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Optimal Design of Digital Anticipatory

Servomechanisms with Good Noise Immunity

Conference Paper · July 2016

DOI: 10.1109/NORBERT.2016.7547455

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 To appear in Proc. 2nd IEEE Conf. on Norbert Wiener in the 21st Century, Melb. Australia, July 13-15, 2016.
Optimal Design of Digital Anticipatory
Servomechanisms with Good Noise Immunity
Hugh L. Kennedy
School of Engineering
University of South Australia
Hugh.Kennedy@unisa.edu.au
Abstract—A frequency-domain approach to the design of
feedback controls for SISO systems is presented. The noise gain is
minimized, subject to a phase margin constraint. The controller is
expressed as a repeated-pole expansion, which reduces the
optimization to a quadratic problem and a linear system of
equations. PID+filter controls are produced as a limiting case.
Keywords—Cybernetics; Digital control; Optimal control
I. INTRODUCTION
In Chapter IV of [1], on feedback control systems, Wiener
envisages three servomechanism configurations. The input-
shaping structures described in [2],[3], where a “compensator”
is cascaded with a simple feedback loop containing the
“effector” (i.e. the plant), are modern-day examples of the first
configuration. The second servomechanism configuration uses a
“predictor” or an “anticipator” inside the feedback loop for a
phase lead, to compensate for the “lagging characteristics” of the
effector. A feedback structure incorporating online system
identification is described in the third configuration. On the
second approach, Wiener notes: “The conditions of stability and
effectiveness of anticipatory feedbacks need a more thorough
discussion than they have yet received”. In Chapter III of [1], on
estimation and communication, Wiener also notes: “The theory
of discrete time series is simpler in many respects than the theory
of the continuous series”; and later on, that: “The filters for
discrete time series are usually not so much physically
constructible devices to be used with an electric circuit as
mathematical procedures to enable statisticians to obtain the best
results with statistically impure data”.
Wiener did not live to witness the dawn of the digital age and
experience the extent to which computers, running the very
algorithms he foresaw, have infiltrated our everyday lives. Our
understanding of simple anticipatory compensators, such as
lag/lead networks and proportional-derivative (PD) controls is
also much improved [3][4][5][6][7]; however as noted in [7],
some unsolved problems remain, such as the minimization of
high-frequency sensor noise in digital implementations (see Fig.
1), which is particularly problematic when a large phase lead is
applied for high performance or robust stability. Relative to the
continuous-time case [3][8][9][10], this aspect of discrete-time
controller design has not received the attention that it deserves,
which is somewhat surprising, given the proliferation of digital
devices and systems in recent times. This may be because many
control engineers are satisfied with the discretization of
continuous-time designs. Indeed, when done appropriately, this
approach usually does result in satisfactory controls, for
adequate sampling rates [11]; however, if rigorous design
methodologies are used to carefully balance conflicting
requirements and specifications, an optimal design in
continuous time may be far from optimal in discrete time.
𝑑(𝑛)
𝑟(𝑛) 𝑒(𝑛) 𝑢(𝑛) 𝑦(𝑛)
+ 𝐻𝑒 (𝑧) 𝐻𝑢 (𝑧) +
𝑣(𝑛) 𝜀(𝑛)
−𝐻𝑦 (𝑧) +
Nomenclature:
𝑋(𝑧) = 𝒵{𝑥(𝑛)}, 𝑥(𝑛) = 𝒵 −1 {𝑋(𝑧)} and
𝐻𝑥𝑦 (𝑧) = 𝑌(𝑧)⁄𝑋(𝑧), i.e. the transfer fcn. for 𝑥(𝑛) → 𝑦(𝑛).
Some definitions for analysis/design:
𝐿(𝑧) = 𝐻𝑦 (𝑧)𝐻𝑒 (𝑧)𝐻𝑢 (𝑧) (Loop transfer function).
𝑆(𝑧) = 1⁄[1 + 𝐿(𝑧)] (Sensitivity function).
𝑇(𝑧) = 1 − 𝑆(𝑧) = 𝐿(𝑧)⁄[1 + 𝐿(𝑧)] (Complementary sensitivity).
Some specific relationships of interest:
𝐻𝑑𝑦 (𝑧) = 𝑆(𝑧), 𝐻𝜀𝑦 (𝑧) = −𝑇(𝑧).
For 𝐻𝑦 (𝑧) = 1: 𝐻𝑟𝑒 (𝑧) = 𝑆(𝑧), 𝐻𝑟𝑦 (𝑧) = 𝑇(𝑧).
