24/05

Once set the scheme have to and ⇐

we've
,
we
design E .

Independently from how we design Earl I ,

what we said

yesterday is
absolutely general .

E If Bee → B AVAILABLE noise

- -

= t " ST .

I
To design E 're the separation principle that the
,
we
bring assuming
the controller from the observer
design of is
uncoupled .

⇐ ?

① POLE PLACEMENT

Mpp
Tm

Re
By placing the poles properly I could get
⇒ ,

the closed-loop behaviour I desire .

wk I
-

×
NOT COMPLETELY TRUE .

There also
zeros
are

.
I want not d
Maybe
.

Oo place poles near Im We're The position of the

assuming
( too lightly duped ) .

poles is more important f not always

true )

In general we want to
position
our poles in the available
region .

How from the model I the the

,
starting ,
can move poles in

closed loop
?
positions
-

The higher the distance of poles from the open -loop position .
the
control !
HIGHER the
effort
↳ I want the poles .o
not Oo far
 open
-

loop poles → det HI

At - =
0

closed loop poles → det f SI AI = 0 where Ac -

-

E-EE

If we want to write the characteristic polynomial :

'
5-
"
a Of pi
s 't des pi pi
t t
OL tan →
-

,
.
. .
.

. . .

, ,

" "
Sn

tanto
't ai s t
pi pi -
t
a s a , .
. .

, ,
. . .

pin
i
DESIRED POLES

This not until Know

is Known we
€ for c. L .

From the poles reconstruct One characteristic

we can
polynomial
:

pi pi Ispills pil Is pi ) 0 ⇒ snta.sn it -0

-

pi
=
tan
-
-

o
- -
-

. . .
. .
.

.
. . .

Fg
):
ft
"

Having G as
E-
→
I compute the char .

pdignomial
with as parameters and then I
g .
.
.

.gr impose

aifg . .

Ri ⇒ System guys
of" A equations in n' unknowns
gi

PROBLEMS :

1) Not WELL POSED : n for n

'
unknowns
egns
-

it
21 Usually is a
NON-LINEARSYSTt.rs

EXAMPLE i S ISO

n -
-

thou
III
-
-

age
-
Here the well
!
u
problem is posed
- - -

THE POLE PLACEMENT GIVES A SINGLE SOLUTION JUST FOR A SINGLE

INPUT SYSTEM .

Let's imagine
to here
! Asf
ku .
48
!
 Let's multiply bug :

" is

!
. ⇒ as
I

:÷÷÷÷÷÷÷÷÷
ai
Ic has the same structure of ¥ but with aitgi instead of ai

in the last row

So . . .

f Bass
.

GUNA FORMULA )
fait gil ALL
di
gi
t
⇒ di T DETERMINED
gi
= =
ai
-

This formula is valid just for I having this particular structure but ,

we can introduce a
transformation b
proper
.

" " " " FORM

FIRST
.

COMANION or cont I

Let's start from a

general model :
I single input )

I =
A e t
Hu
fmsiongdar

STATE TRANSFORM .
TON →
I =
IX ,

on¥
N .
B .
I CAN MOVE MY POLES Wherever I WANT MY SISTER IS
CONTROLLABLE
.

With the transformation

E- IEIi I t
Iko u

E -
Has the same poles but it's in the th! form ⇒

⇒
I can now use One BASS -

Curt FORMULA

We design Io
matrix ⇒ e
IE IIe
-

a
- -

= -

E-II
"

E- Ibn -

Abn . . .
A' bn I

EE
'

f see Claudio ⇒
I -

"

E. 15 is .
.
.
A' hit .
-

IE
 An - r An -
2 .
.
-
As I

I =
ane any . . .
I 0

0
: : : :

a I 0
,
. . .

0 0
I
. . .

What about MULTIPLE CONTROL INPUTS ?

In general ,

Ai
i
at fg , ,
g ,
. . .

gm )
→ NO UNIQUE solution I More gains
them poles )

This could be considered an issue .

The most trivial solution would
be set In
'
MI to 0 A Goos IDEA
gains
-
→ Not .

