Control Theory Guide to Dynamic Systems Modeling

Tutorial on Control Theory
Stefan Simrock, ITER
ICALEPCS, WTC Grenoble, France, Oct. 10-14, 2011

Stefan Simrock, Tutorial on Control Theory , ICAELEPCS, Grenoble, France, Oct. 10-14, 2011
Outline
Introduction to feedback control

Model of dynamic systems
State space
Transfer functions
Stability
Feedback analysis
Controller Design
Matlab / Simulink Tools
Example beam control

Example Plasma Control
ICALEPCS, WTC Grenoble, France, Oct. 10-14, 2011
1.Control Theory
Objective:
The course on control theory is concerned with the analysis and design of closed loop
control systems.
Analysis:
Closed loop system is given
determine characteristics or behavior
Design:
Desired system characteristics or behavior are specified
loop system
Input
Variable
Plant
sensor
configure or synthesize closed
Variable
Measurement of
Variable
Control-system components
3
1.Introduction
Definition:
A closed-loop system is a system in which certain forces (we call these inputs) are
determined, at least in part, by certain responses of the system (we call these outputs).
System
inputs
System
outputs
Closed loop system
4
1.Introduction
Definitions:
The system for measurement of a variable (or signal) is called a sensor.
A plant of a control system is the part of the system to be controlled.
The compensator (or controller or simply filter) provides satisfactory
characteristics for the total system.
System
input
Error
Manipulated
variable
Compensator
System
output
Plant
Sensor
Closed loop control system

Two types of control systems:
A regulator maintains a physical variable at some constant value in the
presence of perturbances.
A servomechanism describes a control system in which a physical variable is
required to follow, or track some desired time function (originally applied in order
to control a mechanical position or motion).
5
1.Introduction
Example 1: RF control system
Goal:
Maintain stable gradient and phase.
Solution:
Feedback for gradient amplitude and phase.
Phase
controller
amplitude
controller
Klystron
cavity
~
~
Controller
Gradient
set point
+
-
Phase detector
6
1.Introduction
Model:
Mathematical description of input-output relation of components combined with block
diagram.
Amplitude loop (general form):
Reference
input
error
_+
controller
amplifier
Klystron
cavity
RF power
amplifier
output
plant
Monitoring
transducer
Gradient detector
7
1.Introduction
RF control model using transfer functions
controller
Control input U(s)
Reference input
R(s)
_+
Klystron
Error E(s)
H c (s )
cavity
P(s)
K(s)
Output
Y(s)
M(s)
Gradient detector
A transfer function of a linear system is defined as the ratio of the Laplace
transform of the output and the Laplace transform of the input with I. C .s =zero.
Input-Output Relations
Input
Output
Transfer Function
U(s)
Y(s)
G(s) = P(s)K(s)
E(s)
Y(s)
L(s) = G(s)Hc(s)
R(s)
Y(s)
T(s) = ( 1 + L(s)M(s)) 1 L(s)

8
1.Introduction
Example2: Electrical circuit
i(t) R1
R2
V1(t)
V2(t)
C
Differential equations:
Laplace Transform:
1
R1 i(t) + R2 i(t) + i ( ) d = V1(t)
C0
t
1
R2 i(t) + i( ) d = V2(t)
C0
1
I(s) = V1(s)
s C
1
I(s) = V2(s)
R2 I(s) +
s C
R1 I(s) + R2 I(s) +
Transfer function:
G(s) =
V2(s)
R2 C s + 1
=
V1(s) (R1 + R2 )C s + 1
Input V1 ,output V2
1.Introduction
Example 3: Circuit with operational amplifier
R2
i1 R1
-
Vi
Vo
.
1
Vi(s) = R1 I 1(s) and Vo(s) = R2 +
I 1(s)
s C
V (s)
R C s + 1
G(s) = 0 = 2
Vi(s)
R1 C s
It is convenient to derive a transfer function for a circuit with a single operational

amplifier that contains input and feedback impedance:
Z f (s)
I(s)
Z i(s)
Vi(s)
Vo(s)
.
Vi(s) = Z i(s) I(s) and Vo(s) = Z f (s) I(s)
G(s) =
Z f (s)
Vo(s)
=
Vi(s)
Z i(s)
10
Model of Dynamic System

We will study the following dynamic system:
Parameters:
k : spring constant
: damping constant
u(t) : force
Quantity of interest:
y(t) : displacement from equilibrium
m=1
y(t)
u(t)
Differential equation: Newtons third law (m = 1)
&y&(t ) = Fext = k y (t ) y& (t ) + u (t )

&y&(t ) + y& (t ) + k y (t ) = u (t )
y (0 ) = y0 , y& (0 ) = y& 0
2
Equation is linear (i.e. no y& like terms).

Ordinary (as opposed to partial e.g. =
All coefficients constant: k

f (x,t ) = 0 )
x t
(t ) = ,(t ) = for all t
11
Model of Dynamic System

Stop calculating, lets paint!!!
Picture to visualize differential equation
1.Express highest order term (put it to one side)
&y&(t ) = k y (t ) y& (t ) + u (t )
2.Putt adder in front
u (t )
k y(t )
&y&(t )
y& (t )
3.Synthesize all other terms using integrators!

Block diagram
u (t )
&y&(t )
+
-
y& (t )
y (t )
k
12
2.1 Linear Ordinary Differential Equation (LODE)

General form of LODE:
y (n ) (t ) + an 1 y (n 1) (t ) + ... + a1 y& (t ) + a0 y (t ) = bm u (m ) (t ) + ... + b1 u& (t ) + b0 u (t )

m ,n Positive integers, m n ;
coefficients
a0 ,a1 ,...,a n 1 , b0 ,...,bm
real numbers.
Mathematical solution: hopefully you know it

Solution of LODE: y(t ) = yh (t ) + yp (t ),
Sum of homogeneous solution y h (t ) (natural response) solving
y (n ) (t ) + a n 1 y (n 1 ) (t ) + ... + a 1 y& (t ) + a 0 y (t ) = 0
And particular solution y p (t ) .
How to get natural response yh
(t) ? Characteristic polynomial
( ) = n + an 1 n 1 + a1 + a0 = 0
( 1 ) r ( r +1 ) ... ( n ) = 0
y h (t ) = (c1 + c2 t + ... + cr t r 1 ) e t + cr +1e
+ ... + cn e n t
Determination of y p (t ) relatively simple, if input u (t ) yields only a finite number of
t
r
independent derivatives. E.g.: u (t ) e , r t .
1
r +1
13
2.1Linear Ordinary Differential Equation (LODE)

Most important for control system/feedback design:
y (n) (t ) + a n 1 y (n 1 ) (t ) + ... + a1 y& (t ) + a0 y(t) = bm u ( m ) (t ) + ... + b1 u& (t ) + b0 u (t )

