Lecture 3: State-Feedback, Observers, Reference Values, and Integrators Problem Formulation

Lecture 3: State-feedback, observers, reference
values, and integrators

Problem formulation
Pole placement
Observers
Output feedback
Reference values
A larger example
Problem formulation
Model: Continuous-time, sample with h
x( kh + h) = x( kh) + u( kh)
Disturbances: Sporadic pulse disturbances x(0) = x0

Criterion: x(t) 0 reasonably fast with reasonable
inputs u. Choose closed loop poles
Admissible controls: Linear controllers, all states available
More complicated problems later
Problem formulation contd

Design parameters
Closed loop poles
Sampling interval
Evaluation
Compare x(t) and u( kh) with specifications
Trade-off between control magnitude and speed of response
Subjective judgements
Example Double integrator
h /2
1 h
u( kh)
x( kh) +
x( kh + h) =
0
Linear state-feedback controller
u( kh) = Lx( kh) = l1 x1 ( kh) l2 x2 ( kh)
Closed-loop system becomes

x( kh + h) = ( L) x( kh)
1 l1 h2 /2 h l2 h2 /2
=
x( kh)
l1 h
1 l2 h
Characteristic equation

2

2
l1 h
l1 h
2
+ l2 h 2 z +
l2 h + 1 = 0
z +
2
2
Example contd
General case
Characteristic equation
2

2

l1 h
l1 h
2
z +
+ l2 h 2 z +
l2 h + 1 = 0
2
2
Desired characteristic equation
z2 + p1 z + p2 = 0
l1 h2
l2 h + 1 = p2
2
Solution
l1 =
1
(1 + p1 + p2 )
h2
l2 =
Solvable
\ ( , ) reachable
\ Wc = [ , , . . . , n1 ] has full rank
Matlab L = place(Phi,Gamma,neweigs)
Linear equations for l1 and l2

l1 h2
+ l2 h 2 = p1
2
Basic problem:
Find L such that L has prescribed eigenvalues
1
(3 + p1 p2 )
2h
Unique solution, linear in li

L depends on h
How to choose the specifications?
Use the continuous time counterpart
Damping and natural frequency ( 0 ) of dominating
poles
Solution via controllable form
How to find T ?
= p1 a1
L = LT
= T T 1 , = T
= LT
x = Lx
u = Lz
z = T x,
det( zI ) = A( z)
Desired characteristic equation obtained for
pn an T
c = [T , T T 1 T , . . . , T n1 ] = T Wc
W
..
= l1 l2 . . . ln z
u = Lz
= p1 a1 p2 a2 pn an z
How to get T ?
det( zI ( L)) = P( z)
a1 a2 an1 an
1
0
0
0
..
..
..
..
.
.
.
.
p2 a2
Solvable for T if the system is reachable
T 1
1 a1 an1
0 1 an2
Wc = .
.
.
.
.
.
. .
0 0
1
1 = a1 + . . . an1 + + n1
= Wc W
c
L = p1 a1 p2 a2 pn an
1
a1 + . . . an1 + + n1
Ackermanns formula
n + a1
n1 + + an I = 0
n + p1
n1 + + pn I = ( p1 a1 )
n1 + + ( pn an ) I
For controllable form and 0 k < n
0 ... 1
k = 0 ... 1 ... 0
(b)
Input
Output
2
1
0
pn an = L
5
0
10
15
(c)
10
15
10
15
(d)
0
Input
thus
s2 + 2 s + 2
(a)
n k
so that
0 . . . 1 P()
= p1 a1 p2 a2
Use the continuous time counterpart
Input
=
A()
=
P()
Double integrator
T P()T 1
5
0
10
15
}|
{
z
= 0 . . . 1 P(T T 1 ) T = 0 . . . 1 T P()
L = LT
c W 1 P() = 0 . . . 1 W 1 P()
= 0 ... 1 W
c
c
Change of ( h = 0.44) x T (0) = [1 1], b) = 0.5, c) = 1,

d) = 2
Double integrator contd
Double integrator contd
Time
Time
Other initial value x T (0+ ) = [1 1]

b) N = 5, c) N = 10, d) N = 20
Change of h ( N )
b) N = 5, c) N = 10, d) N = 20
(a)
2
0
0
10
Input
5
Time
10
10
5
Time
10
10
5
Time
10
2
0
0
(d)
2
2
(c)
Input
(d)
0
10
(c)
Input
Input
(b)
Output
Input
Output
(b)
Input
(a)
5
Time
10
Rule of thumb: h =0.2 0.6
Deadbeat control
Observers
x( k + 1) = x( k) + u( k)
Choose P( z) = zn
Remaining design parameter h
y( k) = Cx( k)
Assume only the output available
Double integrator x T (0) = [1 1]

