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Lecture notes

Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen

This revision December 2011

Automatic Control

KTH, Stockholm, Sweden

Preface

Many people have contributed to these lecture notes in nonlinear control.

Originally it was developed by Bo Bernhardsson and Karl Henrik Johansson,

and later revised by Bo Wahlberg and myself. Contributions and comments

by Mikael Johansson, Ola Markusson, Ragnar Wallin, Henning Schmidt,

Krister Jacobsson, Bj

orn Johansson and Torbjorn Nordling are gratefully

acknowledged.

Elling W. Jacobsen

Stockholm, December 2011

Lecture 1

EL2620

Practical information

Course outline

Linear vs Nonlinear Systems

Nonlinear differential equations

Lecture 1

stex@s3.kth.se

hanna.holmqvist@ee.kth.se

Per Hagg,

Farhad Farokhi, teaching assistants

pehagg@kth.se, farakhi@kth.se

jacobsen@kth.se

Instructors

7.5 credits, lp 2

Disposition

Lecture 1

EL2620

2011

2011

Course Goal

Todays Goal

Lecture 1

systems

EL2620

Lecture 1

2011

2011

control systems combined with a good engineering understanding

EL2620

Course Outline

Lecture 1

Summary (L14)

2011

methods (L7-L10)

functions (L3-L6)

simulation (L1-L2)

EL2620

Lecture 1

this!)

KTH Social

Linear Systems

superposition

scaling

Lecture 1

2011

: M M is

x(t)

! t

y(t) = g(t) " u(t) =

g( )u(t )d

S(u) = S(u)

S(u + v) = S(u) + S(v)

linear if for all u, v M and R

EL2620

Lecture 1

6

2011

Sastry, Nonlinear Systems: Analysis, Stability and Control; Vidyasagar,

Nonlinear Systems Analysis; Slotine & Li, Applied Nonlinear Control; Glad &

metoder.

Ljung, Reglerteori, flervariabla och olinjara

Only references to Khalil will be given.

Software: Matlab

3 homeworks, have to be handed in on time (we are strict on

Material

Textbook: Khalil, Nonlinear Systems, Prentice Hall, 3rd ed.,

EL2620

Course Information

2011

EL2620

0.1

0

= 2 rad = 114

0.05

Lecture 1

nonlinearities such as centripetal force, saturation, friction etc.

so that

= 0 ) gives

t2

x(t) 10 0 0.050

2

Can the ball move 0.1 meter in 0.1 seconds from steady state?

EL2620

Lecture 1

outputs: Y (i) = G(i)U (i)

11

2011

2011

poles of G(s)) are in the left half-plane

EL2620

Lecture 1

2011

12

2011

10

m

x(t) = mg sin (t), Linear model: x(t) = g(t)

nonlinear systems

EL2620

Lecture 1

Nonlinear model:

Approximations

Example:Positioning of a ball on a beam

EL2620

PSfr

1

s

x2

+ f (1 x1 )

!f (x2 xc )

"

0

0

50

100

150

200

10

15

50

50

100

time [s]

Output

100

Input

150

150

200

200

15

2011

0

0

0

0

10

0

0

4

0.2

0.4

10

10

10

15

Time t

15

Time t

15

Time t

20

20

20

25

25

25

S TEP R ESPONSES

30

30

30

2011

Motor:

1

s(1+5s)

Sum

K=5

G(s) =

Constant

P-controller

-1

Motor

5s 2+s

1

Backlash

EL2620

Lecture 1

16

2011

14

Lecture 1

0.7, ! = 0.4

x2

"

1

20

r = 1.72

r = 1.68

r = 0.2

Lecture 1

x1 exp

1

(s+1)(s+1)

Controller:

x 2

x1 exp

-1

2

u

1

(s+1)2

Process

= u2

EL2620

hysteresis effect

x 1

Valve

Multiple Equilibria

EL2620

Lecture 1

Motor

13

2011

EL2620

Coolant temp xc

Temperature x2

Output y

Output y

Output y

10

10

10

20

20

20

Time t

Time t

Time t

30

30

30

Lecture 1

10

-2

10

10

-2

10

40

40

40

10

Frequency (Hz)

a=2

10

Frequency (Hz)

a=1

a sin t

-2

-1

-2

-1

Saturation

2

3

Time t

2

3

Time t

y(t) =

Harmonic Distortion

-0.5

0

0.5

-0.5

0

0.5

-0.5

0.5

EL2620

Lecture 1

Output y

Output y

Output y

50

50

50

k=1

"

EL2620

Amplitude y

Amplitude y

19

Ak sin(kt)

2011

17

2011

Relay

A

T

Process

10

Time

Energy in tone k

Energy in tone 1

k=2

Lecture 1

20

2011

"

transformers give rise to harmonic distortion

EL2620

Lecture 1

PID

18

2011

are used to choose PID parameters

EL2620

10

10

Time t

15

15

Time t

Lecture 1

20

20

25

25

30

30

tf =

1

x0

1

0t<

x0

dx

2

= dt

Recall the trick: x = x

x2

1

1

x0

Integrate

= t x(t) =

x(t) x(0)

1 x0 t

x0

,

has solution x(t) =

1 x0 t

= x , x(0) = x0

Existence Problems

+ y y 3 = a sin(t)

Subharmonics

EL2620

Lecture 1

-1

-0.5

0.5

0.5

a sin t

-0.5

+ y

EL2620

23

2011

21

2011

Lecture 1

0

0

0.5

1.5

2.5

3.5

4.5

2

Time t

(1)

2011

24

2011

22

EL2620

Lecture 1

Example:

is fulfilled.

x(t)

= f (x(t)), x(0) = x0

Definition: A solution to

EL2620

x(t)

x =

Time t

Lipschitz Continuity

-1

-0.5

0.5

1.5

#

(t C)2 /4 t > C

x(t) =

0

tC

Uniqueness Problems

Lecture 1

(x( =

x21

+ +

x2n

Slope L

L, r > 0 such that for all

x, y Br (x0 ) = {z Rn : (z x0 ( < r},

EL2620

Lecture 1

Example:

EL2620

x(t)

27

2011

25

2011

Physical Interpretation

x(T ) = 0

x(0) = x0

Lecture 1

(L = maxxBr (x0 ) f $ (x))

= (r, L)

Remarks

x(t)

= f (x(t)),

dx

dx

=

ds

dt

= T t ds = dt and thus

Theorem:

If f is Lipschitz continuous, then there exists

EL2620

Lecture 1

28

2011

26

2011

t < T the level was x(t) = x0 > 0.

x = x,

Consider the reverse example, i.e., the water tank lab process with

EL2620

State-Space Models

x = f (x) + g(x)u,

x = Ax + Bu,

Affine in u:

Linear:

Lecture 1

x =

&

Pendulum

'T

= y

dy

dt

...

dn1 y

dtn1

%T

k

g

x 2 =

x2 sin x1

2

MR

R

x 1 = x2

gives

M R2 + k + M gR sin = 0

Example:

dn y

,

dtn

y = Cx

y = h(x)

EL2620

Lecture 1

x = f (x, u),

Explicit:

y = h(x)

f (x, u, y, x,

u,

y,

. . .) = 0

General:

EL2620

31

2011

29

2011

x = f (x, t)

Equilibria

2011

30

2011

f (x , u , y , 0, 0, . . .) = 0

0 = f (x , u ), y = h(x )

0 = f (x ) + g(x )u , y = h(x )

0 = Ax + Bu , y = Cx

Lecture 1

Linear:

Affine in u:

Explicit:

General:

32

in (x , u , y ) stays there forever.

EL2620

Lecture 1

x = f (x, xn+1 )

x n+1 = 1

introducing xn+1 = t:

A nonautonomous system

EL2620

Multiple Equilibria

k

g

x2 sin x1

2

MR

R

Lecture 1

Lecture 1

Backlash

Dead Zone

Math

Function

eu

Coulomb &

Viscous Friction

Look-Up

Table

Saturation

Next Lecture

Linearization

EL2620

Lecture 1

Relay

Sign

Abs

|u|

Systems

EL2620

Simulation in Matlab

35

2011

33

2011

Design?

EL2620

Lecture 1

x 2 =

x 1 = x2

M R2 + k + M gR sin = 0

Example: Pendulum

EL2620

36

2011

34

2011

Lecture 2

= f (t, x, u)

=0

Lecture 2

http://www.modelica.org

DAEs F (t, x,

x, u)

ODEs x

2011

2011

Modeling and simulation in Simulink

Phase-plane analysis

Simulation tools:

EL2620

Lecture 2

EL2620

Todays Goal

Lecture 2

> matlab

>> simulink

EL2620

Lecture 2

Simulink

EL2620

2011

2011

An Example in Simulink

Transfer Fcn

s+1

Scope

To Workspace2

Transfer Fcn

s+1

To Workspace

To Workspace1

Lecture 2

>> plot(t,y)

2011

2011

Step

Clock

stepmodel.mdl

EL2620

Lecture 2

Step

Double click on Continous

Transfer Fcn

Step (in Sources)

Scope (in Sinks)

Connect (mouse-left)

Simulation -> Parameters

EL2620

10

-0.6

-0.8

-0.6

-0.8

Lecture 2

-1

-0.4

-0.4

-1

-0.2

0.2

-0.2

0.4

0.2

0.6

0.8

0.4

Refine = 1

0.6

0.8

Refine = 10

10

2011

2011

EL2620

Lecture 2

EL2620

1

s

Lecture 2

In

In

Sum

Subsystem

In

Gain

1/A

Subsystem2

In

s

Integrator

h = (u q)/A

!

q = a 2g h

f(u)

Fcn

1

Out

EL2620

11

2011

-1

u2

(s+1)(s+1)

1

(s+1)2

Process

y

Linearization in Simulink

Valve

= u2

2011

10

2011

Lecture 2

12

>> A=2.7e-3;a=7e-6,g=9.8;

>> [x0,u0,y0]=trim(twotank,[0.1 0.1],[],0.1)

x0 =

0.1000

0.1000

u0 =

9.7995e-006

y0 =

0.1000

>> [aa,bb,cc,dd]=linmod(twotank,x0,u0);

>> sys=ss(aa,bb,cc,dd);

>> bode(sys)

EL2620

Lecture 2

Lecture 2

Motor

PSfr

EL2620

open_system(stepmodel)

set_param(stepmodel,RelTol,1e-3)

set_param(stepmodel,AbsTol,1e-6)

set_param(stepmodel,Refine,1)

tic

sim(stepmodel,6)

toc

subplot(2,1,1),plot(t,y),title(y)

subplot(2,1,2),plot(t,u),title(u)

2011

the following Script-file simstepmodel.m simulates the system:

EL2620

deedemo1

deedemo3

Homework 1

deedemo2

DEE

Differential Equation

Editor

deedemo4

Lecture 2

Write in English.

report.