In general: given any linear time invariant system described by LODE can be
realized/simulated/easily visualized in a block diagram (n = 2 , m = 2 )
Control-canonical form
b2
b1
u (t )
+
-
x2
x1
b0
y (t )
a1
a0
Very useful to visualize interaction between variables!
What are x1 and x2 ????
More explanation later, for now: please simply accept it!
14
2.2 State Space Equation

Any system which can be presented by LODE can be represented in State space
form (matrix differential equation).
What do we have to do ???
Lets go back to our first example (Newtons law):
&y&(t ) + y& (t ) + k y (t ) = u (t )
1. STEP:
Deduce set off first order differential equation in variables
x j (t ) (so-called states of system)
x1 (t ) Position : y (t )
x2 (t ) Velocity : y& (t ) :
x&1 (t ) = y& (t ) = x2 (t )
x&2 (t ) = &y&(t ) = k y(t ) y& (t ) + u(t )
= k x1 (t ) x2 (t ) + u(t )
One LODE of order n transformed into n LODEs of order 1
15

2. STEP:
Put everything together in a matrix differential equation:
1
x&1 (t ) 0
=
x& (t ) -k -
x1 (t ) 0
x (t ) + 1 u (t )
2
x& (t ) = A x (t ) + B u (t )
x (t )
y (t ) = [1 0 ] 1
x 2 (t )
State equation
y (t ) = C x(t ) + D u (t )
Measurement equation
Definition:
The system state x of a system at any time t0 is the amount of information that,
together with all inputs for t t0 , uniquely determines the behaviour of the system
for all t t0 .
16

The linear time-invariant (LTI) analog system is described via
Standard form of the State Space Equation
x& (t ) = A x(t ) + B u (t )
State equation
y (t ) = C x(t ) + D u (t )
State equation
Where x& (t ) is the time derivative of the vector
x1 (t )
x(t ) = . And starting conditions x (t0 )
xn (t )
System completely described by state space matrixes A, B, C, D ( in the most cases

Declaration of variables
Variable
Dimension
Name
X (t )
n1
nn
n r
r 1
p 1
pn
pr
B
u (t )
y (t )
D =0
).
state vector
system matrix
input matrix
input vector
output vector
output matrix
matrix representing direct coupling
between input and output
17

Why all this work with state space equation? Why bother with?
BECAUSE: Given any system of the LODE form
y (n ) (t ) + a n 1 y (n 1 ) (t ) + ... + a1 y& (t ) + a0 y (t ) = bm u (m ) (t ) + ... + b1 u& (t ) + b0 u (t )

Can be represented as
x& (t ) = A x (t ) + B u (t )
y (t ) = C x (t ) + D u (t )
with e.g. Control-Canonical Form (case n = 3 ,m = 3 ):

1
0
0
0
A = 0
0
1 , B = 0 , C = [b0 b1 b2 ] , D = b3
a0 a1 a2
1
or Observer-Canonical Form:
0 0 a0
b0
A = 1 0 a1 ,B = b1 ,C = [0 0 1] ,D = b3
0 1 a2
b2
Notation is very compact, But: not unique!!!

Computers love state space equation! (Trust us!)
Modern control (1960-now) uses state space equation.
General (vector) block diagram for easy visualization.
18

Block diagrams:
Control-canonical Form:
b2
u (t )
+
-
b1
x2
x1
b0
y (t )
a0
a1
+
Observer-Canonical Form:
u (t )
b0
b2
b1
x1 +
a0
a1
x2 + +
y(t)
19

Now: Solution of State Space Equation in the time domain. Out of the hatet voila:
t
x(t ) = (t ) x(0 ) + ( ) B u (t ) d
0
Natural Response + Particular Solution
y (t ) = C x(t ) + D u (t )
t
= C (t ) x(0 ) + C ( ) B u (t ) d + D u (t )
0
With the state transition matrix

A2 2 A3 3
(t ) = I + At +
t +
t + ... = e A t
2!
3!
Exponential series in the matrix A (time evolution operator) properties of (t ) (state transition matrix).
d (t )
= A (t )
dt
2 . (0 ) = I
1.
3. (t1 + t 2 ) = (t1 ) (t 2 )
4 . 1 (t ) = ( t )
Example:
0 1
0 0
1 t
2
A=
A
=
,
(
t
)
=
I
+
At
=
= eAt
0 0
0 0
0 1
Matrix A is a nilpotent matrix.

20
2.3 Examples
Example:
It is given the following differential equation:
d2
d
(
)
y
t
+
4
y (t ) + 3 y (t ) = 2 u (t )
dt 2
dt
State equations of differential equation:
Let x1 (t ) = y (t ) and x2 (t ) = y& (t ) . It is:
x&1 (t ) = y& (t ) = x2 (t )
x&2 (t ) + 4 x2 (t ) + 3 x1 (t ) = 2 u(t )
x&2 (t ) = 3 x1 (t ) 4 x2 (t ) + 2 u(t )
Write the state equations in matrix form:
x1 (t )
Define system state x(t ) =
. Then it follows:
(
)
x
t
2
1
0
0
(
)
x& (t ) =
x
t
+
2 u (t )
3

y (t ) = [1 0 ] x(t )
21
2.3 Cavity Model

Ig
circulator Conductor
Conductor
. Zo
Ib
. Zo
Ro
Last
I g ~ Generator
Zo
.
Equivalent circuit:
I 'g
Beam-Current
Resonator
.
Coupler 1:m
Ib
Ib
Ir
Generator
I 'g ~
Rext
Ro
~ Ib
Resonator
1 & 1
U + U = I&g + I&b
C U&& +
RL
L
1 / 2: =
= 0
2 RL C 2QL
U&& + 21 / 2 U& + 02 U = 2 RL 1 / 2 I&g + I&b

m
22
2.3 Cavity Model

Only envelope of rf (real and imaginary part) is of interest:
U (t ) = (U r (t ) + i U i (t )) exp (i HF t)
I g (t ) = (I gr (t ) + i I gi (t )) exp(i HF t )
I b (t ) = (I b r (t ) + i I b i (t )) exp(i HF t ) = 2(I b0 r (t ) + i I b0 i (t )) exp(i HF t )
Neglect small terms in derivatives for U and I

2
(Ur (t ) + iUi (t ))
U&&r + iU&&i (t ) << HF
2 (U& + iU& (t )) << 2 (U (t)+ iU (t))
1/ 2
t2
HF
t2
(I& (t ) + iI& (t )) dt << (I (t ) + iI (t )) dt

r
t1
HF
t1
Envelope equations for real and imaginary component.
r 1
U& r (t ) + 1/ 2 Ur + Ui = HF I gr + Ib0r
Q m
r 1
U& i (t ) + 1/ 2 Ui Ur = HF I gi + Ib0i
Q m
23
2.3 Cavity Model

Matrix equations:
U& r (t ) 1 / 2 U r (t )
r 1
& =
U (t ) + HF 0
U i (t )
Q
1/ 2 i
1
I
(
t
)
+
I
(
t
)
b0 r
0 m gr
1 1
I gi (t ) + I b0 i (t )
With system Matrices:
1 / 2
A=
1/ 2
U r (t )
r
x (t ) =
U i (t )
r 1 0
B = HF
0
1
Q

