulll in e~t im atorcrror roOfS Ih.1t lrJnsfonn 10

0. ]21
-0 120 ]
0. 120
0.32 1
- [ -O. 12~
0 .1 42
0 ,1 24
0. 14 2
L_

compute the estimator ga ins and re,ulting roolS. thcn modify R .. base'{] o n the
estimator pc-rfon nance i!l ~ imll lJ li ons incl uding measure me m noise an d plaus ible
di sturhances. Proc~cdi ng. \\'e use th e tmau!"1l1entcd I and r, b<lsed on Eq. (9.1 17>
in MATLAO'S ka lma n .m with n, from Eq. (9,127 >and th e no ise m!ltrices from
Eq ~. (9. I 28) and 19. I 29 >to find th:n

r, r

Dctwnining ' al ues for fhe proces~ noise matrix . R,. . is t )' p icall ~' not based
on the ,ame degree o f ce rtain ty as that pos.s ible for R,. We wi ll assume th.1t
th e p roccs~ noise enters the system ide nticall y 10 i , and , ;: there fore.
= in
Eq. 19.8 ! ). We could m~ke mea sure me nts o f tile magn itude and spectrum of the
inpUH:urrent noi lie to determin e R" via Eqs, (9.101 ) and (9, 102). How~\"er. mhe r
d isturbances an d mode lin g errors typ ically also affect the sys tt m and wou ld need
10 be quant ified in ordtr to arrive at a tru ly optimal estimator. Instead. ,",'I.' will
somewhat arbi traril y pic k

0
R' = [ 0.0001
0
0.000 1

~ l u l nvanJhle

Let us ~uppo r.e th at th e n ns accuracy of Ih e tap e position meas ureme nt i.~

0.02 mm. According to Eq, (9. 1(\4). the fi rst d,agonu l eleme nt of the R , matri.~
is therefore 0.02: = O.()(X'I4. Let us al so ~uppose that th e mt> accuracy of the
tcns io n me~Sllrement is 0.01 N. Th is res ult s in

95

Ch 3)ller 9

~!ul t i\';lri al:: k

Figure 9.19
T;'TC response with
integr.tl (OIluol .tnC (111
estirTl(l IOf with L from
Eq . \9. 130) 'ncluding
measurement r;oi<;e and
a disturb.lfIce at 1 5~

l
=1

C.5
Tim. (>)

l~

=~

-f;-I -,]

_+.----\-"_.

C_;-,,_.. -' -,'

O:~td!VL-'-:

,, -,, .
--+!- ---- -- I
;,
,
_h _'., yA'
I
1
~
,,
<3 , ,
I+-l-/-.--,,--=
/ / ..='
.' ="-'.'",,+".~
. ---1,,=::::
.. .,=.... =
.. . .

,,
,,

estimated ,late feedbilc~

-+I------1I'-:~_: :_"~);,;'-"

,,
,,,

, ,,,

,,

:o ~trol

,n~ut.trW

arid O pllmal

Figure 9. 18
In te91.t1(0[\:(01 ;TPlcment.ttIOfl with refcrffiCC

416

0.00'
0
0
0.001

0.497 -0. ' 43

0.497
0. 14:--0.3]8
0_.129
[
0.338
0,-'29

(9,132}

19 W" """ Id at"" adJ J ><"COOO ;n "'fr~t ,,,,,,tm r I""" on " !O u (( Ih e .rr.... """ " " prd.,:tM" I ~..w..""
.""" " M'. " i1h <'Onlrol"00 ""im;\l'K pin, in roro.or IU ~."W" to"'''1 'j _'I<m for oiJ b r.,h of "",,", if
Ill< ~ n, <on "" 1Qt. .. ,,~,

As a final comment. we nOle that the pla nt can be uncoup le d and de signed a~
twO indepc nde m second-orde r syste ms, one for x, and o ne for T. . lbe key ide a
10 ~ccompli>h the uncoupling is to note that ~qu al comnumd_, o n the two current
inputs will caus<' all increase in te nsion with no change in .t _" whe reas equal and

Dccouplcd Design

which are famr lh:lH the previous foots in Eq, (9.1.11 1. EI'aluat ion of th e s ~me
as in Fig_ 9.19 wilh el-'el1' thing identical exce pt for Ihe cstimmor gain s
results in Fig. 9.20. Note th at the ~tual mag ni tude of the measure ment noise
and di stu rbance was /J OI changed in genera ting the figure. The .'alue (I f R .. wa<;
changed in orde r 10 produce higher \'ulues in the gain matn x, The figu re shows the
expected resd t: largersenSili\"ity 10 the measu rement noise but reduced sensitivit y
to the di.<;turb ance.
c~se

s = - 4.0 j8. 2. - 2. 1 j 20. 6 sec- I

which i ~ larger in cvery term than the pre\'io us gai n in Eq, (9.130). Using the
gain tu form the e.\t imawr elTOI" eq uatiun ~nd rram;forming it, root; to the .I'-plane
resu lT s in

L_
-

By increasing the pfoces. noi.o;e. we are esse ntiall y ,ayi ng that the knowledge
of the plant model is less preche: therefore. lhe optimal lilter will pay more
.l11 en tion lO the meas urements by inc re:lsing the estimat or gai n, and speeding up
the estimator. Hi gher ~ stjm ator ga ins should reduce the ,teadY-Mal e rsti mation
errors and their effeci on -'" ,. but at the cos t of inc leased sen~i ti\' i !y to mea,urement
nois.e. Carryi ng llUlt he calcula ti ons yie lds

R. = [

some nois~ on Tc and th<' inpu t currenls. and It.ut lhe di.t llrb:m('c 0 11 i r caused a
steady-state error in xl"
Thi~ rtlu lt can be modifi ed by changing the estimator, Let us s uppo~ lh~t
we \\' i ~h to redU Ct the steady-slale <'fror o n ,r, and we cant01era te inCftased noi ~
ellecl.'>.'" $0 let us in crease the a,~um ption fbr the process noise Eq, (9. 129) to

C~pte r 0}

~ l uhl'<l l lab!e

and Optimal (<'n lrol

,.

k'

i
,.

~,"~"

o.S

'''"'''-''''

~~)

,
l .S

.~~~-~.. ... _....... ..._~

..._."._..c.c
, __

=._.._. ~. ..

II

f.

H:r

:. =

"x.

19.1~ )

(9.U:;,

from

(9. 13:'i1

where H and II arc the panitions of ll in Eq. (9.127) ami " is the s)st. . rn mat ri~
Eq~ ~ 9, 1 d). F'J llowing the ~tate transform at ion idea, in Section 4,33. 'Wc
clln write that

"J=

.r.
.',
~

'J[ i'J=
T:[ -' ').
-

Ity
[ ] ["']

~ ["", J~[- I'

We al,;o detillC a m. ...' state

u"

opposite current commands .....iII cause a change in x , \\ ith no effect on tensiou.

We the refore transfonn the control accordingly

0: I~ '1"_

,I
~

------ :::::-: :; ::r'---------

f+f-\:;\,7/-----.--'-~-r-o- .......--

f--,.,--+---+---t, '.

1" ::'

, .s

Fivu re 9.20
Time r6pO~o;e with ontegral (on tra! and ilO es:,mator w,th L from Eq 19.132) '11(100'"9
mea!oUrE'ment noISe and a distlll'bal1(f! at 1 5 sec

.. 18

d ,..,.; '

...,,:: r
and

0]

0 0
o
,
o 0 -66.3 - L IS

,""

,-

G_[~~7

G, = T"GT; '.

419

19.137)

(9. 136)

Sumflldl)

0 0

42.7

[0 ')[i;.',]+ [ 0 ]u,.

[~J=[ -~.3 - / 18 J [~J+[1~625J!I,

""

(9. tJ9)

19.138)

An optimal COn trol ler is one: that minimiu-s a quadra tic cost fUllCtion whe re
wc:lghting ma tri~'es are selected by the designer \0 achie\'e a "goOO" design .
Criteria for eval uation of the deSign are Ixlsed On all the same factors that
han been discussed th roughout the boo k .
Optimal control met hods are u~e rul in desig., ing 5150 ~yste m$ because they
he lp the de.dgner place tile pole locations.
Optimal cont rol method.~ are . . ssentia l in designin g Ml.\10 systems as they
reduc e thc degrees of freedom in the deSig n iteration down [0 a manageable
fcw.

9.6 Summary

The perfect uncoupling was due to the perfect S) mnlCtry of the problem: motors and cap. un inc" i" idclltical. 1t1OI0I" con ~tant~ idl"ntical. and tape read head
exactl)" in the middle of thc capstans. In an actual system. there wou ld be differ_
ences Bnd somecoupling wou ld be preSCnt. Due [0 tbe simplieity of the uncoupled
<ksign and it. impleme ntat ion. however. it can be ""onhwhile to e\-:tluate the per.
formance of a decou plf."d design to ~ if its errors "'arramed the full MIMO
desit; n,

Thc lWO system equations. /9.1 38) and (9.139). can then he u.'>ed 10 design
two control systems using 51S0 met hoo~. The rcsulting controls. /. ! and 11,. can
the n be "unSCT~ mb l ed" vi u T. to arrivc at th e desi red i, and i:. that is.

,"d

[ .i,
.r~ )

lllcrefore. ,,'e see th.1l there is a decoupling tha t re.>llits in t.....o separate ~yste m s.

F, ::

Performing these caJculation.~ yields

0 ,
o0 o
0

....here

96

"20

Chap:er 9

9. 2

II.!

de' ;\"Jtio~ '

kxu. :

(f )

".M

Show Ihat f(>f ~ .' y,tcm wilh (IOc: ~"O<llroJ II is a.h.. al'~ po"ihlc 10 eo,,,tn l':' ~ ,)m m.lo,'
root Iocll> <-orre'l'ondi ng 10 Ihe opIima\ st.ad."-slal~ cuntrQ1. [Hi, .... Sho'l thai if
Q, "" 11 11 ' and G( : l i., Ho lumn .tn "tri~ 1"lIIsfer fOI\<:liol1 g.i'~ n by H(: I - 'f> ~- ' r.
lhen the fOOlS of Ih~ optimal C<.Inlrol arf gi ..,," Ill' I _ f'G ' I: IJ G (~, : O. which
i. a !>Calli" ".'m melric rooI- locu . p,ob lem and "hich
Ix 1"'1 in lhc form
I + pC ,, : " )G , (:1 '" 0, Usc Eq. 19.)HI 1

(b ! T..... the di",rcI' lrln<kr fUtl<:l i(m from" to H :IX the ..., Itllite de,ign probkr.l
lAppendi ~ M and foml the w mmenic rOOI locu" PiOl. ftc JQl:U~ ""d locale L'K'
v~ltJes of I' corrc._p',mdi~g to the .e!ect;()l" of Q~ gi' on in Eq 19..\il,.

(a) ComPU1C ,he c!oo;,:d.loop pok locatio n' of the .;., d~l~ d,sign probkm. u,ing the
>lcad )'-sl.1< pin .!'i ,,,,n 1>.' Fi.!', 93.

r("t(lt

D.!monSl ..~te Ihal if lhc opI im.1 ,t "~dy_~!Ote t()ntrol , K,; gi'en b ~' Eq, 1 9.~1 ) i,
u5<XI in lh . ,lam equcuion Eq. (9, 101. Ih "n 110. malri~ i" I~e uPl"" kfl com" of W.
which i, X,. has column, thai arc cigen,ect,.,. uf Ihe do",d loop jy.!~m.

SyrnlIl<lrh:

It)

lb l DeIllV!lWat~ that if \\' ;, a Irnnsfnmulion thai bring.' Ii. to diagO<1at form. the~ II><
fi l"!<l n colunns of W are eig<"n't"'" of 1-1, a,w;:i~ted "ilh liable c;gen"aluc_,

1&) Dcrh'e Eq, 19..'.l) and h~oce .enfy 1M com rnl Hamiltonia" as ~'W" by EQ. 1 9:; ~ 1.

()pI;ma! cuntrol

9.7 Problems

sy~tcm noi~ characleri~lics.

The opt imizat ion procedures provide a lCchnique for wh ich many good d~
sign candid ates can be gt'nc f3tcd w hic h c~n the n be ~\'aluat ed to ascen aill
..... hether the y r.teet all the design goa ls. The procf'rlures do nOt c li minate
trial-and -error mcthods: ralh!'r. tht'y trans fer ileration on cl a~s jcal eumpen>.;).
tion parameters to ilt ration on optim al cost- function parameter,; or as,umed

MIMO system design .

Optimal estimitors are useful for SISO system de s.gn and essent ial h.lI

Ge ne rally for li ncJr, stationary ,ys tems. the st eady-~ta1t opti mal e~tim~tur
is smisfKlory and far more practica l th.:m thc true o ptima l time-varying gai n
>oiut;lln (Kalmlll tilte r).

the system.

T he m Oo t acc urate di~rete emula tion m eth od is based on finding th e diKrete

cq uivaicni of a ~o ntinuou s cost function and sol"ing for the disnete optimul
control sySte m with that co~1.
An op tima l cstimator is based on achie\'i ng the min imum mean square e<.limation crror (oc a gi\cn Ie,e l of process and measurement noi~ acting Oil

Generally. fur lincar, stutiona0"' sy~tem." the ~leady-Slale op limal con lrol
soluli o n is sat isfactory and far more pract ica l th an the truc Opl ima l time \'3ry ing gain solu tion.

Mult"'3nJbl~ and Oplima l Cuntrol

Problem;

42 1

9.6

9.'

9.'

( b)

Dr~"' the 'ymmctnc IooIloc u, corre.pond"" to tm, design of

p.:lrl

' a),

Design all optima l <\~ad~~ ! lal.e tiller fIX tm, "mrnn~ . Assume II\;t I Ih~ re::~i\"e, I\oise
ha, a ,anaMe. R, . = 10 rnd' aOOlhallhe wind gust l1Oio;,:, '" . i, "hil . &<lCl we
"..,1 thr ca'e, COITe'poooin, I[} II . ~, J = 10-' . )0- ' m d )0" .

"

+
[

1).5.. 9

~I 16.'1

0.02"

-~~I

(U.l4

- 1 18 J

(1

!a l~ral[TliOO~"[' ~f.6:~ :~,:" ~:'f~ ~:f,:jlm.["'~ 1

",

e'g,m In M ....Tt.\B,)

included.

Ind.Hkd.

~elermi"" IIIe f\.IOI locations Ih,1 re~ul l from (c) when IhI' cfI",-cool'ling term s are

te) ~~u7'ing Ofte Can mea~u .... r "nd 4>, . design two S(lnd-or<ler e>li matOll< It,.
l.!'oormg.lhe cr~<,cou phnlllcrm~. Placc all ?Ole' ~t .. '" - 2 radls.:c,
-

IU "

Ib ) Dflenni~. Ihe roor l oc ~ti(lfls tJ\at rC$uli "he~ lhe ,rosi-coop\in~ rerrll<

(a) De,isn 1\1'0 s.:,ond~der controller; b)' ignoring Ih. cro",coopling le-!"nlS. Pid
,O. H al .. '" - I J! ,S radl",c for the yaw modo: f,. and r) and = - 2. - 0. 1 for
II\(: roll fIl.O<k (r md p ). Uo;,: a sa mple period of r = O.D.'! se:,

The

(d ) Plollbe slep r~'pon'-l: of the (onlplel~ <,-stem wilh control law c'QiTespm,d in I[)
p '" 0.1 and fi l l~rcorre.<pondjRs to R~p-d = 10 " .
g

(c)

p.':'

).1 I:ksi~n"nop!;malcor'1rolkr corre~poooi n~lo lhe cOSlfu <>Cl ioo "), .1 - '
::.
f
J . .
- "
.... 1'1
ur
0.01. 0 :1: Jnd I. U", T = 0 .2 'C>. Plot tM .<1~p IT'pon..: of the closed
Iwp . "Ie m for Ini tial (~in .\' and.i in each U~, Wh i~h \lIIlu~ of (f mosl n.e~rI,.
""01< the Sicprtl'pon"" 'P<'citic OIion gil-"n i~ Chapccr 7~

for oxh of the 'alue\ of R., gwc n by Ih. steady tiMI vallie. or lhe Cu r- es of Fig . 9.8
For 110 . antenna c.u mplc in API"'r>di~ A.~.

'.J Co m.~e the IOC alio)<1 or lhe closed-100Jl pob of lhe optimal filter fo, the weHil~ problem

(dJ G."..: the cqui,"lcm ,c~l ar pla nt Ira".fer fllncti(lfl G , l:). if 'W ha"e Ihe ....... lli le
"-,:ollol problem and u", Q, '" I. Ihf 1 x 2 iOCmily. Dr:lw Ihe 'mmelnC rWi loco<
fer thl> case

9.7

Chapler 9

9 ,11 alld 9,12

sys tem fOf Problems

For t"" doubk ru.sspring syslem in Example 9.5. design acoolIoIler and eSlimatQr I;,at
usa . mcasu,cro.ent of d. " ~hoo Ld respond 10 a command inpJI for d with a rise li~ of
2 .tC with an O'\.. !'Shoo( k.s (han 2lfl.

9.9

t""

ZO Il

~It-) ~,,-

...:::.:.:...J

--""::"_ /, _ - - --{

t""

",he,ew = 19.000radlsec ( ;;;: 3 KHzland < ;, 0 .05. Thi l is the transfe r functi Dn belwe<n
Ihe IOrq~c appli~d to the disk h e~d arm and the mOlioo of Ih ' read head 00 the end (If
Ihe arm, t'>ote tt.;, is at"" Ihe same g~neric m.:w:kl a. lhe dOY bk m' ' ' 'pring sj~tem In
Eq. (A. 20), The ,ystem ha.
capab ili l)' 10 me" SUre wr.c r. ,he head, ate .. -ilh re.pc,1
to th e d ~t. Irad~ Qf1 the disk_ T he tWt) bigge.<I diSlurbances are due 10 an :>clualO' bi~ ,
CU', ) and Hack "'obble (y~) from an off ce nter di s ~ mounting. A s.chernatic diagram ""
lhe iy,lem 10 be controlled i, ,hov.n in Fig, 9 ,2 1
Since the (b~ ij roc.ting at JH22 rpm (400 ndls). an offset cau "" a , inuSQi<iJI
)'~ to he a(\(\ed tJ Ih e o ulpUI of the transfer fU llCtKm aOOve . Tltc purpose of the s,,,,t) i,
10 fo lio",' the <.lata trach as clo>c ly as pm, ible. ,.t>c lt>c r 1h<: disk is . Iight ly off ",ntt r '"
nM becau..., Ihat allow. higher da ta dc m ities On the diSk. It is also de>irab l~ fOf tllc ...t''f'
10 >cttk 0<1 ~ new track .u quickly "-, I""si ble because 'he disk ac.: es s time i! ,JiloXll~
relaled to thi s se!lling lime aoo is ~ rrntjor >ellinS point for disk dri ,'e l,
Oesign a discrete cOn1pCmator ",-ilh a >ample r ate no fa~:er Ihan 8 kHz lhat h~ . a~
o'<e"hoot 10 a Slep I:<lmmand no grea l~r Iha~ 2W. d""s ~ Ol aLLo... st .ady .I at e tr",, ~ifl~

9.11 A simplified rno:xIe l ofa di.<k dri,'c i.<

9. 10 Forthc double rus:s.,prin~ system in Example 9.5. d.'ign " c(,mrolle , and es timator mat
uses a rnea-.u,ell1cnt of d, It shou ld re'pond m a command inpJt for J with a ri_... time "i
J Soec " 'ith anov<!'l;OOoc less lhan 154. PIo! the frcqueocy relpGnse of your co mpensation
features of lhe ,ompem ation.
Ico ntrol plu~ estimator) and q ualiral ;"ely d.s.cribe

For tho:: double ma s~->rring Sl'St~ m in Exampl~ 9,5 . imestigatr the rff""t of diffe.-ent Q ',
or, the. clQSl:d ll'llp poles of Ihe s},sle m, In p;ln icular. detcmine a Q th.t ",-ill yidd an
equi\'aknt dam~ing of lhe osc illalory Ixdc. thaI i.' gre. lc r Ihan I; ;, U.5. (Him: flG95 M
from the Diital C(mtrol Tooloox will be useful 10 you, )

beu~ful!OyOlLI

Staning with Ifle paper machi ne d.si ~n in Sn:tion 9JJ ", ho"", QUtpll! is . hown in
Fig . 9, I I. perform desigo iterations on Q, . Q._. and " to find the IOWC':I1 possible '-~ Iu.
of w, that ,till "'nIl (he Slale 'poe<;ification. on m~> i mum "allC and senling lime. 1m",:
Th e routines rlG99 ,M. F1G91O,M ~nd FIG911 .M from the D~iL11 Con trol Tooloox "<1I

9.8

9.7

Design m oo Sl'<:Qooordcr csr im.roo. one for the Ilic~ (8 , w) and OI>C' for the ,an (.T. t'J
Wrify Ihat thc o:le ...-ay ruupling (cart 10 stick on lJ) cau>es the f ull fou nhor(k,r eSlimator
to ha,'e the sarno: J'{)C}!S ,,-' !he separale sooo-order design"

l\lulnv.mable and Opu mal Comrol

Di;K d rive dosedloop

Fig .. re 9 .2 1

i22

(it..

~.
,.

9.I S RCp.'ut Example 9,7, b~1 !lt the [x, ,1 strai ght line 10 Ihe data, (Hilil: F1G97 .M fro m the
Digital Conl",1 Toolbox w,l! ~ useful 10 )ou .]

and u .... . limc -" 'ry'ing K" hnan filt~r to /l:,,'On,lruct lhe ;I.1C. Cornp.m: lhe res ulling lime
hi Wl.) , ..,1 the opt imal Male ~timUk .... ith that from a COfl~tant ~ain Kalma n IiIt~r_ ( Hinr;
FIG98.JV front the Digilal Com rol Tno IOO.< "ill be: u,ef,,1 1O ~'oul

)J;, [A ?].

Tn.: me.., urefTl<'nl noi", ;s C,,! me;m and nOl'lru1I:" <.li, lri buted with R = 0, 2' while the
pfI)(;ns ;tOi.t is 7ero me~n and IlOrmall y d i' lri bu~ wilh R = 0, I '. :"' s,,,me the initial
,~ I l.le of lhe >taTe h" a co," ia",,'e ma lri~
..

Ym=Yn+O.2 (a nd"lIsiz~Yn))

Yn=ls,mlsysO.U:;

Uz Un . O,IIMldn(sizeIUn));

Urr-[O!'le5(I . 10) .mo>(l, 10) 0flE'S( 1, 10) zerosI1., 1)];

sy5 D=c2do.sysC.Ti

5Yl C "- s~IF.G,H. J )

f=~O 1;.' O';GzjO; H;H=[1 O); J=O;hO.5.

9.14 Til.: /l.l.-'TL~B cook below ,,:ill ge ne rale ' Orne no;,}' dara from an ">ci l l~ lor driwn by a
S<i\ onr~ ",-ave

U_'" optimal ~ont rol and cM. ml lionlO desig n compen$alio ll that rro,-idc l a 10 m"", ri_,t
Ii""" wOI h k" Iha n a 1tY.< ove" hoot III a c~"mn.nd . o.l enninc the closed Loop .iy~ lem
band"'i1th and lhe S}'<lem pba'l: marg in.

9. J3 fur

some_ ~etin. Ih.: errOl tu ~ Ih~ a'''rd~e nf lhat from; Itle nomin.:. 1 spin , a le of 3822 rpm .
-r-l<:i ~th< nom inal. and - JW Ml he nominaL. Ilim : R"' i~'" S~Cliun 8,5.)

9.ll [k>i&na~-omI"'''SatOffor(he di,k dn' e ,e.w ,pcc ifie-d ;n ?robkm 9_ 1 J "'tha i il provides
I"" minimum pos.ibl ~ erTOrdue 10 the dt<turb:lfI:e.1 ~81~ rpm. Sln'~ II><- spin rale drift.,

~rru " du~ I.., the a"tU"tor bi as , and ha. a settl ing time: (10 "'i thin 5<:1- Mlhe fina l "alue/
to a >1 ('1' input b s tho" 5 m",c, Th e 'y~tem , hoo ld he mbihl .... ilh "'>~1 1O "marion,
in th~ rt:SOIlJT)(:C fr"'luellC~ ., thi s ca n ~ hJng~ hi' 2'l duo 10 tempe rature <' hange'_ Plot
tho dosed . loop frequeucy respon ..... of Ih~ N """. ~. in order 10 enlJuOIe 110" "e ll "Our
'ystcm allenual", the di'lU rbaocc re>poo~ in til< "je in il}' of..au rad/""c 1 362~ rpm).

Tht' random error model for the rou nd-urf prccf"ss i~ 111":'\ t developed in Ser.
lion 10.1. This seclion also devc lups ~e\eral anal ysi~ lIk!tl}{.xls for su..:h random
processes tllat are 1I"'crul fOl' quantiza tion anq then applies the random proce.'is

Chapter O Ven'ie w

coutrol: ~o ll1~r.~ in the cornpoler mu~t be foo:~'tJ to fi t in digital lI'OruS Ihm are
defined by a liuile number of bits. u'iually S. 16. 32. or (>'l bits. Thu. far we
hale considt'rC'd Ihl' USC' of the digital wmpl.ller a~ a linear. discrelt'-lime del'ice
Jor im plementing contml dc~ign~. -"low we lum to con ~iderulion of the facl thm
number. in the compuler are [:lken in. w)fcd. calcolatexl. and PUI OUI ";jlh fini le
accur3Cy. The techn ique of repm;e nr ing a real number II)' a digital 1'lI11IC' of tillite
accu rJC) !lffecl~ digi lal (0011"01 in tWO principal way_,. Fin.!. the '":Iriabl ~ '-alues
such as <'.11. and the interna l ~tat .. 'ariable~. x. used in tht- di rr.. rero.:eequation"are
nOl e:.:act. altd Ihu.~ errors arc: introd uced imo the OUlpu t of lhe ("ompUier. As '''~
shall ~ee. lhese CITOrli can oflen be anal)"led a~ if lhere w~re noise .'ourees in the
compuler. Second. the codlicienls ~uch as fl, and b, of Ilk' diff"re nce c-Q u:niOlls.
which mUM be ~tored in the computer. cannot be arbitrar) rc.:al numbers but musl
be realiluble by a linile number of bils. This can C".lU;.e the machi ne- 10 ~I \"e a
~Iig hlly diffen' lll eqUal ion tban il wasdesigne-d IV do and ha.~ the- potential 10 result
in inslability. Our purpose in this ctlapt~r is to o:plore methods thaI can be used
for tht' a nal~; i~ or ttlcse two effect~; quant ization of Inriables and quant ization
of coemden! Il:lrarllel(TS. The dfcct of quant izatio n when the microprocc" or
has 31 bit._ is typicall~ nOI noticeable. Ho\\enr. ~omc products are 'cr)' C~t
sensiti\'<' :IOLi it is Iksirablt' 10 usc an 8 bit compute- r. ifpo_~sible. Ttle mme-rial in
this (hap(e- r ;~ primarily d ir~'Clt'(j toward Ih .. cksill'n of such s)"stems.

jli e); bu t fi r~[. in thi~ chapter. \\ e \\'ill cons ide r th e specia l non li neari ty uf digilnJ

In Chapter IJ we will consider [he analysis oh}'s!e!l1.~ hal'ing genera l non li near_

A Pe rspecti\,e on Quan[izalion

- -- - - - - _._ - --_._--_._--- - - - - - - - - - - -

Quantization Effects

-10-

round-off

q.... nlil .. uon

flo"ing point

ana] ~'5is ffiI.>( hods from Chapter 9 to the qu~nt i7.atiun ra.~e. 5......""110n ]0.1 eX:lI n ill<!'"
lhe delenninis(i.: pnblem of par.ameler ~Ioral'e qll:LlI1i;ll ion error~ a nd oclllun~Irales Ihe scnsilivi!y of the errors 10 Ihe s tructure of Ih... di llere nce: ellll;lI iun
me~h ani 7.a' ion. The l a~t seclion. 103. dcso.--ribes some of the con$cquenee~ III
round-off errors an c; "hat ~Iep!i can ~ take n to alle\'ialc the m.

Quami:<ltioo Effws

[n our fir..! a nal~'s i~ of ti ni le acCUr.lcy we will ass.ume th ai the compuler reprc

>oen l&each number 'J-ilh a Ihed localion for Ihe cqu i\'n]ent uf the dec im al point.
or fhed po int r~prcs.- ntation. A.lthoug h for an)' gil'e n nuni)er the point b 'i~e.r.
co n ~i tk:ntiun~ of amp litude ~al i ng amI dynamic range ofte n relju irc that diff..-r~nt numbers in the same program have their decima l point, in d iffe rent localiul1'
The co n seq uen~e ;, th at d iffere nt magn itOOes of errol'll art introcluced 31 dilTer.
e nl locatiuns as Ihe resu lts of lalc ul ati on.' being tin ed into the propt:r ~ompu l ~ r
numbt' r t'ommt. Fi:>.e d point repre<>entnt iu n is typ ica l in rtal-t ime contrul (.:UI1Ipuler..: however. in ~cie nli t\c c alculations dune in h ighe r'[ C\'cll an guag~~ Sll ~ ~. ,I'
BASIC. MATLA B. aT C. fl oa tin g point represcn Huion.-; are mai nly used. 'I h~rcin
Ihc number "'pre!>Cnt (lli on has bot h a rnant bsa (mag nillidc and sig" informatlun'
a nd an eApoocnt Ih ~1 ('au>t~ lhe location of the d ~.: imal poi:lt w noO!. wilh Ii , cdpoint a rilhnlClie. add ition and subtr.action are dune wi thuUl e rror eM'ept Ihal1h~
)um can o\ertl o,, the limils uf ,he ",presentat ion. O,c o1lo ..... t1lll,t be a\'oided by
prupe-r amplitude St:a1in g or a nalyud a.~ a major nun li neari l)'. For ('On tml - 1'1"
~igna l , pllx.-('ssinll a;tplications. the lugic is arra nged so Ihallhe n:-su lt o f o\'crll ()\\
is a saturalio n eftc-a. a non linearit}' tha t will be lrealed in Cha pter 13. In the ~a)l'
o f mU[ li plical ion. hQ..e,cr. a double-Ienglh product is produxd and the ,"achine
mu st reduce the number o f bi t~ in thc product tu lit it in to Ihe sta ndard wurd ~iu.
a process we geTICr.llly ca ll qu an tization. On.-- " 'ay 10 perfonn q ua rt tit:ltiOrt b b~
ignuring the le.ast Signifieam half of lhe product. a prllt.'~S ca ll ed truncation. If
we a..~su nJe thnl the nU ll1bcr~.a1l:' Il:'pres.emed wi lh ooS/: 2 a)d Ihal e binary d igit>
IbilS) are lu lhe ri!! hl of lilt point (for ,he fr3('lional panl, the Ic~t ~ i g nitira n '
bit kept re pre>tn t.~ lhe magnitude 2-' . The result of trune~t iort will be accu r.lt~
10 Ih is va lue {Ihe ~n IhrO\\n awa}' could be 3lrnOl.I as large 3~ r l). Thu > a plO!
of the "truc" va lue o f a va riable .t \'ersus the quanliud .-alue . .\ . " ou ld loo L
li ke Fig. 10.1(01). where the error (~ hown in (bJ \ is dI.'C ided by the quant um ~ il".
I} (which is r r un:;ler Ih e condi,ions mc ruio ned above). 11 is comlTlon prot1in'
in con trol comput~rs 10 use round -off rJther Iha n I runc~lion. Wit h round-oft.
Ihe resu lt is lito: .~ l1e as troncal ioll if the fi r~t bi t lu,t i ~ II O. but lhe result i,
increa.;cd by r ' if the ti rst bi t lost is a I . Th~ process is the SlIme a'i is rumnll,'n
with ord inary base 10 ntlmbers whe",. (or example. 5. [ ~ 5 , ~rou ndt-d 10 5. 13. but
5. 124 becomes 5. 12 10 IWO (dec imal) pl ace, uf accuracy. An inpu t-outpu t ph) 1
of rou nding i ~ s hU'''''n in Fig. 10.1(e ). and Ihe corresporliling error is shown ill

10. 1 Ana lysis of RoundOff Error

Ch~PIt'l 10

' iut! point

426

(,)

(.)

('>

<",

427

(10. 1)

10.1td ): I ;';01lCC" Iha tlhc .ma.~ i mum eTTor wit h roundoff h half tha! resu lting from
I ru~a Il On. The ~alu~ o r l In a part icu lar e31>t depend~ 011 Ihe word size o f Inc
p..')n,eu l~ comp uter m use. For cont rul imple me n' ~ l ioo.-; the c ho ice is based on
I~e reqll1red ~~uroc}' :lud dynam ic range and is lim ited by lhe ex pemc. At this
tl:;r. ( .199?). mlcroproce~s ate readi ly a\'ailable wi th word sizes 01 8. 16. and
~- bl" .." '.lh a ~'OS I prem1U m on the larger si Zt'~. One uf ,Ito: goals o f Ihi, chalJh!r
IS 10 anal)].c lhe ~ ~(c ! o~ ( a?d Ihu.~ of word ~ize on lhe ~tabi1i I~' and un I h e
e.~ors d~ to qu a.l1 UZ3 l1on s eftei,:L, so the de~ i gner can ~lec t Ihe ~ma llt's' word
~ t ze conStSleM wu h 1hc T'eljuired pt:rformanlc .
We c<ln R pre-S~ l1t e ith er truncat ion or TIl und off b) the eq ulllion

-- ------ -- -- - - - - ----.

.... naly5ls of RoundOff Error

f'l9u re 10.1
Plot of eHec~ af num~er u unc~ t on . loll PIa( of v~Tlabl@ verSO'S truncated valve-s (bl Plot
0 1 11ffOl' d!..'~ ,0 truncalon. Ie) PiOt ol ..... <abk! VE'rsus rounded VillIC'>. Id) Rou nd-off error

I tJ.l

-,

A ~ne,1r S'f.iten"l and IDe

introduct on 01 ()(If
soorce 01 r:IUnd-off

Figure 10.2

Bertrim bou"d

U(:)

--"

"'"

~
rc:)

~. ,

H , (;;) , C;;: x ).

= fl(:IU[: ).
= H ~;;IU ( ;; I - H ,/;; ),C:: ,n.

r - Y = jr =

h;;)

y<;;)

I I O.~,

The \\'O rlil-ca~c an llysi~ is due 10 Benram (1 958 ). liis :lllal)'sis t ake~ the ~, .
simistic vicw that the rou nd-off occurs in ~uch a way as t) cause the maximum
bam}. and hi. analysis bounds the maxim um error thaI can pol'~ibly result Fro m
roun d-off. Fir;;! we consid~r the case shO\l n in Fig. 10.2. in \\'hich a ~ i ng le c~~<.""
of qu ~nt izati<m is n~umcd to occllr ~mewhere in an ot h.~rw i.1,(' li near constant
S)StC11I.
There is a tran ifer fUl"ICt ioo from the point of roundoj to the OUtput. whkh
we will call 1f, f;;). and we can de.~ri be the ~i t u.1l ioo by the equations

The Worst-Ca se Er ro r Bound

where ( b the errc-r caused by the u\ln<:ation or round-olf of .I' into the digi tal
repreJoentation .l~ . Bec3use the error due to truncalion Iuals a constlnt plu~
round-olT error. wc will as~ume m..md-off in ou r analysis un lc!;." otherwise SlaIN
and as~ume thai ;naiysis of Ihe elTcc I ~ of the w.kI it ion~1 constant bias \o'hen
truncation is uscd I\\'hieh is rare ) can be tre:lted sepal":lIely. Clearly the pruce~s of
analog-to-di!!ital coovcr<ion al!'() introd uce.' a ~iJl\il ar effect. although oft en \\'nh
still another value fOf q than those resulting from rou nd-olT during arit hmetic in
the: microprocessOT.
The analysis of the effects ()f round-off depends on the model \0,'1.' IIll::e fnr
~ . We " 'ill amll)"~e thn.'1' such mo<k!b. which we can dassify a~ (al woc.t ca~ .
for which \\'1' " ill bound the error due to round-off: tb, stea.J)"-stme wor~l C:i.e.
for wh ich we \o"i ll compute the largest out put pol>sibl~ if the ~yste m reache~ ~
constam .tc~dy staTC: ~nd (el stochastic. for which we ...ill prt<;('"nl n model of tht
fOund-off crror as a random process and compute the foot-mean-<;Cjuare of th,ou tput error due to round-off.

=L 1I , (.t )~ , (11 -I.::.f ).

00.3)

" I
I1 4;>'~'
I'

.:!:

L I" , I I~I I ;

"

t ,It,,~.-

( 10.4)

---------

~quation (10'7) i.~ D ~ nra tn 's wor~t-case bou nd. The function qwc.m l compu tes
11. Dr cotnpanson. With the cOlldll lon for DIBO stability. we can cnncl ude that if
the h~ear systellll ~ Bl BO s~ab le in response to input> applied at the poi nt of the
q ua llt IZ~1I0n. then In lrodu~ t lon orthe quant izat ion will llot cause the system to be

l.i (IIJI ~

Fin.aUy, the su m etln only get I3rge r if we illcre:r.e the nu mber of tenns

-< L...
, '
' " I" II.'!c

bu t b~' Fig. 10. lCd). the error ma1n itude is alwa~"S less than q / 2. so the output
error tS bounded b)'
I

which is the same as

Bec.ause tl~ sum is bounded by the sum of the mag nit udes of each term. we h3\'C
the llIe<tuahty

lSI =

If we cx~mine FI.g. 10: I(d)....e C1Jll see thm wha tever the exact ' ":llues of ~ ,
may be. ' ~S mag ~lIude I~ bounded by li ,t !.. lI"ileTl! q , i ~ the qu an tum \'allle for
~he oper~lI o., whICh Introduces the quant ization being ana lyzed. We ca n use this
~n forma.llon t? determine in ~hon ste ps Inc bound on y as we did in Chapter ~
In Ihe.dl!>Cu!ston of BUIO {boUIiOed input. bounded output) stabili ty. Taking the
magni tudes of buth sides on Eq. 110.3). we get

.v (,, )

We ~fj te , as a fUl"ICtion of the ~Iate variable .\" to emp/lasi7.e lhal Eq. ( 10.2 ) i ~
hnear becausc we do not kTI(W. how 10 cUr:lpute E, unli l \lIe hal'e the ,'a[ues
of.T. H~"':~ef. 10.'': are rlQl luoId n8 for Ihe exact valuc of Y but an upper bound
on the li me error. ,Ck).
B.ecause we ~bh to find a bound on lhe time ~ignal SCi-). we Deed the time
donlalO equ.:\alen t of Eq. (10.2). which is the cunl'o]ution sum gil'en by
nQl

10 I :\nal)"sis of RoundOrr Error 429

430

10

Effcc:s

." tl- II = .'"tt)

~ " j ~l .

11)5 ,

thu~

~( k l

+ "Ikl.

."l' + l ) =" .v(kl - <'( ~! .

,'jk.,. Ij = a'lt,...,.

Using E'I.1 IOA ). v;e ha'-.:

' 10.7,

(1 IU,'

(t o. ~ ,

The steadystate wU"t Ci\<,e was analyzed by Siaughtcr ( ! ~64) in Ihe comext
of digita l control. ar,d by Blackman ( 1965) in the comcxt of di git al fi lters, For
thi s anal ysis. we "ie .... the roundoff tu cause >.Ome stable. tr~ns i e nt errors of no
sp ~cia l concern. and w,; assum e that all variables e\'entuall~. in the stead)' Slat~.
become constants. We ..... ish 10 kno ..... holl' large Ihis steadyslate error ca n be as ~
resu l! of roundoff. We con ~ider again the situation shCM'n in Fi!!. 10.2 and !hu<
Eq. (l0.3 ). fn this ca>e. hOll'e\"Cr. we assume that Eq. (! 0.3) reaches a sleady stat~.

The Steady-State Worst Case

For this exampl~. if (( > O. the error due to quantization at ::my panicul:!r
time is bounded b)' the DC gai n from the quantizer to the ootput times q/ '2 . Til;,
bound is only likel}' to be approached when a .y~1 em has ~ constan t inp ut ~nd
has ,etllcd to its stcooystate value.

.
q ~ q
I
1'1 < - L.. ra l < - - - .
-2 ,""" -2 1 - 1"' 1

For th~ error jY<lem. the unit pu l... re<poo<t' i<Ir , 1 ~1 = ,, ' .nd Etj. (!OAI is easily c'()m pUl~oJ
~s fo llow,f""' I "'1 < 1

""d

Solution.

produ,t "Y

COIn)l'J tc Iknram '$ bo<..~d. 3"uming 1hat tilt mund-off occurs in tile computation or the

fk"II.-u~1 BpI.r.d .... /'/">Il,ai...11

unstabl~ in the B[BO bense. J As we will ~e Imer. the system with quami~ati on
c un have an output error that is nonzero either as a constant or as all OScillali on:
so the system ma~ not be asymptotically Mable but t h~ outputcrror will not grow
beyond th~ bound gilcn by Eq. 00.4).

QUJnllZ~l!on

Exa mple I 0. 1

Cha pt~r

E1I:il mpi e 10.2

"

I '

' I
II> ' (I1J I ~.

f ..

JlO.9 ]

= CI / 2.

Thj. i, the: s am~ "-' tho

1..
i' . 1<
'!. - '- 2 I -u

lhe: bound i,

B.rt,..~", WO"'t~a", buur>d if > ~.

t~at

H, (~ ) o= J ;\~- ,,) .

In lhi j ~ a'e. li>c tr~n.re r fun,lion i<

From Eq, 11 0. 10,. we lind

Solution.

Eq. 410.S I,

-_. _

- +

dO,111

l ''-'' (he "onl n<.e .."al)'.i, 10 romp"(e tho: error 00"00 for tho: fif"t anl<r nS lem gil'en by

\\ "mGls<"SI ... td\'.Si'lI, B..~lItd

II O.W)

There is one nice thinp about Eq. f 10.9): The sum is the value of the tran,fer
funct ion H , (~) at ~ = I. and wccan writc'

Li,J-x)I .::

The WOTS! s l~a dyMa!e error is the magn itud e of thi> ~ignal wilh
which is

Toolbo.,

.1 A fU rlf!>un r<> ,.(l.npuI< 'h, Gu,nt""' .... >.toad,."",o mor

j,

!iwn b)

Q","" i~ , to.: [)i:~a) Co n,m!

So we see thatlhis s t eady-st~te WONt case yie lds th~ 2~neraJ re~u l! that the
error is bounded by q / 2 x de gain from thc quantiZOltion s;uree to the output.
Equaltons ( 10.4) and (10.9) or 110.10) cxpress the eon~quences of round.
off from on~ soun:e. For multi ple sOurces. the ~c equations can toe ex t ~nded in an

- -----

,
.\',, 1::>01 = Lh, lIlif"

43 1

q / 2, Then Eq, ( 10.3)

RoundOfT Error

.::

.~.nal) SIS of

at wh ich time f is constant and in thc range - 1/ 12 :::: f

'
.
reduces 10

J(I]

.' -' " ."

i~

.1'0.;)

Th en

1H.o:( 1) 1q2~

I.
flO _D .

1[11 [1 -

.p r '!', + JJI1'

(10,1-11

10.161

( 10. 15J

+ I I = ",(t, =

~ .">vI" 1M! ~", 1Il,I"..,J ' IO.IM W~

. " imal < 00 ,m" , iA'. ~h'"h i, . ",

n'" I>oon<], ,'" [he W''', n",y do, 1>0"",'.., ~;w > \'O[u""k
'",c"'''''ptMt (,~ "",..~It, ,y_""m"

The majo r adl'antage of the steady-~tme result i ~ the I'a, lly s impler foom of
Eqs. ( 10. 13) and ( 10. 16) as eompJrC"1.l to ( 10. 12 ). Unfonu n.. eJ~. Eq . (10. 13 ) d oe,
not always hoJd bccau >e of the as~u m ption of 3 constant quantizati on error 01
q / '2. in the steady st~te. ! ~tld ye t the worst-ca'iC uppe r bound given by Eq. (10.1'2. I
i.~ often exee.ssively pe~.~im i~ tic . H o\\"e~er. in .rome cases there is great expense

which is OOunded b~'

error are thai ", (I.:

+ r ,( ,(k l.
+ If ,lk).

WUTS[ C:l >e

+ f, (I. '"

I.i-I ::

x" = lx"

= (, n '

"''I(lk)

= Iblt)

"'(( + I ) =

tlf the _'I tady-state

Solving l"<J r .~. wc lin d

f , (k )

a~sl.ll1lp[ ions

-'(" and

The

-t-

extended [0

'I

e3bily pos~ble 10 e.~prr s. Eq. ( IO.lIl l in terms of a state-vari able fonn o<,qua[ ion~ [rom the poin! o f the

I,H,(1 ) I ~ + IH; 1l II ~ +

j,

lh;(IIJ I +

Eq. ( 10. 10)

,,-'.I

Imion of the eql"ubns o f Il1()lion. Suppose the

Ijuantizat ion llJ the output are given by

It

1,'",, (0:>.::) 1 ~

~urces.

OE "

[ t 1fr,(JlII+ t

And li ke\1 i~ for mult iple

Ii", ::::

1,

[~
~ Ih, l.l1 l i"2
q,
~
'I,
1
+ f::: 11I ,(III !1' + ..

11 all the q\lanta ; hou ld he equal. the e rro r oou nd is

1.1'1
~

,Jiffer~nt l.ju3nt iza ti J n je,-d, fJ, ' [hen E4. (!Q.4) b~c()me.~

ub,'iou, way. For ~~ a mple . if we ha l'e K r.ourc es (,If round-off. eac h with po,~i~ l :

q u ~ n l i lal ion

vor ian(e

,,"< "" ",.

,.:Id""

" .~ II . ,

,la,

~ If to.. ir>p'J1 t<,,~, q""""' i, J,>'" m;m" i, ,,~..<I ''''~ " , a "1""" ~.,,., a,..."",""" '" a ,j"" \\~\ ~
,hi , .~"""'n l ,. r" .. ' ~ ~f\lI>~ , I, <> al"" 'PI"'''''''''''' ,I' ll', : i.pu[ ;,
'ig~.t \\ ith ,1I\'"g
correl"k1n ,,,,,, " , ime c~~ .1 t(I ~ " 'P9I '"g p<"fhl , ,\ , . .... .-u, ,,,.1) ' .' i, ~ i'"" in C13,...;,. .;1 , ~ . f ~"1 . ,
lfto,. i~,,", ""
'ho cm)r ""..." rum I,?j;. fi) I,", " ..... "t,.' r " I "'!" _pi...,,_ .., f",,,,
<0'

t lU.17)

The third 1l1oJel for round-off error is th:l.l o f a ,tocha-'tic variable. The ana lys i.;
will fol1o\\ \\l drow (1 9561 and has t"o p ~m : de '-e1opm~n t \.If" .~tocha~l ic mood
for f(k) and amllys is of th e re_'pt:m,e of" linear ,ystelIllO a <;lOcha., tk proce~~
that h a~ the gil'en c har~t ~ ri,t ics. Because the de'dopIne-nt of the model require,
use of M1mewhat ~ophb tica t eil conn:!'t,; of ,tocha_~tic proce~,e" a nd be-calJ ~
th e modd can be gi\"en a wry rea:-<lnable heuri,tic justiiica tiOfl wi thout this
mathe mat icu l apparatus. we dCI1:10p the mood heuns tica l1 }' and proce<'d with
an analysis of the re'ponse . A rCI ie\\ of the nece,<;,ary fad, from the themy o f
probabilit y and stochaS!k processe, is to Ix: four.1i in Appe nd;~ D.
First. theil. we g i ,~ a heu ri.<;t ic argu men t f()r a ~t QC ha~ti ~' mode l of ro und o ff error, We b~g i n wilh exam inat ion of Fig. 10 I. whl're we ho\"e a plot of th e
output \'er,us the inpm of the round-off IJperation and " sketch of e rror \'e rsu~
am plitude of the input signa l .\' If we im~!line th at l"! 'l) b a ra ndom \"oriablt'"
that ta kes \'alue s at su cce>~ i\(' sam pling instant; in a ~call ered \loa)' i.lUOSS the
seak of v:llue\. the n it ~e llls rea_<onab ic tu "uppose thm the sequence o f errors
(\11 ) would Ix: scattered over the ent ire range of possib le val ues. which is to ,ay.
over the range from -q ( 2 to qj'1, Furt hermore. becau,e th e "teeth" ill the -"all'
like plo t of ( \,cr.;u s x afC linear and contain no fla t place, that wou ld s ign:ll a
preference for one \' alu~ of (O\'e[ an other. it 'iCems rca~onable that the 1'~ lue~ of
E(I1) are equally li kel y to ~ <il\)'where in the rang~ 4/ 2 :: f :: 4 / '1. Funhennore.
if 1he ,ignal int o the quantizcr typically mo,",>~ several quanta d uring on~ samp le
period, it seems reasonabk to a~sume that lhe I'a luc, o f elTOr at o ne ~a[\\p l e time
will not be cu m: la1ed with errors at o ther liITlt'~: that is. it, 'pe<..'l rurn woul d be
ex!X"-'tl'"tl to be flat. which we charac terize as "white '- " The re fl ec ti on or thi ~
argu men t in tenns of stochastic proce~se s i, to alscrt that we can model fa t as
a whi te mndom process ha,-ing a uniform probabil it y densit y from - q j 21O '1 / 1,
A plot of the un ifonn d~nsit)' is shol\n in f ig, 10.3.
From thi s dens ity we can im media tely com pu te tht' me an :lnd \";). riann of E
as follo\lo s

Stochast ic Analysis of Round-Orr Error

due to diston ion of the dat a should i.l ~ ig nal ol erflow. ami the ab~ol ule bound
c an b.> u.'\ed to s{'" )ect " so tha i no ol'erfiow i> pos~ i b le . An exampk o f the usc of
Be n mm' s IXlUnd in tlte de, i.!;n of J _pectrU1l1 analyzer is gi\e n in Sc hmi dt f 1978),

figure 10.3

denHy fUIXllOr'I

1'101 of l he unifQfm

[!if -

jl f l =

- "<

- of

j '" (( - O)~ f.(~)I1~ = j' ~ (( )~ q~ d~

_~ ~

r;

- -qI -4~)JJ I,"; -- q~ [~3 " I'-" - ~3 '-'1'-1']

= 3~ ~ ~ + ~] =

(1} =

(II U R,

= 0

(II

=i01.

(11=0)

the aUlocorrei at iOll function (defined in Appendi~ 0 )

R (,rl = E'(I"ll;)ldk+ III )=q:/l2

ha~

= U'(II).

(lO.XlI

(10,191

.I'(A;)

and . a l J:

3~

=
o

[ !($, .~(k) + r ,u '(k)J{tI>,lll k) + r ,ll (k ) I' )

1b,R, (k l<ll,, + " , R" ()
"" t.

H it) = E'{ ~ ( k ) ll r O,:) l.

R Ik + I) = [ ! Xlk + I l xrl J:+ I))

+ I.

4t ,":(k) + r ,II,(k)

= H ,J((tJ + ) ,II(k l.

+ I) =

We define l hc cov.iance of Ihe Siale

.t tk

,- , ,
110'1

110.11

41 0 .11 ,

In order 10 a nal yze ttw:o e ffect of the random p3n o f the. qu~n ll lahon nOb <'.
let's re\'ic\\, (see a:so Section 9.5) lhe genera l problem of IIlId lll{: (he effect of
tero mea n noi,e, u'. on a lincar sySlem

U; /I).

a nd the rnea n value 11 is zero.

With tilt model gi\'en by Eqs. (10.1 9) und (10.20) ....e : an compu te the mean
and \'ariance of the sysle m e rror due 10 round off us ing stale-,pace melhod ~.
Allain, we ob!\en'e th at analysis o f !he response 10 anr eD~Slant .nonzero me~n
11 can be computed separate ly from Ihe response (0 Ihe whuenOtse com ponent

whe re !I' ( lr)

E(II)

Thu~ we ass Ultle the followin g whi te noi,c modd fer f(111 for the cns.e <)1'
roun d off elTOr a~ ~kelch ed in Fig. 10. 1(d )

"d

-1

~---1---,

-I. nal~~IS of Rou nd Ofi Erro r

435

Ihat Eq. ( IO.!-Il ..

n.

=:

--1 .
I-R = q_ !' _ __
\ .
~\' 31 1 - a' ,

. _I_
R, _ ,_
1~ ] _ ,,"

R, _ OOR. ,, + (I.~ 'I ' .

,,'"

+ I ~ =: ,,_, ( ( " + fltl.

(10,26,

- - - - - - -- - - - - - _ . _ - - - - - - - - - .

,\ plot of E~. 1'10.26) ~ Ior'~ ",ith the \':lluc of the WOhl -c.,e bound flU." Ell ', ( 10,11' ~,kl
( 10,1 1) i., , hoI'o'n in Fif. lO,J.

,nA'

Tho: ri~ onkr 5)"lcm uf EQ. (10.5,." ilh lhe roo.rndinJ; error ,cpre,~mcd ~r ( is

and fron, Eq . 110 1111. ..~ ~c Ih:tl

Solution .

o"lcnnir>e Ihe W tput 0( lh~ (jr<lo(>f<lcr .} 'IC IOI ofE(J .1 IO.~ ) {{'ft lh~ca<;c whl'", I~~ II1U lliplk3Ii()n.
'''' 0... i,!'O\lrU4 with a 'll'3I11Um It,cl ~.

- - - - -- - - - - - - - - - - - - - - - - - ---- -- - - - Examp le 10.3 R(m.!,"'1 QII<IIIII : <Uh'n E'm . ,r,,, II fU ,I O'lJ.or S.",.on

~1'\T l.A8 .

a nd wiving Ihese equat ions by numerkalli ncar lI)gebr.l a~ done by dlyap .m in

5.::wral numerica l methods fOl" the ~ l lIt ion of Eq. 410.24) hn\'e ~n ([c\'e!oped.
some based 011 SOl rin~ Eq. (1 0.23) ullli l R, no longer cha nge.~. a nd OIhe~ based
on convenin.g Eq. (I O.lJ) in lO a ~t of linear t:1j uations in the coefti cie nt- of H,

410.241

Equ ation 410.2.l ) can be used " ilh an ini lial \"illue Uypicalh' lero) of R 10
compu le Ihe lran~ien l de\-elopmcnt of slate cO\'llriance loward" lhe ~'eady ~t~tc .
TypiclIlly, "~ are o nl)' imerested in lhe sleady ~Iale ..... h ich is oMa ined by len ing
R, lk .... I I ;: R, Ck, "" R, Cx " In this cuse. Eq. 110.23 ) red uces 10 the eq uation
Icalled the discrele LyapurKw eq uation (or il$ oxcuneflCe in Lyapunov'S s iabi lity
studies)

JCI I

Exa mp le lOA

SOITlt"

!!'

;ih

+ J,Il-.

R,. = " IR. Hi

+ J, R. J,' .
(l O. ~ 7 )

Ikl.nninc lilI! quarll iz.lion error ofthc !;ecoodonk. S~>lem

R(mJ"nl QU'Ullf~mi"K Envr"!')I" <l 5.\,md-O.;/a S.~I "'II

Note thai we can use Eq. ([0.23) and (10.2-1)10 compote lhe cO\'ari:mce of Ill<'
Slate due \0 round off trror al SI'"\"I~rallocm ions simply by laking w 10 be a column
main.' and R. 10 be a square diagonal matrix of cO\'an:lIKe~ of lhe componenh
of,," . 10 the rnu llip l~source case. r , is a matrix ofdirm-nsion II )( p. where then:
are II Stall~S and p sources.

"" hieh is to say

n i l"

sys tem is nO( one of the stale elcmems. [n

lei}' J = & \(H,x + J,u:)(H,x + Jlu")' J .

s =

:l

""" - R.\tS $Ioo_i" "".;_

DA - ...,..1-<&10 ba>nd 'If}.

cases. the OUlput of

and. therefore.

other words.

In

fa

"

,.

'"

'"

"""It

1
,~

437

Solullon. TII~ ~~i ll nft~, ")"Iem ha, hn set 10 l'C' unity ~t f.<"'-lucro.:~ O. .lr1d til<! pw--.meten.
~~ ."t.alnl rot "'" po1~ 1oc~lIon> :M:"JC"d;ngt"~ . '" -lrC1J"o(II) and" ., ,:. In ordcrlQStll<h 1M
role or,ll.- fl"<"q"Jeoc)" MIM JX'I<'. ,i"en in ~l;l.liled le,no, b~ [lie angk (I. ,,t hl 'l" <."OIt1Pur.M
lhe ~t im;llCd (fTOf"S a~ron;lilij! 10 Eq , lOA).; 10. 161. ""d I IO.n I fOf" ~''''1";11 \":11""" of e and
plOl[e.:\ rhem In Fi W5 . 1'm the ... Itdom-lIOi<e<-" ",e. thf-sqllare root oflhe
ofEq . I I O. ~ 7 1
b plou(-(\ f rol:lthc pi",. II I. cle;!! ..... 1do: "or<l-(".be bol.lnJ i, qui[e la.~ cotr'("'rN to lho:
OlM. r,,"O <."OI'Ilpur~l ion. for moO" 01 [he .......,e of u~le.. E~~riment < in the labor.!rOf~ ... i!h
..... odom inpu., 10 rho:- '}<lem Ii...: re.ult. Ihat. ' ''''''fl:llre 'c,)- famr;)bl) " ';Ih the numbe,; ~i"en
by rn.- rondotn mOOd.

",

J. . . ...."-,,

IU " " "ont-<:l.. lIou>Id

I - ooo_ RMS "r~

10. 2 Effw5 ,,( PJrn mel ~r RoundOff

.r(t

il will aClUa ll)' soh'c

+ J)

y (k

I I::: 'I)"(k)

+ IIlk).
( 0' + {jO'I.~tt)+Ir(t)+f(k l.

(10.281

We ha\'1: Ihus r~r analyzed )he effects of roundoff on the \'ariables ~uc h as \' and II
in Eq. (10.5). Howe,er. 10 do tile cakubtions for a eorurollcr. the computer m.... t
al,;o store the equation coeffi cienl~. and ifl he machine uses fixed point arithmctic.
Ihe paramcter \-alue~ must also be lrunrated or rounded off to lhe accuracy of the
machine. Thi. 1I1cnns that although we mighl design the program 10 s.olve

10.2 Effects of Parameter Round-Off

- - - - -- --- -- -- -- --- -- - - - - --- --- --- -

Error E'SllITldtE'S and error

bound w ;\h quant lallon
qx..t to d second'OIder
WS!em, <M1e1"E' r = 0.9

H(z) -

figure 10.5

Figure 10 .4

CNpter 10 Quan\i;aU(ln Erf"ts

Error@itlll1oltesaoderror
bounds

43 6

...38

6u .

110.:!91

== O.

t 10..'01

= 0.

iJO' I

ill'
'

+
(10..11 )

If 0 , is l' h;ln gcd to crt +;;q" then ;'1 also c ha ng cs. and the new poly nomi a l i~

PP-,. a~)

Th i~ equation ha.~ 1llOIS at

-here ;" = ",,/". w~ a~~u me that une
of the a 's, !lay at. is su bject 10 e rror 00" and \I t' " 'ish to compute tile effect 1111_
hoIs on ;'/ und espe::ia tty the e ffect on ", so that q abilit~ can be chec t ed. Fur
t h i.~ purpu).!:. we <:all Con\'e nient ly .....rite Eq. t 10.29 ) as a po.ynorn ia l " ' :. a ) thaI
dcp!! nd s on: ;!OO 0'1' At : == ;./. the po ly nomia l is zero, so we have

"I' ;.,..... <, . .

:"+0'1:, -1+"' +0. = 0.

and il i~ im me diately ob\'iou~ that if we want a poll' at :. "" 0.995. it will b.:
nel'e~sary to , tore cr to Ihree dedm al places and tha t I h~ li mit on &cr fOf 't abi l i l~
is 0.005 becau~e a "ari ation uf th is magn itude r~u l t , in a pole on the unit c ircle.
:-':ote. howeler. Ihal if we "/nJ('turc the a term a ~ a = I - fi and add the t tl'rm
.~ epa r;l t c l )' th en f1 = I - a "" 0.005, and the re lative acc uracy r<.'q uire mcntson II
are muc h I t~s th a n th ose on a. Th us we see that the d<.'1a ils oftne arc hitec tul\' o l' a
rt: a li latio n ca n have a maj or im pact on the robustn e~s o f the de~ i gn to parame ll'r
va lue qu anti zl.Iti on, It is also Ih,' c ;!S~ lhm d ifferent c ~n on ic ~ 1 fonns realized II ith
a l! iI'cn parame ter acc urncy (word s ize) will be able 10 realize a di fferent ~t nt'
pole location s. It is ofte n possible to ~ I ~ct tltc reajiruli on ~:ruc turc in such a w;"
thai the desired dy na mics are almost e xactl)' rea ti ~ed ",i:h th e ava ilab le worJ
length.
To ,'>Iud ), the_"" ma tters. ,,;e cons ide r lhe ch aracte risti c equa tion and ask h'lI\
a particular root c h::nges when a pan icular p;}J'3met~r cha nges. TIle ge nend '>I ud,
o f root l";Jriation with parameter c hange h the roo1 lQc us; however, we can obtl.ll;'
result~ of .<.Ome "alue by a li TlCari lCd >et1si til'ity ana l)'~i~. We ca n compare th<"
d irN"t and the cascl(]e real i~at ioos o f Chapter -I. for example. to see \\h ich is
to be preferred fro .... a se nsi th-i ly point o f view. In the direct realizat io n, Ihe
c haracteristic equ at on is

: - Ia+ &r) =0:

llle principal metm with parameler ~~rial ions is Iltat lhe dyna mic r6PQI1<.c
and e"fJ<:Cially the Ha bilil )' of the syste m will be alt<:red " 'be n the p:lra met t.'r~ ~ r..
J hered. One wa y to<;tudy thi s problem is to loot al llle characterhtil' equation and
a"k .... hat e ffect a par:UlK"ter change has on the: c haracteristic root~. For c:o.::unplc.
for the fi~t order ~~tem described b~' Eq. 110 .28). the ptn urbed chataCterh lic
equation is

~rror

In Ihi~ section. we ~ i \"C.~ me thods for Ihe an.'1l y~i, o f t h ~ ~ fl"tCb o f the p;tr:lrllt.'ltr

Chapler W Quami:O'lk'rl Eff~c'I S

. oot ... n. i t i" il~

Efkcls of Par:lnlet<"f R('IundOff

439

&r,

"

"

10.32)

reduce~

6 ~"

to

I.;"

1 : - "' 0)'

( 10.36J

(10.35 )

(1 0.3-1 )

110.33)

0(&1, i~~q 11 (1, :ltl' ;.r~~IKooO<kd,

7 Th i. ,. !!~" if 1',,., 1\;0 , ool~ "0' "". '" " . ... , " m "~ irl<' Of'. ,h.i, d" "",,,;. l<m and 'ho~fEd.nl

We can say Ih ings Ubotll root sen~itj\' i tr by exumining Eq. j 10.36). lll~
numerator term \"llrie~ wi th the index number of lhe: p;:ora meter whose: \'ari ation
\\ e are consideri ng. Becau~ we are deali ng \\ ith a s table s y",tem. the ""'gni tude
of i., j~ t...~~ L"a n one. so tile la 'l!er the power o f
the s mal1tr the varialion. We
co nc lude that the mos.t !>Cnsiti\'e paramete r is a~. the constant te rm in Eq. t 10 .29).
Howe.er. for \'31 ue~ of ~" near the unit cin: le, the ret31i",' se ns it il'it}' deerea-.es
s low ly a~ k gets ~ma ller, The de nominator o f Eq. ( 10 .]6) is the product of H~Cl ors
from the c h:r.lCten ~t ic fOOtS to i . . This nle a n~ that if all the roots are in a cJu~te r.
lhen the :.en~i ti\'IIY is high. a nd iipossi ble, the TOOlS should be kepi far a tlan . For
e~ !lmp l e, i f \I'e I< iob to co nstruc t a d igita l low p.is~ fil ter with a narrow-p;ls.s band
and ~harp cumff. the n the ~p t e m will ha\'e many po les in a cl uster nea r : = l.
If we implc l:lCIlI .~ uch a tilte r Jntlie co ntro l canonica l fonn (Fig. 4.8c J. lhe n the
';en~ it h' it )' gi\e n by Eq. t 10.36) Il itt hal e mllOY factors in lhe dtnomi nato r, all
~ m u ll . Ii ow el'cl. if we impte men t th c J WII/' fi lt er in the cascade o r paral lel form s.
the n Ille .>CII si tilh y factor \\-itt hal'c only one term. Mantc) (1968) stud ies th ese
i~~ues und q uole) un e~8m ple of a n a rro\\' - b a OO pa~s tilt er o f ~ix poles for \I'hic h

T hu s Eq. nO.32)

;,,1 "

=J... 0-'
, .

i'I) I ~ -

c omputc

:lnd next. u ~l ng Eq. rIO B), .... ecompute

" I:

"t :..a,) "" (: First, u~ i n g Eq. (I D.:!? ).

~"q (j i\'ale nt

We can e"alu;'lIe the p;:on ia l dc ril'ali\'I:S in Eq. 1rO.32) from Eq. (10.2'1 ) and Ihe
f:lrm

il Pt ;):

- 'I '"

U l aa.

arc both ~nll tl . then the highcr-Qrder lerm \ 3ft al so negligi ble. Thus t h~ change
in ;" is gh~n to lirst order b)

~ that the fif'lo>t term Oil the righ i-hand ~id~ of Eq. (l O.] I I is z~ro. I f &~. a nd

where the dots reprc~nt t e rm~ o f higher order in 6;. and &0. By Eq. 110.lO) we

10_1

4 40

C h~p l Cf

Effects

n""

If tho!

ttao~f~r

fUl\Ct ioo ;, ft"Jliut.! . , J

,,",,"oJ. of tlk- ri ....'.,..<k-r lerm,. \h~n ;t .,

10.001 / 0, .. 590.11 .1 "" (J.~2 ,} . I hu.1 " . ",,. thai t~ C" ,,: Ji.k (orm i,
change, II)' a (;tetor '" "1' \0,1 ~ ~ ""~r Ihe din',1 form,!

rot-u, 1 10 pa,..~ It"' t~r

+ I) =
Qla.lll'l).

(IOJil

]f we p]OI ,I' \'e r'\l~ 0'" as in Fig. ]0.6. we c OIn aho plot the fUIlcliun Q (O'," I and
tr.K:e the trajectory of [ht w luliu n beginning at the point Ii o:l the y-all is. Ac l\'l,:\
from (/ at poi[I1 b. we pJot the valuc uy from the lint wi lh s]opt" l /a. BeJow /)
at l i ~ Ihe qu anti zat ion of "'.\'. and I'k> nce the nellt va lue of y. shown as d. \h

.I'll'

A, a fina l ~lUdy of th(" dfee\) of lioi to: word length in the rra ]i ~ation o f digi l ~]
tillep.\ ~ nd compensal,)p.\ we pre>-eol a ,jew of the q uanli~er as a sig na l-depcmku t
ga in and analyze mo re c l o~e ly Ihe motio ns pcnnilled by th.s non li nearity. On~
type of mOlion is an output Ihm pers ists in spile of Ihere being no in put and th~ t
t:\'entually becomes ~eriodic: Suc h a mot ion is called a limit c~ c1c .
To ana l )'~e a oon lioear ~y~lem wc mUM devc lop new tools becaust: ~upc rpo
sit ion and tramfOmlS do not apply. One ~ uch tool is to use graphic mtlh oJs tv
,ol\'e the equations. For eump]e. suppeSt: wt: havt: thc fi f$t-ordcr equalion

In )""

clear that the p<l k ne~r~" ,,, 'ho: un't circ k ;, ~ , ~ "'" 0.9. and a eh~n~~ ;n the ~o<:flklCm b~
0. 1 ""'ill m",'e th i. pok '0 th e uni t , irde arK! le:od to i""tab ility. Th i ~ ;" p(f\Cent d\ang~ (If
111. 1/ 0, 91100 = J J 1'';- , 0., the ClIher hand. if the \.'O nl r<.>l k r i., reali~:" in on. of the di",,;1
fOffils-..i ther (lntral or ~ .... 'er cano ni,- .I forln - Ih cn th c <;"OC1Ti,icnb u",d are Ib"., ~ !II
the p<lly nom;al form. In ,hi, (~;( . b.1 n~mtri "al e~pcrim.nt"ti"" il i. fo"n,J Ih"1 J ,"han..,<
o f ", from 0...159(1 h) 0 ."5RO. a mol " nmwd to lhe uni , ei rek . 11i' i, a ,h mg.e "r (\"I ~

$oluti<:m.

the pa roll ... 1 rea li ~llli r-n was less semiti,'c by ~ b,'lOr of IO~< In o ther words. il
would take 11 big of additio nal act"ur.Jcy to implemenl lhis example in d ire..:t
form over Ihat required fo r the para ll e l or ca<oeade form~
p.1JX'rs collected b~
Rabi ner and Rader I ],}72) cOnlain many Olhtr imerest ing remits in th i .~ area.

Q\.Ianll~al tOn

10. 3 Limi t Cycles and Dither

10

figure 10.7
Trajoc!ory of a hr<;t..(J(der
IyStem w th trunca tio n
qlJarlt,zatton and
negative initial cont:ltiOf1

Figure 10 ,6
Tr(ljectory 01 a f'rst order
system with t.uncat c n
quanltzal 0n

Slope. 1/<>

'uppo;.e Ih e in itial va lue o f ." is n~gat i\"e, nx.- traje.:tory is pltl lted
in Fig. 10.7 . '."h;:re proj"tion i.~ up to Q and to Ihe fight 10 the f Il a l- line. Kote
Iha l this lime the trajeclur), gets stuck at the pomt s. and th .. ll.'spon;;e doc~ OVI
go to ~c m . Toe poin t ,\' is an ~quilibrium o r s tation~y point 01' Ihe equation, ]f
the initial ,alue of." had a magnilude ~mallerlhan J. Ihen the motion wou ld have
;.JOll. how~\~r.

thu, cono:: l l.ld~ that tilt" lrajec tory c an be found by ~t:lning Ili lh a point on (he
(1/ Ct)-linc. dropping to the Q{'I sl ~ircas~. projecting lefl to the f ]/ ul- line again.
dropping ~gnin. and so on. a~ ,I hown by the d~-.hed ]ine.' a nd arrowheads, Note
Ihat tbe p:llh wi ll always end un the segment of 7Cro amp litude where a ," .:s q.

+ (/

I -a

,< - - .

< -hi

1". 1< '1--

1 - 0'

I.:tl' > I.: - I.

or

wh~re we ass ume thai U < II, < I and (/, corre,pon d ~ to a relll angle. Thus we ." ',.
Ih:ll lhe sys t<'m wil l hal'e wm pJc.~ rool> (,lIlth e uni t c irc le Qn ly if lhe action of tlt e
quam i ~cr i~ to mnke the effecti ve \'alu l' of 1/ , = r: = J.0. rhus the co nd iti on for
a n o...cillatio n is thai Q ld, .\' I ::: y Foll ow ing a n a n~ly., i ' ., imil~ r 1('1 Eq. (10.38). Ihe
propt"rty o f the quanti 7er i, that Q I.I - 'I f :!. I .:::: 'I I ~ . [f w: let II .'" == kq - '1 / 2.
then the o."cill ation cond itio n becomc~
-

:: + (l ,~. +Il : =U.

:: - :!rcos II:. + ,: == U.

the ~asc for (OlIndofr. Thus we lind in the li rstorder sy~tem thm the WOf"!'t ca~e
is rather li ke ly to te re~ 1i zeu.
In order to extrapolate the~e fl' ~U It~ to a hig herordcr system WI' mu ~ t fi nd ,I
more subtl e way to look ut them, Such a I'iewpoint is provided by the ore.:er'l"mion
th at at the equili bri um poi nt ~ of Fig . 10.7 the gain of tt.e q uami lc r is exanly
I/ o:. If we con, iueI" the qllan(i7er as a I'ariabl ~ ga in. then ,he eq uil ibriu m occur,
atlho~t' po int- whtn:: the combined g ain of qua nti ler and parameter 0: are uni t~ .
which. for a linear ~yste ill . would ~'orrespond to a pole at : = I. Th e ex trnpolat ion
of this idea to hiJ!herorder sy.~t..::m, i ~ 10 examine the range ot" po,sihle equh'a lent
gai ns o fttlc l.lUan(i wfs and to mnjf"Cturc that the limit ing motion will be no largcr
lhan the largest ~itn al f()r which the li near ,y, t~ m wit h tbe resu lting cq l.li \"ale m
gain!s ) has a pole on the uni t circ k'.
We wi ll illu~ r rat e thc ..::onj~ctl1re by means of the <t'coTYJorder cont ro l canon
ical fu n n shown in Fig. IO,H!a) wilh tht' quanti~er l'haral" teristic shm\n in f ig.
10.Slb) correspomling to round -() ff rJther than tru ncat ion. ~Oll' from Fig. I08{bl
that the stairc J.O'C o f this qu ant izer b centered abou t the li ne of <lope 1.0 pa<~ing
through the o rigin. The characteristic ~quation fo r thi s ~y~t e m. if quami;wtiun b
ig nored, is

The last re.~u lt is the ~mne a~ the \\on.t-ca~t' oounli th~t would be foun d fro m
Eq. 11 (l.8) with the nwxi mu m I'alu~ of r rror 'I for lnmc ation rather th an '1/2 u, j,

- ~'qO'

down to the next ~q ui l i brium wh~re the t l/ O') -hne and Q(' I irul'r., e,:! It
dear that ., reprrscnb th e large~t va lue of .\' that is at ec,ui hbrimn a nd thm thi,
val ue d~pend., on Q'. We ~h(l u ld be able to find ~ ~ l ati on octwe~n kq. th~ larg~.'t
value of.' at cl.luilibrium. and 0'. the ti me co nstant uf the lill e r. In fal'l. from
i n~pt"etion of Fig. I 0.7 we see thul the large.l! ,'alue (If .I" al a ~tati (lnary poi nt i ~ ~
,alue.r == -1'1 such thut

i~

mo,'~d

Figure 10.8

---

2 I - Iii!!

I
q
I.:q < - - - - .

( 10.39)

"43

The d!"eci o f quantization on the tI , -ten n influences on ly the frcl.l Uenl'Y of the
oscillations in thi s model. For thi s purpose. because th e equi"alent rad ius is l.
th e equation for the digital frequency is fl == WS - ' (ll ,/2L
Another benefit of the I'jew of l.luanti zaticn as a variable gai n is the id ea that
n seco nd signal of high freq uency a nd constant ampli1l1de ;jdded t('l the input of
the quanti2er can destroy the limit c)"clo:. Such a si gn~l is called a dithe r. and il.<
purpose i. to make th~ effec tive gnin of th e quantizer 1.0 rathe r than somethi ng
gre att' r than I. Consider again the si tu ation sketche d in Fig. 10.1 " 'ilh the signal
stuc k at .1.lfan ou t s id~ hi ghfreq ucnl)' sig na l o f ampli tude 3q is added to r. ;hen
one can e.'pecl that althoug h the output would conta in a fluctuat ing co mPonent.
the average value would dri ft to"'ard ;o;ero mther tha n remain stuck at s. If the
frequ ency of the dither is ou tside the de~ircd P3SS band o f th e dev ice. th~n the
resuit i, improved response: that is. a large comt ant hi 3s orel ... a hig h.amplitud e.
low-frtquency. ... I f-sust~inc d.limiH:yc1e osc illa tion cn n wmetime~ be removed
this. way at the cost o f a lo" -ampli t(!de. high.freq uency noise that c~uses Very
.
lo w amplitude errors at the SYSTem 0I.l1pm,

FOf lhe ,~ ,tcm in Fig:. 10.8 "ilh " I = - 1.78 ,nd " : = 0.9.

QH<.m(i.:::.!!~"'-G!!!5... d Limn ("I.-, .. nd E(f,YI rf V i/h"

--- - - - --- --- - - Example I 0.6

- - ---

dither

'"

Limll Cycl(s and Dither

fro m wh ich the ~mplilude is predicted to he l es~ Th an

(.)

A s'nmd.arder system In control lncrica l lorm ld the quant<Zef chara ctClIs tlC.
correspond 09 to lo u01d-oft

]0.3

Ci'la ptn 1(1

'.Vlth and

IV'I "

quarlli za llOn q = 0, 1
clfld d ther" 4q

r~OOI1se

showin<;; I r'llt cyc le

(t) Secood()I'der

\f\I1thoo \ qvantilat lon

r~Dome

(iI) Se<on<l-order

Figure 10.9

444

lkl~nnin"

In" ",.p,m.., 10 lbe inili~1 I'OOd m " u of .. , = ! ~td " : = 0 "';Ih

q = n. 1 Ce>mpIfC , he ' t ", ll, 10 lhal prcd icl1 tty Eq, I IO ..W/

, =0 "00

"

'I

aIoO, ~ ..

,OJ

~.

. "~

rO

.. O.l

ro

100

~~

1m

__-=__

.' . /.o <li'_""O-C'C"_ "'--_ _ _ __

\/'~-

..

.2 r __\/--,;;-__-.:;--________

0-

0--------------______
'{i
Dithfted
O.I

""

&.. 21)": ~ I .. -1.783: ~2 a 0,9: q .. 0.1

.u'""

_c!
I~

,~

So h.llon. A , i m~ lai"" of the" .,,'t~ tn of Fig, 10,8 " iI~ (",d without q u~nl i1alioll i, ,"""'n
in Fig. 1O.91~ " Tile li mil C}'c le i. dc~rly ,is;bl~ for tl;" 'I = 0 .1 ,::'Ie, The '~>l~m p;l!'",lt1XI.,.
corrc~pond 10 roOl' til ~ radiu, o f ().95 at 311 angle of ?O . Th. qu an I1 1-"liOll ln.l .... as ,et at 0. 1.
The r<SpOI1", ... ith qllJ.m i( :lIio<l rk:trl\' .I I\OWI th~ lim it crdc ,.. ith at amplim<leil rO.5. "lIie" i.
c~oc t ly the ""'ue giwn h) Eq, ( W }9 , \\ ith ", = 0,9, Tile po:riod " 't I>< li mil c}c kcan iJ,: '-C<""
from the fi ~u,c to be: appru.imarcl)' 1 ~ ,.mple . If wc compute It.. freqwn ry \'()tl"C, p....l<.h ng
to the value of" = - I, 7~ ,"'ilh tile r~di".< mh"ll ll" I in of<l~ 10 rett.:ct Inc f:>.;t that the 'y<!e '"
i, o'~l lIatin~. \,;~ 1100" '" ,'0' - I~"I / l ) = ~ , . T ~i< ang.k corrc:,pu>d. 10 an o.,;lb lio n .... ith a
~riod of 13.2 ,amp l~>. an ~.Iimll ~ Ihat" q~it~ g.ood. ~o o, ide rin~ ,~at tl><-uU<" ~riod mU,1N
d O iotegr"' n~ mbe:r o f s.o.mpl e p( riOO.
10 Fii. 10.911; are plotted ,~" re< r nn,e " 'irh q = O.oJ Ihe r? ,pon.'~ "ilh " '" 0.1 " 'i ,h
d it he , d<kled. In Ih i, :"".,. aft~,
c~p"rim,'mltiorl. it was fntmd that a "Iu:.rc"'"\'c di lh er
at 1M r-'yq~i'l fIC4~rnC} \\ olhd quile \\ til at ~n anlp li!OOe of ~ ~ . I~ th JI c~"., lhe ' 1".ad),.'I""
""po<t" ha, """,,, rNuced in amplitude fwm 0 .5 100, I a~ d!~ fqu.:",y ha< t>cen ''''''':J~
from that ha'ing 1 ~riod <>f I.J \0 \hal having ~ period of 2. n.am:l:- Ihe "') qui'l rre4""n c~ .
The c~peri "'cnt' four><! ' hal diTher n f ks ' 4tnl" ihHle did !lOt feltl~"C \he nal urall imit c)'c k
and dithu of higl><r I'''pi itude ga"e ~ l:.rger , !Cadystate em\( r<sl'Jfl~ . A random d"her ... ,"

I h l Dt'~nninc" ditll.!' Sisn ol tlla, imprt"e, Ih. re,pO<l' .

tal

Qua n \iZaliOIl ElTec \;;

--- -

- - - - - - - - - ----

--

(10.10)

+ r l RJ; .

(7 .30)

rm~

of the
11).1 Verify Fig, 10.4 by simul"t inglhe resp<m'" of!ht .~ ,tcm f,nm Eq . (10. 5) LOI'lln '" I " ';th
and wiLhou tquanti U lion ofl he ") ' multiplkatiOll.U", ,, = 0 .9. q = .02 , ~ndcomputc lhe
,espo<tse from k = 0 10 k = 100. fCpealing Ihe :.imulatio<l20 or mo<~ time . Comp ute <r

10. t For the \ystem f,om Eq. 110,~) " ilh a = 0.9 and q = .0 1. wha l i, rhe
quamization em" of ... IIw yoo e.pe<.'1 fOf rarxlom input. <I rk!','

10.5 Problems

which is evalualed via MATL.<\B using dlyap.m or qrmS ,m. F()r 16 and 32
bit computers. these errors are usua lly negligible. They could be significant
using a com plller with 8 bits or less. a, .... ill be shown in Fig. 11 .6.
11le effec t of par.uneter rou ndoff (or par.lrncter storage error) is s ~'stematic
and has the capability to re nd er an otherwise stable system unstable. It "'as
shown tha t a parallel or cascade implementation of the difference equati ons
sign ificantly reduce s the sensitivi ty to this type of error as does the use of a
large number of bits to repre~en t the parameters being stored.
Under cerw in conditions (usually Iighll y damped systcms ), uncoll11ll anded
osc ill~tion s will occllr duc 10 quanti zation called limit Q 'cles whic h can be
allevia ted by the addition of low amplitude o5cilblions called dither.

R. (x) = 4>, R, IOC)<P;

,,"hert H , is lhe trans fer funct ion between the qu antization error and the
output: and I H, (1) 1is th e dc gain of H,.
Mulli;Jlication rou nd -off errQl"l can be analyzed under most condit ions by
co nsidering them to be an additional mlldom in put at each multiplica tion.
The distribution of the random input is fl at. i1 , mea n is O. its varia nce is
R, == ql / 12. and it ca n be ronside red 10 bt wh ite (no time corre lation).
The dfcx t of the rando m mu lt ip li cation rou ndoff error is analyzed by usi ng
the discrete Ly;lp uno\' equa ti on

1.i"",, (X )I.5 IH,(l) lt.

:\Iuhiplication roundoff errors are bounded . in stead}'-s~te. accord ing 10

10.4 Summary

~~

l ' nfon\tnatd). t!>c sel:lio<l of tl><- :trnr litu<le a nd sign al ., h ape of an effe<"tiw dither maiM
m"", a m. tlcr fQf e~pe,imcnt~li "n th~n llleor)"

"'''"C.

Problems 445

~ 1 'lI l ried. "'hi ch WJ, ('lU nd 10 be mu,~ le,~ effecti", Ih:trl the- !'i)'qui sl r'"'lu e!\(~' "IUJJC

10 5

.... 6

Ch.'pltr 1\)

*_

IS

Ik,..,ribed b~
I""

equa.i<.!

<"f"'"

(_'
""...........

",[;: :1

r I = [ 0' 0I ]

_ !..,! .
H "' I'

-", h'c Eq, (1O.2~ , fOf th i~ ( 3~. and ( om)I'Jte N, (Ol from F.q , 110.27).

...
1.6 O'
, ]
.... = [ -O.SI

1Ia~

01.

Ic) Shu\< Itl:.. I"" !:to,:ha>-lic .Mclr.t n,;tion model to U'C Ell, tlO. ~~, Oft Ih", 'y'tcm

rb l If h , _ h: .. I. " , '" - 1.6. " ; .. O.SI. ,,'lI:It " 1he n'3~imum slead)-J,lalf
dlle lo .-qu.ll roundin~ quanLl uf ::i:.'I12~

la, compule lhe IralbrCT funclions fron.!he q03n1izcrs \0 the noJlput . .'. Nou carcfL II~
ho" fl13ny 1t'Ct! 10 be c-omputw .

10.5 For lito: '..:ond-UOCT obsc-n-CTcaoc-..ical rornr s.ho<o n in FiJ. alO.

_I.

Ie, l;"" ~1""TU8 to compute th~ nos ...,.OI" due fO quantiutiJon u~ing lilt .. hIU'.noi,c

Id ) U,e l>1ArU8 to OO<nput( Ihe ...on!-c:o'e bound o n o utputquanlll:llion c rror.

lei Compule the stcady't.:lte ...""', erTOr:t< lito: OUlfllll d ...... 1O qu;tllti 1.31inn.

<~

(M Gi,-c lhe rclf\'am I"'mif' flltlClioo, ~"e>>U)' 10 CO" tPUII< Ih( output 'lo ~nfi lat;'.,

(a) G,,-c lhe <jllntu m , izc_' <t, (or Ilk- con,'N1Cr and ~:.c h inlUl\:I l roul\d.off quanHU'

": .0.8 1.

" ord

hil 'O(a.:cu, oc~', \l"h II bit.to lherig.hlot(hc fi~td poi nl. Tkqu;mtilcI 0, iH It. .b,,
kn~ tll " al N to haH 3 biB 10 lito: lefl o f Itl<: poi nt. The qu anlile' Q: i~ )C"akd W
h""tool)" I i ~l bil lO tilt leflOf thc po int in a 16-bJl <.l ord .( nll-th. Let " , - I.b.nd

10.-1 A digital ~ llcr .... "h the " "KIUlC of Fig, 10, ij is p.et:cd ed b~ "" NO COIWCfler ha'\ R~ l~

Id) Suppo,c tho. input NO quantile, Q, i, ti 'cd ~t I~ bit, " 'ilh I I b.T> to lhe rrglll " ,
thc ti , cd poi n1. At ...-1I"t ,~r .... of " can the quanli ldltion m Of ~I o'lf cau~ lhe ' opl1l
10 Q, loe~ ual uni ly"

0 .98.0. 99.' .

Icl E"3I uatc ~-:)\Ir u pte<sion tn part Ibl and ~i \ e the n"'-'C~!lfy bil .()Unt if" ., 0.1,.

[b l Gh'f an ~,.P'\'s~ion in lerm~ of U for the mini mum vallie that f mll' t Iu~e IU
I"""'nt~ Ih:Itt qu~mi'_:IIion errorc anllOl cau~ the input :o Q: to f~cew 1.0.

(II Jf both q U~l ilCr.. oper3l>" ...'i lh I bib to the: ",ht of IIt.c- i'OJnt . .. h:n ;, Ihe "31~ 0">1
lilt '1U.1nlll;Jl q f'" thi, C"""~

A,~ume t....1 " "" U an.J Ih:Itt tbe inpt.Jl. r, Lt ). i~ a , ......1)" \"iI} ing ,il:n~r that. for Ih.
pulJlO'f ..... I hi~ lIl:ll~~i,_ Cift be appro_, j""l.:d by " roMIJ"': . Thf .Mc nllude of tilt input
i. ~.Irkto:llo I>c Ie>. Ihan 0.99.

yU" = Q,I"u k - 1,1 + Q, lll - u)II ' ,t - 0 1.

IOJ A "" ,n~llooo. p"'. IiIl ....

" r lito: diffcre~~'C b.:1 ...~n Ihe ..-J'c ""h :HId ,, ;IIIOUI quanll~lli:KI al l: = .$ and
')I~ a~d
com~ ... ilh 1'1 , _I O.~. COIO!llC"': 001 lilt ....u~h you 10000 aOOdi ...._, an} di",",fpan~l~'

Qu~.\U.z.nion EfTf;'\C\s

fi9u re 10.10

with Quan tllat o n

A $KOOd-ordef sysle-m

.... 7

m.

L",. M ....lt.AB 10 roonpure tllf "' nN -ca", fno' bound"" tilt """puI q..:.nl i(:lI ion

I b) O'a'~' 'Ill imp lemcMt, tion of D I: I in conlrol canonical fun n "i(b paratnet e..
" , . iJ! , "I" and ~, . CO tl1pulC the ~"I-ordtf 5<"fl~1\i 'ilic~ uf the '>C panmeler<
oc<:eordinC 10 Eq. t 10 .;\6). Whi,h par.lmele. i! mml scn~ilj\"f? Compa ", , ""

,., If implrn>r:nted a ca,.-,I\lk of 1\. sto"k r ~ I~r< \l ith , ocftkkn{' ' I"""" to lin ;te
""c~ cy. " hal i ~ 1he \rTl.:l ll e:<t so in penurb.1,hOn Ihal rooM C~~"" in . tabilit)"! Wh k h
par.:meler wuu ld be mo<t '>en, ili, c"

j,

Id ) 1;", M...n~lIlu ,ompule lhe m .s OutP1i1 enor for this .~.<lem ba>Cd ",. I~
""hilf not'".. ,""""I of ljU3lltll:llinn ~ITOI.

leI

(b, Gi>~ lilt ~>f'eCI"~ ""n, fer fOn<:1io"-~ froO' each qu:a ntiur 10 lhr OUlput.

(al Gilf the qua nla <I. for f och qUanl iWlion 1000001ion.

~6,_~ _ 1 .

~ fil (e' , ""..-" in fig. IU. IO l\a; inpUI (.om an iVD CORWn cr th:tt hal: 10 bit<. 9 bu~ 10
the nail of the th ai point. ~ i"",,1 mag-ni!~dc j. , .,.t""led to t. The four qLli1nt i ~"
a", basrd on 16-bit "Xtrd~ sc-akd 10 h~'e. ~~jwl}. 12. 12.9. alld IJ hil.' to the nghl
or lhe pa;nb {.e .. (] , 11:1, 9 bi l~ 10 (he "ahl l. Tbr 1"lf"4metCT5 3", u, = - IAII. _ O.ltl .

10.8 COft"'; do.'f 11\0, di.<O:'CI~ l'Umpt'"IISlition ..-h<><e !fan,fer f um'lIon

10.1

10." Sohe fOtr the """ OU tput due to roun doff for iii" ')">lem of F,g.. 10.8 u., ;ng- compute r
lool. if~, - - 1.6 nd ll: =0.8 1.

!t.l.5 Pmbk ms

448

Ch~ ptn 1(1

c~...:lkk

and lilt "!nlml (orm< fot

Fnr 1ho: ~qu i'al.-nl :am h. pudw:"is of linJi'ryck ~ha,ior.

Ih,,~

t.l1"mt;l~ t;,n )"'~I

of om~

lhe 1~l"jIc>l:I1nplnoo.,

()f

rad,,,,, ()(

I O. I~

2.2J~8: ... IUS90

ClJ"mplc~ d.=I,......,

~irn.lfor par:tmtl.... Slor"it ,n OHle , 10 b "tp rrmf< in,ho. pole-

loc..t;o" ,:II) be Ie..., lOOn om ,n I.... : -pl:me in ci,horr lhe: ~I or

A,wnll: m..- 'y~lem i> III be i'"I'k-_n1ed m It>..> di...,1 f"" n.

""",. m.m btt' an:

Vt~) = _, _ 1..l000:' T ~.On50::

Fnr 'h~ di!oCrt'1( ')." "'"

u,dul.1

ID.ll R>r lho: *'lCmof E.>.amp ie 10.6. ~' unt ing Iho: dc';J" rull ,,a k is :I: ~) "n.'". fill<.i,ill:
II umilt. ofb'l> r~ircd in I"," cpo 10citmin:t1c the lim;t c~cll " " hoo.J Tany dllller. [If.",
nG109 M in lhe D 'lilal Conlrol TooI bo, ...il! be ",,"uti
ID.iJ rva 'Y"Cnt .:roclured J, in E, ample 10.6 ... ilh lhe >-3mt milia! C"QIIdll 'o"'. 001 " " h
Ih~ COI.'" fr>.:",nt! ..llcd <o 1I1:l.llhe equ;"":I.I"nl damping i, ( .. O .(l~. a.,umt lilt ""' I; n
full ><.1,1e- ;~ ;'() UnI\, and lind :he number ofbi" r~t.luircd '" lilt cpu IO d imiruut II!..'
hm;1 c~ck " ;t ~"UI:m~ di lher. IHim: f ~ 109 M in I h~ Dig'u] Conlm1 Tw tbo.\ ",II \>to

III

U...: MMI.AB 10 ';mulate lhor rC 'jX>n>e 10 lho: ;n;,i.1 "orCilion, .' , .. ! and .,.: .. H
,, ;Ih (e.,,;np"!. US( " , = -/~n, olld ": = U. ~ . 0.9. u. ~~. anl.l 0.98. CU"'IXIK I....
a!llpli ludt. and frc q ... ",,;~. ofill.: hnUI cyd.. , ,f ally l ~;I h th, ,a ltlC ' prcd'Cl~d .
Ih) Atkl dll~ r ~llh( 1\")41,1 ;" frquency 'v th. 1juam ilel uf II: \ w;lh amplimole A a, 1Ll
rioo lh, d Iher amp litude tl>:11 min irn i1C' lhe I"'~~ uut pm in Ih c .I~.ldy . IJIC .
10.] I Rep.:al E.~~ m~~ 10.6.001 a!'un", the de,i~n fu ll <cal.r it 20 1111;<, and 1 1!t.'.'Y' T ~nt j,
bc-;~g in>pk:mtmt'tl wilh an g bi l cpu. Fioo lhe amp.lllude anll f~l1Ct~l CIT lhe ""111
c~cl~. ~o"'P~ \\; Ih tile th<u~. ~r>d Gml ad"her Ihl l '"'PfU":_th.. .lIuallOn a~ much a.
JlO>.>ibl ~. Iffi,rr. f IGl09.M in lhe Di t; tal ConT rol Toolbo~ ,, 11 be- uS(u l.l

li mi' C} ''"

,-qual :v I;q - 'I i ~.

).0\1 ,,,)VloJ (. pte l for a ~ood.oru.r
.vn1ro1 canon;""! fllll11 ,}<Icm " i, ~ ~"mpk~ root' at ~
0.9 Will a

<b, Wh;ol i<

for ~ <i,naI of an-.p!; mdc k<.."""

G < -- .
- ~I; - t

h.. ShoYo lluoo th~ "",i,.,.knlgain uf 1i1c r(lUn<! ...,ff qtLUII;'fr ;' ,;'"'' II)

10.10 Fort~t '~'lcm{)fFil. 10.8.

I'"

po<;lion<.

1.:1 U<inIl1hc: root """u,. li nd Ih~ "'.nlln ~m ,Jr-. ;<tIiOM f"O<'lbk fur lhe' PJr:I,"",~n. '"
Itt.. e""lm1 canonical fQlTl1 mol Impare ".ith , he' n:""h~or p;olllb!.

n()m;n~1 NOI

"'"fI>lli';Ii!:< of rO()( 10..;,1;"", for Ille

Qtl Jm l~uon E ff~C1S

<4.

S~'CliOrl 11. 1 e~a mine s the fu nd!L me nt ~ 1 limi t on the SlLmple rnte impo~ed by the
!.amplin g th eore m; Sl"Ction ! 1.2 (o,ers lhc efffXl o n the time re s pon~e . s mo01hn~ ss . und time l<lg~: Se(,io n 11.3 exam i ne~ the regulm ion effecti\"e n e~s n., mea.~ II n"d by the ~ spon St: error~ from random diSiumance~; Sec tion I I.~ looh !LI th e
effect of sumplc rate o n Ihe sc n~ iti \"ity to p lant p;lrameter variat ions; and SL"Clioll
1 I.S c .1!Lm ines huw sa mple fal e affec ls lhe e rror d tle 10 the measu re-men l noi.>e

Chapter Oven'lew

Thi~ chapler \\ ill d L~cu.,s ,he inHuence o f lhe sample rate o n syste m petformarn:e in order to g ile 1'Ome in,ight into hO\< to recooci le Ihe i ~sucs for a gil.en
deSign.

The !K:lection of the bc ~ t ~amp lc I'J t ~ tor fa te. ) fOl" a digital control sys tem i... ~
tornpromi 'C. Ge nerall y. the performance of ~ digi lul contruH~r imprOles wit h
i ncre~s in g !;Impl e ra te . hut COSt m~}" a lso increa.<;e with fa'te r .~am plin~ . ,\ d ecre ns<: in samp!.! rate lI1e::UI ~ more time i.~ a\ai l<lble for the control c alcu lati ons;
hence ~IO\<er com po te~ al\"" possible for a g iven contro l func tion . Of more co ntro l
r:apabi lity is a\a il ab ic fl)l" a 1;ive n compu te r. Eit:lC: rresull lowers the COSt per ru netion . For s)tems \\ilh AID r:onwnen. ..~ Iower sampli ng mea n ~ le s.<; C"On\.ers ion
~~d h rcqJired . \\ hich " iII also lower c osl. r-~nhermon::. we will see thaI faSle r
!>;lmpling can some(i nlC:~ tt'q uire a larger word siu. which would alloO increa.~e
COSI. A11 1he~ 31l1umems \ ugbOCq tha I thl: besl c hoice when con~ideri ng the uni t
prodUC I COS! is the 510\\e \1 sample rille thai meelS all pe rfonnaocc ~pecilical i01l~.
On t~ OIher hlInd. d igi tal con trollers are- o ften de~igoOO and bu ill ror s~l't em~
where- a l'ery ~ nlllll numbe r will be bui lt. In Ihis case. lilt! COSI or ,he de ... ign efTon
can bc more lhim the unit prodUCI COSIS. and the ~a \ ings in desig o lime that are
rea lized " 'illt l'ef)' f :1.(' (.::: -lO x band\\idth) sampling dicta tes Ih:..t u hig he r ralt is
the bc~t choice.

A Perspcclhe on Sa mpl e Ra l e Selection

Sample Rate Selection

-- - - - - - - - - - - - - - - - - - _._ - - - - - - -

. 11

rate lower bO<Jnd

sample

,olDJI(tlUlion

Digit al

Figure 11.1
Dig ital cootlOl S)'5tCffl schem."~i',--_ _

If a designe r ,",'ere to specify a certain \alue of ille clcr..ed-loop bandwidth

and then pid a sample rate that viola ted Eq. ( II .I}_ the resul t would be that
the sampled value. of r would be a1i~,;.ed as discussed i, Seclion 5.2. and the
result woul d be a syste m respon.\e that was urlStable o r co~ si derab l)' slower than
s pecified.
A ~imil a r arg~ment can be made " 'itlt regard to the clos.ed-loop rOOtS of
a ,ystcm. which t)'pica lly would be sli ghtly slower illan the bandwidth. If a
de.signe r specified) closed-loo p TOOl by its s-plane locat ion and fa il ed to sam ple
at tw icc its frequency, the actua l root rca li~ed wi ll be alia,ed and can have li ttle

w,

An absolute lower bou nd for the sample rate would be M'1 iflhere i~ a ~pe<"itication
to track c.::rtai n command or reference input ~ig nal s . T hi s oound has a thCt)retical
ba,is from the sanlpling theorem discussed in Se<:tion 5.1. ASS u[lling we can
rtpresent our d igita l cont ro l system by a single-loop struct ure a..~ depicted ill
Fig. 11.1. we can .pecify the tracking periomlance in t~ml S of the freq uency
re~pon>e fronl r to .' .. T he sampling theorem stllles Ih al in order to reconslruct an
unknown band-limi tl'tl cont in uous signal from ~am ples of tha t signal. one mu., t
use a sa mpk tate at least twice as fa,t as the hig hest frequency co nt ai ned in
the unk nown signal. This theorem applies to a feedback controll er like the on~
illustrated in Fig. II. L because r is an unknuwn ~ i gnal lh at must be followed b;the plant ou tput ., . If we want the system to track r up to a certai n closed-loop
blllld wi dth. IJ)~ . il follows that r will ha\c spectral con terJ. up to that freque ncy.
Based un the sampling theorem therefort'o the sample rate must be at lea~t twice
the req uired clo~ed-loop bandwidth of the syste m. Ihal is
w
......:.;. 2.
(I I I )

11.1 The Sampling Theorems Limit

and the influence of analog pretihcTh or ant ialia, in g filteTh on this error. Si nce
there are often conflicts in se lecting tile sample raTe for diffe rent func ti ons in a
cont roller. some des igners elect to have more than one sample !atc (a multirate
~ystem) and tlli s topic is di~cu~sed in Secti on 11.6.

