Chemical Engineering Science. Vol. 45, No. 12, pp. 35053524, 19% CMXE-2509190 $3.00 + 0.

00
Printed in Great Britain. 0 1990 Rrgamon Press plc

IMPROVING DYNAMIC OPERABILITY IN MIMO SYSTEMS

WITH TIME DELAYS

POLYCARPOS PSARRIS and CHRISTODOULOS A. FLOUDAS’

Department of Chemical Engineering, Princeton University, Princeton, NJ 085445263, U.S.A.

(First received 22 January 1990; accepted in revised form 26 March 1990)

Abstract-Time delays often dominate the process dynamics and limit the dynamic operability of the plant.
The assessment of their effect has been investigated and has been quantified by upper bounds (unachievable)
and lower bounds (achievable). Since existing delay compensators can perform only to the limits imposed
by these measures, the problem of identifying the effects of time delays and developing strategies for
reducing their impact on the control system performance has become very important. A rigorous
approach for the study of these issues is introduced. Within the framework of mixed-integer linear
programming, the suggested methodology provides the position of the delays that should be. increased, as
well as their new magnitude necessary to accomplish improved closed-loop performance. The optimum
lower bounds when dynamic decoupling is required are identified. As a result of the modified process, the
performance of existing multi-delay compensators can be improved and driven to the optimum lower bound
for dynamic decoupling of the system.

1. INTRODUCIlON With these measurements in hand, two main ap-

Time delays are an inherent of many
characteristic
chemical processes. Sources of time delays are trans-
portation lags due to flow of materials (e.g. in the
piping of a heat exchanger network distributed in the
plant) and measurement lags (e.g. composition ana-
lysis of the overhead product of a distillation column
from a chromatographer). In addition, it is common
practice that higher-order dynamics be approximated
by a lower-order model multiplied by a time delay.
In SISO systems the effect of the time delay in the
closed-loop performance of the plant is proportional
to the magnitude of the delay. Therefore, when the
delay dominates the process dynamics, every effort
should be made by the designer to decrease it, if
possible.
In MIMO systems the effect of time delays in the
closed-loop performance of the plant is not so appar-
ent. It is the relative magnitude and the distribution of
the delays in the elements of the transfer function
matrix of the system that determine the effect of the
delays in the closed-loop performance. Therefore,
even for systems of small dimension it is difficult to
identify the delays that limit the performance of the
system and how should these delays be modified to
result in a process with improved response.
To overcome these problems, Holt and Morari
(1985) and Perkins and Wong (1985) proposed con-
trollability measures for systems modeled by time
delays. Carvallo et al. (1988) addressed the minimum
time optimal control problem. The proposed meas-
ures enable the control engineer to evaluate the per-
formance of alternative designs and quantify the lim-
itations the delays impose in the performance of the
control system.
‘Author to whom correspondence should be addressed.
3505
proaches have been proposed so as to enhance the
closed-loop response:
(1) introduction of a time delay compensator in the
classical feedback loop,
(2) modification of the design to result in one that
features improved performance.
A lot of work has been dane in the first approach.
In the SISO case the pioneering work of Smith (1957)
known as the Smith predictor is the classical delay
compensation scheme. Since then a number of au-
thors have modified and extended the Smith pre-
dictor. A review can be found in Jerome and Ray
(1986). The first work to extend the Smith predictor to
MIMO systems appeared in Alevisakis and Seborg
(1973) for systems modeled by a single time delay.
Ogunnaike and Ray (1979) and Jerome and Ray
(1986) generalized this extension further and proposed
compensation schemes for systems modeled by mul-
tiple time delays. Other delay compensation schemes
include the inferential controller of Brosilow (1976)
and the internal model control structure of Garcia
and Morari (1985).
In the second approach very little work has ap-
peared in the literature. Holt and Morari (1985)
pointed out that decreasing or increasing the time
delays in the transfer function matrix of the system
may or may not result in improved performance.
Varying the location and the magnitude of the delays
in the transfer function matrix, they showed that an
improved decoupled response of the system can be
achieved. They did not provide though any guidelines
for identifying the delays and the magnitude by which
they should be altered to result in a design that
features improved response.
3506 POLYCARWSPSARRIS
and CHRISTOWULOSA. FLOUDAS
It should be noted that it is not always possible to
decrease time delays in a process but in certain cases it
is possible to increase them. Therefore one should
investigate a strategy for locating the delays that
should be increased in order to come up with a design
with enhanced dynamic operability. Along these lines
is the work of Shamugathasan and Johnson (1988).
who proposed an algorithm to handle this problem.
Although this algorithm leads to an improved design,
it requires inversion of the transfer function matrix,
and is unable to identify all the achievable upper
bounds in the performance of the outputs since it fixes
certain elements of the transfer function matrix. Fur-
thermore, it may suggest unnecessary increases in the
delays.
In this paper a rigorous framework is developed to
handle the issues stated above. The detrimental effects
of time delays are minimized by performing the min-
imum necessary increases in the delays of the plant
transfer function matrix. It is demonstrated that this
modified process features improved dynamic oper-
ability. The proposed approach is not limited by the
size of the system since the inverse of the matrix is not
required. Within the framework of mixed-integer lin-
ear programming (MILP) all possible combinations
of the optimum lower bounds are identified in the
closed-loop response when dynamic decoupling is
required. The work of Jerome and Ray (1986) is used
as a basis for a design of a multi-delay compensator
for this modified process. This compensator features
simpler structure and the advantage of performing at
the optimum lower bounds of dynamic operability.
2. PREVIOUSWORK
2.1. Characterization of time delays
Holt and Morari (1985) proposed quantitative
measures to assess the effects of time delays on the
dynamic operability of the plant. Their approach is
based on the internal model control structure of
Garcia and Morari (1982, 1985), which is shown in
Fig. 1. G is the process, & is the process model and G,
is the controller.
Assuming a perfect model (G = G) the closed-loop
response of the outputs Y to set point changes y,, or
d (1985) suggested the following measures for the effect
I of time delays in the closed-loop response.
Fig. 1. Internal model control structure.
external disturbances d, is given by
Y = GGc(y,-- d) + d. (1)
Choosing
G,-G-’ (2)
results in
Y = Y..t (3)
(perfect control).
However, inherent characteristics of the system
(time delays, right half plane transmission zeroes)
limit the ability for perfect control because the con-
troller G, = G- r is not realizable and/or stable. When
G involves time delays, its inversion will result in
predictive (noncausal) elements which will make con-
troller (2) unrealizable. When G contains right half
plane transmission zeroes its inversion will result in
unstable poles in G- ‘.
To implement a stable and realizable controller, G
is factored (inner-outer factorization) into an invert-
ible part G_ and a noninvertible part G+ :
G=G+G_ (4)
such that GI’ is causal and stable. Then G, is chosen
as
G, = GI’. (5)
This factorization, which is not unique, leads to the
closed-loop transfer function
Y = G+(y,-d)+d. (6)
In order to have offset free performance, G + (0) = Z is
required (Morari, 1983).
Since in this paper the focus is on the analysis of
time delays, in the remainder it is assumed that no
right half plane zeroes are present.
From eq. (6) it is clear that it is the structure of G, ,
as well as the magnitude of the delays present in it,
that determine the closed-loop response of the system.
A diagonal G, results in a decoupling response and
small delays in G, assure a fast response of the
system. Therefore, one should choose a G + With as
small delays as possible so that from eqs (4) and (5) a
realizable controller can be implemented. If a dynam-
ically decoupled response is desired (diagonal G + ) this
may result in an increase of the delays present in it.
Based on the ideas stated above Holt and Morari
(i) An upper bound on the dynamic operability
without dynamic decoupling
Theorem 1 (Holt and Morari, 1985): A lower bound
for the settling time of output i is given by
7i = mm pri i=l,....n (7)
i
where pii is the minimum delay in the numerator of
the element ij of G.
 Improving dynamic operability in MIMO systems with time delays 3507