(
)
(
)
+
I
t
I
t
b0 r
m gr
r
u (t ) =
1
I (t ) + I (t )
b0 i
m gi
General Form:
r
r
r
x& (t ) = A x (t ) + B u (t )
24
2.3 Cavity Model

Solution:
r
r
r
x (t ) = (t ) x (0 ) + (t t' ) B u (t ) dt
0
(t) = e
1 / 2 t
cos ( t ) sin ( t )
sin ( t )
(
)
cos
t
Special Case:
(
)
(
)
+
I
t
I
t
b0 r
m gr
I r
r
u (t ) =
= :
1
I gi (t ) + I b0 i (t ) I i
m
r
HF
U r (t )
Q 1 / 2 1 cos( t ) sin( t ) e 1 / 2 t I r
=

U (t ) 2 + 2
sin( t )
(
)
cos
t
1/ 2
1/ 2
i
Ii
25
2.3 Cavity Model

Integrator
Step
Gain
1
s
1
s
Scope
Integrator 1
Gain 1
Harmonic oscillator
4
3
Gain 2
Harmonic oscillator
Scope
x = Ax + Bu
y = Cx + Du
Step
State space
Step
cavity
Load Data
x = Ax + Bu
y = Cx + Du
State space
Step
Scope
26
2.3 Cavity Model

k
Step
Gain
Integrator
1
s
+
-
Gain 2
w12
dw
Gain 4
Load Data
dw
Scope
Gain 5
+
Step 1
1
s
Integrator 1
Gain 3
w12
27
2.4 Masons Rule

Masons Rule is a simple formula for reducing block diagrams. Works on continuous and
discrete. In its most general form it is messy, but For special case when all path touch
( forward path gains )
H(s) =
1- (loop path gains )
Two path are said to touch if they have a component in common, e.g. an adder.
10
H1
11
H5
2
3
9
Forward path: F1: 1 - 10 - 11 - 5 6

F2 : 1 - 2 - 3 - 4 - 5 6
H2
H4
4
8
H3
G( f1 ) = H5 H3
G( f2 ) = H1 H2 H3
Loop path :
I1: 3 - 4 - 5 - 8 9
I2 : 5 - 6 - 7
Check: all path touch (contain adder between 4 and 5)

By Masons rule:
H=
G(I1 ) = H2 H4
G(I2 ) = H3
G( f1 ) + G( f 2 ) H 5 H 3 + H1 H 2 H 3 H 3 (H 5 + H1 H 2 )
=
=
1 G(l1 ) G(l2 ) 1 H 2 H 4 H 3
1 H 2 H4 H3
28
2.5 Transfer Function G (s)

Continuous-time state space model
x& (t ) = A x(t ) + B u (t )
y (t ) = C x(t ) + D u (t )
State equation
Measurement equation
Transfer function describes input-output relation of system.
U(s)
Y(s)
System
s X (s) x(0) = A X (s ) + B U(s)

X (s ) = (sI A) x (0 ) + (sI A) B U (s )
= (s ) x (0 ) + (s ) B U (s )
1
Y (s ) = C X (s ) + D U (s )
= C[ (sI A) ]x(0 ) + [c(sI A) B + D]U (s )
= C (s ) x(0 ) + C (s ) B U (s ) + D U (s )
1
Transfer function G (s ) ( pxr ) (case: x(0)=0):
G (s ) = C (sI A) B + D = C (s ) B + D
1
29
2.5 Transfer Function

Transfer function of TESLA cavity including 8/9-pi mode
H cont (s ) H cav (s ) = H (s ) + H 8 (s )
9
mode
8
mode
9
s + (1 / 2 )
(
1 / 2 )
H (s ) =
2
2
+ (s + (1 / 2 ) )
s + (1 / 2 )8 8
9
9
9
2
8
(
)
s
+
8
1/ 2

+ s + (1 / 2 )8
9
9
(1 / 2 )8
H 8 (s) =
9
s + (1 / 2 )

82
9
30
2.5 Transfer Function of a Closed Loop System

E (s )
R (s )
H c (s )
U (s )
G(s )
Y(s)
M (s)
We can deduce for the output of the system.
Y (s) = G(s) U (s) = G(s) Hc (s) E(s)

= G(s) Hc (s) [R(s) M (s ) Y (s)]
= L(s) R(s) L(s) M (s) Y (s)
With L(s ) the transfer function of the open loop system (controller plus plant).
(I + L(s ) M (s )) Y (s ) = L(s ) R(s )

1
Y (s ) = (I + L(s ) M (s )) L(s ) R(s )
= T (s ) R(s )
T (s ) is called : Reference Transfer Function
31
2.5 Sensitivity
The ratio of change in Transferfunction T(s) by the parameter b can be defined as:
System characteristics change with system parameter variations
S=
T(s) b
T(s) b
The sensitivity function is defined as:
SbT = lim
b 0
T(s) b
T(s) b
=
b T(s)
b T(s)
Or in General sensitivity function of a characteristics W with respect to the parameter b:
SbW =
W b
b W
Example: plant with proportional feedback given by

Reference transfer function T(s):
S HT ( j ) =
K p G p ( j )H k
1 + K p G p ( j )H k
T (s ) =
Gc (s ) = K p
K p G p (s )
G p (s ) =
K
s + 0 .1
|S|
1 + K p G p (s )H k
Kp=10
0.25K p
0.1 + 0.25 K p + j
Kp=1
Increase of H results in decrease of T

System cant be insensitive to both H,T
omega
32
2.5 Disturbance Rejection

Disturbances are system influences we do not control and want to minimize its
impact on the system.
C (s ) =
G c (s) G p (s)
1 + G c (s) G p (s) H(s)
R(s) +
G d (s)
D(s)
1 + G c (s) G p (s) H(s)
= T(s) R(s) + T d (s) D(s)

D(s)
To Reject disturbances, make
Td D(s )
small!
R(s)
Using frequency response approach to

investigate disturbance rejection
In general Td ( j ) cant be small for all -
Design Td ( j ) small for significant
portion of system bandwidth
Gd (s)
Gp (s)
Gc (s)
C(s)
Plant
H(s)
Reduce the Gain Gd ( j ) between dist. Input and output

Increase the loop gain Gc( j )Gp( j ) without increasing the gain Gd ( j ).Usually
accomplished by the compensator Gc( j ) choice
Reduce the disturbance magnitude d (t ) should always be attempted if reasonable
Use feed forward compensation, if disturbance can be measured.
33
2.6 Stability
Now what do we know:
The impulse response tells us everything about the system response to any arbitrary
input signal u(t) .
what we have not learnt:

If we know the transfer function G(s), how can we deduce the systems behavior?
What can we say e.g. about the system stability?
Definition:
A linear time invariant system is called to be BIBO stable (Bounded-input-bounded-output)
For all bounded inputs u (t ) M 1 (for all t) exists a boundary for the output signal M 2 ,
So that y (t ) M 2 . (for all t) with M 1 and M 2 , positive real numbers.
Input never exceeds M 1 and output never exceeds M 2 , then we have BIBO
stability!
Note: it has to be valid for ALL bounded input signals!
34
2.6 Stability
Example: Y (s ) = G (s ) U (s ), integrator G (s ) =
1
s
1.Case
u (t ) = (t ), U (s ) = 1
1
y (t ) = L1 [Y (s )] = L1 = 1
s
The bounded input signal causes a bounded output signal.