15

2011

13

2011

EL2620

Lecture 2

>> dee

EL2620

Phase-Plane Analysis

Lecture 2

http://math.rice.edu/dfield

http://www.control.lth.se/ictools

EL2620

14

2011

Local Stability

Stability definitions

Linearization

Phase-plane analysis

Periodic solutions

Lecture 3

x(t)

!x(t)! < !, t 0

Lecture 3

If x

!x(0)! <

Definition: The equilibrium x = 0 is stable if for all ! > 0 there

exists = (!) > 0 such that

Consider x

EL2620

Lecture 3

EL2620

2011

2011

Asymptotic Stability

lim x(t) = 0

t

Lecture 3

2011

2011

limt x(t) = 0 for all x(0).

!x(0)! <

stable and can be chosen such that

EL2620

Lecture 3

center points

Todays Goal

Explain local and global stability

EL2620

m(t)

Lecture 3

2011

2011

h(t)

= v(t)

v(t)

= g + ve u(t)/m(t)

m(t)

= u(t)

Example

0 1

0

0

e u0

e

u(t)

(t) + m0vu

x (t) = 0 0 (m0vu

2x

0 t)

0t

1

0 0

0

Let x0 (t)

Then,

h(t)

EL2620

Lecture 3

x(t)

f

(x0 (t), u0 (t))

x(t)

= f (x0 (t), u0 (t)) +

x

f

+

(x0 (t), u0 (t))

u(t) + O(!

x, u!2 )

u

another solution (x(t), u(t)) = (x0 (t) + x

(t), u0 (t) + u(t)):

EL2620

f

(x0 (t), u0 (t))

x

f

B(x0 (t), u0 (t)) =

(x0 (t), u0 (t))

u

A(x0 (t), u0 (t)) =

1 + cos2 t

1 sin t cos t

1 sin t cos t 1 + sin2 t

Lecture 3

> 1.

8

2011

2011

, >0

2 2 4

(t) = =

2

which are stable for 0 < < 2. However,

' (1)t

(

e

cos t et sin t

x(t) =

x(0),

e(1)t sin t et cos t

A(t) =

'

A(t) Do Not Impose Stability

EL2620

Lecture 3

(x0 (t), u0 (t)) (x0 , u0 ) then A and B are constant.

where

x(t) + B(x0 (t), u0 (t))

u(t)

x, u), approximately

EL2620

x(t) = c1 e

1 t

v1 + c 2 e

v1 v2

2 t

v2 ,

Lecture 3

= 1 v1 etc).

0

2 t

1 t

, e

+

eAt = V et V 1 = v1 v2

If A is diagonalizable, then

) *

) *

d x1

x

=A 1

x

x2

dt 2

Analytic solution:

EL2620

Lecture 3

Denote A

f

(x0 )

x

,1

= f (x) with f C1 .

and (A) = max Re((A)).

EL2620

11

2011

2011

x(t) = c1 e1 t v1 + c2 e2 t v2

Lecture 3

Moves along the fast eigenvector for small t

Moves along the slow eigenvector towards x = 0 for large t

Solution:

eigenvectors v1 and v2 , respectively.

EL2620

Lecture 3

system.

x 1 = x21 + x1 + sin x2

Example

'

(

1 1

A=

,

(A) = {2, 4}

3 5

at the equilibrium x0

The linearization of

EL2620

12

2011

10

2011

center point

ExampleUnstable Focus

unstable focus

Re i = 0

1 < 0 < 2

saddle point

2011

Lecture 3

r = r

=

15

*

x =

x,

, > 0,

1,2 = i

)

*)

*)

*1

1 1 et eit

0

1 1

At

x(0)

x(t) = e x(0) =

i i

0

et eit i i

In polar coordinates r =

x21 + x22 , = arctan x2 /x1

(x1 = r cos , x2 = r sin ):

EL2620

Lecture 3

stable focus

Re i > 0

Im i *= 0 : Re i < 0

unstable node

1 , 2 > 0

stable node

Im i = 0 : 1 , 2 < 0

Six cases:

of the trajectories.

13

2011

EL2620

Lecture 3

EL2620

x1

1,2 = 1 i

Re

Im

x2

1,2 = 0.3 i

Lecture 3

EL2620

16

2011

14

2011

(1 , 2 ) = (1, 2) and

v1 v2

*

1 1

x =

x

0 2

)

*

Lecture 3

vectors are eigenvectors

= 2 ?

1 1

=

0 1

EL2620

Lecture 3

ExampleStable Node

EL2620

19

2011

17

2011

+ c3

2011

18

2011

x = f (x) = Ax + g(x),

Lecture 3

system has either a center or a focus.

saddle point, then x = f (x) has the same type of equilibrium at the

origin.

Theorem: Assume

20

EL2620

Lecture 3

Fast: x2 = x1

Slow: x2 = 0

EL2620

Lecture 3

+ n, 0) since

x2 (t) + KT

sin(in x1 (t))

x 1 = 0 x2 = 0

x 2 = 0 sin(in x1 ) = 0 x1 = in + n

x 2 (t) = T

x 1 (t) = x2 (t)

dee or pplane

Let (x1 , x2 )

EL2620

Lecture 3

1. Matlab:

By computer:

5. Guess solutions

dx2

x 1

=

dx1

x 2

1. Find equilibria

By hand:

EL2620

23

2011

21

2011

sin()

K

out

1 + sT

Filter

1

s

VCO

Classification of Equilibria

Phase

Detector

2 + T 1 + KT 1 = 0

Lecture 3

>0

2 + T 1 KT 1 = 0

Saddle points for all K, T

n odd:

0 < K < (4T )1 gives stable node

n even:

EL2620

Lecture 3

in

sin

out

out

= A sin[t + in (t)].

Phase-Locked Loop

A PLL tracks phase in (t) of a signal sin (t)

EL2620

24

2011

22

2011

Lecture 3

Only r

gives

1

=

r

'

r cos r sin

sin cos

('

r = r(1 r2 )

= 1

x 1

x 2

x 1 = cos r r sin

x 2 = sin r + r cos

= 1 is a stable equilibrium!

'

x2 = r sin

x1 = r cos

implies

EL2620

Lecture 3

.

/

.

/

(K, T ) = (1/2, 1): focuses 2k, 0 , saddle points (2k + 1), 0

EL2620

27

2011

25

2011

Periodic Solutions

t 0

>0

Lecture 3

When is it stable?

x(t + T ) = x(t),

EL2620

Lecture 3

x 2 = x1 + x2 x2 (x21 + x22 )

x 1 = x1 x2 x1 (x21 + x22 )

EL2620

28

2011

26

(1)

2011

t (x0 )

Flow

P (x ) = x

Lecture 3

Rn

EL2620

Lecture 3

The solution of x

EL2620

31

2011

29

2011

Poincare Map

Lecture 3

32

2011

30

2011

EL2620

Lecture 3

P (x)

t (x)

where (x) is the time of first return.

Let

Definition: The Poincare map P : is

EL2620

'

'

e4 0

0

1

Lecture 3

dP

W =

(1, 2k) =

d(r0 , 0 )

asymptotically stable because

= (1, t) is

0 + 2

P (r0 , 0 ) =

EL2620

Lecture 3

j (W ) = 1 for some j

if x is close to x .

P (x) W x

EL2620

35

2011

33

2011

[1 +

(r02

Lecture 3

2t 1/2

(r0 , 0 ) = 2.

is

1)e

t (r0 , 0 ) =

'

The solution is

Choose

r = r(1 r2 )

= 1

, t + 0

Rewrite (1) in polar coordinates:

EL2620

34

2011

f ()

G(s)

History

Inputoutput stability

Lecture 5

Lecture 5

(False!)

(False!)

f (y)

EL2620

Lecture 5

EL2620

2011

2011

2011

Lecture 5

2011

EL2620

Lecture 5

Passivity

Circle Criterion

Gain

Todays Goal

derive the gain of a system

EL2620

and

Norms

x21

+ +

Lecture 5

(M ) = max |i (M )|

"x" =

EL2620

Lecture 5

Max norm:

Euclidean norm:

Examples:

x2n

"x" = 0 x = 0

"x" 0

Definition:

A norm is a function " "

EL2620

2011

2011

= diag {1 , . . . , n } ; U U = I ; V V = I

M = U V

Gain of a Matrix

"M x"

"x"

Lecture 5

sup-norm:

"x"2 =

"#

Examples:

|x(t)|2 dt

: R+ R.

Signal Norms

A signal x is a function x

EL2620

Lecture 5

xRn

max (M ) = 1 = sup

where

Every matrix M

EL2620

2011

2011

Parsevals Theorem

1

|x(t)| dt =

2

1

y(t)x(t)dt =

2

|X(i)|2 d.

Y (i)X(i)d.

Lecture 5

S2

(S1 )(S2 ).

S1

EL2620

Lecture 5

11

2011

The power calculated in the time domain equals the power calculated

in the frequency domain

"x"22

In particular,

then

$

$

it

eit y(t)dt,

X(i) =

e

x(t)dt,

Y (i) =

Theorem: If x, y

2011

EL2620

uL2

(S) = sup

f ()

uL2

y(t)

x

Kx

x

f (x)

K|x| and

Lecture 5

&

# %

#

"y"22 = 0 f 2 u(t) dt 0 K 2 u2 (t)dt = K 2 "u"22 ,

where u(t) = x , t (0, 1), gives equality, so

'

(f ) = sup "y"2 "u"2 = K

Proof:

u(t)

= u(t) is

||"u"2

"u"2

= sup

= ||

"u"2

uL2 "u"2

f (x ) = Kx has gain (f ) = K .

EL2620

Lecture 5

uL2

() = sup

12

2011

10

2011

"y"2

"S(u)"2

= sup

"u"2 uL2 "u"2

y = S(u).

System Gain

A system S is a map from L2 to L2 :

EL2620

(G)

r1

e1

S2

S1

e2

r2

Lecture 5

13

15

2011

then the closed-loop system is BIBO stable from (r1 , r2 ) to (e1 , e2 )

EL2620

Lecture 5

"y"22 =

10

2011

10

|G(i)|

$

1

|Y (i)|2 d

2

$

1

=

|G(i)|2 |U (i)|2 d K 2 "u"22

2

for some . Parsevals theorem gives

10 -1

10

-2

-1

10

10

10

% &

"Gu"2

G = sup

= sup |G(i)|

uL2 "u"2

(0,)

Lemma:

EL2620

BIBO Stability

f ()

Lecture 5

Ky

y

f (y)

(0, 1/2).

16

2011

14

2011

f (y)

K, y *= 0, f (0) = 0

y

(G) = 2 and (f ) K .

2

,

(s + 1)2

G(s)

G(s) =

EL2620

Lecture 5

< .

% &

"S(u)"2

S = sup

"u"2

uL2

G(s) = C(sI A)1 B + D is BIBO stable.

Example: If x

Definition:

S is bounded-input bounded-output (BIBO) stable if (S)

EL2620

"e1 "2

1 (S2 )(S1 )

"e1 "2 "r1 "2 + (S2 )["r2 "2 + (S1 )"e1 "2 ]

"e2 "2

1 (S1 )(S2 )

2011

17

2011

Lecture 5

f ()

G(s)

-1

-0.5

-1

0.5

-0.5

0.5

1.5

G(i)

2

19

proves stability for all K [0, ), while the Small Gain Theorem

only proves stability for K (0, 1/2).

