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14 Robustness Margins
All are easily computed, and provide a quantitative measure of the insensitivity of the closed-
loop system to specific types of variations. The nominal closed-loop system is shown below.
+ e(t) u(t)
r(t) - i - C - P - y(t)
6
We assume that both P and C are governed by linear, ordinary differential equations, and
that the nominal closed-loop system is stable.
The perturbed closed-loop system is shown below, with both a gain variation in the plant,
a time-delay in the feedback measurement, and a change in process from P to P .
+ e(t) u(t)
r(t) - i - C - - - y(t)
P
6
delay, T
f (t) = y(t T )
Note that if T = 0, = 1 and P = P , then the perturbed system is simply the nominal
closed-loop system.
The time-delay margin is characterized by the minimum time delay T > 0 such that the
closed-loop system becomes unstable, with set equal to its nominal value, = 1, and
P = P .
The gain margin is characterized by the largest interval , , containing 1, such that the
closed-loop system is stable for all , , with T set to its nominal value, T = 0, and
P = P
ME 132, Spring 2005, UC Berkeley, A. Packard 117
The percentage variation margin is a frequency-dependent bound (), such that the closed-
loop system is stable for all P which satisfy satisfies
P (j) P (j)
< () for all .
P (j)
assuming = 1, T = 0.
1. We are explicitly concerned about the destabilizing effects of time-delays, gain changes
and perccentage changes in frequency responses, and these margins give exact answers
with respect to those variations.
2. While not being explicitly concerned with time-delays and/or gain changes and/or
percentage changes in frequency response functions, we are cognizant of the fact that
the model differential equation we use for the plant is not entirely accurate. In that
vein, we would like some easily computable information concerning the sensitivity (or
insensitivity) of the stability of the closed-loop system to unmodeled variations. We
use the computed margins as indications of the potential for instability brought on by
variations in the plants behavior.
Since linear, single-input, single-output systems commute, we can redraw the diagram, pre-
serving both the stability characteristics, and the relationship from r to y as
e(t) v(t) L
+
- i - - - - y(t)
r(t) C P
6
delay, T
f (t) = y(t T )
By convention, if P denotes the nominal plant, then P (s) will denote the transfer function
of the nominal plant. Similar convention for controller and in fact, any dynamical system. A
capital letter denotes the system itself while the hatted capital letter denotes the systems
transfer function.
For certain computational purposes, we denote the cascade of C and P as the system L. In
terms of transfer functions, we have L(s) = P (s)C(s) (see section 12). Assume L is of the
form
b1 sn1 + + bn1 s + bn
L(s) = n
s + a1 sn1 + + an1 s + an
This is equivalent to the differential equation relating v to y as
y [n] (t) + a1 y [n1] (t) + + an1 y [1] (t) + an y(t) = b1 v [n1] (t) + + bn1 v [1] (t) + bn v(t)
ME 132, Spring 2005, UC Berkeley, A. Packard 118
It is from this equation that we begin our analysis, though most of our computations will
ultimately involve the transfer function L(s) evaluated along the imaginary axis s = j.
The setup for the gain margin problem is shown in Figure 14, with T = 0. Here, a plant
and controller are in closed-loop along with a gain at the plant input. We assume
that
the
closed-loop system is stable for = 1, and we wish to know the largest interval , such
that closed-loop stability is maintained for all , . Since the closed-loop system is
stable for = 1, it is clear that < 1 < .
With the time-delay T = 0, the differential equation (68) becomes an ordinary differential
equation,
y [n] (t) + (ah1 + b1 ) y [n1] (t) + + (an1 + bn1i ) y [1] (t) + (an + bn ) y(t)
= b1 r[n1] (t) + + bn1 r[1] (t) + bn r(t)
This is two equations (since it relates complex quantities) in two real unknowns ( and ).
We need to find all solutions, and then isolate the solutions whose coordinate is closest to
1.
