Optimal Sliding Mode Control For Linear Systems

Rong Xu and

Umit

Ozg uner
AbstractA sliding mode control with a dynamic sliding
surface is proposed to solve the innite-time optimal control
problem for linear systems. The advantage of this kind of
control is that it provides a robust optimal control to the optimal
control problem.
I. INTRODUCTION
Sliding mode control (SMC) has been widely recognized
as a powerful control approach for its ability of making a
control system very robust, which yields complete rejection
of external disturbances satisfying the matching conditions.
The robustness properties are usually achieved by using dis-
continuous controls. Numerous theoretical studies as well as
application researches are reported ([11], [13], [14], etc.). In
recent decade, SMC has widely been extended to incorporate
new techniques, such as higher-order sliding mode control,
dynamic sliding mode control and optimal sliding mode
control. These techniques retain the main advantages of SMC
and also yield more accuracy and desired performances. A
technique for designing the sliding surface using the linear
quadratic (LQ) approach has been studied by Young et al.
[12]. The basic idea is that some states of the system are
considered as the control inputs to the subsystem consisting
of the other states and LQ methods can be used to nd
the optimal control, or more precisely the optimal sliding
mode. Young and

Ozg uner [13], and Koshkouei and Zinober
[7] have proposed frequency shaping sliding mode control,
which is linked with LQ optimal control and sliding mode
control in the frequency domain. They designed compen-
sators using the optimal control and realization methods for
linear systems in the sliding mode. The sliding system with
a compensator (extra dynamics) is an augmented system
which is a higher-order system compared with the original
system. However, the designed compensators may not only
improve the stability of the sliding system but also yield
desired performance and characteristics. But these methods
can only be applied to a linear time-invariant system, and the
quadratic cost function only has the states in its arguments
without consideration of the control effort.
Usually, a conventional SMC is conservatively designed
for the worst cases in which the system uncertainties and
external disturbances are dominant. Stability or convergence
is the main concern of SMC design in such circumstance.
However, most real physical systems are not totally unknown
to us, and they can be represented by nominal systems with
a small portion of uncertainties. When the system nominal
R. Xu is with the Department of Electrical and Computer Engineering,
Ohio State University, Columbus, OH 43210, USA xur@ece.osu.edu

U.

Ozg uner is with Faculty of Electrical and Computer Engineering, Ohio
State University, Columbus, OH 43210, USA umit@ece.osu.edu
part is dominant, stability or convergence is no longer
the only concern of control design, and other performance
requirements like minimizing input energy should be taken
into consideration.
It is well known that optimal control provides a systematic
design methodology which makes the designed controller
optimal according to a performance index. One of the
main approaches to solve optimal control problems is the
Hamilton-Jacobi-Bellman (HJB) partial differential equation
([6]). Unfortunately, in most cases HJB partial differential
equation cannot be solved analytically and is computation-
ally intractable due to its high dimensionality. Numerous
researches have shown that the LQ optimal control problem
can be solved by using its associated Riccati equation for
both the unconstrained ([1], [4]) and constrained ([2], [9],
[10]) cases. As we all know, the main limitation of optimal
or suboptimal control is the requirement of complete system
knowledge and its high sensibility to system uncertainties
or disturbances. Since SMC has the ability of resistance
to system uncertainties and disturbances, integrating SMC
into optimal control may provide a solution to this problem.
Though SMC and optimal control are two completely dif-
ferent control strategies, it is still possible integrate them
together. This optimal SMC can hopefully make optimal
control more robust or make SMC more optimal. When the
nominal system is dominant over the uncertainties and dis-
turbances, optimal SMC will act more like optimal control.
When disturbance becomes dominant, SMC will take over
the main control task. Furthermore, if some properties of
the disturbances are known to us, e.g. they are white noises,
methods related to stochastic processes can be applied to nd
a best set of parameters of the optimal SMC with respect to
some requirements.
This paper is organized as follows. In Section II, a sliding
mode control with a dynamic sliding surface is proposed
to solve the innite-time optimal control problem for linear
systems. The performance index or cost function of the
optimal control problem is quadratic with the control input
included. When the external disturbance is white noise, the
optimal parameter of the controller is obtained by using the
It o integral in Section III. Finally, a simulation study will
show the advantages of optimal SMC over optimal control
and conventional SMC.
II. OPTIMAL SLIDING MODE CONTROL FOR LINEAR
SYSTEMS WITH DISTURBANCE
Consider the following single input linear system with a
disturbance
x = Ax +Bu+ (1)
Proceedings of the 2006 International Workshop on Variable Structure Systems
Alghero, Italy, June 5-7, 2006
MonE.6
1-4244-0208-5/06/$20 2006 IEEE 12 143
where x = [x
1
x
n
]
T
is the state vector, u the single control
input, = [0 0 ]
T
the matched external disturbance.
A
nn
, B
n1
and (A, B) is a controllable pair. Without
loss of generality A and B are assumed to have the following
forms
A =

