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Lecture 4: Well-Posedness and Internal Stability

Well-Posedness of Feedback Systems


c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 1/17
Lecture 4: Well-Posedness and Internal Stability

Well-Posedness of Feedback Systems

Internal Stability of Feedback Systems


c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 1/17
One Degree of Freedom Feedback Control System

K and P represent the controller and the plant,

r and y are the reference and the output,

u
p
and y
p
the input and output of the plant,

d
i
and d the input and output disturbances,

n is the measurement noise.


c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 2/17
Example of a not realizable system
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 3/17
Example of a not realizable system
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)u
p
+d, u
p
= u +d
i
u = K(s)
_
r n y
_
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 3/17
Example of a not realizable system
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)
_
u +d
i
_
+d
u = K(s)
_
r n y
_
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 3/17
Example of a not realizable system
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)
_
u +d
i
_
+d
u = K(s)
_
r n y
_
u = K(s)
_
r n
_
P(s)
_
u +d
i
_
+d
_
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 3/17
Example of a not realizable system
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)
_
u +d
i
_
+d
u = K(s)
_
r n y
_
u = r n
_
P(s)
_
u +d
i
_
+d

c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 3/17
Example of a not realizable system
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)
_
u +d
i
_
+d
u = K(s)
_
r n y
_
u +P(s)u = r n P(s)d
i
d
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 3/17
Example of a not realizable system
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)
_
u +d
i
_
+d
u = K(s)
_
r n y
_
u =
_
1 +P(s)
_
1
[r n P(s)d
i
d]
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 3/17
Example of a not realizable system
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)
_
u +d
i
_
+d
u = K(s)
_
r n y
_
u =
_
1 +P(s)
_
1
[r n P(s)d
i
d]
u =
_
1
s 1
s + 2
_
1
_
r n +
s 1
s + 2
d
i
d
_
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 3/17
Example of a not realizable system
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)
_
u +d
i
_
+d
u = K(s)
_
r n y
_
u =
_
1 +P(s)
_
1
[r n P(s)d
i
d]
u =
_
s + 2 (s 1)
s + 2
_
1
_
r n +
s 1
s + 2
d
i
d
_
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 3/17
Example of a not realizable system
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)
_
u +d
i
_
+d
u = K(s)
_
r n y
_
u =
_
1 +P(s)
_
1
[r n P(s)d
i
d]
u =
_
s + 2 (s 1)
s + 2
_
1
_
r n +
s 1
s + 2
d
i
d
_
u =
s + 2
3
_
r n d

+
s 1
3
d
i
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 3/17
Concept of Well-Posedness:
A closed-loop system is said to be well-posed, if all transfer
functions (matrices) from all the external signals
r, n, d
i
, d
to the input and output signals
y and u
are proper (the degree of the numerator is not bigger than the
degree of the denominator).
If this is not true, the system is not physically realizable.
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 4/17
Combining external signals
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 5/17
Combining external signals

K(s) = K(s), w
1
= d
i
, w
2
= n +d r
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 5/17
One Degree of Freedom Feedback Control System
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 6/17
One Degree of Freedom Feedback Control System
e
1
= w
1
+

K(s)e
2
, e
2
= w
2
+P(s)e
1
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 6/17
One Degree of Freedom Feedback Control System
e
1
= w
1
+

K(s)e
2
, e
2
= w
2
+P(s)e
1
e
1
= w
1
+

K
_
w
2
+Pe
1

e
1
=
_
I

K(s)P(s)
_
1
_
w
1
+

K(s)w
2
_
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 6/17
One Degree of Freedom Feedback Control System
e
1
= w
1
+

K(s)e
2
, e
2
= w
2
+P(s)e
1
e
1
=
_
I

K(s)P(s)
_
1
_
w
1
+

K(s)w
2
_
e
2
=
_
I P(s)

K(s)
_
1
_
w
2
+P(s)w
1

c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 6/17
Criteria for Well-Posedness
The feedback system with proper