This suggests that a factorization has to delayed by time units:

e--rls * ... *
(15)
* e-=s . .. *
G+ = (8) Perkins and Wong (1985) suggested that the min-
* * . -.
.. e-=“S imum necessary delay to accomplish this should be
i 1
taken as a measure of controllability. In fact d is the
can be achievable. However, for a causal GT’ largest delay element in the diagonal matrix Gd, of
= G ~ 1 G + off-diagonal elements or increases in the Holt and Morari (1985).
delays of the diagonal elements might be necessary. This method essentially ranks different designs ac-
Equation (7) defines the upper-bound performance cording to the performance of their worst output.
vector Valuable information regarding the performance of
T=(x1,...,2,). (9) the rest of the outputs is not taken into account, which
implies that this approach can not handle cases in
(ii) A lower bound on the dynamic operability with
which emphasis is put on the performance of specific
dynamic decoupling.
outputs.
To characterize the potential for improvement in a
Theorem 2 (Holt and Morari, 1985): The diagonal given system by increases in the time delays the fol-
Gd, matrix with the smallest delay terms such that lowing definitions are introduced:
G:’ = G-lG+ is realizable has the form
Gd, = diag (e-‘lXa, _ _ . , eerL1’, _ . . , e-‘==“) (10) Definition 2 (achievable upper bound): A subvector T.
rll = max (max [O, (& - &,)I > 1 = 1,. . . , n (11) of T is called an achievable upper bound if there exists a
k modified system with increased delays featuring a
where A, is the minimum delay in numerator of lower-bound performance vector R that includes T,.
element kl of G- I, and gel is the minimum delay in de-
nominator of element kl of G- ‘. Equation (11) defines
Definition 3 (optimum lower bound> 7’he lower-bound
the lower-bound performance vector
performance vector R of the modified system that in-
R = (r,,, . . . ,r,,). (12) cludes a subvector T. with maximum possible dimension
is the optimum lower bound of the original system.
The lower bound on dynamic resilience is always
achievable, while the upper bound is achievable if and
2.2. Design modifications to improve performance
only if the matrix G satisfies certain conditions [see
In an attempt to improve the decoupling response
theorem 3 of Holt and Morari (1985)].
bound G”, by increasing time delays, Shamugathasan
Instead of considering a vector measure of con-
and Johnston (1988) proposed the following
trollability, Perkins and Wong (1985) proposed a
algorithm_
scalar measure based on the concept of functional
controllability.
Step 1: Fix the delays in the process transfer function
matrix G(s) which contribute to the smallest
Definition 1 (Rosenbrock, 1970): A system with poly- delay in the denominator of G- ‘(s).
nomial transfer function matrix G(s) is functionally Step 2: Increase the smallest delay in each column of
conrrollable i$ given any trajectory y which is zero for G- l(s) [by increasing the corresponding
t c 0, there exists an input trajectory u such that with element(s) in G(s) provided that they have not
x(0) = 0 u generates y. been fixed in step l] up to a value equal to the
second smallest delay in that column or, to a
The trajectory y must satisfy certain smoothness
value equal to the second smallest delay in the
conditions.
denominator.
Due to the time delays present, any desired output
function will not be able to occur instantaneously but
at a later time which is determined by the delays of the Further improvement may be possible by iteration
system. Let the desired function be a unit step at time of step 2.
t = 0, for all output variables. The z-transform of this Although this approach leads to an improvement in
output function is the decoupled response bound it suffers from the
following drawbacks:
1
y(z) = -8 (13)
1-z-t (1) Since certain elements of the matrix are fixed
the algorithm can not identify all possible com-
where e is a vector with all elements equal to unity.
binations of optimum lower bounds. Further-
For function (13) to be by realizable
more the identified bound by this approach
u(z) = ‘(z)y(z) (14) may be suboptimal.
3508 POLYCARWS PSARRIS and CHRISTODOULOS A. FLOUDAS

(2) As it will be demonstrated in a later section this
algorithm can lead to unnecessary increases in
the time delays.
(3) Since inversion of the matrix G is required the
proposed procedure can become cumbersome
as the order of the system increases. Apart from
the inversion of G, the identification of the
elements that contribute to gii and thus have to
be fixed is not so apparent.
In the following the improvement of the con-
trollability measure as this was defined in Holt and
Morari (1985) is demonstrated. A brief discussion of a
new method that computes the bound of theorem 2 of
Holt and Morari (1985) without inversion of the
matrix is presented first. Subsequently the problem of
identifying the optimum lower bounds with dynamic
decoupling is formulated in the framework of mixed-
integer linear programming (MILP). The increases in
the delays are guaranteed to be the minimum neces-
sary to achieve the specified target.
3. IMPROVINGDYNAMICOPERABILlTYBY
INCREASINGTIMEDELAYS
response bound over all outputs or in emphasizing
decoupled performance of some outputs at the ex-
pense of the others.
It should be mentioned here that any combination
of achievable upper bounds satisfies the rearrange-
ment test.
3.1. A new method for the bound of theorem 2
The bound of theorem 2 as defined in eq. (11) can be
difficult to calculate. The difficulty increases with the
order of the system since the inverse of the delay
matrix has to be computed. An approach for its
calculation that can be applied to large-scale systems
is proposed. It can he used as an alternative to
routines available from software packages
[CONSYD (Morari and Ray, 1989)].
In the following the lower bound of eq. (11) is
computed by formulating it as an integer program-
ming problem. Only the original matrix A is neces-
sary. Due to the efficient solvers that exist for integer
programming problems (SCICONIC, MPSX/370,
ZOOM/XMP) the proposed approach can be applied
to lage-scale systems.
Since

Linear transfer function models of the form 1

A-1 = ~ adj (A) (18)
det (A)
gil(s)e-o”= ... gln(s)e-ul”s
it follows that the minimum delay of the denominator
G(s) = : (16)
&, is common for all k and 1. Let us denote this
[ gnL(s)e-II””
. -.a Snn@)e-s”*
I 1 common minimum delay by 4. Then eq. (11) is simpli-
fied as
will be considered where g&) is a rational polynomial
function of s. In Section 5 the results will be extended r,r=max{max[O,(~-@kl)]) 1= l,.. .,n. (19)
to more general expressions. L
Define a matrix A with elements a,, equal to the For a given 1 the inner and outer max operators can
time delays of the above transfer function matrix G(s). be exchanged since (4 - fikl) is a function of k, which
This matrix is denoted as the delay matrix. results in
The upper bound on dynamic operability of
theorem 1 is readily available from eq. (7): rlI = max max CO,(4 - 8&l l=l,...,n.
k
zi = mm ai1 i= 1,. . ..n. (17) (20)
i
But
Theorem 3 (Holt and Morari, 1985): The bounds of
theorems 1 and 2 [as defined in eqs (7) and (1 l)] m;x CO,(4 - AdI = max 0, 4- mjnA, . (21)
coincide if and only if A passes the rearrangement test, [C 11
that is the matrix can be rearranged through column
Then from eqs (20) and (21):
interchanges so that the minimum delay in each row
appears on the diagonal.
r,, = max 0, 4 - min a. 1=1,...,n. (22)
The implications of this theorem are that if the [ ( L >I
matrix A satisfies the rearrangement test, there is no
way to improve the response by increasing the delays. 3.1.1. Calculation of 4. The indexed sets Z (i = 1,
The dynamic decoupling in this case is optimal in the . . . . n) and J (i= 1,. . . , n) are introduced which
sense that the upper bound on dynamic operability is account for the rows and the columns of the delay
achievable. matrix, respectively. The binary variables yij are intro-
In the case when the matrix A fails the rearrange- duced which can take values of 0- 1 and are associated
ment test, there is room for improvement of the de- with the elements aij of the delay matrix A. Then the
coupled response_ As demonstrated below, a sub- minimum delay of the denominator of A- l, 4, is given
vector of the upper bound as defined in eq. (7) is by the solution of the following problem
always achievable with the dynamic decoupling pre- Min cc yijaij
served. This results either in improving the decoupling 1 i
 Improving dynamic operability in MLMO systems with time delays 3509
subject to (PI) unimodularity property (Garfinkel and Nemhauser,
1972).
T Yii = 1 j=l,...,n (24) As has been shown by Georgiou and Floudas
(1989), since the constraint matrix of eqs (24) and (25)
c Y, = 1 i= 1,. . . ,n (25)
or (28) and (29) is totally unimodular the constraints
i
(26) and (30) can be replaced by
Yif = O* 1 Vi, j. (26)
0 < Yij 6 1 Vi,j (31)
Note that the solution of the above problem yields
both the value of 4 and the delays av that contribute and still every basic feasible solution of (Pl) and (P2)
to it. The values of the latter are determined by the y,,s will be integer. With this substitution the above for-
that have a value equal to 1. mulations can be solved as linear programming prob-
The above claim is justified from eq. (18) and the lems (LPs). This makes them applicable even for
Laplace expansion of the determinant. Since this ex- large-scale systems.
pansion results in a summation of products with
terms that can not be from the same row or column of
A, constraints (24) and (25) pick up exactly one term Example 1
from each column and each row of the matrix A. The This example was studied by Holt and Morari
objective function (23) under these constraints is the (1985). It is a heat exchanger network in which time
smallest term that appear in det (A) and therefore in delays dominate the dynamics. The delay matrix of
the denominator of the inverse A - l. this system is
It should be noted here that the mathematical
formulation (Pl) does not account for the patho-
logical cases of exact cancellations of terms that may
appear in the determinant. However, this is not re-
strictive since any infinitesimal perturbation in the
It is obvious from eq. (7) that the system features an
delays will result in a system with no cancellations.
upper bound

