129
EL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control KTH, Stockholm, Sweden

EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

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Page 1: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2620 Nonlinear Control

Lecture notesKarl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen

This revision December 2011

Automatic ControlKTH, Stockholm, Sweden

Page 2: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control
Page 3: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

Preface

Many people have contributed to these lecture notes in nonlinear control.Originally it was developed by Bo Bernhardsson and Karl Henrik Johansson,and later revised by Bo Wahlberg and myself. Contributions and commentsby Mikael Johansson, Ola Markusson, Ragnar Wallin, Henning Schmidt,Krister Jacobsson, Bjorn Johansson and Torbjorn Nordling are gratefullyacknowledged.

Elling W. JacobsenStockholm, December 2011

Page 4: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control
Page 5: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

EL2

620

Non

linea

rC

ontr

olA

utom

atic

Con

trol

Lab,

KTH

•D

ispo

sitio

n7.

5cr

edits

,lp

2

28h

lect

ures

,28h

exer

cise

s,3

hom

e-w

orks

•In

stru

ctor

sE

lling

W.J

acob

sen,

lect

ures

and

cour

sere

spon

sibl

[email protected]

PerH

agg,

Farh

adFa

rokh

i,te

achi

ngas

sist

ants

[email protected]

,[email protected]

Han

naH

olm

qvis

t,co

urse

adm

inis

tratio

[email protected]

STE

X(e

ntra

nce

floor

,Osq

ulda

sv.

10),

cour

sem

ater

ial

[email protected]

Lect

ure

11

EL2

620

2011

Cou

rse

Goa

l

Topr

ovid

epa

rtic

ipan

tsw

itha

solid

theo

retic

alfo

unda

tion

ofno

nlin

ear

cont

rols

yste

ms

com

bine

dw

itha

good

engi

neer

ing

unde

rsta

ndin

g

You

shou

ldaf

tert

heco

urse

beab

leto

•un

ders

tand

com

mon

nonl

inea

rcon

trolp

heno

men

a

•ap

ply

the

mos

tpow

erfu

lnon

linea

rana

lysi

sm

etho

ds

•us

eso

me

prac

tical

nonl

inea

rcon

trold

esig

nm

etho

ds

Lect

ure

12

EL2

620

2011

EL2

620

Non

linea

rC

ontr

ol

Lect

ure

1

•Pra

ctic

alin

form

atio

n

•Cou

rse

outli

ne

•Lin

earv

sN

onlin

earS

yste

ms

•Non

linea

rdiff

eren

tiale

quat

ions

Lect

ure

13

EL2

620

2011

Toda

y’s

Goa

l

You

shou

ldbe

able

to

•D

escr

ibe

dist

inct

ive

phen

omen

ain

nonl

inea

rdyn

amic

syst

ems

•M

athe

mat

ical

lyde

scrib

eco

mm

onno

nlin

earit

ies

inco

ntro

lsy

stem

s

•Tr

ansf

orm

diffe

rent

iale

quat

ions

tofir

st-o

rder

form

•D

eriv

eeq

uilib

rium

poin

ts

Lect

ure

14

Page 6: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Cou

rse

Info

rmat

ion

•A

llin

foan

dha

ndou

tsar

eav

aila

ble

atth

eco

urse

hom

epag

eat

KTH

Soc

ial

•C

ompu

lsor

yco

urse

item

s

–3

hom

ewor

ks,h

ave

tobe

hand

edin

ontim

e(w

ear

est

ricto

nth

is!)

–5h

writ

ten

exam

onD

ecem

ber1

120

12

Lect

ure

15

EL2

620

2011

Mat

eria

l

•Te

xtbo

ok:

Kha

lil,N

onlin

earS

yste

ms,

Pre

ntic

eH

all,

3rd

ed.,

2002

.O

ptio

nalb

uthi

ghly

reco

mm

ende

d.

•Le

ctur

eno

tes:

Cop

ies

oftra

nspa

renc

ies

(from

prev

ious

year

)

•E

xerc

ises

:C

lass

room

and

hom

eex

erci

ses

•H

omew

orks

:3

com

pute

rexe

rcis

esto

hand

in(a

ndre

view

)

•S

oftw

are:

Mat

lab

Alte

rnat

ive

text

book

s(d

ecre

asin

gm

athe

mat

ical

rigou

r):

Sas

try,

Non

linea

rSys

tem

s:A

naly

sis,

Sta

bilit

yan

dC

ontro

l;V

idya

saga

r,N

onlin

earS

yste

ms

Ana

lysi

s;S

lotin

e&

Li,A

pplie

dN

onlin

earC

ontro

l;G

lad

&Lj

ung,

Reg

lert

eori,

flerv

aria

bla

och

olin

jara

met

oder

.O

nly

refe

renc

esto

Kha

lilw

illbe

give

n.

Two

cour

seco

mpe

ndia

sold

byS

TEX

.

Lect

ure

16

EL2

620

2011

Cou

rse

Out

line

•In

trod

uctio

n:no

nlin

earm

odel

san

dph

enom

ena,

com

pute

rsi

mul

atio

n(L

1-L2

)

•Fe

edba

ckan

alys

is:

linea

rizat

ion,

stab

ility

theo

ry,d

escr

ibin

gfu

nctio

ns(L

3-L6

)

•C

ontr

olde

sign

:co

mpe

nsat

ion,

high

-gai

nde

sign

,Lya

puno

vm

etho

ds(L

7-L1

0)

•A

ltern

ativ

es:

gain

sche

dulin

g,op

timal

cont

rol,

neur

alne

twor

ks,

fuzz

yco

ntro

l(L1

1-L1

3)

•S

umm

ary

(L14

)

Lect

ure

17

EL2

620

2011

Line

arS

yste

ms

Defi

nitio

n:Le

tMbe

asi

gnal

spac

e.Th

esy

stem

S:M

!M

islin

eari

ffor

allu

,v"

Man

d!

"R

S(!

u)

=!S

(u)

scal

ing

S(u

+v)

=S

(u)+

S(v

)su

perp

ositi

on

Exa

mpl

e:Li

near

time-

inva

riant

syst

ems

x(t

)=

Ax(t

)+

Bu(t

),y(t

)=

Cx(t

),x(0

)=

0

y(t

)=

g(t

)"

u(t

)=

!t

0

g(#

)u(t

##)d

#

Y(s

)=

G(s

)U(s

)

Not

ice

the

impo

rtan

ceto

have

zero

initi

alco

nditi

ons

Lect

ure

18

Page 7: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Line

arS

yste

ms

Hav

eN

ice

Pro

pert

ies

Loca

lsta

bilit

y=gl

obal

stab

ility

Sta

bilit

yif

alle

igen

valu

esof

A(o

rpo

les

ofG

(s))

are

inth

ele

ftha

lf-pl

ane

Sup

erpo

sitio

nE

noug

hto

know

ast

ep(o

rim

puls

e)re

spon

se

Freq

uenc

yan

alys

ispo

ssib

leS

inus

oida

linp

uts

give

sinu

soid

alou

tput

s:Y

(i$)

=G

(i$)U

(i$)

Lect

ure

19

EL2

620

2011

Line

arM

odel

sm

aybe

too

Cru

deA

ppro

xim

atio

ns

Exa

mpl

e:Po

sitio

ning

ofa

ball

ona

beam

%x

Non

linea

rmod

el:m

x(t

)=

mg

sin

%(t

),Li

near

mod

el:x(t

)=

g%(t

)

Lect

ure

110

EL2

620

2011

Can

the

ball

mov

e0.

1m

eter

in0.

1se

cond

sfro

mst

eady

stat

e?

Line

arm

odel

(ste

pre

spon

sew

ith%

=%

0)g

ives

x(t

)$

10t2 2

%0

$0.

05%

0

soth

at

%0

$0.

1

0.05

=2

rad

=11

4!

Unr

ealis

tican

swer

.Cle

arly

outs

ide

linea

rre

gion

!

Line

arm

odel

valid

only

ifsi

n%

$%

Mus

tcon

side

rnon

linea

rmod

el.

Poss

ibly

also

incl

ude

othe

rno

nlin

earit

ies

such

asce

ntrip

etal

forc

e,sa

tura

tion,

fric

tion

etc.

Lect

ure

111

EL2

620

2011

Line

arM

odel

sar

eno

tRic

hE

noug

h

Line

arm

odel

sca

nno

tdes

crib

em

any

phen

omen

ase

enin

nonl

inea

rsy

stem

s

Lect

ure

112

Page 8: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Sta

bilit

yC

anD

epen

don

Ref

eren

ceS

igna

lE

xam

ple:

Con

trols

yste

mw

ithva

lve

char

acte

ristic

f(u

)=

u2

PS

fr

!1 s

1(s+

1)2

Mot

orVa

lve

Pro

cess

!1

ry

Sim

ulin

kbl

ock

diag

ram

:

1(s

+1)(s

+1)

ys1

-1u2

Lect

ure

113

EL2

620

2011

ST

EP

RE

SP

ON

SE

S

05

1015

2025

300

0.2

0.4

Tim

e t

Output y

05

1015

2025

30024

Tim

e t

Output y

05

1015

2025

300510

Tim

e t

Output y

r=

0.2

r=

1.6

8

r=

1.7

2

Sta

bilit

yde

pend

son

ampl

itude

ofth

ere

fere

nce

sign

al!

(The

linea

rized

gain

ofth

eva

lve

incr

ease

sw

ithin

crea

sing

ampl

itude

)

Lect

ure

114

EL2

620

2011

Mul

tiple

Equ

ilibr

ia

Exa

mpl

e:ch

emic

alre

acto

r

x1

=!

x1ex

p

!!

1 x2

"+

f(1

!x1)

x2

=x1ex

p

!!

1 x2

"!

!f(x

2!

xc)

f=

0.7

,!

=0.4

050

100

150

200

101520

Coolant temp xc

Inpu

t

050

100

150

200

050100

150

200

time

[s]

Temperature x2

Out

put

Exi

sten

ceof

mul

tiple

stab

leeq

uilib

riafo

rthe

sam

ein

putg

ives

hyst

eres

isef

fect

Lect

ure

115

EL2

620

2011

Sta

ble

Per

iodi

cS

olut

ions

Exa

mpl

e:Po

sitio

nco

ntro

lofm

otor

with

back

-lash

y

Sum

5

P-co

ntro

ller

15s

+s

2

Mot

or

0Co

nsta

ntBa

ckla

sh

-1

Mot

or:G

(s)

=1

s(1+

5s)

Con

trolle

r:K

=5

Lect

ure

116

Page 9: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Bac

k-la

shin

duce

san

osci

llatio

n

Perio

dan

dam

plitu

dein

depe

nden

tofi

nitia

lcon

ditio

ns:

010

2030

4050

-0.50

0.5

Tim

e t

Output y

010

2030

4050

-0.50

0.5

Tim

e t

Output y

010

2030

4050

-0.50

0.5

Tim

e t

Output y

How

pred

icta

ndav

oid

osci

llatio

ns?

Lect

ure

117

EL2

620

2011

Aut

omat

icTu

ning

ofP

IDC

ontr

olle

rsR

elay

indu

ces

ade

sire

dos

cilla

tion

who

sefre

quen

cyan

dam

plitu

dear

eus

edto

choo

seP

IDpa

ram

eter

s

ΣP

roce

ss

PID

Rela

y

A T

uy

−1

05

10

−101

Tim

e

uy

Lect

ure

118

EL2

620

2011

Har

mon

icD

isto

rtio

nE

xam

ple:

Sin

usoi

dalr

espo

nse

ofsa

tura

tion

asi

nt

y(t

)=

"" k=

1A

ksi

n(k

t)S

atur

atio

n

10

0

10

-2

10

0

Fre

qu

en

cy (

Hz)

Amplitude y

01

23

45

-2-1

012

Tim

e t

10

0

10

-2

10

0

Fre

qu

en

cy (

Hz)

Amplitude y

01

23

45

-2-1

012

Tim

e t

a=

1

a=

2a

=2

a=

2a

=2

Lect

ure

119

EL2

620

2011

Exa

mpl

e:E

lect

rical

pow

erdi

strib

utio

n

Non

linea

ritie

ssu

chas

rect

ifier

s,sw

itche

del

ectro

nics

,and

trans

form

ers

give

rise

toha

rmon

icdi

stor

tion

Tota

lHar

mon

icD

isto

rtio

n=

"" k=

2E

nerg

yin

tone

k

Ene

rgy

into

ne1

Exa

mpl

e:E

lect

rical

ampl

ifier

s

Effe

ctiv

eam

plifi

ers

wor

kin

nonl

inea

rreg

ion

Intro

duce

ssp

ectr

umle

akag

e,w

hich

isa

prob

lem

ince

llula

rsys

tem

s

Trad

e-of

fbet

wee

nef

fect

ivity

and

linea

rity

Lect

ure

120

Page 10: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Sub

harm

onic

s

Exa

mpl

e:D

uffin

g’s

equa

tion

y+

y+

y#

y3

=a

sin($

t)

05

1015

2025

30-0

.50

0.5 0

510

1520

2530

-1

-0.50

0.51

Tim

et

Tim

et

y asin$t

Lect

ure

121

EL2

620

2011

Non

linea

rD

iffer

entia

lEqu

atio

ns

Defi

nitio

n:A

solu

tion

to

x(t

)=

f(x

(t))

,x(0

)=

x0

(1)

over

anin

terv

al[0

,T]i

saC

1fu

nctio

nx

:[0

,T]!

Rn

such

that

(1)

isfu

lfille

d.

•W

hen

does

ther

eex

ists

aso

lutio

n?

•W

hen

isth

eso

lutio

nun

ique

?

Exa

mpl

e:x

=A

x,x

(0)

=x

0,g

ives

x(t

)=

exp(A

t)x

0

Lect

ure

122

EL2

620

2011

Exi

sten

ceP

robl

ems

Exa

mpl

e:Th

edi

ffere

ntia

lequ

atio

nx

=x

2,x

(0)

=x

0

has

solu

tion

x(t

)=

x0

1#

x0t,

0%

t<

1 x0

Sol

utio

nno

tdefi

ned

for

t f=

1 x0

Sol

utio

nin

terv

alde

pend

son

initi

alco

nditi

on!

Rec

allt

hetr

ick:

x=

x2

&dx x2

=dt

Inte

grat

e&

#1

x(t

)#

#1

x(0

)=

t&

x(t

)=

x0

1#

x0t

Lect

ure

123

EL2

620

2011

Fini

teE

scap

eTi

me

Sim

ulat

ion

forv

ario

usin

itial

cond

ition

sx

0

01

23

45

0

0.51

1.52

2.53

3.54

4.55

Tim

e t

x(t)

Fini

te e

scap

e tim

e of

dx/

dt =

x2

Lect

ure

124

Page 11: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Uni

quen

ess

Pro

blem

s

Exa

mpl

e:x

='

x,x

(0)

=0,

has

man

yso

lutio

ns:

x(t

)=

#(t

#C

)2/4

t>

C

0t%

C

01

23

45

-1

-0.50

0.51

1.52

Tim

e t

x(t)

Lect

ure

125

EL2

620

2011

Phy

sica

lInt

erpr

etat

ion

Con

side

rthe

reve

rse

exam

ple,

i.e.,

the

wat

erta

nkla

bpr

oces

sw

ith

x=

#'

x,

x(T

)=

0

whe

rex

isth

ew

ater

leve

l.It

isth

enim

poss

ible

tokn

owat

wha

ttim

et<

Tth

ele

velw

asx(t

)=

x0

>0.

Hin

t:R

ever

setim

es

=T

#t&

ds

=#

dt

and

thus

dx ds

=#

dx dt

Lect

ure

126

EL2

620

2011

Lips

chitz

Con

tinui

ty

Defi

nitio

n:f

:R

n!

Rn

isLi

psch

itzco

ntin

uous

ifth

ere

exis

tsL

,r>

0su

chth

atfo

rall

x,y

"B

r(x

0)

={z

"R

n:

(z#

x0(

<r}

,

(f(x

)#

f(y

)(%

L(x

#y(

Euc

lidea

nno

rmis

give

nby

(x(2

=x

2 1+

···+

x2 n

Slo

peL

Lect

ure

127

EL2

620

2011

Loca

lExi

sten

cean

dU

niqu

enes

s

Theo

rem

:If

fis

Lips

chitz

cont

inuo

us,t

hen

ther

eex

ists

&>

0su

chth

at

x(t

)=

f(x

(t))

,x(0

)=

x0

has

aun

ique

solu

tion

inB

r(x

0)

over

[0,&

].P

roof

:S

eeK

halil

,

App

endi

xC

.1.

Bas

edon

the

cont

ract

ion

map

ping

theo

rem

Rem

arks

•&

=&(

r,L

)

•f

bein

gC

0is

nots

uffic

ient

(cf.,

tank

exam

ple)

•f

bein

gC

1im

plie

sLi

psch

itzco

ntin

uity

(L=

max

x#B

r(x

0)f

$ (x))

Lect

ure

128

Page 12: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Sta

te-S

pace

Mod

els

Sta

tex

,inp

utu

,out

puty

Gen

eral

:f(x

,u,y

,x,u

,y,.

..)

=0

Exp

licit:

x=

f(x

,u),

y=

h(x

)

Affi

nein

u:

x=

f(x

)+

g(x

)u,

y=

h(x

)

Line

ar:

x=

Ax

+B

u,

y=

Cx

Lect

ure

129

EL2

620

2011

Tran

sfor

mat

ion

toA

uton

omou

sS

yste

m

Ano

naut

onom

ous

syst

em

x=

f(x

,t)

isal

way

spo

ssib

leto

trans

form

toan

auto

nom

ous

syst

emby

intro

duci

ngx

n+

1=

t:

x=

f(x

,xn+

1)

xn+

1=

1

Lect

ure

130

EL2

620

2011

Tran

sfor

mat

ion

toFi

rst-

Ord

erS

yste

m

Giv

ena

diffe

rent

iale

quat

ion

iny

with

high

estd

eriv

ativ

ed

ny

dtn

,

expr

ess

the

equa

tion

inx

=$ y

dy dt

...

dn

!1y

dtn

!1

% TE

xam

ple:

Pend

ulum

MR

2'

+k'

+M

gR

sin

'=

0

x=

& ''' T

give

s x1

=x

2

x2

=#

k

MR

2x

2#

g Rsi

nx

1

Lect

ure

131

EL2

620

2011

Equ

ilibr

ia

Defi

nitio

n:A

poin

t(x

% ,u

% ,y

% )is

aneq

uilib

rium

,ifa

solu

tion

star

ting

in(x

% ,u

% ,y

% )st

ays

ther

efo

reve

r.

Cor

resp

onds

topu

tting

alld

eriv

ativ

esto

zero

:

Gen

eral

:f(x

% ,u

% ,y

% ,0,

0,..

.)=

0

Exp

licit:

0=

f(x

% ,u

% ),

y%

=h(x

% )

Affi

nein

u:

0=

f(x

% )+

g(x

% )u

% ,y

%=

h(x

% )

Line

ar:

0=

Ax

%+

Bu

% ,y

%=

Cx

%

Ofte

nth

eeq

uilib

rium

isde

fined

only

thro

ugh

the

stat

ex

%

Lect

ure

132

Page 13: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Mul

tiple

Equ

ilibr

ia

Exa

mpl

e:Pe

ndul

um MR

2'

+k'

+M

gR

sin

'=

0

'=

'=

0gi

vessi

n'

=0

and

thus

'%=

k(

Alte

rnat

ivel

yin

first

-ord

erfo

rm:

x1

=x

2

x2

=#

k

MR

2x

2#

g Rsi

nx

1

x1

=x

2=

0gi

vesx

% 2=

0an

dsi

n(x

% 1)

=0

Lect

ure

133

EL2

620

2011

Som

eC

omm

onN

onlin

eari

ties

inC

ontr

olS

yste

ms

Sign

Satu

ratio

n

Rela

y

eu

Mat

hFu

nctio

n

Look

-Up

Tabl

eDe

ad Z

one

Coul

omb

&Vi

scou

s Fr

ictio

nBa

ckla

sh

|u|

Abs

Lect

ure

134

EL2

620

2011

Whe

ndo

we

need

Non

linea

rA

naly

sis

&D

esig

n?

•W

hen

the

syst

emis

stro

ngly

nonl

inea

r

•W

hen

the

rang

eof

oper

atio

nis

larg

e

•W

hen

dist

inct

ive

nonl

inea

rphe

nom

ena

are

rele

vant

•W

hen

we

wan

tto

push

perfo

rman

ceto

the

limit

Lect

ure

135

EL2

620

2011

Nex

tLec

ture

•S

imul

atio

nin

Mat

lab

•Li

near

izat

ion

•P

hase

plan

ean

alys

is

Lect

ure

136

Page 14: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control
Page 15: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

EL2

620

Non

linea

rC

ontr

ol

Lect

ure

2

•Wra

p-up

ofLe

ctur

e1:

Non

linea

rsys

tem

san

dph

enom

ena

•Mod

elin

gan

dsi

mul

atio

nin

Sim

ulin

k

•Pha

se-p

lane

anal

ysis

Lect

ure

21

EL2

620

2011

Toda

y’s

Goa

l

You

shou

ldbe

able

to

•M

odel

and

sim

ulat

ein

Sim

ulin

k

•Li

near

ize

usin

gS

imul

ink

•D

oph

ase-

plan

ean

alys

isus

ing

ppla

ne(o

roth

erto

ol)

Lect

ure

22

EL2

620

2011

Ana

lysi

sTh

roug

hS

imul

atio

n

Sim

ulat

ion

tool

s:

OD

E’s

x=

f(t

,x,u

)

•A

CS

L,S

imno

n,S

imul

ink

DA

E’s

F(t

,x,x

,u)

=0

•O

msi

m,D

ymol

a,M

odel

ica

http://www.modelica.org

Spe

cial

purp

ose

sim

ulat

ion

tool

s

•S

pice

,EM

TP,A

DA

MS

,gP

RO

MS

Lect

ure

23

EL2

620

2011

Sim

ulin

k

>matlab

>>simulink

Lect

ure

24

Page 16: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

An

Exa

mpl

ein

Sim

ulin

k

File->New->Model

Double

clickonContinous

Transfer

Fcn

Step(inSources)

Scope(inSinks)

Connect

(mouse-left)

Simulation

->Parameters

1 s+1

Tran

sfer

Fcn

Step

Scop

e

Lect

ure

25

EL2

620

2011

Cho

ose

Sim

ulat

ion

Par

amet

ers

Don

’tfo

rget

“App

ly”

Lect

ure

26

EL2

620

2011

Sav

eR

esul

tsto

Wor

kspa

cest

epm

odel

.mdl

1 s+1

Tran

sfer

Fcn

u

To W

orks

pace

2

y

To W

orks

pace

1

t

To W

orks

pace

Step

Cloc

k

Che

ck“S

ave

form

at”o

fout

putb

lock

s(“

Arr

ay”i

nste

adof

“Str

uctu

re”)

>>plot(t,y)

Lect

ure

27

EL2

620

2011

How

ToG

etB

ette

rA

ccur

acy

Mod

ifyR

efine

,Abs

olut

ean

dR

elat

ive

Tole

ranc

es,I

nteg

ratio

nm

etho

d

Refi

nead

dsin

terp

olat

ion

poin

ts:

01

23

45

67

89

10-1

-0.8

-0.6

-0.4

-0.20

0.2

0.4

0.6

0.81

Refin

e =

1

01

23

45

67

89

10-1

-0.8

-0.6

-0.4

-0.20

0.2

0.4

0.6

0.81

Refin

e =

10

Lect

ure

28

Page 17: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Use

Scr

ipts

toD

ocum

entS

imul

atio

ns

Ifth

ebl

ock-

diag

ram

issa

ved

tostepmodel.mdl

,th

efo

llow

ing

Scr

ipt-fi

lesimstepmodel.m

sim

ulat

esth

esy

stem

:

open_system(’stepmodel’)

set_param(’stepmodel’,’RelTol’,’1e-3’)

set_param(’stepmodel’,’AbsTol’,’1e-6’)

set_param(’stepmodel’,’Refine’,’1’)

tic

sim(’stepmodel’,6)

toc

subplot(2,1,1),plot(t,y),title(’y’)

subplot(2,1,2),plot(t,u),title(’u’)

Lect

ure

29

EL2

620

2011

Non

linea

rC

ontr

olS

yste

mE

xam

ple:

Con

trols

yste

mw

ithva

lve

char

acte

ristic

f(u

)=

u2

PS

fr

!1 s

1(s+

1)2

Mot

orVa

lve

Pro

cess

!1

ry

Sim

ulin

kbl

ock

diag

ram

:

1(s

+1)(s

+1)

ys1

-1u2

Lect

ure

210

EL2

620

2011

Exa

mpl

e:Tw

o-Ta

nkS

yste

mTh

esy

stem

cons

ists

oftw

oid

entic

alta

nkm

odel

s:

h=

(u!

q)/A

q=

a!

2g"

h

2 h1 qSu

ms1

Inte

grat

or

1/A Gai

n

f(u)

Fcn

1 In

1 Out

Inq h

Subs

yste

m2

Inq h

Subs

yste

m

1 In

Lect

ure

211

EL2

620

2011

Line

ariz

atio

nin

Sim

ulin

k

Line

ariz

eab

oute

quili

briu

m(x

0,u

0,y

0):

>>

A=2.7e-3;a=7e-6,g=9.8;

>>

[x0,u0,y0]=trim(’twotank’,[0.10.1]’,[],0.1)

x0

=0.1000

0.1000

u0

= 9.7995e-006

y0

=0.1000

>>

[aa,bb,cc,dd]=linmod(’twotank’,x0,u0);

>>

sys=ss(aa,bb,cc,dd);

>>

bode(sys)

Lect

ure

212

Page 18: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Diff

eren

tialE

quat

ion

Edi

tor

dee

isa

Sim

ulin

k-ba

sed

diffe

rent

iale

quat

ion

edito

r

>>dee

deed

emo4

deed

emo3

deed

emo2

deed

emo1

Diffe

rent

ial E

quat

ion

Edi

tor

DEE

Run

the

dem

onst

ratio

ns

Lect

ure

213

EL2

620

2011

Pha

se-P

lane

Ana

lysi

s

•D

ownl

oad

ICTo

ols

from

http://www.control.lth.se/˜ictools

•D

own

load

DFI

ELD

and

PP

LAN

Efro

m

http://math.rice.edu/˜dfield

This

was

the

pref

erre

dto

olla

stye

ar!

Lect

ure

214

EL2

620

2011

Hom

ewor

k1

•U

seyo

urfa

vorit

eph

ase-

plan

ean

alys

isto

ol

•Fo

llow

inst

ruct

ions

inE

xerc

ise

Com

pend

ium

onho

wto

writ

eth

ere

port

.

•S

eeth

eco

urse

hom

epag

efo

rare

port

exam

ple

•Th

ere

port

shou

ldbe

shor

tand

incl

ude

only

nece

ssar

ypl

ots.

Writ

ein

Eng

lish.

Lect

ure

215

Page 19: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

EL2

620

Non

linea

rC

ontr

ol

Lect

ure

3

•Sta

bilit

yde

finiti

ons

•Lin

eariz

atio

n

•Pha

se-p

lane

anal

ysis

•Per

iodi

cso

lutio

ns

Lect

ure

31

EL2

620

2011

Toda

y’s

Goa

l

You

shou

ldbe

able

to

•E

xpla

inlo

cala

ndgl

obal

stab

ility

•Li

near

ize

arou

ndeq

uilib

riaan

dtra

ject

orie

s

•S

ketc

hph

ase

port

raits

fort

wo-

dim

ensi

onal

syst

ems

•C

lass

ifyeq

uilib

riain

tono

des,

focu

ses,

sadd

lepo

ints

,and

cent

erpo

ints

•A

naly

zest

abili

tyof

perio

dic

solu

tions

thro

ugh

Poin

care

map

s

Lect

ure

32

EL2

620

2011

Loca

lSta

bilit

yC

onsi

derx

=f(x

)w

ithf(0

)=

0

Defi

nitio

n:Th

eeq

uilib

rium

x!

=0

isst

able

iffo

rall!

>0

ther

eex

ists

"=

"(!)