2.Case
u (t ) = 1 , U (s ) =
1
s
1
y (t ) = L 1 [Y (s )] = L 1 2 = t
s
BIBO-stability has to be shown/proved for any input. Is is not sufficient to show

its validity for a single input signal!
35
2.6 Stability
Condition for BIBO stability:
We start from the input-output relation
Y (s ) = G(s ) U (s )
By means of the convolution theorem we get
y (t ) =
g ( ) u (t ) d
0
g ( ) u (t )
0
d M 1
g ( ) d M 2
Therefore it follows immediately:

If the impulse response is absolutely integrable
g (t ) dt <
Then the system is BIBO-stable.

36
2.7 Poles and Zeroes

Can stability be determined if we know the TF of a system?
[sI A] adj
G (s ) = C (s ) B + D = C
B+D
(s )
Coefficients of Transfer function G(s) are rational functions in the complex variables
mk =1 (s zk ) N ij (s )
g ij (s ) = n
=
l =1 (s pl ) Dij (s )
z k Zeroes.pl Poles, real constant, and it is m n (we assume common factors have
already been canceled!)
What do we know about the zeros and the poles?

Since numerator N (s ) and denominator D(s ) are polynomials with real coefficients,
Poles and zeroes must be real numbers or must arise as complex conjugated pairs!
37

Stability directly from state-space
Re call : H (s ) = C (sI A) B + D
1
Assuming D=0 (D could change zeros but not poles)
H (s ) =
Cadj (sI A)B b(s )

=
det (sI A)
a (s )
Assuming there are no common factors between the poly Cadj (sI A)B and det (sI A)
i.e. no pole-zero cancellations (usually true, system called minimal ) then we can identify
b(s) = Cadj (sI A) B
and
a(s) = det (sI A)

i.e. poles are root of det (sI A)
Let i be the i
th
eigenvalue of A
if
Re {i } 0 forall i => System stable
So with computer, with eigenvalue solver, can determine system stability directly from coupling matrix A.
38
2.8 Stability Criteria

A system is BIBO stable if, for every bounded input, the output remains bounded with
Increasing time.
For a LTI system, this definition requires that all poles of the closed-loop transfer-function
(all roots of the system characteristic equation) lie in the left half of the complex plane.
Several methods are available for stability analysis:

1.Routh Hurwitz criterion
2.Calculation of exact locations of roots
a. Root locus technique
b. Nyquist criterion
c. Bode plot
3.Simulation (only general procedures for nonlinear systems)
While the first criterion proofs whether a feedback system is stable or unstable,
the second Method also provides information about the setting time (damping term).
39

Pole locations tell us about impulse response i.e. also stability:
Im (s) =
Medium oscillation
Medium decay
Fast oscillation
No growth
X
Medium oscillation
Medium growth
No oscillation
No growth
No Oscillation
Fast Decay
Re (s) =
No oscillation
Fast growth
40

Furthermore: Keep in mind the following picture and facts!
Complex pole pair: Oscillation with growth or decay.
Real pole: exponential growth or decay.
Poles are the Eigenvalues of the matrix A.
Position of zeros goes into the size of c j ....
In general a complex root must have a corresponding conjugate root ( N(s), D(S) polynomials
with real coefficients.
41
2.8 Bode Diagram

dB
1
2
Gm
00
Gain Margin
900
0
180
Phase Margin
The closed loop is stable if the phase of the unity crossover frequency of the OPEN LOOP
Is larger than-180 degrees.
42
2.8 Root Locus Analysis

Definition: A root locus of a system is a plot of the roots of the system characteristic
equation (the poles of the closed-loop transfer function) while some parameter of the
system (usually the feedback gain) is varied.
p3
K H (s ) =
p2
p1
K
(s p1 ) (s p 2 ) (s p 3 )
R (s ) +
H(s)
K
-
G CL (s ) =
K H (s )
roots at
1 + K H (s )
1+ KH
Y(s)
(s ) = 0 .
How do we move the poles by varying the constant gain K?

43
2.8 Root Locus Examples

1
s p1
X
p1
(s p1 )(s p2 )
X
p2
p1
(a)
(b)
s z1
(s p1 )(s p2 )
s z1
(s p1 )(s p2 )
p2
z1
p1
z1
p2
p1
(c)
(d)
44
2.8 Root Locus Examples (Cntd)

p2
1
(s p1 )(s p2 )(s p3 )
1
(s p1 )(s p2 )(s p3 )
p3
p2
p1
p1
X
p3
(f)
(e)
p2
s z1
(s p1 )(s p2 )(s p3 )
1
(s p1 )(s p2 )(s p3 )
X
X
p1
p3
p2
z1
p1
p3
(g)
(h)
45
3.Feedback
The idea:
Suppose we have a system or plant
open loop
plant
We want to improve some aspect of plants performance by observing the output

and applying a appropriate correction signal. This is feedback
r
plant
closed loop
Ufeedback
?
Question: What should this be?
46
3.Feedback
Open loop gain:
G(s)
O.L

(s ) = G(s ) = u
y
Closed-loop gain:
G(s)
Y
closed loop
U fb
H (s )
G C.L(s) =
G(s)
1 + G(s) H(s)
Pr oof: y = G (u u fb )
= G u G u fb
y +G Hy = G u
= G u G Hy
y
G
=
u (1 + G H )
47
3.1 Feedback-Example 1
Consider S.H.O with feedback proportional to x i.e.:
&x& + x& + n2 x = u + u fb
Where
u fb (t ) = x (t )
&x&
+
-
1
S
x&
1
s
n2
Then
&x& + x& + n2 x = u x
==> &x& + x& + (n2 + ) x = u
Same as before, except that new natural frequency n2 +
48
Now the closed loop T.F. is:
dB
1
n2
G C.L. (s ) =
1
s 2 + s + n2 +
G O.L. (i)
G C.L. (i)
log(
)
log n
log n2 +
1
n2 +
DC response: s=0
So the effect of the proportional feedback in this case is to increase the bandwidth
of the system
(and reduce gain slightly, but this can easily be compensated by adding a constant gain in front)
49
In S.H.O. suppose we use integral feedback:
t
u fb (t ) = x( ) d
0
i.e &x& + x& + n2 x = u x( ) d