EL2620

Lecture 5

so also e2 is bounded.

Similarly we get

(S2 )(S1 ) < 1, "r1 "2 < , "r2 "2 < give "e1 "2 < .

gives

EL2620

G(s)

-1

-1

-0.5

0.5

-0.5

From: U(1)

0.5

f ()

G(s)

k1 y

k2 y f (y)

k11

k12

G(i)

2011

18

2011

f (y)

k2 , y *= 0,

y

f (0) = 0

Lecture 5

If the Nyquist curve of G(s) does not encircle or intersect the circle

defined by the points 1/k1 and 1/k2 , then the closed-loop

system is BIBO stable.

0 k1

20

Theorem: Assume that G(s) has no poles in the right half plane, and

EL2620

Lecture 5

Theorem: If G has no poles in the right half plane and the Nyquist

curve G(i), [0, ), does not encircle 1, then the

closed-loop system is stable.

EL2620

To: Y(1)

2011

f (y)

-1

-0.5

-1

0.5

-0.5

1

K

0

0.5

f(()

(

G(s)

r2

k

1

G(i)

Lecture 5

23

2011

21

(0, 4).

< 1, where

G

(=

is stable (This has to be checked later). Hence,

G

1 + kG

)

)

) 1

)

1

)

=)

+ k )) > R

(

G(i)

|G(i)|

(

Small Gain Theorem gives stability if |G(i)|R

r(1

EL2620

Lecture 5

= 1/K .

1.5

G(i)

Since

min Re G(i) = 1/4

Ky

EL2620

e1

y2

f ()

G(s)

e2

y1

r2

r(1

1

G(i)

k11

k12

Lecture 5

r2

y1

G(i)

G

is stable since 1/k is inside the circle.

1 + kG

k1

Note that G(s) may have poles on the imaginary axis, e.g.,

integrators are allowed

Note that

k2

f(()

2011

22

2011

24

C : |z + k| > R} mapped

(

G

)

)

) f((y) ) k2 k1

)

)

=: R, y *= 0,

f((0) = 0

) y )

2

through z + 1/z gives the result:

EL2620

Lecture 5

r1

Let k

EL2620

Passive System

Lecture 5

27

2011

passive if

,y, u-T 0, for all T > 0 and all u

EL2620

Lecture 5

25

2011

passive, and BIBO stable (under some additional mild criteria)

EL2620

y T (t)u(t)dt

cos =

,y, u-T

=0

|y|T |u|T

Lecture 5

passive? Consider for instance the input u(t) = sin ((/)t).

EL2620

Lecture 5

Example:

because

Cauchy-Schwarz Inequality:

28

2011

26

2011

!

|y|T = ,y, y-T - length of y , - angle between u and y

,y, u-T =

Scalar Product

Scalar product for signals y and u

EL2620

)) 0,

Lecture 5

passive.

1

is strictly passive,

G(s) =

s+1

1

G(s) =

is passive but not strictly

s

Example:

Re G(i

-0.4

-0.2

0.2

0.4

0.6

0.2

0.4

0.6

G(i)

0.8

> 0

31

2011

du

Cu2 (T )

dt =

0

dt

2

di

Li2 (T )

L i(t)dt =

0

dt

2

u(t)C

and only if

Re G(i) 0,

> 0

EL2620

Lecture 5

di

u = L : ,u, i-T =

dt

du

: ,u, i-T =

i=C

dt

29

2011

EL2620

y2

e1

S2

S1

e2

y1

r2

= supuL2

y

&y&2

&u&2

< .

Lecture 5

Hence, )"y"22

1

"y"2 "u"2

)

"y"2 "u"2 , so

Proof:

32

2011

EL2620

Lecture 5

Proof:

30

2011

(r1 , r2 ) to (y1 , y2 ) is also passive.

r1

EL2620

r1

y2

e1

S2

S1

e2

y1

r2

y2

e1

S2

S1

e2

y1

r2

1

Small Phase Theorem

Lecture 5

S2 passive cos 2 0 |2 | /2

S1 strictly passive cos 1 > 0 |1 | < /2

r1

EL2620

Lecture 5

closed-loop system is BIBO stable from r to y .

EL2620

35

2011

33

2011

Proof

1

2,y2 , r2 -T + ,y, r-T

)

G(s)

|y|2T

+

1

2+

|y|T |r|T

)

1

|y1 |2T + |y2 |2T 2,y2 , r2 -T + |r1 |2T ,y, r-T

)

1

|y1 |2T + ,r1 y2 , r1 y2 -T ,y, r-T

)

2011

34

2011

Lecture 5

36

the Nyquist Theorem. What about conservativeness? [Compare the

discussion on the Small Gain Theorem.]

EL2620

Lecture 5

Let T

Hence

or

Therefore

%

&

) |y1 |2T + |e1 |2T ,y1 , e1 -T + ,y2 , e2 -T = ,y, r-T

EL2620

ExampleGain Adaptation

c

s

G(s)

( )u

ym y

c > 0.

ym

Lecture 5

If G(s) is strictly passive, the closed-loop system is BIBO stable

EL2620

Lecture 5

G(s)

(t)

Model

G(s)

d

= cu(t)[ym (t) y(t)],

dt

Adaptation law:

Process

cancellation etc.

EL2620

39

2011

37

2011

Lecture 5

Let G(s)

EL2620

Lecture 5

G(s)

G(s)

ym

c

s

0

0

0.5

1.5

-2

10

10

y , ym

15

15

20

20

1

, c = 1, u = sin t, and (0) = 0.

s+1

(t)

replacements

EL2620

40

2011

38

2011

x *= 0

: R R such that

n

Lecture 5

V uT y

V 0

EL2620

Lecture 5

absorbed energy

43

2011

41

2011

$ T

V (x(T ))

y(t)u(t)dt + V (x(0)) , T > 0

, -. /

, -. /

0

,

-.

/ stored energy at t = 0

stored energy at t = T

Remark:

V (x) uT y , x, u

x = f (x, u),

y = h(x)

Storage Function

EL2620

,y, u-T =

$

0

ExampleKYP Lemma

x = Ax + Bu,

y = Cx

BT P = C

Lecture 5

and hence the system is strictly passive. This fact is part of the

Kalman-Yakubovich-Popov lemma.

42

44

2011

V = 0.5(x T P x + xT P x)

= 0.5xT (AT P + P A)x + uB T P x

= 0.5xT P x. Then

AT P + P A = Q,

Consider V

2011

> 0,

EL2620

Lecture 5

y = h(x)

with x(0)

x = f (x, u),

EL2620

Todays Goal

Lecture 5

Passivity

Circle Criterion

EL2620

45

2011

G(s)

Lecture 6

-2

-1

10

4

and u = sat e give a stable oscillation.

s(s + 1)2

Motivating Example

Lecture 6

G(s) =

EL2620

Lecture 6

EL2620

15

20

2011

2011

Todays Goal

Lecture 6

But, can we talk about the frequency response, in terms of gain and

phase lag, of a static nonlinearity?

2011

(center) if the loop-gain is 1 at the frequency where the phase lag

is 180o

Nyquist / Bode:

EL2620

Lecture 6

function analysis

2011

EL2620

n=1

N.L.

G(s)

Key Idea

Lecture 6

2011

'

y(t) |G(i)| a21 + b21 sin[t + arctan(a1 /b1 ) + arg G(i)]

If |G(in)|

u(t) =

!

"

EL2620

Lecture 6

= 2/T and

#

#

2 T

2 T

u(t) cos nt dt, bn () =

u(t) sin nt dt

an () =

T 0

T 0

where

a0

+

(an cos nt + bn sin nt)

2

n=1

2011

Fourier Series

a0 ! " 2

+

=

an + b2n sin[nt + arctan(an /bn )]

2

n=1

u(t) =

EL2620

2

T

N.L.

&2

u(t) u

$k (t) dt

Lecture 6

N (A, )

u

$1 (t)

u

$1 (t) = |N (A, )|A sin[t + arg N (A, )]

e(t)

b1 () + ia1 ()

A

= 0, then

u(t)

N (A, ) =

e(t)

min

EL2620

Lecture 6

solves

a0 !

u

$k (t) =

+

(an cos nt + bn sin nt)

2

n=1

The finite expansion

EL2620

2011

2011

-1

-0.5

0.5

a1 =

4H

b1 () + ia1 ()

=

A

A

f ()

G(s)

1/N (A)

G(i)

N (A) =

Lecture 6

give and A for a possible periodic solution.

G(i)N (A) = 1

11

2011

2011

replacements

EL2620

Lecture 6

= 2t/T

1 2

u() cos d = 0

0

#

#

1 2

2

4H

b1 =

u() sin d =

H sin d =

0

0

EL2620

G(s) =

G(s)

-1

-0.5

-0.4

-0.3

-0.2

-0.1

0.1

-0.8

-0.6

-0.4

-0.2

G(i)

1/N (A)

2011

10

2011

Lecture 6

12

3

with feedback u = sgn y

(s + 1)3

EL2620

Lecture 6

Nf (A) = Nf (A)

Nf (A, ) = Nf (A)

Im Nf (A, ) = 0

nonlinearities with describing functions Nf and Ng . Then,

EL2620

10

Lecture 6

EL2620

Lecture 6

b1 =

a1 =

#

1 2

u() cos d = 0

0

#

#

1 2

4 /2

u() sin d =

u() sin d

0

0

#

#

4A 0 2

4D /2

sin d +

sin d

0

0

)

*

A

20 + sin 20

-1

-0.5

0.5

The prediction via the describing function agrees very well with the

true oscillations:

EL2620

15

2011

13

2011

-1

-0.5

0.5

= arcsin D/A.

Lecture 6

0.1

0

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1.1

N (A) for H = D = 1

10

)

*

1

Hence, if H = D , then N (A) =

20 + sin 20 .

)

*

H

20 + sin 20

N (A) =

D

EL2620

Lecture 6

where 0

(0, )

(

A sin ,

(0, 0 ) ( 0 , )

u() =

D,

(0 , 0 )

Let e(t)

EL2620

16

2011

14

2011

Lecture 6

If G() does not encircle the point 1/N (A), then the

amplitude is increasing.

1/N (A)

G()

EL2620

Lecture 6

19

2011

17

2011

describing function analysis predict for the Motivating Example?

EL2620

KG(s)

1/K

G(i)

2011

1/N (A)

G()

Lecture 6

decreasing amplitude and A > A0 leads to increasing.

EL2620

Lecture 6

20

2011

18

If G(i) does not encircle the point 1/K , then the closed-loop

EL2620

G(s) =

G(s)

-0.2

-5

-0.15

-0.1

-0.05

0.05

0.1

-4

-3

-2

-1

1/N (A)

G(i)

(s + 10)2

with feedback u = sgn y

(s + 1)3

-1

-0.8

-0.6

-0.4

-0.2

0.2

0.4

0.6

0.8

= arcsin D/A.

(

0,

(0, 0 )

u() =

1,

(0 , 0 )

where 0

Lecture 6

Let e(t)

EL2620

Lecture 6

gives one stable and one unstable limit cycle. The left most

intersection corresponds to the stable one.