First, we can look for solutions to (69) by looking for solutions (ie., real ) to
If there are roots, then coupled with = 0, we have found solutions to equation (69). There
likely are others, which are described below.
We can also look for solutions to (69) with (j)n +a1 (j)n1 +a2 (j)n2 + +an1 (j)+an 6=
0, so that after dividing, we manipulate equation (69) into
b1 (j)n1 + b2 (j)n2 + + bn1 (j) + bn
1 =
(j)n + a1 (j)n1 + a2 (j)n2 + + an1 (j) + an
But, this is recognized as
1 = L(s)
s=j
This can be solved graphically, finding values of for which L(s) is a real number (and
s=j
then taking a negative reciprical to find the associated value).
If there are any, then the pairs (i , 0) are solutions to equation 69.
2. Next, plot (in the complex plane, or on separate magnitude/phase plots) the value of
L(j) as ranges from 0 to . By assumption, this plot will not pass through the
1 point in the complex plane (can you explain why this is the case?).
3. Mark all of the locations where L(jk ) is a real number. The frequencies k are called
the phase-crossover frequencies.
4. At each phase crossover point, k , determine the associated value of by computing
1
k :=
L(s)
s=jk
5. Make a list of all of the values obtained in the calculations above (step 1 and 4).
Of all solutions less than 1, find the one closest to 1. Label this . Similarly, Of all
solutions greater than 1, find the one closest to 1. Label this . In the event that there
are no solutions less than 1, then = . Similarly, if there are no solutions greater
than 1, then = .
ME 132, Spring 2005, UC Berkeley, A. Packard 120
Graphically, we can determine the quantity easily. Find the smallest number > 1 such
that if the plot of L(j) were scaled by this number, it would intersect the 1 point. That
is . This is easily done by computing the closest intersection of the curve L(j) (as
varies) with the real axis, to the right of 1, but less than 0. If the intersection occurs at
the location , then scaling the plot of L by 1 will cause the intersection. By chosing the
closest intersection, is close to 1, and hence := 1 is the desired value. Note: It is
possible that there are no intersections of the curve L(j) of the real axis to the right of
1 but less than 0. In that case, the closed-loop system is stable for all values of in the
interval [1, ), hence we define := .
If the plot of L(j) as varies intersect the negative real axis to the left of 1, then > 0,
and it is easy to determine. Simply find the largest positive number < 1 such that if the plot
of L(j) were scaled by , it would intersect the 1 point. This is easily done by computing
the closest intersection of the curve L(j) (as varies) with the real axis, to the left of 1.
If the intersection occurs at the location , then scaling the plot of L by 1 will cause the
intersection. By chosing the closest intersection, is close to 1, and hence := 1 is the
desired value.
In the above computations, each intersection of the curve L(j) (as varies) with the
negative real axis is associated with two numbers:
1. The location (in the complex plane) of the intersection, of which the negative reciprical
determines the gain that would cause instability.
2. The value of at which the intersection takes place, which determines the crossing
point (on the imaginary axis) where the closed-loop root migrates from the left-half
plane into the right-half plane, and hence determines the frequency of oscillations just
at the onset of instability due to the gain change.
Recall that we assume that for T = 0, the system is stable, and hence all homogeneous
solutions decay exponentially to 0 as t . It is a fact (advanced) that as T increases
the system may eventually become unstable, and if it does, then at the critical value of T
for which stability is violated, sinusoidal solutions to the homogeneous equation exist. In
other words, the system goes unstable by first exhibiting purely sinusoidal homogeneous
solutions. The frequency of this sinusoidal solution is not known apriori, and needs to be
determined, along with the critical value of the time-delay.