Instead of at this problem it could be

looking as a
, an

advantage → MORE FREEDOM .

the could do else !

Along pole placement we
something

Just to mention in MATLAB the pole placement is

one ,
technique
called with
place .

With more than n control inputs .

MATTAB places the poles and
minimized the sensitivity of the toexternal perturbations
system

NOTE :
place can 't be used with coincident poles .
 Observer

the
The dynamic of observer can be reconstructed by
the
dynamics
of the error .

ee ± I E ft E Is
-

- -
.

Since there's with E the placement should

duality
Oke pole techniques
,

work for
even I .

The aim is Oo here a

asymptotically ¥ stable
system .

the IA EEYI I want to

By prescribing poles of -

get a
proper
behaviour of the error .

But the not dual L column

is
perfectly G
'
o

problem
-

row .

,
.

If I take the transpose ,

the POLES are the SAME :

At

pots
Es
CEE ⇒ PERFECT DUALITY I
place f AI EJ )
-

,
.

We'd like to
put observer poles .
.
.

where
?
desired poles

Of course
,
in the left plane .

We said We want the error to

converge fast ,
but how fast
?

To have a
proper
behaviour .
One observer poles should be
faster them the CL of the
poles system .

B x X -

a POLES

D x A -

OBS POLES

s x

D X

But do I hare a limitation on

how
far they could be ?

For a have limitation also in needs

we a
strong power .
For the observer the limitation terms
is in of noise :
placing
the dos too that it sensible to
far means is
high frequency
noise .

Therefore ,
it has to be fast to
properly
reconstruct the state .
,

but not Ooo fast to avoid reconstruction

a
noisy .

Even with a small amount of noise file .

good sensors )
,
the noise

is multiplied by L !

FAST POLES t LARGE L →

More NOISE fnb
y
is the input of
/
.
.

the observer

I
the MEASURED

LAST REMARK : As we can

introduce a
poles ④ here we want provided
the system is CONTROL
LAIBLE

We can place the obs poles provided that

everywhere
.

the system is OBSERVABLE

We could have
systems with uncontrollable part → the state is not
obtainable leioimatabk from the
output y .

ie .

":!! :
how
observable
can

?
I cheek if a system is

OBSERVABILITY MATRIX

⑤ = similar to
E but involves
Egad # =
fnjnlxn
µ!q¥¥
OBSERVABLE ⇐ rank (E) = N
.
'

Ey AI

How much is it observable ?

Can we substitute this condition with something

else ?
② OPTIMAL CONTROL

Why ? →
Became
of 3 limitation of the POLE PLACEMENT METHOD .

:
We look at the not to what reality f control
3) just poles .
happens in

effort and noise )

Control

IDEA I want to find control action Nat

good
:
guarantees
a

without too much control There could be

performances effort .
an

optimal solution Wrt the constraint .

Let's introduce a cost function J .

It should measure
"

good perform
"

without too much control effort .

J =

I VI
d
⇒

IFE
⇐
t
IT #ve
b
) dt I -
-

performance variable

control
performance Kernel matrix
W=w=

It is a
quadratic form .

The
integral there became I want that Oo be optimal
is
quantity
could to from
to
from now on .
In theory ,
I want minimize J

to tf arbitrarily . With no we speak abort an infinite horizon ,

we don't

use a tf become we want to STABILIZE our

system I must be
asymptotically
stable forever .

Why W and HE ? Became

.
probably ,
I kae different weights to

give

He
.

:L
:O
fi www.adf :'t
I -
-

.
. -

wat .

stymmetric
the
:
they weigh same
quantity .
 The matrices are :

D
VI. iz
.

-
VIE ,
Huo -
-

VII I sxnrttrkl

2) V=Vzze0

Eh ⑦0

3) Usually they are DIAGONAL

How Oo select the ?

weights

Since we want Oo
find mint ,
it will not depend from
the factor Therefore what to
multiplying a .

,
is
important is

relatively select Wi ,
to Wu to Wvu .
,
to Wwi .

