Quantitative feedback theory

Prof. Isaac Horowitz

Indexing terms: Control theory. Feedback

Abstract: In quantitative feedback theory, plant parameter and disturbance uncertainty are the reasons for
using feedback. They are defined by means of a set J 8 = \P}oi plant operators and a set 3 = {b}of disturb-
ances. The desired system performance is defined by sets of acceptable outputs J^U in response to an input
M, to be achieved for all P e & . If any design freedom remains in the achievement of the design specifications,
it is used to minimise the effect of sensor noise at the plant input. Rigorous, exact quantitative synthesis
theories have been established to a fair extent for highly uncertain linear, nonlinear and time-varying single-input
single-output, single-loop and some multiple-loop structures; also for multiple-input multiple-output plants
with output feedback and with internal variable feedback, both linear and nonlinear. There have been many
design examples vindicating the theory. Frequency-response methods have been found to be especially useful
and transparent, enabling the designer to see the trade-off between conflicting design factors. The key tool in
dealing with uncertain nonlinear and multiple-input multiple-output plants is their conversion into equivalent
uncertain linear time-invariant single-input single-output plants. Schauder's fixed-point theorem justifies the
equivalence. Modern control theory, in particular singular-value theory, is examined and judged to be com-
paratively inadequate for dealing with plant parameter uncertainties.

List of principal symbols and abbreviations disturbance d not measurable, and command input r(t)
measurable. Suppose that p and d are precisely known, that
set of acceptable outputs in response to the output yr due to r is to be yr = r * h (?) (* denotes con-
input u volution), and that the disturbance component \yd\ <m(f)
lower bound is given. Then simply insert a prefilter fx between r andp, with
Bh universal high-frequency boundary of p *fi = h or transform Fx (s) = H(s)/P(s), and inject a signal
acceptable L0(joS), applies for all CJ > coh z in Fig. 1A such that \(z + d) *p\ <m(t). This is so even if
b,b(co) upper bound p is unstable, for a little thought shows that uncertainty in
&= {D} set of disturbances p and/or d must be invoked to render this method invalid.
dB decibels, 20 log10 Uncertainty necessitates feedback around the plant, and a
L(ju)),L0 loop transmission and its nominal value suitable canonic two-degrees-of-freedom structure (see section
LQR linear quadratic regulator 6.1 of Reference 1) is shown in Fig. IB.
LQG linear quadratic Gaussian
LTI linear time invariant
MIMO multiple-input multiple-output
& = {P} set of LTI plant operators, or plant
matrices
P = \Pij] plant matrix
Q = Uu\ withP" 1 = [l/Qu],P a matrix Fig. 1A No feedback needed in absence of uncertainty
QFT quantitative feedback theory
resistor-capacitor oD
RC
single-input single-output G X P
SISO C(orY)
SVT singular-value theory
N
set of acceptable system response func-
tions (matrices in MIMO systems) to com- -1
mand inputs Fig. 1B Canonic feedback structure
= {Td) = as above, but for disturbance inputs C = TR
plant template, set of complex numbers T = (/ + PGY*PGF
L = PG
= set of nonlinear plant operators
Most of the feedback control literature, both classical and
modern, concentrates on realising a desired input-output
1 Introduction relation under the constraint of a feedback structure around
the plant, as if feedback is a tool in filter synthesis. If so, then
This paper is a survey of our work in feedback systems,
feedback theory is just a branch of active network synthesis,
denoted as quantitative feedback theory (QFT), and its com-
and its merits should be compared with other techniques such
parsion with the modern control approach, in particular with
as active RC etc., active RC elements against the transducers
singular-value theory. It is our view that feedback around the
and the constant-gain infinite-bandwidth amplifiers needed in
constrained 'plant' is mandatory only because of uncertainty
in its parameters and/or in disturbances entering the plant. modern control theory. Such comparisons have never ap-
Fig. 1A depicts one of the simplest problems: a linear time- peared.
invariant (LTI) plant operator p with transfer function P(s), The true importance of feedback is in 'achieving desired
whose output is the system output and can be measured, performance despite uncertainty'. If so, then obviously the
actual design and the 'cost of feedback' should be closely
related to the extent of the uncertainty and to the narrow-
Paper 2206D, first received 2nd June and in revised form 2nd ness of the performance tolerances. In short, it should be
September 1982
quantitative. But feedback theory has not been quantitative:
The author is with the Department of Applied Mathematics, Weizmann
Institute of Science, Rehovot, Israel, and the Department of Electrical one hardly finds in the voluminous feedback literature any
Engineering, University of Colorado, Boulder, CO80309, USA quantitative design techniques, or any quantitative problem
IEEPROC, Vol. 129, Pt. D, No. 6, NOVEMBER 1982 0143-7054/82/060215 +12 $01.50/0 215
statements. This is a fantastic phenomenon: so much teaching I T(jto)\ suffice, in the form
and research effort, such a huge literature, but the heart of the
problem is almost ignored. Even the graduate Ph.D. often does
not know the real reason why feedback is used in control. Two examples are shown in Figs. 2a and b, where the final
simulation results fill the envelope (but not when the dis-
2 Linear time-invariant single-input single-output turbance response specifications are more severe than the
feedback systems command response specifications [3]). At any co ojj,
In quantitative feedback theory, the uncertainties formulated the set of points {P(/coi)} is a region in the complex plane,
as a set of plants &= {P} and a set of disturbances J^ = {D}. called the plant template Jr'p(P(j<^>\))- The first step is to
There are specified a set of acceptable command response find these 3~p for a reasonable number of GJ values; see
transfer functions ^~= {T} and a set of acceptable disturbance Reference 3 for examples. In Fig. IB,
FL
T= (2a)
1 +L
(40,10,30,100)0,10,60,200)
(40,10,60,200X40,1,60,200) (2b)
(1,1.60,200 ) (1,1,30,100)
Alog T = A log
(40,1,60,200) (1,1,1,200)
1+L
because there is negligible uncertainty in F (and G). Since
L = GP, the variation in P(jcS) generates via eqn. 2b a
variation in log T(jto). The function of G in L = GP is to
guarantee that the variation in log T is within the amount
allowed by the specifications. Let Lo = GP0 be a nominal
loop transmission at a nominal plant P0-v It is convenient
to find the bounds on Lo in the Nichols chart which achieves
this. Fig. 3 is an example of some bounds on Lo (ju>) for the
plant shown and specifications of Fig. 2a:
Pi = ki/s i = 1,2, b (3)
Pc = K kj<E[aj,bj] aj = 20,50,1,1000
bj = 800,500,60,200000
for/ = l,2,b,c
(4)
30 r