1 1 Sample Rate SeIeClivl1

Cllapt~ r

4 50
1.2

T,mc Response and Sm<XH.ltne s5

lime respor.se
!~

:w <:

w, <: 40.

w,

- - ---- - -

I S. 5.l'o;rl.-

R;;/,-

,lig htly difJ~rem.

. It j, i nttr~>ting I" not~ Ihat tho: x , re-ponsc wa, 'TIOOth for alJ ~:L'e>. ;nduding tile " ne
with wJw~ = ~: howe ,cr. lhe 3<'c~lerJfi()n nad I "'l'~ di'coot inuit;e~ and ",mid h~\"~ h.>d a
'!long tendelK\ 10 .xCil~ an~ Rcxiblc modt>~ and pmdoc~ hil"h SIre""" in tile actuator and
'.t' ~urrll\lndin ~ 1,.ruCWre. In tum. lhose ae<:derati llfl "~p$ producN;! l1oti~~"bk cl1.1ngcs of
, lope ,n tile 'ekJC ,t~' A ..tIllJlhng multiple or w./wh ::: :!O If'pe= nocc');lI) for a rca,onable
IIDO(lthne".

.... spcmsc ma)'

Sol"tion. TIte four r~'I)Qth~S ore . hu"'n in Fil". Il.l. The ga in, were ~oml'l'(td u~ing polo
placement " h:ro lhe ~ plan~ pole. W<""r~ computed usin.!' ~ = ~.r ,,\)<~ Inot lh~ .dalion
= O.!iw.rl :::: jl i, apprmimafc in thallhc act ua l hand"'idth of tho do..cd-Joop frequ~ncy

Cotnpur. the unil 'ter r __ roo'" of tile double integrator coorrol problem as dc\~klped in
Eum~k: \1.1 and plot the outp ut .~,. il ' rate .~: . and controt " lim.. hi<too.~ . Find lhe fecdbad,
I?"llns ror . "mpl~ rate.' of -I. 8. ~(J. and -10 t im~~ t h ~ blndwidth. w, .. Mt Ihat (he .... 'pon s<.'1i all
hav( clo<.e<;lloop TOOt , in the ~-plane lMt .'" euiva\(nl (0.' = 0.5 w.r 1 j t. /)i.u", ywr
re,ult.'

0.'1<1>1, fr.r',)::J",I!,Jr Glnl'V! Sm.>(!rlllJ..;;

! he. degree of smoothnes s required in a panic ular de~ig n depends on the

appltcallon and is hig hl y .~ u bjective . The commands issued to an electric motor

- - - -- - - - - - -- ---- -- - -- --- -- - +

Exampl e 11.1

(1 1.2,

Equa.tio n (11.1) proyides th e fundamen tal]o-."er bound o n the sample mte. In

pracl1ce. hoWe\).)f. this thoo re tical luwer bound would be judged far roo slow
for an acceptable tim e re5pon~e . For a system wi th a rise ti me o n the order of
I sec (whi(h trJnslates to a closed loop ban~"' idt h on the order of 0.5 HZ). il
would be t ~ptcal to choose a sample rate of 10 to 20 Hz in orde r to pro\ide some
smoothness !Illhe response and to lim it the magn itude of the control sleps. Thi~
T?eans that t h~ deSlfed ~ am p ling IIl1drrl'le (= w,/w. ) for a reaso nably smoolh

11.2 Ti me Response and Smoothn ess

- ------ - - - - - ----- - -- - - - -- -- - - - -

45 1

resembla nce 10 lh;:u speciticd. In practice, no des igner would consider such a low
sample rate: we bring il up only belause it marks the theorelica l lower limit of
poss ibilities.

Ch~pl.. r

II

"',''' D

._--

,.,

,.,,

ov(rad)

-~

->

lIlfII(radl

-~

./.

"x,

1.

x,
x,

<l

'"

,,,,

, .,

m"
(lad)

flJlI (rid)

di<rofllln~il;"

Som.li ..... , \ov. p><; lill( " "'" pl><ed bol"'..,n Ihe ZO H 0011"'1 ~OOJ ,be :.:1"""", I... ..,6<_ lbe
...... I~,. :'ik..... 11'..,,1 be- I.ken inlo >CNHt0l w.; n ~ d."'W! .00 <OmfI<n,. ,,,,, rOI.

31000 are beSt kepi fairl~' smooth.' The roleronce to roughness in the: re~ponse
also depend~ o n the appl ication: for eumple. if a person is being affected by the
cOAllollcr. a smooth ride is likely d<esirnbJe. An unmanned !illieitite COni roller can
be rough: ho.... c\'er. slow sampling contributes 10 increased pointing CIT'Of'S from
dlSlUrbar.ces. a lopk thai is d i.cus.sed in the follOw ing seeton.
In addition 10 tbe smOOlhness issue . il is somet imes imponanl lo reduct.' tho:
delay between a command input and the system response to Ihe c<:I mmand inpu!. A
command inplII ca n occu r al any time throughout asa mple p~riod; there fore. th'fe
ca n be a delay of up to a fu ll sampl e period before the d ig ita l controller is a ....":lfC'
of a change in the ccmmand input. All the responses in Fig. 11.2 assulTlC'd that the'
controller was aware of the command in put at time zero and that. there fore, a ll the
alti wde responses . .f " responded in a si mil ar fash ion. For systems wi th h uman
input commands .... t.e re the syStem respol1 ~ is cri tical (such a s Hybywi~ Hig ht
control). the time d~Jay alone suggests that the salllp le period be kept to a S1l1~JJ
(rolction of the rise time. A pilot Hyi ng an airp lane wi th digita l Oyby-....irc Hi ght
cont rol will comp lan iflhe ~mp1ing de lay is on the orde r ()f a te nth ofa second
(rolll input act ion to th e begi nni ng o f the re~ ponse , Ass uming we " 'ish 10 keep

con h:wc large dis.colllilluiries. whereas tile commands issued 10 h~'drau J ic !tClU-

,,

i.
!

S3mp1e Rate Selecuon

figure 11 .1
Double m:eg'<l!o/ step
responw for the
samplmg rrul l pie ...... th
eouairo (a) 4 ,
(b) 8, (t) 20. and (0140

<"

Exa mpl e I J.2

OJ,/"',

l'quall 0 fa) 4. tb) 8.

ld 20, (d140

'\aIll:>ler \.,Ih

Double mtegrator s:ep

response Wl lh ~vorsl ~
phas rig betwE't'n
comma nd 'rlIltil and the

Figure 11.3

--

.-

::: -'0.

- - -- --- --

n I.J)

,.,,

,.,

--

-~

Wbl [rad)

-,

"I.

x,
_0,

- -i.

-~ x,
...... x.

,
WiJ (rad)

,
'/,

x,

-. ..

WII tJ3d)

,0)

.,,

-~

-i.

x,
...

---- ------

--~

wtI (rad)

---

---.
JdjY>lcd in c:..;n C"l>I' to mai m3; n Ih< '~llI<" ~ .pla~ roct.>. bu l lhe e.<lra dc!a)' alr'("' N Ih" ri",

1m", ,oo,.l"nli"/1~ ~~ mea"v ....'" from til<- in",m OJf ,he i:lpllt comm;",d.

SuJutlon. T he: re~u ll " >lJuo,.n in fiJ;. 11.3. It dcrr,<"' '''l te. lhe llOI ice,bl~ i ", pa~1 0 11 rho
11:'P''''..e fu r m. Iwo .""'cr ~3"",. T h,' ",'C!"j;b.lo! i.; ~n..:haIlE ed bo:"nust II>< ronroollcf ".a."

R~P<';H F..... ~"'f>k 11. 1. bul ~dd ~ ".,~ c~dc lido.) ~lwn ,"" inpul c"nun and and tile .tan 0(
tht ,:omrcO inf'U1 III ~r III o>><! lhc " ON ~a>e ph:,,;ns of the ir>pIJ I. Di>c~" I~ l ml"'~l u(
thi, j ,~ yc .

0. ... /11,. hlr''l:,,,,,,r R'>I~.1" \ . :5<o1l1}'!. Roll,

w,

the time dd~r to be 1O'h o f the ri~ titne. a JO-Hz !>ample f~ue l1CY mou ld b.!
u~ for I ,~ rise time Of. in l erm~ofl he nondimensional sampling mul liple

Sample

systems !Of dlsturhMCE

Block diilglilms of the

analYSI~

Rnt ~

Selttt ion

OiJ.c. el e
co nl1o!ltl

(lI.J I

Disturbaoce rejection is an import an t aspect of an~' control sys[~m and, in man~

cases, is the most import ant one. In fact. Sennan and Gran (1974) SU!!);~"St tha i
the sam ple rate fer aircraft autopilOlS should be elected primanl), on the ba ~i ,
of liS !effect on disturbance rejection. Indeed, th is is the case for many cOIllIol
applications, aJthcugh thE-r.. are multitudes of app licauons .... it h .... idely "ar) ing
conditions " here other factors lln' more important.
Disturb:Inces enter a syStem with \'3rious characteristics rangi ng from ~t..>p~
to " hile Iloi;;.e. Ft1f detemlining the sample mte. the highe r freq uency randOm
disUlrb3oce~ are: the mO!l t inHlJoi'c nti al: therefOf"l.". we wiU concentrate on the ir
effect. In other words. we will loot-: at disturbances tha t are fast compared to the
plant and the sampk rate. that is. where the plant noise can be cOl1sidcred tu b.:
wh ite.
The abilit), of the conllol sy~lem torejcct dis turbances ...:jth a good cominllOu_
controller represcnis a 10werboul1d on the magni tude of the error respon:>e th at can
be hope<! for when implcmcnting th e controller dig itally. In fact. SOffit' dcgnldatiou
over th e co ntinuous design mu~t occur because th e sam pled l'alUCS ~re ~ 1i gh t l~
out o f datc at all ti mt"~ except at the very moment of sampl.ng. In order to an a !~ Z~
the degradation of the digit~ 1 controller as compared 10 the conlifluouS contrullcr,
it is important to consider the effect of the noise [w in E:j. (4,451 1con ~istcnt!) .
"ilh both the continu()Us and the digital cont ro!le~ .
The block diaJ;r.. m in Fig. 11 .4 .'J1oll,s the situat ion. Th~ plant ooi ~. genera U~
a vector quanti t}'. ..... is continuous in natu re and acts on the cominuou~ part uf
the system independently of whether the comroller is continuous or dis,,,reu.
Funhermore. we ue al liberty 10 ana lyze the effect of" with a cen ain J)OI'-W
spectral dens ity resardlcsl>of what \'3luesof R.. or R. " 'ere: used in computing til<estimator gai ns. t . and regardless of whether an estimatOl was u~d. Proceed ing
then. we have a continuous system represented by

11.3 Errors Due to Ra ndom Plant Disturbances

Chapter II

Figure 11.4

+5+

+ t tl =
j,

I.

( 11.5)

gi,en by the LyapunOl equat ion ~

R~ .... 6( r

hcre

'f)xq, r + C~ = X.

II 1.71

(11.6)

( I 1.8)

Wlk'n t h~' OIl'prm imation i~ llOt '-alid. it i ~ oc',:essar)" to evaluate Eq. 1 I I, 7} e.~aet ly
u.~i ng Van I.oon) ( 19 711) algorit hm. IO.h ich can ",;::.~j ly be done usinl!' disrw.m in The
DiJ;ital Control Toolho\. Therefure. in onJer to t l"aluate tho: effl"C1 of sampk rate
on the p~ rfomlaOl'e- of a co nt roller in the prcsenc... of white plant disturlmnces. wetirs t el'al u:l1~ Eq. t 11.5) 10 ti nd t h~ baseline co,ariance IX ) und then repeuledly
e .. al uate E.q. t I 1.6) ...... ith "'ary il1!l ',llmpl ~ rate~ to establish the degradation I'( r.ws
.,amp])ng, II U)Ull !l ~ ~uf!ic~s to c .~ ami lW the di agonal elements for a pcrfommnce
Inea,ure and 10 compute their ~u are rout, 10 lind the rrns val uc. the qunn tity th at
is typically Ineasu r~d.

R
R == ~.
T

A~ di~cussed in Section 9."",.4. thi, intetr.JI can be approximated jf T is shoner

than :d l sy"~ m 1I1lt-e ,'onstall1~ by

\I

Tho: l>ol uticUl IU this ~l/uJtion. X. (= E[x(l) xln'] I represenl~ tht: ampl itude of
Ihe rundom re~ponse of the stat ~ due 10 the .:xcitarion from w. It .., ill be u'ed to
t"~t abl i ~h 3 oo~e li n~ agninM IIhich dillCrete cOIl troi lers are: lOmp.1re d. Note that
the ,')'~t elll m3tric~~ . ... and G. can repre.,cm a do"Cd- loop system inclUdi ng n
wntiou()Us controller. The !iOlu tion i, obtained by Iyap.m in M ATlAS.
It i~ :Ibo ne~c!).sary to c"'alllate X ""h~1\ the sy,(em ha, a di gj t ~J euntfu ll"'r
for the identical ~l\dlati()n :Ipplied to the pl~nt. In order to do this. the e-n tire
~y'tem mU.: t be tr:lnsferred to il> di~cr~ t ~ equil'alem a, given by Eq. (9.S I )
and ui ~c u~)<d ill S~"tioll ..1..\. The dillCT(to: equivalent ur Ell . 111.5) i., gil"<~n by
Eq" !9.':Xl). ( IO.:!4). :lnu 10.3<lt in slighl lt differetJ\ contexts. n lC delif1!'d result
for our puQCI!>C ~ h~rc. called lhe discre t~ Lyapu nov equalion (<;ee dl~ap . m in
M.l.Tl.-l,Il) is

The Sto:a(/Y' Mate I';!lue ()f the cOl;!riaoc... of .'I:

1 " (1, ,,1 If

.... her... lh .. po .... er ~pec rr;t llkn ~ity uf ... is R~ ... ta hem,uiwly rd..rred t() al> the
"whi tenobe inten,uy" or "'mea n -~4()are ~pccirJI df>lIsity"" so th;!t the C"O"ariance
of 1\ i~

11 .3 Erwr.' Due lU Rmd"m P'anl Dl>l urhan........ ;; -+5 5

Ibl

eK

tll.\/I

can anal)'u f ie disturBance re,poD'" o f Ill.: "~,tem ,, ' h~l> II!.: '~)olro l"'r ,n<lud<-, an
~,.ti~Of in a <imibr ma n~r to lhat lbo,'c . (n Ih i' ca.,c . II!.: >y.lrrn malfix 4> in Eq, 1)1.1"
i, ddiJled b)' Eq . ( ~ .(\~I. :-'-VI. ,hal I """ ind oo.. (rn, plant d ynamic" ~ a, ,,"en a., lh ~
.,timal<lr dl n.:Jm;;. The ,'Wlinu,,", <"onl.-ol rool, arr: In lbe ' "m~ Ioc rtl ion a' lor pan ,a >
"oo tne comi",,(>U, ~SI;ma!Or rOOl< " ere ocle<.'I"u 11";(( a, fa,1 as Ih. cun lrol roo,,' , Til,
f~m ; l~ of d,,,,,.t< cor.lroUt" "~r~ four><! hl u,ing pole pla"<'IIIl'nt >0 Ihul ,h. d i,..;,-.,tc
.'om",1 and e>t im,"or nlO!., \\"~,r: ,. bln! to lne cOlili nuou" ""'" b; : = r '. T I>.: I,,,,.,,

W~

"'001.1 be a ~ond <bo lC ~ The .-.b l i,~ .rror, grt'" q uic Uy " 'hen , amp li ~g <tOl'W Ihan Ih ;,
' nu l l i pl ~. "t>erea' the l."ain by <ampHng b"e, is ,;inlp!~' 10 .. d x~ Iix' Jcgr"d~l ion from
abou{ lO','; 1\""nw.. nJ .

,h()o.."

""pot>'" ,,(

m>i. enr~r; ti'>e plant in' pr""i'd~ the , ame "';,. thaI Ihe "ootrol d,><:> , ' hal "~. G , =
G. n,.,,,, for-e II>.:
a h )JX>lt>.:ti,~1 ,"('of\l i n uou~ conor.>II( , is foond b ~ ,oh'n~
E4 , '11 .5 1 " ith F r~pI",...-J \\i,h F. and G , a , >Ial.:..l. Be~a u ,~ 'W \\"j <~ to il1 ~>l r~l~ or, l:
, h.: d..:g'.l<bl ion or .b~ d"".. rrt~ ,onl",lle' ",,"'pared 10 (he <X>nt n uo",~ , the ~ko're "f
K.,... = I ha~ "" <ff." 00 'he r(~~lt< .
The fam;l~ IIf d;,crc le cOnl",llcrs with c ifferen l ;ampl ~ f'\'rir><!' "e,.., ~Illk":{fl"d
10 Ih.: >ame ronI inllOtl' ~"""I fUn<lion ""cording '0 :he nl(!lhodm' Sa1Wn <'!3.~ , 'he ide"
~ing thut al1th.! d;'"c t~ cootrolk .. , ll<"<Ild he I~'ing 10 tlll ihe .arn e Ih 1flg. i::u.;h di,..; rel<
d;go re'lIlt"d In a "n >q<J~ Ii: ant! 'l'l.m matrix Ie I'" <1- - lOK I. which ".~> "".,j in
E'l. '1 1.611" <,,,I J:..I< X. B.ca u", Ihi, e.~am p k h;,d no d) nam;' ,' h~r""l cri ' lic, thai \I,' r"
fa'ie' lhln lhe ~~)\'C,;I <anlpk perir><!. , he i'P]lCIIA; mat;on fllr 'h e pbnt noit,! giwo b~
E4, 111.RI'~\oJ l d Ita\"( b n ",n!. ~lthQugh the ~,"CI calculalion .)f Ell, ' I 1.7 1,,"os "" "' J II~
" ", d, The '.,1111
in Fig. 115 i, II", r:Hlo of In.. rm, "~Iuel tor I~ di",.-. le "aw It
th-c conti nuo", ~a,"" The 'pec'in ,' """. ,hoI' n i, for the n n, Ill' the: .1, "3riahk: hmI'C\ or.
bolh rm" ra, io':Ire <''-tn li all), ident;'a).
If "hne pl ...1 d i.,'urbanc~, ,,~'" lile d<'minlnt '<lu,,~e of cl"lor in Ill.: "Slcm. ,"'"
.'ould "...,.:100< fr~m Ini,' eumpl< I h~1 a ,amrl m~ ,nulti pl e "I'

m l \' ~igh {ing m:l{nct< "" that {he: do'cdbop 'Y'lem bd r......, al
0,5 w.11 i: j' I{ = 1,1.71 ar><! "C " "Un", I~al <v" = J 2w, . \>o,th fl1 l1-'I"{~ r,edb;(,'~ th..'
c!,,~d- loop <'"m;'uou. >'>{m1 mal ri~ i , gi'~ n b\" f = F Th e pllnt di,w . b;"oc,'

b~ "", 1<"Cl i n~ o~i

(.. ) Tho: 01"''' Io'>op !C, G. and II are gi\"(n by Eq . H . ~h Tt>e c'Ontro l F in. K. ,,;as detcrm in ~d

Solution.

th ) .,,,",un,,, the ; am,' pl an{ J)();~, but tlVW U,"" an e>:im~ IOf ,,'ilto " nl ~ " m~ a,urcd wi lh
iIlklililt flo i,t 'lith R, = 1 Rt ,,~~l th i< cn<.e lum ing there i''l umt il uli ctn m the e,ti mal\Of
.-qui'."nl I"~ J.l). ,,><.19 h' l ",uni ,' ;/C.

ial A,<urn.' til<' pllfll;< d r;"en b~ w!lite nni<" cntoring in 111< >~nt~ " " )"~, II><- <.~onm~ in[ltl l
"nh II,,.... eo I ",Id ""m~ It..: u,. of fulhl31< l.Joo.: ~ .

Eu rn i"" If><- dfN:1 of "mp,," rale 0., Ihol"'rfurmar,,:e of 3 d i gi t ~1 (,,,In,1 'p.len! compared I, .
",-oo:inu,,", n>llI r... I .'r,t~m !<X I h~ doobl( int(gralor plant u""d in Eumpln II I Ulld I I,",

11, 3

verws

- --- ----

'Nith an e5tlmaiO' with

quan l,za!ion error~ and a
white cll lurOaflCe.
harrp'e I ', 3.

Silmple me fo r thf Ise

degr~dat ,()fl

Figure " ,6
Di>crete controller

E~ ampl e

---- ---

Figure ".5
Di serete (ontroller
degrad aiiOl1 Vi!'W;
sa mple r,He tor lu ll state
f~dh.J(~ and d"~en b~ a
white d,sturlXlnce.

7 bi<. "'ord Ii ..

8 bi; word ,;ze

Sampling mulTiple, Ill,

00 '

''''b

.~.

~.

9 bi: ,,"ord siu

no <.uwization

S...,plinJ: II>llHip\<. (V OOb

00'

, ,

\\

, ...

'"

<

,~

'1

Err(\r$ Due 10 R:mdom Planl Di$lUtb~fK~S

<"

"Y " 'e i ~ Fig, 11 .6 >00""< the di '~"'lc 10 {ont;,,,-ooo> n", ratio .nd, COf!'p"r~d TO Fig, II ,:i.
',< ~I il."hlly higher. ni. i< III h..' ( ,XP''IN ba:au>'C lhe , d o,:il}' infOl' malion i, 00" ~j n ~
e,llm31,'jj from a pl>S,ri<'Il mea,u",,,,. nl and lh~ grr. l~r ~nsil i" iT}' 10 di.lurha""" i.' Ihe

,~

1.2 ~

,+"

! "

I ':1

".

I.

\.2-

],4 -

1.6-

1. ~

,.

, "["
"

"

''I".
, Hi

,J..

113

qu~ntil~tion

The e~amp1e . alt hough on a very ~imple plant. " ho",~ the basic Irend that
usuall y ~)u lt o; when a white di~turbance act s on the plan!: Th e degrad31iuo du~
10 th e discrete nature of the control o\er thnt po.~sib1c with a co ntinuuus cont rol
is sign iticant when sampling slower th an 10 times Ihe handw idt h. E ~ccpt fill'
contro ll ers wilh small word ~i~e~ (8 bits or less). th..- performance COnlinu~, h'
improve as th e saJlpl ~ rale is in crea:.ed. allhough dimirish ing returns tend II'
O<.'1: ur for sam plin g faSlcr than.w tim es the bandwidl ....
Whether the nns errors dll~ \0 plan t diS lUrbance s are the primary cril~ri on
for se le cti ng lhe sampl e ralC is another matte r. If COf;1 W<lS of primary importarKc
and the errors in Ihe system from all sources were ~cceplable \\ ilh a sampk
rmc aI three times band width. nothing encounlered so far in this ch3pter ww ld
necessari ly pre\"erV. the selec li oll of ,urh ~ slow sample F.e_
On th~ other hand . resommces in the pl nnt thm are fa~ler than the band\\'iJ lh
somet ime. can ha':e a major impact on samp le rate sekc:ion, Althoug h t he~ (1..,
nOl change lhe fUlldam~ntal limit d i ~cussed in Sect ion 1 .. 1. Ih~y ca n introduce
unacce ptable sen~,ti\"ilie;; \0 p lanl di sturbances. The ana l ~'s i s is idemir~1 to th ~ 1
used in the example above . except that it is momblOlY in thi,; case Ihm ,U1
accurate e\'alualioa of the integral in Eq. ( 11 .1) be used beclUse Ihcre arc ~()nl<'
planl dynamics Ihll arc faslcr than the slm ple period.

w,"

The ooJ,jition of the r.i l>dom ooio;e flOm q~an l il:\lion ,hOI", Ikt there ar~ lim't> 1<' ( ~"
impro, ing. noi,~ "'>P01~ ~, the >lImpl inf- r"le irn:rc~ >c; . Fipn:: 11,6.1,,, i 1.:lu oc, 'lUam i'All iun
nois;: ooJdt d xcordinf-IO the di ".; n"ion in S~"liOll 10.1 Quar>li!atioo i, u",. II, impon:mt onl>
wilh " h ((\.rlOin( ; ntrk~nmiofl of tho.: , ,,nIMI eqoalion>. ~r.d an ~uml'l ion "", I~,...tior.
requi ...... d a' lu (he ..:a i n~ ,,( lhe ~ i~n"" f()C Ih" a~ll )"'i< . In Flg. 11 .6 it ;, ""umcd tll"l ,...,:
,caltd ,0 (hal ,he <onlinl>OU' nil> (rTO< due to lhe r,lani di'IUIMrn:. i , 2' r ,'I
cO<I' ro lkr
full ..:ale. ",""me,,'h;lll arbi""" , ,,mnplion, !lm Ih. po.lint i, ~Ql I~O 'po!,itlo: mlgnilulk J '
Ill""" a. , tie OO!iofl {hot the,.., i.< a li mit. and that if a d.:.<tt!'>O:' i. d"~1.n~ willi " mio.:ro>p ro...'<" .....
" -'lh f~wer lI",n 12 bill. It Cal] be u",ful lo ~rf("CIn ~ ~; m; l ar aoaly'" '" del"mine " ll<lhl' r
(he word. , ite errorl' art .~nkicnl l )" brg~ I" impact ,elec lion of _",mpi<: rate , Wilh 16 '" 00
32-bi{ microproo.:e~'o~ Jnd 3 parallel or , "",,:>de ",lil>tion. {ho;, iocrca,e in ml' .rr(l du.: I"~
q.,anr ilOliun ~I the (JSI. , ,,mpk rale, is Iypit allr ..... .Ima llth.l "ord .i~e ;s nUl an "hue all J n"
pr.,tii:al UP!"" lirrJllO lhe ,""Ipk role e~i"" H O"t\''', if ",ing art l:\-bil Olk"-'P''''''' ' ''''' "
lila}' be , 0lmlerproduCl iw 10">1' {(I(I high a '-'Impl. rote .

,~,uh of l~t "I)VI"II\'InOiC diff.,entilhon thl! i< oc~urring . Al lik"llgh tIl( ,'urw i, g~n~ rall )
higher 01 all 'Jm?le rJl~. the .or.:lu"on ;:unc~ming ,ampk I~I~ " I~ "ti"" for Ihe ,~,~
\\h~r~ di'turban"", arc th~ dominanl C(,",iJ~rJli"B i, Ih~ <..l1l1~ : Ihal ;" ~antl'l. ~I 20 11m",
Ihe b.",duidth \If high"-

Example 11 A

feedbac~, Examp~ 1 \ ,<\

f igure 11.7
Di-;c.cte cO""lro!ler
degrada\lon II)( the
double m~s-spr ng
system us n9 lu" Siale

rat lhe double mas' -spri ng 'ystrm {hat "'~, 1I.".j in bampb ~ . J ~nd

,C

2.2 ~

'"

'-,
J

SlftIplini muMiplr. co I cob

It,,~-~--

ij

2'~ 1

"r

,.

iJelw"" n {he o;ensor ar.d llie aCWallH,

. .1&"

0_02

'"

9 ,5. and doescr.be<l In Append, x A.4. Do part 4a . for fulhlar. feedback and pm i bl {(>f an
C,l ,m:ilor oost d On a ""'J<ureme nt 0 1 d . ,bal i~ , {I>" [)()["_"...,Im:ated <" "So: "ho;,,,, the """man",, ;,

R~l"'a( bample II.J

D.~d>l.. .~ la.'5 - SI"ll:" Di., ruri'<l llu Rnpo.'""" \'; j.J"' r~' R'Ile'

(h.'p'tr 11

df.'grdd<lton for Ine

double n'as~lng
system us,ng an
est imator with the
ml'aSl,II'l'meot flom d.
ElI<lm!* 11.4

Fi gure " .8
Dis(re!e COlltloller

460

rna""

,
,

l
-iX>"

m.o . O

'"

,I

,,

Example 11.4 de n)()n~trat e~ lhaL in ~ome casts, a di sita l corllroller wilh

sa mple rate, centercd about 2w, o r inte~er fractiun s of Ihat \"ulue has d ifficult)
and amplifies the cffecl of random di , turban ces act ing on the plant. Fac to l'l thnt
in fl uence whethe r the, e !'.ensi tive sample ra tes exist have been s tudied by Hira!l!
41 9 89 1 and ge nco ll )' show that th e :lmoom of dam ping nllded by the co ntrol kr
is the key a~pcet. Had more damping bee n added to the re so na nt modes b) Ihe

I\(>[.:d abl>,"c.

Ii!,"'"

",,{h;. ,n\311 amocnlof ruli unol plam <!:unpi""

Filu, 11.8 ~.. 11... ..... "<ili'iIY of I"" ..ti_",,,,,~ ~ .... vrulkr IU Ji,tu/b;t llo.:t 000<" r..... II:.
moTC: ~.1I O'tk ~ ,,1>0:, (1)0: full ~t.alt feedbac k h3~ bt't'n n-plxl:tl " till an <Nu nalol' u.in&: I""
nle""u'(n"",' of J Ic'...,n{iall\" ~ noI(h liller!. A~ mi2hl be c.'p'~ . II.. "'''>lli. n~ P<':tk< h~,c
bc.:omc 0fl0f\' .eri ou>. The
-.11,,",.1 "' idel $~ple r.lle h:llod o f hl,h <~rn-" " i() aNu~
exh ofl he P""IOO" Il"OUbk poi nl s alld "tldi,i""al p"ah ,,1 :!.~. a..J j ..... 5<J " ." nO'" -c.: Ih
the.e ~ .e ~n"'li ", -.ample r:I:CS a~ all m....g.!T fr...: ~ ion . of ~w, lil " It') boI h unob>tf'~hi ln,,,

110 mlIIkl ,,-It.1lthe

~I;I!Km.hipbe(,..ttn .... mpler~nJ the ~-'':m"m 11'I<I<k. tllu. pmdl.iCln"
~n uooh "'n~blc 'Y'~Cln/ The: addi unn~1 pc~k a~ :!.". ari<o!< fron a <unil;1/" un<:>tN,...at"l i~ ~ .
c:wt"pl ~ ba! in {blS ~3'" t ..... uno~n':lbi ti t} oc.:ur" ""I~ "ben {be ph:i"1l$ ~ ~u,.. h ~II~I II",
~ opIC'I Ut al lk lern <:nJ>s'n,~. Thi. peak ;,. ,ipliric~ly t..... ih: lr IU (K"(ur and 'a!",, -.II~,

Sample R.1lC Xhtam

SelT5ili"ity 10 Par.. mrtcr \'anal1rms

161

> 1 w,.

ti1.l0)

Any cont rol desig n I\'ties to ~oml.' exte nt on a knowlede of the parameters
represent ing pbm dynamic). Dis.c rete )~ste ms ge ncra.lly exhibit an increll.~ ing
sensi Ti vity to pa ra meter errors for a decreaSing w, ' The determ ination of the
degrec of se n.~ i t i \ ity as a functi on of sample rJtecan be carried OU t by accoun ting
for tbe fx t that th... mode l of the plan' in the e~l im ator (or co mpe n.'>.1Iionj is
di O'crcnt from the act ua l pla nt.
[n SeCtion 8.3. I. we ass umed thm the actua l plant and the model of the plant
used in the eSliml tQ( wcre precise ly the ' 3me. This resulted in the se parat ion
principle. by " 'hich wc found th~t th~ cOnl rol uad es timation roots designed in.
depen de ntl y n:main ~ d un.;:hanged whc n th l.' feedbu(;k was ba~ed on the estimatl."()
state. We will noll' proceed 10 rC\'ise tha t analysis 10 all ow for the case where the

11.4 Sens itivity to Parameter Variat ions

Th ere is a p()Ssibili ty to pick the . ampk rate in one o f the "valleys" in fig. 11.8 :
ho\\ cl-'er. re~o n ant fre4 Uencie~ c an o ft en ,"ary considerably. Lhus renderi ng this
approac h unreli able. and would cu use thi s sysle m IG luc k "robus tness:' For sy~ ,
tems with hl!;h-frt:4 uency reson~m mod es with adeq uate nalUml dampins and to
whic h the C'Omro ller udds no dam ])ing, there arc typically no .o;cns itive sump le
rat es rclat ed to the fe~o nam mode. 3 11d th ese consi de ra tions can be igno red .... he n
.'iCJecling the sample r:lIe, fIOOIC lh at th ese reSOl1ant modes may be cons iderJ bly
faSler tha n lhe sys l~'m baml width imd. there fore. sampl ing fa ster Ihan 20 li me.~
bandwidl h ma y be advisable in order 10 eli minate the p{)<;_~i bi[i I Y o f These :.cnsitil'C
~ mple ra te,.
In su mmary. the s.1mple ra te ha_~ a major i:npac t on how ,,'e ll a dig il9l con,
troller pcrfO!1ns in the presence o f plant distu rbances. Perfonnance ~ppro.1ching
th at of a continuous controller ca n be achie"ed prol'idi llg (he sample ra te i~ 20
or mort: times fu ter than Iht ban,jwidth for 5)"5Iem$ with no sig nificant d~'na m
ic~ faster Ih~ n the band ..... id th. For sy~tem ~ ..... here the comro ller is ad dins 5(lme
damping to a lighTly d amped modI.' that is fasler than me band,,idth. the sample
rate s hould I iso be at least twice that rt500:mt freq uency.

W,

cOlltrolier than sho .... n b\' theex3mple. the ~ensiti ... itv peak ~ ....ou ld have been more
pronounced because u~ of the mode in fom tatio n b~' the co ntrollers ~ou ld ha, 'e
been more crilica l to the performance. Furthen nore. use o f :l co located ~e n)or
3nd 3Ctullt or-that is. usmg the mtaSure men t of y ins\e;Jd o f d-produces result s
Ih at are \"try li llie dilTert:nt than t ho~ shown for the IlOtKoIOC3ted ca"c, pro\'ided
that lhe comroller b ;Jdd inl!"..orne dumping to;he re;omlflt mode.
Tht: impact o f thl5 is that. fo r ~)~ tem.<; "here the COnt rolle r is addi ng !>Ornt
dilmping to a lightly da mped mode, the onl~ )".:tfc place to ~ l:t a ~ample rulC b
faster than t" ice the resonant freque ncy. tha t i~

I I ..

462

4.I, " 'k)

y (t) = " ,,(t ).

+ 1) =

+ f , u(k,.

0;1),

1= 4.1 ) and f

r ,. (= r ). a.d

the ~)'~tcm clo~cd

(I - LHH4.I, - f , K I - L Hf K - I :

- r,"
1

'

te"u h~

(1 1 1-, )

x 2" determinant th aI

nOI l.eplrate. and Iht, sy~l cm

( 11. 1.1 .

Su"lp!.- Rot,-

1:It' 000i ~ ~ :11<: '

= M.q + M .f;

+ M., ~,

.i., '"'"" .,.

x, .. -w,.r, - le,">, .' , + <tJ, K, Z" M + K:N, l .f:.

.I ~= '1+Z.+Z,.&"

.I ,

<OIl1t'

---._--

T~ ~lIQliOll' of pi..,h nlCllion of . h;ghperforman~e ain:",n wlv:r: .~"' h

RobIlWh.'JS I"S.

- - --

nI

' .~ I

f~ ..:I;0,,-

Either the pole-placcment approac h ofehapter S or theSieady.stme. o pti ma l.

d isc rete desi~ n me thod of C11a pter 9 cou ld be used to arrhe at the K - and L.
m:lIrices, In both C4~es_ the rQO( sensi ti' "ity is obtained by :ls~uming some error
in <P or r Hhu s 4.1, -=l 4.1, a nd r, =I f r , and compari ng the resulting rool ~ from
Eq. (1 1.14 ) with the ideal case of Eq. (I I. I 3).
Ir a s)'ste m h:ls been designed using the methods ofChapicr 7. tool se lls iti\ ily
is obtained by repe'llin~ Ihe close.1-loop rool a nalysis ""ith a penurbed plan t or.
if one parame ter is PlIn ic ularly troublesome. an ana ly~is of a TOO' locus \'''r..u ~
tha( IX'ram~ ter mig t! be won hwhile.

"', - "
1 UI$ r

from Eqs.(! l.Jl) and ( ll 11)

If we allow 4.1, -=I tJ'~ and r,. -=I r . the roo ts do

char:Jctcri.~tic equm io n is obl:ai ned from th e fu ll ] "

1=1 -[(j"' - rKJ II : I -(4.I - LW:!')I = O.

by

loop roon nrc gi \'en lhe co ntroller an d the eSl i m~lOr roo!> dc~ igned stp~ral eJ)':
Ihal is, they are the roots of Ihe characleri slic equat ion (s irni lar 10 Eq, (S.55)j

In the ideal case. CP =

u lk ) = - Kj: (k) .

i (t ) = i tt , + l!y(t) - IIW'n
i lk + 1) = 4.I,i(k ) + f , u(l; ).

and the c urrent estimotor and controller as

lI(t

p.1r:Jmeter.<; re presc'ling Ihe plant model in the:- e,limntOl'":lte different from thU')e
of the actual plant.
lei us suppose the plant is described as

Silm pk Itllt' Sdemon

Exa m ple 11.5

Cluptcr I I

robust de.ign

Oft

100':.t~d at . _ - ~::!: j 1 3.~ ra.ll..:c. aI1d Ih~ ~nd; "j!: mode i, "Shd ) da nlped

~n3I pi, iUfU JI ~iloo. . ,\ I",:h l. ~ I. IOC OJ'C'n . oop . igioJ-

.h.:i""

ii,,,

or

l>cndinJ mooe . The cITect of . h;, """,<laCh is tv 'rn:~= tho: "idth oflhc ~"h in lhe: oonrn111..,.
f"'Ql>ency r('f!O'I\~ , hu , ",a~i~lI lhc .ol1l mU.r mu rc !oIml"1 .0 'h:u\~ .' .n III<' bcfldi ng.mO<k
fte<j'~m:y. Figu!e I I .10 ..00" . tho: err",,! OII~, J~ 3 f~nc1i,," lhe rl,}~nh eJ.meni i" Qr' " h; ~~
" 'c .. ill rde r 10 a, r h~ t>c od i n g ''''od ~ ",c lgh.in& 1:o..lor Q, " . II d<n"'''~ lr'I~ ' a , "h\l~ n.i . 1
illCtea..: ill roboo" ll.:'~' .'JOt~ . h ~1 ;1 i, lh ..oorellcal1y ....... ' itM to h,,c { > II.Q5 with ~ IfI'l ....
~1T01" a,!<l a ,a,"pl~ ral' unl} ~Oq. f3~I" lhan tlo..- bcndn~ mo,k h ~"cHr. lh i, i~n<>n'. I~
di \ lurb JIl<e. n oi~ ampli ~ca';on Ihal " ,I I Ol.ur 31 "', :: Z"" d,:"';",,d in (iIt' pre' iou. o!ion.

One JXlM icul:uI,' ~ imple rr.e lhodent~,I.';n,",~""r nJ III<' " .~ hli r,~ !em};n Q , Whl~h lIppl it, 1<> lh~

Thr;: ""n~;ri"ily ()f IIv: ""'Of1lrol led 'Y<lC", II,) ~rror< in "'. c"-, be red"".d u.i ~1 an) 0fI( of
many nIClho,!, for "" n.' ;.";ly mllXlion. "hkh are OIkn "'r.... eM to a, ru buSI dfMgn nlo!liood<,

u......

SoIUIIM. Fit ure I 1.9 <I\0'I0 , lllr d o<;,od loop b<:-ndin~ mod,.' <l~mping { :b ~ (UI>("I;on of.he
rooio of I~ ..:omp.. r:.tf ..., 10 ~ing ,nod.: f",qll<:(ll;~ W, . '101. Ihe in~.t""u\il~ to sample
r,,'e ... hen
dgc 01 III<' ""1Id;n, mo;o.k i< P<"rfCO:I I"" CTfflI' in '" ) and lh. 'i."""lf11 inft uen.:e
a II)'"; .,;,."... For thi, ~~ J "lpk. !~
ot" sampk r,,,e f.... ll1t ... ~ "here Ih. bo:ndin~ mOOr
bendinJ ,node " ' lln<tlble Ie. < I) ) fOf ~ II "'mpl( ",Jr_ ... ;(h 3 1(10"....... ......01. intik l linr a
't'f} _ensi m t ')>lcm ..-.d 100an~ ~n"'l i, r"'l~ lk<ign it "-', ,,<.o\:je(."'1 to) "O"',!. ~rmr W dlan~
from flighr L...."'il;O" '.

fill~r !h;ot ~he~ OU!:he ~"":lII I~d btndi n~ li"'fllCrocit,. "flI( ",j dth of!~( nlllc~ ~lrer ", oJirc:~I I ~
rclalo."<! !o !he: low d.1mpi ng o f !h. bendin: mWe and the ooj"" pn"pen;", 01 the I)"'tel';.
Fu rt~ efTll<.Jrc:. l'" opeimal c.' liuLl1o< g~i n. fot the ben(irlj! nl<.l<J,e arc "er~ [0.0.. cau,ing !o:M'
..tampi ng In ll1 i, nllm:II Km error nlOdt. I(thc bendi ng r""l',. ....~ of!hc ' ehKie ,.:or;.,., flQrll lhe
'.>tImed (fl.oque~. (hecomponcnl' "rlllt inroon; n~ "l""l rn Ihr"';!;""'I.... """ (0 1h~ tlt'ndi n~
mi~s lhe fIOICh 3nd ~'" 1fan ~millrd :l.~" eomui' e r...:db""k to the de,:lCor.
Elllllllnc lhe sell)l! " ito' lot'nor.; in tb; bending freo:[ucoc} '~ Ihe .atllpk: rlle.

The do,cd-lo(>p polt> o/ lhe rig loJ OOdy we", kX~(w b)' opumal di~~~ "mll ~.<i~ to
, ., - t6 j 10 r.od/_ " i!~ e.<>l:miall) ...... d"..,~~ in :Ilf I.It'nd ,ng-ID{l(!(o mol koc~ion.,. The
op!imal ~.... mpe" '310r (cootn,1 law plu< .,t i "'~I"" 1 I~r"", ~c, 4 ,ery ,J,,~r an d nano,", nolch

1(, "" 0.01 ) ",, ' h 3 n31UrJI fr<'<l"c ocy "f 25 r.idJ"", ( .! Hli. The control ,pICm c<">n.i,,!s of a
;cnMlr fOf .t , I, f':l,!~ ~ ~"-, ,.:on e'tima.or .<ltU(In,II"U(". {II. n'lIl<Iin<kr"flh~ <lal ~. and " f~ ""h;:tc l
10 !)~ dr"alm III hi: a.kltd 10 IIIe: pi)", i"pn The p~fpl)<t j , 10 c har.ge lhe nOhlf.1 chara'lero.' ics
ofl~ ai ...... r.fl <0 Illal i l l~ ,a; i<r II! 11 )'. 'OIlIClimes ref. ,.,ed to .., stability auglll fn!a t ion .

bod} pok,

(Uf

arid ma" dj,.ri bul ioll .

" " K: = qUarllllic< Ikpcndilll!: on tho '~,,,fi,' ai,",,~~fI

w, :; llnIIJill~'llI<><lc freqlM:lI,~ . .-.<I

" _!xoo,ng_m!Xk d~mpir.g .

M'~. Z .< _ ai,""l"3 fl >labo lo.~ Ikn'~li,e .

.' , .r, "" pc .. ,. ion and 'docn~ uf "":ld;" ll 1TI<1<k.

&, . ., ek'\:uor <...".n.l _url":o.

I: - ~n:k-<lf "' ta<"L .

.1, _ puch r...r.

In IIv: "i, hI condit;OfI ~tI!.;~n

.".

Chapt~ r

II

vef'IUS Q , ..

benQmg-lT'O de dan-pang
for Elample
11 Swrlna 10%"', error

CIosed1ooo

Figure 11 .10

-, - - - - -

tl1\l .no< ;nw,

-.

With a .~ mdc'lIl\' hi~ h "dUo! of Q . Ihe u ampk bccomt$ "robo.f in tbe '>C:n,c I k~ 1 il i.
st~b1c /(1, a 101( ,~, crur. OOt il con:i';uc, to ' ho,'.-:m ;1lCr.:~,inK ie!'6ili" jly IOJ lh~ "'. t lT\)f fur
.kc..,a,in ~ ,a mple riM.

- 0.'5

-O.2!!

."

r,

:;Mnpk R''Ile St:ir{"llon

bi! ndlng'fI'ode da1"lp nij

o' &amp I! 11 5 ver\us

C~-Ioop

Figure 11,9

464

lliao a~ f,~e,

and A:1lelktsmg FIlter;;

465

In addition 10 lhe l'Jndorn plant dis!I.lrbance.<;. 11'. lhal were ~Ya!uated in Section
11..'. there are usually some errors in the m":'.$uremem or unmodeJed bendi ng
mode oscillati on) as indicated by " in Eq, (9.821. In thi , section, we ... i~ h tn
e~a rnin c the effcct oi the sample r.n e on Ihr rrspun,<;e ofthe ~}' ste m 10 measure Olconl
erron , These errol'!> are affccted ~i gn i fi ca ntl y by the pre >ence of analog fi lters
(called anllaliasing fi llers or premiers ). which are typicnll y placed betll'een
an an alog scnsor and the samp ler in order 10 reduce alia.,ing of high.freq ucllcy
compo ne lliSor thr sigll3l, Therefore. wco wil l d isc u_~s ant ialiasing fi llers as we ll ,
Fig.ure 11. 11 depicts the typi cal arrangeme nt orthe anl ialia.<; ing filter, Digita l
control systems are arranged th is way for many cases in order 10 preYen! Ihe
aliaSing of L~ higher-fl\'q uency components of '". Excepfions are lhose Cll~es
....here lhe sensor is (undlmentall y diB illll so thallhere i., 00 an:lIog signall hal
Can conlli n high frequency noise: for e,~ample. an optical encoder provides a

11.5 Measu rement Noise and Antia lias ing Fi ll ers

Figure 11.11
Bled: dra!flillTl !>howing
Ihe 1ocal l(lll of Ihe

prefilrers

\1"0'51'

In summary. for lhe idea l case where the pla nt paramelen. :lre kno\\:n exactl).
lhere is noeffttl of sample nne on bending mode damping or any othcr closed.
loop dynamic ch a r.Jcteri~l ic. On the oth.:r hand. if lhe-re is some error Ik'tween the
planl p.lr.Jr.lC lers u.;;ed for the cunlroller design and Ihe aclual plan! p.!ra nlClers,
Ihere \I.iII be 3n error in the desired cloloCd-loop charncleri' lics thai inc rea~~ " 'ilh
the .\;Imple pt'riod. In 0l0!01 case". the use of reduced performance fcoq uirtOle rliS
or of robu~ desig n practice such as ~ho\'.-n by lhe e.'l:ample can redocco lhe e rror
10 acetptabic le"els and Ihus does n01 im pos~ e.u r.t cri teria on I ~ sampl~ raIl'.
Howe,'er, Stnsilil'ityofthe syste m 10 off-nominal p<lr:lmelerSshoold bco e,-alu:lted.
and in some uses it mighl be nrccss ary 10 d.. )i~ n ~peci tic3 l1y for bellef mbuslnl! "~
and. in rare cases. II) i l1C~= th e sample rate OI'er that s l.lg!!e~ted by OIhe r
considerati oos,

I J.5 ,\ieasu rclIK'nt

466

,.

.\' +w,.

(S ~= ~.
111. 16)

" 'I

4.lw>jn...:

or

,il<m'"

---_.-.

.<

li i ~l><r.."\J,r 'ilt"" aro ~." u ....'J in or.x, (0 ,>N"," "...

~i~.ff'<jI><"") ;o'ffi u., Wn "i6 minim , I
1,,... . [""'1 ... "": ph' .... I"~ : ,,.""m.,~ ~h," ':1'<' "" "".",1. 1I .. ~",onh. ,n~ ITAE. S"" Futlklin . f>o~" '1.
..J [""':ni;\:""i~, ' l<i9-" ) .,.. A<tr'im ." d Wil",mna. 1. It9'fJ l for lkI~il>.

,t."

To .stud y the eITe':1 of ,cnsor noi!>e o n sample -rate self.'{'tion. we us~ thl'
sa me anal y~ i s procedu re~ that wefe used for the rand om plant di ,;turban ce~

w,,'

Solut;on. Figuu 11.I'll) ,00...., lhe [Hz ,ioo " ";I,e ....;lh a 1t00 H ,. ..inc .... a, e ,upt'r;mpo' ~1
\I) reprc,e nt mea'urem(~l noi-..: . [f , hi , "n alng .'igtlal i, ,ampled ~s i, . tbe highfrcq llCmy ""i,"
.... ill l>e a l;:I.<<'<I: Fig. 11.12Ib) sho"'lh ~ rewlt$ for >.:>mpli ng at w. = 28 Hz and we;ee that Ih.
6O Hl l.oj," h~, been changt:<! to a muc h lowor f",'IlICocy ~ nd ~p pea,~ ilS a di ,!on;o" of Ihe
O!;ginal';1J( "'.'C. Fig. [!.1 2k) sh.",... t~ rosu1t, o f pll.ssing Ihe nOil,' ';8n.l;n (a) lhro~gh
~ first ordo; r ~tlfialia,inll- fi h~r with a breakpoint. (~" = 211 rndI= (12 HZ). TM b re~ ~ p<"n;
picked ~o nsidoran l ~' be low t~ '10;'" fre'luenc.~ '" the",;, a I ~e m~nu at iO!l of the 1\0;'<:
:md ~et ,uftk ;"mly above Ihe I HL ,;gnal >o;t wa, not attenuat ro. S~"'Pl i ng Ih i\ dun ~igna )
re,IIII.1 io the b ilhf,,1 rcp-odUCliotl of tho: .' ;gna l
in Fig. I I 1!ld'.
fo< an analog ..v"tvl I).<lem " ith a txIn dw idth on the o.dn of I Hz. the 6O- H7. no,,~
" 'ould be 100 f~.,l forlhcsy.\lcm lorc<pond. and the r><:M'" I",,,, kl noI bc aware1ll or> th e ,),tem
OUlpu t. For a I H b.oo ,,;d th dig ;tal con lruJ 'plcm ",;,hoot an analog redi lte . ~ 1 ;lS ;ng O( l h~
00'" to a lowe. f ....-quency a' ~ho"m in F;~ . I I 12(b , " ',, uld allo .... lhe ,y,tem to re'pond . thu,
produ" ;n g ..,.,m;t;,it)" (0 errors lhat do "'~ ,~;" for an~l"g n'"tro ll ~rs. Thu~ ,,'C .ce ,he r.:~>on
for ",i ng ant;~I;b; ~ g fi lter>.

Fo< ~ IH1 sine "aw " i:h a tiO-HL sin ..... ~,. >u pt'rirnpCI>td I() reprcsa" oo ;~e. ri nd a p"'lih<r
th.t "'i ll elim inUlt di,Im-Ii,,", whe n .-.a mple.! al 2~ HL. Demon,lrate It.e effC<"t of Ih. po:lilt~r.
and lack of one b;. plouing Ihe ~ignJI.; oler::! {yde,.

f(i,\ \.-( P, dil\.-nn.~

;0

so thatlhe noi se abo';e the preti lt er breakpoinl Iwl' in Eq. (I I 16)] i ~ a" enuat~d .
The design go~ 1 is II; pm" ide enough ane nuali on at half the sam ple rule (wJ 2,
so Iha! Ihe noise abo~e w / 2. ".. ~n alia~ into lower freq ue ncies by the sa mpler.
will nOt be d~trill1e~tal
the con trol- s}'~tem perfo rmance. Th e basic idea
alia. in g: was dis.:ussed in Sf.'{'ti on 5.2 and s hown to be capal:le uf transforming a
\eryhigh-frequc nc-y noise into a freque tlc~' thaI is well II ilbn the band wid th of
th e co nt rol sySt~'m. thus all owin g the S~stem 10 respond to it

d igili ze d sig na l directl y. An li alias in g fi lt e~ al"l: low pa~s. and the s imple s ttran ~fe r
functi on is l

5mnpk Rale 5.?kni<Jn

Examp le 11.6

Cha pler I I

pre f'Iter.

~ 9n.J I in Ie)

throu gh ilf"l l,a\1,wng

f Iter; (d) sa moling of

~f (a) al "', = 28 Hz.

(e) signal .n (a) :),}SS~

ExamplE! 11.6 . ( a ) 5'gnill

plus rlOISE!: (0) S<lmp~E!S

~tter or

figure 11 .12
OE!monstrat"cn of thE!
~He-cts of an ~nl ,a liasin.g

C.S

Tifle !W:)

I.,

Tirr~ (Iet"l

Tioflt (1<1<)

-I.S- - '

\ j J,

'"

O. ~

Ti!1lt ('e<)

1.5

. .
.V : ,.. ../j.,
,o

l~ :""'0.

(e)

o,---;;;---cO.S

\ ../

,0.1

Equ~t ien ( 115) is used to delermine the system ou tput errors d ue to con ti nuousmeasurement rloise acti ng on a .:ontinuous cont ro ll f.'r for compari~on purpOSt:s.
and then Eq. ( 11.6) i, lJ.~ed to delermin e- th~ degr-Jdalion for dig il al conlrolle-rs
with ,anOll.\ sam ple ra tes. The unl y diffcrence from the C3eS e.\amin ed in Section
11.3 is Ihat th e no ise to be f.'xamined enler!; o n tht plant o utp\ll instead 01 on the
plant input. A ,o mpl kat ion aris.cs. however. becau!>C the prefil ter breakpoint . w .
is a de~ ign variable whose relet'Iion is int ima tely mnnC{:ted witll the sa mple rat~ .
It is therefore ncttssary to examill<: bQl h quantities sim uitarle"(}u,jl'.
A consr rv3tive de sign procedure is loselec t th~ break poi nt anJw sufli riem h'
highf.'r th an the systrm bandw idth so Ih at the phas~ lag from the pretiiter doI!s n;t
significa ntly alter the system stability: thu s the prdi lter can be igHored in the basic
control sysif.'m de sign. Fu nhermore. for a good ml uction in the hi gh-frequeltcy
llOis.c at w)2 . the sample rale shou ld be s.clc~ted abo ut five tirnt:s hig her than
the prefilter breakpoint. Th r implication of th i ~ prefilter d~sign proc~:dun: is that
snm pk ra les need to be on the on.ler uf 30 to 50 times fa~t~r than the svs tem
bandwidth. Thi s kind of conservative pn:fi lter and sil mp le-nne desig n prot.:edu re
i .~ likely to sugges t that the sampl e rale needs to be higher th an Ihe other factors
discussed in thIS chapter.
An altema'j ve desig n procedure. due to Pelet! (1 978,. is to ~ Ilo\\" sign ificant
phase la g from the prdilte r at the Sj'$te m bandwidth and thu s to requ ire-that Ih~
control de sign be ca rri ed out with thc a nalog prdilter cha racteristits inc luded .
Fun he rmere. lhe analysi s procedure de ~ri bed nboYc is carried OUt to detenn inc
more precisely what the effe\.t of sam pli ng is on the ~y$te m pcrfQnllan Ce. Th is

(b)

O,-"O.,,-~'---7,.,,-,

'-/'.
. ..
'.
-,- \..l

,.jo

l "r.

468

Ra(~

Selection

- - _ ._

i~ adcqUJt~ (1l,id ing. !he prefi lter ~a~roi"., ratio wplw" :5 5. whe""a s a .ampling mutt iple
of wJ'''~ = -10 i, r~u h:d if the: mo'e(o~'~,,'alive p<efilter hrca~JX>ilt r~,ioor wpl w. = 10 i<
uled. An ~wn .lower umple rate wonk! Ix ooequore if a .<luwer breJkpoint wa< accep<ab k
.0\1>0 note in tho fi~ ure at the YCT)' fa,! ,ample Tale s 'w,Iwh > ~OO) that the nfl' rcsp om~
decrea<ed :1.< the pre mlt r hrca~p<J;m iocre :l.'ed. ,he "PP", i!. lreO<! III t h~1 at (he """el samrle
rates , Thi, [lh." ''''a' iQn ha, tin le eff""t nn tt.. D\.r~1I Je,ign because an "31... , v.e-r;,- within
1(Y.Y. of Ilk- ,'Mt ;ntI()US :a,e rOt alllM fa.: ,ample ,Jte. , HO\>oe,.r, rhae ~re d("lri",enr ~1 effe,';
nf prefi t!cl"l (har un ~ ~'(lrc ~riou, ('CC Hira ta. 1989 f. ~ nJ the ir i n~llCfh."" on random planl
di ~tu rb.1nce, ~h ,,~I J also be eval uate-(! according to Section I t ,3 bcfc a diI;ign i< fi naliud.

(ILl ? ,

So lutio" _ TIl<; re,ul!, of the digital """ tmlle,,, Willi Ille ,'arioo.; p<\'filrer bre akpoint>. w, '
were aU normaliz ed 10 Ihe re,ult, from a "oolinOOll' ~oo rrol k r with '''' p:filter. The: C~" I
('\'alulliol'l of (h~ in ( ~s.r~l in Eq. ,1 1.;) was required be\.'ause the sampk nlte was 00 the'
~am. ortlo:r", w,. fur >oJm . ""'''pie M e>; ,( U<iied. The: con!i n oou~ 'plem was de,ig"",d u",,~
the l QR and LQE me:hod, of Chapter 9 w that the romrol rool> ...e re ~t" = - 1,5 j I . ~
,ad/,..: .00 the: e't ima:or roots " en: m J = -~.J ) },3 radloec , All the digital coolml l ~'"
had lOOC' ;tIthe di ~re'. equinlem of thaw ,, -plane iocatioos bJ u5in.c ~ = ~ , ) The re~u h,
nf Iht ",-,rrnali7e<j rm, "alllC <nflhe output error due In" hire conti".IOu~- measu (emcnt nni,~
ent ering the >)',Iem J> ,1I0".-n in Fig, 11.1 1 are ,ho"n in Fig, 11. 13 foc f"", diffe rent "alllC' <'I
the pldil tcr bre3 ~ roint
NOIe in tile tj~ ~r: thm . for ~ amplin g mu ltiple., below "'jw, = oW_ Inc I"rf"'ma",,~
irnptOH> as tile vre hller breakpoi nt d<,,,,,,,,-~. en n though it ind .lde' It... ca.e "ller~ th,
breal..point i~ only t""i", the I",.,dv.itkh, [ f a >}'>tem i, dominated by measu rement noi.'C a, in
thi' c~ a"'ple a~ d th~ dt'ig:~r ( hoo~' to lim it ,m, discrete <k'g.r:ldltio ~ ,0 1lf.i- compared [(}
til< com illlJ ou' cas~. the figure ,hoy.-, rhat a , amplin~ multip le of

U!'.C rn.: m..blc ; nt~.cr:>lOr plant ~~ in E.umplc, 11. 1. I I.! , 'M Il . ~ t~ del!1{Jn,tr.ltc Ih ~ deg. , _
dat ;"'n of ta." <Ji g ital .'y ,t ~m re,p<.I~\<' .~. the ,om i~~ oo< "mtm l fo. "arioo, ;ample ,alc, ~nd
prefilter hrcakp<Ji ms, A'$umc that (01)' ,,', " ",,;!able for mc;tsurell1("t ilIId u,. aD e't ;m:~'-.
tu recunmu"t rhe ,t, te. e sc tho am;ali~,ing filler a, sho'o. ~ in Eq . f 11 . 16 1.

M,WILI't'IIl.n t ,\'(~;.,' flr-'ct; 1';, S<l mrt. Rill,. ,;~<I Prd ilw B,,..m[,(,i,"

procedure a\l0l1's u, to use samp le ~tes as low as 10 to 30 times 1he system

bandwidt h. but at the expen~ of increase<! cumplexit)' in the drs ign procedure .
[n addition. some oses can require inrreased C'omplnity in th e contrul imp le.
men lation to maintain suffi cient st ab ili t> in the prese nc e of prefilter phase lag:
th at is. the e:ti~tencr of the prdilter m igh t. its.-I f. lead to a more com plex di,gilal
control algor ithm .

I I Sample

Examp le I I 7

C hapt~ r

fig ure 11.13

~I ul n mt~

S'lm plrnf!,

469

[n s unumry. there arc t wo mai n concl u.' ion'. The rim is that pre fi lter; for
removi ng higJ frequency me;:tsurement noi ~e are effec live and a mcthodolo,gy
ha, been pre::.e nt ed for their de ,ig n. The sel:unt! i, that t he bandwidth of the
prefi lter ~hould be selected primari ly for the reductio n o f ,enw r noise effec ts.
and va lues approaching the sys le m closed-loop bandw idth (wj(,,~ ::- 2) should be
considered ev~ n though Iheir phase IllS needs tu be adj u,ted' for in the cont roller
de.i ig n. An e~ccption 10 thi s would occ ur if 1he prefi lter lag was sufficient to
require a more compl icated co ntro ller. becau't th is increaSl! in com pu tntion
could o ffset any cust ga ins fro m ~!u\\'er sam pli ng.

In mu lti-input. multi-output IMIMO) ~y5tems. it is SO met ime, u >eful to use d iffere nt sa mple ntts on the Yario ~s mea~ureme nt , andcuntrol variab les. Forexample .
in the tape- dri"e desi~n in C hap ter 9 . one could logica ll y sa mple the tt"nsion measurement. T,. in Fig. 9.18. faster thun the tape po~itio n meas~rement , .r, _because
the ren., ion resu lts from faSter nalU fJI dynamics than the mpe posi tion ing . For
MIMO .~y.~tern, wil h sig nificant time constant d i ffer~nces in >o me natura l modes
or control loup~ . impru\'t"lTIen ts in perionnarK e can be realized by ,am pling at
di fferent ratt"'i: ,uch a " y~ t ~m i, reft"rred to as a m ull irate (MR) sy stem. In this

11.6 Multirate Samp ling

... --

respo nse of Exa mple

11 .7 to y,.ll;t~ sensor
noise showing ,;fft; of
prefilterirlg . "'0' cnd
!ampLng, '~,

Root mean sqUiI(,;

l l.f>

.u<:<e .. ive loep cto.u,e

Ii

s,," Jo:: f "" . l l 'I.'j~.

.-ectinn we willadrlre~s the i.~SUl'S of nnaly., is of an :>'1R ~:stl'm and selec ti on o(

the: <;al1lpl ~ rates.
The :-tran, form me thod that is presented in Chapter.J an d b the ba,is f"'r
the Jnaly~h of di >erete ,ystems throughout this book d()('s nO! apply to MR
syste m<. Con,iucr~hJe research on thl' ~u bj e~ t w~, carried (Ju t in the 195Us and
resulted in the "switch ut'{:omposition" method. which ha~ been rCl"il''>Ied b)
Ragazzi ni and Franklin t 1951':) and AmitI1980) and extended 10 multil'ariahk
~yst.; ms b} Whit be,'k and DidaIcu~ky ( 1980). The key idea in this m~thod h that
it i) pos,ible !O amly7.c an MR ,;ystem b~' reducing it 10 an equil'alenl ~ing1e
rate sy~te m opt:rming ut Ihe lo nge-.,;! ~ampk period of the sy.q em. The Kran,
operator' fac ilitate, this tran~fonn.:ltion.
Another approJCh use-s a state-space- de ...cript ion due to Kalman an d BemaTll
( 1959). The diffeft'nc"e eq uations ha"c codfiricnt, in $ and r Ihal change pe _
riodically at Ihe lvngest sample period. An MR analysi, proccdure with thi,
approa~h i> cuntair.ed in Ber!'. Amit. and Powell (1988) and. similarly to ,witch
decomposition. rewees th... MR sy~t elll to an equivalent single-ratc syslenl \\"h<'"r~
eon\"cmional methods l'a n be employed. The compulational bu rden for brnh the
,witch-decomposit io n and Ihe ;;tate-sp:LCe MR analy~b is substantial: therefure .
digi tal control designcr. typically opt for de~ign met hod~ during the synth.. ,i_
pnx:c;,s which byj:ass the need for using one of the e., act MR 3naly~i, tech
niques.
An analysis rrethod often used is call ed s u cc~ss i" e loo p closu re (SLel
It t"Cquire~ th at lhe system initially be dccouplcd into tllO or more ., ingJe-r.lt~
subsyste m. along thc lines discussed in Stttion 9. 1 and as sho'>l'n in Fig. I 1.1 -1 .
The dashed lines in th~ figure show the cros s-collpling betwee n G j (o; 1 and G , 1.1 I.
whil:h is ignored in the dccclUplio g process. The controller for the subsystem
with the highe.t frequ enc i e~ (und fa~le.t sam ple rate) j, designed first wilh lhe
sample rate se!ttte-d according II) lhe ideas in this chapter. This digitally contrulJec
wbs)"tem is then convened back to a conti nuous system t ~e d2c.m in "IATU.IlI.
which makes it pos~ible to meld it into the slow portion of the plan!. Thi.
tran~ronnati on i, tre in"erse of Eqs. (.JA 1) or (4.58) and j,ex3ct in the sense that
the conti nuous model outpuls will matc'h the discrete syste:n althe sample time.;.
A dbcrete repre,entation at the slow sample rate of the ent"e plant. including th e
pre\ iou~ly ignored ~ross~coupling and the fa st controller. ca n now be obtained
using con,'en tional tt:c hnique s. This enable, design of a di~jlal controlkr for th~
slow loop u ~ ing th~ r~suhing discl"1!te model. Thi~ model is exact prO\'idcd th e
faI t r.a ntp le rJt e is an int~ger multiple of Ihe slow rale.
The approximation made during the design of the inoe r (fas!) loop i~ t h~
elimination of the cross-cou pling: however. the model of th e system at the , 101'
sample rate will a:cur:lI~ly predict an}' in ner-loop root migration due 10 t h~
approximation and can be corre<:ted by a second dcsign it ~rat i on . if needed.
wcte-ss,ve
100;"1

closure

mu~ir3te 31\i11)'SIS ~,n g

figure 11.1 4
Bklckdag'am ofa
MIM O system 'ihol\ling
melhodology fo '
G, (r )

Cros><ouplilll I

Df:)

oo~troller

D, (rl

Slow comreller

hst

Gf' )

Fa" ,ub<YI<em

~~ ~ ,

i'-- ,,

,
- >-

.... ----- --- ......