>0

such

that

!x(0

)!<

""

!x(t

)!<

!,#t

$0

x(t

)

"

!

Ifx

!=

0is

nots

tabl

eit

isca

lled

unst

able

.

Lect

ure

33

EL2

620

2011

Asy

mpt

otic

Sta

bilit

y

Defi

nitio

n:Th

eeq

uilib

rium

x=

0is

asym

ptot

ical

lyst

able

ifit

isst

able

and

"ca

nbe

chos

ensu

chth

at

!x(0

)!<

""

lim

t"#

x(t

)=

0

The

equi

libriu

mis

glob

ally

asym

ptot

ical

lyst

able

ifit

isst

able

and

lim

t"#

x(t

)=

0fo

rallx(0

).

Lect

ure

34

Page 20: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Line

ariz

atio

nA

roun

da

Traj

ecto

ry

Let(

x0(t

),u

0(t

))de

note

aso

lutio

nto

x=

f(x

,u)

and

cons

ider

anot

hers

olut

ion

(x(t

),u(t

))=

(x0(t

)+

x(t

),u

0(t

)+

u(t

)):

x(t

)=

f(x

0(t

)+

x(t

),u

0(t

)+

u(t

))

=f(x

0(t

),u

0(t

))+

#f

#x

(x0(t

),u

0(t

))x(t

)

+#f

#u

(x0(t

),u

0(t

))u(t

)+

O(!

x,u

!2)

(x0(t

),u

0(t

))

(x0(t

)+

x(t

),u

0(t

)+

u(t

))

Lect

ure

35

EL2

620

2011

Hen

ce,f

orsm

all(

x,u

),ap

prox

imat

ely

˙ x(t

)=

A(x

0(t

),u

0(t

))x(t

)+

B(x

0(t

),u

0(t

))u(t

)

whe

re

A(x

0(t

),u

0(t

))=

#f

#x

(x0(t

),u

0(t

))

B(x

0(t

),u

0(t

))=

#f

#u

(x0(t

),u

0(t

))

Not

eth

atA

and

Bar

etim

ede

pend

ent.

How

ever

,if

(x0(t

),u

0(t

))%

(x0,u

0)

then

Aan

dB

are

cons

tant

.

Lect

ure

36

EL2

620

2011

Exa

mpl

e

h(t

)

m(t

)

h(t

)=

v(t

)

v(t

)=

&g

+v e

u(t

)/m

(t)

m(t

)=

&u(t

)

Letx

0(t

)=

(h0(t

),v 0

(t),

m0(t

))T

,u0(t

)%

u0

>0,

bea

solu

tion.

Then

, ˙ x(t

)=

! " #0

10

00

&v

eu0

(m0$

u0t)

2

00

0

$ % &x(t

)+

! #0 ve

m0$

u0t

1

$ &u(t

)

Lect

ure

37

EL2

620

2011

Poin

twis

eLe

ftH

alf-

Pla

neE

igen

valu

esof

A(t

)D

oN

otIm

pose

Sta

bilit

y

A(t

)=

'&

1+

$co

s2t

1&

$si

ntco

st

&1

&$

sin

tco

st

&1

+$

sin

2t

(,

$>

0

Poin

twis

eei

genv

alue

sar

egi

ven

by

%(t

)=

%=

$&

'$

2&

4

2

whi

char

est

able

for0

<$

<2.

How

ever

,

x(t

)=

'e(

!$

1)t

cost

e$tsi

nt

&e(

!$

1)t

sin

te$

tco

st

(x(0

),

isun

boun

ded

solu

tion

for$

>1.

Lect

ure

38

Page 21: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Lyap

unov

’sLi

near

izat

ion

Met

hod

Theo

rem

:Le

tx0

bean

equi

libriu

mof

x=

f(x

)w

ithf

(C

1.

Den

ote

A=

"f

"x(x

0)

and

$(A

)=

max

Re(

%(A

)).

•If

$(A

)<

0,th

enx

0is

asym

ptot

ical

lyst

able

•If

$(A

)>

0,th

enx

0is

unst

able

The

fund

amen

talr

esul

tfor

linea

rsy

stem

sth

eory

!

The

case

$(A

)=

0ne

eds

furt

heri

nves

tigat

ion.

The

theo

rem

isal

soca

lled

Lyap

unov

’sIn

dire

ctM

etho

d.

Apr

oofi

sgi

ven

next

lect

ure.

Lect

ure

39

EL2

620

2011

Exa

mpl

e

The

linea

rizat

ion

of

x1

=&

x2 1+

x1+

sin

x2

x2

=co

sx

2&

x3 1&

5x2

atth

eeq

uilib

rium

x0

=(1

,0)T

isgi

ven

by

A=

' &1

1

&3

&5(

,%(A

)=

{&2,

&4}

x0

isth

usan

asym

ptot

ical

lyst

able

equi

libriu

mfo

rthe

nonl

inea

rsy

stem

.

Lect

ure

310

EL2

620

2011

Line

arS

yste

ms

Rev

ival

d dt

) x1

x2

*=

A

) x1

x2

*

Ana

lytic

solu

tion:

x(t

)=

eAt x

(0),

t$

0.

IfA

isdi

agon

aliz

able

,the

n

eAt=

Ve!

t V$

1=

+ v 1v 2

,) e#1t

0

0e#

2t* + v 1

v 2, $

1

whe

rev 1

,v2

are

the

eige

nvec

tors

ofA

(Av 1

=%

1v 1

etc)

.

This

impl

ies

that

x(t

)=

c 1e#

1t v

1+

c 2e#

2t v

2,

whe

reth

eco

nsta

ntsc 1

and

c 2ar

egi

ven

byth

ein

itial

cond

ition

s

Lect

ure

311

EL2

620

2011

Exa

mpl

e:Tw

ore

alne

gativ

eei

genv

alue

s

Giv

enth

eei

genv

alue

s%

1<

%2

<0,

with

corr

espo

ndin

gei

genv

ecto

rsv 1

and

v 2,r

espe

ctiv

ely.

Sol

utio

n:x(t

)=

c 1e#

1t v

1+

c 2e#

2t v

2

Slo

wei

genv

alue

/vec

tor:

x(t

))

c 2e#

2t v

2fo

rlar

get.

Mov

esal

ong

the

slow

eige

nvec

tort

owar

dsx

=0

forl

arge

t

Fast

eige

nval

ue/v

ecto

r:x(t

))

c 1e#

1t v

1+

c 2v 2

fors

mal

lt.

Mov

esal

ong

the

fast

eige

nvec

torf

orsm

allt

Lect

ure

312

Page 22: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Pha

se-P

lane

Ana

lysi

sfo

rLi

near

Sys

tem

s

The

loca

tion

ofth

eei

genv

alue

s%(A

)de

term

ines

the

char

acte

ristic

sof

the

traje

ctor

ies.

Six

case

s:

stab

leno

deun

stab

leno

desa

ddle

poin

t

Im%

i=

0:

%1,%

2<

0%

1,%

2>

0%

1<

0<

%2

Im%

i*=

0:

Re%

i<

0R

e%

i>

0R

e%

i=

0

stab

lefo

cus

unst

able

focu

sce

nter

poin

t

Lect

ure

313

EL2

620

2011

Equ

ilibr

ium

Poin

tsfo

rLi

near

Sys

tem

s

Re

!

Im!

x1

x2

Lect

ure

314

EL2

620

2011

Exa

mpl

e—U

nsta

ble

Focu

s

x=

) &&

'

'&

* x,

&,'

>0,

%1,2

=&

±i'

x(t

)=

eAt x

(0)

=

)1

1

&i

i*)e$

t ei%

t0

0e$

t e$

i%t*)

11

&i

i* $1

x(0

)

Inpo

larc

oord

inat

esr

=-

x2 1+

x2 2,(

=ar

ctan

x2/x

1

(x1

=rco

s(,

x2

=rsi

n()

:

r=

&r

(=

'

Lect

ure

315

EL2

620

2011

%1,2

=1

±i

%1,2

=0.

i

Lect

ure

316

Page 23: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Exa

mpl

e—S

tabl

eN

ode

x=

) &1

1

0&

2* x

(%1,%

2)

=(&

1,&

2)an

d+ v 1

v 2, =

) 1&

1

01

*

v 1is

the

slow

dire

ctio

nan

dv 2

isth

efa

st.

Lect

ure

317

EL2

620

2011

Fast

:x

2=

&x

1+

c 3S

low

:x

2=

0

Lect

ure

318

EL2

620

2011

5m

inut

eex

erci

se:

Wha

tis

the

phas

epo

rtra

itif%

1=

%2?

Hin

t:Tw

oca

ses;

only

one

linea

rind

epen

dent

eige

nvec

toro

rall

vect

ors

are

eige

nvec

tors

Lect

ure

319

EL2

620

2011

Pha

se-P

lane

Ana

lysi

sfo

rN

onlin

ear

Sys

tem

s

Clo

seto

equi

libriu

mpo

ints

“non

linea

rsys

tem

”)“li

near

syst

em”

Theo

rem

:A

ssum

e

x=

f(x

)=

Ax

+g(x

),

with

lim

%x%"

0!g

(x)!

/!x!

=0.

Ifz

=A

zha

sa

focu

s,no

de,o

rsa

ddle

poin

t,th

enx

=f(x

)ha

sth

esa

me

type

ofeq

uilib

rium

atth

eor

igin

.

Rem

ark:

Ifth

elin

eariz

edsy

stem

has

ace

nter

,the

nth

eno

nlin

ear

syst

emha

sei

ther

ace

nter

ora

focu

s.

Lect

ure

320

Page 24: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

How

toD

raw

Pha

sePo

rtra

its

By

hand

:

1.Fi

ndeq

uilib

ria

2.S

ketc

hlo

calb

ehav

iora

roun

deq

uilib

ria

3.S

ketc

h(x

1,x

2)

fors

ome

othe

rpoi

nts.

Not

ice

that

dx

2

dx

1

=x

1

x2

4.Tr

yto

find

poss

ible

perio

dic

orbi

ts

5.G

uess

solu

tions

By

com

pute

r:

1.M

atla

b:dee

orpplane

Lect

ure

321

EL2

620

2011

Pha

se-L

ocke

dLo

op

AP

LLtra

cks

phas

e( i

n(t

)of

asi

gnal

s in(t

)=

Asi

n['

t+

( in(t

)].

Pha

seD

etec

tor

Filte

rV

CO

s in

“(ou

t”

sin(·)

&eK

1+

sT

1 s

( in

( out

( out

Lect

ure

322

EL2

620

2011

Pha

se-P

lane

Ana

lysi

sof

PLL

Let(

x1,x

2)

=((

out,( o

ut),

K,T

>0,

and

( in(t

)%

( in.

x1(t

)=

x2(t

)

x2(t

)=

&T

$1x

2(t

)+

KT

$1si

n((

in&

x1(t

))

Equ

ilibr

iaar

e((

in+

n),0

)si

nce

x1

=0

"x

2=

0

x2

=0

"si

n((

in&

x1)

=0

"x

1=

( in+

n)

Lect

ure

323

EL2

620

2011

Cla

ssifi

catio

nof

Equ

ilibr

ia

Line

ariz

atio

ngi

ves

the

follo

win

gch

arac

teris

ticeq

uatio

ns:

nev

en:

%2+

T$

1%

+K

T$

1=

0

K>

(4T

)$1

give

sst

able

focu

s0

<K

<(4

T)$

1gi

ves

stab

leno

de

nod

d:%

2+

T$

1%

&K

T$

1=

0

Sad

dle

poin

tsfo

rallK

,T>

0

Lect

ure

324

Page 25: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Pha

se-P

lane

for

PLL

(K,T

)=

(1/2,1

):fo

cuse

s. 2

k!,0

/ ,sad

dle

poin

ts. (2

k+

1)!,0

/

Lect

ure

325

EL2

620

2011

Per

iodi

cS

olut

ions

Exa

mpl

eof

anas

ympt

otic

ally

stab

lepe

riodi

cso

lutio

n:

x1

=x

1&

x2&

x1(x

2 1+

x2 2)

x2

=x

1+

x2&

x2(x

2 1+

x2 2)

(1)

Lect

ure

326

EL2

620

2011

Per

iodi

cso

lutio

n:Po

lar

coor

dina

tes.

x1

=rco

s(

"x

1=

cos(r

&rsi

n((

x2

=rsi

n(

"x

2=

sin

(r+

rco

s((

impl

ies

'r (

(=

1 r

'rco

s(

rsi

n(

&si

n(

cos(

('

x1

x2

(

Now

,fro

m(1

)x

1=

r(1

&r2

)co

s(

&rsi

n(

x2

=r(

1&

r2)si

n(

+rco

s(

give

sr

=r(

1&

r2)

(=

1

Onl

yr

=1

isa

stab

leeq

uilib

rium

!

Lect

ure

327

EL2

620

2011

Asy

stem

has

ape

riod

icso

lutio

nif

fors

ome

T>

0

x(t

+T

)=

x(t

),#t

$0

Ape

riod

icor

biti

sth

eim

age

ofx

inth

eph

ase

port

rait.

•W

hen

does

ther

eex

ista

perio

dic

solu

tion?

•W

hen

isit

stab

le?

Not

eth

atx(t

)%

cons

tis

byco

nven

tion

notr

egar

ded

perio

dic

Lect

ure

328

Page 26: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Flow

The

solu

tion

ofx

=f(x

)is

som

etim

esde

note

d

*t(

x0)

toem

phas

ize

the

depe

nden

ceon

the

initi

alpo

intx

0(

Rn

*t(

·)is

calle

dth

eflo

w.

Lect

ure

329

EL2

620

2011

Poin

care

Map

Ass

ume

*t(

x0)

isa

perio

dic

solu

tion

with

perio

dT

.

Let!

+R

nbe

ann

&1-

dim

hype

rpla

netra

nsve

rse

tof

atx

0.

Defi

nitio

n:Th

ePo

inca

rem

apP

:!

,!

is

P(x

)=

*&(x

)(x)

whe

re+(x

)is

the

time

offir

stre

turn

.

x*

t(x)

! P(x

)

Lect

ure

330

EL2

620

2011

Exi

sten

ceof

Per

iodi

cO

rbits

Apo

intx

!su

chth

atP

(x! )

=x

!co

rres

pond

sto

ape

riodi

cor

bit.

P(x

! )=

x!

x!

isca

lled

afix

edpo

into

fP.

Lect

ure

331

EL2

620

2011

1m

inut

eex

erci

se:

Wha

tdoe

sa

fixed

poin

tofP

kco

rres

pond

sto

?

Lect

ure

332

Page 27: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Sta

ble

Per

iodi

cO

rbit

The

linea

rizat

ion

ofP

arou

ndx

!gi

ves

am

atrix

Wsu

chth

at

P(x

))

Wx

ifx

iscl

ose

tox

! .

•%

j(W

)=

1fo

rsom

ej

•If

|%i(W

)|<

1fo

ralli*=

j,th

enth

eco

rres

pond

ing

perio

dic

orbi

tis

asym

ptot

ical

lyst

able

•If

|%i(W

)|>

1fo

rsom

ei,

then

the

perio

dic

orbi

tis

unst

able

.

Lect

ure

333

EL2

620

2011

Exa

mpl

e—S

tabl

eU

nitC

ircl

e

Rew

rite

(1)i

npo

larc

oord

inat

es:

r=

r(1

&r2

)

(=

1

Cho

ose

!=

{(r,

():

r>

0,(

=2)

k}.

The

solu

tion

is

*t(

r 0,(

0)

=

' [1+

(r$

20

&1)

e$2t ]

$1/2,t

+( 0

(

Firs

tret

urn

time

from

any

poin

t(r 0

,(0)(

!is

+(r

0,(

0)

=2)

.

Lect

ure

334

EL2

620

2011

The

Poin

care

map

is

P(r

0,(

0)

=

' [1+

(r$

20

&1)

e$2·2

']$

1/2

( 0+

2)

(

(r0,(

0)

=(1

,2)k)

isa

fixed

poin

t.

The

perio

dic

solu

tion

that

corr

espo

nds

to(r

(t),

((t)

)=

(1,t

)is

asym

ptot

ical

lyst

able

beca

use

W=

dP

d(r

0,(

0)(1

,2)k)

=

' e$4'

0

01(

"S

tabl

epe

riodi

cor

bit(

asw

eal

read

ykn

ewfo

rthi

sex

ampl

e)!

Lect

ure

335

Page 28: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control
Page 29: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

EL2

620

Non

linea

rC

ontr

ol

Lect

ure

5

•Inp

ut–o

utpu

tsta

bilit

y

uy

S

Lect

ure

51

EL2

620

2011

Toda

y’s

Goa

l

You

shou

ldbe

able

to

•de

rive

the

gain

ofa

syst

em

•an

alyz

est

abili

tyus

ing

–S

mal

lGai

nTh

eore

m

–C

ircle

Crit

erio

n

–P

assi

vity

Lect

ure

52

EL2

620

2011

His

tory

!r

yG

(s)

f(·)

y

f(y

)

Forw

hatG

(s)

and

f(·)

isth

ecl

osed

-loop

syst

emst

able

?

•Lu

rean

dPo

stni

kov’

spr

oble

m(1

944)

•A

izer

man

’sco

njec

ture

(194

9)(F

alse

!)

•K

alm

an’s

conj

ectu

re(1

957)

(Fal

se!)

•S

olut

ion

byPo

pov

(196

0)(L

edto

the

Circ

leC

riter

ion)

Lect

ure

53

EL2

620

2011

Gai

n

Idea

:G

ener

aliz

eth

eco

ncep

tofg

ain

tono

nlin

eard

ynam

ical

syst

ems

uy

S

The

gain

!of

Sis

the

larg

esta

mpl

ifica

tion

from

uto

y

Her

eS

can

bea

cons

tant

,am

atrix

,alin

eart

ime-

inva

riant

syst

em,e

tc

Que

stio

n:H

owsh

ould

we

mea

sure

the

size

ofu

and

y?

Lect

ure

54

Page 30: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Nor

ms

Ano

rm"·

"mea

sure

ssi

ze

Defi

nitio

n:A

norm

isa

func

tion

"·"

:!

#R

+,s

uch

that

fora

llx,y

$!

•"x

"%

0an

d"x

"=

0&

x=

0

•"x

+y"

'"x

"+"y

"•

""x"

=|"

|·"x

",fo

rall"

$R

Exa

mpl

es:

Euc

lidea

nno

rm:"x

"=

!x

2 1+

···+

x2 n

Max

norm

:"x

"=

max

{|x

1|,.

..,|x

n|}

Lect

ure

55

EL2

620

2011

Gai

nof

aM

atri

x

Eve

rym

atrix

M$

Cn!

nha

sa

sing

ular

valu

ede

com

posi

tion

M=

U"

V"

whe

re

"=

diag

{#1,.

..,#

n};

U" U

=I

;V

" V=

I

#i

-the

sing

ular

valu

es

The

“gai

n”of

Mis

the

larg

ests

ingu

larv

alue

ofM

:

#m

ax(M

)=

#1

=su

px#R

n

"Mx"

"x"

whe

re"·

"is

the

Euc

lidea

nno

rm.

Lect

ure

56

EL2

620

2011

Eig

enva

lues

are

notg

ains

The

spec

tralr

adiu

sof

am

atrix

M

$(M

)=

max i

|%i(M

)|

isno

taga

in(n

ora

norm

).

Why

?W

hata

mpl

ifica

tion

isde

scrib

edby

the

eige

nval

ues?

Lect

ure

57

EL2

620

2011

Sig

nalN

orm

s

Asi

gnal

xis

afu

nctio

nx

:R

+#

R.

Asi

gnal

norm

"·" k

isa

norm

onth

esp

ace

ofsi

gnal

sx

.

Exa

mpl

es:

2-no

rm(e

nerg

yno

rm):

"x" 2

="

# $ 0|x

(t)|2

dt

sup-

norm

:"x

" $=

sup

t#R

+|x

(t)|

Lect

ure

58

Page 31: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Par

seva

l’sTh

eore

mL 2

deno

tes

the

spac

eof

sign

als

with

boun

ded

ener

gy:"x

" 2<

(Th

eore

m:

Ifx,y

$L 2

have

the

Four

iert

rans

form

s

X(i

&)

=

$$

0

e%i!

t x(t

)dt,

Y(i

&)

=

$$

0

e%i!

t y(t

)dt,

then

$$

0

y(t

)x(t

)dt=

1 2'

$$ %$

Y" (

i&)X

(i&)d

&.

Inpa

rtic

ular

,

"x"2 2

=

$$

0

|x(t

)|2dt=

1 2'

$$ %$

|X(i

&)|2

d&.

The

pow

erca

lcul

ated

inth

etim

edo

mai

neq

uals

the

pow

erca

lcul

ated

inth

efre

quen

cydo

mai

n

Lect

ure

59

EL2

620

2011

Sys

tem

Gai

n

Asy

stem

Sis

am

apfro

mL 2

toL 2

:y

=S

(u).

uy

S

The

gain

ofS

isde

fined

as!(S

)=

sup

u#L

2

"y" 2

"u" 2

=su

pu#L

2

"S(u

)"2

"u" 2

Exa

mpl

e:Th

ega

inof

asc

alar

stat

icsy

stem

y(t

)=

"u(t

)is

!("

)=

sup

u#L

2

""u" 2

"u" 2

=su

pu#L

2

|"|"

u" 2

"u" 2

=|"

|

Lect

ure

510

EL2

620

2011

2m

inut

eex

erci

se:

Sho

wth

at!(S

1S

2)'

!(S

1)!

(S2).

uy

S2

S1

Lect

ure

511

EL2

620

2011

Gai

nof

aS

tatic

Non

linea

rity

Lem

ma:

Ast

atic

nonl

inea

rityf

such

that

|f(x

)|'

K|x

|and

f(x

" )=

Kx

"ha

sga

in!(f

)=

K.

u(t

)y(t

)f(·)

xx

"Kx

f(x

)

Pro

of:"y

"2 2=

# $ 0f

2% u

(t)& d

t'

# $ 0K

2u

2(t

)dt=

K2"u

"2 2,

whe

reu(t

)=

x" ,t

$(0

,1),

give

seq

ualit

y,so

!(f

)=

sup

u#L

2

"y" 2

' "u" 2

=K

Lect

ure

512

Page 32: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Gai

nof

aS

tabl

eLi

near

Sys

tem

Lem

ma:

!% G

& =su

pu#L

2

"Gu" 2

"u" 2

=su

p!

#(0,$

)

|G(i

&)|

10-1

100

101

10-2

10-1

100

101

!(G

)|G

(i&)|

Pro

of:

Ass

ume

|G(i

&)|

'K

for&

$(0

,()

and

|G(i

&" )

|=K

fors

ome

&" .

Par

seva

l’sth

eore

mgi

ves

"y"2 2

=1 2'

$$ %$

|Y(i

&)|2

d&

=1 2'

$$ %$

|G(i

&)|2

|U(i

&)|2

d&

'K

2"u

"2 2

Arb

itrar

ycl

ose

toeq

ualit

yby

choo

sing

u(t

)cl

ose

tosi

n&

" t.

Lect

ure

513

EL2

620

2011

BIB

OS

tabi

lity

Defi

nitio

n:S

isbo

unde

d-in

putb

ound

ed-o

utpu

t(B

IBO

)sta

ble

if!(S

)<

(.

uy

S!% S

& =su

pu#L

2

"S(u

)"2

"u" 2

Exa

mpl

e:If

x=

Ax

isas

ympt

otic

ally

stab

leth

enG

(s)

=C

(sI

!A

)%1B

+D

isB

IBO

stab

le.

Lect

ure

514

EL2

620

2011

The

Sm

allG

ain

Theo

rem

r 1

r 2

e 1

e 2

S1

S2

Theo

rem

:A

ssum

eS

1an

dS

2ar

eB

IBO

stab

le.

If!(S

1)!

(S2)<

1,th

enth

ecl

osed

-loop

syst

emis

BIB

Ost

able

from

(r1,r

2)

to(e

1,e

2)

Lect

ure

515

EL2

620

2011

Exa

mpl

e—S

tatic

Non

linea

rFe

edba

ck

!r

yG

(s)

f(·)

y

Ky

f(y

)

G(s

)=

2

(s+

1)2,

0'

f(y

)

y'

K,

)y*=

0,f(0

)=

0

!(G

)=

2an

d!(f

)'

K.

Sm

allG

ain

Theo

rem

give

sB

IBO

stab

ility

forK

$(0

,1/2

).

Lect

ure

516

Page 33: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

“Pro

of”

ofth

eS

mal

lGai

nTh

eore

m

"e1" 2

'"r

1" 2

+!(S

2)["r

2" 2

+!(S

1)"

e 1" 2

]

give

s

"e1" 2

'"r

1" 2

+!(S

2)"

r 2" 2

1!

!(S

2)!

(S1)

!(S

2)!

(S1)<

1,"r

1" 2

<(

,"r 2

" 2<

(gi

ve"e

1" 2

<(

.S

imila

rlyw

ege

t

"e2" 2

'"r

2" 2

+!(S

1)"

r 1" 2

1!

!(S

1)!

(S2)

soal

soe 2

isbo

unde

d.

Not

e:Fo

rmal

proo

freq

uire

s"·

" 2e,s

eeK

halil

Lect

ure

517

EL2

620

2011

The

Nyq

uist

Theo

rem

!G

(s)

-1-0

.50

0.5

1-1

-0.50

0.51

From

: U(1

)

To: Y(1)

Theo

rem

:If

Gha

sno

pole

sin

the

right

half

plan

ean

dth

eN

yqui

stcu

rve

G(i

&),

&$

[0,(

),do

esno

tenc

ircle

!1,

then

the

clos

ed-lo

opsy

stem

isst

able

.

Lect

ure

518

EL2

620

2011

Sm

allG

ain

Theo

rem

can

beC

onse

rvat

ive

Letf

(y)

=K

yin

the

prev

ious

exam

ple.

Then

the

Nyq

uist

Theo

rem

prov

esst

abili

tyfo

rallK

$[0

,(),

whi

leth

eS

mal

lGai

nTh

eore

mon

lypr

oves

stab

ility

forK

$(0

,1/2

).

!r

yG

(s)

f(·)

-1-0

.50

0.5

11.

52

-1

-0.50

0.51

G(i

&)

Lect

ure

519

EL2

620

2011

The

Cir

cle

Cri

teri

on

!r

yG

(s)

f(·)

yk1y

k2y

f(y

)

!1 k1

!1 k2

G(i

&)

Theo

rem

:A

ssum

eth

atG

(s)

has

nopo

les

inth

erig

htha

lfpl

ane,

and

0'

k1

'f(y

)

y'

k2,

)y*=

0,f(0

)=

0

Ifth

eN

yqui

stcu

rve

ofG

(s)

does

note

ncirc

leor

inte

rsec

tthe

circ

lede

fined

byth

epo

ints

!1/

k1

and

!1/

k2,t

hen

the

clos

ed-lo

opsy

stem

isB

IBO

stab

le.

Lect

ure

520

Page 34: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Exa

mpl

e—S

tatic

Non

linea

rFe

edba

ck(c

ont’d

)

y

Ky

f(y

)

-1-0

.50

0.5

11.

52

-1

-0.50

0.51

!1 K

G(i

&)

The

“circ

le”i

sde

fined

by!

1/k

1=

!(

and

!1/

k2

=!

1/K

.S

ince

min

ReG

(i&)

=!

1/4

the

Circ

leC

riter

ion

give

sth

atth

esy

stem

isB

IBO

stab

leifK

$(0

,4).

Lect

ure

521

EL2

620

2011

Pro

ofof

the

Cir

cle

Cri

teri

on

Letk

=(k

1+

k2)/

2,( f(

y)

=f(y

)!

ky

,and

(r 1=

r 1!

kr 2

:

) ) ) )( f(y)

y

) ) ) )'k

2!

k1

2=

:R

,)y

*=0,

( f(0)

=0

y 1

y 2

r 1

r 2

e 1

e 2

G(s

)

!f(·)

(r 1

( G

G!k

y 1

r 2!