0.15

0.2

EL2620

23

2011

21

2011

Lecture 6

EL2620

Lecture 6

Relay

A

T

Process

10

Time

#

1 2

u() cos d = 0

a1 =

0

#

#

1 2

4 /2

b1 =

u() sin d =

sin d

0

0

4

4"

= cos 0 =

1 D2 /A2

+

0,

A<D

N (A) =

4 "

1 D2 /A2 , A D

A

PID

Period and amplitude of relay feedback limit cycle can be used for

autotuning:

EL2620

24

2011

22

2011

0

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

10

= sgn y :

Friction

Lecture 6

= z.

s(s z)

G

= 3

with feedback u = sgn y

1 + GC

s + 2s2 + 2s + 1

Corresponds to

yref

27

2011

25

2011

EL2620

Lecture 6

N (A) for D = 1

EL2620

15

15

20

20

25

25

30

30

0.2

0.4

0.6

Lecture 6

0.5

z = 1/3

-0.5

z = 4/3

-0.4

-1

10

z = 4/3

10

0.8

1.2

-0.4

z = 1/3

-0.2

-0.2

0.2

0.4

-1

EL2620

Lecture 6

28

2011

26

2011

A limit cycle may exist even if the DF does not predict it.

EL2620

=x ?

Lecture 6

Approximate results

Frequency-domain:

Time-domain:

EL2620

Lecture 6

EL2620

31

2011

29

2011

e(t) = A sin t

f ()

u(t)

Harmonic Balance

a0 !

+

(an cos nt + bn sin nt)

2

n=1

2011

30

2011

Lecture 6

function analysis

32

Todays Goal

Derive describing functions for static nonlinearities

EL2620

Lecture 6

considering a0 = 1 and a2 = 1/2 we get the exact result.

k = 1 and a0 = 0.

u

$k (t) =

EL2620

PSfr

PID

u

G

Friction models

Lecture 7

Lecture 7

1

+ Td s

Recall: CPID (s) = K 1 +

Ti s

"

3

2011

2011

behavior!

EL2620

Lecture 7

EL2620

Todays Goal

0.1

0.1

20

20

40

Time

40

60

60

80

80

Lecture 7

EL2620

Lecture 7

EL2620

y

u

2011

2011

K

Ti

KTd s

KTd s

1

Tt

1

s

1

Tt

1

s

es

Actuator

es

Actuator

Actuator model

State feedback

Actuator

x = A

x + B sat v + K(y C x)

v = L(xm x)

Observer

xm

Lecture 7

sat v

State Feedback Controller

K

Ti

Need actuator model if sat v is not measurable

EL2620

Lecture 7

(b)

(a)

EL2620

2011

2011

%

#

Ke( ) es ( )

1 t

+

es ( ) d

d

Ti

Tt

Tt 0

2011

Lecture 7

(a)

y

SA

(b)

y

SB

2011

Idea: Rewrite representation of control law from (a) to (b) with the

same inputoutput relation, but where the unstable SA is replaced by

a stable SB . If u saturates, then (b) behaves better than (a).

x c = F xc + Gy

u = Cxc + Dy

Anti-Windup for

General State-Space Controller

State-space controller:

EL2620

Lecture 7

I(t) =

# t$

to the instances when es $= 0:

Tt = Ti

Tt = Ti Td

Common choices of Tt :

controller tracks the proper state

EL2620

= G KD.

2011

2011

Lecture 7

slide, and we thus obtain P-feedback with gain D under saturation.

11

to the zeros of F (s) when u saturates

K = G/D

F KC = F GC/D

u=0

x c = F xc + Gy

u = Cxc + Dy

&

'(

)

x c = (F GC/D) xc

y = C/Dxc

zero dynamics

Most controllers are minimum phase, i.e. have zeros strictly in LHP

EL2620

Lecture 7

where G0

x c = F0 xc + G0 y + Ku

u = sat(Cxc + Dy)

eigenvalues. Then use controller

= (F KC)xc + (G KD)y + Ku

EL2620

s 1

F KC

s 1

xc

xc

sat

y

+

1 1

D

F (s)

sat

Lecture 7

stable (stable zeros) No stability problems in case of saturation

10

12

2011

G KD

2011

equals F (s)!

Let D

EL2620

Lecture 7

EL2620

Q(s)

*

G(s)

G(s)

y*

Lecture 7

Choose Q

G1 .

v

*

G

y*.

EL2620

Lecture 7

*

Design: assume G

C(s)

differ!

IMC: apply feedback only when system G and model G

EL2620

15

2011

13

2011

Lecture 7

No integration.

(T1 s + 1)

y

s

T1 s + 1

umax

y

s + 1

s + 1

If |u|

u=

* = T1 s + 1 y + 1 v

u = Q(y Gv)

s + 1

s + 1

Example (contd)

if |u|

Assume r

EL2620

Lecture 7

PI-controller!

*

1 QG

!

"

T1

1

T1 s + 1

=

1+

F =

s

T1 s

T1 s + 1

, < T1

s + 1

1

T1 s + 1

Example

*

G(s)

=

Q=

F =

Choose

EL2620

16

2011

14

2011

Friction

Lecture 7

Problems:

Earthquakes

Friction in brakes

Sometimes good:

Often bad:

EL2620

Lecture 7

EL2620

19

2011

17

2011

Bumpless Transfer

1

Tr

1

Tm

uc

1

Tr

1

s

PD

1

s

1

Tr

Lecture 7

Ff

EL2620

Lecture 7

Fp

0

0

0

0

0.2

0.4

0

0

10

Ff

Fp

10

10

Stick-Slip Motion

uc

20

20

20

20

Time

Time

Time

2011

18

2011

uc /Tm )

automatic and manual control modes.

EL2620

Lecture 7

EL2620

xr

0.2

0.2

0

0

0.5

20

20

20

40

40

40

ms

60

60

60

Friction

80

80

80

Friction Modeling

PID

100

Time

100

Time

100

Time

Lecture 7

EL2620

23

2011

21

2011

Stribeck Effect

Lecture 7

-0.04

-200

-150

-100

-50

50

100

150

200

Stribeck (1902)

-0.03

-0.02

-0.01

0

0.01

Velocity [rad/sec]

0.02

0.03

0.04

EL2620

Lecture 7

EL2620

Friction [Nm]

24

2011

22

2011

Integral Action

Lecture 7

xr

PID

1

ms

Friction

v

1

s

(small Ti ) necessary. May lead to stability problem

EL2620

Lecture 7

EL2620

27

2011

25

2011

Friction Compensation

K

Ti

e(t)

e( )d where

e(t)

+t

Lecture 7

Modify the integral part to I

EL2620

Lecture 7

The Knocker

Dither signal

Integral action

Lubrication

EL2620

28

2011

26

2011

Dither Signal

PID

+

+

Friction

estimator

1

ms

Friction

z = kuPID sgn v

a

= z km|v|

F = a

sgn v

F = a sgn v

uPID

Friction estimator:

Lecture 7

1

ms

Friction

v

1

s

1

s

EL2620

Lecture 7

(labyrintspel)

xr

by adding high-frequency mechanical vibration (dither )

replacements

EL2620

31

2011

29

2011

u = uPID + F

Lecture 7

= 0.

= k(a a

)

= ke

de

d

a

dz

d

=

= + km |v|

dt

dt

dt

dt

= kuPID sgn v + kmv sgn v

= k sgn v(uPID mv)

= k sgn v(F F )

e=aa

0 as t

d

Remark: Careful with dt

|v| at v

Proof:

Adaptation converges:

EL2620

Lecture 7

An estimate F F is available

Possible if:

an estimate of F .

where uPID is the regular control signal and F

m

x=uF

For process with friction F :

EL2620

32

2011

30

2011

-10

-5

10

-1

-0.5

-10

-5

10

-1

-0.5

0.5

PI-controller

0.5

P-controller

vref

50

50

100

100

150

150

200

time

200

Lecture 7

10.5

11

11.5

12

98

99

100

101

102

250

250

300

300

350

350

EL2620

Lecture 7

-10

-5

10

-1

-0.5

0.5

EL2620

35

2011

33

2011

The Knocker

Todays Goal

Lecture 7

10

EL2620

Lecture 7

Hagglund:

Patent and Innovation Cup winner

-0.5

0.5

1.5

2.5

Typical control signal u

EL2620

36

2011

34

2011

Lecture 7

Quantization

Backlash

EL2620

Next Lecture

37

2011

Lecture 8

Fin!

EL2620

Lecture 8

EL2620

Tin

in

" D!

xin

2D

" D!

xout

out

Backlash

Quantization

Lecture 8

Tout

Fout

!

2011

2011

Todays Goal

Lecture 8

Backlash

present in most mechanical and hydraulic systems

Backlash (glapp) is

EL2620

Lecture 8

Quantization

Backlash

EL2620

2011

2011

otherwise

in contact

xout

out

xin

in

x out

!

x in ,

=

0,

Backlash Model

Effects of Backlash

Lecture 8

ref

1

1 + sT

in

1

s

in

EL2620

Lecture 8

out

2011

2011

= 0.2

in contact if |xout

EL2620

10

15

20

No backlash K

25

30

35

= 0.25, 1, 4

40

0

0

0.2

0.4

0.6

0.8

1.2

1.4

1.6

10

15

Backlash K

20

25

30

35

= 0.25, 1, 4

xin xout

(in out )

40

Lecture 8

2011

2011

0

0

0.5

1.5

EL2620

Lecture 8

(Torque)

Force

Alternative Model

EL2620

K=4

-2

Real Axis

K = 0.25

K=1

1/N (A)

Nyquist Diagrams

0

0

10

15

Lecture 8

20

25

30

35

= 0.33, = 1.24

Simulation: A = 0.33, = 2/5.0 = 1.26

DF analysis: Intersection at A

0.2

0.4

0.6

0.8

1.2

1.4

1.6

1.8

K = 4, D = 0.2:

-4

-4

-3

-2

-1

EL2620

Re N (A) =

1

+ arcsin(1 2D/A)

2

# $

%&

D

D

+ 2(1 2D/A)

1

A

A

$

%

D

4D

1

Im N (A) =

A

A

"

Lecture 8

If A

EL2620

Imaginary Axis

40

11

2011

2011

-3.5

-2.5

-2

-1.5

-1

Re -1/N(A)

-0.5

0.5

1

1 + sT

in

1

s

Lecture 8

ref

in

steady-state)?

out

12

2011

10

2011

1 as A (physical interpretation?)

