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Adaptive Control
GRAHAM C. GOODWIN, PETER J. RAMADGE, AND PETER E. CAINES
ADAPTIVE control, so great is its appeal, has been studied for almost forty years. Its early history is one of diverse,
but interesting, heuristic endeavors. One of the first problems
studied, and one that has formed the focus of much subsequent
research, is that of adaptivemodelreference control in which the
controller employs an estimate of the unknown plant to cause
the output y to track y* = H r, where r is the reference, H a
prespecified reference model, and y* the desired output. Another consistent theme is certainty equivalence, regarding (and
using) the estimated plant as if it were the true plant; the motivation is obvious ... if the estimated parameters converge to the
true parameters, the certainty equivalent controller converges to
a satisfactory (optimal) controller for the true plant. However,
adaptive controllers can perform satisfactorily even if, as is often the case, the estimated parameters do not converge to their
true values; this was dramatically shown in the paper by Astrom
and Wittenmark [1], also included in this volume. Early use of
Lyapunov theory to establish stability was restricted to minimum phase plants with relative degree one. Plants with a relative degree higher than one posed a major problem [17] that was
not satisfactorily resolved until the late 1970s; indeed, the paper
by Goodwin, Ramadge, and Caines was a major contribution
to the resolution of this formidable problem and a substantial
stimulus to subsequent research.
Suppose the system to be controlled is described by
where YE := (1/ E)y, UE := (1/ E)u, () is a vector of the coefficients of the polynomials Rand S, and the regressor vector has
components qi y E, i = 0, ... , n - 1, and qi UE, i = 0, ... , n.
The estimation equation y = T e may be used in many different ways to provide an estimate of the unknown parameter e.
Suppose the desired closed -loop transfer function is H = (N / E)
so that the desired output is y* = H r, and that b.; = Sn = 1 is
known. To determine the control, the system equation may be
written in the form
E2Y = RYE l
Ey = Ry
= 1JT e + U = E2Y*
e,
+ Su
= 1/JT e
n - 1, and
Ay =Bu
where A and B are polynomials of degree nand m, respectively,
in the shift operator q, and A is monic; for continuous-time systems q is replaced by the derivative operator d / d t. The system
may be re-parameterized (as shown in [1] and [15], the latter in
'state-space language') to obtain
+ SUEl
= e + er
eT
e
e
it is also known as the 'swapping error'; eT is zero if is constant, but otherwise depends on the rate of change of (in the
continuous-time case it is proportional to (d / dt)e).
Monopoli [15] proposed use of the certainty equivalent controllaw in conjuction with a simple gradient estimator (d/ d t)O =
e; however, as was later pointed out, convergence of the
485
tracking error to zero was not established except for the case
of unity relative degree. The first proof of convergence (for
continuous-time systems) was achieved in [4] by modifying the
controller; nonlinear damping was added to ensure convergence
of eT to zero; this enabled convergence of er (and boundedness of all signals) to be proven. Because of the complexity of
the controller, and of the accompanying analysis, the paper [4]
did not have the impact it deserved. The second and much simpler proof (for discrete-time, systems), presented in this paper
by Goodwin, Ramadge, and Caines, achieved convergence by
modifying the estimator; the rate of change of 8 was reduced
(thereby reducing eT ) by the introduction of error normalization
(replacing e in the estimator algorithm bye := e/[I, + 1c/J1 2]1/2).
Error normalization was independently proposed in [3].
The relevant result is Lemma 3.1 of the paper by Goodwin,
Ramadge, and Caines, which essentially states:
(a) Suppose the estimator is such that the normalized prediction error e = e/[1 + 1c/J1 2]1/2 lies in f 2
(b) Suppose the controller is such that the regressorvector c/J
satisfies the growth condition
1c/J(t)1 2 ~ c[1 + max{le(r)1 2 IrE [0, t]}
for all t
Then:
o.
REFERENCES
[1] K.1. ASTROM AND B. WITTENMARK, "On self tuning regulators," Automatica, 9:185-199, 1973.
[2] K. 1. ASTROM AND B. WITTENMARK, Adaptive Control, Addison-Wesley
(Reading, MA), 1989.
486
Short Papers
.4....
nil
Ur
-..,--.It
......
.,....
.............................
. . . . . . . . . . . . . .'
II
"rde
I.
tIIIt
..
. - . c-.. ..
'II'cl ........
wII-..
.-.u
noiIe is bouaded.