( f(·)

Lect

ure

522

EL2

620

2011

(r 1

r 2

( G(s

)

!( f(

·)

!k

R

1

G(i

&)

Sm

allG

ain

Theo

rem

give

sst

abili

tyif|( G

(i&)|R

<1,

whe

re

( G=

G

1+

kG

isst

able

(Thi

sha

sto

bech

ecke

dla

ter)

.H

ence

,

1

|( G(i

&)|

=

) ) ) )1

G(i

&)

+k

) ) ) )>R

Lect

ure

523

EL2

620

2011

The

curv

eG

%1(i

&)

and

the

circ

le{z

$C

:|z

+k|>

R}m

appe

dth

roug

hz

+#1/

zgi

ves

the

resu

lt:

!k2

!k1

R

1

G(i

&)

!1 k1

!1 k2

G(i

&)

Not

eth

atG

1+

kG

isst

able

sinc

e!

1/k

isin

side

the

circ

le.

Not

eth

atG

(s)

may

have

pole

son

the

imag

inar

yax

is,e

.g.,

inte

grat

ors

are

allo

wed

Lect

ure

524

Page 35: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Pas

sivi

tyan

dB

IBO

Sta

bilit

y

The

mai

nre

sult:

Feed

back

inte

rcon

nect

ions

ofpa

ssiv

esy

stem

sar

epa

ssiv

e,an

dB

IBO

stab

le(u

nder

som

ead

ditio

nalm

ildcr

iteria

)

Lect

ure

525

EL2

620

2011

Sca

lar

Pro

duct

Sca

lar

prod

uctf

orsi

gnal

sy

and

u

,y,u

- T=

$T

0

yT(t

)u(t

)dt

uy

S

Ifu

and

yar

ein

terp

rete

das

vect

ors

then

,y,u

- T=

|y| T

|u| T

cos(

|y| T

=!

,y,y

- T-l

engt

hof

y,(

-ang

lebe

twee

nu

and

y

Cau

chy-

Sch

war

zIn

equa

lity:

,y,u

- T'

|y| T

|u| T

Exa

mpl

e:u

=si

nt

and

y=

cost

are

orth

ogon

alifT

=k'

,be

caus

e

cos(

=,y

,u- T

|y| T

|u| T

=0

Lect

ure

526

EL2

620

2011

Pas

sive

Sys

tem

uy

S

Defi

nitio

n:C

onsi

ders

igna

lsu,y

:[0

,T]#

Rm

.Th

esy

stem

Sis

pass

ive

if,y

,u- T

%0,

fora

llT

>0

and

allu

and

stri

ctly

pass

ive

ifth

ere

exis

ts)

>0

such

that

,y,u

- T%

)(|y

|2 T+

|u|2 T

),fo

rallT

>0

and

allu

War

ning

:Th

ere

exis

tman

yot

herd

efini

tions

fors

tric

tlypa

ssiv

e

Lect

ure

527

EL2

620

2011

2m

inut

eex

erci

se:

Isth

epu

rede

lay

syst

emy(t

)=

u(t

!*)

pass

ive?

Con

side

rfor

inst

ance

the

inpu

tu(t

)=

sin

(('/*

)t).

Lect

ure

528

Page 36: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Exa

mpl

e—P

assi

veE

lect

rica

lCom

pone

nts

u(t

)=

Ri(

t):,u

,i- T

=

$T

0

Ri2

(t)d

t%

R,i,

i- T%

0

i=

Cdu dt

:,u

,i- T

=

$T

0

u(t

)Cdu dtdt=

Cu

2(T

)

2%

0

u=

Ldi

dt

:,u

,i- T

=

$T

0

Ldi

dti(

t)dt=

Li2

(T)

2%

0

Lect

ure

529

EL2

620

2011

Feed

back

ofP

assi

veS

yste

ms

isP

assi

ve

!r 1

r 2

y 1

y 2

e 1

e 2

S1

S2

Lem

ma:

IfS

1an

dS

2ar

epa

ssiv

eth

enth

ecl

osed

-loop

syst

emfro

m(r

1,r

2)

to(y

1,y

2)

isal

sopa

ssiv

e.

Pro

of: ,y,e

- T=

,y1,e

1- T

+,y

2,e

2- T

=,y

1,r

1!

y 2- T

+,y

2,r

2+

y 1- T

=,y

1,r

1- T

+,y

2,r

2- T

=,y

,r- T

Hen

ce,,

y,r

- T%

0if,y

1,e

1- T

%0

and

,y2,e

2- T

%0.

Lect

ure

530

EL2

620

2011

Pas

sivi

tyof

Line

arS

yste

ms

Theo

rem

:A

nas

ympt

otic

ally

stab

lelin

ears

yste

mG

(s)

ispa

ssiv

eif

and

only

ifR

eG

(i&)%

0,)&

>0

Itis

stri

ctly

pass

ive

ifan

don

lyif

ther

eex

ists

)>

0su

chth

at

ReG

(i&

!))

%0,

)&>

0

Exa

mpl

e:

G(s

)=

1

s+

1is

stric

tlypa

ssiv

e,

G(s

)=

1 sis

pass

ive

but

not

stric

tly

pass

ive.

00.

20.

40.

60.

81

-0.4

-0.20

0.2

0.4

0.6

G(i

&)

Lect

ure

531

EL2

620

2011

AS

tric

tlyP

assi

veS

yste

mH

asFi

nite

Gai

n

uy

S

Lem

ma:

IfS

isst

rictly

pass

ive

then

!(S

)=

sup

u#L

2

&y& 2

&u& 2

<(

.

Pro

of: )(|y

|2 $+

|u|2 $

)'

,y,u

- $'

|y| $

·|u| $

="y

" 2·"

u" 2

Hen

ce,)

"y"2 2

'"y

" 2·"

u" 2

,so

"y" 2

'1 )"u

" 2

Lect

ure

532

Page 37: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

The

Pas

sivi

tyTh

eore

m

!r 1

r 2

y 1

y 2

e 1

e 2

S1

S2

Theo

rem

:If

S1

isst

rictly

pass

ive

and

S2

ispa

ssiv

e,th

enth

ecl

osed

-loop

syst

emis

BIB

Ost

able

from

rto

y.

Lect

ure

533

EL2

620

2011

Pro

ofS

1st

rictly

pass

ive

and

S2

pass

ive

give

)% |y 1|2 T

+|e 1

|2 T

& ',y

1,e

1- T

+,y

2,e

2- T

=,y

,r- T

Ther

efor

e

|y 1|2 T

+,r

1!

y 2,r

1!

y 2- T

'1 ),y

,r- T

or

|y 1|2 T

+|y 2

|2 T!

2,y 2

,r2- T

+|r 1

|2 T'

1 ),y

,r- T

Hen

ce

|y|2 T

'2,

y 2,r

2- T

+1 ),y

,r- T

'* 2

+1 )

+ |y| T

|r|T

LetT

#(

and

the

resu

ltfo

llow

s.

Lect

ure

534

EL2

620

2011

The

Pas

sivi

tyTh

eore

mis

a“S

mal

lPha

seTh

eore

m”

!r 1

r 2

y 1

y 2e 1

e 2

S1

S2

(2

(1

S2

pass

ive

.co

s(

2%

0.

|(2|'

'/2

S1

stric

tlypa

ssiv

e.

cos(

1>

0.

|(1|<

'/2

Lect

ure

535

EL2

620

2011

!G

(s)

2m

inut

eex

erci

se:

App

lyth

eP

assi

vity

Theo

rem

and

com

pare

itw

ithth

eN

yqui

stTh

eore

m.

Wha

tabo

utco

nser

vativ

enes

s?[C

ompa

reth

edi

scus

sion

onth

eS

mal

lGai

nTh

eore

m.]

Lect

ure

536

Page 38: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Exa

mpl

e—G

ain

Ada

ptat

ion

App

licat

ions

inte

leco

mm

unic

atio

nch

anne

lest

imat

ion

and

inno

ise

canc

ella

tion

etc.

Mod

el

Pro

cess

u*"

*(t)

G(s

)

G(s

)

y y m

Ada

ptat

ion

law

: d* dt

=!

cu(t

)[y m

(t)!

y(t

)],

c>

0.

Lect

ure

537

EL2

620

2011

Gai

nA

dapt

atio

n—C

lose

d-Lo

opS

yste

m

repl

acem

ents

u

!!

c s

*"

*(t)

G(s

)

G(s

)

y y m

*

Lect

ure

538

EL2

620

2011

Gai

nA

dapt

atio

nis

BIB

OS

tabl

e

uS

*" *

(*!

*" )u

y m!

y

!!

c s

G(s

)

Sis

pass

ive

(see

exer

cise

s).

IfG

(s)

isst

rict

lypa

ssiv

e,th

ecl

osed

-loop

syst

emis

BIB

Ost

able

Lect

ure

539

EL2

620

2011

Sim

ulat

ion

ofG

ain

Ada

ptat

ion

LetG

(s)

=1

s+

1,c

=1,

u=

sin

t,an

d*(

0)=

0.

05

1015

20-202 0

510

1520

0

0.51

1.5

y,y

m *

Lect

ure

540

Page 39: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Sto

rage

Func

tion

Con

side

rthe

nonl

inea

rcon

trols

yste

m

x=

f(x

,u),

y=

h(x

)

Ast

orag

efu

nctio

nis

aC

1fu

nctio

nV

:R

n#

Rsu

chth

at

•V

(0)

=0

and

V(x

)%

0,)x

*=0

•V

(x)'

uTy

,)x

,u

Rem

ark:

•V

(T)

repr

esen

tsth

est

ored

ener

gyin

the

syst

em

•V

(x(T

)),

-./

stor

eden

ergy

att=

T

'$

T

0

y(t

)u(t

)dt

,-.

/ab

sorb

eden

ergy

+V

(x(0

)),

-./

stor

eden

ergy

att=

0

,)T

>0

Lect

ure

541

EL2

620

2011

Sto

rage

Func

tion

and

Pas

sivi

ty

Lem

ma:

Ifth

ere

exis

tsa

stor

age

func

tion

Vfo

rasy

stem

x=

f(x

,u),

y=

h(x

)

with

x(0

)=

0,th

enth

esy

stem

ispa

ssiv

e.

Pro

of:

Fora

llT

>0,

,y,u

- T=

$T

0

y(t

)u(t

)dt%

V(x

(T))

!V

(x(0

))=

V(x

(T))

%0

Lect

ure

542

EL2

620

2011

Lyap

unov

vs.P

assi

vity

Sto

rage

func

tion

isa

gene

raliz

atio

nof

Lyap

unov

func

tion

Lyap

unov

idea

:“E

nerg

yis

decr

easi

ng”

V'

0

Pas

sivi

tyid

ea:

“Incr

ease

inst

ored

ener

gy'

Add

eden

ergy

V'

uTy

Lect

ure

543

EL2

620

2011

Exa

mpl

e—K

YP

Lem

ma

Con

side

ran

asym

ptot

ical

lyst

able

linea

rsys

tem

x=

Ax

+B

u,

y=

Cx

Ass

ume

ther

eex

ists

posi

tive

defin

item

atric

esP,Q

such

that

ATP

+P

A=

!Q

,B

TP

=C

Con

side

rV=

0.5x

TP

x.

Then

V=

0.5(

xTP

x+

xTP

x)

=0.

5xT(A

TP

+P

A)x

+uB

TP

x

=!

0.5x

TQ

x+

uy

<uy,

x*=

0

and

henc

eth

esy

stem

isst

rictly

pass

ive.

This

fact

ispa

rtof

the

Kal

man

-Yak

ubov

ich-

Popo

vle

mm

a.

Lect

ure

544

Page 40: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Toda

y’s

Goa

l

You

shou

ldbe

able

to

•de

rive

the

gain

ofa

syst

em

•an

alyz

est

abili

tyus

ing

–S

mal

lGai

nTh

eore

m

–C

ircle

Crit

erio

n

–P

assi

vity

Lect

ure

545

Page 41: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

EL2

620

Non

linea

rC

ontr

ol

Lect

ure

6

•Des

crib

ing

func

tion

anal

ysis

Lect

ure

61

EL2

620

2011

Toda

y’s

Goa

l

You

shou

ldbe

able

to

•D

eriv

ede

scrib

ing

func

tions

fors

tatic

nonl

inea

ritie

s

•A

naly

zeex

iste

nce

and

stab

ility

ofpe

riodi

cso

lutio

nsby

desc

ribin

gfu

nctio

nan

alys

is

Lect

ure

62

EL2

620

2011

Mot

ivat

ing

Exa

mpl

e

re

uy

!G

(s)

05

1015

20

-2-1012y

u

G(s

)=

4

s(s

+1)

2an

du

=sa

tegi

vea

stab

leos

cilla

tion.

•H

owca

nth

eos

cilla

tion

bepr

edic

ted?

Lect

ure

63

EL2

620

2011

AFr

eque

ncy

Res

pons

eA

ppro

ach

Nyq

uist

/Bod

e:

A(li

near

)fee

dbac

ksy

stem

will

have

sust

aine

dos

cilla

tions

(cen

ter)

ifth

elo

op-g

ain

is1

atth

efre

quen

cyw

here

the

phas

ela

gis

!18

0o

But

,can

we

talk

abou

tthe

frequ

ency

resp

onse

,in

term

sof

gain

and

phas

ela

g,of

ast

atic

nonl

inea

rity?

Lect

ure

64

Page 42: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Four

ier

Ser

ies

Ape

riodi

cfu

nctio

nu(t

)=

u(t

+T

)ha

sa

Four

iers

erie

sex

pans

ion

u(t

)=

a0 2

+! ! n=

1

(anco

sn!t+

b nsi

nn!t)

=a

0 2+

! ! n=

1

"a

2 n+

b2 nsi

n[n

!t+

arct

an(a

n/b

n)]

whe

re!

=2"

/Tan

d

an(!

)=

2 T

#T

0

u(t

)co

sn!tdt,

b n(!

)=

2 T

#T

0

u(t

)si

nn!tdt

Not

e:S

omet

imes

we

mak

eth

ech

ange

ofva

riabl

et"

#/!

Lect

ure

65

EL2

620

2011

The

Four

ier

Coe

ffici

ents

are

Opt

imal

The

finite

expa

nsio

n

$u k(t

)=

a0 2

+k ! n=

1

(anco

sn!t+

b nsi

nn!t)

solv

es

min u

2 T

#T

0

% u(t

)!

$u k(t

)& 2dt

Lect

ure

66

EL2

620

2011

Key

Idea

re

uy

!N

.L.

G(s

)

e(t)

=A

sin

!t

give

s

u(t

)=

! ! n=

1

"a

2 n+

b2 nsi

n[n

!t+

arct

an(a

n/b

n)]

If|G

(in!)|

#|G

(i!)|

forn

$2,

then

n=

1su

ffice

s,so

that

y(t

)%

|G(i

!)|'

a2 1+

b2 1si

n[!

t+

arct

an(a

1/b

1)+

arg

G(i

!)]

That

is,w

eas

sum

eal

lhig

her

harm

onic

sar

efil

tere

dou

tby

G

Lect

ure

67

EL2

620

2011

Defi

nitio

nof

Des

crib

ing

Func

tion

The

desc

ribi

ngfu

nctio

nis

N(A

,!)

=b 1

(!)+

ia1(!

)

A

e(t)

u(t

)N

.L.

e(t)

$u 1(t

)N

(A,!

)

IfG

islo

wpa

ssan

da

0=

0,th

en

$u 1(t

)=

|N(A

,!)|A

sin[!

t+

arg

N(A

,!)]

can

beus

edin

stea

dof

u(t

)to

anal

yze

the

syst

em.

Am

plitu

dede

pend

entg

ain

and

phas

esh

ift!

Lect

ure

68

Page 43: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Des

crib

ing

Func

tion

for

aR

elay

H !H

u

e

01

23

45

6-1

-0.50

0.51

eu

#=

2"t/

T

a1

=1 !

#2!

0

u("

)co

s"

d"

=0

b 1=

1 !

#2!

0

u("

)si

n"

d"

=2 !

#!

0

Hsi

n"

d"

=4H !

The

desc

ribin

gfu

nctio

nfo

rare

lay

isth

us

N(A

)=

b 1(!

)+

ia1(!

)

A=

4H "A

Lect

ure

69

EL2

620

2011

Odd

Sta

ticN

onlin

eari

ties

Ass

ume

f(·)

and

g(·)

are

odd

(i.e.

f(!

e)=

!f(e

))st

atic

nonl

inea

ritie

sw

ithde

scrib

ing

func

tions

Nf

and

Ng.

Then

,

•Im

Nf(A

,!)

=0

•Nf(A

,!)

=N

f(A

)

•N!

f(A

)=

$N

f(A

)

•Nf+

g(A

)=

Nf(A

)+

Ng(A

)

Lect

ure

610

EL2

620

2011

Exi

sten

ceof

Per

iodi

cS

olut

ions

repl

acem

ents

0e

uy

!f(·)

G(s

)

!1/N

(A) AG

(i#)

Pro

posa

l:su

stai

ned

osci

llatio

nsif

loop

-gai

n1

and

phas

e-la

g!

180o

G(i

!)N

(A)

=!

1&

G(i

!)

=!

1/N

(A)

The

inte

rsec

tions

ofth

ecu

rves

G(i

!)

and

!1/

N(A

)gi

ve!

and

Afo

rapo

ssib

lepe

riodi

cso

lutio

n.

Lect

ure

611

EL2

620

2011

Per

iodi

cS

olut

ions

inR

elay

Sys

tem

re

uy

!G

(s)

-1-0.8

-0.6

-0.4

-0.2

0

-0.5

-0.4

-0.3

-0.2

-0.10

0.1

G(i

#)

!1/N

(A)

G(s

)=

3

(s+

1)3

with

feed

back

u=

!sg

ny

No

phas

ela

gin

f(·)

,arg

G(i

!)

=!

"fo

r!=

'3

=1.

7

G(i

'3)

=!

3/8

=!

1/N

(A)

=!

"A

/4(

A=

12/8

"%

0.48

Lect

ure

612

Page 44: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

The

pred

ictio

nvi

ath

ede

scrib

ing

func

tion

agre

esve

ryw

ellw

ithth

etr

ueos

cilla

tions

:

02

46

810

-1

-0.50

0.51

uy

Not

eth

atG

filte

rsou

talm

osta

llhi

gher

-ord

erha

rmon

ics.

Lect

ure

613

EL2

620

2011

Des

crib

ing

Func

tion

for

aS

atur

atio

n

H !H

D!

D

u

e

01

23

45

6-1

-0.50

0.51

eu

#

Lete

(t)

=A

sin

!t=

Asi

n#

.Fi

rsts

etH

=D

.Th

enfo

r#

)(0

,")

u(#

)=

(A

sin

#,

#)

(0,#

0)*

("!

#0,"

)

D,

#)

(#0,"

!#

0)

whe

re#

0=

arcs

inD

/A.

Lect

ure

614

EL2

620

2011

a1

=1 "

#2"

0

u(#

)co

s#

d#

=0

b 1=

1 "

#2"

0

u(#

)si

n#

d#

=4 "

#"/2

0

u(#

)si

n#

d#

=4A "

##

0

0

sin

2#

d#

+4D "

#"/2

#0

sin

#d#

=A "

) 2#0+

sin

2#0

*

Lect

ure

615

EL2

620

2011

Hen

ce,i

fH=

D,t

hen

N(A

)=

1 "

) 2#0+

sin

2#0

* .

IfH

+=D

,the

nth

eru

leN

!f(A

)=

$N

f(A

)gi

ves

N(A

)=

H D"

) 2#0+

sin

2#0

*

02

46

810

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.91

1.1

N(A

)fo

rH=

D=

1

Lect

ure

616

Page 45: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

5m

inut

eex

erci

se:

Wha

tosc

illat

ion

ampl

itude

and

frequ

ency

doth

ede

scrib

ing

func

tion

anal

ysis

pred

ictf

orth

e“M

otiv

atin

gE

xam

ple”

?

Lect

ure

617

EL2

620

2011

The

Nyq

uist

Theo

rem

!K

G(s

)!

1/KG

(i#)

Ass

ume

that

Gis

stab

le,a

ndK

isa

posi

tive

gain

.

•If

G(i

!)

goes

thro

ugh

the

poin

t!1/

Kth

ecl

osed

-loop

syst

emdi

spla

yssu

stai

ned

osci

llatio

ns

•If

G(i

!)

enci

rcle

sth

epo

int!

1/K

,the

nth

ecl

osed

-loop

syst

emis

unst

able

(gro

win

gam

plitu

deos

cilla

tions

).

•If

G(i

!)

does

note

ncirc

leth

epo

int!

1/K

,the

nth

ecl

osed

-loop

syst

emis

stab

le(d

ampe

dos

cilla

tions

)

Lect

ure

618

EL2

620

2011

Sta

bilit

yof

Per

iodi

cS

olut

ions

!

!1/

N(A

)

G(!

)

Ass

ume

that

G(s

)is

stab

le.

•If

G(!

)en

circ

les

the

poin

t!1/

N(A

),th

enth

eos

cilla

tion

ampl

itude

isin

crea

sing

.

•If

G(!

)do

esno

tenc

ircle

the

poin

t!1/

N(A

),th

enth

eos

cilla

tion

ampl

itude

isde

crea

sing

.

Lect

ure

619

EL2

620

2011

An

Uns

tabl

eP

erio

dic

Sol

utio

n

!1/N

(A)

G(!

)

An

inte

rsec

tion

with

ampl

itude

A0

isun

stab

leifA

<A

0le

ads

tode

crea

sing

ampl

itude

and

A>

A0

lead

sto

incr

easi

ng.

Lect

ure

620

Page 46: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Sta

ble

Per

iodi

cS

olut

ion

inR

elay

Sys

tem

re

uy

!G

(s)

-5-4

-3-2

-10

-0.2

-0.15

-0.1

-0.050

0.050.1

0.150.2

G(i

!) !1/

N(A

)

G(s

)=

(s+

10)2

(s+

1)3

with

feed

back

u=

!sg

ny

give

son

est

able

and

one

unst

able

limit

cycl

e.Th

ele

ftm

ost

inte

rsec

tion

corr

espo

nds

toth

est

able

one.

Lect

ure

621

EL2

620

2011

Aut

omat

icTu

ning

ofP

IDC

ontr

olle

rPe

riod

and

ampl

itude

ofre

lay

feed

back

limit

cycl

eca

nbe

used

for

auto

tuni

ng:

ΣP

roce

ss

PID

Rela

y

A T

uy

−1

05

10

−101

Tim

e

uy

Lect

ure

622

EL2

620

2011

Des

crib

ing

Func

tion

for

aQ

uant

izer

1

D

u

e

01

23

45

6-1

-0.8

-0.6

-0.4

-0.20

0.2

0.4

0.6

0.81

e

u

Lete

(t)

=A

sin

!t=

Asi

n#

.Th

enfo

r#)

(0,"

)

u(#

)=

(0,

#)

(0,#

0)

1,#

)(#

0,"

!#

0)

whe

re#

0=

arcs

inD

/A.

Lect

ure

623

EL2

620

2011

a1

=1 "

#2"

0

u(#

)co

s#

d#

=0

b 1=

1 "

#2"

0

u(#

)si

n#d#

=4 "

#"/2

#0

sin

#d#

=4 "

cos#

0=

4 "

"1

!D

2/A

2

N(A

)=

+0,

A<

D4 "A

"1

!D

2/A

2,

A$

D

Lect

ure

624

Page 47: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Plo

tofD

escr

ibin

gFu

nctio

nQ

uant

izer

02

46

810

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

N(A

)fo

rD=

1

Not

ice

that

N(A

)%

1.3/

Afo

rlar

geam

plitu

des

Lect

ure

625

EL2

620

2011

Des

crib

ing

Func

tion

Pitf

alls

Des

crib

ing

func

tion

anal

ysis

can

give

erro

neou

sre

sults

.

•A

DF

may

pred

icta

limit

cycl

eev

enif

one

does

note

xist

.

•A

limit

cycl

em

ayex

iste

ven

ifth

eD

Fdo

esno

tpre

dict

it.

•Th

epr

edic

ted

ampl

itude

and

frequ

ency

are

only

appr

oxim

atio

nsan

dca

nbe

farf

rom

the

true

valu

es.

Lect

ure

626

EL2

620

2011

Acc

urac

yof

Des

crib

ing

Func

tion

Ana

lysi

s

Con

troll

oop

with

fric

tion

F=

sgny

: _

_G

C

Fric

tion

y ref

F

y

Cor

resp

onds

to

G

1+

GC

=s(

s!

z)

s3+

2s2+

2s+

1w

ithfe

edba

cku

=!

sgny

The

osci

llatio

nde

pend

son

the

zero

ats

=z.

Lect

ure

627

EL2

620

2011

05

1015

2025

30-101 0

510

1520

2530

-0.4

-0.20

0.2

0.4

y y

z=

1/3

z=

4/3

-1-0.5

00.5

-0.4

-0.20

0.2

0.4

0.6

0.81

1.2

z=

1/3

z=

4/3

DF

give

spe

riod

times

and

ampl

itude

s(T

,A)

=(1

1.4,

1.00

)an

d(1

7.3,

0.23

),re

spec

tivel

y.

Acc

urat

ere

sults

only

ify

iscl

ose

tosi

nuso

idal

!

Lect

ure

628

Page 48: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

2m

inut

eex

erci

se:

Wha

tisN

(A)

forf

(x)

=x

2?

Lect

ure

629

EL2

620

2011

Har

mon

icB

alan

ce

e(t)

=A

sin

!t

u(t

)f(·)

Afe

wm

ore

Four

ierc

oeffi

cien

tsin

the

trun

catio

n

$u k(t

)=

a0 2

+k ! n=

1

(anco

sn!t+

b nsi

nn!t)

may

give

muc

hbe

tterr

esul

t.D

escr

ibin

gfu

nctio

nco

rres

pond

sto

k=

1an

da

0=

0.

Exa

mpl

e:f(x

)=

x2

give

su(t

)=

(1!

cos2!

t)/2

.H

ence

byco

nsid

erin

ga

0=

1an

da

2=

1/2

we

gett

heex

actr

esul

t.

Lect

ure

630

EL2

620

2011

Ana

lysi

sof

Osc

illat

ions

—A

Sum

mar

y

Tim

e-do

mai

n:

•Po

inca

rem

aps

and

Lyap

unov

func

tions

•R

igor

ous

resu

ltsbu

tonl

yfo

rsim

ple

exam

ples

•H

ard

tous

efo

rlar

gepr

oble

ms

Freq

uenc

y-do

mai

n:

•D

escr

ibin

gfu

nctio

nan

alys

is

•A

ppro

xim

ate

resu

lts

•Po

wer

fulg

raph

ical

met

hods

Lect

ure

631

EL2

620

2011

Toda

y’s

Goa

l

You

shou

ldbe

able

to

•D

eriv

ede

scrib

ing

func

tions

fors

tatic

nonl

inea

ritie

s

•A

naly

zeex

iste

nce

and

stab

ility

ofpe

riodi

cso

lutio

nsby

desc

ribin

gfu

nctio

nan

alys

is

Lect

ure

632

Page 49: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

EL2

620

Non

linea

rC

ontr

ol

Lect

ure

7

•Com

pens

atio

nfo

rsat

urat

ion

(ant

i-win

dup)

•Fric

tion

mod

els

•Com

pens

atio

nfo

rfric

tion

Lect

ure

71

EL2

620

2011

Toda

y’s

Goa

l

You

shou

ldbe

able

toan

alyz

ean

dde

sign

•A

nti-w

indu

pfo

rPID

and

stat

e-sp

ace

cont

rolle

rs

•C

ompe

nsat

ion

forf

rictio

n

Lect

ure

72

EL2

620

2011

The

Pro

blem

with

Sat

urat

ing

Act

uato

r

PS

fr

ye

rv

GP

IDu

•Th

efe

edba

ckpa

this

brok

enw

hen

usa

tura

tes!

Ope

nlo

opbe

havi

or!