K(s) and P(s)
e
1
=
_
I

K(s)P(s)
_
1
_
w
1
+

K(s)w
2
_
e
2
=
_
I P(s)

K(s)
_
1
_
P(s)w
1
+w
2

is well-posed if and only if


c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 7/17
Criteria for Well-Posedness
The feedback system with proper

K(s) and P(s)
e
1
=
_
I

K(s)P(s)
_
1
_
w
1
+

K(s)w
2
_
e
2
=
_
I P(s)

K(s)
_
1
_
P(s)w
1
+w
2

is well-posed if and only if the matrix transfer function


_
I

K(s)P(s)
_
1
exists and is proper.
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 7/17
Criteria for Well-Posedness
The feedback system with proper

K(s) and P(s)
e
1
=
_
I

K(s)P(s)
_
1
_
w
1
+

K(s)w
2
_
e
2
=
_
I P(s)

K(s)
_
1
_
P(s)w
1
+w
2

is well-posed if and only if the matrix


_
I

K(s)P(s)
_

s=+
is invertible.
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 7/17
Criteria for Well-Posedness
The feedback system with proper

K(s) and P(s)
e
1
=
_
I

K(s)P(s)
_
1
_
w
1
+

K(s)w
2
_
e
2
=
_
I P(s)

K(s)
_
1
_
P(s)w
1
+w
2

is well-posed if and only if the matrix


_
I

K(s)P(s)
_

s=+
is invertible.
It is sufcient to have either

K(s) or P(s) strictly proper.
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 7/17
Lecture 4: Concepts of Well-Posedness and Internal
Stability

Well-Posedness of Feedback System

Internal Stability of Feedback System


c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 8/17
Concept of Internal Stability of Feedback System:
The well-posed feedback system
e
1
= w
1
+

K(s)e
2
, e
2
= w
2
+P(s)e
1
or the well-posed feedback system
e
1
=
_
I

K(s)P(s)
_
1
_
w
1
+

K(s)w
2
_
e
2
=
_
I P(s)

K(s)
_
1
_
P(s)w
1
+w
2

is said to be internally stable if all 4 transfer functions


from (w
1
, w
2
) to (e
1
, e
2
)
have no poles in the closed right-half plane, i.e.
(I

KP)
1
, (I

KP)
1
K, (I P

K)
1
P, (I P

K)
1
belong to RH

.
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 9/17
Example
Suppose that
P(s) =
s 1
s + 1
, K(s) =
1
s 1
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 10/17
Example
Suppose that
P(s) =
s 1
s + 1
, K(s) =
1
s 1
Then
_
e
1
e
2
_
=
_
_
_
I

K(s)P(s)
_
1
_
I

K(s)P(s)
_
1

K(s)
_
I P(s)

K(s)
_
1
P(s)
_
I P(s)

K(s)
_
1
_
_
_
w
1
w
2
_
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 10/17
Example
Suppose that
P(s) =
s 1
s + 1
, K(s) =
1
s 1
Then
_
e
1
e
2
_
=
_
_
_
I

K(s)P(s)
_
1
_
I

K(s)P(s)
_
1

K(s)
_
I P(s)

K(s)
_
1
P(s)
_
I P(s)

K(s)
_
1
_
_
_
w
1
w
2
_
=
_

_
s + 1
s + 2
(s + 1)
(s 1)(s + 2)
s 1
s + 2
s + 1
s + 2
_

_
_
w
1
w
2
_
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 10/17
Example
Suppose that
P(s) =
s 1
s + 1
, K(s) =
1
s 1
Then
_
e
1
e
2
_
=
_
_
_
I

K(s)P(s)
_
1
_
I

K(s)P(s)
_
1

K(s)
_
I P(s)

K(s)
_
1
P(s)
_
I P(s)

