Control Engineering

Series Editor
William S. Levine Department of Electrical and Computer Engineering University of Maryland College Park, MD 20742-3285 USA

Editorial Advisory Board

Okko Bosgra Delft University The Netherlands Graham Goodwin University of Newcastle Australia Petar Kokotovic University of California Santa Barbara USA Manfred Morari ETH Zurich Switzerland William Powers Ford Motor Company (retired) USA Mark Spong University of Illinois Urbana-Champaign USA lori Hashimoto Kyoto University Kyoto Japan

Guillermo J. Silva Aniruddha Datta S.R Bhattacharyya

PID Controllers for Time-Delay Systems

Birkhauser Boston Basel Berlin

Guillermo J. Silva IBM 11400 Burnet Road Austin, TX 78758 USA

Aniruddha Datta Department of Electrical Engineering Texas A&M University College Station, TX 77843 USA

S.P. Bhattachaiyya Department of Electrical Engineering Texas A&M University College Station, TX 77843 USA

AMS Subject Classifications: 30-02, 37F10, 65-02, 93D99 Library of Congress Cataloging-in-Publication Data Silva, G. J., 1973PID controllers for time-delay systems / GJ. Silva, A. Datta, S.P. Bhattacharyya. p. cm. - (Control engineering) ISBN 0-8176-4266-8 (alk. paper) 1. PID controllers-Design and construction. 2. Time delay systems. I. Datta, Aniruddha, 1963- II. Bhattacharyya, S. P (Shankar P), 1946- III. Title. IV. Control engineering (Birkhauser) TJ223.P55S55 2004 629.8'3-dc22

2004062387

ISBN 0-8176-4266-8 Printed on acid-free paper. 2005 Birkhauser Boston All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher (Birkhauser Boston, Inc., c/o Springer Science+Business Media Inc., Rights and Permissions, 233 Spring Street, New York, NY, 10013 USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use in this publication of trade names, trademarks, service marks and similar terms, even if they are not identified as such, is not to be taken as an expression of opinion as to whether or not they are subject to property rights. Printed in the United States of America. (SB)

987654321 www. birkhauser. com

SPIN 10855839

THIS BOOK IS DEDICATED TO

My wife Sezi for her loving support and endless patience, and my parents Guillermo and Elvia. G. J. Silva

My wife Anindita and my daughters Apama and Anisha. A. Datta

The memory of my friend and mentor, the late Yakov Z. Tsypkin, Russian control theorist and academician whose many contributions include the first results, in 194-6, analyzing the stability of time-delay systems. S. P. Bhattacharyya

Contents

Preface 1 Introduction 1.1 Introduction to Control 1.2 The Magic of Integral Control 1.3 PID Controllers 1.4 Some Current Techniques for PID Controller Design . . . . 1.4.1 The Ziegler-Nichols Step Response Method 1.4.2 The Ziegler-Nichols Frequency Response Method . . 1.4.3 PID Settings using the Internal Model Controller Design Technique 1.4.4 Dominant Pole Design: The Cohen-Coon Method . . 1.4.5 New Tuning Approaches 1.5 Integrator Windup 1.5.1 Setpoint Limitation 1.5.2 Back-Calculation and Tracking 1.5.3 Conditional Integration 1.6 Contribution of this Book 1.7 Notes and References The 2.1 2.2 2.3 Hermite-Biehler Theorem and its Generalization Introduction The Hermite-Biehler Theorem for Hurwitz Polynomials . . Generalizations of the Hermite-Biehler Theorem

xi 1 1 3 6 7 7 9 11 13 14 16 16 17 17 18 18 21 21 22 27

ii

Contents 2.3.1 2.3.2 No Imaginary Axis Roots Roots Allowed on the Imaginary Axis Except at the Origin 2.3.3 No Restriction on Root Locations . Notes and References 29 31 35 37