𝐻𝑟𝑢 (𝑧) = 𝐻𝑒 (𝑧)⁄𝑆(𝑧) , 𝐻𝜀𝑢 (𝑧) = − 𝐻𝑦 (𝑧)𝐻𝑒 (𝑧)⁄𝑆(𝑧).
Fig. 1. Control-loop block-diagram with basic definitions. The continuous-
time signal 𝑣(𝑡) is sampled at times 𝑛𝑇𝑠 using an analogue-to-digital-to
converter (A2D) with a perfect anti-aliasing filter. The resulting discrete-time
signal is simply denoted here using 𝑣(𝑛). The continuous-time plant 𝐻𝑢 (𝑠) is
connected to 𝐻𝑒 (𝑧) via a digital-to-analogue converter (D2A) with a zero-order
hold. The A2D and D2A are perfectly synchronized; furthermore, the onset
times of all inputs are assumed to be an integer multiple of 𝑇𝑠 .
A. Frequency-domain vs. state-space controller design
The emphasis here on low-order digital controls is less to do
with constraints imposed by computing resources and more to
do with plant model uncertainty. When a system is only partially
understood, the safest approach is to model partially-known
low-frequency dynamics using a low-order approximation and
to aim for a high degree of robustness to ensure that unknown
high-frequency dynamics do not yield instability or poorly
damped oscillations in the closed-loop system. Reasonable plant
models can usually be constructed using limited empirical data
or approximate ab-initio calculations; and in some cases,
intuition may be adequate. As noted by Weiner (and Horowitz
[12]), feedback is not required if the characteristics of the plant
are constant and known with certainty (in the absence of
disturbances) and an open-loop strategy with a compensator
cascaded with the effector is sufficient, indeed it may be
 To appear in Proc. 2nd IEEE Conf. on Norbert Wiener in the 21st Century, Melb. Australia, July 13-15, 2016.
preferable in some cases because it avoids the main “cost of
feedback”, which is primarily the aforementioned problem of
measurement noise amplification [12]. Thus imperfect models
should not be feared in sufficiently robust servomechanism
designs because the resulting tracking errors are removed over
time via feedback.
Following the pioneering works of Bode and Horowitz, and
the more recent discussions in [13][14], a frequency-domain
design approach, using the loop transfer function 𝐿(𝑧) , is
adopted here (see Fig. 1). Set against a backdrop of ever-
growing enthusiasm for the “modern” state-space design
techniques, and decreasing interest in “classical” frequency-
domain techniques, Horowitz questions the use of the so-called
modern methods, particularly for single-input/single-output
(SISO) plants [12]. Horowitz raises the issue of an over-reliance
of state-space techniques on the model (this issue is also raised
in [14]). Even if robustness issues are carefully addressed, using
more recently-developed techniques to find ℋ∞ solutions, the
model is effectively counted twice because it is used firstly to
estimate the plant’s internal states (via an observer) then again
to determine the appropriate plant input from the states. In
contrast, the so-called classical methods, focus on what is
directly measurable and manipulable, using analogue or digital,
infinite- or finite-impulse response (IIR or FIR), filter
realizations.
B. ℋ2-norm vs. ℋ∞-norm controller design
Wiener (along with Hopf and Kalman) pioneered the
development of ℋ2 -norm problems, that seek to minimise
mean-squared errors, in Linear Quadratic Gaussian (LQG)
optimal control. This approach was well suited to the new and
challenging aerospace problems of that era, which involved
inertial plants with well-modelled ballistic properties, perturbed
by random disturbances that are approximately white Gaussian
noise [15]. Since then, ℋ∞ -norm problems, that seek to
minimize worst-case absolute errors, have proven to be more
useful because they yield robust controls that are better able to
accommodate the high degree of model uncertainty that is
associated with complex terrestrial systems [15][16].
A popular form of the ℋ∞ (SISO) feedback control problem
is stated as follows: Optimize robust performance (which
implies robust stability and nominal performance) by finding a
controller that minimizes ‖𝑈(𝜔)‖∞ and ensures that 𝑈(𝜔) < 1
for all 𝜔, where 𝑈(𝜔) = |𝑊𝑆 (𝜔)𝑆(𝜔)| + |𝑊𝑇 (𝜔)𝑇(𝜔)| with
𝑊𝑆 and 𝑊𝑇 being arbitrary weighting functions [17][18].
Unfortunately, this problem is not easy to solve, although it may
be re-stated in simpler ways to facilitate the discovery of
approximate solutions or the production of simple PID controls
[16][17][19].