,r--

~~~ "*r --- - --- - ....... --.

,
,,

"'"'
Slow $ub,ystem

:"Iu hiral( ~ .. mphng +7 1

Therefore. we see Ih at the final design of the MR system should perlorm according
to that predicted by li near anal ysis. Thc cffttt of the approxinKl.lion ... made for
design oflhe inner loop ser.e only!O produce an inner loop controller Ihat Illa y be
~orne'>l hat i ~feri or to that which t"ould be obtained with .:lllat"curale MR anulvs is
and optimal dc si:;n or the emirt: system tog ether as de~nibed by Befl!. Ami!. 'and
Powelltl98SJ.
For s~'ste m s with three or more iden tifiable loops where it i~ de sirable to h a"~
Three or more different sample rates. the same idea, are in voked. TIle innermost
tfastest) loop is closcd fir:<t. trom sfo rmed to ~ cont inuous model fo llowe-d bl'
transfOflllJtion to a discrete model at the next slower ~3mp le rate. and so on until
the fina l (s lowe-stJ loop is do'cd. e ncompa~s ing the emire ~y stem .
The sam ple rate ~election for an MR system de~ i g ned u ~ ing SlC is carried
out using th~ considern tions discus~ed in Set:tion<; 11.1 throu gh Il.S. Not~ that
thi~ doe.~ not imply that the same sam pling multiple. w,/wh " be us~d for all loops.
The JP propria t ~ sampling mult iple is a funct ion of the plant disturbance and
;.ensor noise acting on that porti01l of the sy,tem which ma~' be qui te ditTcrent lor
the di ffe re nt loops. Ignorin g noi~e effects lend, one to pid the ~ame sampl in g
m ult ip le for all loop~: that is. the sample rates for ~ ach loop are in the same
pmpcnion as the bandwid th for eac h loop.

W"
>liJ

~
at T,

1l. 6

11 .1 5

sys:em 1l*<J

iobJmplell.B

rras~fmg

lhe men!> d

m~hi,..~te

fu,r.k

.\J.;" 51,,i 'I.~

r~>fJ<JIl>(

5'">1,'"

... mplin~ in lerm, uF <Tn>

S.lmpli~s-'{'r Ill.

lU planl ooi", i'('Ir (OC

Ih ~ '~m~

amount of <'Ompta" l i~ n effCJrt.

""1""'''''

crf''''

SoIUl ion. T he double m~~~-' prin~ ')~t~m with <:o nlmllpp1 i.:d to both 0>,,5c.< i , ,h""' n
in F'g _ I I 15. W~ haw okfrnco.l _' 1 "' the: ~h",lulc po." tKrn of the: ia1'c m"". "ocrea; ,": ,_
tlk" p"'i:ion of the ,m ,1I m ~s; .... ilh re'pte l to Ih ~ lJ'l!e ma,s. The ir.ner loop ,nn; i,t; of I~
mca'~rem<'m or.. 00 ,I> fcedh""k Ihrough a ,orrtrQIk r t'"" T he: ~flcct of th o ~"OOpl in~ fHl'"
x, 01000" is igno'~d: .<.O tOC dr narni... are th"1 of ~ ,i01pl~ ma~,-_pring ., 'l.:n. Til<' inn,-. I fl _t )
Ioor wa< M'ign~d u>in~ poIe p l occm~nt fOf f~lI ,t~te f~~dtl\td >0 Ih,.! it ~ open. I,1Op ,...;"",,01
frequcnc~ of ~ H l <I'~> rnanged !<) dOl<Q t<lOp frequent: of R Hz, ""J lite damp ing impro' ~ d
from { =0 10 I; == 0.7. Tnc ~ample rote wa< <:ho'~n 10 be 7 1 I1l . nine tim~~ b<ler , II"" tl",
do:d_iO<1p root
.... rootinuoo . mooel of lhi> fa,l inner loop .... a' Ihen OOtaiMd , i, dlc.rn in M ,HlAII ,nj
atkkd to the d:n Jrnics ofth~ large O1a". iroc lud in1! lhe couplin~ l:>o:t<l'~Ctl tile mo ma.,)eS . 1'h,entire 5yslem ,,'a; lhen discrt'liu d al tM , I,,,, r~t . T h. ouler loopwa,.:Ie_ligned u, jng fC<:dNc l
fmm Ihe sl",," :>:Implwllalc.' Ml IMat lhe: rigid-body open tOOf' roOI> ai, = 0 we'e chutlgeJ , ,,
I Hz "i lh a damp ing or <: = 0.7, The .wm])1e rUle for th;, !onp ..... a' cho"",n to be 9 II z_ a b u
ni~ liffil.~ lire dmed_kop rQO( _ TIle ,lfeCl of th e d.IMami'" " Flhe: 1:U$e rna" aoo ils coophn~
10 the: 'rn~I I 1T\:l~' aloogwi th lire .KJ tcr-1oop fecdh.x ~ cau",d an in,i5n~"an1 """'enloCnl of Ih.
clos.:<\ . loop in""r roo\;. If Ihe jnner rooh h"d IT""-ro an unao;cepl.ble amounl. il ..... oo ld ha le
bee n necear;' 10 fetun 10 the inne r.1oop de<isn and re"i~ Ihe de<ign _<0 tl"'l it ['''JIIl in
",-,ccptoolc dynlm;t~
Ihe sncond loop clo"u",
For e, alualion of Ik .\ 1R c;)nl rolk... ii , P<'r formano:~ in Ihe Jlr1'>t'I")~~ ;)f plant di ~ !~ [t",,,~
"oi....,. "'. appl ied 10 Ih : snr~l1 ,":I." a~ ~ho"o in Fig. Il.l~ " 'ill I>e <'~ 'mp;"l:tl a~ aio 'l Ille
jX'l"forma""" of ~ >i nglerJte .-onlrolkr. The ., ampk rute of IOC ~i .S-lerul' controller I'd'
,e lectro 1(1 ~ .u) Hz. J ,al,.., tha, ""l u;red app r" ,imatdy !he ,~rx amounl or c"()mp~\<r
W01pula' ion lim<' ai (he !>!R ,onlmlln. thu, yidding a fair romparil'>1l , Fig. 11.16 soc. .... , 11>,'
relali l'e ITllS
for lhe: lWO ca~es and gerrcrallr . I\o,,"s I h~ <upeoodly of tile !> IR c:'", in
th", iIS small m,, ' .. ~pcn_'e w~s "ppr,,-,imaldy oW, I ~< than th" ,in~le .r"I" cas". whl"fea< t~e
lal~e nI~'" ""pons<: ""3., appro, irn~lel: lh" ",me. One coul~ , ay th'lI. for Ih;, corrlig'wJtu~l.
il 1"'r; 10 aign a I;I./)!e fruclion of !he comp uter p,w'-C [ orr Ihe corr rrol of the ,nw ll m~ b,

.ingle rarc ISR ) contml : ~r that u,."

d.c:>Ybl~ ma'>-,pring _'~' '''em.- Coml"'rc Ih e 1Tll' re.' pon'e of ~n )'lR rommiJ.r with that 0 1 a

In\~ 'li ale

:\c/l',:mr"s" (1/ ~tR

SJ.mplc R;ue SeleCli.Jn

Exampl e 11.8

Ch ai>l c, I I

MIMOOOllO~

F igu~

472

rms

stal~

a nd

applie-d to the

larg~

fTla)S

mntrol fl'sponses fer

Example t I.B w th VI

RekJl'v~

Figure 11,17

app lie-d to me- srr.a'l mass

Figure 11 ,16
Relata'e fms s late and
(on\lol r~sponses to:
E xampl~ 11.8 willi w

"

XI

.<:

-<!

~J

5.. 1, or rontrol v.ril~le

ul

~!UIHr.M S"mp~ on):

473

~ ~

,,-'"

..

2 _'"

...,..

1,:5

,.

0.50

0.'5

'"

.L'

I.~S

"":I'

Stol. or <on,,,,1 ""ilb!.

_ _ __ _ _ _----,

"'iI."

(rn pIOl'ill~ J f"; ler ,ample I'Jle for lire ,m:tllll1a,~ reedb.lr~. Tn;, f...:I0" , he:ca u,,"" the bmo.!" Jdllt
<>f It:e ,,,ncr too?
f",tcr 311d tile plam di,t~ rbar":c n<~'" v.-a, awl i<-"<l to Ihi, 01.. ,,_
T~ ilnalp.: Ih~ <ilu~liorr funiler. I<-t u, ch 'ng~ toc plam tli,(urbance n oi~' <"'n~u""l ion
from the ,n,all ma,,~ '0 I h~ brg~ rna" ant! k~p the controller de"\Cribed ,,~~\C. Tho ;amo:
compilri ...... of rd ali ve 'm_ n:.'fl"" ....-, ;, ' ho..... n in Fi~, J 1.17 and i~di..:at~' a di ITerem ."<Inelusion . Tile tkgrad >t ion ;)f lile laf~e
"'_'1IOO<C "ilh tile MR <"Orllrull.r i, morc than Ihe
imp""";:",,'ot or (he ,mal l m:!.>,: therefore_ <)1>( cou ld c()I)Clude Ihallhc 'in gl. ral< controller
"',IS 'u~rior in thi> roofiguraliorr. The rca<on;, th<:rt In. noj,. ;lj)pl ieJ 1<1 the brgc rna" ('1<),,"

OJ

"
"

..

, : , - - - -- ---------,

II6

,Ie,,,

-- +

t~\'

> 10

is often judged desir~ b le . This i, a ~u bj"'(:ti\e i.,sue and delX'nd~ he a"il) va

Ihe specific app:icmi on. wit h slowt"r rales often arrepl~bk.

w.!w~

Othe r con,idnutions osuallv dic tah,: Ih<lt the- sample rJIe- be l'onside rably
fa" t~ r than :2 times the clo,cd.loop band" idth.
In ort1er 10 pr(l','ide a " ~a~o nab l y , moot h" control n'~ponse . u ~umplinl!
multip le of

FC'l r a cont rol ' \ .>Iem with a spt:cilied clo_-.ed-IOI)p ban dw idt h. IV , . the
rt'licullo\\-er ~ .md on th e sam ple rale to bandwidt h m'Jltiple is

] 1.7 Summary

In ~U n1 mnr\ , we ,t"I': that multirate ,ampling allow~ for the a,~ i gnmen l (1f
ava ilabl e cOJllP~ ter power to Ihe control mode s Ihat can mo~t ~nd i l. t h u ~ improv ing s~'~tem re s pon~. The des ign e f mu ltirate ~y~ tem. can usua lly be carri"J
out u<;i ng a <;uccessive luop dO~ lJre method thai employs una l) tical l hniqne.< .
which are wn , ider~ly si mplt"r than exact i\-IR techni ques. TIle re,ul ting dc,ign
i, typ ically acce plablc.
"'IultirUle sam pling is n()ll1<:ce.~~ ary in Ihe majorilY of <li ~i l al cont ro l system<_
[n the u s u ~l C<l_"l". ~ dticie m co mputer sp c~d is aVJi labk w thal one ~ampk r.H~
ba~ed pri maril\' on the fa,te,t mode can be ;.elected e, en tt,ough ent" or mo rt "r
Ihe slowe r rno~es wi ll be sam pled fa~l er Ihan nece.l sary, Tnis is a bette r 0\-e ral1
desil'.n btxauC>e it :neid_< the complicati on of multirate sa mpli ng. el"en though It
could be claimed Iha l rump llter pow!."r i~ beillg walled on ...orne fl f the ~Io'\ e r
mo(k <;.

,'C"'1"

loop> "iff.,(~ hI' " r:, ' i ~ o{~ : I

The 'i~ n ifi~J " 1 \><'I1 . fil (I f lhe MR .<::tmpl ing , It<y.o. n in Fi8 . II U; " p" niajJ~ duo 10 Ilk:
t3.:1tna l ool h ""r.lpk .--.11.' "'.'" rel~lI w l y ,10. Ih~1 i., . ninc li",. _ lh,,; , ' O<po!CftW cI",cd- I'''''r
1"O0/. Had the 'ample rel.> bn r.'le'. It!< .d\'an1 "~' wOll ld h ~\c tJc:n k " p"''''''''m~d . Til<
re ..:>II for this i, thall h, oii"" t of di'turban",' t>(li ...
<.amplc ,a" i, b.,i,ally a ,!u:W,,,n.fun Clion. wilh lhe errol"> gro...i n ~ ,!ui,k h :I' IoiIlllp~ i ~ ~ III Uli lpl., fall brhlw ahol.l1 ~O If i'li rJI C'
11;><1 bo:-.:n r..'ter. Ihe ." '~( '" perf(lm,a!lCe " nuld ht' k~, ":""111 C I" h<'~ h " "nrk 'JI~< JIld th",
Ie>, ""n. iti, e It) t!>e . ik""'iUll of comp\lI e' power 'oJ IIIe fa _t or
1oNp.

"J_

mcxkl prodoc~d , " maliN! wh~,c t~ o lc",1 1 'y<tc m f\"JXl"'" "''' impro'~<l b~ >h i n ; n~ noor.
In. ,I..,.,.' "",>d. mm pa..,J 1<> Ih. p<~\' i (1 ~, 'l~, ' igur:ll i o " . Tho:: 0<:1 ,., ,,11
Ihal an <"<ju,,1_,amplt: .. ,.... on [he IV." loop, ".' ~ >I in ,pil~ <'I Ih. f" (l lh~1 I~ rOOl~ (l f lhi: No

co m p ~ ' ", p ow~ r Ii'

-+75

w .lw~ >

20

req uired.

w./w. > 20

When using a small word size microproce slOr (c.g.. 8 bits). sampling multiples gre aler th an 50 \I'ere shown in Fig. I I . ~ to be cou nlerproductive,

2W-

25
IV / w. = 5 if the designer w i she ~ 10
limil tM disc rete noise degradaliOIl to
over that from th!." cominuotlS
case. Faster amialiasing fi lters req uire faster sBmple ra les. S lower anlialiasing fi lters red uc!." Ihe effect of mensuremmt noi~e. but more phase lag is
introd uced into the feedback and. if e:o;cessivc. may nC\:cssitate ex tra lead in
the contlOJ1er.

is requ ired for a bre akpoi nr r.lI io of

'V,IM~ >

Analog prd illers or a nl ialiasing filt ers are ty pically required to attenuate
the effect of measu re ment noise at frequen;:ie ~ grealer than w,/2 .
Selection of the prefi!ter breakpoi m. w,,' is acornple:o; design step that in\'ol ves
int!."raCllo nS wit h the sam ple rate and cont rol system band wi dth. Ge nt"rally.
the fu rther the breakpoi nt is below w./2. the bette r lh e measu rement no i ~
att enoation . It i~ al so convenient to main tain the prefilter breakpoinl abcl"e
lhe control s>,.tell1 bandw id th: howe,cr. this is of le'.sor importance , The
tradL'Qffs for a double inr egrator plant are depicted in Fig. I I 13, It show s
th Jl a sampling multi ple of

Fe r a system with a rew nance at w, that is being da mpt'd or slabiliud by the

contro ller, it may be u~efu l fOf robu , tness purpose s to sa mple considera bly
fasl!."r thall 2w,.

w, > 2w,.

cont roller. il is pnJdent to select a samp le fat!."

For a syStem wil h J reso na nce at w, that is being damped or stabilized by lhe

i.~

of

The primary purpose of ma ny feed bac k contro l >r~t e ms i~ 10 li mit Ihe reo
spons.c- to rando m plam disturbances. In cQmpa.rison to a contin uous co ntrol
.<),stem wil h the same equ il"alent s- plane roots. a digi tal con trol sy~tem degrades as the sample r;lIe decreases. This ci.!gradation is shown by the bottom
cur"e b Fig. 11.6 for a dou ble int egrator plan t, In o rder to keep the degradation to lx' within 1Wk of a co nti nuous controller. a sampling mu lt iple

is requ:red.

There is polentially a ful l sa mple period d~lay between command inpu t and
th e sy:.lem re.~ponse , In orderto li mit the possi ble delay to be 1()<1 or the ri,c
time. a ~mpl in g mu lti ple of

11 7 Summary

i 76

The cost o f a dig ital control system incre a.;es with ~Jnlple nte due to the
microprocessor cost and AID co:.t. lberefol'l;'. for hig h , "lu me prodocl.\
where II'II! unit h ardware C05IS dominate. p ic king Ihe ~ IOVo'C!>t )amp le n le
tha t llk'ClS the req uireme nts il; the h>sical choice . For a low I'olume prodU~1.
the labor COM to desig n lhe controller far out\\ e ighs t ~.e ex tra COSt of a fa~1
compu ter: therefore the logica l choice o f Ihe ~lmpli rg: multiple is on the
orde r of 40 or more so Ihal the eX!nl com plex ity of d igital desi gn methods h
n O( requirtd,

:-transfonn dof:os 001 a ppl y directly to th is case and a .'.tlCCCssiv(, loop closure
~ ign method iar such syslem ~ was d esc ribed in SC'C tio n 11 .6.

The pt.'f'formallCe of a d igi tal (.'on lrol system can !'OI'IIetimc~ be e nhanced
by us ing more 1h.1n one sample rate for d iffcre nt 1001'S in the ~ySlem . The

Sampl e Rate Sd('liion

.'oU f~k controllers ...i,h bulh

"""$

~t :

0 for T _ 0.0 1, !I.I.

11.4 FoIJo-.. in~ Ihe ""dlil~ dc'"g n problem ""'-'<I for Eu mpk 113. ~, al ~atc II", nil. cm'.,
''('Oil) sample " Ie due III plan! di, tu.aance noi." ', lI ,ini' the ca,. "h ere o nly the 311j.lIdt.
P. i, ,nu,urrd and u,e<J Ily an ~.,t ilnator !O re<:(>flSUU<:! Ihe ,HIC for romrol. B~,. all
tl i;Cl>!tc cllntml gain, on ~ .pJa"" moe, thaI orr ('q ui"alent I(), _I), 7 "nd <v" = 3 raJI""
arid cni m:otor ga im on : pl~M roots equh'alcM 10 { = 0 .7 and "', .. (, r.Jdf ........ A "~ Ill<.'

le I rlOi lhe <tep l>!-'POn~ for rb. Ihree ~arn pk- nil e> and detcnni l'lt lhe: ,i~t lin ....
Comp.a,." W ot ".,llIe5 ~~"'n'l lmll pK-dic,.d by th~ relallOf' In S'-':Ii<'.>t! 2.1.7.
I, ii 1.8/ .... .

Ibl 1'101 It...- ck><o.-:.l- Ioop lnaBniludc frcqueoc~' fC'I""'~ offJ fo' liM: Ihre.e I.IIrnple r... c.
and <klermin. 1M clo5cd1oop bandw idlh for ."~h ca~.

ti l De,i,n fu ll
and 1!'e'C.

11J Con' i"", It...- ~cI ~'t desil " problem of "ppo: nd;~ A.

Dclcrminc the lead ne!"'OfL- . pole. lero. and lai n) ' hal yi.... d~ daninaru pok-~ al I; _ 05
and "'. = 2 radf-;r. for "'. = 1_ 1. ~1'Id J HL. Plot , hc comrol ,u d OIIlpUlli rnC h,',one'
for Ihc fj"" 5 ~c and <Olnpaic for the diffcrcn, <arnpk nile...

T ' !: + II
G I (: = -- _
2,: - lr

11 .1 11Ic .... Icllil. ;IlliluJ%-ooru .n l lran,fer furn;lion ( "PPCnd,~ AI i-

l,:", . plane tk~isn Icchnique, fo llowed b} the pnl c-uro m:oPpinB m~!IIod' of CII~ plcr
6 10 ootain a di ....... lc ~q ui"alcm. Sel ~t .'<)mpc~ion ....., th:1I tto.: ,..,' ull ing und am .,.:d
"lII:un l fr~ncy 1"'. 1 i~ " radl!'e'C and the dampin.\! nlio let i< O.S. Do th.: .......,'"
(or 1"'0 'iUTlpk p:-riods: 100 ms and 600 111'. NOOo' us.e on (),~"I :pbl'lt ~n"')"i~ <>1'
tilt m ullin, d j ,;cre~ S} ~' and ~~ n,inc lhe rcwli inB tOOIlocalion . Wh~1 do >o)u
OOtlC'u d~ ........,m ~g (he appl i<:lIbilifr of I""", d<-sIS" loch n iqu ~. ,~r~u, ..... r:l{C'!

Cu!: - - - - .
5(, +0.8)

n.M

11.1 Fi nd dis<;f<'tc colllp<'n' "ILOO fOf a pb nt I!i" cn by

11.8 Problems

ChJP:t~ I I

20 k,. ,,,.

1 ~.

,,""I j

= .,.: + u:.

1"'0 COupled nJ;l;>C .

k _ 14-1 Ntm. b = 0.5 ro; .'>Im. al'ld T '" O. IS '0.

~iln an apt;""" dj~lc coolrol fOrl his~!slcm " ;lb quadr~lic

PkJl lhe resuh inB Sl~ ~'pon~.

M -

Repeal ' Ieps 181 101d) for T _

0. 2~~ ,

s- a
,(~

r"

X( ~' ) 1'"

I"" r - I ~'(.h

" ("J "" - KJ'(h

+ I) _
prOpOrtional f<lNd.

, ~ se ;

(31 fa.lt >lImpi e ptrk>d T" " _ ~o m>c<;. and ,]o.., .<:t.mple pcri oo

1.. 0

T.,... _ SClO 01$1',.

11.10 Fill' )'llu rdesi!;lI;n Problem 11.9, e"all1atc th~ -,leiKl)' s,~tc nn< noi<e respo nse O(.f, arK!
.r: for un m .. uluo: o f '1' '" 0,1 1\'. Repo:at Ike ..Je-.;i~n with Ih ~ same pole lonliorl" for

I I.' 1'01' the M l~t O >}'sl~m """""n in Fill. II 15. le I t = 10 :-vm. ~s;~n an MR ... m~ l jn~
coo lflJl tcr " 'here 1!Ie f~,1 s.ampl ing ralt on lhe x, lOll, Ioop;s to Hli T _ 100 m~! aod
liM: ~I o\\' Wilnplinl on Illt .f l 10 ", loop i, 2 Hz(T = 500 m'ee). Pick the fa poles at 1.5
II I " 'uh , '" 0 --' and Ille , ]0,,' polel al 0,.1 H~ wjth ~ = 0.7.

0;1.1 I in o,.pl(, 91. Ihe S3mplc n le i, oflcn

.c1e;:led!() b<' t"'itf, lhe l>!' OD:ln.:e I"" '= 6 kHl in ' h~ caOoCI <t) thaI lhe notch aI 1hI.1\')'qui~1 r.lIC ' ''',nl o;-otncideJ ,,' ilh , he resonance in ord~ 10 alle,iarc Ilk- dNabililing
df(~t or~c rC<01l~I'IC . UndCI ,,'h l tof1dillons .."old this be a bad idea?

11.8 In 1M .Ii'" dri,'. ~'O do, iBn (Problem

T = 5.' b pnICIl(al '~ Defend J'oor ans" er_

and com ...... ,hi.- pin K lhal )';dd~ ~ : pl3M lOll aI : .. r -l- r . ,,~W ..... Q _ 1 sec .
b "" 2 u .:- '. and do lhe problem for T : 0 .1. 1.0. 2. 5 sec. h lhere an oppo:r lim il on
lilt IoOIIIlple paiod '~I "'ll slabihu (hi$ s~ .. ern? C()mpule the plClN'n, efJOl in K thaI
r.:su.! in 'In un$lablc ~~'Jtem ror T = 2 and 5 s....... Do Y"" judgc lhal the ca' e "hen

"m

" <!'um~

CO<llroUcd di.rn:tt l) ";Ih 1 ZOH. thi! yidds a differen...... COlllxion. n:lmtl).

11(5)

.,'hl
"
0 -.

11 .1 Con,ilk.,. a plan! co"~isl; "1 of a di' ''''ling uponen(ial. Ih.t ;5.

11.6 For eao;h dc,lgn in Problem 11,1. inc.ease the: gain by 2lfl and detenn;r>e Iii<' c han.\!~ in
Ihe ~)~ .. m dampin"

(t )

rd ) S;m~)a(e III\: re.pon~ o r the ~~ .Ienl ~.' i~M1l abo,c 10 a Step il'pol <-ommand
and. k-a,on. the cor'l!roIler coefflc; ent> uoc h.mged. "at}. ,he "atue of Ih. dlmllin~
codlkicn l b in Ille plan!. Q\lalil;ni,el), nO I< Ilk' otn<ili" iIY of Ihe tk o;.-" 10 Ihi,
p.ul r'l!C1cr.

Ic ) Cnonbine the c(>lllrol and c.tlm;1lion ;mo a COD!roIleJ and plot il< f~~ent)' I'('.>pon,e
('OIIl d to w.

Ib) Da.i,n An opum3l d!!oC rctc fi ller boo'cd on rt.JSl"",'men., or rI "'j th Ii .. 0. 1 m:

aIM I d i.turblng noise in tbe form of a fencon lhe fIliIi" rms." .II " 'i lh 'R _ 0.001

(I )

","'GITI(

II .S [n Appendl. A. Xl.'!ion A .... ,,'. di>-nK~ a plml l'OO~i<l inE of

4G.'

lhe ~ di~IG rb:lllct' !Ia. ~ (IO".ft" >p<'C(n.J doMI 'ilY of R,

"" I ro;' - m:''o as "'_"
donc (I' E.u 'npn, 11 .1. PlOi !h~ error for '" = 6. 10. 10.
80. and ~OO r~dI, ...... a nd
eommtnl OIl (he <cl ...... tion of T for di ~!Uma~c "'jc-crion In Ihi~ c..~.

11 S Pmbltms H7

.. 78

Chapter I I

an

mI'

= I and no pmces,

noj"". Use e., actl~'

the
same (tl<Ilroll .. and e", im Jl ur

no;,,! wa, incllldcd.

<'ooli~U DU ~ (Slim aK"

gains: bowe, e r. i~
c"Cmputin 8

the

rm~ ""p<ln,.... 'lO mea.ure'~nl

as Ihe cun>:nt plot . .'lole I h~1 FKl l IE,M :L<Sume' II, = [ [or I"'rpo"-" of CQfI1pvling Ih~

" 'ilh

11.1 1 Repl<>l the i n fwllla\io~ in the IO"'eT .u ryc in Fig. II .h Ithal is no qu.ntization noi~t
for th rc:c c a~~: (~) f""'Xe" noi'e and no mea>'jJem~nt ""i_~ lihe ,'3>e "I rc:w} plQlIN /.
fbI proc.:\S noi", ~nd nlc;"'<IIIl'me nl noi,e wilh an mIl = 1. and Ie.) rnea.<urement ""i.e

incrr . ,,.r'

~~d

(b) fa"

<:Im pl~ J"'riod 1;#" '" 100 m-.c. ~nd ,\mi' ;.ample period T" ".. '" ~50 m,ec.
c" aluatc th ~ nilS '''''pon-e i~ bmh c~><s. If C>lta compUlati<)<lal capabilit}
exi<led. "hen' ,hoold it be ~",d '! I ~ OIher word,. wh i"11 ... mple rate s l!ool~ be

Sample !ttlt Scicn ion

---

._- -

---

- - ---

---

419

In order to design control~ for a dynami~ system it is neccssary !Cl have a model
that .... ill adequately describe the ,ystem, mo:ion. The information available
to the desig ner fo r this purpose i~ typically of TWO kind,. FirsT. there is [he
knowledge of phys i c~. chemistry. biology. and the other sciences wh ich have
o,'er [he yean, deve loped equaTi ons of mOT ion TO e.~ pl ain the dyn amic re~ponse of
rigid and flexible bodies. electric circuits and !notor~ . flu ids. chemical rea(;lions.
and many other constituents of systems to be cont rolled. However. it i~ often
the case th at for extremely complex physical phenomena the law. of scien~e
are nOl adequate to gh-c a satisfactory description of the dyn amic plant that wc
wish to control. E.~amples include the force un a mO" ing airplane caus ed by
a contro l surface mounted on a wing and the heal of combustion of a fossil
fuel of un ce rtain composition. In these circumstances. th e designer [u rns to data
taken from experiment, direct ly condUCTed to eJlcite the plant and measure its
response. The proce" of constructing mode ls from experimental data is called
system identification . In iden tifying models for (;Onlrol. (JUT mot ivation is very
differen t from thm of mode ling as practiced in th e sciences, In science. one .>eeks
to develop models of nature a.~ it b : in control one seeks to de"elop models of
the plan t dynamics that will be adequa le fOT the des ign of a controller that will
u use Ihe actual dynam ics to be Mable and to giH good pe rfomlDnce.
The initial design of a control system typically comiders a ~ma ll signal analysb and is based on models that are linear and time-in vari~nt . Having a~cepl ed
that the model is to be linear, we still muSt choose between several ahcrnathe
de.s.criptions cf li near syslems, If we examine the de, ign methods de.'cribed in
the earlie r chapters. we find lhal the required plant modch ma y be grouped in
['1"0 categories: parametric lind nonparamctric. For design via roo! locus or pole
assignmen t. we requi re a parametric description such as a transfer functi on (Jr 3
staleyariab le d~!>Cription from which \\.-e can obtain [he poles and zero~ of the

A I'erspeclive on Syslem Identification

- - - - - - - - - - ---. ---

System Identification

$0.,,,,. ;Mllh"", ''' . Ih< ' -.nabl<'" a, lho;; ,!l;tt ''1'''' ....... '('I . wlld ",nf" ,,,, " ,., ,In: .. , ,I>< ,..,.bk ot II>.: .3
Iran, f,.m. ), j . . .I".... ' d ..... ,'''' , ..... u,< or , ..' . n ,yot.:oov " ,n nOl r....., t<tIt'u,i<>n II."." .

where c/. h, and .: are I'Olynomia ls in the shifl upe rator' : .1' i~ Ihe OO lput. II i) the
inpul. and t' is the eTrJT and assutllC'd 11.1 he a random procc~s indep('nde m o f u. If
c(: I :: a t: ). then {' il called the OUlpu t error. for in that ca:.c Eq. (1 2,1) become<
" = lb(:) / a( : )j u + t'. ~t1d ~. is noise added to the outpu t r:i the system. If cI : 1
~ I th en l' is called l'Ie equation errur. for il i ~ the error by "" hi ch lite data y anJ
1/ fail to sm isfy the e~ ua t iotl given by CI (= I.l' '" b /: )II . Finally, if c(: l is a genernl
po lr nom i:ll. then Eq. ( 12, 11 i~ cqui"alelll to a Kal man li llc i and I' is c alled the
predict ion error.
llIc data used in "~' sle tn ide ntilic at ion con ~iM ma inl) o f the rccor-ds o f inpul.
II l k l. and OUlpU!. .1' (>:' a nd as~u mpliuns about the error. IIO\\-e\ er. in add iti on
10 these re cord s lhe re is usuuJty vc ry important infom t:lt ion abou l the php ic ~ 1
plam thm must be u.-.: d 10 ~et the best resu lt ~. For ex amp k . the plant tran.d er
functi on may have a know n number of poles at .: = I cOlTtspond ing to ri!,!id
body mot ton. If tllCrt ~ re suc h knOYl"n componem$. the data ('an be fi ltered ~o
thaI the ide nt ifica tion need~ on ly eSlim 3t<.' the unknown pan. Also typic:llly It

(1 ::!.11

pla nt. These equi,'al: nt models are c.:olll plC't~l)' de~cribed by the numbe rs that
Ihe coefticieal\ of the po lynomia ls, the e lements of th~ ~t;jle-de:.cription
lI1 atrice~, u r the nunmrs that ~pc:ci fy lhe pole" and zerO!>, In d tller case we call
the se n Ulllbe r~ the f'ammt'/t'rs of the model. an d tbe ca tegoi)' o f ~ u ch modo.> l ~ h
a para met ric de scrip ti on of the pl anl mode l.
In contrJ ,t to p:lumelric models. the frequc ncyres pon o;e methods o f N)' qu i~1.
Bode, and Nicho h leq uire lilt: curves of ampli tude and phase of the tran,f.'r
func lio n Gl t , t ) = Yfjw) / Ufjw) a~ funl'{io ns of w. Clearl )', if we happen
10 han' a palamelric d escription o f the system, " 'e can Carn pll1 C the tr.l nsfer
func tion and the co rresponding fre'llK"nq ' respon_-.e. HO\\-'cI't,"r if " e are given
the frequency n::spon~t or ib inl'erse tran Sfonll. the impu l ~e rc,~ pon_-.e. wilhou t
parame te rs (pc:rhap$ obtained from ~~perime ntal daTa l we h,m :: all we need In
dt~ ign a lead. lag. nclch. o r olhe r compe ns:nion to achiel'c ~ des ired b:mdllid lh.
phast margi n. u r other fre'luency responSl' perfomllllll'e objecli"e wi1holll ew r
kno" ; ng wh:lIlhe p:tran lCter.; a re. We call Ihe fu ncliooal curves of G (f' / ..T I a
no n paramelric mod::I heC:lU~ in prin ci ple th ere i~ no finit~ se t of num bers that
describe s il e.u c!!y_
In add ition to the selec tion of th e type of model d esir?d. Olre mU St (ktin('
the error 10 be minimi1ed bl the mod el e~t i m at e. For Ir.lti)fn fu nctiuns. if lIt"
a.~,~u me the true I'alu: h G I~J .. ) and the model is given by G lr", r ). then Olle
possible measure h i/ Glf" '" } - G (l'!,,, r 1) ~(f",. Clearly olh~r measu res are ah"
pc s.~i bl e and can be ronside red. For disc rete-t iml'! parJtJtelri: models a sl and~ nJ
fo rm :lSS UI11C.' that the out put is generated by the d iscrete [u nt ion

~peci fy

12.1

Formally, one proceeds as follows with the proc~ss ttf li nc:lri1:l.tiun and sma ll
signa l appro)(i mmi on ~. \Ve bo!gin with the :ls, um plio n that our plant d y n~ mic ~ are

Defining the Model Set ro r Lin ear Systems

In lhis c h~pl er. 'Ie COlbider !ie\e ra/ of the mo st com moo and e ffeclive approachs
to idt>m ifi Cation (\f linear model, . In Scc tiu tl I \I'C cons ide r th e tJcl'e lopme n! o f
line;u' mooeb as I.I scd in ide ntilicalion. In Src tio n 2 Ih e con, lnJC\ ioll o f non
p;:! rametrit: models i~ (on \i dered. Data taken by si ngle ~inu~i dal ~ i8 nal inputs
a ~ we ll as dam in n:sporn,e 10 a comple1\ signa l are cons idered. A l'\O prese nled
is the concepl of incl ud ing prior k ~ ledge or tit<- plan t response. inclu<li ng
!he- ~si bili t)' o f known pole locatio n," fo r rigid body case,.. In Section J tec hniq ues (Of idt ntifkali on o f parame tric linea r mode ls ba),t,.'(! on eq uation error
3re introduced with the :.elec tilln of p3ranlCle ~ and de li nit ion of the error. AI
gorithms for batcb lea~t .o;qu :l.re~ are given in Se~ l ion 4. Tt!~-u rsi \'e ka~t squares
in Sect ion S. ~nd s.tOCh3Slic least foljU 3rtS in SeCt ion 6_ II is shown that bias is
e ncoun tered when lhe equation e lTo r is nor a white noise proces.~ in each of the
techniques. In Sec tion 7 Ille method uf ma.\imum likelihood i ~ inlroduced a ~ a
method that CJn overcome the bias wn sidc ri ng '.he P"tdil1ioo e rror. Fi nally. in
Sec tion 8 the es tim ati on o f ~t me desc ript ion ma l ri ce.~ based (\n , ub ~ p a('e me thod.~
is des.:ribed.

C ha ple r (h'cni ew

In ~u mmal)'. identifiution i~ the prQCeS~ by wh ich a model i-; con~lruCled

tro.n pri or knowledge pl us eX Pfri mc-n tal dJW 1nd i ncl ude~ fou r ba~ic compo
nenl., : the d3:3. lht" model "Ct. th e cri te rion by wh ic h one p ropo~d modd i ~ to
be com pared "" ilh another and lil1.' p rncc ~s tl f \'~ li d:lt ion b y whkh lhc mode l is
confi rmed to mimi..: th e plant o n dat:l nOI used 10 enn. true! lhe modeL Because
of the la ",.;.'C dala record~ tlC"Ceslo!J ~' to obtai n cffecliw modds aod Ihe complexity of m~n )' of thr all!0rith m.~ u..w. the u,e of l'Om pulr r u id~ i., e~~en lial in
idenlific (l(ion. Do:\-e lopmet1l~ ~\I..:: h as lhe M ATLA8 S~~lcm Id enlilication Tool
00: are e tlo rmous aids to the pr3C tica l u :;(' uf the tec hniq ues del.Cribed itt this
chapter.

o;:omputat ion ~.

is knu" 'n thl t the im pol'",nl fe:llures of the Ir:lnlofer fUllc tion art comained in
3 known frequency ran!;e 311d thaI dat a out ~ide that range h on l~' noi s.... It i~
impot1 llnt to filte r the raw dm:l to re rn O\'e the. e rom pone nt s in SO far as ~s i ble
witho ut d iSlOrli ng impomtn t f~a t ures to preVent lhe algorit hm fro m distot1ing the
~ st imaled model in a fUl ile ~ ffot1 to ~..; pl a i n th i> noi:.e. Th ... impot1 ;'Lnt conc lusion
j" that a ll (I p riori infom latio n bo:: u!'Cd fully 10 g ~1 the best res ul l, from the

482

(h.1pIU 12

I ICI , .... .1"., 11 , .... " .. , II.

II , .... II ... " .

( 11.11

~i mply.

y"" h (x . II J.

.\' = f(x . II).

'01

"

-d, (x" + .'iX) =

f( ~

+ 811 ' 00 + 8u ).

( 12.6)

(l2.7 r

If we go back to Eq. ( 12.2) and do the expan s ion of the component s /, one lit ~
tillM.!. it is ted ious but simple to I'cdfy that Eq. (12.6) c an be .... riu en as

h :

Now. if x and U are d ose 10 x" and u". they can be written as .Ii: = x,, U = u Q + ~ . and these can b..> 5ubstjtuled into Eq. (12.4,. The faCl thal .s,
and ~ u are s mall is now used to mot ivate an up;!nsion off.q. (12.4 1abou t Xu and
Uo .md 10 sugges t Ihat only the lerms in Ihe first powe r o f the s mall q uantit ic,
~x and .5u need 10 be re tained. We thus have a I'ector equation :lIld need the
expansio n o f a \ecto rlalued function of a vector \'ariab l~

Th<: assurnption o f small sig nals ca n be re Hl."cted by laking x and u to !l..'

al",,'lIys close 10 ~ir refeff'~ va lues "0. Da. aod these values. fu nhcnnorc. to b.a sol utio n of Eq. (] 2...). as

or.

j: = r( x . u .

The a_~su m p l io n of ,tatio nruity is hert re nected by the approximal ion Ihal r
and h do 1101 e han1!e sig nificantl y fmm Ih eir ini lial \'alu e~ at ' 0, Thus we can set

y = h(x. u . n.

j: = f(x. u. I}.

or. more compaclly in matrix nOlalion. we assume Ih at our pl:mt dynamic s al':
described by

.l'r = h,.tT , ....I .

... ".

" .. , ,,.

.. X . II , ..... "

/ . (.r, ..... .l,. II ,.

.", =h ,(.l, .

j . =

.[~ = !:<.TI.I". II , ..... rl .. . ".

.fl =

adequalely de~cribed by a ~t of ordinary d ifferent ial eqJ~ l jon~ in st3te'Qui abk

form as o.liscussed in Section U.6

S)"slem Idenufkalion

Definmg lhc Model X l lor linn! S),slcms

483

ih~

'J,).

(1 2.8,

a,

"
a/.

t 12.9)

(12.[ 0)

J == h.("". u u)

G = r. lx". un'

)' ::: Ih- + Ju.

(1 2. 1 I,

G(:)

is

= 1'1 :)/ V(~) =

re~ pon!ie

,11101 = J

and lhe unit pulse

from .... hich the Iral1.~ fer funClion is

+ 1.
k = I.

H(~ I - $ )-' r

+ ["lilt).

+ 111(1:. ) .
= HXlk)
y(k)

xU: -./. I) = $X l.';}

(1 2. 14)

(12.13 )

(1 2.12)

We .... ill go el'en ,'urther in this chllpter and restrict our.<elves to the case of ~i ngJe
inpu t and s ingle OUtput and discrete rime. We lI"rite the model as

~ = Fx + G u .

10 obtai n Ih: fonn we have used in earlier chapter~

F "" r.<"t!. uol.

H == h. I".,. Uo)

Now Ihe llOIation is overly clu msy and we d rop the .'i.pans and de fine the COllstant
mal riC'e~

.5y = h,.'ix + h.liu.

l )l. "". r,(~. DaISx + r/"t,. uoMu

Now. to return to Eq. ( 12. 71 .....1' not.' th;l1 by Eq. ( 12.5) we ehose;o;". u., to be Ii
solution so the first IcmlS of Eq . ( 12.7) oolance. and. because the terms beyond
those s hown tlcpend on higher powers of the ~ m aJ l s ignals.'i J ~ nd /i u. we are led
10 lhe approximation

f, ==

'J,
a,
'J.

The row \'ector in Eq. ( 12.8) is ca lled Ihe gTf/diem of the scalar- I, " 'ilh re spec t
to the vector x. If f is a ' eclor. we de rin e ils p:u!ia l deri\'athes .... ith respcct to the
, 'ector x as the matrix (called the Jacobean) eompo5ed o f rows of grJdie nt!o. In
lhe s ubscript nDlalrOn , if we mean to take the partial of (Iff com ponen ts. we U.'\I:
the bold "ecIOT as the subscript

,'.' ~ ('J
,
a.T,

where " '1." define- the Jl3n ial derivative of a scalar /, wilh respect to the , tor x
by Ii sub:.c ri pt flOtation

11 I

cnefrequen-cy-a llItime

G (:)U (:)+ 1/(:)\1'(: ).

= i\ sin(w,l T).
B .. in (w~ kT

+ o}.

L G (t'i ... r ).

BI ll = IGIt" i... T ) \

(12.1:-11

Given the sitUltion de sc ribed by Eq. (\ 2.15). there ae two basic ~cheme~
for obtaining a Ilooparametric estimate of Gft'i ~1 ) . The first of these c an be
described as th e oae-frequency-ata-time method and the other as the spectrJJ
es timate method. We will describe thcse in tum. In eac h (lse we will require th~
computation of Fourier transfonns using finite record.-; of daTa: and for this th ~
di sc rete Fourier transfonn (DFT ) described in Chapter 4 i~ used. especially in ih
computationall y optimized fo nn. the fast Fourier tranSfOT"D1 (FFT).

where

.\(kT)

and the output s amples, in the Sleady state. can be described by

u(kT)

In thi s equ3ti(ln. Y is the plant output. U is the known pl ant control input. 3TH]
IV is the unmeas ured noise Iwhich might or migh t not be random ). G is thus th.e
plant nansfer function and H is th e unknown blll stablc trJnsfer function fro m
the noise to the sy,tem ou tput. The frequenc)" response of thi s system. as W3'
di~ u sseJ in Chapler 2. is the e\aluati on of G (: ) for: on the unit circle. If the
noise is zero and the input (/(k ) is a s inusoid of amplitude A and frequcncy w" .
then (/(k) is given by

Y( : )

f 12.15 )

One of the impo!111"l1 reasons that des ign by freque ncy -response method s is ""
widely used is th::u it iii so often feasible to obtain the frequency re spons~ from
ex perimenta l data. Funhennorc. reliab le e.xpI'rimental estimates of the frequency
responsc can be obtained when noise is pre~ent and when the sys tem is \\"e<lk l)"
non li near. Models based on such frequency-re ~JXlnse data can then be u.\ed dfect ive ly in control system design using. for example. the method s o f Bode. ~
presence of nonli nearity leads to the concept o f the dcscribing func~ion : a tepk
th at will be considered in Chapter 13. Here we will introduce and Illustrate ex
perimental measurement of the frequency response in the Clse of linear. comt:ml.
stable models. inclLding the possibility of unmeasured noise inputs to the system
The situation to be considered i.~ described by the transfonn equation~

12.2 Identification of Nonparametric Models

The System Identiti: ation Too lbox includes the multivariable rase. and multhari ab le theory is covere d in a number of advanced teXiS dev)ted to identificatiOil.
including Ljung ( 1987).

Cr.' pier 12 Sys tem Idemificanon

identification ,

484

IXm lfio1>OIl dNol1pa.J:J1CltlC )'lodels

485

+ B,s in(w~ kT j.

= B Si n(w"kT + ~,
= B. cos (w.,kT)

B:

+ B:.I.
(12.19)

..

Keep in mind that v( tT) is the measured outpu t and '(kT) is the computed
esti mat e 0 1 the OU tput. We wi~h to compu te B, and B, so as 10 make ,J as sma ll
as poss ible. To do thi~. we set the deri,ati,c of J with respect to B.. and B, equal
to zero. Con~ider B, first

\ -1

= -N '"'
{tTl,
- B .cos(w. kT) - 8 ,sin fw. tT):
L (\"

J = -N (\(kT)- .\(tT)),.g

I \ -.

To tind the best fit o f , . to the data. we fonn the quadratic cost in the error betw een
y and.1- as

" = nrctan

B = \ , (B;

where B, = B si n(,) and B, = BCO'i.(Q ). Once we ha ve computed B, and B,

we can compute Ihe ,alue s of Band " as

.i'(t T )

We assume that we han' 3 sys tem as de )Cribed in Eq. (12. 15) and that the input is
a ~inusoi d of the fonn ofEq. (1 2. 16). The inpu t ~nd the uutput are recorded for N
,ampics. :lnd we wish to tind th e amplitude B ~nd the phase ,pro . from which one
point on the frequency re spo n>e can be co mpu:ed accord ing to Eq . ( 12.1 8). We
then increment the frequency tow, = w. + 8w md repeat umil the e nt ire range o f
frequencies of interest is covered with the de si red resolutio n. Th .. accuracy of the
esti mat.:: at allYo ne point is a function efthe number of JXl im~ take n. the relative
intensity o f the noise. and the extemto which sy>tem tran,ient ~ have been allowed
tu decay ~ fore the recordings are stu!1ed. We ",ill de.<iCrib~ the calculat ions in an
idea l e nl'ironme nt and disc us> briefly the consequence$ of other s it uatio ns.
Con<;ider an Output of the fonn of Eq. ( 12.17) but with unknown amplitude
and p hase. Ret:ugni zing that the experimental dat:l might r~f1ect S()tne nonlinear
effec ts and colli:lin some noi,c co mpo nenT. a reasonable computatio nal approach
is to tind th at amplit ude Band pha<;e " which best fit the g i\"~n data. We deftne
the ~"t im ate of the output a~

T h e ~lethod of One Frequency at a Time

12.2

486

Chapte r 12

I- I

L Sin(1w.,kT) = O.
, ,,..,,
(]2.::'OJ

COSifl~,

t and

" ')'

(=

,N

"

0 elsewhere

-11.

I - e- I :"

1 _ 1'-,1.1

(12.::' 1,

,\ ' and lei == e':""" , corresponding 10 w = 2rrt / N.

NO

1 _ : -."

I ,\"-'
- L Sill (2:rtk /N ) = O.
N ,~

,-.,(I'

L \'(kT)w,(2rrtk/N) ,

.~- ,

.., N_'

,~

i;; L
y(l-n Sin (2:r l k IN ).

Thus Eg. (12. 22) a.nd Eq. \ 12,23) give us formul as for comput ing the values ot
B,. and B, . and Eg. (12.19) gire!; us the formulas for the gain and phase tMt

B, =

In ,imilar fa shion. lo r Ih is choic~ of input frequency, one can show That

B :::: ..:..
N
,

If we now select our test fn:qoenc ies to be w~ = 2rr i/,v T. for imeger t. th en
Eq. ( 12.20) reduces to

and also

(=

rN
elsewhere

If we substilllte Edc T's fonnul a. e -i~ ' l ..\ = co,( 2rr tk/N ) - j Sill(21T(k/ ,,",.
inTO the left side of &j. (11.21 ) and equale real and imaginary parts. we fi nd th~1

,"'"

If we selecl integers

NL
==
\-.(1

1 .' -1 _,

Generally. \I.e \l.ould t'xpeel Iht' last two tems in Eq. (12.20 1to be small becall~c
the si nusoids alTernate in sign and have zero average value, They will be e,n/a/."
zero if we seleelt he test frequencie s carefull y. Consider the following idelllil~
(which al>(l played an important role in the development of the DFr in Chapter-l l

-,.-L
_N

f;;r

I ,'-,
B
B
- "')"(kTICOS(wk TJ - .....!.----!.N
0
2
IN

If we use elementnrllrigonomo;:tric identities for The product of si ne and

and collen Tenn, of the sum. th is c);pression is equivalent to

System Identification

, ,
\(kTJI' -' ~> "-~

II

;f- ,

/1 = (

L .I'fkf ) lco, C!:r~II / ,\') -

,,

j sin(2.'I"kll / N) 1

for

/I

,vA,

- J "."
( II

= ()

."

!'

i~

DFfllI1

NA / 1j

+ jB,
A
= IGle' ... .

B.

_D_F_T_'._I"I = (N/ 2 1( 8, - jB, 1

= I . the ratio of the DFT of .1' to Iha! of If

(12.25 )

( 1 2. 2~ )

which is the re,ult found in S~etion ~ .5. Of cour~e. usin !! the DFT or the FFT
on .llkT) :tnd rr ( ~ T ) juS! for OI1~ point 011 the tr~ ns rer fu;c tion is ullne.:essarily
complicated. bu t becau~e the DFr all tom:lT ica!!y compUles the best fi l of a sillu.o;o id to The output in the least'i<juarc.' -.e n,e. the re~ult b I'ery aCCUr.lle and. with
the u.' " of the FIT. it is fast.
It i~ po~~ih l e totuke ~d \"an t:tg~ ()f Eq, (12.25) 10 evaluate the transfer function
at ., e\eral fr,'quencie~ at o nce by u,jng an in putlhat is non7.ero O\'cr a band of
frequ cncie~ and co mputing thl" r.!ti o of OU Tput !() input at each nonz ero I'al ue.
To i llu~trnt e thi s [~chni 411e . we wi !! use an inpuo known u-' a chirp. whirh h a
modul ated sinu >oid:J\ fun ction lI'ith a frequency Ih Jt grow,.; from an initial l'aIue

Thu~,

,-,

~ L "' ) ~-'"

-\

,-,

L
A ~i n(htk ! J\')I' -' > "' \
,.,

-I
= O. elsewhe re.

DFTlu t kTl 1 =

Likewi",. the DFT of the sinusoidal inpu t of lhe ,arne frequenc)' is gilen by

DF!LI tkTJ ] =

describ..' the OUTpU Tdata y( ~. T I. Th.:: tra rt,fer ftmclion from wh ich the output wa s
Ilwalurcdbtilengi,enbyEq ,( 12 ,1 8).
Equation i 12,::':!) is closely relul~d to [he DFT of y dcril'cd in S<"elion -1.5 ,
In fac l. if we assume thaI yU T) i~ 11 sinuso id of frequenc)' ()', = 2rr t ! N T and
.
consider [he OFT of ,r

Example n. t

E1\amplc 12.2

to rover lhe

de~ir<"d r~nge .

e~ prt'~~ion .

tV

" J

"..,

11'(.(;1 is a "eighting or ...indow funcdcn th at

- _.

u'lk) = .-I ,,11(/.;/ 0. 1N,~at([N - kJ / O. I IV).

k
w = w. __ +- (,,) - w ..
cau ~,

O ~k < N-l

the

i np(~ 1

( 11.2("

An examp le of a chirp is gi l'.:n

._-

S<llu lion. TI>..' resull.' "fthe app lkat'on 0 1 Eq {1~_ ~ 5 1 rn tlli' <in"", pllllied in Fig. !!.I
P:UH (Cl lOO 1U) . Tilt: I..... f~""n" r ""pan'" i, plotteu as a ,,,l id Ii"" :md Ihe c\pcrimenlJi
[r"n ,fef f~nclion ~ sl i .\ 31t i, plolled 3, x', on Ih . ,arne graphs, '\ _<~l n be ,.xl>. [he e_,t;mal.,
i, a 'elY aCl'~ rJl e l1Ica>lotC fOf frequencies "I' Ie loR ,....d. atkr u':l;cb Ihe c"iftki l ~ &,iace,
badl)' (.om tho '",e m1J;niludo: and pIla:.e ~u"'e' , Th" de\,;;lI'QI"I c(li r"idc< with \I>e ["'que,," .."
where the ;npIII ha, lillie c"" rgr and " ad, tJ> to ~ol>duo:k thai o[)c" ,lIould no\ ,"'<rll'" " , utI '"
Eq. 1 11_:'~ 1 un le" Ill< inpul ha, "gnir.,~nl en.~rn ~((IIC compl'lcd f....,que""\"

E q , H!,~5 ),

Apply the chirp ,ig md of Exn mplr I ~ . l 103 'Y,lrm obtained a, Ihe ~efU ",u ho ld ~qui'';II" nI
nf Ilh' -O_~5., + 1: .... ilh T = 1).5, Comf'\'le II>e eqim.ate of tl.: tran,fer fu"c.i"" " ,in~

C1ltll'tHin.~'1 Tr'PI1'" FUl1dl,'r,

T~

Soluti"n.

Fm," &t. I I c ,~6 . ,,'( h ~" <" ,-\ = 1. Tw.,,,,, = 0 .1 TOJ, ,", = 0.75. and ,\ . = ~ ~,
COll>tanl .~<....a' oornputed a' rho n.,g"I;'~ of the ",erage of th. ttlS;~ _';g nal. u<i n8 M. u t. \ H
TI>.; t,"o>form "'"' (ompule.i u,in~ ffl.m. Th. ~,ul t , .... p l()ll~d in Fig._ I ! .l. Il"-Ih la ' o,, ~ :~,
"'()Ik~ thai tM ",tm 'prel"'," i ~ w~ fbi I),;-' ... .:<: n 0 ..1 ""d 1.0 nu hnJ ha, !IOfl -n.:! i~i""'"
"nern oHr th. u'i<l<'r rJnge: l'<'1 ... n O. I ln ~ I j r:kl . The eo.rgy Jbo,( T,~,"" = 0,15 rdJ ,.
l ~ re , ult of lhe fac t t:1:1( the chIll' i, rcall)' ~ frcqucl>Cr m odul:~< d ,;gna l and man)' ,;'khln,l,
are p! .em.

(~T =

Plm a cll;rpot' m,,,iltlulTl a:nplilud~ 1.0. st llti ng f",qll<'ncywr = I) , I rold "oo~ nding fr~'1uc n.:'
0.75 rad. U"..;y, p";nl~. AI, 1'101 the "'~~ n;!\Ld. of lhe Iran~f(tfm of tile _.i,gnat

Ao.i'r5'g~,;1

COlhHlnt A" b added to make tht- input ha\'e zero an'rage l'al l.1e .

10 Mart m J;C fl). rump up 10 ampli t ude A. and ramp do wn to uro :11 the end. Th~
",' at" b the sa tura ti on function. which i.~ linear from - 1 10..1 + 1 and satu rate, <It
-I for argument;, les~ than - I and at -<- I for argument ~ greatrf than + I. Til,

In this

a~

II f /.;n=A o -'- !t 'kl~i!l /w. kT),

to a tin al val ue w
by the f\J mlu la~
lunC'liOO usmg a C11 I1P
:sjgnal: (af the (nirp,
(bf tile ch'::l's spectrum,
(e) the transfer funC\l(l(l
and it s magnit ude
~ti mate , {d) the true
and est imated phase

'"

all alOl ilabl c prior knowledg~

the unce naimy in the esti mat e.
r~duce

In the ca<;c o f E:o;ampie 11. 1. we we re able to li st' l he fac t tlll t Ihe imponant
features of the unkn own transfer fU ncl i<l n are in lhe digit<.ll frequency r ange
0, I ::s w T ::: 1.5 to desig n a l'hirp ~ignal tllat wou ld pro,-ide energy in IhJt range
only, Anot her .~ i[ uati on. which was de\'e loped by Cl ary 098..1 ). occ urs when
part o f the tf~n>f('r function is already kmwm . Th is is com mon in Ih e cOl1lrol Df
mechan ical de\ice ~ . SUl' h a~ robot mechani ',m~ or ~pace ~tructures. where one
know, lh al I ~e t mns f~r funClion has 1\\'0 pole, al lhe ori gin in the J"-p lane anti
lll u~ 1\\'0 pole.> at.:: = I in Ihe .:: plane. We ma ), aLw know how (;Ist the lm n~kr
fun ctio n goes 10 zerD for Iligh frequencie s and (rClm [h is knu wled ge a.ssig n lCros
of lhr trJn,ter funct ion al .:: = - I to corre spond 10 these, TIl i.~ ~~_~ um plion is nOl
C1\aCI. hcc<ll1se ze ros al intin ity in the s-p lane do nOi map 10 any fhcd point in the
.::- plane: however, in almm.t all c<lses. lhe)' re , ul : in :pl ane ~e ro.\ lh at an: often
well o ut side the un il c ircle ,u thallhe), Ilave a lmost nu influe nce Dn the frequcm:y
respotb e over lhe impoTl ant band and are very diflicu lllO ident ify acc umtel)". It

to

U~e

A.I il l ustr~tcd by E:o;ample J1. J. a sign~ J can be constructed to have cnerg." o nly in
a (eTlain burn!. and w illl i l~ use Ihe Ir.ln, fcr funClion cnn b<' accu r~le l y e>t imatcd
in thi ~ bo nd . Th i~ o!.>s erl'atio n is ~ pan icular ca se of ;m e:o;tremdy irn porlanl
prin c iple in ~!'s te m identili cation:

Data Co nd ili o ning

'",.',,)

Ie.> ;;-;

,.'

Example 12.3

function

identlfica I<Qn of
p~rtia lly known transfer

Block ciag , am o f

Figure 12.2

J\r.""n G>"'I ~ '~"'HS

tra nsfer fUnCliQII G ,

c~n be e~lima'.d from these , ign"!>. AflcN 'ard. the c)tirnalOO f""lLl 'o,:~

Solution. 1l1e r."uh ln~ f()llnh-croer dicrelt 'y,lem ha< two pole, at : == I aoo lC'-''' " ,
~ = - 9.5. ~ == -0.98. ~nJ; = - 0.1 Ifrhe ,am~ chi rp l i g'ml~,..-d in EXJmp1c 11.: i, u"".J t,~
idem ify [hi~ Ir::m,f.. ft n. rioo from i l~ inpul ~nd output. Ihe re,uh ,.u-e .him" in Fig. 11.11. t
""d (b). Clearl)' the e-<timal~<. sho"'n bl' ... ~ on 1 ~ pIOIS. ~re \'~f) poor in both _magni t~d,
:u1d pha"! . Howe,n . if " i. filtered by (I + ~ - ' I) Jnd , . ;< filtered by t I - ~ - ' l . the n Ih ,'

Con,;o.r lhe 1)~ICIn ('>!'med by mu ll ipl)'ing the plID! or h a.mpk 12.1 b) I/s'. Itknlify In,'
CQrtc sponding d;",rele .ys!cm 1' O ilr)' m .. hod .

l'sm~

In block.diagram ronn. the si tuation can be arranged a, ~hown in Fig. 1 2.~ . I n

this ca!;.C. o nce the . impler llllknown G ,(': I is e<;ti maled from the filtered dn ta 1/
and .1',. the o''eral] transfer function G (:.1 can hi! reconstructed from Eq.112. 27 ,.

G (:); -- G,(~).
{lI(.:1

", (.:J

is for thi~ reason that kfl(w:n $plane zeros at in linit y can be as signed to : '= _ I
and u>ed to reduce the uncerta inty in the dis ntt ~ tram,ferfunction es tim:llion.
To ill ustrate Clar;/s proctdure. IIlppose II't modellte known poles ~ the
rootS of the polyncmial a, (:) and model the known zero, a, the root~ of b, (: 1
Then the o\'erall tra nsfer function can be fa ctored into kno.... n and un kn uwn parh
in the lonn

Chaptt:r 12 System Idenlillcmll.m

Clary'l method

490

(a)

.. T(I3d)

.. ';.h

.--U

.. 1

tl)-'
(dl

",T(rad)

[ ~I

[00

[0'

:r ---. ,J

',.'"

:. --,-;-~
, : '1
.)00 -

---

- +

+ Fl'
(]2.28)
Therefore. we have succeeded in re placing the noise input t' with the filtered
noise Fl' while keeping th e same re lation belwe<!n [he .~igna l input and the

.1'/ = GII ( + FI' .

Fy,= GFII

y '=Gu + ~ .

Our final e~ample of the use of prior in foml atio n in idt"nlifica[ion OCClIr<;
when it is kr.own what the im portant freq uenq rang\." is and. furtilC rmorc. that
significa nt ,ensor noise appears in th e pl ~nl outpu t outside Ihis range. Such noist'
is altnc/sE always prese nt in experimenlal data a~d typically include., both no ise
from phys ic;:] sources and noise th ~ [ can be attributed 10 [he qu~ntizatiOJl of
ND conversion. In thi s ca:<e . we obsen'e that [he identifica tio n of G(~) i... the
same as Ihe idemilli;at io n of F( :) G (.:) F(:) - ' because the fi ller lransfer fun Clion
F cancels. Howeve r. ~ upposc that we ti lte r both" and y through F. Although
[his has no influence on the re lalion between 1/ and y. it can suppress the nois.esig nifi cantly. The eqllilti OM that iUIISlrate th is ejf~c! are

----- -

re,pon\e, ~~ my/u plied II)' In., kn(W.n freq<Jenc)' tCsJlOO"" occo rding IQ Eq. t 12 .~7111"d 'he
10!~ 1 frcq""II<;)' respoo <e is plnued in Fig. 11.J(CI ~,Jd (d) . NO\\ an ( ., cell' n! c,timate of the
(f'd~<fer ru oclivn re~ ~hs.

(b)

i''''

'","

,.,.,-,1

=--'i

"; "'"',:~~,~-,"'i~:;;~.~",~J"

.xp()-l
;i ...

-400~

.~'
."' ...,, .,

"T(IJd)

lO:I)-;"" '"'~"'~O~_'-'--.,""'~,;~.-.J..-:;",
- 'OOI~-C-',~_'-.2((l~ - L",,"c;c,':", _;il .

------

of the da ta, Ie) and (al

Figu re 12.3
Translef fu nction
estim~te) lor ~
fourthOfde r sys:em
without tillermg taJ
~nd (b) and ..... Ith ll it('fing

.L-.....
gO,: )/I(1I - k)

i)

,
<~ ( k)lf ( n - ~ )II( II - f l.

( 12.30 .

where S,. (: 1. c all eilt he cross-power SpeClniOl belween the." and the II proce,,'~'.
is the .::- tran sfoml of R,. (t) and 5. ): ). the .::-tran s form of R,.Il). IS ca lled th,'
power spect rum o f thc /I proct'ss.

and thu s that

S.):l = G{: )S .f: )

where R ,. (l) is the cro,;.~-corre lat i Ofi bet .... een the y process and the It proce, ~
and R (t _ kJ \) the autocorrelatioo oflhe /I process , l fw~ take the :transform
of Eq."(1:!.30). it is cleaf. because this is a con'"Qlution. th~t

g (k)R (C - kl.

==

R.Y: ) =

.1'( .1)11(11 -

and a~o;u me lhal /I and therefore \. are zero mean s tochlKlic prOC"esse.~. If \\~
mu ltipl)' Eq. (12.29) 0 11 both s i<ks by lI (n - C) and take c:.pecled \:alues ..... ~
obta in

y(n/ ~

The detenninbtic nlC thods JUSt described req uire a high "ignal-to- oobe r..ll io in
the important band of Ihe Ir.msfer fun ction 10 be e"timaleO. If th is is nOI a\'ai labk.
as frequent l)' OCC UI).. an alternat ive based on a\"erngi ng or stati stical estim ~ t ion .is
uva il 3ble. T he nece~~ary equations are easily derh 'ed fro m the result s on ~tOCha~ lIl'
proces ses give n hi Append ix D . Suppo,;e we d ~;;cribc the pl all\ dy namic s wi th
the convol uti on

Stochaslic Spectral Estimalion

OUlput a..~ bt'fore . Jf the noise inc ludes sign ifi cant energy al frequeru;ies thai
arc not importanlto the signa l response. Ihen F can be shaped 10 remove IheS('
components lInd i!re~I I)' improve the transfer-func tion esli ma.:cs. Mm.t commonly.
F is a low l)aS5 tl her ~uc h as a Butterworth ch~rac l erbt i c WiTh a c uto ff frequ e nc ~
j ust above the range o f impo nam frequencies for the plant model. In the case
of no n par~metric e~timal ion . the effect o f the lo\\"pnb fihe r can be :\chie\"l'"d
simp-t r b)' ig noring the eMimales ou tside Ihe de sirtd ra nge. us co uld be ;.een frum
Fig. 12. 1. H~e\'er. when we come 10 parametric eSlima tion. the use of s ....... h
fi lte rs. will be found to be e~sential.

"92 ChapitT 12 Srs:tm ldenu flclition

Id~ nLLric.l\ i on ,,1

>i (>np;lT1l meuic Mode ls

..93

~~T~ 2/1' .,.

y l n)//(ll - t).

'
L.
.--}<

(1 2.32)

"""

~
NI L..
.,(u )It( n

(} .

:s :s

( 12.33)

k
where it i., understood that y(t- ) tutel lI (k ) are zero ou tsi de thc ran ge 0
II' - I. The nu mberof tlata \'al ues u~ed to compost R,. (t) in Eq . (12,33) is N - f.
Clearly. as t jlet~ ncar to N. thh nu mbe r gct~ ~mall and \'er:' lillie averaging is
in\"QI\"ed. We cond ude that the e~f i mate of R from Eq. ( 12.331 can be expected to
be \"try poor for It i near N. and \I'e normall y SlOP Ihe sum for It I > L / 2. ,,here
wc miJ;h l take L = Nl f,. for example. T he resulti n~ e:<t imalc h a com plicated
runclion of t~ e~acl number of pu i n l~ used . and typically. in ident ification. the
number to be used h Oclenn ineel by e~perience and t."l:perimen talio n. Anot her
fea tu re of Eq. (12.3.1) i ~ the r~ cl Ihal in laking I fi nite number of IlO ints in the
s um. it i~ as if we had multi plied the resu lt. for ~ ny g il'en . by a win dow o f
tinite du r3\ion. The l!"3nsfoml re nccliorl of such a produc t is to con"ol\"e th e
lnl C ~pectrul11 ~trnnsforml wil h tht transform o f the window. and the rec tangu lar
window obt~ined b>' simply tnillcat in g the ~ri~ ~ ;, p~rt ic ul arly poor for thi s
purpose. Rather, another window is nofm~ lI y introduced tha t has better spectrnl
smoothi ng propert ies. suc h a~ thc Hamm ing or the Kaise r window. To ilIOSIr"Ute
~ of Ihe properties of \\i ndow,. a Hammi ng. window o f lengl h 64 and its
mag nitude specuu m are ploucd in Fig 12..1. It )hoold be reca lled tha I con\'Olution
ofa funclion " 'ilh an impu l<;e re lums t.\actly the sa me fu nClion. Con\'ol ution "ilh
a bandpass fi ller of finite "idth has Ihe e lTect of nern!!)".!:' the function o , cr Ihe
width of the pass Ixmd. Fig. 12,4 show~ that the Ham mi ng windo" Ofic ngth 64
has a spectrum wilh a main lobe of width aboul &/ 128. or 6.:!5'l- of the Nyqu i ~t
frequency. A longe r willdou wou ld hal'c a IOOTe (IafTOW p;lSS band. and a shone r
wi ndou' wou lil ha\"e a wider spectra l lobe alld conseq uent ly m()(e averagi ng of
the spectrum ill com puting the e~t i mat e b)' Eq. 112.33). The enginee r mlJst use

H., . (l)

III ordcr 10 use Eq. ( 12.32 1wi lh e.\ pe ri menlal d:lIa. we mU St consider Iila l the dat ~
are fi ni te , Su pjXlSC we ha\'e N points of input ::too ,\I points of ootpt.. data. 'Illen
we can writ e

R,.CO ::

With these equat ions. IiiI:' 1:')lim:u ion oflhe uan~fe r funct ion G(:) has been
coo,en..'d 10 th e e)timalion o f lhe correlation functions R,. an d R., o r. equ i"ak nt ly. 10 the eSli mat ion o f the !op"lr..! 5,. and SO' from the data record~ of YCt)
and I,(q. This to pic. speCTrnl estimati on. is cO\'e red by a \"asl literat ure going back
to the 1930', at lea,\. and \I'e \I'ill ind ic3 tf" onl y some o f the impona nl results
re levan t 10 the ident ifi cation problem h~re. In the fi rst pl<ICe. ou r eSli mation of
thc correlati on functions d epends upon lhe ergod k assu mption that Ih e ~ tochasl ic
e,\ Pl'ctations can bc co mput...-d as li me 3\cra1!C~ a:eording 10 '

12 2

C hapter 11

'00

,~

''''

''''

L"
- 1. :

ll'(i} k,Jt)~ - '

""l"

Sal ut ion. The ,y Slem "as e~ ,i teU ... ilh "2j~point ramlom in )UI of uro mean. :IIld Ih.:
autocorrelation and lite crosl_correlalion ""~f< romp"tcd for 3115 1, JIOi!l1~ for the oo lp"t wi l~
no noi'" ~ nd [01 the (lU{PUl wil h !IN ""i$e. ThaI il. the inpu' to tt. ~)"s{ern had a root-m<'an_" l u= value of one. and tho.> omput had " noise added who,., n:o!- mean-." luarc ,-aluc ,,~,
0 .2. A H"rnm ing wi:!<low of wid th 256
used arod til\" speCtrl cOffip"ted for {he ' ),.\!CIT'

API'!~' a random illpll l ,;;gnal lo l h. se~on,Jordcr ,ystem of Example 12.2 and eSli mal~ I~,'
lfam.reT (uOCIion u~irg Eq . 4 12.31\ w;,h tho: "qimat., according to "'I. ( !2 . ) ~ ). RepeaL "ilh
.!O'J r".llldom n ai~ ad(\cd 1\} Ihe output.

(I

- - - - - --- - - - - - - --- --- - - - - - -- - -- ----

Example l 2 .4 5!tl(i.a)tit" Ejl i mlll': <1 Y"uns(a f~!I(lion

S,, (:) =

judgement to select a window fu nct ion length that will b~lance noi se reduction.
for w hich a shon winduw is wanted. aga in st average spectrum accuracy, for which
a long window is wanted .
From these considerations. :I prac ti cal formula for Ipcctru m estimation b
derive d as

"'

Sr~!cm Idem ificat ion

Fig ure 12.4

Hamming win::low:
(a) weightmg fuflCticn,
and (b) spectru'T1

494

~"

'"
'i"
",
i'"
"

1(1'>

10'

: ~ '::;. ,

:~ ::

'"

'>Cf'o"''''~"\";;'-~"'I"();-'c-'--::",

-2(0-_. ' . i

_1 00 __ ,

10"

,\ s can be: secn from pans (a ) and (b) o f Fi g . J 2.5. th e esti mate when the re is
no noise is e"ce ll ent . However. wi th the noise. a, seen in part~ II') and (d l. there
is .o;eriou ~ deviation of the estima te from th e t NC t rans fer function. ~special1 y 1II
the higher frequencies. In a real simatioll. ,eriou ~ considerat ion would be given
to us ing a sho ner w indow. perhaps as shan a.~ ]00 or even Iess_As the ..... in dO\' is
shonened. ho...c\'c r. the dl'"tail sof the resona nt peJk. as di .cussed. will be sl1leul"I!d
OUE. The engineer' s judgement and knowledge 0:' the syste m un dl'"r invest igation
mu st be use d to ba]aoce the r.mdom r1uctuati ons agains l th e systematic erro rs.

-- +

wi th IlO noi"" alld for the '~>lem "-'ilh OUlpllt noj", . T he resu lting Iran., Ier fU OC lioo. wmpu lC"d
..:conli l\~ to Eq. f !! ..1 1) are pmlted in Fig. 12.5.

"'

<0'

~l
.,.,

,.1

:h'-~:i"'

.,

(,'

Bec:lUse several de sign techn i quc~ incl uding desig n b>' TOOl loc us and des ign
by pole p lacement r~quire a parnme lric mode l. it is impon.antlO understand how
such models c~n be constructed. This is panicu ]ar1 y imponam for adapli\'e comro ]
wh ere the design mu st be impleme nted o n-line and eith er t he plant param eters

Identification

12.3 Models and Criteria fo r Parametric

figure 12.S
stimation of t rans fer
fun(t lOl1 w th random
ilput I;SIOQ spectral
~timalion (a: 3fld (b) no
noise. (e) 3flC (d) 20 %

496

para m~t e r

Iee tor

a i~ tak... n as

(I ,

+ b:: + h) .
=1>/
,.
~ + (I I : + (l;~ +
n !.36 t

y(k, = H(e ,I X(kI.

+ I ) ::: 11>10 , Ix(k l + no,)u(k t.

ill.J7.

"/ ,, .. iltlx t M'~d I,,",.

:; FlO! l~r ",,,.,,, nl... < "'" moth,, W~ ~ ,II< ""m""ru t

"'' '.<f~ir.-.l ,.d<sn;1x ,t-.: pi"""E",m>l' ''''

For the third-order mode l. there are nille clements in 11> and th ree elements <"ach
in r an d H. fora total offift ten panull<"ttTS in Eq.1 12.371. where six were enough
;n Eq. I I!.35) fNJ n tlju i\'alent dcscript ion. If the ~ix ele mc nt in Eq, ( 12.30 1
and the fi fteenele ment e , in Eq. 11 1 ,31 ) describe the Ilime transfe r func lion.
the n we say they ure ell/Ii, (llem parumCler~. ,.... ny set o f u(1- ) and ."(1; ) generated
bv one c an be I:cncrated b~' the other, so. ll~ far as control of ,I ' b J>ed on inl'\a
u' is conc emed ~there is no difference be tween 0 and 6 , eve n thoug h they h;lw
ver.' di ffere nt elements. Th is mea ns. of COUf>e. tha t th f .. tateva ri ablf de~ripti(lll
has' n i n~ parameters th at are in some sense redundant and can be cho!ien rath.::r
arbi traril}. In fac t, we- hal'e alre ady seen in Chapter .. tfJt th e de tin ilion of t ~
state i ~ not un ique and that if ..... e were to change the slate in Eq, (12.37) by Ih(
<;ub,ti tution; = Tx. " e " oul d hal'e the same tram;fer func ti on G(: ). lt is e)(act\l
the nine element> of T which re presen t the excess pararnelCT'> in Eq, (11.37 1:
we should se lec1 these in a ,,"'a\' that makes our task as easy as po~s ible. Th,
standard. e\'en ob~iou>. way to d'o this is to defin" our stat e so thaI 11>. r H are in

XII;

Wt" imagine th at ..... 1' observe it set of input sample valu:s III (kll and a sel oj'
corre,p>Jnding output ~amplc V:l.\ues 1.1(k) I. and th at the,e come irom a plant thaI
can be described by th... Iransfer fl.lnc li on Eq. (l 2.35) 1'01 SClme true' valuc 01
the para me ter.., e".Our ta~k, the parametric i denti fi ~ation ? rQblcm. is to co mpute
from thee {u(k I) ~ n d l.'"(1;11 Jrl es ti mate 0 that is a "good approximation to 0' .
To repeal the formulalions from a different po int of view. suppose W~ poslU
lat e a (Ji"crete ) st~te\"ari,Jblc de >eription o f the plant and tak~ the p~ramet<'Is tn
be thc ele ments of the matrices (J) , r . H. We as~ um e J = O. The n we have

and the

G( ~.(I )

For e~~mpk. sup pose w ... h a\~ a tram;f~ r function that is th... ratio ()f two polyno
mial., in ~. W~ can stllXl the ,(le flkic nt ~ Ilf the:;c polynomi als as the p:lfa mete-~.
For the thirdorder case

Parameter Selection

o r the controller p.:w.tm,:!efS are to be e~timated. To fornu late a proble m for

pnrametrie ident ificati on. it L, neets,ar), to select the parlmcters th at :lf~ to be
estimated and a cri:erion hy ..... hich they are to be e,aluatcd.

5ys:em Ide nti fIcation

12.3.1

Chapca 12

di ~gram

Figure 12.6
Bkxk

of the A.RMA

[
- /J!

-(l~

- H,

I 0]

0 I
() 0

H = [I

()

OJ,

( Il.3SI

~n

10 ~ aoo....

.'I""i"~ .'\'~r"r<.

", rt.. ,."",d'm". "f~onJ"rn.. "

i. in'".t ,~~~

"'Inc, I",,,, ,t'Jd)

\\" "j ll ~;,, ~ me.,

<of ~"'Wl" !",~~"".,

<>"", ri l'<I>,d ,,,",...~h ,he tfJ",f lune' "", G, ;) ,or E<j.' I : , '~I

"""H) m 1'0: ,"'~"'R e~...,";' ,

of G(zI

rn""'M ~ . :hil.

,.., kM ,\,

leal,~ation

and we se~ immediately that thc;(' matncc; are JUS! fUnc tion, o f the tI or
Eq . I 11.36), and the equi\"~ It.'nc e oro l to e i.~ ubdous.
, But nO\I let IJS repeal, in t h i~ comex!. the comments made earlie r abotl! the
di lference betWl"l."' n idemiticJtion fOT(:O!llrol and modelling for ,.cit' nee. ln taki n ~
~he c~nom~aj form repre~entcd by Eq, (12.38 ). we hal'e al most <;ure ly scrambled
Int o.the
and bl .u j umble of the pllysir.!! parameters of ma ,se-s. leng lh" spring
con, tnnT s, cQeffiCH'nt s of fncnon. and ., 0 on , Although the plll'.li("(11 n~t u re of Ihe
problem can be best de>cribcd and understooo in terms o f thc~ numbers. il i, the
a, and", that bt.' ,t se rve (ju r purpose uf control. and it b with the,e that we wi ll
be co ncl."'rn<'<i here,
.
Before le;w ing th e ma ile r of canonical forms. it is appropri~te al this point to
lIl~ roducl."' another fonn called , in dig iw l ~ i gnal proce~, illg, the ARM A"' model:
ihls mode l ha, one feature espec ially ~ppropriatl' for idcntiJic~ lion . A blo.;k
diagram o f the ARMA realizat ion of G(~ ) h ~hown in Fig. 12.6 . lememar.'
calcu lallon~ le ft to the reader will show that th e tran<; fer fUllction of Ihis block

I:,

<Il :::

accorda nce, w! th one of the c(/nrmiwl forms ul" Chapter 1 f(lf transfer fum: li on),
Fur cKam pLc, 111 ob>en-er cJ nonica l form " .1' \\(lu ld have

ChJ Pw 12

model

12.3.2

-1I:

0
0
0

0
I
0

0 0
0 0
1 0

~/l, h, h! b,l

o
o
o

J.

-;'o ~~~]
0 0 0
.

r:m
(]2 ..WI

He r~

{y(k - I )

y(k ~ 1)
y<k - 3)

ulk ~ I)

fllk ~ 2}

u(k - 3J1 r .

" ! " Ik ~ 1) - uJrO: - 3)

1I 1 .JI I

e.

"Ia"ing selected the class of mode l ~ dc<;eriix-d by our as;umed plant dc~ription.
\.IC nO\\' turn tu th~ t ~hniqu~s for selecting the part icular estimate.
(hal be,t
represent~ the gi"e n data. For this we requi~ some idel of goOOness of lit of ~
proposed I'alue or o lU the true (r . Because. by the "cry nature of the problem, 0
is unknown. il is unrt"aliSlie to define a dircCI paramelercrror bel ween () and 0
We must dctine the error in a way that ~a n be wmpul~-d from /14(.1.:)) Jnd 1.'"lk II.

Error Definiti on

The re i, no needtO carry :my other equalion along because the ,",ute equations (In.:
tril'ially re la tt"<l1O this OUlput C't.juatlon. WI." will USt the ARMA model in ~Ol~
of our lafer formulation. for identification.
Thus we COJdude fhal within the cla.\s of distrett paramctric model~ \\ <'
wi ~h 10 select a model \hat has the fewesf number of paramelers and yel \1'111
be equh'ah: nl 10 the (lssumed planl description. A model whose parameter.. al\'
uniqucly detenn.ned by the obs<':n'ed data is highly desirable; a model that will
make .~ubsequent conlrol design simple is also oflen selt<:ted.

+b ,u (k ~ I) + b! II(.I.: ~ 2) + h .,,(k - 3).

:: -,_"(.1: ~ I) -

ylt) = Hx{t)

(1 1.--10,
In olher words. the stale isexaell)' given by the past inputs ..lid OUlpUIS.O Ih31. it'
we h3ve the set of {,, (O) and I."( k) ]. we have lhe Sl31e also. since il is mcrel~ :I
lisli n of six 'J1eTlbers of th e se!.
Ailihe action, as il were. tales plal'e in lhe OUtput equation. which i.~

I: (k )

From tho! poilU of I'kw of statespa.:e ana ly.~is. the s),stem de~ribed h~
Eq. (]2. 39) is S<'~ n 10 hal'e six slates to describe a Ib iro-order transfer fun,"
lion and Ih u_, 10 be nonminirnal." In fact. the cJ:l tn .. uix ean be ~hown 10 h:\I,Ihree poles al : = 0 that art" //01 oh.lt'rmbll' for any values or fI, or h,. Howel~ r.
the syslem does h31'C one remarkable propeny: The stOlle is given by

H = [ ~U,

~:[I

~/I.

lIiai;r:Jrn is gilen by Eq. ! 11 .35 ). The SLale equations 3rc more interesting.
w~ find ~ ix Slate, and lhe malrie~

SrS1(rn Idtnllrll'dllOO

paramelers of the AlIMA

-+98

art"

t'q44l11iOlt

499

( I X. u ; 0) .

"

l'

f il l . 6)f(t. 6 )dt.

(1 2.42)

... i .... t.l.

5 " 1.. Md, lo""",ch Inri'" m'n;m.,.. n~ Ii arc 1M;.. ",bJ,crU4'no,)<li,"-'", p '<>gnmm;n~ . ",,",'h" ~i ,,u' ... " ;n
l""""""o. 1197J I, We gi... > horic rdh."\1.,,,,. I...... m th "cIIo!lt", ~..,"""'tnl .. ;' '' m~" ..... m li~dil1",>.!

and search o~..er 0 unlil .... e fi n.d 0 such that ..1(9) h a minimum. at which time
we wi ll ha"e a par:'lmcter sel 9 that is an eStimue of 6 . If we had an (';toct l>Ct
of eq uations and selecled a unique parJmelerization. Ihen only one p....rameter
set will make e\l ; 0' ) O. and so ....e will ha'-e 0 6 . I f noise' is pre.~n l in
the equat ion~ of motion. then Ihe error will nOI be lero at 6 = 0'. bUI .J \I ill be
minimized at that point.'
The assumption Ihm we han: ellOugh <;en,;(lrJ; 10 mca~ure the 100ai state and
~ 11 State derivatives is a Strong. assumption and often nO! realbtic in ('Qntinuous
mode-I identification. However. in lIisc rele linear models there i~ one case wh<:re
it is immell inte. aud thm i~ lhe case of an A R~I A model. The reason for this is
nOt hard 10 rind: In In ARM A model the state is no more than te\;en t values of

..1tO)

and we as~ume' thaI thert" is a veclor oflme parzmelers O' such thaI e(l: 0 ) "" O.
The ~'ector t'(t : 6 ) is defined as lhe equation er ror. 1be j.d~a is Ihal we would
form some non. negative func tion of the error such as

We assume. firs'. thaI we know the form of the I'eCl<1 r functions ( but IIOt Ihe
particular parameters O' Ihat describe Ihe plan!. We a~sunK, second. Ihal we are
able to rTlCasure nOl onl y the ('Qlmol~ u but also the stat r x and the slate dt"rivati\'e
i, We thus knol" /?1'uytfriIiR aboul Ihe equations but Ihe particulnr parameler
value." We can. therefore. ronn an error ~omprised of the eXlenl to .... -hkh Ih c~e
C1lulltions of motion fai1lo be true for a spccilic value of 6 when used with the
specifk actual dala 1: x" Ilnd u We wnte

i =

For the l"Quation error. we need compk-Ie cqualiO!l.~ of molion a~ gh~ o . for
example. b) a statevariable de.;;cripti on. 10 be Just a bit general for the moment.
~upP<he we haw' a non li near continuOtiS lime description with pardoKter I'eclor
6. \I;hich we can \I'rile u

Equation Error

frror . OUtput error. and PrYdi<'lioll uror.

Ident, h~ 3t1 on

e.\fe l)1;in I~

Models an d Criuna for P:Jrametric

Thlft' definitions lbat ha'e been proposed and studiell

12.3

500

,,(k)

-ro~]

~6( t)

('.(t)

~ rl~il!].

I)

a, x ,(k) + a:x1(t) + a, x/k)

h, .r.I/.:) - b: x~(t) - b, .r.r.(;) = e,t t: 0 )

.'
.L
e;O:: G).
,.,
( 12.46 )

As we have r.eea. tht' gellernl case of equation error requi res measurem~nt "f
all I!]<"mems Of stllll! and state d('ri\"iJ.1 i ~'es. [n orde r 10 avoid thes.e as~ u m pti on "' u
crite ri on ba.' cd o n o utput error cun be used. This l'rro r is formulated in Fig. 12. i .

Output Error

Aga in. we place the subscript a 0(1 the observed data to emphusize the fact that
theM: arc udmrl data th ai were produc<"d via the plant with t ";e assu me) parameter
val ues If = {n; ,.,: (I ; b , h. b; j. and in Eq. (12.45) li nd Eq.(1 2.46} all error resuh<
beca use difft't"S f"r<lrn G .-

J(G, =

The perfOflTta(lCe measure Eq. ( ) 2.42) becomes

-I" I!. (/.: - I ) - b:llQ(1.; - 2) -{'! II)/': - 3) = e, ll.;: 0). ( I ~ .~ )l

.I""it) + tI , y.(/.: - Il + <1: .'",,(/.: -:! ) + a ,.I)/.: - 3)

.r,(t+

When WI:' make ,he subst itution from Eq. ( 12.-10, we fi nd Ihat. (or any (I\hid,
is to 1>a)". fur any \"aluc ~ of (I , and b, ) the ele ment~ of equation error are all ~,'m
except (',. and this element of error is giveo by

x. tt .... l)
x~a- I )

J:im]-rT
T
T
'!!
r

where q, and r ae function, of the par.uneters 9. Now le t us subst iwte the 13 Il1~ '
from Eq. (12.39.1. th e ARM A model

input and Output! To be explicit about it. let us write tae linear. d iscrete m' >d ~ l
equalion error. which. is

Chapte r \ 2 System IcienLiII<.:atkm

ootput error

Figure 12.7
Bk)(J drag ram showing
the formu!atior'l of
output error

~ lodtls

and Cn tena for

PJ:ametti~

ltienn llcalion

501

L:.' e,~( I.;: 8 )

(]2.47)

I ) -a~ .'.Jl-l)

-a,.I'",(k - 31

T he third approach to developing nn error signal by which a pa rumeter r.enrch

can be structu red i, the prediction erTOf. When \Ie di sc ussed obs.eTyerS in Chapter
8 we made L"<le point Ih at a si mp le model is not a good bas is for an obse r:er
because the equatio ns o f mot io n of the errors cannot be contro ll ed. When we add
random effects int o our data-cc IlCltion :;cherne. as we are about 10 do. Illuc h the
same comp laint ca n be raised about the generation of OUlpu t errOI"l>. Instead c f
work ing with u si mpl e moele!. with output y~ It). we are led to consider an output

I'redi c lioll E rror

- h, lI.!k - I) - b: II . (k - 2) -b1 ,, )t-3)

11 2.48)
If we compare Eq. (12.48 1 with Eq. (!~A5, we s~e that the equ;nion error
form ulation has past values of th.: (lelllal output. and th e ou tput e rror formulation
uses past \a lu es of the model outpu t Presumably Ihe equalion error i, in some
way bener b<:cause it take~ more knowledge into account. but we are not we ll
~i tllated to $tudy the maner at thi~ point.

"" y. (k) +0 , Y. ,ik - I) +a: y,, (k - 2) +a, r,,, tk - 3)

e,,(t G) = v. (I;-) - -,".. 1/.;)

I ) + h:lI)t - 1) + b)II.(t - 3)

= -a , y.,(t -

+ b, " "I k and tn..,n tht' outp ut error

y.. (I.;)

and search for that 0 which makes 3 (6 ) as sIT.all as possible. To ill ustrOlh: the
di fference between output erro r iUld e quat io n error in one case. consid ~r agai n
the A R~1 A mode l for whi ch we h;lVe

J et!) =

Here we ~ee that no attempt i~ made to mea~ure the ent ire ~llIte of the plan t. but
rather the esti matcd p;lmmdcr 4} is used in a mcde l to produce the mool!l o utput
I (k) . which is a function. therefore. of 4} in th e sam~ way Ih;l,tth~ actual o utput
;~..a funct ion of the true para me ter value e. In the scalar ou tp ut case the o utput
error e" will be a scalar and we can form th~ criterion fu ncti on

",

123

Figure 12,8
E!loc~ o'agram shOWing
the genl'I~ tl on of

pfl'dIClion err()(

I",dinar thaI. within the rontines of known stCllcturt'S, y, ill do the best po~~ i bt.:
job of prPdic:ring 1(.(:) basW o n previous observations. We will see thai in one
~peci:1I cin::lIrn~t ar.ce the A R:>'1A model error as ~i"en by Eq. ( 12.45 ) has the- l"a.' 1
prt'diclion eO'Ol'". bJ t thi~ i~ not true in 1,:ener.:ll. Follow in!!! oor de\'e1oplOe Ol o fth<obloerle r, we mij! t t s lIsp1 lhal a ( '(Ju"" / I'J mode l wou ld be appropna te. bllt li e
mll st delay a ny resu lts in thaI area until funher oc,\e]o pmenIS, For the ~menL
and ro r the purpu'le of di~playin~ lhe OIl1put prediction enor formu lullon, II,'
have the s ituution pictured in Fig. I :!.S.

S~~~1111tkll!1flCatl(l11

llle lasl 11'.'0 :rileri a require a stochastic eleme nt to be inlluduced into th~
mode l. and our unde rstandin!! ofleast squares i!> e nhaOct'd by a stochastic per:spectil'c . Howeler, before ,',e inlroduce random noi~ ;nlo the picturt'. il is inform ati"":
10 cons ide r deternin iSlic Inst square!>. Thos we will d is;: uss least sq uares ti~ 1.
thcn introduce r.:lndom noise and discuss the formu latior. o f nmdom e rrol'l'. ~ nd
tinally de fine and di sc u )~ the BLl E and the MLE. lhe.r c3k:ulation an d the ir
propert ies,

I. leasH.qu~re. ~stimate (LS ).

2. bestli ncar un ~i ased est imatc (BLUEI, and
3, 111alt;mU m li ke li hood est imate (MLE ~

Having cldincd an e rror that depe nds on 9, lIe can fonnulat c a perfonnanct' criterion nnd search ior that 9 which is the be~ t cstimate of ' within Ihc con te\! o f
thc dcti m:d pc rform~IlCe. To illuslr.J.te this use o f error lI'e have alrea dy ddincd J
:1( 9 ) in Eq, ( 12.421 . Eq. (1 2A6). and Eq. ( 12,47). in each case a su m of ~quan:"
Th e clioice of a performance crite rio n is guidcd both b y the computa1ion~1 diffl
cu lties it im pose, in th e effort 10 o.btain it and by the propert ies o f the eSl im~l~
that re SU lts. Ihat is. by how hard 9 i~ to li nd and how lood it is when fOllnd ,
Among the cri tcri J most widely used are:

12,4 Determin istic Estimation

Chpw 12

prl'd;cliotll'rror

502

12.4.1

'11

Dl' lnmmiSlk

ESli mall~1I'.

SOl

u l y( l.; -

II )

-1'1" 11.; - 1) - , - b. ll lk-nl=,, Ck: 0).

I I + (1:.'.(1, - 2) + .. , + (1 '.(1, _

bl ,

b. l l ,

( 12.49)

y(Nl ;;:

4' ( N) 9 + e(.V:

9 ).

+ IJO +e(1I + 1: 9),

Y(II} = ~ ' \ 1I) 9 +~( I!: 9 ).

+ I ):: ~ '(II

(]:!.so.

xINJI' .

b, ...

b.f.

e( N) )'.

I ro\\'~. In tenn s of

(l2,5 1)

IIIe ",'0: .."", of ~< I ~'''!JW.' of ,he p:wme'"T$. ,,!i<:h ...;11 "" "'" ,,",. of our tdo-.'iric"' .....

d)n . ......, '~' .. m ,

( 01/

h lI'<:u,,", '" f"' llIe .t~l. """ r,l\h<, Ih"" ~"' j~ ~ .1 1" _+l.b<c""", .. 0 ",II """" "dc>d()pi~~ """"'"" n,

~ote thai Ito (N) i~ a IIIII/rix with 2/1 columns and N - II

the;;e. we cun .... ri te the eq ual ion erron-; a~

9 ;;: la, ...

G.

"" lo,fJ (lI ) cblll + I) , .. o,fJ( N) ]r.

'U N: 9 ) = k (1I)

~IN)

Y IN) :: [.1'111 )

To ma ke the el1'l)f ~VC Il mo re compact.....e inlrod uce anot her level of matrix
notalion and defi ne

where ....e hll'e u)(!d Ihc fac t lhal the state of tile A RMA model is

Y{ II

wh ich will bc~t fit th e observed da ta , Be,ause yO.: ) depe nd~ on pa~ t data bad: 10
periods carlier. the tim e rror wc can form is ,,(n: 9 ). Suppose wc de fin e the
I'/'c/or of CrTor$ by wrili ng Eq. ( ) 2.49) o,'er ~nd ove r for /.: = II. /I + I ..... N,
The resu lt ~ wou ld be
/I

0 "" [a , d.

and wish te ,o mpu te values for

1- .110). -.I I 11. ... , -yIN ). U(O).II(] ) . . Ij(N l}

We assume Thai we ob!.ef\'e the )(!t of OUtputS 3nd inpug

.,U.) ...

To beg in our d iscussion of least sq uares. we .... take the ARMA model and
eq ualion e:ml". which leads us 10 Eq. ( 12.45). repealed below for tlk' IIth-orrle r
COlSe. when: Ihe s u~cript (I is undCflilood bu t ominetl

Least Squares

12.4

i~

L>'(/;: A).
,-

t\.,

t: ",

tiL.'" Wl! muSI get 7ero: Ihu,

( l~ .:)b,

I.)

~~r Qa ' ~."' 1. t Q

n.: ",;oj.... t.... h..,

....

"""'"..:> b.-f""" ohoo:" ...riI<- ...." . 'Qoo t.... ~ 1 _ .' <,..... ~nd ,.-rot> L"'"

lbese ~ u';lIion .. areea llcd Ihe ,,(>IlI/ol ('((U<IIirHuof lhe prob em. and thci r ~ul utioll
will prOI'ide us lI'illlt he leasts.q uare ~ ~sti m 3.t<: OL~'
Do th e eq u3tic ns ha\e ~ un ique solution'? l be answer dep~ nds rna inl~ 011
110,,' (I lI'a~ )tIetle<! :Iud whm input sillnal~ (uct I) " 'ere used. Reca ll lhal <: arli l't"
we sa il' that a ge nem llhinlord<:r Slale mooel had fi flee n paramelers. bul tha i oll l~
, ill. of these wc r~ r.~ eded 10 complete l}' descri be lhe inpul--otlt put dependen~~ .
If we slayed wit h the fifteen-ele ment O. th ~ f\'~u lt i ng ncrma l ~qu~tio n s o;u uld
nOl hal"e a u nil.jue IOOl ulion. To obtain a un ique para meter se1. we mu.'t ~d~t J
canonical foml hLcl'ing a mi nimal nu mber of pnrilIllCle(';. soch m. lhe ob<;cn-er ur
ARM A funns. By way o f defi ni tion. a panme ler e hav inf Ihe propc n } Ihm mw

If we lake the Ir.. ns.pose of Eq. '1 2.36 1aoo let 0 ==

J~ = [~~ ];; -2 Y ' <II +2 0 ' l' <II.

J nd :lpp lyi ng the m!e, de l<tloped nbo l'e for deri l'al ive, of so.:alars with respec t
l'ectOrs' we obtain

= (Y _ ("0 )' (Y - <110)

== Y' V - 0' I ' y - y ' <1>0 + ft ' (~ ' ~:

.J;, =

Bill .1( 9) is a quadutic fu nelion of Ihe PI parameter.. in O. ~nd from !.'aleuln> II,'
take tnc result thm a ncee~'ary con di ti on on
b that the partia l dcnl ative~ v I
.1 \\"i lh re.' pcel 10 0 al 0 = 1lL. should bo: zero . This we do a.~ follo\\~

lhe propert y

We \\'anl 10 find 6," Ihe leaSI ~uare~ l'~l i ll1 ~ le of 9.... I'"hieh i ~ Ihm 0 hLc\"Jn;;

:J19) = ' ( N : tJ)",(,\ ': 9 1.

and in le mlS o f Eq. 112.521. this

:J 19) ""

Ie a preSCri pi lOfl th ai one: s hould lake Ih.1I va lue of 6 \\ hieh

the sum o f the "luares of the did as small a, p:lssible. In tc nn~ uf
Eq. ( 12.50), lIe define

Lea~t squ ~re~

m~ke ..

+ h," + h ~c + IV: -

1'1;\') .

It should be e~peci ally nOl~d thai al1hough we are here mainly i n lere~I~-d in identi fication o f paramelers 10 describe d ynam ic systems. Ihe !>Olution Eq. ( 12.39 ,
d~ri \"es ent ire ly from the errur equal ion~ Eq. 11 2.5 2) a nd the su m of ~quares crileri on Eq. (12.5-1 ). Leasl ~uare~ is u)Cd fo r a ll manne r of curve lilti ng. incl ud ing
nonli ne<lr least square~ when lhe e rror is a nonlinear fu nclion of the paramelers.
NUllleril;al melhods for solving fur the Il' a"'square, ,;ol Ul ion to Eq. ( 12.571 \\ ilho ul cI'cr e xpli ci tly forming 1hc proo UCt <liTq, ha\t: been e.~ I ~ nshe l y ~1Udied \ ..ee
Gulu b ( 1 96 ~ ) :l11U Sirung 11976)).
1be perfon na nce measure Eq. ( 1 2.5.~1 is e~entially b.1sed 011 the " jew thai
all the errors arc equa ll y importa nt. Th i, i ~ nUl nece~sarily so. and a "cry ,imple
mod ili cm ion can take accou nt of kn ow n d ifferc nces in th ~ errors. We might
kIlO\\', for e~ample. Ih:lt d ata taken lale r in lhe ex peri melll "cre much more in
error Ihan data laken earl)" on. a nd it wou ld seern reasonable 10 wc:i!;hl Ihe t"ffOrs

11 2.59)

It b ob\ioo~ Ihat l11 Eq.1 12.58) lho.' pa r3mele~b,. b;. a nd h, a lw3y' appear a.,
the ~u m ", +b, ..... b, and Ihal separation of them is nOI po~sib le when a o;onSlant
in pul h u:.ed SomelKl,,' lhe consta nl u fa ih to "excitc" all the dy namk-s of the
plo nt. Thh prob lem has been siudied ell.le n~i\ el)'. :md the properl )' of "persis te ntl) e~c il ing" h~ ~ been defi no!d 10 do!S(:ri be:l !>equence (lI(k) j thm HlICI uOles
eno ugh to 3H)id the pos,ibility Iha.t only lineor combinalions of eleme ll1 s o f
o will shO\<o up in lhe error und hence in tnc nonnal equ:lI io n~ [Lj ung{1987 )j .
Withoul bdq; more specific at I h i ~ poi nt . ...e ca n >ay thot an inpu l I~ ~rs;s
liIIt /.\" f.n"ilill.~ "I orr/a /I if the lowe r right [II x ,, )- mm ri.\ cocnponent or .pl q,
[whi ch ckpcnds on ly on {1. (k l J] i, nonsin gu laf. It can b;! shown Ih al a ~ig
na l i~ pcr!>iste ntly c:.~ cil ill of o rder ' / if its discrete spe<:lrum ho" 31 lea~t /I
non uro poilllS o\<er lhe range 0 .:: wT <: :r . Wh ite noise and il p~eud().randolll
binary ~igna l are ell.am ple~ o f frequ~'n l ly u ~ pcn;i'le nt ly exciting input signab.
Fur the mome nt. ,hell. "" e will a SJ"Wllf Ihatlhoe IIti' l are pep.>isten l l~ o!.." iti llg
aml lhal lh ~ e are idell1 iliable and eons~quenl ly IhM I f I i~ non, ing. ular. We can
then wri le the ell. plicil soluli on

.\"( ;\" 1 = - <1 , 1' (,'1.', ) - 11: 1'" - ~) - a,fN - 31

112.58)

and on ly one ":lIue o f 0 llIa ~e~ ..11 6 ) 1I 1liinimu m is ~id 10 be "identifiable:' T""o
paramelers h~\"i n8 the prupe rt} th at :J 10,! = 31 H) ure ., ai d 10 be equivalenl.""
A~ 10 the sc il.'Clion o f Ihe inpu t." u(/; J. le i us consi de r an absurd l asc. Su ppose
U(/; I ~,' for all k - a ~h.p funclion input. !'()Y,' ~ uppose ",,'e look :1I Eq. / (2.50)
again for the Ih ird -order U'C 10 be ~pc-cific. The errOfli are

506

.<

L wO:)e\ l.:: 6 ) = ~ T \\'E .

<12:.60 :

We nOte th at Eq. ( 12:6 1) reduces to ordinal) leasl sqllare~ when W = I. lh~

idemity matrix. AfIOther co mmon choice for w(k ) in Eq ( 12:.(0) is w {t I ==
(1 - y)y '\' - ' for y < I. This cho ice we ights the recent (t ~~ar N ) obsen'ation,
more than Ih e past ( .. near II) ones and COlTc,po nds to a tirsturder tilter opemtin~
on the squared rmn. Th e factor I - Y causes the gain o f th~ equil"alC"nt ii.l!~r tu
be 1 for constant ermrs. As y nears I. th e til ter memory ba:'Omrs long. and noi...:
effec ts are reduced: wherea, for smaller y. the me mory i~ -;h~n. and the e,limm,'
can tra.ck rhange~ tb t (an occur in 0 if lhc compu tat io n i ~ d one o\"<:r and o"er~,
N increases . The past is ..... eighted geometrically wi th weighting y. but a rough
estimate of the mcrool)' le ngth is gh'c n by l i t I - y) : >0. fore.\ am pl e. a (' = 0.99
corresponds to a memO!"y o f abtltlt 100 sample s. The ch0i c~ is a comprom i,t'
between a .~ hon memory which permits tracki ng ch Jnging parameter., and a long:
me mory which incrupo rate, a lot of averaging an d reduces the noise ,ariancc.

and. subject to the c')effi cient matrix bei ng non ~i ngu lar. we h a ..:

<111\\'4>9,..,", = >r \\,y.

<In Eq. ( 12:.60) we lake the weighting fun clion w( t) 10 be po~i :i\"e and. pre~umabl ~.
tu be s ma ll where the errors are ~xpected to be large. and ,'ire 'e r~a . In any cw nt.
deriyatt On of the nonnal eq uations frum Eq. (12.60\ follow~ at once and gi\"<!,

.J(Ul =

accordi ngly. Suc h a ;;ch erne is re fern::d to as weighleJ least !-quares and i~ bar.c-d
on the perfomlance criterion

Systc n,loen!l fica!l(\n

"alu e,of O... Ls

The we ig hted leastsq uare s calculation for O" L~ given in Eq ( 1.:!.61 ) is refern::d
to as a " batch" caku lm ion. becau;.e by th~ defin ition o f the >ot:\"c ral entric . th~
farmu li! presume~ (hat o ne has a batch o f daTa oi leng th N fro m which the
matri ces Y and Il> are composed <lCcordin g \0 the de finiti ons in Eq. ( 12.5 I I. am!
from which. wilh the addition of the we ighting matrix W. the norma l equ ation,
afC sohed. There are time s when the dam are acqui red sequentially mther thall ill
a batc h. and other times when one v.ishes to exami ne th~ nature of the solutiun
a~ more data are included to see whether perh aps so me improvement in t h~
parameter estimates conti nu e ~ 10 be maoc or whether any Sllrpri>e~ occur ;.uc ll
a~ a sudden cha nge in 6 ur a pe rs i"lent drift in one or more of the paramet~rs. In
~ h ort. one wi,he, SJ met imes to do :I visual or eJi.perime ntal ex aminati on of Ih.;
ne ..... e~ t imatcs as o ne or severa l ntore d ata po ints ore induded in the comp ul~d

12.4.2 Recursive Least Squares

Cha pIn 12

iXterrr.inistK Estimation

507

:=:

terms a,

<-"

L <pl k )ary " - , dI '

l WO

(I.:)

I)

(1.: ).

(1"2.62:)

~e

that Eq. ( 12.62) can be writte n as

(12.6-l-)

(12.63)

+ BCD)- '

= t\ - , - A -' B (C- '

<:t'~ I . ~

di,, ",,;':'"

iJ<n!i~aN,.

"Ok~ "-,""",,,

D = o.b'( ,..,+I)",, <p' .

,r.. ~,i<lm<. ,,( t~ jm w"

Ilnd pJ-ClmciCr> IMI . ...

~ ....'C.I.I ...m' fUl ,h is

= y P- '( N).
B = o.b~ N + I) =: 4>.
C=lf (N + l) =: a.

iOp<lt, ,hal """

a~soci ati ons

+ D,\ - 'H)- 'DA - ' .

To a pp ly Eq. (12.65) 10 Eq. (12:62 ) we make the

tt\

..,,,;<~"' t:.

(12.65)

and we ne ed the in,"er~ of J ,u rn o f two matri ces. T his is a we ll-kn o..... n prob lem.
ancl a formula attributed to Hou se ho l d~r (19M ) known as th e mMrr.{ rm'ersroll
11'1111110 is

Then we

matn)( P as

From the solution Eq. ( 11 .6 1) we.see that the in"erst: of the matri x in Eq. (12.62:)
will be reqUlred.~ and for conl"enience and by convention we defilll' the 2n x 111

+ l)a$ 'fN + I) .

+ d1( N + l)a <h' (N + I)

' _ 0

= yd/(N } W (N)ll>rN ) + d>(.V

<.I" We., =

<

which can be wrinen in

(E"

\'+ 1

L dI( k lay "- ' -' <b

Id> (tl )'" d> (N ) d> (N

W' W<II = I>Ptk lll!(1.: Iq, r (t) =

.\- 1

$ '

conSider the consequences of taking one more o bser\"ati on. We need to consider
the struc ture of I T\\'4> and 4> ' WY as one mort datum is added . Consider first
cpTW<P. To be specific about the weights . ..... e ..... ill assume w :=: t1y .' - I . Th~ n,
if a :=: I and y = I. we have ord inary least squ<'.re s: and if tI = I - y. we hu,'e
expo n~ ntia ll y w~ig h ted least squares . From Eq . ( 12.5 1) ..... e h3'e. for data up to
time N + I

The equations ofEq . ( 11 .61 ) can be pu t into a foml for .o;equenti al proc:e~,;ing:
of t~ type de ;c ribed. We begi n w il h Eq. ( 12:.6 1) as so lved for N dat~ points and

12 .4

5 08

ChalKer 12

find at o oce Ih at
Y

sub~ l i lut e

I) = y qJ ' WV (N ) + <f,(N

in IWO terms 3S

.,
I(N)

(12.66)

(I

t 12.(8)

111 .67)

v(N+ II

[! -!

<II

(l

(l2.0'J 1

(~ + q.T~Y l) -'d1 ' ~lIY>'

"'V( N) + 4)(1,1' 1.
Y

i n~ n

(I

+ cb , -Pcb )-' cb , -P4NJy.

~+ cb'-P cb)- ' ('- + <fI I -P dt)'

( (l
y
II
Y

iden li t~'

- - cb

P (I( 12.70 1

= 6, ...u (N)+ -P 4NJy- -P q, (I- + d! , -P <f,I ) " q, "8"1 ~

Y
Y
0
Y

[he

I)

I ) = ti "1...~tN)

I Hy( N

., ' O" uI N)).

( 12.7.! 1

02.7 11

Equat ions (1 2.66). (12.71 I. and (1 2.72 ) can be comb ined int o u set of step.1 th:n
constitut e 3n algorithm fo r com put ing 0 rec urs ively. To coll ect these. we procecJ
as fo llows:

(I

+ 1) -

P (I- +cb--fl'q,)

+ L (N +

L (N +I} = - q,

where we have defined

8""U( N

betwee n the cb IlIKi the (l in t~ sc:cond lenn on Ihe right of Eq. I 12.70). we can
co mb ine the two tenn~ which mu lt iply y to reduce Eq. (12,70) to

If we n()'ol.

,
O"uC
N+

8... u;( ,v I. so that Eq. (1 2.69) reduces [0

When we mu\[i pl)' the factors in Eq. (12.69). we!.ee that the tcnn PI,,' W'!'I,v1 =

6" ,U (N + "

0]['1'" ]

+ 1)0."( 1'0' + I),

clt(N + 1JI [ (/Yo'_I_-

the express ion for P IN + ] ) from Eq. (12.66 ) 3m] fo'

!J)WY tN + ]) from &j. (]2.68 ) into Eq, (12.6 1). we find lltu inj; I' (,\') :::
P. q.(N + I) = ~ . and .I'(N + 1) = Y forn()(m ional conve nience 1

If we now

cD' WY t/.'

ex ~ re;;sed

= lct.(n I .. 1b(N )

wh ic h can be

$ ' WY

In the solution we a lso need <J)I WY. \\ hich we II>Tile 3\

fl

..1..( -+
' ...... . , -P(N)- .. ) -' .. r P{N I
-,

PIN)
PI N)
P(N+I) = - - - - .....
y
Y

11>'(

ldentlncation

and

S)'51 ~m

I . Selecl lty.andN.
= I _ Y and 0 < y <

5 09

y a y
I)and lilt + II.

,P

- + 41 - 0 .

( I 974J1
(I : :

,~

.\'

(10) - - '"' \~ ( i).

N + I L,. .

2. $(t O(N)::: O. 1'( N) = a l. where [)' is a IMge scala r. Th e sugge.lli on ha~ blocn
m~dc that un estimatc o f a su itable [)' is ISoderstrom. Lj un g. a nd Gu ~t a\'sson

I. Collttt a batch of N > 2lr data \,:.!lue. and solve the batc h rormula &j. ( 12.61 )
once for PIN I. t (,v + I). ~nd O(N).and emcr these values at Step 3.

Ilol1'eH:r.one should not lal;e the- imp lication that Eq. CI 2.7 I) b lI'i lhaut numerical
diillculties.. bU I their :<tudy i~ beyond the scope of this te.l t.
We still ha\'e Ihe que stion of init ial cond itions to re;;ol\e. Two poss ibi lities
an: cornlT)()nly recom mc nded:

in

ESPl'Cially pl easi ng i~ thc fomJ of S t ~p 8, the "updatc" formilla for the ne,' t
\'aluc of lbe esti mmc. We see thai tl'M,> tenn 4> fiH N J is the OIl tput to be expect.."d at
t.he time N + I based o n the previous dala. $( N + I). and the pre\'ious estimate.
O(N ). Thus the nut cstimate of 0 is givcn by the old estimate co rrected by a
tcnn linea' the e rTQr betll'cen lhe o~nied OU lput. ,I'( ,1i + I}.:lnd the pred icted
ompul. 4t' 8(N). The !ain of the correcti on. L(N + I). is g.il-en by Eq. 112.71)
and Eq. ( 12.721. Noteespecia lly Iha t in Eq. (I 2.7 1 ) no ma trix inversion j~ required
btu only di\'i~ion by the scalar

12. Go to Step 0.

Y
10. Mmn cb(k + 21.
I I. Lc[ .i:_.i:+ 1

9. p (t - I) ..- - II - L(k + l)cb 1 tk+ 1))P (LJ

8. ft (t+ 1) - &(k) + L(k+ 11(1'(1.:+ 1)_ 0$ '(1.: + lle (k

7. Co llect .l'lt

Pt.tl .t +1) ) -'

6. 1.11' + 11- -Pit] cf:Ict + 1) (I-+ cf:l t lk + I}-4tC

J. Selet'l initial "a lucs for PIN) and 6( N). Cmnmt'm: See discu ssion belov...
4. Colltct y (O) . ... . ,.( N ) and 11(0) ..... u{N) and form d/ (N + I).
5. Lett_N.

(j

DclermmlSl iC E5l1 m~non

2. Corr.men t; 0 :: y = I i~ ord inary leasl sq uares;

is exponcmia ll )' l1t'ighted le3st squares.

12 ..

5 10

4>T(k )8 + I!:U:
6 ).

(]1 _BI

+L
B;u(k i ),

( 12,75 )

Thus far we h:ll'c presented the leastsquares method with no comment about the
pos~ibility that the data mi,gh t in fact be subject to random effects. Because such
effects ar~ I'e!)' conmon and often ~re the best ava ilable '-chicle for describ ing
Ihc differences bet\l.'cen a n ide al model and real plant ,igJal observations. it is
essential that so me account of such effec ts be incl uded in our calculations. We
will begin wi th an analysis of the mOSt eleme ntary of cases and add reali sm (and
di fficult ies) as we go along. Appendix D provides a brief catal og of resu lts we
will need from probability. statistic,. and stoc hastic processes.

Ie)

where the a , arc scalars. the B are p x 1/1 matrice" 8 is (Il + limp) x Land
the o:j) (k) a.:e now ( Il + nmp) ~ p matrices. If we define (I:>. y, a nd E as in
Eq, (1 2.5 1). the rer:taindc r of the batch formula develo pment proceeds exac tly
as befofl'. leading 10 Eq. (12.59) for the leust.squares eqiIJJtes and Eq. ( 12 .611
for the weighted least-squares estimates wi th little more than a cha nge in lhe
detinition of the elements in the eq uation s. We need to mod ify Eq. (12.60) to
:I = 1: t ' WE, rdkC'(in g the fact that E(.I: ) is now also a p x 1 veclor and the w l.I:,
are p )( P nonsingular matrices.
To compute the recursive estimate equ ati on!'. we need to repeat Eg. (12.62 )
and the developmer.t following Eq. ( 12.62) with the new de finiti ons. Onl y minor
cha[Jges are required. For example. in Eq. {12.661 we mU~1 rep lac e 1/ (1 by a - I .
The resulting cquat:ons are. in the fonnat of Eq. ( 12.71 I

~'(k) = - L:> .J(k - iJ

.
...

One such <; t of parl!t~lers is defined by the multivariable ,\RMA mode l

),( k)

The sleps in Ihe table update the l east-square~ e~timate of the patamt"ters 8
when o ne more pair of dat~ po ints II and _I' are taken, With only mode~t effort
we can extend the~ fo rmulas to in clude the case of ve~t{)f or mullivariab le
observations wherein the data y (k) are a vector of p ,imul:aneous observation,.
\ ...e assume that parameteo; 8 ha\'f been defined such thll Ihe system can Ix:
de~ribed by

5)';trm ldermfica!iun

12.5 Siochastic Leasl Squares

Cnnplc r II

$!O(hasLic

l~aSl

Squa;:cs

511

( 12.771

(11.76 )

&Vv ' = (J"I.

= 0,
(k=f-j)

(I. =j)

(1 278 )

= 11\1, 1.

'.I

I~ ..... ' .\' then

+11(1 )

A -- ( '.I

l' a- )

,"

+ fit

"I

)'

( 11.79)

h;t.~

:fl O)

'. '

.'
I>:(k:
6 ).

= ( Y - A8 ) ' I" - A8 )

We assume that thl' observations

