Lecture Notes: Week 3b

Topic: Performance Specifications and Limitations

ECE/MAE 7360
Optimal and Robust Control
(Fall 2003 Offering)
Instructor: Dr YangQuan Chen, CSOIS, ECE Dept.,
Tel. : (435)797-0148.
E-mail: yqchen@ieee.org or, yqchen@ece.usu.edu
77
Chapter 6: Performance Specications and Limitations
Feedback Properties
Weighted H
2
and H

Performance
Selection of Weighting Performance
Bodes Gain and Phase Relation
Bodes Sensitivity Integral
Analyticity Constraints
78
Feedback Properties


n
6

?
y
u
d
d
i

r ?
- -
u
p
P
?
-
K
- - -
S
i
= (I + KP)
1
, S
o
= (I + PK)
1
.
T
i
= I S
i
= KP(I + KP)
1
, T
o
= I S
o
= PK(I + PK)
1
y = T
o
(r n) + S
o
Pd
i
+ S
o
d
u
p
= KS
o
(r n) KS
o
d + S
i
d
i
.
Disturbance rejection at the plant output (low frequency):
(S
o
) =
_
(I + PK)
1
_
=
1
(I + PK)
(1)
(S
o
P) =
_
(I + PK)
1
P
_
= (PS
i
) (1)
Disturbance rejection at the plant input (low frequency):
(S
i
) =
_
(I + KP)
1
_
=
1
(I + KP)
(1)
(S
i
K) =
_
K(I + PK)
1
_
= (KS
o
) (1)
Sensor noise rejection and robust stability (high frequency) :
(T
o
) =
_
PK(I + PK)
1
_
(1)
79
Note that
(S
o
) 1 (PK) 1
(S
i
) 1 (KP) 1
(T
o
) 1 (PK) 1.
Now suppose P and K are invertible, then
(PK) 1 or (KP) 1

_
(S
o
P) =
_
(I + PK)
1
P
_
(K
1
) =
1
(K)
(KS
o
) =
_
K(I + PK)
1
_
(P
1
) =
1
(P)
.
Desired Loop Shape

(L)
(L)
L = PK
@
@
@
@
@
@
@
S
S
SS
H
H
H
H
HH
S
S
S
S
S
SS
@
@
@
@
@
@
@
H
H
H
H
H
H
Z
Z
Z
Z
ZZ
@
@
@
@
@
@
H
H
H
H
H
H
H
HH
Z
Z
Z
Z
Z
ZZ
X
X
X
XX
log

h
-
6
80
Weighted H
2
and H

Performance


n
6

?
n
e
y
u
d

d
i
u
d
i

W
n
?
?
W
d
-
W
e
- -
P
6
6
W
i
?
?
W
u
-
K
- - -
W
r
-
Figure 0.4: Standard feedback conguration with weights
H
2
Performance: Assume

d(t) = (t) and E(

) = I
Minimize the expected energy of the error e:
E
_
|e|
2
2
_
= E
__

0
|e|
2
dt
_
= |W
e
S
o
W
d
|
2
2
Include the control signal u in the cost function:
E
_
|e|
2
2
+
2
| u|
2
2
_
=
_
_
_
_
_
_
_
_

_
W
e
S
o
W
d
W
u
KS
o
W
d
_

_
_
_
_
_
_
_
_
2
2
Robustness problem?????
H

Performance: under worst possible case

sup
|

d
|
2
1
|e|
2
= |W
e
S
o
W
d
|

restrictions on the control energy or control bandwidth:

sup
|

d
|
2
1
| u|
2
= |W
u
KS
o
W
d
|

Combined cost:
sup
|

d
|
2
1
_
|e|
2
2
+
2
| u|
2
2
_
=
_
_
_
_
_
_
_
_

_
W
e
S
o
W
d
W
u
KS
o
W
d
_

_
_
_
_
_
_
_
_
2

81
Selection of Weighting Functions: SISO
Let L = PK be a standard second-order system
L =

2
n
s(s + 2
n
)
t
r

0.6 + 2.16

n
, 0.3 0.8; t
s

n
; M
p
= e

1
2
, 0 < < 1
10
1
10
0
10
1
10
2
10
1
10
0
10
1
normalized frequency
s
e
n
s
i
t
i
v
i
t
y

f
u
n
c
t
i
o
n
Figure 0.5: Sensitivity function S for = 0.05, 0.1, 0.2, 0.5, 0.8, and 1 with normalized frequency
(/
n
)
S =
1
1 + L
=
s(s + 2
n
)
s
2
+ 2
n
s +
2
n
[S(j
n
/

2)[ = 1
closed-loop bandwidth
b

n
/

2 since [S(j)[ 1,
b
82
A good control design: M
s
:= |S|

not too large.