3.1.2. Calculation of min, (fi,,). Min, ( prr) has to be T=(7,,7,,t,)=(2,0,0). (33)

computed Vl to determine the elements of the vector R
Applying formulations (Pl) and (P2) results in
from eq. (22). This can be done by solving the follow-
ing problem for I = 1, . . . , n: 6=6 (34)
Min c C ~,,a~, i# 1 (27) min (&) = 0 (35)
I j k

subject to (P2) min ( ekz) = 6 (36)

F Yij = l j=l,._.,n (28)
1 Yij = 1 i= 1,. . . ,n (29)
i Therefore, the lower-bound vector given by eq. (22) is
yij = 0, 1 Vi, j. 00)
Solution of (P2) for I = 1,. . . , II provides both the
values mink(&) VI and the delays uil that contribute
to them. The values of the latter are determined by the
Yiis that have a value equal to 1.
This follows from the comments of (Pl), and the
definition of the adjoint matrix. The restriction i # 1 is
placed in the objective function on the grounds that
the 2 column of adj (A) does not include any elements
from the i row of A for which i = 1.
3.1.3. Properties of mathematical formulations (Pl)
and (PZ). For large systems of equations and vari-
ables, the number of integer variables required for
formulations (Pl) and (P2) may increase significantly
and may result in a very large combinatorial problem.
Therefore, a very important issue in the proposed
formulations is whether the number of variables that
have to be considered as integers can be reduced or
even eliminated at all. This is possible when the con-
straint matrix of the problem satisfies the total
k
min (fiks) = 2. (37)
k
R = @II. rzz. r3~) = (6,0,4). (38)
This lower-bound R includes only element z2 of the
upper bound. This result agrees with the result of Holt
and Morari (1985).
3.2. A rigorous approach for achieving the optimum
lower bound
The key idea is to increase individual delays in the
matrix A (therefore in the matrix G) by the minimum
amount necessary so that the rearrangement test is
satisfied. Then, as stated by theorem 3, the upper and
lower bounds coincide, and, hence, the lower bound
may be computed from the smallest delay in the row
of the modified matrix. If we delete certain rows from
A, it is always possible to generate a submatrix that
satisfies the rearrangement test. This submatrix now
contains a subvector of the upper bound vector Tin
eq. (7) and this subvector of the upper bound can
always be achieved by increasing specific delays in the
original system.
3510 POLYCARPUS PSARRIS~II~CHRISTODOULOSA.FLOUDAS

There may be several submatrices of A that satisfy alternative is to consider the global optimum search
the rearrangement test (each featuring a different sub- approach (Floudas et al., 1989, Aggarwal and
vector TS). Floudas, 1990; Floudas and Aggarwal, 1990) that
A mathematical formulation that identifies the induces special structure in the subproblems. A sec-
optimum lower bounds by increasing the delays in A ond approach to overcoming this obstacle is to trans-
by the minimum amount necessary is presented. form (P3) to an MILP problem following an observa-
The indexed sets I (i = 1, _ _ _ , n) and J (j = 1, . . . , tion by Glover (1975). Glover (1975) showed that
n) are introduced which account for the rows and the bilinearities of the form y,b,, where Ylj is an integer
columns of the delay matrix, respectively. Let us intro- and b, is a continuous variable can be substituted by
duce the continuous variables b,, which represent the a continuous variable h,:
delays of the modified delay matrix B. The binary
hi, = Y$i, Vi,j (46)
variables yij are introduced which can take values of
O-l and are associated with the elements bij of the and four additional constraints:
modified delay matrix i3. When yij = 1 the corres-
biJ - U(I - _Yii)< hij Vi,j (47)
ponding element of the delay matrix is the smallest
one in its row. Then the minimum delays necessary to LYij f h,i Vi,j (48)
improve the decoupled response bound are given by
b, - L( 1 - yi,) > hij Vi,j (49)
the solution of the following problem:
UY, 2 h, Vi,j (50)
Min c c 6, (39
r j when appearing in inequality constraints or in the
objective function. The scalars L and U satisfy
subject to (P3)
L 6 b, c U V&j. (51)
T Yij = l j=l,...,n (40)
For instance one may select, U = maxi, j (afj) and
i=l,...,n (41) L = 0.
Indeed for Yij = 1 the above constraints reduce to
i,j=l,...,n (42) h, = b, while for Yij = 0 the constraints reduce to
h, = 0. However, for a minimization problem only
aij f b, i,j = 1,. . . ,n (43) the first two inequalities are needed. The minim-
ization of the objective function will then make the
b,, f max(aij) i,j = 1,. . . , n (44) value of hi, equal to b, if yij = 1 and equal to zero if
i
yv = 0. With this transformation (P3) becomes
yij = 0, 1 Vi,j. (45)
Min cc b, (52)
Constraints (40) and (41),impose the assignment of i i
matrix elements that will satisfy the rearrangement
subject to (P4)
test if they are given the minimum value in each row.
Constraint (42) states that the values of the elements 7 Yij = 1 j=l,...,n (53)
that have been selected are indeed the minimum in
each row. The first term in its left-hand side picks up c Yu = 1 i=l,...,n (54
exactly one element from each row and compares it
with the rest of the elements in this row (second term
in left-hand side). Finally constraints (43) and (44)
7 h, ’ bij d 0 i,j = 1,. . _ , n (55)

provide lower and upper bounds for the continuous b, - U(l - Yi,) 6 h, i,j= 1,. . . ,n (56)
variables. The lower bounds are essential since only
LY, C hij i,j = 1,. . . .n (57)
an increase in the delays is desired. The upper bound
(44) is redundant but it helps the solver to converge to a,~ s 6, i,j = 1,. . . ,n (58)
the optimal solution faster since it bounds the con-
f+j 6 max (ail) i,j = 1,. . . ,n (5%
tinuous domain.
j
The mathematical formulation (P3) is a mixed-
Yij = O, l Vi,j. (60)
integer nonlinear programming problem since it in-
volves both integer and continuous variables. The This is an MILP problem which can be solved with
nonlinearity is due to constraint (42) which involves certain branch and bound techniques. Solution of (P4)
bilinearities between integer and continuous vari- provides the delays b, of the modified system and the
ables. improved lower bound that this modification results
Although there exist several algorithms for the in. The latter is given by the delays b, that correspond
automatic solution of this problem based on an algor- to values of yij equal to 1. As expected, the modified
ithmic development methodology (Paules and matrix satisfies the rearrangement test.
Floudas, 1989), these algorithms cannot guarantee It is possible to generate all alternative solutions of
global optimality in this case since constraints (42) are (P4) by introducing an additional constraint called
nonconvex in the joint continuous-integer space. One integer cut which excludes the current solutions. Let
 Improving dynamic operability in MIMO systems with time delays 3511

us introduce! the set T, which has as elements the yi,s
that take a value equal to one and the set NT, which
has as elements the Yijs that take a value equal to zero.
Then, the integer cut constraint can be written as
follows:
C Yij- C Yij~IT~I-l
I@rY YIJENTY
where 1T,,l is the cardinality of TY.
3.3. Nonsquare systems
Formulation (P4) can be modified so that it can be
applied to nonsquare systems [m x n (n > m)]. The
analysis of such systems can provide valuable in-
formation for the selection of manipulating variables.
A new set of binary variables w, has to be defined to
mark the excess columns of the system. If wr = 1 the
corresponding column j is part of the square delay
matrix of the system that should be modified. If w, = 0
(columns af A) can be considered. Also, the right-hand
side of constraint (55) has been modified. A parameter
S which takes large values has been introduced to
ensure that the elements of the excess columns will not
be modified. When wj = 1 constraint (65) reduces to
the original constraint (55). When w, = 0 the con-
(61) straint is trivially satisfied. The comments following
(P4) hold. Solving (PS) provides the optimum lower
bounds of all possible combinations of manipulating
variables. The m columns of the matrix that have been
selected from the solution (corresponding to the wjs
with value equal to 1) identify the manipulating
variables whose performance has been improved.
Example 2
This example was studied by Jerome and Ray
(1986) and Shamugathasan and Johnston (1988). It is
a model of a pilot scale ethanol and water distillation
column developed by Ogunnaike et al. (1983):