112,80)

ar~ wit ho ut systemat ic bias-that is. the noise

zero a\'~rage "alue- and that we can e <; tim~te the noise "inlerH<it y:' or mean
,quare val ue. (J~. We assume zero error in the d oc k tim e,. I, . so i\ ;s kno"n.
The (stochastic ) ka st-squarc. proble m is 10 fin d which II il l minimize

and the noise is

the unknown parameters are

y = [.1 (1,, ) ... 1'(1, II'.

If we take observations at ti me s ' 0 '

.1 ( 1) = (I ~

,\s :In e.~ample of the type considered here. su ppose we have a ph ysics
experime nt in whieh observations are made of Ihe po~itions of a m3<;S th at mOI'es
without forces but with unknown initi al po<;ili on and vc locity. We assume then
th at the mOl ion \\'ill Ix: a li ne. which may be written as

"'

1'(/,: )

The l' ( k) ir, Eq. (]2.76) are assumed to be random variab les with zero mean
(o ne can a l l\'a~'s sub trac t a known n~an ) an d known covaria nce . In pan icular. we
assume that Ihe actua l data UTe gene ra ted from Eq. ( 1177) with 6 = 0" and

which. in matri x notation. becomes

..- (0 = a TO" + t'{k).

As a start. we conside r the ca~e of a deterministic model with random errors

in the dat a. We consider the eq uations th at ge neT:lle the da ta to be'

12 ')

5 12

Ch~ pl ..r 12

(12.8 1 )

OJ{li eN' _ Ou, r

'" O.

9~) ' (01 N) - O~ I '" O.

(l 2.8~ I

[( Ol5 - O~)( 9LS lA ' A ) ' ,, ' [\,\, I A l A r,\ ,- '

= ,, :,.-\ ' A I-'.

0" ,' := f llA I A )- I,\ I \lV I A (A ' Al - "

ff

(1 2.8.1'

In ma king the re "uctiolls s l10wll in th~ dCl'elop me ll1 of Eq. ( 12.K3) we Im\ <'
II scd the fa ct. 11m A is a known matrix lnol r.lIIdOIll/ nnd Ihm f \"V ' "" "' : 1.

and

lA ' A) -I A '/ AO" + V} 0"+IA ' A) - 'A I V - 8"

fA' A )- ' A I , '

IfEq. ( 12.821 i~ we, we"':l~ thai 9(,v) conl'erg~ to O~ in the nJ('an ~ ~re !'><!"n .....
:'I.~ ,\ . approac hes inrinil Y. The e.'press ion in Eq. (12.82)cln be made mo re nplk-ll
in Ihe case o f 1 hc:- I<:aSl-~quares estimate of Eq. (12.81), We hale

I ' _ ...

lim tri"I O(.I\') -

m 1 6 (N ) ,li-,

N(}\\,. howel"t r. we shou ld nOl e.~pecl TO find l~ro for t1..., sum o f the errors g il ~1l
by Eq. 112 . ~Q). ~"I'en if w e .~ hou ltl determine it = ff ~xa..1 I y , .... hic h of !.'OUNe WI:
won 'I}. Berau1>C of th~ r.llldom e ffe cts. lhen. we mus t ge nerali7e our contepl~
of what tOlistilUlCS a " good" e~timale. We will u ~ three features of a ~h)C h astk
e~ti m " t~ . Th~ Ii!)! of the~ is tonsiS IC ncy.
An c.q imale 0 of 3 parnmeler 0 " i.~ said 10 be ("0I1.!!.!1"111 if. ill tlK' long lU ll.
th e d iffere nce bel .....e.:n 0and 0" becomes neg ligi ble. III ~l al iSlic~ and p mbaOi l i l~ .
Ih~rc nre ..;(:, eml formu l lI'ay~ by which one ca n de fine a n'-'Il li gible differe nc~.
For our pUrpc>Ses we .....iII U ~ Ihe meansqu are crileri on, by whic h II'C measure
the differen be: ..... ecn and D' by the sum o f the sq ll are~ of the panmeter erro r.
~ - If. We make exp lici tlhc dependence of 0o n the I('n~th o f thc data by ..... rilin ~
O(N I and say th~t an est imate iii con'iistcnt if 'v

of O. and <, iii :

Note Ihat the emm.. t'(k: 8). depend boIh o n Ihe ran dom noiSt' and on th~ t hoice
o j ) = l'lt ). Now tile solUlio n will be a rdnOOm \'ari abk because
Ihe data. Y. on ..'hich it is based. is random , Ilowcq:r. lor ~pcci lic actual da ta.
Eq. 1I2.801 repre~cn '" the ~:I me quadrat ic funct ion of 0 v.e ha le:ottn before:
and lhe "Ilrflt' form of Ihe sol ution resu h ... ":)I'e on l~ the Ml b\tilUl ioll o f A for I I ) .
n.. me ly

SYSltm lIJcnlOfkal ion

01..~IN)

= IN

=11 " .

"

/ P 87
_. )

( 12.861

1/~ .85)

l (y(Q)I +.\~I)).
I.

(A'AI- ' =~ .
I.

PIN+ I I

cb "" I )

ini tial

conditjon~

I+ PIN)"

P( NI - P (N tj IJ( !)P( N)
1+ ( I )P(NI(l )
P IN)

T he itl.'ratiun in P i~ g ivc n by Ibc<.:a us.e

4I~ N)

PO>

iin )
II'

112.88)

:md we l'UII("( ud e I h~1 I hi~ c~l i male Eq. (12.81'1 ) is a (~m5i." It'm eSl imal1.' of I,n. Ii
\I t: keep l aki n~ ob:.en'lll i o,, ~ accord ing to Eq. ( 12.85) and calculal inll the ~um
acco rdi ng III Eq . I 12.86). \\e will e"en luaJl~' h..:r." e II \ a lul.' that diffe~ l~m Q" by
a negligible amoum in the mea n-square 1>CnSt,
1lIc e." (lm:ll e gil'e n by Eq. (1 2.861is a bUlc h cakulat ion. If can be infornl:t live
to apply l.he rcc~rsi'e ulgorilhm of Eq. (12.5 2/ to Ih is tn" i:!1 COISC JUSt 10 see 00"
lho:..equa l~~ ns .... . 11 louk. Suppme "" e lI!!ree III ~Ian lIie eq uat ions ....ilb on.: slage
of Balc h un, ).a)'. two ob~en"aliOlls, 1" (0) ,lnd \"( 11. We mu;; ha"e II = Y = 1
for leaM ~quares. and
'
.
.

li m tro !I,v + IJ-' = lim __=0.

, - ...
.. - ... N + 1

,-

.1(k):

._"

A' \'" = L

,"

+ l) ' L rlkl.

."/ + I.

I. .. IJ I.

,-, I =

'\ ' A "" L

Ii '" O. I .... . N.

have the mass of lhe earlier problem. but

..... hie h h Ih~ ~ arnp le :"erage .

No ...... if II- e app ly Eq. ( 1 2.8~ L ..... e timl

Ihen

Wl!

= It + ,( liJ.

A =(!

,(t)

". IIh ze ro ,eloclty. Thu.,

",d

II>

(".~ ~ mple o f con~i qency. .... e cun.<ide r the m OM ~i mpl e of problen\), lhe

~:ot:n'atlun of ~ COI!\la m. l'crllaps

As a n

if

~omin llj ng the n ..... ith con ~i der:llion of the leasI-square., e~ti mate. we ~ th:!t 0

b con~i ~t("n l

4.

PIN)

+ PIN )
O(N + I) = 6(NJ + UN + Ii(yl ,v + 1) U: I N be replaced by N + I.
6(N)) ,

or

(12.89)

&U
= O.

_ F' -_[(A TA) - ' ,\ f V

= (A1 A,-' A' [ V

Actuall y. ""'e ",'ou ld really likc to ha\'e 6(N) be "dose" t o ti~ fo r ti nite \a hu.'~
of N and would. as a third propeny.like to treat the mea n~uare parame ter erwr
for fi nite numbers of samp le~. Unfonunatcly. it is dillicul t to o btain an es timate
thot ha ~ a min imum for the square of 0 - aO wilhout in\'olvi ng the val ue of 8
directly. which we do not kllow. else there i\ no point in (")tim a ti ng it. We can.
however. find an ejtimate that is the best (in the sense of nlCansquare parnmCt~r
error) e~timalc which is also lin ea r in Y and unbiused. TM result is call ed a BC't
Linear Unbiasell Estimate. o r BLUE.

and the bi a~ is

(12.91,

If b = 0 for all ,v. the e,;timate is :.aid to be III!/Jiaud. Tht least-squares ..."Stimate
gh'en by Eq. (12.59 ) is unb iased. which we can prol'e b~' direct calcu.lation a\
follows. If IO.C return to the de\'e! opmcnt of the meonSljuare error in GUo gll'en
by EIj. (I ~.R3J we li nd tMt

The reader c:t n l-erih' thaI in this ,implec~se. P (N I = IjlN + I J. a nd Step.)

of the rec ursive equaTi~ns gi\'es the same (consiste nt) es tim ate as the batch
formula Eq.14.60J. We also note thaI the ma trix P is prOport io na l 10 Ihe "ariance
in Ihe erro r of Ih e para meier estimaTe as ex pres:.cd in Eq. \ 12.83).
an estimate.
/\l1 hough consistency is the fi rst property one ~hou ld expect
it is. after all. an IsymplOlic property that describes a feature of 0 as N groll;:without OOund. A S!;'(:ond propeny that can be e\'alualell is that of "bia~." It' 0
b all estimate or e n. tile bias in the estimate i$ tht difference betwee n the mean
va lue of and the trtJC val uc. OQ, We have

6. Go to Step 2.

S.

PUIj)

+ I) = c-'-~"
I + P OI.')

3.L IN+ I) =

2. PIN

I. L.:tN = I.

Thu" the e ntire iterati on i~ gil-en by the: initial cond itions of Eq. ( 12.88) plus:

5 15

LA = I.

LY = l"I.(A&" + v ) = fi '.

IJ~.

( 12.9.1)

02.93)

eO}'

= If ( LA lf + LV - OJ(LAIJO+ LV _ a U) r .
= Ir(LV)(LV )'
= tr LRL' .

rt

"...,~ ~"((If,

7",.

""""..

=UIl;", ... i",... "1""';"" f t:.

TI1~ "\)Ir;"

J'1'<'fI<lrnN: 1Ia" "" <OOO",hOll '" ,lie " in m.,ri,

u'~ in Ill<

in an indirect \\'~y: We fi rst lind L "hen D" is a !;Calar and tlK:re is no trace
ope ration ( t i ~ a ~illg l e row). From this .'>CaraT SOlution we CQlljfClrirt' what
the multipa ra me ter SOlution might be a nd de rr.onst mt e thm it is in fac t corrtt!.
Fi rst. we co ~ s idcr the case whe n L is a row. We mu st int roduce the co nstra int

Eq. (12.94) w hich makes Eq. (r 2.96) as small :.ls possi ble. We soh'e tlK: proble m

10

(]~. 96)

02 .95)

We now hal'e the: e ntirely dete rministic problem of fi nd ing that L subject

l V' " = R

"here we take the cOI'1l riaoct' for the noise to be

j lL)

But from Eq. (12.94). th IS I\.'(] uce" to

..7(1.1

and usin Eq. ( 12.77 1 lor Y

Jl l.J ;:: tr l'/(LY - OU)( ty _ 0)1,.

as small a~ poss ib l ~. L:s ing Eq. t 12.93) in Eq . (l2.95J. we havc

.1(1.) = tr l(9 - 8)(0 -

We wis h to find L ~o that an estimate of the form Eq. (1 2.93). subject to the
COmtraint EIj. ( 1 2.~ ). make s the l11ean~quarc error

0'

Th us

0'

9 =

Bec-ause tbe eSlimate is to be unbiased. we rquirc

The deI"C'lopmcm procced~ as follo ....1;. Because the estimate is to be a linear

funct ion of the dat a. we write"

12 5 S:Od>aStK least $quarC5

Chlplcr 11

btil linuf u~std

Klimltle (IL UE)

516

+ i..(A ' L' I)

(]2.97)

(12.98)

(12.99)

11 2. 10 11

lf we look .11 Eq. (12.6 1). we immedialely sec that th is is e)(.1c11), weighted leaq
squarc.~ with W = R- '. Wh:!t we ha\'c don e, in effect. i) give a reasonab le-~sl
linear unbiased--crilerion for selecTion of the weights. If. a~ we: ass umed ear her.
R ::: (J !I. the n the ordinary least-squares estimate is also the BLUE.
!:lUI we ha\'ejJ mped ahead of oUT5Clvcs: we hal'e yet to ~how that Eq. (12.100)
or Eq. (12.lO l) is true for a mmri)[ L Suppose we have afIQ lhcr li near unb ia,cd
estimale. 0. We can wri t!", without lo,s of ~encrality

and the BLUE h

02.1001

and substi luling Eq. {12.99J back aEain in Eq. ( 12.981. \Io e have.li nally. thaI

From this ....e con:lude tha!

LA '" I .

Because Ihe con~:rainl Eq. (12.94) mUSI be .\ati~ lied.

L =-~AA ' R

l LR = -). A'.

i. In ust be sut'h lhal

=2LR +.l.A' := 0.

Thus the best I"lllue for L is gil'en by

""i.

':I I
aL'

is a minimum. "The ;. an: the Lagronge muh iplien.. The neceSo"llry cond itions on
Ihe elemen ts of L are thaI as faL' "'" zero. (We use L ' ......hich is a column.
10 retai n notation Ihat i:. con~iSlelll ..... ith our earlie r d i~s.~ion of \'cctor-malrh
tleri,":lI i~es. ) We have

..J( L) = LRL'

Eq. C12.(4). and we do Ihis by a Lagr,mge mult iplier a~ in calculus and an: led 10
lind L .\uch Ihat

S}'Slcm Identification

Squa ~s

5 17

(11.)03)

+ (Ii - 0")(0 _ OV!.

( 12. 102)

elimimllc

Y == Ae" + v.

B ecau~e the ti rst temt on the rihl is lhe sum of clI:pt:cted va lues of >q unre~, il
is 7.ero or posilive. Thus :lro) ~ :1(8 ). lInd we h~\'e proved thar Eq. (I 2. 10 1) is
re~JJ y and tro ly BLCE.
To conclude Ihi ~ section on stochasti c l ~ aSI square~ . \I'e summarize our
findings a~ foIIow~. If Ihe dala arc described by

Eq.(12. I 03) IO

but now from Eq. ( 12. 102) we see Illst lhe lenn i~ ze ro. Thus we redu!':e

lemll = IrLRIR-IA(Ar R-'A )-'J

::: trLA (A' R- ' A)-' .

and using Eq. (12. IOOJ for i.. lO,e hne

tem 2 = Ir [ ,LVl(L\i )'

= trLRl.' .

10

:= tr [(LY + LV - LV )( L\' _ 0")

:: IrG /LV ld. Y - 0")
n
=: If [I L CA9 + V))ci'< AO" + V) _ &~) '.

8110 - 0/1 ) r == tf [( LV _ L V)( L \' _ 6"1'

~O\Io' we use E.q. ( 12.102110 eliminale one lerm and Eq. (1 2 .9~)
another to Ihe effcci Ihal

teTm 2 "" Ir [<6

We note Ihat thc Imce of a sum i~ the sum or Ihe traces of Ihe ro mpon~nts . and
Ihe trace: ofthc last lerm is. hy definition . ..1rL). Let us cons ider the: Sttond lerm
of Eq. II ~.I03I. namely

= trll"(O - 0)(0 _ Ii)' + :![{ij - IiH9-

OU)T

..1{O) ::: Ir f CO - 8")(9 _ 01 '.

..1(01 '" trt:(O- 0+ Ii - lt HO- Ii + Ii - 9")1

IO,lIieh can be ..... ritten as

U + LA := I .

[:\ =0.

(L + LJA = I.
l + LA = I.

No..... the mcan~u3~ eITOr using 0 IS

L,\ = I.

..... here i. isgi"cn by Eq. (12. 1001. Becau.se O iSl"l'"quired lobe unbial<Cd. Eq. ( 1 :!.9~1
rcqu in:s th:1t

11.5 Stochastic L('aSl

5 18

Chapt~r

12

\' = O.

(A' '\)- 'A' Y.

(lI' )(8 L1

9") '. is

0u' . . hich

is

=
l A r K - I A t-I.

\"ar(O,,) = [(OM- BI(O" - w')1

(I~ .

\071

+ I) =
P<b(R,

+ ctJ' I''' )- ' .

Thus far we have considered unly the leaMsquares ~sti mati on wh..--re A.
the coefficie nt of Ihe unkmwm parameter. is I;:oo....:n. 1I00000e'er. as \\ c haH '\Cen
ea rli er. in the lrut ident irication problem, the coefficie nt of I) h cb, lhe state Of lb ~
plant model: and if random noise i ~ present. the elements of <II ..... ill be ranuum
varia bles al~o. Analysis in th is cas.e is comple:>.. and the beS t we will be ahl e
to do is to quote results on COIlSl, tency and bias before tu min!! to lh ~ mc thoJ
of T11a~irnum likelihood. We can. ho ..... ever. illi.lstrale th e major feature s :lnu I h~
major difficu lt y of leastsquares identificatiun by analy sis of a \\!I'}' si mple ca,,:,

LIN

and $0 the matri,; P is the ,"<lriance of the estimate &. In the recursivc cquat lon~
gin-n for vectOr measurementS in Eq. ( 12.751. the weig ht mat rilt O beco~s I{ - .
the inverse of theco,'ariance of me single time measure ment noise ,'ecto r a nd. nt
course. y = I. T hus the BL UE "~~ion of Eq. ( 12.751 is

P = (A / R - IA )- I.

Thu >. ir R = (J! 1. then the least-squares estimate is aIM) th~ BLUE.
As another comment on the BLUE. we nO{e that in a recursh"e fo nnula tion
we take. aerord ing to Eq. ( 11.63)

The ,'an ance of 0, is

(I 2. lQCH

not only un biased bu t also consistem.

Furthermore. if we in~isl Ihat the estimate be bot h 1 linear function of tho.'
data and unbiased. we showed that the BLUE is a wcighted \east squares g i, ell
by

noi~

IS defined a~

From thi s we sho..... ed that the leastsquares eSlimmion Qf a constant in

f( 6.u -

which is unbiased. If R = q: l . then the \'ari:lnce of

0u =

lhe-n !he leastsqu.lTeS estimate of ff is gi\-e n by

SySte m Idemifu:auon
5Iodu slld.~~

Squ:UtS

519

0: k = ~
I.: =I J.

Io

112. 108)

L
,.,

.1' (1.: -

1 .. 1

Y!(k -

iJ

II]

lal

= t

,I'(k - i) .'"(ki.

( 12, 109)

L \'!I.: I\"lk + jl =

I .!..

.'

R (jl

( 12. 111J

(12.[ 10)

whi ch is

.'

i'I =

R ,(l) / RfO ).

'

' - '< N ft

fJ = lim - " I' fk - 1)\'I .4: J.

R ,(() & = R! Il ).

lim - L .I~ (k - II
'-"'< ( N ' _I

(l2 . 1 1~)

Th us. \\ hile the propenies of ~ for ti llite N are diffi cul t. .....e can sa, Ihat the
asymptOl tC lea5Hquare ~ estim:lIe i ~ gh'tn by the sol ut ion to
.

' -"'< N t~I"

hm -

and t in a ~u itable se nse of con\'cr1!encel

R, (j)"" t:\(kl.'"( k + j l

y(k I that art i!.e neratw by ..... hile noi!'C of ~ero IT.Cllll having finite intensity p;lssed
through a ~taUon3T) filter, .... e can defille the 3utocorrelation function

Ko\\' we mllSt qUOl e jI rt' sull from SIllli~tic~ (see Append ix OJ. For sig nals such as

,.,

,.
4 ' '1' = L .1(1.: - 11,ICkl.

0 must satisfy

1;,l'fk - I).

(I .

and the normal cquat io n~ tell u~ that

<b ' l ""

Then \\e hal'e the ,imple sums

cb = [y(lH .\" (N - I )] ' .

'1' '''' 1.1'111 .IIN )I'.

In, 8cnc~1. we would IIO! know either r ~ CUnSta nt c or the noise inTensity q '. We
wl!1 eSllma:e I""m late r. For the moment. .....e '..-ish to ron~ider The effects of Ihe
nOI se on rhe le:l~t square~ estimat ion of the con~t ant n8 . Thus we take

Gt'lk ) t'(j) =

v(k, = 0.

I'C k , = a Q.\ a -1 )+ rCk)':' n :(k - It .

Suppo:loC .... e con ~ider a rin.t-order modd \\ith no (omrol. The equation~ arc taken

<0"

11,)

520

( hap:,-r 12

ncm return tu the model from whic h "'t' as;ll me y (J.:1 to b~ ge nera ted . I'alll~'

n'

R , (1) = (t R. (01

+ ("n ~ .

+ dt"lk

:!I

521

./1.'!(T

2:

n'

1! 2:. 116}

==

~f,(~)d~ =

1:

== I.

/1.

( 12 . 11 7)

]J.)(x -

Ex =
]J. )'

R.

]J..

02.118)

<1 2.1 19)

Ctcarl). If lbe ,,,.,,tun ,. i, .,,",, ~ ~ . ,.,,", ,.bI,"*" ~ ., Ihe to., ITTI. bt, ","1'1 ,,, ....,..:,,..,.,, or. "'. ' <"f'
pk."n~ ""' .... '" 110> .""".li,l,IJIU" of n< "", ;,,1- un, ,,,,,," ,kp.-nLk1<"i, ... In ,.."". in"""'... ' il "
1",,";;'1< '" co""nxt' lenn 111':11 .,nll'",.i<.ul, ,'"",d, ,I>< bi", nn .. oJi" u,,,,,J in .I[<n(lo:! , 1~7."

I~

hood.

]J.

"

The malimumlit;t' li hood est imale is calculuted o n the basis of un assumed

Structure 1'1.11 thL' prub~bili l y density func li on of the a"ailable ob~nation.\. Sup~~. for e.\amplc. that the data consisl of a SC I of () bserl"ation:i ha\'ing a densit\"
g in'!n by Eq. (12.119). but having an IW~/1(J1,",l mean value. The p~ramell:"r (s
therefore On = J1

Iflhe elemems ()fthe ,t'ctor x are muma ll y uncorrelated and have identical mcan.~
J.I and varia nces n~, then It = (j"~ 1. der R = (0 ;1". and Eq. (1 :!. I J 8) l'an be wri tt en

[( x -

The number rr ' is ca ll ed the varianc e of x, writte n \"~r(.d, and 0 is the ~ tundurd
deviali on. For the c a,c of a I"eclof" 'alued .~t:t of n random \'ariab les with u joint
distribut ion that is nonnal. we tind Ihut if we define the mean ~eCtor ]J. and the
(non,ingular) covariance matri:o;; R a,

(.r-~d= l: (S- ;d f,(~ )d~ = I7~

[x

!:.r, (~)J~

It c an be readily ' eri tied. perhap, by u, e o r a table o f d~finitc illtegral s. that

I exp [l
fr ~ )= -- - -r~ -J1j~
_,_ l .

Because the nonnal d istributio n is co mple te ly d~ lerm ined by the vectur of Il~<lm
and the (ovurian_.: malri.\ R. Wit often us~ th e notation, \'( ]J. . It) 10 desi.gnate
the dcmit~: Eq. (1 2. 118 ).

112.11 ;)

(1::!. 114 '

- ::!It"(k - I I

~la.l:im um Lih l:hLlod

The method of maximum li ke li hood reqllire~ thut we introduce a probabili tl

dens ily fWiClion fur the random "ariables imulved. Here we consid~r on ly th~
rJ(lrrn:)1 or G~u % ian di .m ibuti on: the m,'lhod is nut reslricted 10 Ihe ronn of th e
densi ly fUJclion in an)' way. h()\\e.er. ,\ ~a l ar rand om l"3riab le x is said to ha"e
a nonnal distriblili on if il has a dcnsit), function gi\'en by

12.6 Maximum Likel ihood

IV,

If (" = O. then !kx: ) = {j Q . and we can S~ \' that the lC""<I)t'squares estimate b
a)j'mptOli caHy unb iased. Huwever. if (. =;i O."Eq. (11.1 15 ) ~hows that eve n in thi ,
~imp l e c l.',~ the k~'I ~quare, estimme is ;\symptoticall y biased and cannot he
consistent. l : Primarih' becau"e o f th e bi~s intnxlun:d I,hen the ARMA mood
has nuise lerms corr~lal ed from one equmion to Ihe next as in Eq. 112.108,
when (" =I- O. lca~t '<luarc~ is oot a good ~hem~ for .;onstructing parame ler
e.~tim:lte~ uf d l' n ~ mic rnO(kb th"t include noise. Many alternathe s have be,'n
~t l.ldied. ~rnong the most succc,~ful b<>illg those ba~eJ on maximum like li

Now we loan .<ub)titu te th ese "alues imo Eq. \ 11. [ 12 ) In ohmin

We have. then,

I)

+ C1o( J.: -

+ [\":(k -

1)

y(1.: - l)d/.: - 1) = En''yr k - 2)t"(k - I )

p(t '~ I ue).

and multiply by 1'(1.: - J) and take expected

yfl.: - I ) = (1".111,: - 2)

We .' et EI'(k)II/;. - 1) = 0 becau~e "(l - I) i~ generat(d by l'(j) occurri ng at

or before tim~ /: - I and r is indepe~dcnl of Illncorrt'lmed with) the noi.'e I'I} I.
which is in the future . HowCI"H. we ~l i lI ne~d III co mpJte Ev(1.: - 1)..-(1.: - II.
Fo r th is. we write Eq. 112. [081 fur J.. - 1 as

R . fl ) = ,/'R, (O) ""!" ("E t,r J.: - I 1.'"lk - I).

+ ([t(J.: - IJY(J.: - I ).

y(k - I ).I(k ) = E(lII.nk - 11.1'(.(: - II - Elfkl.'"l!.: - I )

by .rlt - I ) and 'take the expected value. Wit lind

fm R lO) amI R : II can Lx: ubtained. Fur e.~alllp1c, if w? mllhiply Eq. 112.IOh )

If we

~y;le m Idmll [k~lh'n

522

Chapter 12

f,(~ 9, = : 2:ro'~ ,- ~e,\p

The functio~ lJ

ldenllficm i.:m

(~ - 6 )~
- :2I L ~
,.,

1
( 12. 120f

X j :::

bl =

1~ t,.1~, IB)d~;.

([2. 12 1)

d
.
I ilf
10gJ
d9
= d(j '

02. 1221

f ,(x 16) = tl" 16 ).

,

I ~ w< ,~ a d I , ,( I ~ ! .,. ,h , prob;otNlity d<n, ~ ) or ~ ! i,...., ~.~

I~ I: ;' '""I""" bl<- for f to !>r ,..0 in 'ho n. ir hb<lm(o<l<.! of ,I> ""","Hlrr"

(.t - B)~

L -'(7-,-2 ,. .

(( Jl IO) = + - Iog 12:10' ") + -

1/

Thus. fmm Eq. 11 2.120). for the Sl;alar parametn >-, . we hal'c

-log

(12,12::1 1

s.o that the deri n til'e o f the log of f is zero when dfl riO is zero." Becaur.e the
( natural) log of the normal den sity is a simpler fun l;tio n th an the densit)" itsel f.
we will often deal with the log of f.ln f~ ct. the negatl\';! of the log of f i, u,c ll
so much. we will call it the loglik elihood fu nction ~r.d give it th e f unct ional
designation

"'"

From Eq. (12.120 ) we can immediately compute JML for the ml'an II. b~
se tting the derivative of f, (x 10) with respec t to 0 equd te zero. First, we nQ !~

"u.

the densitv function is seen 10 be:l mC:lsure o f thc "likel ihood"' for a panicular
\':llue: wh~n t is large in a neighborhood -,;!' we woul d expert to find man~
sa mp les from the populatio n wit h values near
A~ a fu nction of the paramete r-.,
O. the dens ity fu~ction f. (~ I 6) is called the likelilwodjl"l crion. If the actual dat~
come from a population with the density f , ( ~ I 0"). then one mighl expeci th"
samples 10 reflec t th i., fact arod that a good estimate for engiven the observation <
x = Ix l . .. ...f. l f would be = 9, wh ere 9 is ~uch thai the like li hood fu nltien
I. ( X 16) is as large as poss ible, Such an es tima te is called Ihe maxlmum!lkehhood
es timat e. ii\II ' F()fll"lall y. a'l L is such that

Pr[(l .s:

c an be presented (j)' {//lmc/jUlI of ff. as giving th e densit y of it set of x , for {my

value of the population mean () , Becau$C the probability that a panicular Xi b in
the range (l ::: T, ::: b is given bl'

Sr51~ m

,.,

~h'(im u m

If>.
,., -"I

523

( 12.125)

(12.124)

l lkehhood

+ b ,ll(k - I) + ...

+ b, J.(k

- II)

- ,Il + vt k).

= - a, y( k - I) - ... - a. yfk

(12.116)

= [11(11) ... 1'(N)J r .

oQ=

lal ... a. b, ... h.r,

$ (N ) = llb(n) ... q:.(N)j'

q,(k) =[- r(k- I ) ... -y(k - IJ)Jllk - l) .

Y(N) = l y(n) ... y eN))'.

VUII)

lI (k - IIIl'.

(12.127)

and we assume that the d istribution of V = IV(III ... u(NI)' is N(Q. (/ ' 1). Thus
we are assuming that th e ~'(k, arc cach normally di stributed with lero mean and
variance (1~ and furthermore that the covarianc e between ~'(k) and l'!) is lero for
k :I j, Suppose, now, that a sequence of the 1'(/0: ) are obsel"\'ed and that we wi~h to
estimate from them the n,. bi aoo (1' by the' method ofrna"imuTn lik elihood , We
require the probabilitydensity funnion of the obsnved y(k) for known \'alues
of the parameters. From a look: at Eq. (12,126 ). it is apparent that if we assume
that .1. u. a, . and b, art: al l known. then we can computc v( k) from tllese obscl"\ed
y and 1/ and ass umed (trot) ai and b,. and the distribut ion o f y is immediarely
delcnni ned by the distribution of~ . U~ing th e earlier nom tio u. we define

.I'(k )

We Ihu, find that for an unknown mean of:l nomlal distribution. the maxi mum likeli h.ood c.<;timate is the sam ple mean. which is also least squ ares. un .
biased, com.isten!. and BLUE. We have ~ tud ied this estimate before. Howevcr.
we ca n go on to apply the principle of maximum likclihood to the problem of
dynamic sY!.I.cm identification,
Consider next the ARMA model with s imple white noi se disturbances for
which we write

L x, -1I9.\ll =0
,.,

Ifwe now se t at/ao = O. we have

= - ;,

at
I'
- = - - " ' 2 ( .1 -0)
ao
2(7 1 l..J
i

12.6

~ 24

Chaplet 12

+ \ IN).

( 12.129)

.
(]2.131l 1

m.
2

o~

O"ML

-O";IL

o:Il0ML )' (Y

as
- <t.O 'lt ).

O,

(e)

'h'

(a )

(J2.13.~ )

v,";< ,_",,!IO ml of.1I P"-" u..,d "'. for :tny 9. r'~)" 'M PffiI..'"" tm)(

".,,.lI<iobl.

15 W. drlibr ....... I) fn<mul .. <tJ I>W prubkm _'" I~ " , ~ ;, in'","," " 'ould lC ,,.;,,.1. tf "' ~:>Jd plan,:wI
ic><lt""n<km ', ">Of"';,.. "'.
ok",";plioo .. lite- in' one "'1ui.... ,. K .lm~n ~~ ... " ..... u.,'

Q = (Y -

.,..-:-;--~-

- <I"V ) = 0.

III

ML

where (he quadrntic te rnl Q is defined

-. =

0:

= ..!...[<J)l lItD

at.
a..,

~
08

Our estimates. 6 and i1! . are those \';l lu~ of 0 nnll Q! II.hich ma ke t (\' I 0 1a~
ML
" I
. I' .
.
sma ll as possible. We find th~e estimates b~' sc: ning 10 l!ro the paroa uenl"aU\'e~
of l with respect lO & ando:. Tllese deri \'ati,'es are (following our carliertreauTlo:nt
of laking pan ial deri vath'Cs)

(12.13 11

O, _ ct>(h T( V _ <l)O)] 1

I (Y - <I~ ) ' lY - It>ft )

2
,, -

I [- 2
exp

=+- log2:r+ - lo~o + -

111
2

(\ Y I O)= - log(2.,.u:, " '-log

where m = N - n + I. the number ohamples in Y.

The li ke lihood fu nction is by defini tion I( \' I 0). which is to say, Eq. ( 12.1.101
wi lh the If dropped and replaced by a gene ra l 8. As in the e lemental)' examp le
d iscussed aOOIe. we will oon~ider the negati l"e o f the Jog of f a~ follow~

n
,
, , [ I (Y _ <J)&n)'{ V _ 1t>e , ]
! {Y I O'I= I2J7o) .. el>p -2"
..,'

Because we haw a,sumed that the density functi on of \' i ~.V(Q ,"' : I ). we can
write instantly

YeN) = YI ...... ) _ <lJ(NJ en.

Eq uation ( 12. 128 1 is all e.l pn:ssion of the ~~PUI-oo tf'Ut relat~on o f ~r rlan t
equatIons o f motion. To obtam the probabll uy..dcnsuy functloo 10 1ft ) a~
Il'q uired for the Plelhod of ma~i mum likel ihood. we: need on l)' be able tucom~ l e
the l'(kJ or in ba:ch form. the Y eN). from the .\'t.k) or Y eN) because we are swen
the prob;lbi lit\ densit)" of V. To compu te V from Y re~uires Ihe imtrst modd
afour pl ant. ';'h.ch ill this case is so trivial ll) to be a lm::JSt missed: l) namel~. wc
o;oll'e Eq. (12.128) for V to obtain

Y(NI = <1'96

111cn Eq. tI1.1261 implies. again for the true parametcl1i. 1118t

Sys<cm Identifiution
~1axlmum

Likelihood

525

/II

'"

m.D3)

'V.k - I)

,_ ,

+ tb,llik

- il

,.1

+t

c1dk - il

+ t'(k):

( 12. 134)

.:(1:).

ie '

+"
L a,l'(k

bUlk-i)

.., ,
-i) - L
"

11 2. 135,

- 1Pi'.

!12. 136)

= (1 .,' ,
11:=/ - I)
=O":c,
(l:=j+ I,
"" 0
d.'iCwhere.

: (1.:) "" [1l'(k)+c,r(I:- 11.1 =0 forallk.

[~(k):(j) ;:: t"(I!(k)+c,t,(k - J)JII"V)+ C,t'lj -III
::: (1:( I +e;1
y.:=j)

HO.....clcr. ber;au.'iC :(k ) is a surnof lwofalldorn \"ariabJes '-'Ik) and v(k _ I). eal' h
of wh ich ha~ a Donnal d b lribution. we know Ihat Z i, also nonnall} distributed.
FunhennOl"C. lI'e can easily cOm pille the mean and cOl"ari al"Ol;c of:

Z ( N ) "" Y ( N)

Now leI the red uced pararncler \ttlor be jj = lu, .. . u. b, ... b. I'. compo~d
of lhe a and b parameters bul nOI illcl uding the ci In a nafUrnl way. we can wrifC

tr CkJ + (' , 1'(1:- 1)= .\'(k)

th e distrib~!ion of V (N) ""Iu/II) . . ,,( N) ]' is ~g ain taken 10 be IlOnlla1. and

V is d istribu ted 1ICcording to the N(O.(J' I I densiey. The difference betwee n
Eq. (12.13-' ) a nd Eq. (I :!. 12o). of course. is :hat in Eq. 02.1341 we li nd pa~t
\'aJues o f t~ no be l'(k) weighted by the (", and. as we saw in Eq. ( 12. 115). the
lea~t-squares "'~I i matc is biased if the c, are none ro.
COMsi<kr tirst the spc.:ial case where o flhc ("s only c', is nonzero. and wri fe
the Icrms in Eq. ( 11. 13-') th aI depend on no ise 1:(1:) on onr: si de and define :(k )
a~ rouows

i. 1

y(k) "" - t

the sa rno;! ~ohllion for 0 as the least-~quares method for the model of Eq. I 12. 126\.
.\lOll" let us cO'L~ ider the general mOllel givcn by

Eq . (12. 133). but"c ~a\"c sholln Ihatthe method of ma:<im um likeli hood gh'es

Th us far we hal'!,"" no new wl ul ions eX(fpt the est imatf for ..,: gh'en in

,
Q
1

n"l = - = -(Y - <p41l1(Y - <Plh

We ...ee imrnedime ly that Etj. I 12.132J i ~ the Identical " normal"" equat ion of the
lellSl-squares method so Iha t O~IL = 0b in this case. We thus knO'." that 0'11_
is asympl.OIica ll y unbiased and COn ~iSh:m . Tb! equmions for O" ~L decouple from
those for O"t . and Soh'ing Eq. ( 12. 132(b l). WC:Oblll ill (again using earl iernolat lon l

12 6

';26

])

<,

a
a

,.,

<,
1 + c~

<,

+ c;

a
a
'

1
0

(I ::! .1 37)

'2 I()g 2:r +

1
- .
2: I()g(del R ) + 21 V - <!JO )T (r'I'r' -

1
<1>0 ) ,

( 12. 1..w)

The major poin: t() be made abou t Eq, (12. 14( ) is that the log likelihood
function depend s ur, the a's and b's through 6 and i~ thus qlladf<uic in theSt'
parameters. bUl it dc?Cnds on the c's", only in th i ~ spec ial case) thro ugh both R
and det R . a dependence that i~ definite ly nO! quadr.ltic. An e.\p lieit fonnula (or
the ma.\imum-li kelihood estimate is thus not possible. and we most retreat to a
nume ri ca l algorithm 10 comp ute a ,WL in thi s case.

i( V 16) =

III

The negative of the bg of / is again similar in fonn to pre~ i()us resul t-

where m = N - /1 + 1. BUI from 112. 136} this is the likelihood function if \1 e

substitute for Z and as fo ll ows:
,
I
- T '
/I V I 0 ) = [ (2:'I) ~ del R r " -ex p[ - 2'( V - ~D) R - ( Y - <!JOll (!2.LN l

(12.138)

and. wi th the mean U:ld covariance in hand. we can wrile ttlt probab il ity densi ty
of Z (N):ls

"
[J +"" l+d

R == [ ZU'.') Zr (11' )

Thus the structu re of the covariance of Z( N ) is

S)'!ilem Identification

a..I'(k ,.,

i ) - t b iU{1.: - il -

i_'

c,u{k - i).

( 12.141)

\' ("')=[1'111)
I'(n + l)

1'( 11')(.

(12. 14:! )

By 3s, umpti on, I'V ) has a nonna l di~tri bution wi th zero mean and unknown
(scalar) variance R,,. A, beforl'. we define the successive ou tputs of this im'et'1ic as

,B,

v(k) = .1'(1.: ) + t

Bei ng unable to give a closed- ronn e.\pression for the mu ... imum-likeli hood ~s t i
mate. we tum 10 an llgorithm Ihal can be u~~tl for thl!" numerical search for 0 " ( '
We fi r~t fonnulate the problem from the assumed ARMA rr.odel of Eq. ( 12. 134 ).
once again fonning the in\'cl'<c sy,tcm a,

Est imate

12 .7 Numerical Search for the Maximum-Likelihood

Chapler 12

l\um e: i<.;a l Search

fo.lf

\h<"

~Ia"lt:n: m-Llkchh m E stim~le

';27

t t'~~)]

(]:! _143)

/(2;r )" R: )-' - ~ e.fp [-~

n2.144)

WI!"

ii,

fit / oR,. = O.

can compu ie Ihe .:stimate of

(12. 146)

ii, by calculation of

....here

f( E I (HK

'

JO

I~'- " .

, "I

=(' + gr8 0 + '2EO Q60 +

I )) = ((E I O(K) + ~ e)
,
I, r

g = -

(l2_148 )

(12.141)

To compu te the va lue, for the a . b . and c . we need to COnSt ruCt a numeric al
algorithm that will be suitable for ~i~ i m iz i n g (t [ 16 ), The study of such algori thms i ~ ede nsive: " we wi ll be con tent to prese nt a frequ.:nlly used one. based
on a method of New ton_ The es~emial concept is tha i gi"en the Klh estimate of O.
we wish tofinda ( K + l )sl estimate that wi ll make ( IEle (K + I)) sma ll er than
(( Ele ( K ). The method is to e.\pand C about a (K) and c hoose 9(K + I) so that
the quadratic lenn ~th~ fi rst thre~ tenns in the e~pans ion of (--are minimized,
Fonnally. we procccd ao; fo lloll' ~: LeI 9(K + I) = Ot Kl + S(t Then

which gil-es

As with Eq. (12.134)

(l2.145)

The (log) likelihood func tion is fou nd by subMitul in g arb itrary parameteT':i. 9 .
in Eq. (I :!.144 1 and using e(k) a~ the output of Eq. (1.:?.1 41 ) when 0 =I- 0". then
tak ing. the log whic h gives the re,ult

/(VIO) =

where I .. is the III x III identity matrix. and II! = N - I' + I is the number of
elements in \' Thu , we can immed iately wrile the den~ity func tion as a fun ction
of the lrue parameters e" = la, <1:.
II" v, ... h. (',
c.l' as

R = R, I
= [ VV r .

This lIlulti\'ari ablc random >'eclor also ha, a nonna l di stributi on ".-jlh zero mean
and cOl'ari::mce

I!, .,

88 =

we fin d

- Q" 'g.

+ ~ 9 rQ

OIl(

+ 1) =
e(K) - Q- 'g.

.
8( K +

. ( a, )-' (at)'
i) = OIK)- aoao
86
'

or t ~ .18 i \en in Eq.112. 148), lht' algorithm can l:'<! wrilten a~

(12.151 )

(12.150 )

m.1 49J

a
ae< .\; )

e(

ao

a:e(k )

1-" '

iI/)

,'a,

ae(l.: - jl

L:
" c ~',~(~(~-~j"'

i. l

ill",

(c" )

(b )

la )

(11 154)

"

2. Construct (compute) tlk) from Eq. ( 12.139 t wit h <' s ub.~li lllte,j for t': com-

]. Sclcc: an ini tial par:rmeter estimate. 0 10). based on anal~si, o f the physil;ol
"Iuallon. the system ~tep and frequency re~pon :.es. cros~-<'orrela t;on of input
arld ou tput. and/or le~,t sqllares.

Thus the deriva tive of e with reSpe<: t 10 1I. i~ simply .:- ' times the panial deri~ati\"e
of (" with re ~pec! to (/, . and so o n. In fact. ",'c ca n realize a ll of thes e pani al
dem'auves \H the struCTUre shown in Fig. 12.9.
In e~actly ana logous fashion. dynamic 'ys tems. wh ose' ., tates are th~ 'iensitiv.
ities of f' wil h re sp ect to b. and c,' can be constructed. With the se then. we ha\"e all
the elemen1.~ of an explicit algori thm (hat can be used to compute imprO\'~ m e nt s
in O. The "'cps can be s ummarized as fullows:

." Y( ~.1

+ L.,. ,C)~_-i

L.. )
,.,

--,
E-.. (:) = ....,.-;,;;-'I~ "

.,

E~ (:) = : - . YI.: I - ~,. : -' t:J

a fOl1:ing fu nction. if we lake the :-transfonn of thi s system and ca ll Je/o(l ,;;, <'.
th en we find
.
..

tfwe consi':er Eq. /12.lj ~ ( a l) for the moment for ti~ ed i. w~ see Ih m [h i ~ is a
mnstam-codficient difl"erence eq uation in the variable (je(k )/ 0", wit h .'"( 1.: - i) as

ac ,.

Je(k)
.
~ ilr' 41 - jl
- - - = - e(k - r) - L.. <"'
.

ab

,. 1

We note that Eq. (12.151) and the first term in

5. If IR J k - I I -

R,(K)\ / R,(K I <

10- '. Mop. Els~ go bac k to STep:!.

R, from Eq. ( 12.1 461 amI so l n~ forg and Q.

+ II = 9( K ) - Q 'g.
4. Compute OCK

3. CompUTe

pute th e sens iti\"itic.<; from Eq. (12.154 ) u ~ing three st ru ct ure s as shown in

(12.15 31

Fig. 11.9: and simultaneously compute R ilt/ aO from Eq. 111. 152, ~nd the
fir.; t tenn of R,a:l / iJ Oao from Eq. (11.15,1 1.

ao + R,
- ~
e(k)ae i:lo '
,_

(1 2. 1511

deriva til'c of e with respec t TO 6. Because our algoriThm is npcCled to produce an

impro\'ement onl~ in O
. ond because. near the minim um. w~ wou ld expecl The tiP'\
derivativc term; in Eq. ( 11. 153) to dominate. we will ~ impl if}" the algorithm to
include on ly the ti r;t term in Eq. ( 12 . 153). Thus we need on ly compute ile(k) / il O.
It is s!(lIIdard te rm:nologr to refer [0 these par1ial deri,'atives as the ~el!J'it;\'ifieI
o f e wilh respectto 8 .

ao

'

. -ae(k)
- = - u(k-/I

(la;

- - = ,(k- r l - L- l"

(lefk]

We turn to the difi"ercnce cljllations for r iO E4. (12. LW). ,;u b,t itut~ elk ) fo r

t'(t ). and co mpute the ~nsitivitie s a~ follow,:

Eq. (11. 153) depend only on the

- R.
- ~
, _"

_ ~ f. (<le(k )' i:ldk)

.f-. ,. 1aefk'
)
-

ao

~~

III,

+ "2108 R, + 2R, f:: e\k)

L e(k ,- .

R,

7""

1 ."

zlIJR lIT

[II

a~t- = -a ( 7""
I ~
(10 MO
<Ie R,

----;)0 = all

J f( EIOI

Eq. ( ll.146~

Our fina lla,k is to e.' press the partial derivatives in Eq. ( 12.1S!) in terms
of the oOst"rved ~ignal s Y a lld u. To do thi s. we relurn 10 Eq. (11 . 145) and
proceeil formally. 1S foll~ws. laking R.. 10 be a constant because R, is given by

In terms

=0.

lie founrJ in Eq. ([2. 1SO) to compute 9(K + 1) as

Eq . ll~.1"9) f()r ~ 9

We now usc the

Solving

1MO

the result (ignoring the hi,gher-order lerIll~ in li6)

We must re turn later to the ~omputalion of g T and Q . but let U~ rust c()n~truct
the algorithm . We wou ld li1;e hJ se le ct W so that the quadrati c appro.\imation 10
i i~ as small as p<l~~i ble. The analyti c condition for ( to be a minimum is th at
iJt j iJ8 9 = n, We thu.' differentiate Eq. (12. I~ 7) and set thcderi\'<Iti\"e 10 zero ..... ith

E x~mp l e 12.5

- y(k)-4- X

w !h lesp!:'( t 10 a.

R,.,

To i\lusua\e ranm~l~r i(i,:n\i hc~\io" with a oon-lri.ia l ~xamp\c. we cOIl,jrn,r tho fOUl di,t
m:hallical sel.Up , k" lrn.d in Fig 1~. lO., , Iudied by M. 0 Sidman ~ 19t!6 ). Thi, is a repro .
>entation of a ph)"sical ' ysle m ronmuCled;n the Aeronau lic Robotic! uOOra\OI")' O( SlanfOlJ
t.:ni\en;; (y &5 par1 (If a 00I11inu ing >Iud)" o r lhe COIIlrol (If tk~ ihlo m :choni~m'_ In thi s c~<,(".
tho: 3's~mbl}" h,,-' a lon.ue mo l"," co upled 10 ,ji lk ~ aM .ngk w nsml al di,k ~ and al di, ~
I The sen sor at d i~k 3 i< therefore collocated wi th Ihe we-que wur<:: 3M (he Sl: nWl" al dill
I i , nM-(;011OC.1C d ".-ilh th e torque . All d isks have the .... me incrtia Ioul. In perm it p~ramct"'
,hange,. pnl,-;sioo ;1 =.!e to re,juce th< ir.cni a of di,l " by.l faclor of 0.5 01 O. 2~. Cart'ful
""'''-'\lre"",''1 of the [r,,-",fe, fun;:liOfl by " ~M" frt'iju~ncy a\ a lin1(: le,hniqllC for nch of lhe
inertias of the di sk " ,); done and lhe magniludc' are plo!led in Fill. 12.11 . The proIl lr m I, 10
=; mate lhe Ira",fcr fu ~cl ; <)(! by ,1och. ,lic kJ \l squ Jre~.

IJt"!iflwru." t~' I~ t' foar D1;~ S.lstrm

In Step 5 of thi! algorithm it is sugge sted lhat when t ~.e sum of squares of
the prediction erroTS. as gh'en by
fail s to be reduced by rTKJre than a re lati\'c
amoum of 10- '. we .hould stop. Thi s number. 10-'. is sugg ested by a stat istical
Irst of the Significance of th e redoction. A discus ~ion of suc h le,IS is beyond
our scope here bill can be found in Astrom and Eykhoff(1971). and Kendal and
Stuan {19(7). If the order of the system. 11. is not known. this entire process c an
be do ne for II = 1. 2. 3 . .... an d a test similar to that of Slep 5 can be used 10
decide when furtherinl:reases in /I are not significant.

'"

diagra m 01 rtynamic S)'5lem whose sta tes ar!' Ihe sem'!"'l t'!'s 01

~)'5tem

fO f

---

(1986)

sign~ls. Irom S,dman

and J"lOIH oI'()(aleri

measull;'O I'I'th no nOise

lile fOUl d fsi:

Figure 12.11
freque ncy I~r"lse

Fi; ure 12.10

I d~mifiot\on

A four disk system. Irom

Sidman (1 986)

Srs:em

BIoc~

Charm 12

Fig ure 12.9

530

"".,,,!\011 '' ',""

"

"
"
. :.>
_
r,. ...."."....... ,

..,.. _ I ; ' " , , _ n.. "" ... " ,,"' .... ",.' .;.)00
0",... _ cb n !O

...,or

r-Io.....,.,loJa le4
' l uln""",[ ior>

lnd lorqu. "..., [01

pcsi''''' ..".."

C:>1ox.,\ ''' IUta>

:1IO "'"nt ofi"" '1iiI

OIin""W

KUnleric ") S~Jr~ h for the Maximum U kelihood ESlimJ le

lAt~~~:'

~....

12.7

53 .

Chapter 12

denominator, alz), from

Sloman (1,98
~'~
) _ __

causel1 by the syst~ m

f igure 12.13
Frequency weog hhog

hom Sidman(1986)

the four disk system

found by leal t \Quare>,

S<ll utlon. If we wr; I ~!he ~,I~ ~I U(~ I tra ~ , fc r fun<'lion .~ a ralio oflwo eighl - d.gre~ pOl,llC>IT1ials. excit~ th~ 'y~lem "ith l u ndom signal. compute the le"t >quares ~Slimate~ of the,...
paranlelel)._ and plot the fl: _<ulling cxpo:rimo:nta l r"q""ncr " Sp<)l1~ we oblain the ~un-n
s!>ow n mFiE _ 11.1 1
The poor fa obmin<d by u~ ing Ica~l 'qua .. ~ in the pre.er)<:e of ,~~. small dal a conl ~r!~r
quami,ation noise. II ' . al 'he plan' ootpu1 ii ob,ioul in Fig. 12.1 1. Be<.'au.e the fie~ i hk
m<.>d~,...-.: not 'l.I(c'I"!,fuli v idemificd. Ille e. tinlute, are won!>le" for Ik purpose of designin~
a cunuoJ1er tha1 a"ti,'oly ' d,mp<'n; Ihese mod.s, The poor ~rfo-rma xc of IcaSI squ3f~' m

""",-------'-----,
;';:')

!~;.~

Syste m IdmuilcJ tlon

frequency re\pome of

Fig ure 12,12

532

(o.J umeriCl! Searc h fo r Ihe ~!axlmum - l i h! l hood ESlir:Jale

533

b
,,1:11"1 : 1 ~

bt~)U I:'

II"

'" il(: I \\' .

hl: ~ U (: I +

" I: ,

r/ t : ~

I'I~ ) F (: )_

b. ,:)(h, I:WC"Il '" <1, 1:)<1.(:}

'"

II:
( lc, lro)

11 2, ISS)

-- ----

From the~ equ31 ><,",. n .... eStimate, I h~ I r~n ,fer function poIYOOII>i.l.. (1. and b. of Ihe un.
known plant. HowelcT. , Ca n Ix- ,un hI' comparing the right. han d lides of Eq . (12.159) and
Eq, (I ~ . I(0 ). Ihi, elimin ates the coloration of the ~quation error d"" to tile ~ nvwn oz, and
immdl.l(e. a filtering of the noi..: th..t Can he used 10 rcdllCe Ihe w'eig-hling dL>e lQ " . in Ihe
e'>lim.:ne l . In liIi , uampJ.. a, i, a '-el)' ~ignific'nI ca,,>( of (olOl":lt ion at high frequc:nci<:s . ince
i( include<; tlle ac!i<ln of tWO 10011 at: .. 1 ,orre,pondi,,~ 10 tlle pla nt' , riSid bod)' po le, .
The ooru.Jpa" filter 1"(:1 i, ,-.:1.,' (00 10 h",. a pal<baoc Ihat brac~el i lhe "'8ioo wht ~ lhc
l(;()f1ance' are "non n 10 ~.,;' t. Thi. f requency con'lrai n! p'ehlter (ur! he, re<luc~s the eff. c! of
high and low frcqu~nc." noi'll:;w,d di , tuItoance< including bro.>dl>a nd quan lizalion nois.:. OC
bi;tS in the .en'>Of and octuatM. (o,,' fr.quenc ) IOJquedi<lurb~nee<. a. well a, excited unmodeled
dyn~mi" abow lhe f .... "ueney 0000 of imcreq, The high ?'''' portion of lhe l>andra~s fil ler
may he c ho,;..,n to havc it, let""l ~ = I Th i_1 lead. 10 a Slab Ie . imp!. combi .... d p .... filterthat
lao;h undo" irahlo low freq ''''ncy ~ha,;ur. In this e~3ll1p!e. h, com i<ll of recol ~oro, located 00
the nepl i"e ua l a,i, . The COlll ri OOlion to llle ,)'"o m re'p"'me dllC!(I llle zelU> of h, i. \"CI)'
insen,;ti,'. to chan ges in the in.nia or torsiooal slilT""" in tlle plant. Th~ . Ih e iM nti ~""Tioo
nl:i:d Qn ly e'tim.~tcone comp lc~ ,ero poi' ~nd t!>.--..: comple_, pole pa i" o( t ~e fou, di,k ,;Yi tem.
Wilh Iix- ,~~estcd preproc~"ing of llle inpll l and OlIIput dlla. Ihe ... mlts of Fig. 12.1 6
arc olHail1<:d , Th i< model i, quite ~uilab]( for u_'" in COntrol ur in adapthe control ,d>l: mt"

redl.l(c" to the moJified formulation

a, ~ : ) I ", I:)YI~) I -

Th on llo.: fi ltered tta<!'<quare, formulltiun

c,li rnaT~, will

kIlo""

t I 2, I X>~

( 12.155)

lar,!!, 3\ hi~ h frequencies . and .mptific~ the ooisc. th~ par~mmr

be ~ ... atly dislol1i by tlle I.a" 'quares i<!enlifi~alion, Thi! ha~ the effect of
~orrup(i rlg the fl"lu~n", re~ponse e'ti l11at~s a; ,n.:.-.. n in Fi~_ 12.12, In the pre,;..,nt Ca>(. a
plot of the true n l:) is sllown in Fig _ 12, 13. If ",C filter lhe data" itll ,,1:1 a, >uHcS!~d b}'
Eq. ( 12. 156). We <K>ta in til( c,~uH.m re,ult, soo-.'n in fig, 12,14, Ho""~,'~,, this pOl)oomial is
no l known an d ,'.nnmllC u~ ed to rcdUl'~ the hig h fleqllCne~ di,IOfIion.
To w illcc Ihis elfe"t. Sidman 119H(.1 modified Clar,,", met hod and in!loouced II><
par!, and fi ltered the da(~ wi lh Ihe ,tructure . hown in Fiil. 12. 15, The plant i, d i\'~ imo
k""",n and unkTl<l'o<"r. ;>arts, multiplied on bol h ~idc: , of Eq, ( ! 2. 156) by tile fi lt~r tran~f~f
fU","iion. F. ar><.l Ctc 11<''' , " ,i"ble, defined",

~rror

B~cau,, ~ "I~~ is typi(al l)'

Tho:n the equ:l1iOll

}'(: ) '"

lhi, , im.1tiorl j, cau,ed by In. bet that the """alion clTtr is not wh ite, It i, oolorcd b~ the
characleri,li,' pOi}'nomial Mille pla~L al ~ ' _ Suppose v.c IHit. lhe tr>n,fc r futlClion

12 7

-,---

Structure of modifie d
fi l\N OO ~ilS t squares
w'lhlreQUnq
conSlra,nt preh lteri'lg.
fro m Sidman ngS6)

Figure 12.15

(1 986)

_ __ .JT

I
I
I

---1

~
"

1T ___

I
I
I
I

r - --

DC ,

PI~nl

DC,

",

-/

(,l (.l

~ . bU .bJ

,/

."''''

~"""'od'~ " """"

'*'
,.,"'"

I.'

s'"""''''''........... ,......)

,j

'

o,L

-,

~,

.1

,
s,.... ,,_ "' OJ
__ , (,,,,,

"

':~
r
".",

000.

1 ...;

!r

0,:

!)~"."

o~

!~:~.

12 .8 Subspce Ide nu[ka(lOn

:-'lelOOd~

535

The identification methods d..-scri bed thus far have been based on transfer function
model,. The nonpawmctr1c methods estimate the transfer fun ction directly as a
function of frequency and the parametric method~ are based on rcpre.lenting
the inpUI-output rela tion as a rational func tion with unknown coefiiciems for
th e numerator 3nd denominator polynomials, An Jlternatil'e formulation of the
identification problem is 10 ex press the input-Slate-output relationships in state
space fonn Wilh unknown de scription matrice~ $ . r. n. and 1. In addit ion to
these matrices, the (unknown) Siale sequ~nce. x(k I, i~ introduced a ~ wel l. At lirst
blush. it would '>Cl.'"m that this structure greatly compli ~ ate s the problem as there
arc many more par:lmetcrs to be considered as compared to the transfer function
model. The approa~h is to express th e duta in an f.lpamled Space guaranteed
10 contai n the Slate description and 10 extractlhe JUbSpaCf consis tem wit h the
statr equat ions using reliable and robu st method.~ of nummca l linCltT algebra.
The methods have bee n to shown to hill'c vc ry de sirable statistical propenies
and. perhaps nms t impon:lfl\. to be dire ctl y applil.'"ablc to multh'ari able sy,tems
with "eclor inputs and outputs. The sub space-based methods hale thei r origins
in the early work toward finding a slate realization from a deterministic impul se
respe nse as desc ribed in Ho ( 1966 ). A unificat ion of the field has been give n

12.8 Subspace Idenlification Methods

lour disk system using

leaSt squ ares w.:h
lowp.3S\ lil lef'l and
<r.own fil(1:ors. from
Sidma n (1986)

FfEoueocy re5000;e of

Frequ~ncy

Figure 12.16

SySt" m Identi fica tion

respon;e
U'5Ing Iiltered least
squares. h)(n Sidrr,an

Chapter 12

Figure 12,14

534

SJ6

Ch~JlIer 12

I) =
~_tttt

+ r ll/t t
( 12.1 6 11

u=

[
[

,,
,.

I/ ~I

;/:11_1

",
",

II "

;I.\_-, ~~

",-, 1

...",
",

~.' ~ I -~
.

', -, 1

.,

.1""

.1':

n:!.16J )

tl :!.16:!)

ur

o
()

) o

0 2. 165 1

Finally. \Ie define composiTe matric~ made from the tk.'>C rip(ion matrices a,

(1 2. 16-1 1

We a~StJmc that the input ~ign3 ls are -e., dling in the ~en,e Tha t 11 (1.:) eon t ai n~
many frequencies and. in eonsequence. The ma Trix U has full ran I: '" M . To th, ....
data ma triee~ we add the 1/ )( N matrix of St3{<-'S

,,"

Y=

.,

,,

impo~d 00 the input and output ~qu ence~ by

"hen: the (u nl.;nw n) tiimfn sion ofth ... slate iSII . ln orde r\Oexpres~ the eOOstra inh
Eq. (12. 16 1). f number. M . kllO"n
to be larlle r Tha n the state d illl(ns ion bul much !ima lle r Tha n the da ta len gt h. i~
selected and the tiata are organ ized int o Ihe ma trices Y and LTo f s i1.e M )( N a~
follow$

Xt l.:

in O\"crshee ( 191)5 ) ",-here the fI]C'thod dc_~cribcd here Ibase.:! on e ho ( 1993 " i)
callw a predictio n method.
T he mc thod bl-gins with a collection o f inpu t and OU tput dat a 11 ( 1.: ) anti y ll.: I
that we ass ume are scalars bu t cou ld ju~t as weJJ be ,ectors for thi ~ m... thod. To
moti,'ate the: (je" dopmelll of the algori thm. il is assumed thaI thi~ data cOll1('~
from a noise-free underlying state ~~'stf m gh'en by equ:u ion$ o f the form

System Id rnuflClH(Ifl

n.e

"1

18

If. ""'iI" I ~) """of ond '''''''''''';"I~ 'n , 1<",,,'S

s.o",,, "",hor, "'UUI . ' "'B I"'''' I<;o"-l "I ....,..., "'1~';"' I~'n ",~i,"",. ,,,,I "1""''''. '' I>ooh -"
0 ""<1 -0

11 In I"" m ullhnri~bI< ," "", ~c'J u l;. !1 ~ . Ih. fi,.., 1 B ro--.,

",he!\' [.]' rep:csellls In..: p!>eudo in, ~rse nnd <.:t)mputes a I ~ast \.Qu~re s solution. I!

( 12.171 )

num ber of indepe nde nt colu f1l n~ in th is prod uct are the col umn~ o f PI and
equal s the nunlber of no nl ero singu lar va lues in S which is the s ize o f Y which
is therefore br de lin it ion 11 )( II . Comparing: th is re~u l l wit h Eq. ( I:!. 169) means
that .. e ean t,ll:e PI = 0 , from "hich we can solve for H and <fl. If we wi sh
to consilkr Mother Slate than x via a tr.msfoonat ion T ac.:ording to x = Tt we
would h:!\'e 0 ,:::0 , T lind
= CI.T - ' .
Wi th 0 , gi" e n by Eq. 112.165). the matrix H is the fi rst row. I' We next sol,'e
for cP us ing the propcnies of 0 , !i\t~ n b} Eq. (12. 165). If we drop the la~t row of
0 , and ca ll thai reduced matrix '0, and drop the firST row a nd call that Q, then
it hc lear thatQ., "" D, <fI from \\h ich we ca n solve for

112. 170)

The matli x on the ri g ht ~ide o f Eq . (I:!. 1(9 ) is a comb ination o f the co lumns
of the obse r\'obil it y matri~ in the space of the )tate x and has II indepe ndent
column ), These can be ident ified by again taking an SVO. thi ~ time of YQ" by
com puting matri ces P. S. and Q so tha I
-

t 12. 169)

It is a prope ny of\he SVO thm the ma trices p. and Q. are onhogonal matri ces
ami eo nseqllclIl ly thn! the produ ct Q !"IQ., = n. Thus jfwe multiply Eq. (12 . 167)
on the rig ht by Q.,: il is ~duced to

111 .168)

and the un l: nown model j .. conta ined iuthe matrices" and 'H.
The ne;(! Step is to remo ,'e the tenn in 1{ by muli'ipl~' i ng 00 the right by a
matrix that b perpendicular to U, .. h ich can be found by comput ing tOe singul ar.
\lllul' decomposili on ISVD ) of LI pa ni tioned ..s follw's

fl2. 167)

The M )( 1/ nlat rix ", is the ~""" abil i ty m atri~ " 'ith II independen4 co lumns and
the M )( M matrix 'H i ~ an i mpuJ.~ respon'>C matri x. With the'>C construct io ns
of the d ata and defin i t ion~ of ma tricc..~. the input-Slate-OOtpul relations can be
com pactl~ e.~pre~'>t'd as

538

Cha~ er

unkncwn~

~nd

~" ~" l

O .:

Hr
J

... 0
.

... 0]

1[ r 1
( 12.1 711

be reorganized an d written

Hq, I] '~ r

c~n

0 0
0
_.

['

ther.e equal ions

From Ihi s equatio n. ono;: ca n solve for J and r b)'. for eJiamp le. least square,
again . Th is co mp lctc~ one vari at io n of Ihe pred iclio n s ubspace iden tification
algorithm. Clearly there are a su bstantia l numbe r of choices the engi neer need ,
to make. inc luding the selection of M and the )Clcclion o f leas t squa res or tOfa l
least squares to solve Eq . ~ 12. J 7 11 for'" and Eq. (12. ] 74) for r and J. Perhap.<.
more imponant than these deci sions is thc choice of n from Eq. (12.17 0). A~
gi \en. we h3\ (: ignQr..::d the possibi lity of noi se which b alwa)'~ present in an~
pract ica l case. Thus in practice the dimens ion o f::: in Eq. ( 12 .1 70 ) i<. not obviO\l~
but must be se lected as that value surn thut the si{(lliji("(1II1 singulJ r >alues an::
ke pt ~nd the neg ligib le sin gular values ure dropped . How d earl y th is cho ice i~
depends on the parh' ular c a~e and Ihe nther c hoices made in the algo ri th m and
ca n be qu ite difficult. [n imponant cases, models based on th~ predic tion error
me thod a~ well as O:1.e based on subspace method~ arc frequemly computed and
tested agains t new d:Jta and physical know ledg e to gu ide tiDa l mode l selee ti on.

"

To i,olate the

II JI

IIr

Because r and J appt.' ar on the right in 1{ in a li near fas h:o n. we can sohe for
the m by rearrangi ng the tenn s in the equati on. We panitio ~ the matrices in t h i.~
[um io n consistent " 'ith 1{ and ..... ri te it as

(12.172)

Hav in g H and ClI. we now !Urn to computing r :md J by operat ing on

Eq. t 12 .1 67) to i~ olatc 1(. To do th is we multiply Eq. ( 12.167 1 o n Ihe ri ght b~
the ~eudo inle rse U' ( which is readily found from Eq. ~ 12. 168H and on the le ft
by p i, . Since by defi nil ion UU t = I and p T,O = p T, p , = O. th e<;eoperation~
l"edu~e the equat ion to
'-'
"- '

System rdemlficJlio:"\

In thi s ch apter we have imroouced some of tho:: conc-epa of identificali o n (If

dynam ic syste ms fo, the purposes of comfo l d esig n. The main points were

12.9 Summary

II

used In Pro!llem 112

539

State subspace-based rrn;thods estimate <,late realization s di rec th and are

especiall y e ffec tive for mult t input- mul1i -outp ut ,ys tems.
.

Predict ion error methods based on the mall. imum likelihood are amon~ the
best genera l methods for idem ifi calion.

Eit her ba tch or recu rsive leaM square s gives a good mode l when the equat ion
error is an independe nt whi te noise process.

A Chirp signal in put coupled with the FFT pemlits o ne to o bla in a frequ~ ncy
response model in one pass.

A gooc:: frequ ency response model can be com puted u~ing s inusoidal inputs.
o ne frequcnc)' at a time.

~.O J 6

D68

5. 62~
7. 1 ~S

11.129 5.736
9.115 6. ~99
10.388 6.2JJ

12.2 A ~i mpl~ m""hanical .)"ern withQu l friclion i, <J:'I~he-d in Fig. 12.17.

you "imate .

PIOI tM point . and U.<e le~s l "lu:tr("S 10 ts ti m at~ I'" initial val~ of .t. Ihe inir i: 1nlue of
, .. a.1d rte wtocity o f Ih~ m. " in .\. and in y . On .... the , ur'c ~ line) !hal c<Jr~s 10

>0

3. S~O

.:.76~

~32@

rl.~S-I

5.270

1.50 1
1.777
2A )4 2.531)
2.'KW -'.-WI

- OA 2b

,
,,

12.1 Data from a rnas5 rrK>'in~ in a pbne Ix . .'". ",ithoot for.e a~ gi'.n as

12 .10 Problems

Figu re 12. 17
A me(hilmca l s~:~m

Problems

Data to be used for idemification sho uld be filtered to reduce noise and to
rem ove" kno,,"n componen ts of tho:: transfer fu nc tion.

12. 10

540

Chapte: 12

0;

.f ~,.

.f,.,.

,:unp~n!

b,/ + b , ~' + IJ .~: +b,: + h,

_,
.J
::
:
.
. +"t- + u!' +u ,_ -~_

where Ihc p.1nmeler. a, are fUll<"tiolls of K l . K:. aoo

X ,(: ! =
pt'riod T.

Compule a disc'ete ~qu i "al~1It ~r~t(m for ,ampl i,,!! ~t O. ~ ,.c \I ilh 1n input tn~l
C.lJl ><"1 an inili~l [O"";I ;On O~ .r, Select K, = O.~ and K: = 0.6. Corr.pm. 111<mm, (ormof X , iLr ", = I

",nditio n ' ~

W~ wish 10 e>timato the parameter. k,. k,. and M fwm n..., a,uremenl, o( .T , !I ,.
Ho"''C\"C,. 000:< h om (a ) Ihat ifw~ di" ide by .\/ in e;){"h r quatH)n lh. onl)" itk mifiahle
par, mcte" an: k,l.\/ '" K, anJ I". I A! = K " Gi>e ;u\ imui!i,'f ar:!l un\c ~' 10 lb...'
dfcct that. if ... ,,, '" " ';0' or if . ," ; -x;oJ' it i~' imf'O" ible me'timal~ bmh K , and
K ; from., ,HI. (Hi M: Re,,'ritc tr..: equ"t :/')fI' u~lnf .,. "t - r: and ~ = .l , - ": a'
tr..: pOS ili"" ,,.ri~bl ... , Show thai if .T,.. = I a ~d ". :<) = O. i .<hoold Ix P(h~; ~ 1e tll
~'Ii!ll:ltr bo th K , and K~ flOm x ,II '- W hal doyoo cooc ll.lok mJ" .< 3 "~0I>d" in; t i~ 1

\'.~

= O.
Jf.', + k, ' : + 1.: ;1.\: - ..; ~ = II.

.Ir." + k,x, + k,I .' , -

n.

Dehbe ratel)' add ..dC;liorul :lui~e of kn o,",,, variance tn yOU' <i;ola. r~oITlp\l le Ii 50
t' m.. from di:f(rem runs of noi"l' d ,\:I, and comp"'" I"" ,ample ,ariano:e of Ii 10
Ihc th(oretic al \". lue ba", d /')fI P.

Simula le In" .q~alio", of pan (a \ for K , = ilA. oo K. = 0 .6. , ample.t, at d m~ I)f

0" '"'c for .1O~ample.', anUco mpu le Ii '" I" , ,;, ".; ;', 1' ,\ume alilhe no;,,"
COme, from ' .1 AID convcrlcr opcraling at 10 bi~' ir.clud ini "gn. 1ft"" ,imulali""
I, done o n a digital compuler. add Ihe appropriate nois;: ..:>rd inj; to Ih. nlli"..
mood of quruHil.a tion di~u<.<ed in o.'pI" 10. Com pute tlr pre<l iclcd "ari"""c in
lh. e "imate d it

12A Gh~ t"" tra~>fcr funcri<l n I{t ~ ) of Iix- fi lter that rorre 'lxmd, 1<l r.~ponent; all~ WC;llhl(d
le3S-! s quar~. "-' a (' "Cli<.>n of" and y, Prow that IIi I, '" I if" = I - r .

12.3 Progr.lm III<- "'CUN'~ lea,l-square. al~ori lh m <If Eq. ( 1~ .73~ for: nQ " eighting .. U'" th:
alg<:>ri lhm III c~ ~ in>al c lh<' pal""~mtle " of Iix- sy,tem of Probkm 1 ~.2 ( hl. Uo.e e( 51 '" 0
and p(5~ = I for ,our initial c<loo; liOC1s. If ,,',ilabl e. "'" the ldo:milkutioo TooI~ox III
rept"at tt.< c-en;;se.

III ) Keep I"'" "'mple period ii .\ cd al 0 .5 ~. bur COmpule tt>e .,l;ma le for \'ary ;ng
nu"Jb<, ,, of sam ples , C<ln,;,(er a! le~ " ~ . 11)..10, 1')(). and .' 00 ."-'I "'pl ~, Compare
Ill<" i~m~ ~rildvn """d ;n pari (gl aIld give an c~planatian ef l"" ,.."u lr,

rOll<"looe ",*,cting ",lttl' on of .ample po!riod for ide Miik.tio n'

(or each >-om~ l e period as a m~a ,~...., 01' lota l e~l;malc ;)c'W'3C). Wh~1 tlo )0\1

.l :. ,

!t l "-'~
02 I

(g) Keep lhe nu nhc:r o f ~ amplcs iheJ 11 30 bul ,'a ry I"" urnple rate from 0 , I .' tt In I
sec in 0 .1 ~Ier s and c<lmpute

to

(t)

(d ) Formulale lhe lc,-,-,t-"l uarc, problem tll eil;malc lhe ", I'm" noi,) ""'",Ufoment,
llf ,l ,(k
Set up the prob lem 'O th ~I;I ;~ pol,ible to ;IlOr< lhe " "

"J

(bl

Sys:c-!n IdemifkallOn

Prob lems

'H I

ii, '"

-O.S. b , = 1.0.

e, = 0 ,1.

y,., = - <I,... + ",",.+ "'T' ... e,l"" \\h<re ii, .rod ", "'" iD<lept"ooent "'quen ce,
of unil "arian <x ! and

Compule th. maximum- likelihood e'lima(c. of ~ , . b ,. c, and n,: from 5, 50. and
500 ~mflle s. a<ld compan: Ihc eltim.lc5 10 tt.. "nown true 'diu".' .

- K,r,.

<l.l',+ "~ ,+~,.

,,r..: rc ~, il "hile oois.", Stlow that \I'e cannot idem,(y <l aIl d b from llb,\Cf\'alion of l' aoo
" . e,'en if K IS knO<'ll,

ii ,

."'_' '"

12.10 SUPJ)O'e we ,,;,h to idemify a pl:ml (h al is oper:mng in a closed 1000p as

(~)

fb) Co~ te tn., 1~"~H;'I~a~' e ~;mate o( ~t aoo h, from rmrel'\'3!ion of~. 50. and 500
s.1 nJples , Cornpal\' "arianc( and bia, 10 lhe Ih<or~' in each ca,e .

(al

12.9 Simu late lh< I:--stem [de"cribcd ;n A;trorn ~nd EyUJoff (1971 Jl

12.8 Wr;le a comp utel progr.lm 10 impleme nt til<- 5eurrh for Ih. ma.,;mum lih lilJood est;male
following the n,.,t~ of Sect;u n 12.8.

Sho" th.l this eSlimat. is biawd.

\ Y-A& , T/Y _ AJ f/ m

11.7 In Eq. (12, )3-; 1"'~ <howe-([ th., rhc mn;mlUfl Ji~hhood estimate o f ,, : i~

12.1i rCom ribIJ r.d by :-:' Gupta" Show thai Ihe ka>l'sq ua"" .,I;ntUW 8 = (A 7 Aj - 'A r \ ,
rc.'ul!~ in the orror ~qu=d tt Y - A8 1' t V - Ai; ) '" "" _ fl ",, : . ,",'he,~ {~: = 0' . l'
ka~ m cOlllpoocntl. and & ha~ " component'. What ",!imatc of ,, : do.:, (h,s re.ull
,'u8g", (~ Hi",: If M = J _ Ai" r .'\ )- 'A '. I""n;\l ' = ~I '" "I I.

I2.S In Eq. ( 12.8'1 ,,'C \hm.'e-([ lhal I"'" \'aria= in 11>0.: leasl-.\.quan;s e";male i<
(A r A. ~- ' .~ l RA (A l A )- ' aDd. in Eq. t 12.108) . " 'e ,hll,,"cd thai lhe \".riUI)C. o f lhe BLUE
;, (A r R'I .'1. )- ' U<.e lhe development Of l"" proof of lhe BLUE f<lllowing Eq , (12.103)
to de"Il<: III e~pfe ! ~i ll~ fll! Ihe c ~ C<:ss ,'aria""" o( Ica~t square. 0" ., BLUE.

12 . )(1

----

543

tn ,~.. , ,<X, ". "'>'lot< ,h.:t, th, ":~t

bo:hov iu' <.>fCh>u, ,GI''':l. 198; J,

,-:-:--_.-

<q"'''''"' h:>,. unitjL>< ",1 ...", " >:>tId Jo rIOt ._,hlb~ ' f>< . \ton;,lti nl

Every phy~ical ~y~lem is non li near for large sig nals. and man} ~)'sle!l1s have
imponun( non li nt'urilies such as fricti on thai cannot be ignored even for small
s i gnal~. Furthermore. optimal conlrol of many sptcm~ reql.lire s a non linc,:u con[TOli n. Because the vuriel}" of nonlinear syste ms is ..-.0 vast. it i~ onl y possible
here to gh"e an introduction [0 tht' most important issues und concept~. ' The first
concern is slabilit y. and the most irnponam stability theory is that of Lyapl.lno.'.
It b thi s them}' that j ustifies the cnonnous ll11cntion paid 10 the linear caw by
pro viding the proof that for most nonlinear systems. stability of the small sig nal
linear apprO_limatio n implies 11 regio n of stability of the nonlin ear sys tem. Beyond thi s resL:lt. LyapunOI' theory gil'es us a too/that ca n be used to uetennine
fUrlher regio ns of stability and also can guide th~ de sign of purposely nonlin ear
controllers in a proce~~ called Lyilpunov redesign. L'nforlunately. application of
LyapunOI theory is often diffi cult and can b<: 'ery fru,tr:uin g, Alternative approaches. including co mpl,Her si mulation. heuristic methods such as the de scri b
ing function. ;uld the frcqutncy-response-baseu circle criterion are also imporlant
techniqu es
Design of controls for non linear systems may be placed in several categorie~_
The most primitive method is to obtain a li ntar ap proximation. design a linear
controller, and usc computer simulation and perhaps 3 stilbilit y th ~ory such a,
Lyapunol"s to explore nonlinear behavior. In an approac h known as L~' apuno\'
rf'il e-s ign the engineer con,truc ts a tentative Lyal'u nol' funCtion and deliber.l.tely
designs the controller to force th e system to realize the function which automatically prol-ide;; a proof that tho: sys t~m is >table. Another widely u;;ed approach
is to us e feedback to reduce the cquation ~ to a linear foml ond con!i nue as in

Persp ective on Nonlinear Control

Nonlinear Control

de sign of a controlle r com~ins two ph:lse$: pcrforl11a n ~e anuly.,is and (ie.

improvement. The p .. rfo rm ancc analys is phase inclu dts examinat ion of a
panicu lar fi~r:d Slru<:ture to determine ,uch propettie, as stability. signal Sill".
lnd dy nami c respon"e to ..-.ee if the pe rformance specificati on; are met. The teth
niques al'ailabJe for ana lys is of Ilonline;:u- sy~ tcm~ includc cmnput":f ~ imulatioJ\ .
,tudy of a linear approximation. describing func tions. cq uil<llcnt gain~. the cifd~
theore m. and Ll' apunov ' ~ >eeond method. The d ..sign imprmeme nt pha~e con
sists of finding a ~tructure atld parameter se t wh ich ach ievc an imp rovcd tmdcoI!
umo ng the goal, and t!le conmaints that define:l satisfactory ,;~ste m, Approache,
to ob tlining des ign improve ments will be co'cred in Section 13.2.

~ i gn

Fin~l

13. 1 Analysis Techniques

In thi~ lhapt~r. we rir.~t co nsidcr computer sirnubtion and tt,.:: heuristic analy~i,
methods of C1:juilaler.t gain and the describing function, For ,!abilily. the !lwin
analysi~ tech niqu~ presen ted is the .;;crond meth od ofLya punoo'. bUI ulso di scu;S<.'d
are the circle cri terion and the small gain th emI'm. An impon ant des ign tcch niqll~
uses linear design methods based on a linear approximati on to the plant model
As we wilL see. thi5 approach is ~ nown a~ Lyapu no' s f]"'t method. In Section
13.2 we comider lWO approach~ s to design by nonlinear fe~dbacl.;. The firM i,
the proximate time oI=timal system (PTOS) design for linear ~ystems hav ing on I)
salUrlll ion of the actuator as the nonlinearity. and the !\t'cond is the sdf-lLlning
reg ulatO r upproach [Q adaptive contro l, PTOS comrol is especially appropriate fur
motion co ntrol and adapfi\'e control is widdy used itl chemical proce~s C(lIltrol,
In the la,t se,tion of the c h~ pte r. sewra! im pott~nt approach~ ; to com pUleraitkJ
design of no nli near S!stC!llS are imroduced.

Chapler O.... enjew

tht." fi rs t case. This method i~ known in the field of robot ic~ as the method or
com puted to rq ue. A com b in~!iull of Lyap unov rede.,ign anu curnputed tr>rqu~
that nlt"llds both ha:; recently bee n de n,-loped as backsteppin g. Another ap _
proach to nonlinear dt>~ign is 10 apply th~ concept~ of o ptim~ 1 comrol to obt~in a
contru ller that minimizes a performance measure . ,\ well knuwn ca,e is that uf
min imal time l'untrol of a linear ~y,l cm subje<:! 10 bounded control~. A practkal
approximation to miDimai time control has been den:lopeo.l as proximate time
op timal systems fPTOS I. FinaH)'. a wi dely us~d (;oncept is Ihm of adapli w cootrol. Th(" fu ndamental idea of adapti w cont rol is Ihat th e cDnlrollcr is rede~ign~d
o n-li ne to mainta in good performance in the face of a changi:!g em'ironment that
inc1u de~ major changes in the pl nnt dynamin. Subcatcgories of adaptive control
are gain sc hedulin g. the model rererence adaptive con trol (l\IRAC ). and tilt:
self tuni ng regulator ISTR).

A ~imp le exa mple will dcmonstrate the ,ulue of simui<lti()n ,

i lll = fI x, u , I},

( 13.1)

Many general purpos~ COlll pllt~ r simul ation fOOl> h3\"C lJ.>en deve loped in
the las! 50 yean,. Electmnic an alo~ eomputers ba,ed on opemtionnl amplifiers
were used in the 19.;0s and 1950., . Th~se were followed by com bined digital
Jliulog machIne; and then by compk tely digital sim ulation.1 statting in the 1960:<;
More recen tly. soft ware padan h~ \e been developed with userfriendll" interfaces that have greatly en hanced the e ffec tiveness of digital si mu1atiO!l. Ail hough
comp letely digital simulation is the mo,t common te~hn ique u~ed today. there
are still ,orne app lica t ion~ for dig.ital-ima Iog ~i mulations . e~pccially whe n one
'n~he~ to les t a phys ical compo nent imbedded in an otherwbc co mputer simulation. Given the de sc ription of a sy~tel!l b)' differential equatio ns such as
Eq. (13.11. along with the initial cond ition.~ Xil,,1 and the e.\ternal input~ to the
sy~tem U(/ ,1. a simul at ion pmgrJm will fin d the time hbto ries of all the .~ystell1
yartab le.

~alJ sf;Jctor}',

Simulat ion i., th e proce" of comtroclill g a mathe matical mOllel of a proposed (Jr
actu al ,ystem and using a numerical sclutiOIl of ,he model equation, to e~timate
the behavior of the sy., tcm. In comrol ~ngineerin g. the modds are mo~t often a
colkction of i01egro-din.... rent ial cquati on ~ . th.... >o(}lution to which represents the
respume of the Sr~ lcm [[) ~pcc ifi c eO\ irol1l11 ~ntal rend itiolls nod in puK Computer
m.l)(!el~ vary In com pte.\ lty from a few lirstorder differential equati(1n.~ 10 sy.\ tems
wtth lhmlsands of ~t ~te \:lriab les such a~ a model of the .~p!l(:e shu ttlc. l ocrea~i ng l y.
contrul models of sophbticat ~d sy.<;telll.' are hybrids of ditTerentia l eq uations
interacting with dynamiC dig it:!I Jogic. For ,uch syste m, si mu btion i, es~emial
to stu dy the pos~ible re,pon.<.t.~.
.
Sim.ulat ion is one of the mQ~t val ua ble assets to the tield of cont rol enginee r.
lIIg and IS the only ge nernl meth od of anal)' ~is ;tble to tind solutions \() arbitrarv
nonline3f differential ~nd di ff('r~ n c~ equati on,. Of cour.<.t simulation finds (Jn l)'
l~mit'lll{/: .solu tions. thJ I is, sulut i()n.1 to the equ~ti on~ with spedfic inpu t~ . ini.
11~1 condIti ons. and parameter" It h for that rra~Qn th at si mulation dOt's not
supplant OI her f(lnns of anal~'si'. Impo rtant properties such as stability or con.
dit ional , [abili ty ca nnot be pl"C>l'el! with ~i mulations, In the ca!>C ("If a nonlinear
system. e,e n ~f we have no proof or gllaramec of ~tability. simulation ca n gile
us confi dence th at under th~ operming condition, expected the w stem i ~ almost
surely stable. Although a prouf of ,tability is alwuys de.; irable.' sometimes \Ie
must re ly on extensi\c simu lation alone to decide that Ih~ c(lm plcte syst..:m is

13.1.1 Simulation

Ch apler 13

dynaml ~S

di.agram of pc>ndu lum

Figure 13.1
A s,mpk> p!mdu lu ll
la) schemat ic (b) b'<J(\:;

'H6

Ce ntrol

~, o=

_I"" - Q :.<in O +
lI =w

..

-..:. T

"'/

for small""

inili~1

lumlilions (near;l

J"iJ1

= 01. Find aM plll:

,.,

T..

'"

Solu tion. II is J facl lhal for e,cn weh a si mple. common >lltem. tle dn~- form .<>1 ", inn
i, wry diffi cuh tnobtail . The homogenl.'<l<l. ,ul uti"" \ T, . = m i, a ccrnpli<"a\ed Be ~1 reri~,.
wnile d o><,d form ....Iulio'" (0 rlrbjlfl 'Y inptJ l' are impo"ible. l~i n g ,; muiation,.,.e can rind
the ":-po<l!oC" of Ih e '~S le m 10 :lrbi trar: inputs ea,;Iy. "Tho: ti me hi,torie, fo' It.. angular pO!'ilio n
and ,( loci IYofll><: pem:u lum a,e ~hown in Fig. 13.1 a~ obta ined hl' lH MAn ..~BIS IMULl~K
block dia g' am dlawn in Fi!i'. 13,3, One Ca n ~c fmm lh is namplc ,,"". 11100 comp uter >oft"",,,
h", bo!en con"ructN W allov.' one to ~ lUp lhe si mul~\i on in a H ry intuiti ve ,'.-ay fmm the
equati ons. A; a maller cf (""'t. Ih e .'il.\1ULl NK block diagram is c~sc~ially Ihe same", " oolJ
haH bttn used ye ar.; lp> to S ~I yp an omalog , imubl i"" wh ore the I/ s (aclon ,,"OO1d halO
be"en opamp integrators. Fu, ",m.. l1" nIOIions wher... , in O "" () :uld with no inputlorq ue, the
,)',t.m app"aM to bo! Iirlear, II i ~ dea' howe'er tllal for an in\'e"od pendulum ~ () '" ") \he
1)' Mem i , .n)thin~ bUlli".,. r a.\ il hang s up near the initia l () al tbe . tan . F;~Ufe I~.~ illuM, at."
tile "'ponse " 'ith a cO<T.plex in pul torque
rep""'nling a ,:mdo m . 'ino.! force acling OIl (It.
I"'nJulum. Simulation .1I0ws u~ 10 fi1Jd Ih is ,espoosc. ",here.s " do~d-form solution wO\lIJ
t>C" impo \sibl<. A rea..:.r,.bl. imuition is that if this simple secon(\-()fokr 'p tem ;1 diffi..ull t.,
w h. ~ nal~'(ic .. ll)". then cI~ d oolulio", fOl hig!ier-{)r<lor ,)stem, with .'en OIle nonlin eari l!
"'ill 1.><- \'ef)' d; [fieu!! if '101 impO!',i hk- w find.

fre.:luefIC~

i., Ihe o",i llalion

the fl'>pon>e or Ihi,
I)ste m for inilial condition> cnm'$poo din~ 10 &1 0, ~ 0 3M PI O) "':r. ,\1 50 plOl the re.po!'''''
10 a piccew i~ CO<l st",,1 in pul of .<a mpl ed "hilt o(li>(". L: sc (ll( par::nneln, II = 0.25. Q~ = )(10.
arld mt"! = 1.00.

,.,.her\' b il the ""<leffi~;")\1 o f drag lor ,i!d:ou, friction I and n =

7\on l i n~ar

-- - - - - - - -

.,
,.,

O' Time (l<cJJ.2

1.4 16 t ,B 2

0 OS

,
,
,

Tirll< ("oJ

B.nJ.!imitod
... hi", ...,;,..

G.i n

4,5 'i

1/;

54 7

. To perfoml a si mu lati on uf the forc ed pendulum in Example lJ.l . the equa.

tlon s of mOllon arc numerically in I~grat ed. Many gencral imtgration schemes
ha" e been dc"elope,jlo pc rfonn the task. For a ,ySlcm described in Eq. ( 13, I ).

GOi ,1

~--<,-

Ii,

Analysis Te<:hnique~

I""'J' >I<II
In"'gra,orl
M"TL>.B
I'-1--------t~~+_--'---_f-l-<+_c"""""e'"'"'-f__.1 K-

Sum

,.,

, ' .l ,

Fig ure 13.3

Simu lation bloc~gram to< SO/\/ing (hi! p ffidu l\Jl1 'cr~at OIlS____

-O. IS
-0.2
0

- 0.1

-o.os

0.'
0.05

0'
O.IS

- -- - - - -- - - - - - -

Fig ure 13.2

~soonse of the pendulum fO( fa) ~o3Ii ;r llial conditlO1; (b) large "Ullal condi tions

IJ I

Chapter 13

~onlmea r Co ntrol

.."o o,s

-0,00

.1/

.00

",

..,

,1\

IS

2 2,5

l,S 4

4 .5 S

f',-, I( x, u(T). r)dr,

(lJ.-I )

This equation could be integrated if th e func tio n I i5 COll5tant or linea r. Difficul ties arise when I IX. Ul r). r) i~ a nonlinear function of its argu ments over the
integration interval. I - T ..... I. "TWo broad categories of num~ ri ea l i n t~gration
schemes are used for these casts: single-'lep and mu lt i-step. Single-step me!h ods (e.g" Ru nge-Kutta) approximate the in tegral by evaluating 1('It. u(r). r) at
1 - T . I. and various in termediate \'alues. in an effon te arrive 3t an accu rate
approximation 10 fI x, lI (T). r ) over the inlef"l'al which can then be integrated.
Multi-step mcthods (e.g .. Adams- Moulton) re ly on past values of the d~ ri \ a
ti\e. I( x. u (r). r) . and assume a cenain degree of smooth ness to predict fU!i.m;
behavior. Multi.step meth ods genera ll y don' ( pe rform ....ell in the presence 01
disconti nuities such as step~ or st;ltk friction since the e~trapolation may m i ,~
the point where the discon tinuity occurs. The integrdtion algorithm used in Examp le 13,1 was a fifth -orde r Ru nge Kulla. Mos t simul;ltion packages allow th,'
user to choose from a large selection of integratio n routines.:
,' n imponant issue of any sim ulation is how do we determi ne if the an
swers produced ilJ! corre ct ~ As has been pointed out. whe n using ,imulation

Xlt) = xU - TJ

the numcriC31 ~olll:io n is obtained by fir.;t ex pressing the mode l as the integral
equation

'"

Itfi

(.)

0 _5

TIme (S6C)

l,S 3 J.5 4

-.-.

,'.
,

,'bJ
,,
1
I .,,
..I, , -, ,o

Time("",)

Response of the PE'ndulum to an extemal inpvt iii) pendulum angle (b) external to<que

Figure 13.4

548

51- 9

ea~e

In t hi~ section we noted the non li nearity of the simple pendul um and the
wil h which a simulation package enabled us to find pa rt icular ;;olutiOI!S for
thc syste m. The abi lity to sch -e di fferentia) equations of high order. complicated
nonli neari ty. and time-variable coefficients m~ke s simulat ion an invaluable [001
for co nt rol enginens.
As was !lUted earlie r. in Fig 13.2 the' .sYStem appeared linear near (j = O. and
in fact call be approx imated as a li near system in that legion. This approximation

8. Operating sys tem and hu., t compu ter req uirements (memory, di sk storage'.
etc.).

7. Portability ind iCllting hoI\' easi ly the sim ul ation can be run on di fferen t
cum pmers.

5. Ease of use inc luding block.diag ram suppon fOf system defi nition ,
6. Graphics suppon for inputs and ou tputs.

4. Ability to simulate hybrid systems whic h contain logic. sampled. lind con.
tinUOU l parts.

3. Fle., ibili ty of int('gr.uion ru utines,

2. Ru n time.

L Accuracy,

we u~ually do not ha~'e an analytic Mllu ti on before we start. Several impor.

tnnt tech niques are employed to check sim ulat ion ace u r~e)'. Fi rs\. the simulat ions of a gh-en sy~tern wi th var)'ing method~ of integration. vario us integrat ion eITor limitation to ler-duce._ and step siles should prociUI;C resu lts which
are \'ery close 10 each other. Using some tr.etne ,uch as the largest absolute
\'alue of tile diffcren~e between two ~imul il1ion~' sta te \aria ble trajectori es. the
measure of the difference should be insignilkant to the designe r. Drastically
di ffere nt r~s u lt s poiO! to .'10m... numerica l sensili vitit"s which ~re causing one
or both of the ~irnli l ations to be incorrCl:1. Second. in most situations the designer know~ basic propcnies the sys te m should have . uch as the signs of
derivatives. and steady state val ues. When simulat ions fa il basic sani ty checks
MlC h n ~ th ese. thef"l;! is something wrong. For insta nce. the pendul Um example
shou ld beh~\"e' li ke a linear harmonic oscillator near () :: O. It shoul d ne\'er osci ll ate' fastef than thi s fre4uency tllllfol"l:ed). The pe ndlil um should rome to rest
at zero angle and angular velocity and remain venical for exac t initial conditions of IT OJ. A quick cx3minm ion of Fig. 13,2 revea).; that these co ndi tion s are m~t (steady Stale solution, can be \'erified wi th 3 very long simulat ion
time}.
r\ partial list of issues for any simulatio n used for control system ana lysi.I or
de,ign is a, follows '

13_1 AnalYSIS Toxhniques

550

is known as li neariza ti o n. and is an importam [001 in the Inalysis and de sign of

nonlinear control systems.

Konlinear Contro l

Example 13.2

Us in~

=W,

11

T..'

, [- j

(I = f :({J,w.

" ",1-

= _ bw _ Q1, in tr _ T

w= f, (9_w. r:.1

tile notation ufChapter '" for slale equ~tiOfls.

With Ihe defin;'ion of the ~ alC

SolUTion.
eq" al!on>

ofmQIion.
tll~

1l00;on i. deocribed b~ the

For the tim eumple of lineari l 3tion we return 10 the pendulum 3l de",ribed b)' Eq , (13,21
and Eq. (1 3.3 1. A..,urfe That tr.c s)'~tem has a ~il;on !.enwr for the :m gle ~. and that the gool
is to keep llIe pendulcm perfectl~ ,'eni<:ai (pointed down) "hile Ih~ pi\'ot poi~1 is ,;.ubj~t IU
('"nail) horizonla l acc~ l erations as might occur in a hanging crnne. Fii>d tr.c lin.., equation'

Th.' S''1a!I-Sig~,d Appn)ximlltwn

Linearization is th e procedure in which a set of nonlinear d ifferential equations

is appm limaled by a linear se!. There are t ....'o main reasons for the importance
of linearization, Firs!. there are many good design and analys is tools for linear
system~: and second. Lyapuno\' proved th at if the small-signal linear modd of a
system is stable. then there will exist a region. which mayb~ ~mall. within which
the nonlinear syslem will be stable. Thu s. almost alwa)'s. Ihe first techniqu e of
nonlinear system analysi s and design is to obtain a linear approximatio n and
design a conlroller for il. Simulalion c an then be used to explore the qualil y of
this de,i gn wh en u;ed with the nonlinear system model.
The "small signal" approach to linearization wa~ di;cusse<l in Chapler .. ,
Allhough based on expansion for infinitesimal signals. the technique is by no
means limitt'd to infini t csim~1 dev i~tions about th~ opera!:n! point. The relali \'('
s izes of Ihe deviations from Ihe operating poinl where the linear approximation
is good are governed by 11'00 primary factors: first. the nature of the nonlinearity
(how rupidl y it deviates from being linear ). and secon d. the accuracy with which
we wish ou r model to match [he lru~ syslem. The definition of "small" is very
much dependent on the particular problem.

13.1.2 Linearization

Cropter !J

Ta bl e 13.1

= 0,

"'I'

i =

[-b
,

=! 0

- Q 'Co;;tI"

I I~,

j..

- ml'

tho """l'kt. lil'l<a:,zci ~Ial. eq uation \ are (ben fi'.. n b)'

,11;.

"I:

iii,
aT;. =

"

= - Q!Co:.ff

Je ; 0

M.

if8

!Jr,

,-

ilJ~ '"

ifw

ilf, = - b

1i"""" lC aboUllhc poi nl (w" <'" I ,;etdin g

13.61

-+

11.1.5)

55 I

--

1.00
0.25
100

m r'
b

n'

Value

Parameter

"'_I =

.9925 -.9971
[ .0 100 .9950

1", + [ 0.01
1,,'
0.00

( ]],7)

To explore the propenies of the lineariztd mor;kl let us use (he system
parametcN a~ gi\'en in Tabl e 1.1.1.
Subst ilut ing these parameters imo (he conti nu ous sys lem model linearized
llbou l ( " 0 = O. and !fQ = O. ~llow s u s to compl!1e a discrete ~yslem model (for
disne te time comrol). Fo r illustrati ve purposes. we will as sume a 10 millisecond
sampling int<'rval ha~ already b een eho.<;e n based on a de sired control bandw'idth
of 2 HI.. Fi ndi ng a di scre te ti me model with I 10 milli second sample inter.-al
yields the following equation

Thu~

w~ C~n

II I Ana l}'slS Tediniques

Ch~p!u

13

(b) large

,(I'MI COIld,tIOf\S

(a) ~,'nall r(l'tlal cond ,tlons

model of the peneulum

model ClOd r1(m'inea r

Contwl

Xl '

-O.IS
- O.l
() 0.2

- O.t

-0.05

..

"
..,,

o .~

0.6

O~

r;on~n

. .. mQd.1

1. 21..

~ / -i- .

1.61.&

-,

, +' -,
, -,

-~

." U".. ' mod ,t

,
.., ,.,
'",..

I'm< 1_)

I
J.$

4 .S

The ob,'ious que~tion i~ . "How we ll does This mood predin the ~}~Tem
Ik ha\ior T' Qualitatil"ely we can ~cc from Fig. 13.51(1) Iha t for angles neur",o = (J.
the linear :md mInH_ear mode ls are e.\ tremely c!(J',e. Howe \-er. Fig. I ).5(b) , ho\\ s
lhal a i' ro~~ viola ti on fro m the condition s under which lhe lin eari zaTion wa , d one
#~ = ] f lin\erted pendulum) y i e l d~ r~ s ults ~eriou~l y in e rTer.
Aoolher I"el)' 'mporta nt poi nt should be repe at ed here: the acc uracy req uire.
mt:ms for the mlXkl are a fu ncli on of the appliC:ltinn o f the mode l. For openloop
pre dicl ioo as in Fi g. 13.5. lhe model may have to be extremely acc urale ifprt:dic.
tiuns are going to he made for long lime int cf'i,'als. However. if. JS is llsUJ lly the
ca., e in control s)'stems. the lin earized mode-! is to be ur.ed in a STate es timator.
the accuracy of the mode l is m uch less critica l becau~e measure me nt update~ in
the STate e~timator are used to l'orreCI the model e~ti mates rat each sample intt:r
Ial ). In fa~t . moocLrr g rrrors which produ ce timedomai n errors well below tho:
ban d .... idth of the state rs timatorca n be easil y to[emted. II'hereas modeling errol>
prod ucing higher t"r~ ucncy emm are more likely to rcljui r~ reducti on si nce I he~
are beyond Ihe bandwidth of th e stat e estimator. Usi ng this re ason ing it is ea~~
to get a fe el for w~ich type of mode ling error~ are perm:ssib le and which 'Ir~
not. All model s coma in errors. and there is always II tface-off bo.>Twee n Illo de l
co mpl exity and compuTati on time. so mode l si mplilicali on should be co nsidered
in a ny des itw. One of Ih e s impl es t ways TO !(,S1 models is Throug h simulation
and examinatio n of the resu lting estimati on errors and the o verall system pe rfo rmance. The si mulation sh ould contai n a plan t mode l 9li th a hi gh degr~ oJ"
deta il. and then estimalor model s based on di ffering [el"els o f appnnimat ion can
be stud ied. In this man ne r the accuracy requ ired of the ~ppn>:\i mation l'a n bt:
d etermin ed through I:"s timator error and perfomlance analys i~.

." '" r 0 I 1

and the out pulrnealUre me nt is g i\'en by

I'''on [ rn~a r

Figure U~
(omparos.on of fl nearizec

552

ExamplC" 13.3

.... nal)s,s Ttthnioues

553

~b -n,,;';:' ],. [ ":i 1c.

l lx.

(]3 .9)

t,,'"

+ /.;"

'sn'wl .,. ~.. , ' 8 " ' w) pl"'l.

'~" iproc a\

of the kJad iOt'n ia ler -'/,v ml

l ', = "' n"" gain

~"'

1,. = :oppli <'.l input 'o..>njue I N.m)

Td = d .. g torq ue fn;>m I"ot ion c()mpooems (N ", I
T. = net inpu t torque cau ,i~g ~,.kra;ion I ,v'1n [

TJ i"J] =
with til.- foHo";ng definition,

il.l .1 11

Th~ u," oflin<:lr inlivn fo r d.-ign Un be illu .r':t,cd hl de.' ;gn of a <pimHe '~eJ Cflnln;>l\tr for
a cu mpact dj., ~ player. Tile block di ag ram "rim, plam \\ ni" n u,e' a d irect Uri\"~ <pioole mvt (>l"
is .-.lIo" n in Fi~ 1.1 .6. ~ tota l drag torque ap pl ied to tl.e i~ nia ]l<>ad i. ~iwn bl'

D.,ig', B:i;,<1 ~n u lin,w' :\rr't.'.I"'''''!1iMI

For di sc rete tim e control iT is of ~'ou rse neceS'ilry to l'ornpute the corre.<;ponding
d iscrete tr..msitiorr matri x ob (tlt ) and input mur rix r ut. ) at eac h ,am p1in~ inTerval
To sa le computotion time. the matrices can be c~mputed over the-expecTed
ran ge o f 11, and ~tored in table, as altu al \'al u ~s or coefficients of some cu rl'l:"
fit equatiom. Choos ing the >a mplt'" inter-'ul c learly will have an effec t on th e
accural'Y of thi s Itt hnique ~ i nce Ihe error in ca lcu laTi ng the next ."1mple is related
10 the maxi mu m change of lh~ Slate \'uriable (J during The interval: the smaUa tne
c hangc. the cl oser the approximation. In a si mul ation of Ihe pendulum, the size
of the time , tep--.:ln d therefore th e acc umcy of the .o;olu tion- lI'ould be traded
o ff aga inst the exectilion time ef the ~imulation . For d iscrete tim e COntrol. if
th<.' sam ple inter"l"al doc, not yie ld good enoug h model accuracy then it may be
necessary to compute Eq . ( 1) .1 0) more than once per S-a lllpic imen .. !.

m.lo)

In Ih i. fonn. we can npproxima te the sy~ te m 1l13tri); as cllnsta m ove r a small

im e" 'u l o f time. Thereby a l[owing us to compu tt a linenr d i.o;c ret~ ti me model for
the system over that inter\"~!. U) ing a cunslant time intervaL the state cqualions
become

.1' = [O

:lnd the o utput mea.~ l<Trment re main s as before

, = [

Before proceeding. lef s look at pi eccw ist.' li nea rization as a ~implc simula.
tion ailemative for Ih e s)".'it~m defined by Eq. ~ 13.2) and Eq . (D.3 ).
Equ at ions ( 13.21 and ( I 3.31 can be rcwrimn as

13. !

Cha pte r IJ

fn(tiol"l

SUctIon ilnd coulomb

including nonlinear

')pond e motor model

Figure 13.6

,,.

'",

-t'

"

"

",

Of

' lI reak a ..."~ torque [l'Oc,,:ton-:netcr> 1

1'1 "' I - t - ~

< 1.

o > ,
,. =11

r -, "
I)

-,

Clearly. the

1.(1

lOr<j ue

~ppl il lo

de~bi n,

the ~Jli,ldlc ,,"".... ;ore liwn b)

R = 1:1/1. w . T,. I.

w= f ,I!l . ..,. 7;.1

nonlincu diff~rtnl; al cqu~';on<

J 11>.: OIIl)' "'lui",,,,,,,, 'Of w.I1.up ~ ""I~ be in i'i" l~ "" " "moi "f ,I .. " ., i< I';""un f,'I\'~ ~ .... OOt~,"i"~
,-"",min, ,,,,,<J ",Ihin . 'i'<dfi , d m,,;mum "trI<.

.","

"fll(

r:Id~~ .

Dun n, "t.ar1-up Iro <pi nd !.. <pd ) the ronditions Bi ' u by Eq . fl .' . I.1 I " ill be, wl.tcd . h .1
!he s~ cOIILrolLtr " 'i ll onl~ be np1cd to pnfocm ,,t ll """" Ihe ~ptftI ;,. in the O['Cr.ll in ~

Solution.

the .<pi ndk I;"'en by E:!. I I ~. L I I I.> a ~ iihl ~

"""l irv:ar function. In lhi,tao;,: ~ li neariut;o.n ;ti desrri bnl in Ctuple. ~ (:ii I, Lflhr opcrn.. n~
pai ne i. till '" = 0 bc:.:au.... lhc p:mi31 dm ',,-'''., of ,.,.. " l num funcliun d\)(, nl)l U i<' )1 !em
Thj~ ; , ~n<c "Iw;n: obl.lini ng ~ lirv:ar di;.crele e'lui, Ilcnlll1oIXk[ "ouldbe c"n.-, ncly d,fT..:. I.
Ind canoot Ix hlOlldkd to:- l ine~ri l;Uioo wilh h i~h :lCCUr;lC) . H (l'A~'"r. if >o r ~ ariel a ,pIIIJI~
' pn:d contmlkr whith h:1S a noo~ero """cr boUM on th~ ~irnl uP<'o:lIing ~d'. th,." ... ,'
can l i~ant~ thi~ pI.."t. ;. ,c,a"onabk' as",mpuon r:;, IMt durin~ opo.'T'lIinn t ~ ~p",dl~ ,""""
... ill be ,n a rtj,[n.:ted ran,c ib

s~ nlrn

" '" ' [Ilie friction ,-doc; ,)"cu,bl",\! lr.ld->c~ ' 1

k'f = , mic (.ic"I'n

l " "" c"ul<Wnb fnC!1()!\ torque 1:-"("o" too-lTlete,,1

.t" _ li...: OI" \ !sew, friction rot"ffic:ienl 1,\' ... 'C'~-r.ld ' J

"

,,'I,," e the sig nu m fu oclion i . defined as

'.

\lonlineJr Control

spirldle <rotor

figure 13.7
L,"!anled model of lhe

1;1(1 ..,.

f.. ' ,., /;.""

=0

"a...

,.

""

Anal~5i5

Tec hmques

555

"

- t I.'

[n [ '."
T.... ., - I.., -'k" '''' '.

1 13 .] .\ )

~itk, the <.t.Okully o( lho: unbounde.J dm'~t;'" of th<- !oig num lun(1ion al UfO. ~e>t r~l
()th"" pmn!> "~n be muStl'llk,d ", Ilh !hi. t~~mpIc. It is not a]..-ay ...:0:,"")' ~h.1t lhe "oprno1 inJ
JIOlO[" be ~ con'U nl ,alue . In thi, enlllplr /j I~ inCfu~; nl'" i".h I1me bfi"au'e kO "'m:I' n. posi li,c
aflCr "anup. If II>! ITIOIkI OUlput< did nDi rcqu i... ""gub, JIO<I tion. "'e: o:ould ";n' ply drop"
from lhe st'I~. fJo,..'e.e ' . lf olher p;o"' oflhc \I,'crall <~~m mi~hl ' .:<j\li ... an ~n!;ul3r j'X'S'IIQfI.
"'put 8 conl101 be dropped. In art> ~_ .inee neither f , nor f, "'" ru ....'1 ioo~ of". il Ii not
ne..~"",'} Ih:M /I ren ... ' n 000>13111 Although the ",tc... input>.:IOti <uput, c:tn ;omel;rrO(" be

TIl( bIoo: ~ d ia~,...Hnoflhc ]Inurizro ,)'.tem .. oho<o.n in Fill. D .7. . ..... Cltul a ll II>< ,.,.,.;able!< arc
o.lill in abl;olule ICfln'" Il\!t lhere i, a d<"P<' rl<kncc of T..,. on the .. gn oflht mlatiOlla! wlocn>'
w. Note Ih~1 .f Eq , IJ.]~) ;I u, w II> moo.kl lhe ~)",c rn in ,i mul~lion. lhr bi ~ U)rquc ..oould
be >CI 10 In .. w _ O.

by

We!>(c 'M"hcrc ;1 no do: .,c:OOen,-.: on ,h. "JIC ,ming po.>inl . The "l' ~-'p.xt' ,nodel i~ then given

"

ai,
ar
== O.

II T~

!!J.. _,

'f.

'iHi"

:;J. ., 0

"

0-

~d

<I",

ai, _ _,. <l TJIWl +0,., - I;

Compul inl Ihr p;o!I'~1 dm',lIi " c~ yiekls

\1\

!>.'lany systems include a flex ible physical structure which is pa n of the 1)IOIm
to be conlrolled. The slrm: ture may be a simple pe ndu lum as in the readl" rit . .
assembly of a magnelic disk wta slarage sy.'>lem or il rna~' cOlu:! in an ex tre tlll"J~
complex 51ruclure such as Ihm of the airfr,uue and aC lU310fS of a J(13ircr3ft. In al!
bUI the rnost trl\" ia! ~ystems. anaIy.h of the structural dymamics of such a I,Ium
ure greatly facili tn..-d by computer programs whic h lum plysical descri ption .. (,'i"
)tructmes into linear dynam ic models. One such prog ram is NASTR A~ r:'\A ....
STRuctural ANalysis) (see Strang 11986))_ The ana lysis or modeling tec h niqu~
employed by mos t such. structura l ana lys i. pru!lr~ms i, finite element ana l)si ..
in wh ich a . tru cture is modeled as a joi ning of many simple elcn~n1 s dr;l\\ n
as geometrical shapes such 3S cubes. pyramids. or rhomboid., . I'ropcnies of the
material such as S!iffness and damping tletermine the d)namica! propenies uJ
each of the clements anllthei r interconnections. An exampl(' of how :-IASTRA;\
is employed in control sy_~ tem design follows.

Structural An a lys is

from the l i nc~r continuolls limr model of Eq. (I ].14). we c:m u ~( thc nlCthud
of Chapter 6 to find a dbcrele equ il"alem. Sincc lhoe de~ ig ncr has footld a W~~
10 appro:dmate th~ nonlinear model by a lincar one. he a she can now pmc<'<'d
wit h li near desig n tool ~ . Th us the goal of li nearizutiun is (() obtain a linear mOo.kl
which is valid over an appropriate region of operation sl.("h that we can u;.e lh~
famili ar and powerful li near systems analysis to understanll th c co ntro l sy~ te m .
Many physicu l ~ys le mS such as the spindle 1II0l0r Can be modeled ve ry ac~u.
rately by lumped parameter (fin ite orden linear moods in the expected regiOll'
of operation. Alth.ough. some non linear models can be: l in ~a r i /.ed by haoo. ma n~
an: comple."!. enough to require some ~on of computer ~ftwart as~ i St3T1'. Ph},.
iclll structures lOUCh J~ beams, buildings. bridges. l ouds~3ke r~. Md mis )ile., ali
h.3\e high ly non lir. ra r dyn3mic beha" ior unde r reasonable opef"llti ng cond iti on .
Linearizjng models for sueh common systems is grea tly fJcili l(lled b~' campul . . '
progr.atlb.

(mp~W .

<;'C)<I\"tnienlly .x.rn~:l' """-;31iol" from .he opcT3(ing point. Ih, ; i< fIOl nt:Ir)' filh~T. In
Ihe n..c of 1100:- !{IinJl~ modd. " ' f can ;odd ~ bill, or "di<lU!b;Jnct inp,.!"" ;IMOtlw nlUikl ~nd .lkM
all of the ","" c 'ariat1h to "'I""~nl (~absoluu ,Miabl.,...., In a "~ll(brd mood . II . houl.J
~ cleilf thal norllCro lcmt< in !he non lln<:::U" 'l>lem mu.t ~ aa:numw fOT. lI-' ""-' do.__ In Ihl'
cu m!'I.:. b~' :ddin~ f ... , 10 II... ,I .., tqll.llion<. h should be dear h~ Ihe (Qf~ rul ( ","",lin!'. In
Ih i~ probJ.tm ....ill h~,c 10 pro' idc al k a<1 a <;'C)<I>lanl bla.. torq .... 100"'lCom~ Maring rn~' ,,,,,,
and ""rod~'namic o.lr~~ . Th\l< ciilt kc-df".....aJd. inlerr'" ....... , ....... or Ilia> C>tim~tiOll <hould "'-

Example IJ ....

the fmlle eleme,t

method

fo< strvctural analysi s b~

Slmp:e pencfu lum moae!

Figure 13 .8

0.1,'"

Ana l)"SIS

oi

Techniqu,:s

557

0 . ' mla

"'mm

~Nod.Jl6
I't-I O mm-+j

"-..

. ~.dt.

2 ,~,"

--11'-

nlOde" 01 1.... bunl :t.noJ ~lIIoJ . "hio: b mo' " 31< u.o.."O in P:>" S tb-dl of FiB_ t ~ .9;oS cOlOpIlle d
by til<' P!Oi"la;n. The 1",,'csI Ir.... "'"'~ moo. j, lb. first ~IJding nono:lt of lh. po".,julurn ""3m
... bid, " '" 157 11 7. Th~ d("!1I1~' of 3 pc" lld ulum a ~gl< conlml '~ ~ tem "i lh a b, rod"idth k.~

SoIlltiO": ~h the bt3rn"."d I h~ lO;td 103" '''''', t.t..n di,'idod ir. to clemr"l" fQT m,)(ldjn~ .
T"" mt>~.on In 3 hurl1()nt~1 pl~1M: 1110 ,fa' iryr---;a,. .... ning i n_pl~"" moIinn. onl) arod ~ "rid
""am_ I.. JU': llu l of"n inm i3. ~ ,,~ In. b"ic IC'f'OIbC' i< ju,t Il);)t of 3 doubl~ iotegr.lUOn 0(
'"pur ~n.rq~ I .,..oduc~ tl\c OUlf>llt an~1c /I a' >ho .. n io pan la. ,;(Fig . t ). ~ lrillid body mode l.
