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BE EEE-III/ SEMESTER VI

EE1354 MODERN CONTROL SYSTEMS

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Prepared By:

A.R.SALINIDEVI Lect/EEE

EE1354 MODERN CONTROL SYSTEMS (Common to EEE, EIE and ICE) LTPC 3104 UNIT I STATE SPACE ANALYSIS OF CONTINUOUS TIME SYSTEMS 9 State variable representation Conversion of state variable form to transfer function and vice versa Eigenvalues and Eigenvectors Solution of state equation Controllability and observability Pole placement design Design of state observer UNIT II z-TRANSFORM AND SAMPLED DATA SYSTEMS 9 Sampled data theory Sampling process Sampling theorem Signal reconstruction Sample and hold circuits z-Transform Theorems on z-Transforms Inverse z-Transforms Discrete systems and solution of difference equation using z transform Pulse transfer function Response of sampled data system to step and ramp Inputs Stability studies Jurys test and bilinear transformation UNIT III STATE SPACE ANALYSIS OF DISCRETE TIME SYSTEMS 9 State variables Canonical forms Digitalization Solution of state equations Controllability and Observability Effect of sampling time on controllability Pole placement by state feedback Linear observer design First order and second order problems UNIT IV NONLINEAR SYSTEMS 9 Types of nonlinearity Typical examples Phase-plane analysis Singular points Limit cycles Construction of phase trajectories Describing function method Basic concepts Dead Zone Saturation Relay Backlash Liapunov stability analysis Stability in the sense of Liapunov Definiteness of scalar functions Quadratic forms Second method of Liapunov Liapunov stability analysis of linear time invariant systems and non-linear system UNIT V MIMO SYSTEMS 9 Models of MIMO system Matrix representation Transfer function representation Poles and Zeros Decoupling Introduction to multivariable Nyquist plot and singular values analysis Model predictive control L: 45 T: 15 Total: 60 TEXT BOOKS 1. Gopal, M., Digital Control and State Variable Methods, 3rd Edition, Tata McGraw Hill, 2008. 2. Gopal, M., Modern Control Engineering, New Age International, 2005. REFERENCES 1. Richard C. Dorf and Robert H. Bishop, Modern Control Systems, 8th Edition, Pearson Education, 2004. 2. Gopal, M., Control Systems: Principles and Design, 2nd Edition, Tata McGraw Hill, 2003. 3. Katsuhiko Ogata, Discrete-Time Control Systems, Pearson Education, 2002.

MODERN CONTROL SYSTEM


Unit I STATE SPACE ANALYSIS OF CONTINUOUS TIME SYSTEMS

State variable representation Conversion of state variable form to transfer function and vice versa Eigenvalues and Eigenvectors Solution of state equation Controllability and observability Pole placement design Design of state observer State Variable Representation The state variables may be totally independent of each other, leading to diagonal or normal form or they could be derived as the derivatives of the output. If them is no direct relationship between various states. We could use a suitable transformation to obtain the representation in diagonal form. Phase Variable Representation It is often convenient to consider the output of the system as one of the state variable and remaining state variable as derivatives of this state variable. The state variables thus obtained from one of the system variables and its (n-1) derivatives, are known as n-dimensional phase variables. In a third-order mechanical system, the output may be displacement
.
.

x1, x1
1

x2
.

v and x 2 x2

x3
.

a in the case of motion of translation or angular displacement


.

x1, x1

w and x2

x3

if the motion is rotational,

Where v v, w, a, acceleration.

respectively, are velocity, angular velocity acceleration, angular

Consider a SISO system described by nth-order differential equation

Where

u is, in general, a function of time. The nth order transfer function of this system is

With the states (each being function of time) be defined as

Equation becomes

Using above Eqs state equations in phase satiable loan can he obtained as

Where

Physical Variable Representation In this representation the state variables are real physical variables, which can be measured and used for manipulation or for control purposes. The approach generally adopted is to break the block diagram of the transfer function into subsystems in such a way that the physical variables can he identified. The governing equations for the subsystems can he used to identify the physical variables. To illustrate the approach consider the block diagram of Fig.

One may represent the transfer function of this system as

Taking H(s) = 1, the block diagram of can be redrawn as in Fig. physical variables can
.

be speculated as x1=y, output, x 2

the angular velocity x3

ia the armature

current in a position-control system.

Where

The state space representation can be obtained by

And

State space models from transfer functions A simple example of system has an input and output as shown in Figure 1. This class of system has general form of model given in Eq.(1).

u(t)

y(t)

dn y dt n

an

dn 1y a0 y (t ) 1 dt n 1

bm

d m 1u b0u (t ) 1 dt m 1

Models of this form have the property of the following:


u (t )
1 1

u (t )

2 2

u (t )

y(t )

1 1

y (t )

y2 (t )

(2)

where, (y1, u1) and (y2,u2) each satisfies Eq,(1). Model of the form of Eq.(1) is known as linear time invariant (abbr. LTI) system. Assume the system is at rest prior to the time t0=0, and, the input u(t) (0 t < ) produces the output y(t) (0 t < ), the model of Eq.(1) can be represented by a transfer function in term of Laplace transform variables, i.e.:

y ( s)

bm s m an s n

bm 1 s m 1 b0 u ( s) an 1 s n 1 a0

(3)

Then applying the same input shifted by any amount of time produces the same output shifted by the same amount q of time. The representation of this fact is given by the following transfer function:

y(s)

bm s m an s n

bm 1 s m 1 b0 e an 1 s n 1 a0
0 (i

u (s)

(4)

Models of Eq.(1) having all bi

0) , a state space description arose out of a reduction

to a system of first order differential equations. This technique is quite general. First, Eq.(1) is written as:
y(n) y f t , u (t ), y, y., , y ( n
1)

; y1 (0), , y ( n 1) (0)
, , xn y y (n
1)

with initial conditions: y(0)=y0 , y (0)

(5)
yn 1 (0)

Consider the vector x


x2 d X dt x3 xn

Rn with x1

y, x2

y, x3

, Eq.(5) becomes:

(6)
1)

y f t , u (t ), y, y., , y ( n

In case of linear system, Eq.(6) becomes:

d X dt

0 1 0 0 0 0 1 0 0 X 0 0 1 -a 0 -a1 -a n-1

0 0 0 u (t ); 1

y(t)= 1 0 0 0 X

(7)

It can be shown that the general form of Eq.(1) can be written as

d X dt

0 1 0 0 0 0 1 0 0 X 0 0 1 -a 0 -a1 -a n-1

0 0 0 u (t ); 1

y(t)= b 0 b1 b m 0 0 X

(8)

and, will be represented in an abbreviation form:


6

AX

Bu ; y

CX

Du; D= 0

(9)

Eq.(9) is known as the controller canonical form of the system. Transfer function from state space models We have just showed that a transfer function model can be expressed as a state space system of controller canonical form. In the reverse direction, it also easy to see that each linear state space system of Eq.(9) cab be expressed as a LTI transfer function. The procedure is to take laplace transformation of the both sides of Eq,(9) to give:
sX (s) AX (s) Bu(s) ; y(s) CX (s) Du(s)

(10)

So that
y(s) C sI A
1

D u (s)

n( s ) d ( s)

G ( s )u ( s )

(11)

An algorithm to compute the transfer function from state space matrices is given by the Leverrier-Fadeeva-Frame formula of the following:
sI N ( s) d ( s) A
1

N (s) d ( s) s n 2 N1 sN n
n 1 2

sn 1 N0 s
n

Nn

d1 s I

dn 1s dn d1 d1 I d2 trace( AN 0 ) 1/ 2 trace( AN1 )


2

where, N0 N1

(12)

AN 0

Nn 0

AN n

dn 1 I dn I

dn

1
1

n 1

trace( AN n 2 )
1

AN n-1

dn

1 trace ARn n

Therefore, according to the algorithm mentioned, the transfer function becomes:


n(s) CN (s) B CD

(13) (14)

or, G ( s )

CN ( s ) B CD d ( s)

EigenValues Consider an equation AX = Y which indicates the transformation of n 1 vector matrix X into 'n x 1' vector matrix Y by 'n x n' matrix operator A.
7

If there exists such a vector X such that A transforms it to a vector XX then X is called the solution of the equation,

The set of homogeneous equations (1) have a nontrivial solution only under the condition,

The determinant | X I - A | is called characteristic polynomial while the equation (2) is called the characteristic equation. After expanding, we get the characteristic equation as,

The 'n' roots of the equation (3) i.e. the values of X satisfying the above equation (3) are called eigen values of the matrix A. The equation (2) is similar to| sI- A | =0, which is the characteristic equation of the system. Hence values of X satisfying characteristic equation arc the closed loop poles of the system. Thus eigen values are the closed loop poles of the system. Eigen Vectors Any nonzero vector X i such that AX i with eigenvalue
i i

X i is said to be eigen vector associated

.Thus let

satisfies the equation

Then solution of this equation is called eigen vector of A associated with eigen value
i

and is denoted as Mi.


i

If the rank of the matrix [

I - A] is r, then there are (n - r) independent Eigen

vectors. Similarly another important point is that if the eigenvalues of matrix A are all distinct, then the rank r of matrix A is (n - 1) where n is order of the system.
8

Mathematically, the Eigen vector can be calculated by taking cofactors of matrix (


i

I - A) along any row.

Where C ki is cofactor of matrix (

I - A) of kth row.

Key Point: If the cofactor along a particular row gives null solution i.e. all elements of corresponding eigen vectors are zero then cofactors along any other row must he obtained. Otherwise inverse of modal matrix M cannot exist. Example 1 Obtain the Eigen values, Eigen vectors for the matrix

Solution Eigen values are roots of

Eigen values are

To find Eigen vector, Let

Where C = cofactor

For

= -2

For

= -3

Example 2 For a system with state model matrices

Obtain the system with state model matrices

10

Solution The T.F. is given by,

11

Solution of State Equations Consider the state equation n of linear time invariant system as,
.