C. Summary of the proposed approach
The controller design problem described in this paper
involves the minimization of a frequency-domain ℋ2-norm (of
the weighted loop-transfer function) for good noise immunity;
subject to an equality constraint (on the phase margin) for
reasonably robust stability and satisfactory transient-response
performance. The main technical contribution of this paper is the
expression of the solution as a repeated pole expansion in the
complex 𝑧 domain, which allows a quadratic optimization
problem to be simply solved via the inverse of a small square
matrix. Furthermore, as recommended in [14], the method
reduces to a point-response matching method (PRM) as a
limiting case, which yields discrete proportional-derivative-
integral (PID), PI & PD controls with an integrated low-pass
filter (+F). The proposed approach provides sufficient flexibility
to balance the various trade-offs associated with controller
designs in a rigorous way, with sufficient simplicity to permit
solutions to be found without difficulty, thus it may be used by
practitioners who do not have time to establish and customize
dedicated solver apparatus.
II. FORMULATION
When a low-order lag/lead or PD+F controller is expected to
be sufficient to achieve the required design objectives, the
discrete-time (pulsed) transfer-function of a one degree-of-
freedom (1-DOF) controller 𝐻𝑐 (𝑧), is expressed in the complex
𝑧-domain as
𝑧
𝑘
𝐻𝑐 (𝑧) = ∑𝐾𝑘=1 𝑐𝑘 (𝑧−𝑝 ) (1a)
𝑓
which may be factored in causal form as
𝐻𝑐 (𝑧) = 𝐻IIR (𝑧)𝐻FIR (𝑧) where (1b)
𝐾
1
𝐻IIR (𝑧) = ( ) and (1c)
1−𝑝𝑓 𝑧 −1
𝐻FIR (𝑧) = ∑𝐾−1
𝑘=0 ℎ𝑘 𝑧
−𝑘
. (1d)
This basis set was chosen because of its relationship with the
discrete Laguerre polynomials, which are known for their utility
in the analysis and representation of low-frequency phenomena
over short time scales [6]. The FIR filter coefficients ℎ𝑘 and the
expansion coefficients 𝑐𝑘 are related via a partial-fraction
expansion of (1b) in non-causal form. Its frequency response
𝐻𝑐 (𝜔), is evaluated using
𝐻𝑐 (𝜔) = 𝐻𝑐 (𝑧)|𝑧=𝑒 𝑖𝜔 = 𝐻𝑐 (𝑒 𝑖𝜔 ) (2)
where 𝑖 is the imaginary unit (𝑖 = √−1) and 𝜔 is the angular
frequency (radians per sample). To simplify notation, frequency
responses 𝐻(𝑒 𝑖𝜔 ) are abbreviated here using 𝐻(𝜔). The noise
gain (NG𝐿 ) of the loop transfer function 𝐿(𝑧) = 𝐻𝑐 (𝑧)𝐻𝑢 (𝑧),
weighted using 𝑊𝐿 (𝜔), is
+𝜋
1
NG𝐿 = 2𝜋 ∫−𝜋 |𝑊𝐿 (𝜔)𝐿(𝜔)|2 𝑑𝜔 = 1
‖𝑊𝐿 (𝜔)𝐿(𝜔)‖2 . (3)
2𝜋
Using (1a) in (3) yields
NG𝐿 = 𝒄T 𝑺𝒄 where (4a)
𝒄 is a 𝐾 × 1 vector containing the coefficients 𝑐𝑘 and
𝑺 is a 𝐾 × 𝐾 positive semi-definite matrix with elements
1 +𝜋
𝑆𝑘2,𝑘1 = 2𝜋 ∫−𝜋 𝑊𝐿 (𝜔)𝛷𝑘∗ 2 (𝜔)𝛷𝑘1 (𝜔)𝑑𝜔. (4b)
(The [∙]∗ operator represents complex conjugation and [∙]T is a
transpose operation.) Evaluation of this integral, and the
controller tuning process, are simplified somewhat if the
weighting function is a binary piecewise constant
 To appear in Proc. 2nd IEEE Conf. on Norbert Wiener in the 21st Century, Melb. Australia, July 13-15, 2016.