b time, s
Fig. 2 Time envelopes and their u> equivalents

response functions JTd = {Td}, to be achieved for

Any freedom in doing this is used to minimise in some sense
the effect of sensor noise at the plant input. QFT was first
developed for linear time-invariant (LTI) single-input single-
output (SISO) single-loop systems with output feedback only
[2, 3 ] . Significant improvements in design execution have
been made by East and Longdon [46]. This single-loop
LTI theory is of key importance in solving the nonlinear and
multiple-input multiple-output uncertainty problems, because
these are rigorously converted into equivalent LTI SISO
problems (see Sections 3 and 4); thus it is now summarised.

2.1 Single-input single-output single-loop L Tl system

(Fig. IB)
The first step is to translate the tolerances on $~, if in the -300 -240 -180 -120 -60
time domain, into co-domain tolerances [3, 7 ] . If all/* G ^ degrees
are minimum phase (this forbids only right-half-plane zeros; Fig. 3 Bounds B(u>) on nominal outer-loop transmission L0(ju)) in
uncertain right-half-plane poles are allowed), then bounds on the Nichols chart
216 IEEPROC, Vol. 129, Pt. D, No. 6, NOVEMBER 1982
In Fig. 3, it is treated as a single plant k/s3 ,kG [2,24200] 10 3 .
The next step is to find a rational L0(s) with sufficient excess
of poles over zeros [so G(s) is practical] which satisfies these
bounds. It has been proved [8, 9] that the optimum, Lo lies
on its bound at each to, so the designer can see how far he is
from optimum, and judge whether the addition of more poles
and zeros to Lo is justified by the resulting decrease in band-
width of Lo. This is the property of transparency, wherein
the designer sees directly the trade-offs between the important
system parameters, such as the narrowness of response toler-
ances, the extent of plant uncertainty, the complexity of the
compensation (number of its poles and zeros), the resulting
loop bandwidth needs and the effect of sensor noise. In this
technique, the designer works directly with these parameters
and easily sees the trade-offs. This is in sharp contrast with the
'modern' control technique of minimising a quadratic cost
function at nominal plant values, and trying to control the
above important system trade-offs by varying the various
weights.
The final step in the design is to find F(s) in Fig. IB. For
example, if the specifications permit lOdB < |7X/tOi)| <
2dB, and Z, 0 (/coi) has been chosen so that 6 d B <
/(l + ( / c o i ) ) | < 0 d B , then \FQ'o3i)\ may have any
degrees
-100 -20
-340 degrees
-180
bound on L0(j22) in
o Nichols chart
Fig. 4 Plant template at OJ = 22 and bound on LQ(j22) due to
higher-order modes
a Template of
fc(22) 104
s(s2 + 0.02s + B)(s2 + 0.04s + 4fl)
atcj = 22 for k: [1, 10],B: [400, 600J
b Forbidden region for L o (/22) in Nichols chart
IEEPROC, Vol. 129, Pt. D, No. 6, NOVEMBER 1982
value between - 10 ( - 6) = - 4 dB and - 2 - 0 = - 2 dB
in order to satisfy the bounds on T(ju>i). In this way, bounds
on |F(/to)| are found, and F(s) is found to satisfy these
bounds.
2.2 Bending modes
Higher-order modes of any number and of any extent of
uncertainty are easily and naturally incorporated into this
design technique. One simply finds the templates ^ p (P(/to))
at these higher to values in exactly the same manner as in the
above and proceeds in exactly the same way at every step.
Without them, P(s) -> k/se at large s,the template ofPbecomes
a vertical line of lengtlf kmax/kmin, and there emerges a
'universal high-to boundary', such as Bh in Fig. 3 which
applies for all to > some to h value (~ 250 in Fig. 3).
But suppose that in the range of the higher-order modes
(5)
s(s2 + 0.02s + B) (s2 + 0.04s + 4B)
with uncertainties 1 < k < 10, 400 < B < 600.
The resulting template of P(j22), for example, (i.e. the set
{P(j22}) is shown in Fig. 4a. In this GJ range, the dominating
specification [3] is |Z,/(1 + L)\ < some value, say 2.3 dB. If
the nominal k0 = 1 and Bo = 400, then the resulting bound
on Lo (/22)is easily found to be that shown in Fig. 4b. Similar
templates and bounds are determined for a discrete number of
co values, and then Lo (/to) is shaped to satisfy these bounds.
Basically, the same technique is used for disturbance
attenuation; see Reference 3 for details.
By now, many detailed design examples have been done.
The techniques have been taught in graduate and under-
graduate junior engineering courses, and no particular difficulty
has been encountered. Modern control theory specialists, how-
ever, seem to find it difficult, perhaps owing to their estrange-
ment from frequency-domain concepts.
2x10 7
_X_| (single loop
Nls scale 2) _
o
o I?!
4000 8000 12000 16000
J, rad/s
Fig. 5 Tremendous reduction in noise effects (at X) of sensors due to
multiple-loop feedback
(Fig. 2a: P,- uncertainty factors: 40, 10, 60, 200)
217
2.3 Extension to SISO multiple-loop systems [10-13]
The technique has been extended to a number of multiple-
loop SISO structures, wherein internal variables can be served
and processed for feedback purposes. The great potential
advantage is the possible vastly reduced effect of sensor noise.
An example is shown in Fig. 5 for the problem [11] of Fig.
2a. If only outer-loop feedback (y alone) is used, the ampli-
fication of noise from sensor 1 at the plant input is given by
curve Si in Fig. 5, for which scale 2 applies. If feedback from
Cx is also allowed and properly used, then the amplification
of noise from sensor y is now given by curve S-^ with scale
1, which is much less than Sx. But now there is sensor 2, and
its noise amplification is curve Af22 (scale 1). The latter can be
drastically reduced by using a third sensor at C 2 , and then the
sensor-2 noise amplification is curve Af23 (scale 1). Sensor-3
noise is amplified by curve M 3 3 . Of course, this example has
fantastically large uncertainty, and multiple-loop feedback
would be essential to achieve a practical design.
A technique called 'design perspective' has been developed
[12], whereby a detailed multiple-loop design is not needed in
order to see the improvements possible to obtain this infor-
mation fairly accurately, by means of rapid approximate
calculations. The designer can thus decide early in the game
the number of sensors to be used, and, if there are options
available between sensor quality and cost, he has the infor-
mation for intelligent decision.
2.4 Uncertain nonminimum-phase plants
