MIMO control design (Chapter 4)

Gjerrit Meinsma
DMCS 04-05
Intro
K P
e u
v
z r
input u(t) R
n
u
and output y(t) R
n
y
are vector valued
DMCS 04-05 1
Intro
u
1
u
2
y
1
y
2
y
1,ref
y
2,ref
y
1
y
2
k
1
k
2
P
u
2
u
1
Example 1 (Decentralized & Interaction). A natural i/o-pairing:
u
1
= k
1
(y
1,ref
y
1
), u
2
= k
2
(y
2,ref
y
2
).
This is decentralized control.
DMCS 04-05 2
Intro
Suppose
P(s) =
_
1
s+1
1
s+1
1
s(s+1)

1
s+1
_
.
When lower loop closed with
u
2
= k
2
(y
2,ref
y
2
)
then
y
1
= P
11

llc
u
1
. .
upper loop
, P
11
(s)

llc
=
1
s + 1
_
1
k
2
s(s + 1 k
2
)
_
.
DMCS 04-05 3
Intro
For instance
k
2
= 0 : P
11
(s)

llc
=
1
s + 1
k
2
= 1 : P
11
(s)

llc
=
s + 1
s(s + 2)
k
2
= : P
11
(s)

llc
=
1
s
There is interaction.
Dynamics changes with k
2
.
Cannot design k
1
independent of k
2
.
DMCS 04-05 4
Intro
Example 2 (Zeros & decoupling). Suppose
_
y
1
(s)
y
2
(s)
_
=
_
1
s+1
2
s+3
1
s+1
1
s+1
_
_
u
1
(s)
u
2
(s)
_
.
Then
u
2
= y
2
. .
perfect tracking lower loop
= y
1
=
s 1
(s + 1)(s + 3)
u
1
Bummer: non-minimumphase upper loop.
DMCS 04-05 5
Likewise
u
1
= y
1
. .
perfect tracking upper loop
= y
2
=
s 1
(s + 1)(s + 3)
u
2
Bummer: non-minimumphase lower loop.
DMCS 04-05 6
Intro
Lets instead try decoupling:
controller
y
1,ref
y
2,ref
y
1
y
2
k
1
k
2
P
u
2
u
1
K
pre
IdealK
pre
:= P
1
cancels unstable zero of P: not allowed.
For (4.14) see lect.notes we get
P(s)K
pre
(s) =
_

s1
(s+1)(s+3)
0
0
s1
(s+1)(s+3)
_
.
DMCS 04-05 7
Bummer: non-minimumphase in both channels.
DMCS 04-05 8
Intro
Claim: There is such a thing as MIMO zeros (here s = 1) which we
can not get rid of by choice of stabilizing controller.
Need notion of zeros & poles for MIMO systems.
DMCS 04-05 9
Overview (chap 4)
Technical machinary
Poles and zeros of MIMO systems
Smith-McMillan of rational transfer matrix
Transmission zero (state space)
Design methods
Decoupling control: take K = P
1
K
d

Decentralized control: take K diagonal

servocompensators (state space integrating action)
DMCS 04-05 10
Poles and zeros of MIMO systems
Three examples of polynomial matrices:
_
1 0
0 s
_
. .
single zero
_
1 0
0 s
2
_
. .
double zero
_
1 s + 1
0 1
_
. .
no zero
Denition 3. V (s) is unimodular if det V (s) = c ,= 0.
DMCS 04-05 11
Poles and zeros of MIMO systems
For diagonal matrices (poles and) zeros are trivial:
_
s 0
0 s(s + 1)
_
has zeros:
s
1
= 1, s
2
= 0 (twice)
DMCS 04-05 12
Poles and zeros of MIMO systems
Lemma 4 (Smith form of a polynomial matrix). For every
polynomial matrix N there exist unimodular U and V such that
UNV = S :=
_

1
0 0 0 0
0
.
.
. 0 0 0
0 0

r
0 0
0 0 0 0 0
_

_
(1)
Its zeros are the zeros of

i
. Its rank is r.
DMCS 04-05 13
Poles and zeros of MIMO systems
To nd Smith form S of N apply elementary row and column
operations:
multiply a row/column by a nonzero constant;
interchange two rows or two columns;
add row/column multiplied by polynomial to another
row/column.
DMCS 04-05 14
Poles and zeros of MIMO systems
Example 5.
N(s) :=
_
s + 1 s 1
s + 2 s 2
_
(1)

_
s + 1 s 1
1 1
_
(2)

_
s + 1 2s
1 0
_
(3)

_
0 2s
1 0
_
(4)

_
1 0
0 s
_
=: S(s).
DMCS 04-05 15
Zeros and poles of rational matrices
Let P be a rational matrix P =
1
d
N
Lemma 6 (Smith-McMillan form of a rational matrix). For
every rational matrix P there exist unimodular polynomial matrices
U and V such that
UPV = M :=
_