0, 0 ≤ |𝜔| < 𝜔𝑐 ensures the transferal of the desired properties to the various
𝑊𝐿 (𝜔) = { . (5) transfer functions of the closed-loop system (see Fig. 1). Stating
1, 𝜔𝑐 ≤ |𝜔| ≤ 𝜋
the optimization problem in this way (in addition to making it
These inner/outer domains are the signal/noise bands, easy to solve) allows a reasonable degree of performance and
respectively. The 𝜔𝑐 parameter defines the “available robustness to be attained, for a stable closed-loop system. This
bandwidth” of the loop [13]. Frequencies above this threshold is achieved by cutting low-frequency sensitivity (in the near-dc
are either: corrupted by sensor noise, beyond the capabilities of region of the signal band) to meet the phase-margin specification
the actuator, and/or suspected to contain unknown (possibly and tracking-error requirements, while ensuring that high-
non-linear) plant dynamics. This high frequency region is frequency sensitivity (in the noise band) is as flat and as close to
therefore assumed to contain no useful/meaningful information unity as possible. Using 𝜔g ≪ 𝜔c ensures that no attempt is
for feedback control purposes, thus input signals in the noise made to flatten the sensitivity peak at low-to-mid frequencies (at
band should ideally pass through the closed-loop system as if it the upper end of the signal band), which would be in defiance of
were an open-loop system (i.e. unity sensitivity).
Bode’s integral theorem. However, peak sensitivity may be
Substitution of (5) into (4b), and utilizing real symmetry and reduced for improved stability, at the expense of a longer
imaginary anti-symmetry around 𝜔 = 0, yields transient response, by either increasing sensitivity at the low end
1 𝜋
of the signal band, and/or by increasing sensitivity over the
𝑆𝑘2,𝑘1 = 𝜋 Re [∫𝜔 𝛹𝑘∗2 (𝜔)𝛹𝑘1 (𝜔)𝑑𝜔] with (6a) entire high-frequency noise band, in accordance with Bode’s
𝑐
integral theorem. These considerations highlight the fact that
𝑘
𝑒 𝑖𝜔 controller design is essentially a zero-sum ‘game’ [13].
𝛹𝑘 (𝜔) = ( ) 𝐻𝑢 (𝑒 𝑖𝜔 ). (6b)
𝑒 𝑖𝜔 −𝑝
B. Extra constraints and limiting cases
(The Re[∙] operator extracts the real part of the complex
Additional equality constraints on 𝐿(𝜔) may be applied if
argument.) The non-zero lower limit of 𝜔𝑐 ensures that any
desired/required. For instance: constraining 𝐿(𝜔)|𝜔=0 to equal
singularities at 𝜔 = 0, due to plant (or controller) integrators, a finite real constant (in the absence of integrators); or using
are avoided. It also means that rapid changes in the integrand
due to severe low-pass filtering (using 𝑝𝑓 → 1 in the controller) Re [ lim 𝐿(𝜔)] = 0 , may help to promote stable solutions for
𝜔→0
are tolerated. In the absence of plant integrators, a ℎ𝐼 ⁄(1 − 𝑧 −1 ) some plants.
term may be added to the summation in (1a), for a PID+F-type Use of 𝐾 = 2 reduces (9a) to (9b), for a PD+F controller,
controller, where ℎ𝐼 is a fixed coefficient, or an unknown to be designed using a one-point PRM
determined.
1 2
Specification of the desired phase margin 𝜙𝑚 at 𝜔g , where 𝐻𝑐 (𝑧) = (1−𝑝𝑧 −1 ) (ℎ0 + ℎ1 𝑧 −1 ). (10a)
𝜔g is the gain crossover frequency, such that |𝐿(𝜔g )| = 1 and
Similarly, if 𝐾 = 1 and a discrete integrator (i.e. an
∠𝐿(𝜔g ) = 𝜋 + 𝜙𝑚 , means that accumulator) is appended to the sum in (1a), a PI+F controller
𝐿(−𝜔g ) = 𝑒 −𝑖(𝜋+𝜙𝑚 ) and 𝐿(+𝜔g ) = 𝑒 +𝑖(𝜋+𝜙𝑚) . (7) is produced
1 ℎ
Using (1a) in (7) yields 𝐻𝑐 (𝑧) = (1−𝑝𝑧 −1 ) ℎ0 + 1−𝑧𝐼−1. (10b)
𝒍 = 𝑱𝒄 where (8a) If 𝐾 = 2 is instead used to derive the PI+F controller along with