In this case, bounds on both |7"(/co)| and argr(/co) are needed.
The same procedure is then followed, resulting, as before, in
bounds on a nominal loop transmission L0(jto). However,
it may be impossible to satisfy these bounds, and tests for deter-
mining this have been given. If this is so, the specifications
must be relaxed [9].
3 Design for uncertain nonlinear SISO plants [14,15]
In 19751976, a breakthrough was made in developing a
rigorous design technique for highly uncertain nonlinear SISO
plants. An important feature is that it permits the ordinary
design engineer who knows very little (like this writer) about
nonlinear differential equations to accurately control difficult,
highly uncertain, highly nonlinear plants. This is achieved by
replacing the nonlinear plant set W= {w} (which can also be
time varying) by an equivalent time-invariant plant set J 3 =
in
&> is the equivalent to W with respect to the set of the
desired system outputs Jzf= {a}in the following sense. Im-
agine a barrel of all possible plants w in W and a barrel of
all desired plant outputs a of sf. Pick any wt from t h e ^ "
barrel and any c;- of the ^barrel. Find the plant input xu for
which w{ gives an output a;- [i.e. a,- = w,-(xy)]. Then there
exists in the & barrel a Pu such that, for the same input xu, its
output is aj [aj = Pij(Xjj)]. The designer must first find the set
&. This can be done by simply letting Pu(s) = ay(s)/x,7(s),
where the circumflex refers to Laplace transform: / (s) = the
Laplace transform of fit). Repeat over /, /, giving the set &
= {/>,,}. There are various ways of streamlining this process,
sometimes even doing a great part of it analytically [16, 18].
It is important to include in the set sf of desired outputs
a reasonable sampling of the actual desired outputs the system
is to deliver over its life. This can be done by listing a reason-
able sampling of the inputs (command & = {r} and dis-
turbance 3 = {D}) and multiplying by Tr(s), Td(s), where
Tr, Td are members of the sets of acceptable Tr, Td.
Once *, the 'equivalent linear time-invariant' (ELTI) plant
set, is found, the designer can forget about the nonlinear plant
set W and design for the ELTI plant set &. If he can solve
218
this ELTI problem, then it is guaranteed that the same com-
pensations work for the original highly uncertain nonlinear
problem. The same desirable properties previously listed
(systematic procedure, transparency, ease of trade-offs,
practicality of compensation) therefore apply to the nonlinear
design. No separate effort is needed to guarantee stability of
the nonlinear system; this is automatically included. The main
design effort, beyond that needed for ordinary LTI design, is
to solve the nonlinear equations backwards on the computer,
for which software packages exist; i.e. given the output, find
the input, which is often much easier than solving it forwards,
for example (y)3 y + Ayy + By3 =x. Given y, it is easy to
find*.
By now, over a dozen such design problems have been done
[1416, 1821] with large uncertainty, defined time-domain
tolerances and uniformly excellent results; some of these were
Master's theses. One was a significant nonlinear flight-control
problem for AFFDL, WPAFB with c* the controlled output
[18].
3.1 Nonlinear performance specifications
The design technique can handle nonlinear performance
specifications. Fig. 6a is an example of linear system tolerances.
If the acceptable response envelope for a unit step command is
I, then for a half-unit step it must be II, which is one half of I.
It is sometimes highly desirable to have nonlinear performance
tolerances; for example, those of Fig. 6b appropriate for
optimal time response in which the plant is being driven hard
almost to saturation until the commanded value is reached,
and this is so for a large range of commanded values. The
technique can do this. The results in Fig. 6b were achieved
for a nonlinear plant Kxy2 + K2y = x with [38] uncertainties
3.2 Extensions and improvements
Since 1976, this design technique has been improved in
several ways:
(a) There was a certain amount of overdesign involved in
the technique, because, even if there was only one nonlinear
plant (not a set), an infinite ELTI set would normally emerge.
This violates an important principle in feedback theory: 'If
there is no uncertainty (of plant parameters or disturbances),
then there is no inherent need for feedback'. (Application of
this principle to the literature would invalidate the vast
majority of designs.) This disadvantage has now been over-
come by a technique involving nonlinear compensation in the
loop [19].
(b) The procedure was originally restricted to minimum-
phase system inputs; now any bounded inputs are allowed
[20].
(c) Originally, ad hoc methods were used to handle initial
state values in the plant (see, for example, Reference 18): now
a systematic method has been developed [21].
(d) The technique was originally confined to finite sets
(which could be arbitrarily large) of command and disturbance
inputs. Existence theorems have been found for infinite input
sets [22], but they are not as yet well suited for numerical
design.
4 Uncertain multiple-input multiple-output plants
[17,23-29]
Fig. IB can be used to represent an n x n multiple-input
multiple-output (MIMO) system if F, G,P, T are each n x n
matrices, and & = {P} a set of matrices due to plant un-
certainty. There are n2 closed-loop system transfer functions
tu relating output / to input/ transforms:yt(s) = tu(s)rj(s). In
a quantitative problem statement, there are given tolerance
bounds on each r,y-, giving n2 sets sf^ = atj of acceptable ttj.
IEEPROC, Vol. 129, Pt. D, No. 6, NOVEMBER 1982
 To appreciate the difficulty of this problem, note the very Even the stability problem alone, ensuring the characteristic
complex expression for tn below, for n = 3, even when polynomial denominator of eqn. 6 has no right-half-plane
simplified by letting the compensation matrix G in Fig. 1B be zeros for all possible ptj, is extremely difficult.
diagonal, G ?= [gt]:
4.1 Single-loop equivalents
hi = {[Pnfngi + P12/21S2 In this technique, justified by Schauder's fixed-point theorem
[(1 [23], it is never necessary to consider the characteristic
polynomial. Simply replace the n x n MIMO problem by n
~ [P2lfllgl single loops and n2 prefilters see Fig. 7 for n = 3. In Fig. 7,
P l = [1/Quv]. a n d the uncertainty in P generates sets &uv =
[Pl2g2 (