(a)
(b)
Input
Output
10
(d)
Input
Input
Kalman form
Luenberger form
0
5
(c)
Direct calculation
0
5
10
5
Time
10
5
0
Main question:
How to choose the observer poles?
5
0
5
Time
10
b) h = 2, c) h = 1, d) h = 0.5
Luenberger observer
Reduced order observer
Reconstruction using dynamical model

Consider the model
x( k + 1) = x( k) + u( k)
Introduce direct term in the observer
y( k) = Cx( k)
x ( k p k) = x ( k 1 p k 1) + u( k 1)

+ K y( k) C ( x ( k 1 p k 1) + u( k 1))
Introduce "feedback" from measured y( k)
= ( I K C ) ( x ( k 1 p k 1) + u( k 1)) + K y( k)
x ( k + 1 p k) = x ( k p k 1) + u( k) + K [ y( k) C x ( k p k 1)]
Form the estimation error x = x x

x ( k+1 p k) = x ( k p k1) K C x ( k p k1) = [ K C] x ( k p k1)
Choose K to get good convergence

Any eigenvalues possible, provided Wo full rank
Trade-off against noise amplification
Reconstruction error can be written as

x ( k p k) = x( k) x ( k p k) = ( K C ) x ( k 1 p k 1)
Look at
y( k) = y( k) C x ( k p k) = C x ( k p k) = C ( I K C ) x ( k 1 p k 1)
= ( C C K C ) x ( k 1 p k 1) = ( I C K ) C x ( k 1 p k 1)
| {z }
=0?
Why reduced order?
Output feedback
x
New coordinates

C
y
x = Tx
=

z=
C
The error can be written as

y( k p k)
=
z( k p k) =
z( k p k)
0
z( k p k)
where dim z = dim x dim y = n p
Process
Observer
x ( k + 1 p k) = x ( k p k 1) + u( k) + K ( y( k) C x ( k p k 1))
u( k) = L x ( k p k 1)
x ( k + 1 p k) = ( K C L) x ( k p k 1) + K y( k)
u( k) = L x ( k p k 1)
Only z( k p k) = . . . needed
The transfer function of the controller

Gr ( z) = L( zI + L + K C)1 K
Closed loop system
Example Double integrator
x( k + 1) = x( k) + u( k)
Process poles:
Observer poles:
Ar ( z) = det( zI + L)
Ao ( z) = det( zI + K C )
May also use observer with direct term
Velocity
(a)
Estimated states
a) Kalman
b) Luenberger
5
Time
10
0
0
(b)
5
Time
10
10
5
Time
10
2
Velocity
Separation
L
x( k)
KC
x ( k p k 1)
10
2
Velocity
x ( k + 1 p k)
Measured states
Position
Eliminate u( k)

x( k + 1)
L
Position
u( k) = L( x( k) x ( k p k 1))
Position
x ( k + 1 p k) = ( K C ) x ( k p k 1)
0
0
5
Time
10
General disturbances
General disturbances, contd
Dynamical systems with initial values gives the disturbance v
u( k) = Lx( k) Lww( k)
dx
= Ax + Bu + v
dt
dw
= Aw w
v = Cww

dt

x A Cw x B
d
u
+
=

dt w
0
0 Aw
w
Closed-loop system
x( k + 1) = ( L) x( k) + ( xw Lw ) w( k)
{z
}
|
(0?
Sampling gives

xw x( k)
x( k + 1)
+ u( k)