ME 132, Spring 2005, UC Berkeley, A. Packard 121
The delay terms may cause a non-decaying homogeneous solution to exist. We pose the
question: what is the minimum T and corresponding frequency such that a sinusoidal
solution to (70) of the form yH (t) = ejt exists? If such a solution exists, then by plugging it
into (70), and canceling the common ejt term, which is never 0, we get a necessary algebraic
condition
(j)n + a1 (j)
h
n1
+ + an1 j + an i
e jT
b1 (j)n1 + + bn1 j + bn = 0
Rearranging gives
b1 (j)n1 + b2 (j)n2 + + bn1 (j) + bn
1 = ejT
(j)n + a1 (j)n1 + a2 (j)n2 + + an1 (j) + an
But, this is recognized as
1 = ejT L(s)
s=j
This is two equations (since it relates complex quantities) in two real unknowns (T and ).
We want to solve for solutions with T close to 0 (recall that 0 was the nominal value of T ,
and we
assumed
that the closed-loop system was stable for that). Since T is real,
it follows
jT
that e = 1. This gives conditions on the possible values of , namely L(j) = 1.
Once these values of are known, the corresponding values of T can be determined, and
the smallest such T becomes the time-delay margin.
In order to understand the graphical solution techniques described, recall that for any com-
plex number , and any real number , we have
6 ej = + 6
Hence, at any value of , we have
6 ejT L(j) = T + 6 L(j)
Also, 6 (1) = .
1. Plot (in the complex plane, or on separate magnitude/phase plots) the quantity L(j)
as varies from 0 to .
2. Identify all of the frequencies i where L(ji ) = 1. These are called the gain-crossover
frequencies.
3. At each gain-crossover frequency i , (which necessarily has L(ji ) = 1), determine
the value of T > 0 such that eji T L(ji ) = 1. Recall that multiplication of any
complex number by eji T simply rotates the complex number i T radians in the
clockwise (negative) direction. Hence, each T can be determined by calculating the
angle from L(j) to 1, measured in a clockwise direction, and dividing this angle
by . On a phase plot, determine the net angle change in the downward direction
(negative) to get to the closest odd-multiple of (or 180 ).
ME 132, Spring 2005, UC Berkeley, A. Packard 122
4. Repeat this calculation for each gain-crossover frequency, and choose the smallest of
all of the T s obtained.
ME 132, Spring 2005, UC Berkeley, A. Packard 123
14.3 Examples
14.3.1 Generic
0.5
0
10
0.5
1.5
1
10
2.5
2
10 3
0 1
10 10 1 0.5 0 0.5 1 1.5 2 2.5 3 3.5 4
Loop Phase
0
50
100
150
200
250
0 1
10 10
ME 132, Spring 2005, UC Berkeley, A. Packard 124
14.3.2 Missile
A missile is controlled by deflecting its fins. The transfer function of a the Yaw axis of a
tail-fin controlled missile is
0.5(s2 2500)
P (s) =
(s 3)(s2 + 50s + 1000)
10(s + 3)
C(s) =
s
is used. This results in a stable closed-loop system, with closed-loop roots at
Plots of the L are shown below, along with some time responses.
ME 132, Spring 2005, UC Berkeley, A. Packard 125
2
10
1
Log Magnitude
10
0
10
0 1 2
10 10 10
Frequency (radians/sec)
220
200
180
Phase (degrees)
160
140
120
100
80
0 1 2
10 10 10
Frequency (radians/sec)
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Nyquist Plot
2
1.5
0.5
0.5
1.5
2
5 4 3 2 1 0 1
0.4
0.3
Gs
0.2
0.1
0.1
0 0.05 0.1 0.15 0.2 0.25 0.3
Time: seconds
ME 132, Spring 2005, UC Berkeley, A. Packard 127
1.5
Yaw Acceleration: Gs
0.5
0.5
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Time: Seconds
Fin Deflection
12
10
4
Degrees
8
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Time: Seconds
14.4 Problems
1. Consider the multiloop interconnection of 4 systems shown below.
ME 132, Spring 2005, UC Berkeley, A. Packard 128
r -d - +?
+- y
E d -d - H -
6 6
? ?
p z
G
q
(a) What is the transfer function from q to z? Denote the transfer function as G qz
(b) What is the transfer function from q to p? Denote the transfer function as G qp
(c) Verify that 1 + Gqp = Gqz .