2.4

PI Stabilization of Delay-Free Linear Time-Invariant Systems 3.1 Introduction 3.2 A Characterization of All Stabilizing Feedback Gains . . . . 3.3 Computation of All Stabilizing PI Controllers 3.4 Notes and References P I D Stabilization of Delay-Free Linear Time-Invariant Systems 4.1 Introduction 4.2 A Characterization of All Stabilizing PID Controllers . . . . 4.3 PID Stabilization of Discrete-Time Plants 4.4 Notes and References

39 39 40 51 56

57 57 58 67 75

Preliminary Results for Analyzing Systems with Time Delay 77 5.1 Introduction 77 5.2 Characteristic Equations for Delay Systems 78 5.3 Limitations of the Pade Approximation 82 5.3.1 Using a First-Order Pade Approximation 83 5.3.2 Using Higher-Order Pade Approximations 85 5.4 The Hermite-Biehler Theorem for Quasi-Polynomials . . . . 89 5.5 Applications to Control Theory 92 5.6 Stability of Time-Delay Systems with a Single Delay . . . . 99 5.7 Notes and References 106 Stabilization of Time-Delay Systems using a Constant Gain Feedback Controller 109 6.1 Introduction 109 6.2 First-Order Systems with Time Delay 110 6.2.1 Open-Loop Stable Plant 112 6.2.2 Open-Loop Unstable Plant 116 6.3 Second-Order Systems with Time Delay 122 6.3.1 Open-Loop Stable Plant 125 6.3.2 Open-Loop Unstable Plant 129 6.4 Notes and References 134 PI Stabilization of First-Order Systems with Time Delay 135 7.1 Introduction 135

Contents

ix

7.2 7.3 7.4 7.5 8 PID 8.1 8.2 8.3 8.4 8.5

The PI Stabilization Problem Open-Loop Stable Plant Open-Loop Unstable Plant Notes and References

136 137 150 159

Stabilization of First-Order Systems with Time Delay 161 Introduction 161 The PID Stabilization Problem 162 Open-Loop Stable Plant 164 Open-Loop Unstable Plant 179 Notes and References 189 191 191 192 194 196 199 203 204 205 208 213 213 214 217 222

Control System Design Using the P I D Controller 9.1 Introduction 9.2 Robust Controller Design: Delay-Free Case 9.2.1 Robust Stabilization Using a Constant Gain 9.2.2 Robust Stabilization Using a PI Controller 9.2.3 Robust Stabilization Using a PID Controller . . . . 9.3 Robust Controller Design: Time-Delay Case 9.3.1 Robust Stabilization Using a Constant Gain 9.3.2 Robust Stabilization Using a PI Controller 9.3.3 Robust Stabilization Using a PID Controller . . . . 9.4 Resilient Controller Design 9.4.1 Determining fc, T, and L from Experimental Data . 9.4.2 Algorithm for Computing the Largest Ball Inscribed Inside the PID Stabilizing Region 9.5 Time Domain Performance Specifications 9.6 Notes and References

10 Analysis of Some P I D Tuning Techniques 10.1 Introduction 10.2 The Ziegler-Nichols Step Response Method 10.3 The CHR Method 10.4 The Cohen-Coon Method 10.5 The IMC Design Technique 10.6 Summary 10.7 Notes and References

223 . 223 224 229 233 237 241 241

11 P I D Stabilization of Arbitrary Linear Time-Invariant Systems with Time Delay 243 11.1 Introduction 243 11.2 A Study of the Generalized Nyquist Criterion 244 11.3 Problem Formulation and Solution Approach 248 11.4 Stabilization Using a Constant Gain Controller 250 11.5 Stabilization Using a PI Controller 253

Contents 11.6 Stabilization Using a PID Controller 11.7 Notes and References 256 263 265 265 266 276 277 279 280 284 285 287 291 293 295 297 297 301 302 303 307 307 308 313 323 329