X (t )

AX (t ) BU (t )

The matrices A and B are constant matrices. This state equation can be of two types, 1. Homogeneous and 2. Nonhomogeneous Homogeneous Equation If A is a constant matrix and input control forces are zero then the equation takes the form,

Such an equation is called homogeneous equation. The obvious equation is if input is zero, In such systems, the driving force is provided by the initial conditions of the system to produce the output. For example, consider a series RC circuit in which capacitor is initially charged to V volts. The current is the output. Now there is no input control force i.e. external voltage applied to the system. But the initial voltage on the capacitor drives the current through the system and capacitor starts discharging through the resistance R. Such a system which works on the initial conditions without any input applied to it is called homogeneous system. Nonhomogeneous Equation If A is a constant matrix and matrix U(t) is non-zero vector i.e. the input control forces are applied to the system then the equation takes normal form as,

Such an equation is called nonhomogeneous equation. Most of the practical systems require inputs to dive them. Such systems arc nonhomogeneous linear systems. The solution of the state equation is obtained by considering basic method of
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finding the solution of homogeneous equation. Controllability and Observability More specially, for system of Eq.(1), there exists a similar transformation that will diagonalize the system. In other words, There is a transformation matrix Q such that
X AX Bu ; y CX Du ; X(0)=X 0

(1) (2)

QX

or

X=Q-1 X

X
1

X
0
2

Bu
0 0

y = CX

Du

(3)

Where

0 0

(4)

Notice that by doing the diagonalizing transformation, the resulting transfer function between u(s) and y(s) will not be altered.

Looking at Eq.(3), if bk

0 , then xk (t) is uncontrollable by the input u(t), since, xk (t) is


kt

characterized by the mode e


xk (t ) e k t xk (0 )

by the equation:

The lake of controllability of the state xk (t) is reflect by a zero kth row of B , i.e. bk . Which
would cause a complete zero rows in the following matrix (known as the controllability
matrix), i.e.:

b1 b2

b1 1 b2 2 k bk n bn

2 1 1 2 2

b2

b 2 n 1b2
n 1 1 1

C(A,b)

B AB A 2 B A 3 B A n-1 B

bk bn

2 k bk 2 n bn

k n 1bk
n n

(5)

1 bn

A C(A,b) matrix with all non-zero row has a rank of N. In fact , B


Q 1B or B QB . Thus, a non-singular C(A,b) matrix implies a non-singular

matrix of C(A,b)of the following:

13

C(A,b)

B AB A2 B An-1 B

(6)

It is important to note that this result holds in the case of non-distinct eigenvalues as well. Remark 1] If matrix A has distinct eigenvalues and is represented as a controller canonical form, it is easy to show the following identity holds, i.e.:

2 1

n 1 1

2 1

n 1 1

f or each i.

Therefore a transpose of so-called Vandermonde matrix V of n column eigenvectors of A will diagonalize A, i.e.,
1 WT
1 2 1

1
2 2 2

1
n 2 n

1 1 1

1 2

2 1 2 2

n 1 1 n 1 2

n 1 1

n 1 2

n-1 n

2 n

n-1 n

(6)

and
WT A WT or, A= W T
1

WT

WT A WT

[Remark 2] There is an alternative way to explain why C(A,b) should have rank n for state controllable, let us start from the solution of the state space system:
tf

X (t )

e X (0 )
t0

At

A( t

Bu ( )d

(7)

The state controllability requires that for each X(tf) nearby X(t0), there is a finite sequence of u(t; t [to,tf]).

14

tf

X (t f ) or
tf

At f

X0
t0

Bu ( )d

e
t0

Bu ( )d

At f

X (t f ) e
A

X0 Bu (t0 k )d k )d

n t0 ( k 1)

k 0

t0 k i n 1 i

n t0 ( k 1)

=
k 0 i=n-1 t0 k i 0 t0 ( k 1) k

( ) Ai B u (t0 ( )u (t0

=
i=0

AB
t0 k k 0

k )d w1

i=n-1

=
i=0

Ai BWi

B AB A2 B An-1 B

w2 wn

Thus, in order W has non-trival solution, we need that C(A,b) matrix has exact rank n There are several alternative ways of establishing the state space controllability: The (n) rows of e At B are linearly independent over the real field for all t. The controllability grammian
tf AT

Gram (to , t f )
t0

At

BBT e

is non-singular for all t f

t0 .

[Theorem 1] Replace B with b, (i.e. Dim{B}=n 1), a pair [A,b] is and only if there exists a row vector q
qA q, qb 0 0 such that

non-controllable if

(8)

To prove the if part: If there is such row vector, we have:

15

qA q I A qb 0 0 qAb qA b qAn-1b
2

q and qb qb qAb
n 1

0 0 q b, Ab, A2 b, , An 1b 0

0
2

and

qb 0

qb

Since q

0 , we conclude that: b, Ab, A2 b,, An 1b is singular, and thus the

system is not controllable. To prove the only if part: If the pair is noncontrollable, then matrix A can be transformed into controllable form like: non-

AC 0

ACC , AC

bC 0

r n r

(9)

Where, r system.)

rank C(A,b) (Notice that Eq.(33) is a well-known theorem in linear

Thus, one can find a row vector has the form q the eigenvector of AC , (i.e.: zAC
z ), for then:

[0 z ] , where z can be selected

as

qA

0 z A

(10)

Therefore, we have shown that only if [A, b] is non-controllable, there is a non-zero row vector satisfying Eq.(8). In fact, according to Eq.(27),
k

e At

Ve tV

Ve tW T
i 1

vi wiT e

it

and, X (t )

e At X 0 , we have:
t k t n

X (t )

e At X 0
0

e A(t ) bu ( )d
i 1

vi wiT e it X 0
0 i 1

vi wiT b e

ii ( t

u ( )d

16

Thus, if b is orthogonal to wi , then the state associated with

will not be controllable,

and hence, the system is not completely controllable. The another form to test for the controllability of the [A,b] pair is known as the Popov-Belevitch-Hautus (abbrv. PBH) test is to check if rank sI the fact that if sI

A b

n for all s (not only at eigenvalues of A). This test is based on

A b has rank n, there cannot be a nonzero row vector q satisfying

Eq.(32). Thus by Theorem 1, pair [A, b] must be controllable.


Referring to the systems described by Eqs.(26) and (27), the state xi (t ) corresponding to the mode e it is unobservable at the output y1 , if C1i 0 for any i=1,2,,n. The lack of observability of the state xi (t ) is reflected by a complete zero (ith) column of so called observability matrix of the system O ( A, C ) , i.e.:

O ( A, C1 )

C1 C1 A n C1 A
1

C11 1C11 n 1 1 C

C12 2 C12 n 1 2 C12

C1n n C1n n 1 n C1n

(11)

An observable state xi (t ) corresponds to a nonzero column of O ( A, C ) . In the case of distinct

eigenvalues, each nonzero column increases the rank by one. Therefore, the rank of O ( A, C ) corresponding to the total number of modes that are observable at the output y(t) is termed the observability rank of the system. As in the case of controllability, it is not necessary to transform a given state-space system to modal canonical form in order to determine its rank. In general, the observability matrix of the system is defined as:
C

O ( A, C ) =

CA CAn
1

= O ( A, C )Q

( A, C )V

With Q=V-1 nonsingular. There, the rank of O ( A, C ) equals the rank of O ( A, C ) . It is

important to note that this result holds in the case of non-distinct eigenvalues. Thus, a statespace system is said to be completely (state) observable if its observability matrix has a full rank n. Otherwise the system is said to be unobservable
17

In particular, it is well known that a state-space system is observable if and only if the following conditions are satisfied: The (n) column of Ce At are linearly independent over R for all t. The observability grammian of the following is nonsingular for all t f
t
T

t0 :

Granm,o
t0

e A C T Ce A d

The (n+p) n matrix

I C

b has rank n at all eigenvalues

of A.

Pole Placement Design The conventional method of design of single input single output control system consists of design of a suitable controller or compensator in such a way that the dominant closed loop poles will have a desired damping ratio % and undamped natural frequency con. The order of the system in this case is increased by 1 or 2 if there are no pole zero cancellation taking place. It is assumed in this method that the effects on the responses of nondominant closed loop poles lo be negligible. Instead of specifying only the dominant closed loop poles in the conventional method of design, the pole placement technique describes all the closed loop poles which require measurements of all state variables or inclusion of a state observer in the system. The system closed loop poles can be placed at arbitrarily chosen locations with the condition that the system is completely stale controllable. This condition can be proved and the proof is given below. Consider a control system described by following slate equation

Here x is a state vector, u is a control signal which is scalar, A is n x n state matrix. B is n x 1 constant matrix.

Fig open loop control system

18

The system defined by above equation represents open loop system. The state x is not fed back to the control signal u. Let us select the control signal to be u = - Kx state. This indicates that the control signal is obtained from instantaneous state. This is called state feedback. The k is a matrix of order l x n called state feedback gain matrix. Let us consider the control signal to be unconstrained. Substituting value of u in equation 1

The system defined by above equation is shown in the Fig. 5.2. It is a closed loop control system as the system state x is fed back to the control system as the system stale x is fed back to control signal u. Thus this a system with state feedback

The solution of equation 2 is say x(t) = e,x(0) is the initial slate (3)

The stability and the transient response characteristics are determined by the eigen values of matrix A - BK. Depending on the selection of state feedback gain matrix K, the matrix A - BK can be made asymptotically stable and it is possible to make x(t) approaching to zero as time t approaches to infinity provided x(0) * 0. The eigen values of matrix A - BK arc called regulator poles. These regulator poles when placed in left half of s plane then x(t) approaches zero as time t approaches infinity. The problem of placing the closed loop poles at the desired location is called a pole placement problem. Design of State Observer In case of state observer, the state variables are estimated based on the measurements of the output and control variables. The concept of observability plays important part here in case of state observer. Consider a system defined by following state equations

19

Let us consider x as the observed state vectors. The observer is basically a subsystem which reconstructs the state vector of the system. The mathematical model of the observer is same as that of the plant except the inclusion of additional term consisting of estimation error to compensate for inaccuracies in matrices A and B and the lack of the initial error. The estimation error or the observation error is the difference between the measured output and the estimated output. The initial error is the difference between the initial state and the initial estimated state. Thus the mathematical model of the observer can be defined as,

Here x is the estimated state and C x is the estimated output. The observer has inputs of output y and control input u. Matrix K^ is called the observer gain matrix. It is nothing but weighing matrix for the correction term which contains the difference between the measured output y and the estimated output cx This additional term continuously corrects the model output and the performance of the observer is improved. Full order state observer The system equations arc already defined as

The mathematical model of the state observer is taken as.