0
&x&
+
-
1
S
x&
1
S
n2
Differentiating once more yields:
&x&& + &x& + n2 x& + x = u&
No longer just simple S.H.O., add another state

50
1
s + s + n2
C.L.
G (s ) =
1

1 + 2
2
s s + s + n +
2
s
s s + s + n2 +
Observe that
1. G C.L. (0 = 0 )
2. For large s (and hence for large )
dB
G O.L. (i)
1
n2
G C.L. (s )
1
G O.L. (s )
2
2
s + s + n
log(
)
G C.L. (i)
So integral feedback has killed DC gain
i.e system rejects constant disturbances
51
Suppose S.H.O now apply differential feedback i.e.
u fb (t ) = x&(t )
&x&
+
-
x&
1
S
1
S
n2
x&
Now have
&x& + ( + ) x& + n2 x = u
So effect off differential feedback is to increase damping

52
G C.L. (s ) =
Now
1
s 2 + ( + ) s + n2
dB
G O.L. (i)
1
n2
log(
)
G C.L. (i)
So the effect of differential feedback here is to flatten the resonance i.e. damping is increased.
Note: Differentiators can never be built exactly, only approximately.

53
3.1 PID controller

(1) The latter 3 examples of feedback can all be combined to form a
P.I.D. controller (prop.-integral-diff).
u
+
S.H.O
x= y
P.I.D controller
K p + K D s + K l /s
ufb =up +ud +u l

(2) In example above S.H.O. was a very simple system and it was clear what
physical interpretation of P. or I. or D. did. But for large complex systems not
obvious
Require arbitrary tweaking

Thats what were trying to avoid
54
3.1 PID controller

For example, if you are so smart lets see you do this with your P.I.D. controller:
6th order system

3 resonant poles
3 complex pairs
6 poles
Damp this mode, but leave the other two modes undamped, just as they are.
This could turn out to be a tweaking nightmare thatll get you nowhere fast!
Well see how this problem can be solved easily.

55
3.2 Full State Control

Suppose we have system
x& (t ) = A x (t ) + B u (t )
y (t ) = C x (t )
Since the state vector x(t) contains all current information about the system the
most general feedback makes use of all the state info.
u fb = k1 x1 ..... k n xn
= -k x
Where
k = [k1......k n ] (row matrix)
Where example: In S.H.O. examples
[ ]
Proportional fbk : up = k p x = k p 0
Differential fbk : ud = kd x& = [0 kd ]

56

Theorem:
If there are no poles cancellations in
G O.L. (s ) =
b (s )
1
= C (sI A ) B
a (s )
Then can move eigen values of A BK anywhere we want using full state feedback.
Proof:
Given any system as L.O.D.E. or state space it can be written as:
AO.L.
x1 0
... 0
=
... 0

x n -a 0
Where
0
... ... .. .
... ... 1
... .. . -a n- 1
x1
...
y = [b0 ... ... bn- 1 ]
...

xn
G
O.L.
...
= C (sI A )
x1
0
...
0
+ u
...
...

1
xn
bn 1 s n 1 + ... + b0
B= n
s + a n 1 s n 1 + ... + a0
57

i.e. first row of A
O.L.
Gives the coefficients of the denominator
a O.L.(s ) = det sI AO.L. = s n + an1s n1 + ... + a0

Now
AC.L. = AO.L. BK
0 1 ... 0 0
0 ... ... ... 0
[k ... ... k ]
=
n-1
0 ... ... 1 ... 0

-a
...
.
..
-a
n-1
1
0
1
...
0
0
.
..
..
.
...
=
0
... ...
1
+
+
-(a
k
)
...
...
-(a
k
)
n-1
n 1
0 0
So closed loop denominator
a C.L. (s ) = det sI A C.L.
= s n + (a 0 + k 0 )s n 1 + ... + (a n 1 + k n 1 )
Using u = Kx have direct control over every closed-loop denominator coefficient

can place root anywhere we want in s-plane.
58

Example: Detailed block diagram of S.H.O with full-scale feedback
u
-
&x&
1
S
x&
1
S
n2
+
k2
x&
k1
Of course this assumes we have access to the x& state, which we actually
Dont in practice.
However, lets ignore that minor practical detail for now.
( Kalman filter will show us how to get x& from x ).
59

With full state feedback have (assume D=0)
x&
+
1
s
y
C
u fb = kx
K
So
x& = A x + B[u + u fb ]
= Ax + Bu + BKufb
x&
= ( A BK ) x + B u
u fb = Kx
y
= Cx
With full state feedback, get new closed loop matrix
AC.L. = AO.L. BK
Now all stability info is now given by the eigen values of new A matrix
60
3.3 Controllability and Observability

The linear time-invariant system
x& = Ax + Bu
y = Cx
Is said to be controllable if it is possible to find some input u(t) that will transfer the
initial state x(0) to the origin of state-space, x(t0 ) = 0,with t0 finite
The solution of the state equation is:
t
x (t ) = (t )x (0 ) + ( )B u (t ) d
0
For the system to be controllable, a function u(t) must exist that satisfies the equation:
t0
0 = (t 0 )x (0 ) + ( )Bu (t 0 ) d
0
With t 0 finite. It can be shown that this condition is satisfied if the controllability matrix
CM = [B AB A2 B ... An-1 B]
Has inverse. This is equivalent to the matrix C M having full rank (rank n for an n- th
order differential equation).
61
3.3 Controllability and Observability

Observable:
The linear time-invariant system is said to be observable if the initial conditions x(0)
Can be determined from the output function y(t), 0 t t1 where t1 is finite. With
t
y (t ) = Cx = C (t )x 0 + C
( )Bu (t ) d
0
The system is observable if this equation can be solved for x(0). It can be shown that
the system is observable if the matrix:
C
CA
OM =
...
n-1
CA
Has inverse. This is equivalent to the matrix O M having full rank (rank n for an n-th
Order differential equation).
62
4.Discrete Systems
Where do discrete systems arise?
Typical control engineering example:
Digitized
sample
Continuous system
u(k)
DAC
t
Digitized
uc (t )
h(t )
t
Zero-order-hold
yc (t )
ADC
y(k)
t
t
continuous Digitized
Computer controller
Assume the DAC+ADC are clocked at sampling period T.
Continued 63
4. Discrete Systems
Then u(t) is given by:
u (k ) u c (t ); kT t < (k + 1 )T
y (k ) y c (kT ); k = 0 ,1,2 ,...
Suppose: time continuous system is given by state-Space
x& c (t ) = A x c (t ) + B u c (t ); x c (0 ) = x0
y c (t ) = C x c (t ) + D u c (t )
Can we obtain direct relationship between u(k) and y(k)? i.e. want
Equivalent discrete system:
u( k )
h( t )
DAC
u( k )
h( k )
ADC
y( k )
y( k )
64
4. Discrete Systems
Yes! We can obtain equivalent discrete system.
t
Recall
x c (t ) = e x c (0 ) + e A .Bu c (t ) d
At
From this
x c (kT + T ) = e
AT
x c (kT ) + e A .Bu c (kT ) d

