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Module: 9

p
ho
ks
Design of SV and Multi-loop

or
W
Controllers

n
ai
M
T
0K
T. K. Ghoshal
T1

Honorary Emeritus Professor, Electrical Engineering,


CT

Centre for Knowledge Based Systems


Jadavpur University
EI

2014
M
N
Units
Unit 9.1: LSVF for pole positioning-I

p
ho
ks
Unit 9.2: More on LSVF

or
W
n
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M
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0K
T1
CT
EI
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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata


Contents
Pedagogic Perspective

p
ho
Unit Level Discussions

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or
W
Laboratory

n
ai
Student Resources
M
T
0K
Concluding Remarks
T1
CT
EI
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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Contents: Unit 9.2
Constructing accessible State Variables

p
ho
by Observers

ks
Observer Structures

or
Output Feedback with Observer

W
n
Controller for Tracking Problem

ai
M
Integral Action using Augmented State
T
LSVF for LQR 0K
T1
CT
EI
M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Observer based Controller Design
The observer based feedback may also

p
ho
be called as output feed back control as

ks
or
all the state variable are not available for

W
feedback

n
ai
Using the measured output the states are

M
T
estimated using observers. 0K
Of course there are systems using output
T1
CT

feedback and no observers.


EI
M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Defining Observability

p
A system is said to be completely observable if

ho
ks
every state x(t0) can be determined from the

or
observation of y(t) over a finite time interval

W
t0 < t < tf.

n
ai
The system is, therefore, completely

M
T
observable if every transition of the state
0K
eventually affects the output vector.
T1
CT
EI
M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Schematic of LSVF Controller with Observer

p
ho
ks
or
W
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M
T
0K
T1
CT
EI
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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata


Structure of Observer

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ho
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or
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0K
T1
CT
EI
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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata


Observer and Observer design
The first step to construct a so

p
ho
named Full order Observer for a
linear system is to create an exact

ks
replica of the plant dynamics.

or
Obviously the observer would have

W
the same number of state variables
as that for the plant.

n
ai
For each state variable of the plant

M
one can find one (and only one)
corresponding observer state

T
0K variables
If both the plant and this
T1
(incomplete) observer have zero (or
identical ) initial condition and both
CT

the systems are excited by the same


input, each plant state variable and
EI

the corresponding observer variable


M

would have identical value.


N

T10KT, December, 2014 CKBS, Jadavpur University, Kolkata


Observer and Observer design-2
However, any mismatch of initial

p
ho
condition would destroy the

ks
desirable condition that observer

or
state variable would track the

W
plant state variables.

n
If the plant is unstable, the

ai
M
observer would not be able to
track at all, even for a small initial
T
0K condition mismatch.
T1
The remedy is to use feedback to
CT

force any error due to initial


condition to decay to zero in
EI

finite time.
M
N

June 2013 10
T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Observer and Observer design-3
Consider the above structure

p
ho
where the output y of the plant

ks
and the observer output is

or
compared and the error is

W
processed through the gain

n
ai
(matrix) block L and fed back to

M
the input of the observer.

T
0K The differential equation
describing the error dynamics is
T1

shown alongside.
CT
EI
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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Observer and Observer design-4

p
System Model :

ho
x = Ax + Bu

ks
or
Observer Equation :

W
x = Ax + Bu + L( y y )

n
ai
x x = A( x x ) + L(Cx Cx )

M
T
ex = ( A LC )ex 0K
T1
For satisfactory estimation of the observer, the eigen values of
( A LC ) must lie on LHS of s plane
CT
EI
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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Classification of observers

p
ho
Observers or,
Estimators

ks
or
W
n
ai
M
Deterministic Stochastic Disturbance
State Observers State Observer Observers

T
0K
T1
CT

Nonlinear filters:
EI

Observers for
Luenberger Extended Kalman
Nonlinear systems Kalman Filter for
Observer filter
M

Based on Linear Systems


For Linear Systems and sigma point
Lyapunov method
N

filters

T10KT, December, 2014 CKBS, Jadavpur University, Kolkata


Observer and Observer design-5
Eigen values of (A-LC)

p
decides the performance

ho
of the observer.

ks
Eigen values may be

or
relocated by tuning of L

W
A high L does not cost

n
ai
control effort like gain

M
matrix in pole placement
For stability and quick
T
decay a high L may be 0K
chosen provided
T1

Controllability of A, C is
CT

ensured.
EI

It is implied if AT, CT is
M

observable.
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Classification of Observers
Observers can be broadly categorized as

p
ho
Deterministic and Stochastic observer

ks
Luenberger observer for Linear systems are well

or
known among Deterministic observer. Unlike

W
stochastic observer, the measurements are not

n
filtered.

ai
M
Full order observer: Using the available measurement, all
the states are estimated.