−𝑖(𝜋+𝜙𝑚 ) an additional 𝐿(𝜔)|𝜔=𝜋 = 0 constraint, for a Nyquist null to
𝒍 = [𝑒 +𝑖(𝜋+𝜙 ) ] and (8b) reduce high-frequency noise, the optimization reduces to a two-
𝑒 𝑚
point PRM (at 𝜔 = ±𝜔g and 𝜔 = 𝜋) and a PID+F controller
𝑱 is a 2 × 𝐾 matrix, with the first and second rows containing results
the elements 𝛹𝑘 (−𝜔g ) and 𝛹𝑘 (+𝜔g ) respectively, where 2
1 ℎ
𝛹𝑘 (𝜔) is defined in (6b). 𝐻𝑐 (𝑧) = (1−𝑝𝑧 −1 ) (ℎ0 + ℎ1 𝑧 −1 ) + 1−𝑧𝐼−1. (10c)
Minimization of NG𝐿 in (4) subject to the phase-margin If backwards differences are used to derive the discrete D and I
equality constraint in (8), with 𝐾 > 2 , is solved using the operators, and if the two 1st-order low-pass filters are cascaded
method of Lagrange multipliers 𝝀, i.e. with both the P and D terms, instead of the more common form
−𝟏 with a single low-pass filter cascaded with the D term, (10c) may
𝒄 𝑺 𝑱T
[ ]=( ) [𝟎] or (9a) be expressed in a parallel PID+F form
𝝀 𝑱 𝟎 𝒍
1 2 1−𝑧 −1 𝑇𝑠
𝒄 = 𝑱−𝟏 𝒍 when 𝐾 = 2. (9b) 𝐻𝑃𝐼𝐷 (𝑧) = (1−𝑝𝑧 −1 ) (𝐾𝑃 + 𝐾𝐷 𝑇𝑠
) + 𝐾𝐼
1−𝑧 −1
(10d)
A. Shaping the sensitivity function where
SISO design methods that focus directly on 𝑇(𝑧) , e.g.
𝐾𝑃 = ℎ0 + ℎ1, 𝐾𝐷 = −𝑇𝑠 ℎ1 and 𝐾𝐼 = ℎ𝐼 ⁄𝑇𝑠 . (10e)
polynomial methods, tend to emphasize the end (i.e.
performance) rather than the means by which it is achieved
[11][20]. Even though 𝐿(𝜔) is the object of the optimization
used here, the simple relationship between 𝐿(𝜔) and 𝑆(𝜔)
 To appear in Proc. 2nd IEEE Conf. on Norbert Wiener in the 21st Century, Melb. Australia, July 13-15, 2016.
C. 1-DOF and 2-DOF configurations
The controls defined in (1a) and (10) may all be simply
implemented in a 1-DOF configuration using 𝐻𝑒 (𝑧) = 𝐻𝑐 (𝑧)
and 𝐻𝑦 (𝑧) = 1 (see Fig. 1). However, the poles of the various
closed-loop transfer functions between any two points around
the loop are uniquely determined by 𝐿(𝑧), i.e. the roots of 1 +
𝐿(𝑧). Thus the 𝐻𝑦 (𝑧)𝐻𝑒 (𝑧) product in 𝐿(𝑧) may be arranged to
change the zeros of the closed-loop transfer functions, without
changing their poles. Therefore, the generic controller structure
in (1a) or the PD+F controller in (10a), i.e. without an integrator,
may be factored to fine tune the responses of these transfer
functions, according to design priorities.
A 2-DOF configuration with 𝐻𝑦 (𝑧) = 𝐻FIR (𝑧)⁄𝐾dc and
𝐻𝑒 (𝑧) = 𝐾dc 𝐻IIR(𝑧), where 𝐾dc = 𝐻FIR(𝜔)|𝜔=0 is particularly
useful. The high-frequency gain of 𝐻𝑟𝑢 (𝜔) is decreased by
placing the low-pass IIR filter (with a phase lag) in the forward
path and the high-pass FIR filter (with a phase-lead) in the
backward path. This arrangement avoids actuator (hyper-)
activity, which may be a problem when the sampling frequency
(𝐹𝑠 = 1⁄𝑇𝑠 ) is very high and a large phase lead is applied (see
[21] for an alternative mixed ℋ1, ℋ2, & ℋ∞ formulation of this
problem). This 2-DOF arrangement also increases the high-
frequency gain of 𝐻𝑑𝑒 (𝜔); however, this is inconsequential if
machine precision is sufficient, because 𝑒(𝑛) not a physical
signal, it is just a number in a computer. Other transfer functions
around the loop, with 𝐻𝑦 (𝑧)𝐻𝑒 (𝑧) products, e.g. 𝐻𝑟𝑦 (𝑧) and
𝐻𝜀𝑢 (𝑧), or with unity factors, e.g. 𝐻𝑑𝑦 (𝑧) or 𝐻𝑟𝑒 (𝑧), in the
numerator, are of course not impacted. Even when plant
dynamics are slow, it will be shown that oversampling may be
employed as a strategy to reduce sensor noise, with an
appropriately configured controller: using a narrow bandwidth
with 𝜔g → 0, to lengthen the transient response of 𝐻𝑟𝑦 (𝑧); and
a very low-pass filter with 𝑝 → 1, to decrease the bandwidth of
𝐻IIR (𝜔).