IN'raoOUCl10N
A_
problem ill control theory has been the questioD 01
the . . . . . . oIlimp1e.llot.lIy COD". . .t adaptivecontrol alpithmL
By t1IiI we III8Ul aJaoritlulll which, for all iDitial I)'IteID aad aJaoritbm
. . . C&1IIe the outputl of a liveD IiDear system to _
track
a daind output IICIueDCet aDd achieve this with a bounded-iDput
with
IeqUeDCL
0""
II.
PaOBUDlI STATBMENT
1(1)- Cx(t)
x(O)-xo
(2.1)
(2.2)
wha'e X(I), u(t), y(l) are the 11X 1 state vector, rX I input vector, and
m x 1 output vector, respectively.
A staDdard result is that the system (2.1), (2.2) can also be represented
ill matrix IraetioD, or ARMA, form u
(6), (7).
ldUDI [8], [9J bU proposed a pneral techDique for auaIyziDa conver
of diacrete-time Itocbutic adaptive alaoritbms.. However, in this
auIyIiI a q..aioa which is yet to be reaoIved ccmcems the boUDdednesa
of the .,... vuiabl-. For OM particular aJaorithm [10], it baa been
arpecI iD [II] that the alpiduD poIIeII the property that the sample
aence
(2.3)
with appropriate initial conditioDS. In (2.3), A(q-I), BU(q-l) (;1, ,m;j-l, ,r) denote scalar polynomials in the unit delay opera-
q-'"
i-I,- ,me
I, and
(2.4)
zdu-dIBII{Z)
' ....00
det
:
[
s(/)2
-0
bl(I)+~(t)cr(/)Tcr(')
(3.1)
for
(3.6)
Z~I-~B"'I(Z)
i-I,
,m,
if
max 1)',(t+4)1-~
(3.7)
O<t<T
1<1<111
w1Mre (b.(I, (~I, IIIttI (aI(/)} tire retIl XG1tIr ~ tIIItl (CJ(t)} i.r II
1WII Jl-tJIfJr .....,.eei . . Alb}1 10
'11M ,.,. uin COfUItUttI m,. "4 whicll an ~ of T witA 0 <III] <
00, 0 <"'4 < 00 .rudI that
1) fIIIi/DnII~ CtJIIdltlort
(3.2)
(3.3)
0<.,.<,
(3.4)
lim 1(1)-0
' ....00
hoof: The rcault ilataDdard ad simply follows from the fact that
(3.6) eaaunI that the system hu stable inverse.
0
III the remainder of the paper thae reaul. will be used to prove Blobal
CODV...... of a Dumber of adaptive control aJaorithma. Sections
IV-VII will be concemed with adaptive control of siqle-input ~
output ayatemI. SectiODI vm and IX will extend these results to the
mul1iple-iDput multip~utput cue..
IV. SINGU-1NPtrr SlNGu-otrrPur SYSTBMS
lim 1(/)-0.
1-+00
lor(',.)1- 00
1,.-+00
lim
(4.1)
whero (u(t)}. (yet)} denote the input and output sequences, respeolively, mel A(q-I). B(q-I) are polynomial functiODS of the UDit delay
operator q-l,
ad
for I
< I".
(3.S)
B(q-I)-bo+b1q-I+ .. +b",q-"';
18(1..)1
>
.r(t.)
1/'1
[K
d repJaeJltl the system time delay. The initial conditions of (2.1) arc
replaced by iDitial values of y(t), 0> t > -11, and u( t). - d > t - d - m..
The loIlowiq 'UI1IIDptioDl will be made about the system.
A&ru1It'tiM Set 4:
a) d is Imown.
b) AD upper bound for " and m is known.
c) B(z) hal all zeros strictly outside the closed unit disk. (This is
neceaary to easure that the control objective can be achieved with a
bounded-input sequence.)
We note thalt by successive substitution, (4.1) can be rewritten u
uaiDa (3.2)
+ KII_(',.)112] 1/2
lJ(t,,)1
> x 1/ 2 + X I / 2 Ucr(t,.) fI
:>
18(1,,)1
Hence,
lim
,--+ao
bo+O..
_1_ >0
K'/2('2
(4.2)
where
but this contradicta (3.1) IIld heDce the assumption that (8(/)} is unbounded it falae ad the remit follows.
0
ID order to 1110 this lemma ill proviDa pobal CODveqence of adaptive
control alpithma it will be necessary to verify (3.1) (with .r(t) interpre.ted u the trackiDa error) aDd to check that IlllUlDPtioDa (3.2) and (3.3)
are satiafied.