T
0K
Reduced order observer: When some of the states are
readily available as measurement only non measurable
T1

states are estimated. Thus the order of the observer is


CT

less than that of the system under observation.


For nonlinear systems observer gains are
EI
M

determined using Lyapunov stability criterion. Gains


N

enforce the estimation error to decay to zero.

T10KT, December, 2014 CKBS, Jadavpur University, Kolkata


Classification of Observers-2
Stochastic observers

p
ho
The measurements used for estimation are often

ks
perturbed with sensor noise. This needs filtering of
measurements.

or
W
Kalman filter is well known for state estimation of
linear systems perturbed with Gaussian noise.

n
ai
Steps for filtering may be obtained from the Bayesian

M
filtering approach.
For nonlinear system concept of Kalman filtering is
T
0K
extended by the concept of Linearization. Extended
Kalman filter and its higher order relatives are from
T1

this family.
CT

The sigma point Kalman filters are also popular


EI

among nonlinear filtering which replace the


M

computation of Jacobian in case of EKF


N

T10KT, December, 2014 CKBS, Jadavpur University, Kolkata


Output Feedback with Observer
In real world problem all the state variable are often not

p
ho
available for measurement

ks
Only some state variables or their linear (may be

or
nonlinear also) functions are available as

W
measurements

n
ai
In that situation the estimated state vector from

M
observer is used as feedback for development of

T
controller 0K
T1
The estimator and controller work in collaboration
CT

Mind also that output feedback control does not always


EI

incorporate an observer
M
N

T10KT, December, 2014 CKBS, Jadavpur University, Kolkata


Controller when all States are Not available for measurement-2

p
Observer poles are

ho
generally chosen faster

ks
or
than plant poles.

W
As observer is just a

n
computer realization,

ai
M
getting fast dynamics is

T
0K usually not a problem.
Closed loop poles = Controller gain matrix may
T1

Observer poles U be chosen considering all


CT

Plant closed loop state variables are


EI

poles available for feedback


M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Controller when all States are Not available for measurement-3

p
A full order observer is

ho
shown but a reduced

ks
order observer would

or
function almost

W
equivalently.

n
ai
The state feedback gain

M
(K) does not alter the

T
0K observer poles, dictated
The plant is by the L-matrix.
T1

assumed to be The above is true if


CT

controllable and actuator and sensor poles


EI

are not neglected in


observable. modelling the plant.
M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Output Feedback-1
If all states are not measurable it is reasonable

p
ho
to chose the feedback as u (t ) = K X (t ) + K r r (t )

ks
Where X is the output of an state observer

or
W

X = AX + Bu + L y CX ( )

n
ai
M
The states of the system are X and X.
T
0K
To analyze the closed loop system, the state
T1

~
variable X and X are replace by X = X X
CT

( )
EI

~
X = AX AX + L CX CX = ( A LC )X
~
M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Output Feedback-2
X = AX + Bu = Ax BKx + BK r r

p
ho
X = AX BK (x ~
x ) + BK r

ks
r

or
X = ( A BK )X + BK~
x + BK r r

W
n
The closed loop system is then governed by

ai
X A BK

M
BK X BK r
~ = ~ + r
X
T
0 A LC X 0
0K
T1

Since the matric on the right hand side is block diagonal,


CT

we find that the characteristic polynomial


EI

of the closed loop system is


M
N

det( sI A + BK ) det( sI A + LC ) = 0
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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Remarks
Notice that the characteristic polynomial is of order 2n

p
ho
and that it can naturally be separated into two factors

ks
The controller has a strong intuitive appeal. It can be

or
thought of as composed of two parts, one state

W
feedback and one observer.

n
ai
The feedback gain K can be computed as if all state

M
variables can be measured.

T
0K
Notice that the controller contains a dynamical model of
T1
the plant. dynamics of the controller is due to the
observer.
CT

This is called the internal model principle.