•Le

ads

topr

oble

mw

hen

syst

eman

d/or

the

cont

rolle

rare

unst

able

–E

xam

ple:

I-par

tin

PID

Rec

all:

CP

ID(s

)=

K

! 1+

1 Tis

+T

ds"

Lect

ure

73

EL2

620

2011

Exa

mpl

e—W

indu

pin

PID

Con

trol

ler

020

40

60

80

012

020

40

60

80

!0.10

0.1

Tim

e

y u

PID

cont

rolle

rwith

out(

dash

ed)a

ndw

ith(s

olid

)ant

i-win

dup

Lect

ure

74

Page 50: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Ant

i-Win

dup

for

PID

Con

trol

ler

Ant

i-win

dup

(a)w

ithac

tuat

orou

tput

avai

labl

ean

d(b

)with

out

∑1 s 1 T

t

e s

−y

vu

e

−+

∑∑

−y

eu

v

−+

e s

1 Tt1 s

Act

uato

r m

od

el

Act

uato

r

Act

uato

r

K

KT

dsK

K Ti

KT

ds

K Ti

(a)

(b)

Lect

ure

75

EL2

620

2011

Ant

i-Win

dup

isB

ased

onTr

acki

ng

Whe

nth

eco

ntro

lsig

nals

atur

ates

,the

inte

grat

ion

stat

ein

the

cont

rolle

rtra

cks

the

prop

erst

ate

The

track

ing

time

Tt

isth

ede

sign

para

met

erof

the

anti-

win

dup

Com

mon

choi

ces

ofT

t:

•T

t=

Ti

•T

t=

"T

iTd

Rem

ark:

If0

<T

t#

Ti,

then

the

inte

grat

orst

ate

beco

mes

sens

itive

toth

ein

stan

ces

whe

ne s

$=0:

I(t

)=

#t

0

$ Ke(

!)

Ti

+e s

(!)

Tt

% d!

%1 Tt

#t

0

e s(!

)d!

Lect

ure

76

EL2

620

2011

Ant

i-Win

dup

for

Obs

erve

r-B

ased

Sta

teFe

edba

ckC

ontr

olle

r

Act

uato

ry

Σxm

−ˆ x

Lsa

t v

Obse

rver

Sta

te f

eed

back

˙ x=

Ax

+B

satv

+K

(y&

Cx)

v=

L(x

m&

x)

xis

estim

ate

ofpr

oces

sst

ate,

xm

desi

red

(mod

el)s

tate

Nee

dac

tuat

orm

odel

ifsa

tv

isno

tmea

sura

ble

Lect

ure

77

EL2

620

2011

Ant

i-Win

dup

for

Gen

eral

Sta

te-S

pace

Con

trol

ler

Sta

te-s

pace

cont

rolle

r:

xc=

Fx

c+

Gy

u=

Cx

c+

Dy

Win

dup

poss

ible

ifF

unst

able

and

usa

tura

tes

Idea

:R

ewrit

ere

pres

enta

tion

ofco

ntro

llaw

from

(a)t

o(b

)with

the

sam

ein

put–

outp

utre

latio

n,bu

twhe

reth

eun

stab

leS

Ais

repl

aced

bya

stab

leS

B.

Ifu

satu

rate

s,th

en(b

)beh

aves

bette

rtha

n(a

).

yS

A

yu

uS

B

(a)

(b)

Lect

ure

78

Page 51: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Mim

icth

eob

serv

er-b

ased

cont

rolle

r:

xc=

Fx

c+

Gy

+K

(u&

Cx

c&

Dy)

=(F

&K

C)x

c+

(G&

KD

)y+

Ku

Cho

ose

Ksu

chth

atF

0=

F&

KC

has

desi

red

(sta

ble)

eige

nval

ues.

Then

use

cont

rolle

r

xc=

F0x

c+

G0y

+K

u

u=

sat(

Cx

c+

Dy)

whe

reG

0=

G&

KD

.

Lect

ure

79

EL2

620

2011

Sta

te-s

pace

cont

rolle

rwith

outa

ndw

ithan

ti-w

indu

p:

yu

∑∑

∑∑

sat

u G

−K

Dy

vs−1 K

F−

KC

CD

G

F s−1

CD

xc xc

Lect

ure

710

EL2

620

2011

Con

trol

lers

with

”Sta

ble”

Zero

s

Mos

tcon

trolle

rsar

em

inim

umph

ase,

i.e.h

ave

zero

sst

rictly

inLH

P

xc=

Fx

c+

Gy

u=

Cx

c+

Dy

!u=

0x

c=

zero

dynamics

&'(

)(F

&G

C/D

)x

c

y=

&C

/Dx

c

Thus

,cho

ose

”obs

erve

r”ga

in

K=

G/D

!F

&K

C=

F&

GC

/D

and

the

eige

nval

ues

ofth

e”o

bser

ver”

base

dco

ntro

llerb

ecom

eseq

ual

toth

eze

ros

ofF

(s)

whe

nu

satu

rate

s

Not

eth

atth

isim

plie

sG

&K

D=

0in

the

figur

eon

the

prev

ious

slid

e,an

dw

eth

usob

tain

P-fe

edba

ckw

ithga

inD

unde

rsat

urat

ion.

Lect

ure

711

EL2

620

2011

Con

trol

lerF

(s)

with

”Sta

ble”

Zero

s

LetD

=lim

s!"

F(s

)an

dco

nsid

erth

efe

edba

ckim

plem

enta

tion

y

!

sat

u

D

1F

(s)

!1 D

!+

Itis

easy

tosh

owth

attra

nsfe

rfun

ctio

nfro

my

tou

with

nosa

tura

tion

equa

lsF

(s)!

Ifth

etra

nsfe

rfun

ctio

n(1

/F(s

)&

1/D

)in

the

feed

back

loop

isst

able

(sta

ble

zero

s)!

No

stab

ility

prob

lem

sin

case

ofsa

tura

tion

Lect

ure

712

Page 52: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Inte

rnal

Mod

elC

ontr

ol(IM

C)

IMC

:app

lyfe

edba

ckon

lyw

hen

syst

emG

and

mod

elG

diffe

r!

&

&

ru

y

*y

Q(s

)

C(s

)

G(s

)

* G(s

)

Ass

ume

Gst

able

.N

ote:

feed

back

from

the

mod

eler

rory

&*y.

Des

ign:

assu

me

* G%

Gan

dch

oose

Qst

able

with

Q%

G#

1.

Lect

ure

713

EL2

620

2011

Exa

mpl

e

* G(s

)=

1

T1s

+1

Cho

ose

Q=

T1s

+1

!s

+1

,!

<T

1

Giv

esth

eco

ntro

ller F=

Q

1&

Q* G

!

F=

T1s

+1

!s

=T

1 !

! 1+

1 T1s

"

PI-c

ontro

ller!

Lect

ure

714

EL2

620

2011

IMC

with

Sta

ticN

onlin

eari

ty

Incl

ude

nonl

inea

rity

inm

odel

&

&r

u

v

yQ

G * G

Cho

ose

Q%

G#

1.

Lect

ure

715

EL2

620

2011

Exa

mpl

e(c

ont’d

)

Ass

ume

r=

0an

dab

use

ofLa

plac

etra

nsfo

rmno

tatio

n

u=

&Q

(y&

* Gv)

=&

T1s

+1

!s

+1

y+

1

!s

+1v

if|u

|<u

max

(v=

u):

PIc

ontro

lleru

=&

(T1s

+1)

!s

y

If|u

|>u

max

(v=

±u

max

):

u=

&T

1s

+1

!s

+1

um

ax

!s

+1

No

inte

grat

ion.

An

alte

rnat

ive

way

toim

plem

enta

nti-w

indu

p!

Lect

ure

716

Page 53: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Oth

erA

nti-W

indu

pS

olut

ions

Sol

utio

nsab

ove

are

allb

ased

ontra

ckin

g.

Oth

erso

lutio

nsin

clud

e:

•Tu

neco

ntro

llert

oav

oid

satu

ratio

n

•D

on’t

upda

teco

ntro

llers

tate

sat

satu

ratio

n

•C

ondi

tiona

llyre

seti

nteg

ratio

nst

ate

toze

ro

•A

pply

optim

alco

ntro

lthe

ory

(Lec

ture

12)

Lect

ure

717

EL2

620

2011

Bum

ples

sTr

ansf

er

Ano

ther

appl

icat

ion

ofth

etra

ckin

gid

eais

inth

esw

itchi

ngbe

twee

nau

tom

atic

and

man

ualc

ontro

lmod

es.

PID

with

anti-

win

dup

and

bum

ples

stra

nsfe

r: −+

M

A

u∑

y uc

PD 1 s

∑∑

+−

1

Tm

1 Tr

uc

e

1 Tr

1 Tr

1 s

Not

eth

ein

crem

enta

lfor

mof

the

man

ualc

ontro

lmod

e(u

%u

c/T

m)

Lect

ure

718

EL2

620

2011

Fric

tion

Fric

tion

ispr

esen

talm

oste

very

whe

re

•O

ften

bad:

–Fr

ictio

nin

valv

esan

dot

hera

ctua

tors

•S

omet

imes

good

:

–Fr

ictio

nin

brak

es

•S

omet

imes

too

smal

l:

–E

arth

quak

es

Pro

blem

s:

•H

owto

mod

elfr

ictio

n?

•H

owto

com

pens

ate

forf

rictio

n?

•H

owto

dete

ctfr

ictio

nin

cont

roll

oops

?

Lect

ure

719

EL2

620

2011

Stic

k-S

lipM

otio

n

Ff

Fp

xy

010

20012 0

1020

0

0.2

0.4

010

2001

Tim

e

Tim

e

Tim

ex y

y

Fp

Ff

Lect

ure

720

Page 54: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Posi

tion

Con

trol

ofS

ervo

with

Fric

tion

Fri

ctio

n

ux

r

v

x

F

1s

ΣP

ID1

ms

020

4060

80100

0

0.51 0

2040

6080

100

−0.20.2

020

4060

80100

−101

Tim

e

Tim

e

Tim

e

Lect

ure

721

EL2

620

2011

5m

inut

eex

erci

se:

Whi

char

eth

esi

gnal

sin

the

prev

ious

plot

s?

Lect

ure

722

EL2

620

2011

Fric

tion

Mod

elin

g

Lect

ure

723

EL2

620

2011

Str

ibec

kE

ffec

tFr

ictio

nin

crea

ses

with

decr

easi

ngve

loci

ty(fo

rlow

velo

citie

s)

Str

ibec

k(1

902)

-0.0

4-0

.03

-0.0

2-0

.01

00.

010.

020.

030.

04

-200

-150

-100-50050100

150

200

Stea

dy s

tate

fric

tion:

Joi

nt 1

Velo

city

[rad

/sec

]Friction [Nm]

Lect

ure

724

Page 55: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Cla

ssic

alFr

ictio

nM

odel

s

Adv

ance

dm

odel

sca

ptur

eva

rious

fric

tion

phen

omen

abe

tter

Lect

ure

725

EL2

620

2011

Fric

tion

Com

pens

atio

n

•Lu

bric

atio

n

•In

tegr

alac

tion

•D

ither

sign

al

•M

odel

-bas

edfr

ictio

nco

mpe

nsat

ion

•A

dapt

ive

fric

tion

com

pens

atio

n

•Th

eK

nock

er

Lect

ure

726

EL2

620

2011

Inte

gral

Act

ion

•In

tegr

alac

tion

com

pens

ates

fora

nyex

tern

aldi

stur

banc

e

•W

orks

iffr

ictio

nfo

rce

chan

ges

slow

ly(v

(t)%

cons

t)

•If

fric

tion

forc

ech

ange

squ

ickl

y,th

enla

rge

inte

gral

actio

n(s

mal

lTi)

nece

ssar

y.M

ayle

adto

stab

ility

prob

lem

��

xr

uv

x

FFr

ictio

n

PID

1 ms

1 s

Lect

ure

727

EL2

620

2011

Mod

ified

Inte

gral

Act

ion

Mod

ifyth

ein

tegr

alpa

rtto

I=

K Ti

+ te(

!)d

!w

here

e(t)

e(t)

"

Adv

anta

ge:

Avo

idth

atsm

alls

tatic

erro

rint

rodu

ces

osci

llatio

n

Dis

adva

ntag

e:E

rror

won

’tgo

toze

ro

Lect

ure

728

Page 56: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Dith

erS

igna

lA

void

stic

king

atv

=0

(whe

reth

ere

ishi

ghfr

ictio

n)by

addi

nghi

gh-fr

eque

ncy

mec

hani

calv

ibra

tion

(dith

er)

��

repl

acem

ents

xr

uv

x

FFr

ictio

n

PID

1 ms

1 s

Cf.,

mec

hani

calm

aze

puzz

le(la

byrin

tspe

l)

Lect

ure

729

EL2

620

2011

Mod

el-B

ased

Fric

tion

Com

pens

atio

n

Forp

roce

ssw

ithfr

ictio

nF

: mx

=u

&F

use

cont

rols

igna

l

u=

uP

ID+

F

whe

reu

PID

isth

ere

gula

rcon

trols

igna

land

Fan

estim

ate

ofF

.

Poss

ible

if:

•A

nes

timat

eF

%F

isav

aila

ble

•u

and

Fdo

esap

ply

atth

esa

me

poin

t

Lect

ure

730

EL2

620

2011

Ada

ptiv

eFr

ictio

nC

ompe

nsat

ion

uP

ID1 ms

Fric

tion

estim

ator

Fric

tion

v+ +&

F F

x1 s

Cou

lom

bfr

ictio

nm

odel

:F

=a

sgn

v

Fric

tion

estim

ator

:

z=

ku

PID

sgn

v

a=

z&

km

|v|

F=

asg

nv

Lect

ure

731

EL2

620

2011

Ada

ptat

ion

conv

erge

s:e

=a

&a

'0

ast'

(P

roof

:

de dt

=&

da dt

=&

dz dt

+km

d dt|v

|=

&ku

PID

sgn

v+

km

vsg

nv

=&

ksg

nv(u

PID

&m

v)

=&

ksg

nv(F

&F

)

=&

k(a

&a)

=&

ke

Rem

ark:

Car

eful

with

d dt|v

|atv

=0.

Lect

ure

732

Page 57: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

01

23

45

67

8-1

-0.50

0.51 0

12

34

56

78

-10-50510

v ref

v

u

P-c

ontro

ller

01

23

45

67

8-1

-0.50

0.51 0

12

34

56

78

-10-50510

PI-c

ontro

ller

01

23

45

67

8-1

-0.50

0.51 0

12

34

56

78

-10-50510

P-c

ontro

llerw

ithad

aptiv

efr

ictio

nco

mpe

nsat

ion

Lect

ure

733

EL2

620

2011

The

Kno

cker

Cou

lom

bfr

ictio

nco

mpe

nsat

ion

and

squa

rew

ave

dith

erTy

pica

lcon

trols

igna

lu

01

23

45

67

89

10-0

.50

0.51

1.52

2.5

Hag

glun

d:P

aten

tand

Inno

vatio

nC

upw

inne

r

Lect

ure

734

EL2

620

2011

Det

ectio

nof

Fric

tion

inC

ontr

olLo

ops

•Fr

ictio

nis

due

tow

eara

ndin

crea

ses

with

time

•Q

:Whe

nsh

ould

valv

esbe

mai

ntai

ned?

•Id

ea:

Mon

itorl

oops

auto

mat

ical

lyan

des

timat

efr

ictio

n

5010

015

020

025

030

035

0

9899100

101

102

5010

015

020

025

030

035

0

10.511

11.512y u

time

Hor

ch:

PhD

thes

is(2

000)

and

pate

nt

Lect

ure

735

EL2

620

2011

Toda

y’s

Goa

l

You

shou

ldbe

able

toan

alyz

ean

dde

sign

•A

nti-w

indu

pfo

rPID

,sta

te-s

pace

,and

poly

nom

ialc

ontro

llers

•C

ompe

nsat

ion

forf

rictio

n

Lect

ure

736

Page 58: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Nex

tLec

ture

•B

ackl

ash

•Q

uant

izat

ion

Lect

ure

737

Page 59: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

EL2

620

Non

linea

rC

ontr

ol

Lect

ure

8

•Bac

klas

h

•Qua

ntiz

atio

n

Lect

ure

81

EL2

620

2011

Toda

y’s

Goa

l

You

shou

ldbe

able

toan

alyz

ean

dde

sign

for

•B

ackl

ash

•Q

uant

izat

ion

Lect

ure

82

EL2

620

2011

Line

aran

dA

ngul

arB

ackl

ash

!F

in

!F

out

xin

xout

"!

D"

!D

Tin

Tout

! in

! out

2D

Lect

ure

83

EL2

620

2011

Bac

klas

h

Bac

klas

h(g

lapp

)is

•pr

esen

tin

mos

tmec

hani

cala

ndhy

drau

licsy

stem

s

•in

crea

sing

with

wea

r

•ne

cess

ary

fora

gear

box

tow

ork

inhi

ghte

mpe

ratu

re

•ba

dfo

rcon

trolp

erfo

rman

ce

•so

met

imes

indu

cing

osci

llatio

ns

Lect

ure

84

Page 60: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Bac

klas

hM

odel

xout=

! xin

,in

cont

act

0,ot

herw

ise

“inco

ntac

t”if|x

out!

xin

|=D

and

xin

(xin

!x

out)

>0.

xin

! in

D

D

xout

! out

•M

ultiv

alue

dou

tput

;cur

rent

outp

utde

pend

son

hist

ory.

Thus

,ba

ckla

shis

ady

nam

icph

enom

ena.

Lect

ure

85

EL2

620

2011

Alte

rnat

ive

Mod

el

xin

!x

out

(!in

!! o

ut)

D

Forc

e

(Tor

que)

Not

equi

vale

ntto

“Bac

klas

hM

odel

Lect

ure

86

EL2

620

2011

Eff

ects

ofB

ackl

ash

P-c

ontro

lofm

otor

angl

ew

ithge

arbo

xha

ving

back

lash

with

D=

0.2

! ref

!

eu

! out

! in

! in

1

1+

sT

1 sK

Lect

ure

87

EL2

620

2011

05

1015

2025

3035

400

0.51

1.5

No

back

lash

K=

0.25

,1,4

05

1015

2025

3035

400

0.2

0.4

0.6

0.81

1.2

1.4

1.6

Bac

klas

hK

=0.

25,1

,4

•O

scill

atio

nsfo

rK=

4bu

tnot

forK

=0.

25or

K=

1.W

hy?

•N

ote

that

the

ampl

itude

will

decr

ease

with

decr

easi

ngD

,bu

tnev

erva

nish

Lect

ure

88

Page 61: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Des

crib

ing

Func

tion

for

Bac

klas

h

IfA

<D

then

N(A

)=

0el

se

ReN

(A)

=1 "

" " 2+

arcs

in(1

!2D

/A)

+2(

1!

2D

/A)#

D A

$ 1!

D A

%&

ImN

(A)

=!

4D

"A

$ 1!

D A

%

Lect

ure

89

EL2

620

2011

!1/

N(A

)fo

rD=

0.2:

-4-3

.5-3

-2.5

-2-1

.5-1

-0.5

00.

51

-16

-14

-12

-10-8-6-4-20

Re

-1/N

(A)

Im -1/N(A)

Not

eth

at!

1/N

(A)"

!1

asA

"#

(phy

sica

lint

erpr

etat

ion?

)

Lect

ure

810

EL2

620

2011

Des

crib

ing

Func

tion

Ana

lysi

s

Rea

l Axi

s

Imaginary Axis

Nyq

uist

Dia

gram

s

-4-2

02

4-4-3-2-101234

K=

0.25

K=

1K

=4!1/

N(A

)

05

1015

2025

3035

400

0.2

0.4

0.6

0.81

1.2

1.4

1.6

1.8

Inpu

tand

outp

utof

back

lash

K=

4,D

=0.

2:

DF

anal

ysis

:In

ters

ectio

nat

A=

0.33

,"=

1.24

Sim

ulat

ion:

A=

0.33

,"=

2#/5

.0=

1.26

Des

crib

ing

func

tion

pred

icts

osci

llatio

nw

ell

Lect

ure

811

EL2

620

2011

Sta

bilit

yP

roof

for

Bac

klas

hS

yste

m

The

desc

ribin

gfu

nctio

nm

etho

dis

only

appr

oxim

ate.

Do

ther

eex

istc

ondi

tions

that

guar

ante

est

abili

ty(o

fthe

stea

dy-s

tate

)?

repl

acem

ents ! r

efu

!

e! o

ut! i

n! i

n1

1+

sT

1 sK

Not

eth

at! i

nan

d! o

ut

will

notc

onve

rge

toze

ro

Q:W

hata

bout

! in

and

! out?

Lect

ure

812

Page 62: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Rew

rite

the

syst

em:

G(s

)

! in

! out

G(s

)

! in

! out

BL

The

bloc

k“B

L”sa

tisfie

s ! out=

!! i

nin

cont

act

0ot

herw

ise

Lect

ure

813

EL2

620

2011

Hom

ewor

k2

Ana

lyze

this

back

lash

syst

emw

ithin

put–

outp

utst

abili

tyre

sults

:

G(s

)

! in

! out

BL

Pas

sivi

tyTh

eore

mB

Lis

pass

ive

Sm

allG

ain

Theo

rem

BL

has

gain

$(B

L)

=1

Cir

cle

Cri

teri

onB

Lco

ntai

ned

inse

ctor

[0,1

]

Lect

ure

814

EL2

620

2011

Bac

klas

hC

ompe

nsat

ion

•M

echa

nica

lsol

utio

ns

•D

eadz

one

•Li

near

cont

rolle

rdes

ign

•B

ackl

ash

inve

rse

Lect

ure

815

EL2

620

2011

Line

arC

ontr

olle

rD

esig

n

Intro

duce

phas

ele

adco

mpe

nsat

ion:

! ref

!

eu

! out

! in

! in

1

1+

sT

1 sK

1+

sT

2

1+

sT

1

Lect

ure

816

Page 63: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

F(s

)=

K1+

sT2

1+

sT1

with

T1

=0.

5,T

2=

2.0:

Rea

l Axi

s

Imaginary Axis

Nyq

uist

Dia

gram

s

-10

-50

510

-10-8-6-4-20246810

with

filte

r

with

out f

ilter

05

1015

200

0.51

1.5

y, w

ith/w

ithou

t filt

er

05

1015

20-2-1012

u, w

ith/w

ithou

t filt

er

Osc

illat

ion

rem

oved

!

Lect

ure

817

EL2

620

2011

Bac

klas

hIn

vers

e

Idea

:Le

txin

jum

2Dw

hen

xout

shou

ldch

ange

sign

###

#$ !

##

##$ !

!!

!u

xin

xout

xin

D

D

xout

Lect

ure

818

EL2

620

2011

xin

(t)

=

' ( ) ( *

u+

+ Difu(t

)>

u(t

!)

u!

+ Difu(t

)<

u(t

!)

xin

(t!

)ot

herw

ise

•If

+ D=

Dth

enpe

rfect

com

pens

atio

n(x

out=

u)

•If

+ D<

Dth

enun

der-

com

pens

atio

n(d

ecre

ased

back

lash

)

•If

+ D>

Dth

enov

er-c

ompe

nsat

ion

(may

give

osci

llatio

n)

Lect

ure

819

EL2

620

2011

Exa

mpl

e—P

erfe

ctC

ompe

nsat

ion

Mot

orw

ithba

ckla

shon

inpu

tin

feed

back

with

PD

-con

trolle

r

02

46

810

0

0.4

0.8

1.2 0

24

68

10-20246

Lect

ure

820

Page 64: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Exa

mpl

e—U

nder

-Com

pens

atio

n

020

4060

800

0.4

0.8

1.2 0

2040

6080

024

Lect

ure

821

EL2

620

2011

Exa

mpl

e—O

ver-

Com

pens

atio

n

01

23

45

0

0.4

0.8

1.2 0

12

34

5-20246

Lect

ure

822

EL2

620

2011

Qua

ntiz

atio

n

•W

hatp

reci

sion

isne

eded

inA

/Dan

dD

/Aco

nver

ters

?(8

–14

bits

?)

•W

hatp

reci

sion

isne

eded

inco

mpu

tatio

ns?

(8–6

4bi

ts?)

yu

GD

/AA

/D!

/2

!

•Q

uant

izat

ion

inA

/Dan

dD

/Aco

nver

ters

•Q

uant

izat

ion

ofpa

ram

eter

s

•R

ound

off,

over

flow

,und

erflo

win

com

puta

tions

Lect

ure

823

EL2

620

2011

Line

arM

odel

ofQ

uant

izat

ion

Mod

elqu

antiz

atio

ner

rora

sa

unifo

rmly

dist

ribut

edst

ocha

stic

sign

ale

inde

pend

ento

fuw

ith

Var

(e)

=

,! "!

e2f e

de

=

,!

/2

"!

/2

e2 !de

=!

2

12

yy

uu

e

Q+

•M

aybe

reas

onab

leif!

issm

allc

ompa

red

toth

eva

riatio

nsin

u

•B

ut,a

dded

nois

eca

nne

vera

ffect

stab

ility

whi

lequ

antiz

atio

nca

n!

Lect

ure

824

Page 65: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Des

crib

ing

Func

tion

for

Dea

dzon

eR

elay

1

D

u

e

01

23

45

6-1

-0.8

-0.6

-0.4

-0.20

0.2

0.4

0.6

0.81

e

u

Lect

ure

6$

N(A

)=

-0,

A<

D4 #A

.1

!D

2/A

2,

A>

D

Lect

ure

825

EL2

620

2011

Des

crib

ing

Func

tion

for

Qua

ntiz

er

yu

Qu

y

!/2

!

N(A

)=

' ( ) ( *

0,A

<! 2

4! #A

n / i=1

#1

!$

2i!

1

2A!

% 2,

2n"

12

!<

A<

2n+

12

!

Lect

ure

826

EL2

620

2011

02

401

A/

Del

ta

N(A)

•Th

em

axim

umva

lue

is4/

#%

1.27

atta

ined

atA

%0.

71!

.

•P

redi

cts

osci

llatio

nif

Nyq

uist

curv

ein

ters

ects

nega

tive

real

axis

toth

ele

ftof

!#/4

%!

0.79

•C

ontro

llerw

ithga

inm

argi

n>

1/0.

79=

1.27

avoi

dsos

cilla

tion

•R

educ

ing

!re

duce

son

lyth

eos

cilla

tion

ampl

itude

Lect

ure

827

EL2

620

2011

Exa

mpl

e—M

otor

with

P-c

ontr

olle

r.

Qua

ntiz

atio

nof

proc

ess

outp

utw

ith!

=0.

2

Nyq

uist

oflin

earp

art(

K&

ZOH

&G

(s))

inte

rsec

tsat

!0.

5K:

Sta

bilit

yfo

rK<

2w

ithou

tQ.

Sta

ble

osci

llatio

npr

edic

ted

forK

>2/

1.27

=1.

57w

ithQ

.

r

!u

yK

1"

e!s

sG

(s)

Q

Lect

ure

828

Page 66: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

05

001

Output

(a)

05

001

Output(b

)

05

001

Tim

e

Output

(c)

K=

0.8

K=

1.2

K=

1.6

Lect

ure

829

EL2

620

2011

Exa

mpl

e—1/

s2&

2nd-

Ord

erC

ontr

olle

r

!6

!4

!2

0

!202

Imaginary axis

Rea

l a

xis

A/D

D/A

FG

Lect

ure

830

EL2

620

2011

Qua

ntiz

atio

n!

=0.

02in

A/D

conv

erte

r:

050

100

150

01

Output

050

100

150

0.9

8

1.0

2

Output

050

100

150

!0.0

50

0.0

5

Tim

e

Input

Des

crib

ing

func

tion:

Ay

=0.

01an

dT

=39

Sim

ulat

ion:

Ay

=0.

01an

dT

=28

Lect

ure

831

EL2

620

2011

Qua

ntiz

atio

n!

=0.

01in

D/A

conv

erte

r:

050

100

150

01

Output

050

100

150

!0.0

50

0.0

5

Unquantized

050

100

150

!0.0

50

0.0

5

Tim

e

Input

Des

crib

ing

func

tion:

Au

=0.

005

and

T=

39

Sim

ulat

ion:

Au

=0.

005

and

T=

39

Lect

ure

832

Page 67: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Qua

ntiz

atio

nC

ompe

nsat

ion

•Im

prov

eac

cura

cy(la

rger

wor

dle

ngth

)

•A

void

unst

able

cont

rolle

rand

gain

mar

gins

<1.