\P3lfllgl +P32f2\g2
du = + (7)
\P23P\2g2g3 " ( }/
{(1 + Plll) [(1 is any member of the n generated by the and
the 01/in alj,j = 2,
~P23P32g2g3\ ~P2\g\ [Pl 2 2 Q
d

- P32P \3g2g3\ +P3\g\\P \2P23g2g3 (6)

13 q
\ Qn
-P 13^3 0 + P22S2)] }
There are n2 = 9 such expressions (all have the same denomi-
nator), and there may be considerable uncertainty in the nine
plant pij elements. The objective is to find nine //;- and three d
23 o
gt such that ttj stays within its acceptable set s/xi, no matter G2 \ Q22
how the Pij may vary. Clearly, this is a horrendous problem. V23
23

tolerances for input u(t)

d
33C
G3
tolerances for input u (t)/2 w \ ^33
y3T
1 G3 G3 \ Q33
y33
(nonlinearlyrelated tou(t)
tolerances)
S R "32 I -1 r
33

Fig. 7 Final equivalent single-loop feedback structures which replace

the3X 3 MIMO problem

tolerances for input u(t) 12

(I i nearly related to u(t) tolerances)

time

0.2 0.5 1 2 0.1 0.2 0.5 10 20

a uo.rad/s b <*>.

Fig. 8 u>-domain bounds

a For
b For fi2,t32 3 X 3 MIMO example

In Fig. la, the SISO design problem is to find/,! =giQn ,

fu such that the output is a member of the set J ^ n for all
Qn in <?n and for all dn \n@. Similarly, in Fig. 1b, find
L\ g\Qn,f\2 so that its output is insZ n forall(?ii i n ^ n
and all dl2 in ^ 1 2 etc. Note that L\ is the same for all the
SISO structures in the first row of Fig. 7 etc. In each of these
three structures, the uncertainty problem (due to the sets&u,
Fig. 6 Design example of nonlinear tolerances Kxy2 + K2y =x and 3U) gives bounds on the level of feedback L \ needed, and so
simulation results the toughest of these bounds must be satisfied by Lx
If the designer designs these SISO systems to satisfy their
a Linear and nonlinear tolerances on step response
above stated specifications, then it is guaranteed that these
b Case Kx K2 same fuv, gu satisfy the MIMO uncertainty problem. It is not
1 10
necessary to consider the highly complex system character-
10
2 10 1 istic equation (denominator of eqn. 6) with its uncertain pti
3 1 1 plant parameters. System stability (and much more than that)
4 1 10
for all P in & is automatically guaranteed.
IEEPROC, Vol. 129, Pt. D, No. 6, NOVEMBER 1982 219
4.2 Design example system with plant matrix P [ptj], the condition is that
The power of the technique is illustrated by presenting the oorr
results of Reference 25, done as a Master's thesis by a typical lirn^ \PnP22\ > \P12P211 vice versa for allp
pi ^
average graduate student. Here the plant and uncertainties are (10)
(In Rosenbrock's technique [30], this condition must be
Pit = 2 (8) satisfied for all co.) It has been shown [29] that expr. 10 is
s + Es + F
inherent and necessary for any technique that may ever be
i4ue[2,4] A12S[0.5, 1.1] ,4 2 2 G[5, 10] invented, but only if arbitrary small sensitivity over arbitrary
A31 e [- 0.8, - 1.8] all other Au = 0
Bne [-0.15,1] Bne[-i,-2]
B13e[l,4] (9)
B21 e [1,2] 522G[5,10] B23S[-l,-4)
B31G[-l,-2] B32E [15,25]
^33 e [io, 20]
EG [-0.2,2] Fe[0.5,2]
Note that p 12 is always nominimum phase and pn is so far
part of the plant parameter range. Also, the plant is unstable
for part of the parameter range.