=
w( k + 1)
w( k)
Combined feedback and feedforward
w( k + 1) = ww( k)
w uncontrollable from u! w observable?
Unmeasurable disturbances Step input load

w = 1 i.e. v( k + 1) = v( k) and xw =
Servo case
Try first
u( k) = L x ( k) + L c uc ( k)
The closed loop system
=1
z}|{
u( k) = L x ( k) Lw w ( k) = L x ( k) w ( k)
x ( k + 1) = x ( k) + (w ( k) + u( k)) + K ( y( k) C x ( k))
x( k + 1) = ( L) x( k) + L x ( k) + Lc uc ( k)
w ( k + 1) = w ( k) + K w( y( k) C x ( k))
x ( k + 1) = ( K C ) x ( k)
y( k) = Cx( k)
Integrator in the controller!
uc
x
Disturbance
Observer
State
Observer
u
v
Process
Lc
Observer
Process
Servo case, contd
Model and feedforward
Observer error not reachable from uc , i.e. cancellation of
Use a two-degree-of-freedom controller
Ao = det( zI + K C)
uc
Model and
Feedforward
xm
Generator
Closed loop system from reference to output
u ff
B ( z)
H cl ( z) = C( zI + L) L c = L c
Ac ( z)
B ( z)
A( z)
Controller
Notice: Same zeros! Why?
Output
J2
H m ( q)
uc ( k)
H ( q)
Specifications: m = 0.5 and m = 0.7

Sampling interval: h = 0.5
[ N = 6
x3 = 2 / 0
u( kh) = L x ( kh p kh h) + L c uc ( kh)
Desired closed loop poles (in continuous time)
(s2 + 2 m m s + 2m ) (s + 1 m ) = 0 1 = 2
0.1
u f f ( k) =
Open-loop system: p = 1 and p = 0.05

2
x2 = 1 / 0
Observer
Design
2
Motor
x1 = 1 2
Impulse response
u( k) = L( xm ( k) x ( k)) + u f f ( k)
Feedforward signal
J1
Process
ym ( k) = Cm xm ( k)
A design example
I
xm ( k + 1) = m xm ( k) + m uc ( k)
Reference trajectories for states
Open-loop pulse transfer function
H ( z) = C( zI )1 =
u fb
Observer design
0
25
50
Time
No friction [ Integrator [ y , 0 after an impulse
75

s2 + 2 m 0 m s + ( 0 m )2 (s + 0 1 m ) = 0 0 = 2
Design
Summary
Output
Feedback from observed states. Observer twice as fast as

closed loop dynamics.
20
40
60
80
Input
Full model
Reduced order
Delays in the estimator
General disturbances
The servo case
1
0
1
Reachability
Ackermanns formula
Observers
State feedback
Two degree-of-freedom controller

0
20
40
Time
60
80

Lecture 3: State-Feedback, Observers, Reference Values, and Integrators Problem Formulation

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Lecture 3: State-Feedback, Observers, Reference Values, and Integrators Problem Formulation

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Lecture 3: State-feedback, observers, reference

values, and integrators

Disturbances: Sporadic pulse disturbances x(0) = x0

Problem formulation contd

Example Double integrator

Linear state-feedback controller

u( kh) = Lx( kh) = l1 x1 ( kh) l2 x2 ( kh)

Closed-loop system becomes

Linear equations for l1 and l2

Unique solution, linear in li

Solution via controllable form

Desired characteristic equation obtained for

Solvable for T if the system is reachable

For controllable form and 0 k < n

Use the continuous time counterpart

Change of ( h = 0.44) x T (0) = [1 1], b) = 0.5, c) = 1,

Double integrator contd

Double integrator contd

Other initial value x T (0+ ) = [1 1]

Rule of thumb: h =0.2 0.6

Assume only the output available

Double integrator x T (0) = [1 1]

Reconstruction using dynamical model

Introduce direct term in the observer

Introduce "feedback" from measured y( k)

Form the estimation error x = x x

Choose K to get good convergence

Reconstruction error can be written as

Why reduced order?

The error can be written as

where dim z = dim x dim y = n p

The transfer function of the controller

Closed loop system

Example Double integrator

May also use observer with direct term

General disturbances, contd

Dynamical systems with initial values gives the disturbance v

Combined feedback and feedforward

w uncontrollable from u! w observable?

Unmeasurable disturbances Step input load

Integrator in the controller!

Servo case, contd

Model and feedforward

Observer error not reachable from uc , i.e. cancellation of

Use a two-degree-of-freedom controller

Closed loop system from reference to output

Notice: Same zeros! Why?

Specifications: m = 0.5 and m = 0.7

Open-loop system: p = 1 and p = 0.05

Reference trajectories for states

Open-loop pulse transfer function

No friction [ Integrator [ y , 0 after an impulse

Feedback from observed states. Observer twice as fast as

Two degree-of-freedom controller

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