To determine the observer error equation, subtracting equation of x from x wc get

20

The block diagram of the system and full order state observer is shown in the Fig.

The dynamic behavior of the error vector is obtained from the Eigen values of matrix A-K^C If matrix A-K^C is a stable matrix then the error vector will converge to zero for any initial error vector e(0). Hence x(t) will converge to x(t) irrespective of values of x(0) and x(0). If the Eigen values of matrix A-KeC are selected in such a manner that the dynamic behavior of the error vector is asymptotically stable and is sufficiently fast then any of the error vector will tend to zero with sufficient speed. 1/ the system is completely observable then it can be shown that it is possible to select matrix K,. such that A-K^C has arbitrarily desired Eigen values, i.c. observer gain matrix Ke can be obtained to get the desired matrix A-KCC.

21

UNIT I STATE SPACE ANALYSIS OF CONTINUOUS TIME SYSTEMS PART A 1. What are the advantages of state space analysis? 2. What are the drawbacks in transfer function model analysis? 3. What is state and state variable? 4. What is a state vector? 5. Write the state model of nthorder system? 6. What is state space 7. What are phase variables? 8. Write the solution of homogeneous state equation? 9. Write the solution of nonhomogeneous state equation? 10. What is resolvant matrix? PART B 1. Explain Kamans test for determining state controllability? 2. Explain Gilberts test for determining state controllability? 3. Find the output of the system having state model, and The input U(t) is unit step and X(0)

10 0

4. Show the following system is completely state controllable and observable.

And 5. Obtain the homogenous solution of the equation X(t) =A X(t)

6. Derive the transfer function of observer based controller?

22

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UNIT II Z-TRANSFORM AND SAMPLED DATA SYSTEMS Sampled data theory Sampling process Sampling theorem Signal reconstruction Sample and hold circuits z-Transform Theorems on z- Transforms Inverse zTransforms Discrete systems and solution of difference equation using z transform Pulse transfer function Response of sampled data system to step and ramp Inputs Stability studies Jurys test and bilinear transformation Sampled Data System When the signal or information at any or some points in a system is in the form of discrete pulses. Then the system is called discrete data system. In control engineering the discrete data system is popularly known as sampled data systems.

Sampling process Sampling is the conversion of a continuous time signal into a discrete time signal obtained by taking sample of the continuous time signal at discrete time instants.

Thus if f (t) is the input to the sampler The output is f(kT) Where T is called the sampling interval The reciprocal of T

23

Let 1/T =Fs is called the sampling rate. This type of sampling is called periodic Sampling, since samples are obtained uniformly at intervals of T seconds. Multiple order sampling A particular sampling pattern is repeated periodically Multiple rate sampling - In this method two simultaneous sampling operations with different time periods are carried out on the signal to produce the sampled output. Random sampling In this case the sampling instants are random Sampling Theorem A band limited continuous time signal with highest frequency fm hertz can be uniquely recovered from its samples provided that the sampling rate Fs is greater than or equal to 2fm samples per seconds Signal Reconstruction

The signal given to the digital controller is a sampled data signal and in turn the controller gives the controller output in digital form. But the system to be controlled needs an

24

analog control signal as input. Therefore the digital output of controllers must be converters into analog form This can be achieved by means of various types of hold circuits. The simplest hold circuits are the zero order hold (ZOH). In ZOH, the reconstructed analog signal acquires the same values as the last received sample for the entire sampling period

The high frequency noises present in the reconstructed signal are automatically filtered out by the control system component which behaves like low pass filters. In a first order hold the last two signals for the current sampling period. Similarly higher order hold circuit can be devised. First or higher order hold circuits offer no particular advantage over the zero order hold Z- Transform Definition of Z Transform Let f (k) = Discrete time signal F (z) = Z {f (k)} =z transform of f (k) The z transforms of a discrete time signal or sequence is defined as the power series
F (Z )
k

f (k ) z

-------------- 1

Where z is a complex variable Equation (1) is considered to be two sided and the transform is called two sided z transform. Since the time index k is defined for both positive and negative values. The one sided z transform of f(k) is defined as

F (Z )
k 0

f (k ) z

--------------- 2

25

Problem 1. Determine the z transform and their ROC of the discrete sequences f(k) ={3,2,5,7} Given f (k) = {3, 2, 5, 7} Where f (0) =3 f (1) =2 f (2) = 5 f (3) = 7 f (k) = 0 for k < 0 and k >3 By definition
Z { f (k )} F ( z)
k

f (k ) z

The given sequence is a finite duration sequence. Hence the limits of summation can be changed as k = 0 to k = 3
3

F ( z)
k 0

f (k ) z

F ( z)

f (0) z 0 + f (1) z 1 + f (2) z 2 + f (3) z


2

= 3 2z

5z

7z

Here F (z) is bounded, expect when z =0 The ROC is entire z-plane expect z = 0 2. Determine the z transform of discrete sequences f (k) =u (k) Given f (k) =u (k) u (k) is a discrete unit step sequence u (k) = 1 for k 0

= 0 for k < 0
By definition
Z { f (k )} F ( z)
k

f (k ) z

k k 0

u (k ) z

z
k 0

(z 1 ) k
k 0

26

F (z) is an infinite geometric series and it converges if z

F (z)

1 1 z
1 1 1 z

z z 1

3. Find the one sided z transform of the discrete sequences generated by mathematically sampling the continuous time function f (t) Given f (t) By definition F(z) =
Z { f (k )}
k 0

at

cos kT

at

cos kT

akT

cos kT z

e
k 0

akT

ej

kT

e 2

kT

z
k

1 2

e
k 0

aT

ej

1 2

e
k 0

aT

j T

WKT
k 0

ck
1 21 e

1 1 c
aT

F ( z)

1 e j wT z

1 21 e

aT

1 e

j wT

1 2

1 ej T 1 z e aT

1 2

1 e jT 1 z e aT

z e aT 1 2 z e aT e j

ze
T

aT

z e aT

j T

1 ze aT ze aT e j T ze aT ze aT e j 2 ze aT e j T ze aT e j T

ze aT ze aT e j T ze aT e j T 2 ( ze aT ) 2 ze aT e j T ze aT e j T e j T e
27

j T

ze aT 2 ze aT (e j T e j T ) 2 z 2 e 2 aT ze aT (e j T e j T ) 1 ze aT ( ze aT cos T ) ze aT 2 z 2 e 2 aT 2 ze aT cos T 1
Inverse z transform Partial fraction expansion (PFE) Power series expansion Partial fraction expansion Let f (k) =discrete sequence F (z) =Z {f (k)} = z transform of f (k) F (z) =
ej 2 e
j

cos

b0 z m b0 z m 1 b0 z m 2 .......... bm z n a1 z n 1 a2 z n 2 .......... an

where m n

The function F (z) can be expressed as a series of sum terms by PFE


n

F ( z)

A0
i 1

Ai z pi

-------------- 3

Where A0 is a constant
A1 , A2 ,........ An are residues
p1 , p 2 ,........ p n are poles

Power series expansion Let f (k) =discrete sequences F (z) = Z {f (k)} = z transform of f (k) By definition
F (Z )
k

f (k ) z

On Expanding
F (Z ) (....... f ( 3) z 3 f ( 2) z 2 f ( 1) z 1 f (0) z 0 f (1) z
1

f (2) z

.......... ...) -------4

Problem 1. Determine the inverse z transform of the following function (i) F (z) =
1 1 1.5 z
1

0.5 z

28

Given F (z) =
1 1 1.5 z
1

0.5 z

1 1 . 5 0 .5 1 z z2

z2

z2 1 .5 z

0 .5

z2 ( z 1) ( z 0.5)
F ( z) z z ( z 1) ( z 0.5)

By partial fraction expansion


F ( z) z A1 ( z 1) A2 ( z 0.5)

A1
Put z =1

F ( z) ( z 1) z

A1

z ( z 1) ( z 1) ( z 0.5)
z (z 0.5)

1 (1 0.5)

2 Put z =0.5

A2 A2

F ( z) ( z 0.5) z
z ( z 0.5) ( z 1) ( z 0.5) z (z 1)

29

0 .5 (0.5 1)

-1
F ( z) z
F ( z)

2 z 1
2z z 1

1 z 0.5
z z 0.5

WKT
Z {a k } z z a

and Z {u (k )}

z z 1

On taking inverse z transform


f (k ) 2 u (k ) (0.5) k , k 0

(ii) F (z) = Given F (z) =

z2

z2 z 0.5

z2

z2 z 0.5 z2 j 0.5) ( z 0.5


z j 0.5) ( z 0.5

( z 0.5
F ( z) z ( z 0.5

j 0.5)
j 0.5)

By partial fraction expansion

F ( z) z
A

A ( z 0.5 j 0.5)
F ( z) ( z 0.5 z j 0.5)

A* ( z 0.5 j 0.5)

Put z = 0.5+j0.5

( z 0.5

z j 0.5) ( z 0.5

j 0.5)

( z 0.5

j 0.5)

z ( z 0.5 j 0.5)

30

(0.5
0.5

0.5 j 0.5 j 0.5 0.5 j 0.5)


j 0.5

A*

( z 0.5

z j 0.5) ( z 0.5

j 0.5)

( z 0.5

j 0.5)

Put z =0.5-j0.5

A*

z ( z 0.5

j 0.5)
0.5 j 0.5

(0.5

0.5 j 0.5 j 0.5 0.5 j 0.5)

F ( z) z

(0.5 j 0.5) ( z 0.5 j 0.5)


z z a

(0.5 j 0.5) ( z 0.5 j 0.5)

(0.5 j 0.5) z ( z 0.5 j 0.5)

(0.5 j 0.5) z ( z 0.5 j 0.5)