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
1
1.5
2
2.5
3
3.5
4
4.5
5
damping ratio
p
e
a
k

s
e
n
s
i
t
i
v
i
t
y
Figure 0.6: Peak sensitivity M
s
versus damping ratio
1
M
|S(j b

s
)|
1/|We|
Figure 0.7: Performance weight W
e
and desired S
We require
[S(s)[

s
s/M
s
+
b

, s = j,
[W
e
S[ 1, W
e
=
s/M
s
+
b
s
Practical consideration: W
e
=
s/M
s
+
b
s+
b

83
s
M
1
|S(j
b

1/|We|
)|
Figure 0.8: Practical performance weight W
e
and desired S
Control weighting function W
u
:
W
u
=
s +
bc
/M
u

1
s +
bc

bc
M
1
1
u
u

1/|W |
|KS(j )|
Figure 0.9: Control weight W
u
and desired KS
84
Bodes Gain and Phase Relation
L stable and minimum phase:
L(j
0
) =
1

d ln [L[
d
ln coth
[[
2
d := ln(/
0
)
3 2 1 0 1 2 3
0
0.5
1
1.5
2
2.5
3
3.5
4
4.5
5

l
n

c
o
t
h

|

|
/

2

Figure 0.10: The function ln coth
[[
2
vs
L(j
0
) depends mostly on the behavior of
d ln [L(j)[
d
near
0
:
1

ln coth
[[
2
d =
_

_
1.1406 (rad), = ln 3
1.3146 (rad), = ln 5
1.443 (rad), = ln 10
=
_

_
65.3
o
, = ln 3
75.3
o
, = ln 5
82.7
o
, = ln 10.
L(j
0
) large if [L[ attenuates slowly near
0
and small if it attenuates
rapidly near
0
. For example, it is reasonable to expect
L(j
0
) <
_

_
65.3
o
, if the slope of L = for
1
3

0
3
75.3
o
, if the slope of L = for
1
5

0
5
82.7
o
, if the slope of L = for
1
10

0
10.
The behavior of L(j) is particularly important near the crossover fre-
quency
c
, where [L(j
c
)[ = 1 since + L(j
c
) is the phase margin of
85
the feedback system. Further, the return dierence is given by
[1 + L(j
c
)[ = [1 + L
1
(j
c
)[ = 2

sin
+ L(j
c
)
2

,
which must not be too small for good stability robustness.
It is important to keep the slope of L near
c
not much smaller than
1 for a reasonably wide range of frequencies in order to guarantee some
reasonable performance.
L stable and nonminimum phase with RHP zeros: z
1
, z
2
, . . . , z
k
:
L(s) =
s + z
1
s + z
1
s + z
2
s + z
2

s + z
k
s + z
k
L
mp
(s)
where L
mp
is stable and minimum phase and [L(j)[ = [L
mp
(j)[. Hence
L(j
0
) = L
mp
(j
0
) +
k

i=1
j
0
+ z
i
j
0
+ z
i
=
1

d ln [L
mp
[
d
ln coth
[[
2
d +
k

i=1

j
0
+ z
i
j
0
+ z
i
,
which gives
L(j
0
) =
1

d ln [L[
d
ln coth
[[
2
d +
k

i=1

j
0
+ z
i
j
0
+ z
i
.
Since
j
0
+ z
i
j
0
+ z
i
0 for each i, a nonminimum phase zero contributes
an additional phase lag and imposes limitations on the rollo rate of the
open-loop gain. For example, suppose L has a zero at z > 0; then

1
(
0
/z) :=
j
0
+ z
j
0
+ z

0
=z,z/2,z/4
= 90
o
, 53.13
o
, 28
o
,
Since the slope of [L[ near the crossover frequency is, in general, no greater
than 1, which means that the phase due to the minimum phase part,
L
mp
, of L will, in general, be no greater than 90
o
, the crossover frequency
(or the closed-loop bandwidth) must satisfy

c
< z/2
86
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
90
80
70
60
50
40
30
20
10
0

0
/ |z|
p
h
a
s
e

1
(

0

/
z
)


(
i
n

d
e
g
r
e
e
)
Figure 0.11: Phase
1
(
0
/z) due to a real zero z > 0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
200
180
160
140
120
100
80
60
40
20
0

0
/ |z|

p
h
a
s
e

2

(

0

/

|
z
|

)