1
- 0 66e-2.6~ -00.61e- 3.5s -o.o05e- ls
6.7s + 1 8.6s+ 1 9.1s+ 1
1.11e--6.5s -2.36eeJS -0.012e-‘~2”
G(s)= . (71)
3.2s + 1 5.0s + 1 7.09s + 1
- 34 7e- 9.2s 46.2e - g.4s 0.87(11.6s+ l)e-ls
I 8.1s+ 1 10.9s + 1 (3.9s+ 1)(18.8s+ 1)

the column j corresporids to an excess manipulating In this system

variable and its elements should remain the same. The
Y(S) = G(s)+) (72)
proposed formulation for nonsquare systems is
where the outputs are
Min 1 c bij
i j
l y, = overhead ethanol mole fraction
subject to (P5)
l y2 = side stream ethanol mole fraction
F Yij = wj j = 1,. . . . , n (63) l ys = bottom composition temperature (“C)

7 Yij = 1 i=l,...,m (64) and the inputs are

c hij - bjj =GS(1 i=l,...,m 0 ui = reflux flow rate (gpm)

Wj) (65)
j l u2 = side stream product flow rate (gpm)
j=l,...,n
l uj = reboiler stream pressure (psig).
bij - U(1 - Yij) S h,j i=l,...,m (66)
This system has a delay matrix:
j=l,...,n

L_Vij 6 hij i=l,...,m (67)

j=l,...,n

a,j 6 b,, i=l,...,m (68)

This system fails the rearrangement test. This matrix
j=l,...,n
features an upper-bound vector (unachievable)
bij < max (a,j) i = I,. . . , m (69)
j T = (1, 1.2, 1) (74)
j=l,...,n and a lower-bound vector
Yi] = O, 1 Vi, j. (70) R = (2.6, 3.0, 2.8). (75)
Here constraint (53) has been modified so that all This does not include any subvector of T. Since all the
possible combinations of manipulating variables elements of Tare in the same column of A only one of
3512 POLYCARP~S PSARRIS~~~CWRISTOD~IJLOS A. FLOUDAS

them is achievable by appropriate modifications of
the matrix (meaning that each submatrix Aj,,i, tli fails
the rearrangement test).
The modified matrices that feature each of the
lower bounds can be obtained by solving the formula-
tion (P4) 3 times via proper introduction of the integer
cut constraints. This formulation is shown in the
Appendix. From solution 1:
Elements a, J and u2s have been increased to 2.6 and 3
time units, respectively. This design features
R, = (2.6, 3.0, 1.0).
(77)
elements of the principal diagonal (that contribute to
the minimum delay in the denominator 4) are fixed.
Example 3
The power of the proposed approach is illustrated
by considering a 4-x 4 system. Levien and Morari
(1987) modeled two coupled pilot plant distillation
columns that separate a mixture of ethanol, methanol
and water (E, M, W) into three products: the distillate
D, side column product S, and bottoms B. The distil-
late and side products have ethanol and methanol as
dominant components, respectively. Details about the
configuration and the model are given in the above
paper.
Four process inputs are available for the multi-
variable control of product compositions:

That means that element rj of the upper bound has
been achieved. This way an improvement in the re-
sponse of y, by 1.8 time units is achieved while the
responses of the outputs y, and y, remain the same
(global improvement over all outputs).
Solving (P4) again including the integer cut that
excludes solution 1 provides solution 2:
featuring
l D: distillate flowrate
l Q: steam flowrate
l VT: vapor flowrate in the transfer line
l S/VT: product fraction from the side column.
Possible choices of outputs are
l s&f, s,, sW: mole fractions of methanol, ethanol
and water in side product
l d,, dE, d,: mole fractions of methanol, ethanol
and water in distillate product
l 6,: mole fraction of water in bottom product.

R, = (2.6, 1.2,9.4) (79)
meaning that a noticeable improvement in the per-
formance of y, (1.8 time units) is obtained at the
expense of the performance of y, (6.6 time units). Now
The complete model for this 7 x 4 system was given
but in the proposed analysis only the pure delay
matrix is necessary. Suppose that the controlled out-
puts are dM, &, So and ss. The corresponding delay
matrix for this 4 x 4 system is

8
it is t2 that has been achieved.
Solving (P4) again with the proper introduction of / 8 10.5 0 71 \
integer cut results in solution 3 in which r1 is achieved
8.4 0 29
by A= . (82)
3.5 10.5 0 0
27 7.0 6 0

This system fails the rearrangement test. The upper

bound (unachievable) on dynamic operability is
featuring
T=(O,O,O,O). (83)
R, = (1.0, 3.0,9.2) (81) Applying formulations (Pl) and (P2) results in
meaning that we have an improvement in the per-
Cj= 15 (84)
formance of yI (by 0.6 time units) at the expense of the
performance of y3 (by 6.4 tune units). Since the im- min ( pkl) = 7 (85)
provement in the performance of y1 is very little and t
the expenses in y, are large this structure is not so min (&) = 7 (86)
appealing. k
Shamugathasan and Johnston (1988) identified min &) = 8 (87)
with their approach only the first improvement in the
decoupling response bound. However, their algorithm min (&) = 8. (88)
required an unnecessary increase in the aI3 element to k
3.6 time units instead of the minimum 2.6 required.
Therefore the lower bound on dynamic operability is
Their algorithm is unable to predict the rest of the
suggested improvements since it requires that the R = (8,8, 7, 7) (89)
 Improving dynamic operability in MIMO systems with time delays 3513

which includes no subvector of T. Solving (P4) re-
peatedly improved decoupled responses are obtained
that include all the combinations of achievable upper
bbunds, as well as the modifications necessary to
accomplish this task. The results are summarized in
Table 1. The fourth column indicates the total reduc-
tion in the response time of the outputs whose per-
formance has been improved. The fifth column indi-
cates the total increase in the response time of the
outputs whose performance has been sacrificed for
this purpose. The corresponding modified delay ma-
trices are given below:
(90)
feature significant improvement on the decoupled re-
sponse of some outputs at mild expenses of the per-
formance of the rest of the outputs. Thus, it is very
appealing to investigate the possibility to modify the
design to one having a delay matrix similar to the
ones derived from the solutions of (P4).
The elements of the delay matrix that contribute to
4 are a13, a,,, aa4 and a42 or all, az3. a34 and a42.
The algorithm of Shamugathasan and Johnston
(1988) requires either of these groups of elements to be
fixed. Fixing the first group of elements means that
solution 1 can not be achieved, while fixing the second
group of elements means that solution 2 can not be
achieved. Fixing either of the two groups, it becomes
impossible to obtain the rest of the solutions.