WKT Z {a k }

On taking inverse z transform


f (k ) (0.5 j 0.5)( 0.5 j 0.5) k (0.5 j 0.5) (0.5 j 0.5) k

j(

0.5 j

0.5) (0.5
j 0.5)( 0.5 j 0.5) k
1

j 0.5) k
j 0.5) k j (0.5

j(

0.5 j

0.5) (0.5
j 0.5) (0.5

j 0.5) k
j 0.5) k

j (0.5 j (0.5

j (0.5 j 0.5) k
1

2. Determine the inverse z transform of z domain function

3z 2 2 z 1 F (z) = 2 z 3z 2
Given F (z) =

3z 2 2 z 1 z 2 3z 2

3
z 2 3z 2
3z 2 2z 1

3z 2

9z 6

11z 5
31

F (z) = 3 By PFE F (z) = 3

11 z 5 z 3z 2
2

11 z 5 ( z 1) ( z 2)

A1 ( z 1)

A2 ( z 2)

A1

11 z 5 ( z 1) ( z 1) ( z 2)

11 z 5 ( z 2)

11 5 1 2

A2

11 z 5 (z ( z 1) ( z 2)
11 z 5 ( z 1)

2)

11(2) 5 2 1
17 (z 2)

17

F ( z)

6 ( z 1)

3 6

1 z 1 z 17 z ( z 1) z z 2

3 6z

z ( z 1)

17 z

z z 2

On taking inverse z transform


f (k ) 3 (k ) 6u (k 1) 17 2 ( k 1) u (k 1) ; for k 0

2. Determine the inverse z transform of the following


F ( z) 1 3 1 z 2
1

1 z 2

Where (i) ROC z


2

1.0

(ii) ROC z

0.5

Given
F ( z) 1
(i)

1 3 z 2
1

1 z 2

1.0

32

3 z 2

7 z 4

15 z 8

..........

3 z 2

1 z 2

3 z 2

1 z 2
1

3 z 2 3 z 2

1 z 2 9 z 4

3 z 4
2

7 z 4 7 z 4

3 z 4 3 z 4

7 z 8
3

15 z 8
F (z )

7 z 8

3 z 2

7 z 4
k

15 z 8

..........

------------ -(i)

F (Z )
k

f (k ) z

For a causal signal


F ( z)
k 0

f (k ) z

F ( z)

f (0) z

f (1) z

f (2) z

.......... .......

-------------- (ii)

Comparing equation (i) &(ii)


f (0) 1 , f (1)

3 , f (2) 2

7 15 , f (3) 4 8

3 7 15 f (k ) {1, , , , .......... ......}for k 0 2 4 8

33

(i) z

0.5

2z 2

6 z 3 11 z 4

30 z 5

..........

1 z 2

3 z 2

1
1 3z 2 z 2

3z 2 z 2 3z 9 z 2 6 z 3 7z 2 7z 2 6 z3 21z 3 14 z 4
15z 3 14z 4 15z 3 45z 4 30z 5

F (z )

2z 2
f (k ) z

6 z 3 11 z 4
k

30 z 5

..........

-------------- (i)

F (Z )
k

For an anti-causal signal


0

F (Z )
k

f (k ) z

F ( z)

.......... ..

f ( 5) z 5

f ( 4) z 4

f ( 3) z 3

f ( 2) z 2

f ( 1) z 1

f (0) ------------- (ii)

Comparing the equation i & ii


f ( 5) 30 , f ( 4) 14 , f ( 3) f (k ) {......... 30,14,6,2,0,0} .. 6 , f ( 2) 2 , f ( 1) 0 , f (0) 0

Difference equation Discrete time systems are described by difference equation of the form

34

If the system is causal, a linear difference equation provides an explicit relationship between the input and output. This can be seen by rewriting.

Thus the nth value of the output can be computed from the nth input value and the N and M past values of the output and input, respectively. Role of z transform in linear difference equations Equation (1) gives us the form of the linear difference equation that describes the system. Taking z transform on either side and assuming zero initial conditions, we have

Where H(z) is a z transform of unit sample response h(n). Stability analysis Jurys stability test Bilinear transformation Jurys stability test Jurys stability test is used to determine whether the roots of the characteristic polynomial lie within a unit circle or not. It consists of two parts.One simple test for necessary condition for stability and another test for sufficient condition for stability. Let us consider a general characteristic polynomial F (z)
F ( z) an z n an 1 z n
1

.......... ......

a1 z

a 0 , where a n

Necessary condition for stability


F (1) 0 ; ( 1) n F ( 1) 0

If this necessary condition is not met, then the system is unstable. We need not check the sufficient condition.

35

Sufficient condition for stability

a0 b0 c0 r0

an bn cn r2
1 2

.......... ........

If the characteristic polynomial satisfies (n-1) conditions, then the system is stable Jurys test

Bilinear transformation The bilinear transformation maps the interior of unit circle in the z plane into the left half of the r-plane.
r z 1 z 1 Or z 1 r 1 r

Fig.Mapping of unit circle in z-plane into left half of r-plane Consider the characteristic equation
an z n an 1 z n
1

an 2 z n

.......... .. a z

a0 ; an

0 .......... ....( i )

Sub z

1 r in Equation (i) 1 r
36

1 r n an ( ) 1 r

1 r n an 1 ( ) 1 r

1 r n an 2 ( ) 1 r

1 r .......... a( .. ) a0 1 r

0 .......... ii) ..(

Equation (ii) can be simplified

bn r n

bn 1 r n 1 bn 2 r n

.......... b1 r b0 ..

Problem 1. Check for stability of the sampled data control system srepresented by characteristic equation.
(i ) 5 z 2 2z 2 0

Given
F ( z) 5z 2 2z 2 0

F ( z) a2 z 2 F (1) 5(1)
2

a1 z a0 2(1) 2

5z 2

2z 2

5 2 2 5
( 1) n F ( 1) ( 1) 2 5( 1) 2 1(5 2 2) 9
Here n=2 Since F (1)
0 ; ( 1) n F ( 1) 0 , the necessary condition for stability is satisfied.

2( 1) 2

Check for sufficient condition It consisting of (2n-3) rows n=2 (2n-3) = (2*2-3) =1 So, it consists of only one row Row 1
a0 2 , a1

z0 z 1 z2 a0
2, a 2

a1
5

a2

a0

a1

The necessary condition to be satisfied

37

The necessary & sufficient conditions for stability are satisfied. Hence the system is stable

(ii) F ( z )
F (z)

z3

0.2 z 2
a2 z 2

0.25 z
a1 z

0.05
a0

a3 z 3

z3

0.2 z 2

0.25z 0.05

Method 1

Check for necessary condition


F ( z) z3 0.2 z 2 0.2(1) 2 0.25 z 0.05 0 0.6 0.25 ( 1) 0.05 ] 0.9

F (1) 13

0.25 (1) 0.05 0.2( 1) 2

( 1) n F ( 1) ( 1) 3[ ( 1) 3

Here n=3 Since F (1) >0 & ( 1) n F ( 1) >0 The necessary condition for stability is satisfied. Check for sufficient condition It consisting of (2n-3) row n =3, (2n-3) = (2*6-3) =3 So, the table consists of three rows z0 z1 z2 z3 a0 a3 b0 a1 a2 b1 a2 a3 a1 a0 b2

Row 1 2 3

a0 a1 a2 a3

0.05 0.25 0 .2 1

38

b0

a0 a3

a3 a0

0.05 1

1 0.05

0.05 2 1 0.9975

b1

a0 a3

a2 a1

0.05 1

0.2 0.25

0.05( 0.25 * 0.2) 0.1875

b3

a0 a3

a1 a2

0.05 1

0.25 0.2

0.05 * (0.2) * ( 0.25) 0.24

Row 1 2 3 1

z0 0.05

z1 -0.25 -0.2 0.1875

z2 -0.2 -0.25 0.24

z3 1 1

-0.9975

The necessary condition to be satisfied


a0 0.05 a3 , b0 1 , b2 0.9975 0.25

The necessary and sufficient conditions for stability are satisfied. Hence the system is stable. Method 2
F ( z) z3 0.2 z 2 0.25 z 0.05 0

Put z
F (r ) ( 1 r 3 ) 1 r

1 r 1 r
1 r 0.25( ) 0.05 1 r 0

1 r 2 0.2( ) 1 r

On multiplying throughout by (1 r ) 3 we get

39

(1 r ) 3

0.2(1 r ) 2 (1 r ) 0.25(1 r )(1 r ) 2

0.05(1 r ) 3

0 2r ) 0 0 0 0.1r ) 0.2r )

(1 r )(1 r 2 (1 r )(1 r 2 (1 r )(1.2r 2 (1.2r 2 (1.2r 0.9r


3 3

2r ) 0.2(1 r )(1 r 2 ) 0.25(1 r )(1 r 2 ) 0.05(1 r )(1 r 2 2r 0.2 0.2r 2 ) (1 r )( 0.25 0.25r 2 2r 0.8) (1 r )(0.3r 2 2r 2 0
2

0.05 0.05r 2 0.1r 2

0.1r 0.2) 0.4r


2

2r 0.8 1.2r 3 3.2r 3.6r


2

0.8r ) (0.3r 2
3

0.1r 0.2 0.3r 3 0.1 0.2) 0

2.8r 0.8) ( 0.3r 2.9r 0.6

The coefficient of the new characteristic equation is positive. Hence the necessary condition for stability is satisfied. The sufficient condition for stability can be determined by constructing routh array as
r 3 : 0.9 r : 3.6 r : 2.75 r : 0.6 column1
r1 (3.6 * 2.9) (0.9 * 0.6) 3.6
0 1 2

2.9 0.6

.........row1 ......... 2 row ......... 3 row ......... 4 row

2.75

r0

(2.75 * 0.6) (0 * 3.6) 2.75

0.6

There is no sign change in the elements of first column of routh array. Hence the sufficient condition for stability is satisfied. The necessary condition and sufficient condition for stability are satisfied. Hence the system is stable. Pulse transfer function It is the ratio of s transform of discrete output signal of the system to the z-transform of discrete input signal to the system. That is
H ( z) C ( z) R( z )

(i)

Proof Consider the z-transform of the convolution sum

Z [C (k )]
k 0 m 0

h(k

m)r (m) z

---------------- (ii)

On interchanging the order of summation, we get

40

www.arivurp.tk

C ( z)
m 0

r (m).
k 0

h( k

m) z

------------------ (iii)

Let l

k m
when

Then l
l 0

when

0& l

C ( z)
m 0

r ( m) z

.
k

h(l ) z
m

l m

--------------------- (iv)

C ( z)
m 0

r ( m) z

.
k

h(l ) z
m

------------------------ (v)

C ( z ) R( z ).H ( z )

The pulse transfer function


H ( z) C ( z) R( z )

--------------------------- (vi)

The block diagram for pulse transfer function

UNIT II
Z-TRANSFORM AND SAMPLED DATA SYSTEMS

PART A 1. What is sampled data control system? 2. Explain the terms sampling and sampler. 3. What is meant by quantization? 4. State (shanons) sampling theorem 5. What is zero order hold? 6. What is region of convergence? 7. Define Z-transform of unit step signal? 8. Write any two properties of discrete convolution. 9. What is pulse transfer function? 10. What are the methods available for the stability analysis of sampled data control systems? 11. What is bilinear transformation?

