Relative Gain Array for MIMO Processes Containing Integrators and/or Differentiators

Wuhua Hu, Wen-Jian Cai, Gaoxi Xiao

School of Electrical and Electronic Engineering, Nanyang Technological University, Singapore 639798, Singapore {huwu0001, ewjcai, egxxiao}@ntu.edu.sg
AbstractLimitations are revealed for the existing methods to derive relative gain array (RGA) for a MIMO process containing integrators and/or differentiators. This paper proposes a new method to overcome these limitations. The method can handle processes described by either transfer functions or state-space models. The effectiveness and simplicity of the proposed method are illustrated with examples where the existing methods fail to give valid RGAs. KeywordsRGA, MIMO, DRGA, integrator, differentiator

process which may contain integrators and differentiators. This method is theoretically strict. It involves operation only of constant matrices and hence the computation cost is low. The effectiveness and simplicity of this method are illustrated with examples where Method 1 or 2 may fail. II. PRELIMINARIES

I.

INTRODUCTION

Relative gain array (RGA) measures the input-output interactions of a multi-input multi-output (MIMO) system [1] and has been widely applied to determine the input-output pairing for decentralized control of MIMO systems [2-4]. The original RGA considered processes without integrators. To extend its application to MIMO processes with integrators where the static input-output gains are not well defined, Woolverton proposed to use derivatives of the outputs as the static gains for computing RGA [5]. The idea was made strict in general by Arkun and Downs to a MIMO system described by a transfer function or a state-space model [6], leading to Method 1 for computing RGA. Method 1, however, is found to be effective only if the integrators and differentiators of a MIMO process can all be factored out as the input/output scaling matrices before deriving the RGA. Recently, a different method, Method 2, for computing the RGA of a MIMO system with integrators was proposed by Huang, Lin and Jeng [7]. Compared to Method 1, Method 2 achieves the goal by modifying the definition of steady-state gains for integrating processes. The validity of such modification, however, was not proved. As a matter of fact, it is found that Method 2 is defective in that it may fail to apply due to singularity or apply but fail to give a true RGA. Another method for calculating RGA of a MIMO process with integrators and/or differentiators is the dynamical RGA (DRGA) method [2, 8-9]. DRGA was an extension of RGA by replacing the static gains with the transfer functions in the definition. Thus RGA can be seen as a special case of DRGA evaluated at zero frequency (where the limit may be taken). This provides an exact and general way to compute the RGA. However, this method involves operation of the inverses of transfer functions which are complicated especially when the system dimension is high. To overcome the aforementioned problems, this paper proposes a new method to compute RGA for a general MIMO

For convenience, square transfer matrices are assumed throughout the development and the results are extended to non-square transfer matrices later. Given a MIMO transfer matrix G ( s ) , where s is the Laplace variable, the RGA is defined as [2, 4]:

= G (0) G T (0).

(1)

Here denotes the element-by-element product. As an extension of RGA, DRGA is defined as [2, 4]:
( s ) = G ( s ) G T ( s ).

(2)

( s ) is usually evaluated at s = j where j indicates an imaginary number and is a specified frequency. It is obvious that RGA is a special case of DRGA at s = 0 .

Method 1 for computing RGA is based on the following definition of gains [6].
Definition 1. Let G ( s ) be an n n transfer matrix with m poles at the origin. Then
G ( s) = Gi + G ( s ), i i =1 s
m

(3)

where the constant matrix Gi is called the i-th order integrator gain matrix of G ( s ) and G (0) is called the non-integrating gain matrix of G ( s ) . In particular, only the processes with first-order integrators are of practical interest [6]. Given a process expressed by a state-space model, the Method 1 for calculating RGA is briefed as follows: firstly, calculate G1 and G (0) using the proposed algorithm; secondly, calculate the gains gij (0) associated with the entries sgij ( s ) (of an imaginary G ( s ) matrix) which have zeros at the origin; thirdly, locate where gij ( s ) , gij ( s ) s 1 and
sgij ( s ) elements are in the imaginary G ( s ) matrix, apply pre-

and post-scaling matrices with diagonal elements s 1 and s to

factor out s 1 and s from G ( s ) , and the reduced matrix G ( s ) is used to calculate RGA. Details about this method are referred to [6]. Method 2 modifies the definition of static gains for the transfer matrix entries with single integrators and then uses such gains to compute RGA. It defines RGA as [7]:
= lim K ( ) K T ( ) ,
0