EI
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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Controller for Tracking Problem
Regulator problems addressed before does not

p
ho
consider any reference input which is important

ks
for command following.

or
W
This is also a significant problem in feedback

n
control which is known as tracking problem or

ai
M
servo problem

T
Two different approaches have been
0K
T1
mentioned here
CT
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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Tracking Problem-1
The general form of the state variable feedback compensator :

p
ho

X = AX + Bu~ + L~y + Mr

ks
or
u = u~ + Nr = KX + Nr

W
n
The compensator design parameters required to implement the command

ai
tracking of the reference input are M and N. When the ref input is

M
scalar, the parameter M is a column vector of order n (system order)
and N is scalar. Here, we consider 2 possibilities of selecting M and N.

T
0K
1. M and N selected so that the estimation error is independent of ref
T1
input
CT

2. M and N selected so that tracking error is used as input to the


compensator
EI

These 2 cases will result in implementation wherein the compensator is


M

in the feedback loop(case1) and in forward path (case2)


N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Tracking Problem-2
u y

p
System Model

ho
C
X = AX + Bu

ks
or
W
r +
N

n
+

ai
M
+
Tracking Problem-1

T
Control Law Observer
0K ~
u~ K X = AX + Bu~ + C~
y + Mr y
T1

X y
CT

C
EI

State variable compensator with a reference


M

input A generalized representation


N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Tracking Problem-2

p
ho
ks
u System Model y

or
r +
N X = AX + Bu C

W
+

n
ai
M
T
Control Law Observer

X = ( A LC )X + Bu + Ly
K
0K
X
T1
CT
EI

State variable compensator with reference input and


M
N

M = BN.
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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Tracking Problem-3
Applying the above condition in the generalized

p
ho
equation we get

ks
~

or

X = X X = AX + Bu AX Bu~ L~
y Mr

W
~ ~ ~ ~

n
X = X X = AX + B (u + Nr ) AX Bu LCX BNr

ai
~

M
X = ( A LC )X
~

( ) T
0K
X X = A X X L~
y
T1


X = AX + Bu + L~
CT

y
EI

where u = KX + Nr
M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Tracking Problem-4

p
Observer Control Law System Model

ho

X = ( A BK LC )X + L( y r ) K X = AX + Bu

ks
or
u

W
r +
y

n
C

ai
M
T
State variable compensator with reference
0K
input and N = 0 and M= -L
T1
CT
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N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Tracking Problem-5
Using the above condition in generalized equation

p
ho

X = AX + Bu + L~
y Lr

ks
or
u = KX

W
n
or,
X = ( A BK LC )X + L( y r )

ai
M
T
u = KX 0K
So, in this control scheme the compensator is in the
T1

forward path while in the previous example it is in


CT

feedback path
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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Integral Action
The objective of feedback is not only to achieve the

p
ho
correct steady-state response to command signals

ks
Feedback also ensures satisfactory performance in

or
face of model uncertainty

W
In case of integral feedback the controller uses an

n
ai
integrator to provide zero steady-state error

M
The basic approach in integral feedback is to create a

T
0K
state within the controller that computes the integral of
T1
the error signal, which is then used as a feedback term
CT

Without the integral action the LSVF controller may be


EI

compared with a PD controller. Integral control makes


M

LSVF controller comparable with PID controller with


N

appropriate choice of state variable.


T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Integral Action - 2
One way to ensure that the output will equal the

p
ho
reference in steady state is to enforce integral action

ks
The integral of the error is introduced with the help of

or
an augmented state xn+1 defined as

W
xn +1 = ( y r )dt xn +1 = y r = Cx r

n
ai
M
Augmented system becomes
T
0K
d x A 0 x B 0
x = C 0 x + 0 u + I r
T1

dt n +1 n +1
CT

The state feedback of the augmented system


EI

x
u = [L LI ]
M

+ Nr u = Lx LI ( y r )dt + Nr
N

xn +1

T10KT, December, 2014 CKBS, Jadavpur University, Kolkata


Integral Action - 2
The closed loop system becomes

p
ho
d x A BL BLI x BN

ks
x = C + r

or
dt n +1 0 xn +1 1

W
n
ai
M
T
0K
T1
CT
EI
M
N

T10KT, December, 2014 CKBS, Jadavpur University, Kolkata


Integral Action - 2
The closed loop system becomes

p
ho
d x A BL BLI x BN

ks
x = C + r

or
dt n +1 0 xn +1 1

W
n
ai
M
T
0K
T1
CT
EI
M
N

T10KT, December, 2014 CKBS, Jadavpur University, Kolkata


Control Law with Disturbance Estimation
The effect of disturbance can be nullified using

p
ho
the estimate of disturbance in control law

ks
The disturbance model plays a significant role

or
W
in disturbance estimation.