Command performance specifications

The command performance specifications are in the fre-
quency domain, shown in Fig. &z for the three diagonal
tit ( / = 1 3) and in Fig. Sb for 112, t32. The other off-
diagonal elements ti3, t21, t23, t3l are to be 'basically non-
interacting', |fuu(/co)| < 0.1 for all co and for all P in &.

Simulation results
The design details are given in Reference 25. Typical and
extreme step responses are shown in Fig. 9 over the set &.

Transparency and trade-off

Considerable experience has been gained in applying this
technique [17, 23-27]. It is highly transparent, revealing
means for minimising the loop bandwidths needed and for
trade-off between the loops (see especially Reference 25).
For example, suppose sensor 3 is much noisier than the
others, so that it is desirable to reduce its loop bandwidth.
This can be done by shifting more of the burden to one or
both of loops 1 and 2. Thus, in Fig. 10, IZ,3OI > IZ-iol, \L20\
by about 15 dB in the low co range. But 1L3O| was deliberately
made |Z,20| and much less than |L1OI (which was sacrificed)
for co > 250. We could have also sacrificed L20 and thereby
improved L30 even more, or made an even greater sacrifice of

4.3 Recent advances

The above dealt with n x n MIMO plants in which only the
n outputs are available for feedback purposes. The technique
has since been extended to n x n plants in which internal
states are also available for feedback. The result is to replace
the uncertain n x n system by a number of single-input
single-output uncertain multiple-loop systems. The solutions
of the latter SISO problem are guaranteed to solve the MIMO
problem [28].
The technique requires a fixed-point theorem for its
rigorous justification. Also, it involves a certain amount of
inherent overdesign because, for example in Fig. la, there is
some correlation between the tul appearing in dn of eqn. 7
and the elements QXu in eqn. 7. This correlation is not nor-
mally used (Reference 25 suggests a method for doing so). 8
Finally, a certain diagonal dominance condition as s -> must
be satisfied for the technique to be applicable. For the 2 x 2 Fig. 9 Representative time-domain step responses
220 IEEPROC, Vol. 129, Pt. D, No. 6, NOVEMBER 1982
large bandwidth is desired. However, the technique of Section consists of n time functions, corresponding to an ^-vector of
4.1 always requires this, even for less demanding designs, and acceptable outputs in response to an rc-vector of command
is therefore overdemanding in that respect. However, the inputs or disturbances. The procedure is illustrated by two
newest extension [29] requires it also only for arbitrary design examples [17] with the same plant but different
small sensitivity over arbitrary large bandwidth and so in performance specifications.
this respect is much better. Another advantage of this newest
extension is that fixed-point theory is not needed for its
justification; simple logical arguments suffice. A third ad- 5.1 Design example 1
vantage is that there is considerably less overdesign in the new Plant (2 x 2)
technique.
cu, rod / s A + Ay\ + B{yx + l)y2 =k1x1
10 20 50 100 200 500
y2(\+Cyx)+Ey\ +dy2 = k2x2 (11)
20- Uncertainties
A G [0.04,0.05] B,CE [0.08, 0.12]
D<E [0.8,1.2] <E[0.8, 1.5] kxk2 G [0.5, 2.5]
all independently
Performance tolerances
In the first problem, the inputs are step commands Mu(t),
only one at a time,M& [ 5, 5 ] . In response to ri =Mu(t),
it is required that yt E [0.4M, 0.6M] within one second, >
0.9M for all t>3.5, and overshoot must not exceed 5%;
\yk(.t)\max < 0.1 M for k i (see Fig. 13).
Fig. 10 Trade-off between loops in 3 X 3 design
Design execution
Analytic models were chosen for yx, y2 in response to rY =
\LM\ Mu(t), and (and vice versa):

Disturbance attenuation = M[l-Xexp(-ar)-(l-X)exp(-rO]

The above has emphasised response to commands, but the (12)
same approach is used for disturbance attenuation. The set of y2 =
acceptable Td system response functions (n2 of them) to dis-
turbances must be formulated, and then the duv in Fig. 7
contain the actual disturbance components as well. Design is
easier because there is then no command input, only the
disturbance input duv.