The nat lemma will be used to verify that the linear boundedDCSI
conditioD (33) is .tiIfied by an important e.... of linear timo-invariant
ayatemI. This c1ua comspoDda to tho. tiDear timo-invariaDt systemI for
which the control objective (2.4) CUl be achieved with a bounded-input
sequence aDd lor which the trackiDa error caD be reduced to zero if the
(4.3)
' ....00
(4.4)
488
for all values of tp(1 - d) provided 0 <0(/) < 2.. This is satisfied by
definition (5.8). Then, since 111(/)112 is a bounded nonincreuing function
it converges. Setting
(S.I)
(5.2)
y(t+d)_cp(t)T,O
tI(I)[ -2+11(1)
,,(I-d)T,(I-d)
[1 +f)(t-d)7'cp(t-d)
where
,<1)7'-(y(t), . ..,(/-11+ 1),"(/), ,11(/- m- d+ 1.
(5.3)
'0 -
y.( 1 + d).
(5.4)
and hence
if1-
(5.14)
(5.5)
cp(/)T'Oy(/+d)
i(t) -
- y(l+ d) - ,(1 + d)
cp( I) T
By
(S.13)
'0
d-I
~
~
I-I
11(1- i)
(S.6)
f(1-d{!<I-d-i)
where i(t) is a }I-vector of reaIs depeadiDa on an initial vector i(O) and Then uaina (5.4) and (S.7) we have that
ony(t'). 0<.,<1. u(1'), O<.,<t-dvia (5.6), and where the pin CODItaDt
e(I)- _cp(l-d)Ti(,-d).
a(/) iJ computed u follows:
if [(II + I)th component of right-hand side of (5.6)
evaluated uaina a(t)-I]+O;
a(/)-1
(5.8)
e(l)
(I)
i-I
[I +4fJ(t-d)T.,(t-d)]1/2
,,(I-d-i)
( t - i)
. (5.16)
fP(t-d- ;)
(5.9)
f(1-1)
[1 +tp(/-d- i).ct-d- ;)1/2
7',-
Proof:
-'
d)T
y\/-
[1 +cp(t-d-i)T'<t- d- ;)]112
I--.CO
4-1
- ~ 0(/-;)
1<,)-
lim
(5.15)
Hence,
- y
f(l-i).
[I +.ct-d-i)TqJ(t-d-i)]
(S.7)
tp(1)Ti(t)-Y(I+d)
tit) 1(/)
-0.
[1+9(t)T4p(t)]l/2
(5.10)
2(1- i)
,,(t-d)Ti(t-l). (S.lt)
Hence,
,,(t-d-;)
";(1)11
2-
Ui(t-l)tf2.tJ(t)[ -2+11(1)
,,(I-d)TCP(I-d)
489
(1-
i)
1-
(S.l7)
where
-0.
lim
e(l)
1-+00
[I +e,(/-d)Tf'{/-d)]1/2
(S.18)
-u(t-m-d+ l),y(t+d
(ft!'-
'0-
",T
' P 'I' '~+d-I'
R'
o _ -". ,,,-It
PoI ) .
(5.19)
t-.ao
foralll
1 <or<t
(6.4)
"(t) _.,(/)Ti(/)
(6.S)
Po
<k<t.
but
;(/)- i(/) -
Hence,
1<.,<1
1<.,<1
..
0<C.<oo,O<C2<oo
(6.7)
and it follows that the linear bounc1edness condition (3.3) is also satisfied.
The reaultDOW foDows by Lemma3.1 and by noq that boundedness
of {II,(/)II) eIIIURI boundedDess of {IY< '>I} and {IN(t)I}
0
VI. SISO
(6.6)
'o.
PaOJBC1"lON ALoOIU1llM
IJo
Ilo
II
Lemma 6.1 is used to prove Theorem. 6.1 in the same lIl81U1er that
(6.6)
' ......00
VII.