-3

replacements

EL2620

Lecture 8

-16

-4

-14

-12

-10

-8

-6

-4

-2

EL2620

Im -1/N(A)

G(s)

Lecture 8

Backlash inverse

Deadzone

G(s)

BL

in in contact

0 otherwise

in

out

Backlash Compensation

Mechanical solutions

EL2620

Lecture 8

out

out =

in

EL2620

15

2011

13

2011

Homework 2

G(s)

BL

Lecture 8

ref

1+sT2

K 1+sT

1

1

1 + sT

in

1

s

in

Introduce phase lead compensation:

EL2620

Lecture 8

=1

out

in

EL2620

out

16

2011

14

2011

-5

without filter

Real Axis

Nyquist Diagrams

10

-2

-1

u, with/without filter

y, with/without filter

10

10

15

15

20

20

u+D

+ if u(t) < u(t)

xin (t) =

uD

x (t) otherwise

in

Oscillation removed!

with filter

0

0

0.5

1.5

Lecture 8

If D

If D

If D

EL2620

Lecture 8

-10

-10

-8

-6

-4

-2

10

1+sT2

F (s) = K 1+sT

with T1 = 0.5, T2 = 2.0:

1

EL2620

Imaginary Axis

19

2011

17

2011

Backlash Inverse

D

D

Lecture 8

-2

0.4

0.8

1.2

10

10

EL2620

! xout

ExamplePerfect Compensation

$

! ##

! xin

! #$

!

#

#

##

#

Lecture 8

xout

EL2620

xin

20

2011

18

2011

40

60

80

21

Lecture 8

2011

EL2620

2011

22

A/D

Lecture 8

Quantization of parameters

D/A

/2

23

e2 fe de =

/2

/2

e

y

2

e2

de =

12

Lecture 8

24

But, added noise can never affect stability while quantization can!

Var(e) =

independent of u with

20

-2

2011

80

60

40

0.4

0.4

20

0.8

0.8

ExampleOver-Compensation

1.2

EL2620

1.2

ExampleUnder-Compensation

2011

Quantization

EL2620

Lecture 8

EL2620

-1

-0.8

-0.6

-0.4

-0.2

0.2

0.4

0.6

A/Delta

0,

A<D

4 .

1 D2 /A2 , A > D

A

0.8

2011

25

2011

Lecture 8

27

the left of /4 0.79

EL2620

Lecture 8

N (A) =

Lecture 6

EL2620

N (A)

u

Q

/2

Lecture 8

G(s)

1es

s

Stability for K < 2 without Q.

= 0.2

Quantization of process output with

EL2620

Lecture 8

A < 2

0,

#

$

%2

n

N (A) =

2i 1

4 /

1

<A<

, 2n1

2

A i=1

2A

EL2620

28

2011

26

2n+1

2011

(a)

(b)

(c)

Quantization

EL2620

Lecture 8

EL2620

Output

Output

Time

K = 1.6

K = 1.2

K = 0.8

0.05

0.98

1.02

31

0.05

0.05

0.05

0.05

50

50

50

Time

100

100

100

Lecture 8

150

D/A

Real axis

Lecture 8

100

150

150

Quantization

EL2620

Lecture 8

Au = 0.005 and T = 39

Simulation: Au = 0.005 and T = 39

Time

100

100

2011

29

A/D

150

150

150

EL2620

Describing function:

50

50

50

50

50

50

2011

Ay = 0.01 and T = 39

Simulation: Ay = 0.01 and T = 28

Describing function:

0.05

Output

Output

Output

Input

Output

Unquantized

Input

Imaginary axis

32

2011

30

2011

Quantization Compensation

Lecture 8

converter

converter

A/D

controller

Digital

filter

EL2620

Analog

decim.

D/A

33

2011

Todays Goal

Lecture 8

Quantization

Backlash

EL2620

34

2011

f ()

f ()

Lecture 9

f ()

Lecture 9

EL2620

Lecture 9

EL2620

2011

2011

Todays Goal

2 e f (e)

Lecture 9

f ()

$ 1/1 , yields

f (e)

2

e

choose K

1

r

K

1

2

r y

r

1 + 1 K

1 + 2 K

1 e

2011

2011

EL2620

Lecture 9

EL2620

A Word of Caution

f ()

k

s

!

"

u = k v f (u)

Lecture 9

!

"

0 = k v f (u)

f (u) = v

If k

f (u)

u = f 1 (v)

2011

Feedback

EL2620

Lecture 9

2011

EL2620

Inverting Nonlinearities

F (s)

f1 ()

f ()

G(s)

2011

2011

Lecture 9

The case K

0

0

0.2

0.4

0.6

0.2

= u2 through feedback.

f ()

0.4

0.6

y(r)

Linearization of f (u)

0.8

0.8

f (u)

1

EL2620

Lecture 9

Controller

EL2620

= 0.1

Lecture 9

dGtot

= (1 + 103 )100 1 0.1

Gtot

dG

dGcl

=S

0.001

Gcl

G

Choose K

= 0.1

11

2011

1

dG

dG

dGcl

=

=S

Gcl

1 + GF G

G

ExampleDistortion Reduction

Let G = 1000,

distortion dG/G

EL2620

Lecture 9

2011

= (1 + GF )1

dGcl

1

=

dG

(1 + GF )2

G

Gcl =

1 + GF

EL2620

f ()

2011

10

2011

Lecture 9

14

16

480

1938

1941

1

1923

Channels

Year

1914

30000

1000

150400

60

Loss (dB)

600

40

620

36

No amps

12

EL2620

Lecture 9

f ()

The feedback reduces distortion in each link.

EL2620

1

r

GF (i)

|S(i)| r1

f ()

GF

OnOff Control

G(s)

Lecture 9

15

2011

13

2011

1

f (y)

1

1+r

y

1r

EL2620

Lecture 9

|1 + GF (i)| > r

Consider a circle C

GF (i) stays outside C if

EL2620

k1 y

x = Ax + Bu,

u [1, 1]

2011

Lecture 9

x = Ax + B

x = Ax B

B T QP x = 0

16

a segment of line in u, 1 < u < 1. Hence the lowest value is at an

endpoint, depending on the sign of the slope b. )

V = xT (AT P + P A)x + 2B T P xu

Assume V (x)

EL2620

Lecture 9

1

k1 =

1+r

1

k2 =

1r

k2 y f (y)

14

2011

EL2620

+ (1

)fn

f+

Lecture 9

x1 = 1

x1 = 1

x2 < 0

x2 > 0

x 2 (t) x1 + 1, dx2 1 + x1

dx1

x2 = 0

x2 < 0

x2 > 0

f + + (1 )f

= {x : (x) = 0}.

dx2

x (t) x1 1,

1 x1

2

dx1

EL2620

Lecture 9

(x) < 0

(x) > 0

= f + + (1 )f , where satisfies

= 0 for the normal projections of f + , f

fn+

f+

Sliding Modes

(x) > 0

(x) < 0

# +

f (x),

x =

f (x),

EL2620

19

2011

17

2011

Ax B,

Ax + B,

x2 > 0

x2 < 0

Lecture 9

x =

u = ueq [1, 1] such that x(t) stays on S .

EL2620

Lecture 9

Example

%

$ %

0 1

1

x =

x+

u = Ax + Bu

1 1

1

u = sgn (x) = sgn x2 = sgn(Cx)

is equivalent to

EL2620

20

2011

18

2011

=0

x = Ax + Bu

u = sgn (x) = sgn(Cx)

= CAx/CB .

Lecture 9

because (x)

!

"

ueq = CAx/CB = 1 1 x = x1 ,

gives ueq

$

%

!

"

d

0 = (x)

=

f (x) + g(x)u = C Ax + Bueq

dx

Assume CB

EL2620

= {x : x2 = 0}.

ueq = x1

=0

x 1 = x2 + ueq = x1

*+,-

Lecture 9

2011

23

2011

21

= x 2 = 0 on (x) = x2 = 0 gives

Example (contd)

0 = x 2 = x1 x2 + ueq = x1 + ueq

*+,-

Finding u

EL2620

d

f (x)

dx

Lecture 9

s = 0, and thus this dynamic disappears on S = {x : Cx = 0}.

(I BC/CB)A are equal to the zeros of

sG(s) = sC(sI A)1 B .

= {x : Cx = 0} is given by

%

$

1

BC Ax,

x = Ax + Bueq = I

CB

The dynamics on S

EL2620

%1

Sliding Dynamics

d

ueq =

g(x)

dx

Lecture 9

2011

24

2011

22

$

%

d dx

d

0 = (x)

=

f (x) + g(x)u

dx dt

dx

x = f (x) + g(x)u

u = sgn (x)

Assume

EL2620

Proof

2011

Closed-Loop Stability

!

"

V = T (x)(x)

= xT p pT f (x) + pT g(x)u

= 0.

+ +

pn1 x(1)

n

pn x(0)

n

2011

25

Lecture 9

27

differential equation, and xn 0 exponentially as t . The

state relations xk1 = x k now give x 0 exponentially as t .

p1 x(n1)

n

so x tend to (x)

Consider V (x)

EL2620

Lecture 9

(I BC/CB)A are equal to the zeros of sG(s).

1

1

1

1

+

CA(sI ((I

BC)A))1

B

CB CB

CB

CB

1

1

CAx

y

y = Cx y = CAx + CBu u =

CB

CB

$

%

1

1

x = I

BC Ax

B y

CB

CB

x = Ax + Bu

EL2620

2011

pT f (x)

T

sgn (x),

T

p g(x) p g(x)

> 0:

Lecture 9

Note that ts

0 as .

ts =

= 0) is

0

<

(x)

(x)(x)

Time to Switch

Consider an initial point x0 such that 0

EL2620

Lecture 9

T

> 0 is a design

" parameter, (x) = p x, and

p = p1 . . . pn are the coefficients of a stable polynomial.

where !

u=

28

2011

26

Idea: Design a control law that forces the state to (x) = 0. Choose

(x) such that the sliding mode tends to the origin. Assume

x1

f1 (x) + g1 (x)u

x1

d

x2

.. =

= f (x) + g(x)u

..

dt .

.

xn

xn1

EL2620

"T

0

=3

Lecture 9

y = y

x1

Time Plots

x2

pT Ax

T sgn (x)

pT B

p B

= 2x1 sgn(x1 + x2 )

u=

ts =

2011

31

2011

29

time to switch

x(0) = 1.5 0

Initial condition

!

EL2620

Lecture 9

Choose p1 s + p2

given by

%

$ %

1 0

1

x =

x+

u

1 0

0

!

"

y= 0 1 x

EL2620

x1

Lecture 9

if sgn(pT g)

6

5 T

pT g

p (f g4T f4g T )p

V = (x)

pT g4

p g4

32

2011

30

2011

Phase Portrait

4(x)u of the true system

x = f (x) + g(x)u is known. Still, however,

EL2620

Lecture 9

x2

Simulation with

EL2620

Next Lecture

Lecture 9

EL2620

Lecture 9

EL2620

35

2011

33

2011

Todays Goal

Lecture 9

EL2620

34

2011

Nonlinear Controllers

Input-output linearization

Lecture 10

Lecture 10

Linear controller: z = Az + By , u = Cz

2011

2011

EL2620

Lecture 10

EL2620

Nonlinear Observers

x

# = f (#

x, u)

Lecture 10

Linearize f at x

#(t), find K = K(#

x) for the linearization

Choices of K

x

# = f (#

x, u) + K(y h(#

x))

Simplest observer

EL2620

Lecture 10

x = f (x, !(x))

system

!

!