3

•U

seth

etra

ckin

gid

eafro

man

ti-w

indu

pto

impr

ove

D/A

conv

erte

r

cont

rolle

rD

/AD

igita

lA

nalo

g

+!

•U

sean

alog

dith

er,

over

sam

-pl

ing,

and

digi

tal

low

pass

fil-

tert

oim

prov

eac

cura

cyof

A/D

conv

erte

rA

/Dfil

ter

deci

m.

+

Lect

ure

833

EL2

620

2011

Toda

y’s

Goa

l

You

shou

ldno

wbe

able

toan

alyz

ean

dde

sign

for

•B

ackl

ash

•Q

uant

izat

ion

Lect

ure

834

Page 68: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control
Page 69: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

EL2

620

Non

linea

rC

ontr

ol

Lect

ure

9

•Non

linea

rcon

trold

esig

nba

sed

onhi

gh-g

ain

cont

rol

Lect

ure

91

EL2

620

2011

Toda

y’s

Goa

l

You

shou

ldbe

able

toan

alyz

ean

dde

sign

•H

igh-

gain

cont

rols

yste

ms

•S

lidin

gm

ode

cont

rolle

rs

Lect

ure

92

EL2

620

2011

His

tory

ofth

eFe

edba

ckA

mpl

ifier

New

York

–San

Fran

cisc

oco

mm

unic

atio

nlin

k19

14.

Hig

hsi

gnal

ampl

ifica

tion

with

low

dist

ortio

nw

asne

eded

.

f(·)

f(·)

!r

yf(·) k

Feed

back

ampl

ifier

sw

ere

the

solu

tion!

Bla

ck,B

ode,

and

Nyq

uist

atB

ellL

abs

1920

–195

0.

Lect

ure

93

EL2

620

2011

Line

ariz

atio

nTh

roug

hH

igh

Gai

nFe

edba

ck

!r

yf(·) K

e!1e

!2e

f(e

)

!1

"f(e

)

e"

!2

#!

1

1+

!1K

r"

y"

!2

1+

!2K

r

choo

seK

$1/

!1,y

ield

s

y%

1 Kr

Lect

ure

94

Page 70: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

AW

ord

ofC

autio

n

Nyq

uist

:hi

ghlo

op-g

ain

may

indu

ceos

cilla

tions

(due

tody

nam

ics)

!

Lect

ure

95

EL2

620

2011

Inve

rtin

gN

onlin

eari

ties

Com

pens

atio

nof

stat

icno

nlin

earit

yth

roug

hin

vers

ion:

F(s

)f

!1(·)

f(·)

G(s

)!

Con

trolle

r

Sho

uld

beco

mbi

ned

with

feed

back

asin

the

figur

e!

Lect

ure

96

EL2

620

2011

Rem

ark:

How

toO

btai

nf

!1

from

fus

ing

Feed

back

!

vu

k s

f(·)

u

f(u

)

u=

k! v

!f(u

)"

Ifk

>0

larg

ean

ddf

/du

>0,

then

u&

0an

d

0=

k! v

!f(u

)"'

f(u

)=

v'

u=

f!

1(v

)

Lect

ure

97

EL2

620

2011

Exa

mpl

e—Li

near

izat

ion

ofS

tatic

Non

linea

rity

re

uy

!K

f(·)

00.2

0.4

0.6

0.8

10

0.2

0.4

0.6

0.81

y(r

)

f(u

)

Line

ariz

atio

nof

f(u

)=

u2

thro

ugh

feed

back

.

The

case

K=

100

issh

own

inth

epl

ot:y(r

)%

r.

Lect

ure

98

Page 71: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

The

Sen

sitiv

ityFu

nctio

nS

=(1

+G

F)!

1

The

clos

ed-lo

opsy

stem

is

Gcl

=G

1+

GF

!r

yG F

Sm

allp

ertu

rbat

ions

dG

inG

give

s

dG

cl

dG

=1

(1+

GF

)2#

dG

cl

Gcl

=1

1+

GF

dG G

=S

dG G

Sis

the

clos

ed-lo

opse

nsiti

vity

toop

en-lo

oppe

rtur

batio

ns.

Lect

ure

99

EL2

620

2011

Dis

tort

ion

Red

uctio

nvi

aFe

edba

ck

The

feed

back

redu

ces

dist

ortio

nin

each

link.

Sev

eral

links

give

dist

ortio

n-fre

ehi

ghga

in.

!!

f(·)

f(·)

KK

Lect

ure

910

EL2

620

2011

Exa

mpl

e—D

isto

rtio

nR

educ

tion

LetG

=10

00,

dist

ortio

ndG

/G=

0.1

!r

yG K

Cho

ose

K=

0.1

#S

=(1

+G

K)!

1%

0.01

.Th

en

dG

cl

Gcl

=S

dG G

%0.

001

100

feed

back

ampl

ifier

sin

serie

sgi

veto

tala

mpl

ifica

tion

Gto

t=

(Gcl)1

00

%10

100

and

tota

ldis

tort

ion dG

tot

Gto

t=

(1+

10!

3)1

00!

1%

0.1

Lect

ure

911

EL2

620

2011

Tran

scon

tinen

talC

omm

unic

atio

nR

evol

utio

n

The

feed

back

ampl

ifier

was

pate

nted

byB

lack

1937

.

Year

Cha

nnel

sLo

ss(d

B)

No

amp’

s

1914

160

3–6

1923

1–4

150–

400

6–20

1938

1610

0040

1941

480

3000

060

0

Lect

ure

912

Page 72: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Sen

sitiv

ityan

dth

eC

ircl

eC

rite

rion

r!1

GF

(i")

!r

yG

F

f(·)

Con

side

raci

rcle

C:=

{z(

C:

|z+

1|=

r},r

((0

,1).

GF

(i")

stay

sou

tsid

eC

if

|1+

GF

(i")|

>r

'|S

(i")|

"r!

1

Then

,the

Circ

leC

riter

ion

give

sst

abili

tyif

1

1+

r"

f(y

)

y"

1

1!

r

Lect

ure

913

EL2

620

2011

Sm

allS

ensi

tivity

Allo

ws

Larg

eU

ncer

tain

ty

If|S

(i")|

issm

all,

we

can

choo

ser

larg

e(c

lose

toon

e).

This

corr

espo

nds

toa

larg

ese

ctor

forf

(·).

Hen

ce,|S

(i")|

smal

lim

plie

slo

wse

nsiti

vity

tono

nlin

earit

ies.

k1

=1

1+

r

k2

=1

1!

r

yk1y

k2y

f(y

)

Lect

ure

914

EL2

620

2011

On–

Off

Con

trol

On–

offc

ontro

lis

the

sim

ples

tcon

trols

trate

gy.

Com

mon

inte

mpe

ratu

reco

ntro

l,le

velc

ontro

letc

.

re

uy

!G

(s)

The

rela

yco

rres

pond

sto

infin

itely

high

gain

atth

esw

itchi

ngpo

int.

Lect

ure

915

EL2

620

2011

AC

ontr

olD

esig

nId

eaA

ssum

eV

(x)

=x

TP

x,P

=P

T>

0,re

pres

ents

the

ener

gyof

x=

Ax

+B

u,

u(

[!1,

1]

Cho

ose

usu

chth

atV

deca

ysas

fast

aspo

ssib

le:

V=

xT(A

TP

+P

A)x

+2B

TP

xu

ism

inim

ized

ifu

=!

sgn(B

TP

x)

(Not

ice

that

V=

a+

bu,i

.e.j

ust

ase

gmen

tofl

ine

inu

,!1

<u

<1.

Hen

ceth

elo

wes

tval

ueis

atan

endp

oint

,dep

endi

ngon

the

sign

ofth

esl

ope

b.)

BTQ

Px

=0

x=

Ax

!B x

=A

x+

B

Lect

ure

916

Page 73: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Slid

ing

Mod

es

x=

# f+(x

),#(x

)>

0

f!(x

),#(x

)<

0

#(x

)>

0

#(x

)<

0f

+

f!

The

slid

ing

mod

eis

x=

!f

++

(1!

!)f

!,w

here

!sa

tisfie

s!f

+ n+

(1!

!)f

! n=

0fo

rthe

norm

alpr

ojec

tions

off

+,f

!

!f

++

(1!

!)f

!

f+

f!

The

slid

ing

surf

ace

isS

={x

:#(x

)=

0}.

Lect

ure

917

EL2

620

2011

Exa

mpl

e

x=

$ 0!

1

1!

1%x

+

$ 1 1%u

=A

x+

Bu

u=

!sg

n#(x

)=

!sg

nx

2=

!sg

n(C

x)

iseq

uiva

lent

to

x=

# Ax

!B

,x

2>

0

Ax

+B

,x

2<

0

Lect

ure

918

EL2

620

2011

Fors

mal

lx2

we

have

& ' ' ' ( ' ' ' )

x2(t

)%

x1!

1,dx

2

dx

1

%1

!x

1x

2>

0

x2(t

)%

x1+

1,dx

2

dx

1

%1

+x

1x

2<

0

This

impl

ies

the

follo

win

gbe

havi

or

x2

>0

x2

<0

x2

=0

x1

=!

1x1

=1

Lect

ure

919

EL2

620

2011

Slid

ing

Mod

eD

ynam

ics

The

dyna

mic

sal

ong

the

slid

ing

surfa

ceS

isob

tain

edby

setti

ngu

=u

eq(

[!1,

1]su

chth

atx(t

)st

ays

onS

.

ueq

isca

lled

the

equi

vale

ntco

ntro

l.

Lect

ure

920

Page 74: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Exa

mpl

e(c

ont’d

)

Find

ing

u=

ueq

such

that

#(x

)=

x2

=0

on#(x

)=

x2

=0

give

s

0=

x2

=x

1!

x2

*+,-

=0

+u

eq=

x1+

ueq

#u

eq=

!x

1

Inse

rtth

isin

the

equa

tion

forx

1:

x1

=!

x2

*+,-

=0

+u

eq=

!x

1

give

sth

edy

nam

ics

onth

esl

idin

gsu

rface

S=

{x:

x2

=0}

.

Lect

ure

921

EL2

620

2011

Der

ivin

gth

eE

quiv

alen

tCon

trol

Ass

ume

x=

f(x

)+

g(x

)u

u=

!sg

n#(x

)

has

ast

able

slid

ing

surfa

ceS

={x

:#(x

)=

0}.

Then

,for

x(

S,

0=

#(x

)=

d# dx

·dx dt

=d# dx

$ f(x

)+

g(x

)u

%

The

equi

vale

ntco

ntro

lis

thus

give

nby

ueq

=!

$d# dx

g(x

)% !1d# dx

f(x

)

ifth

ein

vers

eex

ists

.

Lect

ure

922

EL2

620

2011

Equ

ival

entC

ontr

olfo

rLi

near

Sys

tem

x=

Ax

+B

u

u=

!sg

n#(x

)=

!sg

n(C

x)

Ass

ume

CB

>0.

The

slid

ing

surfa

ceS

={x

:C

x=

0}so

0=

#(x

)=

d# dx

$ f(x

)+

g(x

)u

%=

C! A

x+

Bu

eq

"

give

su

eq=

!C

Ax/C

B.

Exa

mpl

e(c

ont’d

):Fo

rthe

exam

ple:

ueq

=!

CA

x/C

B=

!! 1

!1" x

=!

x1,

beca

use

#(x

)=

x2

=0.

(Sam

ere

sult

asbe

fore

.)

Lect

ure

923

EL2

620

2011

Slid

ing

Dyn

amic

s

The

dyna

mic

son

S=

{x:

Cx

=0}

isgi

ven

by

x=

Ax

+B

ueq

=

$ I!

1

CB

BC

% Ax,

unde

rthe

cons

train

tCx

=0,

whe

reth

eei

genv

alue

sof

(I!

BC

/CB

)Aar

eeq

ualt

oth

eze

ros

ofsG

(s)

=sC

(sI

!A

)!1B

.

Rem

ark:

The

cond

ition

that

Cx

=0

corr

espo

nds

toth

eze

roat

s=

0,an

dth

usth

isdy

nam

icdi

sapp

ears

onS

={x

:C

x=

0}.

Lect

ure

924

Page 75: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Pro

of

x=

Ax

+B

u

y=

Cx

#y

=C

Ax

+C

Bu

#u

=1

CB

CA

x!

1

CB

y#

x=

$ I!

1

CB

BC

% Ax

!1

CB

By

Hen

ce,t

hetra

nsfe

rfun

ctio

nfro

my

tou

equa

ls

!1

CB

+1

CB

CA

(sI

!((

I!

1

CB

BC

)A))

!1!

1

CB

B

butt

his

trans

ferf

unct

ion

isal

so1/

(sG

(s))

Hen

ce,t

heei

genv

alue

sof

(I!

BC

/CB

)Aar

eeq

ualt

oth

eze

ros

ofsG

(s).

Lect

ure

925

EL2

620

2011

Des

ign

ofS

lidin

gM

ode

Con

trol

ler

Idea

:D

esig

na

cont

roll

awth

atfo

rces

the

stat

eto

#(x

)=

0.C

hoos

e#(x

)su

chth

atth

esl

idin

gm

ode

tend

sto

the

orig

in.

Ass

ume

d dt

. / / / 0

x1

x2 . . . xn

1 2 2 2 3=

. / / / 0

f 1(x

)+

g 1(x

)u

x1 . . .

xn!

1

1 2 2 2 3=

f(x

)+

g(x

)u

Cho

ose

cont

roll

aw u=

!pT

f(x

)

pTg(x

)!

µ

pTg(x

)sg

n#(x

),

whe

reµ

>0

isa

desi

gnpa

ram

eter

,#(x

)=

pTx

,and

pT=

! p 1..

.p n

" are

the

coef

ficie

nts

ofa

stab

lepo

lyno

mia

l.

Lect

ure

926

EL2

620

2011

Clo

sed-

Loop

Sta

bilit

yC

onsi

derV

(x)

=#

2(x

)/2

with

#(x

)=

pTx

.Th

en,

V=

#T(x

)#(x

)=

xTp! pT

f(x

)+

pTg(x

)u"

With

the

chos

enco

ntro

llaw

,we

get

V=

!µ#(x

)sg

n#(x

)<

0

sox

tend

to#(x

)=

0.

0=

#(x

)=

p 1x

1+

···+

p n!

1x

n!

1+

p nx

n

=p 1

x(n

!1)

n+

···+

p n!

1x

(1)

n+

p nx

(0)

n

whe

rex

(k)

deno

tetim

ede

rivat

ive.

Now

pco

rres

pond

sto

ast

able

diffe

rent

iale

quat

ion,

and

xn

&0

expo

nent

ially

ast&

).

The

stat

ere

latio

nsx

k!

1=

xk

now

give

x&

0ex

pone

ntia

llyas

t&

).

Lect

ure

927

EL2

620

2011

Tim

eto

Sw

itch

Con

side

ran

initi

alpo

intx

0su

chth

at#

0=

#(x

0)>

0.S

ince

#(x

)#(x

)=

!µ#(x

)sg

n#(x

)

itfo

llow

sth

atas

long

as#(x

)>

0:

#(x

)=

Hen

ce,t

hetim

eto

the

first

switc

h(#

(x)

=0)

is

t s=

#0 µ

<)

Not

eth

att s

&0

asµ

&)

.

Lect

ure

928

Page 76: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Exa

mpl

e—S

lidin

gM

ode

Con

trol

ler

Des

ign

stat

e-fe

edba

ckco

ntro

llerf

or

x=

$ 10

10%

x+

$ 1 0%u

y=

! 01" x

Cho

ose

p 1s

+p 2

=s

+1

soth

at#(x

)=

x1+

x2.

The

cont

rolle

ris

give

nby

u=

!pT

Ax

pTB

pTB

sgn

#(x

)

=2x

1!

µsg

n(x

1+

x2)

Lect

ure

929

EL2

620

2011

Pha

sePo

rtra

it

Sim

ulat

ion

with

µ=

0.5.

Not

eth

esl

idin

gsu

rface

#(x

)=

x1+

x2.

−2−1

01

2

−101

x1

x2

Lect

ure

930

EL2

620

2011

Tim

eP

lots

Initi

alco

nditi

onx(0

)=

! 1.5

0" T.

Sim

ulat

ion

agre

esw

ellw

ithtim

eto

switc

h

t s=

#0 µ

=3

and

slid

ing

dyna

mic

s

y=

!y

x1

x2

u

Lect

ure

931

EL2

620

2011

The

Slid

ing

Mod

eC

ontr

olle

ris

Rob

ust

Ass

ume

that

only

am

odel

x=

4 f(x)+

4g(x)u

ofth

etr

uesy

stem

x=

f(x

)+

g(x

)uis

know

n.S

till,

how

ever

,

V=

#(x

)5 pT(f

4gT!

4 fgT)p

pT4g

pTg

pT4gsg

n#(x

)6<

0

ifsg

n(p

Tg)

=sg

n(p

T4g)

and

µ>

0is

suffi

cien

tlyla

rge.

The

clos

ed-lo

opsy

stem

isth

usro

bust

agai

nstm

odel

erro

rs!

(Hig

hga

inco

ntro

lwith

stab

leop

enlo

opze

ros)

Lect

ure

932

Page 77: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Com

men

tson

Slid

ing

Mod

eC

ontr

ol

•E

ffici

enth

andl

ing

ofm

odel

unce

rtai

ntie

s

•O

ften

impo

ssib

leto

impl

emen

tinfi

nite

fast

switc

hing

•S

moo

thve

rsio

nth

roug

hlo

wpa

ssfil

tero

rbou

ndar

yla

yer

•A

pplic

atio

nsin

robo

tics

and

vehi

cle

cont

rol

•C

ompa

repu

ls-w

idth

mod

ulat

edco

ntro

lsig

nals

Lect

ure

933

EL2

620

2011

Toda

y’s

Goa

l

You

shou

ldbe

able

toan

alyz

ean

dde

sign

•H

igh-

gain

cont

rols

yste

ms

•S

lidin

gm

ode

cont

rolle

rs

Lect

ure

934

EL2

620

2011

Nex

tLec

ture

•Ly

apun

ovde

sign

met

hods

•E

xact

feed

back

linea

rizat

ion

Lect

ure

935

Page 78: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control
Page 79: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

EL2

620

Non

linea

rC

ontr

ol

Lect

ure

10

•E

xact

feed

back

linea

rizat

ion

•In

put-o

utpu

tlin

eariz

atio

n

•Ly

apun

ov-b

ased

cont

rold

esig

nm

etho

ds

Lect

ure

101

EL2

620

2011

Out

putF

eedb

ack

and

Sta

teFe

edba

ck

x=

f(x

,u)

y=

h(x

)

•O

utpu

tfee

dbac

k:Fi

ndu

=k(y

)su

chth

atth

ecl

osed

-loop

syst

emx

=f! x

,k! h

(x)""

has

nice

prop

ertie

s.

•S

tate

feed

back

:Fi

ndu

=!(

x)

such

that

x=

f(x

,!(x

))

has

nice

prop

ertie

s.

kan

d!

may

incl

ude

dyna

mic

s.

Lect

ure

102

EL2

620

2011

Non

linea

rC

ontr

olle

rs

•N

onlin

eard

ynam

ical

cont

rolle

r:z

=a(z

,y),

u=

c(z)

•Li

near

dyna

mic

s,st

atic

nonl

inea

rity:

z=

Az

+B

y,u

=c(

z)

•Li

near

cont

rolle

r:z

=A

z+

By

,u=

Cz

Lect

ure

103

EL2

620

2011

Non

linea

rO

bser

vers

Wha

tifx

isno

tmea

sura

ble?

x=

f(x

,u),

y=

h(x

)

Sim

ples

tobs

erve

r#x

=f(#x

,u)

Feed

back

corr

ectio

n,as

inlin

earc

ase,

#x=

f(#x

,u)+

K(y

!h(#x

))

Cho

ices

ofK

•Li

near

ize

fat

x0,fi

ndK

fort

helin

eariz

atio

n

•Li

near

ize

fat

#x(t)

,find

K=

K(#x

)fo

rthe

linea

rizat

ion

Sec

ond

case

isca

lled

Ext

ende

dK

alm

anFi

lter

Lect

ure

104

Page 80: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Som

est

ate

feed

back

cont

rola

ppro

ache

s

•E

xact

feed

back

linea

rizat

ion

•In

put-o

utpu

tlin

eariz

atio

n

•Ly

apun

ov-b

ased

desi

gn-b

acks

tepp

ing

cont

rol

Lect

ure

105

EL2

620

2011

Exa

ctFe

edba

ckLi

near

izat

ion

Con

side

rthe

nonl

inea

rcon

trol-a

ffine

syst

em

x=

f(x

)+

g(x

)u

idea

:us

ea

stat

e-fe

edba

ckco

ntro

lleru

(x)

tom

ake

the

syst

emlin

ear

Exa

mpl

e1:

x=

cosx

!x

3+

u

The

stat

e-fe

edba

ckco

ntro

ller

u(x

)=

!co

sx

+x

3!

kx

+v

yiel

dsth

elin

ears

yste

m

x=

!kx

+v

Lect

ure

106

EL2

620

2011

Ano

ther

Exa

mpl

e

x1

=a

sin

x2

x2

=!

x2 1+

u

How

dow

eca

ncel

the

term

sin

x2?

Perfo

rmtra

nsfo

rmat

ion

ofst

ates

into

linea

rizab

lefo

rm:

z 1=

x1,

z 2=

x1

=a

sin

x2

yiel

dsz 1

=z 2

,z 2

=a

cosx

2(!

x2 1+

u)

and

the

linea

rizin

gco

ntro

lbec

omes

u(x

)=

x2 1+

v

aco

sx

2

,x

2"

[!"/2

,"/2

]

Lect

ure

107

EL2

620

2011

Diff

eom

orph

ism

sA

nonl

inea

rsta

tetra

nsfo

rmat

ion

z=

T(x

)w

ith

•T

inve

rtib

lefo

rxin

the

dom

ain

ofin

tere

st

•T

and

T!

1co

ntin

uous

lydi

ffere

ntia

ble

isca

lled

adi

ffeom

orph

ism

Defi

nitio

n:A

nonl

inea

rsys

tem

x=

f(x

)+

g(x

)u

isfe

edba

cklin

eari

zabl

eif

ther

eex

ista

diffe

omor

phis

mT

who

sedo

mai

nco

ntai

nsth

eor

igin

and

trans

form

sth

esy

stem

into

the

form

x=

Ax

+B

#(x

)(u

!$(x

))

with

(A,B

)co

ntro

llabl

ean

d#(x

)no

nsin

gula

rfor

allx

inth

edo

mai

nof

inte

rest

.

Lect

ure

108

Page 81: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Exa

ctvs

.Inp

ut-O

utpu

tLin

eari

zatio

nTh

eex

ampl

eag

ain,

butn

oww

ithan

outp

ut

x1

=a

sin

x2,

x2

=!

x2 1+

u,

y=

x2

•Th

eco

ntro

llaw

u=

x2 1+

v/a

cosx

2yi

elds

z 1=

z 2;

z 2=

v;

y=

sin

!1(z

2/a

)

whi

chis

nonl

inea

rin

the

outp

ut.

•If

we

wan

talin

eari

nput

-out

putr

elat

ions

hip

we

coul

din

stea

dus

e

u=

x2 1+

v

toob

tain

x1

=a

sin

x2,

x2

=v,

y=

x2

whi

chis

linea

rfro

mv

toy

Cau

tion:

the

cont

rolh

asre

nder

edth

est

ate

x1

unob

serv

able

Lect

ure

109

EL2

620

2011

Inpu

t-O

utpu

tLin

eari

zatio

n

Use

stat

efe

edba

cku(x

)to

mak

eth

eco

ntro

l-affi

nesy

stem

x=

f(x

)+

g(x

)u

y=

h(x

)

linea

rfro

mth

ein

putv

toth

eou

tput

y

The

gene

rali

dea:

diffe

rent

iate

the

outp

ut,y

=h(x

),p

times

until

lthe

cont

rolu

appe

ars

expl

icitl

yin

y(p

) ,and

then

dete

rmin

eu

soth

at

y(p

)=

v

i.e.,

G(s

)=

1/sp

Lect

ure

1010

EL2

620

2011

Exa

mpl

e:co

ntro

lled

van

derP

oleq

uatio

n

x1

=x

2

x2

=!

x1+

%(1

!x

2 1)x

2+

u

y=

x1

Diff

eren

tiate

the

outp

ut

y=

x1

=x

2

y=

x2

=!

x1+

%(1

!x

2 1)x

2+

u

The

stat

efe

edba

ckco

ntro

ller

u=

x1!

%(1

!x

2 1)x

2+

v#

y=

v

Lect

ure

1011

EL2

620

2011

Lie

Der

ivat

ives

Con

side

rthe

nonl

inea

rSIS

Osy

stem

x=

f(x

)+

g(x

)u;

x"

Rn,u

"R

1

y=

h(x

),y

"R

The

deriv

ativ

eof

the

outp

ut

y=

dh

dxx

=dh

dx

(f(x

)+

g(x

)u)!

Lfh(x

)+

Lgh(x

)u

whe

reL

fh(x

)an

dL

gh(x

)ar

eLi

ede

rivat

ives

(Lfh

isth

ede

rivat

ive

ofh

alon

gth

eve

ctor

field

ofx

=f(x

))

Rep

eate

dde

rivat

ives

Lk fh(x

)=

d(L

k!

1f

h)

dx

f(x

),L

gL

fh(x

)=

d(L

fh)

dx

g(x

)

Lect

ure

1012

Page 82: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Lie

deri

vativ

esan

dre

lativ

ede

gree

•Th

ere

lativ

ede

gree

pof

asy

stem

isde

fined

asth

enu

mbe

rof

inte

grat

ors

betw

een

the

inpu

tand

the

outp

ut(th

enu

mbe

roft

imes

ym

ustb

edi

ffere

ntia

ted

fort

hein

putu

toap

pear

)

•A

linea

rsys

tem

Y(s

)

U(s

)=

b 0sm

+..

.+b m

sn+

a1sn

!1+

...+

an

has

rela

tive

degr

eep

=n

!m

•A

nonl

inea

rsys

tem

has

rela

tive

degr

eep

if

LgL

i!1

fh(x

)=

0,i=

1,..

.,p!

1;

LgL

p!

1f

h(x

)$=

0%x

"D

Lect

ure

1013

EL2

620

2011

Exa

mpl

e

The

cont

rolle

dva

nde

rPol

equa

tion

x1

=x

2

x2

=!

x1+

%(1

!x

2 1)x

2+

u

y=

x1

Diff

eren

tiatin

gth

eou

tput y

=x

1=

x2

y=

x2

=!

x1+

%(1

!x

2 1)x

2+

u

Thus

,the

syst

emha

sre

lativ

ede

gree

p=

2

Lect

ure

1014

EL2

620

2011

The

inpu

t-ou

tput

linea

rizi

ngco

ntro

l

Con

side

rant

hor

derS

ISO

syst

emw

ithre

lativ

ede

gree

p

x=

f(x

)+

g(x

)u

y=

h(x

)

Diff

eren

tiatin

gth

eou

tput

repe

ated

ly

y=

dh

dxx

=L

fh(x

)+

=0

$%&

'L

gh(x

)u

. . .

y(p

)=

Lp fh(x

)+

LgL

p!

1f

h(x

)u

Lect

ure

1015

EL2

620

2011

and

henc

eth

est

ate-

feed

back

cont

rolle

r

u=

1

LgL

p!

1f

h(x

)

! !L

p fh(x

)+

v"

resu

ltsin

the

linea

rinp

ut-o

utpu

tsys

tem

y(p

)=

v

Lect

ure

1016

Page 83: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Zero

Dyn

amic

s

•N

ote

that

the

orde

roft

helin

eariz

edsy

stem

isp,

corr

espo

ndin

gto

the

rela

tive

degr

eeof

the

syst

em

•Th

us,i

fp<

nth

enn

!p

stat

esar

eun

obse

rvab

lein

y.

•Th

edy

nam

ics

ofth

en

!p

stat

esno

tobs

erva

ble

inth

elin

eariz

eddy

nam

ics

ofy

are

calle

dth

eze

rody

nam

ics.