4. The transfer functions of several controller/process (C/P ) pairs are listed below. Let
L(s) := P (s)C(s) denote the loop transfer function. For each pair, consider the closed-
loop system
+ e(t) u(t)
r(t) - i - C - P - y(t)
6
ME 132, Spring 2005, UC Berkeley, A. Packard 129
5. In problem 4 above, the first two cases have identical closed-loop characteristic polyno-
mials, and hence identical closed-loop roots. Nevertheless, they have different stability
margins. In one case, the plant P is unstable, and in the other case it is stable. Check
which case has better stability margins in each of the different measures. Make a con-
clusion (at least in the case) that all other things being equal, it is harder to reliably
control an unstable plant than it is a stable one.
6. Find Leff for determining time-delay and/or gain margins at the locations marked by
1, 2 and 3.
d - C1 -d 1 - A - G1 - G2 -
6 6
C2 2
+ e(t) u(t)
r(t) - i - C - P - y(t)
6
ME 132, Spring 2005, UC Berkeley, A. Packard 130
It is known that the nominal closed-loop system is stable. In the presence of gain-
variations in P and time-delay in the feedback path, the closed-loop system changes
to
+ e(t) u(t)
r(t) - i - C - - P - y(t)
6
delay, T
f (t) = y(t T )
In this particular system, there is both an upper and lower gain margin - that is, for
no time-delay, if the gain is decreased from 1, the closed-loop system becomes
unstable at some (still positive) value of ; and, if the gain is increased from 1, the
closed-loop system becomes unstable at some value of > 1. Let l and u denote
these two values, so 0 < l < 1 < u .
For each fixed value of satisfying l < < u the closed-loop system is stable.
For each such fixed , compute the minimum time-delay that would cause instability.
Specifically, do this for several (say 8-10) values satisfying l < < u , and plot
below.
Min TimeDelay
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2 2.1 2.2 2.3 2.4 2.5
GAMMA
The data on the next two pages are the magnitude and phase of the product P (j)C(j).
They are given in both linear and log spacing, depending on which is easier for you to
read. Use these graphs to compute the time-delay margin at many fixed values of
satisfying l < < u .
ME 132, Spring 2005, UC Berkeley, A. Packard 131
2
10 4
3.75
3.5
3.25
3
1
10 2.75
2.5
Magnitude
Magnitude
2.25
1.75
0
10 1.5
1.25
0.75
0.5
1
10
1 0 1 2
10 10 10 10 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30
Frequency, RAD/SEC Frequency, RAD/SEC
220 210
210 207.5
205
200
202.5
190
200
180 197.5
170 195
Phase (DEGREES)
Phase (DEGREES)
192.5
160
190
150
187.5
140
185
130 182.5
120 180
177.5
110
175
100
172.5
1 0 1 2 170
10 10 10 10 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30
Frequency, RAD/SEC Frequency, RAD/SEC
8. An unstable plant, P , with differential equation relating its input u and output y,
is given.
(a) Calculate the range of the parameter KP for which the closed-loop system is
stable.
+ e e-
r - u- -
y
KP P
6
(b) If KP = 30, what is the steady state error, ess , due to a unit-step reference input?
(c) A integral controller will reduce the steady-state error to 0, assuming that the
closed-loop system is stable. Using any method you like, show that the closed-
loop system shown below, is unstable for all values of KI .
ME 132, Spring 2005, UC Berkeley, A. Packard 132
+ e e- R
r - - KI u- -
y
6 P
delay, T
(f) For two cases of proportional control: KP = 20 and KP = 30; determine in each
case the time delay T that will just cause instability and the frequency of the
oscillations as instability is reached.
Let N denote the transfer function from q to z. Let S denote the transfer function
from q to p. Derive N and S in terms of L.
- PI - d 1- - -
R R
d
6 6
KD 2
3
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derive S, N and L at each marked location. In each case, verify (after the derivation)
that
N 1S
L= =
1+N S