""

x = f x, k h(x)

x = f (x, u)

y = h(x)

EL2620

2011

2011

x 2 = x21 + u

x 1 = a sin x2

Another Example

z1 = z2 , z2 = a cos x2 (x21 + u)

Lecture 10

u(x) =

x21

v

, x2 [/2, /2]

+

a cos x2

yields

z1 = x1 , z2 = x 1 = a sin x2

EL2620

Lecture 10

Input-output linearization

EL2620

2011

2011

x = cos x x3 + u

Lecture 10

with (A, B) controllable and (x) nonsingular for all x in the domain

of interest.

x = Ax + B(x) (u (x))

2011

domain contains the origin and transforms the system into the form

x = f (x) + g(x)u

is called a diffeomorphism

= T (x) with

Diffeomorphisms

x = kx + v

EL2620

Lecture 10

u(x) = cos x + x3 kx + v

Example 1:

2011

x = f (x) + g(x)u

EL2620

+ u, y = x2

u = x1 %(1

Lecture 10

x21 )x2

+u

x21 )x2

+v

y = v

y = x 1 = x2

x 2 = x1 + %(1

y = x1

x 1 = x2

EL2620

Lecture 10

x 1 = a sin x2 , x 2 = v, y = x2

which is linear from v to y

to obtain

u = x21 + v

11

2011

2011

x 1 = a sin x2 , x 2 =

x21

EL2620

Input-Output Linearization

2011

= 1/sp

Lie Derivatives

2011

10

Lecture 10

Lkf h(x)

d(Lk1

d(Lf h)

f h)

f (x), Lg Lf h(x) =

g(x)

=

dx

dx

Repeated derivatives

12

dh

dh

x =

(f (x) + g(x)u) ! Lf h(x) + Lg h(x)u

dx

dx

where Lf h(x) and Lg h(x) are Lie derivatives (Lf h is the derivative

of h along the vector field of x = f (x))

y =

x = f (x) + g(x)u ; x Rn , u R1

y = h(x), y R

EL2620

Lecture 10

i.e., G(s)

y (p) = v

The general idea: differentiate the output, y = h(x), p times untill the

control u appears explicitly in y (p) , and then determine u so that

x = f (x) + g(x)u

y = h(x)

EL2620

2011

=nm

Lecture 10

$ %& '

dh

x = Lf h(x) + Lg h(x)u

dx

=0

f h(x)u

..

.

y =

x = f (x) + g(x)u

y = h(x)

EL2620

Lecture 10

15

2011

13

f h(x) $= 0 x D

b0 sm + . . . + bm

Y (s)

= n

U (s)

s + a1 sn1 + . . . + an

A linear system

integrators between the input and the output (the number of times

y must be differentiated for the input u to appear)

EL2620

Example

1

Lg Lp1

f h(x)

Lecture 10

=2

Lpf h(x) + v

y (p) = v

u=

EL2620

Lecture 10

"

y = x 1 = x2

y = x1

x 1 = x2

EL2620

16

2011

14

2011

Zero Dynamics

2011

Lecture 10

require certain f discussed later.

x = f (x, u)

17

19

2011

EL2620

Lecture 10

dynamics of y are called the zero dynamics. Corresponds to the

dynamics of the system when y is forced to be zero for all times.

EL2620

x 1 = x2

2011

x = cos x x3 + u

= x2 /2

Lecture 10

18

20

2011

But, the term x3 in the control law may require large control moves!

u = cos x + x3 kx

Consider

EL2620

Lecture 10

(but bounded)

dynamics are given by x 1 = 0, which is not asymptotically stable

it yourself!

zero dynamics, thus we can transform the system into y

= v . Try

EL2620

u = cos x kx

2

= 0 with f (0) = 0.

(1)

2011

21

Lecture 10

x2

g(x1 )

f ()

x1

23

for the inner loop and then for the outer.

at x

x 2 = u

EL2620

Lecture 10

= x /2

x = cos x x3 + u

2011

0.5

1.5

2.5

time [s]

3.5

State trajectory

4.5

linearizing

non-linearizing

-200

200

400

600

800

1000

0.5

1.5

2.5

time [s]

Control input

3.5

Lecture 10

)

*

dV

1

V 1 (x1 ) =

f (x1 ) + g(x1 )(x1 ) W (x1 )

dx1

can be stabilized by v

=

V1 = V1 (x1 ) such that

x 1 = f (x1 ) + g(x1 )

v

EL2620

Lecture 10

linearization can have a significant cost!

0

0

10

= 10

Simulation with x(0)

EL2620

State x

EL2620

Input u

24

2011

22

4.5

linearizing

non-linearizing

2011

The Trick

(x1 )

x2

g(x1 )

f + g

(

x1

dV1

g(x1 ) k,

dx1

k>0

g(x1 )

Lecture 10

Lecture 10

u=

x1

dV

g(z) (xk (z))

dz

W ). Then,

2011

26

2011

28

d

f (z) + g(z)xk

dz

z = f (z) + g(z)(z)

= 0, f (0) = 0,

z = f (z) + g(z)xk

x k = u

f + g

Back-Stepping Lemma

1)

(x

Assume (0)

stabilizes x

V 2 (x1 , x2 ) W (x1 ) k 2

v=

)

*

d

d

(x1 ) =

x 1 =

f (x1 ) + g(x1 )x2

dx1

dx1

Lemma: Let z

EL2620

Lecture 10

where

= v

EL2620

u(x) = (x)

+ v(x).

If V1 radially unbounded, then global stability.

Hence, x

gives

Choosing

Consider V2 (x1 , x2 )

27

2011

25

2011

)

*

dV1

dV1

g(x1 ) + v

V2 (x1 , x2 ) =

dx1

dx1

dV1

W (x1 ) +

g(x1 ) + v

dx1

EL2620

Lecture 10

x 2 = u

EL2620

Back-Stepping

Example

32

Lecture 10

Lecture 10

u = n (x1 , . . . , xn )

2011

30

2011

V1 (x1 ) = x21 /2, Back-Stepping Lemma gives

where 1 (x1 )

x 1 = x21 + 1 (x1 ), x 2 = u1

Step 1 Consider first subsystem

x 1 = x21 + x2 , x 2 = x3 , x 3 = u

EL2620

Lecture 10

EL2620

31

2011

29

2011

(equal to u in Back-Stepping Lemma) and Lyapunov functions

x = f (x) + g(x)u

EL2620

$= 0

Lecture 10

Note:

where gk

x n = fn (x1 , . . . , xn ) + gn (x1 , . . . , xn )u

..

.

x 2 = f2 (x1 , x2 ) + g2 (x1 , x2 )x3

x 3 = f3 (x1 , x2 , x3 ) + g3 (x1 , x2 , x3 )x4

feedback form:

EL2620

Lecture 10

33

2011

)

*

d2

dV2

g(z) (xn 2 (z))

f (z) + g(z)xn

u = u2 =

dz

dz

2 2

2

V2

=

(x1 + x2 ) +

x3

(x3 2 (x1 , x2 ))

x1

x2

x2

gives

x 1 = x21 + x2

x 2 = x3

x 3 = u

EL2620

x = f (x, u)

Controllability

Gain scheduling

Nonlinear controllability

Lecture 11

Lecture 11

u : [0, T ] R such that x(0) = x0 and x(T ) = x1 .

Definition:

EL2620

Lecture 11

EL2620

2011

2011

Todays Goal

Lecture 11

!

"

Wn = B AB . . . An1 B

x = Ax + Bu

Linear Systems

Lemma:

EL2620

Lecture 11

EL2620

2011

2011

2011

= 0 and

z = Az + B1 u1 + B2 u2

= u2 = 0 gives

Lecture 11

2011

0

cos(0 + 0 )

0

sin(0 + 0 )

B1 = ,

B2 =

0

sin(0 )

1

0

!

"

rank Wn = rank B AB . . . An1 B = 2 < 4, so the

with A

Linearization for u1

EL2620

Lecture 11

x1 B! (0) there exists u : [0, T ] R so that x(T ) = x1

Remark:

nonlinear system is controllable in a neighborhood of the origin.

x = f (x) + g(x)u

z = Az + Bu

Controllable Linearization

be the linearization of

Lemma: Let

EL2620

(x, y)

Input:

velocity

Car Example

2011

f

g

f

g

x

x

Lecture 11

*

) *

cos x2

x1

f=

,

g=

x1

1

)

*)

* )

*) *

1 0

cos x2

0 sin x2

x1

[f, g] =

0 0

x1

1

0

1

*

)

cos x2 + sin x2

=

x1

Example:

[f, g] =

: Rn Rn is a vector field

Lie Brackets

Lie bracket between vector fields f, g

defined by

EL2620

Lecture 11

2011

x

0

cos( + )

d

y 0

sin( + )

= u1 +

u2 = g1 (z)u1 + g2 (z)u2

dt 0

sin()

1

0

EL2620

4. Finally, for t

Lecture 11

t [0, !)

t [!, 2!)

t [2!, 3!)

t [3!, 4!)

[2!, 3!]

x(4!) = x0 + !2

[3!, 4!]

dg1

dg2

g1

g2

dx

dx

dg1

1 dg2

dg2

g1

g2 +

g2

dx

dx

2 dx

Proof, continued

x(3!) = x0 + !g2 + !

3. Similarily, for t

EL2620

Lecture 11

(1, 0),

(0, 1),

(1, 0),

(0, 1),

(u1 , u2 ) =

x = g1 (x)u1 + g2 (x)u2

gives motion

the control

EL2620

11

2011

2011

Proof

= g2 (x0 ) +

dg2

dx !g1 (x0 )

Lecture 11

g2

g1

g3 := [g1 , g2 ] =

g1

g2

x

x

0 0 sin( + ) sin( + )

0

cos( + ) 0

0 0 cos( + )

=

0

0

cos() 0

0 0

0 0

0

0

1

sin( + )

cos( + )

=

cos()

0

EL2620

Lecture 11

12

2011

10

*

)

dg2

1 dg2

1 dg1

(x0 )g1 (x0 ) +

(x0 )g1 (x0 ) +

(x0 )g2 (x0 )

!2

2 dx

dx

2 dx

1 dg2

g2 (x(!))!2

2 dx

1 dg1

g1 (x0 )!2 + O(!3 )

2 dx

[!, 2!]

x(!) = x0 + g1 (x0 )! +

(1)

2011

2. Similarily, for t

1. For t

EL2620

2011

Parking Theorem

Lecture 11

13

15

2011

You can get out of any parking lot that is ! > 0 bigger than your car

by applying control corresponding to g4 , that is, by applying the

control sequence

EL2620

Lecture 11

(x, y)

the control sequence

EL2620

2011

14

2011

Lecture 11

16

a linear system x = g1 (x)u1 + g2 (x)u2 = B1 u1 + B2 u2 ?