0 1 0 0
0 0 1 0
.
.
.
.
.
. 0
0 0 1
a
1
a
2
a
n1
a
n

, B =

0
0
.
.
.
0
1

(2)
because for each controllable pair (A, B) there exists a
nonsingular transform matrix T which makes (TAT
1
, TB)
have the above forms. To design a sliding mode control for
(1) a dynamic sliding surface is dened as follow
s(t) = x
n
(t)
_
t
0
g()d x
n
(0) (3)
where g(t) is a function to be derived later. It is obvious
that s(0) = 0. Therefore, the reaching time to the sliding
manifold is zero, or the system is on the sliding manifold at
the beginning. A sliding mode control is designed to keep the
system on the sliding manifold s = 0, or inside a boundary
layer around that sliding manifold such that |s| < where
> 0 is a small constant number. The latter one is chosen
in order to avoid the chattering effect in the control input.
Thus, the sliding mode control is designed as
u =
n

i=1
a
i
x
i
+gM

(s) (4)
where M > 0 is a constant number such that M > || +
and > 0 is a small constant number.

() is a saturation
function dened as

(s) =

1 if s >
s/ if |s|
1 if s <
(5)
It is obvious that s

(s) 0 and the equality holds only when

s = 0. A Lyapunov function candidate can be V = s
T
s/2. Its
time derivative is

V = s s
= s
_
n

i=1
a
i
x
i
+u+ g
_
= s[M

(s) ]
< s

(s) 0
Therefore,

V is always negative except for s = 0 and s
will asymptotically converge to zero without disturbance.
However, the sliding mode control (4) can keep the system
inside the boundary layer |s| < even in the presence of the
disturbance . As stated before, s(0) =0 at the beginning, so
the system will stay inside the boundary layer |s| < from
the beginning and thereafter under the sliding mode control
(4). Thus, the actually applied control is
u =
n

i=1
a
i
x
i
+g
Ms

(6)
If the system is a mechanical system, it is reasonable to
assume that x
n
(0) = 0. Suppose that we have a quadratic
cost function
I(x, u) =
1
2
_

0
(x
T
Qx +Ru
2
)dt (7)
where
Q = [q
i j
] 0, R > 0
Our rst goal is to nd a g(t) to minimize I without
consideration of the disturbance , or
min
g
I =
1
2
_

0
(x
T
Qx +Ru
2
)dt
s.t. x = Ax +Bu
u =
n

i=1
a
i
x
i
+g
Ms

s = x
n

_
t
0
g()d
The sliding mode control (6) is substituting to the original
system
x
n
= g
M