Example 4
Consider the system of coupled distillation columns
8 8.4 8 29 of example 3. Now the controlled outputs are
B, = (91) d,, bw, d, and sM_ The corresponding delay matrix
35 10.5 0 0
for this 4 x 4 system is
27 7.0 7 7
/ 8 10.5 0 71 \

(92)

This system fails the rearrangement test. The upper

bound (unachievable) on dynamic operability is
8.0 8.4 8.0 29
B, = (93) T= (O,O,O,O).
35.0 10.5 0.0 0
27 7.0 6.0 0 Applying formulations (Pi) and (P2) results in
a=8 (98)
8 10.5 0.0 71.0
8 8.4 8.0 29.0 min(&) = 0 (99)
B, = (94) L
35 10.5 10.5 10.5
min (a,,) = 8 (100)
27 7.0 6.0 0.0 k
min (&) = 0 (101)
8 10.5 8.0 71.0 L
8 8.4 0.0 29.0 min (fik4) = 8.
(95) (102)
B, = 35 10.5 10.5 10.5 . &
27 7.0 6.0 0.0 Therefore the lower bound on dynamic operability is
R = (8,0,8,0) (103)
The results of Table 1 show that in solutions 1 and 2
the decoupled response is improved by a total of 15 which includes the subvector (TV, t4) = (b,, sM). With
time units at no expenses. The rest of the solutions proper modifications in the delays the achievable

Table 1. Improved decoupled performance in example 3

Achieved Total improvement Total expenses

Iteration Lower bound upper bound (time units) ftime units)

1 (8.0, o.o,o.o, 7.0) (r2, TS)=&. SM) 1.5 0

2 (0.0, 8.0, 0.0, 7.0) CT19r,)=V,, SH) 15 0
3 (8.0, 8.4, 0.0, 0.0) (rap r1)=(snr. SE) 14 0.4
4 (10.5, 8.0, 0.0, 0.0) (53. Q)=(sY. sa) 14 2.5
5 (0.0, 8.0, 10.5, 0.0) (71. T*)=(&, %) 15 2.5
6 (8.0, 0.0, 10.5, 0.0) (72. Ca)=(&. s,Y) 15 2.5
3514 POLYCARIQS PSARRIS and CHRISTODOULOS A. FLOUDAS

subvector can be augmented either by d, or d,. (PS) in this problem additional constraints have to
Applying (P4) twice yields be included. Also, constraints (59) and (69) have to be
eliminated. In fact b,p in (P4) or (PS) have to be
/ 8 10.5 8 71 \ expressed by parametric equalities of the fp s:
0 0.0 0 0
B, = (104) hij = aij(f,) (109)
8 8.4 0 29
where oil are appropriate correlating functions. In this
35 10.5 0 0
example :

featuring hl =h +Li
R =(8,0,0,0). (105) b 12 =_L +.A3 +x5

/ 8 10.5 0 71 \

B, = I 0
8
0.0
8.4
0
8
0
29
(106)
b33 =.L

For bz3 and bJ4 no parametric equalities are neces-

sary since they do not depend on the f,s_ Since the
+fs*

\ 35 10.5 0 0 /
correlating functions are linear the augmented prob-
featuring
lem is still an MILP. Suppose that the bypasses of
R =(0,0,8,0). (107) heat exchangers 2, 4 and 5 are selected as mani-
pulating variables and that the nominal values for the
In both modifications an improvement of 8 time units
&s are
in the decoupled response is obtained at no expenses.
f,=2 A-1 f7=10
3.4. Correlated delay modifications A=10 A=2 fs=8.
Up to this point the main assumption is that the
design can be modified so as to feature the desired f3=5 f6=3
delay matrix element by element. In some systems This choice results in a system with the delay matrix
(possibly in the above examples) this may not always of example 1:
be the case. Most likely, design modifications will
affect more than one of the elements of the delay 6 11 2
matrix. Furthermore, it may not be clear how the A= 11 0 12 (110)
design should be modified to accomplish such a task.
i 8 13 0’ !
However, there do exist certain systems, such as heat
exchanger networks distributed in the plant, where
Solving the augmented (P4) for this system yields
such modifications are straightforward through in-
creases in the length of the interconnecting piping.
The following examples illustrate how the issues dis-
cussed above can be handled. Since one of them (111)
involves a nonsquare system the use of the approach
in the selection of manipulated variables is illustrated.
Thus fi (affecting elements ai3 and az3) was in-
Example 5 creased from This modified delay
2 to 6 time units.
matrix yields an improved lower bound of
Consider the heat exchanger network of Fig. 2. This
example was studied by Holt and Morari (1985). The R, = (6,0, 0). (112)
control objectives are the outlet temperatures of heat The suggested modification has made the subvector
exchangers 2, 3 and 4: T’, T, and T4. Available mani-
pulating variables are the bypasses of heat ex- T, = (~2, r3) =(O,O) (113)
changers. 1, 2, 4 and 5: Jb,, fb,, fb4 and fb,. A of the upper bound achievable since it is now part of
simplified dynamic model in terms of the delays in the
piping is given below:

o[
fh
T2 e-(f5+f6)s e-(f4+f,+fs)a e-(/3+f4+fs+f6)s g-/IS

T3 = e-c/ 1 +fz). fb . (108)

e-f7s e-(f4+f7). 1
e-(fs+f7+fs)s e-fss e-(f3+fs)s 1
fb,
T4
I( fbs i

It is obvious from the system model that the ele-

ments of the delay matrix can not be increased inde- the lower response bound. The decoupled response of
pendently since certain transport lags a%ct more ys has been improved by 4 time units compared with
than one element of the matrix. To apply (P4) or the lower response bound of the initial design. Note
 Improving dynamic operability in MIMO systems with time delays 3515

performance one wishes to emphasize. It should be

1 noted that the subvector

f‘1
e f3
T, =(71.73) = (2,O)

of the upper bound is not achievable in a dynamically

decoupled solution by any time delay increases. This
is because the submatrix A lr= 2 (meaning the matrix A
with the second row deleted) does not satisfy the
rearrangement test. This means that even though the
(117)

performance on the output y, is sacrificed it is im-

possible to obtain the best possible performance in
both y, and y,.
>-El This example was studied by Holt and Morari
(1985) and Shamugathasan and Johnston (1988) and
13 + R, was obtained only.

Fig. 2. Heat exchanger network for example 5.

Example 4

that this is an overall improvement in the per- A similar example was studied by Holt and Morari
formance of all outputs, without sacrificing the per- (1985). Consider now the whole 3 x 4 system of
formance of any of the remaining outputs. example 5. Suppose that the nominal values of thefp s
Solving (P4) again including the integer cut con- are
straint (61) to exclude the current solution results in a
fi = 2.4 f* = 2.7 f7 = 2.0
modified design :
52 = 2.3 fs = 2.0 -& = 2.0
& = 2.4 f6 = 3.0.
(114)
Therefore, the delay matrix of this system is

5.0 7.7 10.1 2.4

Thus element a 33 (which is uncorrelated) was in-
creased from 0 to 8 time units. This modified delay A = 2.0 4.7 0.0 4.7 . 0 18)
matrix yields an improved lower bound of ( 6.4 2.0 4.4 0.0 1

R, = (2, 0, 8).
The subvector
T, = (z,,tt) = (290)
of the output vector T has been achieved. This design
features an improvement in the decoupled response of
outputs y1 by 4 time units at the expense of the
response of output y, by 4 time units.
Both R, and R2 contain a subvector of T. The
dimension of this subvector (2 in this case) is the
maximum possible that can be achieved by the system
when decoupling is required. Therefore, R 1 and R2 are
the optimum lower bounds of the system. Any of them
may be favorable depending on the outputs whose
(11% The bounds of theorems 1 and 2 for all possible
choices of manipulating variables are given in Table 2.
Formulation (P5) was augmented as suggested
(116) above and was solved several times by introducing
integer cut constraints. The results are given in
Table 2.
If one were to consider the nominal design for the
selection of manipulating variables, clearly structure
(2, 4, 5) provides the best performance when dynamic
decoupling is required. However, exploiting the po-
tential for further improvements in the performance
of the alternative configurations by increasing the
individual transport lags results in the following inter-
esting conclusions:

Table 2. Performance bounds for example 6

Improved
Manipulating lower
variables Upper bound Lower bound bound

1, 2, 4 (5.0, 4 2) (5.0, 0, 2.0) WA

1, 2, 5 (2.4, 2,O) (4.4, 2, 2.0) (2.4, 2, 2.0)
2. 4, 5 (2.4, 0.0) (4.4, 0, 2.0) (2.4, 0, 2.0)
(7.7, 0, 0.0)
1, 4, 5 (2.4, 4 0) (5.0, 0, 2.6) (5.0, 0, 0.0)
(2.4, 2, 4.4)
3516 POLYCARP~S PSARRIS and CHRISTOD~UL~SA.FLOUDAS

Structure (2,4,5) has the potential of emphasizing

the performance on outlet temperature T2 further.
The upper bound on the response of 7” can be YSET *
CI
achieved simply by increasing element b,, to 2 time
units (element b,, is not correlated with any of the
lags). However, if one desires to emphasize the per-
formance on outlet temperature T4, then the modified
structure (1,4,5) is the best choice. The required
modification is to increase lag fi from 2.4 to 5 time
units. Improvements in all other structures provide a
less appealing performance.
In the following simulation studies were performed Fig. 3. Smith predictor.
on a number of examples to check the validity of the
results. A brief review of time delay compensation is
provided first, to illustrate how the proposed ap-
proach can be coupled with existing multi-delay d

compensators. The result is a simpler compensation

YS&T
scheme with improved performance.