41

PART B 1. (i)solve the following difference equation 2 y(k) 2 y(k-1) + y (k-2) = r(k) y (k) = 0 for k<0 and r(k) = {1; k= 0,1,2 {0;k<0 (8) (ii)check if all the roots of the following characteristics equation lie within the circle. Z41.368Z3+0.4Z2+0.08Z+0.002=0 (8) 2. (i)Explain the concept of sampling process. (6) (ii)Draw the frequency response of Zero-order Hold (4) (iii)Explain any two theorems on Z-transform (6) 3. The block diagram of a sampled data system is shown to Fig.(a) Obtain discrete-time state model for the system. (b) Obtain the equation for inter sample response of the system.

4. The block diagram oils sampled-data system is shown in Fig. (a) Obtain discrete-time state model for the system (b) Find the response of the system for a unit step input. (c) What is the effect on system response (i) when T =0.5 sec (ii) T=1.5 sec

42

UNIT III STATE SPACE ANALYSIS OF DISCRETE TIME SYSTEMS State variables Canonical forms Digitalization Solution of state equations Controllability and Observability Effect of sampling time on controllability Pole placement by state feedback Linear observer design First order and second order problems

State variables Concepts of State and State Variables State The state of a dynamic system is the smallest set of variables (called state variables) such that the knowledge of these variables at t=t0, together with the knowledge of the inputs for
t t 0 , completely determine the behaviour of the system for any time t t0 .

The concept of state is not limited to physical systems. It is applicable to biological systems. economic systems, social systems, and others. State variables The state variables of a dynamic system are the smallest set of variables that determine the state of the dynamic system. i.e. the state variables are the minimal set of variables such that the knowledge of these variables at any initial time t = to, together with the knowledge of the inputs for t time t
t 0 is sufficient to completely determine the behaviour of the system for any

t 0 . If atleast n variables x1, x 2 ,...... x n are needed to completely describe the

behaviour of a dynamic system than those n variables are a set of state variables. The state variables need not be physically measurable or observable quantities. Variables that do not represent physical quantities and those that are neither measurable nor observable can also be chosen as state variables. Such freedom in choosing state variables is an added advantage of the state-space methods. Canonical forms They are four main canonical forms to be studied: 1. Controller canonical form 2. Observer canonical form 3. Controllability canonical form 4. Observability canonical form
43

Controller canonical form Consider the transfer function of the following for illustration:

y ( s) u ( s)

b1 s 2 b2 s b3 s3 a1 s 2 a2 s a3

The transfer function is firstly decomposed into two subsystems:


y(s) u (s) y(s) z (s) z (s) u (s) 1 s
3

a1 s

a2 s a3

b1 s 2

b2 s b3

In other words,
z ( s) u (s) 1 s
3

a1 s

a2 s

a3

and

y( s) z(s)

b1 s 2

b2 s b3 1

It is easy to have the state-space equation of


0 Z 0 a3 1 0 a2 0 1 a Z 0 0 u; 1

b3 z1 + b2 z2 + b1z3 = b3

b2

b1 Z

Thus for a general transfer function of

y ( s)

bm s m an s n

bm 1 s m 1 b0 u ( s) an 1 s n 1 a0

The state-space representation can be given as

0 0 A a - 0 an
C= C

1 0 a1 an

0 1

0 0 ; b a - n an

0 0 1

b0 a0

b1 a0

bm a0

0 0

For convenience, we shall let a0

1 and m

n 1.

44

In other words, for system of the following:

y( s)
We have

b1 s n sn

b2 s n 1 bn u ( s) a1 s n 1 an

0 0 -an 1

1 0

0 1

0 0

0
; b

0 1

an 2 -a1

bn

bn 1

b1

Observer canonical form Now, we set n=3 for illustration. Bu assuming all initial values are zero, can be written as
s3 y a1 s 2 y a2 sy a3 y b1 s 2 y b2 sy b3 y

y x1 x1 x2 a1 y b1u a1 x1 x2 b1u x2 x3 a2 y b2 u a2 x1 x3 b2 u x3 a3 y b3u a3 x1 b3u

In other words,
a1 A a2 a 1 0 0 1 ; 0 0 b b1 b2 ; C b3 0 0 1

In general,

a1 a2 an

1 0 0 1

0 0

0 ; b= 0 1 ; C= 1 0 0

1 0 0 0

Controllability canonical form Again, use n=3 as illustration, the controllability form is given as:

45

0 0 1 0 0 1

a3 1 a2 ; b= 0 ; a1 0

C= b 3

b2

b1

a2 a1 1

a1 1 0

1 0 0

In general,

0 0 1 0 0 1 0 0

an an 1 0 -an 2 ; b= bn 1 -a1

an an bn
1

1 2

an an

2 3

a1 1 a1 1 0 0 0 0

a1 1

1 0 0 0 0 0

1 0 0

The Observability canonical form

0 0 0 -an
1 a1

1 0 0 an

0 0 0 1 0 0 ; 0 0 1 a1
0 0 0 0 0 0 a1 1 0 0 0 1
1

0 1
2 1

b1 b bn

an an

a1

an an

1 2

C= 1 0 0 0

Controllability and Observability The dynamics of a linear time (shift)) invariant discrete-time system may be expressed in terms state (plant) equation and output (observation or measurement) equation as follows

Where x(k) an n dimensional slate rector at time t =kT. an r-dimensional control (input) vector y(k). an m-dimensional output vector ,respectively, are represented as
46

The parameters (elements) of A, an n n (plant parameter) matrix. B an n r control (input) matrix, and C an m r output parameter, D an m r parametric matrix are constants for the LTI system. Similar to above equation state variable representation of SISO (single output and single output) discrete-rime system (with direct coupling of output with input) can be written as

Where the input u, output y and d. are scalars, and b and c are n-dimensional vectors. The concepts of controllability and observability for discrete time system are similar to the continuous-time system. A discrete time system is said to be controllable if there exists a finite integer n and input mu(k); k [0, n 1] that will transfer any state x 0 bx(0) to the state x n at k n n. Controllability Consider the state Equation can be obtained as

Equation can be written as

State x can be transferred to some arbitrary state x" in at most n steps to be if p(U) = rank of [ B AB A 2 B ......... A n 1 B] n . Thus, a system is controllable if the rank composite (n is n. Observability Consider the output Equation can be obtained as nr) matrix [ B AB A 2 B ......... A n 1 B]

47

Thus, we can write

If rank of

!hen initial state x(0) can be determined from the most n measurements of the output and input. We can, therefore. State that "A discrete time system is observable if the rank of the composite nm n matrix.

Effect of sampling time on controllability We have a continuous-time plant which is to be controlled. The control action may be either continuous or discrete and must make the plant behave in a desired manner. If discrete control action is thought of, then the problem of selection of sampling interval arises. The selection of best sampling interval for a digital control system is a compromise among many factors. The basic motivation to lower the sampling rate 1/T is the cost. A decrease in sampling rate means more time is available for control calculations, hence slower computers are possible for a given control function or more control capacity is available for a given computer. That economically, the best choice is the slowest possible sampling rate that meets all the performance specifications. On the other hand, if the sampling rate is too low, the sampler discards part of the information present in a continuous .tirne signal. The minimum sampling rate or frequency has a definite relationship with the highest significant signal frequency (i.e., signal bandwidth). This relationship is given by the Sampling Theorem according to which the information contained in a signal is fully preserved in its sampled version so long as the sampling frequency is at least twice the highest significant frequency contained in the signal. This sets an absolute lower bound to the sample rate selection.

48

We are usually satisfied with the trial and error method of selection of sampling interval. We compare the response of the continuous-time plant with models discretized for various sampling rates. Then the model with the slowest sampling rate which gives a response within tolerable limits is selected for future work. However, the method is not rigorous in approach. Also a wide variety of inputs must be given to each prospective model to ensure that it is a tree representative of the plants. Pole placement by state feedback Consider a linear dynamic system in the state space form

In some cases one is able to achieve the goal by using the full state feedback, which represents a linear combination of the state variables, that is

So that the closed loop system given by

has the desired specifications. If the pair (A,b) is controllable, the original system can be transformed into phase variable canonical form,i.e it exists a nonsingular transformation of the characteristic polynomial of A that is

Such that

Where ai are coefficients of the characteristic polynomial of A, that is

For single input single output systems the state feedback is given by
49

After

Linear observer design In a linear time invariant observer for reconstruction of the crystal radius from the weighing signal is derived. As a starting point, a linear approximation of the system behaviour can be used. For this purpose the nonlinear equations required for observer design need to be linearized around some operating or ( steady state) values, i.e. the equations are expanded in a Taylor series which is truncated at the second order

Can be approximated by

Around some fixed values ae , ve . With new coordinates rc

rc

vc tan(

0 c

In the same way one can continue with the remaining equations needed for describing the process dynamics. For example, The linear model he derived is

Where x is the state vector, Furthermore. One has the 3 3 system matrix A. the 3 2 control matrix B and the 1 3 output matrix C. One has to keep in mind that the values of the state spare vector .r, rho input sector it and the output y describe the deviation of the corresponding quantities from their operating willies.