1
0 0 0 0
0

2

2
0 0 0
0 0
.
.
. 0 0
0 0 0

r

r
0
0 0 0 0 0
_

_
(2)
with
i
and
i
coprime. The zeros of P are the zeros of

i
and
its poles are the zeros of

i
.
DMCS 04-05 16
Zeros and poles of rational matrices
s is a pole of P i it is a pole of some of its entries P
ij
.
DMCS 04-05 17
Zeros and poles of rational matrices
s is a pole of P i it is a pole of some of its entries P
ij
.
s can be a pole and a zero at the same time
_
1/s 0
0 s/(s + 1)
_
DMCS 04-05 17
Zeros and poles of rational matrices
s is a pole of P i it is a pole of some of its entries P
ij
.
s can be a pole and a zero at the same time
_
1/s 0
0 s/(s + 1)
_
Zeros are often dicult to spot: E.g. s = 0 is a zero of
P(s) =
_
1 1/s
0 1
_
(see next statement).
DMCS 04-05 17
Zeros and poles of rational matrices
s is a pole of P i it is a pole of some of its entries P
ij
.
s can be a pole and a zero at the same time
_
1/s 0
0 s/(s + 1)
_
Zeros are often dicult to spot: E.g. s = 0 is a zero of
P(s) =
_
1 1/s
0 1
_
(see next statement).
If P is invertible, then s is a zero of P i it is a pole of its
DMCS 04-05 17
inverse:
P(s) =
_
1 1/s
0 1
_
= P
1
(s) =
_
1 1/s
0 1
_
.
DMCS 04-05 18
CL Stability = no unstable pole-zero
cancellation
Theorem 7. A controller K destabilizes if there are unstable pole-
zero cancellations in forming the product L = PK.
That is, closed-loop stability requires
Z(K) Z(P) = Z(PK).
(Z denotes the set of CRHP zeros).
DMCS 04-05 19
State-space realizations
State space description are useful for MIMO systems:
P(s) = C(sI A)
1
B +D
with A R
nn
, B R
nn
u
, C R
n
y
n
, D R
n
y
n
u
.
y = Pu
_
x = Ax +Bu
y = Cx +Du
DMCS 04-05 20
Transmission zeros
Denition 8. The transmission zeros are the zeros of the polynomial
matrix
_
As
0
I B
C D
_
,
i.e., the values where this polynomial matrix loses rank.
DMCS 04-05 21
Transmission zeros
Lemma 9. If realization P(s) = C(sI A)
1
B + D is minimal,
then s C is zero of P i it is a transmission zero.
Lemma 10. s
0
is a transmission zero u(t) = u
0
e
s
0
t
, Pu = 0
Lemma 11. If realization P(s) = C(sI A)
1
B + D is minimal,
then s
0
C is pole of P i it is an eigenvalue of A.
DMCS 04-05 22
Computation of transmission zeros
_
AsI B
C D
_ _
I 0
D
1
C I
_
=
_
(ABD
1
C) sI B
0 D
_
So transmission zeros are the eigenvalues of ABD
1
C
This assumes D invertible.
There are variations for non-invertible D
DMCS 04-05 23
Decoupling Control
(a) (b)
e e
u
u
y
y
v
x
c
T
1
K K P P
Decoupled plant D
1
f
Given P(s) = C(sI A)
1
B +D, nd u = T
1
(cx +v)
such that resulting system y = D
1
f
v is diagonal.
DMCS 04-05 24
Decoupling Control
Try v = y !!!!
v = y
v = Cx +Du
u = D
1
(Cx +v)
...too good to be true.
DMCS 04-05 25
Decoupling Control
Indeed:
_
AsI B
C D
_
. .
system matrix of P
_
I 0
D
1
C D
1
_
=
_
(ABD
1
C) sI BD
1
0 I
_
. .
system matrix of D
1
f
All transmission zeros end up as poles-of-the-realization of D
f
and none of these are observable!
Conclusion: Not allowed if there is one or more CRHP tranmission
zero.
DMCS 04-05 26
Decoupling Control
What to do if D := lim
s
P(s) has less than full row rank?
Dene
T := lim
s
D
f
(s)P(s), D
f
(s) = diag(s
f
1
, s
f
2
, . . . , s
f
m
)
The D
f
is a dierentiator
v = D
f
Pu
x = Ax +Bu,
v =
_

_
d
f
1
dt
f
1
y
1
d
f
2
dt
f
2
y
2
.
.
.
d
f
m
dt
f
m
y
m
_

_
=
_

_
C
1
A
f
1
C
2
A
f
2
.
.
.
C
m
A
f
m
_

_
. .
C
x +Tu
DMCS 04-05 27
and by construction get diagonal
v = D
f
y y = D
1
f
v.
DMCS 04-05 28
Decoupling Control
(a) (b)
e e
u
u
y
y
v
x
c
T
1
K K P P
Decoupled plant D
1
f
transmission zeros of P = transmission zeros of D
1
f
(All transmission zeros are unobservable since D
1
f
has no zeros.)
DMCS 04-05 29
Decentralized control
The relative gain array (RGA)
r
1
r
2
y
1
y
2
k
1
k
2
P
u
2
u
1
Find good pairings u
i
y
j
(and then design y
j
= k
ji
u
i
without regard for other loops)
DMCS 04-05 30
Decentralized control
Tuning of second loop independent of rst loop if
:=
gain from u
2
to y
2
if upper loop is open
gain from u
2
to y
2
if upper loop is closed
is close to 1.
If = 1 then k
2
can be designed independently from k
1