4. BRIEF REVIEW OF DELAY COMPENSATION

4.1. Smith predictor

The Smith predictor, developed by Otto Smith in
1957, is the standard delay compensation scheme for
SISO systems. Its structure is shown in Fig. 3.
Fig. 4. Generalized multi-delay compensator.
g(s)e?= is the process, e( s)e-‘= is the process model,
and c(s) is the controller.
For a perfect process model [g(s) = i(s)] the cal to G(s) except for the time delays:
closed-loop response of the Smith predictor structure
is . . . gln(s)e-el-S

c(s)g(s)e-‘”
Y(S)= 1 + c(s)s~s) CY, - d(s)1 + d(s). (119) gn,(s)e-enlS . . . :
gm_(s)k-enns1 ’
VW
In this case this structure is particularly appealing
since it has the following properties (Jerome and Ray, C is the controller, and D is a diagonal matrix con-
1986): sisting only of a delay dii(s) = e-‘<‘.
When the model is perfect the closed-loop response
Property 1: The Smith predictor eliminates the time of the GMDC structure is
delays from the closed-loop characteristic equa-
y=GD(Z+GG,)-lC(yS-d)+d. (121)
tion [l + c(s)g(s) = O].
This structure can extend the properties of the
Property 2: For set point changes the Smith predictor Smith predictor as follows:
provides the controller with an immediate pre-
diction of the effects of its control action on the Extension of property 1
system output forecast 8 time units into the fu- Choose
ture [f(t) = y(t + @] for step or slowly varying 6, = 0 i= 1,. ..,n (122)
disturbances.
i.e. D = Z and
Property 3: The Smith predictor implicitly factors the 8, = 0 i,j = 1, . . . , n. (123)
plant into two parts: g(s)e-es = [e-‘“][g(s)].
The first part, e-“, is the noninvertible contdbu- However, in general this choice does not satisfy
tion of the time delay. The second part, g(s), is properties 2 and 3.
invertible without prediction.
Extension of property 2
4.2. Generalized multi-delay compensator Choose
Jerome and Ray (1986) developed the generalized
61 = 0 i=l,...,n (124)
multi-delay compensator (GMDC) to extend the
properties of the Smith predictor in the MIMO case. 8, = ail - r1 i, j = 1, . . . , n (125)
Its structure is shown in Fig. 4. G(s) is the plant in rI = min (a,) i = 1, . . . , n (126)
form (16) d(s) is the plant model, and G,(s) is identi- i
 Improving dynamic operability in MIMO systems with time delays 3517

i.e. D = I and GP is the same as G with the smallest
delay in each row subtracted from the delays in that
row. This ensures that a realizable G, accomplishes
the prediction ahead of each output yi by the smallest
delay in the ith row of G(s).
satisfies the rearrangement test. Based on the GMDC
of Jerome and Ray (1986), the improved generalized
multi-delay compensator (IGMDC) shown in Fig. 5 is
applied to G,. This structure has the following ap-
pealing properties:

Exdension of property 3 Since G, satisfies the rearrangement test the dia-

This means that there is an implicit factorization of gonal matrix D(s) is not needed.
G(s) into two parts: With proper selection of G, it operates at an
optimum decoupled response bound.
G(s) = g(s)%(a) (127)
The design of GF is straightforward:
which results in both G,,(s) and G; r(s) being stable
and causal. R(s) is the noninvertible part of G(s) due 8, = b, - zi i,j = 1,. . . , n (128)
to the time delays.
Jerome and Ray (1986) used the factorization re- zi = min (bii) i= 1,. ..,n (12%
sults of IIolt and Morari (1985) to extend property 3, j
and proved the following: where b, are the modified delays of G,_
If D(s), Gr(s) and R(s) have to be designed for the
Theorem 4 (Jerome and Ray, 1986): If D(s) is chosen original plant G so that the performance of some
QS the diagonal matrix with the smallest delays such outputs is emphasized, their computation becomes
that R-‘GD has no predictions, or equivalently that complicated.
GD passes the rearrangement test, then the decoupling
response bounds for the original system G and the ExampIe 7
delayed system GD are the same.
This example was studied by Jerome and Ray
Theorem 5 (Jerome and Ray, 1986): If G(s) satisfies (1986). It-is a slight variation of the model of the pilot
the rearrangement test, then G, for (for D = I) de- scale ethanol and water distillation column described
signed for prediction property 2, will also satisfy pro- in example 3:
perty 3 automatically and the resulting GF(s) and
G;l(s) will have no predictions. r 0.66e-6” - O.OOSe-” 1
6.7s + 1 9.1s + 1
4.3. Improved generalized multi-delay compensator G(s) =
- 34.7e- ‘.” 0.87(11.6s + l)e-‘” .
Consider a systemthat fails the rearrangement test.
The above results state that with a proper selection of 8.1s + 1 (3.9s + 1)(18.8s + 1)
D the GMDC structure can satisfy both properties 2
and 3 for the apparent process GD, while achieving In this system
the original lower response bound of the plant G. This
Y(S) = G(s)u(s)
is the best possible decoupled response the original
plant can achieve. where the outputs are:
However, some elements of the original lower re-
sponse bound vector R might be considered too long l y, = overhead ethanol mole fraction
to encourage dynamic decoupling. If faster response l y, = bottom composition temperature (“C)
for some outputs is required this can not be achieved
with dynamic decoupling but, rather, through some and the inputs are
type of interactive controller. Allowing for off-dia-
gonal elements in R(s) the decoupled response for l Ul = reflux flow rate (gpm)
some outputs may become faster but dynamic inter- o u2 = reboiler stream pressure (psig).
actions will be introduced in the response of the others
and their performance will deteriorate. In terms of the
compensator design this means that property 3 is
retained but property 2 is sacrificed for some outputs
in order to improve the response for the most import-
ant ones.
It should be emphasized that the limitations dis-
cussed above are due to inherent characteristics of the
plant itself. It is at this point that the motivation for
redesigning the plant is justified. If the plant is modi-
fied by increasing specific delays as suggested earlier,
these limitations can be overcome.
Let us denote this modified plant by G,. This new
plant features an optimum lower response bound and Fig. 5. Improved generalizedmulti-delay compensator.
3518 POLYCARPOSPSARRIS and CHRISTODOULOS A.FLOUDAS

This system has a delay matrix: in Fig. 5 satisfying both properties 2 and 3. It is

911 912
A= (132) GF =
g21e-8.2" gz2 >
The system fails the rearrangement test. This matrix which is the same a$ in design II of Jerome and Ray
features an upper-bound vector (unachievable) (1986). However, due to the modified system dynamic
decoupling is preserved and operation at the optimum
T = (1, 1) (133)
lower bound is possible. This bound features an im-
and a lower-bound vector obtained by (Pl) and (P2): provement in the performance of y, by 5 time units at
no expense in yl. Figure 6 displays the performance of
R = (6,6). (134)
all three compensators to a set point change in y, of
This does not include any subvector of T. Jerome and + 5 units. Plots of the control actions are given in
Ray (1986) proposed two alternative designs for the Fig. 7. Tuning parameters Cthe tunings of Jerome and
GMDC: Ray (1986) were used in designs I and II] and con-
straints in the inputs are given in Table 3. Figure 6
displays the advantages of the modified plant with the
GlMDC design I: design to satisfy properties 2 and 3. IGMDC. Comparing to GMDC design I, y2 responds
now 5 time units earlier. Comparing to GMDC design
Choose
II the performance of y, seems to be identical but the
performance of y, has improved drastically since pro-
D(s) = (; e”5s) 1135) perty 2 is preserved and no interactions are present.
Note that the control actions are identical in designs
II and IGMDC (Fig. 7).
Should one desire to emphasize performance on y,
cl11 g12
GF = the delay uz2 would have to be increased to 9.2 time
82le --3-2’ 5322> units to result in a system featuring the optimum
so CD satisfies the rearrangement test and the com- lower bound
pensator achieves the decoupling response bound of R, = (1,9.2). (141)
(6, 6) of the original system.
This features an improvement in the performance of
y, by 5 time units at the expense of the performance of
y, by 3.2 time units. This design may be favorable if
GMDC design II: design to improve performance for
one is willing to toIerate this deterioration.
y2, by satisfying property 3 and sacrificing pro-
perty 2 for yl.