(
i
n

d
e
g
r
e
e
)
y/x=0.01 y/x=0.01
y/x=1
y/x=0.01
y/x=1 y/x=3
y/x=0.01
y/x=1 y/x=3
y/x=10
y/x=0.01
y/x=1 y/x=3
y/x=10
y/x=100
Figure 0.12: Phase
2
(
0
/[z[) due to a pair of complex zeros: z = x jy and x > 0
87
for closed-loop stability and some reasonable closed-loop performance.
Next suppose L has a pair of complex right-half zeros at z = x jy
with x > 0; then

2
(
0
/[z[) :=
j
0
+ z
j
0
+ z
j
0
+ z
j
0
+ z

0
=[z[,[z[/2,[z[/3,[z[/4

_
180
o
, 106.26
o
, 73.7
o
, 56
o
, 1(z) (z)
180
o
, 86.7
o
, 55.9
o
, 41.3
o
, 1(z) (z)
360
o
, 0
o
, 0
o
, 0
o
, 1(z) (z)
In this case we conclude that the crossover frequency must satisfy

c
<
_

_
[z[/4, 1(z) (z)
[z[/3, 1(z) (z)
[z[, 1(z) (z)
in order to guarantee the closed-loop stability and some reasonable closed-
loop performance.
88
Bodes Sensitivity Integral
Let p
1
, p
2
, . . . , p
m
be the open right-half plane poles of L
_

0
ln [S(j)[d =
m

i=1
1(p
i
) (0.3)
In the case where L is stable, the integral simplies to
_

0
ln [S(j)[d = 0 (0.4)
water bed eect:
1
|S(j

)|

+
Figure 0.13: Water bed eect of sensitivity function
Suppose
[S(j)[ < 1, [0,
l
]
Bandwidth constraints and stability robustness:
[L(j)[
M
h

1+
< 1, [
h
, )
max
[
l
,
h
]
[S(j)[ e

_
_
1

_
_

l
(1 )

h
(
h

l
)
where
=


m
i=1
1(p
i
)

l
.
The above lower bound shows that the sensitivity can be very signicant
in the transition band.
89
Poisson integral relation: Suppose L has at least one more poles than
zeros and suppose z = x
0
+ jy
0
with x
0
> 0 is a right-half plane zero of
L. Then
_

ln [S(j)[
x
0
x
2
0
+ ( y
0
)
2
d = ln
m

i=1

z + p
i
z p
i

(0.5)
Dene
(z) :=
_

l

l
x
0
x
2
0
+ ( y
0
)
2
d
Then
ln
m

i=1

z + p
i
z p
i

=
_

ln [S(j)[
x
0
x
2
0
+ ( y
0
)
2
d
( (z)) ln |S(j)|

+ (z) ln(),
which gives
|S(s)|

_
_
1

_
_
(z)
(z)
_
_
m

i=1

z + p
i
z p
i

_
_

(z)
90
Analyticity Constraints
Let p
1
, p
2
, . . . , p
m
and z
1
, z
2
, . . . , z
k
be the open right-half plane poles
and zeros of L, respectively.
S(p
i
) = 0, T(p
i
) = 1, i = 1, 2, . . . , m
and
S(z
j
) = 1, T(z
j
) = 0, j = 1, 2, . . . , k
Suppose S = (I+L)
1
and T = L(I+L)
1
are stable. Then p
1
, p
2
, . . . , p
m
are the right-half plane zeros of S and z
1
, z
2
, . . . , z
k
are the right-half plane
zeros of T. Let
B
p
(s) =
m

i=1
s p
i
s + p
i
, B
z
(s) =
k

j=1
s z
j
s + z
j
Then [B
p
(j)[ = 1 and [B
z
(j)[ = 1 for all frequencies and, moreover,
B
1
p
(s)S(s) H

, B
1
z
(s)T(s) H

.
Hence, by the maximum modulus theorem, we have
|S(s)|

=
_
_
_
_
B
1
p
(s)S(s)
_
_
_
_

[B
1
p
(z)S(z)[ = [B
1
p
(z)[
for any z with 1(z) > 0. Let z be a right-half plane zero of L; then
|S(s)|

[B
1
p
(z)[ =
m

i=1

z + p
i
z p
i

Similarly, one can obtain

|T(s)|

[B
1
z
(p)[ =
k

j=1

p + z
j
p z
j

where p is a right-half plane pole of L.

The weighted problem can be considered in the same fashion. Let W
e
be a weight such that W
e
S is stable. Then
|W
e
(s)S(s)|

[W
e
(z)[
m

i=1

z + p
i
z p
i

91
Now suppose W
e
(s) =
s/M
s
+
b
s +
b

, |W
e
S|

1, and z is a real right-half

plane zero. Then
z/M
s
+
b
z +
b

i=1

z p
i
z + p
i

=: 1,
which gives

z
1
(
1
M
s
) z(
1
M
s
)
bandwidth must be much smaller than the right-half plane zero.