Let
11
;(t)-i(t-l)+
a(I)p(t-2).(t-l)
[1 +a(t)cp(/-l)Tp(t-2)cp(t-l)]
(6.2)
490
[ y( t) - cp( t - 1) Ti( t - 1) ]
(7.1)
P(t)-[l-
P(t-I),,(t)f(I)Ta(t+ 1) ]P(t-l)
1 + CP(t)TP(t-l)cp(t)a(t+ 1)
.(1)Ti(t>.y(t+ I)
(7.2)
Now
(7.3)
1,(t)12
[I +a(t)cp(t-l)Tp(t-2)cp(t-I)]
'-.00
(7.12)
(7.13)
''''00 [1 +2(Up(t-2))Up(t-l)U 2 ]
TbiI will be recopized as beiDa condition (3.1) with .f(1)- ce(t), b.(I)1, and bi') - 2(A..,J.p(t - 2)D.
To establish the UDiform boundednesa condition (3.2) we proceed as
foUows. From (7.2) and the matrix inveniOD lemJDa,
(7.4)
Hence,
~ i(t)-i(/)-,o-
Proof:
1!<1)1
lim
r-
.(1-1) '(I-I)
-0
[1 +a(t)cp(I-l)7'P(t-2)CP(I-I)]1/2
;>
le(t)12
[I +2U.(I-l)1I2<A.aIP(t-2)])]
XTp(t)-l x >xTp(t-l)x
Prom (7.1),(S.2),
...
a(I)P(I-2)tp(I-l)cp(t-l)T;(I-l)
1(1)-1(1-1).
[I +tI(t)CP(I-I)Tp(,-2).(t-I)]
>A.ua[p(/-l)-ll llx Il 2
(7.S)
(7.14)
;(I)_P(I-I)P(I-2)-I;(/-I).
Thus,
A-JP(-I)-I]-X- I >0.
P(t-l)-I;(I)-P(t-2)-Ii(,-l).
Hence from (7.13), o<bz(l) < 2K. This establishes condition (3.2).
The proof DOW proceeds U for Theorem 5.1.
0
(7.6)
VIII.
MULTIPU-1NPur
MULTD'LB-<>urPuT SYSTEMS
For the case m- r 1, the system (2.1), (2.2) can be represented in the
form
UIiq (1.6)
(7.1)
where we have used (1.5). It is clear from (/.7) that V(I) is a bo~
DODDeptive, DODiDcreuina function and hence converp8.
Thus. from fl.1), aDd since a(t) is bounded away froJDzero,
u(t)
r-
,-.00 [I + tI(t)4p(t-l)Tp(t-2)cp(t-l)]
where Ak(q - I) and BIc/(q -I) 1 <k < m, I <1<;m are scalar polynomials
in the unit delay operator q-l with nonzero constant coefficient
Using the m identities l-A;(q-I)}j(q-l)+q-4Gt<q-l) where
Hence,
lim
e(/)
,.....ao
-0
(7.8)
where
and
4- 1<)<".
min (dil}'
(7.9)
lim [.,,(1)-)'-(1)-0.
I-.ao
(7.10)
Yl(t~dl) ] _ [al{~-I)
[
,.(1+ tJ...)
~ ]y(t)
a".(q-l)
~1I(q-l)
e(l)
-0.
''''00 [1 +a(t)cp(t-l)7'P(t-2)9(t-l)1/1
i-I,,nI,
lim
(8.1)
q -tC-.B...... (q-l)
(7.11)
:
[ I3lftl(q-l)
491
...
where
and
",(q-l)-Ii(q-I)BU(q-l)q44-~.
(8.3)
It can be seeD that (8.2) consists of a set of multiple-input siDIle-output (MISO) systems haviDa a common input vector. The foUowiq
asaumptioDl will be made about the system.
11(0).
2) For I:> 1 the proceduJe of Lemma 9.1 below guarantees the 101vability01 the algorithm equatiou for II(I).
Um1IIII 9.1: I" ortIttr tItat 1M IIttII1U t1/ cM/fidm/8 of u(1) in (9.5) i.r
1tOfLfbIIultv for Gill:> I U u III/fIdett for a(t) I" (9.4) 10 be cIIomt 4r
jollowl:
A""".tltHt Set B:
a) d1, - ,tl. are known.
b) An upper bound for the order of each polynomial in (8.2) is
knoWD.
c) The system (8.1) satisfies condition
,lIIu-.t'Bu(z)
det[ z4a-4l(.B..,(z)
..
zd-tllB.",(Z)] .... o
'4.- ....B....(z)
rr:
f<a(t)<2-f
where
i-l,,m
and
Y(/) ~
ro., '011I]'
(9.7)
'. in (9.6) is the vector of coefficients of II{t) in ',{t - 1), that is,
T;-
S,',(t-I)
(9.8)
when
(9.9)
", in (9.6) is the vector of cbaDps in the coefficient of 11(/), that is,
-1)].