In this case D = I and Example 8

c?ll Consider the system of example 3. Jerome and Ray
G, = (137)
921e-8.2s (1986) designed the GMDC to extend properties 2 and
3 with
This way they sacrificed dynamic decoupling and
obtained a response

where a(s) is the dynamic interaction and b(s) some and

transfer function.
-0.9s g13e-0.2"
Let us suppose that the design can be modified so 911 g12e
that the delays in G(s) can be increased independently. G, = g21e-3.5S 922 923
-6.4 g3ze-6.6"
g3&e 933
(143)
IGMDC design: The following design is proposed:
and they obtained the original decoupled response
Modify the process G by increasing the delay al2 to
bound
6 time units. This results in a system with a decoupled
response bound R = (2.6, 3.0,2.8). (144)

R, = (6, 1) (139) Suppose that the delay matrix can be modified to

result in B, of example 3 which features the optimum
which is one of the optimum lower bounds of the
lower bound
system. Since the modified system satisfies the re-
arrangement test the compensator can be designed as R, = (2.6,3.0, 1.0) (145)
 Improving dynamic operability in MIMO systems with time delays 3519

- \
-0.01 - i /
,
_
-
I // Y
\\ : 1
\
-0.02 - \ :
1\ /
'C

-0.03 I
I I
0 20 40 60

4 -
r’
: Y
I 2

2 - :
:

!
:
0 I 1 1 I
I
I 1 I 1
I
I I I I
1
0 20 40 60

Tins (nin)

Fig. 6. Response of example 7 system to a set point change of + 5 in the set point of y2_ Short dash curves:
GMDC extending properties 2 and 3 (design I). Long dash curves: GMDC extending property 3,
emphasizing y, (design II). Solid curves: IGMDC extending properties 2 and 3 emphasizing y,.

0. 08

”
1

0.02 -

0
I I I
0 20 40 60

20

15

10

Fig. 7. Control actions for responses shown in Fig. 6. Legend as in Fig. 6.

3520 POLYCARPOS PSARRISand CHRISTODOULOS A. FLOUDAS

Table 3. Tuning parameters and manipulating variable constraints

Loop I Loop 2 Loop 3

Example Compensator K, 71 K, 71 K 71 Constraint

7 GMDC I and II 20 40 20 40 0.068 < u1 < 0.245 gpm

Improved GMDC 20 40 20 40 15.6 < u2 < 34.0 psig

8 GMDC 3.5 5 -5 30 16 5.88 0.068 c U( < 0.245 gpm

Improved GMDC 3.5 5 -5 30 16 5.88 0.00694 < u2 6 0.1 gpm
15.6 < ua d 34.0 psig

with an improvement in the response of y3 by 1.8 time

units. Then the IGMDC of Fig. 5 can be designed to
extend both properties 2 and 3 with

Bll g12e -O.gs g13

G, = g21e-3.5s 922 923 .

- 8.2s B32e-8.0” g33
( 931e 1
(146)
Figure 8 displays the performance of the compen-
sators to a set point change in y, of + 5 units. Plots of -9 1 ’ I ” I ““I
0 20 40 60
the control actions are given in Fig. 9. Tuning para-
meters and constraints in the inputs are given in
Table 3. Comparing the performance of the modified
plant it is observed that output y, responds at its
::.--
.
upper bound which is I .8 time units faster than before.
The performance of the rest of the outputs is prhctic-
ally unaffected. Other modifications as suggested in
-l-F-=--
Y
example 3 can emphasize performance on other out- 3
puts.

5. IMPROVING THE LOWER ROUND FOR MORE

GENERAL TIME DELAY MODELS

For time delay models of the form

0.01
(147)
0
where each element has the form
-0.01

,Fl Cp(shjke-‘a’J~)Yl
-0.02
dJ(s) = =x (148)
La1
q(s)ij, + C q(s)iile-(pdJx)” rJ
1=2 -0.03
40 60
(where P(s)ijk is a polynomial, is a polynomial, q(s)ij, 0 20
Time (min)
M, is the number of terms in the numerator of g$.
L, is the number of terms in denominator of g$, qJL is Fig. 8. Response ofexample 8 system to a set point change of
the delay in the kth term in the numerator, and pijl is + 5 in the set point of yJ_ Dashed curve: GMDC extending
the delay in the Zth term in the denominator) the properties 2 and 3. Solid curve: new improved GMDC
extension of the suggested methodology is straightfor- extending properties 2 and 3 emphasizing y,.
ward. The delay matrix 2 is defined so that each of its
entries dij corresponds to the minimum delay of the each row. They also showed that the bounds of
numerator of each element g,,(s). Jerome and Ray theorems 1 and 2 for G(s) can be calculated taking A’
(1986) proved that the predictive nature of G(s) de- as a basis. Therefore formulation (P4) can be applied
pends on the smallest time delay in the numerator of to A’ to result in a modified matrix B. To obtain an
 Improving dynamic operability in MIMO systems with time delays 3521

0.04

0.02

A
16 - -0.01

0 I I I 1 1 I I I I I I I -0.04
, I”” I”” I”“1
0 20 40 60 0 20 40 60
Tins (“in) -fine (nin)

Fig. 9. Control actions for responses shown in Fig. 8. Legend as in Fig. 8.

improved lower bound the delays in the numerators The system fails the rearrangement test. This matrix
of each element gii(s) should be increased so that they features an upper-bound vector (unachievable)
are at least equal to the delay of the corresponding
T = (4,2) (151)
element of Gj.
and a lower-bound vector
Example 9
R = (6,4). (152)
This example was studied by Jerome and Ray
Jerome and Ray (1986) designed the compensator to
(1986). Consider the system

(s+ l)e-6S+(s+2)e-7” 0.5ee4'

16sz+8.5s+ 1 25sz+12s+l
G(s)=
0.5ee0” (s+2)e-3s+(s+3)e-2” . (14’)
25s2 + 12s-t 1 (6s+ 1)+(0.5s+ l)e-”
[

extend properties 2 and 3, choosing

This system has a delay matrix:
1 0

(150)
D(s) =
( > 0 ee2’
(153)

and

G,,=
16s2+8.5s+
0.5
25s2+12s+
(s+l) +(s+2)e-‘”
1
1 25s2+12s+l
(s+2)e-‘“+(s+3)
(6s+ 1)+(0.5s+
0.5
l)ee5”
1
(154)
3522 POLYCARPOS PSARRIS~~~CHRISTOD~ULOSA.FLOUDAS

This design performs at the lower bound of eq. (152). NOTATION

Applying (P4) to the delay matrix we get a new delay +1 magnitude of delay of element ij of G(s)
matrix: delay in the kth term in the numerator
=ijk
A delay matrix containing the magnitude of
A= 64 the time delays of the plant model G(s)
(15%
( 44 > A delay matrix for the general expression of

(156)
which suggests that the system be modified as G(s)

1
(s+ l)e-6”+@+2)e-7” 0.5ep4”
16sZ+8.5s+ 1 25s* + 12s + 1
G(s)=
0.5eW4” (s+2)e-4”+(s+3)e-4”
2W + 12s + 1 (6s+ l)+(OSs+ l)ee5”
J

which features the optimum lower bound vector

bij magnitude of delay of element ij of the modi-
R = (4,4) (157) fied model
For this system the compensator of Fig. 5 is designed Bijl delay in the Ith term in the denominator
with

1
(s-t l)e-z”+(s+2)e-3* 0.5
16sz+8.5s+ 1 25s2+ 12s+ 1
ci,= . (158)
I 0.5 (s+2)+(s+3)