5s s 1 s s +1 s +1 s 2 s 5 G( s) = . s s + 1 10 s + 1 0.5 5 1 s + 1 10 s + 1 s + 1

(9)

(4)

Applying Method 2, the RGA is computed as

1 = RGA 5 1 0 0 0 . 0.5 5 0

where K ( ) = {kij ( ); i, j = 1, 2, , m} and

if gij ( s ) does not contain a pure integrator kij , kij ( ) = . kij , if gij ( s ) contains a pure integrator (5)

(10)

Since the above matrix is singular, no valid RGA can be derived. Instead, the true RGA is obtained as
= ( G( s) G ( s) )
T

Here gij ( s ) is the entries of the transfer matrix G ( s ) , i.e.,

G ( s ) = [ gij ( s )]n n ; and kij is the steady-state gain of gij ( s ) by omitting the integrator if there is any.
s =0

The above two methods attempt to compute RGA for a MIMO process that may contain integrators. However, both of them are found to be defective: they may fail to apply or fail to give a true RGA if the process contains differentiators which may appear by nature or arise at the stage of pre- and postscaling of Method 1. This is illustrated by examples.
Example 1. A 33 Process. Consider a MIMO transfer matrix given by
5 1 0.05 s s +1 s +1 5 1 2 . G( s) = s s + 1 10s + 1 2 5 1 + + +1 s 1 10 s 1 s

0.0324 1.0121 0.0202 1.0324 0.0405 0.0081 , 0 0.0283 0.9717 (11)

which is the same as that obtained using Method 1. Example 3. A 22 Process. This example shows that Method 2 may fail to give the true RGA even if it applies. Consider the process
2 1 s s +1 . G( s) = s 2 2 s + 1 ( s + 1)

(12)

(6)

Applying Method 2, the RGA is computed as

1 = RGA 2 2 0 1 = . 0 1 0

(13)

By converting the above transfer matrix into a state-space model, Method 1 can be applied to obtain RGA [6]. In effect, it is equivalent to deriving RGA by factoring out the integrators in the transfer functions as output scaling and so the RGA is derived as
0.05 0 0 = RGA 0 0 5 . 1 2 5

By contrast, the true RGA is obtained as

= ( G ( s ) G T ( s ) ) 1 3 4 3 = . 4 3 1 3

s =0

(14)

(7)

Method 1 applies and gives the true RGA. Note that the results in (13)-(14) indicate that Lemma 1 and Lemma 2.(ii) in the original paper [7] about Method 2 may attain false conclusions although the lemma conditions are satisfied. III. A NEW CALCULATING METHOD

Since the matrix is singular, the method fails to obtain the RGA. Instead, the RGA can be derived from DRGA as
= ( G( s) G ( s) )
T

s =0

0.0004 0.9256 0.0740 0.9996 0.0019 0.0015 . (8) 0.0726 0.9274 0

The above examples indicate that a method is demanded to calculate RGA for a general MIMO process. For such a purpose, a general definition of RGA is required.
Definition 2. Let G ( s ) be a square MIMO transfer matrix. The RGA of G ( s ) at a particular frequency is defined as

In this case, the same result is obtained using Method 2.

Example 2. A 33 Process. Although Method 2 is applicable to the above case, it fails in the coming example. Consider the MIMO process given by

( j ) = lim {G ( s ) G T ( s )} ,
s j

(15)

where and j indicates an imaginary number.