(,,(/)- ,;(t-~)T'I(1
(9.10)
gousty.
A. MIMO Projtioft Algorithm I
Let
'&
be
the
vector
of
parameters
in
(1,(9 -.)
and
Then:
i) R(O) is nODlinpiar by the initial choice of ;~O), ; - I, ... t m.
ii) Assume R(I-l) is nODSinplar. Then from (9.11), usinJ a(t)+Ot
1<; <m
detR(t)-[detR(t-l)][det(l+a(t)R(t-I)-1 V(t]
-ldetR(/-l)(Q(/"'[ de~
(9.1)
where
-0
if and ODly if
at/) is an eigenvalue of
-R(t-l)-I yet).
Defme
1('+~)-YI(t+~)-,t(t+4)
_~(t)T'~_Y:(/+~).
(9.2)
1 <i<m.
(9.3)
cp,(t)T~(t)_,,"{/+ ~),
1 t <m
1 <i <em.
' ....00
(9.4)
(9.5)
492
lim
' .... 00
[1 + 41>;(1 -
e.(t)
f
~)Tcp;(1 -~) ]
1/2
-0
The proof DOW followa that of Theorem. 5.1, except in the case that the
vector )'(1) is unboundecL In this case there exists a subsequence (I,,)
such that
lim II,(/..)U- co
OD
I.. ~CIO
and
IY/(I + ~)I < IYJ('-)('- + ~,-~I
It thea follOWl by Lemma 3.2 that there exist coDltanti O<C 1 <co IDd
O<C 2 < oo lUCIa that
11.,('..)" <CI+C2IYJ(,-)(t,.+~,.lt
a) trace[ i(I+d)Ti(t+d)]
<I<m.
b)
lim
t....
SiDce m is fiDifet there ail.. a further subsequence {t,,} of the sub{III} .uch that
MqueDC8
1M tTtIjectorla of (9.14),
e,(t+~)
-0,
[I +,<I)Tcp(I)]I/2
I <i <me
Proof:
a) We caD rewrite (9.13)
UIiD& (9.1S) u
z-o.
and
givinl
_-trace[(KT+K-KTK
where
f(t)T,(t)
(I +.<t)Tt(I)]
<0
b)
aDd
tim
1-+00
Define
- : ]_[JlI(t;d ]_[JlW;d
[ e",(t+ tI..) y",(t+tI..> y':(/+ t(..>
l
) ]
or
yf(t+dt)
-ro u(t)+C(q-l)y(t)+D(q-l)u(t-l)-r;1
:
[ y':(t+d,..)
[
- r 0< u( t) -
'OT.<
]1
tim
''''00
roll "."
][1
1
+9<t)r.,<t)J- (t l( l + l) .. e.(t+tJ...)]rol-o.
-..(t+t.(.J
(9.13)
UIiDa Lemma 9.2 and foDowiDa the proof of Theorem 9.1 we have the
t.
where 'oT ia an 111 X,,' matrix whose itb row coataiDa the parameten folJowiDl.
'1'IInm 9.2: Subject to AulurptioJu &I)-c), and K T + K - KTK po.r;from the ith fOWl of C(q-I). D(q-I), and E-r
f(/) is an ,,'X 1
tiw
definite, if
Q/pritltm (9.14). (9.15) ;" applil to 1M .rystem (2.1),
vectorcoataiDiDa the appropriate delayed veniou of y(t). u(t -I~ and
(2.2) willi r- m, ,hDJ 1_ fJ10I'.J y(I) awl II(t) tW bormdIlIIId
y(t):
o'.
X.
alpithm,
el(t+d.) ]
i(t+d)T _i(i)T -p
lIe t) - i( If",,( t)
I t <m.
1-+00
[l+'P(t)TfJ(t)]-I.(I)T (9.14)
_.(1+ d".)
(9.1S)
NON'LINBAIl SYSTBMS
Altho. the aaalysia in the paperbaa been carried out for deterministic Jinear systems, it is clear that it could be readily exteDded to certaiD
cIuIea of nODlinear systems of bowD form. The essential points are the
form 01 (5.2) or (6.2), and the IiDear bound CODdiIiOD (3.3). The latter
point would indicate that systems with cone bounded nODlinearitiea
would satisfy the conditioD&.
493
xr,
CoNCLUSION
to.
A.....,.
,A.,..,.
sy"". __
494