EL2620

Lecture 11

sideways movement

g4 direction corresponds to

(sin(), cos())

sin( + 2)

cos( + 2)

g3

g2

g3

g2 = . . . =

g4 := [g3 , g2 ] =

x

x

0

EL2620

Lecture 11

cos

0

sin

g1 = sin , g2 = 0 , [g1 , g2 ] = cos

0

1

0

2011

19

2011

17

[g2 , [g1 , g2 ]]

(x1 , x2 )

ExampleUnicycle

[g1 , g2 ]

x

cos

0

d 1

x2 = sin u1 + 0 u2

dt

0

1

EL2620

Lecture 11

[g1 , [g1 , g2 ]]

EL2620

2011

Lecture 11

2 minute exercise:

EL2620

Lecture 11

20

2011

18

The system can be steered in any direction of the Lie bracket tree

Remark:

Rn for all x

x = g1 (x)u1 + g2 (x)u2

Controllability Theorem

Theorem:The system

EL2620

Gain Scheduling

Controller

Process

Gain

schedule

Output

Operating

condition

2011

21

Lecture 11

23

Mach number, flow rate

Control

signal

variable.

Command

signal

Controller

parameters

EL2620

Lecture 11

2011

0

cos

x1

d

sin

x

0

2

u1 + u2

=

dt 0

1

0

1

ExampleRolling Penny

(x1 , x2 )

EL2620

2011

Lecture 11

EL2620

Lecture 11

v

u

x = f

Flo

Linear

Quickopening

Eualpercentage

Position

Valve Characteristics

differential geometry (see Khalil and PhD course)

24

2011

22

means of feedback u = (x) + (x)v and change of variables

z = T (x) (see previous lecture)?

EL2620

uc

Lecture 11

5.0

5.1

1.0

1.1

0.2

0.3

uc

uc

uc

EL2620

Lecture 11

10

Valve characteristics

EL2620

20

20

20

PI

0.5

40

40

40

f 1

60

60

60

1.5

f(u)

Process

Nonlinear Valve

80

80

80

f (u)

G 0 (s)

100

Time

100

Time

100

Time

27

2011

25

2011

Lecture 11

uc

uc

uc

q =

Pitch dynamics

EL2620

Lecture 11

5.0

5.2

1.0

1.1

0.2

0.3

20

20

20

Nz

Flight Control

10

10

10

EL2620

30

30

30

40

Time

40

Time

40

Time

28

2011

26

2011

1.6

0.8

1.2

Mach number

Todays Goal

0.4

Flight Control

2.0

Lecture 11

EL2620

Lecture 11

20

40

60

80

Operating conditions:

EL2620

2.4

31

2011

29

2011

Lecture 11

EL2620

Filter

Pitch rate

Filter

Acceleration

Filter

Position

Pitch stick

A/D

A/D

A/D

M

T2 s

1+ T2 s

1

1+ T3 s

T1s

1+ T1s

K DSE

VIAS

H M VIAS

K QD

K Q1

K SG

Gear

VIAS H

M H

K NZ

Filter

D/A

D/A

To servos

30

2011

Optimal control

Lecture 12

2011

2011

Lecture 12

function

u(t)

EL2620

Lecture 12

EL2620

Todays Goal

ExampleBoat in Stream

Lecture 12

v(x2 )

x 2 (t) = u2 (t)

x1 (0) = x2 (0) = 0

max x1 (tf )

u:[0,tf ]U

=1

x2

Speed of water v(x2 ) with dv/dx2

EL2620

Lecture 12

EL2620

x1

2011

2011

min

tf

x(t)

u:[0,tf ]U

Lecture 12

Optimization over functions u : [0, tf ] U

Remarks:

[1 u(t)]x(t)dt

x(t)

= u(t)x(t)

x(0) = x0 > 0

tf

> 0)

Standard form:

EL2620

Lecture 12

max

u:[0,tf ][0,1]

portion of x stored

portion of x reinvested

production rate

ExampleResource Allocation

x(t) [0, )

u(t) [0, 1]

1 u(t)

u(t)x(t)

[1 u(t)]x(t)

EL2620

2011

2011

2011

"

1 + u2 (t)dt

tf

Lecture 12

uU

H T

T

(t)

=

(x (t), u (t), (t)), (tf ) =

(x (tf ))

x

x

uU

2011

u : [0, tf ] U and x : [0, tf ] Rn . Then,

EL2620

Lecture 12

tf

x(t)

= u(t)

x(0) = a

u:[0,tf ]R

min

Curve:

x(t)

Find the curve with minimal length between a given point and a line

EL2620

Remarks

2011

= 0)

u1 (t) = "

Lecture 12

21 (t) + 22 (t)

, u2 (t) = "

2 (t)

1

tf t

, u2 (t) = "

1 + (t tf )2

1 + (t tf )2

21 (t) + 22 (t)

1 (t)

u1 +u2 =1

1 (t)u1 + 2 (t)u2

= arg 2min

2

u1 (t) = "

Hence,

or

u1 +u2 =1

1 (t)(v(x2 (t)) + u1 ) + 2 (t)u2

2

Optimal control

EL2620

Lecture 12

9

11

2011

and (tf ) = T /x(x (tf )). Often hard to solve explicitly.

(cf., minu:[0,1]R x(1), x = u, x(0)

See textbook, e.g., Glad and Ljung, for proof. The outline is simply

to note that every change of u(t) from the optimal u (t) must

EL2620

tf

x(0) = x0

[u(t) 1]x(t)dt

(t)

= 1 u (t) (t)u (t),

Adjoint equation

(tf ) = 0

H = L + T f = (u 1)x + ux

Hamiltonian satisfies

Lecture 12

x(t)

= u(t)x(t),

u:[0,tf ][0,1]

min

EL2620

Lecture 12

2 (tf ) = 0

1 (tf ) = 1

(x) = x1

&

%

$ v(x2 ) + u1

2

u2

1 (t) = 1, 2 (t) = t tf

1 (t) = 0,

2 (t) = 1 (t),

$

H #

= 0 1 ,

x

Adjoint equations

have solution

H = f = 1

Hamiltonian satisfies

EL2620

12

2011

10

2011

u[0,1]

(x (t) > 0)

Lecture 12

min

tf

1+

"

x(t)

= u(t),

u:[0,tf ]R

x(0) = a

u2 (t)dt

EL2620

Lecture 12

For t

= 1.

= (t).

u[0,1]

'

0,

(t) 1/

=

1,

(t) < 1/

Optimal control

EL2620

15

2011

13

2011

0.4

0.4

0.6

0.6

0.8

0.8

u (t)

1.2

1.2

t [0, tf 1/]

t (tf 1/, tf ]

0.2

0.2

(t)

1.4

1.4

1.6

1.6

1.8

1.8

Lecture 12

u4 dt + x(1)

x = x + u

x(0) = 0

min

EL2620

Lecture 12

0.2

0.4

0.6

0.8

-1

-0.8

-0.6

-0.4

0

-0.2

'

1,

u (t) =

0,

EL2620

16

2011

14

2011

HistoryCalculus of Variations

"

1 + y $ (x)2

"

dx

2gy(x)

Lecture 12

maxu h(tf )

Optimization criterion:

Constraints:

u D

v

d

m

h =

v

dt

m

u

EL2620

Lecture 12

"

"

1 + y $ (x)2

dx2 + dy 2

= "

dx

v

2gy(x)

J(y) =

ds

dt =

=

v

Minimize

time

19

2011

17

2011

(frictionless) curve that takes a particle from A to B in shortest

EL2620

HistoryOptimal Control

tf

Lecture 12

x(t)

(x(tf )) = 0

min

u:[0,tf ]U

Generalized form:

EL2620

Lecture 12

Financeportfolio theory

Aeronauticssatellite orbits

Roboticstrajectory generation

EL2620

20

2011

18

2011

(tf , x (tf ))

= n0 (tf , x (tf )) T

t

t

H T

(t)

=

x

(tf , x (tf ))

x

x

Lecture 12

Remarks:

EL2620

Lecture 12

D(v, h) + 0:

D(v, h) 0:

23

2011

21

2011

EL2620

2011

2011

22

tf

1 dt =

tf

u (t) = arg min 1 + 1 (t)x2 (t) + 2 (t)u

u[1,1]

'

1,

2 (t) < 0

=

1,

2 (t) 0

Lecture 12

min

u:[0,tf ][1,1]

u:[0,tf ][1,1]

min

24

Bring the states of the double integrator to the origin as fast as possible

EL2620

Lecture 12

where

uU

tf

x(t)

(tf , x(tf )) = 0

u:[0,tf ]U

min

Theorem: Suppose u

solutions to

EL2620

x2 (t) = x2 (0) + t

= = 1, we have

u:[0,)Rm

min

Lecture 12

where L

(xT Qx + uT Ru) dt

SA + AT S + Q SBR1 B T S = 0

u = Lx

x = Ax + Bu

with

EL2620

Lecture 12

These define the switch curve, where the optimal control switch

With u(t)

1 (t) = c1 , 2 (t) = c2 c1 t

1 (t)

Adjoint equations

EL2620

27

2011

25

2011

2011

Properties of LQ Control

Lecture 12

1978)

linear quadratic Gaussian (LQG) control.

(t) [1/2, ) (infinite gain margin)

Stabilizing

EL2620

Lecture 12

close to the wanted trajectory

28

2011

26

control u (t) and closed-loop control u (t, x).

EL2620

Lecture 12

EL2620

Lecture 12

EL2620

31

2011

29

2011

15

Acceleration

0.05

0.05

0.1

0.1

0.15

0.15

0.2

0.2

Slosh

0.25

0.25

0.3

0.3

0.35

0.35

0.4

0.4

2011

30

2011

Lecture 12

Bioengineering, Economics, Logistics

32

as time optimal control and LQ control

optimality; Hamilton-Jacobi-Bellman equation

http://www.math.kth.se/optsyst/

EL2620

Lecture 12

-1

-0.5

0.5

-15

-10

-5

10

.t

minu:[0,tf ][10,10] 0 f 1 dt, where u is the acceleration.

EL2620

Todays Goal

Lecture 12

Generalized form

Standard form

EL2620

33

2011

Artificial neural networks

Lecture 13

Fuzzy Control

Lecture 13

THEN Reduce Gas A Bit

Example of a rule:

Idea:

EL2620

Lecture 13

en

and M. Johansson

Some slides copied from K.-E. Arz

EL2620

2011

2011

Todays Goal

Lecture 13

Model manual control Implement control rules

Model plant P Analyze feedback Synthesize controller C

Implement control algorithm

EL2620

Lecture 13

You should

EL2620

2011

2011

x A or x $ A

Fuzzy Logic

AND Y OR Z

Lecture 13

Fuzzy logic:

AND: AB (x) = min(A (x), B (x))

OR: AB (x) = max(A (x), B (x))

NOT: A! (x) = 1 A (x)

Conventional logic:

AND: A B

OR: A B

NOT: A!

EL2620

Lecture 13

25

Warm

Cold

10

Membership function:

A : [0, 1] expresses the degree x belongs to A

EL2620

2011

2011

Example

Cold

10

10

Cold

Lecture 13

25

CW

Warm

EL2620

Lecture 13

10

Cold

CW

25

Warm

25

Warm

= 1/3.

Example

15

Q2: Is x = 15 warm?

A2: It is not really warm since W (15)

A1: It is quite cold since C (15) = 2/3.