III. ILLUSTRATION OF THE PRINCIPAL DESIGN CONCEPTS
During the World War II period, Wiener immersed himself
in the problem of anticipatory anti-aircraft fire-control filters, in
man-in-the-loop configurations, realized using analogue
electronics. This effort led to the famous filter that now bears his
name. The example considered in this section, is an idealized
abstraction, of just one element of that problem. It is used to
illustrate the characteristics of the proposed controller design
method. Like Wiener’s filter, an ℋ2-norm problem is posed and
solved via the frequency domain; however, a man-at-the-loop
system is considered here for digital implementation. The
following second-order plant, is used as a crude model of turret
dynamics: 𝐻𝑢 (𝑠) = 𝐾𝑢 𝑒 −𝑠𝜏𝑢 ⁄[𝑠(𝑠 + 𝑝𝑢 )]. It is a reasonable model
for inertial systems, with a force input and a position output, that
are subject to dissipative forces, e.g. drag or friction, as specified
by the 𝑝𝑢 parameter. It is an example of a lag system with a
delay of 𝜏𝑢 seconds that requires lead compensation. Values of
𝐾𝑢 = 10, 𝑝𝑢 = 0.01 and 𝜏𝑢 = 0.01 were used here.
In order of decreasing priority, the closed-loop design
objectives are: 1) robust stability (i.e. robustness), as quantified
by the gain margin and the modulus margin; 2) immunity to
sensor noise amplification, as quantified by ‖𝑊𝐿 (𝜔)𝑇(𝜔)‖2; 3)
transient-response and steady-state response performance, as
might be quantified using time-domain ℋ2 -norms involving
various inputs, e.g. 𝑟(𝑡) or 𝑑(𝑡), and signals of interest in the
loop, e.g. 𝑢(𝑡) or 𝑦(𝑡). Unfortunately, for a given sampling rate,
an improvement in one of the areas is usually achieved at the
expense of the other two; however, it will be shown that controls
designed using the proposed method may be readily configured
to achieve a satisfactory compromise. The various controller
configs. (A-G) are described in Table I; the corresponding
closed-loop metrics are defined and presented in Table II.
The responses of various discrete-time transfer functions
around the loop, as a function of normalized frequency 𝑓 =
𝜔⁄2𝜋 (cycles per sample), are also plotted in Fig. 2 - Fig. 5 for
selected controller configurations. Note that for 𝜙𝑚 = 60°, an
equilateral triangle is formed in the Nyquist diagram, with
|𝐿(𝜔g ) + 1| = |𝐿(𝜔g )| = |1|, thus |𝐿(𝜔g )| = |𝑆(𝜔g )| = |𝑇(𝜔g )| =
0 dB in Fig. 2, Fig. 3 & Fig. 5. Magnitude responses of 𝐻𝜀𝑦 (𝜔)
and 𝐻𝜀𝑢 (𝜔) are plotted in Fig. 3. Note that |𝐻𝜀𝑦 (𝜔)| = 𝑇(𝜔) for
any 𝐻𝑦 (𝑧) and |𝐻𝜀𝑦 (𝜔)| = |𝐻𝑟𝑦 (𝜔)| if 𝐻𝑦 (𝑧) = 1 . Unlike
𝐻𝜀𝑢 (𝜔), which is of practical interest, 𝐻𝜀𝑦 (𝜔) is independent of
the plant gain 𝐾𝑢 , which was arbitrarily selected here; thus
𝐻𝜀𝑦 (𝜔) is used to generate the immunity metric.
TABLE I. CONTROLLER CONFIGURATION AND DESIGN RATIONALE
A 𝑇𝑠 = 0.01 , 𝐾 = 2, 𝜙𝑚 = 60° @ 𝜔g = 2𝜋𝑇𝑠 for good performance,
i.e. tracking of reference inputs 𝑟(𝑛) and rejection of disturbance
inputs 𝑑(𝑛). The type-I plant ensures a zero steady-state error for step
inputs, if the closed-loop system is stable. For good robustness and
moderate immunity: 𝜔c = 2𝜋 × 0.1 (𝜔c > 𝜔g ) and 𝑝𝑓 = 1⁄8 . In a
1-DOF config.