K(s)
_
1
_
_
_
w
1
w
2
_
=
_

_
s + 1
s + 2
(s + 1)
(s 1)(s + 2)
s 1
s + 2
s + 1
s + 2
_

_
_
w
1
w
2
_
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 10/17
Co-Prime Factorization
Two polynomials
p(s) = s
k
+p
1
s
k1
+ +p
k1
s +p
k
q(s) = s
m
+q
1
s
m1
+ +q
m1
s +q
m
are called co-prime if they have no common roots.
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 11/17
Co-Prime Factorization
Two polynomials
p(s) = s
k
+p
1
s
k1
+ +p
k1
s +p
k
q(s) = s
m
+q
1
s
m1
+ +q
m1
s +q
m
are called co-prime if they have no common roots.
If p(s) and q(s) are co-prime, then there are two polynomials
x(s) and y(s) such that
x(s)p(s) +y(s)q(s) = 1
and the pair ( x(s) , y(s) ) can be found from the (reversed)
Euclids algorithm.
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 11/17
Co-Prime Factorization
Two transfer functions p(s) RH

, q(s) RH

are
called co-prime if there are two new transfer functions
x(s) RH

and y(s) RH

such that
x(s)p(s) +y(s)q(s) = 1
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 12/17
Co-Prime Factorization
Two transfer functions p(s) RH

, q(s) RH

are
called co-prime if there are two new transfer functions
x(s) RH

and y(s) RH

such that
x(s)p(s) +y(s)q(s) = 1
Meaning: if p(s) and q(s) have a common divisor h RH

:
p(s) = h(s)p
1
(s) and q(s) = h(s)q
1
(s)
such that
p
1
(s) RH

and q
1
(s) RH

then
h
1
(s) RH

i.e. h(s) has neither zeros no poles in the closed right-half


plane (such transfer functions are called minimum-phase).
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 12/17
Co-Prime Factorization
Two matrix transfer functions M(s), N(s) RH

are called
right co-prime over RH

if

they have the same number of columns

there are matrices X


r
(s) , Y
r
(s) RH

such that
_
X
r
(s), Y
r
(s)

_
M(s)
N(s)
_
= X
r
(s)M(s)+Y
r
(s)N(s) = I
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 13/17
Co-Prime Factorization
Two matrix transfer functions M(s), N(s) RH

are called
right co-prime over RH

if

they have the same number of columns

there are matrices X


r
(s) , Y
r
(s) RH

such that
_
X
r
(s), Y
r
(s)

_
M(s)
N(s)
_
= X
r
(s)M(s)+Y
r
(s)N(s) = I
Two matrix transfer functions

M(s),

N(s) RH

are called
left co-prime over RH

if

they have the same number of rows

there are matrices X


l
(s) , Y
l
(s) RH

such that
_

M(s),

N(s)
_
_
X
l
(s)
Y
l
(s)
_
=

M(s)X
l
(s)+

N(s)Y
l
(s) = I
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 13/17
Dening a Co-Prime Factorization
Given a matrix transfer function G(s) , then

G(s) = N(s)M
1
(s) is a right co-prime factorization, if
M(s), N(s) are right co-prime over RH

;
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 14/17
Dening a Co-Prime Factorization
Given a matrix transfer function G(s) , then

G(s) = N(s)M
1
(s) is a right co-prime factorization, if
M(s), N(s) are right co-prime over RH

G(s) =

M
1
(s)

N(s) is a left co-prime factorization, if

M(s),

N(s) are left co-prime over RH

;
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 14/17
Dening a Co-Prime Factorization
Given a matrix transfer function G(s) , then

G(s) = N(s)M
1
(s) is a right co-prime factorization, if
M(s), N(s) are right co-prime over RH

G(s) =

M
1
(s)

N(s) is a left co-prime factorization, if

M(s),

N(s) are left co-prime over RH

G(s) is said to have double co-prime factorization, if there


are right and left co-prime factorizations such
_
_
X
r
(s) Y
r
(s)


N(s)

M(s)
_
_
_
_
M(s) Y
l
(s)
N(s) X
l
(s)
_
_
= I
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 14/17
Computing a Co-Prime Factorization
Given a matrix transfer function G(s) =
_
A B
C D
_
with