4.4 Digital compensators

The modern tendency is to use microprocessors as compensators
in the feedback loops, which are, of course, essentially digital
networks. Our design theory is particularly suited to consider
the precautions that must be taken because of the nonminimum-
phase property of the digital network. The latter property is
seen by means of the w transformation, w = u + jv = (z 1)/
(z + 1) with z = exps7\ where T is the sampling period. The
unit circle in the z-plane transforms into the imaginary z;-axis
in the w-plane, and so one can use it as the new frequency
domain in exactly the same manner as /co in the s-plane, i.e.
frequency-domain compensation, plant uncertainty, and the Fig. 11 Design example: ^-domain bounds
design techniques of the preceding Sections. It is easy to show
that every practical sampled device has a w transfer with a The parameters M, X, a, r, N, 0 were chosen compatible with
zero at w = 1 (see sections 11.11 and 11.15 of Reference 1) the tolerances. Those that passed were used to generate co-
and so is nonminimum phase. This means 90 extra phase lag. domain trial bounds on |rfl-(/co)| and |r /fe (/co)|, as shown as
at v = 1 (which corresponds to co = cos/4, where cos = 2n/T, solid lines in Fig. 11. Then response functions which violate
the sampling frequency). these trial bounds were tried, resulting in the dashed line
enlargements in Fig. 11. These forms chosen for yi, y2 with so
5 Uncertain nonlinear MIMO plants few free parameters certainly do not appear a good sampling
The nonlinear technique of Section 3 and the MIMO technique of acceptable plant outputs. This is precisely the rigour-
of Section 4 have been combined, giving a design technique for defying kind of short cut which very often works. The nonlinear
uncertain nonlinear nx n MIMO plants. The set ^ o f the equations appear to be well behaved, suggesting that smooth
nx n nonlinear plants is replaced by a set & = {p} of n x n time responses of the form of eqn. 12 can be achieved. If, in
transfer-function matrices, and then the technique of Section practice, the resulting design gives y(t) which significantly
4 is used to solve this nx n LTI MIMO problem. This set & is violates this assumption, then a more general form for >>,-, ^fe
equivalent to the nonlinear set W with respect to the entire will be used, which permits a larger sampling. This was not
set ja^= {a} of desired n system outputs. An element a found necessary.

IEEPROC, Vol. 129, Pt. D, No. 6, NOVEMBER 1982 221

LTI-equivalent plant templates and resulting design Now the command input is
The next step is to find the LTI-equivalent plant sets. Samples
of y vectors were taken of the form of eqn. 12 and* = W~ly rx = Mu(t) cos 6
were obtained analytically from eqn. 11. 2 x 2 JT, Y matrices r2 = Mu(0 sin0 6: [0,360] (13)
were formed given the LTI equivalent P~x =XY~X. At any
<*> = w i {QuuU^i)} occupies a region in the complex plane, M: [2, 5]
denoted as its template S~Pu (to); the larger ^~pw> the larger
the uncertainty. Some of these are shown in Fig. 12. The There is inserted in front of the plant (Fig. 16) (W:y = Wx)
design technique detailed in Reference 25 is followed to com- a nonlinear network (A: x = Av) such that WA: y WAv is
plete the design. Representative and extreme simulation LTI for all inputs v at a nominal W = Wo.
responses are shown in Fig. 13. The assigned tolerances were This method, previously applied only to SISO plants, is
very nicely satisfied. used here as follows. We want LTI response y=H*v(* denotes
convolution), and for simplicity let H be diagonal with
ft ft
yi = \ Vi dz y2 = \ v2 dz
Jo Jo

The equation H* v= Wox defines (see Fig. 16) A: JC = Av.

-0.3 -

ii iii iv
1.0

Fig. 12 Templates of LTl-equivalent plants

0.5
a Qu templates, problem 1
b Q22 templates, problem 1

5.2 Design example 2

It is important to recall that this design was made only for
command inputs rx, r2 one at a time. Several runs were made time.
nevertheless, to see the results with both simultaneously
applied rx =Mxu{t), r2 = M2u(t). These are shown in Fig. 14.
0.2
It is seen that they are definitely not the superposition of the
results obtained when r1} r2 were applied one at a time. To
explain this divergence from superposition, templates of
Qn > Qn were calculated on the assumption of superposition
-0.2
of outputs. The templates are shown in Fig. 15 for co = 1.
Comparing with Fig. 12, it is seen that they are exceedingly
larger, and so it is not at all surprising that a design made on 10
time s
the basis of the templates of Fig. 12 should be woefully
inadequate for the templates of Fig. 15. The design technique Fig. 13 Step responses, design 1
is guaranteed only for the set of system inputs for which the Representative normalised step responses
design is executed. Thus a different design must be made if the a yt, due to r,
b 10^j,due to r1
command inputs can occur simultaneously. We shall also use c J>J , due to r2
here the nonlinear compensation technique of Reference 19. d 10y,, due to r2

222 IEEPROC, Vol. 129, Pt. D, No. 6, NOVEMBER 1982

Eqn. 11 withj>j = vx ,y2 = v2 becomes defining A, with the nominals used the same as before. The
new effective LTI plant is WA, in place of W. Following the
same procedure as in design 1, the new LTI equivalent plant
vx + Ao\ \ vx dz\ + B0\ \vx dz jv2dz = kxoxx is derived with the resulting plant templates shown in Fig. 16.
(H) Compare co = 1 in Fig. 16 with Fig. 15 to see the enormous
v2 jvx dz dz + Eo =
20*2 decrease in equivalent uncertainty, achieved by use of the
nonlinear A network. The reason is that, without A, non-
linearity by itself (even with no uncertainty) generates an
uncertain linear equivalent set. The nonlinear A removes
most of the uncertainty due to the nonlinearity, and so what
remains is the actual uncertainty. There is therefore a much
more economical design in terms of the loop gain and band-
width needed.

time s
Fig. 14 Outputs due to simultaneous step inputs, four runs

A 5 5
B 5 5
C 5 5
D 5 5

r, = M,(f)
r2 = M2u(t)

Fig. 16 Plant templates due to simultaneous step inputs, cancellation

design
Design problem 2, cancellation design
a Qu ' <*> = 0 . 1 , 0 . 2 , 0 . 5 , 1 , 2 , 5 , 1 0 , 2 0 , 5 0 , 1 0 0