B As above but with 𝑝𝑓 = 1⁄2 for improved immunity, at the expense
of robustness and performance.
C As above but with 𝐾 = 3 for further immunity improvement.
Increasing 𝑝𝑓 further is counterproductive because the lag introduced
by 𝐻IIR (𝑧) is too large to be overcome by the lead due to 𝐻FIR (𝑧).
D As above but with 𝐾 = 4 for further immunity improvement.
E Oversampling. As above but with 𝑇𝑠 = 0.001 and 𝑝𝑓 = 3⁄4 for
improved robustness, performance and immunity.
F As above but in a 2-DOF config. to decrease the high-frequency gain
of 𝐻𝑟𝑢 (𝜔) . ‖𝑊𝐿 (𝜔)𝐻𝑟𝑢 (𝜔)‖2 decreases from 8.81 dB to
−41.04 dB dB. This reduces |𝑢(𝑛)|, or the so-called derivative
“kick” for a step input [11]. ‖𝑊𝐿 (𝜔)𝐻𝑟𝑦 (𝜔)‖2 correspondingly
decreases from −97.16 dB to −135.47 dB , which results in
increased transient-response damping.
G As for Config. B, but designed for a zero steady-state tracking-error
for ramp reference inputs. An integrator is added and 𝜔c = 2𝜋𝑇𝑠 ×
0.1 is used (𝜔c < 𝜔g ). These changes increase the gain of 𝐿(𝜔) in
the near-dc region of the signal band.
H Oversampling. As above but with 𝑇𝑠 = 0.001 and 𝑝𝑓 = 3⁄4 for
improved robustness, performance and immunity. See Fig. 5.
 To appear in Proc. 2nd IEEE Conf. on Norbert Wiener in the 21st Century, Melb. Australia, July 13-15, 2016.
TABLE II. CLOSED-LOOP DESIGN METRICS FOR THE VARIOUS CONTROLLER CONFIGURATIONS

Config. ‖𝑾𝑳 (𝝎)𝑳(𝝎)‖𝟐 ‖𝑾𝑳 (𝝎)𝑻(𝝎)‖𝟐 𝒒𝒄 a 𝑲𝒎 b 𝑹𝒎 b 𝒚𝒑 c 𝒕𝒑 c 𝒕𝐬 c

(dB) (dB) (samples) (s) (s)
A -31.31 -30.89 -38.87 13.01 0.88 1.22 0.52 1.23
B -37.69 -37.52 -54.03 9.11 0.8 1.19 0.52 1.51
C -41.67 -41.7 -82.78 5.99 0.74 1.15 0.5 1.98
D -52.46 -52.49 -178.06 4.71 0.69 1.1 0.43 2.8
E -97.16 -97.16 -391.53 12.23 0.87 1.22 0.53 1.25
F -97.16 -97.16 -391.53 12.23 0.87 1.02 1.25 0.9
G 0.32 -13.38 -55.16 9.01 0.8 1.2 0.53 1.62
H 2.2 -22.98 -355.42 17.44 0.91 1.23 0.53 1.2
a. Group delay of 𝐻 (𝜔) at the dc limit, for lag/lead components (i.e. PD+F terms only; I terms in configs G & H are ignored in this calculation). A low-frequency phase-lead is applied in all cases.
𝑐

b. Stability margins: For 𝜙 = 60°; 𝐾 is the gain margin (a linear factor); 𝑅 is the modulus margin. 𝑅 = 1⁄‖𝑆 (𝜔)‖ , i.e. the shortest distance from the -1 point to the 𝐿(𝜔) curve in a Nyquist diagram.
𝑚 𝑚 𝑚 𝑚 ∞

c. Performance parameters: Transient response of 𝐻 (𝑧), for a unit step input starting at 𝑡 = 0; 𝑦 is the peak output at 𝑡 ; 𝑡 is the settling time. Configs. G & H are tuned for ramp reference tracking.
𝑟𝑦 𝑝 p s

Fig. 4. Frequency response of controller 𝐻𝑐 (𝑧) = 𝐻𝑦 (𝑧)𝐻𝑒 (𝑧) . High mid-

Fig. 2. Magnitude response of 𝐿(𝜔) and 𝑆(𝜔). Magnitudes at 𝜔g and 𝜔c are
frequency gain is essential to provide the required low-frequency phase lead
marked using circles and squares respectively. For step-input tracking, using
for the desired level of performance and robustness. For low-order controls
𝜔g ≪ 𝜔c permits the formation of a taller sensitivity peak, to offset cuts at low
(𝐾 = 2) this elevated gain extends over the entire high-frequency noise band
frequencies.