L 2W+ 12s+ 1 (6s+ 1)+(0.5s+ l)ee5” I

6. CONCLUSIONS
A rigorous methodology for the improvement of B delay matrix containing the magnitude of
the decoupling response bound of a chemical plant the time delays of the modified plant
has been developed. The approach is based on the y element of B
assumption that the delays of the transfer function modified delay matrix of general expression
matrix can be increased either arbitrarily or in some of G(s)
correlated fashion, an assumption quite realistic for a controller for SISO system
number of processes. The decoupling response : controller for MIMO system
bounds obtained are optimum lower bounds (achiev- d plant disturbance
able upper bounds) and may feature: D(s) diagonal matrix of delays
feedback signal of closed loop
l global improvement in the response over all out-
puts (one such improvement is always possible)
5a”cs) transport lag due to piping
SISO plant without delay
a an improvement in the response of a subvector of Bi,6) delay-free element ij of G(s)
the outputs at the expense of the others. 9r;w element v of G(s) in general expression
G(s) MIMO model of plant
Therefore, the methodology identifies all optimum G,(s) controller in IMC structure
decoupled performances possible and the modifica- G”, 6) diagonal matrix with delay terms as in R
tions required far each to be achieved. G, (9 MIMO modified model of plant (different
The approach provides a motivation for rede- delays) used in multi-delay compensators
signing the plant (often through minor changes) so C&) MIMO modified model of plant (augmented
that multi-delay compensators can operate at the delays) used in improved multi-delay com-
optimum decoupled performances identified. pensators
For nonsquare systems it was demonstrated that G* noninvertible part of G
the suggested framework may be a valuable tool for G_ invertible part of G
the selection of manipulating variables, by exploiting bj continuous variable to account for bilineari-
the potential of all possible pairings to the fullest. ties in (P3)
The approach was illustrated by several example I identity matrix
problems. Improved multi-delay compensation L lower bound for the continuous variables b,,
schemes were considered in a simple and transparent hj number of terms in the denominator of &
way. Simulation studies showed that this modified Mij number of terms in the numerator of pi;
process performs consistently better and verified the Pts)ijk polynomial in the numerator of the general
validity of the results. expression
 Improving dynamic operability in MIMO systems with time delays 3523

minimum delay in numerator of kl element Jerome, N. F. and Ray, W. H., 1986, High performance
of G-‘(s) multivariable control strategies for systems having time
delays. A.1.Ch.E. J. 32, 914-931.
polynomial in the denominator of the gen-
Levien, K. L. and Morari, M., 1987, Internal model control
eral expression of coupled distillation columns. A.1.Ch.E. J. 33, 83-98.
minimum delay in denominator of kl ele- Marsten, R.. 1986, ZOOM/XMP-Zero/One Optimization
ment of G-‘(s) Methods with the XMP Linear Programming Library,
set including the yijs with value equal to 0 Users Manual. Department of Management Science, Uni-
versity of Arizona, Tucson, AZ.
Ith element of lower bound vector R
Morari, M., 1983, Design of resilient processing plants III: a
lower bound vector characterizing de- general framework for the assessment of dynamic
coupling performance of G(s) resilience. Chem. Engng Sci. 38, 1881-1891.
slack scalar of large positive value Morari, M. and Ray, W. H., 1989, CONSYD Reference
Manual.
upper bound vector limiting performance of
Ogunnaike, B. A., Lemaire, J. P., Morari, M. and Ray, W. HI.,
G(s) 1983, Advanced multivariable control of a pilot scale
set including the y,,s with value equal to 1 distillation column. A.I.Ch.E. J. 29, 632-640.
upper bound for the continuous variables b,, Ogunnaike, B. A. and Ray, W. H., 1979, Multivariable
plant manipulated variables controller design for linear systems having multiple time
delays. A.Z.Ch.E. J. 25, 1043-1057.
plant outputs
Paules IV, G. E. and Floudas, C. A., 1989, APROS: an
set point signal algorithmic decomposition methodology for solution of
binary variable (O-l) discrete continuous optimization problems. Operations
integer matrix with elements the yijs Res. J. 37. 902-9 15.
Perkins, J. D. and Wong, M. P. F., 1985, Assessing control-
lability of chemical plants. Chem. Engng Res. Des. 63,
Greek letters 358-362.
&i delay in element ii of D(s) Scicon Ltd., 1989, SClCONI’C User Guide.
8 time delay for SISO plant Shamugathasan, N. and Johnston, R. D., 1988, Exploitation
delay associated with element u of GF(s) of time delays for improved process control. Int. J. Control
eij 3, 1137-l 152.
zi shortest delay in the row i of G(s)
Smith, 0. J. M., 1957, Closer of control loops with dead time.
Chem. Engng Prog. 53, 217-219.

APPENDIX
REFERENCES
The complete formulation for example 2 is presented:
Aggarwal, A. and Floudas, C. A., 1990, A decomposition
approach for global optimum search in QP, NLP, and Min(b,,+b,,+b,,+b,,+b,,+b,, + b,,+b,,+b,,)
MINLP problems. To appear in Ann. Operation Res. subject to
Alevisakis, G. and Seborg, D., 1973, An extension of the
Smith predictor to multivariable linear systems containing Y11 + Yz1 + Y31 = 1
time delays. ht. J. Control 17, 541-551. Yl2 + Yzz + Y32 = 1
Brosilow, C., 1976, Structure and design of Smith predictors
Yl3 + Yz3 + Y33 = 1
from the viewpoint of inferential control. JACC Proc.,
Denver. Yll + Yl2 + Yl3 = 1
Carvallo, F., Westerberg, A. W. and Morari, M., 1988. A new y21 + y22 + y23 = 1
index to measure controllability. Paper 13Oc, AIChE
y31 + y32 + y33 = 1
winter meeting, Washington, DC.
h,, +h,,+ h,,-b,, GO
Floudas, C. A. and Aggarwal, A., 1990, A decomposition
approach for global optimum search in the pooling prob- h,, + h,, + h,, -bb,, 60
lem. To appear in ORSA 3. Comput. 2. h,, +&2+hi3-b,3<0
Floudas, C. A., Aggarwal, A. and Ciric, A. R., 1989, Global
ontimum search for non convex NLP and MINLP _Drob- h,, +h,, +h,, -bb,, ,(O
1:ms. Comput. Chem. Engng 13, 1117-1132. h,, + h,, + h,, -bb,, 60
Garcia, C. E. and Morari. M.. 1982. Internal model control. b,, c 0
h2, + h22 + h23 -
1: a .unifying review and some new results. Ind. Engni
h,, + h32 + h33 - b,, < 0
Chem. Process Des. Dev. 21, 308-323.
Garcia, C. E. and Morari, M., 1985, Internal model control, h3, + ha2 + hgj -bb,, <O
2: design procedure for multivariable systems. Ind. Engng h,, + h,, + h,, -bb,, ~0
Chem. Process Des. Dev. 24, 472-484.
Gatinkel, R. S. and Nemhauser, G. L., 1972, Integer Pro- b 11 - UU - Y11) g h,,
gramming. John Wiley, New York. b 12 - U(1 - ~121 d h2
Georgiou, A. and Floudas, C. A., 1989, Optimization model b 13 - u(1 - ~13) d hi3
for generic rank determination of structural matrices. Int.
J. Control 49, 1633-1644. b,, - UC1 - Y2,) < h2,

Glover, F., 1975, Improved linear integer programming for- b 22 - UC1 - Y22) G h22
mulations of non linear integer problems. Mgmt Sci. 22, b 23 - u(1 - Y23) 6 h23
455-460.
Holt, B. and Morari, M., 1985, Design of resilient processing b,,--Lr(l -Yy,,)dh,,

plants V: the effect of dead time on dynamic resilience. b 32 - u(l - Y,,) c h32
Chem. Engng Sci. 40, 1229-1237. b 33 - uu - Y33) =s h33
IBM (International Business Machines), 1979, MPSX/370
Mathematical Programming Systems Extended, Users 2.6 =z b 11 < 3.5
Manual. 3.5 < b 12 < 3.5
 3524 POLYCARPOS PSARR~S and CI-XRWTODOULOS A. FLOUDAS

1.0 < b,, (_ 3.5 Solution 2:

6.5 Q b,, < 6.5 2.6 3.5 2.6
3.0 C b,, c 6.5
1.2< b 23 d 6.5 9.4 9.4 9.4
9.2 < bP1 6 9.4
9.4 < b,, Q 9.4
1.0 d b 33 < 9.4
Y, = 0, 1 vi,j

h, >, 0 (Y,~) Vi, j. Integer cut 2:

Solution 1:
Yli+Yz3+Y,z-Yy+1-Yy31-Ylz-Yz2-Y13-Y33=G2
2.6 3.5 2.6 Solution 3:

2.6 3.5 1.0

B, = 6.5 3 3.0
9.2 9.4 9.2

Integer cut 1:

Yll + Yzz + Yso - Yzl-YY,l-Yl2-Y23-Y13-Y32~~