n
ai
In general disturbances are characterized by

M
pulse, step, ramp or, sinusoidal signals
T
0K
For disturbance modeled as a step signal
T1

produce controllers with integral action


CT

[Astrom2002]
EI
M
N

T10KT, December, 2014 CKBS, Jadavpur University, Kolkata


Control Law with Disturbance Estimation -2
Following a general approach disturbance is

p
ho
modeled as

ks
= Av

or
W
v = C v

n
Assuming that the disturbances act on the process input the system

ai
M
can be described by
x = Ax + B(u + v )

T
0K
This system can be brought to standard form by introducing the augmented
T1

state z = ( x )
T
CT

A BCv B
z = z + u
EI

0 Av 0
M
N

To eliminate the effect of disturbance, it has to be estimated

T10KT, December, 2014 CKBS, Jadavpur University, Kolkata


Control Law with Disturbance Estimation -3
For disturbance estimation:

p
ho
The system dynamics is presented as

ks
d x A B x B K x
+ u + ( y Cx )

or
=

W
dt v 0 Av v 0 K v

n
where observer gains are K x , K v

ai
Consider u = Lx Lr r ( L is controller gain and r is reference input)

M
T
d x A BL K x C
0K 0 x BLr K x
= + r + y
dt v K vC Av v 0 K v
T1

To eliminate the effect of disturbance,


CT

u = Lx v Lr r
EI
M
N

T10KT, December, 2014 CKBS, Jadavpur University, Kolkata


Control Law with Disturbance Estimation -4
Note that the disturbance state is not

p
ho
controllable as it is not excited by the control

ks
input

or
W
In spite of this the effect of the disturbances on

n
the process can be eliminated

ai
M
In general, the gain related to estimated
T
disturbance should be 1 0K
T1

In the control law, the term related to


CT

disturbance is interpreted as a feed forward


EI

from the estimated disturbances.


M
N

T10KT, December, 2014 CKBS, Jadavpur University, Kolkata


Optimal Control: Linear Quadratic Regulator
The objective of the optimal control is to maximize the return from

p
a dynamic system at minimum cost. Specifically, a control input is

ho
to be found which enable the system states to follow a desired

ks
trajectory that optimizes a performance index or, cost function
( )

or
For the system x = f x, u the performance index can be defined

W
as:
t

n
J = h( x, u ) dt

ai
M
t0

T
Unlike pole placement where the desired performance is achieved
0K
indirectly by relocating the closed loop poles, the optimal control
T1

problem directly addresses the desired performance objectives,


CT

while minimizing the control energy


When the system dynamics is linear and the performance index is
EI

a quadratic function of the states and control input, LQR problem is


M

formulated.
N

T10KT, December, 2014 CKBS, Jadavpur University, Kolkata


Types of Optimal Control Problems
The terminal control problem

p
ho
ks
The minimum-time control problem

or
W
The minimum energy control

n
ai
problem

M
The regulator control problem
T
0K
T1

The tracking control problem


CT
EI
M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
The terminal control problem
This is used to bring the systems as close as

p
ho
possible to a given terminal state within a

ks
given period of time. E.g. an automatic aircraft

or
W
landing system, whereby the optimal control

n
policy will focus on minimizing errors in the

ai
M
state vector at the point of landing

T
0K
T1
CT
EI
M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
The minimum-time control problem
This is used to reach the terminal state in the

p
ho
shortest possible time period. This usually

ks
results in a bang-bang control policy whereby

or
the control is set to umax initially, switching to umin

W
at some specific time. In the case of a car

n
ai
journey, this is the equivalent of the driver

M
keeping his foot flat down on the accelerator for

T
the entire journey, except at the terminal point,
0K
when he brakes as hard as possible
T1
CT
EI
M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
The minimum energy control problem
This is used to transfer the system from an

p
ho
initial state to a final state with minimum

ks
expenditure of control energy. Used in satellite

or
W
control

n
ai
M
T
0K
T1
CT
EI
M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
The regulator control problem
With the system initially displaced from

p
ho
equilibrium, will return the system to the

ks
equilibrium state in such a manner so as to

or
W
minimize a given performance index

n
ai
M
T
0K
T1
CT
EI
M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
The tracking control problem
This is used to cause the state of a system to

p
ho
track as close as possible some desired state

ks
time history in such a manner so as to minimize

or
W
a given performance index. This is the

n
generalization of the regulator control problem.

ai
M
T
0K
T1
CT
EI
M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Choice of Performance Index
Type of PI be selected depends on the nature of the control

p
ho
objective. Consider an example of an autopilot design for the
course keeping of a racing yacht.