3 des .
performance :

① Different for
weights -2

② Different weights for I a

wit J
I fotfEVV.az

tfpftttuuuldt
③ Different to
for
-

weights E ⇒
e
-

in

to
small →
available f ?) For 'll the
p
more in
power convenience we see

( solutions )
for identical actuators # we ¥
Usually ,
.

Something is the state vector ± It is included into the

missing
:
.

performance I '

I
Ez
PERFORMANCE EQUATION :
I =

R=
€
to I M

loft
.

Replacing J
I EI khz Eze t et VIwel dt
-

From this form ,

we can derive a solution .

matrix of the state

"
I is the "

weighting .

We VV±z → We use
performance 's
equation → we derive
I We
assign
.

don't impose Q exceptin simple cares

very
.
 It's possible to write :

I =
€ z
I
t
D= Eu I

In this care
.

E- I EE± t2±tEEV¥EzouteifWwtEEo¥z euleldt

I
- -
£ Herin why we
E →

✓ introduced A
Weights the cross product
between I and I

GENERAL form : J -
-

If ! T¥ ! I
¥11
.
dt

We can
choose to model the system such that Izu is not present or

also we can transform it into an

equivalent cost function .

Of course ,
Ohne 's

a MATLAB function for all of this .

So let's consider the case :

*
. I :fl¥ at

Problem :
left : J =

'nJ
my
f stabilizing problem
)

Other Than I ,
i want I to be Of
→
TRACKING PROBLEM AGAIN .

SOLUTION → NO PROOF

Our problem is E- Aet But

/
:

I =
to

Which is the soda that I →

Q
?
does not mean
"
analytical
"

'
It can be shown that there's a closed form solution

E-
-

Ee I assumption ) →
Introducing this assumption
I can find
 ✓ r

E- E 'RE
I ↳ How the control
The higher
enters into the
the weight
The lower the system
g
.

system
)
is
fourlimited

( SMALL G # SMALL CONTROL ACTION )

E
the solution of the
is
equation
:

IIE
EET
t
E -

EEE
BEE -
-

0 → RKCATI 's EQUATION

fsimilm
but
different from
lqyaqm.is )
.
very

P is
=
affected by :

•
As : our model

E :
weights of the state

Eu how the enters

input
•

The equation is nonlinear but can be

numerically solved .

It is :

E- It P Matti 's MINX

-
.

Ee 0
f usually I 01
•
>

Ona we've introduced the

weights and the performance everything fimdudimg poles )
.

solved
is
automatically by a computer .
 28/05

Last friday we introduced the cost function J and , starting

of obtained
.

from a
definition in terms
performance ,
we :

"

J -

I/o Iet Q x t ut R u ) It →
problem : ut : J -

.mJ
my

We showed that the solution is state feedback

already a

controller :

'

BE p
'

G R
-

P =
SOLUTION Of RICHT 'S EQUATION .

Of course this P is obtained from a

numerical solution
,

I MATLAB linear
in : Lar
, quadratic regulator ) .

It be that this solution

can
proved is a
stabilizing
solution f which is )
unique
.

P G
bmigu
→
unique

P is
positive definite and
symmetric .
Moreover
,
we have

solution at
corresponding an
infinite
gain margin
and
very pod
ROBUSTNESS
phase
margin
→ .

This true
is
only if we can feed directly
the state ,

↳ those
otherwise
,
properties are lost !

If we here a
problem
with an S matrix .
the solution
more complex but we recombine ourselves To the
is can
general
care .

I I fish
) at
-
-

If we consider the transformation

 x -
-

{ → Must BE NON .

shown Af usual )
us I + on

We get

a-
iii. Eoff. HEHE . Ill :L at =

TRT

stir )
'

fats
-

I I de
-

I
-

Stt RT 0 I and its

By transpose
=
so is ⇒
imposing
now

I
⇒ T= -
Ri ST ⇒

⇒ a
zloty lasts :p off
-f¥5tsArt I
at

a-
It'd Tell at

I Kore a new model

is Ax t Bou → I -
-

A It But I t Buf -0

→ I . -

'T
ABoris I -1
But
A

The associated solution is :

on .