The rt~ld. l!oo.i} "lOOk l i. Ii "" unlil tl\c input r<:>rqu. , I:.n . IQ ~itnifjo;-antl)' [1,il< Ih. bo:ndio~

U"O' ."ASTRAN.

n...... ~

A b.:~'rt .. j,h. frkl ~~~ P"OI. 31 one enoJ and ~ Io.:td 1I'Ia!I. ~I rh~ OIt..:r i. """"n ;n FiS. !J.S.
<1I""IU~ tH"'-dl of 1""'( found in robot,.
~3(U'<ril( ltead as...... mbll . :ItId lOan,
0100 t-'~h'plo; 01 lTKlIioo CQfIlIoi . ()(""",<lflIIC Ihe rom put~l ion of 3 /Ilt)Oj(1
t .... motio~

/::'1:1.1'''1,1,' '" flnif, Ek'r..1t[ -In.J"'SI<

----- -- - - - - - - - - -

IJ.1

by NASTRA N

mode, ~nd Ie) treQue-ncy

response- from ,nput
tOfQU@10 1 and y
d(>fle< tions

fM)ic! Dody, tbJ first

bending mode, (e) I,~t
e-xte-nslOtl mode.
(d) second bendW"lg

(~)

oet~mmt'd

Pendulum mode

,.j

-t20.0

- 110.0

X-Of R

,.,
"~I

2000.0

...-,

- 23O.D
_240.0 L~_...,--~_...-=-~_
10.0
100.0
1000.0

-no.o

-"'.
- 210.0

-190.0

-ItO.o

-t1O.0

1500
--160.0

- 140.0

- l l~ .O

,,

:'>Jonlinur Cor.tm!

~h (lpes

Chapter 13

f igure 13.9

S'fi8

'"

lenth of Ihi.

ire-queoc y N ul d ",,~I~ l ll!i. nllxk ~IIOJ.!CIII(I.

-.

~1(\f1g wi.1! 1""'-'

--

- - --

"Jbc;",cannoo "" ~.,."

bl- de><"f"tl,ftg fu"",1OIl ~ .,~o..t"

4 S"""" """I"..:., >~, ' .."\ 110,. ,uIlJwmr:.ni<. in ,.,.;, "'~I'''''' ",',.,1. OO..:r, ~;<pI.~

.. ,

.'"(t ) = A ~+ L: (A . CO!.IIWI- Bn,innWI)

~ ,..",i(" ......... ;0'.

In many cases lincarilation of a nonlinea r s)'~tem or subsY"tem by small ~ ignal

annlysis is 110\ pos~i ble or i, not adeq uate to descri be the syStem. 1be dc!\Cribing
function is oos.ed on the fact Ihat a Itnear stotional)' system responds to a sinusoid
with another sinusoid of the same freq~ncy bul mod ified amplitude and phase.
In 1950 R. J. Kochenoo rger proposed 10 re pm.ent a nonl inear clement b)' the
transrer fu nel ton of the ( ficti tious) linear statiC'nary system which ""QuId produce as ils Output a ~ig nal equal to lhe fund ame ntal component of the nonl inear
system's cuttl p l~te OUt put. Hig her order hannonics weIC TO be ig nored as negliSible. Notice that this describi ng funct ion is IWI a transfer !"unc tion and in fact
usually dcpcn~s on both the amplitude and the frt:qucncy of the inpu1. Oc..;cribing
function an31ysis as~ umcs th:l1 01'1 1)' the fundamenlal component of The Output
is import:lnt. TIlUs. for an input \"(/) = A sin WI to Ihe nonli near fUfll.'1ion. it i~
as~u med that ihe output can be ex pressed a~ a r"QIJner series as fullows'

Describing FUll ctions

For ph~'~i c3 1 systems c,'en of the complt'xit}' of the simpit' po: ndulu m in the
last e.~3m p le (and this is as simple as one could pr.K:ticall y ima~i lle). mechanical
engi neers and control desig ners find tinite elcmen t analysis of lhe plant Sll1Jctures
to be very ad\antageou~. Afler entl'ring a geon"letrkal description of the ph)"~ ica l
system inlO an input file. along with infonn;l.Iion characterizing the materials the
system is cum prised oLl! progr.lm such as NASTRA..'\" can lind a lincar modd
that can matl,'h the physical system vcr)' clu..;.ely. NASTRAN ou tpu t can be: u~ed
di rt""ctly as p ~r1 of the dynamic mod{.'"1 used in the control design. S u ~ h models
can be malic far nlon: accurately than normal hand anal ysis models. (t soould
be noted that fi nite clement ana lys is nn abo provide infomlation about stress in
the mate rial under various loading co nditioll$. ",eight. i~nia. and mode shufNs
in nddition to the dynamic response "hich is or' primary interest to the control
S)"Slem designer.

-------

13. 1.3

r~.OtI;tlI1

559

or hig"'" rreq~cn;."it . s ' oc~ I"" m:rgnillKk of l~e f,~ ... oc~ rC'POO,e c~w >ed b~ lho: lirol m....de
resonancr n>e. a fW:IOf or 10 j20 dB . abo\'r ,h.' oo..:lint fr"'l"~""~ rr'~~' defi ned ~ II!(,
1/.' illCf1ial n"OXkl. notr1e..'1ing .his ~ndinf mode oftbc .,.:ooulum "'iIl ' e,tnC1 ~'OI>1rol""'il!ns
10 1Ia,'e ~ Nnd~ ,dlh 110 hi,hrr 1b:1n 3borui 16 Ill .

Ina~ 0Il~

11 I :\noh->lS Te<.:hniqu.:;;

560

)', ~i n

Cl 3.llh

(13.\61

(1 3.\51

IP, = arcTan B: '

+41.1-

( 13. 171

( nWf

".,

Y = \ {t\=+
,. R:

"" " n+

"

1P,
=
A

itt :' + B',

03.19)

'f'l o.j("l>Ing f~ n <"I~'"

l.fl :S I
.r < - I.

,. I

- I

+I

y"' '''''l(h / ml .

UJ . ~~1

If thoc lincar f"i ion.1ope: or g~in;' k ~nd the final , all1mt cd ,aluc i.I "'. lhen Ihe func liun i,

~II.\) ~

b:I,i<: .....1Uf2(i(ln fU ""l1OO ""lined by

1..:,,<, Eq. 11 .1 20) 10 c:lk ll];otr "'" d""",ribing. fUlKlion ror . .. u..... i.... "hi<:h is shO'II'" in Fi~
IJ. HlIa)""lh u amp k inpul :lloo OUlpul in Fi~. U. IO! b). Sallll1llioD l~ 0'"" of the n'O$l common
nonlinoe;.rillc. in control \~ $lrnl~. l1lc S<' ner:ll .alurallun fu""lion i .:x pre,,.ed in Icrrn~ of I""

CClm,..UCIli,>I\

nonlinearit), has mtmor), Th aT is indepetlden Tof Time. as with hySTe resis. Ihen lhe
describing funclion will he comp lex but independent of freq uency.

That is a lso indepen dCn! of w . This is the mos t comrT1()1l :ase in co nTrol. If The

In The C3!>C of a me mo')"I~s non li nearity which is an OOJ funcTion 1/1 - 0 ) ::::
- /(0 )). Ihe Fouria !,Cries cosi ne coefficienh " 'ill be: lCl"O and the de;;cri bin!!
fu nclion be:comes
B
TIJ . .!OI
N (A) = A' L O.

N { A . w) = -

Y,

A constant offsel ""ill be: prese m in The OUTp UTif the nonlineari TY is not symmelrk
( A." ", O ~ . Since the dc!tCribing funcTion is the complex r~! io of !he magniluck
arid phast' of the firsTharmonic in the OlITpUT10 The maG niTude and phase of The
input. we arc oul)' intereSTed in the firsT T erm~ of lhe Foutit'r seri es represenTing
t h~ outpuT. Thus T h~ dcscribirlll funcTion is

where

:"'0fllmcJ I c..'nlrol

bamplt l3.5

Ol.lplcr 13

chMaoensllC Ib) trlpOJT

.nj OUtput S'9n.!k used
fOf the calculatIon

(I) ~iur~"on

dl'SC flblfl9 fund on

.md Slgfl(lis used lor the

Figure 13.10
Salura:lon nonl.'neaflly

56 1

!!.!.
,

B,,,, ~
r.'': ,al ( 'U
;-r ~
III

= to. :, I~I

u.l )

III

~.1 1

.. n ..... ) :<mw r<l livll.

. - ~ I

, II"

~:r J j, JU5\ fOllr Ci ll OC ~ Chal ",rr

. in Wl ,/, ...... ).

",

,U

-'"

~
of

,'Ii

:r

.~ .T

= __

"

,Ok

III

,.j

''''---,--;;--.--!
2
1
0

.,

.,

"r
,l. -- - - -

lit

, in'

til

<i n WI ~,...

.... ,.

"in ...... d,

co,. ~",I) <II

"' ..... ,.

,.,

~~

., in "" oI,

sin, ..... If'

j .... ,
)
, ,,,"(f"'" .... (,-<I""")
,,,"(r - " w' ,It... [~ ' )
.., A:T "
"" . )
= ,,""
A (r'' " I+1

e...,.tt.ing Eq. ( I .l.~.ll into 1" 0 part, ~'idd,

'

I '" - ~f~,m

1"l1r ;nl~araJ ril:! "" bm!."n into 1""" P""~ . bernre .00 afl~r 1lI1U r:l1ion. \11< do.:fioo lhe pi';nl of
. alllf:ll1<Jn a, ncrllmng ill Ii"", '. ' " he ....

I~ quarTe r c)'<':c wi

<in

,"",,,\11 wi '" to.

..!. f '<&:' ,~ , al (~
m

:r .,

Th. inl'1nll f~r the ~fIkiml 8 , 01,'1"1".

B,

W"iIere A i< the amplit\>IJe 0( th~ inPUl " nll<Oil\. S;~,...:: 3re 'lflly ime.r<trtl In lhr amplltlllle
,,( !he- fund:llmcnlaJ in .~. we II"",", lo"akuJ~lc lhe: IAtel'rll Eq. (I.;' 1t. 1(Of n _ I

,vIAl '"

&:"U Tion. . A b<ief .'~mi n':lIion ofFi,. 13.10 can ,in'plir) Ill.: t~,k . for 3n In!",l .r .. .i ." n WI
wlI~ ~mpl lluJ: A <: ml '. I~C ""><:ribinll functi" n i.ju"," 1.0. a g~i n o r 1. \\nh A " lilt(
"'r "aTII 10 lind thoc f UnJ:lIl1ot: nta l h~ nllonk ~mpli"'d. and p/la>e ~I l~ OU I(KIi \ gi~(n b)
Eq. t 13 . 2~1 . 8:,',"u,,", lhe , atur.llion funcU(lfl j, an odd fU"""tion. lhe COd,k;"n<, of th ~ CoS "....
I.rm~. A, in .Eq . t I.l.151. will all be lero IIk'r.:. In. phil\(" "ill 31'<0 be !~fOl. Tfle <k~ribl ll!:
funCTIOn N ~I,. n bl Eq. t 1).10, i, lhe n

13 I :\n.1.lrSb T~hn iqu<s

Df.scnb ng functoon

satlJ(llion

'Of

E.'unlplc 13.6

figu re 1), 11

!nt

'"

,~

.,

. '. ",

'"
,4t
(0 )'
,1 :T \ I - .-\k
:>

,11. / 11' :5 I.

AL-/ ",

WI. I) .

I. . . :)

..

.I

,vIm

"~----<---o--.c--'c--,.--,;--~.,--i.-~,,

.,

0.6

JG\
-:-

(lie dc~libin!!- fUf>:.1ion of lite ~ifnum fUl\C1ion "i,en i~ Eq.lI J .1 2J .... i1h C~tpU1
mulu plied b)' , ain m.

Compul~

C(I"'I'IIIIIO" of ,h.' DLkli~ I 'lg f 'I',a,(>I,

Fi,. 1.\. 11 . I'lowo s ,he "alu~ of N l k a.: a funct;(mof .4.k/ m. A. /1", inpul amplirudo: .4 ;1)("' .3""'.
lhc ,a)ue of "'Itll d.xreaso:. bc<c.u,", lh~ ampliluJc of Ih~ fund:lJ'l'le.'lIDI ,ppr~dlt, ~ c~"~n!.
thaI uf a u ~u magnimx <quart WaH !m /!'r. Hen.;e. non,,~li~.d to 'he :unphllJd.1' iI . ,\ de<:ay~
a< Il1e ifl'~"'" of A .

'V i .... ' .

..ur,,,,

At
. "".co,."",-- I~"O:>JT/ _ - CO\
---~sln

~m""

1 "' 1 ("~)I. ,,t h3\~

~", '

" ,u"' + "" ,

;-~n:-<ln
,
1

U<;nllM, _ :ore<in

~--

"""
('-U,
,t :'T

A:t

_ 41"", (Al, '. _ ~ >jn ~I "'-'. _ .!..('&"ut

<0'

...
j

,. :r:c:",c.;'::...;-.:;

; .

.1

j.

,.

;~,=:.- - '- ..;'~i

!tj

q~

-f~:;':~~:FfJ -:-:_ .~~~:!t:L~ ~:;~'-i~ry~

j ; 'j,J!.... +: t!

t.!

t-

- -1 .. (..... 1

for ~II ..1 -:I- 0. Eq. / 13.26) is plQllW in Fif.. 13. 12.

.~..1

,vIA) .. _

''"

from ... hk h the lielCribillS fUOlt1l0n nf lh< ~lgIlum fuocDon is

H, ~ ~

, /.-_.,
".,

='"

10'

(13.2111

SoIUli(on . For any r\QI\uru i ~Il'UI .

A $inM .lheOOUpUf. " ll)
sgnxU} I> a ~ar~ w~\"t
of th e <ame fuOO:tmc:nlal freqgrocl" arnJ ph.a~. Cak~lalinf. thr fir;! c<>tfficlmf> of the Fourier
>orr;.,o ... t h,h ( AI _ 0 :lI1d

"""

1~

IO.'.'c--------~_:=----~-'--'--"-'__"7.
I~

,~

:t

,j

,........

563

SoluHon. As se<: n in fhe figll"". 1M fun,tinn ... itllllr~u ....., is ~xhibil' the Itnd~ncy 10 remain
in it. current II~te, Until the input 10 the . ignum funclion .... ilh hysltre~i s j, p~SI IIIe \'alut
h. il i. flO l llOslible 10 (\c ltnn ,,,,, the W lpul uniquel~ w~lloull<fIO"'inj: ils paSt hi'lOfy whiCh
im pl~ Ih ~1 thi . non linearil)' has memory. II ;, deor lh:il the Q<Jlpu l IS .gain a ,quare w:t\'e

COIl , id era Stil1lJm fUrlI.tion ... i,ll h)".~ ~n"i s h a~ $hoy,'n in Fig . 13.13 and cQmputt it. describinl:
function .

- -- ----- - - ------ -- -- -- -- ------------ -- - -- --

- - - - - - - - - - - - - - - - - -- - - - - - +

me S<9llum IUl1(tlol'l

func),o l'l fOl

f igure 13.12
Oe~nbm9

IJ 1 Anal~"5is Techniques

Ctupltr 13

Stgfld:"--' __

n-:
7\I L - : ., I
'!

01"

IJ. I~.

II

Ii~ u oe

{hat ...hen I ~

ft:i\(,

Input ,''''''

, .,

The me thod of stabi li ty ana lysis using descri bing fu nc tions is an e... t cns;o~ ~!
the Nyqu i'il cri terion for linear ~y S l em ~. If a li ne ~ r S)".'\le111 has ,"haflLc t~ n)lIl'
equa tion I + K Dl I )G (.! t = O. The standard ~ yqu i~t slabil it y a n ~ ly)ls p l ol ~ D C
and c.~ ami nes the enc irc l~ m e nts of - 1 . If K i,; known !o b< in ~ ra nge K, < K <
,
..
K then we CllJl Illark the li ne segmenl from -..,.. to - -:"" . and 1\ I 1<.: enClfC em,nt~
l
"

,
of the entire segme1 t are coumcd ~n d the stability criTerion applied ..... e can del td ~

Stability Analysis \\.;(11 Describing Functions

corn,po..... I" lhe OU~I >qu:ue ,,'a'( being ,Jc if1 cd 10 (ht-1"'3~ nrlh~ ,npul -i "", ",a,l'.

""'l' """inl(LIIk I~ J UO! .:Ii~hll.. ~er Ih:In lhe h~'\l~< ". lhe pm-<: 3n~ k (. - 911 . ,,-t.i.:"

.", ..1

,\'1,1) '" -

L - :If""n A
i. in{~res{in.!! '" n(>le (rom Ih"

,
......

. A.
"

0;1 DarCSin

Ihe pll;>.;;o: t~ IS G;""("n b) Eq. t 1.l_171 dif?'II~' (Of ~It til .

""kh i~ plonw in Fi,.

a.x~u~

A"nWl ", /0

"llh .mplitudf of one.;r; long a< In" i~ p nl aonpliluok A i. g"''''~r than lhe h)"~' f~;' k-wllr
I A > 10. OlM",-i~ ' ......... ,1'.." i~ a n ln>la nl ~ II. NOle (rom Fig. t J . I:l< b l ll\;U the '<I~ "aW
I~p , .... inpul ~i n t ,"':It? in ,ime TIlt ~ I;nl<: t~ n 1M: tak.-u l :ll<"<l,,~

(.,
''''

'.,~=:::;.~,;:::;,:='-,i,;"'-~

I , 1'''/
-. '--1
~,~ , 1

,l,

N(onhne-ar Ccmuo\

Figure 13.11
ComputIng the
d('scnbong hmctlOfl lOt
the SIgnum functlOl'l
WITh hyst.. oeSl~
(a) th.lractemtl(
(bl onput and OuTput

564

n()r\knea,ity

A discre tel lme system

.....1)) one series

Figure 13.15

figure 11.14
Plot of thl' des<:robong
IUOCI 00 for The ~ num
fUrKllOO Wlm hy$Tere'i:5

.-\nalj"SI> Tet."h!llque~

0,

,f

,.'

II)

(OO ! _

'

,~

,OJ

, ,
".

'"

1"1(.4)

_i.

JO'

~_.

, "

,-

5 6j

if the ~yMe m will be st ~ble with an)' fj ;l,ed gain in tlx': given ran ge. The- describing
function applie~ this concepl by re placing lhe line seg m~m with the plot of
the function .,~:., If the curve of D ( j w) G (jfIJ ) interwcts the CUJ'\"C' of .,: : . ,
(he inferenee b that the )ystcm will oscillate al the eorresponding frequency
and ~m pJi t ude . If the encircle menl counl eOfT'eponds to that of a stable ~)'Sl c m
if it .... ere litlCar. the inference is that lhe nonli near s~'S(em will be ~table and
un )table if the enei Jt'leme n t~ correspond to that of an unstable li near system.
TIIC"t' ill ference~ are nOi pro\'en to be troe but re!i-u lt in u.>eful concl u~ ions in
many e:he .~ .
Fig ure 13. 15 ~hows the bloc k: diagram of a system h,wing a sing le nonliltCnrity
in <l. n othe rwi_"C" linea r feedback loop. Instead or plolting the ope n-loop tr-.tnsfer
fUflCl jon in I~.e l-om plcx plane and loo king for e ndJt'le mem ~ of the (- I. 0) point.
the li near par. of the lTan~ {~r fUflC tion is plotted on The same graph a-, the llCgati\'e
ft'ciprocal uf the de;;(;ri bing function of The nonli near pan. Any inte rseclion
represents a p<)ible instabilil} in t ~ close<!.loop SySTem_ In effccl. Ihe single
(- I.O) crilical point is replaced by a locus of crilical poims as gh'cn by lhe

~ :<,----c-~~~ "":'~.:!~.--7C-C_~>-.C.-~_T;~:'_;~~.""'1

\J.!

[xample 1) ,8

f~dMc~

A d&l'I!le1o!le ~ynem
wilh ~"" Il'e errOf

Figure 13.16

L'wl;; lh, D.$,rI/>lIIg F"n':li,!fi

I:
l) '

~ioo.

cauwd bl

Solulion.

E\~n in this , implc c.~:vnpk there are aclually mu llipl~ noolilW'~ri\lc< prc-<Cnt.
Ihr .... UI:I_ as " 'cll a~ die data '1uamiL""oo ,n the Afl) ~nd DlA. UO"f:"c'. tn Ihlca~ "I' "'-~U rl)(' smal l ..... ntil.ation Ie,e!. and I....' Ihc dTn 1 or qWIIlilllUon "til m3tnll t.... ~
~mall S t~otal dft lUI C'lln be i2nor<:tl fm a large "gnal anal,--i, Th. ' roIuil;'.., ...t.ser-:di<.'Il
Can he <ub,lanlisle.J b} cnmi",~~ 1M propmi~ of Ih~ qu.ll1liler~....ill be dt'1lI' tn t~ ne,'

The noo ltneM .Ji>C"re:~'li ",~ <,'sl~ m mo,,kl i~ ~ho...n in Fi, . 0 .17. ~,nI 3 ~ri bin, fuocI,''''
dt..rnplioo for lhe- . uur:uion. p",di,:'I thr 1~ ~i,nal bc:h:i",Qf oi!he ~~'Icm

CI : I =

=I f~lo"'nI h~ .'Cf'IH!rd.'1

0.3 102:' - O.599k + 0.2902

[)lA C"" be mOCekd 3, a <;OlUr.:n' on " ilh g~in 1.0and hmils

hold. Ib~ :.tr3n.rGnn ofl~ opc"...loop .~,;lr", ..-ilb T .: 0 .1 I.

n.c,

(l.l~ 1

Coo,ide . lhe f~cdba<~ ,'<ln1",1 "<m Gf fig . 1.'-16 '" he.~ the ~ i,,\II't~' limc 1,1lC~' Il":In,f.-,
fu~clioo Glfl i.gi.'rr, by

Atlnly.i.-

runn ion. It ~hould Ix- nol cd that nonlinearitio:s ca n hal,(, a Ix- neficial
effeel un a ~ySlem in Ihal in :.orne C'.L~es they limit the ampli tude of all instability.
Pe-riotlie, fi nite,amp litude. steadYMate mOl:ion) are re ferred to a~ limit l'ycln.
Alt hough a li mit-cycling ~y~lem can ~ coo~idered ur.stablc. such "'Ollon i~
o;omet i me~ be ni gn in thallhere b a finite regLon of slate,s:Jace " hieh conta ins III<'
Ird;&lory of the hmi t cycle: and if t h i ~ region is '" ithin tle allow3ble en or. then
Ihe ~:r"'t'I1l may t-e sati~ (aclO"y. The syStem does nol ha"e as~'mplOl ic [abL iL ly
which de fi nes 3 ~)'~tl:m " hieh con~ to rest 3 1 the ori gi n of tlto!- Slate ~p<Jce. Ooe
value of de.'\Cribing fUI'K.1ion analysis is in find ing Ihe cond i[ion~ under .... ltich lhe
s)'lem rn a)' bero:Tle unslabk or e.~h i bi t .. limit cycle. Oree IhO!'c condition .. are
identified. lIteI:.\tct natu re of Ihe instabilit y or the limit c~ cle is most acc ur.llel)'
re lealed via ~ i mul ali on . Also. chOO1iing a remedy for the ill~tability can often he
done " 'ith describing fUIIClion analys is. whic h can yie ld c~s on hoI\' to mi nimih'
or e limi nate the instabili ty.

d~scribing

Figure 13.11

._- - -

The NyqulSl plot I!): the

sys:em 01 Eq. 113.30)

Fig ure 13. 18

A d,screte- Itme s~tem

Wllh a 5<l I""ClI,OI1
non't!ll'ilftly

,\lA '

, ,

A b.M

,OO.

til " ' " ,

t"'''

in Eq. t IJ.2.~J. For

arc bot h .:qualm ....... A pIuI or

,
"

5 67

tile l'\~qul>ldiar.r:om oooJ 0( - 1/ ,vIA) i~ Iho.. n in Fi~ure !l. 18. B"~u<.c f..:j. 113.23 ) h...,
ph~'" anc~ . - 1/ '\'1..11 lies <l rkll} 00 the net~I ;'( re.:tl n i. of 1M )\"}'qtl i'l pIoI .o
Ihc Iofl from - I. TIle two o;un' (>o ;ot(:I'>' ;II IClt''' '1 = 5.81-' . .. l\er<" w T = 0.U58 and
Ih( I\curi,,,c> of tile de<cribin~ function predict a I""'<il;ol~ limit cy('l~ '" a f,..,que<t<.C) of
1 = O.OS8/ 1. 1 ~ .T) '"' O.092~ . The cydc ""'Y or nt. no! be' stahl<'. In Ibi, cJSI.'. frool
f il. !l.l l. a 'alue r>f SIA ) = 1 /~ . 81 ~ '" Q. lnCQITe'lX'nds 10 on ampl illltlc oi "I'~ro~ i ",:lId)"
A,. 7. r" dc:1~rminc Ihe "ability of .he limil c~clfo. a ""nllroa!i<.m d .ed i, do<>e. o\um(
thai Ille .~";'.m i. Gpe t31ing al ... u .... dy the po int ft"J1'C>t."me<! b)' tile i ~tcr..ecllon uf ,I!.:
cu,,~ . If I h~ JmplilUdc A i. reduced slig hl l~. N (A 1 iIlCf'uj;t'<. n.c, rnlicaJ poin l ,~ift. 1O.11e
ri)!hl. ~ po<; ilitHl ... lIetC II ... funet io" (; I~) li b no nc. (ocin' icmcm . ~OO .he a mpl itude will
dec r~l,e fll nhe r 1II0\"i", a... ~~ (mm lhe point of inl ' Jbil ll}, On 'he Gl h ~, h3 00. >"s~m ( Ih"'
the ampl il lltlc ,. i rlCre~..ro ~lighI J>. Nt'M is. ...,.J uc.:d , ind - 1/ ,\', .(1 ) i) mo.'cd ." Ihe left from
Ill\: poi "l of inl<.>( .....
T he R<'W critK'31 poinl i) n,!", "ocirclcd I,,ice. ""d I~ ampili ude
"i ll in crea>e 'I ,ll funllt', T hul \I( predi~1 ilIl ullstabl.limit cyd e " 'ilh lbe u<f'ofo "(",ribi ng
(u ncli"" . I'igu", D . 19 . Ilw, ft . imu l:.u ion of Ihi, "Y,'le rn . :-.Jote thai ,m:l ll >tep inp.o!. an:

to

'''' .. .. I

eu".

..... naIYS1S Te<.Chmqu~s

fuoclion for Ibc <a!urallon fUMtioo

0
A,;,.
R (;>[

We halt dcn . e.J lhe' dt<mhing

00

.,
." " .,

.,

., , ,

.,"

G (j-"

t~ ;l'.umpl'oo. of the- protolen t ~ 1W'~1lleIC't<

,
~
'r~..

,
<

,
,

00

13 I

Chapler 13

Y, IJ.7S

10

T"". (ote)

IZ

/ \'

"

"

I \

- -- _ . _ . -

SOluti on.
~i\'cn h,

I.l.~('.

Q ( n)

= q roundl " /q I.

Tile inplll-DLltput ,h~ra"tcri'l i c of Ih~ qu.nl i<cl " 'illl a ,/uamil" lioo \c,'d lOr <j i,

nl)l\lillcJruy ;n<tc:Kl qf <.l(ula1ion. Tho ,pte m ;, .hown in Fil'.

~ami"" 1M 'lI1 all ~ji~~ 1 ,h"""'l~ ri ,ti l.'> of the .~'slc m or EU l11pl. I .'.~ .. illl tltc qu~nt if.tr

QtUIr.(t;:" ,\,,~lin"/l":.I"

anal)"$.

,''''' '1:"<1'00""'. Unlll Ih. =or

lhe .aluration nonhnr:;,ril~ is lhe coturol lcr error. or Ilk- d,ff<,U"ncc b!1"n Ilk- ,:onun:,,'" ~11oJ
~ 11!llal reachc~:lIt inili al ampl ilude of I I .~. fol lO"- cd b;. a laq:a
p.:a~ amphlud ..J ...... 10 11K- rollov.in~ o'c"hooo.. (he ......, "'''I:I; ns Slable. " '( ntkulatc Ih.;ol
Ihcampluudc "''IuirNIO ~ ;"Id 3 ,null <'lIOI.Igh dC">Crihin, rUlIl"1lOt1 ;, aboul 7.1ma llcflh:llt Ih'"
"",uircd forlhe .cep IfpUI. If " '( h~,'(! = I and locI III ~ x . 'he tIInl i""ari t~' hca>1n"" II lIca.
and the 1onl, Of POIOl , - I / N I A I roll 3p,,",' 10 lhe . landan! I-I. 01 pom, Dr" t\}qui'l .,~biln)

'n"(lt>!b prNicI~""d u-,ir.g Ihe d<-<cIibi n~ r"unnion. AllOIlocr I""':u,e o f Fit. 13.19 can ~,.,..n In
~"Omfl'ln n l l hc . iu of tile rcspoll'c!O (h.: lnaj;niwdc "f lhe re fc",nc. (.cel' l Input; lhe inpul 10

~""",dcd 1(1 in ~ ' Ial>lc .lnd ~a<.(KIabk 6~ion . A. It..> .I~p ~mphl~ ' ....'(;1>< . Ilk- ~'pon~
~I' mo<~ an.J """" ""i ll:l1,,[)' unli l. 31. ' ((j)' Iar~r Ih~" ll.~. tile OUtpul dh.... ~(\. NOh' I h~
"Ppm~ illlltle p<"rioo 0( Ihc o>ci ll atory hcll",ior j . I ~ ><"'-"On..J, . ... hi'h " ncar Ihc 1/ ( _ 10.8

,l

.or

:"ontUlcar ConLr<>l

E:"ampl( 13.9

Step resoooses oj ThE>

system 0 1 fig \ 3 17

Figure 11.19

568

of the

..

r' .

, ---,---;----"

.-..-..-..:': :oun~) J
j

56 9

!A q

-- +

which .. plDIICd '(hU' , t /4 in Fij!.. I ;.~~. Althou!!h " i, nO{ oI>,ioo" f>'Ofl' til.: !"\Iu"lion, it
Can be Sl.""Cn 1:0111 Fig , 13.21 lhal Eq , (13 .;1) is m>t . monolooi,' fu nct ion of A~, " '3, the
SILUf"i on (k~l ibing !\mCI;on, Hence a.1 ;m<'r>l ion of _ I f .V(A I ,.. IIh G lf " r ) dOt!' I'IOL
~1 "'3.\ ' UlIllIuc l} Oe lcfnl; rI\'" ~n U "'~ilude. ""Ilhi, i< 00(" [lfOt1km in Ihi, ca'c.

.,.,It;:;V I -

""_I'" ,-; (" ,)'

lron,lder 1M addilion at sitnU Il1"ilh.dc:ld~noe funcl ioo ~l. and i~ , i,"cn b)

""here lhe ""round" fU1\Cl1oJI1 i . Ih~ n,ur>J-o/T fu ncti<m do<:nbed in Chapler 10. and ~n In
Fill !.l.21 ror curn~nin'ICc . The ocKribj~ fUrI<.1;0f) fur Ihl< r.:onl ll"k'aril) i. 001 hard 10 fi nd

,.l
.,

,l

.,-

0-

'f
:t
,

"

' ,I

6(: )

:\"JI~"sls T~ clm: ...ucs

------------_._----

round-off qUdntiler

Chdrac~e"~tl(

Fi gu re 13.21

Figu re 13.20
A d~fele-l,me sr.;tem
w lh iI QU<lntizer
oonhneaflty

13 I

Ch:ip!rr 13

QIJ<Inl.rer c.h<Ir KIens'.,

0 1 the round-oH

,
tl/q (Isb' ,)

S.",,,

}~Id..

<l /~

Ii,,,,'

i nt,.~ 'i(>n of.he '''0 c".w> I"cdi.." J ~ublc ll1nil clclt " i!h all ~mplrtuoJ~ "f ..,n. i,dl~
- 0.000:-1..1 ~ peri od of ruu~bly 10.8 ~ (f).1 It l' Nf>I~ Ih31 Itw:- 1"'''1 ~d,
wi ll ~I "';I)" trc in lhe: r~n~~ o f 1 Isb po:aL 10 po:a~ in ~nlpl il llik for ~)"_I", m uf ,e d"~l:rt>I.,
high gain J I (J>c, nn;1 1110 d~l!= cm'I" oer 1"""1"""")" It .hou ld a1><l b( ,,",,".11 lhat th~r>' .'
nothing lhe dc< i~ner (ron do aboul !he " nll'jilVlk of 111.: bm;1 c)'cle , hun of gening ~ N-" "I
( higher ..:wlution. DlA CClfn"trtCI. Mo,oo'er. , ioce Ihe ".~SO\-e. p i. I< U'UJII) Ik ,em.ill<""d t,
more ImporTant CDn~i~erallQfl' . uch a5 d",old]oop b. rKlwi dth. ri>oe li'...... arllll()o)t 1(Io,'al ulI .>,
tI", f"'''q ~rn', uf th e qu nr il"tion induced
c~' dc rna~ J l,u ~ fi> ~d , Fig. I).!~ . 1"".., Ih,'
'>'." ~.n Ir. n, icnl '.'po.,e to >.ero input " itb an ini .i. 1 OUtput CrlOf Of O.O(U un'u. II '~ 'n. pon dlli
10 nOl. Ihat .be lilfgt .<i ~ n ll "" ponse of the s~"!<'m " ith qu:rnl.iJticn plotled in Fig. I ~.!.' "

"he,. . V;, I.... abbfe"~!"'n for \"01r,. aro,J I<b l< Ihe ~,i:lli..... fll" Ita>! ,i~nili.c:m' "". Th,'

of I .O VoIl.

Solotlon, Si~ "'" know ,hal :he: Iroo<fer ru"",ion ~nO.I Ihc rttiproo:~1 (If It..- r:k:-<;nbi n~
function " ill inlCr"", on Ihe ncpIi," ,(";II J.,i>of ,h~ :-':yqoi" plo" "C cllll.,mp~ i ry moiler< b~
plll .. in, -I /" , ,,, - . .be ma~nill..k of Gl r~1 J ...lI.:n L G ...", r _ - I HO, .. h",h i. S.II I ..!. J'
~hn""n in Fi,. 1 3.~3. 1 hoe .. u:r,~'ilalion fronl "SI"; ;I I ~-bi l DAC 0'".,. an I>Illpu. 'oIl~~e r~r.o:"

Wi,li l~'" ! .... n>fcrfyncr .... n l:n"Cn by EIj . ! I.l J OI ~nd qU;rntil:tlion c.,...,_pond i", I() ~ Of A '"'" ~
bi"""'r:: I 'ole ~u"X\. prnIi<:' ,he . mall ,ignat ~bJ\"inr oflhoe ';" I~m dr:lr"'n in FiS 1,1.!H
b)Wd r.JlI ,be ""'",ribi "l( fU''':lion. Th<- pi.Jnl lran<fe.. run.:liun i.>
h~' Ell. ( I.U l.h.

"
"

"'"

....

,.

1.2,.

IAI

l\.mlm<'MCOr'l!rol

Fig u re 13.22
Th@de!.Cr .blllgfUr'l(1 .o n

570

p~

me system of Fig. 13 20
wnh (in 11 bot dnd a 12
M qUilntiler, show ng
limit (}'des

Fig u re 13.24
Small ~Ignal r@5ponse~ oj

(I~1I('f

plant \ldln dt

aescnbong jun(1.on
,n [er-;ect.ng WIth Ih@

figure 13.23
Flo[ of thoe neg.lhvr"!
"(Ip,oedl of [he

O~I

0,$1

OJ 3

0.54

ltt(G).r L(G)

1 53

-180"

0.$6

OJ7

0.51

--

Il.!!

0.59

0.6

4.9A

U,..-

runc (Ott)

. ........ 9.76S6 ~ 10-'

,~';- ; '~~~~~,
~
l
""

;~

.,:r.

-".~,_---'7', --------~__j

An:r.I~Sl s Tr<:hr.l{lIiCS

"----------~------------,

D.I

51 1

Chapler 13

-----

_ __

,,

r.mc (....1

'.'--",'--';---.'--7-..,,,,-~,C,-~,7.--',,,--",,,-~w

'1

'H
2~1

.~

the inte rse<:t ion of -ljN(A) and the ope n-loop transfer function G(e'''' ) can
giYC infonTIatio n ahOO thc expec ted accurllCY of the de-;Cribin g function analy~ i, :
nearl y right angle crossing~ in the comp1e.~ pla ne indicate a fairly high accuracy predic tion. As the angl e of inte rs ectio n becomes smalle r. hi gher degre e~
of unc ellainty in the approximation are cau,e to ,u<p..-">{: t predicted li mi t cycle,
or instability. A simple se nsitil'ity analy~is nplains the (Cawn for un('ertai my:
The int~rsection point of line, which are nearly parallel will "lO\'e large amoumS
along both lines for el'en minute changes in the position of c ith ~ r. In atld it ion. th~
relative deg.ree of lInamint: is t1ependent on the mag nitude of higher harmon
ics (beyond fundame:ltal component) in the output of the nonlinc.u:ity. Smaller
hamlOnic conren t usually imp1i~ s gn-:ater ac.; urae)'. Sim:e the method of deKribing functions i~ an approximaTi on of the non line arit y. repre se nting: the outpu t 3,
a single ga in and phlsc shifted version of a si nuscidal inpl!' the a,,:cl1racy of
the method imp ro\'cs as the hannonic contcnl in the outpllt decreases. As sUl-h.
plants with a l ow-pa~s frcq uency response te nd to lend Ihemscll'e, 10 ~Iabil it~
analysis usi ng de,c rib ing functions. Furtuniitely. most control systems. especially
servomt"Chanisms. ha-.e low-p ~ss plums.

As a final nOte or, stabilit y ana ly~i s w ith describing functions. th~ nature of

- - - - _. _ - - - - _._ - - +

t~ ''''0 mm li !1eari';"~ <.C["J;>ralel) ,,'a\ ,""lid

agJ in ne.1rI~ i<k nlkal to that of the u ""uan l i ~ed .' ) .i lom . indit:l.,ing thm lfl al~ ling t~ c IT....::, of

_--'-_

'l

"-_

n.

' ,(

"

.'~

N{lnh~ar C{lnt ro~

ResponSl' of the system

of Fig. 13.10 wl l n both
S<lturatiooar'ld
quant iza tron te a step of
mod~ratE.' size

Figure 13.25

572

~i nu so lda l cond;tio n~

Techm ques

573

-x; or

that ,p(x l

+x . Nute that k , an d L

~y

- +

Sin,: .'gnIO I '" 0. "' . ~1lO\\ Ih 31 1h~ '1I11r li[~ i lhrou~h lh" OI' igi n l whi.:h bound,
Ih( .,i:;,,,ufIl fu...: tio n from abo' ~ i, t~ y_a ,is VI" a li n~ Ihr~~gh tt-..: oogin with a , lope of intinit)'
Th~ line Hhf(lY~h l~ ori~inl ",ill! I~ lM~~'1 slope whi:h boun;;i, 1M- ,i ~ num IUI><'!i o" from
he k",' ha, a ,10;>: of O. TIl.;:,..,f"fe. ,,~,'an ,ay lhat Ihe ,;g num fun crion i< in :"UX [0. :::..: 1. In
tlli. C a~. l, arxl t~ are 1M- min imum an~ ma~ i"mm ,Iopo:, of the .ignum (~n clion .

Sol ~ t i on.

C."'ll'w,III,)t! "" I ).... >!

The fo ll o\\'in8 three e.~ amples sho uld help clarify how " I amI k~ ar~ fou nd.

.;pen. In most cascs. they are smaller than the minimum and maxim um slopes.

do Il QI IIL'Ce,\lrily repre.>e nt the minimum and maximum Jlof't's of the function

In thi s defin ition ", or k; are alluwed to be

k , x~::: ,p lx Lr ::: k!x:.

Suppo<,c a fur.,tion ,p1.1') has a >caIar input and a scalar output. We

be longs to th~ se;:tor [k l k;l if fo r all inputs.1"

Sector Conditions

The method of ~q\li\'n l ~nt gai n~ is a nut herhcuri stic technique where a me moryless
non li neari ty is replac~d by :1.Il equ i\'alent gai n. ~nd a rool l ocu~ is done \'ersus
the eq uivaicm gn in. For ~ ra tlge of amp lilu de~ the equiva le nt gain will take on J
range ef \'alu~~. and the root, of the systcm are e.\amin et.i in th is range as if the
gain were fix ed. Fer un.<;labk roots. amplitudes will grow. an d a new eq ui\a len t
gain i ~ e~am in ed. TIle process is repeated un til a clear indi cati on is o btained a~
to the ultimate sySte m behavio r. Before proce~ding. it mu st be pointed ou t that
~lt hou !;h this an::t l)'si ~ tec hn ique is pmcrim/, it i~ not by any mean s ri~orou,. an d
can be shown by cuu nter-e,;am ple to be false in wrnecas~s . FiN ,.,.; will be"in
e
by defining tho: s<ctor condi ti on for memoryle~s nonlinearities.

l3, 1.4 Equivalen t Gains

Examp le 13.1 1

Anal~'SI ;;

describ ing functi ons ut ili le Fourier analysis. , tead y .slat e

are implicitl \' a.~su med. Tra n.\iem anah's;s is not facilitated
with de~cribing functions . HOl-\'e\~r. the e~3mpl~ s used in this->tt ti on to ill us trate
,tab ili ty anal ysis using de>l'rib ing fu nc tions el1lpluycd step res punse.s to excite
the >)'Stem, : bett~r correlat ion be tween ana lysi., an d simulated respt.me, could
be allai ned lhing ,inu.S()idal exci tutio n oivarying amp li lUde.

F~rthermore.. sin~e

1}. I

C hapter 13

Exam p le 13. 12

Figure 13.27
T:ansfer chariKte"~tic of
the rourKl -otf AID
COflV1! rtN

~g_"_'_m_',_"_"":",--___

"1---+

-------

--

A graphical example of a nonlinearity contained in the seClOr to.5. 104)

is sho ..... n in Fig. 1128. The min imum and maximum eq~i l'a1ent gai ns can be
computed graphicall y fro m the figure by fi nd ing the sect'X which the func ti on
(.t ) i~ in. Two line! whic h bound the fuoc ti on (x l are sh()'.<n in Fig. 13.28. one

._ - - - +

So lutioll. The ans" .! is c<lmpu,ed by looking a"he lirst part of '" roundoff futlCtion.
signum furn;,ion of heigh I q aM a dud ~on" of q{2. a, .00wo in Fig.. 11.27 , This ,ign um ",i,h
<kad zoo. i~ OOlmdffi from above b~' a line wilh , lope 2. ~nd from oclow by a line " ilh ,lope
'em. ,hu, lhe AID h:iS' lfan,fer ehamcIUi,lic in !;ector 10, 2),

Th. Ir.lI"f..-(hara.:leri"ic of an AJD converter Ihat U"",, roundoff iI dra"n in FiS_ 1.l.l7.lf
Ihe AID con~ener hu, uni ly gain. whal "",or i, Ihe !ramfer chanc,eri ~'H; in~

Seao' Atta/.n il

T~

---1-'

Control

last e~amp.es signum funct ion had a mini m um amI ma~imum slop.:
..... hk h eq ua led its s.eetor limi ts. wh ich is not us ual. [>.e:t;;t. w~ will loo k at a mOTe
typical case,

N<.ln l i n~ar

Figure 13.26
The ( harac:rist i( 01 tne

5 74

""oc

Fig ure 13.28

A. general fU!XI ton
(or.tamed in a s;mp 'e

....- .. :," ....~ .- ..

. .

........-.

,':

_-\n~ l l'si ;

Techniques

.....

_-1.. .~:~. ----I.

...'.,.

. f

'

5 75

Gain s

ScJIUliQn. Fer un<JlUmed ' ignal ~ the ta in i~ Qne. and a' Ihe ,;&n"1 amplitude in ll) Ihe
'>awralion f~n...-\iofl i, increa.<.e<i. ,he ~ain dc"ra.;,. Tb;o ,a[U,a,iQn function i. in S(C!Qf JO. II.
,hu> the .-qui".lcnl gain wi l] range from one {<I zero a, lhe ,i ~nal ~C" b,!Cf and lacg.r. The

Consider ,oc <\',{em Qf bamp le 1).8 ol lll< la<l _(, lion alld e~:unLne lhe <lah ilily hy rcpl:>eing
til< 'llurllioo,: har~ "~.ri, ,,c ,,-ilh a I.nahto;, g~in,

S tabili t), analysis USing equh ale nt gains consists of rep Juc ing the no nlinearity in
the analy.s is of the system wi lh a linear ga in whi ch can ra nge between kl and k~ .
~ nd doing a ~labi lity analy"L~ for the sys tem at each point in the intef\'al ( k l . k:).

Stability Analysis Using Equivalent

which bounds it from above II'0r po~i ti \'e x) with a slope of about 1.4. and the
othe r with a slope of abClll 0.5 w hich bOllnd~ it from below, Since the fuoction is
symmetric ..... e need only irlspec t the tlrst and fouI1h quadra nts of its graph. For
asymmetric function s. a ll four quadrants m il S! be cons idered . S~c!or cond itions
are used in man)' fornls of stabili ty ana lysis . When a functi(Jn i~ in sector [0. :x; 1.
il is said to be passi!"!' , A func tion in sec tor 1k,. x l wi th k l > O. h said 10 be
strictly pn.uile. The quantizer of E:o.ample 13. 13 is thus passil'c. whereas the
f Ullction (x ) shown in Fig, 13 ,2S is strictly passile.

.... ..

,.,

0r------7~~~~--~----~

'f-

I ~-

D _l

Chapter 13

0,9_

I)~

0,\16

"

,
I.U1

V
, ~

~ ._ k", _ H.1 1'

I)

, ~

I.U ~

"

( ~ - 1)-' + k,",(0.3 1()1~' - OS,9J~ + O.:!902 1 = 0

The equivalent gains a naly sis and the describi ng fUl1 ~tion an aly sis yield
equiva lent re~ult,.l fwe take th e equi"alenl ga in to be Ihe ga in of lh e desc ribing
functi on. the rc.w lts arc Ihe same and Ih e a mplitude o f in!t ability is predkl cd

for root l ocat;on~ " 'iln t", in the interval [0. 1) !Ii''''' II>c root )", u>dial"am of Fig, D ,2 9. II ~aIl
Ix ~" from fi~, j3,:!9 lhat when the input signal 10 Ih. ~tu ral;on bk>ck .em~ m ' 'ma ll H~~'
tnan II the rOOl~ of Ih. ')~tem
stable ik = II. How","'.r. "-, indi:aled h)' the d.'c, iDin
fuoction . nal )" i<. for "QJ-i ,'a!en , gaIn s le.! s than 0.1 n the 'y'lem rOOlS are un;tabk ~ro"i ng.
From III.: describing furetion aJlal ~s i, of Eqmpk 13.H. growing ~iS" ll< ,au,r ' "1.:111.: cain
and move the TOOl. further im(l the un,tabl e ,.,gion. W~ .oncl ud. tt~t the Iptem t><xnme<
unslable . Wilh the de.<Cfi bing fu""I ion anal y~ i, we alw pr~di<:t the ,ptem will "" u n<1"I>~c
.. hen Ih~ amp litu<l. i. '"-l(h Ihat the deso.; ribing fum;lioo s,in "'ill be 0.172, Thu. [or input,
(II ini liul col1di,ions 1.l!"gl' enough. the '~'.'tem will t..: uns!ab le. U'i ng lhe de<Cfi!>i ng fu"" tinn
method of .tabilit )" .o alY'is ~I)oo.."<; u. 10 p,.,di<t .<tobilit} indlJdin g limit cj'd~ ampl ilU<ie ~ml
f",~""I>C)" R[I(It locatior: s (a n give an insiShl as 10 th~ f",q u~oc~ of tJr limil ~~'de as "dl. "'
in lhi~ case the fOOls m(l... oot, iJc the Ulli! cilCIe at an 3r1gle of abou! O , OO9~ rtldians. or "00.,,
0.095 117. with a 10 H, , .mpling rale.

roo!

locu' of Ihe ,)'>lem i, c," mi<>e(! in Ihe ..~nge O!: J:", !: l. "'(i.e that th~ inpu t 10 IX
de scrib ing fUnCliQfl mu s: lend 1000'ard infinilYmoblain an .qui"a~n1 , in of7 n It = 0 1fM
lroe saluration fun'lion. Sol" ing the cha,,,,,lcri,tic fil uation

0 0 ,9

0.06

I!-o,o,

,~ 0,0

<

, .W

,,
'"" ,

'lonlmtar Cont t<) I

Figure 13.29
Root ()~us oi th!' systeM
of f ig. 13.20 as a
function of t""le
ell ll va lent gain

576

system In seri!'s WIth a

!lOn'inear se~Of /Uflct'OfI

Fig"re 13.3 1
Block d,ag ram of a linear

Figu re 13.30
Block dIag ram of a I neil:
sy;t~m ,0 sen es WilO a
liMa r ga In

13 .1.5

577

F.G. H

l yH<m

U,U,

F. G.II

1),>lern r

L.:n ..., ' _ _~_

2. The Nyquist plot o f the lin ear transfer functi on H (w) == lI (e, .. r l _ F)-' G
does nct imersect or enc ircl c the disk. (or circle) which is c entcred on the real
a.\i s and passe.1 throug h Ihe pointS (- I/ o, OJ ) and 1-1 / p. OJ) (0 > 0 ).

1. <t>f) lie., in sec lor la . .81 where 0 < 0 < f3 and

In 1949. t~cC S"" iet ~c i~mi st M . A. Aizennann pUI fonh a rat her famous COIllecture: If a sin g le-loop amlilluo uJ- lime fe edback system shown in FiS, 13.30
with a li near forward path t IF. G . HI) is ~Iable for all li near fixed feedback
gain , k in Ihe range fa. flJ. such tha t the rcsult J ot c\m;cd- loop syslem matri .l
F - G H t i:; stable . the n tho: nonlinear systcm >hown in Fig, 13.3 1. it ,"o mbi nation
nf the sa me linear forv. an.! path lind it memor;.les, nonlin ear fetdb ack term <1>( , )
in o;ect or [Ct, PI . is also slab le.
Ai~ enr.ann s conjecture is /a/Sf. A variation of Ai ler1l1an n's conjectu re is
true: T he ncmlinear system des.: ribcd is ._table givcn thaI

Circle Cri terion

as before. Al though equ iva lent to descri bing functi on anal ys is for non lincanti es
whose describ ing fu nction is reJL the techn ique o f e-quil"a!em gJins is Iimitl'ii to
non linearities in whi ch there is no phJse shift fro m i nput 10 output. Since thi ."
type o f nonline arit)' is Common. th e equiva lcm gnin s techniq ue is a Sood one to
reme mber,

n ,1 Anal)"Sis Ttdlfll 4ues

--

H' M

Oh,""'"

, .1

,!

(-1.0)

,.J.I'

...

A I>pl~' IIIe cin:k nilmon 10 the dh,,;..,"'limt '}'~I~m of E.u mpl" 1:\ 8. If I II~ pl~nt 1< in ~ri~,
",jill a nQI1 1 in~arit~ a. d"'''''n in Fig._ 13_18. Conslde.;m enl:lJl1.'d <CCI~' tk " t .ol). aoo ~nd 1M
"'~lllhi ,ah,,, ,,( *, for ""1I1~1I1I1e cirdc C. ilCril>O ,..ill ,~.",nlc 1at.lny

5!.1bi1.I.\ &;,,JOOII:.-Ci r,k Crilfn,,,"

This !'eSull i~ kl QY. n as the C ircle Th l!Ort'm oc Cir('l eui tf' ,:,~n and i:.d~f' to
Sandher!:,: a nd Zamcs. It can be \'e ry u!>Cful for pm\' ing the ~t ablltt? of non!mear
svstc ms. l11cse con-d it ions an,> Jlifjici(1If but nol neceSS3I')' beo:auS( l.nle~ lon of
the transfer fuoc tion H (w ) and the disk as defi ned does nft pI'O\'c In.'\labl h ty.

N.mlme:\f Control

Example 13. 14

Cm.ptcr 13

Figure 11.12
Nyqul~t d'agram wnn
the ~tabllity oroe

578
figure 11.]]

$79

T he mcthods of eq~h'alcnt gai n~ and descri bing f~ lIct io ns repre5ent good

techniq ues foc gainin~ inlUit i\'( u nde rstand ing of the performance o f many non.
linear sy5lems. The circle theore m is a rigorous tec hni que which ~i\'es Jlifjici"'l/
cond itions for stabi li ty for ~)'stems ha \'ing a >i ng le non li neari ty conta ined in D
sector. PertlJ ps the mOSI powerful approach 10 the study of stab il ity o f nonlinear
Systems is ly3pu no... s second method.

H,.,

Lyapu nov's sccund ntClhod is a theocetica l 1001 f!X analyzing the Mabili ty of
nOll linear diaeren tiuJ a nd diiTere n('e eq~ation s. Lyapuno\' de\'eloped the theory to
exa mine the stabi li ty o f non lineaJ' d iffere ntial equat ions. T he work was pre-seAled
to the cont rol commo nity in IWO papers by Ka:man and Bertram who e:l;tended
the theory to di ffeRnce equa tions a~ fo und in d i~c re-le con trol sy.~tems. The most
imponan t fealUR of l ya puno\' \ second method is that it doc~ flO( req uire the
solutions of the )),sle1l1 equations 10 be known. which is fon~ n3tt: ~i flCe. as noted
ea rlier. solutions for non li ne:or sy~tem~ a re rarely knOwn. Alt hough lyapullO\"s
'\econd method doe s not req uire wll'ing the system equ atio ns. il doe~ require
gene ration o f a Lyaplm(llfim cliQn. wllich. a~ we ...ill see. can be very e lush-e
Th e int uiti\'e idea bcllind lyapunol" s s:ond method is tn;!t a physical system
cnn on ly stOle finite ene rgy. and th us if we ca n ~hov. thai e ll<:rgy is af'ray.1 bei ng
di ssipated e~cept al the equ ili bri um poin t. thcn the syslem must fina ll y reach
equilibrium \\'hen the e ne rgy is gone. The mathcmatica! representation of the
syS te m "energy" i~ in the Lya punov func tion. Since we are pri marily dealing

13.1.6 l yapunov's Second Method

Examp'e 13.14

( :rcies def.ned for

volfylng v.;!aE.'S of k. in

13_1 .4.n.aI)'Si5 Tcchni(juts

Cbp l~ r

13

Lyapun.ov fu nction

580

is

\'( ~ I

}'t

ftO) =O

i. e. I' (x ) :: O. with I' ( x) =

11334 1

I) only if ... = O.

i, a :.calar fUnCli on):

X) is co minu ou.' in x.

pos ili~e d~finit<'.

0 ) = O. and

I 1/1 XI

fun~ti oll

, 1-;-..

lim 4> l nx h) = :x;.

of the norm of x.. suc h th at

f13 .-'5,

O<

In",,,,.din.

Allhoo,h \I'e <efll.lor <....'i".." .< 'imo pi"", i, i, ,he ''"~;t;I ' Qr ,he 0\'<'1'.11 Ji,.:r<'""", ;)';tom ",.

The st abi lity res ult ca n be exp lained as follows : li nes uf con~tan t 1'( 1.: ) form
dosed region> ar()l.l nd t h~ po int x = 0 as s hown in Fig 1334. and on tho" !in~~ .
th e st ~ t e trajecloJ;-' \I.ill ~Iwa}s mo\e ill/o th e regi on. S ince Ihl'~ l' regions approac'h
th e poi nt I.: "" D. [he sy~te m "tate must comc to re~t at thb j)Qint. Ano!hcr w~~
o f look ing at th e Lyapuno\' function is a) a nonline:lf "me'cr" of ~ize . The me ter
monitors ~ ll Mthe ~yst~m Statl'S through what may be a highly nonli near fu nct io n
and the meIer indicat es a monotonically decrea,ing I'alue as ~ fu nctio n oftin~ ,
Since the , y,t em i, known to be at reSt when the l yapunc.\ function is zero . ,, ~
know that the sy.~tem will e"entu~lly be ut re,1 when the meter rcad~ }.ero.
A seri ous difficulty of thi~ ana lysis techni que io; in fin din g a Lyapunol' flll}\.'
li on for a given syn-m. One common approach b to try to 'J >C an e nergy function
for lhe syMem . If Eq. ( 13.34 1 re pre~em s a phy~ica l system where energy ml!>!
be lost with time. the energy functio n is a gl)()(! c andidate. While fi nding L~ a
pun o\' fu nction._ for con ti nuous-li me nonli near ,y> tems is often very d iffic ult .
rin ding the m fo r d isc rete -ti me nonlinear ~ ystems i, eye ~ m o~ challeng ing . [ !
is at lhis po int lhat mo;;t le)(t, now sholl' that II Lyapunoy funct ion of t h~ fOr1ll
\ '( X) = ,(' Px cnn be used 10 pro"e stab ilily uf '" line",r sy~te m. H(lw e~e r. for th<:
stabilit y of a li near ,ystem it is mu ch easier 10 so il-e for lh~ 100'm ion of th~ .'iystem

where is any

Lyapuno\" s m~in Ihl'{)rcm i ~ Ihallh~ ~quilibriu m ..olJli oo x (k) = 0 for the

syStem g i\'~n by Eq. ( I ) .H) is asymptotically .<tah le (not e that the > y st~1ll b nOl
be ing forced) if there e .~i'l> a Lyap uno, func ti on in 1.: . For gl"lxrl a~)' lllpto\ic'
stability, ".{' need the adJitiona l condi tion

3. ll.\'( x J ~ v( r(x - \' ( I.: )i, n<,gati\'edefinite. i.~'" 1' lf( x)1 - Ve x ) ~ (I\l it!',
ll. \/ (x ) = Oo r.!y ii x = O.

2.

1. I'( x

if the fo llowing c01ditions hold

:q k + l ) =ftxl k )l

..... ith d isne tc- time sy~tem, in thb t~"t. ~ on ly the discr.:IC tillle de finition of ;J
Lyapunov funcl ioD will be presenTed. ViXJ is ~ L,vap uno\ runction fo r the'
,),STem

-":o nh""ar Com r,;,1

\'

~ b'<ll'~':t.>'

FI<n(!i'>I!

lhe rollto.mg (o nm,l lo",

~ l .lJ6 ~

Sioce til( em, of lh i., COOlro/;, J '" ~ r s ..... X ;>

O. W~

prOP<>'" a LP 1"'oo\' fUIlCtiPfl of

(B.38 )

1 t.l3 7)

Th. pr<.>blem i, 10 pnwc n"ins lyapu oo, ~ "coo d mClOOd 'iral K "-' definN abo\-.: ,idd., an
,,-'}mplOl icatty >!able I~" I ~,"
.

y'~ltl,

From 1M LQR d<: ,i g~,,[ Chap'~r 9 1he .I~'d ) >lale sol" ,;,," 10 Ih ~ Rin'3li equa l;oo

,Ield, 3 .<tobt~ 'Y"om.

~ Iulion.

alw~) ,

u .... Lyal''''" c,' '. <ccooo rnelitoo HI pro,,, lhall he LQR dc.-,i~n r roc~dure J"riwd in Chal"cr 9

)t"I'i!'iY &l;~J " "

pU1C.~: An e.~amplr of the application o f Lya pu nov 's seco nd method 10 proving
stabl itt)' of a dlscrete time sys tem is cited in Section 13.3.2. bul the deri"ation
is quitt' com plex. In addi tion to stability tests. L)'apunov theory ca n be un aid to
the de, igner fo~ choo~ ing control ai1emati \'e.~ for nonli near sy~tems by finding a
cont rolla\\' wh1ch YIelds a Lyapu l1 0v fUn clion for the system.

If
.
II i

/.~

-------- - - - - - - - - - - - - - - - - --- --

Exam p le 13.15

---- -

. ---- --

Figure 13.34
(omours oi Vixl ,= C
IOf s~veral \'~'ues of C

582

+ K' Q: KI ;,

pO"i ti"~ definit., ~

-- +

xi

The ~impk sl case of the introduction of nonlinearilies into a co ntro l design

is Ih at of innrst nonlinea rities. It is someli mes thl' ca,e that a nonhneari l~
is re\"en; ible and can be und one. For example suppose lhe plant ha, an output
lhat is measured by an optical SCfl-'or whose OUlput is proportional 10 Ihe ,q uar~
or the signal to be meas ured. Let the measurement .I" be gi\en by y =
",h~r,'
the state XI is generated by a line~r syste m and is known to be al way s po<;itiw .
A regulalor could be designed wit h reason able accuracy assumin g that II"" excu rsions of Ihe measured variable were kept rath er small ~~ i ng the t echniqu~ of
li neari:wlion. A set point servo mechanism for Ihis syslem thut rrquired sig nili.
cant d)namk range would prese nt the desig ner wi lh scriOU$ difli c_ul1ies huwe\'er
due to th~ nonlincarity. One fairl y o bvious techni que ""OIlld therelore be to undo
the nonline arity in the conlroller. i.e .. control ../f im;tead of .' . th us turni ng the
difficu lt design int) a muc h simpler linear design. One of the most im portant
fe atu res of dig ilal contwl is tha t many functions suc h ~s the sq uare root ;lre
now ca.n to perlimn. and g i \~ n enough calc ubtion time. perhaps very clo>t' I"
free. Signi ficant impro\,tments can be gained from th e applicatio n of the inl<:f'"
nonlinearities tec hn ique. Sometime, rdrrred 10 as lineariz ing c{) nlrol or larg r

Large Signal Linearization: Inverse

Nonlincarities

In the previous seclion W~ co\"ert'd [ooi S and lec hn iq ues for .he ana lys t> and .~ imu
la[ io n of co mro] ~Y'I t'rnscontaining nonlinearilies , In th is seclion. we wi ll d iscu~s
the deliberate ;"Imj"cliol! of non li lleariti es into the cont r()lI ~r for perforrn~nc ..
which is improved ,)ver that of a simpler li near controller.

\'( xl i, nepli'c demite and Ihll' the ~t.bcd

13.2 Nonlinear Control Structures: Design

loop LQR cOI1t,o/l.. is a;~mplOlicall~ stable,

B~"all, e (Q ,

"amd).

I ~e 1~,t ~tep.

"'lllation lo~om rlclC

-x:

",IUl ion 10 the Ri<-. ati equ~ti on S" ha< been >lIb;t ilm.d im" Ihe R;';';ai l

."l.1' h) = x ~_, 5 " x,_ , - x[ 5 .... .I:,

= x~ I <I> - rK ( 5" 1<1> - r K I", - xi S,, '"~
=
[Q , + KrQ:K]x,.

whe", Ih e ,te:ldl' ~WIC

PTo<.:=ling. ,,c have

ar.d 11111< "'. neal [(I '~' Co \'( ~ I b ~ ~gal i H <kfini l.... j"'( alrelld~ kno .. S" i, po>iliw definite !.

13 Nonllllear Cont re,1

13.2.1

Ch~,ple r

Figure 13.35

syste:m
"-___

Sch'l1ali<. d iag ram of a

wa ltel'Jaler leatmen i

:"l onlin~Jr

C"tllrol Struct ures, D<:~il':n

583

(IH l)

"'hert'

1< 11:0

+ y) .
volume of the mixi ng t:ln k (liters)

-.n -

....lIt . ..... t'"

Aci ~ic

F = rate of acid fl ()\\' [lifers/sec I

v=

V-i = Fla

113.42 )

whe re K~ i, the equilibrium con-tan t of water I ""

g ram-io nlliterl. Equali[)n 1.1,4 1 CM be deri wd wil h the following relatio nships [0 H- It fr l = K and
I' = - log[H - l [t is importnnt to naIr tha llhe firsl po,,erful advant age of~, in g
digital control in Ih is call' is ill being able to tr:lm form the pH outp ut m easur~
Il""nt p inlo the variable we wish 10 control .1. our first applkiltion of inverse
nonli ncarity. Th~ mode l of th ~ proce~s i .~ give n by
10- 1'

which i., th e concent ration diffe rence from neu:rali ty. The objective is to contrul
the ou tput ,'. of the ."ystr m. wi th the nom inal '><:t poim being r = y = 0 in th e
stead y , tale. TIl<; ac lu:ll measure ment for thi s system is thl" pH. ::0 p . of th ~
elll uen t. nle relation-hip bc tll"t'"t"n the measure mem 1'(1) and the variable "thaI
we w i ~h to romrol is gilen by
.

.I'~ r W I - IO W! .

signal lin l'arizalion. the fo ll owing are cxn mpl .. , of ,,hat we ~hal1 refer to as
inverse non linearil y COnt ro l. or IN L COntrol.
We will consider th e treatment of acidic wastewat er from a p ro<:e~sing plant.
the ,ch~matic for wh ich is shown in Fig , 13.35 , The objective is to add a base
sol ution 10 the \\"asl ~\\'nter to nt"u t r.lli ~e thr pH of th e effl uent. The acid and th<"
ba:><, form a re lat ively ha nnl e~s S:.I1t which will not harm the environme nt.
The modrl for th is e ~ample is that of McA,oy. Hsu. and Lo"enthal ( 1972 ,.
und Goodwin and Sin ( 19851, We sian by de fi ning Ihe Olltput of th e sys tem .I' as

13,2

CIJaf/l cr 1J

--

Table 11.2

58..

conce nlmlion o f the acid igram.ions/liter]

Hllw r.lte of t~ ba,... (our ,omral \'arillb lt l [Iilers/sec]

( ne utrJI)

+ Fa / b).I bJl.

( 13.4.11

,,
,

""I1,.../.r

tOO

moIe5l1

0,001
0,001
0,100
2,00

,~

U~,

mole"L

Un;"

v~rue

----- ----

---- ---- -

This linearized n:odel is 3 si mple. ~Iablc. !intlorder S)'Slc m wilh a bia~ input
Fo /I! ~ nd a negat,\'C eom rol gain. Any uncenaint y in lhe bias input which can ~
appro;'(imately c ancelled wi th feed forward would leallio a ~te:1dy ~1 3 te reg:u l:uor
error. This pro\'jdel. us with lhe opport uni ty 10 employ an integral con lroller. Ou r
funti1menta l performance objccti\'e is 10 5el the lime K~ponse of the sr~tem $(\
Ihal line:af lransictlls will die out in 300Ui 200 lotConds. r'(lr th i~ Ill:agnitude Ofl illlo:
con~lam . a IO-sond sample period (T = 10.01 rJIou lt.! be more than ~uffi("lent
(and as we shall sce. pm\'i de~ p lemy o f time 10 calculalc the control eve ll 1I'llh
the most inexpemi\'e control or ~ ignal p.ll"e~~orsl. For illuslTllth 'c pu ~s ,,~
wi ll use the process conSl::mtS de finell in Table 13.2 .

V.i' = Fa - I F

We c an calculmc the nominal or steady state contro l input rC!.j ui rC'd by sett ing
." = O. ant.! :i' = 0 in Eq . ( I).H ). and solv ing fo r r.:quired u. 11 :: F'I/ b. As
before. we take partial derivat ive,; at the operating po int 10 ohmin

.i' = 0.

=>." =0

p" ... = 7.00

firs t define lhe nomina l operJting poin t

As a fi ~ approach let us a pply lineari zat io n to .his ~~ sle tu . To li nea ri ze. we mU ~l

V.i" = Fa - F.I- - li b + 11.1',

S uppolot lh:lt all of lOe parameters are IhetJ a nd kn:)\<n (we will e;'(:lmi ne
lISpec lS of Ihis lalert. llw.: inilial objecth'C' is 10 bu ild :I reg ul(u or for lhe ~)'~l e111
given b) Eq. ( IJA2}, Before we propos.<: a oontrol .~truelUre , lI'e need 10 exa mine
lhe mode l aitd dedde on some ba~ic penonnantt objecti'. t~,
The ~~'sle111 of Eq, (1}A2 ) is bilinea r: The input is lTu lt iptied b} the output

1/ ::

II = concemnu ion of lhe oose [g mmionc;lliler!

/I : :

S o nl inenr Con trol

!I.I.

I IJ.-W,

_I
:=

rl',

+ (1', lk ) -

ylt } ) T ,

113 ..J5)

l~ ]

y)k).

II,

(1) ,46)

::::

'- -- .

.!..:! for ri se lime defi ned In I W

"
.

10 9()(lt

( 13.47)

trolkr II tth the Imcanzed plant model as we ll 3) the linearly controll ed nonli nea r
pi 3nt model are ShOMl ~u perimJ>O!'Cd in Fi g. U.)!>. l'ote th at Ih e .~ tep respo nse
of I!IC rc:ll s~ste m (ntll1h ncar plan t model) is d<-graded o\'er that of the inte ndCtl
(leSlg n ( m ll(,!I .~ IQ\I.'cr).

Start:n g .f m m le:~ t lst~aJy .~ t;:uc ) at y = O.{X)()l the responses of Ihe line~ r con.

J.

'he...
p'-" com man.
d the feedback g:l in . K are
K '" [ 160.70 O. 2~1J3

whe re is:, , ivc n 0)' ,,"''' . U ~ ,' "

fou nd 10 be

O := w JT\ ' I - { .

relmjon~hjp,;: wJ
of un it ~ep le.<Opon~. and

using the fol lOwi ng

: [0.93706 + O.0603.Jj ]
,
0 .93706 - O.06O.l..Jj .

fur which we m\l., 1 des ig n a contro l law. Gi\'Cfl that the s ,_'t em i .~ linenri "ed ...,
tlhh '

' .. ..
t'an
.. j ~IS em p oy t ~ ICC Il1Q.ue s of Chapta 8 to pilice the ~ystem pole ~ at des ired
loc:ul.o ns: Com pu llng the leedb~d ~ains gi \'~n lhe pole loca li uns i~ ea~}'. Ihe
que~I.l()n ~~ w~erc should II'C pi 3Ce the poks'! There are \.C\'cral .......)'s 10 proceed.
~I\ \I e w li liakc a ~Kl n cut. and. pl ace the poles acc ocd ing to the oosics devcloped
n C haf/ler 7 to :lI: h l c ~c a IlloC lime for the linear,ontrullcr u f 100 SC<.'Onds , With
I, :: 200.0 an~ a deSired d mnping rmio { of lOOut 0 .7. the polcs : s hould be
pl3(."C(I approxlm me ly 31
'

T [ .1.161 (; 10-' ] d. + [

0] [ " ]+ [ -0.00315]
]: [0.3679
- 10.0 1 . . . .
0

whi~h i~ ~int ply the ~ a led il1legrJ I o f Ihe eommand [Csporr..e ~rror. As poi med
ou t In Ch~tc r 8. Ihe mpu l COmm:l nd can be introd uced in th..- pfoce.~s of ~tllte
f"'ed ooc k mlo Ihe control. The ne .... d ;"'crete tim e plant model is I hu ~

!I',

.... here d, 'PCC~fies II ~i ~turOOt1Ce input lIith a nomi na l "alue o f one ( 1.0 ) in un i t ~
of
To dc~tgn an mte~ral contro ller......e a:Jgmenllhe order of I ~ s\'~tem b\'
.

delmmg a ne .... ~t3 le II' a)

.l" ' 1 ::CI..l67V.'t - 0.0031511, + 3. 161 x W-'d,.

Th h yie ld~ the d bcreh! time sy~ent gi l-en by Eq.113.-I4 1

Ctu;Mn I)

,,""'

.~,

'

i,'

! ./

/:1-

...1

r .... bec)
OJ

..

/ "",.,.'.....,......

I , ., /

'"'

"."

Before proCl.:eding il is imponanl to discuss valve nonlineari ty. A \"al\"e can

only be fu lly open. fu Jl y closed. or somewhe re i ~ between. Thus.the cO~lfol u
can only be po5ili \"e (we cannOl extract base soluti on from the rnlxlIIg lan k). and

O. 09~

_HI

_/

...

u"ear plan.

o.!mr---- -- - - - - - - - - - - -- - -l

"J

"'"

-;;;;-'"'-''' 000''' '"'00'' ' '

u~~~~'~~~
~~:'~::'::::::======.,,,.II
-"

tOO
X(I
]00
@
~ I!OO
_"Io- -;;;;-"-;;;;---c;;;;r"",, (sec}

.-,

, .

'0
\
.-

12 ~IO->

No nhnear Corn.rol

01 t he 1,I)f~r
COr'll rolle' on bot h the
linearized plant modL'I
and thl;' true b linear

Rl'$pOn~e

Fig ure 13.36

S86

0
- Kx~ < 0
- Kx, 0 < - Kx, < 2
2
- Kxt > 2.

( 13.49)

+ 11) .\' + IIh + Ftl.

=:

(Il,.rll) - r , III' )K IU )

constant as a funct ion of u . When the nonl inearity of the planl c ~u ses ,. ( II~ to
va ry wilh u. l/ie control gain Kill ) is changed wilh a nunlillcar cont rol algo rithm
to make -P,,, a conStant malri., . Appl)"ing this technique is fairly simp le: the Slate
tr:lmitioo matrix is calculated for points II in [0, 2J. Ihe feedback gains are Ihen
calculated as sno..'n in Fig. 13.37. and then they are stored in a lable from .",hich
the aelllal gains are interpol;)ted during operation.
Fig. I ] .38 ~hows 3 compariso n between lhe linearized plant.1:on ~tant K. sys.
tern response lind the fC:l I oon li nea r plant bu t using Ihe lj\"L (inverse ooo!iueari ty)
cont ro l illgorithm. The INL controller givcs an eq uivalent re spon ~ muc h closer
10 the design large l (linear co ntrol of idealized linear plant) as cnn be seen.
One poir.l which mUSt be m3de clear however i, thi!t the INL COllirolled sys.
tern a.~ j ust dcsc ri bc-d contained ,;e\eml JPpro~ i roo t iOl1~. This means that altnou~h

-P .."

where the term (I + II ) !.""an be t~ken as a variable coefficien t in an olherwi."l'

linear differe nt ial ~-quatio n . This sy~t e m can be di scretized fo r I'arious I'a lues of
II becau.-e i~ be-tween sample time~ the value of II is held COl1stanl. Thus it is
iJ'O'isible to deSl'ribe lhe ~yslern s be havior ~ura tely from OIlC ~ a(11plc to the ne.~ t
by llsing a di ~rele model wh ich is:l function of the applied conl rol. TIle tk layed
cOlll rol ....iII be used to ma ke ,he algori thm prllCtical as we can't ulle the current
value of the control 10 calculate the comrol gai ns, hence IheI'C is .>o(Ime error in
our met hud. E.~sent ia/l ~ the INL control keeps Ihe s),stem malrix

V., = - F (]

The stabilit y ana ly.' is techn iq ue~ of the pre\"io~s seclioll could be u-.ed to exami ne
the effeci of Eq . (13.49) on the INL controller. 11 would aL~o be an il11ereSling
e.l ercisc 10 derhc the efrects of 4\1.1l\li zalion on th e measuremcnl of p. :-.Ionli near
functions II ill gi'"e SOI rk: ti mes un expe~te1l Of Stra nf'e I'Csults when thei r arguments are qua nti zed. TIle., e efh'cts u~u;l ll y can be- boum.led by a/l:tly., i ~ alld then
simulated to 'eri fy pe rformance.
We ha\ e already used in--ersc nonl inearil)" in the des ign by app lyin~ Eq.
(13 .... 1) to p 10 obl:lin the plant OUlj'11.1t .1" . Essent ially we cOlllpen~aled for a
nonli neari ty in (he output senSOl"". Ne~t we wish to apply a linearizi ng tec hn ique
to the cont rol law \\:hic h undoes Ihe nonlinca ri lY of the plan! (in contras t to that
oflhe mea,>UfCment device). There j., no c., act way todo th is e.\ ce pt in rare cases
where the ~onli nel!ri t r does not appear in th ~ continuous differ~nli a l equ~lion
mode ls of 6e plant. The .~ t a le space tkscripti::m of the plant call bL' ..... ri tten a.~
follows

II , =:

the maxilll um flo..... r.IIC of thc base i. 2.0 li tef> per "ceond. Hence our control is
calculated as foll ows

..

Chapter IJ

previous (001101
u~_, IS used to dl'lcrmme
the control ~aoni usetT H'I
<alaJl.JIong II,

----

01 the

00

0., :,

,r

"

"

..

-,i

"

" "

~~-

.. .

'"

--<

(0)

"

-."

"

,..

,.
u

,. ,.. ,

"

Ii""""

b Th~ ",..r;' ,I>< ;IflIlro, ;molL(JO (>( t~ <"non! <",,!m!", ~,~, _ " l f ll>t d.~klop
"'IU'IK'I"
\Hr~ lnLOIl)' \;""" ;"" h.d1" & l:o.:L <:<>lIIml.
.".I).i. cat< ob\'IO\I.I~' p><!"c ""'"l it}, de'flilc IIo<t
mati} """,i,..", lrior\..> "."'cmpk!)'ed w ~ ,!>em li""o<.

'r"'.'"

[he resu lts may loo k great in simulation. the pote nt ial exists for unexpected behavior be\: uu oe we have nOt shown that ' he system is stabl e under 311 condi l ion ~.'
COfTeI:ued and uncorrel:ued nni!le and modeling errors WO Jld l'Ia,'( tn be exumined cart'fully tn insu re IMl the sySlem continued tn perfonn a~ inlended. In this
caw. Fig. ]),]9 shows the effec ts of procrss noi~ in the ~on lll)1 [npul tn the
plant. Under many different exa minations this INL controller produced cJ(celiem
results. mainl)' because the control 11 . _ 1 is allO."o)"s a good approxi mation tn 11 ,_
If Ihe measu rement for X is nnisy and we usc a stale eSli ma tor. the mocl.;'1
of the plal\t used in the: estimator can be the non linear model as de rivcd aoo\e.
maki ng the eSli malor much closer to !he rea l plant than a li ncar model would
be. J USI u in the: (":i..~ of the cOl1lrol (.... ithou t the dela)'). the C:Sli mator gain L
(a scaler) .... ould be a function of II so as to make: the ~ talt: tmnsi tion matrix a
conSiant ,-alue.
Another eJlamplc .... ill be !!ivcn ill ustrating bo1 h [NL in the controller as well
as 1m, stale: esti m:u;)f. Figure 13.40 depicts the block diagram of an octu.lIor
consisting of a tOllluC motor dril'c: n by a current source. We assulI\~ thm Ih~
curnnt source has limited OLllput magnitude bu t thm i l ~ voltage does not salUfllTe.
Tht applied conlrol lI "t is from a D/A con,'encr and is in unilS of annaturc CUTTent.

"

,, ~

00

""

,1 000

'''''

..,

Non hnear Control

f igure 11.37
ControllJdins alo a
funCllOn 01 ddm,ss ble
control vallJtS. The value

,
Fig ur!!! 1].]8

(onl.oI

mak~

tbe oYeraU
system ~h3~l' much likl'
the IcealQl'd I neal one

corllrol

on J,neanzed
pJanl 1lefM I'll cOIll'oI
on :rue nonli nl'a' plan t.
!.hawing that the IN!.

Comp,lrIson of lone<ll

I.'

200

..00

500

0)

r.... (_)

//""
/.
.'

JO)

1 :"

/1
IIlI

QOI,...r .'

'0

TIm. (oc,)

600

700

\':: ..
'" "" "" '"'
""

lIO:l

9(Q

1000

:-Jonhnea'(OIll.ol Structures: Df:~gn

tinuriloc>d pWII and IXWlIrUi

In:! .... I'~. plain wid< "'1. 0:001,01 _

..

L.!nc&r pi... IOId coruml

'00

'.', /Ii
/

. '''l'

.,

O.t()5

:t

"

, 'r

"
"

dO- J

13 2.

589

eN-picr l }

... -...-.. ._-,_ .. '!

'i

'"

r""" (sec)

'c:-",-:oo;-c""i.-""";;- ..,!;;-.,.,in...
;in-;;""~'ooo:n.""oo-;i,,,,

:r

:-"onlinu r COOlrol

Figure 13 .39
System opE'lalloo '0 the
presence oj
measu remen t noise
(a) output response
{b l mntrol effort

590

13.3

5 91

= K, "_( K'G+ K" cos fJ. _1

Rotary actuator parameter~. Note that the range of values for y will

il> oconstaOl in the nei ghborhood of th e nominal ~ngle of opc rati0fl 9.. _~ . H()\\.'e~'er.
with the val ues gh'e n in Table 13.3 the torque factor varies 16'l over the range of
angks assumed by the servo, and thus using INLcontroi and nonlinear estima tion
will prove advantageous.
The first step will be to undo the varying torque factor of the actuatDr as
de~ribed hy Eq. ( 13.50) and depicted in Fig. 13.41 . He1\' again the method of

K,

whic h is nonlinear due to variation in the flux densi ty along the m<!gnctic gap o f
the motor. Table 13.3 contains the nom ina l motor parameters for the model of
Fig. 13.40 and the definition of K,(fJ) given above. A linearized design wou ld
Slart with the assumption thot

( 13.50)

It i ~ the arm3ture current command ac tu a ll y applied to the Olotor to produce a

torque To ::OIl"K,(fJ). Thr torque factor K,lfJ ) is given by

)' -K.'

No nlmear Conlrol SlrU(IUrei : Design

mradrad-'
N,ec

"OO
0.001

N mamp-'
N -m-r~~ - I

'''''
0.'
0.00011

imps

''"
'.
'"
''.'.
'.

:91

IIJ", j

0.2
1.0
- 7.00

Units
VallJt

PMameftr

----______________C"CC',C'C
'""
c:'C':'C":',':'CC" C
' "C': 'CfC
"C
' :' _------- --------------------

Tabl~

5()urc:e) droven by a D/A

(()(Werter

figu re 13.40
Bkx:k di<!gra m of ro tary
actuator model for
example of INL
controllers. The c()(".tro l
v" is from a un ity gain
power amolifl~ r
(cor.figured as a CUllent

13.2

~'flpllijef

Figure 13.41
CaiculdtiQI"l of the
(c rmol which! neallzes
the ~ant Note '.hat th ~
limiled comrol author,ty
IUI~IJ..... =I" . 15 a
model 01 I'll> pow~

...,

+ K" cosh'!).

ILUll

(IJntro l as a functi on of

The co mputed con trol :1 define-d in the usua l

'." ,

; (8 ~) '

11K...... )
' ..." K,({h

(,

fat (

= 1...,J"aI

=,

~pp l ied

CI~

W lid)f .

If it were not for the sa tUTati on fun ction in the current sou rce we could a%tlme ~
linear rnooel for the plant (torque faclo r K,..... ) from the inpu t 1/ . Howel'er wh~n
the rUfTent source saturate~ the outpu t mooe l should include the estitn~ted tOf41.1 C
factor variatio n K, (I'/ K. J. Thus we will build an es timator wi th the inpu t " ", and
the variable torque factor. The complete system is show n in Fi g . 13.42.
The compl ete Slate -space descri pti on of thi s system j, oomprised of a s~ond
order plant model and a third-order esti mator model. The unrontrollab1c input

xlk)::

,,",>

sem;; of state f~edbad .... ith a reference CQmmand inpllt as II ~ KIY,r" - i l

whcTC r " will be de-fined ~honl y. The nonlinear control 11,01 is eompmed i ith the
I'ariable ponion of K, (0). i.t" .. the nom inaltor4u e oomiHlnt K, is ~till effectively
in the fo rv.'ard path.
By calculating the control thi s way the o\"e rall non li neitri ty and plant co m
bin ed will bchale is if the plant weTC linear from input II as lon g as th e CUlTI"nt
SOUf"C<' is un saturat<'d. The cQntrol II we will use will be based on linear esti
mawd slate feedback. Bcfor~ we can fomlulate th e contro l we must estimate the
unrnea. ured Stales.
BOth the rutationa lwl ocity wand the d isturbance inpk t TJ are not measuwJ
and hence must be e . timated. Since it is the co ntrol U ",'hich will be used to
cumpensatc for the effec l of the disturbance torque Td we will cstimate th~
bias torqu e along the lines discus~ed in Section 8.6.2. and call illl . o r control
disturb~nce. Estillliting II J \\ 'ill provide benefits as we .. hall see. In addition. I\ e
will eS[imah.' the nx:asured variable ..1'. as we ll to provid<, some noise immunit~
at high frequencie s Thus the state of lhe csti mator is

where K,(tI = K,.

11 _.
"'

labl~ look-up wi ll oe ~mployed 10 ca lculate the

the comput"d CO ntrol. II , by the fonnul~

"i~ I

;,

"

"

..
zf
,.,

'.

."L-na lor

Stu.

K,I' )

Y,..r

,,

. r.H

pt'~1

LiMar

K~e

_y

J.

=:

[0.0 125 0.25

r.
w

(13.56)

( !J.55)

I U .54)

(13.53)

41 3.52)

0. 1 0.0 125 ]
1. 0 0.25
11
1.0

( 13 .57)

using T =: 0.000 I sec() nd s. For the ~tale estimatur \\ e will 3uglllentthe statc wi th
the unknown b i~ s input est imme rl" so the est imator state is i = F it ,IT. Thus
we hal"e
.
,

$=[6 0jl]

with thc plan! s t~te {y w )'. The disc rete time plmt modd is \hu~

H = [1 0

G "" [ 0 K ....... /J.

F=[g -:'iJ.]
r

11,1 is mooekd ;IS a stale in the el timator so th at the ell'ec t Qf thc input can
be accounted for in the model. Since it is un controllable. there is no sense in
including it in the plalll model ..... hich is gi\en by

,.

",

-/~

".,

'"

Bloct dIa gram of the rotary (lCluat Of poSItion ing se<vcmechani5m w'~ est ",a~ _

Fig ure 13.42

1.3.2 "Ioo!iIlcar U:>ntml SH\II.:tures; o.sL;:n 593

594

Chapter 13

H.~[ 100 ] .

f~ = [ 0.0 125 0.25 0

r
(13.59)

(13.58)

':[ (1 )

l.\", - .1") = O.

and

= - II .

".

II

<

"

= K(l'., f " - Xl.

"

= H r. M =(I - LH ).and icoo trol

".'

:: l\I{o$ - f K)': + Ml4LH - fKLlJ)xt + MI', Kf, Y.

"

"

rK~

+ rKr .. .\",!k).
(13.6 11

(13.60.

and the system outpu t

".,( k

4l,x,(kJ

.r= Hx
, ,,

+ I) =

+ f ,y,(k) ,

(13.6:>.

(13.621

I)e fi ne x', ~ [.Tr (' I an d the complete closed loop syS tem by the state equatio n$

X1 _ = (<Il - rKLcll)x, -

for the state cs.timalor. and the Mate cquali ons gOl'em ing the pl a nt are

\>t .1

"

we cln deril'c

Defin ing " x - L y. f

i,_,

i '4 1 = (J),x, + f , lIl + L,.' ' 4' - L)I)'l4'

= (J)), + f ,lIl + L,.\"... , - L,H, ~i, - LcH, f , u,
= :4>, - L,H , ~, )i't + (f , - L, H)",)II, + Lc.I't _I'

As long as 111, 1<: " .,..." the posit ioning error is forced to a mean value of zero
d e~pitc the value of !I,.
.
. . .
Th e equations ~prcsenting thi s system. using a c urrent !SlIInator to minim Ize
control delay. arc

he nct.

whil;h implies

E l"1 = 0

where flO) is read ellpected Ialue of (y. Furthertnore .

Ell - S) = O.

S ince
is juS! the negati\c of the required ~cady state co~ trol. neg'lIi ~e
feedback
fonns an inieg ralOr. S ince the int<::g nl.lOl" OtllPlJt IS satunlled In
software befOl"~ being out put 10 lhl" OAC. Ihis structure cons.tilutes an ideal HI"()
wind-up error integrato r . NOI e that the followi ng mu s.t hold in the steady .'>Iate

u
or',i

Nonlmta t Cont rol

Nonl inu: ComTOl Structur~s Desi):n

j95

- rKl

- rK]

~I((J),

0 3.65)

(1.1.611

." I

-~.

'".'f

I.
I. = [0.728 1.848 0.493

K = [ 11. 80 3.35 1

J' .

11 3.68)

(13.67 )

([3.66)

.w

It is intereM ing to C'Omp;1te the linearCQntrol of the oonlinear plant and INL
control of thr sa me pl ant. Fig. 13.43 shows the sma ll ~Iep respon!;C of the sys.tem
(zero disturbaocc Ij,, 1al l\\ O localio ns. near 0 = 0 and 0 '" 0.20 radians. for the
li ncar controller. whi le Fig. I 3. shows Ihe same coooilions under INL comroL
.~OI e lhe dilkrence between the t .....o due 10 both chan!!ing plam and err0/3 in
the es timator mode l. 11)' empl oying INL control as in Fig. 13.42. the u nit step
~s ponSC"!l in the 111'0 locations are nearly ident ical.
r'{)l'" the l:"'l de sign. there is no est im ated dislUrbance becauSt. un like Ihe
li near stale eu ilOmor. the INL des ig n uses a mooe l of the pl ant nonl inearity to
match mode led torque again st"" hat is aclua Uy produced by the motor. In ad dit ion
10 a be tter sl ~te esti male. the INL des ign adju sts the control la w 10 account for
the cha ng ing plant gain produced by the Iaryi ng torque faclor. The re~ ultinl;"! INL
des ign produccs a consistent response i ndepend ~ nt of pos ition. boI.l1 in the timo:'"
domain and of course in the frequt,!ncy domai n where the closed-loop transfer
fun ction wi lt remain conStant ' ersus ~ctuator an!k as a robustnrss adl'~ntal;"!e .
Bias lorque di sturbances are ha ndled without causing a ,Ieady ~tatc poOsili on
error a~ seen in Fig. 1.1 45, More imponam than a step response to a di slu rban<:e
h owel"\~r. is the respon se o f the ~el"l'o to a bias torque s uch a.~ hy ste retic damping

,,'

j\I (r K -

[ .rKL41..
]
.,

The linear C'Onlrol law and es ti mator ga ins uitCd are g iven by

,~, .'""I '"

Ih e eSTi mator pos ition input wou ld then be .1'.. instead of L The re fe ren ce input
Y"I wo uld add to the system state equations throu gh an input matrix r , . addi ng
an addi tional te rm to Eq. iIJ .62) of
,,'

,.

. ...

If we subtrac ted 3 plant ou tput re fe re nce signal .\".., from the outp ut before the
pla n! output meas urement

,,'

-I - rKL H
41,= [ M ((J)I.H - r ' KLH )
, ,
"

.... here H , '" I I 0 00 OJ. Thu ~ t~ complete syste m is of fiflh order. and the
dosed -loop syStem OJ3uices 3rt gil'Cn by

13. 2

IWO Iocatlorn;, near

y._ O""dY,:1 99

I'lOfIlineilr (ontroller.

IOI(tor OIf\d"" INL

t~

at

pos.toOning servo
I'IIi th norlilnel!r torque

Figure U .'"
Smal ~Iep response 01

nonlmea r torque 'aclor

and a l ot'<1r <ontra'IN, a\
two locatitm, near
'I, - 0 andy, _ 199

TIIIIC I_ l

2
. 10-3

:..........:

(. J

l~
V
. 1

0.'

, .,

. ",

"

,)
, 0.1'[

2I
xl0- l

'~I r------,

(10)

",.--;t<-~.-,,0,'
1
U

't

'r

O.5 r

o,.,pler 13 :-.!onlmear Comrol

Figure UAl
Sma" ~t~ res;:x:rrtlie of
positlOl'1r\9 SI'r'<O wlln

'5 96

...- - - -

(b)

2
,10""

f'- J

Il,.--

";~--""037----;'--'I:S

,. l

oJ,

..

olO-J

"--

Tltlltl_i

I~"b--<--,.,7---~--~I~7---cl

1 'I9, t~

I
1':ISI'~ ~Ji

l':1S1.lS

l'I9l

.~." ~
a d l ~turoa n(e ~tep

Figure U.45
Rt"Ipon:;e 01 the serIO to

--~

." ~

-..

~~

---- --

" " ,,0-',

'- :.:.:.: _........ .

olo-J

')97

produoo:l by Ihe ball bearings in the torque mOlor. A nonlinear l&que is producW
whkh al ways opposes the dircctiol1 of rotat ion. and is h)'slel\'tk in fonn. TIle
eont rol struCtUI\' a1l0\00'5 this bias torque 10 bc eOlllinually estinllu t(i and compensated " i lltout I\'sening or holdins any integrniorli as is somctimes done to
eliminare troe wind-up problem.
So far IO'C have only eltamitlCd the unit slepcommand response a flhc servo:u
locations ofe~tremes in the torqu e fac tor. With the satura tion value of I".., "" I. we
would e~pl"I.t the effect of the sawmtion func tion to comc inlOplay (or increasi ng
\'alues of command change. Wh ile a rrulxitnurn positio n change of t.y '" 400 i~
possible. simulalioo of the respon~e of this s}'~tem to $UI;h a eommand change
qu ic kly shows it to bc disastrous because o\'ershoot and sett ling ti Ul(' become
extre mdy long compared to li m:ar response. A \ '1:1)' common problem in control
syslems is il1ustmted by this point; Ullf'vr IIIf;1 s/f'P TtJ{Wnse if 1101 Ihe fillfl l
tfMI.\sis ill syffl'mJ " ';/Ir JClIIm:II;rm o r tIIl.l oflrer no,,/i" l'arily. The method of
equivalent gai ns gil'en in Section 13. 1.4 suggests th at this system is alwap; stable
a.~can be seen in theequ ivalen t gain IQOIIOC\Is ofr his system plotted in Fig. 13.46.
IlolO.cvcr. the rOO tS become irtCreasingly lighlly damped and oscill atO!)' with
longer perio.:l as the eo rnmand input incre ases We wi ll in"cstig:ne met hods of
improving [he response to larj,;c chan ges in command input in the nex t section.
Although the eontrol strucwre de\'cloped in Eltample 13.20 lOllS desig ncd
with all of the requi reme nts we init ially thought of. we neglected 10 include

'J

Tlme , sec)

.. ,
-' ..._.. . -_ ...
.. ,.~, -+.--!-!;
'
-'!-+:---+--;7--!---;';---!
~
I~
~ 3 U
4
U
,

-0.1

' .1

"

G.O I

~., --.

. .

13 2 J\onlil'Oo.'ar Control S\ ruc\U~$ Design

Cll.lp(~ r )J

--

mAgnotudl'

command Cl'\aI19I'

for severAl SIll' Inputs

Noll' how thl' fl'SpOflS('
degrades WIth Increasong

f1

'

!
'

"

-'-

, l. 'I

" / ',

'.
,

"

",
" ,

...........

- __'.

-,,~,

l-6.4

.~"

'.

,I".''.:c:"_",'__-;-_---,,_ -:-_ _ ;-__1

Ol)

~ .. QJ l

4O .1i.'i ./

60- I ;

80

1:2100

I XI f-

tolO -

ll "!.02{.......

160

~ " 1.2

' ~' ,---------------------

Nonlin,u Cmllr,,1

Fi9 ure B .41

RI'spClnse 01 the torque
motor POS,loni'l9 5ervo

f igu re B .46
Root locus ::JIo!!ed AS
lunaron 01 the
I'q UIVi!lent g<l n

598
~()I1 \inu r

Control StrutlUrn Otslgn

599

(13. 69 )

Con~ider th~ time-optimal control system shown in Fig. 13.48. The plant consists
of a double imcgrator driven by a lillliter or saturat ion block. Gil'cn thc limi tcd
control alIIoority, the optimal conlrol law is a nonlinear fun ction of the distan ce
to the ta rget and the pl anT veloci ty. In Fig. 13.48 the control law is shown without

An Over view o f Continuou s Time-O ptimal ( omrol

The subjffi of Timeoptimal control is \'cry imponam in the stud)' of nonlinear

mO( ion control s)'~ tem s. Many seroomec hani~m ~ have at least one mode of op.
cr.uion in "'hic h it is ad \lantageou.~ to mO\"C the aC luator quickly from one state
to the nell. A simple example of this might be: the poSiti oning sef\'O for a robot
arm. AnO(her might be the positioning of a picHer pen in either a~ i s. Discrete
time-optimal comrol is possible but very difficult to imple ment. and it aho suffe~
from $Orne deficiencies which \Io'e will ellamil1e later. Fonunately an ~.ut'nsum
of practical continuoustime time-optimal control strategies to discre te-time oon.
Trolle", is po!I~l ble . To eumine the ooncepts behind a time-optimal non li near
control technique we WIll rocus on the proll im3 tc timt'-opti ma l sen 'omec han is m
or PTOS dcvclop.-d by Workman (1987). and apply the PTOS coorrol strucTUre
to the Torq ue motor !XISitioning scn a.
Before inTroducing the di!tC r~ te'T ime lime-<ptimal controller. we will brieO)'
review the Str\lCTUre of the conTinuous-time time-optimal contro l of a double
integrator plant Continu ous-time PTQS will be also be discussed in preparut iOl:I
for the ma in il lustnnion of a disc retet ime PTOS.

13.2.2 Time-Opti mal Servomechanisms

Since the ba ndwidth of the s)stem is rough ly propor1ional to k~ . we ore

forced to limiT The bandw idth in\'ersely prOJXlnionalto the square ofthc ma~imum
input amp litude change kg .. +y, to -.1",). Hencc we mUSTloo k for an alternatc
solution if we wish tu maintain the small signal performance of the linear ck'sign
and im prolc the b rge signa l performaocc where we must take limi ted control
aut hori TY into accou nt. which brings us tOTime-optimai control.

*, ': : 21Id'"

the ca v~at Ihat the syMcm had to occomplish all o f this wi th a severe li mi tat ion
on the avai lable cont ro l authority. As iIIustraied in Fig. 13.41. il tums oullhat
the saturation !"IOnli nean t)' rcsu ll~ in a coupling between usable band,,'id th ond
input command magnit ude. Figure 13.47 sho"'S the response of our tOl"que mOior
sen'omechanis m for increasi ng input ~tcp magnitudes: The respon5C degrade,~ as
input magn ilUde incl\'ru.es. as pred icted by the ~ui\"al em gains rOOf locus shQ,..n
in Fig. 13.46. 10 a\'oid saluration usi ng the li near control law u "" - Kx for step
i np~IS. we co~ld approximate a constraint on 1.: 1 of K such thaI

!3 2

Ctupter 13

"

t'

IIJ .n l

113.71 )

1IJ,70 1

Y/I~I .,,(fn )

= Y, (t~ ) .

1 F.... mtllC'<l .."n "" Ill< rros. "'~ ".... ~m:tn' 1<)S1 .
~ n.: Jc",;u;,\' of f,. " hlin' I~" _, ., If,

t\ proxi mat e fim e.optimal se nomechanis m (MOS) is ~ hown in Fig. IJA Y.

The fu nction fl" i) I fin ite . lope approxi mation lO!he slI'i!chi ng func tion f, I
gh'tn by Eq. (1).71 ). Tht signum fu nct ion o f Eq. ( 13.7 I) has been 'eplac~d t-y
the salU rat iOn function which. together with the ga irl faCIfl" k;. Clln be l ho ll ~tll

Continuous Proximate TimeOptimal Servomechanism j

The coo lrollaw g iven b~' Eqs, ( 13.7 1H I), 72 1and ~hown in Fig. I) .4S. alr houh
time-Qptim~ 1. is n()( pract ica l. E\'en the smallest ~)ste m proces~ 0.- meas urement
noise will cau,.e the cOlllrol to "chauer" be tween the ma_\imurn :lIl d min imum
va lues. Re mo\'ing tlte infi nile' ga in oper:II Of'S fn:1Il1 !he tlnle-opl:im~1 com1Olt ... r
gives the s}'ste m a fini te band widlh. and hence is much mere prolCtic~ 1 fo.- Inll"l
applica ti ons. II should be n()(ed that in some cases. o n-off comrol I ~ the onl~
aJte m~th'e. in wh ich case tn:hniques ~uch a~ deadzoJ\e and h) Sh!reS l~ arc em.
ployed to mini mize the chaue r, When a linear region of contro) i~ po~~ible, an
effo!l:ti\'e aliemat he h avail able.

L ;;;,

[n t hi~ form. it is helpfu l (0 deline the move len gth L for later usc as the ptKi tiO Il
e rro r at the rece ipt cf a new referen<:e htepl input ,1'/1)

\\ here

t'

= (l sgn(f,,,C\ ' - r)
.
} ,) Y,) = sgn(",JI2n ,.1', I"
)".

,- =

~ify i ng the nonlinear function f,~ j -J, llle eq u;\t ion_~ .:ks..y ibing thi, sy~t em :.Ire
d eri ,ed in many t e~ts, a ncl a~ shown to be

Non h ne~rContr(ll

fig ure 13."

CQrltlnUOIJ5 tlme-optlmal
contro'le-r for doub.e
Integrdtor.:",
,,,':
' --

600

fig ure 13.'9

Cont nuous'!''Tle
proxlITldte tlfrl('-Op~fl1d 1
selVomecnanism jPTQS)

is giH'n b~'

for 1') > ,1'"

for L'". ' ::;y,

I

lJ.75 )

( 13,7.1)

(13,73)

the sig num function. T he equation, whic h

~~n (".i[( lu(J'l.\ I" ~ -OI' :IJ

~ I\'" I

f( ,)

t'

10

and lhe l ize of the li ne a r region b

k, =:

"

ml

(Ok' )"

( 1.1.77)

113.76)

where the l)(Ki l i ,~ factor y is reftm'd to II,.. the :1"cderat io n discount factor a nd i)
le)~ than 1.0 (0 < (I < I). By d iscounting the available acceleration (j 10 U I I . we
ha\~ II tle~ign Ih,1( all ow.. u, 10 accom ll1od:ne uncenairlty in the.' pla nt accelera tion
fae-Io r al lhe "ChI of some inerea.e in re~pon~t" time as we .~aJJ see. A close
e l am ination of Eq, (1.\ .75) \\irr show that it i~ close to Ihe Irue lime.optlmal
fu nclion J,~ \\ ith an adju.\ tab k- llcceler:lli()(t dio;('(HJ nt fXlOr u. The li llt'ar ponion
of the CUrye co nnect) the tl'O di.juim ha ll'e~ of the nonline:!r ponion. To con lk!t: t
the nOlll i ~a:' region .. o f / 1 , ~ Udl th~t /1) and F() re main contiouo us. we hal'l:
acon ~ t ra i nt reblin!! Ilk! ga irl~ k , and k; and the ~ize of the linear region ....

, '..

{h'l=:

The ruu: li oll

.i' =

of as a nnite ~)opc app ro:l-inmicm

define the PT QS ~t re

Example 13. 16

USC

o ~f e r~t

ranges 01
po~ tion ('f ror,
(a) !Y.I :!: a 40. and
(bl!Y..1 < 10.0

The lunct 0'1 {(. ) for two

F igu~

- - -_. _

pros

10.0

0.80
l00.U

Ii,

a
"

is ~ho<oo'r. (011"'0 diff"", nt range. of

~.O)

fut I,. < 0.10

for , ~.:, ;:0.10

", in Fi l. 1.1.SO.

1 2<lO.
'~
Irnl'~ 11( 160 .0 ,)', I, ' ; -

".0)" =O.WO.
=(80.0

(0'

0'

/13 .78 1

By approximating the po.~ it ioni n8 lim(" as the time il takes th(" position error
to be within the linear region. we can I.Iefi oe a percentage ilK"rttlU" P in respon>,("
time of a PTOS SYSIe m over Ihat of ~ minim um ti me contro l of the salTh!: plant

---------

Thi. fuoc1ion

.,

/1") '"

t;

Solution. fi N . u~'ng Eq. (JJ.76) ",,~ ).....~

Val~

Pa"' '''tICr

Gi\(n the: follo-.o in~ ~lI"a" lC:"Iers. dtrcnn i ~ rile fUlICl ion 14 ) for till: PrOS:

GlIIll'~!1ng rh,S"!lCb111b C",;".IO!

- - - - - - - -" - - -

Chapler JJ Nonhnear Control

--

602

P_l.3%fcr a_O.9S

Figure U.S1
Percentage inease P In
moW! time vers!,J~ ~ The
poirlt ~all ed on tile
curIE! repr l!"Seflt~

X'onlmen Comrol Structures. l)eSlgn 603

;.--.

,..

'.M

'"

.,
0

- -t

-+

, "t ."

" ,I,

0.'

." ,.. '" ,.. '"

-..,--

Next. we "" ill extend the COnT inuous-time prOJlimale lime.optimal sen'omcchanism WTOS) to dhcrete-lime control of a continuous-timc double integraTor
planT drj.,en by a zcro-order hold. As in the conTinuous Ti me case Ihe Slales are

Discrete-Time PTOS

Note thaTrhe \'alue of Pis independenr oflhe SilC of tile SICP inPUT(move length
1_). but to make sense. tile mo...e le ngth L must be gremer than the lengl h of
the linc~r region .r,. In faci. il .. hould be dell that the linear region .\'/ is not
~rb itrari l)' chosen as Il k,. rather it i, related to the distance aoo ..c which it is
practical 10 move Ihe actuator with 0 gt"'en desired system band widt h. Al th ough
re~son ab le values of ex ~re usually such tha t ex E fO.SO 0.99). P i ~ ploned for ~
wide range of Co! in Fig. 13.5 1. From rhe figure. il is d ear thai a Me p response
using PTOS and the if.) dcrh-ed in Example J3.J7 is appro;o;i matei y 6% slowe r
than a limc-()ptimal ~}'sl ern for the sUllie size loIep.
A simuku ion of both the mini mum-time conlroller and the PTOS sySlenl
wilen the p!l.ot gain Q is !rno"" n is shown in Fig. 13.52. For the ease shown. The
PTOS sySlent is 1.J'l do",cr. but has much impro"'ed control beha"'ior duri ng
regulation mode. In addition to the linear regulation. it has also been !>hewn in
Workman (19871 1hal PTOS h~s far better robu>l.oess properties to small changes
in Q. unmodcled dynamics. and d i~lUrbances acting on the plant.

1}.2

Chapter 13

PTQS

-0

n os

...

,, ,

T"".~h .&l

I/ i I
/
I

to,

T O. (0)

,.,

II

'\
,

,: ,

\.

\i

,
I

,I

I'r

I'

'I ']
a"',[ I T] x(k)+ ["T

[y
u(O .

( 13.S01

U3.791

The cont ro l structu rl." is a di screte"timc mapping of tile ~amc proximate

timeoptimal cont rol law u>ed in CQnt inuous time wit ll some slig hlly differe nt

x(k ... l)=

x ';'

dl."lillW as position and veloc ity. Assuming an insigni fi cant calculation do:l;l}. ".:
havc the following disc relrtime. state,space desc ri ption of the plant

"

.,

~nlinea r Cont~ol

Figure 13.51
Variables y al'ld (j for
lime-optimal control and

604
figure 13.53
servomechafll!>fTl (PT()<;1

t me-OptHTliIt

O.suete!lme pf()Jl.m~!e

t h~

AID

."

Dc:sign

605

(l 3.S1)

fu nct ion I I) which will be dis::: ussed later. The mapped conlrol

.(,1., )

~O!1line;" CortlmIStn.:.ct urf s

lbe ideal lime-optimal cuntrol of 1l disc rete- ti me sy~t em suffer.. from the same
di ffi cuhies as the cominuous time time-optimal cont rol. includinll ~o nt rol ~haller
aud clltreme sen~ith it y to mode li ng errors and unmodeled d)namin. A \ :lIuablc
fact. hov.'c\er. pc mlits us to exlcnd thc con t in oou~' lime PTOS 10 disc rete time
sy~le ms: as the sampli ng r.. te increases. the lrue Op!:imal discrc te-ti me COtlitOl
tends to loot identical to a smnpled contin uoustime eontrol. This doe~ not
mcan t h~t thl- ~mpl in1! r3le must be high or higher Ih.an \H),Jld otne-fIl i.~e be
selccted 10 make the approximation \'alid. indeed wc will >C(' that the requin'd
min imum sampling rale is low.:r than thaI u~uaJl y chosen in eontrol desig ns. By
adjustin g the accele ration discoun t factor a. the procr;mf limeoptima l ~omroll er
in Ihe P'TOS will lea\'e enoug h control marg in during traj.xtory following Ihat
di ffercnce~ ])(:tweC n contin uousti mc and discrclelime optimal ~om rol ~lrategies
are minimiZed, Cont rol margin refcrs to the ab,lity of thc system to fe_pomllO
sma ll enors in model ing. or mc a. ureme m. wi th ~ma ll c han!!,e~ in ~onlrol respo n~e.
In the time,opli nwl system. th e in ti nite gai n operators provide no such margi n
for error.
An ana!~'si s of the mapping uf an idea ltimroptimal comro ll('r (cont inuous
system. to a discre te system ~on tro l1cr points OIH why the disc rete ti me ~o! ul ion

Key Ap proximation

where the de fi niti on of ,1', is the smne as in !he con! inuol.ls time cas<:. Qua ntiz:tlion
in the DlA and AI[) conve rters will be assumed neg ligible. and the output 11(1.:)
is mpul to the plant through a Ia!~hi ng [)/A COn\-.: ner. which hOl~ the !>amI." unit
pulse respon,e a.~ the l cro orde r hold function. A bloc k diagram of this ~y~lcm is
show n in Fig. 13.53.

condit ions on
law is the n

"

13. 2

606

ChaJ)(cr lJ

('01',')']'
2
.

~~

/ (1: + w~).

('" )"

+ 1.
- ,

-2 rcos(O) = - '- ' -lIk . T

ak T!

.
au
_ ak l r:
r = -2 ' +aI.:T-2
l ,

k,=

For the gil'en system. the parameters are

pros

(1.".1.::

J,

u, = lII,at

(k~(/(\) ~

[',)/ ml.

T'I'[ 0" .'1T' ]x (k)+ I-aa'r,

L'

and

linear region

m
k, '

au

-,"=~

.,

l ~

,- ("')'"
-'-'

The new set of des ign equations aT(' as fo llows. Choose

with a control

x{k+l) =

x::, [ -'"

N > 6,3,

u(k)

(1 3.90)

(13.89)

( 13.88)

(13.87)

(13.85)

There are two constraints on the di screte- time PrOS which arise due to th<sampl ing of the feetbild s ignals and the zero-order hold on the control to
the plant. Before stali ng the>e cond itions, we need to deane the b,md..-idlh
o rthe discrete -time
while in the lin ear region of operatlon
y,. and
IIII < II. From kl and k~ , the closed loop bandwidth of the S~Slem tw. ; is calculated as follow s. In th~ linear reg ion, the control is given by /I : : -I.:I x, - k~ .~;.lf
thi s co ntrol is substimed im o Eq. (13.80) the characteristi c ~quation is given b:
:1 + P,: + P l where .JP; = r = e- r. and P, = - 2rcos(8 1 ..... here O = Wd T .,
Thc natural fTcq uenq. which approximate s th e bandwidth, is given by !I'. =

{< I

Variable Outp ut Gain and Control Authority

for

To generalize the form of the pl ant. wc will include a variable satura tion ma.\ imum
\'alue. m. and an output ga in. k, . The plant becomes

whic h for ~ "" 0.707 means N <>:: 14.

It is s ho'irTi in Workman ( 1987) that if

N <>:: 20."h -

For moSt discrete-time St':l"\'o mechanisms. the \'alue of N i~ greater than five ,
Some designers use the appro.>:;imation:

m,8S)

Sample Time Constraims

(13.83 1

, [( arccos ( -~r
P )) '

r:

then it is pos~ible to show that the s)'stem is stabl e, and also that the pcrfonnance
o f the sys tem is guaranteed. in that the control will not saturate during the
de,dera tion phase to the targct position.

for a ll integcrs n

Al so. we define the ratio of the sa mpl ing (radian) frequency to de sired (radian)
bandwidth as

Wd

607

(13.84)

Nonl inear Co ntrol StnlUres: Design

With these resu lts. the closed-loop bandwidth is given by

13.2

Thc rcason for the "quantiled" valucs of reachable positions ste ms from the
quantization in time along with the re striction that thc control must be of magnitude one or zero. If 'We allow cOnlTol values to range bet ..... een I (as in the tme
di-Kretc-time tim~-OfXimal control). then all posi ti ons are reachable. Hence the
applicability of the practical PrOS ...... hich by construction has a linear region of
operation.

L' =1!~L" f'

Thus L.. ;, = aT/ i, the sma ll est movement for which ou r discrete mapped controller will match the ideal cominuolls time controller (of :OUJ"Se the tenninal
velocity must be zero ). What happens when L < L" .. ~ eleul)' t h~re is a problem mapping the continuous -time cont ro l to d hcrete-time. The ideal continuom
ti me-op tima l controller u~e ~ control values of I. but with that constra int it is
not possible to reac h L < L .." . or for that matter any arbitrary valu es of L. Th~
reachabk se t of L"s for th ~ mapped controller is give n by

(13.81 )

smallest rno"e leng th L for which the dio;crete time mapping wou ld produce theexar;:t runtinuous time re spo nse: the control signal is + 1 for one sample. and -I
for the next. The IOta: movement in -" is th en

C(Jnlwt bl! IIII! saml! as til l! cnnli"uQIls lime Olle. As an c:urnple. consider the

:-"or.h;]ear Cont rol

608

k,"

J.Clu~to<

'mit: )] 1.1 ~1 > .\',

, ngul", po<itioo comrollc lto"n in Fig.

N > 6.3.

I -'. ~I),

11 3.91
I

ff J

J.

" == K,(O.O I == !SOO.O.

IQ dC1enn;n~

= ..'0.952.U,.

J21 K

-- 'f' -'<II" '

[ 1.",) &

I ].

UI-I8 0.493,\]'.

re~",M1se.

.'''' ,
1',1<0",'"
ign (I~)( \-I .2 .",1)' ~ - ( .29B)1 1 .", >0.0847.
I3

,'cloc;ty command fU""'ti(lt);> thu>

L = [0.7!OO

K == [ 11.80 3.3S 23

which i, then u'fli as silo,,'" in Fig, 1.1.54. Figure 13.SS sltn", Iht

Th~ f\~ ulling

of Ihe YTOS 'u

1 t.l ,9~ 1

a (W1Imeltf optimiUl1OfI des.~ '0 obi3in the bfst ,';l]~ lor A, anc W t stlm310f ".,n<. Th.''al~' cho><:" (or thi.lln;,"

... be,~ ,"'" g3in K. is ,sat for ! ,' Equatioft (13.89) "'. n al>(l b< u,e,j~, ~ do:.sil ~ roo" .1r;Il"1 in

Eq. (1 .1.89)

Choos illl an :K'1~rat.oo di'>llnl f3l('tor<ll eqwJ toO.S~ . "~C2n u,., th~ CC)fI,Ir;)iol on~: fr...:l

j. Ji\'uby

SOl ut ion. To) b<gin. we "ill Js>UnlC thai th~ lorque fa('tO< K, is a <'O]1)lant lIi"en b) I h~
.mallc" ", I\Ie 0\'., Ih dc'ired control ranEe . not 3 fUN: liOl' of tM a.' tualo' po . illnn iI. a,1I.!
Ih~1 th e act ualor friclion faciO' K is lero re su lting in a douhle illteSI11H)r plant . Wilh I ~'"
s; mpli fyinj: " ,um pl;cn,. the oo"';at;~.d response, of lilt !tnear ~ort.oI la .. de' eloped .~rli
10 a r~ng. ofch;>l1~~~ in rommand po$itioo m: .no .. 'n in Fii. 13A7 . Bec,n <./: of the 1i"" I~d
e<:Hllroi aU ,horil)'. \ll< n:~pon!>C: fur lorge. mQ". dist:ll>l'C:s <kSrades fIC'\'cn:ly, To use lh~ PT()S
StfUCtun . w~ >uhSlilul~. n""iilK'ar fUOClion [ It dcri,'e<,I from III( .. tuntor ponlTlClcrs for lho
~, / t, gain bl<.,,;k and et 1:, (0) == I. ""amel~. Ihe (l(.'tt1~lion cun,ant fur the 1'01"')' lH.1U a10l'

Apply P'ros 1<> Ill< rotary

Dt's'gl!l)j PTOS

sin (Y,JIH2mao:rI.: JI.\'.I ,1!

and again ....( m ust ensure th ai

.,

/f"):

~\'

...h ich will agai n !Take th( fl!fICtion /H and ['I .) eOflti nl!.:)Us, The funel ion
a lso change~. To ac:eommodilte 11/ ...'e have

Nonlinea r Cooaol

b amp te I J. 17

Ch.1Pltl 11

-- -- -- -- -- --- ---

..

U IIU .
",

. r .H

609

"' ~k noge of ItIO\C an,ks.l. If " 'C .'Omp= tho..,.. 'C'.\po n.1e.> 10 lhose of a lio(3r <'Qnlrollc.
a, .~hoY.'" in Fig. 13.41. il ,~<:lC;l( lil:ol the nonlineu """lro1 ,trucru.c ,i.:ld, o'c.all Superior
perl'Ornl;O/lCc.
.

-- -- - - -- -- - -- -

r\onlir.~a r Control Sttuctures: Drsign

as

Since
llOmlatize s the plant gain ' enus fJ. it is not necessary 10 vary 1.: ,
runctiOi: of 9 . By uSing the min imum avai lable torq ue con~tant we sac ri ficc
16~ of lhe :i.\'3llable p lant acce leration capabi lity ncar B = O. To retTtelly Ihi s "Ie
would have 10 employ a m uch mo re compl(x control structure than PTOS. From
Fig. 13.5!. "c can see that assuming C\'cn a 20'1 lower K, Than act ual we would be
sacrificing an upper bound of a 6~ loss In response time performance. In rea lity.
Ih c performance loss \\i ll probab ly be more like an :I"crage of 3<:t:- becausc the
pla nl is on t) c ap<tb lc o f maximu m accclerat ion at fJ = 0 If n:covcring the 3'l
aVerage performa nce tost is " 'or1h thC' added comp lexi ty il ma y be wOr1hwh il e to
dC\'c lo p Ihe requ ired \'eloc it y command function f ("'" 0),

",-'lIn

Consider E:c.lImple 13.17 ..... ilh a to rque farto r .....h lc h is not constant bu t as
described by Eq. 113 .50). To emplo y PTOS on such a structllre and Include INl
for pl am gain Ilonnalizallon :md estimalor model cOrTeClion. the ~I mple "eloclty
fU /lClion / (.) wou ld ha\'e to assu me the minimum available torque oons t301.
Since th is ...... s done a lready in the generation of the " elOCII~' command fu nc lion
in Example 13.17. " 'e can apply IN t. d irec tly 10 it withoul changing Eq. , 13.93).