DMCS 04-05 31
Suppose all signals are constant (in steady state). Then
=
dy
2
/du
2
if upper loop is open
dy
2
/du
2
if upper loop is closed
DMCS 04-05 32
Decentralized control
Assume also perfect tracking:
=
dy
2
/du
2
if upper loop is open
dy
2
/du
2
if upper loop is closed
= dy
2
/du
2

u
1
du
2
/dy
2

y
1
= P
22
(0) (P
1
)
22
(0)
DMCS 04-05 33
Decentralized control
Suppose
_

_
y
1
y
2
.
.
.
y
m
_

_
=
_

_
P
11
P
12
P
1m
P
21
P
22

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
P
m1
P
mm
_

_
_

_
u
1
u
2
.
.
.
u
m
_

_
dene
= P (P
1
)
T
(an mm matrix)
where denotes the Hadamard product (elementwise product).
DMCS 04-05 34
Then

ij
(0)
is a measure of interconnection:
If
ij
(0) 1 then pair y
i
with u
j
DMCS 04-05 35
Decentralized control
DMCS 04-05 36
P =
_
P
11
0
0 P
22
_
=
_
1 0
0 1
_
P =
_
P
11
0
P
21
P
22
_
=
_
1 0
0 1
_
P =
_
0 P
12
P
21
0
_
=
_
0 1
1 0
_
P =
_
p p
p p
_
=
_
0.5 0.5
0.5 0.5
_
P =
_
a a
a a(1 +)
_
=
_
1+

1+

_
DMCS 04-05 37
Servomechanism Problem
.. is to design a controller called servocompensator that
renders y insensitive to disturbances v and asymptotically track
certain reference inputs r.
m
u
v
e
y
K
0
/s 1/s
1/s
Example: Integral action: tracks constant r and rejects constant v.
But what if r is not constant & v is not constant & MIMO?
DMCS 04-05 38
Servomechanism Problem
m
u
v = C
v
x
v
e
y
P K
x
r
= A
v
x
r
x
v
= A
v
x
v
controller K: x
s
(t) = diag (A
v
, A
v
, . . . , A
v
)
. .
n
v
times
x
s
(t) +B
s
e(t)
Stability not yet guaranteed.
DMCS 04-05 39
Decentralized control
e
x
s
x
K P
F
F
s
u
y
v
r
u = Fx +F
s
x
s
Where F, F
s
are chosen to stabilize the system.
May use observer for x (does not aect stability).
DMCS 04-05 40
Decentralized control
Lemma 12. Let P(s) = C(sI A)
1
B + D and
i
(A
v
) jR.
Suppose
1. (A, B) is stabilizable and (A, C) is detectable
2. n
u
n
y
3. rank
_
A
i
I B
C D

= n +n
y
for every eigenvalue
i
of A
v
Then F, F
s
can be selected such that the closed loop system matrix
_
A+BF BF
s
B
s
C A
s
_
has all its eigenvalues in the open left-half plane
DMCS 04-05 41
In that case e(t) 0 as t for any of the v and r dened
earlier
DMCS 04-05 42
Gains and norms
Bode plot for SISO is well dened
P(s) =
1
s
= T(s) =
1
s + 1
=
0.1
but Bode plot for MIMO ??
T(s) =
_
1
1
s
0 1
_
= ??
Plots of eigenvalues of T(j) are no good: Norms to the rescue
DMCS 04-05 43
Gains and norms
The Euclidean norm of vectors:
x =
_

_
x
1
.
.
.
x
n
_

_
|x|
2
:=

i
[x
i
[
2
=

x
T
x.
Then
(M)
_

min
(M

M)

|Mx|
2
|x|
2
(M)
_

max
(M

M), the spectral norm

DMCS 04-05 44
Gains and norms
y = Tr
(T(j))
minimal gain

|y(j)|
2
|r(j)|
2
(T(j))
maximal gain
DMCS 04-05 45
Gains and norms
10
-2
10
-1
10
0
10
1
10
2
10
-4
10
-3
10
-2
10
-1
10
0
10
1
Bounds on gains: (T(j)) and (T(j))
Design goals:
(S(j)) 1 low frequency
(T(j)) 1 high frequency
DMCS 04-05 46
The H

-norm
sup
x
|Mx|
2
|x|
2
= (M)
sup
x
|Mx|
2
2
|x|
2
2
= (M)
2
consider stable system y = Hu
sup
u(j)
|y(j)|
2
2
output power at freq.
|u(j)|
2
2
input power at freq.
= (H(j))
2
power gain at freq.
DMCS 04-05 47
The H

-norm
sup

power gain at freq. = maximal power gain

= maximal energy gain
Precise: if y = Hu stable then
sup
u
_
_

|y(t)|
2
dt
_
_

|u(t)|
2
dt
= sup

(H(j)) (when stable)

=: |H|
H

=: |H|

(when stable)
DMCS 04-05 48