.
-
Ee
E F F solution the
R ipso where is the
of Rinaldi 's
-

equation in the
fl system .
 '

Let s consider a situation where our

system which is

disturbed by a random disturbance .

ri =
Art Buu
t Bd d

Can I use the same approach

? →

In particular ,
let's consider a condition Where d .

Writ 't Noise

I became transform Ok system in white noise

we
alway
a
on
-

disturbed padded .

Since One is excited random noise also One

system by a ,

will he a random
response process .

We can use a statistical approach

:

J= Elztvvzzz t ut Khuu ) -
-

Ef # Q x t ut Ru )

In terms of solution One the

problem is
always same :
,

I
"

u . -ox G -
-

R But P P -
-

Riccati A a But
, ,

Problem the state

:
reconstructing .

the described
The
dynamic of observer is as .

a- - GI e- =
I A Kyle
-

poles (e) E LEFT PLANE -

Proper behaviour

I want Oo the approach

also for the observer
use
minimization
( remember the limitation of pole placement )
!

Let's see if ,
with a
proper
framework .
we car reduce
the effect of the noise .

is Ax t Bout Bdd

NOISE -
RANDOM PROBLEM → STOCHASTIC FRAMEWORK
 To One observer I need to here also the
output
deign .
egn
.

Let's consider a
problem without the D matrix :

Eye
①
f-
due to could
t →
noise .

II. n
.
he in general Cn .

n )

The noise is white noise I One ? No but transform

always
a we can
again , ,
.

with filters )
shaping .

What is the fx of there the of the obs ?

quantity on
design

ix. Ae But
Ly
t

It
I A
feel Av
is i Ax t Bout Bdd Lcyx Ln =
- .
-

=
-
-

=
fA - A -

Ky Aer
I Bu -
B) i t
Bdd -
Ln

= 0
=
of

How the disturbance

We affects the system
get :

d
d
e' =

fA -

Kyle t Bid -

Ln =
IA Leg )
-

e t I Bd -
L ] I )
n

1
In order to have an optimal Can be
designed I
could
condition find that You
,
we can I by such one
also here
minimizing something managed of error
an
is on us .

What we want to minimize ? no

The ovmplificaticn
Reconstruct
Error e

J -
-
E Iet Wee e ] →
If I minimize J ,
I minimize the
rec .
error .

Typically falways ) ,
Wee - I became we want to minimize all
the error .
no different relative weights
!

So
,
J -
-

fete
E ]
SECOND REHAK

The fete ) ?
physical meaning of E ⇒

Let's what when the TRACE

see happens minimiting

(Trace f scalar ) -
scaler ) ⇒ J=
=THE ])
fete funeral -
-

Eftrfeiel)
prop :
Trl t.rs/--Tr/B.AI ⇒
Ji

EITrf.ee/J--EfTr/eteD-.-TrloeelMlNlMtwoEfete
) means
minimizing the VAN Arik of the reconstruction
error

↳ We search for a minimum Variance solution .

'd
3 remark .

Providing is an stake →
asyrp
e
.

( A Ley )
-

red tree IA -

Igf tIBD -

L
) ( ? ) I 711=0
( LYAPUNOV EQW since we fore white noises )

| ? ) .
-

! -
-

Own )
ftp.auvinoeeenoenrl-fwdod
.

I
I Ext noise is
Intensity unvbkd
not
MINCES of white typically
to sensor noise
Moises
The represents the constraint of the
Lyapunov equations
minimization .

J-trlreettplfA-kylreetreefA-kyftBDVVddBITLWn.LI/
Lagrange multiplier

The derivative the solutions

give
:

{¥
"
= " ° " " ° " ↳ " " "
^
" " " " " ^
" " "
"
"

fconstm.int/LYapfoee
d=0
L )
,

Is (
'

Proof ) L
0 No
oeicjvvnn
-

" IDUAUSMI
his pl ginny

By substituting oei from f) to 131 we obtain a Rival 's

equation in Tee

Are : tree
'
Att Bd Wdd BF
-

red Cgt Wii Cy tree =

0
I But

This is called OPTIMAL OBSERVER

(STEADY STATE KALMAN FILTER )

W

A dynamical system capable of estimating the state by

the the reconstruction
minimizing Variance
of errors .