The next steps are the same as in design 1. Simulation

Fig. 15 Plant templates due to simultaneous step inputs, no cancella-
tion design
Design problem 2, no cancellation
IEEPROC, Vol. 129, Pt. D, No. 6, NOVEMBER 1982
results over a range of M, d for rx =M cos 9, r2 =M sin 0,
ME [2, 5], are shown in Fig. 17.
Disturbance attenuation and command response
There is no basic difference in the design technique for dis-
turbance attenuation alone or with simultaneous commands.
Consider the actual system inputs and combinations of system
inputs the system is subjected to in its actual real-life operating
environment. Formulate the desired plant outputs in response
to these inputs, but be sure that the plant is physically capable
of delivering such outputs. In this way, obtain a representative
set of the actual plant outputs over the life of the system: call
it set sf= {a(t)}. Find &, the LTI equivalent of the nonlinear
plant set ^ with respect to the s e t j ^ . Thereafter^ replaces
223
yjT, and so one is dealing with LTI problems. If these LTI
problems are solved, then it is guaranteed that the nonlinear
problems are solved, but only for those system inputs which
give ja^. The equivalence of & to W is only with respect to
6 Discussion and comparison with modern control
methods
Modern control theory ignored the uncertainty problem for a
very long time. It first concentrated on eigenvalue realisation
(pole placement) and emerged with the fantastic (from the
feedback point of view) result of infinite-bandwidth amplifiers
as compensators, and was even proud of this, because no
'dynamics' (poles and zeros) were needed in the compensation.
This is comparable with parastic capacitance being neglected in
a study of wideband amplifiers, or noise being neglected in a
study of high-gain amplifiers. The practical designer may
of
1.0
sometimes emerge with compensation which is finite as s -> ,
but he knows in what co range the inevitable poles are allowed
to occur. In as much as the cost of feedback is precisely in the
bandwidths of the compensation, there is no excuse for this in
a presumably serious study of the feedback problem.
Originally, all the states had to be measured. After a few
years of this, modern control theorists discovered that not all
the states could usually be measured, which ushered in the
'observer' years of estimating the unavailable states from the
measurable ones. After a few more years of this, modern
control theorists became aware of the uncertainty problem,
which brings us to the present 'robustness' period.
The solution from modern control theorists to the un-
certainty problem is more patching of Kalman's linear quadratic
regulator (LQR) theory, which is the foundation of the
modern design approach to LTI MIMO systems. LQR theory
is mathematically impeccable as a solution to a nonengineering
feedback problem, because it emerges with infinite-bandwidth
time s
2 ' U 6
0
\
-0.3

f1 .
0.5
0.5

2 u
time s 0
time s

time S time s
0 ' 5 0 " 5
time s 5 0

-0.5
0

-0.5 -0.5

-0.5 h

Fig. 17 Step responses, design 2

Normalised step responses
ft M cos 6
r
2 = M sin 6
a 9 0 = 30 c Q = 90
d e = 120 = 150 f 0 - 180
g e = 210 = 240 c i 9 = 270'
i 0 = 300 = 330 c