The limit is used because sometimes though the point s = j is not defined its limit may exist. This is the main difference from the existing definition of DRGA [2]. The conventional RGA is a special case of the above RGA when lim {G ( s ) G T ( s )} = G (0) G T (0) . Note that this equality is
s 0

Proof. First some notations are defined. adjG ( s ) means the adjugate matrix of G ( s ) . G ij ( s ) denotes the matrix G ( s ) with row i and column j deleted, and its element at row k and column l is denoted as G ( s ) :=
ij kl

not always true. A typical failure occurs when G ( s ) (or G T ( s) ) is not defined if G ( s ) (or G T ( s) ) has an entry that contains integrators; another failure occurs if G (0) loses rank
s 0

and becomes singular while lim {G ( s ) G T ( s )} exists. These

two kinds of failure are observed in the previous examples. In addition, it should be noted that the limit in the definition does not necessarily exist. This happens when RGA at a particular frequency is not defined inherently [10]. A method to compute the RGA results from the following theorem. In particular, the steady-state RGA defined in (15) is considered. It is easy to extend the result for the RGA at a nonzero frequency by proper variable change.
e ij s Let G ( s ) := mij gij ( s ) be an n n s n n transfer matrix, where ij 0 denotes the time delay and

( s ) . Pn denotes the g ij ij kl s mkl set of all permutations of the sequence {1, 2, , n} . Pn means that is one of such permutations, and (k ) denotes the number at the k th position (from the left) of the sequence . sgn( ) is +1 for even and -1 for odd permutations. Evenness or oddness is defined as follows: the permutation is even (odd) if the new sequence can be obtained by an even number (odd, respectively) of switches of adjacent numbers [11]. Then the proof proceeds at the bottom. Theorem 1 indicates that when calculating RGA, the m integrators and differentiators, denoted by 1 s ij , in the transfer matrix G ( s ) can be replaced by 1 ij with 0 without influencing the result. Such replacement makes the transfer matrix attain a limit, if there were any, as s 0 . Consequently, together with the definition of RGA in (15), Theorem 1 indicates that RGA can be computed as follows:
m T 1 1 (0) g = lim mij gij (0) . ij mij 0 n n n n

ij s
kl

Theorem 1.

gij ( s) is delay-free and has no zeros or poles at the origin. Let

( s ) := G ( s ) G T ( s ) . It concludes that

(17)

lim ( s ) = lim lim ( s, ) = lim (0, ),

s 0

0 s 0

(16)

where
e ij s ( s, ) := G ( s, ) G T ( s, ), G ( s, ) := mij gij ( s ) . n n
The proof of Theorem 1 continued. lim ( s ) = lim G ( s ) G ( s ) = lim G ( s )
s 0 s 0 s 0

In application, can be set as a small constant (as compared to the gains gij (0) ), say = 106 . In this way, the computation of RGA involves operations only of constant matrices and hence is very simple.

( adjG ( s) ) ( 1) = lim G ( s )
T

i+ j

det G ( s )

s 0

det G ( s ) n n det G ( s )
ij n 1 e i+ j ( 1) sgn( ) m P k =1 s
n 1 ij k ( k ) s ij k ( k )

n 1 i+ j ij s ( 1) sgn( ) Gk ( k ) ( s ) e P k =1 nn = lim G ( s ) = lim m g ij ( s ) n s 0 s 0 nn s sgn( ) Gk ( k ) ( s) P k =1

ij n 1 ij n ij k ( k ) k ( k )

Pn

sgn( )
k =1

k ( k ) s mk ( k )

n n g k ( k ) ( s )
g ij
k ( k )