There are two parameters that can be used to tune it :

f
If Wan L
Wydad
be

Qp
is
small can
large
→

)
.

.
We met finished yet
'
re .

What said done to the

we today is
actually by referring
separation principle

NOTE :
LQO Design state
a

feedback control u=
-
Ci

where Cr -0 LQR I -
FA -

Ky ) It Buu t
Ly
L → KALMW MITER

Thanks to the he design

separation principle ,
we separate .

Know Ohat it deem 't work model

Actually ,
we since our is

not perfect .

Which are the Implications ?

What happens if ,
instead of A
,
we hare another matrix ?

the be in
Mathematically , uncertainty can
expressed ,
some cases
,

as

A AA We could our obslumtrdles to take into accent

design
t →

DA f ROBUST Desron
,
another chapter ) .

Our
dynamics is
aproned by :

is IATSA ) xx Buu

GI THE CONTROL WILL

u = -
=
-

Gfx -

e ) =
-

Gx t Ge →
FEEDBACK X AND

AN ERROR

Our G is
designed on A .

What abort the observer ?

e' = I -
in =
I A TSAI t Bou
-

A feel -

Bu -

Lcyx ⇒
 A A-
;D
I
⇒ et FA
Lcgtbalx ( Bo "
- -

D= Bu

My design process AIDA armed A

only .
A' =
A -

Ky

So . . .

e. =
fA ①

le
-

Lcylet
↳ RESIDUAL TEN

This residual is coupled :

" :D
( At DA Bob )

:
Bob

ii.
i t "

felt
e
-
=

⇒
:L
raise a
.

. .

STRICTLY SPEAKING .
THE DESIGN CAN NOT BE PERFUMED
SEPARATELY ANYMORE .

We Keep the separation principle but we here to if

using ,

the uncertainties does not Ooo

far
push our
design .

The same is valid for uncertainties on C

,
B . . .
:
THE

SEPARATION PRRNCIPLE IS NOT STRICTLY VALID

.
 29/05

Discussion on the separation principle

Effect of neglected dynamics .

x. = Ax t Buu MODEL

Let's
suppose
we think that some
dynamics f ie .

flexibility ) are

neglect during
One
design of the controller .

We want to evaluate the effect of the

dynamics we

neglected .

if i
Ar .
t.pt Bev
W

Residual rector of the

neglected dynamics .

Of course ,
the neglected dynamics is influenced by U .

As we can see
.
the Two
equations are
not coupled .

*it : ethno
NB .
The problem can be Written in this decoupled form only if
The here ban derived in Net Givin
dynamics a
proper
way
→ .

i. e .
Cantilever beam

:/
!
#
-

x
-

19g er ironer omen roses

-

µ÷
.

to time g.)
we He A-
.
.
.

a . .
i
.
-

Binford
0 ,

Far complicated situations lie motion

more .

rigid body .

they
are

coupled
! →
off -

diag .
terms → We can use another modal
representation
So our representation is valid always that here applied
providing we

the
proper
transformation .

= x.Axt Buu
its Afxr .
t Br .
U

restricted considered
Since we our analysis To the
dynamics only ,

GI
kg
y
.
-

Cgt t Cf XF v. .
-

-
-

Gx .

Ge

← of
EFFECT neglected dynamics .

in But
Ari Ly
-
t

reconstruction will
-

re error be :

.
.
i.
e =
X -
X

e. I I Ax Buu Afx Bu Lcfxr

) LG
=
-
=
- -

e
-

x
-

- -
:

=
A et FA
-

A -

Lcylx t fBuB) -

u - LCE He

¥1 I f AS
If ADDITION A . QUANTITY FORCING TEM )

=
fA
-

Kyle -

Lcrxr

DVNANCS Of SYSTEM I =
fA -
Bu G) x t Bu be

Dynamics of ERROR { e- i

ft .

Kyle
.

Lc . xr

DYNANCS OF RESIDUAL for =

Are Xp -

Bro ×
t Br Ge

In material form

:* .lt
"

⇐in :÷÷÷÷÷i÷:L
Since the matrix is not block -

diagonal
→
FULL COUPLING
-

It's mob true

anymore
that One 97¥ poles are met

influenced by poles .
 §
¥
&*I
is
A
$
X = C. L . POLES
f SEP .
PRINCIPLE)

obs poles
.