0
u (kT + T- ) = u (kT ) for [ 0 ,T]

i.e. u (kT + T- ) is constant u (kT ) over [ 0 ,T]
Observe that
i.e. can pull out of integral.

t A
==> x c (kT + T ) = e x c (kT ) + e B d u c (kT

0
At
x(k + 1 ) = Ad x(k ) + Bd u (k )
y(k ) = Cd x(k ) + Dd u (k )
x(0 ) = xc (0 )
T
So
Ad = e , Bd = e A .B dB dd = C, Dd = D
AT
So we have an exact (note: x(k + 1) = x(k ) + x& (k ) T + O(.)) discrete time equivalent to the time
Continuous system at sample times t=kT- no numerical approximation!
65
4.1 Linear Ordinary Difference Equation

A linear ordinary difference equation looks similar to a LODE
y (k + n ) + an-1 y (k + n 1) + ... + a1 y (k + 1) + a0 y (k ) = bm u (k + m ) + ... + b1 u (k + 1) + b0 u (k )

n m; Assumes initial values y (n-1), ...., y(1),y (0 ) = 0 .
Z-Transform of the LODE yields (linearity of Z-Transform):
z n Y ( z ) + z n 1an 1 Y (z ) + ... + za1 Y (z ) + a0 Y (z ) = z mbm U ( z ) + ... + zb1 U ( z ) + bo U (z )

It follows the input-output relation:
(z
+ z n 1an 1 + ... + za1 + a0 Y (z ) = z mbm + .... + zb1 + b0 U(z)

z mbm + .... + zb1 + b0
Y (z ) = n
U (z )
z + ... + za1 + a0
Y (z ) = G(z ) U (z )
Once again:
if U ( z ) = 1, (u (k ) = (k )), then Y (z ) = G (z ).
Transfer Function of system is the Z-Transform of its pulse response!
66
4.1 z-Transform of Discrete State Space Equation

x(k + 1) = Ad x(k ) + Bd u (k )
y(k ) = C x(k ) + D u (k )
Applying z-Transform on first equation:
z X (z )-z x(0 ) = Ad X (z ) + Bd U (z )
(zI-Ad ) X (z ) = z x(0 ) + B U (z )
X ( z ) = (zI-Ad ) z x(0 ) + (zI Ad ) B U (z )
1
Homogeneous solution
NOW:
Particular solution
Y ( z ) = CX (z ) + D U ( z )
= C ( zI-Ad ) z x(0 ) + C ( zI Ad ) B + D U (z )
1
If x(0)=0 then we get the input-output relation:
Y (z ) = G (z ) U (z
G ( z ) = C ( zI-A d
with
) 1 B + D
Exactly like for the continuous systems!!!!!!!
67
4.2 Frequency Domain/z-Transform

For analyzing discrete-time systems:
z-Transform
(analogue to Laplace Transform for time-continuous system)
It converts linear ordinary difference equation into algebraic equations: easier to find
a solution of the system!
It gives the frequency response for free!
z-Transform ==generalized discrete-time Fourier Transform
Given any sequence f (k ) the discrete Fourier transform is
~
F ( ) =
f (k ) e ik
k =
1
the sampling frequency in Hz,
T
T difference / Time between two samples.
with = 2 f, f =
In the same spirit: F ( z ) = Z[f (k ) ] =
f (k ) z
-k
k =0
With z a complex variable

Note: if f (k ) = 0 for k = -1 ,- 2 ,...... th en F~ ( ) = F(z = e i ).
68
4.3 Stability (z-domain)

A discrete LTI system is BIBO stable if
u (k ) < M; k = y (k ) < K; k
Condition for BIBO stability:
y (k ) =
u (k i ) h(i ) u(k i ) h(i )
M h(i ) M h(i )
h (i ) <
BIBO stable.
For L.O.D.E State space system:
i = 1 (z z i )
H ( z ) = .
=
n
i = 1 (z p i )
i T i (z )
i=1
With partial fraction of the rational function:

Once again pole locations tell a lot about shape of pulse response.
Zeros determine the size of i
69
4.3 Stability (z- domain)

Im{z}
unit circle
X
X
.. . .
X
Growing
Constant
. ..
.
Damping
Damping
X
X
Re{z}
Damping
X
Damping
X
X
z-Plane
Growing
70
4.3 Stability (z- domain)
In General
Complex pair oscillatory growth / damping
Real pole exponential growth / decay but maybe oscillatory too (e.g:
r n1(n) wherer < 0)
The farther inside unit circle poles are

The faster the damping the higher stability
i . e p i 1 system stable
71
4.3 stability (z-domain)

Stability directly from State Space:
Exactly as for cts systems, assuming no pole-zero cancellations and D=0
b(z )
1
= C ( zI Ad ) Bd
a (z )
Cadj ( zI Ad )Bd
=
det ( zI Ad )
H (z ) =
b ( z ) = Cadj ( zI Ad )B d
a ( z ) = det ( zI Ad )
Poles are eigenvalues of Ad
So check stability, use eigenvalue solver to get e-values of the matrix Ad , then
If
i < 1 for all i system stable
Where
is the ith e-value of A d .

72
4.4 Discrete Cavity Model

Converting the transfer function from the continuous cavity model to the discrete model:
12
H (s ) =
2
2 + (s + 12 )
s + 12 -
s
+
12
The discretization of the model is represented by the z-transform:
1 H (s ) z 1 1 H(s)
H (z ) = 1 Z
|t =kTs
Z L
=
z
z s
s
H (z ) =
12
2 + 122
12
z 1
12
12 2 + 122 z 2 2 ze 12Ts cos( T )s + e 2 12Ts

z e 12Ts cos( Ts ) 12
12
12Ts
12
sin( Ts )
-e
12

73
4.5 Linear Quadratic Regulator

x (k + 1 ) = A x (k ) + B u (k )
z (k ) = C x ( x )
Given:
(Assume D=0 for simplicity)

Suppose the system is unstable or almost unstable.We want to find ufb(k) which will
bring x(k) to Zero, quickly, from any Initial condition.
i.e.
{A,B,C}
u fb (k ) = ?
74
4.5 Trade Off

Z
Z
K
Ufb
Ufb
(1) Bad damping

Large Output excursions
(2) But Cheap control i.e
ufb
(1) Good damping

Small Output excursions
Small
(2) But expensive control i.e
ufb
large.
75
4.5 Quadratic Forms

A quadratic form is a quadratic function of the components of a vector:
x1
x = R2
x2
f ( x ) = f (x 1 , x 2 )
= ax 12 + bx 1 x 2 + cx 1 + dx 22
1
a
b
x1
x1
2
[
]
[
]
= x1 x 2
+ c 0
1
x2
b d x2
2
PT
f (x ) = x T Qx + P T x + e
Quadratic Part
Linear Part
Constant
76
4.5 Quadratic Cost for Regulator