_
x
n

_
t
0
gd
_
= g
M

x
n
+
M

_
t
0
gd (8)
Denote x
n+1
=
_
t
0
gd and v = x
n+1
= g. In the new coordi-
nate, the equations of the system are

x = A x +Bv
where x = [x
1
x
n
x
n+1
]
T
and
A =

0 1 0 0 0
0 0 1 0 0
.
.
.
.
.
.
.
.
.
0 1 0
0 M/ M/
0 0 0

, B =

0
0
.
.
.
0
1
1

In the new coordinate the control input is

u =
n

i=1
a
i
x
i
+v
M

x
n
+
M

x
n+1
=
n+1

i=1
a
i
x
i
+v (9)
where a
i
= a
i
for i = (1, , n 1) and a
n
= a
n
M/,
a
n+1
= M/. Then, we have
Ru
2
= Rv
2
+2R
n+1

i=1
a
i
x
i
v +R
n+1

i=1
n+1

j=1
a
i
a
j
x
i
x
j
Finally, the cost function I in the new coordinate is
I( x, v) =
1
2
_

0
( x
T
Q x +2 x
T
Hv +Rv
2
)dt (10)
where
Q =

q
11
+ a
1
a
1
R q
1n
+ a
1
a
n
R a
1
a
n+1
R
.
.
.
.
.
.
.
.
.
.
.
.
q
n1
+ a
n
a
1
R q
nn
+ a
n
a
n
R a
n
a
n+1
R
a
n+1
a
1
R a
n+1
a
n
R a
n+1
a
n+1
R

,
H =
_
a
1
R a
2
R a
n
R a
n+1
R

T
14
144
Then, the original optimization problem is transformed in
the new coordinate as
min
v
I( x, v) = min
v
1
2
_

0
( x
T
Q x +2 x
T
Hv +Rv
2
)dt
s.t.

x = A x +Bv
This optimization problem can be solved by solving the
Riccati equation if the pair (A, B) is stabilizable. It is well
known that the pair (A, B) is stabilizable if
rank([
i
I A, B]) = n+1 for i = 1, , n (11)
Though the pair (A, B) is not controllable, the eigenvalues of
A are
i
= 0 for (i = 1, , n) and
n+1
=M/, of which
only Re(
i
) 0 for (i = 1, , n). It is easy to check that
(11) is true. Therefore, the optimal solution to the above
optimization problems g

= v

is given by
g

= v

= R
1
(B
T
PH
T
) x (12)
where P is the solution to the following generalized matrix
Riccati equation
(PBH)R
1
(B
T
PH
T
) PAA
T
P+Q = 0 (13)
Denote C = [c
1
c
n+1
] = R
1
(B
T
PH
T
)
1(n+1)
.
The optimal choice of g(t) can be represented by
g

(t) =
n

i=1
c
i
x
i
(t) +c
n+1
_
t
0
g

()d (14)
It is easy to show that g

(0) =
n1
i=1
c
i
x
i
(0) provided that
x
n
(0) = 0. If c
n+1
= 0, then (14) already gives us the
expression of g

=
n
i=1
c
i
x
i
. Otherwise if c
n+1
= 0, taking
time derivative of (14) yields
g

=
n1

i=1
c
i
x
i+1
+c
n
x
n
+c
n+1
g

(15)
=
n1

i=1
c
i
x
i+1

c
n
M

x
n
+
c
n
M

x
n+1
+(c
n
+c
n+1
)g

Combining (14) and (15), and eliminating x

n+1
=
_
t
0
g

()d
give us
g

=
n1

i=1
c
i
x
i+1

c
n
M
c
n+1
n

i=1
c
i
x
i

c
n
M

x
n
+
_
c
n+1
+c
n
+
c
n
M
c
n+1
_
g

(16)
with the initial condition g

(0) =
n1
i=1
c
i
x
i
(0).
III. SEEKING THE OPTIMAL PARAMETER
Now, we take the disturbance into consideration. By
using the optimal sliding mode control derived above, the
closed-loop system with disturbance is transformed into