50

UNIT III STATE SPACE ANALYSIS OF DISCRETE TIME SYSTEMS

PART A
1. What is state and state variable?

2. What is a state vector? 3. What is state space? 4. What is input and output space? 5. What are the advantages of state space modeling using physical variable? 6. What are phase variables? 7. What is the advantage and the disadvantage in canonical form of state model? 8. Write the solution of discrete time state equation? 9. Write the expression to determine the solution of discrete time state equation using ztransform 10. Write the state model of the discrete time system? PART 1. A linear second order single input continuous time system is described by the following set of differential equations.
.

X 1 (t )
.

2 X 1 (t ) 4 X 2 (t ) 2 X 1 (t ) X 2 (t ) u (t )

X 2 (t )

Comment on the controllability and stability of the system. 2. The state space representation of a second order system is
.

x1
.

x1 (t ) u x1 2 x 2 (t ) u

x2

State whether the system is controllable. 3. A system is described by


.

X Y

1 1

1 1

0 1

1 0 X

Check the controllability and observability of the system 4. A control system has a transfer function given by G(s) =
s 3 ( s 1)( s 2) 2

51

Unit IV
NONLINEAR SYSTEMS

Types of nonlinearity Typical examples Phase-plane analysis Singular points Limit cycles Construction of phase trajectories Describing function method Basic concepts Dead Zone Saturation Relay Backlash Liapunov stability analysis Stability in the sense of Liapunov Definiteness of scalar functions Quadratic forms Second method of Liapunov Liapunov stability analysis of linear time invariant systems and non-linear system

Introduction to Nonlinear Systems It has been mentioned earlier that a control system is said lo be linear if it obeys law of superposition. Most of the control systems are nonlinear in nature and are treated to be linear, under certain approximation, from case of analysis point of view. Let us discuss now the properties of nonlinear systems. In practice nonlinearities may exist in the systems inherently or may be purposely introduced in the systems, to improve the performance. Hence knowledge of properties of nonlinear systems and various nonlinearities is important. Properties of Nonlinear Systems The various characteristics of nonlinear systems are, The most important characteristics of a nonlinear system is that it does not obey the law of superposition. Hence its behavior with respect to standard test inputs cannot be used as base to analyses its behavior with respect to other inputs. Its response is different for different amplitudes of input signals. Hence while doing the analysis of nonlinear system, along with the mathematical model of the system, it is necessary to have information about amplitudes of the probable inputs, initial conditions etc. This makes the analysis of the nonlinear system difficult. Linear system gives sinusoidal output for a sinusoidal input, may be introducing a phase shift. But nonlinear system produces higher harmonics and sometimes the sub harmonics. Hence for sinusoidal input, the output of a nonlinear system is generally non sinusoidal. The output consists of frequencies which are multiples of the input frequency i.e. harmonics. The sub harmonics
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means the presence of frequencies which are lower than the input frequency. The input and output relations are not linear. In linear system,the sinusoidal oscillations depend on the input amplitude and the initial conditions. But in a nonlinear system, the periodic oscillations may exist which are not dependent on the applied input and other system parameter variations. In nonlinear system, such periodic oscillations are nonsinusoidal having fixed amplitude and frequency. Such oscillations arc called limit cycles in case of nonlinear system. Another important phenomenon which exists only in case of nonlinear system is jump resonance. This can be explained by considering a frequency response. The Fig. (a) Shows the frequency response of a linear system which shows that output varies continuously as the frequency changes. Similarly though frequency us increased or decreased, the output travels along the same curve again and again. But in case of a nonlinear system, if frequency is increased, the output shows discontinuity i.c. it jumps at a certain frequency. And if frequency is decreased, it jumps back but at different frequency. This is shown in the fig.

There is no definite criterion for judging the stability of the nonlinear system. The analysis and design techniques of linear systems cannot be applied to the nonlinear system. Types of nonlinearities The nonlinearities can be classified as incidental and intentional. The incidental nonlinearities are those which are inherently present in the system. Common examples of incidental nonlinearities are saturation, dead zone,
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coulomb friction, stiction, backlash, etc. The intentional nonlinearities are those which are deliberately inserted in the system to modify system characteristics. The most common examples of this type of nonlinearity is a relay. In many cases the system presents a nonlinear phenomenon which is fully characterised by it static characteristics, i.e., its dynamics can be neglected

Saturation In this type of nonlinearity the output is proportional to input for a limited range of input signals. When the input exceeds this range, the output tends to become nearly constant as shown in the fig.

Saturation Deadzone The deadzone is the region in which the output is zero for a given input. Many physical devices do not respond to small signals, i.e., if the input amplitude is less than some small value, there will be no output. The region in which the output is zero is called deadzone. When the input is increased beyond this deadzone value, the output will be linear.

Dead zone

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Friction Friction exists in any system when there is relative motion between contacting surfaces. The different types of friction are viscous friction, coulomb friction and stiction.

Stiction The viscous friction is linear in nature and the frictional force is directly proportional to relative velocity of the sliding surface.

Relay

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Phase plane analysis Objectives: - Use eigenvalues and eigenvectors of the Jacobian matrix to characterize the phase plane behavior. Predict the phase-plane behavior close to an equilibrium point, based on the Linearized model at that equilibrium point. Predict qualitatively the phase-plane behavior of the nonlinear system, when there are multiple equilibrium points. Phase-plane analysis Phase plane analysis is a graphical method for studying second-order systems. This chapters objective is to gain familiarity of the nonlinear systems through the simple graphical method. Concepts of Phase Plane Analysis Phase portraits The phase plane method is concerned with the graphical study of second-order autonomous systems described by

Where x1, x2 : states of the system f1, f2: nonlinear functions of the states Geometrically, the state space of this system is a plane having x1, x2 as coordinates. This plane is called phase plane. The solution of (2.1) with time varies from zero to infinity can be represented as a curve in the phase plane. Such a curve is called a phase plane trajectory. A family of phase plane trajectories is called a phase portrait of a system. Example1 Phase portrait of a mass-spring system as shown in the fig. Solution The governing equation of the mass-spring system in Fig (a) is the familiar linear secondorder differential equation

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The governing equation of the mass-spring system in Fig (a) is the familiar linear secondorder differential equation

Assume that the mass is initially at rest, at length x0. Then the solution of this equation is

Eliminating time t from the above equations, we obtain the equation of the trajectories

This represents a circle in the phase plane. Its plot is given in fig (b) The nature of the system response corresponding to various initial conditions is directly displayed on the phase plane. In the above example, we can easily see that the system trajectories neither converge to the origin nor diverge to infinity. They simply circle around the origin, indicating the marginal nature of the systems stability. A major class of secondorder systems can be described by the differential equations of the form

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In state space form, this dynamics can be represented with x1 = x and x2 = x& as follows

Singular points A singular point is an equilibrium point in the phase plane. Since equilibrium point is defined as a point where the system states can stay forever,

Example 2 A nonlinear second-order system

The system has two singular points, one at (0,0) and the other at (3,0) . The motion patterns of the system trajectories in the vicinity of the two singular points have different natures. The trajectories move towards the point x = 0 while moving away from the point x = 3. Constructing Phase Portraits There are a number of methods for constructing phase plane trajectories for linear or nonlinear system, such that so-called analytical method, the method of isoclines, the delta method, Lienards method, and Pells method. Analytical method
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There are two techniques for generating phase plane portraits analytically. Both technique lead to a functional relation between the two phase variables x1 and x2 in the form g(x1, x2 ) = 0 (2.6) where the constant c represents the effects of initial conditions (and, possibly, of external input signals). Plotting this relation in the phase plane for different initial conditions yields a phase portrait. The first technique involves solving (2.1) for x1 and x2 as a function of time t , i.e., x1(t) = g1(t) and x2 (t) = g2 (t) , and then, eliminating time t from these equations. The second technique, on the other hand, involves directly eliminating the time variable, by noting that and then solving this equation for a functional relation between x1 and x2 . Let us use this technique to solve the mass spring equation again. The first case corresponds to a node. Stable or unstable node (Fig.a -b) A node can be stable or unstable: 1,2 < 0 : singularity point is called stable node. 1,2 > 0 : singularity point is called unstable node.

There is no oscillation in the trajectories. Saddle point (Fig.c) The second case (1 < 0 < 2) corresponds to a saddle point. Because of the unstable pole 2 almost all of the system trajectories diverge to infinity.

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Stable or unstable locus (Fig.d-e) The third case corresponds to a focus. Re(1,2 ) < 0 : stable focus Re(1,2 ) > 0 : unstable focus

Center point (Fig.f) The last case corresponds to a certain point. All trajectories are ellipses and the singularity point is the centre of these ellipses.

Note that the stability characteristics of linear systems are uniquely determined by the nature of their singularity points. This, however, is not true for nonlinear systems.

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Limit cycle In the phase plane, a limit cycle is defined as an isolated closed curve. The trajectory has to be both closed, indicating the periodic nature of the motion, and isolated, indicating the limiting nature of the cycle (with nearby trajectories converging or diverging from it). Depending on the motion patterns of the trajectories in the vicinity of the limit cycle, we can distinguish three kinds of limit cycles. Limit cycle can be a drawback in control systems: Instability of the equilibrium point Wear and failure in mechanical systems Loss of accuracy in regulation Stable Limit Cycles: all trajectories in the vicinity of the limit cycle converge to it as t (Fig.a). Unstable Limit Cycles: all trajectories in the vicinity of the limit cycle diverge to it as t (Fig.b) Semi-Stable Limit Cycles: some of the trajectories in the vicinity of the limit cycle converge to it as t (Fig.c)

Difference between center and limit cycle Center trajectories can be found in the linear or linearized systems with the largest real part of the eigenvalues of zero value (in marginal point.) depend on the initial conditions

Limit cycle can occur in nonlinear systems: isolated closed orbit(related to Hopf bifurcation)

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Center Describing function method


. .

