Types of uncertainty

Parametric (real) uncertainty.

Dynamic (frequency-dependent) uncertainty

Chap 8: Robust control

Part I: Uncertainty and robustness

In parametric uncertainty the model structure and order are

known, but (some) parameter values are uncertain.
In dynamic uncertainty in the model there exists (some)
erroneous or missing dynamics. Usually unmodeled dynamics
is in high frequencies.

Parametric uncertainty: each parameter is bounded in some

region
. The parameter sets are then
with a mean parameter value
and
The scalar uncertainty term satisfies

For dynamic uncertainty representations in frequency domain

with complex perturbations becomes adequate.

(SISO case)
The term
is any stable transfer function, which at each
frequency is less than or equal to 1 in magnitude. For example,

Inverse multiplicative uncertainty

E.g. Multiplicative uncertainty

allows uncertainty near unstable poles.
Parametric uncertainty is called structured; dynamic uncertainty
is called unstructured.

Example: Consider a plant with parametric uncertainty

Uncertainty regions: Example

Disc-shaped regions can be approximated by circles.
That results in a complex additive uncertainty description.
Note: even a real uncertainty
can be approximated
by a dynamical uncertainty
.

Write
which gives

which is in the inverse multiplicative form.

Obtaining the weights:

Additive uncertainty:
Note:

is usually a rational transfer function (stable).

It is possible to present the additive
uncertainty by a multiplicative one

-Select the nominal model G

-Additive uncertainty: for all possible plants

choose

and
-Multiplicative uncertainty:

Multiplicative uncertainty description

is considered to be more informative.
When
the uncertainty exceeds
100%, and the Nyquist curve may pass
through the origin.

Solid
line

SISO Robust stability and Robust performance

structure

RS with multiplicative uncertainty

The system can be represented by
Note: possible minus sign in
the diagram does not have an
effect, when the small gain
theorem is applied.
Robust stability:

Robust performance

where
. According
to the Small Gain Theorem a sufficient
condition for stability is then

But that implies

in the below figure

The weight function

given by the designer
implies nominal performance
when
where
That has an easy geometrical interpretation.
Next, consider again a system with multiplicative uncertainty. The
system possesses robust performance, if for all plants

By geometrical inspection the condition

for robust performance becomes

General problem formulation (SISO and MIMO)

Weights included

Controlled system

Controlled system
Uncertainty included

The generalized plant from

to

is

That can be partitioned as

such that
where

Closing the loop

Here
denotes the (lower) linear fractional
transformation (LFT) of P with K as parameter.
In the control system of the previous slide

In Mixed Sensitivity Design the control goal is to minimize the

norm from w to z. That corresponds to setting weights such
that the norm of

is minimized (note that the minus signs do not have any

effect in the norm).

Stability analysis in frequency domain

Loop gain
and return difference
If L has a state-space realization

Assume that there are no unstable pole-zero cancellations.

Then, internal stability of the closed-loop system is equivalent
to the stability of
. The system matrix of S is
given by (assume that
is invertible)

which can be deduced from the equations

or
the poles of L are the roots of the open-loop characteristic
polynomial

Now for the determinant of the return difference

The closed-loop characteristic polynomial becomes

Generalized (MIMO) Nyquist theorem:

Let Pol denote the number of open-loop unstable poles of L(s).
The closed-loop system with loop transfer function L(s) and
negative feedback is stable if and only if the Nyquist plot of

By applying Schurs formula

makes Pol anti-clockwise encirclements of the origin, and the

curve does not pass through the origin.
with

we obtain
Example: SISO case

The denominator is
which is in accordance with the general result

Structured and unstructured uncertainty

General control and uncertainty models
(Block) diagonal uncertainty
Linear fractional transformations

Nyquist contour (no poles)

Typical Nyquist diagram

Structuring the system with

perturbations

To analyze robust stability of F we can rearrange the system

into an
structure, where M = N11 is the transfer function
from the output to input of the perturbations.

Each individual perturbation is assumed to be stable and

normalized

Result: for

Uncertainty structures

Robust stability and robust performance

a: additive uncertainty
b: multiplicative input
uncertainty
c: multiplicative output
uncertainty
d: inverse additive u.
e: inverse multiplicative
input u.
f: inverse multiplicative
output u.

Robust stability of the

1. Robust stability (RS): with a given controller K determine

whether the system remains stable for all plants in the
uncertainty set.
2. Robust performance (RP): if RS is satisfied, how large the
transfer function from exogenous inputs w to outputs z may
be for all plants in the uncertainty set.
NS: N is internally stable
NP: NS and
RS: NS and
is stable
RP: NS and

structure:
Result: The
structure is stable for all allowed
perturbations (RS) if and only if
Suppose that N and
are both
stable. The only cause of instability
can come from the term

But this is a positive feedback

system. Apply the generelized
Nyquist theorem!

the Nyquist plot of

the origin for any

does not encircle