x =

A x +

B (17)
where

A =

0 1 0 0 0
0 0 1 0 0
.
.
.
.
.
.
c
1
c
n
M/ c
n+1
+M/
c
1
c
n
c
n+1

B =
_
0 0 1 0

T
Without the disturbance , this system will converge to the
origin asymptotically. In the presence of the bounded dis-
turbance , however, the system states will move randomly
but inside a small neighborhood of the origin. Our object is
to nd optimal values for M and/or which minimize the
size of the neighborhood given sufcient information of the
disturbance . For the sake of simplicity, we consider the
disturbance (t) as a stochastic process and the following
assumptions are made:
1) The disturbance is bounded, i.e. sup
0t
|(t)| ,
where > 0 is a constant number.
2) t
1
=t
2
(t
1
) and (t
2
) are independent.
3) {(t)} is stationary, i.e. the (joint) distribution of
{(t
1
+t), ..., (t
k
+t)} does not depend on t.
4) The expectation function of (t), E[(t)] = 0 for all t.
With the above assumptions, the equations of system (17)
can be represented by stochastic differential equations
dx
1
= x
2
dt
.
.
.
dx
n1
= x
n
dt (18)
dx
n
=
_
n+1

i=1
c
i
x
i

x
n
+
M

x
n+1
_
dt +dW
t
()
dx
n+1
=
n+1

i=1
c
i
x
i
dt
where W
t
() is 1-dimensional Brownian motion starting at
the origin. The solution to (18) gives us (n +1) stochastic
processes: x
1
(t, ), x
2
(t, ), , x
n+1
(t, ). In order to ob-
tain the solution to (18), the following theorems are needed.
Theorem 1 (The It o isometry). For functions f (t, )
[0, ) , g(t, ) [0, )
E
__
_
t
f
t
0
f (t, )dW
t
__
_
t
f
t
0
g(t, )dW
t
__
= E
_
_
t
f
t
0
f (t, )g(t, )dt
_
(19)
where W
t
is a 1-dimensional Brownian motion. Especially,
E
_
_
_
t
f
t
0
f (t, )dW
t
_
2
_
= E
_
_
t
f
t
0
f
2
(t, )dt
_
(20)
Theorem 2 (The solution to n-dimensional linear time
invariant stochastic differential equation). Consider a
matrix stochastic differential equation
dX = AXdt +BdW
t
(21)
145
where dX = [dx
1
, ..., dx
n
]
T
, A
nn
is time invariant, B

n1
is time invariant and W
t
is a 1-dimensional Brownian
motion. Then the unique solution to (21) is given by
X(t) = exp(At)
_
X(0) +
_
t
0
exp(A)BdW

_
(22)
The proofs of Theorem 1 and 2 use the It o integral and
can be found in [8]. Now, let us go back to the optimization
problem. The cost function is modied to meet the stochastic
property of the disturbance by using the expectation of the
cost. Suppose that the system states have reached the origin,
we want to nd optimal values for M and/or such that
the average size of the neighborhood of the variation of the
states under the inuence of the disturbance is minimized
during a long enough time period T. Then, the optimization
problem is presented as
min
M,
E[I] = min
M,
E
_
1
2
_
T
0
x
T

Q xdt
_
s.t. d x =

A xdt +

BdW
t
x(0) = 0
where

Q =

q
1
0 0
.
.
.
.
.
.
0 q
n
0
0 0 0

, q
i
> 0 for i = 1, , n
Applying (22) to the original closed-loop system with initial
condition x(0) = 0, we obtain
x(t) =
_
t
0
exp(

A(t ))

BdW

(23)
and by using the It o isometry
E
_
x x
T

= E
_
_
t
0
exp(

A(t ))

B

B
T
{exp(

A(t ))}
T
d
_
=
_
t
0
exp(

A(t ))

B

B
T
{exp(

A(t ))}
T
d (24)
Denote exp(

At) = [ a
i j
(t)], where a
i j
(t) is the ith row and jth
column entry of exp(

At). It should be noted that a
i j
(t) is
also a function of M and . Substituting