ks
Control objective is to minimize the error between desired course

or
W
and the actual course in the presence of disturbance like wind,
waves and current.

n
ai
Since the desired course remains fixed for most of the time, this

M
problem may be considered as an regulator problem

T
The autopilot is tuned to return the vessel on the desired course
0K
within minimum transient period. The objective is to win the race,
T1
i.e., to completing it in the shortest possible time.
CT

END
EI
M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Objectives
Minimizing the distance off-track, or cross-track error,

p
ho
ye(t). Wandering off-track will increase distance traveled

ks
and hence time taken.

or
Minimizing course or heading error, e(t). It is possible

W
to have zero heading error but still be off-track.

n
ai
Minimizing rudder activity, i.e., actual rudder angle (as

M
distinct from desired rudder angle) a(t), and hence

T
0K
minimizing the expenditure of control energy.
T1
Minimizing the forward speed loss, ue(t). As the vessel
yaws as a result of correcting a track or heading error,
CT

there is an increased angle of attack of the total velocity


EI

vector, which results in increased drag and therefore


M
N

increased forward speed loss.


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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Performance Index
A general performance index for the yacht problem can be

p
ho
written as: t 1

J = h( ye (t ), e (t ), ue (t ), e (t )) dt

ks
or
t0

W
If in the racing yacht example the following state and control

n
variables are defined

ai
x1 = ye (t ), x2 = e (t ), x2 = ue (t ), u = e (t )

M
Then, the performance index could be expressed as

T
t1
0K
J = {(q11 x1 + q22 x2 + q33 x3 ) + (r1u )}dt
T1
CT

t0

( )
t1
EI

or, J = Qx T + Ru dt
M
N

t0

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Quadratic Performance Index
If the state and control variables are squared, then the

p
ho
performance index becomes quadratic.

ks
A quadratic performance index for this example,

or
therefore, becomes

W
{( ) ( )}dt
t1

J = q11 x12 + q22 x22 + q33 x32 + r1u 2

n
ai
M
t0

( )
t1

T
J = x T Qx + uT Ru dt
0K
T1
t0

where Q = diag ([q11 q22 q33 ]), R = r1


CT

Q and R are the state and control weighting matrices


EI

and are always square and symmetric. J is a scalar


M

quantity.
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
The Linear Quadratic Regulator
The Linear Quadratic Regulator (LQR) provides

p
ho
an optimal control law for a linear system with a

ks
quadratic performance index.

or
W
Continuous form

n
Discrete form

ai
M
T
0K
T1
CT
EI
M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Continuous form of LQR
Define a functional equation

p
ho
t1

f ( x , t ) = min h( x, u )dt

ks
or
u
t0

W
where, f ( x , t0 ) = f ( x (0 )) and f ( x , t1 ) = 0

n
ai
Recall that x = g ( x (t ), u(t ), t )

M
T
0K
The Hamilton-Jacobi equation may be
T1

expressed as
CT

f f
T

EI

= min h( x, u ) + g ( x, u )
M

t u
x
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Continuous LQR for Linear Time-Invariant Systems
The state equation becomes for linear system

p
ho
x = Ax + Bu

ks
or
W
If the performance index becomes quadratic,

n
( )
t1

ai
J = x T Qx + uT Ru dt

M
t0

T
By substituting in the Hamilton-Jacobi equation, we
0K
have,
T1


CT

f f
T

= min x Qx + u Ru + ( Ax + Bu )
T T
EI

t u
x
M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Optimum Control Law
Let us assume as a square and symmetric matrix

p
ho
and consider
f ( x , t ) = x T Px

ks
or
f T P f

W
=x x and = 2 Px
t t x

n
ai
M
f
T

= 2 xT P
T
x
0K
T1

By substituting these expressions in the Hamilton-


CT

Jacobi equation, we have,


EI

P
[
x = min x T Qx + uT Ru + 2 x T P ( Ax + Bu ) ]
M

T
x
t
N

52
T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Optimum Control Law
To minimize u from the above equation, we have,

p
ho
P
[
x = min x T Qx + uT Ru + 2 x T P ( Ax + Bu ) ]

ks
T
x

or
t u

W
n
This equation can be re-arranged to give the optimal

ai
T f t [ ] = 2u

M
control law
x T T
R + 2 x PB = 0
T
u 0K
T1

uopt = R 1 B T Px
CT

or ,
EI
M

1
uopt = Kx where K = R B P T
N

53
T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Matrix Riccati Equation
Substituting uopt back into the Hamiltonian-

p
ho
Jacobi equation, we have,

ks
or
P
[ ]