Limit Cycle

Of all the analytical methods developed over the years for nonlinear systems. the describing function method is generally agreed upon as being the most practically useful. It is an approximate method, but experience with real systems and computer simulation results, shows adequate accuracy in many cases. The method predicts whether limit cycle oscillations will exist or not, and gives numerical estimates of oscillation frequency and amplitude when limit cycles are predicted. Basically, the method an approximate extension of frequency-response methods (including Nyquist stability criterion) to nonlinear systems. To discuss the basic concept underlying the describing function analysis. Let us consider the block diagram of a nonlinear system shown in Fig. 9.5. Where the blocks GO) and G2(s) represent the linear elements. While the block N represent, the nonlinear element.

The describing function method provides a "linear approximation" to the nonlinear element based on the assumption that the input to the nonlinear element so sinusoid of known, constant amplitude. The fundamental harmonic of the element's output is compared with the input sinusoid, to determine the steady-state amplitude and phase relation. This relation is the describing function for the nonlinear element. The method can, thus, be viewed as "harmonic linearization" of a nonlinear element. The describing function method is based on the Fourier series. A review of the Fourier series will be in order here.

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Fourier series We begin with the definition of a periodic signal. A signal y(t) is said to be periodic with the period if y(t+T) =y(t) for every value of t. The smallest positive value of T for which y(t + ) = y(t) is called fundamental period ofy(t). We denote the fundamental period as T0.Obviously, 2 T0 is also a period of y(t), and so is any integer multiple of T0.A periodic signal y(t) may be represented by the series

The term for n = 1 is called fundamental or first- harmonic, and always has the same frequency as the repetition rate of the original periodic waveform; whereas n = 2, 3...., give second, third. and so forth harmonic frequencies as integer multiples of the fundamental frequency.

Certain simplifications are possible when y(t) has a symmetry clone type or another.

The describing Function approach to the analysis of steady-state oscillations in nonlinear systems is an approximate tool to estimate the limit cycle parameters. It is based on the following assumptions

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There is only one single nonlinear component The nonlinear component is not dynamical and time invariant The linear component has low-pass filter properties The nonlinear characteristic is symmetric with respect to the origin There is only one single nonlinear component The system can be represented by a lumped parameters system with two main blocks: The linear part The nonlinear part

The nonlinear component is not dynamical and time invariant The system is autonomous. All the system dynamics is concentrated in the linear part So that classical analysis tools such as Nyquist and Bode plots can be applied.

The linear component has low-pass filter properties. This is the main assumption that allows for neglecting the higher frequency harmonics that can appear when a nonlinear system is driven by a harmonic signal

The more the low-pass filter assumption is verified the more the estimation error affecting the limit cycle parameters is small.

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The nonlinear characteristic is symmetric with respect to the origin. This guarantees that the static term in the Fourier expansion of the output of the nonlinearity, subjected to an harmonic signal, can be neglected

Such an assumption is usually taken for the sake of simplicity, and it can be relaxed. Ideal relay The negative reciprocal of the DF is the negative real axis in backward direction. A limit cycle can exist if the relative degree of G(j) is greater than Two

The oscillation frequency is the critical frequency c of the linear system and the Oscillation magnitude is proportional to the relay gain M. Liapunovs Stability Analysis The state equation for a general time invariant system has the form x = f (x, u). If the input u is constant then the equation will have form x = F(x). For this system, the points, at which derivatives of all state variables are zero, are the singular points. These singular points are nothing but equilibrium points where the system stays if it is undisturbed when the system is placed at these points.

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The stability of such a system is defined in two different ways. If the input to the system is zero with arbitrary initial conditions, the resulting trajectory in phase-plane, discussed in earlier chapter, tends towards the equilibrium state. If tile input to the system is provided then the stability is defined as for bounded input, the system output is also bounded. For linear systems with non-zero eigen values, there is only one equilibrium state and the behaviour of such systems about this equilibrium state totally determines the qualitative behaviour in the entire state space. In case of nonlinear systems, the behaviour for small deviations about the equilibrium point is different from that for large deviations. Hence local stability for such systems does not indicate the overall stability in the state space. Also the non-linear systems having multiple equilibrium states, the trajectories move from one equilibrium point and tend to other with time. Thus stability in case of non-linear system is always referred to equilibrium state instead of global term stability which is the total stability of the system. In case of linear control systems, many of the stability criteria such as Routh's stability test. Nyquist stability criterions etc. are available. But these cannot be applied (or non-linear systems. The second method of Liapunov which is also called direct method of Liapunov is the most common method for obtaining the stability of nonlinear systems. This method is equally applicable to time varying systems, stability analysis of linear, time in variant systems and for solving quadratic optimal control problem. Stability in the Sense of Liapunov
.

Consider a system defined by the state equation x

f ( x, t ) .Let us assume

that this system has a unique solution starting at the given initial condition. Let us
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consider this solution as F (t : x 0 , t 0 ) where x


F (t 0 : x0 , t 0 )

x0 at t x0

t 0 and t is the observed time.

If we consider a state x e for system with equation x

f ( x, t ) in such a way that

f ( xe , t ) 0 for all t then this x e is called equilibrium state. For linear, time

invariant systems having A non-singular, there is only one equilibrium state while there are one or more equilibrium states if A is singular. In case of non-linear systems as we have seen previously there are more than one equilibrium states. The Isolated equilibrium states that is isolated from each other can be shifted to origin i.e. f(0, t) = 0 by properly shifting the coordinates. These equilibrium states can be obtained from the solution of equation f(x.. t) = 0. Now we will consider the stability analysis of equilibrium states at the origin. We will consider a spherical region of radius R about an equilibrium state x e ,. Such that

Any equilibrium state x e of the system x

f ( x, t ) is said to be stable in the

sense of Liapunov if corresponding to each S( ) there is S ( )such that trajectories staring in S( ) do not leave S ( ) as time t increases indefinitely. The real number depends on and in general also depends on t0. If does not depend on

t0, the equilibrium state is said to be uniformly stable. The region S( ) must be selected first and for each S( ) , there must be a region S( ) in such a way that the trajectories staring within S( ) do not leave S( ) as time t progresses. There are many types of stability definitions such as asymptotic stability, asymptotic stability in large. We will also see the definition of instability along with definitions of these types of stability.

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Definiteness of scalar function Positive Definiteness A scalar function F(x) is said to be positive definite in a particular region which includes the origin of state space if F(x) > 0 for all non-zero states x in that region and F(0) = 0.

Negative Definiteness A scalar function F(x) is said to be negative definite if - F(x) is positive definite.

Positive Semidefiniteness A scalar function F(x) is said to be positive semi definite if it is positive at all states in the particular region except at the origin and at certain other states where it is zero.

Negative Semidefinite A scalar function F(x) is said to be negative semidefinite if - F(x) is positive semidefinite. Indefiniteness A scalar function F(x) is said to be indefinite in the particular region if it assumes both positive and negative values irrespective how small the region is

Quadratic Form A class of scalar functions which plays important role in Ihe stability analysis based on Liapunov's second method is the quadratic form

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P is real symmetric matrix and x is a real vector. Liapunov's Second Method A system which is vibrating is stable if its total energy is continuously decreasing. This indicates that the lime derivative of the total energy must be negative. The energy is decreased till an equilibrium state is reached. The total energy is a positive definite function This fact obtained from classical mechanics theory is generalized in Liapunov's second method. If the system has an asymptotically stable equilibrium stale then Ihe stored energy decays with increase in time till it attains minimum value at the equilibrium state. But there is no simple way for defining an energy function. For purely mathematical system. This difficulty was overcome as Liapunov introduced Liapunov function method which is fictitious energy function. Liapunov functions depend on x1, x2, .. xn and t. It is given as F(x1, x2, ... xn, t) or as F(x, t). In Liapunov's second method, the sign behaviour of F(x, t) and its time derivative F(x, t) = dF(x, t)/dt gives as information about stability, asymptotic stability or instability of an equilibrium state without requiring to solve the equations directly to get the solution Liapunov's Stability Theorem Consider a scalar function V(x), where x is n vector and is positive definite, then the states x that satisfy V(x) = C, where C is a positive constant, lie on a closed hyper surface in n dimensional slate space at least in the neighborhood of origin. This is shown in the Fig. If V(x) is a positive definite function obtained for a given system such that its time derivative taken along the trajectory is always negative then V(x) becomes smaller and smaller in terms of C and finally reduced to zero as x reduces to zero. This indicates asymptotic stability of the origin. Liapunov's main stability theorem is based on this and gives a sufficient condition for asymptotic stability.

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Liapunov's stability theorem is as given below. Consider a system described by equation x f(x, t) where f(o, t) = 0 for all L If there exists a scalar function V(x,t) having continuous first partial derivatives and satisfying the conditions such as V(x, t) is positive definite and V(x, t) is negative definite then the equilibrium state at the origin is uniformly asymptotically stable. Consider the system described by x = f(x, t) where f (0, t) = 0 for all If there exists a scalar function V(x, t) having continuous first partial derivatives and V(x, t) is positive definite, V (x, t) is negative semidefinite V (0 (t: xg, tg), t) docs not vanish identically in t a t for any t0 and any Xg * 0 where 0 (t: Xg, tg) denotes or indicates the solution starting from Xg at tg then the equilibrium state at origin of the system is uniformly asymptotically stable in the large. The equilibrium state at origin is unstable when there exists a scalar function U(x,t) having continuous, first partial derivatives and satisfying the conditions U (x, t) is positive definite in some region about the origin and U (x, t) is positive definite in the same region. Stability of Linear and Nonlinear Systems If the equilibrium state in case of linear, time invariant system is asymptotically stable locally then it is asymptotically stable in the large. But in case of a nonlinear system, the equilibrium state has to be asymptotically stable in the large for the state to be locally asymptotically stable. Hence the asymptotic stability of the equilibrium state of linear, time
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invariant systems and those of nonlinear systems is different.If it is required to ent the asymptotic stability of any equilibrium state for a nonlinear system then the stability analysis of linearized models of non-linear systems is totally insufficient. The nonlinear systems are to be tested without making them linearized. The Direct Method of Liapunov and the Linear System For linear systems, Liapunov's direct method proves to be a simple method for stability analysts. Use of Liapunov's method for linear systems is helpful in extending the thinking towards nonlinear systems. Consider linear system described by state equaion

The linear system described by above equation is asymptotically stable in the large at the origin if and only if for any symmetric, posiive definite matrix Q, there exists a symmetic posiive definite matix P which is the unique soluion A P + PA = - Q. The proof of above theorem can be given. For this wc will assume the symmetic positive deinite matrix P exists which Ls the unique solution of the equaion V(x) = xT Px. Consider the scalar (unction, V(x) = xT Px

Let norm of x define as

The system is therefore asymptotically stable in the large at the origin. The result is also necessary. To prove this, assume that the system is asymptotically stable and P is negative definite

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. This is the contradiction as V(x) = xT Px satisfies instability theorem. Hence the conditions for the positive definiteness of P are necessary and sufficient for asymptotic stability of the system. The Liapunov's direct method applied to linear time invariant systems is same as the Hurwitz stability criterion. Example Show that the following quadratic form is positive definite

Solution The above given V(s) can be written as

Applying Sylvester's criterion we have,

As all the successive principal minors of the matrix p are positive V(x) is positive definite. Example Investigate the stability of the following non-linear system using direct method of Liaupnov.