B = [0, , 0, 1, 0]
T
into the above equation, we have
E[x
2
i
(t)] =
_
t
0
a
2
in
(t )d =
_
t
0
a
2
in
()d
for i = 1, , n (25)
Then, the cost function becomes
E[I] = E
_
1
2
_
T
0
_
n

i=1
q
i
x
2
i
_
dt
_
=
1
2
_
T
0
_
n

i=1
q
i
E[x
2
i
]
_
dt
=
1
2
_
T
0
_
n

i=1
q
i
_
t
0
a
2
in
()d
_
dt (26)
Since it is impossible to obtain the analytical expression of
E[I] as a function of M and , some numerical methods have
to be applied to nd the optimal values for M and/or .
Because the two optimization problems are coupled, we
can not obtain one solution before the other. An iterative op-
timization procedure is proposed as follows (the superscript
(k)
is the iteration number)
Step 1: Pick up two suitable M
(0)
and/or
(0)
for M
and/or respectively;
Step 2: Compute the optimal c
(k)
i
for i = 1, , n +1
from (12) by using M
(k1)
and/or
(k1)
;
Step 3: Find the numerical minimizers M
(k)
and/or
(k)
from (26) by using c
(k)
i
;
Step 4: If (|M
(k)
M
(k1)
| <
1
and |
(k)

(k1)
| <
2
)
or (| minE[I]
(k)
minE[I]
(k1)
| <
3
), then stop and give
out the optimal values c
(k)
i
, M
(k1)
,
(k1)
.
1
>0,
2
>0
and
3
> 0 are error tolerances. Otherwise, go back to
Step 2 and continue the procedure with k = k +1.
IV. SIMULATION STUDY
Consider a second order system
x
1
= x
2
, x
2
= u+ (27)
with a cost function
I =
1
2
_

0
(x
T
Qx +Ru
2
)dt (28)
where
Q =
_
100 0
0 100
_
, R = 1
We pick up = 0.1. The optimal parameters for the optimal
sliding mode control (optimal SMC) u
opt smc
are computed
from the aforementioned iterative optimization procedure as
M = 18.6, c
1
=10, c
2
= 175.0455, c
3
=186,
g = 1411.6577x
1
1556.3935x
2
152.1202g,
s = x
2

_
t
0
g()d, u
opt smc
= g186s
For the sake of comparison, the optimal state feedback
control (optimal control) u
opt
based on Q and R and a
146 146
conventional sliding mode control (conventional SMC) u
smc
are also designed. The optimal control u
opt
can be easily
obtained by solving the Riccati equation, and is given by
u
opt
=10x
1
10.9545x
2
(29)
and the conventional SMC u
smc
is designed as
u
smc
=2x
2
15

(2x
1
+x
2
) (30)
For the disturbance , a band-limited white noise is applied,
whose maximum magnitude is 15. Ten realizations of white
noises are generated. Each realization is used in three sim-
ulations by using u
opt
, u
smc
and u
opt smc
, respectively. The
initial conditions for the system equations (1) are
x
1
(0) = 3, x
2
(0) = 0
The simulation results (x
1
(t), x
2
(t) and u(t)) of the optimal
control, the conventional SMC and the optimal SMC under
one realization of white noise are shown in Fig. 1, 2 and
3, respectively. For comparison, the responses of x
1
of three
different controls are put together in Fig. 4. From Fig. 4, the
following observations are made:
1) Before 2 seconds, when x
1
is far from the origin, the
response of the optimal SMC is very close to that of
the optimal control. This means that the optimal SMC
is really optimal.
2) After 6 seconds, when x
1
is around the origin, the
variation of the response of the optimal control is
much larger than those of the other two sliding mode
controls. This is because that the optimal control is too
weak to offset the inuence of the disturbance when
the states are close to the origin. While the sliding
mode controls can perform more robustly because of
their variable structures. This means that the optimal
SMC is more robust than the optimal control.
In order to analyze quantitatively the performances of
three controls, the values of cost functions are needed. Since
we can not integrate till innity time, the cost function is
modied to integrate during a nite time period as
I
1
=
1
2
_
20
0
_
100x
2
1
(t) +100x
2
2
(t) +u
2
(t)

