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Systems
Sven Laur
University of Tartu
Closed-loop Controllers:
Basic Structure
Closed-loop control with state estimation
Controller System
r[k] u[k] y[k]
State Ĝ[z]
Estimator
⊲ If we can estimate the system state from the output, we can circumvent
such synchronisation errors. The system must be observable for that.
⊲ Even if we know the system state, it might be impossible to track the
reference signal. In brief, the system must be controllable.
1
Controllability
The state equation is controllable if for any input state x0 and for any final
state x1 there exists an input u that transfers x0 to x1 in a finite time.
⊲ T6. The
n dimensional pair (A, B) is controllable iff the controllability
matrix B AB A2B An−1B has the maximal rank n.
The desired input can be computed from the system of linear equations
2
Observability
The state equation is observable if for any input state x0 and for any input
signal u, finite the output y sequence determines uniquely x0.
3
Offline state estimation algorithm
Again, the input state x0 can be computed from a system of linear equations
y[0] = Cx0 + Du[0]
y[1] = CAx0 + CBu[0] + Du[1]
···
y[n − 1] = CAn−1 x + · · · + CBu[n − 2] + Du[n − 1]
0
Although this equation allows us to find out the state of the system, it is
offline algorithm, which provides a state estimation with a big time lag.
4
General structure of state estimators
x̂[k]
State Estimator
0.5z+0.5
Consider a canonical realisation of the transfer function ĝ[z] = z 2 −0.25
0 0.25 1
A= B=
1 0 0
C = [0.5 0.5] D=0
In general, the feedback vector 1 can be replaced with any other vector to
increase the stability of a state estimator.
6
Kalman Decomposition
Equivalent state equations
are equivalent if for any initial state x0 there exists an initial state x0 such
that for any input u both systems yield the same output and vice versa.
⊲ T8. Two state descriptions are (algebraically) equivalent if there exists
an invertible matrix P such that
A2 = P A1P −1 B2 = P B1
C 2 = C 1P −1 D2 = D1 .
7
Linear state space transformations
For obvious reasons, we can do all computations wrt the basis {a1, a2} so
that the underlying behaviour does not change. The same equivalence of
state descriptions hold for other bases and larger state spaces, as well.
8
Kalman decomposition
⊲ T9. Every state space equation can be transformed into an equivalent
description to a canonical form
xco[k + 1] Aco 0 A13 0 xco[k] B co
xco[k + 1] A21 Aco A23 A24 xco[k] B co
xco[k + 1] = 0
+ u[k]
0 Aco 0 xco[k] 0
xco[k + 1] 0 0 A43 Aco xco[k] 0
y[k] = [C co 0 C co 0] x[k] + Du[k]
where
⋄ xco is controllable and observable
⋄ xco is controllable but not observable
⋄ xco is observable but not controllable
⋄ xco is neither controllable nor observable
9
Minimal realisation
10
Closed-loop Controllers:
Design Principles
General setting
Simplifying assumptions
⊲ From now on, we assume that we always want to control state variables
that are both controllable and directly observable: y[k] = x[k].
⊲ If this is not the case, then we must use state estimators to get an
estimate of x. The latter just complicates the analysis.
11
Unity-feedback configuration
-1
Design tasks
⊲ Find a compensator ĉ[z] such that system becomes stable.
⊲ Find a proper value of p such that system starts to track reference signal.
and thus the configuration is stable when the new transfer function
pĝ[z]ĉ[z]
ĝ◦[z] =
1 + ĝ[z]ĉ[z]
13
Pole placement
We can control the denominator of the new transfer function ĝ◦[z]. Let
BIBO
stable
BIBO
ℜ(s) ℜ(z)
stable
14
Signal tracking properties
for an input signal r[k] = ak. Moreover, let ĝ◦ = N (z)/D(z). Then
15
Trade-offs in pole placement
There is no general recipe for pole placement. Rules of thumb are given in
⊲ C.-T. Chen. Linear System Theory and Design. page 238.
16
Illustrative example
1
Consider a feedback loop with the transfer function g[z] = z−2 . Then we
can try many different pole placements
2 2
2
F (z) ∈ z − 0.5, z + 0.5, z − 0.25, z + z + 0.25, z − z + 0.25
17
Robust signal tracking
Sometimes the system changes during the operation. The latter can be
modelled as an additional additive term w[k] in the input signal.
If we know the poles of reference signal r[k] and w[k] ahead, then we can
design a compensator that filters out the error signal w[k].
1
For instance, if w[k] is a constant bias, then adding an extra pole z−1
cancels out the effect of bias. See pages 277–283 for further examples.
12z − 9
ĉ[z] = p=1 .
4z − 4
18
Model matching
Find a feedback configuration such that ĝ◦ is BIBO stable and ĝ◦[1] = 1.
Feedback
ĉ2 [z]