Control of Continuous Linear Systems

Control of Continuous
Linear Systems

Kaddour Najim

First published in Great Britain and the United States in 2006 by ISTE Ltd
Apart from any fair dealing for the purposes of research or private study, or criticism or
review, as permitted under the Copyright, Designs and Patents Act 1988, this publication may
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ISTE Ltd, 2006
The rights of Kaddour Najim to be identified as the author of this work has been asserted by
them in accordance with the Copyright, Designs and Patents Act 1988.
Library of Congress Cataloging-in-Publication Data
Najim, K.
Control of continuous linear systems / Kaddour Najim.
p. cm.
Includes bibliographical references and index.
ISBN-13: 978-1-905209-12-5
ISBN-10: 1-905209-12-6
1. Linear systems--Automatic control--Mathematics. 2. Linear control systems. 3. Calculus,
Operational. I. Title.
TJ220.N35 2006
629.8'32--dc22
2006009140
British Library Cataloguing-in-Publication Data
A CIP record for this book is available from the British Library
ISBN 10: 1-905209-12-6
ISBN 13: 978-1-905209-12-5
Printed and bound in Great Britain by Antony Rowe Ltd, Chippenham, Wiltshire.

Contents

Introduction

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Chapter 1. On Process Modeling . . . . . . . . . . . . . . . . . . . . . . . . .

13

1.1. Introduction . . . . . . . . . .
1.2. Model classication . . . . .
1.2.1. Heat and mass balances
1.2.2. Mechanical systems . .
1.2.3. Electrical systems . . .
1.3. Linearization . . . . . . . . .

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58

Chapter 2. Laplace Transforms and Block Diagrams . . . . . . . . . . . . .

67

2.1.
2.2.
2.3.
2.4.
2.5.
2.6.

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The Laplace transform . . . . . . .

Transfer functions . . . . . . . . .
Laplace transform calculations . .
Differential and integral equations
Block diagrams . . . . . . . . . . .
Feedback systems . . . . . . . . .

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. 69
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Chapter 3. Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139

3.1.
3.2.
3.3.
3.4.

Introduction . . . . . .
Step responses . . . .
System identication
Frequency response .

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Chapter 4. Stability and the Root Locus

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139
140
148
163

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4.1. Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205

4.1.1. The RouthHurwitz criterion . . . . . . . . . . . . . . . . . . . . . 207
4.1.2. Reverss criterion . . . . . . . . . . . . . . . . . . . . . . . . . . . 208

Control of Continuous Linear Systems

4.2. The root locus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231

Chapter 5. Regulation and PID Regulators . . . . . . . . . . . . . . . . . . . 255
5.1. Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255
5.2. Direct design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
5.3. PID tuning . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269
Appendices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 304
A. On Theoretical Aspects . . . . . . . . . . . . .
A.1. The Dirac impulse . . . . . . . . . . . .
A.1.1. Residence time . . . . . . . . . . .
A.2. The unit step . . . . . . . . . . . . . . . .
A.3. The RouthHurwitz criterion . . . . . .
A.4. The Nyquist criterion . . . . . . . . . . .
A.5. The root locus . . . . . . . . . . . . . . .
A.6. Computation of integrals of the form J2
A.7. On non-linear systems . . . . . . . . . .

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305
305
310
311
313
320
325
335
336

Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 345
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 349