BOlh INL COfItrol and the PrOS for the plant ofE:c.ample 13.20 are sho\1>n applied
tOjiether in Fi g. 13.56.

- ----------------------------

fig ure 13.S4

VeloCIty command functIOn uSE'd in tne PTOS

13.2

Chapter 1)

"

!-----;-

r-"
L) _

: .

_,r

-,'

1
0

.(l.l

O.Clll

0.001

, '1

O,OOJ

0.006

--, ,.

0,004

L K40.0

MOl!

... ~

J.009

()'001

0.00&

, --

. -~.-

____ ,_ ....LL,,
0.0 1

om

1
, ---1

. .._- --_. _- <--

L.040.0

L .. 10.0

, . 1,00

L.O.IO

0.001

... .1

--, . .__.!

.,_. - - r . '.

.t,

~ 0006
(bl Time {t:J

----.:.--- -r-.... f,, .----h",:

"_. ' :j..-:: ., ._L.!.~);_ ..

.(l . ~. -

.,

0.'

0.005

(alTime(K<')

0.004

.--1.... ,:

0..003

0)1 .+. i .

'.,

... ..

0.'

0.(1(12

0.'

0.001

..i--l-... 1.

t'onlil1<':3r Comrol

Figu re 13.55
Nornahzed {to full >cale-J
PTOS re~ponsC5 for a
wide ra1lge of different
ste-p (hang es In
comm~nd pos.tion in pu t
y {move artglel LI

6 10

Fig l.l re 13.56

control

Bbck dlag r~m

~'onhnear

plant

. r .H

Desig._

6 11

"

Alth<lu~h TI(>I d i ,,~<.\dl.

u.. PTOS . , ,,ru,,,,,",, C' n be eJlt.nd<d to - "ndoro<r planes ... !tIl complt.,

Design of the free parameters in the XPTOS structure is much like that for the
PTOS. Tbe linear portion of the eontrollaw is calculated using some lC{:hnique
which allow~ the constraint on I;~ to be Taken into account. T he mode l oflhe plant

XPTOS Design Procedure

The PTOS conlroller dis.cus:;.ed in the prcI'ious section focused on snondorder

plant~ . main ly double integrator or real-pole and an inll:,grator type.~ Unfortunate ly_ mOSI se:-vo mechani ~ms contain fle~ible mode s in Ihe a(.:tuator 01" structure
being (.:ontro!led. yielding plan ts of higher orde r than the simple double integratQr. On the QIl:er hand. these higherQrder plants are ofTcn dominated by their
double-i ntegralor CQmponen ts (inertial response; When the flex ible modes are
high enough in frequency. the response of lhc plant to a PrOS con trol will be That
of a rigid body wit h ~orne sma ll residue of flexibk-mode mo tion in the Qutpu\.
It is often the case in servo design that the fle~iblc modes are beyond lhe desired
bandwidth of the closed-loop COnJrolle r. but still , hould be acrounted for in the
fir!tor part of\l:e controlluw. The PTOS arch itecture has been extended to includc
sue h cases. and the e~tended archi tec ture is re ferred to a~ XPTOS as shown in
Fig. 13.57.

13,2.3 Extended PTOS for Flexible Structures

K,(B)

St r~ctules:

Lintu

Co mrcl

of the rotary aC1u.ltor PTOS for the tOfque motCY. e)((lmp~ with INL

13 2

( h:lp\~r

13

:-lon hn.;ar (o mrol

._-

'.

- - ---

.,"

. r . b.t

.. tim. to

- --

+ . r. h

Pion<

"The funct ion 1( , ) is then dr~i g ned as in the PTOS cuntrolle r. but the constant t1
must be adj usted to accommodate the flexible modes. To provi de control margin
wh ile del;eletating \()ward the target. a is made sma llerthan th,lt used if the flexibk
mooers) wcre not pre.\e nt. In thi s mannerthc c ontrol il"kept from satu rat ing during
deceleration. and the fl exible modes are K tivc1y damped "hile the actuator is
approachi ng the larget. To dedde the proper value for a , th e ,y,tem is siml.llated
an d a is adju>ted unt il the system perfonnance meet~ the goal,. ' :or extremel~'
fle)(ib le ~y )trm s. and/or ,ystems where the comral bandwi:!th i, vel)' close 10
the freq uency o f the Hexible modes. some 1;000tral s atuTation du ring de~derati on
might Ila,'c to be allowed.
For illustration of the value o f the XPTOS aT!;hitectI.lTe, we ",m atlcmpt
a fa,t (proximate tiIM-o ptima\) poSilionin g of a doubl e int!grJ.tor plant w it h a
significant flexible mode of \ibration. Thc fTequ enc ~ respon se of the nominal

With thi s Slate defini tion. the feedback gain vector K is defined as

uS! in the statc estimator must (;ontai[l output und ou tput derivative (pm.ilion
and veloci ty in a position in g servo ) as two of the states. For example

- -- -- - - - -

states

x, a re Ile~ib 'e I'Tl()d.e

--- - - - -

E~ler.ded p ,o~ ffii.lte :i 'f,e-op~;mill seNO (Xf'TOS). The residua l ~tates

Figure 13.57

6 12

mod e at 6 Hz,

'>KOne's

wnpJe<l at r, = 0,02:

fle ~ib!e

roubl e integroltor plant

with a lighll y <la mpe<!

F,eq(lency r ~:>:>nse of a

of a
tbtJbl e integra tor ptant
WIth a I;ghtl ~ da mpe<!
fle ~;ble mode at 6 H ~

Figure 13.58
Freq(lCncy resoc.nse

.~

613

0
0

0 0

o
o

The numbers for the

e~ample

"

]'

are given in Tablr 13.'1.

H ~ [I OOOI

G ~ [ O( 2:' )'O

F=

0 I

+ 2>, (2.:r I" J. + ( !.'f/ . / I"

$"

.I: + ,_~, (21T /.Y + (2:r/.Y ( ~r ) - !!..

The Stlte mode l is gil'en by

PC; ) =

(U .94)

plant is show n in Fig. 13.58. The ne.~ible mode las a IOdB open.loop ri se:l! a
frequenr:y only ~ligh tly <1001'0: the desired clQj;.ed-loop bandwidth or about 4.0 Hz,
Gain stabilization is not feas ible and without feedback from the tkxible modes
(K,l the system would be unstable. The plant mode l is gh'en by th e transfe r
function

.~'W''c-----------C",------------~-----------~
HI"
10 '
11.1'

.,

.50

k'~
1.

Konhnear (onlrol St ructures. DeSLgn

" ,"-------,-----~

]3,2

Ct-.:Jp'er 13

Table 13.4
-----_.

614

0.95

0.020

"

24.11

L2

V - rart

V-lee - m-'

V - m- '

H.
H,

rn-li'C'V'

H.

0
0

o ,
OOOS
o

01462 0 6650
-066S0 0.7415

0012

o
]

I 333

24 .11

0.1307

I.

1)',1 ~ 0.0 15
1.'",1> 0.0 15 .

0.1185

tl3.951

.,

ff, )=

/ sgn(y)

12.&h
"[
Iv I < O.O IS

J ,,J(9.6 Iy,I)-O.IS98 1.~, I > O. OI 5.

Ini Tial s imulatioo.." sho.... ed that C1 = 0.95 ,,'as too aggressive wilh the tie)(ible
mode in the pl anl be~ause the control saturated qu itt" heavily duri ng dccclcr~tion .
Hy chOOS in g a I-alue o f a = 0.80. there is enough margin fo r the oont rol of the
fie)(ib le rnode. The final 1'1'05 function is

The fu nClion / t., is th u~

wi lh II as in the OOr.linUQUS model. We wish 10 dcril'{' a cO.ltro lle r Ihat gh e~ th e

desired closedloop ban<!\Io'idth o f 3ppro)(imately 4.0 Hz subject to the con"tl'lli n t~
given b) Eq. (llS91. For simplicilY II.. e " 'ill assume sta:t meaSUll!mentS at\:"
available allhough in practice a Slate est imator is sure ly req~ired. lni li:dl) "e art."
faced wi th the c hoice of u ..... hich must fi nally be chosen by simulation. So to
begin . ....e c~ a = 0.95 and take a lioear desi!: n corres~ooding to

I' = [O.(XX)! 0.0226 0.3<H6 O. 79S I 1r .

$ =

1.0 .02

Matrices o f a di scre te mode l based on a sam ple and zcm o rde r hold s ~ mp l ~d
at SO s ample~ per second are

"

'. ..,.,,
' .8
'. .,
'"r, m'"
""

T,

Pafametu Value Units

Nonhncar Cont rol

Figull! 13.59

~tem

13.2.4

of me XPTOS
when the p1dn c
has a ~1ngIe Ia.qt fle~lble
mooe at 6 ~l. S<lmp~
~ t T. = 0.02 se<:onds

~nse

Closedloop freQuetlCV

-10

,~

::

t i,

... :. ,. . t-

r.........,. (llz)

10'

Nonl me~ r Conlrol

.,

S:ll.II:tures DesIgn

6 1S

Paral'l"ltle r I'anal ion) in lhe plant of a control s)'stem can have !tel'ere impact
on perfo rm ance and stabi lil) . For Ihis reason. control ~)' stem d..':' ign<."rs have
long desired a con trol algorithm which somehow au tomatically redes ig ns itsclf
as th~ pl ant changes. This is the subject o f adapti ve control. The re are several
fCllsonable dennit ions for the term "Adapt;"'e." It is the opinion of the authors
that .... he n a contro l sysccm's s ig nal P<1llrs c hange. as opposed to the Sig nals. the
cont ro l sy.te m is adap tive. Thus. si mpl e Feedbaci( of any sillnal is not adapt ive.
becau.c the feed bac k In ..... doc ~ n ' l chan ge. It is wonhwhile \0 IlOIc th at thell!
is always !I liI'cly di scu!'si on among control e ngin eers aboUT the defin ition o f
ada ptil'e control. One defin ition is th ai an adapti ve contro ll er is any co ntrul system
that is des igned from an adaptive viewpoint. An()(her is that ad:lplil"e concrol

Introduction to Ada ptive Comrol

The f\' su lt ing clo,cd.loop response is sho.... n in Fig. 13.59. The sys tem perfor"Ialle<!. shown in Fig. 13.60 for a rTlOI'e le ngth of L = I is exce ll e nt. Kote that
duri ng dece lcrn tiQn the control co ntai ns a oomponent of the Hexible mode freque ncy. Once the 6-117. component has d:ayed. the resulting control magn itude
is approximately ol which COlTespond~ te rna.
Arrival :Il the target is o f cri lical imponance in high accuracy po!ii ti onin~
S(."""OS. and a d ose examination o f the pasil ioning: error for this ~)'~t em is sh~'n
with an exp.lnded ~cale in Fig. 13.61 . Thi:!uned S)'nern has excellent performance.
as lo ng as Ihe response lime ine rellS(' o f about lA can be toler-lied.

."to"

...

lO

1,

"

"

"I

13 2

ChJ.p:e r 13

--

X?TOS error responses

lorL = lola
dou ble-if1t~rat,on plam
w'lh a large Ile~ ole
mode of 6 Hz. S<lmpled
at r, ':" 0 ,02 sc<onds__

Fig ure 13.61

--

seconds

samolW <It T, "" 0,0 2

&

"

'"

I.S

----,

,' r-

I'v- _

lS

3, ~

l,~

is any comrol syste m which moniturs it~ perfonnal1ce 0.00 make~ adjll'l!~m'
to in;pm",:: th at pt'riunnance . Astrom (A~t rOJl1 and \Vi ue lmark. 19S5) dc'tllK:'
adapti, e control as a control sy~tem compri~ed of a fa~t (comroller) loop, and"

'()OlO

.,ooo ~

,mo-

,~"

," ,(),002 I~

"

, ,onf

1" if;"

.,

0=1

0.006 -

001 ,

O,OQB l-

!.S

"

"f

:/-

.. ;:

01/
,

.,

"

S",'l1 lin,.'" rCom ml

XPTOS le5ponses tor

L ", 1. Plill'll os a double
11l!e<Jrator w,1h ill Mge
Hex it>!e mode ilt 6 Hz.

Figure 13 .60

6 16

de,~ i gn

a CMIN] ~l'stem. Ihe de~ignf'r mu,t defin e four basic th ings:

t0

t TlC"'''' ~~ tho <oolJ'l icy ...r " >OII~ "'. "",;"':1i ........ " .. , ,he .!e,'.lup ..",,,, <0>1,. ,,"J in OII t ~" ",rl'
r.... in",,,,,,. ' -..itl "',,,c.,,, ~",,j.' ' <{>';I>.

Ga in schedu hng. a~ shown in Fig. 1-',62, is a process b) which one of SCleral

different comrol a l gorithm ~ is chosen based on some opt:rating con(\i tion[s),
and is thus adaptive (the signal paths change), Sin ce the control algori thms are
desig ned on~ l i ne with II priQri informat ion. the mai n b u rde n~ of gain schedulin g
are identifying the propcrcontrol design to be I.I;,M and elTec ting a smooth tran~fer
from one design to another durin g s),sle m operltion. Effectil'ely, lhe desig n is
broke n into regilJll'\" of openuion. and in each. a fi~ed control de sig n i& u>ed.
Simul ation i,~ used to examine the trunsition from one re gion to another. It should

Gain Scheduling

Accou ming for the >e<:'un d item in th c list ca n be costly in case~ of large plant
variation. If a fi xed-parameter automati c cunlru1 ,ystem is used. the para meter
variation d i re~tl y affec ts the ('apab ilit y of the d~sign to m~et the pcrt'ormancr
~pecitication , unde r all operating coodition~. If a~ adaptive con trollcr i~ used. the
parame ter vuriatiolls are accou nted for <tt the prict uf increased complexi ty of the
com roller and there fore CO,t of impleme ntin g the rk sigo _,8 It is thi s cost versus
perfonnance trudeuff which mUSl be exa mined carefull y in choosing the cont rol
structure , Ad~pti\'e co nt rol is certainly more co mplex than fi xedparameter ron
tm!. and carrb with it more complex failu re mcrhanism~ . In addition. adapl i\"c
control i, both timc\'.u"yi ng and nonli near. in creasi ng th e difficulty of stability
and pe riurm ance analy. is. Thus. the decision to lise ad~ ptil'e control should be
made ve ry carefull y. It is the i ocrea~ed com plex it)' of adapti\<e controllers and
the corresponding impleme ntati un diftic ultie, which led to pt:rhaps mure obvious
and simple ~ t!.apt i\"e controllers . .~ uch as gai n sc heduling.

I. A mode l of the plant !O be conlrolled and lht' range uf it, '-3lidity.

1. The nominal val""" uf the mod el parameters ~fl(1 their expe,t~d dev iatiun.
J. The pcrtormunee objttlil'es.
4. Th~ eon,;l mints on the des ign. such as fhe cust uf control a" tion. comrol
~u thority lirn iK and the intende d COSt of the controll er.

To

Use of Adapt ive Control

slow (willful adju,lmem l loop, In any ca~e. lhe detin it ion of th e tenn adaptive
i_" to "modify according to chang ing drc umSI.1ncl:.. Al mo) t all adoptive control
')" t em~ do modify lhern.';elve~ mlder changing drcum~tance~ . the issue s left to
di scu~, be,u me. "what are the r hanging ci rcu m.<;fance.<; 10 be accou nted for:' and
'"how du we modify the control algorit hm in light of the change,'?"

Clupltr L3

Fig\Jre 13.62
StH.lCllIrt of tM "g'};n
loChedu I" (or trol er

6 18

selec1ion

p;lram<ttf

(ontrotkr

Y{: )
VI:)

(I

: _1 111

0:- 1) '

k,, (1 - b: - t )

(I

: IHI

0':-' "

t~ (1 - b: - I)

10

i~.m.>!

m",b ,10-..,. th.., the, "'.." tim. """'tan' of'ho <1Ml'<l loop ,),;,.m.

II SI<)"'ly in ,ho.' '''''''''' 'm phtS tI1loC ~l)mrol ]XII'OOltICU:>rC ~~r<4

di"", .. t

."".... nl'

01 ~ o;\IC

Using Ihe leehn iq ue o f gain schedu ling. the desig.ner precomputes Ihe cOnlml
la.....s for both planlS. K and K . When lhe control le r microp;"Occ,,~ n.><:ehb th~
eommand to drop lhe lood (or m:lkes the decision ll!\ClfI. the new control la\\ K '
is used instead of the o ld one.
Although gain ~hedu l i ng is adaptive. it i.~ perhaps Ih! leaM sophi~Ii;;:I1cll
of the slrntegies of :;daptivc COntrol. This is because a re l:l.i\e l)' smallnumb.-r
of desi~l1s are done olT-line and loaded imo Ihe CQntroller a, options Ihat Me
subsequenl ly chosen d uring operatio n as a function of some measured or rom puted condi tion. To bt: fai r. gain sc heduling is also Ihe mo:.1 wi dely used of ~ll

UI:)

Y (:}

unl il lhe load is dmwc: d. at whic h poim lhe system d}OIlInicl> c hange

a,

be noted that o ft cn t.1e question of stability is drc\Jm\'cn te<! by having vtry few
regions and ensurin!; that the controll er will pas, from o ne to anOlher withollt
gCll ing IrJpped ar the bou nda ~'. It i~ rea~on ed that for a rew regions Ihal are
swi tched be tween vcry ilifreqllenrly. o r a rontinuol.ls sc t of parameters that arc
modified ,'ery s lowly. II the system stability can be e nsu red ty exa rn iu ing cadI 01
the linear contro ll ul.l"s if it wefe fixed, Thu, ~a in schc i.lulil& is usually thought
of ( Of definedl as depende nt on some slowly varying parometer (relarive to th,'
contro l band", idth ). The method of (I\'emgillg is a sop histicated concept ofte n
used 10 c\'aluat c the slabili t)" o f systems which have slowly I'al)'iog pa rameter,.
Unfonuna tely. a\'ernging anal ysb is beyond the scope of tht.; te.' t (sec ;\n&rson
( 1986)). In praclice. stabili t)' analysis of gainscheduled symms cons i,b of d ose
exarn in:u ion of syste"TI simulations. Proof of syStem ~tabjl i ty h rare ly soogh t after.
The lineari7.ed system dynamics of a robot arm with 1I load are ,i\'en by

r--~4

No nlinear Conuol

(MRACJ

Adap!~

Control

Model Referen(e

Figure 13.63

:;\,)nlme:tr Comro! Slru':lUr<,s. Ot-slf!n

6 19

>,

r-'

co~lto l ler

""ju'll.bJ~

"

p.aflmctr ..

Co~ l roIl<r

..."

RdU"ncc

pllro t,

Un"~ ,

met/lin","

r.l Adju>lm.~t I-

t En"

Then: al'\' m~y versions and refinenlt.'"nt~ of Ihe~ ide-as Ihal ma],;e up the field o f
adapt;"e COnt rol. The ilClf.wni ng regulator originally de\'cloped by A~trom .mJ
Wil1enrnarl.: is tho! Iypc nf ao:I;tpthe con tmller Ihat '" ill be st udied in !>01llC u.:lai l.
An e.l cellent sur\"C)' of lhe fie ld o f adaptive control wa~ done by ASII'6rn.
Anotho!r approach to aJaptil"C cont rol is in identify ing thc importanl plalll pa _
rameters (Ihe pl ant model) wltile 1111' .'.Hli'm is tll/millg. Once the plant par.llllCters

Self-Tun ing Regulator (STR)

Mod.., l reference adapt;\... l"Ontro l. shown in Fig, I ~.63. has a ~ 1ightl y di fferent
approach in th~t it modifies an existin g control de sig n to im prove some ca1cul a~ed pcrforman~e m~ a,ure (elTor .formula ted as a de.~ired system mode l ou tput
rntrlus the actu al ~ystcm output). DIrect MRAC updat ~ s the l"On trollcr parJ ll1 ~ t c rs
di rectly. whfrea, indirec t MRA C ufKImes a refere nce model and the parJrne lers
of Ihnl mode l are then uS<'d in a desi~n caku:ation 10 compule [he con troll er
parome te rs .

Model Reference Adaplil'e Cont rol (MRA C)

adaptive al!;ori t hm~ In folt. lind il can be ~'el) effecthc. For e.\lIOlple. it i~ lhe
predominant me lhnd of ront ro l Ol>Cd 10 handle the \\ me pl am varialiOlls tha i occur
in Hight control '),5tem5. Ac rodynamic mode ls \'a~' greatly \\'ilh :'I1:u:h number
or dynamic pressure (rurlClion of .docity and air densi l}"t. and avionic conlrol
sysle ms usuall y schedule gain~ according 10 (Jnc of Ihese \ariables. ",hich c an
either be ~cn~d o r eSlilOatOO. Gain schcdu li ni!' beg i n~ 10 lo.~e its appeal if the
natu re o f the planl \lltialion i~ <'ither unpredictable. 100 \ariable. 01' too colllple..:
to hand le by pr.,'cnOlpu1 inf:: contro l la\\ ~ and decid ing "'hen [0 UK Ihe appropriille
one. In any of thesc ealoe'S. a more ~oph iqirilted techn iqu e is R'quired whereb~'
the control taw is desiGned OII-lille.

I J.2

Chapter 13

Adju, lobl.
IXIWoll.r

duii "

Conlro1

man\' different model 5lnJctures are

pu~s ible.

a min imal state space

II ) .

(13 ,<)6 1

(13,97 1

If no direcl control feedforward term exists 3S in most physica l systems, the

coefficient b~ in Erj, ( I 3.96) is zero. The roe ffi cients of t~.e different ial equ.atiOIl
given by q. (]3.96) wi ll be used to de fine a para meter Y('Clor tJ as foIloll S

+ b ,,(1.: -

ulation tools whic h. are avai lable for design in the state space, MuSI paramet~r
estimalion routine, an: based on a specitk model struCI'Jre. so to be co mpall'
ble one must choesc a common structure. A typical struct ure is that of an nUl l'
regress ive moving average (ARMA J model. and as discusscd in Ch3~ter 8. l h~
ARMA model parnmete~ can be fou nd usi ng off line or ()n lme tech nIq ues Th~
specific parameter eMimation algorithms chose n are a fu nction orm any consl~~r.
al ions including processing power. meas urement and process nOtSe. and de slw.l
. .
..
conl'erge nce mt es,
An ARMA descri plion of an 11th order plant WIth mpJ t /I and output .1 I>

rcalila~o n is preftrred because of the trt" mendou ~ vo illme of de, ig n and sim

A lthou ~ h

Explicil Self-Tuning Regulator: Model

are ayai lable from the idcn titier. lhey are uscd to redesign the eo mrol algorithm
Kcording to some design rule as in Fig. 13.64 (explicit s~l~.tu n.i n.g reg u,lator;,
Alternatel),. instead of identifying the plant parameters expirclily. ill S posSIble to
fo rmulat e the control ~true1Ure such thm th e eomroller pa'amete['; whic h lead to
a de sired closedloop system are iden ti fied d i rectl~' (illlplici t self.tuning regu.la.
tor). It ha. been st own that selftuning regulators and m(\()cl reference ada p\l\'c
control can be identical. depend in g on the underlying dt" sign methods.

t\"on li ..,ea r C,'..,trol

Figure 13.64
Structu re of the explicot
self:unirg regulator

620

i\onli neJ f Com f{,1 Sm.l~!Ure~: Design

621

,
- '~' I

=:

Or <p,'

(13 ,99 )

(13.98)

=:

131,, - ' JIj.

( !J,

100)

=:

blt,, (t l

+ (I ,.I'(t B(q -'}u

A (q - ' )." =: -,,0.: )

+ any (t

+ ... + " nult -

II ......

1/).

-1/)

I !J.IO I)

There arc many ways of spedfy ing the performa nce objectives of the plan t.
including inpu toutput b~ndwidth. step re.~ponse . phase margin. gai n margin. and
pole location~ . The de~ig n me thod is usually a func tion of the de~ign ohje<:tives
Iftran )fo mut ioo); can b ~ made between \'ariou, fom1 S of (1e.~ ig n objee til e);. th en
almost any design melhod can be chose n.
For lldapt ive comrol we are in terested in a design method which can be
accomp lished on-line . On line oper.Jtion mandates a trade-off betwee n computationa l complexity or burden and ult imate pcrfo rrn anct". Any design method
chose n must U'>C the infonnalion identified from in pu t output data frOlllthe plant.
and comput e wme controller parallle tc['; to ubtain a desired dosed loop behav.
ior. The self.tuning: regulator shown in Fig. 13.65 u>e~ weigh te d re, ursive kast
sq uares (\VRLS 1(\e~ Chapter 12) 10 iden ti fy th~ plant pa ram eters and adj u,t the
polynomials S. T. and R wh ich make up the con troller.
A poweriul design method is th ~t of po l ~ placement. The power of the
melhod lies in the fKt th at /II! method. e,semially Jus t place the poles of tht
~)'s t em (~ero:s cannot be place d with state feedback ). thm; the (li near ) t"ontrol
l:lw~ deri ved by an~ desi gn tec hniqu e ca n be in-.plemented with pole pl:lccment,

Explicit SelfTuning Regu lator: Cont rol Design

Thus A and B are pol r nominl opt:r3to rs wh ich rharactcrize th~ plant. Because : - .
represen t.~ the ':lran sfonn. it i.~ technit"ally incorrect to use it as a de Ja )' operator
on a s~s te ll"! wi th time.,'arying eoefticients where the ;:trarrsform doe~ not upply.
Alth ough ,, - ' i ~ used a.~ the de lay operator in mOM li tent ure [and this chapter).
il should be JUSt a.<; clear if: I were used.

"od

which is juSt a ~ho rthand notat ion for Eq. t 1J.9f. where 11- ' is the unit delay
operator. for examp le

AI,, I ly

Equation (l3.9X) is commonl~ refcrred to a~ the regrt"ssion vector or venor of

regres'iOl"l', !n polynomia! (Jperalo r form the plant model is ex pressed as

ytk)

then we C1Jl writ e the current output u~

'n -

,;, T ..: [

Wh ere uppro priat ~. b" wi ll be d rop~d from the p;mulleter "e<: tur leaving 2n
param~ ters. If we ddlne a \'ector uf P:lq outputs and past (plus present if b h
v
nut 0) comrols. as

13.1

in a
oi \Iml'

~h:')'Mng t ~em

---

fU rKliOO

S{B . - t)

10-------'

( 13 . IU~ t

B.. lq

~I'"', )

~J'"

Bdlw]

Y,{W)

Ye w )
G lw ) = - - _

Y.(w; = Aiw)

Yiwl

r.. i.~ the sampli ng li me. In shonhand notation we have

A.,tq -

( 13. 105 1

t D . IU,h

Equation ):' .103 is imponant for several reason,. Perhaps most irnpon~ln t ly i t ~
numerator s ho ul d usually cont ain the zeros of the plant (zeros of B lq )l. lx'c ause ac hievi ng a transfer function G,~ (wl thm docs not conta in se Ine ur all
of the l.~rm in 8(q - r l with Eq. (1 3. 106 1 implies the "eros are c ance ll ~d b y
poles of the syste:n (r{)()ts of A. I. Cance ll ing roots th~t are nOt we ll rn "rJ,:

lIo'here

Y.cw)

--~

Yew)

"here A and B ........ rcsent the dl'sirnJ closed-loop pol)nom ial operators a nt]

, --,
,
'
f l.
I' h the des iTfil response or re feren..--e ....ommand. The Ir.illsfer unc hon 0 1".:;
~ ired syste m Oft'o uld be

A.. .r=BJ.I',_

One deficienc\' in the pole placemem design techn ique is Ihal i1 ass umes tl1;'1
you know wh~re loJ put the poles. It could be sa id Ihal dec iding .rlrl'~ 10 ptll
the poles is the de~ gn. and that pole placement is really a~ imp lcme o.tatl on step .
In adapl h'e control. pole placemelH provides a co mput ation:lIl y effiCIent way.ot
updat ing the control p.1ramelel"li once Ihe platll parometer, arc known. assum Ing
the pole locations ~rc dedded upon m ad,ancc. If the pole local1~n S are 10 ~
chos cn on- line with a technique such as LQR design. the comp,utat rona] ~r~e n
climbs a~tronomici ll }'. Therefore. the design step usually con~ l il,s of de s r8.nr n~
a co mrol law to place the closedloop system poles at predeteml1lled locatlon_.
and/or at locations which are a simple func tion of the iocmrfied plant parame ter_.
Pole pi acenlenl is then essentia ll y spn: ify ing the des ired relatio nship betwecn
command -input ami controlled-outpu t as

ctuJ1'lcr 13 :-Ionhnear Control

Figurt! 13,65
Serllunrng rt!!iIu 'ClIOf
[SI R! bloc~ dlagram.
NOl l' thdt 1111'
~e 01 S, k. and
,. 00 the eslima:ed p'anl
palafTll'lro IS Iohown
elpl (Illy ramer than

622

Non!rrn:~r Conlrol SlNaures' Dc:si#l

623

1w)=

B {w;A fw)
'

A.JwIA)w/

with bQ constmined to be zero. It is 0

\I'e

wish to identi fy.

b. (1.:)

] .

The rst im ated param(' le r ne lor &at lime index I.: is defined as

STR Algo r ithm

,f

( lJ.!08)

(1 3. 107 1

where A.. is the desired chamcteri.,lic polynomial ofthe state est imator and A.. is
the desired eiosed-]oup ehameteristic polynom ial if full state feedback we re used
without the hti mator. If the mooel of the plant in the Slate esti mator represen ts
the plant eX l.Cl ly. and there is no noise in the syste nJ. then for perfecl eM imator
in it ial conditi ons the closed-loop t ran~fer fu nction o f the s~'stcm is fully adequllte
to describe : 11 plan! re~ponses. The closed- loop tr.lOsfer fu nction under these
ideal cond itions is

(] 3. 106 )

The zero., o f A J c an be cllosen a priori. or according to:l simple functiun o f

plant paramete rs suc h as rad ia l pole proj ection 10 o pti mize o\'eralJ c loSl"d-IOUp
performanc~ fo r th e t'.' pecled k'1 of plants.
The basic selftun ing regulator is sho .... n in Fig. 13.65, The foll owing equa.
tions defi nc (he overall sys tem ($Ce As tro rn t 1995)). De-fine A J(q - ' ) as the de si red
cll)SCd-I00p charac teristic po ly nom ial. By the ~enai n l)" t:quiva lence princ iple. it
follows tllat

force~,

tile Ullit ci rc le is a bad idea for two rea,ons' fi l"lit. the rancelJation CDn ne\.... r
be done exactly a nd second. the cancellat ion w ill occ ur in o nly the transfer
funct ion G" (and Ihose Oft'hich differ from it by a COI/J/(mf factor). ThUs. if
the controlle r aueropts to cancel unSTable roots of Btq- ', th is wou ld de~tabi .
lire the sy~te m because the residues of tnt unstable mooes can n~ be made
en t lly zero. ,\I ~o. STable r(K)(.~ whic h are nearly cancelled in the tr,lIlsfer func tion G,I 1Io'OU[d not be cancelled in 04her transfer functions. such as the ones
relatin~ diswrbance forcc~ to the OUtpu t of the: systenJ. If the sta ble ruoI:S ne:lrl y
cance ll ed in G" represent an eigenresponse much slowe r than llle re st of the
system , the ei g('nrespun~ will be ex cited 10 a much higher extent by. for 1'),am ple. d isturbanc.! foree~ as opposed to the refereoce command inpu!. TIlis has
Ihe unwanted c ffect o f prod uc in g extrJOrd inari ly s low respon>C's to d isturbance

D .l

624

ChOptH \J

='

_I

a -, +r(k )p(k

1)$(.1:)

"

(13.1 10)

r..
(.l'lk) - t/! (k)fl (kH
+r/! a l P(/': -1)4>(k)
(1).109)
1 [P ( i: - l )rP lht/(k)P( k - Il]

P(k -i) (k )

PiO=,-Plk-J)--

+ I)

[
8 (k ) +

given by

(13.11 3\

( 13.1 12 )

(13.1111

which completes tne STR algorithm.

Equation ( 13. 111 ) is referred to as the "Diophantine !q u~tion " and h:l<
been s tudied e xtensively. The difficulties wh ich arise in so,ving Eq. (13 .1 I I I
for Rlk. q -' ). S(k. q -' ). T(k, q-' , include nonun iqueness of the >olut ion and
~illgularities which Ol"l: Uf when the e~timated plant pol ynomial s A(k. q- I J. and
B(k. q- ') conta in common or numericall )' c]o,e factors. In Eq, 03.! 13) Y,{kf i ~
the ullnltered input referenee. as seen in Fig. 13.65. l1!e local convergence proof
for th h can be found in Goodwin (19~). While global ~tabi1i :y of thi s algorithm
i ~ poss ible. proof of global stability requires persiste ncy of C.'I:ci tatio n. Pers istent elicitation (PEl refers to the condition of providing the id~ntification romine
with enough infonnat.on about the plant dynamics that the parameter estimaK\
con\'erge to the CllrTC{ t :.olution. Without PE. the parnmete r estimate, ca n drift
which. of course. cames th~ re.lu lling contro ll er to be differe~! from the de sired
controller. and someti mes CI'cn unstable. Onl' of the difficu lti es of losing PE b
n:ferred 10 as probin g: The system will usually destabilize. and the rcsu lti ng
wild control and plant outpu t action becomes tempor-.uily PE (e xciting on a finite
inter,-a] of time ). causing a reconvergence of the plam parameter esti matc s an d
he nce the controller. thus stabilizing the sy~tem. Clearly this can be a vicious
cycle in the ab>enc-e of corrective action. The spc:cific persiSlCnt c.o;citution condition is u function of the parameter estimation routine. Excitation meas ures for
\'arious estimation alg orithms are also given in Goodw in ( 19S4/. A common one
for RLS is found in Chapter 12.

i.~

1'0:.. q -I ) = [A .. II II B(k. Il ]A, (q _1) _

iw:.. q -I !. .5)':. q - I) and finally calculate TO:.. q -I ) from

The comrol signa l ll(k l

solve for

AIL q -' ) R(.I:. q - I) + q - I Blk. q I )S(k. q-I) = A .. lq - ') A,,(q - ') .

where y =' I. (J =' 1 for RLS (unwe ightedl 3nd 0 < y < 1. (J = I - y for exponentially I'.'eighted RLS (WRLS). From 8{k) I'.'e fOmJ A (i:. q- ' J. 8(/;. . q-')
whe re the cocflicl ent,of A and 8 are (j and Ii. respectively,
Control Law: In keeping with the 'de;.;re 'to leave plant leros in the tlo:.edloop tr.lnsfer function (no canceil mions). we ;;elect B.. = B. We sekc t A~, and
A. from de~ired closed loop and ~tme estimmor characteri stic polynomials. ~nJ
from

O(k

Id e ntification: L',ing \\cightcd recursive least square, (WRLS) we have

1\ollhnar COn\rd

Example 13.18

~u "' II'

In.)I .t )

~I

0 , 737~q -') '

+ 0_8957,,-'.

113.1 !7)

( U.I )6 ,

- , - ,

- 0.8957. al<>"lI wilh poic<31 I andO,73'l J , o.,ign an STR CQl\trol!er

'I-~- ' . (I

(I.W~9,/ -' (I

+ 0 .7189., - '

~O.04.l[{q-'

0,03'1 -' + 0.03'1 -'

h,q- +b;q ,
I +ii,q- ' + ii,q -

(1 3. 11 91

(!3_1 18f

~' ie ld ,

8" = 8.

IH , I!~)

i1~ ,1~ l)

Wilh Ih<se c huitt>. "'~ can ", e the pole pl;>CC lTleni le.:hntqlX' 10 d~,i~n Ih< ,'OIlirolltcr polyno".'ia l5 S , T. allll R wilh a numerical fout;"" ..... hich ",,1,\:., 11\, Diopl>lnlinc equJ lion \\illl iop""
A. B. A . ~nd A,. Th~ estimale<.! plam paIa"""1c", ~ome from an e'timnli"" rouline ~\JCh as
w~ighted ,e-cuf"!i," 1~3" <qua re " For d.. nominal plant ,...,.-.Iilioo, giycn, and lile aclual pl .~I.

A, = II _ O,4(lq -' )1

:-<e>.l. we mUll cnJ<Y.oC II!<.' e.l;ma,or pole,. \W " 'ill "''''''I fa.le, poJle , _ hUi k~~p ""''''' _'m ~1l
amount of ooi,e filtcri~ g in Ille .~.Itm

w>Q( hoose Ihem:o be ",a1. Thi'

Lei u, dloo", the c!cl!<Cd.1oop ,yslem pole, 10 gi ,'c a ,;eu llDJ; lim. of lOOuI I ~ "mplc , _and

(lOJq -' (I + '1 - ' )

11 q ' ,:

1 -1.Oq ' +1.u.,. ~

Glq -',=

Solution, The n~minaJ plant. from whi<:n we de ,illn tile inili,,1 comrol2ain,,;, ~ i' en b}

for thi~planl ,

wllic h de.rl) hal a ~eru

0,(89'1 -'
1-1 ,7 IS9~ "

(13. 1151

whicn comspond. to 1M actual par.mete" of a php ic al plant. Sin~~ "C M~ liuing ooatxi H
romrol. the planl my!' naH ~ large l<l.ri:.",O in ii , par,u:.. t~ "'. in " 'hk h (a,e OO r oomiMI
rofltrol Ik"i~n will be de,i gncd for the nominal plant Sampled ai T = O,}.'O ,,-"q)f1d,. Ihe
di<.<:rctt lnln;f~r fJrlC lir>n i ,

GIS ) = (lcn =

)'1')

Here we ., nall exami"" I"" ""sign of a ,imple ada~i\'e "ul1lrulk, u <in~ tn,' e'plicit ur in~irttl
STR. Con,ide, 3 cOIl tinuou, liID!' tran,ferfunction re l.1ling tile 1"i (ion ofa IJI<J(N "'lnlWI\' to
lhe input CUlT'e nt

Chapter 13

);'(lnlmea r Co ntn>1

,
,

-1.50

-,

- o,s

0'

r"". (..

'"

4{)

:sa

O.

0.0

0-

,
Ti me

( 1t:C )

"

0.7.

--

r-

" " j-

1 -

~ -.j-- -I- -

ynon\l. p,lIra ,"""1"1

, ,
,:'

lI>

Ti me (1)

(0)

I I I

I,

3S 4{) 45

! !

-iP :'-~.o.19-

~ 0.~904
I
, :-b~:

j.Q

--

Num.".lOr ooe 1 I

"

" " " ",OO " " " " "

- -_..

" , ,,
"o '" " "

'"
O(

O.

,
"
",

O.M

4S 50

40 45

,,

,- -- - -

".cterallC p

----_.--- +

rl;o, s imul ation of rh e adapli,'c ,ntroller ,!xrwn in F;~. 1),66 de",ol~lmle~ lil<: oper.l_ion.--.t
the STR. n.. ,..I LIC of:; '" 0.90 wa, u"",d in ril<: v,'RLS roullne. Th pl'0" 1<X the ,-",ltat, ,,n
r><:Ce_'~ar)' for the para"",..,. idem ilk~tion routine :rn al te rnating pmi ion .... t-poi nt .-omman d
war. pro"ided lperiod of 10 Stt<lnd~) . Note the orig ina l OOtpul response is poor. but improHom:.; lhe parameler e!!i lla!e~ CQ<l"erge_ A~ menrioned in Chapter 7.;1 ;~ possible I" m~,tN"1
S. T , and R 10 ~i\'e inltgrat ~'omroL ...hi~h ... "uld ~ de. im! in ,oo; t d~>!!j:n; ha"in!j: w.-:h ~
\':lri ab l ~ pla nt .

c)

10 IS 20 25 30 lS

i'

Conlnll

,.,

10!S 20 2S 30 JS
Time (_)

----r, -, ,
_,I

'r,

Fig ure 13,66

.
.
Simu'at'on of the ~11- t llnjn9 (E'9ulato' of Example 13.18_Note the Imo rCVlng com11aoo
track .ng as the para meter e5t,ma:es converge fOf 'hE> plaot ia) com mand ~nd cutout
fl!SplJnSE' ib) estlrr,ated pi! ram!'lers.:1, and aI le) COfltrol response (d) est 'ma t ed
paramE.'ters b . and b 1

626

GSTO C alg o,jlh m

~'e rsus

Regulator

:-";onlmt:~r CofltroI St r u('l ures ,

Co,:,.gn

627

3. Design a co ntrol law. obl.ai ning K

pr

'

pr

I, Idclllify Ihe model paramCtl:'!fS and fonnu lJ te a slale space llIodel of the plant
I <"rr ' r p ,"' hl'.?) '
2_ Design 3 5tale e'li mator. OblJ inin g L '

In this sec tion we w ill defi ne a general ~ If- tlln i ng obser\'er-COlllroli er (GST OC)
algorithm for ada pti ve C1)lllrol. Rather than a polyno mia l form. 1he GSTOC is a
structure based on a ~ I a te es timal or wilh state feedback.

GSTOC: General Sel f-Tun ing Observer Controller

Th t STR is ~ ~y~lem based on a linear wn trollaw. aimed a t selling the pok s () f the
overd ll syste m to :lchiel'e the des ired regu lator charac teriST ics, Th e COnlrJdiclion
is that the regu lator operati on e nviro nme nt usu~lIy doe. not pro" id~ th<' ric h tle~.1
of e)(citati un o r a sig nal-to-noise mtio that permits idemiricalion, Th i ~ i, ~l'au se
the job of Ihe st;!le regulator is to kl:'rp things constant or q ui e~en1. If there
....... re no diSlu rba nc es. the inpU I aod o utput l() the plam wo ul d be consta nt.
Hence during regu lalor operation, the siu of Ihe ('(lmro l b proponi0l1~ 1 10 the
... ize of the distu rbance. and idea ll y The output I'ariation is small. Hence under
di stu rba nc e rejeCtion co ndi ti ons. Ih e ~ i gnal-to-noise rati o i~ rare I)' more than 0
dB : Thus forman y adaptive control sys terns. sel-poi nt change. are u-;cd 10 provide
a signa l em-ironment in whi ch the l D algorilhm will work well. In add ition . .~t .
point chan ge.; provide clear demonstratio n of the system's lran sient re_~pon se. If
we defint Do C(ln troller or _~er\'omechanism as u;;u:lll y foll ow in g. (ha nging in pul
com mands. and a reg ulator as maintaining 3 coos tant sct-point. the STR woul d
be beue r referred to as a self-lUlli ng COnt ro ll er or STC. Some of the d iffi('ultie ~
asoociated ....'i lh regulation ca n be O\'ercome if 311 ex ternal exci tatio n si gna l is
applied \\hile the stlflUning regu lato r is lUning.
Most control systems are nO! linear over lallte set-point cha nges. Among
the many po~s ibi lities. th e co ntrol usually saturates. Salu ntion uf the ('(lntro l
effort is o nl)' no\\' being conside red in the proofs of stabili ty for self-lu ning
contro ll ers. Hence in the standard STC we ha ,.e a ,tt1lCluf\' which assumes a
wholly lin ~ar con trol system [o nce the polynomials 5(1 - ' ), Tiq I). and R(q -' )
are fixed for the id entified plant parill!leters e,l_ Clearly as we p):u:c the poles in
lOcations requiri ng arbi trarily fast (and perha ps rea so n~ble ) lime responses the
cO!llro! effort \I,'ill grow Jarge in amplitude. thu s irt<:re ~ si ng the probabili ty that lhe
sys tem will u-;c values of ~ontro l elfort that arc nOl practical. To implement most
non linear cuntrol laws requires measure ment or estima ti on of a partic ul ar SC I of
plant state \"ari~ ble . Since th e STC structure does nO! a\low for muc h choice of
the systern stal e. an alternate structu re for lhe s'rc mus t be developed.

Controller

1},2

CIl.pler 13

10

"r

~((:;:m;

..1!mltO!

Sli t<

~(t)

"
Pl.ont
' __,-.0
'
}-- - --i-+ . (.),
r(' ) r

Note lh ~t this '-ery ge nerJI algorithm does not .specify which methods ar~
Ix u~~ d 10 ident ify the plant mode l. or to choose the cl[)$.Cd-loop estim~tor or
contro l gain s.
The algorithm for the GSTOC b a strong function of th~ states cho;;en 10
mooel the plant . In Fig. 13.61 the plant i~ shown as hal'ing a model of lrl'. r . h]
.... hi ch is J fu ncti on of the true plant parameters 0_ The fonll of the model has not
beel! ~pec ifi ed. and ;orne form s ha,'e ad\"~ntagc s over othel'$. The physical model
is one whic h origin3 1e ~ from an application of basic physic>. and wi ll be denoted
wilh the p--suh"Cripl such <IS l <l>~ . 1'/., hr ]. w ith the st~teveclorxp The imporlant
have
Ihing abou l the physical model is that thc dcment s of the sla te ICClor
a physical rne;.lning. such as ve locities. posilio n). pres,ur::s. temperatu res. etc.
The practica l va lu e of physical model statl.'" i ~ thai it is straiJl:htforward to build
tl."st con ditions on l:tose stilles for control purposes. If ano:her foml is used. ~ a~
lhr controlle r canonical fom l. the Slate s are a linear combinalion of the ph ysical
,tate . For rump le. a panicul ar stak \ari able may be re latetl to the physic ~l s t alc~
in that it is w loci ty plus pos ition plus acceleration. This amal sa m of physical
Mates un necess.a ril~ cornplicate~ the comro l de signer's task. If. for e.'lamp le. il is
de-sire d ro .-;e n".. and li mit the ac celeratio n. the tran,f,mnat ion back to lhe physical
, wte s woul d ha\'l." tu be formed ~nd e~ecul rd anyway. So i. many cases it is best
to fonnu lut<' the s~'.\tl."m mooc l usin g the phy, ical stales. In addi tion. the ARMA
mode l is the most S<!n~ i l i \'e model fro m a coefficient round-off standpoint. Eit her
cascade or pnrallel models gener-Illy ha'-e much bette r numerical propenies.
es pedall y with incleasin g orde r.
If the id enti fication is based o n an A R1\-'l A mooel of the plant. then the
tra nsfonnatio n 10 the physical state~ is not simple in mOSt cases. It usuall~
requ ires a tran sfo mJation matrix T E R"" that has 00 ex ploi table structure.
Since different ph y,ical plants rardy share a fIXed or re gular ~tl1lcture . a gen eral

r-: . m linear Comn,1

Figure 13.67
Self.tuning ome""e,
contro ll~r. Both th~ sta'.e
es;,mator poles and the
~Iose-d -Iocp sys:em ooles
are placed based on the
m~1 pararnl'ters. (8)
oota'ned from the
identification scheme.
Note ~oc is necessar~ to
insure proper DC gain

628

Konhnt'H ConlTol Struct ure s Design

629

Of eourr.e th e liS! above varies a bit froIT. STR to MRAC. While the STR
can handlt' plant lCroS outside the utlil ci rcle. the MRAC runs into stabilily
difficulties. Unli ke cont inuous -ti me systems which rare ly haye righI-half-pla ne

1. Converge nce rate.

2. Compari>on \'ersus fixed con trol law.
3. Robusmess e nhancemertl.

Perfomla nce Issues:

I. No known infonnation_
2. Known plant orner.
3. Unmodeled dynamics.
4. Disturbances. noise.
S. Unknown hiSh freq uency phase.
6. Plant zeros ou tside unit circle (not stably in'-enible).
7. LiT1lit~d cortlrol authority.
8. Plant poles o ut<;ide lhe unit circle.
9. Various degre~-, of pl ~nt excitation.

Stability wilh:

Adapt iye contro l rITei\"~s much attcntion in the research comm unity. Among the
primary difficu ltil."s in analy sis of adapt ive control syStems is lhe lime varying
and non li near nature of the stale equations of an adaptive system . Additionally.
many algorithm. require large amo unts of computation. li mit ing their use to Ihe
most expen~i\"e syste ms. which focuses attention on find ing practical methods
with less oo mplllational burden. Another key diffi c ulty. alt ho ugh not spe<:ilic
to adapti ve control. is accu rat e plant identificmion undn closed-loop control.
Many ad'Mces have been made in pro"ing ~1ab i!i ly under cenain (sometimes
lim ited ) c<mditions. However. stability is n()f perfonTl allCf. ;.Ind nOl much ground
has been gained in proving performance bounds. A IOf cou ld be ~ aid about the
various i~sues in adaplive eOlllrol. but the reader is encouraged to read WlnC of
thl." re ferences for this chapter to learn more. Below is a pnrtialliSI of iss ue s in
adaptive comrol.

Issucs in Adaptivc Control

tra nsformati on from phy~ica l form to a canonical form i~ not po~~ibl e. Of course
it is poss ible to derive a transformation for a specific minima l phy sica l model to a
canonical fonn. bu t ther~ is no guarantee that any exploitable stl1lcture will ex i,t
in t h~ transfonn th at would reduce the compuwtio na l complexity below that of
matrix mu lt iplication lo f ord ~r /1 ' I .

13.2

Ch,lptrT 13

~'liJn

usually preSE nt In the

(o ntroilO any real plant
and thu~ PWl lde~ an
excellent ex,mple of a
system that (an ~rform
hetter IV'th a non lif'l<'ar
controll er

Ccnuot

ooniinNr ()"1lroller
A lthoug h th~ 'ii/1Uf<!tlOO
blc(~ is 1101 requ ree:. It IS

"

punt.

l.iJI,ar

where u
rcpre.'ent~ til<.' nominal or expected val ut' o l the ~bnt gain (/. Nonn ~l
iling th~';st i m~ t ed parameter {I. in thi~ way is a convenient way tG orga ni zc the
eq uati ons. T he e~lirnaled parameter is Iht' n li = ii (( . If the estimated parameter i~ exac tly equa l 10 the expo:-cted nominal ,<alu;, ;t;:n n" = 1.0 (il = {I", ..,.. L If
Ih~ e!t ima ted va lue of a i. 15 pe rcent larger than a~ ,~ .thcn;' = 1.15 , When the

lero~, di~rct i 7ed pbms l'CI:,\' oftcn havt" zeros uutside the- unit ci rcle, In fact.
this ha~ been proven guari.UlteeU for pol~-zero excess grt'ater than one. and fa,t
enough sampling rat!" In add it ion. incmporating nonlinear l'ontrol de~ign su~h
as timeoptimal control i.~ di llic uit wi th the MRAC while il is easi ly ,lCco mptished
wi th ~n STR (>ee APTOS in nex t sec tion),
Adapti"!." nonlinear control pruvi de~ for adjustment of a lIonJincarcontrulla\\
i n ~t ead of tl!.: li near control law assumed in ~tan d ard ad~ plive controL A bloc!.:
diag ram o f an ;}d;}ptj,(, non line;}r controller is ~o\\'n in Fi,!!. 13,68 . A llh ough
thi s is but one of hundreds () f pos~ib1e e.x amples. the ideas are illus1r.lted well
by ex tending the nonlinear controller of Example ]].17 to include an adaptive
featu re.
A~ an e.xample of adap tive nonlinear comro l we will adjust the PTOS contro ller de"eiopo:-d in Section 1J .3 ,~ and the pl ant wi ll be th~ familiar double
integrator. Although PrOS is robu~t to de\' iati()n.' in the model. pe rfonna!K;t'
improve men ts c~n be achie"ed by adaptillg PrOS tAPTOS) to changes in the
plant.
'\.'1." wiU pro[Xhe and ~nalyze a simplt' on ~ parametcr idffil ifier in the APTOS
struct ure a, ~n e)(~mplc of adaptin~ non linear co ntrol. In ternlS of polynomiOlL, in
lh,' un it del~>' ojX'rat()r 1( - ' . the input.output rela!ion~hip of :he double integrator
plant is

:-;onlineJr C" ntwl

Structure of the adaptive

Fig ure 13.68

630

No nhnclf Control Structures: [ksi"n

631

L ~l S

a
(13. 126)

identifier (see Chapta 12) f()r the lIo/'lmlii:;>d pl ant gai n

(1] ,1 25)

(l3 ,1 ~4)

"1

,,

= -;- .

:.t.(y
)
forl'. , I <1
I. . ,
.'
s,'n(\')[(2a
na
l\'J)'l_
J]
for
l
l'
l
>".
.,
""",.,
to
.,.,

03.130)

( 13. 129 )

( 13. 128)

( 13.127)

Henct' in !his sing le unknown parameter ca,e. the adju stment of the con trol
algorithm is fairly straightforwa rd. 'When mult ip le parameters are ident ified the
tf'Jjectory is far more complex th an that gi"en by Eq. ( lJ .130J. For cases (l thcr
than the doub le integ rator. explicit calculation of the function 1('1 also becomes
impractical,
Next we will exam ine the perfonnance of lh e simpll" APTOS s)'~teOl d uri ng
adaptation. Adaptatio n under ideal condit ions is shown in Fig, 13.69. As is ~en
in th e fig un:. the closed-loop system clearly a?p roa( he~ thaI of the tuned PTOS

.1',) =

1(

and based on the~ parameters the velocity trajectory J(.) is

Wi th this i:kn ti fi('r and some PE cond iti ons (sati sfied by changes in the input
re ference command ~). i, is poss ible to adjust th e design of the closed-loop PTOS
cuntroll er ,0 it can ad apt to changes in the acceleration con, tant o f the plant.
In Ih e imp lenll'ntatiun. the parameter estimate is nor upd31ed when the sys tem
is in regu lation mode. wh ich preve nt s parameter drift d u ~ to lac k of persbtem
eXlitation. After a cou ntable Ilu lll hc r of input l'omma nd ehanges. the system is
tuned ,
In this case. upda te of the control law is sir:Jple in that only a sing le parameter
is identified, The pJraOleter will simply scale the acceleration gain used to
calculate lite "elocit}, trajectory. a, well as the other design para meter, whi ch afC
a function of a. Speci fi ca ll y. we have the following adjusunen15 to make

Consider the

when:

( 13,123)

para meter ~st im ator has cOlll'ergr:d (el aj. (; il.a ..... If tilt" measured data are
! u, ,1'. I = O. T, . 2T, .... j then we can form an equati on error a, folluws

13.2

Fig ure 13,69

APTOS [1(ln...en1
~h.lVtOr to (I n If tl(ll
error In parClffletel
estllTl(lte of 50%

/'

-'\

.i

a Table ror 1 0

origin. applying the desired conlrol while traJec[or~' fol!(ming. and .~i Ul u lnti ng

The trajectory o f a plant that leOOs to the origi n c an be deri\cd by ~w"in(! lit th~

Backwards in Time

In the discrete ttnll." l'~M", an a1te-mm ivt for fi ndi ng the Je~ireJ \'d ocity a) a
fu nction of position error exists: generate a table for ,-ol ues of f(' \'ersu~ thl."'
n'llu men1. G ivcn a posit ion error '-alue )",(1;:). many method_ a~ :l\-ailable for
obtaining tl"l(: corresponding ,'alue of f(Y, II;)) from the table of stored \3I ul."'~
Clos.:s t ent ry or vmow; types of interpolati on can be e mpl oyed. Th~ reso lu lion
o f the da ta ~ torcd in the ta ble can be variab le as w~lllWorkman 19112). Whal~\'er
the tcchnique. we must di~ u s_' hOll the valuc:~ in the table art gcner.aled in the
firs l place. and how thi~ can all~,- i ate the proble m of comput ing fl ' )'

Gc n u "< lling

COntroll er, OvwhuO( in the fiN (Ummand c hang e respollse~ i~ due to the initial
o\'erest imate o f the plant acceleration gain capabi lit y, Posi tion O\'en-hoot is in
effect a mplified in tile control sillnal. j:,(l to judge the final degree of o\en-hoof it
i~ ca~i('rto 1001; at the control ~ ignal . The con trol is sho""n in th! ~ame plOl as the
plant pos ition output. and has bun scaled by a factor of tell,

.,

,,

".-.,; j
;
r

'I':

~ '--'

Exam p le 13 . 19

in\'C~

(y\tem

=41 ' X,., -

by

.\ ': h.\{.

XI

i~ gh~n

~-I rll ,

+ r ll,

! 13.134 )

(Jl I3.1)

(1 3. 132)

(13. 131)

I'ros

.1" "

(1 3.1361

II .\. I ~~)

II i~n t;fu::ltiQn i< don<' 0<1 a ;.011(/10110<'0'

(t 0 l-"~-

-",.

,,~,

or.:tp~t "~i,,"n to~

+ () -

. :' ]

y - ( I II

1" ..

~.IJ;I .
Ih. ti"'l S\:ll(

(~

h. ..- biOI:
T

"I~' .

"J' -

T,. ..,.,'

Cumpk l~ Ihe t rJ~,!,("Ofm31ln n frum Ih,' oh"''' tr ronn of ['I, ( ' ', I ."~ 1[0 lho: ph),ical for m nr
Eq_ t 1.\ , Ifl! ~nd I~~ ""en..: 10 ~ " 'cd tu ,-011'''",' lho.' pros <-une, That i,. lin-d T,. . .<O Ihal

and ag . in lhoe

~~Ik

The -.lltc _pace. de...:ripiOll in Ih,. rOm)"

F.'11Ja11<'fl 1,1 I,l!' j, ~n ot>-cncr ("llnonl;;al form of 3 plm ""h ~ urn 31 : '" b, b , and '''0
1. ~n,1 OM al : _ no ' Th" ........ 'ponds ((> Ihe d;",:rrtt time modcl l""mplill$
l i ln~ of T Oot<."UIlI!\,1 ot. eMlin,,",,' ,;,nc pI~m ih'~n b} a ft3'polc ;oIlO" cd by an inle~ .......
The ~Ial~ 0( thoe ['h~,i ...~1 focm flf tit. moxle! ronsi ., 0( plSiti" n alld "<locil) ....r = 1>-. t'J' I.

JJOk>. on~ ~I :

rnutl
I . (J,

<.'~II"'~I...,J

'tl - 1, _ [

or""'r pl3ne. The: ("I'm (~- t~t

A"!IIIl<: a "''''''Irl i..:-d tc"'~ of [hoe .! ~l(1t1 p,~C"' i~ al : K

c.'~:rUI''\!; H )r~r,' TIan'I,"""UI"~ }<'f

Nol'. steppi ng Eq.I I.\.13J) from a fi nal condition. with th~ desired drceier.lt ion
control hi ~tor)'. will ge ncr.l te tile ,unc Imjeclor)' that leads lothe origin. O f coor;e
to be of uo;,: in lhe P10S archi t ~ lUre it is nere~sary that the posi tion and w]ocity
STa te_~ he a\'a illblc in the ~t ale x. If the plant is idenlifi~d using a !oetond-order
WRLS lilgori lhm. then thc resul! ing A R~IA p3rarnelers mu st bc u';cd to de rivc
th e ,t U t ~ ~p:H:e rt p~ ..... ntm i('\n in lenn~ of t he~c stmes .

then Ihe

= ~...

.r = lilt.

X'.I

the s~ _'t~m 1I",d ....lIIl/.1 in ti mc:. In d icrete time th b pf"OO.:~S is si mply an itc:rHtion
on Ihe i n\'\.'r~e iy~t.:m . If the plant b de~ribed by

634

C11.1pI~r L)

H' )

_ Q,

=[ T'] ,

:]

WRlS . "'. and <I>,atc oouine.:i ~ dircC'l ,~b'lIt utionuf thc ARM,\

T,..-' ;Tor

,- =[;,T

1",.Ik.,.' It.,.,[
(

..

",r

1>; .... 1.,,,;

1').

(l 3. IBI

and the control u<;ed togeneralc if, we h:l\e

Note thaI if we sen~rate the positive quad rant of the Iraje.:wry 1.1', > O. 1(,\) >
0), the comrol will be negmil'/" and Eq. (lJ. 143) will actually cause the ~t (!re(l
value of 1 1.") to be ,malkr th an the actual trajectory th e sy~t em will folll)\\
As the \'tlority loop !lain increases. the vl.'locity error \\'i 1 dec rease. lUld 111<'
moditlcHtion of Eq. (l3. l4J) will become smaller. AI!KI. 10 allow for control
margin in decl'lerati on we ~ hou ld incorporate an accelcnuk'lfl dbcOU Ol f3 clor in

so. gh'e n points on a trajectory (y.

No~'. whene,'er an updatffi ~t of A R ~"A paromelel'!> is available from Ill ...

idenlific3tion routin e. 1m- lime-optimal lr..j cC IOf)' can he ~'C1le rllled b~' upd 3l in~
Eq, ( LU-I I) wi lh new par-lIntters lind iterati ng wilh a beginning lerminol l con
dilion and 3 des ired cont rol. The resu lts are stored in a table and ustd for Ih.
trojectory.
If lht PrOS structu rt is used howe"cr. it is not the slate wc ~l'Iou ld store in Ihe
tablt. Rather. we should store a \'3lut for ff J which wou ld ,.he us the uajto~
generated by Eq, (1 3.1 -1 1) when run forward in time with a PrOS lontroller. Thai
is. in PrOS we hall:

_rh.,
1/;':

"ho:1c the fdfo,.,urd lum""; , a~sumed 10 be l~ro:rnd i, n.... e'li m~I!1.l I ~'OO.lr.jn.:<J to uml
'''Y I from the ARMA panlmeler. " 'e can dcriw lhe in'u<.I: phpiul \~'Mc 'n

p;lf'im~ten.

~o .... af"'r .<kntj~cationb>

S61ul ic:Ml.

I'o nhnear Control

1111 l\(lClillltat u.sl FUn(UOflS 635

=
ClI lI.

n J.I~)

We have already cO\'~red LQR. LQG, and poleplacc ment in Chapt~r s II and 9.
Olher techn iques based on nonlinearcof>! fu nctions are a\'ailable that augment the
3forementiOl1Cd dc~ig n tools. Esse ntially the quadratic case. al though nonlinear.
is used bec3Use il is ma thematically troctable, The resuits are proI.'en to be optimal
in a ql/Ul/rotir sense. The qucs.tion always arises. ""Is that the proper qua ntity to
optimize?" All 100 often Ihe an~ ~'er i ~ negati"e. But in thai case the theery leal'cs
us hig.h and dry. at least for the most pan. A \'et)' use ful lechnique b Ihal of
random ne ighborhood sear.;h CRNS) based on a nonlinear 1'0..1 functional. This
method is a type of :\1onte Carlo procedure with an improved tec hni que for
choosi ng parameltl'!>.

Design with Nonlinear Cost Functions

I-elocity fu nction i~ nOl requirtd in

the discre tetme ea~e , This i ~ II key benefic since most servomechanisms include
eitht"r friction or backemf (see Fig. 13.40). uhich make e_'\plicil calculalions
difficull. and implementation nearly impw..~ibk,
Se.:lion I J.:!. I cont ai ns sollie of the basic ideas used in adapfil'e nonli near
O:::Ontrol. Adju;.ting non li ne3r control algorithms based on plant paramett"fli th at
are idcnf ified while the controller is operating is the fundamental COII(:Cpt. Adap
ti\'\' nonlineat co nlrol is some li llle~ use d in the lidd of robotic ~ . '1 where the plant
is ah\.ay~ highly noolinellr and the co ntrol algorithm is usually some form of INL
controll et such as computed torque: adapl ive conlrol is used to adjust for vnria
lions in pl3111 parameters ~ uch as payload inertia or varyi ng plant characteristic)
such as friction. motor torque constant. bias forces. and gains,

/1

Thu~ an clIphclI formu l3tioll o f the desired

)~

Robot

a<t <" i" "",ly ",mplj< ... J,

1%11,.

Cl~ant~ 1

,;.-<"in C,.I"

"""''<1 ,.r""", ~ iIIlh. cont ., 1 of adopl;'" .",01;,

111e technique: here is vcr)' sim ple: romlulme Ihedesi red properties of lhe control
system as a COSt fu nction. and SC'arch in a Mome Carlo fashiOll for the control ler
parameters which best mi nimize the co~t. But only seareh the region in ()o1 ra meltr
~pace centc rtd on a point wh ic h has the lowest known cost. Defi nin!lt he cOSI as
C and the controller Ifree) paramtters P the algorithm is gi,tn by Table 13.5.
The size of the search region centered about tlte 'U lTCnt optimum poim i~ up
to the engineer u ~i ng the program. as is the re lat ive we ighti ng of various lenns
which comprise the cOSt function,

13.3.1 Rand om Neighborhood Search

13.3

De~i,!l,n"

Eq. / 13. 1-J I ). This is trh'ia! in thm it is accompli ....ed by redurin!! the lal ue of 1/
u~ to llener.lIc fl ). Fora max imum conlrol of m we hal'\!

13)

Com t<l l

,,,
,.

---

P) .

Do~.

If k ,. k ..,,, go 10 lt ~p 10.
Select new P _ P"II _ rand()" I.
Go to nepJ.
Write ourP<J ! filel.

C' -

p _ [fl. 1~I~ rl in;ri.1 pardmeters.

C' _ x
k = /r + 1. 'dlwl~ le ro,t function C(P)
IfC(P) > C. ga!a?
_ Po

( 13 .1 45)

= is the lowest freq ue ncy where::;O log H I";:" '" Tl , < -2.5

= 0.01. sam pli ng imerval. sec.

Alt hough it wo uld be much simpler to determine P analytically in this case. in

more reali,tic cases it is extremely d ifficult if not imp[}<;sible to mini mi ze C in
a ny way bot numerically. Proceeding. we build a program which implem en t ~ the
algori th m in Tab le J).3 and searc h for P tg mi nimize C zi\'l!n by Eq. ( 13,1.J6).
T he results of the parame ter search are sh.own in Fig. n.70 31d Fig. 13.7 1 an d
tabu lated in Table 1).6.
One of the most i.1teresting features of this algorit hm i ~ tha t the fie ld of
searc h is sufficie ntly wide th at il will not gel ;tuc k as a grad ient nTgo rith m
mi gh t for comp l e.~ cost func tions wilh a mul titude gf local mi ~ima . The He ld of

LV, ,; = weighting on ba ndwi dth error

II" K" = weighting cn ~en;-frequ enc)1 gain error.

1M"

H Ie'''! ) = s~'st em transfer func tion

wh< re

(1 ) . 146)

Suppose that we wanl lfl li nd Ihe par.l.mcters P = ((l.b l to minimize the co,t
function C(P). This will be a highly nonlinear prob lem ifth~ cost is in termo; of
more clas~ ica l measures of ~~' s lem perform;tllce. for example

HI;; ) := 1-b;; "

(I;; ' ,

Up 10 now we ha\ c nOI specified th e nature of the co,t fun;tion. It clea rl y i,

not the familiar qUOIdra:ic one. or we would use the LQR design trrhniqlll's of
Chapter 9. Let U.I U..e;\l1 e,,~mp1e to ili ustr.Jte the R:-JS de sign algu rithm. Consider
the system described b~' the tr.Jnsfe r function

,
""

,.
,.

O.

k _ O.

RNS algo rithm f or the c:om put at ion of th e control la w parameters P

th at min imize (p)

N<)n l in~ar

--

Ch:lpter 13

Table 13.5

636

---

op:imlu :ion

Figure 13,71
Socces:sl111pa!3meter
1l'OIIC'S during the RNS

0Il'.lmI2atlon

FIl"QuellC)' respO .... >l! ~her

Figure 13.70

t1.. 111

'1,

u.

..,

'.0

..

,. , L.: ..

<

"

"'

,[.

.,

"'

,l

T"", IllS"'.. , (0.4.8893, 0.5 1107)

- ..

.,

.j

,
.. ..

- 1'- '" '.'

. .-;.

"'! '-

"

'"

Design v..ith Kon linea r Cos\ Functl"rlS 637

search for each inten1ledia te point P = (ai ' bi ) i5 in this case (Iwo p ~ra m e ters)
a square with the four com ers de fin ed b)' (I P Til. ( I p )b,). Clea rl y the
rate of conve rgence and the solut ion which is optimal is affected by the relative

.,

oJ

10"

.tO

<r-

."

2 .. _

13 }

Clu~cr

IJ

PeriormMl(e meas ures and parameter~ before and aftl'f

opti mization wit h RNS routine (SO iterations with p _ 0 30)

Nonlinc:lT Control

uoo

10.0

><>.,

O.tO

''''

.. SO>

.~U

=,." L>"iQ,x,
+ u : Q~ u ( l.

(l 3 .1~71

tn.'"......... , i,,," <it[ail<d <p<r,I\n,iOt'l>, buI III<) 0(.... I.'-~ ig. ,fio:rnl ", Ie,~

dc\"k>pi~, ~ , ~i "'.u",,'_

[3 SonL<lim ro<Mf<I\

This method req uire ... th.1t I'alues of Q , and Q, mUSt be selected. In ChapleT 9 " 'e
di.cus."fd the deri\"atior. of the optimal ,ontrol Jaw gains K for which u = - K )"
lIi"tn Q [ and Q l' and g11'e gu iddines for selection of the Q 'f Control designers
do not usually think internls of Q, and Q , in dete""ining perionnance. Indeed.
mosl control enllinttl"l> '.hink in tennsof more das.sic:1I1 measUrfS of perfonn3JK"e
such as command response. disturbance response, bandwidth. and sensitivity 10
parameter uncertainty. ,\Iso. when control eng ineers are gil'cn specifK:ation~. il
is usually the classical perfonnance measures that are g.ilen.[} The reality is Ihat
often Q j and Q , are chosen. the classical performan~e mea~ul"! s of the resulting
system are comPuted. and then Q j and Q, arc changed 10 affect desired changes
in the classical perforfl'.ance measures. Of course. once the desired performance

weighting factors put on the \'ariou~ components of the co..t funct ion. in this caS!.'
the DC gain cnor as well as the bandwidth error. A high ..... eighting (IVoc) on the
OC gain error would tend to Folio..... a lTajeclOry in the parnmetcT space gi"en by
a = I -b. High cmpha;is on the bandwidth would yield b - Qj much more
rapidly but concurrently with a -+ Q.5.
The ad\'antage of tt, is algorithm is in the specificatioo of til<' cost fUllCtion
C. Sioce there are man) obvious arguments aga inst usi ng RNS in this proble[n
(primarily that the problem , an be soh -cd by inspection). a more ,omplicated
example will be used to compare and conlrast the benefits of R~S againS! LQR.
We ...ill now comp31R" IWO differenl lechniques to design the torque motor
servo as Jl iven in Fig. 1:1.42 in Sec1ion 13.2.1 . Sin,e the struClu:e or Ihe problem
has alR"ady been chose;!. ,,'e wou ld now like to choose the fr~--c paralTlt"ter.; to
achieve the desig n obje:ti\'C~. l!~ing the LQR approach to the design problem.
we choose 10 minimize the cost fu nction

W~

w_

0,505
0.4BS
1.002

--------------

48!1.S

,~

' l .OO
3.700

' .900

"",

- - - - - - - - -------------- -- -- ------_.- - - - - - -- ---- - - - - - - - - - - -

Table 13.6

638

Table 13.7

fC('t{pm -

45.0) + W....,' rect{pmk - -tOOl

Y 1W)

Y,{w)

Ma.imum t i m~
Sum of t ime (om ta ntl
Alt enuation at 4 kHz
Gain ,",".gin

micrOR'(OIidI
milllloecondl
dB

"

dell'"'

Herll

UnitJ

"" "

' .80

900.0

' .00

Pu~in9

".,onSlant

1000.
0.750
45 .0

Bandwidth
Minimum d ....ping
Mi nimum ph'Je m~r9in

01 H

v.,~
M ~~

~form.Jnce

'.

'.

20 1og,,[H.,(2~ 4000))

put

,,,m

Eq.(rJ.r48)

Symbol in

Desired periormaoxe 9oal~ for torque motor positionin9 servo

N" (wi"" - - .

wi th the following definition~: the closed-loop transfer fUll-Ction from referen ce

input y, to ou tput .l' is

+W".""" rect (r - 1.0 )< 10-' ) + W,_. .... fC('1 (I:. - 1.8)< 10-' )
+ 1\1....0 m:t(12.0 + 2O. log llj( H",( 2:r4000.)))
+ W,... rn:I\10.0 ~ 8.. ) + W....~ rect( ptatlrt - 4.5)
03.148)
+ W,...." rect(pe{lk...r - 1.0).

- W,..

C = W... 1/6'1 - I()()()I - lV,rect!{",.. - 0.i5OJ

is achieved. the Ue~i gn can be claimed to be optimal in the sense Ihat il mi nimi ze)
Eq.\ I 3. 1471_In fact minimizi ng Eq. ( 1 3. 1 ~71 was not the origin:!1 goal. but Ta[her
we wan ted to mi ni mize a cb,sical COOl function ~lICh a:; Eq. ( I ~.1~6).
In onIrr to pnx:eed " ith the RNS de)ign. it is firsl necessary to define the
dc~ign g.oals. Wc will ~ummarize thc jX'rfo nnance of the positioning scrvo wilh
some dassica l measllre~. Because of un,enninty in the plant d)'narnics at)(we
.2 kHz. we will limit lhe closed-loop-3 dB bamlwic!th from the \."Qmrnand input 10
plant positiol110 I kH z.. To minimize s)"~ tcm sensitivity. we will also con~trai n lhe
dam pi ng rat io of exh mode 10 be at !<east 0.550. thf decay envelope of each mode
10 be :u lea~t as fast as 900 microseconds. and Ihe sum of all time constants to be:
less than 1.8 mli lisn:onds. To minimize amplifica:ion of mid-band disturb:tnces
in Ihe position reference ~nd noise inpul .\."I . we "illlimil Ihe peakin, in the
clos...--d-loop tran~fer function from '\"", to .1' t04 dB. We woold al:<;o li ke to ensure
Ihal a detrime ntal SCI of mechanical plant resonances which are near ~ kHz are
attenua ted by at IC:l~t 22 dB, These requi rements are summarizeu in Table 13,7.
A co>t flln:lion C ..... hich reprcsen ts the desi!'!d goals in Table D.7 can be
detined as follows

6+0

Char~ er

13

" ..,

Yew)

Y" , lw )

(w)=--.

I 0X .I -> O
x < 0.

2k '-K " ) "

k.=
( - 11(1

,see Section 13.2.2\. we can

ea)il~

J.
plllee a constraint on

11 3. 1-1-9)

113.150)

(1 3. 151 )

l1le resull" are summJrizcd in Table 13.8 and Fig. 13.72.

It is imponant to note that there ... xi~ t s an ilfI"trst contr:.1 prob1enl. that is.
for .wme K. there may exist at least one se t of 0 , and Q. for which K is lhe
optimal cont ro l law to minimi ze Eq. (1 3.1 47). Therefore. using the INS method
might produce an LQR optimal tontrol la ...... but we aren' t SL rt: what Q 1 and 0 ,
are for Ihat K . Is !his im portant"? If so. ei~ llerone should use the LQR approac:h 10
de sign or ocov(:lop Ihe necessary theor)" to genera te an optimal ana lytica1 solution
to minimize C WilhoJ t numerical ileration. Along. !hc~ lires. a tech nique for
linear c0111roller design in temls of classical measures of IXrformance has b~en
worked out by Boyd and co-,....orkers (Boyd. 1988). The :Cl;:hnique use~ the
paramelcri lBtion method ofYoula. shows Ihat lhe performantc measure 15oon\e.\
in the parameters or the contro llrr ~~ defined. and invokes powerful numeriul
means to compute the optimal sohuion. One disadvantage of Jsing this 3pproach
is that il ma y produce a controller of high order. from whic h the desig ner migh t
w i~h 10 usc SOIllC' aPfrox imatiOn or model red uction techniq ue. When toupkd

L. "" [0.7280 1.8-1-77 0.-1-933] '.

whkh W"3.5 used in Section 13.2.2. The estimator gains fou 1d by the RNS run
were

K = [ 11.80 3.3523 1.000].

With (I "" 0.840. and an a gi\"tn by K ,(O) / J". we have Ih... foll owing slightly
different K

r""Ol' a PrOS controlla

k. such that

K ::: ! 11.80 ~. 232 1.000

The design found lI~ing a 500 ron RNS method stani ng from a ., wble pole
p laccm~ m de sign i ~ \note this is not a unique solution)

rec \l X) =

and bandwi dth is taken as the first -3 dB poin~ ofthe' ~ ppropriatetr.msferfunction.

l11C function "recc"" is best described a.~ 11 linear diode. or r tiller aC"CQrding to
the equati on

II

from position reference (a ndlOl' noil.e) inpu t Y,,, is

KouhncaT Control

figure 13.12

",,' I.

:i

. ...1

......

"

r
,
, . i-"'r'

' \ ."

Perl()l"manCI! mea5ures and parameters before an d after

opt imizatiOrl with RN5 rout ine for (500 iterations. pc "" 0.30)

.~

.,, -

'"

Hn",f

IXSlgn Wilh ;-';cnlrncar C~t Fu ncuons

611

,.,

0.33

'0000.
'0000
' .3

- VI,...
_ __ _ ._ _ _ _ _0.33
c.:._

W .. ,.

w....."

W_ _

W,""....

W._

),)0

0.10 mSe<
0.0 1
0.20
10.C

8.12 dB

0.6~

l8.0dS
19.76

5t2. Hz

[0.7280 1.8411 0 ..,111

[11.80 3.)S23 1.0001
1833 1'Jf(S
920 ... _1
961 Hz
21Ad8
t5 .10 de
0812
4.2 69 dB

W,

(b4000))

513. .. _I

10.60892.1 931.2321
[2.96121 .4372 1.000)
1992.1'e(l;

W_,

w~

W"

20.

,"
'.
'"tog,t{H...
'.
',p."

- - - - - - - - - -- - - - - - - - - - - - - - - - - - - - - - - - - ----- - - - - - - - - - -

Table 13.8

optlmi~(lilOn

fre<lL'l'ncy lesPOf\Se <Iller

13 3

642

In ei ther LQR or RNS design. it is difficult to imagine dispensing .... 'ith

the design eng inee r. In th e ca,e of LQR. the design engineer must iterate on
Q , and Q:. aad ex if pincers is used (see Chapter 9). A 10\ of judgement and
practical intui ti on goes into the jteratil'e steps , With RNS, the cost function is
much more clearly put in temls of performance ~peciticatior. s. but cQllragcttcc
and optimal control la ws are no! guara nte ed. In addition. wh!n eon~t!1.lct ing the
cost function C. there is no guaran tee what the minimum I'alue of C \\.ill be.
Of course the HrHClllre of the comrollcr determines what is achievable: integral
control. model reduction. curre nt versus predk to r es timation are all important
facton< in aehiel'ing f:('rfOf"mance obJ~cti\"es . and neither RNS nor LQR control
s)'nt hes is altemmiles. explicitly make th~e choices.

promise.

with ()(her de,ign tecmique~. Boyd's method is a powerful tool that sn.ow~ grem

Konlineaf (o ntrol

sy~t ems

are

Many no nlinear ,ystems can be madc lirlcar for control by the use of an
inverse nonlineari!)'.
Time-optimal control is an effec tive objectil'e for many motion co ntrol prob
lems.
A stable :I1mo~t limeoptimal controller can be constrJc!ed a .. the PTOS
controlle r.
A digita l PTOS can be designed and shown to be stable if limitations on the
sample period are obr.erved.
The PTOS con trull er can be made ad:lptil'e by including the estimation of
ke y parameters.

The main points wvered on th e de~ign of nonlinear control

The describing f'Jnction is a heurhtic approach to an ~ l ysis based o n the

frequ cncy respome.
The describing f~nction will usually gil'e good estimate~ of the amplitude
and frequency of steadystate oscillati ons known as a limit cycle.
For nonli near daracteri~tics that ha~'e no memory. the equivalent gain
method can be ~ sed with the root locus to gh'e the ~ame re sults as the
descri bing function
A sufficient cond ition for stabili ty is gh'en by the circle cri teri on,
A comprchcmil"e st ~ bi lit y theory is given by the second method ofLyapullol'.

In this chaptcr topics on !he analysi s and design of nonlinear :ontro[ sy~tems are
presented. The main points in th e analysis are

13.4 Summary

( hapte r \3

ar.::lan "
f Ir, I'. ,')

A.~r;umjn~ thaI the nom inal ""1 po,nl

0.500

Simul.'e lile 5)', lern )"oudc.l(~n. For ,,hru ran~eof inpI.1( <leI' magnilud.~ does Ihe 'V~lem
meet lhe toq: OI'. " hOO( fC<luircmen l? """ha! happ<:oo:d 10 lhe controller p iO!;? Wh'y~

t' . .r\.

= _ art"lan "

"
,, = /(,.,

11'

,~-

=.<~

", :

",

I",can~auon for lhe sam~ ,pcclficaIJoo . The planl equali"", become

- O.5IXI. rrde,ign Ih e conlroller using

fOl problem 1 i.l again ." == COflSlaru. but that a

~"lu,~ance 1.1 prc~ nt in lh~ .plant. injl<lt . d :

iI"

A "", d

A > d

[(>

tlte mpOlt,ou lpul rrlation 'hip for lilt '1uanti~~f), W~al is lhe range of "'lui"a\enl
gains for IX '1uan(iler? Wh., seclOf doe. lilt qu ~ ntize, r.ooli n~"rity lit in ~

~"Ofl<lf\l( l

U.S Cakut.'e ~ he. de>cribin~ fUn<"lion of the quamizeI l ~in ' : U!oC lilt prc\"ious probl em

" 'here lhe de,.j~one i. cemcr.::d around ~ero and is or" idth 2d (d). and lhe magni lu<k
Oflhe no nze ro ran of the In pUl'OUlJXIl relal10nship is m . Whal is lhe range of eq~i'alen1
gain~ fOf the signum funclion " 'ilh <kadzone~

\'

,,,
- . ''----1- (')
= 0

D( A ) =

13A Show lh allhe describing fUIl<:lion ...rIlle signum fullCtion wilh a deadlOl"le i,

U.3

d<>e:s tlie 'plem meet lh e I W o lershOOI requiremem? Can you dc-~i~n lhe sy>lern to
accept huyer I l~ p mpul' .... 'itooul ";olaling tile IIY.l o"ershoot con<lrainl~

\3.2 Simullte :he .' plem yoo <k, igl>Cd in P'oolem I. !'<or "..Ii;1I ,angeofin put su.p magnitudes

u'here tlx ~utPU l \' = . , i~ 10 Ifac" a random rrferroce injl<ll. n.e stal C variabl e .'. , i, lhe
planl I'eloc'ly, The ,y'lcm should ha'. a Il<:ll hng lim<: no more than 0.10 son dS. and
no nlQl<: lhan 1(XC O\c"hoo!, Tho.> norm.1 0P<'ralin~ \lOint is al \. = 0, Usc. sample time
ofT=O.OI!oCc,
"

U :

U':

.t , = 30.<:
'<, : 1$11.'

T~e selfruning r:gu1a!or is a general adaptivc controller for linear systems

wtth slowly varytng parameters that is widely used in the process industri es,

13.5 Problems
13. 1

Problems 643

The f>TOS controller can be heuristicall)' e"tended to control higher.order

dynamic systems,

13.5

Chapter IJ

Figure 13.73
Biod d agram of a
pha!oe-)od ed loop

644

COnlrol

fUfiC '

K I.\-dl
K tr + dl

0
.< < -d _

. 1.:; d
~>d

Skelch lhe rtg ion .<ptcified b)' the cird~ lheorem whICh Ihou ld be avQi(\e d 10
gu aran I . tabil i,y 01' a lin.ar pbnr P ( :) .. ilh III in lhe feed~1.; palll ,

Fioo pole 1000tinns which imked Give a (I 10]1lO'i rise time of 200 >eNl nd, "ith
more Ihan ~<:( o\"e"hOOl_

00

Using. finite eontrol 3,alloril). r~C<lns;der ( b I,

I~

." ",.~ :"- I

forn = I.2. ~ .

Flom 0$",3

b,

,. = b"t +

,~fficiell1~

b),I "

+ v,.r.' +
for" = I. !. 3.

an arbitrar), odd (XIlrnomiaJ "ilh

+ b;'_lx"- '

(b) S how" Ihat the de...,ribi ng function ,'>'(XI of

( a)

IJ.B Calculate Ih e dc"ribing fU<><lion Dl/t I of

(el

Ib) 'Witt the 'I"'ro of Ih . rontrolkr ha,'e an dr"'- I 00 tile ,'alidily of the lineari~.d
onod<:l? C"m Oier conuvl amplitude"

la)

13.12 Using. Ihe Lineari""d model of lhe w3,tewater pH control ex~l~

13.11 U. ing. linearilalion. dcr;'e I 1ine~ri~ed onod<:l of the PLL wi lh tte dewone no ntiMa ri l)'
( 1\ given "b<;.>,'~ in Problem S) in tile VCO, allhe 10 (I] ,late ,,;t. u-ro inpul phasc,

( b)

(Il ....'IIat :leN"r;'; th e fuoction fO in'!

= f (x, = r ,_' + 1', ., i l X

"'-'companyi,\! figu!\" show, . di_""rere_time phase-Iod.;edloop IPLI., in " hi~h a

deadzone hl\"ing K = I lsee pr"'io u, proble m I has. been in:nwn ently add ed 10 the
ro hage romrollc~ 05<"iUaIUr, Use cqui,'aleDt g:o.ins tD del=i-.e if the d dlOnr wi ll
eausc the PL L !O ha" e a limil_cycle. Assume anor~r pole I , fao.:lor ( I _ O.5~ - I I ;n
tn" compensator denom ;natorl is pre.enr in the phase discri mi.alm, Wo"ld Ihe sy,t.",
bffia'-c differenlly?

n.e

13.10 Gi\"en pos iti'e cOml3nt, f , and C:.icl ..-

13.9

\, ,,,f)Z(,' ) ~

13.8 Whal i. the ..-qui"ilem gain of the dc ad~O<Je oon lincaril )" ,e,"",", the inpm "mplitUik 10
if" The inplll-<>lllptlt rel .. ionship of ltw: "eMWlte fU ""lion i.,

I J.7 E~pl ain usin" Ihe Int'11Iod of equi"alent gain' why truocalion of a ~ r\"o error si~nal r
as abo,. will alrrost "",, 01)" lead 10 an unslable s~ .tem.t t = O. What >c"tor dDt. Ihe
IN ocati on nonlinnri rr lie in '!

13.6 Calcu lale ' he de..cribing fu nciion of In" u'\H'calioo funclioo . .'" '" 'I int (.~ ( q L T~
tion inti~) i, ,he hllesl imeger ,malle, I han~_

~'<J:'.l i nu~

Problna5 645

'"I'.

.f.

Ij ...

t!le rJngc of ,\ gi"ell by ._~ I .::: I,

If tic plant C"OfIlaiOC<\ " d isturbJnce i"pm o{Cl.5 and th.: arcta ngent nonli<>earil ) wa,
re pl;occd by Ihe ~ Jl ural ioo nonl inearity. " 'ould yoo haw to rro.:" ign the comroll~ r
10 Itaiotli" ,n l.1l1 ~ignal re')lQflse eharocteri'l io;s~ Why-,'
Idl

In Ihe l an~ u~ge of }'our cl>o i c~ ... rit e a progr.m to P:I)! N I A I g"'o o a t"hl<' of d"l~
Ihe r.,mli "".ri ry_

Chc.-lo:. ~'Qur p1"l1!ra l'" "; th I~ sa!Ur~l ioo IIfl nl ilK"aril)',

eh~""leririn!;

!J.I(l Cse til< e i r~k Iht'()l"rm 10 Jer~nn ine tiJe <tabilil}' of IOC lo.que ,noIO.- posit;o nin!,: ,em.)
of Fig, I ~,-UI and Fig, 1 ~,"2 u<ing liJlo!ar , Iale (,r;maIO< feedbad ("'ir/'(mt INL CMTrol ~.
lJ>( lhe c':ontroJ and ( " imal'" gains gi'"Cn in Ih e e~ample.

Describe il_

13. 19 Can you thi nk of some real i7.;lblc C"OfI lrol system .. hi,h ha, an in fi ni!e<"Qlltrul authorily','

IS ., Iable,

Repeal u' ing the me lhoo or e-q u;\"alem gai ns: is the T)pe I co nln_oi ' !',!em dc' ign~d
in 11-" la>l problem "I wa~! >!aN.' For" hat ""ge of" i, I~ >.'<tern 'tablc~

C"" t~ d....:ribing fu noclion for th. "" luruI;on nor.linearit)' 10 ~~"m;n. In-: .tab;!ir!'
of Itc Type 1 comroll ~r. b I~ ~y,l em a l",")'.' 'I~bk'

Ie I Usc ';mu lalio n 10 c<\;m:uc Ihe rang~ o f ste p inp.!I.' for " hich Ihe sr'lcm

(bl

(a)

!J.l8 Rede.i i!Jt Ih e (ootrullcrde.ign.-.fPmhkm 3 ,0 Ihal it" T.'pc I.

(., Ca n you mw;~ ynur pmsru m ".-()f k for r>O/l) ineariti~~ ,,'ill! mI',,,o'y? Try a ,ij;llUIn
funclion with h." I~re'i',

(d) L'>( roo r progr~m 10 ~akulal e the des< ritoing fUIlI'I;"" for Ih~ arclun"enr (u""lion_ Is
it e..,ier Ii> run the prog .. m or do tile ,"Icularion 10 " htain a clo.<ed_ fnnn ",Imioo ?

lei

(b)

Ill) Su!=&t_<I a Ic, hni4''''' fClr '1uamiM iH)Y ~akuL:u;n~ t1K- de;e ribing fUll<:l ion,

13.17 ,''<;,umc a mcasu,-"mcnl o f til<: inpul-OOlplll reiation,hip of a memoryk" nOIlI;n~:u-i!y

i \a il a,le

1'1 Ihe de>cribi ng fUT\Clio~ of IhI- :lI"c\angt" nt IlO<lli nearil) from lhe pre"iOt"
preblem ~nJ Iha( of Ih ~ <atura,ion (U<><I; on. Flom Ihi, anll)',;,. which """ linc-ari l.'
~i,"_, ~ wid.r rangt <If inpuIS while ,..,mai ni'g" ilhin t~ o"ershool nilcrior'-~ Does
Ihi, match th~ simul",;on'?

(el

(b) For whal . ;ze !tep inpo.Jts doe., Ih~ .'y~lem .... pond "'ith les. 1h."U\ l()q onr.hooI_

(~) Sim,,)alt Ill<: cO!llml ') 'le",ofProbl .m J using Ihe modiiltd f>a luration nvnl in~";ly
found ab,w~ .

13.11i Find the be,l ~ramel cr. '" and k for Ihe mod ified ,alll rllion f Un<;linn Ihal ",_q fit"' Ihe
inpu, o.tpu r rd ~l i()Mh; p for the :u-cla n,ge "l nonl; <>e ari ty "f l'rob l~", I

1.l.l5 W h~1 "",'rOC" i. lile lr~talls~m {u",li"n of Proolem I in'! Ae<:wdin~ IIl lhe mdl!od of
<'<l ui' 1I Iml ain~. i, the curm ol ' )">Ie m <k<igned {or PTobl~m I Itahle?

"

,. and ootpu l y. " '" .:. ~ "'Ian

13. 14 U>ing th.' po lyno mial de<:<:ri bing. funcl ion abi" " and the ~ri-e, ~~p;tn ~;on Il( Ihe arClan.
fent fu,_c liO/}. calcula ,; the d~<;cribing fUn CIK)f> for IIt~ arCl~" gcrn 1\OI,!Jn~ari r)' wilh inp ul

.. tere I ~ in put i".f = A .in

~
.
5
_ .15

N l."t l = ", + ~I"A ... ~"!A - +6~"' .-\ + .

.. here .l ;, lhe inpul 10 Ihe po lynomial and \' i, tile OOtput . i. giyen b~

n5

6 46

Chap:er lJ

t~

'" -0 ,1T.. + 0_1I;. ..j.

\J,~,, :

(b) If a mea; ur"toe nt of T.. is nOT ,",,,ailable . find

thisc~timate in , ai ,

t.. ",'i(h an ope n-loo p mo..!d and u><

(a) Dosi8" the rompl~'e s)'!tem u,;ng T~ dir ..l]Y

with mag net tcmp1!Mure in unit, of degre c' Cel,ius . C.o),oo '\Jll:gesl a ",-ay 10 me ga in
sckcdulin8 and aprly ISL l"<lOlro1 at the same rime'~ As.un .. lhal " me a,uremeol of T. i,
3\'uilable ,

r.

with T '" 25' C. {3 = 0,000758. an<! Ihe beat flow equatioo relal.ng inpul ~nerg} II ' anJ
ambie~11emper:lt u:-e
to m~gn'" Icmpcr.lture T~ i. gi "en by

K,..... tT~ ) '" 11 + ttIT. - T., JIK,_ ,

K, IB, T.) '" K,,_I T~ 1 I KriJ + K" roW?)'.

13.29 A"ume t!J.lt the tuque fa,Wr in the IOtqUol: "'nror s<ryoof Fig_ 13.40i,; a fuocrionofam
bien! remper~ture T, and actuaror 1'0",-,[ dissipal;oo (b<:C3U>C: of Au, d~n'i ry degradatioo
"' ilh iocrcasi og magnet temperature). UC1:on!ing 10

unkno'" n input bia! " . 10 ttle lyMem_Elimin ate the ",,nd up problem in the!oUme " -J)' 3,
Ihat dOlle for the to;'Q.U( motol $("'0, Sho", a bI nd diagrom ofywr rontroll<: r. Add INL
10 lhe ""'tro ll er un.lto rhe SI~te esrimalor.

13.28 C s ing a I-Ial . e'timator. do n de.ign for tIM: ... ast~w "ler pH rontmller a,,,,,m ing a~

13.27 For th. system of Proble m I, <1erive " Iinn,ri:)1I1I controlle r for: lOme range of cootrol
error. r. Whal is til:' muimum lange o f" for "' hi ck Y')<l CQuid make th e ,)',te!n app;:ar
pc rfttl l)" lilM:ar? A"uming u is OIJtpul from a di~iw l proce ll,or , ',a' J2-bil ON:. atld
we de.ire a quantil-'1lion le"el q of 0.cI06BB5 Unil'. \\'~ at is the tn ...,imum va lue of ".?

"J"

13.23 Considef the W:lSt~"-aI~r pH wntrol eu mple,

cquil'alem gails 10 e,\aminc the ~ffcct
of ,'omro l , aturdtior, Of! the .<tabili t)' of tit<- IKL conlroller. as,oming Ih al the error in u,ing
lhe dela)"ed co nrro] " , ~, i s negligible
13,H SOOW that Ihe inoll ,<io n of the ,'()fItlol bias f Slim;>tor in the torqOt molor~~lmrle yield<
l dosed-lOOf' 'l', rem "'hic ~ is Type L
13.25 Design an altemati, 'e <onlroll er ~t",cture for ItI<: torque motor ,(:1"''-0 usi n~ on e~pl ici l
in legralion oft"" ~rror r _ .\' as "'al usa! in the \\"lI,leW3ler pH co.troller. Is il.tl ,on.:tble
to drop the . _<timat! of
Whar if the integration we ... r - ."?
lJ.26 U, ;n.g ~IATU.B orequi,alenl. do an "<Iui" alen, gains analyst. of lh. lorq" e moror "'''-0
tXampl ~lo~~~mi ~ the "ariabklor-'1U( faclor- K,(8 1. wi lh and wit ~tlhe INl controlle r.
i_e" plOt the mOl locu; l'e Nb fI Or \', Can yo u determine a "", rOOd 10 'luanti!y lhe eiTec.
oftlie.' appro~im al i<)O of (J l>< in8 ~ ,'oo,rant during the sampl ing interval ~ lIint : e>.a mi ne
the error produced 'lY lhe appfO>imal;on . bound it. atld do a rQOt I""u~.

rio!:

13.ll In Ihe wa \~wat.r pH control ex ample , calc ulate th. eff...,t of q.antiz iog the mcasurement p o n th e calc. la .. d \'ariable )' from Eq, {13 Al), Wo"ld itl>e better to measu ~ _,
dire<:dy? If ,u. ,'an yoo thinl of a rea~O'! wit)' it mi~ht ~ di ffico lt to mea,ure )' ~;\'cn
p E (0 . 14)~ Simu.ate the 'y'te m an d . hoY.' tlie effect of '1u antilat' Ot! 01\ ,-arioo > Sl~p
response. , I~ it c le., from th. t rror S I~lisl ic, lhJl1he 'iSlem i, oon linc:ar"' Wht~

13.2 1 Forth. waStewater pH cOIltrol pfObu, m, ca lculat e tl!.:<:>pen-loop 'j'.tem rn;llri~ for thr ....
valu e_< of rontro\, 0 \, ~nd 2, Calculate the i13ins "'I" t for each nf the.<.e Ih= mmro],
that m;:untain the sy;tem r1)()1. allhe Ioc~t ioos give n by I , in Eq_ 11},l7 1,

t\on!inea! Control

lolble 13.9

Gi"'eo lhe ti "'" ron~t:l nl for "':t.S! net h.ali ng I 10 <ewld,). and a ",mple rale
" f T, = \O~ ' ..e-<."<lnd . "hal is th.., di,,'rele f""dbacl.: ,'On,tanl o....u to ~i..-e Ihi_,
relmi"el y long rim~ eo~"anr. Gi,'en the 10\\ oo ndv. idth of th i, onodc l.- suue~1
~n al lmwl i" e ,nmple r31. whi ch yie ld. more rea>Ollablc model roidlkie nl~, How
cw ld Ih" t>c ;mpl ~m"IlI ''!I~

647

'I,

the SJ; n-;..;;l!edukd -,tom of ttl<: 1,>1 problem and c.t amine bcruh'io r be fo~
and aftor dropping Ihe pa)l oaJ, ,\SSU"'IC: lhe payl()3<.1 i, dlo!lfX<.l at a ,amp li ng insI,ml,

Simu lat~

,"

19 4
0 .10

- 0,50
- O.!Kl

Withoutto~d

0.'"

,~

WOIhL""d

-'-=-=-------

parameter~ for t~e gain scheduling example

Parameter

f'lan t

l J.JJ For the lC.qu.e motor """-" "'t chJnism of Fig. Ll.tO. do an equi\' ~lc'" gain' '1I1al"'i' of
lite d",..J-loop ')",Ie", a"uming tlte input to the (, timatol ;' lI ul ~nwr:lled along ",jlh
Ih~ "unTr<~, Is the sY<lc m :t\""J)'\ <!abJe~

lJ.32

lJ,JO W~at j, the ma, im~m 'Ie~dy <131. value for " in th( pro blem ~bow ~ A>s~"'IC: thai
tke ma,~i rrum .afe Sle..:!)" "tare temp.'rnlun: T. i, XIO C. Ca~ } OU ""f:Se<1 a ",l><:mc 10
pro lo!<:\ Ilit OCtua lor- from h] ~~el powel di~~ipation. If th~ ,mbient ran~", fmm ~O to
.Il) C. ho" imponont i~ kno"' in<: T '. Whal i, th<' .rror if we <l'~um. T i~ 3 nominal
~5 ' C~ To l>< ,afe, sho,,' that " e ~ho~ld ","um" T~ '" 4(1 C.
"
I.l3 1 For the gain ,,,heduling c>ample. ule the paromCiCf> in Table 13,9 IOde 'ign a control
bw to llIaL-, tain COnst al!r eige n" alee< of : = .S6Oto:

(d) Simulnle { ~ t and Ib" E ~amm" the effcch of n'IC:;)..<urcme,,, error in (be amh>cnt
temperature T nn th~ controller, Ba<ed 00 \ '(lur re< ult <. would "tlU recommend
.
buy in g 3 "'~~ TO melsure the ambient remPeraTure"

lei

13.5 P"lb k-ms

6+'

A general d isc u ~siun u f disk dr" e~ and l"UITcnt performance s pedfkntiun~ arc
gi" cn in Section 14 .1. In Section 14.2 lh~ ~e\"ernl compone nts that compri ~
the disk dril-e servo arc dc.-.cribed ami models given. The ;;pel'inc performance

Cha pter o.'er"iew

To ill llstrale many of the co n ~e pl ~ dc \-eJo~d in this book. the dcsi,!!n o r" a dbk
dri ve head positioni ng servomechanism pro\'ides an exccllent eas.e study. In mo~t
tex tbook e.\~rn p le.~. the problcll1 ~ are high(\" simp lified fo r pedagogy: Too IIlw; h
detail often :)bsc ure~ the unde rlyi ng poi m. Indeed. most of this le~t ha~ followed
this prillCi ple and many of the indil idual problems of this ease .rudy are u~ed
10 illu~tr:l!e \':Irious parb of the de~ign process in earher ("hapte!"!>_ ~I o"e,er. (or
a fi nll l design cutnple we \\i ll not SP.lrt' all ufthe de!;} il btll"ill pre)enl "Om,'
of the d ifficult real ities of a real problem. l1Je problem requil'\'s constructing
mode ls of lhe planl. the actuator. ;md the sensor and \'erifying IheS<.' modeb lA.jlh
~i mulm ion~. Ne.\t eom~ determining the spedlic:l1ion5 both for the ~-ompone n t s
:lAd for the entire ~yslc m . Follow ill! I~ problem fonnu lation comes Ihe de~ig n
of OJ smalJ-.ignal Ii l1o."!ar controller ami fi nally the design is completed ~'i th a
non linear controller for handl ing large signal bdIalior. The last M ~p is lesting the
desig n in ~ i n\Ula ti on lor its pcrform:lAce in the prese rll.c of \"at)"in,!; paramltl(,fl>
before COIlMlUCting a prOWl) IX" and testing perfonllanc~ by experimen t. We begin
the case sl ud~' b~' gi" ing a descri ption of the dbk dri,'e ..... hich will serve to ~t
the St~ge for the specificat ion Je"elopme lll in our design. and this too ~ill be in
more depth than in our typical ( \amples.

Perspective on thc Design I'rocess

Design of a Disk Drive Servo:

A Case Study

-14-

Disk dri ,'es !'C':J"\'e': as an impol1ant data ~lOrage me':di ullI for da:a proce':,,~i 1Jj!. \y,,'
te m~. In a disk drive':. rotat ing dish. spultered with a thi n mug netic layer 01'
rcconl ing mediu m. are I'. ri nen with data in concentri c ci rcles or tr ac ks. Data i.
\Hi nen b ~ 0. head wh kh is a sm:lll horr.e,hoe~haP<'d elect romall nel with a \"e':1)
thin gap. Remain ing posi tioned onl>' mic roi nche, abole the lC('ordi ng medium
on ~n air bc~ri ng surface (ABS ) l ofl~n re fcmd 10 :'\, a slidH). the ~ n.:: rg i l\."d
electrol1l:'lgnel produce.1 a st rong magnetic field in the air gap v. hich 1l1ag.tM... icall ~
pol ari7.~s Ih~ rccordin ~ med ium. an operation called wrilln g. Once polarizcd.
th e record ing. medium rema i n~ so unti l rcwri ucn. 1lence. dilk d r i\'e.~ ~rc non
\"Olalile !itom ge. B~s ide~ bei ng (Onnecled to ~ high ~peed bipu lM eUrTCnl source
fo r writin g. a read head ( )Om~t i me 5 the same element as t~ '~' ril ~ head ! i~ a l ~"
connected to a high gain pre amplijie r. the outpu t of whi ch is fed to a read deleelor which conve ns the analog infOfm ~ t ion signa l re:td fro m Ilie di,k ~u rf~ ce il110
dete<: ted digital data. The width (in the direction of a disk rad ius I of the "rite
gap detem ti nes the': Irack ",idlh . v. hich in today', rig id (as oppose':d to nOpp) I
disk drh 'es is u ~ua lly les~ than 110 mi croi nc hes or 3 microns. fA micro n is IO -~
meters.) Trdck density is the reciprocal of the track \\ idth. A lOOmicroi nch 11"30:\:
correspoods 10 10.000 lracKs per inch (TPI). To d.. t ~nnine th<' ~torae "a pacit~
of a d i ~ k drive. we need to define the bit de ns il ~' : the numbel of bib y,hkh can
be Stor<"d :doog a unit di~tance of a track. usually quoted in hits per inc h (BPII
or bilS per millimeter. The highest de ns il~ used (inoer radiu ~ of lhe db/... or in
n<.' rmo' l trock). it llsually ra nges from IOO.()()() to :!OO.OOO BPI in today ~ (1 9971
machines. Ana den.sil~ is the product of BPI and TP I. and r:r.n ge~ from 500 II)
2.(JO) million bils pe r ;quare inch (0.5 to 2 gigabit> per squate Inch). Fi nan). to
calcu l:ue Slorage capa;:ity we multiply area de nsi ty ti ll1c~ lhe- lro'ailable ~urface
area for ca<:h di~ k surf:a<:e. Since disks range from 2.5 inche~ In dbmeter 10 5.25
inc hes. and lhe number of disks in a particular dri\ c r.mgc from 1 to 12. dril~
~toragc capacities ran~e from I gigabyte to 36 gigabytes pe r ~.eadd i.k as~mbl~
t II DA 1. A l)jeW rc "f an IBM 18 G B HDA cootaini ng len 3.5inch di ~k i ~ ~hown
in Fill . lJ. l . Dis k rotat ion rale an d bil den,ity together de termine lhe data ratf
of th e dis k dri> c. T)'p.cal dam rates ra nj!.e from 5 to 25 megabyte s per second.
Unli ke digita l wpe SI(I"allC "hlch acct: ~ses inform ation sequentiall y on the tup.:.
new informatio n can be accessed dil\.'Ctly regard l e s~ of the i nfurm~lion cUrT rlll y
being read from the dis k. For this re a.~Orl, the d i ~k dril ~ is ref~rred to as n dir",C[
access stor0i,tt' de,ice IDASD. pronounced daz-dee). In facl. in db k drives wit h
more (han one d i~k ~urface. the heads are positioned in un isun , ac h t h~ 1 a track

14.1 Ove rview of Di sk Drives

dttuib of the': desi)) n art pre!'oC': nted in Section lolA. /" I'. ith earli<! r cha pters. thb
ends with :l ~ of prob l~ ms de':signe':d to enhance t~ learn ing "rQI."C':~).

~pccitiCllt iOf\s for [he': sen Q ca,e study arc gh en in Section ILl. Fi n~ lIy. th<'

spincle mo:ors and

b) roloJry

nuaure

~ U.ltor.

cJ magnet

d~ ~t<ld:.

a)

figure 14.1
Piaure oj ao IBM 18 GB
d~ dnve and ~ of
the conSlotuent p ecM:

dcfin ~s a ry lind cr corres ponding 10 .11.' trucks ottOlal data for N hea ds. A cylinder of data i~ Ihus N tim e~ the total track l 3 padt~. Because switching fro m onc
head to anothe r j , an e l ~l t ric .. ( funct ion Ithe acluator barel \' mo\'e,), th e d~ta in
a cyli nder ca n be acce~ ....d \"(,~ry qui ckly.
Th ~ r:oroJing heads an' mOl ed I\ilh an :lClu:n or across the dis/" surface to
relCh each trock. A head po~i t io ni ng ~c rvflmech anhm b a con trol ~, .te':m whkh
po~ it ion~ the !\':adlwrite h ead~ tllloumed on the xt uator) in a di~k dri \e ol'er a
de., ired Imc k A ith mi nimum sta!i ~lil'al del ialion fro m the track ,emu (~ ubJo,'"el
to control mag ni tude eon ~lr.lim~1 and repoo;i t ion~ the heads from Ofte trolek to
another in mi nimum time with in the constrai nl, i<npo,ed b, lilt'" im" ndcd CO'oI of
the machine. A Sl:hern:ltie (If the ...en o i1' ,huv. n in Fig. 14.i. A ~torolge cont roll n
se nds com ma nd~ and rcceht.'" "tatu~ rrom! he ''1".0 S\ Slo,'" m
For comp~ler sy~lem perfonnance re-.bon~. it i, desira bk 10 reach an\' tmck
~~ .quickl) a~ pos~ibJe with the actuator. Once th~ act uator is re$ ulOlt ing the pos t~ ton of the he:ld~ at the d... ~ i n:d tmck. Ih ... smaller tho'" \<lri alioo of the po!>ition
01 the head~ from thr true tmd: lenler. lhe clO><."I the tr.lck" ~a n be put toge':ther
(higher IrJiC k den~i ty ). and the 1000er the -.oft ,'rror mte of the recurtling ,'ha nnel
(typiC31l~ I bit error in 10' or 10 by!t'~ read') The ~ no mu<t operolte ... ilh
fin iu." cOl1\rol ~ulhori t~ . and in the pre~ nc~ of p(hi ti on n: ft:rencL' noio;e. uncel1ain
hillh frequenl"y attuat()f dyna nlic .... s~n:<or nois~. man y se nsor nunli neari t ie~. no
3bsolule position n: fere nc, durin[f mo" operations and non7.ero ;;:l\UrJli"n I\'C\)I cry time ill lho: po\ler amplitie r. In ~ddi l ion to all thi,. the .~ r.-o mllq also be
robusl in the pre)cncc of actuatl)f I'ardmeters th n! V:lry from I) mOlor 10 Il)()tM.
::!I stroke to Stroke . 3) t ~ r11 peF.l1u re change" and 4 1 ag<'. In , hlll1. the di~k drh-e
~e J"\'o rep re ~a1.~ a t}'picn lll1u ~~- pruduc,-d ~f\'U mN.: hmlbm.

14.2

Figu re

Design of l Disk Driw Sel'.-o: A Case Stud}'

.1lron;'1

s. ....o conl,ol
motor

Voic~

toi l

track cente r is on th e order of onc " li ne widlh" in sIlJTe-of-lhe-art lC ttX hnol og i e~.
Perhaps a beller physical perspective can be obtained by putting it another way:
The 30" dev iat ion i, appro:-;imately 1I0W0lh the width of a tu man hair.
For The 18 GB disk drive. the access tim e specificat ion of Table J 4. J translates into ;lccelerations of app ro:-;imalely 50g' s. or 50 t i mc~ the acceleration due
to gr;I\'ily. The actuator i ~ a rotary actuator so rotary acce lerations should be
considcred instead c,f li near ones. The si ng le track access time is the time it takc _
the servo to movc the head , one Trac k (forward or reversc'l and i~ an important

IBM 18GB 35' disk drive example will be di.cussed.

The Iisl of performance specifications in Table 14. 1 illustrate;; Ihe challenge
to the disk drive se riO designer. TItc aclUaTor moves OYl'r a 28 mill imeter stroke.
and whe-n track-following the position error is main tained to a STatistical deviaTion
of les~ than one-half micron (3". ). Thus the 3(1 de\iat ion of the servo head frolll its

To pUi mallCrs in p::rspecti\c. a list of criti cal pcrform;lnce parame len; for The

14.1.1 High Performance Disk Drive Servo Profi le

Slora,.
conlloll.,

Schema tK d,agram of the head PCSlt oil ing servoTleChanosm. (rO S5-se<:t IOO1 oj disk
sta ck, sp.ndle, head----Nm assembly. and vO'(e (011 motor a'e lhovvn wi:h stor03ge
COO1trol ler a '1(! Sl'NOmecharusm con!l~
~~~---------------