Cor

resp

onds

toth

edy

nam

ics

ofth

esy

stem

whe

ny

isfo

rced

tobe

zero

fora

lltim

es.

•A

syst

emw

ithun

stab

leze

rody

nam

ics

isca

lled

non-

min

imum

phas

e(a

ndsh

ould

notb

ein

put-o

utpu

tlin

eariz

ed!)

Lect

ure

1017

EL2

620

2011

van

der

Pola

gain

x1

=x

2

x2

=!

x1+

%(1

!x

2 1)x

2+

u

•W

ithy

=x

1th

ere

lativ

ede

gree

p=

n=

2an

dth

ere

are

noze

rody

nam

ics,

thus

we

can

trans

form

the

syst

emin

toy

=v

.Tr

yit

your

self!

•W

ithy

=x

2th

ere

lativ

ede

gree

p=

1<

nan

dth

eze

rody

nam

ics

are

give

nby

x1

=0,

whi

chis

nota

sym

ptot

ical

lyst

able

(but

boun

ded)

Lect

ure

1018

EL2

620

2011

Lyap

unov

-Bas

edC

ontr

olD

esig

nM

etho

ds

x=

f(x

,u)

•Fi

ndst

abili

zing

stat

efe

edba

cku

=u(x

)

•Ve

rify

stab

ility

thro

ugh

Con

trolL

yapu

nov

func

tion

•M

etho

dsde

pend

onst

ruct

ure

off

Her

ew

elim

itdi

scus

sion

toB

ack-

step

ping

cont

rold

esig

n,w

hich

requ

irece

rtai

nf

disc

usse

dla

ter.

Lect

ure

1019

EL2

620

2011

Asi

mpl

ein

trod

ucto

ryex

ampl

e

Con

side

rx

=co

sx

!x

3+

u

App

lyth

elin

eariz

ing

cont

rol

u=

!co

sx

+x

3!

kx

Cho

ose

the

Lyap

unov

cand

idat

eV

(x)

=x

2/2

V(x

)>

0,

V=

!kx

2<

0

Thus

,the

syst

emis

glob

ally

asym

ptot

ical

lyst

able

But

,the

term

x3

inth

eco

ntro

llaw

may

requ

irela

rge

cont

rolm

oves

!

Lect

ure

1020

Page 84: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

The

sam

eex

ampl

ex

=co

sx

!x

3+

u

Now

try

the

cont

roll

aw

u=

!co

sx

!kx

Cho

ose

the

sam

eLy

apun

ovca

ndid

ate

V(x

)=

x2/2

V(x

)>

0,

V=

!x

4!

kx

2<

0

Thus

,als

ogl

obal

lyas

ympt

otic

ally

stab

le(a

ndm

ore

nega

tive

V)

Lect

ure

1021

EL2

620

2011

Sim

ulat

ing

the

two

cont

rolle

rsS

imul

atio

nw

ithx(0

)=

10

Sta

tetra

ject

ory

Con

troli

nput

00.5

11.5

22.5

33.5

44.5

5012345678910

time [s]

State x

linearizing

non-linearizing

00.5

11.5

22.5

33.5

44.5

5-200

0

200

400

600

800

1000

time [s]

Input u

linearizing

non-linearizing

The

linea

rizin

gco

ntro

lis

slow

eran

dus

esex

cess

ive

inpu

t.Th

us,

linea

rizat

ion

can

have

asi

gnifi

cant

cost

!

Lect

ure

1022

EL2

620

2011

Bac

k-S

tepp

ing

Con

trol

Des

ign

We

wan

tto

desi

gna

stat

efe

edba

cku

=u(x

)th

atst

abili

zes

x1

=f(x

1)+

g(x

1)x

2

x2

=u

(1)

atx

=0

with

f(0

)=

0.

Idea

:S

eeth

esy

stem

asa

casc

ade

conn

ectio

n.D

esig

nco

ntro

llerfi

rst

fort

hein

nerl

oop

and

then

fort

heou

ter.

ux

2x

1(

g(x

1)

f()

(

Lect

ure

1023

EL2

620

2011

Sup

pose

the

part

ials

yste

m

x1

=f(x

1)+

g(x

1)v

can

best

abili

zed

byv

=&(x

1)

and

ther

eex

ists

Lyap

unov

fcn

V1

=V

1(x

1)

such

that

V1(x

1)

=dV

1

dx

1

) f(x

1)+

g(x

1)&

(x1)*

&!

W(x

1)

fors

ome

posi

tive

defin

itefu

nctio

nW

.

This

isa

criti

cala

ssum

ptio

nin

back

step

ping

cont

rol!

Lect

ure

1024

Page 85: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

The

Tric

k

Equ

atio

n(1

)can

bere

writ

ten

as

x1

=f(x

1)+

g(x

1)&

(x1)+

g(x

1)[x

2!

&(x

1)]

x2

=u

!!(x

1)

ux

2x

1(

g(x

1)

f+

g!

(

Lect

ure

1025

EL2

620

2011

Intro

duce

new

stat

e'

=x

2!

&(x

1)

and

cont

rolv

=u

!&

:

x1

=f(x

1)+

g(x

1)&

(x1)+

g(x

1)'

'=

v

whe

re

&(x

1)

=d&

dx

1

x1

=d&

dx

1

) f(x

1)+

g(x

1)x

2

*

!!(x

1)

u"

x1

(g(x

1)

f+

g!

(

Lect

ure

1026

EL2

620

2011

Con

side

rV2(x

1,x

2)

=V

1(x

1)+

'2/2

.Th

en,

V2(x

1,x

2)

=dV

1

dx

1

) f(x

1)+

g(x

1)&

(x1)*

+dV

1

dx

1

g(x

1)'

+'v

&!

W(x

1)+

dV

1

dx

1

g(x

1)'

+'v

Cho

osin

g

v=

!dV

1

dx

1

g(x

1)!

k',

k>

0

give

sV

2(x

1,x

2)&

!W

(x1)!

k'

2

Hen

ce,x

=0

isas

ympt

otic

ally

stab

lefo

r(1)

with

cont

roll

awu(x

)=

&(x

)+

v(x

).

IfV

1ra

dial

lyun

boun

ded,

then

glob

alst

abili

ty.

Lect

ure

1027

EL2

620

2011

Bac

k-S

tepp

ing

Lem

ma

Lem

ma:

Letz

=(x

1,.

..,x

k!

1)T

and

z=

f(z

)+

g(z

)xk

xk

=u

Ass

ume

&(0

)=

0,f(0

)=

0,

z=

f(z

)+

g(z

)&(z

)

stab

le,a

ndV

(z)

aLy

apun

ovfc

n(w

ithV

&!

W).

Then

,

u=

d& dz

) f(z

)+

g(z

)xk

*!

dV dz

g(z

)!

(xk!

&(z

))

stab

ilize

sx

=0

with

V(z

)+

(xk!

&(z

))2/2

bein

ga

Lyap

unov

fcn.

Lect

ure

1028

Page 86: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Str

ictF

eedb

ack

Sys

tem

s

Bac

k-st

eppi

ngLe

mm

aca

nbe

appl

ied

tost

abili

zesy

stem

son

stric

tfe

edba

ckfo

rm: x

1=

f 1(x

1)+

g 1(x

1)x

2

x2

=f 2

(x1,x

2)+

g 2(x

1,x

2)x

3

x3

=f 3

(x1,x

2,x

3)+

g 3(x

1,x

2,x

3)x

4

. . .

xn

=f n

(x1,.

..,x

n)+

g n(x

1,.

..,x

n)u

whe

reg k

$=0

Not

e:x

1,.

..,x

kdo

notd

epen

don

xk+

2,.

..,x

n.

Lect

ure

1029

EL2

620

2011

2m

inut

eex

erci

se:

Giv

ean

exam

ple

ofa

linea

rsys

tem

x=

Ax

+B

uon

stric

tfee

dbac

kfo

rm.

Lect

ure

1030

EL2

620

2011

Bac

k-S

tepp

ing

Bac

k-S

tepp

ing

Lem

ma

can

beap

plie

dre

curs

ivel

yto

asy

stem

x=

f(x

)+

g(x

)u

onst

rictf

eedb

ack

form

.

Bac

k-st

eppi

ngge

nera

tes

stab

ilizi

ngfe

edba

cks&

k(x

1,.

..,x

k)

(equ

alto

uin

Bac

k-S

tepp

ing

Lem

ma)

and

Lyap

unov

func

tions

Vk(x

1,.

..,x

k)

=V

k!

1(x

1,.

..,x

k!

1)+

[xk!

&k!

1]2

/2

by“s

tepp

ing

back

”fro

mx

1to

u(s

eeK

halil

pp.5

93–5

94fo

rdet

ails

).

Bac

k-st

eppi

ngre

sults

inth

efin

alst

ate

feed

back

u=

&n(x

1,.

..,x

n)

Lect

ure

1031

EL2

620

2011

Exa

mpl

e

Des

ign

back

-ste

ppin

gco

ntro

llerf

or

x1

=x

2 1+

x2,

x2

=x

3,

x3

=u

Ste

p0

Verif

yst

rictf

eedb

ack

form

Ste

p1

Con

side

rfirs

tsub

syst

em

x1

=x

2 1+

&1(x

1),

x2

=u

1

whe

re&

1(x

1)

=!

x2 1!

x1

stab

ilize

sth

efir

steq

uatio

n.W

ithV

1(x

1)

=x

2 1/2

,Bac

k-S

tepp

ing

Lem

ma

give

s

u1

=(!

2x1!

1)(x

2 1+

x2)!

x1!

(x2+

x2 1+

x1)

=&

2(x

1,x

2)

V2

=x

2 1/2

+(x

2+

x2 1+

x1)2

/2

Lect

ure

1032

Page 87: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Ste

p2

App

lyin

gB

ack-

Ste

ppin

gLe

mm

aon

x1

=x

2 1+

x2

x2

=x

3

x3

=u

give

s

u=

u2

=d&

2

dz

) f(z

)+

g(z

)xn

*!

dV

2

dz

g(z

)!

(xn

!&

2(z

))

=(&

2

(x

1

(x2 1+

x2)+

(&

2

(x

2

x3!

(V

2

(x

2

!(x

3!

&2(x

1,x

2))

whi

chgl

obal

lyst

abili

zes

the

syst

em.

Lect

ure

1033

Page 88: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control
Page 89: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

EL2

620

Non

linea

rC

ontr

ol

Lect

ure

11

•N

onlin

earc

ontro

llabi

lity

•G

ain

sche

dulin

g

Lect

ure

111

EL2

620

2011

Toda

y’s

Goa

l

You

shou

ldbe

able

to

•D

eter

min

eif

ano

nlin

ears

yste

mis

cont

rolla

ble

•A

pply

gain

sche

dulin

gto

sim

ple

exam

ples

Lect

ure

112

EL2

620

2011

Con

trol

labi

lity

Defi

nitio

n:x

=f(x

,u)

isco

ntro

llabl

eif

fora

nyx

0,x

1th

ere

exis

tsT

>0

and

u:[0

,T]!

Rsu

chth

atx(0

)=

x0

and

x(T

)=

x1.

Lect

ure

113

EL2

620

2011

Line

arS

yste

ms

Lem

ma:

x=

Ax

+B

u

isco

ntro

llabl

eif

and

only

if

Wn

=! B

AB

...

An!

1B

"

has

full

rank

.

Isth

ere

aco

rres

pond

ing

resu

ltfo

rno

nlin

ear

syst

ems?

Lect

ure

114

Page 90: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Con

trol

labl

eLi

near

izat

ion

Lem

ma:

Let

z=

Az

+B

u

beth

elin

eariz

atio

nof

x=

f(x

)+

g(x

)u

atx

=0

with

f(0

)=

0.If

the

linea

rsys

tem

isco

ntro

llabl

eth

enth

eno

nlin

ears

yste

mis

cont

rolla

ble

ina

neig

hbor

hood

ofth

eor

igin

.

Rem

ark:

•H

ence

,ifr

ank

Wn

=n

then

ther

eis

an!

>0

such

that

fore

very

x1

"B

!(0)

ther

eex

ists

u:[0

,T]!

Rso

that

x(T

)=

x1

•A

nonl

inea

rsys

tem

can

beco

ntro

llabl

e,ev

enif

the

linea

rized

syst

emis

notc

ontro

llabl

e

Lect

ure

115

EL2

620

2011

Car

Exa

mpl

e

"#

x

y

(x,y

)

Inpu

t:u

1st

eerin

gw

heel

velo

city

,u2

forw

ard

velo

city

d dt

# $ $ $ %

x y " #

& ' ' ' (=

# $ $ $ %

0 0 0 1& ' ' ' (u

1+

# $ $ $ %

cos(

"+

#)

sin("

+#)

sin(#

)

0

& ' ' ' (u

2=

g 1(z

)u1+

g 2(z

)u2

Lect

ure

116

EL2

620

2011

Line

ariz

atio

nfo

ru1

=u

2=

0gi

ves

z=

Az

+B

1u

1+

B2u

2

with

A=

0an

d

B1

=

# $ $ $ %

0 0 0 1& ' ' ' (,

B2

=

# $ $ $ %

cos(

"0+

# 0)

sin("

0+

# 0)

sin(#

0)

0

& ' ' ' (

rank

Wn

=ra

nk

! BA

B..

.A

n!

1B

" =2

<4,

soth

elin

eariz

atio

nis

notc

ontro

llabl

e.S

tillt

heca

ris

cont

rolla

ble!

Line

ariz

atio

ndo

esno

tcap

ture

the

cont

rolla

bilit

ygo

oden

ough

Lect

ure

117

EL2

620

2011

Lie

Bra

cket

s

Lie

brac

ketb

etw

een

vect

orfie

ldsf,g

:R

n!

Rn

isa

vect

orfie

ldde

fined

by

[f,g

]=

$g

$xf

#$f

$x

g

Exa

mpl

e:

f=

) cosx

2

x1

*,

g=

) x1 1

*

[f,g

]=

) 10

00*

) cosx

2

x1

*#

) 0#

sin

x2

10

*) x

1 1

*

=

) cosx

2+

sin

x2

#x

1

*

Lect

ure

118

Page 91: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Lie

Bra

cket

Dir

ectio

n

Fort

hesy

stem

x=

g 1(x

)u1+

g 2(x

)u2

the

cont

rol

(u1,u

2)

=

+ , , , - , , , .

(1,0

),t"

[0,!

)

(0,1

),t"

[!,2

!)

(#1,

0),

t"

[2!,

3!)

(0,#

1),

t"

[3!,

4!)

give

sm

otio

n

x(4

!)=

x(0

)+

!2[g

1,g

2]+

O(!

3)

The

syst

emca

nm

ove

inth

e[g

1,g

2]d

irec

tion!

Lect

ure

119

EL2

620

2011

Pro

of

1.Fo

rt"

[0,!

],as

sum

ing

!sm

alla

ndx(0

)=

x0,T

aylo

rser

ies

yiel

ds

x(!

)=

x0+

g 1(x

0)!

+1 2

dg 1 dx

g 1(x

0)!

2+

O(!

3)

(1)

2.S

imila

rily,

fort

"[!

,2!]

x(2

!)=

x(!

)+

g 2(x

(!))

!+

1 2

dg 2 dx

g 2(x

(!))

!2

and

with

x(!

)fro

m(1

),an

dg 2

(x(!

))=

g 2(x

0)+

dg2

dx

!g1(x

0)

x(2

!)=

x0+

!(g 1

(x0)+

g 2(x

0))

+

!2

)1 2

dg 1 dx

(x0)g

1(x

0)+

dg 2 dx

(x0)g

1(x

0)+

1 2

dg 2 dx

(x0)g

2(x

0)*

Lect

ure

1110

EL2

620

2011

Pro

of,c

ontin

ued

3.S

imila

rily,

fort

"[2

!,3!]

x(3

!)=

x0+

!g2+

!2

)dg 2 dx

g 1#

dg 1 dx

g 2+

1 2

dg 2 dx

g 2

*

4.Fi

nally

,for

t"

[3!,

4!]

x(4

!)=

x0+

!2

)dg 2 dx

g 1#

dg 1 dx

g 2

*

Lect

ure

1111

EL2

620

2011

Car

Exa

mpl

e(C

ont’d

)

g 3:=

[g1,g

2]=

$g 2 $x

g 1#

$g 1 $x

g 2

=

# $ $ $ %

00

#si

n("

+#)

#si

n("

+#)

00

cos(

"+

#)co

s("

+#)

00

0co

s(#)

00

00

& ' ' ' (

# $ $ $ %

0 0 0 1& ' ' ' (#

0

=

# $ $ $ %

#si

n("

+#)

cos(

"+

#)

cos(

#)

0

& ' ' ' (

Lect

ure

1112

Page 92: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

We

can

henc

em

ove

the

cari

nth

eg 3

dire

ctio

n(“

wrig

gle”

)by

appl

ying

the

cont

rols

eque

nce

(u1,u

2)

={(

1,0)

,(0,

1),(

#1,

0),(

0,#

1)}

"

#

x

y

(x,y

)

Lect

ure

1113

EL2

620

2011

The

carc

anal

som

ove

inth

edi

rect

ion

g 4:=

[g3,g

2]=

"g 2 "x

g 3#

"g 3 "x

g 2=

...=

# $ $ $ %

#si

n(#

+2$)

cos(

#+

2$)

0 0

& ' ' ' (

g 4di

rect

ion

corr

espo

nds

tosi

dew

ays

mov

emen

t

(#si

n("

),co

s("))

Lect

ure

1114

EL2

620

2011

Par

king

Theo

rem

You

can

geto

utof

any

park

ing

lott

hati

s!

>0

bigg

erth

anyo

urca

rby

appl

ying

cont

rolc

orre

spon

ding

tog 4

,tha

tis,

byap

plyi

ngth

eco

ntro

lseq

uenc

e

Wrig

gle,

Driv

e,#

Wrig

gle,

#D

rive

Lect

ure

1115

EL2

620

2011

2m

inut

eex

erci

se:

Wha

tdoe

sth

edi

rect

ion

[g1,g

2]c

orre

spon

dto

for

alin

ears

yste

mx

=g 1

(x)u

1+

g 2(x

)u2

=B

1u

1+

B2u

2?

Lect

ure

1116

Page 93: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

The

Lie

Bra

cket

Tree

[g1,g

2]

[g1,[

g 1,g

2]]

[g2,[

g 1,g

2]]

[g1,[

g 1,[

g 1,g

2]]]

[g2,[

g 1,[

g 1,g

2]]]

[g1,[

g 2,[

g 1,g

2]]]

[g2,[

g 2,[

g 1,g

2]]]

Lect

ure

1117

EL2

620

2011

Con

trol

labi

lity

Theo

rem

Theo

rem

:The

syst

em

x=

g 1(x

)u1+

g 2(x

)u2

isco

ntro

llabl

eif

the

Lie

brac

kett

ree

(toge

ther

with

g 1an

dg 2

)spa

nsR

nfo

rallx

Rem

ark:

•Th

esy

stem

can

best

eere

din

any

dire

ctio

nof

the

Lie

brac

kett

ree

Lect

ure

1118

EL2

620

2011

Exa

mpl

e—U

nicy

cle

d dt

# %x

1

x2 #

& (=

# %co

s#

sin

#

0

& (u

1+

# %0 0 1& (

u2

(x1,x

2)#

g 1=

# %co

s#

sin

#

0

& (,

g 2=

# %0 0 1& (

,[g

1,g

2]=

# %si

n#

#co

s#

0

& (

Con

trolla

ble

beca

use

{g1,g

2,[

g 1,g

2]}

span

sR

3

Lect

ure

1119

EL2

620

2011

2m

inut

eex

erci

se:

•S

how

that

{g1,g

2,[

g 1,g

2]}

span

sR

3fo

rthe

unic

ycle

•Is

the

linea

rizat

ion

ofth

eun

icyc

leco

ntro

llabl

e?

Lect

ure

1120

Page 94: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Exa

mpl

e—R

ollin

gP

enny

(x1,x

2)

#

%

d dt

# $ $ $ %

x1

x2 # %

& ' ' ' (=

# $ $ $ %

cos#

sin

#

0 1

& ' ' ' (u

1+

# $ $ $ %

0 0 1 0& ' ' ' (u

2

Con

trolla

ble

beca

use

{g1,g

2,[

g 1,g

2],

[g2,[

g 1,g

2]]}s

pans

R4

Lect

ure

1121

EL2

620

2011

Whe

nis

Feed

back

Line

ariz

atio

nPo

ssib

le?

Q:W

hen

can

we

trans

form

x=

f(x

)+

g(x

)uin

toz

=A

z+

bvby

mea

nsof

feed

back

u=

&(x

)+

'(x

)van

dch

ange

ofva

riabl

esz

=T

(x)

(see

prev

ious

lect

ure)

?

A:T

hean

swer

requ

ires

Lie

brac

kets

and

furt

herc

once

pts

from

diffe

rent

ialg

eom

etry

(see

Kha

lilan

dP

hDco

urse

)

vx

zu

x=

f%

&

T

Lect

ure

1122

EL2

620

2011

Gai

nS

ched

ulin

g

Con

trolp

aram

eter

sde

pend

onop

erat

ing

cond

ition

s:

Pro

cess

s ch

ed

ule

Ga

in

Ou

tpu

t

Con

trol

sign

al

Con

troll

er

para

mete

rs

Op

era

tin

gco

nd

itio

n

Com

man

dsi

gn

al

Con

troll

er

Exa

mpl

e:P

IDco

ntro

llerw

ithK

=K

(&),

whe

re&

isth

esc

hedu

ling

varia

ble.

Exa

mpl

esof

sche

dulin

gva

riabl

ear

epr

oduc

tion

rate

,mac

hine

spee

d,M

ach

num

ber,

flow

rate

Lect

ure

1123

EL2

620

2011

Valv

eC

hara

cter

istic

s

Flo

Po

sit

ion

Qu

ick

�op

en

ing

Lin

ea

r

E�u

al�p

erc

en

tag

e

Lect

ure

1124

Page 95: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Non

linea

rVa

lve

ΣP

Ic

uf

vy

Pro

cess

−1 f −1

uc

G0

(s)

Valv

ech

arac

teris

tics

00.

51

1.5

2010

f(u

)f(u

)

Lect

ure

1125

EL2

620

2011

With

outg

ain

sche

dulin

g:

010

2030

400.

2

0.3

010

2030

401.

0

1.1

010

2030

40

5.0

5.2

Tim

e

Tim

e

Tim

e

uc

y

uc

y

y

uc

Lect

ure

1126

EL2

620

2011

With

gain

sche

dulin

g:

020

4060

8010

00.

2

0.3

020

4060

8010

01.

0

1.1

020

4060

8010

05.

0

5.1

Tim

e

Tim

e

Tim

e

uc

y

uc y

uc

y

Lect

ure

1127

EL2

620

2011

Flig

htC

ontr

ol

Pitc

hdy

nam

ics

α

q=

˙ θ

Nz

δ e

Lect

ure

1128

Page 96: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Flig

htC

ontr

ol

Ope

ratin

gco

nditi

ons:

00.

40.

81.

21.

62.

02.

4

80 60 40 20 01

234

Mac

h nu

mbe

r

Altitude (x1000 ft)

Lect

ure

1129

EL2

620

2011

The

Pitc

hC

ontr

olC

hann

el

Fil

ter

Fil

ter

Fil

ter

A/D

A/D

A/D

D/A

D/A

Fil

ter

H

HM

H

M

Pit

ch s

tick

Posi

tion

Acc

ele

rati

on

Pit

ch r

ate

Σ

Σ

Σ

ΣΣ

Gea

r

To s

erv

os

Σ

VIA

S

VIA

S

VIA

SM

H

KD

SE

KS

G

T1s

1+

T1s

11

+T

3s

KQ

1 K

NZ

M H

KQ

D

T2s

1+

T2s

Lect

ure

1130

EL2

620

2011

Toda

y’s

Goa

l

You

shou

ldbe

able

to

•D

eter

min

eif

ano

nlin

ears

yste

mis

cont

rolla

ble

•A

pply

gain

sche

dulin

gto

sim

ple

exam

ples

Lect

ure

1131

Page 97: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

EL2

620

Non

linea

rC

ontr

ol

Lect

ure

12

•O

ptim

alco

ntro

l

Lect

ure

121

EL2

620

2011

Toda

y’s

Goa

lYo

ush

ould

beab

leto

•D

esig

nco

ntro

llers

base

don

optim

alco

ntro

lthe

ory

Lect

ure

122

EL2

620

2011

Opt

imal

Con

trol

Pro

blem

sId

ea:

form

ulat

eth

eco

ntro

ldes

ign

prob

lem

asan

optim

izat

ion

prob

lem

min

u(t

)J(x

,u,t

),x

=f(t

,x,u

)

+pr

ovid

esa

syst

emat

icde

sign

fram

ewor

k

+ap

plic

able

tono

nlin

earp

robl

ems

+ca

nde

alw

ithco

nstra

ints

-di

fficu

ltto

form

ulat

eco

ntro

lobj

ectiv

esas

asi

ngle

obje

ctiv

efu

nctio

n

-de

term

inin

gth

eop

timal

cont

rolle

rcan

beha

rd

Lect

ure

123

EL2

620

2011

Exa

mpl

e—B

oati

nS

trea

mS

aila

sfa

ras

poss

ible

inx

1di

rect

ion

Spe

edof

wat

erv(x

2)

with

dv/d

x2

=1

Rud

dera

ngle

cont

rol:

u(t

)!

U=

{(u

1,u

2)

:u

2 1+

u2 2

=1}

x1

x2

v(x

2)

max

u:[0,t

f]!

Ux

1(t

f)

x1(t

)=

v(x

2)+

u1(t

)

x2(t

)=

u2(t

)

x1(0

)=

x2(0

)=

0

Lect

ure

124

Page 98: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Exa

mpl

e—R

esou

rce

Allo

catio

nM

axim

izat

ion

ofst

ored

profi

t

x(t

)!

[0,"

)pr

oduc

tion

rate

u(t

)!

[0,1

]po

rtio

nof

xre

inve

sted

1#

u(t

)po

rtio

nof

xst

ored

!u(t

)x(t

)ch

ange

ofpr

oduc

tion

rate

(!>

0)

[1#

u(t

)]x(t

)am

ount

ofst

ored

profi

t

max

u:[0,t

f]!

[0,1

]

!t f

0

[1#

u(t

)]x(t

)dt

x(t

)=!u(t

)x(t

)

x(0

)=

x0

>0

Lect

ure

125

EL2

620

2011

Exa

mpl

e—M

inim

alC

urve

Leng

thFi

ndth

ecu

rve

with

min

imal

leng

thbe

twee

na

give

npo

inta

nda

line

Cur

ve:(t

,x(t

))w

ithx(0

)=

a

Line

:Ve

rtic

alth

roug

h(t

f,0

)

t

t f

x(t

)

a

min

u:[0,t

f]!

R

!t f

0

"1

+u

2(t

)dt

x(t

)=

u(t

)

x(0

)=

a

Lect

ure

126

EL2

620

2011

Opt

imal

Con

trol

Pro

blem

Sta

ndar

dfo

rm: m

inu:[0,t

f]!

U

!t f

0

L(x

(t),

u(t

))dt+"(x

(tf))

x(t

)=

f(x

(t),

u(t

)),

x(0

)=

x0

Rem

arks

:

•U

$R

mse

tofa

dmis

sibl

eco

ntro

l

•In

finite

dim

ensi

onal

optim

izat

ion

prob

lem

:O

ptim

izat

ion

over

func

tions

u:[0

,tf]%

U

•C

onst

rain

tson

xfro

mth

edy

nam

ics

•Fi

nalt

ime

t ffix

ed(fr

eela

ter)

Lect

ure

127

EL2

620

2011

Pont

ryag

in’s

Max

imum

Pri

ncip

leTh

eore

m:

Intro

duce

the

Ham

ilton

ian

func

tion

H(x

,u,#

)=

L(x

,u)+#

Tf(x

,u)

Sup

pose

the

optim

alco

ntro

lpro

blem

abov

eha

sth

eso

lutio

nu

":[0

,tf]%

Uan

dx

":[0

,tf]%

Rn

.Th

en,

min

u#U

H(x

" (t)

,u,#

(t))

=H

(x" (

t),u

" (t)

,#(t

)),

&t!