Given that

Let the Liapunov function be,

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It can be seen that V < 0 for all non-zero values of xi and x2. Hence the function is negative definite. Therefore the origin of the system is asymptotically stable in large.

UNIT IV NONLINEAR SYSTEMS PART A 1. What are linear and nonlinear systems? Give examples. 2. How nonlinearities are introduced in the systems? 3. How the nonlinearities are classified? Give examples. 4. What is the difference between phase plane and describing function methods of analysis? 5. Write any two properties of nonlinear systems? 6. What is jump resonance? 7. What are limit cycles? 8. What is saturation? 9. What is describing function? 10. Write the describing function of dead zone and saturation nonlinearity. PART B 11. Write the describing function for the following (i) Backlash nonlinearity (ii) Relay with dead zone 12. Construct phase trajectory for the system described by the equation Comment on the stability of the system. 13.
.. .

dx2 dx1

4 x1 3 x 2 . x1 x 2

Draw

the

phase

trajectory

of

the

system

described

by

the

equation

x x x2

0 .comment on the stability of the system.

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UNIT V MIMO SYSTEMS Models of MIMO system Matrix representation Transfer function representation Poles and Zeros Decoupling Introduction to multivariable Nyquist plot and singular values analysis Model predictive control

MIMO System Model We consider a MINIO system with a transmit array of MT antennas and a receive array of MR antennas. The block diagram of such a system is shown in Figure. The transmitted matrix is a MT x 1 column matrix s where s i is the ith component, transmitted from antenna i. We consider the channel to be a Gaussian channel such that the elements of s are considered to be independent identically distributed (i.i.d.) Gaussian variables. If the channel is unknown at the transmitter, we assume that the signals transmitted from each antenna have equal powers of Es/MT. The covariance matrix for this transmitted signal is given by

Where Es is the power across the transmitter irrespective of the number of antennas and MT , is an MT * MT identity matrix. The transmitted signal bandwidth is so narrow that its frequency response can be considered flat (i.e., the channel

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memory less). The channel matrix H is a K t x NIT complex matrix. The component 17,,i of the matrix is the fading coefficient from the jth transmit antenna to the ith receive antenna. We assume that the received power for each of the receive antennas is equal to the total transmitted power F. This implies we ignore signal attenuation, antenna gains, and so on. Thus we obtain the normalization constraint for the elements of H, for a deterministic channel as

If the channel elements are not deterministic but random, the normalization will apply to the expected value. We assume that the channel matrix is known at the receiver but unknown at the transmitter. The channel matrix can he estimated at the receiver by transmitting a training sequence. If we require the transmitter to know this channel, then we need to communicate this information to the transmitter via a feedback channel. The elements of H can be deterministic or random. The noise at the receiver is another column matrix of size MR X 1, denoted by n. The components of n are zero mean circularly symmetrical complex Gaussian (ZMCSCG) variables. The covariance matrix of the receiver noise is

If there is no correlation between components of n, the covariance matrix is obtained as

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Each of the MR receive branches has identical noise power of No. The receiver operates on the maximum likelihood detection principle over MR receive antennas. The received signals constitute a MR X 1 column matrix denoted bye, where each complex component refers to a receive antenna. Since we assumed that the total received power per antenna is equal to the total transmitted power, the SNR can be written as

Matrix representation Figure shows a linear dynamic MIMO filter. Its array of K-inputs, after z-transforming, can be represented by the column vector [F(z)]. Its array of outputs, having the same number of elements as the input array, is represented by the column vector [G(z)]. The transfer function of the MIMO filter is represented by a square K x K matrix of transfer functions

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The output vector can be expressed as

Each output is a linear combination of filtered versions of all the inputs. The transfer function from input j to output i is Hij(z). A schematic diagram of [H(z)] is shown in Fig.(a). The signal path from input line j to output line i is illustrated in Fig.(b). A block diagram of the MIMO filter is shown in Fig.(c). The input vector is [F(z)]. The output vector [G(z)] is equal to [H(z)][F(z)]. The overall transfer function of the system is [H(z)]. Transfer function representation A multivariable process admits nu inputs and ny outputs. In general, the number of inputs should be larger than or equal to the number of outputs so that the process is controllable. Thus, we will assume nu > ny. The system is supposed to have been identified in continuous time by transfer functions. In general, this identification is performed by sequentially imposing signals such as steps on each input ui (i = 1,..., nu ) and recording the corresponding vector of the responses yij (j = 1, ... ,ny). From each input-output couple (ui,yij), a transfer function is deduced by a least-squares procedure. In open loop, the ny outputs yi, are linked to the nu, inputs uj, and to the nd disturbances dk by the following set of ny linear equations

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This will be written in open loop under condensed matrix form as

Where y is the output vector, u is the input vector and d is the disturbance vector (the modelled disturbances), Gu is the rectangular matrix ny x nu the elements of which are the input-output transfer functions, and Gd is the rectangular matrix ny x nd, the elements of which are the disturbance-output transfer function.

Poles and Zeros As for single-input single output (SISO) systems, poles and zeros determine the stability. Controllability and observability of a multivariable system. For SISO system, zero, are the zeros of the numerator polynomial of the scalar transfer function, whereas poles are the zeros of the denominator polynomial. For multi-input multiple output systems, the transfer function is not scalar and it is no longer sufficient to determine the zeros and poles of individual entries of the transfer function matrix. In fact element zeros do not play a major role in characterizing multivariable systems and their properties beyond their effect on the shape of the response of the system. Types of multivariable zeros 1. Input-decoupling zeros, which correspond to uncontrollable modes 2 Output-Decoupling zeros, which correspond to unobservable modes 3. Input-output decoupling zeros Decoupling

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The goal of decoupling control is to eliminate complicated loop interactions so that a change in one process variable will not cause corresponding changes in other process variables. To do this a non-interacting or decoupling control scheme is used. In this scheme, a compensation network called a decoupler is used right before the process. This decoupler is the inverse of the gain array and allows for all measurements to be passed through it in order to give full decoupling of all of the loops. This is shown pictorially below.

Model predictive control Model Predictive Control (MPC) originated in the late seventies and has developed considerably since then. The term Model Predictive Control does not designate a specific control strategy but rather an ample range of control methods which make explicit use of a model of the process to obtain the control signal by minimizing an objective function. These design methods lead to controllers which have practically the same structure and present adequate degrees of freedom. The ideas, appearing in greater or lesser degree in the predictive control family; are basically: Explicit use of a model to predict the process output at future time instants (horizon); Calculation of a control sequence minimizing an objective function; and receding strategy, so that at each instant the horizon is displaced towards the future, which involves the application of the first control signal of the sequence calculated at each step. The various MPC algorithms (also called receding horizon Predictive Control or RHPC) only differ amongst themselves in the model used to rep-resent the process and the noises and cost function to be minimized. This type of control is of an open nature, within which many works have been developed and are widely received by the academic world and industry,. There are
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many applications of predictive control successfully in use at the current time, not only in the process industry but also applications to the control of other processes ranging from robots. Applications in the cement industry drying towers, and robot arms are described in (54), whilst developments for distillation columns, PVC plants, steam generators, or servos. The good performance of these applications shows the capacity of the MPC to achieve highly efficient control systems able to operate during long periods of time with hardly any intervention.

In order to implement this strategy, the basic structure shown in Figure is used. A model is used to predict the future plant outputs, based on past and current values and on the proposed optimal future control actions. These actions are calculated by the optimizer taking into account the cost function (where the future tracking error is considered) as well as the constraints. The process model plays, in consequence, a decisive role in the controller. The chosen model must be able to capture the process dynamics to precisely predict the future outputs and be simple to implement and understand. As MPC is not a unique technique but rather a set of different methodologies, there are many types of models used in various formulations. One of the most popular in industry is the Truncated Impulse Response Model, which is very simple to obtain as it only needs the measurement of the output when the process is excited with an impulse input. It is widely accepted in industrial practice because it
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is very intuitive and can also be used for multivariable processes, although its main drawbacks are the large number of parameters needed and that only open-loop stable processes can be described this way. Closely related to this kind of model is the Step Response Model, obtained when the input is a step. UNIT V MIMO SYSTEMS PART A
1What is state and state variable? 2.What is a state vector? 3.What is state space? 4.What is input and output space?

5.What are the advantages of state space modeling using physical variable? 6.What are phase variables? 7.What is the advantage and the disadvantage in canonical form of state model? 8.Write the solution of discrete time state equation? 9.Write the expression to determine the solution of discrete time state equation using ztransform 10.Write the state model of the discrete time system? PART B 1. A linear second order single input continuous time system is described by the following set of differential equations.
.

X 1 (t )
.

2 X 1 (t ) 4 X 2 (t ) 2 X 1 (t ) X 2 (t ) u (t )

X 2 (t )

Comment on the controllability and stability of the system. 2. The state space representation of a second order system is
.

x1
.

x1 (t ) u x1 2 x 2 (t ) u

x2

State whether the system is controllable. 3.. A system is described by

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X Y

1 1

1 1

0 1

1 0 X

Check the controllability and observability of the system 4. A control system has a transfer function given by G(s) =
s 3 ( s 1)( s 2) 2

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with Best wishes from www.arivurp.tk

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