( s)

n 1 n 1 1 1 i+ j ij i+ j ij ( 1) sgn( ) m g (0) ( 1) sgn( ) m g (0) P P k =1 s k =1 1 1 n n n n = lim m g ij (0) g ij (0) = lim n n s 0 0 m 1 1 n n n n s g k ( k ) (0) g k ( k ) (0) sgn( ) m sgn( ) m P P k =1 s k =1
ij k ( k ) k ( k ) n 1 n 1 ij ij k ( k ) k ( k ) n n

s n 1 e i+ j ij g (s) s ( 1) sgn( ) m P k =1 e nn = lim lim G ( s, ) = lim lim m g ij ( s ) s n 0 s 0 0 s 0 e n n sgn( ) m g k ( k ) ( s) P k =1 T = lim lim {G ( s, ) G ( s , )} = lim lim ( s, ) = lim (0, ).
ij k ( k ) ij ij k ( k ) k ( k ) n 1 ij k ( k ) k ( k ) n

( adjG ( s, ) )

det G ( s, )
T

0 s 0

0 s 0

This completes the proof.

Compared to the DRGA method, the new method requires only the steady-state gains gij (0) and does not need an exact
G ( s ) to derive the matrix G ( s) G T ( s) explicitly. And the new method is equivalent to the DRGA method and Method 2 if G ( s ) does not contain any integrators or differentiators.

If the transfer matrix in (6) is not given while its corresponding state-space model is known, by working on the state-space model using Method 1 the transfer matrix can be determined as of the following form:
0.05 g13 ( s ) s g11 ( s ) 5 g12 ( s ) 5 G( s) = g 21 ( s ) g 22 ( s ) 2 g 23 ( s ) , s ( ) 2 ( ) 5 ( ) g s g s g s 31 32 33

The above computation of RGA assumes a given transfer matrix G ( s ) (though no exact matrix is required). For largescale systems, however, the MIMO processes may only be expressed in state-space models, which can be due to the constraints of modeling [6]. Method 1 was once proposed to handle such state-space systems. Here it is straightforward to extend the new method to such systems. The main procedure keeps the same as that of Method 1, as referred to Sec. II. The only difference is that, at the last step of the RGA computation, instead of computing the RGA from the reduced transfer matrix by factoring out the integrators and differentiators as diagonal scaling matrices, the gain matrix expressed in (17) are used to calculate the RGA directly. The application will be illustrated in the next section. Further, the above results can easily be extended to the case of a non-square transfer matrix G ( s ) , where there are more inputs than outputs or conversely. RGA for such a process is defined as ( j ) = lim G ( s ) (G( s ))T , where means the s j MoorePenrose pseudo-inverse. This is a straightforward extension of the steady-state definition of RGA [2, 12] to an arbitrary frequency. Without loss of generality, assume G ( s ) has full rank. Then G( s) = GT ( s )(G ( s )G T ( s )) 1 if G ( s ) has full row rank, and G( s ) = (GT ( s )G ( s )) 1 G T ( s ) if G ( s ) has full column rank. By a similar proof as above, it is easy to see that (16) keeps true for a non-square G ( s ) when the inverse in (16) is replaced by the pseudo-inverse. Thus RGA for a nonsquare G ( s ) can be computed using (17) where the inverse is replaced with the pseudo-inverse of G ( s ) .

(19)

where gij (0) = 1 , i, j {1, 2,3} . Based on (19), Method 1 fails to obtain the RGA as explained in Sec. II. Instead, the proposed method applies and derives the RGA as in (18). Similarly, RGAs for the processes of Examples 2 and 3 given in Sec. II are computed as follows:
5 1 5 1 5 5 2 2 = 1 0.5 5 1 0.5 5 0.0324 1.0121 0.0202 , 1.0324 0.0405 0.0081 0 0.0283 0.9717 1 2 1 2 1 3 4 3 = 2 = 4 3 1 3 . 2 These are the true RGA obtained before.
T T

(20)

Example 4. A 33 Process. Consider a reactor-splitter system described by [6]:

1 45s 4 s 2 4s (5 + 105s + 100s 2 ) 5 + 25s + 20s 2 G(s) = 2 s (1 + 21s + 20s ) 6 4s 1 21 s + 20 s 2 +
4 25(1 + 20 s ) 16 1 + 20 s 16 s 1 + 20 s

IV.