12 Algorithms for Real and Complex P I D Stabilization 12.1 Introduction 12.2 Algorithm for Linear Time-Invariant Continuous-Time Systems 12.3 Discrete-Time Systems 12.4 Algorithm for Continuous-Time First-Order Systems with Time Delay 12.4.1 Open-Loop Stable Plant 12.4.2 Open-Loop Unstable Plant 12.5 Algorithms for PID Controller Design 12.5.1 Complex PID Stabilization Algorithm 12.5.2 Synthesis of Hoc PID Controllers 12.5.3 PID Controller Design for Robust Performance . . . 12.5.4 PID Controller Design with Guaranteed Gain and Phase Margins 12.6 Notes and References A Proof of Lemmas 8.3, 8.4, and 8.5 A.l Preliminary Results A.2 Proof of Lemma 8.3 A.3 Proof of Lemma 8.4 A.4 Proof of Lemma 8.5 B Proof of Lemmas 8.7 and 8.9 B.l Proof of Lemma 8.7 B.2 Proof of Lemma 8.9 C Detailed Analysis of Example 11.4 References Index

Preface

This monograph presents our recent results on the proportional-integralderivative (PID) controller and its design, analysis, and synthesis. The focus is on linear time-invariant plants that may contain a time delay in the feedback loop. This setting captures many real-world practical and industrial situations. The results given here include and complement those published in Structure and Synthesis of PID Controllers by Datta, Ho, and Bhattacharyya [10]. In [10] we mainly dealt with the delay-free case. The main contribution described here is the efficient computation of the entire set of PID controllers achieving stability and various performance specifications. The performance specifications that can be handled within our machinery are classical ones such as gain and phase margin as well as modern ones such as Hoo norms of closed-loop transfer functions. Finding the entire set is the key enabling step to realistic design with several design criteria. The computation is efficient because it reduces most often to linear programming with a sweeping parameter, which is typically the proportional gain. This is achieved by developing some preliminary results on root counting, which generalize the classical Hermite-Biehler Theorem, and also by exploiting some fundamental results of Pontryagin on quasi-polynomials to extract useful information for controller synthesis. The efficiency is important for developing software design packages, which we are sure will be forthcoming in the near future, as well as the development of further capabilities such as adaptive PID design and online implementation. It is also important for creating a realistic interactive design environment where multiple performance specifications that are appropriately prioritized can be overlaid and intersected to telescope down to a small and satisfactory

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Preface

controller set. Within this set further design choices must be made that reflect concerns such as cost, size, packaging, and other intangibles beyond the scope of the theory given here. The PID controller is very important in control engineering appHcations and is widely used in many industries. Thus any improvement in design methodology has the potential to have a significant engineering and economic impact. An excellent account of many practical aspects of PID control is given in PID Controllers: Theory, Design and Tuning by Astrom and Hagglund [2], to which we refer the interested reader; we have chosen to not repeat these considerations here. At the other end of the spectrum there is a vast mathematical literature on the analysis of stability of timedelay systems which we have also not included. We refer the reader to the excellent and comprehensive recent work Stability of Time-Delay Systems by Gu, Kharitonov, and Chen [15] for these results. In other respects our work is self-contained in the sense that we present proofs and justfications of all results and algorithms developed by us. We believe that these results are timely and in phase with the resurgence of interest in the PID controller and the general rekindling of interest in fixed and low-order controller design. As we know there are hardly any results in modern and postmodern control theory in this regard while such controllers are the ones of choice in applications. Classical control theory approaches, on the other hand, generally produce a single controller based on ad hoc loop-shaping techniques and are also inadequate for the kind of computer-aided multiple performance specifications design applications advocated here. Thus we hope that our monograph acts as a catalyst to bridge the theory-practice gap in the control field as well as the classicalmodern gap. The results reported here were derived in the Ph.D. theses of Ming-Tzu Ho, Guillermo Silva, and Hao Xu at Texas A&M University and we thank the Electrical Engineering Department for its logistical support. We also acknowledge the financial support of the National Science Foundation's Engineering Systems Program under the directorship of R. K. Baheti and the support of National Instruments, Austin, Texas.

Austin, Texas College Station, Texas College Station, Texas October 2004

G. J. Silva A. Datta S. P. Bhattacharyya

PID Controllers for Time-Delay Systems