Introduction

Readers guide
In this book, we present a method of teaching the theory of the control of linear continuous systems. This method consists of introducing some basic denitions, and then
presenting the theory related to these systems in the form of solved problems while
appealing to computer tools for the more difcult problems. This method has another
advantage, in that students will be more involved in the educational process and will
have to play an active and dynamic role that will be benecial to their training.
The objective of this book is to provide the reader with problems and their solutions in order to aid them to acquire and deeply understand the fundamental notions
related to the foundations of the control of linear continuous systems, and to help them
to be able to implement control systems. Many problems can be solved using available software such as MATLAB. We have rejected this solution. The computer has
become an essential tool, but we see very dangerous drift. In fact, students have blind
condence in this tool. They tend to lose their spirit of criticism and analysis. As
teachers, we have to review our pedagogy. In other words, the primary purpose of this
book is to help the reader to acquire a deep knowledge of the theoretical tools related
to the control of linear continuous systems. For example, learning how to sketch a
root locus is very important in order, among other things, to check the results of a
simulation, and drawing a Bode diagram manually gives us an understanding of how
the location of poles and zeros affects the shape of this diagram. This does not prevent
the reader from using computer tools in order to obtain, for example, a more precise
drawing of the root locus or a rapid study of the stability of the system. We recall the
main denitions and theoretical tools at the beginning of each chapter.
The rst chapter is dedicated to process modeling. It presents some modeling techniques for chemical, electrical and mechanical systems. A set of accurate models is
presented. Taking into account developments in computer technology, phenomenological models can be used in order to support decisions that need to be taken online.

Control of Continuous Linear Systems

The reader should observe that, for a given process, many phenomenological models
can be developed. They depend on the assumptions made about its behavior and the
desired objective, i.e., for what purposes the model will be used. In a sense, the model
designer can be considered as a photographer who get obtain, for the same subject,
different photos with different zooms. The main objective of Chapter 1 is to help the
reader to understand and to develop phenomenological models, or at least to be able
to understand the main lines related to the kinds of models developed by engineers
involved in the areas concerned (electrical, chemical, mechanical, etc.). The treatment
presented in this chapter is not intended as a complete description of modeling techniques but merely as a basic introduction to the subject. This introduction may help
automatic-control engineers to communicate easily with engineers involved in other
areas.
The main core of Chapter 2 deals with the use of Laplace transforms for solving
various kinds of problems. In particular, the derivation of transfer functions, as well
as block diagrams and their simplications, is considered. Laplace transforms significantly support the modeling of systems by providing simple rules for manipulating
a set of interconnected systems. Of paramount concern in linear control theory is the
transfer function, which leads to block diagrams. Block diagrams agglomerate all the
available information concerning a given process. We end the chapter by presenting
a general method for calculating the coefcients of the partial fraction expansion of a
rational function.
Chapter 3 is devoted to the transient and frequency analysis of linear systems.
Many examples are treated in order to illustrate such an analysis. We present a set of
approaches to the statement of the frequency response of a given system. As a large
class of systems can be modeled by a rst or second-order system, we present a
set of identication techniques based on the impulse and step responses of these systems, and simple ideas for distinguishing a high-pass lter from a low-pass lter. The
chapter also presents an analysis of some commonly used lters (band-pass, notch,
etc.). Chapter 4 is dedicated to stability and precision analysis. Stability is one of
the most important challenges in the design of control systems. Before one optimizes
the behavior of, for example, a chemical reactor where an exothermic reaction takes
place, it is necessary to study its stability. Algebraic and graphical stability criteria
are presented. A method based on integral phase evaluation is presented. This method
allows one to check the stability of feedback systems without visual inspection of the
Nyquist diagram. Examples illustrating precision and stability analysis are described.
A set of examples should help the reader to draw easily the root locus of any system.
The primary purpose of Chapter 5 is to introduce a number of PID tuning techniques. We focus our attention mainly on the ideas behind the development of these
tuning techniques. It is impossible to make an analytical comparison of the available
PID tuning techniques because they are based on different model approximations, different control objectives and, sometimes, different PID parameterizations. Taking into