As ftp.PNNCIMEI

a
a
× .

O = residual poles I eighth)

→
ACTUAL LOCATION Of POLES

moved )
they

Part of the to One controller fry into Oke RESIDUAL

energy given goes
.

There is a
&Pik0V f CONTROL SPILLOVER -

Br G )

We can also here an observation spillover I Lcr ) .

Since Oke ideal is net possible want there effect

case . we
just
to be as small as possible .

The spillover depends

L and G could both reduce and
on
they
i :
,

amplify
the
.
spillover effect .

It can
be dangerous .
The residual mode could move towards the

Im axis and overcome

it → unstable .

Large L → more residual dynamics .

WE HAVE TO CHECK .

I It 's fine → ALL GOOD

2) Not fine → al Relax performances IG and L ) Keeping design .

to controller into account One

b)
Try design our Takuro

spillover effect
c) Replace the model with a new model with additional
dynamics .
LQR →
Gives G in the state feedback controller .

How to select Oke matrices

weight .

As first attempt could select matrices Oo

a we
.
diagonal give
different weight to the performances and input .

J=
If !IEWzzz t ut Wvu U) dt

To select the numbers values and

,
we can
identify Max for z u

fic Max value of the Oo the controller )

.

energy given

Wzz -
-

diag 12¥ War I

We said that solution of the

our LQR is
capable stabilizing system .

We could hare the requirement that our CL poles here a

stability value a to be Ohat One location of the

.

prescribed
-

.
sure

poles would not move boo close to Im due Oo

spillover .

To Oke
prescribe stability margin .
.
.

Let's start from the cost function in terms of state .

( QUAD
4

Ji I heart i
Rut

.ee?atdt--ffot./eatxIQeedtteatuIEo.e-tldt
We
h

penali.ie the
cost fan with an etatfern

=
ftrunsfuml =

I ItQ It ITEIIdt →
WHICH SYSTEM is

?
ASSOCIATED TO I and on

Let's write One of I and i !

dynamics
't
!
shift
-

I Bok
At#
't
't
.
Ije t neat x ⇒ -
-

eat t eat tae

Idle t

+ eat Eve ⇒ Is LET

INE t
Bu I
\
 It's like we shifted the Im axis to -

a ⇒ the design
will provide a
poles
at the left of This new Iii axis

µ
.

L Im
WE IMPOSED A
PRESCRIBED STABILITY f -
-

Let's consider the actual of the system To be the

dynamics
standard
.

one .

A-
Ades
ACTUAL : I = A x t Buu B
DESIRED :
I =
X → i.e .
different dumping on a CL BEAM

A-
ftp.ls.w ) ,
→ desired
1%
Lgu , .
)

We can set our performance to difference

the from the deiced dynamics
Oo the real one

IMPLICIT
z = A x t Bub -

Ades x =
fA -

AdasI x t
Bu U MODEL

↳ Minniti
FOLLOWING

Uncertainties

Can we introduce some information on uncertainties in the cost function ?

Jeff ! Qx t ut Rut

uncertain of
f parameter my system
the
of the system
Changing a changes dynamics .

a I SENSITIVITY Of SOLUTION TO VARIATIONS of A .

 '

I Ru I Fat Waa IFI ) Idt about the

-

J ax What
fo
'
to t →
-

- solution ?

k
T penalize One
rensibivitg f
of my solution Wrt a We should transform .

Writing the dynamics :

qftafoyfyswseomfngbny-ottfoesp.FM
i Axt Buu to
apply
=

coherent with the

f infinite horizon the transient .

=
foil
fat x +
Agfa +
qdgu.am
↳ Why
not
Buff ?

ffa -
-

iftar
A -

Aiff u -0 I can recover the cost function

S matrix
with a new Q and R Plus an

FINAL REM-NV.si The FI are

performed wit to the NOMINAL VALVE of
a

( SENSHI Vnv
Fatten )
. QR