What do we mean by bad damping and cheap control? We now define precisely
what we mean. Consider:
T
T
{x
Q
x
+
u
i i i R ui }
i =0
The first term penalizes large state excursions, the second penalizes large control.
Q 0 ,R > 0
Can tradeoff between state excursions and control by varying Q and R.
Large Q good damping important

Large R actuator effort expensive
77
4.5 LQR Problem Statement

(Linear quadratic regulator)
Given:
xi + 1 = Ax i + Bu i ; x 0 given:
Find control sequence {u0 ,u1,u2 ,...} such that
J =
x {Q x
T
i
+ u iT R u i
i =0
= minimum
Answer:
The optimal control sequence is a state feedback sequence {ui }0

u i = K opt xi
K opt = R + B T SB
B T SA
S = AT SA + Q A T AB R + B T SB
B T SA
Algebraic Riccati Equation (A.R.E) for discrete-time systems.
Note: Since
ui
= state feedback, it works for any initial state x 0
78
4.5 LQR Problem Statement

Remarks:
(1) So optimal control, ui = K opt xi is state feedback! This is why we are
interested in state feedbck.
(2) Equation A.R.E. is matrix quadratic equation. Looks pretty intimidating but
Computer can solve in a second.
(3) No tweaking ! Just specify {A,B,C,D} and Q and R, press return button, LQR
Routine Spits out Kopt- done
(Of course picking Q and R is tricky sometimes but thats another story).
(4) Design is guaranteed optimal in the sense that it minimizes.
J lqr x0 , {u } = xiT Q xi + uiT R ui
i 0
i =0
(Of course that doesnt mean its best in the absolute sense .-)
79
4.5 LQR Problem Statement - Remarks

(5) As vary Q/R Ratio we get whole family of Klqrs, i.e. can Trade-off between state
excursion (Damping) Vs actuator effort (Control)
State
excursions
Jz =
T
i
Achievable
J z1
Qxi
i =0
T
i
C T pCx i
= z iT z i
optimal
Ju =
T
i
Ru i
i=0
J u1
Actuator effort
80
4.6 Optimal Linear Estimation

Our optimal control has the form u opt (k ) = K (k ) xopt (k )
( )
This assumes that we have complete state Information xopt k

-not actually true!.
e.g: in SHO, we might have only a Position sensor but Not a velocity sensor.
How can be obtain good estimates of the velocity state from just observing
the position state?
Furthermore the Sensors may be noisy and the plant itself maybe subject to
outside disturbances (process noise) i.e. we are looking for this:
Process
noise
w(k )
{A,B,C}
Cx (k )
u = K x(x|k1)
Noise
+
K
x( x|k 1)
Amazing box which

Calculates good estimate
Of x(k) from
y(0),y(k-1)
sensor
v (k )
y (k )
81
4.6 Problem Statement :

x (k + 1) = A x (k ) + B w (k )
z (k ) = C x ( x )
y (k ) = C x (k ) + v (k )
Process w(k )
noise
{A,B,C}
z (k )
u = K x(x|k1)
x (x|k 1)
Estimator
sensor
Noise v (k )
y (k )
Assume also x 0 is Random & Gaussian and that x (k ), w(k ) + V (k )

are all mutually Independent for all k.
( )
Find :
x (k|k1)
Optimal estimate of x(k) given y0 ,.., yk 1
Such that mean squared error
x (k ) x (k|k 1 )
]= minimal
2
2
Fact from statistics: x k k 1 = E x(k )
( y0 ,..., yk 1 )]
82
4.6 Kalman Filter

The Kalman filter is an efficient algorithm that computes the new xi +1 i ( the linear-least-mean
( square estimate) of the system state vector xi +1 , given y0 ,..., yi ,by updating the old estimate
xi i 1 and old ~
xi i 1 (error) .
xi i 1
Kalman
Filter
(step i)
(old estimate)
pi i 1
p i i1
(new estimate)
pi +1 i
(new error variance)
(old error variance)
= ~
xi i1
xi +1 i
2
2
yi
(new measurement)
The Kalman Filter produces xi +1 i from xi i 1 ( rather than xi i ), because it tracks the system
dynamics. By the time we compute xi i from xi i 1 , the system state has changed from
xi to xi +1 = Axi + Bwi
83
4.6 Kalman Filter

The Kalman Filter algorithm can be divided in a measurement update and a time update:
Kalman Filter
xi i 1
xi i
Measure.
update
pi i 1
xi +1 i
Time
update
pi i
pi +1 i
yi
Measurement update (M.U.):
(
C (Cp
) (y Cx )
+ V ) Cp
xi i = xi i 1 + p i i 1C T Cp i i 1C T + V
pi i = pi i 1 pi i 1
Time Update (T.U.):
With initial conditions:
T
C
i i 1
i i 1
i i 1
xi + 1 i = Axi i
pi + 1 i = Ap i i AT + BWB T
x0 1 = 0
p0 1 = X 0
84
4.6 Kalman Filter

By pluggin M.U. equations into T.U. equations. One can do both steps at once:
xi +1 i = Axi i
= Axi i 1 + Api i 1C T Cp i i 1C T + V
(
(Cp
xi +1 i = Axi i 1 + Li yi Cxi i 1
where
Li A pi i 1C T
) (y Cx )
1
i i 1
CT +V
i i 1
) )
1
pi +1 i = Api i AT + BWB T
= A pi i 1 pi i 1C T Cp i i 1C T + V
Cp i i 1 AT + BWB T
pi +1 i = Api i AT + BWB T Api i 1C T Cp i i 1C T + V
) (Cp
1
i i 1
Known as discrete time Riccati Equation

1 AT
85
4.6 Picture of Kalman Filter

wi
xi +1
xi
Z 1
zi
zi
A
yi +
vi
Kalman Filter
+
+
xi +1
-
xi
1
Z 1
yi
i 1
i 1
ei
Li
Time varying gain
86
Continued..
4.6 Picture of Kalman Filter

Plant Equations:
xi +1 = Axi + Bui
yi = Cxi + vi
Kalman Filter:
xi +1 i = Axi
i 1
= Cxi
i 1
yi
i 1
+ Li yi yi
i 1
If v=w=0=> Kalman filter can estimate the state precisely in a finite number of steps.
87
4.6 Kalman Filter

Remarks:
(1) Since y i = Cx i + v i and y i i 1 = C x i can write estimator equation as
xi +1 i = A xi
i 1
+ Li C xi + vi C xi
= ( A Li C ) xi
i 1
i 1
+ Li C xi + vi
can combine this with equation for xi +1
xi +1 A
0 xi
x =
x
L
C
A
L
C
i +1 i i
i
i
zi C 0 xi
y =
x
0
C
i i 1
i i 1
B
+
i 1
0
0 wi
1 vi
(2) In practice, the Riccati equation reaches steady state in a few steps. People
Often run with steady-state K.F.i.e
Where
Lss = Apss C T (CPss C T + V)1
pss = Apss AT + BWBT Apss C T (CPss C T + V)1CPss A