Introduction

account the control objective and the process model, the reader has to select the tuning method which yields the best control performance. In a thermal power plant, it
may happen that a turbine is damaged, and it is necessary to heat the turbine at specic points to straighten it. These specic points, as well as the energy to be used for
heating the turbine, depend on the know-how of the technician who carries out this
job. This know-how cannot be found in books on heat transfer and materials. This job
can be compared to the job of a PID designer (open-loop shaping by manipulating the
gain, zeros and poles) who has to select the PID settings in order to modify the diagram (Bode, Nyquist or Nichols) of the uncompensated system such that the diagram
(frequency-response curve) of the compensated system will correspond to the desired
diagram (a curve which meets the control specications). We can also compare the
job of a PID designer to the operation done by an ophthalmic surgeon in order to correct the curvature of the eyes of a person with myopia using a laser. Several problems
dealing with the design of transfer functions from specications related to the desired
dynamics of the controlled system are presented in detail. The chapter ends with a
brief introduction to the integrator wind-up problem, and to the two main useful representations of non-linear systems, namely the Wiener and Hammerstein structures.
These structures are very interesting in the sense that if they are connected to the inverse of the static non-linear part, any control strategy designed for linear systems can
be implemented.
In each chapter, we recall the necessary mathematical tools in a very simplied
and didactic manner. As signal processing and automatic control use the same tools,
we study some commonly used lters.
The book ends with an Appendix which presents some mathematical and practical
developments related to the impulse function (or Dirac delta function) and its relation
to the residence time and the unit step, as well as some proofs concerning stability.
We present proofs of the Nyquist and RouthHurwitz criteria, and a proof related to
the asymptotes of the root locus. We present a rigorous statement of the formulae
giving the intersection of the asymptotes of the root locus with the real axis. Some of
these results are difcult to nd in books dedicated to the control of continuous linear
systems. These results are very important in the sense that:
1) for a given plant, stability is the main objective to be achieved, before optimizing its behaviour;
2) the proofs constitute good exercises in themselves.
Recent chemical disasters remind us, unfortunately, that stability is very important. For example, it is absolutely necessary to stabilize a chemical reactor where
an exothermic reaction occurs, before optimizing its yield. The Appendix also deals
with the quas-ilinearization of non-linear systems such as relays. This method is used
to nd the limit cycle (crossover frequency) and some other points of the frequency
responses of systems, which are useful in some PID tuning methods.

10

Control of Continuous Linear Systems

In summary, the objective of this book is to provide the reader with a sound understanding of the foundations of the modelling and control of linear continuous systems.
In other words, this book should provide the reader with depth and breadth of knowledge in this eld. It contains more than 150 solved problems. This book is written
in such a manner that students should be able to extend their knowledge to address
new problems that they have not seen before. From a mathematical point of view,
this book is self-contained. The book also can serve as a tool for students to test their
knowledge.
I would like to thank my friends and colleagues E. Ikonen (University of Oulu,
Finland), A. S. Poznyak (CINVESTAV, Mexico City) and P. Thomas (Universit Paul
Sabatier, Toulouse, France) for providing valuable comments on the manuscript.

Professor Kaddour Najim

Process Control Laboratory, ENSIACET, I.N.P. Toulouse, France
University of Oulu, Finland

Introduction

Notation
Throughout this book, we use the following notation:
1 (t)

Unit step

F (s)

Closed-loop transfer function

G (s)

Transfer function of the forward path

H (s)

Transfer function of the feedback path

OS

Overshoot

Q factor

R (s)

Transfer function of the regulator

T (s)

Open-loop transfer function

Tu

Ultimate period

W (s)

Sensitivity transfer function

d(t)

Perturbation

g (t)

Impulse response

Static gain

kc

Controller gain

klim

Critical (ultimate) gain

km

Gain margin

pi

ith pole

u (t)

Process input

v (t)

Voltage

y (t)

Process output

yr (t)

Desired output (set-point)

11

12

Control of Continuous Linear Systems

zi

ith zero

(s)

Laplace transform of the error

(t)

Dirac impulse (impulse function)

(t)

Error

Damping factor

Time delay

Derivative time

Integral time

Phase margin

wc

Critical frequency

wr

Resonance frequency

Indices
i = 1, N

i = 1, 2, 3, , N

Reference

A lled square  indicates the end of a proof.