W
1 T
x T
x = x Q + 2 PA PBR B P x
T

n
ai
( )
M
Since, 2 x PAx = x A P + PA x
T T T

T
P = PA AT P Q + PBR 1 B T P
0K
T1
CT

This nonlinear differential equation is known as


EI

the Matrix Riccati Equation


M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Solution of the Matrix Riccati Equation
The Matrix Riccati equation presented before belongs

p
ho
to the class of nonlinear differential equation. The

ks
solution of the Riccati equation can be obtained

or
computing the coefficient of P(t) by integration in

W
reverse time starting with the boundary condition

n
ai
x T (t )P (t ) x (t ) = 0

M
T
In the work of Kalman it is reported that as the
0K
integration in reverse time proceeds, the solution of P(t)
T1

converges to constant values.


CT

Hence the soultion of Riccati Equation becomes


EI
M

AT P + PA + Q PBR 1 B T P = 0
N

55
T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Example
The regulator shown in figure contains a plant described by

p
ho
0 1 0
x = x + u

ks
1 2 1

or
y = (1 0 )x

W
The performance index of the regulator is

n
ai

2 0
J = x T x + u 2 dt

M
0 0 1

T
0K
Determine the Riccati Matrix, Feedback Gain Matrix
T1
and closed loop poles
CT

u y
r=0
x = Ax + Bu C
EI
M

K
N

56
T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Solution-1
0 1 0 2 0

p
Given, A = ; B = ; Q = ; R = 1

ho
1 2 1 0 1

ks
or
The Matrix Riccati Equation :

W
AT P + PA + Q PBR 1 B T P = 0

n
ai
p11 p12
Assume, P =

M
p12 p22

T
0K T
p12 p11 2 p12 p12 p11 2 p12
T1
PA = & A P =
T

p22 p12 2 p22 p22 p12 2 p22
CT

p11 p12 0 0 p11 p12 p122 p12 p22


EI

1 T
PBR B P = =
p22
M

2
p12 p22 0 1 p12 p22 p12 p22
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Solution-2
Thus, the Matrix Riccati Equation becomes

p
ho
p12 p22 p12 p11 2 p12 2 0 p122 p12 p22
+ + =0
p22

ks
p11 2 p12 p12 2 p22 p22p12 2 p22 0 1 p12 p22 2

or
2 2 p12 p122 p11 2 p12 p22 p12 p22

W
=0
p11 2 p12 p22 p12 p22 p12 2 p22 + 1 p22
2

n
ai
Equating the elements of the matrix LHS with that of the RHS

M
we get the follwing equation :

T
2 2 p12 p122 = 0 0K
p11 2 p12 p22 p12 p22 = 0
T1

p12 2 p22 + 1 p22


2
=0
CT

Solving we get, p12 = 0.732 (neglect 2.732),


EI

p22 = 0.542(neglect 4.542),


M
N

p11 = 2.403

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Solution-3.
Hence the Riccati matrix is

p
ho
2.403 0.732

ks
P =

or
0.732 0.542

W
n
The state feedback Gain matrix is

ai
M
T
0K
T1

2.403 0.732
K = R B P = 1(0 1)
1 T
= (0.732 0.542 )
CT

0.732 0.542
EI
M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Solution-4
The closed loop poles are given by

p
ho
sI A + BK = 0

ks
or
s 0 0 1 0

W
+ (0.732 0.542 ) = 0

n
0 s 1 2 1

ai
M
s 1
T
=0 0K
1.732 s + 2.542
T1

s1, 2 = 1.271 j 0.341


CT
EI
M
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
Riccati matrix for a 2nd order system
For a 2nd order system, where Q is diagonal

p
ho
matrix and R is a scalar quantity the elements

ks
of Riccati matrix P are

or
W
2
r q b
p12 = p21 = 2 a21 a21 + 11 2

n
2

b2 r

ai
M
(2 p12 + q22 )
T
r 0K
p22 = 2 a22 a22 +
2


T1

b2 r
CT

1
r
EI

p11 = 2 p12 p22 p22 a21 p12 a22


M

b2
N

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T10KT, December, 2014 CKBS, Jadavpur University, Kolkata
p
ho
ks
Thank you

or
W
for

n
ai
M
Your kind Attention 0K
T
T1
CT
EI
M
N

62
T10KT, December, 2014 CKBS, Jadavpur University, Kolkata

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