(lines A & B). Using high-order noise-minimized controls (𝐾 > 2) attenuates
this superfluous high-frequency gain in different ways (lines C & D).

Fig. 3. Magnitude response of 𝐻𝜀𝑦 (𝜔) (solid lines) and 𝐻𝜀𝑢 (𝜔) (dotted lines).
Inset shows the low-frequency region around 𝑇(𝜔g ) = 1. Immunity (to noise,
in the mid-to-high frequency range) is improved by increasing 𝑝𝑓 & 𝐾. Using
𝐾 = 4 places a complex pair of closed-loop zeros on the unit circle in the noise
band (line D).
Fig. 5. Magnitude response of 𝐿(𝜔), 𝑆(𝜔) & 𝑇(𝜔). Magnitudes at 𝜔g and
𝜔c are marked using circles and squares respectively. For ramp-input tracking,
using 𝜔c ≪ 𝜔g allows wider and deeper sensitivity cuts at low frequencies, to
be offset by the formation of a broader peak which degrades immunity, rather
than a taller peak, which would degrade robustness.
 To appear in Proc. 2nd IEEE Conf. on Norbert Wiener in the 21st Century, Melb. Australia, July 13-15, 2016.
IV. COMPARISON, DISCUSSION AND CONCLUSION
Given the elegance of the PRM concept [22], it is surprising
that so many instantiations result in complicated expressions
involving transcendental and/or irrational functions that do not
necessarily have simple closed-form solutions [23][24][25][26].
This is due to the use of analytic/geometric reasoning that begins
with a model of a particular mathematical form
[25][26][27][28]. The first-order lag-system with dead time is a
common choice due to its simplicity and ubiquity, i.e. 𝐻𝑢 (𝑠) =
𝐾𝑢 𝑒 −𝑠𝜏𝑢 ⁄(𝑠 + 𝑝𝑢 ) [27][28]; with unstable forms the focus of
more recent research [26]. For this plant (with 𝐾𝑢 = 10.0, 𝑝𝑢 =
1.0, 𝜏𝑢 = 0.01and 𝑇𝑠 = 0.01) the proposed method (with an
integrator) was compared other PRMs; namely [23][27][28] and
the “modified Zeigler-Nichols” method in [22]. All methods
gave reasonable results; however, the following points are worth
noting: 1) The other PRMs do not include a filter for increased
immunity [22]-[28]; however, all design processes could
conceivably operate on a modified plant 𝐻 ̅𝑢 (𝑠) = 𝐹(𝑠)𝐻𝑢 (𝑠),
where 𝐹(𝑠) is a low-pass unit that is realized inside the
controller. 2) All of the other PRMs cited above are designed in
continuous time [22]-[28]. After discretization, the achieved
phase margin is only approximately equal to the specified phase
margin (60° in all cases); however, the discrepancy decreases as
𝑇𝑠 decreases. 3) The internal-model-control method in [28]
sacrifices robustness and immunity to produce a high-
performance controller with a very fast response; however, due
its relationship with the Smith predictor it is able to produce
stable controllers in cases where 𝜏𝑢 ⁄𝑇𝑠 ≫ 1. 4) The proposed
method is not restricted to plants of a particular form. Other
(second-order) plants were also examined, e.g. the double
integrator, a low-frequency oscillator, an unstable inverted
pendulum model, and a stable plant with repeated real poles. In
all cases, for all combinations of the 𝑇𝑠 = 0.01 & 𝑇𝑠 = 0.01 and
𝑝𝑢 = 10.0 & 𝑝𝑢 = 0.01 parameters, stable controls were
attained after careful analysis and tuning. 5) Like the proposed
method, none of the other PRMs guarantee stability; however,
this is the price that is paid for simplicity. Imposing stability
constraints on the solution greatly complicates the problem [26];
however, multiple iterations are not required to find a stable
causal controller.
In summary, it would appear that the proposed method,
inspired by pioneering work of Norbert Wiener, is the perfect
compromise between the flexibility and rigour of optimal ℋ2
methods on the one hand, and the simplicity and practicality of
PRMs on the other. Optimal continuous-time design techniques
usually focus on the robustness/performance trade-off; however,
the issue of (noise) immunity cannot be ignored in discrete-time
systems. The proposed method specifically addresses this issue.
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