[0,t

f]

whe

re#(t

)so

lves

the

adjo

inte

quat

ion

#(t

)=

#$H

T

$x

(x" (

t),u

" (t)

,#(t

)),#(t

f)

=$"

T

$x

(x" (

t f))

Mor

eove

r,th

eop

timal

cont

roli

sgi

ven

by

u" (

t)=

arg

min

u#U

H(x

" (t)

,u,#

(t))

Lect

ure

128

Page 99: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Rem

arks

•S

eete

xtbo

ok,e

.g.,

Gla

dan

dLj

ung,

forp

roof

.The

outli

neis

sim

ply

tono

teth

atev

ery

chan

geof

u(t

)fro

mth

eop

timal

u" (

t)m

ust

incr

ease

the

crite

rium

.Th

enpe

rform

acl

ever

Tayl

orex

pans

ion.

•Po

ntry

agin

’sM

axim

umP

rinci

ple

prov

ides

nece

ssar

yco

nditi

on:

ther

em

ayex

istm

any

orno

neso

lutio

ns(c

f.,m

inu:[0,1

]!R

x(1

),x

=u

,x(0

)=

0)

•Th

eM

axim

umP

rinci

ple

prov

ides

allp

ossi

ble

cand

idat

es.

•S

olut

ion

invo

lves

2nO

DE

’sw

ithbo

unda

ryco

nditi

onsx(0

)=

x0

and#(t

f)

=$"

T/$

x(x

" (t f

)).

Ofte

nha

rdto

solv

eex

plic

itly.

•“m

axim

um”i

sdu

eto

Pont

ryag

in’s

orig

inal

form

ulat

ion

Lect

ure

129

EL2

620

2011

Exa

mpl

e—B

oati

nS

trea

m(c

ont’d

)H

amilt

onia

nsa

tisfie

s

H=#

Tf

=# #

1#

2

$% v(x

2)+

u1

u2

&

$H $x

=# 0

#1

$ ,"(x

)=

#x

1

Adj

oint

equa

tions

#1(t

)=

0,#

1(t

f)

=#

1

#2(t

)=

##

1(t

),#

2(t

f)

=0

have

solu

tion

#1(t

)=

#1,

#2(t

)=

t#

t f

Lect

ure

1210

EL2

620

2011

Opt

imal

cont

rol

u" (

t)=

arg

min

u2 1+

u2 2=

1#

1(t

)(v(x

" 2(t

))+

u1)+#

2(t

)u2

=ar

gm

inu2 1+

u2 2=

1#

1(t

)u1+#

2(t

)u2

Hen

ce,

u1(t

)=

##

1(t

)"#

2 1(t

)+#

2 2(t

),u

2(t

)=

##

2(t

)"#

2 1(t

)+#

2 2(t

)

or

u1(t

)=

1"

1+

(t#

t f)2

,u

2(t

)=

t f#

t"

1+

(t#

t f)2

Lect

ure

1211

EL2

620

2011

Exa

mpl

e—R

esou

rce

Allo

catio

n(c

ont’d

)

min

u:[0,t

f]!

[0,1

]

!t f

0

[u(t

)#

1]x(t

)dt

x(t

)=!u(t

)x(t

),x(0

)=

x0

Ham

ilton

ian

satis

fies

H=

L+#

Tf

=(u

#1)

x+#!ux

Adj

oint

equa

tion

#(t

)=

1#

u" (

t)##(t

)!u

" (t)

,#(t

f)

=0

Lect

ure

1212

Page 100: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Opt

imal

cont

rol

u" (

t)=

arg

min

u#[

0,1

](u#

1)x

" (t)

+#(t

)!ux

" (t)

=ar

gm

inu#[

0,1

]u(1

+#(t

)!),

(x" (

t)>

0)

=

' 0,#(t

)'

#1/!

1,#(t

)<

#1/!

Fort

(t f

,we

have

u" (

t)=

0(w

hy?)

and

thus#(t

)=

1.

Fort

<t f

#1/!

,we

have

u" (

t)=

1an

dth

us#(t

)=

#!#(t

).

Lect

ure

1213

EL2

620

2011

00.2

0.4

0.6

0.8

11.2

1.4

1.6

1.8

2

-1

-0.8

-0.6

-0.4

-0.20 0

0.2

0.4

0.6

0.8

11.2

1.4

1.6

1.8

2

0

0.2

0.4

0.6

0.81

#(t

)

u" (

t)

•u

" (t)

=

' 1,t!

[0,t

f#

1/!]

0,t!

(tf

#1/!,t

f]

•It’

sop

timal

tore

inve

stin

the

begi

nnin

g

Lect

ure

1214

EL2

620

2011

5m

inut

eex

erci

se:

Find

the

curv

ew

ithm

inim

alle

ngth

byso

lvin

g

min

u:[0,t

f]!

R

!t f

0

"1

+u

2(t

)dt

x(t

)=

u(t

),x(0

)=

a

Lect

ure

1215

EL2

620

2011

5m

inut

eex

erci

seII:

Sol

veth

eop

timal

cont

rolp

robl

em

min

!1

0

u4dt+

x(1

)

x=

#x

+u

x(0

)=

0

Lect

ure

1216

Page 101: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

His

tory

—C

alcu

lus

ofVa

riat

ions

•B

rach

isto

chro

ne(s

hort

estt

ime)

prob

lem

(169

6):

Find

the

(fric

tionl

ess)

curv

eth

atta

kes

apa

rtic

lefro

mA

toB

insh

orte

sttim

e

dt=

ds v

=

"dx

2+

dy

2

v=

"1

+y

$ (x)2

"2g

y(x

)dx

Min

imiz

e

J(y

)=

!B

A

"1

+y

$ (x)2

"2g

y(x

)dx

Sol

ved

byJo

hnan

dJa

mes

Ber

noul

li,N

ewto

n,l’H

ospi

tal

•Fi

ndth

ecu

rve

encl

osin

gla

rges

tare

a(E

uler

)

Lect

ure

1217

EL2

620

2011

His

tory

—O

ptim

alC

ontr

ol•

The

spac

era

ce(S

putn

ik,1

957)

•Po

ntry

agin

’sM

axim

umP

rinci

ple

(195

6)

•B

ellm

an’s

Dyn

amic

Pro

gram

min

g(1

957)

•H

uge

influ

ence

onen

gine

erin

gan

dot

hers

cien

ces:

–R

obot

ics—

traje

ctor

yge

nera

tion

–A

eron

autic

s—sa

telli

teor

bits

–P

hysi

cs—

Sne

ll’sla

w,c

onse

rvat

ion

law

s

–Fi

nanc

e—po

rtfo

lioth

eory

Lect

ure

1218

EL2

620

2011

God

dard

’sR

ocke

tPro

blem

(191

0)H

owto

send

aro

cket

ashi

ghup

inth

eai

ras

poss

ible

?

d dt

( ) *v h m

+ , -=

( ) ) *

u#

D

m#

g

v #!u

+ , , -

h

m

(v(0

),h(0

),m

(0))

=(0

,0,m

0),

g,!

>0

um

otor

forc

e,D

=D

(v,h

)ai

rres

ista

nce

Con

stra

ints

:0

)u

)u

max

and

m(t

f)

=m

1(e

mpt

y)

Opt

imiz

atio

ncr

iterio

n:m

axuh(t

f)

Lect

ure

1219

EL2

620

2011

Gen

eral

ized

form

:

min

u:[0,t

f]!

U

!t f

0

L(x

(t),

u(t

))dt+"(x

(tf))

x(t

)=

f(x

(t),

u(t

)),

x(0

)=

x0

%(x

(tf))

=0

Not

eth

edi

ffenc

esco

mpa

red

tost

anda

rdfo

rm:

•E

ndtim

et f

isfre

e

•Fi

nals

tate

isco

nstra

ined

:%

(x(t

f))

=x

3(t

f)#

m1

=0

Lect

ure

1220

Page 102: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Sol

utio

nto

God

dard

’sP

robl

emG

odda

rd’s

prob

lem

ison

gene

raliz

edfo

rmw

ith

x=

(v,h

,m)T

,L

*0,

"(x

)=

#x

2,%

(x)

=x

3#

m1

D(v

,h)*

0:

•E

asy:

letu

(t)

=u

max

until

m(t

)=

m1

•B

urn

fuel

asfa

stas

poss

ible

,bec

ause

itco

sts

ener

gyto

lifti

t

D(v

,h)+*

0:

•H

ard:

e.g.

,itc

anbe

optim

alto

have

low

spee

dw

hen

air

resi

stan

ceis

high

,in

orde

rto

burn

fuel

athi

gher

leve

l

•To

ok50

year

sbe

fore

aco

mpl

ete

solu

tion

was

pres

ente

d

Lect

ure

1221

EL2

620

2011

Gen

eral

Pont

ryag

in’s

Max

imum

Pri

ncip

leTh

eore

m:

Sup

pose

u"

:[0

,tf]%

Uan

dx

":[0

,tf]%

Rn

are

solu

tions

to

min

u:[0,t

f]!

U

!t f

0

L(x

(t),

u(t

))dt+"(t

f,x

(tf))

x(t

)=

f(x

(t),

u(t

)),

x(0

)=

x0

%(t

f,x

(tf))

=0

Then

,the

reex

ists

n0

'0,

µ!

Rn

such

that

(n0,µ

T)+=

0an

d

min

u#U

H(x

" (t)

,u,#

(t),

n0)

=H

(x" (

t),u

" (t)

,#(t

),n

0),

t!

[0,t

f]

whe

reH

(x,u

,#,n

0)

=n

0L

(x,u

)+#

Tf(x

,u)

Lect

ure

1222

EL2

620

2011

#(t

)=

#$H

T

$x

(x" (

t),u

" (t)

,#(t

),n

0)

#T(t

f)

=n

0$"

$x

(tf,x

" (t f

))+

µT$%

$x

(tf,x

" (t f

))

H(x

" (t f

),u

" (t f

),#(t

f),

n0)

=#

n0$" $t(t

f,x

" (t f

))#

µT$% $t(t

f,x

" (t f

))

Rem

arks

:

•t f

may

bea

free

varia

ble

•W

ithfix

edt f

:H

(x" (

t f),

u" (

t f),#(t

f),

n0)

=0

•%

defin

esen

dpo

intc

onst

rain

ts

Lect

ure

1223

EL2

620

2011

Exa

mpl

e—M

inim

umTi

me

Con

trol

Bri

ngth

est

ates

ofth

edo

uble

inte

grat

orto

the

orig

inas

fast

aspo

ssib

le

min

u:[0,t

f]!

[%1,1

]

!t f

0

1dt=

min

u:[0,t

f]!

[%1,1

]t f

x1(t

)=

x2(t

),x

2(t

)=

u(t

)

%(x

(tf))

=(x

1(t

f),

x2(t

f))

T=

(0,0

)T

Opt

imal

cont

roli

sth

eba

ng-b

ang

cont

rol

u" (

t)=

arg

min

u#[

%1,1

]1

+#

1(t

)x" 2(t

)+#

2(t

)u

=

' 1,#

2(t

)<

0

#1,

#2(t

)'

0

Lect

ure

1224

Page 103: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Adj

oint

equa

tions#

1(t

)=

0,#

2(t

)=

##

1(t

)gi

ves

#1(t

)=

c 1,#

2(t

)=

c 2#

c 1t

With

u(t

)=&

1,w

eha

ve

x1(t

)=

x1(0

)+

x2(0

)t+&t2

/2

x2(t

)=

x2(0

)+&t

Elim

inat

ing

tgi

ves

curv

es

x1(t

x2(t

)2/2

=co

nst

Thes

ede

fine

the

switc

hcu

rve,

whe

reth

eop

timal

cont

rols

witc

h

Lect

ure

1225

EL2

620

2011

Ref

eren

ceG

ener

atio

nus

ing

Opt

imal

Con

trol

•O

ptim

alco

ntro

lpro

blem

mak

esno

dist

inct

ion

betw

een

open

-loop

cont

rolu

" (t)

and

clos

ed-lo

opco

ntro

lu" (

t,x).

•W

em

ayus

eth

eop

timal

open

-loop

solu

tion

u" (

t)as

the

refe

renc

eva

lue

toa

linea

rreg

ulat

or,w

hich

keep

sth

esy

stem

clos

eto

the

wan

ted

traje

ctor

y

•E

ffici

entd

esig

nm

etho

dfo

rnon

linea

rpro

blem

s

Lect

ure

1226

EL2

620

2011

Line

arQ

uadr

atic

Con

trol

min

u:[0,&

)!R

m

!&

0

(xTQ

x+

uTR

u)dt

with

x=

Ax

+B

u

has

optim

also

lutio

nu

=#

Lx

whe

reL

=R

%1B

TS

and

S>

0is

the

solu

tion

to

SA

+A

TS

+Q

#SB

R%

1B

TS

=0

Lect

ure

1227

EL2

620

2011

Pro

pert

ies

ofLQ

Con

trol

•S

tabi

lizin

g

•C

lose

d-lo

opsy

stem

stab

lew

ithu

=#'(t

)Lx

for

'(t

)!

[1/2

,")

(infin

itega

inm

argi

n)

•P

hase

mar

gin

60de

gree

s

Ifx

isno

tmea

sura

ble,

then

one

may

use

aK

alm

anfil

ter;

lead

sto

linea

rqua

drat

icG

auss

ian

(LQ

G)c

ontro

l.

•B

ut,t

hen

syst

emm

ayha

vear

bitra

rily

poor

robu

stne

ss!

(Doy

le,

1978

)

Lect

ure

1228

Page 104: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Tetr

aP

akM

ilkR

ace

Mov

em

ilkin

min

imum

time

with

outs

pilli

ng

[Gru

ndel

ius

&B

ernh

ards

son,

1999

]

Lect

ure

1229

EL2

620

2011

Giv

endy

nam

ics

ofsy

stem

and

max

imum

slos

h"

=0.

63,s

olve

min

u:[0,t

f]!

[%10,1

0]

. tf

01dt,

whe

reu

isth

eac

cele

ratio

n.

00.05

0.1

0.15

0.2

0.25

0.3

0.35

0.4

-15

-10-5051015

Acceleration

00.05

0.1

0.15

0.2

0.25

0.3

0.35

0.4

-1

-0.50

0.51

Slosh

Opt

imal

time

=37

5m

s,Te

traP

ak=

540m

s

Lect

ure

1230

EL2

620

2011

Pro

s&

Con

sfo

rO

ptim

alC

ontr

ol+

Sys

tem

atic

desi

gnpr

oced

ure

+A

pplic

able

tono

nlin

earc

ontro

lpro

blem

s

+C

aptu

res

limita

tions

(as

optim

izat

ion

cons

train

ts)

#H

ard

tofin

dsu

itabl

ecr

iteria

#H

ard

toso

lve

the

equa

tions

that

give

optim

alco

ntro

ller

Lect

ure

1231

EL2

620

2011

SF2

852

Opt

imal

Con

trol

Theo

ry•

Per

iod

3,7.

5cr

edits

•O

ptim

izat

ion

and

Sys

tem

sTh

eory

http://www.math.kth.se/optsyst/

Dyn

amic

Pro

gram

min

g:D

iscr

ete

&co

ntin

uous

;Prin

cipl

eof

optim

ality

;Ham

ilton

-Jac

obi-B

ellm

aneq

uatio

n

Pont

ryag

in’s

Max

imum

prin

cipl

e:M

ain

resu

lts;S

peci

alca

ses

such

astim

eop

timal

cont

rola

ndLQ

cont

rol

Num

eric

alM

etho

ds:

Num

eric

also

lutio

nof

optim

alco

ntro

lpro

blem

s

App

licat

ions

:A

eron

autic

s,R

obot

ics,

Pro

cess

Con

trol,

Bio

engi

neer

ing,

Eco

nom

ics,

Logi

stic

s

Lect

ure

1232

Page 105: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Toda

y’s

Goa

lYo

ush

ould

beab

leto

•D

esig

nco

ntro

llers

base

don

optim

alco

ntro

lthe

ory

for

–S

tand

ard

form

–G

ener

aliz

edfo

rm

•U

nder

stan

dpo

ssib

ilitie

san

dlim

itatio

nsof

optim

alco

ntro

l

Lect

ure

1233

Page 106: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control
Page 107: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

EL2

620

Non

linea

rC

ontr

ol

Lect

ure

13

•Fuz

zylo

gic

and

fuzz

yco

ntro

l

•Art

ifici

alne

ural

netw

orks

Som

esl

ides

copi

edfro

mK

.-E.A

rzen

and

M.J

ohan

sson

Lect

ure

131

EL2

620

2011

Toda

y’s

Goa

lYo

ush

ould

•un

ders

tand

the

basi

csof

fuzz

ylo

gic

and

fuzz

yco

ntro

llers

•un

ders

tand

sim

ple

neur

alne

twor

ks

Lect

ure

132

EL2

620

2011

Fuzz

yC

ontr

ol•

Man

ypl

ants

are

man

ually

cont

rolle

dby

expe

rienc

edop

erat

ors

•Tr

ansf

erpr

oces

skn

owle

dge

toco

ntro

lalg

orith

mis

diffi

cult

Idea

:

•M

odel

oper

ator

’sco

ntro

lact

ions

(inst

ead

ofth

epl

ant)

•Im

plem

enta

sru

les

(inst

ead

ofas

diffe

rent

iale

quat

ions

)

Exa

mpl

eof

aru

le:

IFSpeedisHighANDTraffic

isHeavy

THENReduce

GasABit

Lect

ure

133

EL2

620

2011

Mod

elC

ontr

olle

rIn

stea

dof

Pla

ntC

onve

ntio

nalc

ontr

olde

sign

Mod

elpl

antP

!A

naly

zefe

edba

ck!

Syn

thes

ize

cont

rolle

rC!

Impl

emen

tcon

trola

lgor

ithm

Fuzz

yco

ntro

ldes

ign

Mod

elm

anua

lcon

trol!

Impl

emen

tcon

trolr

ules

re

uy

"C

P

Lect

ure

134

Page 108: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Fuzz

yS

etTh

eory

Spe

cify

how

wel

lan

obje

ctsa

tisfie

sa

(vag

ue)d

escr

iptio

n

Con

vent

iona

lset

theo

ry:x

#A

orx

$#A

Fuzz

yse

tthe

ory:

x#

Ato

ace

rtai

nde

gree

µA(x

)

Mem

bers

hip

func

tion:

µA

:!

![0

,1]e

xpre

sses

the

degr

eex

belo

ngs

toA

025

10

01

x

µC

µW

Col

dW

arm

Afu

zzy

seti

sde

fined

as(A

,µA)

Lect

ure

135

EL2

620

2011

Exa

mpl

eQ

1:Is

the

tem

pera

ture

x=

15co

ld?

A1:

Itis

quite

cold

sinc

C(1

5)=

2/3.

Q2:

Isx

=15

war

m?

A2:

Itis

notr

eally

war

msi

nce

µW

(15)

=1/

3.

15

1 0

10

25

0x

µC

µW

Col

dW

arm

Lect

ure

136

EL2

620

2011

Fuzz

yLo

gic

How

toca

lcul

ate

with

fuzz

yse

ts(A

,µA)?

Con

vent

iona

llog

ic:

AND

:A

%B

OR

:A

&B

NOT

:A

!

Fuzz

ylo

gic:

AND

A"B

(x)

=m

in(µ

A(x

),µ

B(x

))OR

A#B

(x)

=m

ax(µ

A(x

),µ

B(x

))NOT

A! (x)

=1

A(x

)

Defi

nes

logi

cca

lcul

atio

nsas

XAND

YOR

Z

Mim

ichu

man

lingu

istic

(app

roxi

mat

e)re

ason

ing

[Zad

eh,1

965]

Lect

ure

137

EL2

620

2011

Exa

mpl

eQ

1:Is

itco

ldAND

war

m?

Q2:

Isit

coldOR

war

m?

1 0

10

25

0x

µC

"W

Col

dW

arm

025

10

01

x

µC

#W

Col

dW

arm

Lect

ure

138

Page 109: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Fuzz

yC

ontr

olS

yste

m

Plant

Controller

Fuzzy

ry

u

r,y,u

:[0

,')(!

Rar

eco

nven

tiona

lsig

nals

Fuzz

yco

ntro

lleri

sa

nonl

inea

rmap

ping

from

y(a

ndr)

tou

Lect

ure

139

EL2

620

2011

Fuzz

yC

ontr

olle

r

yu

Fuzz

ifier

Def

uzzi

fier

Fuzz

yC

ontro

ller

Fuzz

yIn

fere

nce

Fuzz

ifier

:Fu

zzy

sete

valu

atio

nof

y(a

ndr)

Fuzz

yIn

fere

nce:

Fuzz

yse

tcal

cula

tions

Def

uzzi

fier:

Map

fuzz

yse

tto

u

Fuzz

ifier

and

defu

zzifi

erac

tas

inte

rface

sto

the

cris

psi

gnal

s

Lect

ure

1310

EL2

620

2011

Fuzz

ifier

Fuzz

yse

teva

luat

ion

ofin

puty

Exa

mpl

ey

=15

C(1

5)=

2/3

and

µW

(15)

=1/

3

15

1 0

10

25

0y

µC

µW

Col

dW

arm

Lect

ure

1311

EL2

620

2011

Fuzz

yIn

fere

nce

Fuzz

yIn

fere

nce:

1.C

alcu

late

degr

eeof

fulfi

llmen

tfor

each

rule

2.C

alcu

late

fuzz

you

tput

ofea

chru

le

3.A

ggre

gate

rule

outp

uts

Exa

mpl

esof

fuzz

yru

les:

Rul

e1:

IF

yis

Col

d!

"#$

1.

THEN

uis

Hig

h!

"#$

2.

Rul

e2:

IF

yis

War

m!

"#$

1.

THEN

uis

Low

!"#

$2.

Lect

ure

1312

Page 110: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

1.C

alcu

late

degr

eeof

fulfi

llmen

tfor

rule

s

Lect

ure

1313

EL2

620

2011

2.C

alcu

late

fuzz

you

tput

ofea

chru

le

Not

eth

at”m

u”is

stan

dard

fuzz

y-lo

gic

nom

encl

atur

efo

r”tr

uth

valu

e”:

Lect

ure

1314

EL2

620

2011

3.A

ggre

gate

rule

outp

uts

Lect

ure

1315

EL2

620

2011

Def

uzzi

fier

Lect

ure

1316

Page 111: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Fuzz

yC

ontr

olle

r—S

umm

ary

yu

Fuzz

ifier

Def

uzzi

fier

Fuzz

yC

ontro

ller

Fuzz

yIn

fere

nce

Fuzz

ifier

:Fu

zzy

sete

valu

atio

nof

y(a

ndr)

Fuzz

yIn

fere

nce:

Fuzz

yse

tcal

cula

tions

1.C

alcu

late

degr

eeof

fulfi

llmen

tfor

each

rule

2.C

alcu

late

fuzz

you

tput

ofea

chru

le

3.A

ggre

gate

rule

outp

uts

Def

uzzi

fier:

Map

fuzz

yse

tto

u

Lect

ure

1317

EL2

620

2011

Exa

mpl

e—Fu

zzy

Con

trol

ofS

team

Eng

ine

http://isc.faqs.org/docs/air/ttfuzzy.html

Lect

ure

1318

EL2

620

2011

Lect

ure

1319

EL2

620

2011

Lect

ure

1320

Page 112: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Lect

ure

1321

EL2

620

2011

Lect

ure

1322

EL2

620

2011

Rul

e-B

ased

Vie

wof

Fuzz

yC

ontr

ol

Lect

ure

1323

EL2

620

2011

Non

linea

rV

iew

ofFu

zzy

Con

trol

Lect

ure

1324

Page 113: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Pro

san

dC

ons

ofFu

zzy

Con

trol

Adv

anta

ges

•U

ser-

frie

ndly

way

tode

sign

nonl

inea

rcon

trolle

rs

•E

xplic

itre

pres

enta

tion

ofop

erat

or(p

roce

ss)k

now

ledg

e

•In

tuiti

vefo

rnon

-exp

erts

inco

nven

tiona

lcon

trol

Dis

adva

ntag

es

•Li

mite

dan

alys

isan

dsy

nthe

sis

•S

omet

imes

hard

toco

mbi

new

ithcl

assi

calc

ontro

l

•N

otob

viou

sho

wto

incl

ude

dyna

mic

sin

cont

rolle

r

Fuzz

yco

ntro

lis

aw

ayto

obta

ina

clas

sof

nonl

inea

rco

ntro

llers

Lect

ure

1325

EL2

620

2011

Neu

ralN

etw

orks

•H

owdo

esth

ebr

ain

wor

k?

•A

netw

ork

ofco

mpu

ting

com

pone

nts

(neu

rons

)

Lect

ure

1326

EL2

620

2011

Neu

rons

Bra

inne

uron

Art

ifici

alne

uron

y

b

x1

x2

xn

w1

w2

wn

!!(·)

Lect

ure

1327

EL2

620

2011

Mod

elof

aN

euro

nIn

puts

:x

1,x

2,.

..,x

n

Wei

ghts

:w

1,w

2,.

..,w

n

Bia

s:b

y=

!% b

+&

n i=1w

ixi'

Non

linea

rity:

!(·)

Out

put:

y

y

b

x1

x2

xn

w1

w2

wn

!!(·)

Lect

ure

1328

Page 114: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

AS

impl

eN

eura

lNet

wor

kN

eura

lnet

wor

kco

nsis

ting

ofsi

xne

uron

s:

y

u1

u2

u3

Inpu

tLay

erH

idde

nLa

yer

Out

putL

ayer

Rep

rese

nts

ano

nlin

ear

map

ping

from

inpu

tsto

outp

uts

Lect

ure

1329

EL2

620

2011

Neu

ralN

etw

ork

Des

ign

1.H

owm

any

hidd

enla

yers

?

2.H

owm

any

neur

ons

inea

chla

yer?

3.H

owto

choo

seth

ew

eigh

ts?

The

choi

ceof

wei

ghts

are

ofte

ndo

nead

aptiv

ely

thro

ugh

lear

ning

Lect

ure

1330

EL2

620

2011

Suc

cess

Sto

ries

Fuzz

yco

ntro

ls:

•Za

deh

(196

5)

•C

ompl

expr

oble

ms

butw

ithpo

ssib

lelin

guis

ticco

ntro

ls

•A

pplic

atio

nsto

okof

fin

mid

70’s

–C

emen

tkiln

s,w

ashi

ngm

achi

nes,

vacu

umcl

eane

rs

Art

ifici

alne

ural

netw

orks

:

•M

cCul

loch

&P

itts

(194

3),M

insk

y(1

951)

•C

ompl

expr

oble

ms

with

unkn

own

and

high

lyno

nlin

ears

truc

ture

•A

pplic

atio

nsto

okof

fin

mid

80’s

–P

atte

rnre

cogn

ition

(e.g

.,sp

eech

,vis

ion)

,dat

acl

assi

ficat

ion

Lect

ure

1331

EL2

620

2011

Toda

y’s

Goa

lYo

ush

ould

•un

ders

tand

the

basi

csof

fuzz

ylo

gic

and

fuzz

yco

ntro

llers

•un

ders

tand

sim

ple

neur

alne

twor

ks

Lect

ure

1332

Page 115: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Nex

tLec

ture

•E

L262

0N

onlin

earC

ontro

lrev

isite

d

•S

prin

gco

urse

sin

cont

rol

•M

aste

rthe

sis

proj

ects

•P

hDth

esis

proj

ects

Lect

ure

1333

Page 116: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control
Page 117: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

EL2

620

Non

linea

rC

ontr

ol

Lect

ure

14

•S

umm

ary

and

repe

titio

n

•S

prin

gco

urse

sin

cont

rol

•M

aste

rthe

sis

proj

ects

Lect

ure

141

EL2

620

2011

Exa

m•

Reg

ular

writ

ten

exam

(inE

nglis

h)w

ithfiv

epr

oble

ms

•S

ign

upon

cour

seho

mep

age

•Yo

um

aybr

ing

lect

ure

note

s,G

lad

&Lj

ung

“Reg

lert

ekni

k”,a

ndTE

FYM

Aor

BE

TA(N

oot

herm

ater

ial:

text

book

s,ex

erci

ses,

calc

ulat

ors

etc.