ChJplCI 14

652

Table 14.1

--_.

"

0 .175

micloin<:lle,

mle,
m, e<

"

'"'

393 .7
5 118.11

microns

._-_.

T1'm M)
BPmM
millimeter,

Un;n

---_. ---

V~IUt

inches

'"

gig.lCyt ts

Unitl

653

L.,
,.,

N_

'

~ N (N _ 1)

'C',

; .\ - 1

r,

(14.1;

", 1;>1;"'0 Ir.I<h

,"" Ce" "', of

gi,-.n

li"",_

.I'ho u ~~

"".0,., "P"".. ing o"""i,~, n........... i<>n """ _,",c ,.~rl romman.

, """ "",,ill" or O-I....,~ "'. ~\ ... , "'" ioclurl<-d i~ 1Plt ;1"ntlatJ dt~r\(t>OlO of I'" ...~jV'''d .'.r.~c ICC<"

6 ... "..-l.i ou.gcO:"AC k J<Io;lro".

E~. <;r

5 T,,,,,k ~ Tis"'~" I"";"": " ,Hi,r;'--.I m<>suo: olll'lo: ..,,,,,ion ~r'\l'-\>o'w~n It-.: <bt.:I1><.d; _

~ 8j,,~. j ""h

" AI! !>oufh th, pracu,,< i, ,10", 1)' <hlngin~

me'n,- " ~,!<. mo" d; <~ d.;,. I"',m<",,," a", "ill
in Enlli,h ~" i',. ><>J .,~ ~i"~" in Ixo: h fO<m. be.. f~' ,~r""'" L-"
.1 Tr..t , Per "nll,M"". B,,, Per m, 'I ,~",,,,,.

'Q "'"

where N denotes the IO tal number of Irocks a\'ailable to the customer. Optimal
control stralegies such as PTOS 3 S dc.cribcd in Chapter lJ arc l.lsed to achie\'C
Ihe access time objccti\e. The access performam;.; of the se rvo onl}' pays off if
the position reg ul at ion at the end of a >ee k is im media1e. th ai is. does not suffer a
large position error transient ncar Ihe target due to th l;" effec t of the seek. This fact
implies "bl.lmpless 1ransfer from the min imu r.l \irne controller 10 The min imum
vari ance cO!lI ro ll er. _'iOmething acCOmplished \Is ing a nonlinear contro l structu rc
~uch as !'TOS ( r.ee Chapler 13).
Mee ti ng Ihe minimum-time and Ihe minimumvariance objectives wilh
smooth hnndo\'cr is a challenge that becomes el'en TOughcr in the foce of varying
pl an t parameter. Since high-end DASD are uS l.lall y manufac1ured in numbers

To ""

"

parameter in thaI designers of operatin g sys tems and data base systcms seleCT
data acces~ mel hods to minimize the amounl and distance of seeking." hence
many seeb art: of the one-track varie ty. To compute an effeCTive occess time for
purel} rancomly distributed data. the we ighted an' rage acct'S5 time {W,\ATl
is calculated. The WAAT is calculate d aswming eql1a1 probability of seekin g to
any trac k al any time. (f the time it take~ to do a j----track seck is denoted f J ' the
WAAT1 (f.J is

"
,.,"
10.000
130.000

Val"e'

Storage capacity per !-iDA

Tr~d< densit1
8it d ensit~
o.t. bandwdlh
Acce .. time
Single track ac(cls t im~
Approximate 3". dala he~d TMR '

--

Charaner;Sf/(

f acto r disk -drive

Some basic ,ha racter ;~tkl of a high performance 35" half-hig h form

1.... 1 Owrnc"",,r Oi5kDriws

'1 " '" (2 + II ,.. + 11 "

+ Il l"' + 11",> +
'I ...).

I ~ iji er

t hann el
damping
POl ition feedbact

~as ,

Ve lO( ~y

PES

"OA

A/;tu"o.

Voice coil

"owe.

Modelc~r

-OWtf

,-,

0 - 30
0 - 30
0
0
0

L~,ilerl

0rdtIr

".
n., ;

n.. :

".,

') ~''') :
k.(~,x) .

"od> :

0
2
0
0
0
0
0

--Nomin.1

--- -- --

!..iturition
Hylte resit. saturation
Materials d~mpi "9
Mate.ials dampi"g, rotation
Tr0Vl5fe. curve
Static i nd Co~lomb fTictlo n
Hylleresis

IIoolinN'iry Type

Model componenlS an:! anodate d nonlinearity ty~ linearized

dynamic order. and nominal order (simple mode l)

During lrock- following operation wtlen the signals are small. :he model is casil)'
li neari zed. Components of bolh Coulomb fri ction and s\iclbn in k c(l. x l afl!
usuall y re ndered irusignificant by the natural dither in the system pro\'ioed by
lrac k mOl ion and SCf\-os urface~ noise. ll1e model shown in Fig. l-t.) h eXlreinely
comple);. and is simpli fied for analysis and design except 01 occ a ~ion > ..... here
high ortler effeets are being in\-estigaled via ~i mu lalion .
The I:Omplelc model may be of order .w. SO desig n C:.rl be com plicated
and c\en si mu lation Clil be terri bly lime CQn ~umi ng. When ti e a<..'Curac)" orthe
requi red simul:lIion is UOI ~tringe nt.thc orderoflhe model is reduced 10 perhaps)
b) cons iderin g un l ~ ttY. rigidbody dyna mics, greal ly simplif)ing lhe ~imu 1allon
task. Table l-t.:! is a 91mmary of typical d:lIa on model comple~i I Y. Ott! Ihe

nonlinear model ~ howing the major components for a diskdrive .~C f\O plant
is shown in Fig. IU. The posilion to be controlled is represented by _\.. and Ihe
conlrol input is fl . DiSlu rba nce forces acling on the aclUntor are rcprcSC"nted by
the inPllt f . A posiliu1 reference input r,,, is UM:d to indical: Ihe ct nter of IIlI!
track bdng fullowed.
When li nearized. ttlis model h of order

The Disk-Drive Se rvo

up.... '3f"d of orte million un it>. maintaining the guarant~d performance ac ross all
mac hines h a uifficull u sk. usually requiri ng a very consc'.... atr.e do:'f;ign. Design
con~f\;lIism has 1.....0 dra .... backs. it COSIS monc)' and. if fixeddesign control i,
uscd. " causes machines with good hardware to perform mm likc thosc ....'ilh
poorer hardware. Fi;(ed-de~ig n controlicTS de,!!rode perfonnan:c 10 pro\ ide sys
tem tolerance to poor hard .....are. and therefore. m me adapti\c te<:h nique~ "m
also be examined a~ p:t1 of our dcsi!,n.

!XSlsn ,.f a Disk On"c Str'<'. :\ Case 5tooy

14.1.2

Ctt..,pltr H

Table 14.2

6:H

....

Mtuurement

ana lyt ical Slru:lure is in place. comple.l ities such a$ noise, nonli nearilies. arid
ad ditional dyna mics will be uamincd carefull y_

I .... )

\0"" coli

~ n , iu.,,

In disk dri ve~co nlai n i nl:' li near actuators, or actuators which move in ont' direc tioll
(in muJ OUI ulong a dis~ rad ius). the motor b u ft~ n referred 10 a~ a mice ("oil motor
(VCM) becau!e of i t ~ ~i m ittlri l }" 10 .l loud>ipe.lkt' r. ;"!ost li near acl u~tors are of the

14.2.1 Voice Coil Motors

14.2 Co mponents and Models

amplifier
("~. )

'wo

High ord;cor. la", complete model of OASO servo plant T~ ~t!Ol"\ E" or 5ig'lal
Ch<IoneI IS a ~rement ch.ln~, M1d till"! Hea<l(ljsl; Assemb'y (HOAI dynamou
mdude tne d~l:s, spond'e. dnd b.lSIC. struetu ll\ardwafe that !I1tegrates all of Ihe
components Ibasep.alel

f ig ure 14.3

coil of wi re is ri gid ly lmuched to

t h~

structure to be mU" ed

drh;s.

( IUI

~,,*,~ ... " ,"";;11;011

of "! hull ~) . h( i,ht. a port.".I..-,y

""''';1"t rrro,Ji"l ", ...moe'."

.un..

'I'P"" .' ~ MIll! ..,r ,ll< Ik/>d ,Ioan"

...'" fu nCl;"" of.1It I, .. ~" ""<I ""n.:~ " ad 1"".tOoo. AlJo. ,'''' ..." ... <:f tho: .11 ""..., '"

~ Thi' j. nl1tn ,t/mJ Iu'" h.:I<l '~'. and i,d""j".,<nl~l ln lit>! II><

..~ = k, li, . .r) ,',

'.

(0)

'.

,.

CI :.I A )

. ,

"

,~

..

~)

'.

'i J' B~

'

'.

(0 )

0-----;

---

..
'.

'-

'

'.
'.

re si~tance plus the CUtTe n! sense resi~ tance R, . or R, :: N, ... ,

+ R. .

From Fig . 14 .5 il ~ul d be clea r thaI f' ,;. t - .. . or that the eft"ec ti\'e coi l
voltage is the app lied "oh3ge from the powC'r amplifie r minlr.> thm produced by
lhe gencr.llor e ffect of the coil mov ing in the mllgnet ic field. Abo. as shown
in Fig . 14 .5. " 'C' h,we de fined the effect ive coil resisl.3nce R,. H$ the actual coi l

(1 4 .5)

where t, is the coi l ve loci ty. An e lectri cal sc~mat ic o f the \oicC' coi l is , I1o\\'n
in pan (a ) cJ Fig. 14.5. For th i.~ case. the \'Oice coil 3dmill:lIlC\' ...

J u~ t

--.- - - - - - -- ------.-- --- ---

657

or a linear ocllI ator mi ght

prove belle: that il~ cou merpan.
Eit her type of act uator requ irt.$ (urren! in 11le coil to prod uce a fo rce. lbe
voice coi l admillance shown in Fit:. 1:.1.5 i\ 11K relat ion~h ip from coil \'o llage to
roil currenl Coi l ~ alway) hal'e an associ:ll ed i nducl:m~..e and resbt:loc.... the time
constant of which is rar from neg li g ible. To co mplicate rn:lller;<; ~Olllewh;;ll. the
coil generales U "olloge \\ hen moving in the magnet ic !ield (Lenz \ l:'lw ). and in
metric II n it~ tl!(: tw.ck-.:lectro-mOli\'c-force or bad.: emf f'~ th at i'i ~ef\erated is

011 the po::rfOf'ma nce ~nd cost obj th'es. either a rotary

I" 2 Comp<>r>enls lmd ).1('0(\1."15

EIt'(tJlc;at C;:""I 01 a !ypICal llT~a , actuate' wthout the shorted turn (aI, and
rbl onduclIlg the shorted lurr Cilused by mutual ,ndUCIance betWE.'E'll the center po!E'
and the YOKe (OJ

where I.: is a linearized nomi nal \"lIlue of I.: ii . of t. (urre.1 in the coil is often
rderred'to a~ the prime mO' fr . Some d isk
~sped.lly small ones (disk
d iameter.; !e~s than or equal to 5.15 inc-he!. use rotafY a:tuato r.l. In a ro!ar~
ac tuator. the h eads are I1lOu nled on the en d of ann s whic~. pivot about an ax i;.
whic h i~ parallel 10 Ihe di sk spindle. Torqu e is produced by cu rrent in mud\ the
~ame lIlanner a~ the VCM. bu l the coil is an arma ture o f a TOtal)' !1101or. likc
that o f a tUI"Que- mo:or. Rotary actuator.l are ~imple . i n~ Jlpcn si\"( . and prol'ide
compact pad.:agi ng opponu nit ie ). but are usua ll y considered in ferior from t"o
standpoint s: fiN. the head gap does not re ma in parallel 10 a disk radi u~ as a
function uf angle ofrot:ation~ (track location ). and second. the u nwanted dynamin
o f \I rota ry act uator ~ re usually lowe r in fre<ju eocy thereby limi ting the conlrol
S)MCm banuwidlh rdali\'e tu that obtainable " 'ith a li ncar actuator. De pending

/.= Ii.i
"
"

A re~sonablt"' lit)t-OJ(ier :lpproxim~tion of th is relat ionship :s given by

j .. = t ,li, . .1', )

Fig . I.H.
When a current is p;!Ssed through the coil. a force is produced wh ic-h tends
to acre lerate it rnd illly in"'ard or ou twa rd. t1e pcnding on the d irection o f the
cu rrent . The force produced is II function () f the cu rrent i, :md the position of the
coi l in the liehJ .("

~nd ~u~p.: nded in a mag ne tic lield crem~d by pe rmanent magne tl> as shown in

muvi n ~-<oil t ypo::: A

DeSign o.)f a Di~k DriH: $cf"o: .... Cas.: Stud }

Figure 14.5

14

Figure 14.4

(hapt~r

Schematic of d vo ce cOIl
mot()f. The roll ~
allached to . ~tructure
on whl(l\ the re~:I'wl"!le
head s a-e mOllnted

65 6

,0'
L

= Lc

"

r rl --.::.
R .

(14.8 )

.m:t"""

10 S."'r>c;n~ ,I>< m","<l;" n.,e,;.1i n tt.. VC ~t ,c<!u..,<, ir.J ",,",",'< , t>u. mu't ho; J""" "ith ~~ ~, it ,'."
",,,"" I~ -" 'Ol I<>l.o~ Ii<ld, t"
fr"'" ,"" VC~ I ,

where

magnets is done with s ignificam amounts of stee l in the magnetic circuit Both
a bles~ing and a cu~. th e pcnneabi li ty uflhi .. steel is extremely hig h when [lOt
fully magnetica ll y satur.Jted , ", whkh produces a large indul1ance L,. and thu~ a
large time constant L I R Manytradeoffs can be made rcgmd ing the resistance.
power handling cap;;lbility. volu me. and ma,s of th e mOI'in g: coil. all of "hich
usually yield an un sa'i~faclory elec tri c~ l rime const:tnl. Fonunalely, the shone<:!
rum can be of assista nce. Shown in Fig. 14.4. the linear motor has a center poll'
wh ich the coi l surrounds , ~1ut ua l inductance between the cenrer po le and the coil
produces a IrJnsformer effec t as shown in r ig. 14.5. bUI because Ihe resistivity o f
the .:entcr pole matemi is fairly high. the renecled impedance of lhe ce nter pole
is "ery high relative to R,-.I and thus is negligi ble. The idea 0( the shon ed tUrn is
to rep lace the surface luyer of the .:entcr po le wi th a VCr} low resistivhl' material
,u~'h as gold or low oxyge n (onte nt copper. Nnw the transformer action ha s a
_Iigni ficant and advantJgeous effect on the elec trical ci rcuit because the r~nected
impedaJ"K.' e of the shoned tu rn ca n be -' mailer than R<",r
A, can be cakul3 t ~d from pan (b) o f Fig. 14.5 . the shoned tum inductanc.,
all ows a fraction oftne l'um:n t (R.I( R, + R)) to flo\.\' quic kly into the cuil if
the ,,!tlue o f IL" II L) / (R, + R"J is muc h , mal1er than L) R<. The voice coil
",dmittance with the shoned turn i ~

force or torque factors It, in Eq. ( J4A)). the magnetic field of the mOtor mU~ 1
be mad~ a~ high as piJssible, Ach iev ing larg e magnetic field, using pcmlanent

Typical voice roil time conMants range from I 10 10 milli.lecond ~ , an amount

\\hic h i. far If>() long for r~a<;oriS which ~hall become clear In 190B. the RCA
corporu!ion was gmnl~d a p~tenl on a featu re which helped to solve thi ~ long_
time COll~ tant probkn for lo udspeakers. the shorted tum . A~ sho \\"n in pan (a .
of Fig. 14,5. lh~ c ircuit represe nting the coil wi th a I'oltage drive is a ser;e.'
inductance and res istance. the ti me constant of whidl is L, / R, . Tu produce high

14.2.2 Shorted Turn

Figure 14.6
Voltage step response of
(o~ (Liflent, ,n terms of
~rceot of sleady Slate
.'alue, wi;1'! and w'thoot
< shorted tum

14.2.3

1',...

R... ,+ R,

R,

= I'~,,,,

t 1".IOj

r-"

.l

L...

"

..__ ...
",

--"
.-....... . . .
.""

.. -......... j"