EL2620

2011

2011

Fuzzy

Controller

u

Plant

y

Fuzzifier

Lecture 13

Example

y = 15: C (15)

15

25

Warm

Cold

10

EL2620

Lecture 13

EL2620

11

2011

2011

y

Fuzzifier

Fuzzy Controller

Fuzzy

Inference

Fuzzy Inference

Lecture 13

Rule 2:

! "# $

2.

1.

2.

IF y is Warm THEN u

! is"#Low$

! "# $

1.

! "# $

Rule 1: IF y is Cold THEN u is High

Fuzzy Inference:

EL2620

Lecture 13

Defuzzifier

Fuzzy Controller

Fuzzy Inference: Fuzzy set calculations

Defuzzifier: Map fuzzy set to u

EL2620

12

2011

10

2011

Lecture 13

EL2620

Lecture 13

15

2011

13

2011

EL2620

Lecture 13

EL2620

Lecture 13

Defuzzifier

16

2011

14

2011

EL2620

Fuzzifier

Fuzzy Controller

Fuzzy

Inference

Defuzzifier

Lecture 13

EL2620

19

2011

Lecture 13

EL2620

Lecture 13

Lecture 13

20

2011

18

2011

EL2620

http://isc.faqs.org/docs/air/ttfuzzy.html

17

2011

Fuzzy ControllerSummary

EL2620

Lecture 13

EL2620

Lecture 13

EL2620

23

2011

21

2011

Lecture 13

EL2620

Lecture 13

EL2620

24

2011

22

2011

2011

Lecture 13

EL2620

Lecture 13

Brain neuron

xn

x1

x2

wn

()

Artificial neuron

w1

w2

Neurons

27

2011

25

Disadvantages

Advantages

EL2620

Lecture 13

xn

w2

x2

wn

w1

x1

()

%

'

&

y = b + ni=1 wi xi

Model of a Neuron

Inputs: x1 , x2 , . . . , xn

Weights: w1 , w2 , . . . , wn

Bias: b

Nonlinearity: ()

Output: y

EL2620

Lecture 13

Neural Networks

How does the brain work?

EL2620

28

2011

26

2011

Lecture 13

Success Stories

Lecture 13

31

2011

29

2011

Zadeh (1965)

Fuzzy controls:

EL2620

Output Layer

u3

u2

u1

EL2620

Todays Goal

Lecture 13

You should

EL2620

Lecture 13

EL2620

32

2011

30

2011

Next Lecture

Lecture 13

EL2620

33

2011

Question 1

Lecture 14

Question 2

Lecture 14

Lecture 14

Optimal control

Nonlinear controllability

Evaluate:

approach:

EL2620

Lecture 14

TEFYMA or BETA

(No other material: textbooks, exercises, calculators etc. Any

other basic control book must be approved by me before the

exam.).

You may bring lecture notes, Glad & Ljung Reglerteknik, and

Exam

Regular written exam (in English) with five problems

EL2620

Describing functions

2011

2011

EL2620

Lecture 14

EL2620

2011

2011

Question 3

k1 y

k11

k12

k2 y f (y)

G(i)

Lecture 14

If the Nyquist curve of G(s) stays on the correct side of the circle

defined by the points 1/k1 and 1/k2 , then the closed-loop

system is BIBO stable.

k1 f (y)/y k2 .

u = f (y). Assume G(s) is stable and that

EL2620

Lecture 14

2011

But, if one method does not prove stability, another one may.

2011

Can a system be proven stable with the Small Gain Theorem and

unstable with the Circle Criterion?

EL2620

Question 4

Lecture 14

2011

2011

< 0 < k2 ?

3.

2.

1.

Stable system G

EL2620

Lecture 14

EL2620

Question 5

G KD

Lecture 14

s 1

F KC

s 1

xc

xc

sat

EL2620

Lecture 14

EL2620

11

2011

2011

Lecture 14

EL2620

Lecture 14

EL2620

(b)

(a)

K

Ti

1

Tt

1

s

1

Tt

1

s

+

es

Actuator

es

Actuator

Actuator model

Question 6

KTd s

KTd s

K

Ti

Tracking PID

12

2011

10

2011

#x(t)# < R, t 0

lim x(t) = 0

Lecture 14

then x

V (x) as #x#

V (0) = 0

15

2011

13

2011

= 0. Assume that V : Rn R

is a C 1 function. If

EL2620

Lecture 14

x(0) Rn .

#x(0)# < r

#x(0)# < r

= 0 of x = f (x) is

Stability Definitions

An equilibrium point x

EL2620

Lecture 14

then x

16

V (x) as #x#

(5) The only solution of x

for all t

(4)

(2)

(3)

V (0) = 0

(1)

V : Rn R such that

14

2011

Stability

EL2620

Lecture 14

then x

then x

V (0) = 0

2011

Rn . Assume that

Theorem Let x = f (x), f (0) = 0, and 0

V : R is a C 1 function. If

EL2620

2011

g

k

x 1 = x2 , x 2 = sin x1 x2

l

m

1

k

g

V (x) = (1 cos x1 ) + x22 V = x22

l

2

m

2011

17

Lecture 14

= {(x1 , x2 ) R2 |V (x) c}

M = {(x1 , x2 )|x1 = k, x2 = 0}

19

Thus, the largest invariant set in E is

The set E = {(x1 , x2 )|V = 0} is E = {(x1 , x2 )|x2 = 0}

EL2620

Lecture 14

= {x Rn |V (x) c}

consider

Let V

Let E be the set of points in where V (x) = 0. If M is the largest

invariant set in E , then every solution with x(0) approaches M

as t

x = f (x).

Theorem Let

with respect to

EL2620

2011

Lecture 14

M = {(x1 , x2 )|x1 = 0, x2 = 0} and we have proven

EL2620

Lecture 14

In particular, if the compact region does not contain any fixed point

then the -limit set is a limit cycle

20

2011

18

stays in a compact region of the phase plane approaches its -limit

set, which is either a fixed point, a periodic orbit, or several fixed

points connected through homoclinic or heteroclinic orbits

EL2620

Question 7

x 1 = ax1 (t)

Lecture 14

(x) = ax1 + x2 = 0

x 1 = x2 (t)

x 2 = x1 (t)x2 (t) + u(t)

Example

EL2620

Lecture 14

23

2011

21

2011

EL2620

S of

2011

Lecture 14

Example: f (x)

u=

2011

u = x1 x2 x2 sgn(x1 + x2 )

24

f (x) + x2 + sgn()

g(x)

= x1 x2 , g(x) = 1, = x1 + x2 , yields

= 0.5 2 yields V =

= x1 + x2 we get

invariant set

EL2620

22

Lecture 14

If x

S = {x Rn |(x) = 0} R1

dimension n 1 in finite time

x = f (x) + g(x)u, x Rn , u R1

EL2620

2011

ueq = x2 x1 x2

Question 8

Lecture 14

EL2620

Lecture 14

27

2011

25

Thus, the sliding controller will take the system to the sliding manifold

S in finite time, and the equivalent control will keep it on S .

= x 1 + x 2 = x2 + x1 x2 + ueq = 0

Example:

computed from = 0 when = 0

(high frequency switching).

EL2620

Note!

Backstepping Design

Lecture 14

namely strict feedback structure

28

2011

26

2011

function V (x, u) and determine u(x) so that

x = f (x, u)

system

EL2620

Lecture 14

u = sgn()

Previous years it has often been assumed that the sliding mode

control always is on the form

EL2620

2011

29

2011

Lecture 14

31

!

"

d

dV

u(x) =

f (x1 )+g(x1 )x2

g(x1 )(xk (x1 ))f2 (x1 , x2 )

dx1

dx1

x 2 = f2 (x1 , x2 ) + u

= (x1 ).

Lyapunov Function for the system

x 1 = f1 (x1 ) + g1 (x1 )u

EL2620

)= 0

x n = fn (x1 , . . . , xn ) + gn (x1 , . . . , xn )u

..

.

x 2 = f2 (x1 , x2 ) + g2 (x1 , x2 )x3

x 3 = f3 (x1 , x2 , x3 ) + g3 (x1 , x2 , x3 )x4

Lecture 14

Note:

where gk

EL2620

Lecture 14

EL2620

Lecture 14

Question 9

x2 = f2 (x1 , x2 ) + u

control u = 2 (x1 , x2 ), for the system

x 1 = f1 (x1 ) + g1 (x1 )u

control u = 1 (x1 ), for the system

EL2620

32

2011

30

2011

Backlash Compensation

1+sT2

K 1+sT

1

1

1 + sT

1

s

Question 10

in

Lecture 14

EL2620

Lecture 14

ref

in

Backlash inverse

Deadzone

EL2620

33

35

2011

out

2011

-5

without filter

10

-2

-1

0

u, with/without filter

y, with/without filter

Oscillation removed!

with filter

0

0

0.5

1.5

10

10

Inverting Nonlinearities

Real Axis

Nyquist Diagrams

f1 ()

f ()

Lecture 14

F (s)

Controller

15

15

G(s)

EL2620

Lecture 14

-10

-10

-8

-6

-4

-2

10

1+sT2

F (s) = K 1+sT

with T1 = 0.5, T2 = 2.0:

1

20

20

36

2011

34

2011

EL2620

Imaginary Axis

f ()

k

s

#

$

e = v f (u)

Lecture 14

EL2620

Lecture 14

Question 12

#

$

0 = v f (u)

f (u) = v

If k

f (u)

39

2011

u = f 1 (v)

37

2011

Feedback

EL2620

Question 11

%y%2

%u%2

n=1

N.L.

G(s)

2011

38

2011

Lecture 14

40

'

y(t) |G(i)| a21 + b21 sin[t + arctan(a1 /b1 ) + arg G(i)]

If |G(in)|

u(t) =

%

&

EL2620

Lecture 14

Passivity Theorem

Circle Criterion

BIBO stability

EL2620

N.L.

e(t)

N (A, )

u

(1 (t)

Lecture 14

EL2620

Lecture 14

= 0 then

u(t)

u

(1 (t) = |N (A, )|A sin[t + arg N (A, )] u(t)

e(t)

N (A, ) =

b1 () + ia1 ()

A

EL2620

43

2011

41

2011

G(i) =

G(i)

1/N (A)

e

f () u G(s)

Advanced Course

1

N (A)

Lecture 14

Multivariable control:

Period 4, 7.5 p

44

2011

42

2011

control, especially multivariable feedback systems.

EL2620

Lecture 14

give and A for a possible periodic solution.

replacements

EL2620

Systems

Lecture 14

Contact: Hakan

Hjalmarsson, hjalmars@kth.se

Period 1, 6 p

technical systems from physical laws and from measured signals.

EL2620

Lecture 14

Period 3, 7.5 p

algorithms in networked and embedded systems.

EL2620

47

2011

45

2011

Networks

Lecture 14

Lecture 14

jonas1@kth.se

Team work

Period 4, 12 p

46

48

2011

and implementation of control systems. Give some experience in

project management and presentation.

EL2620

2011

signal processing needed to cope with WSN

Period 3, 7.5 cr

sensor networks (WSN)

EL2620

Lecture 14

Hints:

Cross-disciplinary

49

2011

Control Lab

EL2620

Control

Lecture 14

Competitive

Intellectual stimuli

EL2620

50

2011

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