Any

othe

rbas

icco

ntro

lboo

km

ustb

eap

prov

edby

me

befo

reth

eex

am.).

•S

eeho

mep

age

foro

ldex

ams

Lect

ure

142

EL2

620

2011

Que

stio

n1

Wha

t’son

the

exam

?

•N

onlin

earm

odel

s:eq

uilib

ria,p

hase

port

aits

,lin

eariz

atio

nan

dst

abili

ty

•Ly

apun

ovst

abili

ty(lo

cala

ndgl

obal

),La

Sal

le

•C

ircle

Crit

erio

n,S

mal

lGai

nTh

eore

m,P

assi

vity

Theo

rem

•C

ompe

nsat

ing

stat

icno

nlin

earit

ies

•D

escr

ibin

gfu

nctio

ns

•S

lidin

gm

odes

,equ

ival

entc

ontro

ls

•Ly

apun

ovba

sed

desi

gn:

back

-ste

ppin

g

•E

xact

feed

back

linea

rizat

ion,

inpu

t-out

putl

inea

rizat

ion,

zero

dyna

mic

s

•N

onlin

earc

ontro

llabi

lity

•O

ptim

alco

ntro

l

Lect

ure

143

EL2

620

2011

Que

stio

n2

Wha

tdes

ign

met

hod

shou

ldIu

sein

prac

tice?

The

answ

eris

high

lypr

oble

mde

pend

ent.

Poss

ible

(lear

ning

)ap

proa

ch:

•S

tart

with

the

sim

ples

t:

–lin

earm

etho

ds(lo

opsh

apin

g,st

ate

feed

back

,...

)

•E

valu

ate:

–st

rong

nonl

inea

ritie

s(u

nder

feed

back

!)?

–va

ryin

gop

erat

ing

cond

ition

s?

–an

alyz

ean

dsi

mul

ate

with

nonl

inea

rmod

el

•S

ome

nonl

inea

ritie

sto

com

pens

ate

for?

–sa

tura

tions

,val

ves

etc

•Is

the

syst

emge

neric

ally

nonl

inea

r?E

.g,x

=xu

Lect

ure

144

Page 118: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Que

stio

n3

Can

asy

stem

bepr

oven

stab

lew

ithth

eS

mal

lGai

nTh

eore

man

dun

stab

lew

ithth

eC

ircl

eC

rite

rion

?

•N

o,th

eS

mal

lGai

nTh

eore

m,P

assi

vity

Theo

rem

and

Circ

leC

riter

ion

allp

rovi

deon

lysu

ffici

entc

ondi

tions

for

stab

ility

•B

ut,i

fone

met

hod

does

notp

rove

stab

ility

,ano

ther

one

may

.

•S

ince

they

dono

tpro

vide

nece

ssar

yco

nditi

ons

fors

tabi

lity,

none

ofth

emca

nbe

used

topr

ove

inst

abili

ty.

Lect

ure

145

EL2

620

2011

Que

stio

n4

Can

you

revi

ewth

eci

rcle

crite

rion

?W

hata

bout

k1

<0

<k

2?

Lect

ure

146

EL2

620

2011

The

Cir

cle

Cri

teri

on

yk1y

k2y

f(y

)

!1 k1

!1 k2

G(i

!)

Theo

rem

Con

side

rafe

edba

cklo

opw

ithy

=G

uan

du

=!

f(y

).A

ssum

eG

(s)

isst

able

and

that

k1

"f(y

)/y

"k

2.

Ifth

eN

yqui

stcu

rve

ofG

(s)

stay

son

the

corr

ects

ide

ofth

eci

rcle

defin

edby

the

poin

ts!

1/k

1an

d!

1/k

2,t

hen

the

clos

ed-lo

opsy

stem

isB

IBO

stab

le.

Lect

ure

147

EL2

620

2011

The

diff

eren

tcas

esS

tabl

esy

stem

G

1.0

<k

1<

k2:

Sta

you

tsid

eci

rcle

2.0

=k

1<

k2:

Sta

yto

the

right

ofth

elin

eR

es

=!

1/k

2

3.k

1<

0<

k2:

Sta

yin

side

the

circ

le

Oth

erca

ses:

Mul

tiply

fan

dG

with

!1.

Onl

yC

ase

1an

d2

stud

ied

inle

ctur

es.

Onl

yG

stab

lest

udie

d.

Lect

ure

148

Page 119: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Que

stio

n5

Ple

ase

repe

atan

tiwin

dup

Lect

ure

149

EL2

620

2011

Trac

king

PID

∑1 s 1 T

t

e s

−y

vu

e

−+

∑∑

−y

eu

v

−+

e s

1 Tt1 s

Act

uato

r m

od

el

Act

uato

r

Act

uato

r

K

KT

dsK

K Ti

KT

ds

K Ti

(a)

(b)

Lect

ure

1410

EL2

620

2011

Ant

iwin

dup—

Gen

eral

Sta

te-S

pace

Mod

el

yu

∑∑

∑∑

sat

u G

−K

Dy

vs

−1 K

F−

KC

CD

G

F s−1

CD

xc

xc

Cho

ose

Ksu

chth

atF

!K

Cha

sst

able

eige

nval

ues.

Lect

ure

1411

EL2

620

2011

Que

stio

n6

Ple

ase

repe

atLy

apun

ovth

eory

Lect

ure

1412

Page 120: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Sta

bilit

yD

efini

tions

An

equi

libriu

mpo

intx

=0

ofx

=f(x

)is

loca

llyst

able

,iff

orev

eryR

>0

ther

eex

ists

r>

0,su

chth

at

#x(0

)#<

r$

#x(t

)#<

R,

t%

0

loca

llyas

ympt

otic

ally

stab

le,i

floc

ally

stab

lean

d

#x(0

)#<

r$

lim

t!"

x(t

)=

0

glob

ally

asym

ptot

ical

lyst

able

,ifa

sym

ptot

ical

lyst

able

fora

llx(0

)&

Rn

.

Lect

ure

1413

EL2

620

2011

Lyap

unov

Theo

rem

for

Loca

lSta

bilit

yTh

eore

mLe

tx=

f(x

),f(0

)=

0,an

d0

&!

'R

n.

Ass

ume

that

V:!

(R

isa

C1

func

tion.

If

•V

(0)

=0

•V

(x)>

0,fo

rallx

&!

,x)=

0

•V

(x)"

0al

ong

allt

raje

ctor

ies

in!

then

x=

0is

loca

llyst

able

.Fu

rthe

rmor

e,if

•V

(x)<

0fo

rallx

&!

,x)=

0

then

x=

0is

loca

llyas

ympt

otic

ally

stab

le.

Lect

ure

1414

EL2

620

2011

Lyap

unov

Theo

rem

for

Glo

balS

tabi

lity

Theo

rem

Letx

=f(x

)an

df(0

)=

0.A

ssum

eth

atV

:R

n(

Ris

aC

1fu

nctio

n.If

•V

(0)

=0

•V

(x)>

0,fo

rallx

)=0

•V

(x)<

0fo

rallx

)=0

•V

(x)(

*as

#x#

(*

then

x=

0is

glob

ally

asym

ptot

ical

lyst

able

.

Lect

ure

1415

EL2

620

2011

LaS

alle

’sTh

eore

mfo

rG

loba

lAsy

mpt

otic

Sta

bilit

yTh

eore

m:

Letx

=f(x

)an

df(0

)=

0.If

ther

eex

ists

aC

1fu

nctio

nV

:R

n(

Rsu

chth

at

(1)

V(0

)=

0

(2)

V(x

)>

0fo

rallx

)=0

(3)

V(x

)"

0fo

rallx

(4)

V(x

)(

*as

#x#

(*

(5)

The

only

solu

tion

ofx

=f(x

)su

chth

atV

(x)

=0

isx(t

)=

0fo

rallt

then

x=

0is

glob

ally

asym

ptot

ical

lyst

able

.

Lect

ure

1416

Page 121: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

LaS

alle

’sIn

vari

antS

etTh

eore

mTh

eore

mLe

t!&

Rn

bea

boun

ded

and

clos

edse

ttha

tis

inva

riant

with

resp

ectt

ox

=f(x

).

LetV

:R

n(

Rbe

aC

1fu

nctio

nsu

chth

atV

(x)"

0fo

rx&

!.

LetE

beth

ese

tofp

oint

sin

!w

here

V(x

)=

0.If

Mis

the

larg

est

inva

riant

seti

nE

,the

nev

ery

solu

tion

with

x(0

)&

!ap

proa

ches

Mas

t(

*

Rem

ark:

aco

mpa

ctse

t(bo

unde

dan

dcl

osed

)is

obta

ined

ifw

ee.

g.,

cons

ider

!=

{x&

Rn|V

(x)"

c}an

dV

isa

posi

tive

defin

itefu

nctio

n

Lect

ure

1417

EL2

620

2011

Rel

atio

nto

Poin

care

-Ben

dixs

onTh

eore

mPo

inca

re-B

endi

xson

Any

orbi

tofa

cont

inuo

us2n

dor

ders

yste

mth

atst

ays

ina

com

pact

regi

onof

the

phas

epl

ane

appr

oach

esits

!-li

mit

set,

whi

chis

eith

era

fixed

poin

t,a

perio

dic

orbi

t,or

seve

ralfi

xed

poin

tsco

nnec

ted

thro

ugh

hom

oclin

icor

hete

rocl

inic

orbi

ts

Inpa

rtic

ular

,ift

heco

mpa

ctre

gion

does

notc

onta

inan

yfix

edpo

int

then

the

!-li

mit

seti

sa

limit

cycl

e

Lect

ure

1418

EL2

620

2011

Exa

mpl

e:P

endu

lum

with

fric

tion

x1

=x

2,

x2

=!

g lsi

nx

1!

k mx

2

V(x

)=

g l(1

!co

sx

1)+

1 2x

2 2$

V=

!k m

x2 2

•W

eca

nno

tpro

vegl

obal

asym

ptot

icst

abili

ty;w

hy?

•Th

ese

tE=

{(x

1,x

2)|V

=0}

isE

={(

x1,x

2)|x

2=

0}•

The

inva

riant

poin

tsin

Ear

egi

ven

byx

1=

x2

=0

and

x2

=0.

Thus

,the

larg

esti

nvar

iant

seti

nE

is

M=

{(x

1,x

2)|x

1=

k",x

2=

0}

•Th

edo

mai

nis

com

pact

ifw

eco

nsid

er!

={(

x1,x

2)&

R2|V

(x)"

c}

Lect

ure

1419

EL2

620

2011

•If

we

e.g.

,con

side

r!:x

2 1+

x2 2

"1

then

M=

{(x

1,x

2)|x

1=

0,x

2=

0}an

dw

eha

vepr

oven

asym

ptot

icst

abili

tyof

the

orig

in.

Lect

ure

1420

Page 122: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Que

stio

n7

Ple

ase

repe

atth

em

osti

mpo

rtan

tfac

tsab

outs

lidin

gm

odes

.

Ther

ear

e3

esse

ntia

lpar

tsyo

une

edto

unde

rsta

nd:

1.Th

esl

idin

gm

anifo

ld

2.Th

esl

idin

gco

ntro

l

3.Th

eeq

uiva

lent

cont

rol

Lect

ure

1421

EL2

620

2011

Ste

p1.

The

Slid

ing

Man

ifold

SA

im:

we

wan

tto

stab

ilize

the

equi

libriu

mof

the

dyna

mic

syst

em

x=

f(x

)+

g(x

)u,

x&

Rn,

u&

R1

Idea

:us

eu

tofo

rce

the

syst

emon

toa

slid

ing

man

ifold

Sof

dim

ensi

onn

!1

infin

itetim

e

S=

{x&

Rn|#

(x)

=0}

#&

R1

and

mak

eS

inva

riant

Ifx

&R

2th

enS

isR

1,i

.e.,

acu

rve

inth

est

ate-

plan

e(p

hase

plan

e).

Lect

ure

1422

EL2

620

2011

Exa

mpl

e

x1

=x

2(t

)

x2

=x

1(t

)x2(t

)+

u(t

)

Cho

ose

Sfo

rdes

ired

beha

vior

,e.g

.,

#(x

)=

ax

1+

x2

=0

$x

1=

!ax

1(t

)

Cho

ose

larg

ea

:fa

stco

nver

genc

eal

ong

slid

ing

man

ifold

Lect

ure

1423

EL2

620

2011

Ste

p2.

The

Slid

ing

Con

trol

ler

Use

Lyap

unov

idea

sto

desi

gnu(x

)su

chth

atS

isan

attra

ctin

gin

varia

ntse

t

Lyap

unov

func

tion

V(x

)=

0.5#

2yi

elds

V=

##

For2

ndor

ders

yste

mx

1=

x2,x

2=

f(x

)+

g(x

)uan

d#

=x

1+

x2

we

get

V=

#(x

2+

f(x

)+

g(x

)u)<

0+

u=

!f(x

)+

x2+

sgn(#

)

g(x

)

Exa

mpl

e:f(x

)=

x1x

2,

g(x

)=

1,#

=x

1+

x2,y

ield

s

u=

!x

1x

2!

x2!

sgn(x

1+

x2)

Lect

ure

1424

Page 123: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Ste

p3.

The

Equ

ival

entC

ontr

olW

hen

traje

ctor

yre

ache

ssl

idin

gm

ode,

i.e.,

x&

S,t

hen

uw

illch

atte

r(h

igh

frequ

ency

switc

hing

).

How

ever

,an

equi

vale

ntco

ntro

lueq

(t)

that

keep

sx(t

)on

Sca

nbe

com

pute

dfro

m#

=0

whe

n#

=0

Exa

mpl

e:

#=

x1+

x2

=x

2+

x1x

2+

ueq

=0

$u

eq=

!x

2!

x1x

2

Thus

,the

slid

ing

cont

rolle

rwill

take

the

syst

emto

the

slid

ing

man

ifold

Sin

finite

time,

and

the

equi

vale

ntco

ntro

lwill

keep

iton

S.

Lect

ure

1425

EL2

620

2011

Not

e!P

revi

ous

year

sit

has

ofte

nbe

enas

sum

edth

atth

esl

idin

gm

ode

cont

rola

lway

sis

onth

efo

rm

u=

!sg

n(#

)

This

isO

K,b

utis

notc

ompl

etel

yge

nera

l(se

eex

ampl

e)

Lect

ure

1426

EL2

620

2011

Que

stio

n8

Can

you

repe

atba

ckst

eppi

ng?

Lect

ure

1427

EL2

620

2011

Bac

kste

ppin

gD

esig

nW

ear

eco

ncer

ned

with

findi

nga

stab

ilizi

ngco

ntro

lu(x

)fo

rthe

syst

emx

=f(x

,u)

Gen

eral

Lyap

unov

cont

rold

esig

n:de

term

ine

aC

ontro

lLya

puno

vfu

nctio

nV

(x,u

)an

dde

term

ine

u(x

)so

that

V(x

)>

0,

V(x

)<

0,x

&R

n

Inth

isco

urse

we

only

cons

ider

f(x

,u)

with

asp

ecia

lstr

uctu

re,

nam

ely

stri

ctfe

edba

ckst

ruct

ure

Lect

ure

1428

Page 124: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Str

ictF

eedb

ack

Sys

tem

s

x1

=f 1

(x1)+

g 1(x

1)x

2

x2

=f 2

(x1,x

2)+

g 2(x

1,x

2)x

3

x3

=f 3

(x1,x

2,x

3)+

g 3(x

1,x

2,x

3)x

4

. . .

xn

=f n

(x1,.

..,x

n)+

g n(x

1,.

..,x

n)u

whe

reg k

)=0

Not

e:x

1,.

..,x

kdo

notd

epen

don

xk+

2,.

..,x

n.

Lect

ure

1429

EL2

620

2011

The

Bac

kste

ppin

gId

eaG

iven

aC

ontro

lLya

puno

vFu

nctio

nV

1(x

1),

with

corr

espo

ndin

gco

ntro

lu=

$1(x

1),

fort

hesy

stem

x1

=f 1

(x1)+

g 1(x

1)u

find

aC

ontro

lLya

puno

vfu

nctio

nV

2(x

1,x

2),

with

corr

espo

ndin

gco

ntro

lu=

$2(x

1,x

2),

fort

hesy

stem

x1

=f 1

(x1)+

g 1(x

1)x

2

x2

=f 2

(x1,x

2)+

u

Lect

ure

1430

EL2

620

2011

The

Bac

kste

ppin

gR

esul

tLe

tV1(x

1)

bea

Con

trolL

yapu

nov

Func

tion

fort

hesy

stem

x1

=f 1

(x1)+

g 1(x

1)u

with

corr

espo

ndin

gco

ntro

lleru

=$(x

1).

Then

V2(x

1,x

2)

=V

1(x

1)+

(x2!

$(x

1))

2/2

isa

Con

trol

Lyap

unov

Func

tion

fort

hesy

stem

x1

=f 1

(x1)+

g 1(x

1)x

2

x2

=f 2

(x1,x

2)+

u

with

corr

espo

ndin

gco

ntro

ller

u(x

)=

d$

dx

1

! f(x

1)+

g(x

1)x

2

" !dV

dx

1

g(x

1)!

(xk!

$(x

1))

!f 2

(x1,x

2)

Lect

ure

1431

EL2

620

2011

Que

stio

n9

Rep

eatb

ackl

ash

com

pens

atio

n

Lect

ure

1432

Page 125: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Bac

klas

hC

ompe

nsat

ion

•D

eadz

one

•Li

near

cont

rolle

rdes

ign

•B

ackl

ash

inve

rse

Line

arco

ntro

ller

desi

gn:

Pha

sele

adco

mpe

nsat

ion

! ref

!

eu

! out

! in

! in

1

1+

sT

1 sK

1+

sT

2

1+

sT

1

Lect

ure

1433

EL2

620

2011

•C

hoos

eco

mpe

nsat

ion

F(s

)su

chth

atth

ein

ters

ectio

nw

ithth

ede

scrib

ing

func

tion

isre

mov

ed

F(s

)=

K1+

sT2

1+

sT1

with

T1

=0.

5,T

2=

2.0:

Rea

l Axi

s

Imaginary Axis

Nyq

uist

Dia

gram

s

-10

-50

510

-10-8-6-4-20246810

with

filte

r

with

out f

ilter

05

1015

200

0.51

1.5

y, w

ith/w

ithou

t filt

er

05

1015

20-2-1012

u, w

ith/w

ithou

t filt

er

Osc

illat

ion

rem

oved

!

Lect

ure

1434

EL2

620

2011

Que

stio

n10

Can

you

repe

atlin

eari

zatio

nth

roug

hhi

ghga

infe

edba

ck?

Lect

ure

1435

EL2

620

2011

Inve

rtin

gN

onlin

eari

ties

Com

pens

atio

nof

stat

icno

nlin

earit

yth

roug

hin

vers

ion:

F(s

)f

#1(·)

f(·)

G(s

)!

Con

trolle

r

Sho

uld

beco

mbi

ned

with

feed

back

asin

the

figur

e!

Lect

ure

1436

Page 126: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Rem

ark:

How

toO

btai

nf

!1

from

fus

ing

Feed

back

!

vu

k s f(·)

e

u

f(u

)

e=

# v!

f(u

)$

Ifk

>0

larg

ean

ddf

/du

>0,

then

e(

0an

d

0=

# v!

f(u

)$-

f(u

)=

v-

u=

f#

1(v

)

Lect

ure

1437

EL2

620

2011

Que

stio

n11

Wha

tsho

uld

we

know

abou

tinp

ut–o

utpu

tsta

bilit

y?

You

shou

ldun

ders

tand

and

beab

leto

deriv

e/ap

ply

•S

yste

mga

in%(S

)=

sup

u$L

2

%y% 2

%u% 2

•B

IBO

stab

ility

•S

mal

lGai

nTh

eore

m

•C

ircle

Crit

erio

n

•P

assi

vity

Theo

rem

Lect

ure

1438

EL2

620

2011

Que

stio

n12

Wha

tabo

utde

scri

bing

func

tions

?

Lect

ure

1439

EL2

620

2011

Idea

Beh

ind

Des

crib

ing

Func

tion

Met

hod

re

uy

!N

.L.

G(s

)

e(t)

=A

sin

!t

give

s

u(t

)=

" % n=

1

&a

2 n+

b2 nsi

n[n

!t+

arct

an(a

n/b

n)]

If|G

(in!)|

.|G

(i!)|

forn

%2,

then

n=

1su

ffice

s,so

that

y(t

)/

|G(i

!)|'

a2 1+

b2 1si

n[!

t+

arct

an(a

1/b

1)+

arg

G(i

!)]

Lect

ure

1440

Page 127: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Defi

nitio

nof

Des

crib

ing

Func

tion

The

desc

ribi

ngfu

nctio

nis

N(A

,!)

=b 1

(!)+

ia1(!

)

A

e(t)

u(t

)N

.L.

e(t)

(u 1(t

)N

(A,!

)

IfG

islo

wpa

ssan

da

0=

0th

en

(u 1(t

)=

|N(A

,!)|A

sin[!

t+

arg

N(A

,!)]

/u(t

)

Lect

ure

1441

EL2

620

2011

Exi

sten

ceof

Per

iodi

cS

olut

ions

repl

acem

ents

0e

uy

!f(·)

G(s

)

!1/N

(A) AG

(i")

y=

G(i

!)u

=!

G(i

!)N

(A)y

$G

(i!)

=!

1

N(A

)

The

inte

rsec

tions

ofth

ecu

rves

G(i

!)

and

!1/

N(A

)gi

ve!

and

Afo

rapo

ssib

lepe

riodi

cso

lutio

n.

Lect

ure

1442

EL2

620

2011

Mor

eC

ours

esin

Con

trol

•E

L245

0H

ybrid

and

Em

bedd

edC

ontro

lSys

tem

s,pe

r3

•E

L274

5P

rinci

ples

ofW

irele

ssS

enso

rNet

wor

ks,p

er3

•E

L252

0C

ontro

lThe

ory

and

Pra

ctic

e,A

dvan

ced

Cou

rse,

per4

•E

L182

0M

odel

ling

ofD

ynam

icS

yste

ms,

per1

•E

L242

1P

roje

ctC

ours

ein

Aut

omat

icC

ontro

l,pe

r2

Lect

ure

1443

EL2

620

2011

EL2

520

Con

trol

Theo

ryan

dP

ract

ice,

Adv

ance

dC

ours

eA

im:

prov

ide

anin

trodu

ctio

nto

prin

cipl

esan

dm

etho

dsin

adva

nced

cont

rol,

espe

cial

lym

ultiv

aria

ble

feed

back

syst

ems.

•Pe

riod

4,7.

5p

•M

ultiv

aria

ble

cont

rol:

–Li

near

mul

tivar

iabl

esy

stem

s

–R

obus

tnes

san

dpe

rform

ance

–D

esig

nof

mul

tivar

iabl

eco

ntro

llers

:LQ

G,H

"-o

ptim

izat

ion

–R

ealt

ime

optim

izat

ion:

Mod

elP

redi

ctiv

eC

ontro

l(M

PC

)

•Le

ctur

es,e

xerc

ises

,lab

s,co

mpu

tere

xerc

ises

Con

tact

:M

ikae

lJoh

anss

[email protected]

Lect

ure

1444

Page 128: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

EL2

450

Hyb

rid

and

Em

bedd

edC

ontr

olS

yste

ms

Aim

:cou

rse

onan

alys

is,d

esig

nan

dim

plem

enta

tion

ofco

ntro

lal

gorit

hms

inne

twor

ked

and

embe

dded

syst

ems.

•Pe

riod

3,7.

5p

•H

owis

cont

roli

mpl

emen

ted

inre

ality

:

–C

ompu

ter-

impl

emen

tatio

nof

cont

rola

lgor

ithm

s

–S

ched

ulin

gof

real

-tim

eso

ftwar

e

–C

ontro

love

rcom

mun

icat

ion

netw

orks

•Le

ctur

es,e

xerc

ises

,hom

ewor

k,co

mpu

tere

xerc

ises

Con

tact

:D

imos

Dim

arog

onas

[email protected]

Lect

ure

1445

EL2

620

2011

EL2

745

Pri

ncip

les

ofW

irel

ess

Sen

sor

Net

wor

ksA

im:

prov

ide

the

part

icip

ants

with

aba

sic

know

ledg

eof

wire

less

sens

orne

twor

ks(W

SN

)

•Pe

riod

3,7.

5cr

•TH

EIN

TER

NE

TO

FTH

ING

S

–E

ssen

tialt

ools

with

inco

mm

unic

atio

n,co

ntro

l,op

timiz

atio

nan

dsi

gnal

proc

essi

ngne

eded

toco

pew

ithW

SN

–D

esig

nof

prac

tical

WS

Ns

–R

esea

rch

topi

csin

WS

Ns

Con

tact

:C

arlo

Fisc

hion

[email protected]

Lect

ure

1446

EL2

620

2011

EL1

820

Mod

ellin

gof

Dyn

amic

Sys

tem

sA

im:

teac

hho

wto

syst

emat

ical

lybu

ildm

athe

mat

ical

mod

els

ofte

chni

cals

yste

ms

from

phys

ical

law

san

dfro

mm

easu

red

sign

als.

•Pe

riod

1,6

p

•M

odel

dyna

mic

alsy

stem

sfro

m

–ph

ysic

s:la

gran

gian

mec

hani

cs,e

lect

rical

circ

uits

etc

–ex

perim

ents

:pa

ram

etric

iden

tifica

tion,

frequ

ency

resp

onse

•C

ompu

tert

ools

form

odel

ing,

iden

tifica

tion,

and

sim

ulat

ion

•Le

ctur

es,e

xerc

ises

,lab

s,co

mpu

tere

xerc

ises

Con

tact

:H

akan

Hja

lmar

sson

,[email protected]

Lect

ure

1447

EL2

620

2011

EL2

421

Pro

ject

Cou

rse

inC

ontr

olA

im:

prov

ide

prac

tical

know

ledg

eab

outm

odel

ing,

anal

ysis

,des

ign,

and

impl

emen

tatio

nof

cont

rols

yste

ms.

Giv

eso

me

expe

rienc

ein

proj

ectm

anag

emen

tand

pres

enta

tion.

•Pe

riod

4,12

p

•“F

rom

star

tto

goal

...”:

appl

yth

eth

eory

from

othe

rcou

rses

•Te

amw

ork

•P

repa

ratio

nfo

rMas

tert

hesi

spr

ojec

t

•P

roje

ctm

anag

emen

t(le

ctur

ers

from

indu

stry

)

•N

ore

gula

rlec

ture

sor

labs

Con

tact

:Jo

nas

Mar

tens

[email protected]

Lect

ure

1448

Page 129: EL2620 Nonlinear Control Lecture notes - KTHEL2620 Nonlinear Control Lecture notes Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This revision December 2011 Automatic Control

EL2

620

2011

Doi

ngM

aste

rTh

esis

Pro

ject

atA

utom

atic

Con

trol

Lab

0Th

eory

and

prac

tice

0C

ross

-dis

cipl

inar

y

0Th

ere

sear

ched

ge

0C

olla

bora

tion

with

lead

ing

indu

stry

and

univ

ersi

ties

0G

etin

sigh

tin

rese

arch

and

deve

lopm

ent

Hin

ts:

•Th

eto

pic

and

the

resu

ltsof

your

thes

isar

eup

toyo

u

•D

iscu

ssw

ithpr

ofes

sors

,lec

ture

rs,P

hDan

dM

Sst

uden

ts

•C

heck

old

proj

ects

Lect

ure

1449

EL2

620

2011

Doi

ngP

hDTh

esis

Pro

ject

atA

utom

atic

Con

trol

•In

telle

ctua

lstim

uli

•G

etpa

idfo

rstu

dyin

g

•In

tern

atio

nalc

olla

bora

tions

and

trave

l

•C

ompe

titiv

e

•W

orld

-wid

ejo

bm

arke

t

•R

esea

rch

(50%

),co

urse

s(3

0%),

teac

hing

(20%

),fu

n(1

00%

)

•4-

5yr

’sto

PhD

(lic

afte

r2-3

yr’s

)

Lect

ure

1450