dt (31)
Moreover, the following cost function is used to measure the
robustness of the controls around the origin.
I
2
=
1
2
_
20
10
_
100x
2
1
(t) +100x
2
2
(t)

dt (32)
The values of cost functions I
1
and I
2
of each simulation are
tabulated in Table I and II, respectively. From Table I and
II, the following observations are made:
0 2 4 6 8 10 12 14 16 18 20
2
0
2
4
x
1
0 2 4 6 8 10 12 14 16 18 20
4
2
0
2
x
2
0 2 4 6 8 10 12 14 16 18 20
40
20
0
20
time (sec)
u
o
p
t
Fig. 1. The simulation results using the optimal control u
opt
0 2 4 6 8 10 12 14 16 18 20
2
0
2
4
x
1
0 2 4 6 8 10 12 14 16 18 20
4
2
0
2
x
2
0 2 4 6 8 10 12 14 16 18 20
20
0
20
time (sec)
u
s
m
c
Fig. 2. The simulation results using the conventional SMC u
smc
0 2 4 6 8 10 12 14 16 18 20
2
0
2
4
x
1
0 2 4 6 8 10 12 14 16 18 20
4
2
0
2
x
2
0 2 4 6 8 10 12 14 16 18 20
40
20
0
20
u
o
p
t_
s
m
c
time (sec)
Fig. 3. The simualtion results using the optimal SMC u
optsmc
147 147
0 2 4 6 8 10 12 14 16 18 20
0.5
0
0.5
1
1.5
2
2.5
3
time (sec)
x
1
optimal control
sliding mode control
optimal sliding mode control
Fig. 4. Comparison of three controls by the state response x
1
(t)
TABLE I
I
1
noise optimal Conventional optimal
realization control SMC SMC
1 482.4 562.5 485.9
2 479.7 560.4 485.1
3 478.6 558.0 485.5
4 478.4 557.0 485.2
5 480.1 560.1 485.7
6 481.1 561.5 486.2
7 481.3 561.0 485.3
8 481.1 560.7 485.8
9 479.0 558.4 484.4
10 478.8 556.2 485.3
Average 480.1 559.6 485.4
1) For I
1
, the optimal control is the best, and the conven-
tional SMC is the worst. However, the performance
the optimal SMC is quite close to that of the optimal
control, while the conventional SMC is much worse.
This means that the optimal sliding mode control is
nearly optimal.
2) For I
2
, the optimal SMC is much better than the
optimal control. The average value of I
2
of the optimal
SMC is only 5.97% of that of the optimal control. This
means that the optimal SMC is much more robust than
the optimal control.
V. CONCLUSIONS
Optimal SMC proposed in this paper provides a more
robust optimal result to LQ optimal control problem. In the
region dominated by the system nominal part, the system
behavior is mainly governed by optimal control. In the region
where disturbance becomes dominant, SMC takes over the
main control task. For nonlinear systems, the approach
TABLE II
I
2
noise optimal Conventional optimal
realization control SMC SMC
1 2.074 0.1650 0.1584
2 2.312 0.1538 0.1470
3 2.909 0.1665 0.1582
4 2.272 0.1652 0.1588
5 2.189 0.1621 0.1558
6 2.683 0.1592 0.1514
7 2.924 0.1589 0.1509
8 2.356 0.1627 0.1561
9 3.000 0.1470 0.1381
10 3.046 0.1717 0.1640
Average 2.577 0.1612 0.1539
of integrating SMC and nonlinear optimal control is also
possible and open to the future study.
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