.,

1
Tin>=)

~~Oom-O'W>~c~~~~~~~=
~~~,
v
0.001 o.ooz ,)001 0.004 1),00, 0.006 OooJ 0,008
0009 0-01

'"

... ~

'" ,.
'"

010

~~ -

6O~f--

M~

8O

'00

A si mplified s.::hematic diagram of ~ power current so urce wilh a mice coil motor
load is s hown in Fi~ . I ~.7. if the "oltage ou tp ut t, o f the puwer amplifier remain~
Ie-55 than .e-.. a , (the supply I'alue minus some ,malltr~n s i,tor salUra tion drop). it
w ill con tmu(." to beha"e as J current SOOfce. Hov.'eve r. when the current demand
1/ e)(ceed~ Ihal which is phy~i ca ll )' pos.-; ib le given Ihe iinite power s upply ,"oltnge.

Power Ampliricr Salurati on

Since "nice coi l current is the prime mover" the powe r amp li fiL-r shown in
Fig . 14.7 is configured as a (Ur,em 5011"e. In thi s ma nner. the dynam ics of th ~
plant between input !O the power amplifier" and voice coil cu rren t i . are not
'mpon~nt.. which. si mplifies the mode l and design procedure This technique is
used fJlrly often III c.ontrol sy~l elll de,ign" ~ nd for thaI matter in nil eng ineering:
Break the problem In tO smaller p;m~. B)' designing a power amp litier which
.~ r.-e s a~ a c urrent sourcf'. t h~ o\'efil ll d~sign i.~ simplified ,

' .. =

Tn e I'oice coil parame tel"l' for the plant in Ihis des ign are ~hown in Tu blc 1..1.3,
A step re~p!.lnse of coil current to an input voltage is shown (no bad.: em f). in
percent 01 fin al ~teady "ate I'alu<, in Fig. 14.6. A~ can be see n by Fi;[. 14,6. the
steady state 'aim." of coil curren t fur 3 gil'en input voltag~ i~ not aff~lcd h)' the
shoned turn . [n e-I ther cas~ the !'Ieady stale c Uln nt i~ s imply gil'en by

Chapter 1"-1

pcW('rculI~m

"
Yet )

The (lctU(ltor 3nd HDA ~lruclures of course arc not perfectly ri ~id , Thei r nex ibi lity
gives them dynamic be havior that must be acco unted for in th e de sign of a
servomechani sm wh ich pmiti ons Ihe ~ctuator in the HDA. Alt hough the re are
perhaps hundrcd.~ of !lexiblc modes. o r resonances. in the tOlal sy._tem. muc h
of the c h aract ~r can be defined by considering only three or four mode s_Th i~ is
because many mode ~ have an insi.!l nifi cant amplitude or are 100 high in freque ncy
to be of int erest (i.e they don't appreciabl y affect the ddgn ). In our ca~ e.
we will consider a four-mode sy;, tem. three mtXIes of higher freq uency nature
( > I kH z) due \0 th~ actu ator ~nd one mode of lower frequency 100 H:r. 1

14.2.4 Actuator and HDA Dynamics

the current source fails 10 behu,'e as such. Instead. duri ng mlruge saturation it
behaves as a voltage s[)uree of eon>!:mt va lue. and the correspondin g coil current ( ,
now w ill show the effects of the back emf I!. and the voice coil admittance. During
seeking. especially lcog er seeks (g reater tban 10 tracksl. the power amp li fi er will
becall ed upon to deli"crtbe maxi mum ava ilablc CUITC Ilt to the \'oice coil. in which
ea!\( the ampliti e r will satu r:ue. We will have 10 lake power amplifier saturatioo
into account in ou r cksign. The astute reader will note that thi s saturatin g power
a mplifier situatio n is lIot as straight forward as sim ple satu ratio n: Ihe saturat ion i ~
in a dyna mic cont inuous feedback loop " 'hich ma ke.. prediction of the satu ration
behavior 'cry difficul t. Small change s in command input to Ihe power CUlTCnt
sou rce c~n cause short term saturati on. Satura tion depenes on the back e mf
genen ted by the ,'oice Coil and thu s the ac tuator veloc ity. To sol'-e this problem.
we will III f'HW'1! the coil curren t ntther than try ing to model the hi ghly nonlinear
sys tem in the state estimator. For simplici ty. we will ass um e the powe r amplifkr
gain is unity fC,. = R, in Fig. 14,7). and the me ~,ured coil current will be
referred 10 as II ... When the power amplifie r c~n f( spond to the inpu t ,,'ithoUl
saturatio n. II. , = II is a good approx im ation.

DeSIgn of a Disk Olil"<: Seno: A Cl se Stud y

source
wd. \Kll ce coilloacl, Back
emf e" is subuaclecl
from the pov:er ~mp lifler
outout

Figure 14.7
Schematic 01

660

F=

COr.1(X'nentsancl Modfls

661

+ Cu (1)

0
0
0

w,

ill,

a'

w.

w,

0 0 0

ill,

0
0

k, b~

0 0 0 1

0 - w, -2{.w,

0
0
0
0
1.: ,/1, kh
, ,
,
k,b" kb
0
0
0
0
0
0
0
0
w.
0
0
0
-2{,w:
0
0
0
. 6
a
0
ill,
0
0 - w! -2s,w.
()
0
0
0

H= [ I 0

0
0 - w.
0
0
a
0
0
0
0

- ~ , wl

ill ,

I.: .h: I.: , b~

(1 4 14)

(1 4, 13)

(1 4,12 )

(1 411 )

"(ltC'

rI'"''''

tbl

p/1)... i.... tl y "!'pon

,h.

d;, ~

d' ;....

""it
'nagll<' 'U"" l\<", in ...,'" ,"m. ~ ,,,,,,,,,,oJ on ,ib..,I"., i<.Ol ,,<'I'> ," ,hiHi
.... "",. Rc",,';oo fo",., frum the \"C~ I ...~ 00 'Il< HOA. ~h ,th ,n ,urn lei' ''" til< 1I0A ,1Ioc ~ moo"' ,

I t TIl<

where 1.:, = l.: .I m is a nonnali zati on fIC tor such thm the ma.'l: imum acceleration
of the pla nt is alway s .!liven by 1.: , i,.. During th~ l ine~ r mode of operation. the
current of the power c urrent source will be consid ered idea l. e.g .. th e curren t
in the coil foll ows the input !O the power amplifier e~aet l }' (It,. = 1<). Also. our
design will U!\( the familiar zero-order hold tQ provide the control sign al to the

and

ond

'b

0
0
0 k},;,/m , ,
0
0
0
()
0 -w,
()
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

and the output y = Hx. The matrices F and G arc give n by

X(li "" Fx(1)

d l.le \0 interJctiotl betwee n the HDA and th e ,ibralion is.ol:l\ing shoc k mounlS"
lx'tween the magnet struc1Ure and the base ea,tins whieh ~upports the spindle.
The frequency response of our actua\(]r. in terms of eU lTC nI input and pos ition
Ol.ltpu t. is shown in Fig. 14.8.
A linear ~ t atc'pace model for th e HDA, along the lines of that ~ hO\\'n in
Fig. 14. 3 with four resommt tenns i~ .!li~cn by Eq~. (1 4.1 1H 14.14),

1"-12

14,~

~ctua !o'

dra[;l 'n (hoE.> ~nua:c..

the coefiicH.'nt 01 VISCOUS

A'though Ihere IS il
flel<ible mode ~ t 70 Hz
due to VG": iwl.:llOrs. It
I~ smal l and hard to IN'
on this scale t-klte the
(!.'ijl pole Introduced bv

used In our Ci!>E! deSIgn

.t'soome of the

Magnitude and phal.e

Fig ure

...

".

10 '

.600 .-

.ItJ\ -

.,.,

10:

F",,,,,,n.:~

,HlI

IH'

.""' r==:::::::====~~

.100

L,---------"lI" .--,------"".------~'"
10 '
10 '

.,.,;

~,

Im

~"

,"f

] r

"I

~I'

"'----- - -- - - - - - -- ,

14.2.5

iln!,"''''''"''

!,,' """'.' ""''''''.

'll .n,,JoJ. ".d .0<1.-.:" ir. <","II ."" ,r:tcl;

U"" ,.,f , '" mo.,
illlj)<>rtan, ~ ' h" il c""""", b< ",1i,Ny ""d IIh<" ,'''' i\c:>di, t'''.En~ "' an~ 'i~",n ,,,, r,~j"l .. Ioc.' l~.

I" I, i,

Most DASD ~n'ome chani ~ rn s employ wh at i ~ ret'erred [0 as a ded icated <;e r,o :
Onr oflhe head~ mount ed on th e ac tuator structure is dedkat ed to readi ng position
information from its associated di~ k surfa ce. Known as the serm su rfact. the
disk is wrinen at the ti m~ of manufa clUTI'" with position information. Ideally. each
dal~ head would be abl~ to report its position !O the control sySte m. allowing
the SCf"\O In fait hfu ll y po~i t ion Ihat head when it is selec ted by the I"Ccording
l'hannel for 1"C3ding or wri ting. Such a >chc:ne is re ferred !O as an Embedded
~en'o because the po,i li on infonnat ion is e mbedded in the re ad back signal for
each head. along wilh the nonnal d:ltJ sig nal. If tim t"-di~ision mUlti plex in g i.<;
u~ed to embed the sen'o posi tion info nnati on amo ng customer data. the servo is
refe rred to as a sector uno because small seCtors of eac h trad ~p~ced evenly
arou nd the circumfe re nce are wri nen at the time of man ufact ure wi th servo
po.< il ion information. Unfortunately. se.;tor ~el>'O im pucg systt"m pcJfonnance
parame-ter; by in terrupting data flow. lowcn n.!! the average dat a rate. and adding to
the pos it ion ~~ttling timt" when switchi ng from onc hCJd Wlmothe r. a phenuln<: non
often referred to as l os~ of cy li nd~r mode. In the sec tor sen'O design. there is a
con fl ict be\ween the requirement for fast ,am?lin g for the sen'o and th ~ f~ c[ th at
c~ch ~cto; reduces the avai labl e ~pace for costomer data. It is for th is reawn that
c urrem t~chno logy orten fa\'or" the use of dedicated senos. A limi tati on of the
dcdil-ated :,en'n de sign b the tinite accuracy with v.hich the data heacts in a stack
can be po~i ti(lned over their rC)pcctive tra cks since many mech~nica!. thenna!.
Jnd \'i bmtionJl sources of posi tioning di ffe rence exist betwee n the dat:l he~d.~
and the .seno head \\'hk h h locat ed on a separate surfact'. Our design will be for
a dedica ted .sen "O. Althoug h m~ny man ufacturin g and pcrfonnal1ce differences
exiq in diff~rell t ct..signs. the de~i gn descri bed here will be JPp li cable 10 Other
mt> lhod. of posi tion measurement.
In a dedicuted ~er\o. lhe .se1>O so rface is written with infontmtion Ih ~ t. upon
demod ulat ion. yield~ ~ position error signa l: The measure me nt is the position cf
the servo head re lat ive to th("" S(""I>'O disk. In add ition. th e me~suremen! is actua ll y
re lati w to the nea rt st track cen ter. [n uth er words. the sig nal read back from
the head posi t ion~d at a conS lan! radiu s is proportional 10 the neareS\ lrack cente r.
riOt to i t~ positi(ln on the emire disk. bt-cause the infomlaliorl read back does not
(cll tain 3 tr.1ck Jddre $s. ' : Then i.< at least some ~d d iti onal inform~[i on: A one or
IWO bit addre ss is wrillcn Onto each tmck. With o nt' addit ionitl bit. the po,ition

Posi lion Measurement Sensor

powe r amplifier by em ploy ing a luTc hing [)IA. The D/A ou tput is ~cJ l ed such
that the contro l can ~atumte tho:: pow er ampl ifier and wi ll thu s us.e mOSt o f the
available power from the scrTO !XlweT supply to acreIe rUle the aelumor during a
seek. The para m eter~ ddi ni ng the plam rorour else -,Iud y will be giw n shon!y.

664

Besides see king from one trac k 10 anot her. lhe ~er\'o we afe de~ign ing 111 1.1>1
fo llow th e trJc k motion once on Iroc k. and keep the error as small as po!'., ibk.
Two pri mary ~urces of trac k motion exis!. apparent and n:al. To ullde rlt an d
huw we could measure an appa rem lrack motion. "e must :t'member ltial th e
sig nals used to co mpute posilion are wri uen un to Ihe M"r-..-o di"k surface. In th e
process of ~ r\"o- wri tin. the head thai wri tes the ~ignal, cannot be kept perfectly
still. an d th erefore the .<.e r.o tracks are not pe rfect circles. Ln Jdditi()n. the sc:p;o
surface cuntai ns de fects and irregu larities uf many types. all of wh ich cau,c the
PCl'!;ilion refere nce to lppear a~ though it wa~ not wrillen on a pt:rf~c t ci n:k .
This apparent trock motio n will cau$<': the ser'-u lU mOlr the >er'l"u hcod in an
attempt to reduce lhe positinn elTOf to zero. and thus .... "i ll res JI1 in rea l ac tuator
motiOIl. If the path the leno head follow~ ~\'eT)' time i ~ the same. there j ~ no h:lrIn
don~ with re>ptX"t 10 the reading process 0 11 rht' r/"(/c~ bt'illgjol/owed as long a,
Ihe trac k W1\S never w~itten over for any re~son . Howe wr. adjacent tracks wi ll
ten d to be !;.qlle~ ud by th~ wandering head. a process whirh is only de tri mental
when "'riting dat a. Wri tin g off the perfe ct cirrle cau.<.es the h~ad to write on the
adjacent lrack's dato. a I ~a,tto an ex tent. whic h in tum c ause~ a loss of ,igl1ul
~mpl itude. If enough data i~ written over. the dam ~ge c~ n be ..evere enolls h to
ca u!>e a hard error. in that the l'ustome r data i~ 10.l t and no! TetOl-erabk wit h
an error correction coce. Servo wri ti ng produces repeatable runout (RROI. in
that Ihe nln oul slay~ loc ked 10 the di sk rOia tion (both frel.jucncy and pha..c l. It
is worthwhile to nOle that the RRO can be heavily inll uenced by disk surfae;:
ddec ts Ihat are of extremely hig h bandw idth. To keep hi gh band" idth ,u rf~l'l'
noise re peatable. Ihe samplin g clock IIwn be locked to lhe disk rotation rate.
with ex tr~me ly low tim e jiner to en~ure that a sample i ~ nlways tak en at the
~ ame physica l locatiun on t h~ disk. If the sa mp le clock is a'rnchronol.1s to the
disk rotation. lhe nonrepeutuble nlnOUt rNRROI will be much larger and the
Ir:lcl.: mbregistration (TMR ) of the >en'o will be increased. Another mechan i,m

Runout

signal contai n~ Ihe r rmr relali ve to lhe n~areS1 trJck center. plus u digital logic
~ ig nal indil;'Uling whe ther the hC::Id is over an tH'1l ()r an odd numbe red track.
as shown in Fig. 1 ~.9 . In a quadrdture lype PES channel. ...c know whkh of
four differe nt Iypes of track~ the h~ ~d is positioned oler. becaJ.>e two ,ignuh are
demodulated that are in spat ial quadra ture "ith re.' peet to eac ~ other. as ~h(l"n in
Fig. 1-1. lO. All hc inilerlllos t and Ol.1 tcrmo_It cy li ndcr;. a ~pcci~1 pattan ;~ written
whic h is detected by the PES cha nncl and ,cnl 10 the controller. indicOiling thaI
cithcr the in ner or O ut~nllost c~' linder hOl~ bee n delected _From lhis infonnation.
we must constru cl an abso lute po,ilion measu rement fLl r Ihe servo so thaI we
can seek and lind a pmicular tracl; with hi gh rdiabil ity_ Wile n we design the$tate estimator we will see how thi s is accomp lished. Although we wi ll plot PES
I'er~u s time inqead o j' ?OSition. in the equation ~ for tl'k' ~y, tem and the mea,u reu
\'alue of y - .1""_' we will neglect Ihe PES '"modulation" of the mell~u relllen t.

DeSIgn of ~ Disk D,i",:- S~r\"o: ..... Case Study

14,2.6

Chapin H

I'Ihl(h

type:.. numbered 0--3.

(an be decoded
from the slgllal

there ",e four IfiKK

signals. each used il~ the

pOSItIon reference on
al:erna te triK~S. With
slope correctlOfl_Nott'

rel,) t ,." pcl'51 1,on

error r - y - Y.. He,e the
PES charonel deill/ffi tl'lO

ve(~U$

po'IIOO medSurerrent

Pri'l1ary ilnd Quoc] r.llU'l'

Figure 14.10

eHor sgndl. nOI abso!vte

PO~'l on

pes t'Oll e rrOl SH;;n.J 1

1P"E$1 because It'S the

Figure 14.9
PosItion meaSlrement
versus ,e!at X' ;J~Sili Of)
error y - Y... This
meilS UfI!ment si9na! IS
often re'effe d to as the

/' '"
, .t ,1'\\ __ _: __
O.3 L

"

.,,

-D.8~

-<t.4r

.o_2 ~

j _o.6 L

.~

01

0 .4-

0 6-

0_'

g" ' j

,,

'.,

"

\\//

'.

/ T\,

" Trocl; ~" lCn

Tnc ~ t)' pe I5

I
/' ,'\

,md \Ioc"ls

'.

\
\

.,

J
,/.
/

..

"

--

"'''

"

Track ~"Ie,...

T"""k ')"pe /to

':'\

.
.\

eE;Q

, \
,

_.-

y- Y,..f(lrd

'.

"

\j

\'

\. ,

,,idlh.)

.
,

"

,,

.
,

;f

.".~--~,~,--~--j,c.'--C'~-~B~-~---,e.,'----c.

0.2

1 .,I"y

~._

CO:Olp.ln~l\l~

"--"
'\-~------~''-'---------'j

I .. 2

665

\ ',...! -

II'

(0.\,I a;.,.+ o,~.) .

(14. 15 )

Before thedesig n of lhcCOlitroller can bt-zin. it is lICI;e ~' toidenlify the ~pedti ~
parameteo: of the cOlnpu nen t ~ to be u.cu and 10 gile pa ni cLla r qU~llI ilies to th,'
SCl eral perfonnance ~pc<'"ific ation~ th at the d..'~ i g n i~ reqllired TO meet. We begin
wit h tho:' paramctfl1i.

14.3 Design Specifi cati ons

si mple model inc lude freq ucllCy ~h:Jpi ng d ill' 10 ~ari ng~
and ructuml reSOlla1C~. as wd l a~ a high harmonic content \\"ilh a fu ndamen tal
frequency d ue to d hk r()( al ion. One u.efu l si mulation lechni'l ue i~ to ex perimentally mea'>llre either time doma in NRRO and RRO walefOllns or their spectra l
content alld use ei thtr of t hem:.t~ inp ut to syste m ~im u l:lt i()ll model s, ' 'lea.>lI remem s IllUSI usu:,ll y be done wi lh \.Ome form ()f closetl loop sy~t ~m :.tnd eOITC<: I ~d
w ith the appropria le system tra nsfer fUllcti on to obtain the desi red open 100))
rUllOm C!)ll1ponell1s.

Rdi nellle n t~ of lhis

. -~

If a repc"Ulablc di s k Ikfecl i ~ large enullgh to salUrJ le the POWI" llmplitier. then

the ser.o re ~pon ~e tlecome~ I'ariable i n ~t catl of repc:nable. hence an i ncrea~
in KRRO.
So far. we have onl)' d i ~u .'sed ap parent 111otio n. Rcal rep~alabjc motion ()c .
cun. in many circu n,~ l ance ~ . sue h 3., if the scn'o di~k ~ li ps it.- ~ente r point ~ fte r
being ~cr"O IHille n. This lloold cau ~ a brill' arn!)LlIll o f RRO at Ihe rolation
frequency of Ihe ~piQd le. Such moI iQII IIMt be folll)\\'ed "i'h hi1;\h fi de lity. No n
repc- alablc ro nout h :l product of d isk d rive I ibratiQII\ and ele-clrical noise in Ih~
me:lsurement chan ntl. Many sourtt~ c.\bl for lhe I ibrJtion. Ind uding Ihe ~pi ndle
mOlor. ~pindle bearings. air IIIOI'enlenl in Ihe HDA. lhe 3etL31or ilself. and force
disturoonceii such ali-closi ng COIelS. E,-en earthquake<; are :l.con~ ideraii on fur di ~J,.
dril"t~ opcranng in Japan where Ihe ir OC\: uren..:e i) qu it e freq uent: Both NRRO
an d RRO IllU~t be re:luccd a.' much:l.. JXlj;\ible. with in th~ C() ntrul :luthori t ~ and
ban..Jwidth limilat i!)ns impo!>ed by the . ell'u ~ Ild the OCtuUlUf \\1' an: If)'illg to
COnt rol. For the 1I1()l;t pan. \1"<, CJn mode l both ~RRO and RRO as signJ l ~ thJt
i l Jd d direc tly to the pmition rnea~urerne nt (i n Ihe form of ."F" )' ii ) hal"e e nerg ~
de cren sing wi th int"feasi ng frequ~n<:y. and iii) hal"e ampl itude d istributio ns whic h
are rou)!hly Gaussian (usually trullC:l.ted I. Thus the si mple model of Ihl' inpul Y..

be~i dc~ as)'nchlonol.~ samplin g can o:;a",-~e RRO to j oc,ea~ the i'\RRO: .'>atura liOIl

Plant paramete rs and tole rances for I ~ case des ign

__

kilogr. .....
Newtons-.ilmp- '
IIOtn"" '

Sell in!! pertorrnallCe gools mu ~t be done lifte r there b an understanding of the bask
plant to be cQlltroHed. !n prcliol.ls sectio n,. we outlined motor forttS. coil lime
cnnSI:1Il1S. ph~' skal pafllmeters ~uc h ~, lrJci; wid th. and actu ator d\" nam ics. All of
the:.e combine to detemlin e ...h:l1 go.1 1s :I re praC"lical for th is de Sign. Pre~ u lllably.

Goals and Objectives

For OUf spedfic design easc. we " 'iII usc I ~ pafllmelers in T:l.bles 14 .3- 1.1.5.
The..e ~i\'en; are normally part of The ("ngineering proble m. ;'t' .. whm are the
plant requirements to meet a SCI of go.:lh? [n Ihis design ~ase . we wi ll assume
the parameTers llin,:n ~re th e best we cal') eJlp<'ct withi n the COS t ~oM tra i nb. and
therefore our j lJb is to ma kl;' the ~ I U ~ of the plant thai W I;' can. If il \\'11.5 des ire d
10 illlpro,-e a ee nain performance p.l rameter. ~olfle ehangl'S ill lhe plant wou ld
prub."lbly have 10 be negO( iatcd wi th mechanical elll!ineer~ atkl manage me nt.

Plan! Parameters fo r Case Study Design

~ Ulllor

-- - - - - - - -

1250
0.028

- - - -- --

lS I

viSCous frictiOfl coefficient

m,

~.O

O.O tO
0,0020

'.00

0.250

&00

disk rotat ion rllte

track width
actualor >lrolo.. I.nglh

saturated power amp vol lag e

coit resistanCf
number of tum. in the ~ok. coit
... n.e resist. nc. lor power am p
$horted-lurn resistance"
coil induda ncl
d'u)rtl!'d-tum Indud anc.

".
'0000.
".

' .>00

= 1.0%

::0.10%

mel."

- --- - - - -

H.O%

", 7.5%

vall.
N-se<- M-'
ItySmin-'
micrOflI

+0. - 15,0 %

-0, - 15,0%
- 0, _ 5.0 %

h~nl)l'

"

H.O 'll.
... 0, - 6.0'lro

20.0 %

",S.O%

H .O%
:i:l0.0'lro

Ilenry.

turn.
ohms
ohms

,"~

Statistical parameters fo r repeatable and non repealabre runout,.

befo, e ~ervo rejection. Although AAO contains pst'udoranoom noise
(it repeatJ; every reyolution). it usually (ontai n~ sig nificant sinusoidal
________ componenh at harmonia of the rotational freq uency

-,'.

.~

'
"M

..

,",
"
"'"

<,"
<"

Iorce constant
poUtion musur'""""'t gain

"""'iog ....ss 0 /

-- -- -- - -- - -- -- -- ._- - -- ----- - - -- -- -- - ---- - - -- -- -- -- -- ---.-- --- --

Ta ble 1-4.4

Table 14.3

.".3.2

] " .3..

Dynam ic
d esig n

Study

a,OOOO 11 5
MBa
0.00
0 .8 18S
0.0
0. t642
0.0213
0.'"
0 ,00$
0.05
0 ,005

.().00575

h4000
b9000

...

10%
:i:l0%

IOX- '

=SO !4

:l::40 ~

.".

IO%

seC'

.,.
H%

.= la %

sec'

--,

.,.
.,.

:; 10.0%
:1:5.0 %
.1;5.0%

::: 50%

To /e'olfICt

raduK -

r"ds~ '

,adHe'
rad ...e'

t~5 e

(1 4 , 171

cost and packaging rtqlli rements. ~lIe h as we ight and Spiltt:W" form factor. ha\l.
already been laken into accollm in arriving al the desiglll> which lead 10 the
parameters gi\en. [t i. now the job of the con trol engineer 10 u:<e th is plant 10 the
II tmoM gh-en the COSt eonSiminls,
For th is des ign. we n ~s~lI me the cont ro l computer is ~ Irpical digi ln[ sigual
processor (DSP j. with a t yclt tim e of I00 n ano~conds and a 16bit ..... ord le ngth,
l1It posi tion error Si, na l (PES) chanrK'] has t..... o ) ignals in qllad rawrc w \\t1l
need two AID c hanrM: I~ inc luding sam pleandholds for p~i rio n me ~su re men1.
Because of salU r.lt ion. we1I also mI'U5UI"f the coil CUrn' nt incua:d by the n mtml
II . which v.i11 requ ire another input t hanrte l. AS me ntioned pl\'"\'i ou~I)'. lhe ~er
a~p lifier \\ilI be driven by a de.Jicatoo DfA co nverter. Some associated circuitry.
incl uding the com mand and status registers. wi ll all be CO!1lai ned in an inte rface
t hip, Unless some of thc AID and DfA fll nctio n is intcgr.:lted, th is could wind up
bei ng an expc nsile de,~ig n . So me mic roproces~ors are available with room for
application .~pecific iMe!! rated ci rcui try (so talled AS I C~) ... hit h could be use d
for analog [10 because of the small nu mber of pin. required.
In the following di!iC1lssion. we will refer 10 the open 10<11. d~ed loop. and
error trnn~feT fUll(ti ons of our sc.,;o mechauism. H,, (SI. H. j. and 11/$ ). with
the foll owing defi niti<:rns:

--

lKtualor a rm (~(fit<
r e~on~~<t : t ol l ilructure
fil"5\ re~lI( e (oupli"9
first .ewnarlCf (oupl if19
soxood re>O nance coupling
SfoCond r~n . ",e coupl ing
third rno"l.1r'1 coupling
third reso.'I(e coupling
fourth . ts:>na",e coupling
fourth re..",.",. coupling
fi" t reSoniI l'<e damping
stWnd ~on.nce d ..... ping
third re-on"nc, damping
fourth re.)n." " d" mping

r t~na :

'. - - - ------ -

"<".

""
"'.
""
'."

".

.,

r~. :

Units

parameters a r"ld to le.a r"lces fo. th.'

C~

(re50 n ~ n(e l p l~ nt

[)(S:gn of a DIsk Om"'! Son'"\) ..<\

----------P.,.mere, Defcriplie n
~/ue
- - - --_. --- --V(M
iooI"
to.
h10
",
.,
resonolna: ht.cl ~ion
h2200

Chapter 1-1

TiOble 14.5

668

(14.18 )

Design Spe(1 fiCalio ns 669

=," R,,,,,R,+.. ,

R"

(IU9)

amps.

( 1-I.20j

+ t,..,.1.
I~ It " I", t~"

"'a.......( "O<Itd lil. l u hI be "" tlrs< . rra,,,on or 1" :L<JlO'>oibie

b} m",im;" i'ji txo h I.., alld R . "" .lul III< I""" "me """.ant" "'" .Jq:r.od<~.

',;::: ")-"I jf j a....

Tl'Ih i. :o.:,ornp/;,hco.l

(1-1.2 11

Usi ng: this cu rrent and twice the time it takes 10 ffiQ\'e half the di s.tance ~t a
conStant at~derat ion. v. e ca n dt rh-e the approx lnlate time il takl'"l\ to do a j-trad;:
seek

1" = -I. ) 2 x 0.635 ::::: 1 .6

where 1 = to j R . then the max imu m avai lable cU rn'n t for intN rn edia te le ngth
see ks is appro"X'i~lat~ly

"

The suspension resonance of our actllalo r is 1lI approxiulately 1200 Hz. :an.J becalise: il \'ari es qll ite ~ bi t in frequ ency and dampiog. we \\'ill make the system
g ~ i n stable:u this I"I!SQn3nl freq ue ncy. This lim its OI.I r system dosed-loop band
wi dlh [0 about I kHz because we1I need nbout 10 dB of gnin margin from [he
ope n loop lxIsc line (tra nsfer fUllcliun without resonances ). I f we hal'e a gain of
- 3 d B at I k) b;. one O( ta'e highe r in rreqlle n~)' the two-pole slope will gh'e us
aoothc: r -12 dB. yielding: approximately 15 dB of ga in marg in al 2000 H ~. Gi l'en
this band ... idth. it \\ou ld be difficu lt to obtain a mali mll m time cOn5t:lllt smalle r
than 500 microseconds. Th i~ is bec::tllst'" tlv: openloop cros~oler fn.'"quenc)" will
be at about 500 l'lllroug hl y half of closed loop band wi dth I. and to set sollie
reasonable ph ~se marg in (say 4S degrees ) will req uire a lead rornpensati on u ro
at about 200 Hz. The zero will have a dosedloop pole cloo;( to il based on
root locus con)idcmti ons, A pole at 200 [Iz will yi eld a time roll.l t3m of 830
microsecond~. Hentc wc shouldn tloo k for a trans ient arriva l li me of less than
1-2 milli sc~onds. For a one trat k posi tio n move. the system wi ll probably be
dominat ed by its linear response:. and Iv:nee \\ e win have a sed : li me goal of 2
milliseconds.
Ho~' about longcr ~eeks ~ To compute the approximate 1I1O\'C time of th is
syslem for inlenned iate le ngth seeks. we can lI ioe the shorted tum t Urn' nt and [he
motOr paramciers 10 taklll~t(' acec:leralions. Shortedtum CUITCnt refers 10 current
throu gh th e low i lldu~ tante path of the circuit. ~h ow n in Fig, 14.5. wh ich is used
instead of the rn~xi rn um steady State CII rn'nt bccau>c lhe 10n11 time ron ~tam of the
m(){or is longe r than the seek lime. and hence is n01 available to us for conI roL "
If the ma.,irnllm shoned-Ium cumn t ' " is giH'II by

1-1 1

'I"'" O..J39 jJ + J.5

milliseconds .

the pa rameters fmm Table I . U . we get

u ..... ""

kI
...!.....!.!.
m
11 .....23)

(1 ..1.22 )

So far we have specified clOSoed-loop bandwidth . access time . ~ttli ng time. onetrack see k time, and s:\'cra l error tran , fer function ga ins. We must choose a
contml structure lIIat "",II all o"" us to meet these goals. Almost all di sk file SCI"'\'OS
wi th li near o r rotar)" aClU3 tOCS (nOl <;Iepping motOrs) uSC a PTOS .. or XPTOS-like
Mru Cture (see Chapter 13), whether continuous or samplro data. One CO lll man
a l1 emative includes mode switc hing. wherein the controlle r switchl.'s from a
bang-tmng time-optinlul mode of operation to a linear contro ll er near the targe t
tr:u: l: .. Alth oug h the perfonnancc of mode switching syste ms ca n be e.\t-ellen1.
they tc oo to be more se-nsitive 10 in itial conditions . plant panmete r variat ions.

14.4 Disk Servo Design

Using EI:J.. (14.16 ) 3nd Et:j. (l ..U .l) ...... e obtain an average acce ss time of
approximately 15.0 milliseconds (usiug a I.S milJi~cond sellling time) .
So far we have cowred one .. track see k ti me und WAAT. From a computer
system point of \'iew, these are t.....o of the mai n 5("(1;0 paramw: rs. In addition,
nerage Jal en ry is a key paramett'f. Latency rder.. to the rOl:niona l delay incu m'tl
afte r arrh"ing on u-ack until the datil locatio n being sought is fo und. Average
latenc)" is a pproximately half the rotatkmal period, Although the servo docs not
directly dt tennine tho.: [otational frequency of the di sks . the ma>:.i mum RPM i~
related to the ab ili ty of th e SCI"'\'O to follow disturbances ~t !he harmoni cs of the
rOtatio nal freq ue ncy. n .e li rst harm onics arc very importa nt. and Inc sel"'\'1J error
tnlnsfer functio n magnil ide at thos.c frequenci es must be large !nough !O yield a
sufficientl y small dosed .. 1oop NRRO . Si nce the rotational frequency of thi s drive
is 3623 RPM o r 60.4 Hz. ""I.' will tematively sct our error transfe r function go.11
to be -30 dB at this frequt'OCy. Likev.'ise, we will get approximatel y a 12 d B per
QCta\'e rise in gain in this frequency range . so ..... e 1I se t lhe eTTOlunnsfcr function
ga in at lhis frequency to be about - 15 dB . '" ith a 0 dB gain at abom 400 Hz.
Ach ieving the I kH z closed-loop bandwidth and gai n stabilizing the plant
resonmlCes will requirc at least an 8- 10 \;:Hz sa mplin g rail.". BeC3Us.c there is ~
pl ant reso nance at 9 kHz. it is de $irablc not to ha~'e thi s frcqutncy alia~ imo the
pas.'iba nd of the 51.'1"'\'0 . Considerin g our DSP cycle time of 100 nan osecond s . we
will SCt o ur initi al sampl ing frequcncy at 15kHz . correspondin! to a ~nple time
of 66 microseconds (66) processor inst ructions/sample). Th is lO'ill place the alias
of the 9 kHz resonance at 6 1:1Iz.. well above the ser....o bandwidth . After the ficst
pass desig n is comple te. ", e ca n revi~it this c hoice.

U~ ing

..... here

D.:s;~

67 1

- ,

+ b. ._,w:
+ 1(w/ "" (u;

-*'
VAle

.._,

'.

'.'Oke CO)~

.r1d

-"'
10'"""

Slale
e<lima'Ol

H#u)!:..

trac~ addfe~s

"-

whJe

..... hk h b a pamlle l wmbinat;o n of four quad ratic terms in normal ffilXIo.' .:anooi.::al
fonn. The val u~ ~ h'cn in Table l . t5 "'ere d~termi [ll..>(] by cX l'erimen1.11 !ill iu!; of
the frcqllene~ re~po n.c. Be<:au ~ of the laf",c \';:u;alions in the plant n:~onanLes.

... 1 ) ..

~ h"w S
H.. f..t) = L
:

To begin . we 1.1 ill <I~,ume the mot or parameten ar~ km)l.ln con~tanh as gi \'e n
in Tab le 14.3. Th..- block diagram of our ui$1i ~e fl'u i, giw n iJl Fig 14.1 1.
Fo r simplicit~ . "'~ h~\'e modeled the r.... ~onalH:e chOl ratt~ riqic~ lIit h th.., trans fer
function

14.4 . 1 Design ofthe lin ear Response

Figure 14 .11
Dlsk . drive seTVomechan sm. Comma nd IllpJt y. contaIns the dl'sored
1... 15 the track . rMlef ~ferl'n<:e

"

DIsk ~rw

a nd noise. To mee t the l'u mb incu acc~s, ti[l)(' and regu lati on requireml-nt~ we
""ill chooo;.e;m XPTOS ~tru.:: tu re. BC<.::.UloC aCl u~tor friction and cable- fllo:es ;Ire
non"l~ro and hihly vari ab le. \\c ",ill estimate tile bia. fo~ on the artu:lI<lr as
:. ~tale variahle.

1-1.-1

J
(14.24)

[0,0:)22 0.0066 11

0.6597 ]
0.9992
'14,25)

J.

[O J~22 0.0066 O)r

r, =

H. ~ [ I 0 0

I 0 .6597 0.0022 ]
0 0.9992 0,0066
[ o
0
1.0

lb, =

( 14 ,26;

t~

~ !>!~

Ih>< If} O' _ 1

For the C"omplet~ system model we will use a current estima tor based on
Eq. ( 14.26). along with a full o rder model of the plant inc h.:di ng it. resonances.

calcul~tion

ass um ing no c~lcula1ion deJay i~ bei ng mode le d. We can e'pec t to incu r some
de lay in the actual implementaTion and modilicarilm of the system
10 incl ude th is factor is suggested as prob km. For the sta:e ellimator we will
aug ment the state with the unk nown bias inpu t e,;limate i; ~ so the estimatof
stale is :i = Li- t' I'Jf ~nd the plant output. y . is the estimato r input. Thu.~ we
have

r ,. =

,~ -

.' _[I

rigid body plant model is then

wh ere k . = k,lm is :hc acceleration constant. and the plam sta te is (y t,!" With
a sampli'ng inter\'al of T = 66 x 10 ..... the di ~rcte tim\.' pl~ ... model b~sed on the

H". ~ [ I 0

k, ]'

..

Ok'
]
'" - [ 0 - k ( , 1m

G" ~ [0

fo'

we will ga in -~ tabilizc them and assume that the structure is rigid for the cuntrol
design. For the ~a nlC reason we will not try to model resonances in the state
estimator, In tenns of Fig. 14.11 . we assume Ihal H~ (.I ) = I. '~ TIle resonanees
will be included in ;inmlaling th e final system re~pons~. Although there is <In
UnKnO\\n coml~nt di slurbance inpU! " . ca used by extern:;! effcrts such a, the
force from t h~ cabl~s anachcd to the coil as,embh'. we wi ll nOI include il in
the pla nt mode l fOf ~ontrol design because it is un;ontrollable. The ri gid body
model is
f(J ( I)

673

II == ( I 0 0 0 0

0 0 0

OJ .

(14.29)

114.28)

(14.27)

0.0000 0.0000
0,00 14
0.000 1 0.000 1
0,0034
0
0
0
()
0
0
0.6131 0,7873
0
O.7SB 0.6052
0
0
0 -0.0:130
0
0 -0.9 182
0
0
0
0
0
0

represe nt s the di o;c retc time flexib le modes. The plant

10 0.6597
0
0
0 0.9992
0.0
0.0
0
0
0.9996 0.0290
0
0 - (),0290 0.9967
0
0
()
0
0
0
0
0 ()
0
0
0
0
0
0
0
()
0
0
0
0
0
0
0
0.0001l
O.cXXJ I
.fOO2
0.0034 -0 ,0002
0.0005
0
0
0
()
0
0
0
0
0
0
0
0
0.9182
()
0
-0.1149
0
0
0 - (J.8180 -0,5465
0 -0.5465 - 0.11 125
0.0007
0.0034
0.()()04
0.0291)
0.3869
0.7873
1.0330
0.9 182
1.8180
- 0.5465

are

Disk 5I:' n'o Dt:sign

L." ,.I:,_,

+ r , lI, + L, Y,_, - L,II, <D, \ - L,." , r , I'1

+ (f , - L~" , r, JII I + L, 1" _1'
x, ~, = (lb, - L, " ,lb, I.i:,

= lb,:i,

x._ 1 = $ };I + r,ul + L.y,_ , -

(14.301

The eq uations represe nT ing this system. usin g a curre nt estimator to min imize
(OlUrol de lay. ca n be derived for the state estimator a, follows

"d

r ~

<I> ~

mntri ce~

The transfer function

H ,4

If

!h~

fo ll ()\\ ing
41-UII

~~ ... em

+ r ,..\" (k J

H. = [I 000 0000 000 001

OutpUI equati....,1.1" = 11, ": , "here

(A- I

r"r
r , = [ i\lr,.Kf-,

1.
( 1".35)

Note th at the system n at rice~ derived abo,e are va lid for any order pl:mt model.
inc ludi ng either lhe ri!! id -hod~ pla nt or the HC)l iblcbody pla nt nlodel. For the
co nt rol law and .t ut~ esti mator g a in ~. " e wi ll usc the random numerica l ~urch
(RNS ) technil(u e ()f OIapter 1:\. and the rigid-body pla nt mo;lel. The reason for
th is i~ that our contrul law is be ing designed to attenua te the flex ible dynam i;;: \.
In e,~ence \\e \\ ill de~ign a rigid-body controller that ..... ill allow us to Reglect the
h igh~r-onler fle .. ible loode~ o f the pla nt. De.:ay enve lopes ar.d rom locations 01"
the fle ~ ible mode) ;u:e thererM flOt unde r ou r control . [n ~tead \\e are attempting
a de~ig ll that minimi1(S tho:: energy that y, ill be S("t!n in the output from the)t:

14.4.2 Design by Random Numerical Search

Subtracting a plant o~ tput refcre nce , ig n~ 1 .\",,' from the output before the pla nt
output tncasuremc: nl. 7.. = Y - .1"... the e:.timator pol>ition inpJt is then.l".. inst ead
of , .. TI-.e reference in pUi y", wou ld add to the syMem .;tate equ at iOns through an
input matri., r , . :ldein!! an add iti onal term to Eq . !.'i.3)of

by

Thu~ the complt.'tc ~y~lem is oflhir1eenth orde r. ~!l[J the ~y~ten ma trices are give n

and the

x, It + II = <II ' ...:

Dclinin!! ~ ~ = 1,,: ' t 1lanJ thecomph:t... dtJ~- loops~~tem b!'th<l>lat e cqum ion ~

for the ~ta tc e~t i mat m. and the state .::qua tion gO\,\.'T1l ing the plan t b

r .. K I~ + l\h<P, L H - r , KL.lI ))(, - M", K!",J.

= K(l", r , - )(1 we ca n deri\e

t:_ 1 = ,\(41, -

anJ a control

Delining

DlskSer\'oDeslgn

675

V"lue

IV.~ soft(20.0 - g",)

Units

Symbol in
Eq. (/4.36)

IV...., softC22.0 + 20 I08 Io1 11,(21f60.JIJ +

WI~' so(t(22.0 + 201oilo[ If,. (h I f 00.)1) +
IV.. ~, sof1(22.0 + 20 10&101H.... (2;r4(O). )[) +

'V;,_,

+
sofl ( ptak. - 4 .00}

~nmil.gin

bndwidth of H"
Min imum <Hmping
Minimum phillol! miI.gin
Peak jng 01 If"
PNk ir>g 01 If,
M..imum time<on'l~ nl
Sum of time <O~Stints
Allenuation il SO H2
Attenuatio,., 111 .6 kHz
Allenu.al ion " 14 kHz

""" ""m

m ic' Ct<oods
milliwconds

""
""
20.

30

....
,
"

".

'ON
,,m
"'

g.

20.t og,o(H.(2 . . 60))

20 .1og,. (H.. (2 ,~ 1600
20. log ,.(H .. (2,~ 4000

------

dB
dB
dB
dB

"",~
3 00
' .00
3.00

dB
dB

45.0

0.650

114.36)

soft( i - 1.0 x 10- 1, + w,.~,_ SOfl(l:, - 1.8 x 10-' ) +

+ 1V, a'

10001+ IV, soil (Q.65 - ~..'")

IV..... soft{4 5.0 - pm ,

= IV~ .. I !~~

- - ---------.-------------

flex.ible lnodes. With the large va riat ions in the Itexible modes. a con trol strat
egy that atte mpt~ to actively damp the flex ible modes would req uire some form
of ada pti\ e cont rol. Typi ca ll y mechanical slructures c hange damping and s tiff
ness (reson l nt freque ncy) y,ith temperature and age ma king controllers IUned at
time o f manufacture impractical. In addition. ;.en.iceability o f a ~)stem suffers
for manufaC1o ring- tuned contrOller.. because arbi trary controllers cannOI replace
defect ive or.es ill the field without bei ng ,uned."
Bccaust of uncenaint )' in th e plant dynamics above 2 kHz. we decided
to limi t the closed~loop - 3 dB ba ndwidth from the command input to plant
position input to I kH z. To mini mize system ~ensit ivi t y. we \\ ill a lso co nstrain
the da!llpi n~ ralio o f each mode to be at least 0.65. Ihe decay enve lope of each
mode to be &fleast as fast as 1.5 milliseconds. a"d Ihe sum o f all time cons tant s to
be less than 3.0 milliseconds. To minimize ampli fication o f midband di~ t urbances
in the position reference :md llOise input .1'/" we will li mit the peak ing in I~
closed-loop trnns fc:r fUl"lC1 ion from .'",,' to .' . 10 4 dB. or 20 log IH, (s)U.... <: 4
d R. We ""Qold also like to en~u re thot! plan! resonances which are near " kHz an:
att erlUaled by at least 22 dB. These requirements a re summarized in Tab le 14.6.
A cost funct ion C lhal represents the desired goa ls in Table 14.6 can be
defi ned as fol low s

I....

CluP\CT H

--

RNS opt mlZation

DL~k

Dme Seryo ' A Cast SlUdy

'=

~~
Xl

~g

i~

give n by
(1-1 .37 1

1T.
( 1~ .3 t! )

OJ

00 '

-M

,,

Freq~tn"

(lU)

",

I ! II!i I

,
,

~. '

,;

,, V

",:

lll[

O:sed Icop ... d nIW tnmfn r~actio ..

#~

The acceleration discount factor cr was coosen a.~suming we cou ld only make u~c
of the shoned tum eur:ent I" . Using lhe woot case parameters from the tnble.
we get a safe va lue fOf II o f O.70. Performance pararncter.. ami weigh ti ng (ac lo r..
used in the RNS Optim ization are g iven in Table 1~. 7. fw the b ~ ;c lifthorder
de sign. the freq ue nt:.' u,ponse is shol'm in Fig. 1~.12.
Before :In)' de sig n is considered tina l. a se nsith'ity ana lys.is should be completed. Of course thi s ana lysi s should inc lude the ful1-orde-r mode l of the pl ant.
For tnc case of "arying plant par.. meLers. incl uding d~namie ~ . a 2S O- run Monte
Carlo clO5('d- loop lransfer function analy sis oflhis Ue~ i !l n is st.uwn in Fig. I ~ .l J
and Fig. 14 . 1~ .

L, "" [1.039 0.153~ -4.5574

. to the: c ons.lra .lnt on /.;~ from PTOS. /.; ) = -;i-'. (\' "" 0.70 and
sub)ttt
. \11th
1.: , = li.,/m given in Table 1~ .3 ofp ar-mlelers. The Slate eSli m31 0r ga in matri~ i~

("' )"

K = [ 17.91 -12 71.5426 l.()XIj

and third-ordtr state e~i m:u.orJ

The

dcsi~n found us ing an RN"S method 1750 ru ns) stan ing from a stable pole
placement design for the fifth-order s)'>Ae m (using the rig id-body plant model

SOfl(.n

where the function "soW' is bl!SI dcsc ribe-d as a li ntar ditxk . (J"

Design 013.

Frtq ulmcy ~f1S(> after

Figure 1,'-12

676

Performanc(' measures after opt imizat ion w it h weight ing factors

shown f or,) /linCom numerka l search routi ne after 750 iteratio ns
w ith p _ 0.30

Figure 14.13
MOfl\e Carlo ~nal'f5IS 01
dosed-leap response 1-1,.
for 250 \.amo~ systerm

00'

.,1

.", .

.,
..,

-w

-00

00

W.~

Vldt9

00'

W.
W_

Wr

W ....

W_

,-

- 29.0d8
-tl.Odt9
- 2S.So't9
18.Sdt9
0 .107

W_

W_

11.039 0.1534 _ . 55741

11 1.9 142 11.50961.0J
3. t4 m; t l iw<ond~
1.47 m;t l Mc:ond~
is') Hl

0.33
"
0.33
10.0
3.]0

''''''''
''''''''
0.01
0.25

677

In add itio~ . we can see from the same a n aly~s that the open-loop e n\'c lope!'
plo ued show that in Mlll"le ca~es thc s ystem is pha!ot stable. Because the- resonallt-' e
coup ling parameters and damping ra ti os were stressed in the nom ina l cases for a
conSC{\'ati\'e design. we wil1 livc with the .-ases show n that ace phase stabl e. If the
des igner fe lt th ntthi ~ is no! unlike ly. and that the phase marg in for this re~nance
was not cnou~h. the d e~igfl would havc to be re-opt imized. perhaps with nKire

$
~
r

pu~

'-

g.

t~
20 .1og ..,(I-I~{2., 60))
20 !ogoo(N... (2.,t 600))
20 .1og",(N... (2 7.o1OOO))

,.;
,'.

00'

D;sk s.-:f\o DeSign

---------~
~~---------Optimized V.rJUf'
P.'. ftl#te,
~ighti"9 FfOr

table 1 .7

H .-i

Chapter 1~

(. J

F~IICnC)' (Ill)

.....,.

Dme $(n ... A Case Sludy

-,.,f-+++f+l+fl-++++

weighTing on The :l\Ienuation at 4 kHz. A pole conSlellai ion

an;lIysis is ~hown in Fig. 14.15.

~J

rlO.q""nty (Hz)

5-,,,'f-f-+H-ttHl=!;;!;+l-

rer The Monle Carlo

Critical 10 the pe rformanL'e of till.! ~ n..o is the time-domain n:sponse. M o~t

important bec:lU<;(' of lIS frequency of occ urrence is the onetrack seek. Show n

14.4.3 Time-Domain Response of XPTOS Strucwre

""""",
----------

[)i:!.1:

j-"'f-+~~_r~~~

Design of ~

figure 14.14
Mo'lle Carlo <lnal)".ols of
open loop lesponse H"
fOI 250 ~amDle 5~teMS.
(d) Nomlr.al mq,ltu6e
and envelope.
(b) nom nal phaS(' and

678
fig ur. '4.15
Root ()n$tel allon tOt
the 250 samp e ~yslem~
of I'll' ~'onte Carlo
anJyM

DIsk $e,y,;> Der.!lln

67~---'

in Fig. 14. Iti. the- oneTI'.)C1; >eek h indeed complclCd in 2.fl mill isecond ) . ..... hich
~'Ob our des ign goal. In faci. il is tinished eaTI)" enou~ h ~o thallhcre ) hould be
some mnrgin foc \'nnati on of parameler.; ~ Ild ~til1 remai n below lhe tarset. One
interesti ng fe:uull' of Fig. 14.16 ClUJ be seen in the phase plane plot: A )lrili8hl
li n.:: int.::rpolmion of Ihe ~ampled veloci ty i~ probably nOl 100 3CCUI'Jte. Beca use
of Ilk- 9 kH7 Il',onanee. till.! lrue eominuOIIS plllnt OI.llpUi hil~ somc imel"!\ample
ri pple. Bowclc . since Ihe posil ion OUtput is fairly ~ mOOl h . the effeci is nOI of
great imponan ce. Also of inu"rcSI is the fact lh3t Ihe one- trac k see!; ()oe~ nOI
use ma.l imom (olltrol. il l least from lhe D/A con\,ert.::r poin! of view. In faci.
i!', ma.l imum is 2.0. only ha lf 1,"-, maximum I)/A <l utput \~ l ue. :-Iote hO.... cl"er
Ihat lhe 1II,'(ul/fed control does not re.pond 10 the command pc'rflIy. Voke coil
time COl1stantS prohi bil the power ampl ifie r from follo~' in g the cmllllla nd input
Wilh hig h fideli ty for the fi not three ~ample~. but OIFter thai tho.' command and lhe
measur.::d l"il lue cOIT\!Spond fai rl y wd l. If we did not measure Ihe lrue w ntrol.
the state esti mator would have .. ignificnnt eS lim3 ro r errors due to 11x- difference
between the comrol command i1 l1d lhe cutTc nt actually achieved in lhe coil. This
e rror wou ld bcwme far I\"or~ on looger see b whe n the power nmplifier spe nd s
more ti me in salur:niutl.
Ne",1 we-- II examine Ii fil"e- Ir..cl; seek. as ~ho\\"n in Fig _ 11. 17_ l\"ow the PES
wa\efornt in the plot: show, four lruc l; c ro~s il\p before a rnl'al m the fina l track.
Alt hough lhc: SC"ek is finished in 2 rni lliseconds. there i~ li u le room for parorncler

I-H

f igure 14.16

'.

".

" ,.

" ".

t, "

",.

".

.-

~ ".

1 ".

..

,,-_.

--

.",

.,,'

,,

"

"".,~

..,

,,,.

. .--.. ---,--,

.,.

".-c,~,

..

.....- - .

..

"",

.-

-- .,....,

variation. HOI\ever. al1uwini!. I mi!I ir.econd for variati on of parameter.;, we can

safely say th aI the syS1em fini~he s Ihe fh e trac k ~k in ) miIIi;econd~. Me~ surNI
curr~nt . or ,"ontrol [/." is marked ly di!Tercnl from the commal1d c urrent Icol1\ro l
It) during the acce leraiion phase of the <;),;. In thi s pint the effel: ts of the VC\j
time cons tants art" de}r. ;";ote that in the phase plane plot the relative effe>:t uf
lhe high freque nC)" plmt dynamic~ is much sm~ lkr than in Ih~ one-tmck see k.
Exam in:nion ofEq. (A,22 . ,hows th<ll a rough apprmimat ioll ofth<' WAAT is
lhc li me it takes to an:ompli sh n scckof lcngt h N / 3. where N is thctot:l l nUlnbc ruf
Iracks. For ~ , troke of 28 millimeters at 12.5 microns per track. this corresponds
10 a 3666 Ira ck sec k. Shown in Fig I.:U8. the ~ed takes approximatcly I.'l
milliseconds tu complete. A 13 millisecol1d a\"t'ruge aCL'ess tim e corre' IJo..tnds
well to th(" goal of 15 millbecunds we set fo r the design. SCI'cral Olh~r fea tures
are wOr1hy of note ir, Fig. 1.\.18. Fi rst. the PES plot no longer shows trKk
l"fossings. With a sa rr.pk time of 66 l11ic rosccond~. the ..... M will be crossing
as many as 5.3 tra~k, pe r sample internt.! per meter per >\!Cond. This C3n be

"

"

. ~,.

"

. I
I

I, ..

-. .-

One tr(l(~ 5ee~ wavefOlffis tnsteac of plot tng posot,jn, the PES IS p'otted in Ufllts of
tracl<s. No.e the orfNal time IS ~oproxi m(lte~ one millse<OI1d

figu re 14.17

.':i
,I

",

..,

.
;

.. .

"

.'" --...
. -.

!-

"
,

".

.f

........,...,..".

"

'

-"-~---

.........

---

... .......,.-

---

"

(\

...l .. _i' .~
Ll
I r
.' . ,. J
,

,,-----~

than thai tor the one':rac< s1;k.

Disk Se ryo Design

68 1

de rh 'cd frum look ing m the state transit ion mltri.' ~, or O . for lhe way in
which ve loci ty updales the posi tion. Thus. at the peak: veloc ity th e pos it ion will
change apprex im:llel y 8 tracks in a single sam pl e interval for thi s length seck.
AnOlhcr point of interes t is lhe current waveform. Note th at the cu rrent nel"C r
comes cl use to the comma nded current during th~ acce lero.ltion phase of the S<-'t!k .
Al so. during deceleration. the control salur~te s in an dfor1 to mak:e the plant
fo ll ow the veloc iTy t'ommand I',. from the function IfI. With ou t the l'Oiee co il
po les the curren t could instantaneously respond 10 Ihe control. and with them
the rt"sponse is sluggish. so the "docity ove rshoots the phase plane trajec tory. In
defil ing the PTOS architecture. the power amplilier is assumed a perfect curren t
source. an d is not sluggish. But the parameter a allows the veloci ly traje>:IOry to
be l es~ aggre~si\"e- th a n the idea l plant cou ld follclI". nnd thus th e system is robust
to "unmodeled" dynmnics suc h as those of Ihe \'oice coil. Alth ough theoretically

<t>MoI~

-- _ _I''''

- - -

Five track 5eek w(I\Ieforms No:e till> ", rival time is less
approxoma teoy one- hoi: mI llisecond

14.4

mo~e

move. or 3666 1'<lC~$.

lengt h seek roughly

~, udr

Th,~

CkSlgn of.l DIsk Om't Se rvo ;\ Cast

14.18
wavp forms tor one third

ChaPleT H

-,

----_--.

1
..

",-

. ,

,....,

- --

...... -.,, ...

.''.,'---..... ""

..I

.,l

".

~ ","
,

".

.,1

"'-

possible. implememiXion of a fourth order trajectory to account for the 1..... 0 ,"oice
coil motor poles (jn~lead of lhe second order trajectory f() I is difli cuh.
NOll' also in Fig. 14.18 thai the conlrol comes OU I of saturat ion al some
poi nt fairly early in the lk.-ce1er3tion phase'. 8ecause the cO~lrol is unsalUr.lted.
the ~yste m is under feedback control. Remainini! under control is imponam to
eosure Ih:1I the arri"3 to the target track tah-s place wilhout overshoot.
Looking carefu lly at Ihe position arrival to the target track in Fig. 14,18. a
small and slo...:ly ' -:trying offset from ITrk eeoter can be ~een. AnribulO.ble to the
low frequency resonance cau<;cd by the re act ion forces of tile ma gnet Structure
throu/.!h the i~ol3tors to the HDA baseplate, th is resona nce response is about
4 microinches peak to ~::tk. For our desi/.!n. nothing can be done allout this
resonance. However. if the resonance varies ~lowly enough in time. an adapti\'e

"'

11000 (_ ,

tv-f
'. - ..
-

mil iseccl\ds

(orrl'sponds to the weijghted ave'<lgl' access t Ime, 'M'lch IS apprcx.mate/y 13.0

~k

f ~ ure

682

O!5k Servo IXsign 683

We are mealuri ng th e curre nt i, al time I; + /J. (u ", = i)k + .co)). \I.he re .co is
smaller than bu t dose to the sa mple time T. By \I.aiting 3S long as possible after
th e control O'J tpul is sem to the o rA to sampl e Ihe coil current i,. we wi ll give
the power amp lifier lime 10 settle to th e de si red value if it can. When .alurated,
the output may be quite different than the delired control (th is is why we're

( 14.39)

Ahhoogh we have dlScusSC(i some of the implememation detai ls in the previous

seclion on design. we will co,'er some of the final details oecessuy to wrik'
lhe nsp pfOiram code. either high level or assembly language. We have yet 10
specif)' the ' ariables. the order of comp utilion. and the word length for each. To
specify th e ' -ariables. we will examine lhe Slate estimator co mpulal ions and the
contro l cakdation.
For the ~ate e~timator, we have a prediction phase an d a time update phase.
Sim;e we arc measuring lhe control (If .. ' . it is not available for the predicti on phase.
Equation (1439) is the norma l prediction equaton for the currem estima tor

14.4.4 Implementation Consid era lions

or self-tu ning approach can be of great assistance. Essen tially. a model of this
structural resonan<:e would be included in the state estimal()(. and adjusted to
Ir.lck th e true re$Onanc~ al StaI1-UP times. Feedblck ofthetwostalCS(Second-ordcr
model) is then added directly into the control. asi n the XPTQS strucrurc. Adaptive
control is required here because small \'ari ations in plan t parameters relative to
the model yie ld quk k! y degrading performance. For this desig n. a couple of
microinchel of transien t NRRO (th e \'ibration will e"emuaJly cease} is small
enough to be neglec ted. However. as the ratio of moving mass to fj~eJ mass and
access time both decrease. the effect of th is re!rOnance can become devastating.
Several patents have been issued on tech niques using external acce l~rometers on
the baseplalC to provide feedback into the control to reduce Iho: error caused by
this elTect.
Finall y. we ~' i ll e~ amine the longest lengill ~k . 5ho\Oo'o in Fig. 14.19, the
seek is complete in apprmirnalely 23 milliseeonds. Although the peak \'elocity
is 2.5 met ers per second. il is commoo to satum e the command ' -elocity \() li mi t
thi s peak \c1ocity. One reason 10 limit the peak veloci ty is to lilllit the track
crossing frequen cy. At 2.5 meters per st.-cond, the track crossing freq uency is
approximately 80 kHz , and the PES ci rcu it fi :ter bandwidth has to be at leas t
this hig h to generate position error sig nals with reasonable fidelity. A quadrature
PES chanllCl can be used to lower the requ ired bandwidth by a factor of two, to
40 kH~, Alt hough somel!.'hal beller. a oondwidth of 40 kll z will allow qu ite a bil
of al iasing to take place wilh a IS kHz sampli ng frequency. One altemati\'e is to
fi lter the PES with a lower bandwidlh filter after arriving on lt3ck, thu~ limiting
the alia<oed noise. I ncrea~ i ng track den sity exacerbates thi s problem. so some IlCW
ideas in PES signal modulation and demodulation must be explored.

H .i

Figure 14.19

,.'

{h~

,.,

'. "I" -

"

! ",..

, .',

.[

r-

".

"

,.
.00

_-

,,-,

.. - , -

.,., ... ,

+ I ) == .f:(k)

ii(k

.t,(k)

+ l) =

i ?(k

+ O.6597i~( k )

(14.421

(14.41)

With tile state transitkn matrices givcn by Eqs. (14.27)-( 1429). lh e scaler update
equations arc done in two steps. the first of which is

( 14,40)

measuring it ). For hi~h accuracy. we could ~ssume an average (jJeail'( control

of (1I .. (k - I) + 1I .. (k)/2 when the measured c urrent ditfe:s greatly frum the
intended value of lI(k). For now we'll just use the measun:d controi ll .. as inp ut
to our state estimat or. When the digitized u .. (k) is available. we can complete the
prediction update aCC1)fding to Eq, ( 14.39).

-,~

")

- . <-~

. . ,.

1- ."

"

J,

,j

,.r-~ - - - ,...... ,..,

11,000 1Iacks. I\ote th<l: the back emf generati"d by

coil helps the power CUllent SOlKce to re~erse the dlr ectiol1 01 current In t~e coil.
Dunng aHeleration the b<lc'( emf (3Us.ec 1M {Unerl to beg n to de<rea>e

M~ximu 111engt h see~ wa~eform>,

Ta ble 14.8

685

(14.43 )

Disk Sen'o Oes ign

+ 1) = i~ (k + I I + 0.002211 .. 0: )
+ I ) == _r;'(k + I) + O,OO66II ., Ikl.

114.45 )

fl4.oW)

t>

.i'P + I) + -4.5574.>.

(\4.46)

5.

2,
3.
4.

t,

t.;K\(type .. 2, y",_ p
tf(p < qandp > _q) t'lIC w-type " 3,y,,, __ q
y .. - y .. .. tra(k - type! " tw

11(p > q..ndp < _ q )

5ettracktypetoO.y", _ _p
II (p > q and p > -q) tracktype ., I, Y", _ q

Method lor (omtrud ing the measurement Y... lrom the digitized p
and q waveforms

Now that the s tate estimates are ava ilable we can calculate the control. Fir.;t.
compute the current position error. Y, = Y. - .1',
Now we must compute the
velocity romrrumd
Computation of f() dircc:ly is very time consuming. As an
alte-matile. \\Oe can fit the trajectory with a sjmpl~ polynomial or use table lookup.

.1') =

x! = i l k + I) + O.1534e

_t , == .i,(k + I) + I.03ge

By splitting the prediction into twe parts. we can wait until the last poss ib le instant
before converting 11 .. and slill be ready (or the n~,xt sample intemtpt. When the
next con\enion complete sig nal interrupts the processor. we will be direc ted to
the main control calculation routine,
Although not explicit ly shown in Fig. 1... 11. the calculation o( y,. will take
two NO conversions to con\'(rt ooth the primary and quadrature channel, of our
position error channel. Because of the COSI of AID comersions. we will do them
in series instead of in paralleL Our AID conversions will signal the processor
when conversion is complete by special hardware i1l!~mtpt that immediately
directs tile processor to the correct interrupt routine. Special analog circuitry can
be employed to furnish a single AID convener input with the correct wavefonn
(p or q). along with the two digi tal tra, k-type bits to the processor. However.
besides the oost. some opportunity for error detection is los! by implementing the
constru cti on of Y" in analog circuitry. Defining the digitized PES v,:avefOnllS as
p(k) and q(k).lhe signal y., is computed from Table 14.8.
Once tile measurement Y", has been constructed. we can proceed with the
estimator li me updljte. The prediction error is computed fin-I: e = .r l - .1'"" NC)l\
the estimate~ are calc ulated

.i)1.:

.i , ll.:

where .iJo(k + I) and _i'~ lk + I) arc intemlediate I'alnes of th e final predictions.

Since i, (k + I) doe~ nOl depend on u.. , it , ar, be updljled immediately_ When
the control II., i ~ available. wc compute

1+ ",

II -

t'

liol

xl'

r = .1',

u = sat(k;l', -U J )

\' =

To choose sca le fuc tors and word lengths, it is 1k.'Ces~a l)" to dcten ll ine the range
of each "ariable in our system, a long with an approx imate nil ue for Ihe sma ll eM quam it)' of intere,t for the varia ble, Table 14.9 contai n.\ a summ3f)' of the
\-ariables. thei r range~. and the word le ngth req uired.

Scaling

Equations ( 14A6) and ( 14.n, represe nt the e nn re control a lgorit hm. Deca uS('
o f the nonli nearity, it is d ifficu lt 10 precompute much 0( tm conl rol a lgori thm.
A lthou gh some impr:l\'emcm cart be made br usi ng the pred icted po si tion for
precompu ting the \'tl x ily trajeetory. we w ill assu me " 'I'. camot do any precompu tati on of II .

II,

\Vhcn Y, :5 ~'!' thc ve~()C;ty command is just a linea r func tion of the position crror
= 0.03 1I J, Wi th a maxi mu m control of 4.0. the li ne ar regio n di stance .\',' Io n
either sid e o f zero I ii 1.] 605 tracks, For table lookup. if.l", > 1.3605. we call a
routine whi ch fi nds t , givcn J, as an input. The re st o f the ~ont ro l is c alcu lated
as fo llows

Design of a Disk Dmc Sc ryo, ,.\ Case Swdy

'.

"" .(,. II, II ... 11_

~" ", . v<, v,

~" ~,

V. riabJe

Uni ts

I f ac l<~

M"

,,'"

-,

track.

- 2.6
""",
am p.
-".2
"", u"kl
- t2ooo 12000

M in

t: 2"

t/i'

1: 2"
0.00(l1
0.0002

RelOllil ion

,,,

Won;f ~n9 th

M in imum and maximum range. approxim a t e q van t iu tlon le.-el o f

interMt,. a n d requ ired WQrd length ( 16 bit won k)

In th is chapter. we ha\'C prese nled a case stud)' o f design usin!! a hig h pelfo rmann '
d isk drive ser....o. Alt hou gh many details o f the design pnx:ess were p resented.
many more remain. incl ud ing co mponeJ'j( ~e lcc tio n and de tl iled pro!!ramm ini!
o f the contro l compu ter or DSP. M o~t o f the s<; points are depe ndent on thc
techllQlogy and budgc t o f the projec i and difficult to make relevant as pan of the
c ontrol design process. The main points ~ re:

14.5 Summary

Chaptcr lof

T"ble 1 .9

686

10

nO(

n aluate its. contribution to the

af\'

T,~

O.txOJt I.

1/ 1, 1 ,
"
" to' ... ~{ "','

GU_"Im;

~,; ~.

,'''' >'I!Ilplilii M~ . ..111 the c....ru inoou. p131'1t " :IIl<fer funcllOn i~ SO'''"

C _ .\'O ,oo. n.("1.

" _ unifon" ,().(O)S. O.OO!i I.

co, _Xn2(O.1 50~.

t>y

~" p~<"~~

le t

J~;I

"onh <-om"",,-.:w "'8 forc hallSC"

In

where lh' 'omple lim< i, T

= IO- ~"",, :
I"," C"'Ofl1r\l t ;, ;,.

0 .00(0)
~. 1 726

_ O.tU) t. "-,, .. me

1
.be lime il I ~le.

I M U l2 00000.)
t
~. 17~6
[ o 0
0

II. [ IO OJ

r.

ID _

to

compul. and OUlp<J1

lh.ll lho: \ .. ri~t,cm in G ".ompcn, lH ..:j flM

G 01 .t'<?

a,.um'n~

.. "~,, of :Id3p1.l1 i....n bot','

III ) Rc-oo tho: MOOk Carlo a.I.J) ,j.,

la<.<um~ its "afl;H;On" I)).

1_) \\ "hot" o uld ttlc

For Ihe ""em of ",obi .." t". I. ooll ine a I(~hn.quc b~ " bi(h I"," op.: n-Ioop ~~ i " or Ihe
'y,lc m cuu lJ bo: ad "",,,,,t)" adjll"cd 31 ~Inn-u p , ink'.

"hrft

.\'In .lM ~ 1.

,,_ unifIZ"lllI O.OO] . O.OOClOl! .

T_

Fo. l~ follo"'ing ')""~m. ,k:<'i" 3 c.)nlful.) ,lcmlO pia....: I~ nnn,ill:tl d o .ed-IOO9 pole.
of Iht ,)'''em """" 111:11 It!.: ~f\]b l~ mO<k i. " el t daonpoi alld ,he lime rf<pon>e of I","
')'Icm ",n ks ,oa " ~r in S 0\111, .......'000' . r-:c,\I, ~~ o.;:r:ttc tt!.: f"'GuCIlI:) ,,,,,pon,.. en'~ "1pI:
.., i "~ Ihe 1>lon'c Carlo l"' hni" .. ~, Arc oil 'y' le'''' in Iho:!I(l "~bk'~

J-IJ G,,-cn a plant u',th lhe <1atc-spa..."C <k",rip"""

1~.2

to be a rta lyzed

tha i

687

T he XPTOS structure i. a pra.: tical approlC h for high.performance mot ion

control ( 0 3ccoum for large ~ iglla l perform:mce.

14.6 Problems
] ~. t

n ced~

ma n~' Jc' a i l ~

Proble ll15

The li ll~ar col1!rol -oh~rvcr .\truc ture desc ri bed in ea rl ier chap t.: r~ !!h'c~ a
good ~tan but numerical sc~rc h a nd ,.illniticantl y imp ro".: the desig n.

Ea ch compo ne nt
ove rall design.

A rea l proble m is often '<.'ry compl ex. cont aining

tit' consi ~red in ~ first-pass des ig n.

es~e nli :tl l o

14 ti

688

Chapler 14

~I

u>al1D <k~i!n It>. controlla,,'?

A!iSuming Ihe f lam ' tal~ 10 lx mea~ured. where doc! the debyed control th.at is ID
lx fed !>ttl< cOCK" from~ Whal ifl~ ccmro! is salUra1ed lina:

Given th~1 the fc.dback la ... i; conSlructed

comroj accuroc), ""hie\ ' abl e ~
a<;

i~ 10

be no

14.S Redcsig n't the di_,k ~ri\'e ser"\'O (0 ;l(eOUn l for a calcul~lion delay of;.. = 40 11""'"

WOrj~

""pon"'"
for your ' ) '!!ICJTl

WhO! are rour ne.... control and

objecli"e .. ~

~"(e

Design a ,-docil)" trajectory for lhis

~~i lem_

W hat has
I()

charge?

sho.... that >"" Can mainlain

Ii~ed

~tudy

t6 Thi, ,00 tbe ...... i<1illg Jroblnn' Ole "'ry im'ohed '00 .. qui ...
MATLAlI . ...,.,g "hh .<jgnifi<"ant .moon, of,;",.
C~ oI"

de,ign tool ,uch .i

Ocsign , aliumr thaI lhe seco nd resonant frelfJcncy is well koown

t fi~ . d parame ters,. Add a model of !his mode 10 !he slale eSl imuor and redes ign tr.c
Slat . e.tim:l lOf and l}oe conlroll .... , to dump !hi. rrKJdf . and obtain a 1 600H~ closedloop
bandwidth.

'4.7 For tt>. c ase

(d) Do a lime-donuin , imulalion of Ih is 'Y5lem PIO! .....""fomtS as in the case de,ign.

(cl

~troke .

(! tima wr gains g;,'en !he same design

(b) By c~lculaling onl)' one fain (", I(If vcrsu.

pole local ions fJr U;e comple!. sy<1cm_

(al

1.:1.' Forthe elISe stud)' dos;gn. draw the

bloc~ diagram fOf L'fi. ~ suCh~~cr 13)c()n(rol gi'cn

the following "mation in k, \-ersus y: k, (y) = 15.(1 _ I y - 113001/1 1](0) , whe~,.,
before. , . i~ in lroch and (he totul s(roke of the lIC (uator covers 22-0 trad !.

(d ) Del a Momc C.rlo analysis of ),(><Jr d~sig n. [s il manufaclu ...ble? (l"sc the .arne
tolITJnC1:I used in the case 'Iud),. bu( add lhe IOIer2l\CC on;" I:\d set ;110 (he SlImple
lin .. tol(Tanc(.

Ifsporlse, and lin ..

Ill)" iuham age in feeding back the ddayed ccnt",1 inlO lhe controll aw~

f~quen c~'

th e~

(el PIO!

(bl Is

(al Willlhe s ame comrol law ....OIX" Why"","

It atic

in Problem 1"",3, wbal is the belt

(b l How .hould It>. sy,tem be changed if lhe desired 51atic accuracy

llIan I <;<?

(Ill

it

For tbe variali(}l in )" given in pan Id t. whal r3n ge of phase margin does (he Sr.;lem
han"'

' 4.4 For thc plan( gi\'en il Problem 14,3. assume (he sensOf for Ihe plan! OUlp.u y has
gai n .rror lD!(ral\Ce of s~ ~indOOing zero frequenc)' j.

( ~)

(d) Do a root lo<:~ of your de.isn v~rsus an a,tu~l ;. ;n the range of 8 10 15

microseconds, Is II>c: d~s i&n sensitiv," 10 ,1lriabl. c(lnlroi do\3y?

(c)

(bt \',-"hal is It>. orti.r Ofl~ plam

(II) De';gn. lineiU"fe<:dback controllhal gins a bandwidlh of appro!limaldy 1(XXt Hz.

"'i[hl~ m:uirrum lime conS lanl no gr~.l er lhan 1.0 mi lli"'(onds. for a rtf~r~nce
inpul r (feedbao::k: K (H r T - x l).

Design of a Disk Driw Scn'o: A Case Study

and obtain

68.

(j =

!t

+ 1.1'" ,

(A.3)

(A. 2)

where I is th~ mome nt of inertia of the salell it e about its mass ce nter. Me is the
control torque applied by the throsters. M D are [he disturbance torq ues. and (} is
the angle of the sa leilite axis with respect to an "inertial'" reference. The inertial
reference must have no an,gu lar acce leration. Normali zin,g. we define

( A.1)

Satellites often require attimde control fo r proper orientation of antennas and

sensors with respect to the earth , Figure A. I shows a communications s ale llite
with a three-axis allitud e-control system. To gain insight into th e [hree-axis
problem we often considero nc ax is at a time. Figure A.2 depicts thi, ca.e where
motion is allowed only aboul an axis perpend icular to the page. The equations of
motio n of th e syStem are g ive n by

A.I Single-Axis Satellite Attitude Conlrol

In this appendi x we desc ri be five control problems which are u>.ed 10 iIIustr.l!c
the analys is and design tec hniques devcloped in the te!\!. These are collectcd here
in order to pc:mit re ference s to them at a number of pla<:e> in the tC!lt wilhoUl the
need to repe~t the derh-ation of the mood or discuss the specificat io ns each time
the example is used,

Examples

Apper.dlx A

schemCltlC

---

Figure A.2
SilteHi:e<ontro

Sy;ti'll'lS'lOfClD

Intnial

L~pl acc

Bt<)

11(.<,

-- =
J

+ U'i.ill.

1
,=
G , I>") .

,[II(S)

dist urb~nce

Ot.n =

lra.sform

'''1

.... hich I><xomcs. with 00

Tak ing tile

rd erfftot

Ex~ mpks

Figure A.1
CommuNCCI!lOMo
Silt!!lllt!! (courteiy Sp<tce

690

IA .5)

fAA)

69 1

(A .6)

The equati on of motion is

Fig. AA.
(A .1)

and damping B arising to some extent from bearing and aerodynamic friction,
bm mMtly from th e back e mf o f the DC-clrive motor. A schematic is shown in

as shown in Fi g. A.3. The antenna and dri ..'c parts have a momem of inertia)

It i~ desired to control the c lc\'Iuion of an amenna designed to track a satellite

Azimuth Control

A.2 A Servomechanism for Antenna

antenna (court~y Space

Sys:ems-lora1

Figure A.3
Satellite b acking

A Scn 'ornedunism for Amenna .~1r~lmh CO!llroi

In the discrete ca.o;e ..'dth If being applied throug.h a zero-order hold . ..... e can usc
the methods of Chapler 4 to obtain Ihe d iscrete uans(er function

Al

Append ix.J,

Figure A.4
Schemat" d iagram of
al'l;enna

692

u(s)

o(s)

sIs/a + I)

I ..

u',, =T,,/ B.

= G , (s) .
.

,- e + o=u+w".

u=Tj B.

where

aT - l + e,r

u (z)

"----:-'-'--

G,(z) = 0(:) "" K

(.:

I)( z

t' ~ ') .

(~+ b)

The di stTe[e case with w(k) applied through a zero-order hold yie lds

or. with no disturoonces.

Transfonned. it is

the equa tion reduces to

B/ J={I.

(A. ll )

(A. 10)

(A .9)

(A.S)

where T. i~ the net tor~ ue fro m the dri,'c motor and TJ is the distu rbance torque
due 10 wind. If we define

Example>

figure A.S

f' [st IWo de nvatives.

which the tradin9
antenna mll5t follow

General shape of the

commanc ang le an d its

A Sen'o mechanism for .J,nlenna Azimuth Comrol

693

"

The model gh"en by Eq. (A.7) is only a li near approximation to the true mOlion,
of coun;e. In reality there are many nonlinear effttl~ that muM be considered in
the ti na l de sign. To give some idea.> of these consideration s. we present the major
features of the angle. (I, . ofthi' s.alellile 10 be followed aod of th e servomechanism
that mu st be !lesigned to aehie,'e the trading.
The general ~hape of tI. V) and ils \'elocity and acce teration are sketc hed in
Fig. A.S. The peak values of velocity and acce leration d epend critically on the
altitl/de of [he satellite aoo\'e the eanh and on lht e lcl"ation above the horizon of
the orbit ~en from th e antenna. An orbit of 200 mile s abo ve the ea r1h thnt passes
at nn elel'ation abo\"~ Ihe antenna of 86 require s a maximum azimuth rate of
0.34 fad/sec (nbout 20' lsec ). For the purpose of selling [he tracking accuracy and
gai n >. a reaSClnable assumption is that the an tenn a should be capable of following
Ihis peak v~locity in the ste ady state wilh acceptable error,
Th e size of the allowabl e tracking error is detennined by the antenna proper
ties. The pUrp;lse. of counoe. is to pennit acceptable communication signa ls to be
receil'ed by the antenna ~Iectronic s , NJr Ihis. we mu ,1 !;onsider the depe ndence
of signal amplitude on pointing error, A ske tct, o f a typical panem i,. shown
in Fig. A.6. The beam width !:J.O is the range of tracking error pem issib le if

A.2

tracking error

acceptable communicltion. are to be ach ie\'ed, Typical valuel of the beam width
can \'af)' from a few depCt:s (0 , I rad) to less th an one degree (0.0 1 Tad). The
lotal eTTor will be composed mainly of tracking error.> due (() 8, motion. windgust errors. and random errors cau$('{! by noise in ttll! meaSLrement of satel li te
position. A rea~onabJe all()\\ anec is to pennit tr~king elTors of I O'l- of the btarn
width an d an equa l CCntributioll from wi nd gusts. For a bean widt h of 0.1 rod.
the ll. we allow a \flicking error of 0.01 rod. from whic h it follows that K . = I (if
9.... = 0.01 rolVsecl. For a 6O-f1. track ing antenna. a typical beam width is 0,01
rod. and if 0.)4 ra!Use: must be foIlO\Ooed.. the \'elocity cOllsttrn for a 1O<if error
(0 .001 rad) is K. :: O,J4/ 0.001 = 340. For a velocity constant of thi$ magn itude.
a co n\'crsion to I Type 2 system with two poles at : "" I is probably req uired.
In additioo to considerations of track ing error, the des igner must take into
acccu nt the ract lhat tle drive motor has fin ite torque and po .....er capabili ty. In
selecting the drive mOlO r. one mllst keep in mind that the tOlal torque muSt be
capable of meeting the acceleration demands of tr3c king. overcoming the wind
torque. and overcoming the static friction of the drive-train gears and antenna
mount, The powerof t~.e motor must be ab le to supp ly this torque at the mllldmum
trac ki ng w locit)',

llle temperatu re of a lank of flu id with a constant flow ra te in and OUt is 10 be

controlled by adjustin g the temperature of the iocoming fl uid. The tempe ratuJ\'
of the incoming fl uid is COntrol led by a mi",ing \'al\'e that adjusts the re lative
amounts of hot and cok! supplies of the fl uid t Fig. A 7, . Because of the distance
between the I'al\'e and th e point of dischilTge into the ta nk, there is a ti me delay
between the application of a changot in th e milling val ve and the discharge of the
fl ()\\, with the changed ~e mpe rat llre in to ttte tan k.

A.3 Temperature Control of Fluid in a Tank

fecelved as a h.l"lCti()f1 of

Plot of signal

OCM'E'f

Appe ndix A Example5

f ig ure A ,6

69..
figure A.7
Tank tem;>eratllfl.' Cootrol

q ... = 0;1 .. 1".,.

q.... =:= nil ... 7;.,
II! =:= ma~s flow ra t~ ( = lir" = IiI"",'. an d
1",; = tempenltlre 01' fl uid entering tank:

= t;lnk temperalUI't'.
r :: specific' heat of the fl uid,
M = flui d ma~scontllined in the tank.

T~

In

a T~n).:

delJy !ime. and

contro llable by the \'al\'c,

(A. I" ,

= temper.lIure of flui d immediately aft er the cOlltrol \'nh e and directly

Combin ing con.lams. we obtain

7:,

' . :=

when

CA . 13)

'J

IA . 12 ~

691

bu t the temperature at the inpu t to the tank at time I is the comrollcmperalUre

tOe(," in the past. which can be e",pressed as

where

i~

Tempe- Iatul t C..,mrol of FlUId

The di fferen tial eq uat ion governing the tank tempe ral ure

in ,"'all.

:I. 3

696

Appendi~

n= m/ M.

l
.1 / "

5/ll + t

.f +O

5(~ /(/+

:_ ...~f

:+er
:-e-~':

_~

,__ r - ,

-,

I-e-- '

=_,

1 (I _ e-- r):+r -_ r
_f - e l

: '-=-'-~
l --'-- J
: :' : - 1 : _ "_,, r

,-" ,

"" =-:-J"Z II CI + mTi _ e- ,, .. r'llt +m T)I

-- I I

'z

." I
1 ' I)
,-"
: - ' ): ' ,Z 1
- ""
-- j

J -e--. -" 7"-"'~'7" j

Z -

"'" t l -

l (:) "'"

(A .16)

Fro m Eq, (A. 16 1 it is CIS)' to see tha t the zero location. - C(. \'arie s from 01 = X
at m = Oloer
Oas 1l:_ I ~nd t ha\ e , (IJ = r.O for all (I. II .. a mi I.
For the sp...'Cific ><al ues of T,j = 1.5: T = I. (/ = I. EQ . . A. 16J reduce~ to
If ::: 2. In:::~)

+I

l -~ " f -','
- - ---- .

)'

(A.1 51

e J precedl:'d b~' a zero-ordc r hold.

We assu me that ' 4 "",IT -lilT. 0:: III < I.lllen

G}f : I = 2

To form the di!>Crcte tra nsfer function of

we must com pute

T (l'l
~ -'"
- ' - : - -- "" G ,(sl.
r:JS I
5/ n + 1

.... hich. transfonned. teromes

A Examples

SySTem

Oo~emass

Fillun!! A,a

Corilr(ll ThlOugh a Flexible Sl1\KI UIl'

spfln9

697

.\)b + td - ."Jk = O.

"- rb.~+k)
i +h. +k

-'i>.<+" ][ dis)
'I"~ ]_
[ a, ]
m.f: +bs+k

!l Is).

(A. 18)

(A. 17)

!lOt

d(5)
:

M .' [ . ,

+ (,

/II

III

+~ 'J ("-.<+ .!.)]'

III

( m~.+.!.)

('\.19)

/I and ... The li",1 ~p!"hems lhe case where Ihere is struc lU ral Hex ibili ty be(v-een Ihe !;Cnsor and the actuator. :I situ~ tio n c~ lI ed lhe noncollocaled case. Thc
secoud repreS(' m ~ the coJlo.::uted case where tilt se nsor is placed 011 lhe same
rigid body ~s the actuator. but there exis ls a mechanical oscillation e l<;ewhe re
III the systC'<n thaI h coupled 10 the mass 10 ""'hich the aCIU3lOr a nd sensor are
uuuched.
U~ jn g Eq , IA. 18) we can oblain bolh tra n~ier functions

T.... o tr.lnsf(T fu .....1ion~ are o f intere<.;l: one bet ....cen II and d. the Olher bet ....een

.... hich. when tr..msformed. bome.

lh b + 1,1" -dJ k = II.

+ I)' -

mJ + Id -

A1.\'

Conccptually. the...: syslenl s an: equivaielli to the double mas~-spri ng de\'ice

s hown in Fig. A.S. 1lie rqua(ion~ of mot ion art

fle.~ibj li ty.

t-'l any conlfolled syslems hal'e some ~I ruclura l t! ni bil ily in some portio n of the
sy~l em. The spacecraft of Fig. A. I may nOI bt perfectly rigid. the angk lrader
o f Fig. A.J ma~' hal'e some nexibil ity bet ..... een the angle obser\'ed by the an te nna
and the angle of tile ba.<;e, and almost any me<:ha nic al s}'~Ie m ~uch 3S a robo4 arm
or :l di~k drh'c read/wrill' head as., c mbly would exh ibiT!'01UC degree of stroclura!

A.4 Control Through a Flexible Structure

A..

Apl*ndl~

ki m

. b +-k)
(r+

M .[.r + (1+'"- ) (b-s + -, )]

y{s)

"r,! -

III

III

III

IA.:!I )

(A.20]

OO$Od loop
rnot location,

For IJI I M I. Eq. (A ,21) indicates that the sys tem dYnamics arc es ,entiall ~
l / J : . bU T there are poles and zeros at the st ructu ral bending-mode frequency
That alm ost cancel eac h other. A s mall va lu e o f 111 / 114 in thi s simplified exam pl e
represents thc fact that th e flex ibili ty is nOl a dominant respo_lsc to the contro l
input u and 1f.1! is a good model for many suc h probkms_
Equmion (A.20) al ...ays has th e 1/ 51 t"'rigid-body'") poles plus th e resonance
poles wiThout the neighboring zeros of Eq. ]A.2 1). The non collocated case is the
harder one 10 control for if a lead compe nsation i, used to stabilize Eq. (A20).
the structural mo de is destabilized. as sho .... n in the rOOt locus l.lf Fig. A .9, and
de pending on the feedback gain and migina l structural da mp ing. the sU\lc tural
mode coul d well be driven unstable.

l '-

III

-5

,,(,' ~ Mr . [r . + (1 + M"') (b; .1 + ;')] ~ GJ <'

d(.l) _

which becomes for the typical ca..le with very 10"" damping

~ample s

Figure A.9
Root klLlI'i TOf ooub'e
m~>sp""g system I";th
flexib Ity bet,,,wn
sensor and actlHtOf, The
noncollOCated nse

698

Cont ro: o f 3 Pre>Sl.lrizd Flow Box

Figure A,10
Pressurized 110-." box

699

~: ][!: ]+ [ :

mean air pressure.

= perturbation in air_val--e o pening.

II ,

= pert urbation in stock-val\'e ope ni ng.

I', = co mmand va lue to air \'all"e. and

II.

II = stock level perturbation.

p=

(A.22)

:, ] [ : : ] .

= h + p/ p,g "" lotal head pertllrbation.

p = air presmrc.

0.

+0. 1

o
o

..
,

ii

S!oclc is depasikd en
endl ... belt or "win"

Note from Eq. (A22) tluil there is tw()-way cou pling between the two out puts.
Hand h. and that u affects both stales: therefore. it is difficult to decoup le the
system so as to infl~ ence either H or h alone with a single CO ntrol. The lh ird

where

[~4

H] [-0.2
0 05

Th is exam pl e is mu iti l'ariablc b(x:ausc it has two conlrol \'ariabJes and t\\'O measu rable states, The basic function of the sys terr, is to ke ep the paper-stock flow
OI.1t the bottom opening (s li ce) (Fig. A. lO) al a consiste nt ratc. The differential
equations of mot ion are '

A.5 Control of a Pressurized Flow Box

A.5

700

Appendi x A

where

~(s )

f.l

l)(~

[s- 0.05

+ O.1 707) (s +

~ t l)= ~(l)

G
0.02929).

(.1+ 1)(.\"+0.07 1

0.7(J+I~ls + O .1 J)

equat ion in Eq. (A.22J represents dynamic~ of th e ai r-\ahc actuato r. wh ic h is

such that II" does not respond in ~tlintancous l y to an air commar d II . . The trnnsfer
functions between 14c aD d II, and H and II an:

E.~ampks

,
,
,
,

Tab le B.1

~,(,, ) = .1", (I I.1", IJ )

i:". f,I " f,lkT -

f ,(H)f/kT)

701

r id,

,-,

liml : - I)Ff:)

l im fll n

,-'"

F{",r:.)

:' F(z)

:FI ~+ " )

+ ,,71
fiAT

~ -""f{ln

e'':F tS)

f ,((TJf,{kT - ( n

r:
:F, lt " I.1"l( j)

!,(~.T)

af,VT!flf!lkT)

;: 11 1
aT,IS ) + f5:F;bj

~. tran ~focm i~

linear

Conl inl.loo~ ronvotulion

doe. ~ol cO.... 'JlOfl d 10
product of :.trmsforms

Time product

Tinx an d frequ~ocy !-Caling

Shifl in frc:q""""y
If all po\(, of ( ~ - 11Ft:)
on i n ,id~ the un it ,irde and
F(: ) cOIl"tlles for 1 ~ 1:1

Shift in linx

~-tnmsforms

Discrete ron" olut ioo COTrc:~p"'md> m prod uct of

The

Let:T, (s) be the Lapl ace lransform of f, (I) and F,(Z) be the :-transform of J; (k T)

B.l Propenies of z- Transforms

Tables

--~~------

"
"

10

!\'.",Nr

+ <I ''"

"+ " I

(I

JI.

11+ <1 ) '

u + ",!

?'

..

;:

",

,
.-

F,u

"

a"..- I

, -H

I. ~

_~ - .. '

btl -

iI".. -

1-1 ,"-1 ___

a--' 1"-' "
___

~, I"n!,,---"; '

J:T,, _1f

~ .... o

.--<1 I", - II!

1- __
11"' - ' __
~~ - I
lim _

y.-tkTI'

2i U n-

",

IltT,

I. = In, O. t "fI. '"

I. - '"' J : O. J:';O

JIlT}

( - II~ - '

,; - I,'

J)

~ .. - I

...
:

~. 1

(:- , -')]

: . : ... " .... ,)

: (1 - ,, - "

.... - I I! iJ.l,"-I: - , - '

\ -11"' -' .... - '

:!"

r'

I: _ ,, _~r)'

: - t -"
T:t -"

;~":. ~ a,,"-': - ,,-'"

T) :(: ~ + ~:

""f ,: _ II'

'"

- I

I: - II'
T' :I ~ '" I)

F(:J _ _ _ _ __

Unless otherwise n(lled. f ill = O. I < 0 aud.he region of coo\'C,enee of F t:)

is outside a circle, < : 1,~ueh thai all poles of F(:) are insid~ r .

;:(J) is Ihe Laplace Innsform of f( l ) and F{ ~) is the : -tTlll .. f(ln u of fO:T) ,

B.2 Table of z-Transforms

Appendi x B Tabln

Table B,2

702

~2

11

10

19

"
"

16

"

"

"

S .....W

Ta bl e B.2

-----

+ nilS + 1>1

+1>'

b'

j {( s+al' + "~)

a' _ b!

U+II):

s+"
,.+",: -

r+o'

,
.,'+,,:

ls~u ,( s +II )

til - al .

". +u ,'

0'

1.< - ",:

(s

,-,

J:(.I ~<I )

FtsJ

cO!' ,, {

~ '''*T- I -''-'') '

o
,,-",(:

,, _H I

II' . , - , .... , ) :

<1,,-.' II

t- ' to> /lTI

I )(:!

;(,\: + 81
~t_1 ( oos bTl: '" ~ _:" ,

B = ,,-"'"

~ ,, _.T <in I>T _

+ <l1',,~. ' I

,,_rcOS I>T

A = I _ ..---or cos"T _ ~,,-, ~in"T

(:

:~ _1t -.f{~'O<hT):+" :'1

: 1:

:! - . 200, a1l: ... 1

"T )

,,11: - 1
to>

:~ - f2 OO!<
~(:

(h('- '

I'-AJI~_ " '"

,,)

: .in li T

t~

:[: I/>

,,- !o f _ ,,~.,

1 : _ IH: _ <,-~ 1 , ~

<IT.. - 7

,,_.f )!
:[:( I _ " .1 _

I:

I'"

1 + .. ""' ,; +(1_, _ 1 -"T,,-", ]

II, ; -I,!,:-,,-',

:]: _,---..lrl + llnJ

,_

:[(.. T

C. I

I"~

if A and C are square su bm:m ices. (C.2)

+ HA ) =

dd[ l .. + AB).

del

7.'

[ ~ ~. ][ ~B ~ ] = del [ ~..

I. : SA ] = de![l .

+ RAJ,

To show Ihis resu lt. we consider lhe determinant of thc mlllri ll. product

del II.

(C3)

Suppose A is a malri x of dime nsions 11/ x 11 and 8 is of dimension n x m.

Lei I.. and I. bt: the Mk nt ity mauicC's ofsiu III x I~ and n x II. respeclively. llit'n

dCI [ ~ ~J =delAdelC.

[f a matrix is di ag onal. then the determinant is the product of the clementS on the
diagona l.
If the matri x is partitioned "" ith square elements on the main diagonal. the n
art e:l\cnsion of this result appl ie~ name ly.

(C.l )

square matrices is the product of their

dcU AB ) ""det A dct R.

The detemlinant of a prod uct of

lielenninanl5

Determinants and the Matrix Lnversc

Although we a>~ umc the reade r has .>Ome acqU:limanct with linear equations
and detemlinanlS. th ere are a rev.' rcsulls of a more ad\-3nCed charartcr that
e\"Cn eleme ntary control.system theory requires. and \hc!'oe are collected here for
re fere nce in tile text. For furt her st ud)'_ a good choice is Sll"'dng (1976).

A Few Results from Matrix Analysis

. c

706

Appwdi~

I.

['0 -Al[-8'

is also equal 10

1
dct A

= - -.

which was to be demonSlra ted.

\.:: = <Ill'.

+ I)A - ' B) "

I>A -I .

+ 0'\- ' B)- IDA - I

+ OA - IB)I DA -I .

+ BCD

(C.6)

dc l' ''.g """' i onJ""luft~' I

Ai'.

tf 1<" "th' n _ I ,,~ - I "'''''' 4111;",'" f~ ""db"

... ,,,,,., ond,-ol . mnj of ,10< odj " ,q - lI' - ' dc1

[, (>III ,\ . tll<n t~ , .n lt}

If we subtra ct I from both sides and factor Be from the left on l Ie th ird tenn. we
find

= 1+ BCDA-' - IB + BCDA - ' B ll C-'

- 8CI),\ -1 8 (C- '

The truth ofEq. (C.6) is read ily confi nned if v. e mu lti ply bot h )ides b)' A
to Obtain
I = I + 8COA- 1 - R{C- ' + DA -1 81- ' OA- '

A - ' RiC -I

I~ft.

we finu
,C II )

le.l0)

Addin g the 11'00 matrices. we lind

- 1

;: - !

These linear eq ua tions hale a solution for a nontril-ial l - if and onl}' if the determ inant of the coefficient matri}[ is zero. This determi nant b a polynomial of
degree " in :: (tli is an " x /I matri}[) called Ihe characlerislic poI}'nomia l of
~. and \'~I ues of : for which the characteristic polynomial is zero are root.s of
the characteristic equat ion and are cal led elgen" alues of lIJ_For t'umpl e. for the
ma trill: give n in Eq. ,e.S) the characteristic polynomia l is

(;:I - <lJ., ,, = O.

If we collect both the te nll S of Eq. (e. 10) 00 the

+ BCO)-' = A- I -

(e.9 )

Substituting Eq. \C.9) into Eq. 1e.7). we must fi nd the "ector " and the number
:: sPc h Ihal

in the de,,:lopmcnt of recursi"e algori thm) for estimation. as found in Chapter 9.

The formulll is as follo\\3: If det A . det C. and del (A + BCI are diffCf(n l from
U fO. Ihen we have the matrh i ",'e~ion le mma:

(A

(e.s)

I e.T)

If we a~s ume thm it is pos_~ ib l c for Ihis ~ystcm 10 have a motion gil'en by a
geometric seri e~ ., ueh as:: _we c ~ n a~sume that tllere is a vector ,. so Ihat Xj can
be wri tt en

v. here, for purpost~ of ill u~ t ral ion . we will let

We co nsider the di serete dynami Csystem

or_nt ultiplyin& by : -1 ) ield.

= adj A .

(C.5)

0 = 0.

C.2 Eigenva lues and Eigenveclors

which is

det A
A fa mous and useful formu la for the in\'er~e of a combination of matrices has
come 10 be called the matri x im-ersion lemma in the control liler.lIure. I1 llrises

A-'

Th us. if the dcte nn inant of A is no! zero. th e inn'rse of A is gin n by

t\ adj A =det A 1.

It can be shown that there i, an n x n ma trix call ed tnc adjugatl.' of A wi th

e le men1.~ composed of su rn~ of products of the elements of A' and havi ng the
prope rl y Ih at

det ,\ -

det AA - ' =de t A dct,, 1 = I.

Accordi ng to prope rl y Eq. tC. l ) we have

;\,,-1 = A- I" = l

and therefore the...: two determinants are equal to eac h ot her. which is Eq. IC.l).
If the determinant of a matri x .-\ is not zero. then " 'c ca rl de fi ne a re lated
matri:\ ,\ " . called "" in~e~:' v.hich has the propeny tha t

det

B Ult h i ~

A few Resuhs from t.talrix Ana.)"Sls

708

AppcndlJ' C

(C. IZ)

(C.14)

, , ~ [ 2a.
"]
(CI5)

(C. 10)

2 l.'.!Wlty "'r d.fi .... ,h. J. nglh d . ,...,,,, ~.'l" <q=c rUOl ofth. "" " L of ,qu .... , of it' ro"'>",n'"" ,""",
if II~I; lJ. tt.. .ynlb<>l TCO'len.gth. It..n 1I"il: = ,.r ~. If v i, rompIeA. '" " itl happen if~, i, <"<I"'pI... thr.
"'~ ",~,t W;e. <OIO.i ug:llt. 1If>Il .. , d'n .... lly'l' = 1' / ', ... ~"' .~ i, l ho: ,..,..,pIr"UfljU~ 0(. ,

Note that even if all cle ments of t are reaL it is possible for characteristi c va lues
and c haracteristic vectors to be complex.

',~ [ i]

In similar fashi on. the eigenvector 1'. as>ociated with :;. = 1/3 (an be computed
- lObe

,-

, -[1]

We can arbitrari ly select the scale faclor a in Eq. (C. 15 ). Some prefer to mak~
th e length 1 of cigen\"ectU"S equa l to one. Here we make th e largest co mponent of
\' have unit ma gnitude , Thus the scaled ' t is

by

from which we conclude thaI the eigen'ectcr correspond ing to ~ t = 1/ 2 is give n

Equati ons (C.14) are sal:sfieLi by any t'" and l':, such tha t

[=: m~:: H n

Add ing lhe matric e~ . we find that these equatiolls be.:ome

Thus the characteristic roolS of thi s .:p are ~ and ~. Assoc iated with the~e characteristic rOOls are soluti ons to Eq. (C. ll) for vectors \.. call ed the charactcristic
o r eige mecton;, If "'c let : = ~, then Eq. (C.l l) rcquire~

whic h can be e valuatN \0 gi ve

A Few Results fro m ;"!Jtrix AnJI),s,s

C .3

Si mi tJrit)' Transforma Jions

709

'" = r- 1.:pT.
det 1: 1 - "'I = del/: I -

de t I: T - 'T - T -' 41T].

a~

r 'ctoTj.
1 - '1 = I. we can writc this polynomial

(C . 19)

~C. 18 )

[1, 1) . .. t,,] 'V

t,J
= [<I>t, .:pt; ... $1. ).

= 4> lt, t:

T'I' = 41T.
(C.ZO)

From Eq. (C,19) we see that'" and cJ> ha\c ,he sa me charac teri,lic poly no mial s. The matrices are said to be "similar:- and the transfonnat ion Eq. (C. 1SI is
a ~ imilari ly lrlnsformation.
A case of a simil arity tran.~ fonnati o n of parti cu lar imcresi is one for which
the resulting r;r atri x \If is diagonaL As an attempt to find such a mat rix . su ppose
we a .mulI(' that tV is di agonal and writ e the tran sfonnation T in tcrms o f ils
co lumns. t, Then Eq. lC. 1S) ran be expres!oed as

det [: 1 - "'] = det [:1 - lJ.

which_ by the eq uat ion follo wing Eq. (C .4). g ives us th e fi nal resu lt

det r ' . det [: 1 - I I . del T .

Now. usin g property Eq. (C. l) for the detenninant. we compute

det [T - Ik l - .:pITI .

and the T - an d T can ~ factored oUI on rhe left and rig ht to give

B ec ~ usc

(c.l7)

as "IV. then the: new Mates sati~fy th e equat ions

x , = 'l'x.

mat ri~

x, . , = T - ' cJ>Tx.,

r -'. we ge t th e equati on in x.

If we now se-ek the c haracteristi c polynomial o f \II. we find

,,here

If we de lin e the nell SY"rem

= 41)(".

Tx, +, = t.JlTx,.

" \<1

The n. if we multiply on the left by

and. su b~t i1U lin g for x. we have

If we mak e:l change of \'ariabl e~ in Eq. (C.7) accord ing to x = Tx. where T i<
an I! x 11 matrix . th en we ~tar1 with Ih e eq u3tion \

Si milarity Transformat ions

C.)

..

710

Ap pt ndL~ C

~~u ll.s

from hlatrix Anal,sis

0
0

(C.2 1)

(C. 22)

y-' = [ - :
3

-' ]
.

as advertised! If the e lements of eb are real and an eigenvalue is com plex. say
A, ,. a + j fJ. then th e co~jugat e, i..; = (t - jf~. is a lso an eigerNalue beca use
the characteris tic polJlnom ial has real coefficients. In such a case. the res pecti\e
eigenvectors will be conjugate. If " , = r + j i. lhen ", = l'; = r - jJ. where r

and the new diagonal system matrix is

for wh kh

d istinc t, then there a re cx&Ctly n eigenve(;lOfS and they are inde]Y.ndcnl: that is.
....~ c an construct a nonsinlular tnlnsformation T from the II e igenvectors.
In the ex ample give n l00ve. we wou ld have

Compari ng Eq. (C22) wi th Eq. (C.I O). we see th at I is an eige nvcctor of

J
(II and Aj is an eigenvalu<:. We conclude that if the transformation T converts
III into a diagonal matrix ~ . then the column s of T must be e igtnvectors of (li
and the diagonal elemc nt$ o f \II are the eigen\alues of 41 Iwhi(h are also the
eigen\'a lues of \11', by Eq. (C. 19)). It turns out that if the eige nvllues o f eb are

;./ 1, = (1)1/.

Because the IWO sides of Eq. (C .2 1) are e{jual. they must match up col umn b)'
column. and we can writc the equation for column j as

P"I,A: I, ... A,I.I = (efll, .4)1, ).

Multiplying the matrices on the le ft. we find

(I, 1< ... I , J

0
0

" ....

If we assume that 'iT is !lagonal with elementS .... ,' A, . ... , A . then Eq. (C20t
can be written as

A F~ \,..

iC.23 1

=:." + a,:' + II::' :

+ ... + (/~ ,

(C24)
ch ~ rac teristic

+a.l =

CIt'

+. . + 0. , 1.
+a,If)"' +tI:IlI' + ... + aol.

eb. 1 + a,eb-;

(C.Z6)

a (CIl) "" O.

(C27)

Equation (C261 is a Stnt~ me nt that the mm rix obtained when matrix c)) is ~u bsti
tuted for :. in the c harac teri stic polynomial. fI( :}. isexaclly ze ro! In other v>ords.
I\'e h<lve the Cayley Hamil ton theorem according to wh ich

0= 4lH.

+ (/, ., 1 =

B, = I.
B: = 4I1J , + 11 ,1 = efl + a ,l .
H) = (110: + (1:1 = 41: + (I ,ll. + (1: 1.

Ho = ebH_. 1

(C25)
on the le ft and equate coefficiems o f eq ua l

+ ... + B,l "" :.01 + a, l: o. ' + ... + aol.

matrice~

8::.~:

If ~e 00'" mU ltipl)' the two

powers of :.. we tind

[:.1 - eb)[H,=o.' +

The adj ugate of :. 1 - eb. on the OIller hand. is a mlllrix of polynom ia ls in :.. found
from the deterrrjnants of the minors of :.1 - Ill. If ,',e collecl the constant ml tri"
coefficie nts of the po..... e~ of :. it is dear that ""'e can ..... rite
adj 1: 1 - 41 ) = B, :'"' + B1: 0 1 + ... + " .
and Eq. (C.24) Occomcs a polynom ial equati on with malrix coefficicnts. Wrilten
o ut. it is

0( ': )

TIle coefficient of I on the right-hand side of Eq. (C24) is the

pol}' nomi~l of 4' ...... hich we c an write as

A \'ery usefu l propert)' of a ma trix ~ foll()\Oo s from cons itle r3l ion of the inverse
o f : 1 - .p. As "'c sa ..... in Eq. (C.5 /. we can writt

CA The Cayley Hamilton Theore m

'*' '

and i are m3tric~s of real clements repn:>elll inJ! the rea l and imaginary pans of the
eigenvectors. I ~ such case~. it is common praMice to use the real matrices r <lnd
- i columns of the trans fonnation mmrix T rat htr than g o throug h thoe com pie.,
arithmffi c required to dea l d irectly with v, and v; . "The resu lti ng transformed
eq uations are nOl diagona L bu t rather the cOfTe ~ponding ,ariables appear in the
cou pled eq uation s

...

D .l

1 s...P ..... B

I I 96~1

7I}

1 I'r (1 " m<aOl I" t't ,,3d llle probabili.) thao (, I:"

ID.I )

In addition 10 the fu nction P we define a nmdom ,'ariablc x (w ), " 'hieh

limps n into the real Hne such that to each outcome w in n we associate a value
x. and th e probability that n ch ~nce ~x pcrimc nt maps into a value x that is les~
than o r equal to the constant a is~

P {O , U 0 ,1 = P( O , ) + P(fi).

and the probilbi li \)' of an out come that may re sulT from e"en!, n,n,' which have
no cemmon po ints Ohe im erS CI;\ion of fl , a nd O J is e mpty) is tlle sum uf the
probabil ities of n , and n,

ass igned the value I

the propert ies tr.al1he probabi lity of w mt o utcome is cert ain. in whi ch ca;.e il i,

combination of !ubscg in n to which an OUICu mt tor "cvcnt"t can belong. P has

We begin with a space of eweriments. n. ",hoS( outcomes are call ed wa nd

depend on c han ~e. Over the ~p~ce n and ilS subsets n, we define a probability
function p ,' which assigns a posilil'c nu mbe r between 0 and 1 to each cOllntable

Random Variables

Summary of Facts from the

Theory of Probability and
Stochastic Processes

Ap;x:ndl" 0

Figure 0.2
Skl!tch of the normal
denSi ty function

S~l!lch

figure 0 .1
of tI\(o unif()(m
density lunction

7 14

I~

Theory of Probability and Stochastic

Proces~~

f,rndf

1:

=:

l.

n maps into the line IoOme",hcre. ",-e bave

1I.{~,o~
t o .2)

- )

-1

-I

nonuro prWJob i' h~.

3 U'ini '" irnpul l.......an ,..1..de ,i mpl. di"""" ' in uili...

...

I,

I ) _II be """"

",

.!.3
,r .

'iW if>c

.1Illle "r ~ ,...

T",'o common densi ty functions that we s hall ha\'e [e asoo to usc arc the
unilo rm d ensi ty and the norma l o r Gaussi:.m density. A random variable havi ng
a uniform density has u ro probability of havi ng an)' value outside a fi nite range
between lowe r limit l a rd up per li mit If. ( ::: .r :5. u. and f , is con,ta m insi de thi.
mnge. BiXausc of Eq . (D.3). lhe consta nt is I / l u - n. A sl;e teh of the uniform
de nsi ty is gir en in Fig. D. I.

Be<:lluse the ""hok sp~

Pr({I ::: x :5. bl =

The function F, (~) is caUel.llhe d istri bu tio n fun ction of the random ~ ariabl e. If
F, is a ~ mOOlh ftlnetion:' we de fi ne its deri\'ati\"e f ,et ) as the densit y fun cllon.
wh ich ha5 the property

Summar)" of Facts from

D .2

=I

v 2;T C1,
~

!.

{J ,

( I (t - ~ l~ )

exp - ;

Expectation

(D.4)

715

=::

1:

g(t)f. (t)d~
ID.5 )

x=

II -

/ '[- I]

u -f

l/~= --

U,(~)d~
[ -"~2 I", ]

f:U,{nd~-X= ~., .
For the uniform distri bution. the mean is gi\'en b)

1:

UT )=

(D .6 )

Imponant special cases are the mean. \'ariance. and mean sq uare. If g(.l) = x.
then we have !he mean. namely

t:/g(xJ)

8 y the \'ery nature o f va ri ables whose va lues are dependent o n ehanC"C . ....'Ccannot
d isc uss a fornlul a for- the calcul alion o f \'alues of.f . To describc: a random variable.
we instead di scuss avernge values suc h u the arithmetic mean or the 31'erage
power. Such concepts are contained in the idea of expect:.l thm. lbc expec ted
value of a fUIl(t ion g of a random \'ariable whose density is f , is defined as

Expectation

I . The dislribul ion of a random variable based on eve nts which thems.el~cs con
s.ist of a SJOl of a large number of independent' random e\'cms is accurately
approximated by the nonna l law. SlXh a distribu ti on describes electrical noise
eaused by thernlal mot ions of a la'lle number of panicles as in a resistor. for
example.
2. If two random vari ables have (joinlly) fIOrm:J 1 distributions. then their Sum
also has a normal di stribution . (As an exten ~ion of this scrond poin!. if the
input to a linear ~ys tem is normal. then the distribution of its output is also
!lOnna!.)

and shown in the s ketch in Fig. 0 .2.

The importa~ of the norma l density dcri\'cs mainly from the follo""ing
facts:

I, (t)=

The norma l d ensity function is g il'cn by the equation

01

716

AppendIx 0

(0.7 )

1/

II

t,

- , -

( I / - i) _ (i

CD.8)

(u -

0:
(0.9)

(fl -

L:

2fJ.l

:::? - J.l'.

+ J.I~)!, (f)d~

L: /f-J.l)!!,(~)d~

= ~ - 2J.1 ~+ 1l 1

var.l=

If we let g t f ) be simpl y Xl. then we compute by Eq. (0.5) Ihe mCllil-square

va lue ? However. consi&r an expandcd upre ssion for the variance. and let the
mean value of x be J.I

(1; = - - , , - .

The square root of the vaiance is called the sta ndard dC"ial ion and given the
symbol (1. Thus. for the u.1ifonn d('n si ty

and. simplifying. we get

' 1(" -')' ('2-")').

(.l - :T")-= 3(II- C)

1/ -

,
if -x/- -d,

/_ , _ [If -xl' 1" ]

_'_ I
-X)" ).

'

(f - x): ! , IOdf

Subst ituting Eq. (0. 7) forI". we fin d

==

[(x -x)~ = "arx

f:

Because the probability density function has the intuitive propenie; of a hi stog ram
of reJali\'e frequency of o;:, urrcn,e of a particular .\' . we see that the mean, like
an arithmetic mean, is a weighted average of the random \1I.riable values,
If lI(x) in Eq. (0 .5) is. 8 = 1.\' - :T)l , then the expened \'alu( i~ the aver<lge
of the sq uare ofth(' variation of the variable from the mean: this wmber is called
the l'ariallcf of x. .... ritten Vat .I. For the unifonn demi!y we compute

~' [~2 - ~]~~

~- t
2
2

Su mmary of Facts frum th e The,) !"}' of Probabili ty and S:ochaSlic Procc.S{ j

:;: ::: var .f

+ /J, !

+(II;ir.

717

(D.1Ob)

~,

Prla < x ::: bJ = [ ' . ..

"

!,/f, ... ~. )df, ... iff.

(D. 11)

and let this be the distribution F, (~) with vector ~gumen1. The corresponding
densit)" f.lfl is a function suc h thaI the pro babilit y that" is in a box with sides
Q and h, is given by
1

Prix 5 al

For this coll ~tion we define the probability th3t

x =(x,x1 ,x./.

Frequently the random experiment has an outcome that is mapped into several
random variables, sa)" .1",. x; ..... x. or, organb:cd as a column matrix

D .3 More Than One Random Variab le

Note that the mean and standard del'iation alread~' appear as parameters of the
densit}' given by Eq. (0.-1). Because these two parame ters completely describe
the normal densi ty, it is standard 10 sa}' that a random I'anable with !'IOnnal density
having mean J.I and standard deviation a is distribtJted :>ccording to tbe N(J.I, (1)
law.

.
\1lrx=a;.

CD. lOa)

The integration i ~ more complic at~d in the case of th~ nM'r1~ 1 density. but the
definitions are the same; namely. if x has the normal den sit)' given by Eq. (0,4).
then

:;:= (U~/)'

i~.t hererore

Mo:c Than One Random \'Jri~bl e

For the uniform density. the meansquare va lue

Thus we find

D,)

...

718

Appendi x D

of FacL> from tho; Theory of Probabili ly and

Stoch ~stic

'=

j.l, = (/1 ,, 11 ,.... I1,,! ' .

Proce,5eS

(0.12)

R" .

((,f; - 11 . J(.l j - 11 "J).

is a matriJr. with the ele ment in row i and column j given by

= {( x - jJ.,)(x _ Il-) T) =
(0.13 )

i .., is such that

I).

the den sity of x is given by

(0.16)

(0.15)

~a y

i,,-<~. ~)

i",(~ I ~ ) = ~.

, (~ 1 11)=f8 )
(1),1 8)

(0.17 )

[(h)' I R, I l-I ~ exp [-

2I (~ jJ., )r R ~' ( ~- Il,)).

where I R, I is the deteminanl of the mmrix R,.

i. (~ ) =

(D.19)

Tlle mosl impona nt muiti'lIriab[e probQbility de nsity is the nOffilal or Gaussian

law gil'cn by

f,

Note That. from Eqs. (0. 15) and (D, [6 ). ih and), are independe nt. the D

lI'e

th at x and -'" are independenl.

It often happe ns Ihll we know a panicular value of one random variable.
such as the OUtPU t )" of I dynamic system, and we wish 10 estimate the I'alue of
a related yariable. such as th e stme x. A useful funclion for thiS situation is the
cond itional d(' n~ ity. de:lncd as the densi T), of x give n that the va lue of y i ~ 11 and
is defined as

[f

value is the integml from -00 to +X ol"er

Con ~ ider now the special case oftll'o ra ndom variables x and .1' hll"ing distribution
F, _)~. TlJ and Uo int ) density f,,(~. I)). Because the probability thaI y has any

(D. 14 )

Often the sy mool R, wi ll be used for the CQvariance matriJr. of a random vector
x. In an obl'ious way li e can exte nd Eq. (D.13) to include the case of di fferen t
random vecto rs 11. and y with mean vector.; J.I., and jJ.)' We define the cOI'ariance
ofxandyas

Thus \:ov

COI"X

and likewise the deviatbn of the random variables from the mean value vector i ~
measured by a matrix of terms called the cOl'llriance mat rix, COY x, defined as

[{ x)

The mean of the vector is a l'eclOr of the mea n$

S~ mrr. arJ

Stocha5l. ic Procnses

7 19

k) = [ ( w!j) - w(j(w(k) - w( kJ ).

(0.20)

.~- '"

-"
L
u: (,. + k ).
2N + r _.'_

w(k ) = lim - - -

(0.2 1)

[f Ihe process is stat ionary. lh~n the covariance in Eq. (0.2U) depe nds only on
th e magnitude of the difference in observati on times. k - j. and we often will
write R lj. k) = R (k - j) and drop the second argument. Beca use a stochastic
processis both nndom and ti me depe nde nt. we can imagine ave rages that are
computed O\X'r the ti me I'a ri able as well as th e ave rages defined in Section 0.2.
For e.'l.ample. for a stational)' process 11:(,.) we ca n deflne lhe mean as

R ~ (j,

In a study of dynamic systcms. it is nalUral to have ra ndom variabl es that e\'olve

in time much as the states and con trol inputs e'ol\"e. However. with random
time vari ables it is not possible 10 compute :-tra n s form ~ in the usual way: and
funh ennore. because speci tic values of the \'ari<tbles have litt[e value. we need
formulas !U describe how the means and covarianccs e\.ol\"e in time . A random
variable that evoll-e ~ in tim e is called D stochastic process, and here we considcr
only di screte time.
Suppose we deal firSl wilh a stochastic proccss w lk ). whe re U' is a scalar
distributed according to the density f . ( N ). Note that the densi ty function depends
on the time of occ urrence of th e random vari~b [ e . If a variable has statistical
propenies (such as i. lt hat are independent oft h~ origi n of lime .. Ih.en w~ say
Ihe process i; stationar}'. Co nsidering values of the process at dlSlInc t limes,
we hal'e sep~rate random variables. and we defi ne the cO"anance of the process
II' as

D.4 Stochastic Processes

Like the s.:alar nOflTla[ densi t),. the mult il'ariab[e 1::111' is de scribed entirely by
the two parameters ~ and R. the di fference being that Ihe multil'u riabl e ca!'oC is
described by matrix parameters rather th an scalar parameters, In Eq. (0 .19) we
require the inverse of R, and ha\.'e thu s implicilly assumed that thi, c Ol'arian~e
matrix i~ non:sing ular. (See Parzen t1962) for u dlSCU~S lon oflhe case whe n R, IS
singular.)

[ [tx - j.l,JI X - Il,) ' J = R, .

and the covariance matrix

f[ ll) = jJ., >

For the muhiyari ab1e normal law. lI'e can compute the mean

D...

720

Appcn.:h'o( D

L ((,d" + j) -

'
w(jJ){w( 1/ +k) - iNk) .

(0.22)

Ir(k lu>(j

tt,

i).I"(j )

+ l - k)} {.~ h(n)u;(j

- II I } . (0 .24)

(0 .23)

, . _"

fI (k)

__ x

t. _x

h (.\: )

_""

,--" ,. -><

L" L

fl lk)

={R. (lH "'" LR,(()~ - '

- ><

+ n ).

1,(n ) R.,(l -k+n): - '.

~tran sfcnn

hen)R ... ( t - .\:

Equlltion (0 .26) is nOI e-.peeially enligh tening, but the

proceed with SI,lI'eral simrle ~tI'PS as follO\'.'s

RJt , =

tuting thisexprcssion in Eq. (D.2S). \I'e lind

k) wlj - n)l.

(0 .25)

of it is. We

(0 .26)

as H.. 1i - k + /I ). and substi

+(-

rec~nilcd

fI (Il)&{w( j

The e.\pcctalion in Eq. \0 .25) is now

R, (0""

Bo.."'I;";l.use the syslem unilpulse reSponse. h (k ), is 001 random. boIh h (k) and h(n)
can be removed from the in teg ral implied by the [; operation. wi h the result

R, (0 = E)'(j -

h(-':)U'(j - -':).

+ i) is

1.-",

and the covariance of y(j) with yfj

."(j) =

r"Or II. stationary proccs.>. 1he time ave rage in Eq. ID.21) is usuall y eq ual to Ihe
d istri bulioA average. and li ke..... ise (he second-Qrde r astra ge in Eq. (O.~2) is th e
same as the co"ariance in Eq. (1).20). Processes for whkh time alt rages give tM
same limits as distribu1ion a"erages are called ergodic.
A ,'cry usc:: ful aid to understandin g the propenies of stationary stochastic
processes is found by consideri ng the response of a linear ~ta tiona ry sYStem 10
a stationary input process. Suppose we leI the inpul be 11' . a "Ialionary scalar
process wilh zero mean ,nd cO\-ariance R. (j) . and suppose we :ake Ihe outpul to
be Y(-':l . We leI the uni t-pulse response from II' to.'" be Ir (j). l llis froul standard
anal ysis (sec Ch:lpter 4). we ha,'e

,'-", 2ft.' + I ,

lim - --

&!Cw(j) - ti-)(u:( -': ) - w(l.))I =

and the second-oro.:r mean or autocOlTelation

Summary of FadS from th~ Thcory of Prob<Iblli!}, ~ :1d SlOchaslic PrOCl'sses

tk

R,, (i - k + tl ): -' .

I _ - ;oc

L'""

h(k)~ -'

= 5,(: 1.

::

-,.

Lx

_ .-'"

L"

R, l nr): ' "

(0 .27)

311ddisrribute these t'-' nns to the

II(n ):"

~ -": - ':'

== 11 (:1 11( :-1 )5, (:).

(D.28)

- I
2:rj
I

.'

;:

s (:) J,
-

r1. !I( : )H (: - ' )S~ (: )Jd~'-

ID.29)

(D .30)

In Eg. (D.3O) we have defined the intca;ral as a constan t dependem on the C.Ilacl
area oflhe nanowband characterislic of 11(: ). But nov.. we can gh'e good inlU it;'~
meaning 10 Eq. (D. 30). The mean square of the output of a I'cry-narro ... band filter
is proponional to the 5. If S. is consrant for all .:. we say the process is whi te

'" S... (e"'o' I K .

? = S k J.... ' , 27rJj

-'-. J.H (~) Hf:-, ) d:
:

Now. as a second Slep. we suppose that 1/ (: ) is rhe lransfer function of a \'ery

narrow band~ss fil ler centered at we' so thaI 1/1:) 1/1 : . ,) is { H (e i '" r) ,~ and is
nearl}' zero Cl cepl. al WO o Then the intcgrnl in Eq. (0 .29) can be approJ\ima~~
by ass ullling [hal s~ (:) is nearl y con~tam StIlle value S. (e' .... r ), whe re j H I- IS
nonzero and can thu~ be rCOlo\"C~d from the inlegral. "The: result is

= 211j

?"= R. (O)

To givc an interprelation of Eq. (D.28) we make l WO ob~r\"al ion s. FirSt nOle

that R,(O) = Ct .,,: ) is Ihe meansquare value or power in the yprocess. By the
inverse transform integral. we J,a"e

5, (: )

For re asons soon to be clear......e call the :tmnsform of R, lhe sptru m of y

and use the- symbol 5,(:1, and simila rly for II' an d 5,.. Wilh these symbols and
~cogn ition l~a1 thc- ::rramfoml of the uni t-pulse response is th e syslemtransfer
furw:tion. 11 (:), Eq. (0 .27 ) becomes

:{ R, (t , )

h(lI )

+ II in th e h st sum. lead ing to

Ml.:t t

Finally we u!ot the fact thu t : - ,.. -1- 0 1

correspond ing sums with the result

t\0\l' we let ttl =

:{ R, Cil'== t

Exchanging the order. because Ir(k) and hw ) do nOI depend oni. we have

D -+ SlochaSllc Processes 72 1

722

Appendix 0

~' (k j

.... x(k)

= lU rk ).

+ I) =

+ r ,w (k) .

(j "40)
(j =0).

(0.32)

(0.31 )

+ I) x' tk + I)

+ 1)
+ f , W(k)) l)

+ If[ .r(k )w ' ( k)l f ~

+ 1',{ w(k)x T(k )<P ' + r , f/ w(k ) wT( k) r ~ .

= If {x{k)1l; ' (k ).... '

== [/ l ....x(k ) + f , wlk )($x(k)

== P, lk

(D ..B)

+ I) = ....P ,<':)41 r + r , R~ r ~.
(0.34)

Equation (0.34) is th e fur.damemal equation for th e tirno:: -doma:n ana lysis of

discrete systems with stochastic inputs. Note Ihat Eq. lDJ4) repre sents a nOllstationary situation bec:.tuse 1he covariance of x(k) depends o n th e time Ii: of

P ,(O) = a given matrix ini tia l condi ti on.

P.(k

Because the cente r tl" O temlS in Eq . (0.33) are zero by Eq. (0.32 1) we reduce
Eq. (D .33) to

[(xl"

"d

= P,(k).

[X(k)x T( kll = R.,,(k: k)

Note that by Eq. (0 .27). 5.(.::) = R . a constan t. and hence w is a wh ite process.
With these conditions, we can compu te the el'o lution of P,. thc aotocovariance
of the s13te at time k. Thus

= R.

and that w (1;) is a stati onary process with covariance

= P, IO).

( x(O)x ' (0) = R.,iO: 0)

{x(O)j = O.

We ass ume- that the system starts at k = 0 with the in itial value

x tk

(after the spectru m of whi:e ligh t. which ha.~ equa l intens ity at a ll frequencies).
Hence we ca ll S" the powtr SlJITtral density of the u'-proce~s. Equation 10 .28)
is the fundamc:ntal formula for transform analysis oflinear constam syste ms with
stochast ic inpuh.
An a ltemath"c to transform analysis and Eq. 10 .28) is transien t analysis via
the stat e variable formulation. described in Section ~.3.3. In thi s case. we lake
the ~yste m ('(juations to be

S'J mma ry of Facts fro:n the Th eory of Probability and. S:ocha~tlc Processes

5tochasuc Proces>t:5 723

(D.35)

the ()I;wrrence of x. Ilowcyer, if all the ch aracteristic TOOlS of <II are inside the
un it circle. then the effects o f the initia l condition. P, (O). graduall y dimini sh.
and P , approaches a stationary value. This I'alue is given by the SO lution 10 the
(Lyap un ol') equation

0"

....

Table E.1

'9'''

"oro

'.

",rool.

,,~

"'
""d.1O

~il"9'

, ~"

'''-

,. fi
ripp l.
rlo<lind

.~

,,,
,.

~~~'"

~ ,g.in

,.,''"..

.,, ~

r.~~

;"iti ~

fO<'dba< k

"""""..,

dl~.p

d.mp
di,rw
dlQt

,~.

,,~

""
'"

.s.e

~.

.eke'

(.m f; I~)

M'~

Ed,ti""

Stu""",,l

FUf>('io<>

"

~if.'

roolbo.... 4 ,0

()(llrol

Toolbo.

(",. ,.,1
5yH"",

13, 14.82

..'"".

13,14.2110
10828/1
15,18.19.52,131
11,14,8\

29,.16

l BVll

"
'"
'"
.,",,.
'"

41.016.186.295

'"
m

15.~9.n6

47.3~5.4 1 S

'"
,,.
'"
m

18, 111

111.409
415.455
4S. \(lg
29.12.288

191 ,4~~

45,64

2Ul

'"
."

lJ,3Il,134
gog, '101.116.281. 288

'J.~.~ S6 .2~ ~.297

P~~,J

Functions

M ....HAR functions and pages where used

MATLAB

F. l

727

In either vers ion. a linear system is specified in one of three fonn s: transfer
funct ion. tf. z~ ro-po l e-gain . zp~. or state-space. 5S. In \'4. the t f descripti on was
specified by numeralor and denominator polynomials. often referred to as num
and d~n while in v5 both the se qu ~ ntitie s are appended in o ne system de scription
variabl e. ofte n called sys, As a resu h, the routine ~ that require a trans fer function
system specif.-cation in \"4 require nurn and d~ n variab les in the call sequence

System Specification

intent is 10 lead the reader 10 the rOUlin e in M.\TLAB that can be ur.cd 10 carry out
a specific calculation in the te:u. In so me case ~ it ma y eliminate the n~ed to look
at the manual or help file. bu t in mOSt cases it will primarily poin t the reader to
the right routh-.e .
The most significant di fference is the way thaI system s are de scribed: therefo re. that topic will be di K ussed first in Section F.I along with a table of some of
til<! associated name changes of the routin es. Another differe nce thaI especially
affe;;:tS users of this text is the way that syste ms arc eon"ened from continuous
to di sc rete model s, a topic covered in Section F.2. The change s in the calculation
of optimal estimation parameters are di~us,ed in Section F. 3.

All the MATUS scripts in the le~t are based on MATLAS \'5 and the Control System
Toolbox \'4. which we will rderlo as ",,5:' Some ll >Crs of thi~ tex! may be using
MATLAB v4 with the Control S y~lem Toolbox \'3 or eartier versions. which we
will refer \0 a~ "\'4." This Appendix describe s the difference~ between the se two
\'crsions of MATlAB and i$ intended to guide the reader with v4 how to int erpret
the script, in the text. A~ discllssed in the Preface. the MAT lAB desc riplion s in
the text are n01 meant 10 be a replacement to the MATLAB manuals: rather. their

- - - - - - - - - - - --- - - -

Differences Between MATLAB v5

and v4

..

728

Appendl.\ f

),1.\11.\8 \

5 and ,...

den).

or

or

impulse tA. B. C DJ

SleplA. B. C DJ.

or

oc

For olher con,"ersions, ,,4 has ss2zp, tf2ss, tf2zp, zp2 tf , and zp 2ss for tht
specific COn\'ersioo ff'<Iui rcd. i'\one of lhesc: ellisl in \'5: rot her. all eon\'CTsions are
ac-complished usi ng 55, tf. and zpk. as sho..... n on p,lge 14.
The \'5 syslem deS<:lipfion incl udes Stverol properties in addilion 10 Iht
diflere nlial or differe nce C'\iuations parameters discussed abo'e. T he sa mple time.
K and the limc lIc lay. Td. are t.....o of the imponam ne" properti es included wilhin
the syslCmdes<:ription. lfTi =0. il means the system descriplion is for a,o nt inuous
set of (/if/t'rt'"ti(l/ ILlalions. If 15 =I O. il means lhe s,'sle m description is for a
di scre te ~et of dijJl!fl!"u equations. A nonzero valLie of 1d means that the sys tem
h:l.~ a pu re time de lay. Becau~e- the systcm description inc ludes mfon nation Oil
whe lhe r the sysle m is (ontinuoLis or discrete. separate rou tine s 3rt usuall y not
required for the two cases as Ihey " 'e re for ,.~ . For e)la mple. in ,.~ there is
dbode for the disc rete ,ase and bode for the cont i n uOLl.~ ca~ lI'he reas in \'5
th ere is o nl y one bode fClT bot h cases. The routine itself delenn ines from the
s),stem paramct c~ whethrr il is ,ontin uous or disc rete and Ihen t:arries out the
appropriate calcu lati ons. For exampl e. on page 1 3~ the tex t ~tatcS that n bode plot
can be obIai ned for a di;crcte system by usi ng bode. In v~ . it wou ld rcquire the

[num.deft] = 5s1tf(A.8,C,D).

To convert from o ne f:)mJ 10 another in ,.~. conn'l),ion rout ines arc used. For
example. to convert from ss to ct. one " 'ri les

slep(Sysl,

im pulse(sys)

In 1'5, the MatCl1"W!nlS o n pJgc ! R are the same for any model form. Ihal is

'"

or. if in the ~ t atesp:!ce form. four malIice~ are requin:d and lhe statements "ould

step( z. p. kJ.

impulse(z. p. \: )

Like..... ise. if a system is described by the zero-pole.gai n form. Ihrre variables are
rcq uil\'d and the stUlcmems abo\e wou ld be

~tep(num.

impulse t l1um. den)

r:uhtr than the one \'ari able. su,h a~ ~ys. Forc.\ample. in \.~ the imp ulse al1d ste::r
function s described 111 Section 2. 1.6 wou ld be
.

Dllftrel'.("n BeI""tCIl

Table F.1

F.2

him

nichols
nyqulsl

k im. dlsim

nichols. dnidooh
nyquist. dnyquist
d!.lep

"'"
Con\,ersiol1 of a cOl1tinLlou' ~,stem to II discret! equivalent is first di!;l;u~sed in
Section 4.3. 1 on p.1se 99 arid come~ up repeate dly throughout lhe Ie,;t. This
con\'e r ~ ion was c ~rri ed out us ing the ad routi D('. which accomplishes the con
ver..ions for all case~ in \'5" To m~ke matters somewhat confusing. there is al so II
ad routinc in ,.~. but with .~ignifkan tly redoced cap~bi lities in Ih at il wou ld o nly
accepl ~l'~lems in the ~ tah: spa~ form and would only find th e ZO B equl1'alc nl.
Routin es " ilh different namc~ exisl in ,"4 10 han dle other forms . otherequ iva lcn ts.
and time de lay. /\11 t h-=~e c ap:Jbilitic~ were rolled into c2d for \'5. The situatio n
is summori u d in T3blc F.2,

Con tinuous to Discrete Conversion

~Iep.

..,

impuke
iil il .. 1
kllm.. n
imp!Jke. dimpuhe
in ili.Jl. dlniti. 1
1Qe, dlqe

'ego dreg

damp

b"',

disc!ete M...T1.A8 routines red u(ed to o ne vers io n for v5

bode, dbodt
damp. dd.,n~

Sele"~

An~ whe re in the te:ott \\hen: Ihere is a roLi line wi lh an argument consisti n! of
a s)'~ tem deloC ripli.:m tusLially some \'ananl of sys). use of Iha l roulillC in \'4
wou ld requ irc n:pl3Cin!! lhai system descri ption " 'ith the spccific variables
for the foon of the ~~ ~tem bei ni u~. For the tl fonn it could be num, den.
for the zple. fann il could be z,p, le.. al1d for the ss form. il could be A.B,C,D.
Separote vcrs ion~ of many rou titJel; that clisted in ,4 for the continuou s
and db-crelc eases ha,'e been eliminated in ,'5. Therefore. when pe rform in@
calculalions" ith di screle ~ystems. il may be necessary loadjust to thedi!;l;retc
"ersi on of the routine from that Slated in the text. llte roul i l1\' ~ atl'C<"led are
lisled in Tab le F. I.

use nf dbode Table F. I li ~ts all of the roul ine~ mentioned in this texl which have
been combined inlO (\OC \"(' rsion for ,'5.
A ~ummar)" of how 10 ao:Iju~t for lhese new fealures is:

....

,"

,'"

.. as re placed b~' kalmd.

!he calculation of the opti lllal stead}' .q ate gain for an cstimatJr in Eq. (9.97)
LS perfomled by ~IATLA B 'S kalman routi ne in \'S. This rou ti ne also computes
the complete opIlmal estimat ion system equa tions a.s part of ill. du ties. In \'4.
the opumal gnin is com;lUIed by d lqe and it is left for th e u~r to <"(mstrucl
Ihe esti mator equations. There wc se,'eral versions of LQE calculations in ,'4
which ha\'c s' igh.,y differt"n t capabi litiel> (lqe.dlqe.lqew,dlqew.lqeVqed). All
of Ihesc hal'C bec n replaced in \'5 by kalman with the eJlcepl iol' of Iqed " 'hich

F.3 Optimal Estimation

usi"9 'zoh' .... thod

with input del,y

t OlWl'rl u form

"ny form
u ... ng any method
".,.,thTd",O

,"

t2dm

<on ~rt

,"

,"

(Ot\v~rt

II 101m u<ing
'loh' equ,valenl method

Table f .2
MArLAB diKrete eq uivalent routines
------ - ----

731

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gain schedu ling. 6 17

I1lCIIkI reference. 619
",If-tu n;ng regUlator. 619
Adjoint equations. 3~5
Aizemurnn'~ corlj.'.:rure. 577
Aliasing. 5. 162
AmiT.N .. 470
.."""log Kalman fiker. 39'1
Analo~ prefilter . ..\65
Analog-todil;;tal ron,'el'ler, 1
,Anttnna<'onrroi.691
Antialia,ing filters. 16-'. .165
ARMA model. ~lJi

Adapti'" conuol. 615

A,mum and WittemIlan:. 466

formula
control. 286
~im'lor. 294. 296, 300
Actuatordr lay. ~41
Ackenn~ nn 'l

Index

~~4

Circle criterion. 577

Clory's lIlethod. 4R9

Chirp.4S8

dim:1 A9
oWr~ ... B7
C.s<ade canonical form. 89
Cayle)'t-:amillon rl\w.em , 711
Char.lCteri'tic equation. n. 76. 227

control. 84

Canon;,, ;,! fQmls

C3>ead<. B9

CACSD. I. 7.13.635

m:u-gill. ~7. Z43

pha>o( "'Mgin. 37. 243
Break point . J.<
BT) son. A and Ho. YC. 3(,6. J'f.!
BT)'SO/I'~ rules. 400
Bun"", OIth tilt ... 195

~ ain

Booe pIOl,. J.<.

Bloc~ di~nml. 15
BLUE. 5 14
Bode. 34. 23*
gain-I'ha,. relalion.hi p. 37. 25 4

Bia, in i.:knti ticalion. 51 4 . 5Z0

BIB O sl:>t>le.!t.J.
Bi li"",ar transform. 19 1
Bit drn,ity. 650

73 8

Ind ex

Damping raTio. 17. 128

Deadbeat . 3~7.]().I
Decoupling. 360. -11 7
Del ay. 99. 337
Delay o f T/ 2. 63. 166.220
Deri'ati "" Control, 2-1
Describing fuoclionl. 559
h)"Tere\i'.5tH
limit cycle .n.l),sis , 566
quantiler.568
saturation. 561
stabi lit~ an al)',i, . 564
Dcmminants, 70S

Oock,2:
Colocate<l. 357. 697
Colored ooj<,e , 393
Command input. 310
Compen>at;on.39
emuiatioo.114
root locu,. 222
frequer.c!' response. 23-1
!I al e - ~ pace. 48, 3m
CompensalOl. 2 13. ] 0]
Complemenl(lf)' scnliti" it )', 21. l SI
Co~ditional prob:l bi1ity. 718
Consistent e!>timate. 5 12
Con$lam-cQefficien t differe!l<:': eq , 7-1
Co ntrol canonical form. 8-1 . 2;1-1
Control law. 42 . 280
Co ntro ll ability. 43. 285 . .1 -15
matrh . 286
Controller. 213
ConmiUTion . 92
Correlated noise. 393
Co.;t <qui,alent . 379
CO!;! fu", tio n,.u. 364
.Ji sc r~le equi,-al em . )7 9
Cm'lll'ian<;l' , 3S4. 718
CfU'>1 QH'r frequency. 37, 25-1
CfU'>s-wrrelation. -192
Cros .... power spectrum. -1 92
C rui se..:omrol , 27 -1
Cu rrent estimator. 239. 295
C~c1e de lay. 82 . 220
707
decomposition. 374
Emam; ~' ae;ni and Frank li n. Jl7
Embedded se ...'o. 663
Emulation. 4. 57. 169
design. 21-1
by equivalent ,0'>1. 3&0
Equation error.-I99
Equiva lent gains . 4-12
Equivalem .-plane. 12~
Eni ill<' conu-ol. 3-1 1
E~~i ne speed governor. J.l2
E'l!od ic.-I93
ETTOI' co nstants. 213. 255, 159
Trunl's formula. 227

Ei~n\'wor.

Ei~ n"al"" . 70i

OfT. lJ-I. -18-1

Differe nce "'Iuatioo s. 59
DigiT.I Coulrol Toolbox. 7
Digi,"l-toanalog coovertn 2
Digi,"1 fi1tns, b. 187
Digital signal,-I
Direct caoon ic .1 fonn. 89
Direct de~i gn. 264
Di ler.te de.ign. 2 11
Discrete <qu i"al cnt ooi.., 3%
Discrete equi,. le nts. 78. 187
backward rule. 78, 191
de,i gn by. 215
f"",,':Itd rule. 78 . 191
trapezoidru\c. 19 1
Di o;crete signa ls, 3. ~9
Di >erete tran ~rer f~nct ioJl. 78. 170
Di,k drr,-c. 320. 336. 355. -122
Di ' tribul ion fUJlCtio ns. 7 1-1
Di"urt;mo;e
rrjwion. 2. 328, -I5~
e"imation . .122. 328
modeling. J2 S
Dither. -1-13
Di'ergent filter. 39 3
Double ma""'pring. 287, 357. 377.
41 9,69i
Duality. 3!4
Dynamic range. 9

Gain mart!in. J7. 243

Gain leheduling. 617
Gauss ian distribJtion. 7 1-1
Gradient . 118
G opinath. B 299

R edforward. 31 1. 330. 412

Fe kete. 341
FfT.l34
Fibonacci ~umbers. IS
Filtered least 5qLWtS. 490
FilteTS. 187
Final.v.lue Theo.lrem . 15. IJ 9
d i... rete. 22S
First-order hold. 167, lOJ
Fi ~ed poinl. 42 6
Fl~xi ble STruCture. 697
Forward recll n8u iar rul . 59. 78. 189
Fou r di i~ system. BO
Fourier Tran sform. \3-1
Free running. 3
Frequency respco i-t. 31. 131
design. 234
spec ifications. 249. 252
; -transform. 136

FaS! FouneT Tran sfrom. 134

Error. 498
equation. 4')9
OIItPUl. SOO
prediction. 5(11
Estimation ofbines . 329
f.;I:imalors. -1 1. 231
compared ...i lh classical. 3 19
current. 289. 295
error equaTion. 291
prediction. 2 ~9. 290
reduced order, 299
d ~ ign. 289
Euler integr:uion. 59. 78. 189
EulerLagrange equalions. 37 1
Evem -bai-td , .1
Ex,i,'atm centro!. 275
Expe<:ta.tion . 384. 715
Ex polIC nTial response. 121

39

Lapla lran sform. 12

Latency, 13 1
uad compensalion. 39
U3St >quare s
eStimaTion. 503
biased. 120
ljkelihood function. 522
Limit cycle. 440

mu ltip liers. 3M

rompen~tioo.
La~e

Lag

Kalman and Bertran!. HO

Kalman filter. 379
const ant gain. 3~
KaTZ. 460. 462
Koutu,",y.2 86
Kraoc.470
Kwakernaa~ ~nd Si"an. 400. 4~5

Jacobcm. 118
Jul)' subilit}'. %

CIary's method. 490

equaion error. 499
fi llering. 490
kr>(Wll fa<;tor.;. 490
OUtPJt error. 500
prediction error. 50 1
Impulse r~ponse. 16
impulse modulaTioo. lfil
Indc:peodence .7J8
Inte~rai COntrol. .19. 322 .112
IntersampIe ri Wk.163. 23 1
Inver$< nonlinearit y. ~ 82
Inver$< ~- u-aniform . 143

bia!oC~. ~ I -I, ~20

ldeal lQw-p2SS filter. 164

ldenti f.ca tiOll. 6. 479
one-frequency- at+tim e. 481

Ham illonian
contro!, 372
estimation. 395
Hamming windov.-', 494
Hiddell osci llati ons. 163.231
Hima. -160

Ind ex

7]9

740

lnd~x

.wo

NASTRAN.156
Noi ... 396
diK,ete e<Juivalcnl. 396
I'OIlcausal.92
t'o'oocolocated, 351. 697
l'oo nlin e ar i\ ie~. 11 7
Noo -par.tmetric rnC>deL 484
l'ionnal distribution. 52 1. 11 4
l'o'DI'mal equation . 504
NNCh filt. r. 357
Num eric.1 integntion. 57. I S9, 548
rectangular rulel. 189
trapezo id rule. 191
Tl1stinsrule.191

ns.

Mngr>etic It';UllDl'. 273

M n~oe tic tape driye , 407
Mnsnitu<le. 32
.\ ia.<Or'I s rule. 83
727
Mntlab, 7.
Mauix ;n'erse. 71)1
lem ma. 706
MaTrix,. 7
May . 7
Max imum li1. lil>ood. ~22
Mean , 521
),kasurement noise. 389 , 465
l<1IMO.41 . 279 . 319. 400
)'l ode switching. 670
~Iodem control theory. 6
Modified ~. tran,fonn. J 10 .1 8')
Mo ~r. 107. l iS
Multir.l te .I ampling . 469
Multivariable design

L""n~T!er 005e"or. 299

L)'apuoov equation. 435 , 411, 123
Lya puoov's ~Qnd method , 5.9

Lin ear Qu.dr.ltic Gauss ian. 39;

L;n e~r Quadr.ltic RegulJtor. 3iJ
Linearity. 93
Linearill tion. 111.'182. ~SO
Log likeli hood functi on. ~22
LQG.395
LQR . .w. 371

Phase .J2
Phl~ margin, 37. 64. ~21 . 243
PID cQntrol
continuoos.24
discrete. 66
Pi ncer proclun:.;lU1
Po~ plxement. 6, 42. 28~. JOB
cOtltroll aw. 282. 287
"St imalOr. 294 . 304
Poles. 16.81
Polynomi .1 design. 264
Pov. er spect ",1 dffisity. )<)7. 72 2
Power spectrum. 492
Prediction error.-'lSO
Prediction ostirrultOl. 289
?!eliite".465
?!essuriwl II"" bo~. 699
?!ewarping. J!J4
l'roct~~ noise. 4 7. 389. 396
Proportiooal Comrol. 2~
P'TOS.600
discICte. 603
extended. 6 11
]'ul", IC Spunse. 90

Paper machi OK. 403

?..amc~ er erro .... 249. 461
P:i.ramelri, idemifi"l tion. ~~O. 495
?anort ~. 380
Partial frac.:ti,," . "pansiOtl.) 1
? cled. ~ 67
P"",iStenlly exci ting. b~4

Obr.er\'abilit)', 47. 293. 345

matrix . 29~
Ob",,,'c r. 4 1. 28 1
~"... canooic al fonn. j7
Oil-mass , eson"""" .!76
One-frtq uencr- at- N imo!.485
Optimal c'Ontrol. 6. 4.!
ti mc , 'ar), ing.364
Optimal eStimat ion. 4 7. 382
stea dy-state. 39-1
Output error, .111, 430
Overshoot. 20

l'iyqui.t stabi lity, 238

l'iyquiSl frequency. 163

22~

Runou!. 664

e'limalor. 2<;-4 . JO.l

Root !.ensili vit~. 438
ROIlndoff efYOf. 426
. tochastic .n ~lysis , 43~
Rou ndoff of pa:'ameters, 437
Roo th. 96

discn:te. 222
symmetric. ~73 . 396
ROOl !.eleclion. 287

computeraided. 28
cominuou ! . 2~

Root locus.

Robust, 2. 2 14. 463

Robust design , .. 63

,lge braic .311

Ripple. 1. ISO
Ri se time. 20, 32

des ign. 302

Reso lution. 9
Rcsooances. 4 ~8
Resonant pcak. 32
Riccati equation.)67

follO'o'ing.334
Regulation. 2
R eglll ~tor. 28 1, 37 1

stability. 193
Reduced order estimatof>. ~99
Refen:nce inp\l! , 2. 48. 310
effect OIl :u:ros. 317

RecLangu lar rulcs. I B!J

Rcciprocal ,()OI pro>,!,r1'es. 372

Rec ur1ence eqt:4ltion. 7~
RecursiVe least >quare~ . 506

RaEazzini' , mC'\ l>od. 264

Random neighbortlood search. 63~
Random ,an abl.s , 713

definit'OIl. 155
block diagram an alysis , 170
Sampling pcnod. 2. 59

Radial proje<:tioo. 309

Ragazzini amI Franklin , .no

rob"' tncn.249
ROIlth' S criterio n. 96
Stabili1y .ugmentation.46.1

B1BO . 94
margin~. 36. 243
l'i~'quis(s ,ritonon. 238

Stabilit)'. 16, 22.93

Speciiicat ioos
f pt.t\C .213
: planc. 222
frequency domain. 32. 243
se n,it i,it y.245
tim~-domain. 20. 213
Spectra l density. 722
Spect",1 EMimation. 492
Jpla~edcsign. 169
J_pla r_e to ~- pl.1n~. 121. 222

delay. J3~
Sepa,..tiOll priociplc. 302. 462
Settlin8 tittl<". 20
Shorted tum. 658
Sidman. M. D .. 530
Similari ty tra nlforrml1iu!ls. 709
S[~10. 41
Simulation. 545
SmOOlhoe~,. 451

Sensor, :2
noi .... 47. 399. 465

~tabi l i ty robustness. 25 2
cort<lTaints. H~ . 256
rloclion , 4Q3

Sampling theorem. 5. 163 . ..SO

Satellite attitude ooo trol. 102.689
Scal i"g in the ~-plane. 138
SeCtOl analysis. 573
Se n~ili~il)'. 2. 23. 245, 461
per.ormance. 248

1000" r bound. 450

systems. 3

S~mpled-data

San'plc rate. 19
scltttion. 21 4 , 449

Sample and hold . 157

steady.Tatc trror. 4 30
worst use error. 428
Qua ntized sig nJI. 3

Qua ntizatioo, 3. ~26 . 458

rm, error. 433

Index

7+1

742

Index

J~.

397

Undamped n.tural freq~eficy. 17

Unirorm di5tribution. 7 14

T~'J)(" I 2 13. 2~5

22~

formula. 200

Type. 0 23. 2lJ.

sta t ~ ~ p lCe

TUstin 's Imthod. 192

~"'arpjn g , 194

Truncation. 0126
Tru~ar, rule. 226

Trapeloid rule , 78, 200

Tran,r.r fuOCl ion . 12, 78

Transform method" 6. 211

Time delay, 99. 298. 337. ~5!. 694

Time shi h , 138
TIlTh! oplim. l comrol. 59'9
T lme,varying opli mal. 364
Track demi t).. 650
Tranklc an d Bryson . 3 11

TempCllllure CQIllrol. 694

Tetl\<,rffi satellite. 275
Ti2 de la~. 63
Time COfl51anl. 16
Time cOITI':lation. 393

Stochastic proce!o<;t's. 719

Successi,'c loop d(l,ule, 470
S"-eep me1hod . .J.66
S ~'mme!ric root Iocu~. 373. 3%
Sy.>lCtt1 idemitication. 6.-H9
S ~'>te m type. 23. 21 J

Stocbastic lca>;t .l qUJres. 5 10

Sten@el.

Step response. 18

SteadY-5tate error. 23, 35. 213, 259

tnlpeloid rule formula. 200

ror... ard ruk formula. 200

biJi""ar ruk formula. 200

back ward ruk fOfTIlul . 2(()

State space C<ju;,... len l,

Stationarity. 93
Stale. 11
State ,~. 6. 101
coo tinuous design. 41

StaOOard devialioo, 716

\tud)"-~tal e

error.4.30

TCsponse. 167

response. II I

~caJing. 138
Ii"", shift. 138
table of. 102
unit p<llse. 120
un it ~lep. 120

WIlV<JIUli on. 138

inversion. U O
lil>("ari ty. 137

plopcrtics. 137.701

e~ponelll; a l

delay. 166
ZO t! .,qui.'alen! filler. 203
.cplane
dam ping. 128
design. 211
zTransform. 5. 79

fr~que lK"y

ZOt! . 59. 156

Zero Order Hold. 59. 160

equialrn1. 203
Zero-pole matching. 2C(I
Zeros, 16.8 1
effeclof. 129

Won;t

Weighted a"erase acce sltirne. 653

We ighted Iels t !Oju= ~. 386
Weighting matri cn. 364
selec tion. 400
Whitbeck and Didal eusl:y. 4 70
White l>Oise. 397
WOf'it c;os.e err{)<' bound, 428

Warping. 193

B<xk frequency respcnse. 239

VO;r-e coil l1K)lor, 655

Varialion ofpararnetcrs. l05

Vector gain mallin. 246
Velocity con~tant. 23 . 2i3. 225

VanLoan . 107. 11 5. 455

Variaoce. 521. 716

Unit pul~. I W
Unit ste p. 120