88
4.7 LQG Problem

Now we are finally ready to solve the full control problem.
i.e.
Wk
U fb
p(z)
zk
{A,B,C}
+
-
+
H( z)
{Ac ,B c ,C c ,D c }
Given:
Xc
Vk
yk
= Ax + Bu + B w
k +1
k
k
w k
z = Cx
k
k
y = Cx + v
k
k
k
w ,w
= W ,
i j
ij
v ,v
= V
i j
ij
w ,v
=0
i j
w k ,v k both Gaussian
For Gaussian, K.L. gives the absolute best estimate
89
4.7 LQG problem

Separation principle: ( we wont prove)
The separation principle states that the LGQ optimal controller is obtained by:
(1) Using Kalman filter to obtain least squares optimal estimate of the plant state,
i.e.: Let
xc(k) = xk k 1
(2) Feedback estimated LQR- optimal state feedback
u(k) = K
x (k)
LQR c
x
= -K
LQR k k 1
i.e. can treat problems of

- optimal feedback and
- state estimate separately.
90
4.7 Picture of LQG Regulator

Wk
xk +1
+
-
xk
Z 1 1
C
zk
A
Kxk
zk
k 1
yk
vk
K
xk +1
+
+ -
xk
Z 1 1
y k
k 1
k 1
ek
91
4.7 LQG Regulator

x
Plant
LQG Controller
k +1
= A x + ( Bu ) + B w
k
k
w k
z =Cx
k
k
y =Cx +v
k
k
k
k + 1k
= A x
u
k = R + BT SB
k k 1
= K x
+ Bu
+ L y C x
k
k
k
k
k k 1
+ S = AT SA + Q AT SB R + BT SB
1
T
T
L = APC V + CPC
+P
1
T
T
T
T
= APA + BWB APC V + CPC

CPC T
BT SA
92
4.7 Problem Statement (in English)

Want a controller which takes as input noisy measurements, y, and produces as output a
Feedback signal ,u, which will minimize excursions of the regulated plant outputs (if no pole
-zero cancellation, then this is equivalent to minimizing state excursions.)
Also want to achieve regulation with as little actuator effort ,u, as possible.
Problem statement (Mathematically)
Find: Controller
Uk
Controller:
H ( z ) = C zI A
c
c
H( z)
{Ac ,B c ,C c ,D c }
Xc
B +D
c
c
yk
xc (k + 1) = Ac x(k + 1) + Bc y(k )
yc (k ) = Cc xc (k )
Which will minimize the cost
Where
Plant
T
+
J
Ex Q x u R u
LQG
k
k k
k
k
=
xk +1 = Axk + ( Buk ) + Bwwk

zk = C xk
Limit
Rms state Rms actuator

excursions effort
yk = C xk + vk
93
4.7 Problem Statement

Remarks:
(1). Q and R are weigthing matrices that allow trading off of rms u and rms x.
(2) if
Q = C C; > 0 then trade off rms z VS rms u
(3). In the stochastic LQR case, the only difference is that now we dont have complete state
information yi = Cxi + vi we have only noisy observations
i .e cant use full state feedback.
Idea: Could we use estimated state Feedback?
(i.e. -K x )
k k- 1
94
4.7 Problem Statement

(5) We can let Q/R ratio vary and well obtain family of LQG controllers. Can
Plot rms z vs rms u for each one
Trade-Off curves
rms Z
ACHIEVABLE
LQG, Q/R=0.01
Zrms(1)
X other
LQG, Q/R=100
Zrms(2)
Urms(1)
Urms(2)
rms U
So by specifying (1) system model, (2) noise variances, (3) optimally criterion
J LQG , and plotting trade off curve completely specifies limit of performance of
System i. e which combinations of
-good benchmark curve.
(Zrms,Urms) are achievable by any controller

95

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Tutorial on Control Theory

Stefan Simrock, ITER

ICALEPCS, WTC Grenoble, France, Oct. 10-14, 2011

Introduction to feedback control

Matlab / Simulink Tools

Example beam control

determine characteristics or behavior

configure or synthesize closed

Closed loop system

Closed loop control system

Amplitude loop (general form):

Control input U(s)

T(s) = ( 1 + L(s)M(s)) 1 L(s)

It is convenient to derive a transfer function for a circuit with a single operational

Model of Dynamic System

&y&(t ) = Fext = k y (t ) y& (t ) + u (t )

Equation is linear (i.e. no y& like terms).

(t ) = ,(t ) = for all t

Model of Dynamic System

3.Synthesize all other terms using integrators!

2.1 Linear Ordinary Differential Equation (LODE)

y (n ) (t ) + an 1 y (n 1) (t ) + ... + a1 y& (t ) + a0 y (t ) = bm u (m ) (t ) + ... + b1 u& (t ) + b0 u (t )

a0 ,a1 ,...,a n 1 , b0 ,...,bm

Mathematical solution: hopefully you know it

(t) ? Characteristic polynomial

2.1Linear Ordinary Differential Equation (LODE)

y (n) (t ) + a n 1 y (n 1 ) (t ) + ... + a1 y& (t ) + a0 y(t) = bm u ( m ) (t ) + ... + b1 u& (t ) + b0 u (t )

2.2 State Space Equation

Deduce set off first order differential equation in variables

x j (t ) (so-called states of system)

2.2 State Space Equation

2.2 State Space Equation

Where x& (t ) is the time derivative of the vector

System completely described by state space matrixes A, B, C, D ( in the most cases

2.2 State Space Equation

y (n ) (t ) + a n 1 y (n 1 ) (t ) + ... + a1 y& (t ) + a0 y (t ) = bm u (m ) (t ) + ... + b1 u& (t ) + b0 u (t )

with e.g. Control-Canonical Form (case n = 3 ,m = 3 ):

Notation is very compact, But: not unique!!!

2.2 State Space Equation

2.2 State Space Equation

Natural Response + Particular Solution

With the state transition matrix

Matrix A is a nilpotent matrix.

2.3 Cavity Model

U&& + 21 / 2 U& + 02 U = 2 RL 1 / 2 I&g + I&b

2.3 Cavity Model

Neglect small terms in derivatives for U and I

(I& (t ) + iI& (t )) dt << (I (t ) + iI (t )) dt

Envelope equations for real and imaginary component.

2.3 Cavity Model

With system Matrices:

2.3 Cavity Model

2.3 Cavity Model

2.3 Cavity Model

2.4 Masons Rule

( forward path gains )

Forward path: F1: 1 - 10 - 11 - 5 6

Check: all path touch (contain adder between 4 and 5)

2.5 Transfer Function G (s)

Transfer function describes input-output relation of system.

s X (s) x(0) = A X (s ) + B U(s)

Transfer function G (s ) ( pxr ) (case: x(0)=0):

Require arbitrary tweaking