(A, B) stabilizable, i.e. F : (A+BF) is stable;

(A, C) detectable, i.e. L : (A+LC) is stable;


c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 15/17
Computing a Co-Prime Factorization
Given a matrix transfer function G(s) =
_
A B
C D
_
with

(A, B) stabilizable, i.e. F : (A+BF) is stable;

(A, C) detectable, i.e. L : (A+LC) is stable;


The left and right co-prime factorizations can be computed as
_
M(s) Y
l
(s)
N(s) X
l
(s)
_
:=
_

_
A+BF B L
F I 0
C +DF D I
_

_
_
X
r
(s) Y
r
(s)


N(s)

M(s)
_
:=
_

_
A+LC (B +LD) L
F I 0
C D I
_

_
That is, G(s) = N(s)M
1
(s) =

M
1
(s)

N(s) , and these
are coefcients of the double co-prime factorization.
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 15/17
Using a Co-Prime Factorization
One Degree of Freedom Feedback Control System
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 16/17
Using a Co-Prime Factorization
Given plant and controller matrix transfer functions
P(s) = N(s)M
1
(s) =

M
1
(s)

N(s)

K(s) = U(s)V
1
(s) =

V
1
(s)

U(s)
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 16/17
Using a Co-Prime Factorization
Given plant and controller matrix transfer functions
P(s) = N(s)M
1
(s) =

M
1
(s)

N(s)

K(s) = U(s)V
1
(s) =

V
1
(s)

U(s)
The following conditions are equivalent:

the closed-loop system is internally stable;

(I

KP)
1
, (I

KP)
1
K , (I P

K)
1
P , and
(I P

K)
1
RH

;
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 16/17
Using a Co-Prime Factorization
Given plant and controller matrix transfer functions
P(s) = N(s)M
1
(s) =

M
1
(s)

N(s)

K(s) = U(s)V
1
(s) =

V
1
(s)

U(s)
The following conditions are equivalent:

the closed-loop system is internally stable;

(I

KP)
1
, (I

KP)
1
K , (I P

K)
1
P , and
(I P

K)
1
RH

the matrix function


_
M U
N V
_
is invertible in RH

;
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 16/17
Using a Co-Prime Factorization
Given plant and controller matrix transfer functions
P(s) = N(s)M
1
(s) =

M
1
(s)

N(s)

K(s) = U(s)V
1
(s) =

V
1
(s)

U(s)
The following conditions are equivalent:

the closed-loop system is internally stable;

(I

KP)
1
, (I

KP)
1
K , (I P

K)
1
P , and
(I P

K)
1
RH

the matrix function


_
M U
N V
_
is invertible in RH

the matrix function


_

V


N

M
_
is invertible in RH

c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 16/17
Next Lecture / Assignments:
Next lecture (February 2, 13:15-15:00, in A208):
Performance Specications and Limitations.
The rst assignment is due to hand in.
Next practice: February 3, 10:15-12:00, in A205,
You are invited to attend Ph.D. defense of Uwe Metin:
February 5, 9:00-12:00, in N200, Naturvetarhuset;
Title: Principles for Planning and Analyzing Motions of Underactu-
ated Mechanical Systems and Redundant Manipulators.
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 17/17
Next Lecture / Assignments:
Next lecture (February 2, 13:15-15:00, in A208):
Performance Specications and Limitations.
The rst assignment is due to hand in.
Next practice: February 3, 10:15-12:00, in A205,
You are invited to attend Ph.D. defense of Uwe Metin:
February 5, 9:00-12:00, in N200, Naturvetarhuset;
Title: Principles for Planning and Analyzing Motions of Underactu-
ated Mechanical Systems and Redundant Manipulators.
Problem: Let G(s) =
(s1)
(s+2)(s3)
. Find a stable co-prime
factorization G(s) =
n(s)
m(s)
and x, y RH

such that
xn +ym = 1 .
c A.Shiriaev/L.Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 p. 17/17