224 IEEPROC, Vol. 129, Pt. D, No. 6, NOVEMBER 1982

compensators, which proves that an unrealistic problem had
been formulated. As explained by Athans [31], the answer to
uncertainty lies the in stochastic LQG (linear quadratic
Gaussian) approach, wherein plant and other uncertainties
are somehow accounted for by means of Gaussian random
zero-mean inputs with suitable covariance matrices. It is a
matter of faith that uncertainty can be accounted for in this
way, because no proof has been offered. The reason for this
approach is simple. Optimal LQR theory cannot cope directly
with parameter uncertainty and emerge with its 'elegant'
Ricatti equation and constant gain compensation, but it can
handle added inputs, and so one tries to learn somehow (by
experience, iteration etc.) to handle the real problem, that
of uncertainty, via suitable random inputs and weighting
matrices.
For a while, the answer lay in nominal sensitivity and
stability margins, nominal because LQG design is always at
a fixed nominal set of parameters. There was much pride in
the wonderful stability margins achieved by LQR theory
(wonderful only because of the neglect of the bandwidth
problem). This was easily shown as inadequate, because the
sensitivity function is S = (dT/T)/(dP/P), and so dT/T =
S dP/P. Even if \S\ is small, one need only make \dP/P\ large
by having poles or zeros near the /co-axis. The obvious answer
is that sensitivity must be related to the extent of uncertainty.
6.1 Singular-value theory (SVT)
The latest and definitely improved answer of modern control
theory to the uncertainty problem is to examine the actual
uncertainty, and then to somehow incorporate it into the
LQR (or LQG) procedure. The singular values of a matrix A .of comment (i), if k0 = 1 is chosen, then lm = 4 and
are scalar functions which are an overall gross matrix para-
meter, used to try to simulate the transfer function of an SISO
device [32]. They are not easy to calculate, as they are the
square root of the eigenvalues of A * A versus co. The
maximum and minimum values amax [A] and omin [A] are
used. In order to avoid having to calculate them over the
uncertainty set & , one deals with nominal plant Po and
obtains a bound on the uncertainty by letting/ = [/ + V],P0
(/co) and finding omax [V(ju>)] </ m (co), the upper bound
over the plant variation matrix K(/co). Stability is assured if
Omax [L/(I+--L)] < l// m (co) for all co (eqn. 17 of Reference
32). This gives stability constraints on loop matrix L and on
\L\ in the low co range, from amin. These constraints on L are
in turn related to LQG weighting factors, and so constraints
are thereby imposed on the latter, giving a first crack at an
LQG design. Experimentation with weighting functions by
checking against time-domain simulations is usually necess-
ary, because LQG minimises a single scalar index, and so
there is no direct control over time responses.
Comments on SVT design
(i) Phase information is lost in singular values as they are
positive real functions of co, and so the stability constraints
tend to be very conservative. For example, let a scalar P =
k/(s + a), with uncertainties k: [1, kx ], a: [1, ax ] . After some
effort, it was found that the optimum nominals are k0 =
(1 + * x )/2, a0 = (1 + ax)/2, giving lm (0) = 0 - l ) / 0 + 1),
0 = kxax. The stability constraint gives |Z,(/0)/(l +Z,(/0))| <
(0 + l ) / ( 0 - l ) . At larger co, this tends to |L(/co)/[l +Z-(/co)]| missions are the design tools and the emphasis is on their
< ( X + 1)/(X-1), \ = kx. Suppose X= 10, 0 = 100; then, at
larger co, \L/(\ + L)\ < 1.74dB, which corresponds to an
approximately 55 phase margin. If X = 40 (possible in flight
control), then at larger co the bound is 0.43 dB, forcing a phase
margin of about 73, which is much higher than needed. This
means that \L\ must decrease slower than inherently necessary.
Modern control theorists boast about these large phase
IEEPROC, Vol. 129, Pt. D, No. 6, NOVEMBER 1982
margins, but do not realise that the resulting slow decrease of
\L\ gives a much larger sensor noise effect without getting
anything needed in return. Our experience has been that SISO
constraints and costs of feedback are accentuated in MIMO
designs. Consider the 2 x 2 plant P = [kfj/s]. Taking k(i: [1,
5], ktj: [0.2, 0.8] for the uncertainties and the nominal
values as the average values, the result is lm = 1.6, so that
11,7(1 + Li)\ < 0.62 for all co, which is a ridiculous constraint
as it would force \Lt\ to decrease very slowly until the required
gain margin has been achieved.
(ii) Doyle and Stein [33] emphasise 'unstructured' uncer-
tainties, which correspond to totally uncertain plant phase at
large co. While this is true at very large co, it is definitely not
so in the crossover region in the vast majority of realistic
control problems. They argue that well before the bending
modes (in, say, the flight-control problem), there is no phase
information about the plant. This is certainly untrue in the
flight-control system. Their motivation is obvious, as the
above unduly large margins would be justified if there really is
total phase uncertainty. The true region of unstructured
uncertainty in realistic designs occurs mostly at much larger
co, where \L\ is so small that phase no longer matters.
(iii) A good general design philosophy for MIMO systems
should approach a good design method when applied to SISO
systems. However, the singular-value approach does not: it
retains all its disadvantages.
(iv) A good design technique should not be sensitive
to the choice of nominal plant values. This is so in the QFT
techniques previously presented: it matters not what values are
chosen as nominal. However, lm above is very sensitive to the
choice of nominal values. Thus, in the above scalar example
\L/(l + L)\ < 0.25, which is a ridiculous constraint. It is not so
simple to find the nominal plant which minimises lm, even in
the scalar case; it appears very difficult to do so in the MEMO
case.
(v) Even at best, the singular value is a global matrix
parameter. Thus there is no control of the individual matrix
elements, nor trade-off between the individual loop trans-
missions as is easily achieved in QFT.
(vi) The relation between uncertainty and the actual
time responses of the individual n2 transmissions is very
indirect. Note the steps: uncertainty -* search for optimal
nominal -> search for singular values (with loss of phase
information)-> constraints on L for stability etc. -con-
straints on weighting functions in LQG - design -> full state
recovery design -> simulate to see actual time response and
uncertainty effects -* weighting functions iterate. Many
judgments must be made in course of the design [3234].
(vii) SVT does not apply to nonlinear uncertain plants,
(viii) Doyle and Stein [33] note that 'a single worst-case
uncertainty magnitude (is) applicable to all channels. If
substantially different levels of uncertainty exist in various
channels, it may be necessary to scale the input-output vari-
ables . . .'. This is a serious criticism, and they offer no proof
that scaling is effective, nor any ad hoc examples. One might be
sceptical whether it can help, since sensitivity is a normalised
function.
(ix) It was noted in Section 4.4 how a quantitative design
is suitable for digital compensation, because the loop trans-
bandwidth economy. In constrast, in LQR (which includes
singular-value design), constant-gain infinite-bandwidth ele-
ments emerge, and there is no inkling as to the co range over
which the so-called 'constant' gain must be maintained.
It is urged that modern researchers in the uncertainty prob-
lem free themselves from the straitjacket of LQR theory.
225
Its mathematics, its scalar figure of merit at a fixed nominal
parameter set, its assumption of all states measurable are all
woefully unsuited to quantitative feedback synthesis. For
example, in the SISO problem of Fig. \b with only two
degrees of freedom, is it not much simpler to optimise on
a two-product analytic function space? LQR has not been
shown to cope properly even with this simple uncertainty
problem.
6.2 Numerical methods
Numerical methods which exploit the power of modern
computers have been developed [3537]. They can be quite
useful to the practical designer, but do not by themselves
constitute a theory. They are best used in conjunction with a
quantitative theory which provides a good initial first try.
7 Acknowledgment
This research was supported in part by the National Science
Foundation grant 8101958 at the University of Colorado.
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IEEPROC, Vol. 129, Pt. D, No. 6, NOVEMBER 1982