EXAMPLES

Several examples are given to illustrate the effectiveness and simplicity of the proposed method for computing RGAs of MIMO processes with integrators and/or differentiators. In the examples, = 106 unless otherwise specified.
Examples 1-3 continued. Consider the process of Example 1 in Sec. II. Using the proposed method, its RGA is obtained as
0.05 5 1 0.05 = 1 2 5 5 2 5 1 1 0.0004 0.9256 0.0740 0.9996 0.0019 0.0015 . 0.0726 0.9274 0 1 1 2 2 5 5
T

20 s (1 + 20 s ) 5 + 20 s . (21) s (1 + 20 s ) 4 1 + 20 s
1 + 36 s

The RGA is calculated as

0.05 = 5 6 0.05 5 6
0.16 0.05 5 16 16 4
T

(18)

0.16 0.05 5 16 16 4

0.25 0.50 0.25 = 2.25 0.50 2.75 . 0 2.00 3.00

(22)

This is consistent with the steady-state DRGA. The computation here, however, requires no derivation of the matrix G ( s ) G T ( s ) as required in the derivation of DRGA.

Method 1 and DRGA method give the same result; Method 2, however, gives incorrect result. If the process model is given in the state space rather than (21), Method 1 (excluding its last step) can again be applied to obtain the transfer matrix of a

similar form in (19); and then the proposed method can be applied as in (22) to derive the same RGA. In Examples 1-4, if = 103 is used instead, the maximal deviations of the RGA elements, as compared to those derived above, are respectively 8.1 105 , 9.2 108 , 0 and 0 in magnitude. It indicates that a small enough is sufficient for accurate computation of RGA.
Example 5. Processes with non-square transfer matrices. This example intends to show that the proposed method applies to non-square transfer matrices. Consider the reactor-splitter system in Example 4. Suppose two out of the three outputs (or inputs) are considered while all three inputs (or outputs) are reserved. For the output (or input) pairs {1, 2}, ), 1,3 (or 1,3 ) and {1, 3} and {2, 3}, the RGAs 1,2 (or 1,2 2,3 (or 2,3 ) are computed respectively as follows:
0.05 1,2 = 5 0.16 0.05 16 5
T

The results are the same those obtained by using the definition which however requires more complicated computations for solving pseudo-inverses of the transfer functions. Note that although it is independent of output (or input) scaling if G ( s ) has full row (or column) rank, RGA for a non-square transfer matrix is normally not independent of output and input scaling simultaneously [2]. As a consequence, the integrators and differentiators in the above matrices cannot be factored out completely by input or output scaling. This prevents Method 1 and Method 2 applying to obtain correct RGAs for the above processes with non-square transfer matrices. V. CONCLUSIONS

1,3

0.05 0.16 0.05 0.25 0.5 0.25 = , 5 16 5 0.25 0.5 0.25 0.05 0.16 0.05 = 16 4 6 0.05 6
0.16 0.05 2 0 3 = , 16 4 3 0 2 16 5 16 4 T T

Limitations were revealed of the existing methods for computing RGA for a MIMO system with integrators and/or differentiators. To overcome the limitations, a new method was proposed. The new method calculates RGA efficiently and applies to any MIMO process for which RGA is defined, as described by either a transfer matrix (whether being square or not) or a state-space model. Examples illustrated the efficiency of the proposed method. REFERENCES
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5 2,3 = 6 5 6

16 5 2 0 3 = , 16 4 3 0 2

0.05 = 5 1,2 6 0.5 0.5 = 0.5 0.5 , 0 0 0.05 = 5 1,3 6 0 0 = 2 3 , 3 2

0.16 16 16

0.05 5 6

0.16 16 16

0.05 5 4

0.05 5 6

0.05 5 4

0.16 0.05 0.16 0.05 0.5 0.5 5 16 5 = 2,3 = 16 0.5 0.5 . (23) 16 0 4 4 16 0